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, 2021 to June 30, 2021
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
Voya Investors Trust
■ | Voya Government Liquid Assets Portfolio | ■ | VY® Morgan Stanley Global Franchise Portfolio | ||
■ | VY® Clarion Global Real Estate Portfolio | ■ | VY® T. Rowe Price Capital Appreciation Portfolio | ||
■ | VY® Invesco Growth and Income Portfolio | ■ | VY® T. Rowe Price Equity Income Portfolio | ||
■ | VY® JPMorgan Emerging Markets Equity Portfolio | ■ | VY® T. Rowe Price International Stock Portfolio | ||
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are no longer sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly.
You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
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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. The Portfolios’ Forms NPORT-P are available on the SEC’s website at www.sec.gov. Each Portfolio’s complete schedule of portfolio holdings is available at: 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,
President
Voya Family of Funds
July 22, 2021
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | ||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,000.10 | 0.05 | % | $0.25 | $ | 1,000.00 | $ | 1,024.55 | 0.05 | % | $0.25 | |||||||||||||||||||
Class S | 1,000.00 | 1,000.10 | 0.05 | 0.25 | 1,000.00 | 1,024.55 | 0.05 | 0.25 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,000.10 | 0.05 | 0.25 | 1,000.00 | 1,024.55 | 0.05 | 0.25 | |||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,175.40 | 1.47 | % | 7.93 | 1,000.00 | 1,017.50 | 1.47 | % | 7.35 | |||||||||||||||||||||||
Class I | 1,000.00 | 1,179.10 | 0.87 | 4.70 | 1,000.00 | 1,020.48 | 0.87 | 4.36 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,177.10 | 1.12 | 6.05 | 1,000.00 | 1,019.24 | 1.12 | 5.61 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,176.20 | 1.27 | 6.85 | 1,000.00 | 1,018.50 | 1.27 | 6.36 | |||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,195.00 | 1.21 | % | 6.59 | 1,000.00 | 1,018.79 | 1.21 | % | 6.06 | |||||||||||||||||||||||
Class I | 1,000.00 | 1,198.50 | 0.61 | 3.33 | 1,000.00 | 1,021.77 | 0.61 | 3.06 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,197.40 | 0.86 | 4.69 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,196.40 | 1.01 | 5.50 | 1,000.00 | 1,019.79 | 1.01 | 5.06 |
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | ||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,032.40 | 1.85 | % | $ | 9.32 | $ | 1,000.00 | $ | 1,015.62 | 1.85 | % | $9.25 | ||||||||||||||||||
Class I | 1,000.00 | 1,035.20 | 1.25 | 6.31 | 1,000.00 | 1,018.60 | 1.25 | 6.26 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,034.00 | 1.50 | 7.56 | 1,000.00 | 1,017.36 | 1.50 | 7.50 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,033.40 | 1.65 | 8.32 | 1,000.00 | 1,016.61 | 1.65 | 8.25 | |||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,094.40 | 1.54 | % | 8.00 | 1,000.00 | 1,017.16 | 1.54 | % | 7.70 | |||||||||||||||||||||||
Class R6 | 1,000.00 | 1,097.90 | 0.94 | 4.89 | 1,000.00 | 1,020.13 | 0.94 | 4.71 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,096.60 | 1.19 | 6.19 | 1,000.00 | 1,018.89 | 1.19 | 5.96 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,096.10 | 1.34 | 6.96 | 1,000.00 | 1,018.15 | 1.34 | 6.71 | |||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,097.00 | 1.24 | % | 6.45 | 1,000.00 | 1,018.65 | 1.24 | % | 6.21 | |||||||||||||||||||||||
Class I | 1,000.00 | 1,099.90 | 0.64 | 3.33 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,100.10 | 0.64 | 3.33 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,098.90 | 0.89 | 4.63 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,097.90 | 1.04 | 5.41 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | |||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,180.80 | 1.21 | % | 6.54 | 1,000.00 | 1,018.79 | 1.21 | % | 6.06 | |||||||||||||||||||||||
Class I | 1,000.00 | 1,184.50 | 0.61 | 3.30 | 1,000.00 | 1,021.77 | 0.61 | 3.06 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,182.70 | 0.86 | 4.65 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,182.20 | 1.01 | 5.46 | 1,000.00 | 1,019.79 | 1.01 | 5.06 | |||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,067.70 | 1.36 | % | 6.97 | 1,000.00 | 1,018.05 | 1.36 | % | 6.80 | |||||||||||||||||||||||
Class I | 1,000.00 | 1,070.70 | 0.76 | 3.90 | 1,000.00 | 1,021.03 | 0.76 | 3.81 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,069.30 | 1.01 | 5.18 | 1,000.00 | 1,019.79 | 1.01 | 5.06 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 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 | |||||||||||||||
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ASSETS: | ||||||||||||||||||
Investments in securities at fair value+* | $ | — | $ | 217,234,486 | $ | 433,704,255 | $ | 570,861,574 | ||||||||||
Short-term investments at fair value† | — | 7,742,636 | 10,050,268 | 10,826,393 | ||||||||||||||
Short-term investments at amortized cost | 387,223,229 | — | — | — | ||||||||||||||
Repurchase agreements | 526,584,000 | — | — | — | ||||||||||||||
Cash | 574 | — | — | — | ||||||||||||||
Foreign currencies at value‡ | — | 10,332 | 736 | 20,401 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities and currencies sold | 194,473,478 | 3,181,350 | 2,046,226 | 11,622,051 | ||||||||||||||
Fund shares sold | 356,591 | 78,494 | 52,570 | 762,146 | ||||||||||||||
Dividends | 885 | 667,609 | 574,545 | 573,751 | ||||||||||||||
Interest | 23,697 | — | — | — | ||||||||||||||
Foreign tax reclaims | — | 116,288 | 137,847 | 65,605 | ||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 70,680 | 453 | ||||||||||||||
Prepaid expenses | — | 53 | — | — | ||||||||||||||
Reimbursement due from Investment Adviser | 399,665 | 31,425 | — | — | ||||||||||||||
Other assets | 29,312 | 13,944 | 26,314 | 28,370 | ||||||||||||||
Total assets | 1,109,091,431 | 229,076,617 | 446,663,441 | 594,760,744 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities and currencies purchased | 259,926,396 | 3,638,091 | 2,367,309 | 9,023,860 | ||||||||||||||
Payable for fund shares redeemed | 864,404 | 752,535 | 378,533 | 44,473 | ||||||||||||||
Payable upon receipt of securities loaned | — | 4,986,306 | — | 10,826,393 | ||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 6,395 | — | ||||||||||||||
Payable for unified fees | 194,542 | — | 221,855 | 587,853 | ||||||||||||||
Payable for investment management fees | — | 158,900 | — | — | ||||||||||||||
Payable for distribution and shareholder service fees | 220,131 | 26,617 | 92,537 | 117,303 | ||||||||||||||
Payable to custodian due to bank overdraft | — | — | — | 166,253 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 29,312 | 13,944 | 26,314 | 28,370 | ||||||||||||||
Payable for trustee fees | 31,718 | 1,026 | — | — | ||||||||||||||
Payable for foreign capital gains tax | — | — | — | 1,990,419 | ||||||||||||||
Other accrued expenses and liabilities | — | 122,725 | — | — | ||||||||||||||
Total liabilities | 261,266,503 | 9,700,144 | 3,092,943 | 22,784,924 | ||||||||||||||
NET ASSETS | $ | 847,824,928 | $ | 219,376,473 | $ | 443,570,498 | $ | 571,975,820 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 847,841,458 | $ | 163,673,765 | $ | 291,041,410 | $ | 237,361,560 | ||||||||||
Total distributable earnings (loss) | (16,530 | ) | 55,702,708 | 152,529,088 | 334,614,260 | |||||||||||||
NET ASSETS | $ | 847,824,928 | $ | 219,376,473 | $ | 443,570,498 | $ | 571,975,820 | ||||||||||
+ Including securities loaned at value | $ | — | $ | 4,634,301 | $ | — | $ | 10,603,545 | ||||||||||
* Cost of investments in securities | $ | — | $ | 159,943,357 | $ | 312,551,531 | $ | 332,712,966 | ||||||||||
† Cost of short-term investments | $ | — | $ | 7,742,636 | $ | 10,050,268 | $ | 10,826,393 | ||||||||||
‡ Cost of foreign currencies | $ | — | $ | 10,356 | $ | 733 | $ | 20,489 |
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 | $ | 15,687,147 | $ | 18,143,676 | $ | 63,033,099 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 1,301,282 | 736,275 | 2,355,461 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 12.06 | $ | 24.64 | $ | 26.76 | |||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 54,038,995 | $ | 114,648,126 | $ | 38,600,865 | $ | 94,355,586 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 54,033,630 | 9,218,444 | 1,544,262 | 3,308,040 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.44 | $ | 25.00 | $ | 28.52 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 336,845,799 | $ | 88,176,308 | $ | 361,033,742 | $ | 401,750,675 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 336,812,282 | 7,131,205 | 14,277,414 | 14,207,174 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.36 | $ | 25.29 | $ | 28.28 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 456,940,134 | $ | 864,892 | $ | 25,792,215 | $ | 12,836,460 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 456,894,625 | 69,311 | 1,032,447 | 460,399 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.48 | $ | 24.98 | $ | 27.88 |
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+* | $ | 428,856,034 | $ | 7,831,607,136 | $ | 377,174,625 | $ | 224,226,835 | ||||||||||
Short-term investments at fair value† | 5,845,606 | 802,454,097 | 8,007,820 | 10,534,332 | ||||||||||||||
Cash | — | 15,201,314 | 2,000,000 | 1,503,727 | ||||||||||||||
Foreign currencies at value‡ | 50 | 229,813 | — | 338,731 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities and currencies sold | 946,383 | 9,924,644 | 1,249,051 | 311,670 | ||||||||||||||
Fund shares sold | — | 2,779,495 | 149,922 | 304,237 | ||||||||||||||
Dividends | 738,669 | 2,024,131 | 560,990 | 144,132 | ||||||||||||||
Interest | — | 11,212,578 | 1,548 | 792 | ||||||||||||||
Foreign tax reclaims | 195,211 | — | 53,122 | 385,153 | ||||||||||||||
Prepaid expenses | — | — | — | 62 | ||||||||||||||
Other assets | 18,246 | 247,769 | 47,757 | 12,182 | ||||||||||||||
Total assets | 436,600,199 | 8,675,680,977 | 389,244,835 | 237,761,853 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities and currencies purchased | 834,478 | 66,085,017 | 612,582 | 399,414 | ||||||||||||||
Payable for fund shares redeemed | 526,683 | 1,969,950 | 161,182 | 6,086 | ||||||||||||||
Payable upon receipt of securities loaned | — | 28,001,203 | 5,566,708 | 7,942,429 | ||||||||||||||
Payable for unified fees | 330,506 | 4,374,162 | 191,589 | — | ||||||||||||||
Payable for investment management fees | — | — | — | 124,366 | ||||||||||||||
Payable for distribution and shareholder service fees | 130,618 | 1,821,106 | 92,604 | 45,211 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 18,246 | 247,769 | 47,757 | 12,182 | ||||||||||||||
Payable for trustee fees | — | — | — | 1,146 | ||||||||||||||
Other accrued expenses and liabilities | — | — | — | 179,803 | ||||||||||||||
Written options, at fair valueˆ | — | 110,722,455 | — | 1,530 | ||||||||||||||
Total liabilities | 1,840,531 | 213,221,662 | 6,672,422 | 8,712,167 | ||||||||||||||
NET ASSETS | $ | 434,759,668 | $ | 8,462,459,315 | $ | 382,572,413 | $ | 229,049,686 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 234,810,674 | $ | 5,400,004,586 | $ | 250,518,991 | $ | 149,043,312 | ||||||||||
Total distributable earnings | 199,948,994 | 3,062,454,729 | 132,053,422 | 80,006,374 | ||||||||||||||
NET ASSETS | $ | 434,759,668 | $ | 8,462,459,315 | $ | 382,572,413 | $ | 229,049,686 | ||||||||||
+ Including securities loaned at value | $ | — | $ | 27,296,202 | $ | 5,450,174 | $ | 7,640,272 | ||||||||||
* Cost of investments in securities | $ | 281,648,479 | $ | 6,280,327,177 | $ | 272,330,635 | $ | 161,184,346 | ||||||||||
† Cost of short-term investments | $ | 5,845,606 | $ | 802,454,097 | $ | 8,007,820 | $ | 10,534,332 | ||||||||||
‡ Cost of foreign currencies | $ | 50 | $ | 228,803 | $ | — | $ | 337,378 | ||||||||||
ˆ Premiums received on written options | $ | — | $ | 68,691,758 | $ | — | $ | 5,854 |
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 | $ | 131,595,953 | $ | 1,747,963,052 | $ | 59,735,178 | $ | 26,233,805 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 7,276,829 | 53,277,718 | 5,346,945 | 1,386,900 | ||||||||||||||
Net asset value and redemption price per share | $ | 18.08 | $ | 32.81 | $ | 11.17 | $ | 18.92 | ||||||||||
Class I | ||||||||||||||||||
Net assets | n/a | $ | 1,443,420,850 | $ | 73,769,612 | $ | 48,224,476 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 41,473,848 | 6,421,662 | 2,528,592 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 34.80 | $ | 11.49 | $ | 19.07 | |||||||||||
Class R6 | ||||||||||||||||||
Net assets | $ | 1,573,952 | $ | 593,417,683 | n/a | n/a | ||||||||||||
Shares authorized | unlimited | unlimited | n/a | n/a | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | n/a | ||||||||||||
Shares outstanding | 79,774 | 17,039,861 | n/a | n/a | ||||||||||||||
Net asset value and redemption price per share | $ | 19.73 | $ | 34.83 | n/a | n/a | ||||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 262,176,528 | $ | 4,605,950,749 | $ | 159,832,725 | $ | 154,591,405 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 13,276,036 | 132,486,465 | 13,720,588 | 8,150,040 | ||||||||||||||
Net asset value and redemption price per share | $ | 19.75 | $ | 34.77 | $ | 11.65 | $ | 18.97 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 39,413,235 | $ | 71,706,981 | $ | 89,234,898 | n/a | |||||||||||
Shares authorized | unlimited | unlimited | unlimited | n/a | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | n/a | |||||||||||
Shares outstanding | 2,020,112 | 2,082,365 | 7,904,467 | n/a | ||||||||||||||
Net asset value and redemption price per share | $ | 19.51 | $ | 34.44 | $ | 11.29 | 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* | $ | 7,915 | $ | 2,962,692 | $ | 4,291,650 | $ | 3,017,366 | ||||||||||
Interest | 197,089 | — | — | — | ||||||||||||||
Securities lending income, net | — | 9,545 | 16,163 | 21,296 | ||||||||||||||
Total investment income | 205,004 | 2,972,237 | 4,307,813 | 3,038,662 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | — | 915,750 | — | — | ||||||||||||||
Unified fees | 1,248,107 | — | 1,346,145 | 3,617,546 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | — | 44,764 | 51,030 | 184,654 | ||||||||||||||
Class S | 440,627 | 104,298 | 433,437 | 511,548 | ||||||||||||||
Class S2 | 982,728 | 1,643 | 50,694 | 26,139 | ||||||||||||||
Transfer agent fees: | ||||||||||||||||||
Class ADV | — | 9,089 | — | — | ||||||||||||||
Class I | — | 63,536 | — | — | ||||||||||||||
Class S | — | 50,820 | — | — | ||||||||||||||
Class S2 | — | 499 | — | — | ||||||||||||||
Shareholder reporting expense | — | 18,340 | — | — | ||||||||||||||
Professional fees | — | 5,430 | — | — | ||||||||||||||
Custody and accounting expense | — | 18,517 | — | — | ||||||||||||||
Trustee fees and expenses | 23,201 | 4,104 | 7,621 | 10,378 | ||||||||||||||
Miscellaneous expense | — | 5,399 | — | — | ||||||||||||||
Interest expense | — | — | — | 625 | ||||||||||||||
Total expenses | 2,694,663 | 1,242,189 | 1,888,927 | 4,350,890 | ||||||||||||||
Waived and reimbursed fees | (2,489,659 | ) | (206,483 | ) | (63,706 | ) | — | |||||||||||
Brokerage commission recapture | — | (570 | ) | — | (455 | ) | ||||||||||||
Net expenses | 205,004 | 1,035,136 | 1,825,221 | 4,350,435 | ||||||||||||||
Net investment income (loss) | — | 1,937,101 | 2,482,592 | (1,311,773 | ) | |||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments (net of foreign capital gains taxes withheldˆ) | 128,382 | 12,176,191 | 26,877,246 | 57,937,452 | ||||||||||||||
Forward foreign currency contracts | — | 8,441 | (159,444 | ) | 204 | |||||||||||||
Foreign currency related transactions | — | (18,257 | ) | 17,625 | 44,255 | |||||||||||||
Net realized gain | 128,382 | 12,166,375 | 26,735,427 | 57,981,911 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments (net of foreign capital gains taxes accrued#) | — | 19,418,130 | 45,486,665 | (37,845,393 | ) | |||||||||||||
Forward foreign currency contracts | — | (207 | ) | 274,609 | 449 | |||||||||||||
Foreign currency related transactions | — | (7,247 | ) | (19,976 | ) | (10,311 | ) | |||||||||||
Net change in unrealized appreciation (depreciation) | — | 19,410,676 | 45,741,298 | (37,855,255 | ) | |||||||||||||
Net realized and unrealized gain | 128,382 | 31,577,051 | 72,476,725 | 20,126,656 | ||||||||||||||
Increase in net assets resulting from operations | $ | 128,382 | $ | 33,514,152 | $ | 74,959,317 | $ | 18,814,883 | ||||||||||
* Foreign taxes withheld | $ | — | $ | 139,396 | $ | 80,524 | $ | 502,184 | ||||||||||
ˆ Foreign capital gains taxes withheld | $ | — | $ | — | $ | — | $ | 145,321 | ||||||||||
# Foreign capital gains taxes accrued | $ | — | $ | — | $ | — | $ | 1,990,419 |
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* | $ | 3,901,018 | $ | 35,545,905 | $ | 4,213,172 | $ | 2,083,028 | ||||||||||
Interest | — | 36,539,881 | 20,722 | — | ||||||||||||||
Securities lending income, net | 1,136 | 138,274 | 17,917 | 10,510 | ||||||||||||||
Total investment income | 3,902,154 | 72,224,060 | 4,251,811 | 2,093,538 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | — | — | — | 727,743 | ||||||||||||||
Unified fees | 2,008,061 | 25,600,418 | 1,178,758 | — | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 370,272 | 4,896,291 | 161,532 | 75,336 | ||||||||||||||
Class S | 319,545 | 5,577,182 | 190,345 | 194,646 | ||||||||||||||
Class S2 | 76,334 | 142,346 | 173,946 | — | ||||||||||||||
Transfer agent fees: | ||||||||||||||||||
Class ADV | — | — | — | 5,458 | ||||||||||||||
Class I | — | — | — | 10,125 | ||||||||||||||
Class S | — | — | — | 33,846 | ||||||||||||||
Shareholder reporting expense | — | — | — | 15,651 | ||||||||||||||
Professional fees | — | — | — | 10,498 | ||||||||||||||
Custody and accounting expense | — | — | — | 61,444 | ||||||||||||||
Trustee fees and expenses | 8,707 | 147,497 | 6,880 | 4,586 | ||||||||||||||
Miscellaneous expense | — | — | — | 56,107 | ||||||||||||||
Interest expense | — | — | 130 | — | ||||||||||||||
Total expenses | 2,782,919 | 36,363,734 | 1,711,591 | 1,195,440 | ||||||||||||||
Waived and reimbursed fees | (54,427 | ) | — | (55,784 | ) | (7,559 | ) | |||||||||||
Net expenses | 2,728,492 | 36,363,734 | 1,655,807 | 1,187,881 | ||||||||||||||
Net investment income | 1,173,662 | 35,860,326 | 2,596,004 | 905,657 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments | 13,575,685 | 528,866,613 | 19,176,100 | 12,587,904 | ||||||||||||||
Forward foreign currency contracts | — | — | — | (1,122 | ) | |||||||||||||
Foreign currency related transactions | 15,049 | (74,337 | ) | 1,506 | (8,833 | ) | ||||||||||||
Written options | — | 26,964,583 | — | 36,920 | ||||||||||||||
Net realized gain | 13,590,734 | 555,756,859 | 19,177,606 | 12,614,869 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments | 24,174,809 | 170,112,814 | 40,086,723 | 1,763,624 | ||||||||||||||
Forward foreign currency contracts | — | — | — | 267 | ||||||||||||||
Foreign currency related transactions | (9,859 | ) | 30,037 | (991 | ) | (9,071 | ) | |||||||||||
Written options | — | 4,525,293 | — | 18,117 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 24,164,950 | 174,668,144 | 40,085,732 | 1,772,937 | ||||||||||||||
Net realized and unrealized gain | 37,755,684 | 730,425,003 | 59,263,338 | 14,387,806 | ||||||||||||||
Increase in net assets resulting from operations | $ | 38,929,346 | $ | 766,285,329 | $ | 61,859,342 | $ | 15,293,463 | ||||||||||
* Foreign taxes withheld | $ | 89,714 | $ | 78,677 | $ | 77,288 | $ | 310,077 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | — | $ | 1,420,460 | $ | 1,937,101 | $ | 3,655,947 | ||||||||||
Net realized gain (loss) | 128,382 | 330,328 | 12,166,375 | (7,007,785 | ) | |||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | 19,410,676 | (9,668,409 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 128,382 | 1,750,788 | 33,514,152 | (13,020,247 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | — | — | (1,943,130 | ) | |||||||||||||
Class I | (8,071 | ) | (160,481 | ) | — | (13,539,081 | ) | |||||||||||
Class S | (49,063 | ) | (795,507 | ) | — | (11,140,696 | ) | |||||||||||
Class S2 | (68,928 | ) | (801,847 | ) | — | (103,320 | ) | |||||||||||
Total distributions | (126,062 | ) | (1,757,835 | ) | — | (26,726,227 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 100,219,364 | 588,651,285 | 9,552,286 | 15,969,658 | ||||||||||||||
Reinvestment of distributions | 126,062 | 1,757,835 | — | 26,726,227 | ||||||||||||||
100,345,426 | 590,409,120 | 9,552,286 | 42,695,885 | |||||||||||||||
Cost of shares redeemed | (219,249,034 | ) | (350,271,057 | ) | (17,220,993 | ) | (43,792,715 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (118,903,608 | ) | 240,138,063 | (7,668,707 | ) | (1,096,830 | ) | |||||||||||
Net increase (decrease) in net assets | (118,901,288 | ) | 240,131,016 | 25,845,445 | (40,843,304 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 966,726,216 | 726,595,200 | 193,531,028 | 234,374,332 | ||||||||||||||
End of year or period | $ | 847,824,928 | $ | 966,726,216 | $ | 219,376,473 | $ | 193,531,028 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income (loss) | $ | 2,482,592 | $ | 6,389,512 | $ | (1,311,773 | ) | $ | (2,155,611 | ) | ||||||||
Net realized gain (loss) | 26,735,427 | (3,654,870 | ) | 57,981,911 | 43,071,876 | |||||||||||||
Net change in unrealized appreciation (depreciation) | 45,741,298 | 480,905 | (37,855,255 | ) | 103,209,620 | |||||||||||||
Increase in net assets resulting from operations | 74,959,317 | 3,215,547 | 18,814,883 | 144,125,885 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (1,511,379 | ) | — | (3,335,242 | ) | ||||||||||||
Class I | — | (2,995,867 | ) | — | (5,482,509 | ) | ||||||||||||
Class S | — | (31,609,283 | ) | — | (23,848,555 | ) | ||||||||||||
Class S2 | — | (2,436,023 | ) | — | (770,608 | ) | ||||||||||||
Total distributions | — | (38,552,552 | ) | — | (33,436,914 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 14,837,914 | 13,095,950 | 27,750,850 | 29,912,036 | ||||||||||||||
Reinvestment of distributions | — | 38,552,552 | — | 33,436,914 | ||||||||||||||
14,837,914 | 51,648,502 | 27,750,850 | 63,348,950 | |||||||||||||||
Cost of shares redeemed | (34,366,860 | ) | (71,563,036 | ) | (51,718,320 | ) | (108,814,057 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (19,528,946 | ) | (19,914,534 | ) | (23,967,470 | ) | (45,465,107 | ) | ||||||||||
Net increase (decrease) in net assets | 55,430,371 | (55,251,539 | ) | (5,152,587 | ) | 65,223,864 | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 388,140,127 | 443,391,666 | 577,128,407 | 511,904,543 | ||||||||||||||
End of year or period | $ | 443,570,498 | $ | 388,140,127 | $ | 571,975,820 | $ | 577,128,407 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 1,173,662 | $ | 2,549,812 | $ | 35,860,326 | $ | 78,262,680 | ||||||||||
Net realized gain | 13,590,734 | 35,992,073 | 555,756,859 | 973,820,862 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 24,164,950 | 9,934,729 | 174,668,144 | 187,123,331 | ||||||||||||||
Increase in net assets resulting from operations | 38,929,346 | 48,476,614 | 766,285,329 | 1,239,206,873 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (9,746,549 | ) | — | (125,242,472 | ) | ||||||||||||
Class I | — | — | — | (146,443,507 | ) | |||||||||||||
Class R6 | — | (83,242 | ) | — | (22,268,407 | ) | ||||||||||||
Class S | — | (21,154,417 | ) | — | (361,997,134 | ) | ||||||||||||
Class S2 | — | (3,140,746 | ) | — | (5,800,989 | ) | ||||||||||||
Total distributions | — | (34,124,954 | ) | — | (661,752,509 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 6,052,735 | 14,807,838 | 216,161,423 | 780,080,807 | ||||||||||||||
Reinvestment of distributions | — | 34,124,954 | — | 661,752,509 | ||||||||||||||
6,052,735 | 48,932,792 | 216,161,423 | 1,441,833,316 | |||||||||||||||
Cost of shares redeemed | (31,616,254 | ) | (58,139,153 | ) | (395,371,438 | ) | (1,589,155,945 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (25,563,519 | ) | (9,206,361 | ) | (179,210,015 | ) | (147,322,629 | ) | ||||||||||
Net increase in net assets | 13,365,827 | 5,145,299 | 587,075,314 | 430,131,735 | ||||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 421,393,841 | 416,248,542 | 7,875,384,001 | 7,445,252,266 | ||||||||||||||
End of year or period | $ | 434,759,668 | $ | 421,393,841 | $ | 8,462,459,315 | $ | 7,875,384,001 |
VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 2,596,004 | $ | 6,886,831 | $ | 905,657 | $ | 997,100 | ||||||||||
Net realized gain | 19,177,606 | 6,251,840 | 12,614,869 | 5,851,108 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 40,085,732 | (14,818,868 | ) | 1,772,937 | 20,045,597 | |||||||||||||
Increase (decrease) in net assets resulting from operations | 61,859,342 | (1,680,197 | ) | 15,293,463 | 26,893,805 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (2,417,696 | ) | — | (951,655 | ) | ||||||||||||
Class I | — | (4,638,752 | ) | — | (1,967,794 | ) | ||||||||||||
Class S | — | (6,991,587 | ) | — | (6,557,580 | ) | ||||||||||||
Class S2 | — | (4,344,569 | ) | — | — | |||||||||||||
Total distributions | — | (18,392,604 | ) | — | (9,477,029 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 18,940,232 | 17,085,747 | 7,483,441 | 10,128,091 | ||||||||||||||
Reinvestment of distributions | — | 18,392,604 | — | 9,477,029 | ||||||||||||||
18,940,232 | 35,478,351 | 7,483,441 | 19,605,120 | |||||||||||||||
Cost of shares redeemed | (44,761,340 | ) | (53,320,095 | ) | (16,689,724 | ) | (30,264,106 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (25,821,108 | ) | (17,841,744 | ) | (9,206,283 | ) | (10,658,986 | ) | ||||||||||
Net increase (decrease) in net assets | 36,038,234 | (37,914,545 | ) | 6,087,180 | 6,757,790 | |||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 346,534,179 | 384,448,724 | 222,962,506 | 216,204,716 | ||||||||||||||
End of year or period | $ | 382,572,413 | $ | 346,534,179 | $ | 229,049,686 | $ | 222,962,506 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.05 | 0.05 | 0.00 | 54,039 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.30 | 0.28 | 0.17 | 0.17 | 0.23 | 64,002 | — | |||||||||||||||||||||||||||||||||||||||||||||||
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 | — | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.05 | 0.05 | 0.00 | 336,846 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.24 | 0.53 | 0.21 | 0.21 | 0.17 | 375,267 | — | |||||||||||||||||||||||||||||||||||||||||||||||
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 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.68 | 0.05 | 0.05 | 0.00 | 456,940 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.21 | 0.68 | 0.23 | 0.23 | 0.13 | 527,457 | — | |||||||||||||||||||||||||||||||||||||||||||||||
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 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.26 | 0.08 | • | 1.72 | 1.80 | — | — | — | — | — | 12.06 | 17.54 | 1.67 | 1.47 | 1.47 | 1.44 | 15,687 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 12.77 | 0.15 | • | (1.11 | ) | (0.96 | ) | 0.60 | 0.95 | — | 1.55 | — | 10.26 | (5.37 | ) | 1.68 | 1.47 | 1.47 | 1.47 | 14,367 | 97 | |||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.55 | 0.12 | • | 1.77 | 1.89 | — | — | — | — | — | 12.44 | 17.91 | 1.07 | 0.87 | 0.87 | 2.06 | 114,648 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 13.11 | 0.28 | (1.21 | ) | (0.93 | ) | 0.68 | 0.95 | — | 1.63 | — | 10.55 | (4.83 | ) | 1.08 | 0.87 | 0.87 | 2.09 | 96,799 | 97 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.50 | 0.10 | • | 1.76 | 1.86 | — | — | — | — | — | 12.36 | 17.71 | 1.32 | 1.12 | 1.12 | 1.79 | 88,176 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 13.04 | 0.22 | (1.16 | ) | (0.94 | ) | 0.65 | 0.95 | — | 1.60 | — | 10.50 | (5.04 | ) | 1.33 | 1.12 | 1.12 | 1.85 | 81,568 | 97 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.61 | 0.09 | • | 1.78 | 1.87 | — | — | — | — | — | 12.48 | 17.62 | 1.47 | 1.27 | 1.27 | 1.64 | 865 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 13.15 | 0.20 | (1.17 | ) | (0.97 | ) | 0.62 | 0.95 | — | 1.57 | — | 10.61 | (5.19 | ) | 1.48 | 1.27 | 1.27 | 1.76 | 796 | 97 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
FINANCIAL HIGHLIGHTS (CONTINUED)
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 20.62 | 0.10 | • | 3.92 | 4.02 | — | — | — | — | — | 24.64 | 19.50 | 1.24 | 1.21 | 1.21 | 0.82 | 18,144 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 22.73 | 0.32 | (0.32 | ) | 0.00 | * | 0.35 | 1.76 | — | 2.11 | — | 20.62 | 2.55 | 1.24 | 1.24 | 1.24 | 1.45 | 15,543 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 20.86 | 0.17 | • | 3.97 | 4.14 | — | — | — | — | — | 25.00 | 19.85 | 0.64 | 0.61 | 0.61 | 1.43 | 38,601 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 23.01 | 0.39 | • | (0.28 | ) | 0.11 | 0.50 | 1.76 | — | 2.26 | — | 20.86 | 3.22 | 0.64 | 0.64 | 0.64 | 2.05 | 30,672 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 21.12 | 0.14 | • | 4.03 | 4.17 | — | — | — | — | — | 25.29 | 19.74 | 0.89 | 0.86 | 0.86 | 1.17 | 361,034 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 23.25 | 0.39 | (0.33 | ) | 0.06 | 0.43 | 1.76 | — | 2.19 | — | 21.12 | 2.90 | 0.89 | 0.89 | 0.89 | 1.81 | 317,890 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 20.88 | 0.12 | • | 3.98 | 4.10 | — | — | — | — | — | 24.98 | 19.64 | 1.04 | 1.01 | 1.01 | 1.02 | 25,792 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 23.00 | 0.34 | (0.30 | ) | 0.04 | 0.40 | 1.76 | — | 2.16 | — | 20.88 | 2.77 | 1.04 | 1.04 | 1.04 | 1.66 | 24,035 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 25.92 | (0.10 | )• | 0.94 | 0.84 | — | — | — | — | — | 26.76 | 3.24 | 1.85 | 1.85 | 1.85 | (0.80 | ) | 63,033 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 21.02 | (0.17 | ) | 6.57 | 6.40 | 0.01 | 1.49 | — | 1.50 | — | 25.92 | 32.71 | 1.85 | 1.85 | 1.85 | (0.80 | ) | 58,266 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 27.55 | (0.03 | )• | 1.00 | 0.97 | — | — | — | — | — | 28.52 | 3.52 | 1.25 | 1.25 | 1.25 | (0.20 | ) | 94,356 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 22.24 | (0.04 | ) | 6.98 | 6.94 | 0.14 | 1.49 | — | 1.63 | — | 27.55 | 33.52 | 1.25 | 1.25 | 1.25 | (0.20 | ) | 94,067 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 27.35 | (0.06 | )• | 0.99 | 0.93 | — | — | — | — | — | 28.28 | 3.40 | 1.50 | 1.50 | 1.50 | (0.46 | ) | 401,751 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 22.08 | (0.10 | )• | 6.94 | 6.84 | 0.08 | 1.49 | — | 1.57 | — | 27.35 | 33.23 | 1.50 | 1.50 | 1.50 | (0.45 | ) | 411,371 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 26.98 | (0.08 | )• | 0.98 | 0.90 | — | — | — | — | — | 27.88 | 3.34 | 1.65 | 1.65 | 1.65 | (0.61 | ) | 12,836 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 21.80 | (0.13 | )• | 6.85 | 6.72 | 0.05 | 1.49 | — | 1.54 | — | 26.98 | 33.03 | 1.65 | 1.65 | 1.65 | (0.60 | ) | 13,424 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.52 | 0.03 | • | 1.53 | 1.56 | — | — | — | — | — | 18.08 | 9.44 | 1.57 | 1.54 | 1.54 | 0.34 | 131,596 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 16.06 | 0.06 | 1.86 | 1.92 | 0.09 | 1.37 | — | 1.46 | — | 16.52 | 12.87 | 1.57 | 1.54 | 1.54 | 0.40 | 120,606 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 17.97 | 0.09 | • | 1.67 | 1.76 | — | — | — | — | — | 19.73 | 9.79 | 0.97 | 0.94 | 0.94 | 0.96 | 1,574 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.33 | 0.17 | • | 2.01 | 2.18 | 0.17 | 1.37 | — | 1.54 | — | 17.97 | 13.55 | 0.97 | 0.94 | 0.94 | 0.98 | 1,301 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 18.01 | 0.06 | • | 1.68 | 1.74 | — | — | — | — | — | 19.75 | 9.66 | 1.22 | 1.19 | 1.19 | 0.67 | 262,177 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.36 | 0.14 | 2.01 | 2.15 | 0.13 | 1.37 | — | 1.50 | — | 18.01 | 13.28 | 1.22 | 1.19 | 1.19 | 0.74 | 260,901 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 17.80 | 0.05 | • | 1.66 | 1.71 | — | — | — | — | — | 19.51 | 9.61 | 1.37 | 1.34 | 1.34 | 0.52 | 39,413 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.18 | 0.11 | 1.98 | 2.09 | 0.10 | 1.37 | — | 1.47 | — | 17.80 | 13.06 | 1.37 | 1.34 | 1.34 | 0.60 | 38,585 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 29.91 | 0.09 | • | 2.81 | 2.90 | — | — | — | — | — | 32.81 | 9.70 | 1.24 | 1.24 | 1.24 | 0.55 | 1,747,963 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 27.98 | 0.20 | • | 4.33 | 4.53 | 0.29 | 2.31 | — | 2.60 | — | 29.91 | 17.54 | 1.24 | 1.24 | 1.24 | 0.71 | 1,555,873 | 98 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 31.64 | 0.19 | • | 2.97 | 3.16 | — | — | — | — | — | 34.80 | 9.99 | 0.64 | 0.64 | 0.64 | 1.15 | 1,443,421 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 29.41 | 0.38 | • | 4.61 | 4.99 | 0.45 | 2.31 | — | 2.76 | — | 31.64 | 18.28 | 0.64 | 0.64 | 0.64 | 1.31 | 1,280,224 | 98 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 31.66 | 0.19 | • | 2.98 | 3.17 | — | — | — | — | — | 34.83 | 10.01 | 0.64 | 0.64 | 0.64 | 1.15 | 593,418 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 29.43 | 0.38 | • | 4.61 | 4.99 | 0.45 | 2.31 | — | 2.76 | — | 31.66 | 18.27 | 0.64 | 0.64 | 0.64 | 1.30 | 542,043 | 98 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 31.64 | 0.15 | • | 2.98 | 3.13 | — | — | — | — | — | 34.77 | 9.89 | 0.89 | 0.89 | 0.89 | 0.90 | 4,605,951 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 29.42 | 0.32 | 4.59 | 4.91 | 0.38 | 2.31 | — | 2.69 | — | 31.64 | 17.97 | 0.89 | 0.89 | 0.89 | 1.06 | 4,426,278 | 98 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 31.37 | 0.12 | • | 2.95 | 3.07 | — | — | — | — | — | 34.44 | 9.79 | 1.04 | 1.04 | 1.04 | 0.75 | 71,707 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 29.19 | 0.28 | 4.54 | 4.82 | 0.33 | 2.31 | — | 2.64 | — | 31.37 | 17.82 | 1.04 | 1.04 | 1.04 | 0.91 | 70,966 | 98 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.46 | 0.06 | • | 1.65 | 1.71 | — | — | — | — | — | 11.17 | 18.08 | 1.24 | 1.21 | 1.21 | 1.09 | 59,735 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.97 | 0.17 | (0.19 | ) | (0.02 | ) | 0.37 | 0.12 | — | 0.49 | — | 9.46 | 0.64 | 1.24 | 1.21 | 1.21 | 1.87 | 47,110 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | )(a) | 1.24 | 1.09 | (b) | 1.09 | 1.80 | (c) | 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.70 | 0.09 | • | 1.70 | 1.79 | — | — | — | — | — | 11.49 | 18.45 | 0.64 | 0.61 | 0.61 | 1.67 | 73,770 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.27 | 0.23 | (0.20 | ) | 0.03 | 0.48 | 0.12 | — | 0.60 | — | 9.70 | 1.27 | 0.64 | 0.61 | 0.61 | 2.47 | 77,346 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | )(a) | 0.64 | 0.49 | (b) | 0.49 | 2.40 | (c) | 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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.85 | 0.08 | • | 1.72 | 1.80 | — | — | — | — | — | 11.65 | 18.27 | 0.89 | 0.86 | 0.86 | 1.43 | 159,833 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.31 | 0.22 | (0.20 | ) | 0.02 | 0.36 | 0.12 | — | 0.48 | — | 9.85 | 0.95 | 0.89 | 0.86 | 0.86 | 2.22 | 141,486 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | )(a) | 0.89 | 0.74 | (b) | 0.74 | 2.15 | (c) | 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.55 | 0.07 | • | 1.67 | 1.74 | — | — | — | — | — | 11.29 | 18.22 | 1.04 | 1.01 | 1.01 | 1.28 | 89,235 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.07 | 0.20 | (0.20 | ) | 0.00 | * | 0.40 | 0.12 | — | 0.52 | — | 9.55 | 0.85 | 1.04 | 1.01 | 1.01 | 2.07 | 80,591 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | )(a) | 1.04 | 0.89 | (b) | 0.89 | 2.00 | (c) | 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 |
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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 17.72 | 0.04 | • | 1.16 | 1.20 | — | — | — | — | — | 18.92 | 6.77 | 1.37 | 1.36 | 1.36 | 0.45 | 26,234 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 16.26 | 0.02 | • | 2.15 | 2.17 | 0.34 | 0.37 | — | 0.71 | — | 17.72 | 14.11 | 1.38 | 1.36 | 1.36 | 0.14 | 24,010 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 17.81 | 0.10 | • | 1.16 | 1.26 | — | — | — | — | — | 19.07 | 7.07 | 0.77 | 0.76 | 0.76 | 1.04 | 48,224 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 16.35 | 0.13 | 2.13 | 2.26 | 0.43 | 0.37 | — | 0.80 | — | 17.81 | 14.74 | 0.78 | 0.76 | 0.76 | 0.75 | 45,033 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 17.74 | 0.07 | • | 1.16 | 1.23 | — | — | — | — | — | 18.97 | 6.93 | 1.02 | 1.01 | 1.01 | 0.78 | 154,591 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 16.28 | 0.08 | • | 2.14 | 2.22 | 0.39 | 0.37 | — | 0.76 | — | 17.74 | 14.49 | 1.03 | 1.01 | 1.01 | 0.49 | 153,919 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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 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. | ||
(b) | Excluding amounts related to a cumulative underpayment of prior years’ waivers of management fees recorded in the year ended December 31, 2018, the net expense ratios for VY® T.Rowe Price Equity Income Portfolio would have been 1.23%, 0.63%, 0.88% and 1.03% for Class ADV, I, S and S2, respectively. | |
(c) | 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, the net investment income ratios for VY® T.Rowe Price Equity Income Portfolio would have been 1.65%, 2.25%, 2.00% and 1.85% for Classes ADV, I, S and S2, 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)%. |
(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. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | — | $ | 340,276 | ||||||
Invesco Growth and Income | 621,906 | 22,268,907 | ||||||||
JPMorgan Emerging Markets Equity | 180,552 | 2,474,571 | ||||||||
T. Rowe Price International Stock | 43,245 | 32,934 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 70,151,912 | $ | 72,203,240 | ||||||
Invesco Growth and Income | 59,670,695 | 78,968,632 | ||||||||
JPMorgan Emerging Markets Equity | 90,625,661 | 126,459,143 | ||||||||
Morgan Stanley Global Franchise | 25,852,881 | 46,371,692 | ||||||||
T. Rowe Price Capital Appreciation | 2,494,296,713 | 2,614,019,153 | ||||||||
T. Rowe Price Equity Income | 42,808,450 | 67,044,092 | ||||||||
T. Rowe Price International Stock | 33,078,925 | 39,043,484 |
Portfolio | Fee | ||
---|---|---|---|
Clarion Global Real Estate(1) | 0.90% on the first $250 million; 0.875% on the next $250 million; 0.80% on the amount in excess of $500 million | ||
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 0.033% and 0.04% of the management fee for Clarion Global Real Estate and T. Rowe Price International Stock, respectively. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of these obligations requires approval by the Board. |
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(3) | 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(3), T. Rowe Price Capital Appreciation, and T. Rowe Price Equity Income(3)(4) | 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 Investment Adviser is contractually obligated to waive 0.026% and 0.030% of the Unified Fee for Morgan Stanley Global Franchise and T. Rowe Price Equity Income, respectively. Effective January 1, 2021, the Investment Adviser is contractually obligated to waive 0.030% of the Unified Fee for Invesco Growth and Income. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of these obligations requires approval by the Board. | |
(4) | The assets of Invesco Growth and Income, T. Rowe Price Capital Appreciation and T. Rowe Price Equity Income are aggregated with those of VY® Clarion Real Estate Portfolio, which is not included in this report, to determine the Unified Fee applicable to the respective Portfolios. |
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. |
Distribution Fee | Shareholder Servicing Fee | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class S | $ | — | $ | 440,628 | ||||||
Class S2 | 368,523 | 614,205 |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | 2023 | 2024 | Total | |||||||||||||||
Government Liquid Assets | $ | — | $ | 271,392 | $ | 1,886,604 | $ | 2,157,996 |
Subsidiary | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | Invesco Growth and Income | 5.12 | % | |||||
T. Rowe Price Equity Income | 7.24 | |||||||
T. Rowe Price International Stock | 13.79 | |||||||
Security Life of Denver Insurance Company | Government Liquid Assets | 5.63 | ||||||
Clarion Global Real Estate | 5.65 | |||||||
JPMorgan Emerging Markets Equity | 7.77 | |||||||
T. Rowe Price Equity Income | 9.08 | |||||||
T. Rowe Price International Stock | 6.66 | |||||||
Voya Institutional Trust Company | Government Liquid Assets | 53.65 | ||||||
Clarion Global Real Estate | 11.84 | |||||||
Invesco Growth and Income | 5.16 | |||||||
JPMorgan Emerging Markets Equity | 11.74 | |||||||
Morgan Stanley Global Franchise | 32.01 | |||||||
T. Rowe Price Capital Appreciation | 29.99 | |||||||
T. Rowe Price Equity Income | 39.58 | |||||||
T. Rowe Price International Stock | 11.88 | |||||||
Voya Retirement Insurance and Annuity Company | Clarion Global Real Estate | 35.53 | ||||||
Invesco Growth and Income | 18.61 | |||||||
JPMorgan Emerging Markets Equity | 16.17 | |||||||
T. Rowe Price Capital Appreciation | 31.68 | |||||||
T. Rowe Price Equity Income | 43.09 | |||||||
T. Rowe Price International Stock | 8.66 |
Portfolio | Amount | ||||
---|---|---|---|---|---|
Clarion Global Real Estate | $ | 123,754 | |||
T. Rowe Price International Stock | 49,087 |
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, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | 2023 | 2024 | Total | |||||||||||||||
Clarion Global Real Estate | $ | 335,389 | $ | 290,571 | $ | 329,991 | $ | 955,951 | ||||||||||
T. Rowe Price International Stock | 23,501 | — | — | 23,501 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMorgan Emerging Markets Equity | 6 | $ | 2,905,667 | 1.29 | % | |||||||||
T. Rowe Price Equity Income | 3 | 1,212,000 | 1.29 |
Year or | 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) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Government Liquid Assets | ||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 9,933,477 | — | 8,071 | (19,904,803 | ) | (9,963,255 | ) | 9,933,477 | — | 8,071 | (19,904,803 | ) | (9,963,255 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 43,551,255 | — | 160,481 | (32,223,268 | ) | 11,488,468 | 43,551,255 | — | 160,481 | (32,223,268 | ) | 11,488,468 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 52,075,802 | — | 49,063 | (90,547,839 | ) | (38,422,974 | ) | 52,075,802 | — | 49,063 | (90,547,839 | ) | (38,422,974 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 218,599,473 | — | 795,507 | (158,907,023 | ) | 60,487,956 | 218,599,472 | — | 795,507 | (158,907,023 | ) | 60,487,956 | ||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 38,210,085 | — | 68,929 | (108,796,392 | ) | (70,517,378 | ) | 38,210,085 | — | 68,928 | (108,796,392 | ) | (70,517,379 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 326,500,557 | — | 801,848 | (159,140,766 | ) | 168,161,639 | 326,500,558 | — | 801,847 | (159,140,766 | ) | 168,161,639 | ||||||||||||||||||||||||||||||
Clarion Global Real Estate | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 12,618 | — | — | (111,949 | ) | (99,331 | ) | 142,531 | — | — | (1,248,530 | ) | (1,105,999 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 129,528 | — | 223,348 | (307,974 | ) | 44,902 | 1,270,587 | — | 1,943,130 | (3,108,493 | ) | 105,224 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 636,557 | — | — | (592,448 | ) | 44,109 | 7,348,932 | — | — | (6,772,313 | ) | 576,619 | ||||||||||||||||||||||||||||||
12/31/2020 | 963,954 | — | 1,516,134 | (2,433,184 | ) | 46,904 | 9,270,177 | — | 13,539,081 | (25,979,247 | ) | (3,169,989 | ) | |||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 169,652 | — | — | (804,647 | ) | (634,995 | ) | 2,052,294 | — | — | (9,125,835 | ) | (7,073,541 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 531,792 | — | 1,251,764 | (1,417,015 | ) | 366,541 | 5,413,868 | — | 11,140,696 | (14,634,393 | ) | 1,920,171 | ||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 773 | — | — | (6,541 | ) | (5,768 | ) | 8,529 | — | — | (74,315 | ) | (65,786 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 1,463 | — | 11,493 | (6,770 | ) | 6,186 | 15,026 | — | 103,320 | (70,582 | ) | 47,764 |
Year or | 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) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Invesco Growth and Income | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 55,704 | — | — | (73,150 | ) | (17,446 | ) | 1,316,636 | — | — | (1,667,660 | ) | (351,024 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 69,867 | — | 93,526 | (219,291 | ) | (55,898 | ) | 1,261,128 | — | 1,511,379 | (3,962,904 | ) | (1,190,397 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 150,448 | — | — | (76,897 | ) | 73,551 | 3,551,712 | — | — | (1,855,964 | ) | 1,695,748 | ||||||||||||||||||||||||||||||
12/31/2020 | 278,527 | — | 183,796 | (285,492 | ) | 176,831 | 5,017,662 | — | 2,995,867 | (5,157,613 | ) | 2,855,916 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 399,515 | — | — | (1,170,883 | ) | (771,368 | ) | 9,638,047 | — | — | (27,743,415 | ) | (18,105,368 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 340,779 | — | 1,912,238 | (3,031,679 | ) | (778,662 | ) | 6,067,646 | — | 31,609,283 | (58,221,302 | ) | (20,544,373 | ) | ||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 13,651 | — | — | (132,067 | ) | (118,416 | ) | 331,519 | — | — | (3,099,821 | ) | (2,768,302 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 41,348 | — | 148,992 | (225,207 | ) | (34,867 | ) | 749,514 | — | 2,436,023 | (4,221,217 | ) | (1,035,680 | ) | ||||||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 257,038 | — | — | (149,104 | ) | 107,934 | 7,007,219 | — | — | (3,903,071 | ) | 3,104,148 | ||||||||||||||||||||||||||||||
12/31/2020 | 267,174 | — | 168,788 | (577,958 | ) | (141,996 | ) | 5,770,513 | — | 3,335,242 | (11,945,482 | ) | (2,839,727 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 305,308 | — | — | (411,563 | ) | (106,255 | ) | 8,642,399 | — | — | (11,672,699 | ) | (3,030,300 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 550,474 | — | 261,820 | (980,967 | ) | (168,673 | ) | 12,167,260 | — | 5,482,509 | (21,408,539 | ) | (3,758,770 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 417,990 | — | — | (1,253,128 | ) | (835,138 | ) | 11,866,017 | — | — | (34,883,427 | ) | (23,017,410 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 534,104 | — | 1,146,014 | (3,414,754 | ) | (1,734,636 | ) | 11,580,698 | — | 23,848,555 | (73,515,273 | ) | (38,086,020 | ) | ||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 8,502 | — | — | (45,573 | ) | (37,071 | ) | 235,215 | — | — | (1,259,123 | ) | (1,023,908 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 18,152 | — | 37,499 | (88,666 | ) | (33,015 | ) | 393,565 | — | 770,608 | (1,944,763 | ) | (780,590 | ) | ||||||||||||||||||||||||||||
Morgan Stanley Global Franchise | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 259,258 | — | — | (283,275 | ) | (24,017 | ) | 4,379,241 | — | — | (4,816,879 | ) | (437,638 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 548,605 | — | 650,203 | (752,027 | ) | 446,781 | 8,726,056 | — | 9,746,549 | (11,298,930 | ) | 7,173,675 | ||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 13,314 | — | — | (5,962 | ) | 7,352 | 238,729 | — | — | (111,032 | ) | 127,697 | ||||||||||||||||||||||||||||||
12/31/2020 | 54,732 | — | 5,119 | (24,069 | ) | 35,782 | 931,719 | — | 83,242 | (418,085 | ) | 596,876 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 70,869 | — | — | (1,282,749 | ) | (1,211,880 | ) | 1,328,089 | — | — | (23,871,743 | ) | (22,543,654 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 251,313 | — | 1,297,021 | (2,418,030 | ) | (869,696 | ) | 4,372,052 | — | 21,154,417 | (40,749,327 | ) | (15,222,858 | ) | ||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 5,916 | — | — | (152,951 | ) | (147,035 | ) | 106,676 | — | — | (2,816,600 | ) | (2,709,924 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 46,784 | — | 194,594 | (337,650 | ) | (96,272 | ) | 778,011 | — | 3,140,746 | (5,672,811 | ) | (1,754,054 | ) | ||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 2,428,772 | — | — | (1,161,815 | ) | 1,266,957 | 76,329,717 | — | — | (36,121,609 | ) | 40,208,108 | ||||||||||||||||||||||||||||||
12/31/2020 | 3,740,800 | — | 4,755,912 | (4,851,630 | ) | 3,645,082 | 102,816,047 | — | 125,242,472 | (126,741,872 | ) | 101,316,647 | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 2,070,220 | — | — | (1,059,921 | ) | 1,010,299 | 67,940,721 | — | — | (34,708,189 | ) | 33,232,532 | ||||||||||||||||||||||||||||||
12/31/2020 | 6,028,340 | — | 5,239,834 | (27,708,303 | ) | (16,440,129 | ) | 171,166,595 | — | 146,443,507 | (843,395,333 | ) | (525,785,231 | ) | ||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 1,244,551 | — | — | (1,325,944 | ) | (81,393 | ) | 40,932,050 | — | — | (44,130,008 | ) | (3,197,958 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 13,692,166 | — | 779,163 | (3,529,227 | ) | 10,942,102 | 427,082,165 | — | 22,268,407 | (109,303,753 | ) | 340,046,819 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 861,399 | — | — | (8,252,759 | ) | (7,391,360 | ) | 28,642,292 | — | — | (272,170,314 | ) | (243,528,022 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 2,541,238 | — | 12,945,953 | (17,100,702 | ) | (1,613,511 | ) | 75,038,932 | — | 361,997,134 | (493,096,419 | ) | (56,060,353 | ) | ||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 69,481 | — | — | (249,578 | ) | (180,097 | ) | 2,316,643 | — | — | (8,241,318 | ) | (5,924,675 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 136,942 | — | 209,860 | (592,588 | ) | (245,786 | ) | 3,977,068 | — | 5,800,989 | (16,618,568 | ) | (6,840,511 | ) | ||||||||||||||||||||||||||||
T. Rowe Price Equity Income | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 854,118 | — | — | (488,141 | ) | 365,977 | 9,303,296 | — | — | (5,213,698 | ) | 4,089,598 | ||||||||||||||||||||||||||||||
12/31/2020 | 472,756 | — | 294,459 | (929,253 | ) | (162,038 | ) | 3,958,435 | — | 2,417,696 | (7,709,752 | ) | (1,333,621 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 509,747 | — | — | (2,065,157 | ) | (1,555,410 | ) | 5,591,488 | — | — | (23,038,154 | ) | (17,446,666 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 791,408 | — | 546,897 | (1,303,524 | ) | 34,781 | 6,818,383 | — | 4,638,752 | (11,392,802 | ) | 64,333 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 315,144 | — | — | (965,866 | ) | (650,722 | ) | 3,568,246 | — | — | (10,298,924 | ) | (6,730,678 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 391,297 | — | 809,460 | (2,489,739 | ) | (1,288,982 | ) | 3,372,422 | — | 6,991,587 | (22,456,940 | ) | (12,092,931 | ) |
Year or | 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) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
T. Rowe Price Equity Income (continued) | ||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 44,748 | — | — | (580,948 | ) | (536,200 | ) | 477,202 | — | — | (6,210,564 | ) | (5,733,362 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 370,460 | — | 522,177 | (1,403,557 | ) | (510,920 | ) | 2,936,507 | — | 4,344,569 | (11,760,601 | ) | (4,479,525 | ) | ||||||||||||||||||||||||||||
T. Rowe Price International Stock | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 93,427 | — | — | (61,415 | ) | 32,012 | 1,737,445 | — | — | (1,134,545 | ) | 602,900 | ||||||||||||||||||||||||||||||
12/31/2020 | 139,759 | — | 63,528 | (288,340 | ) | (85,053 | ) | 2,138,357 | — | 951,655 | (4,273,302 | ) | (1,183,290 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 118,095 | — | — | (117,419 | ) | 676 | 2,220,051 | — | — | (2,196,664 | ) | 23,387 | ||||||||||||||||||||||||||||||
12/31/2020 | 146,615 | — | 131,012 | (279,650 | ) | (2,023 | ) | 2,285,500 | — | 1,967,794 | (4,273,597 | ) | (20,303 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 190,364 | — | — | (716,859 | ) | (526,495 | ) | 3,525,945 | — | — | (13,358,515 | ) | (9,832,570 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 372,173 | — | 438,048 | (1,437,827 | ) | (627,606 | ) | 5,704,234 | — | 6,557,580 | (21,717,207 | ) | (9,455,393 | ) |
Clarion Global Real Estate | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Barclays Capital Inc. | $ | 3,343,113 | $ | (3,343,113 | ) | $ | — | ||||||||
BNP Paribas Arbitrage | 35,428 | (35,428 | ) | — | |||||||||||
BNP Paribas Securities Corp. | 1,142,811 | (1,142,811 | ) | — | |||||||||||
HSBC Bank PLC | 112,949 | (112,949 | ) | — | |||||||||||
Total | $ | 4,634,301 | $ | (4,634,301 | ) | $ | — |
(1) | Cash collateral with a fair value of $4,986,306 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 | ||||||||||||
Citadel Clearing LLC | $ | 3,743,826 | $ | (3,743,826 | ) | $ | — | ||||||||
Natixis Securities America LLC | 6,859,719 | (6,859,719 | ) | — | |||||||||||
Total | $ | 10,603,545 | $ | (10,603,545 | ) | $ | — |
(1) | Cash collateral with a fair value of $10,826,393 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 | $ | 600,099 | $ | (600,099 | ) | $ | — | ||||||||
BNP Paribas | 562,072 | (562,072 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 24,650 | (24,650 | ) | — | |||||||||||
Goldman Sachs & Co. LLC | 8,881,617 | (8,881,617 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 8,907,516 | (8,907,516 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 137,009 | (137,009 | ) | — | |||||||||||
National Bank Financial Inc. | 1,613,149 | (1,613,149 | ) | — | |||||||||||
National Financial Services LLC | 16,590 | (16,590 | ) | — | |||||||||||
Nomura Securities Intl. Inc. | 288,852 | (288,852 | ) | — | |||||||||||
RBC Capital Markets, LLC | 2,689,592 | (2,689,592 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 5,592 | (5,592 | ) | — | |||||||||||
UBS AG | 3,569,464 | (3,569,464 | ) | — | |||||||||||
Total | $ | 27,296,202 | $ | (27,296,202 | ) | $ | — |
(1) | Cash collateral with a fair value of $28,001,203 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 | ||||||||||||
Barclays Capital Inc. | $ | 11,374 | $ | (11,374 | ) | $ | — | ||||||||
BNP Paribas Prime Brokerage Intl. Ltd. | 200,460 | (200,460 | ) | — | |||||||||||
BofA Securities Inc | 2,447 | (2,447 | ) | — | |||||||||||
Goldman Sachs & Co. LLC | 106,519 | (106,519 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 2,203,711 | (2,203,711 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 2,925,663 | (2,925,663 | ) | — | |||||||||||
Total | $ | 5,450,174 | $ | (5,450,174 | ) | $ | — |
(1) | Cash collateral with a fair value of $5,566,708 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. | $ | 95,927 | $ | (95,927 | ) | $ | — | ||||||||
BNP Paribas Prime Brokerage Intl. Ltd. | 502,322 | (502,322 | ) | — | |||||||||||
Goldman Sachs & Co. LLC | 2,868,069 | (2,868,069 | ) | — | |||||||||||
HSBC Bank PLC | 24,764 | (24,764 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 280,740 | (280,740 | ) | — | |||||||||||
JP Morgan Securities, PLC | 3,277,117 | (3,277,117 | ) | — | |||||||||||
TD Prime Services LLC | 591,148 | (591,148 | ) | — | |||||||||||
UBS AG | 185 | (185 | ) | — | |||||||||||
Total | $ | 7,640,272 | $ | (7,640,272 | ) | $ | — |
(1) | Cash collateral with a fair value of $7,942,429 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. |
Year Ended December 31, 2020 | Year Ended December 31, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | |||||||||||||||
Government Liquid Assets | $ | 1,757,835 | $ | — | $ | 12,787,150 | $ | — | ||||||||||
Clarion Global Real Estate | 12,158,955 | 14,567,272 | 6,282,769 | — | ||||||||||||||
Invesco Growth and Income | 7,565,414 | 30,987,138 | 10,636,889 | 51,891,887 | ||||||||||||||
JPMorgan Emerging Markets Equity | 1,701,704 | 31,735,210 | 1,435,190 | 26,134,093 | ||||||||||||||
Morgan Stanley Global Franchise | 3,590,119 | 30,534,835 | 3,001,531 | 41,693,123 | ||||||||||||||
T. Rowe Price Capital Appreciation | 192,004,958 | 469,747,551 | 104,681,934 | 360,809,518 | ||||||||||||||
T. Rowe Price Equity Income | 17,191,718 | 1,200,886 | 22,961,755 | 204,767,988 | ||||||||||||||
T. Rowe Price International Stock | 5,238,296 | 4,238,733 | 2,426,161 | 11,411,467 |
Undistributed Ordinary | Undistributed Long-term | Unrealized Appreciation/ | Capital Loss Carryforwards | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income | Capital Gains | (Depreciation) | Amount | Character | Expiration | |||||||||||||||||||||
Government Liquid Assets | $ | — | $ | — | $ | — | $ | — | — | — | ||||||||||||||||
Clarion Global Real Estate | 6,051,306 | — | 27,497,656 | (9,437,411 | ) | Short-term | None | |||||||||||||||||||
(1,914,562 | ) | Long-term | None | |||||||||||||||||||||||
$ | (11,351,973 | ) | ||||||||||||||||||||||||
Invesco Growth and Income | 5,792,745 | — | 73,553,149 | (1,759,618 | ) | Long-term | None | |||||||||||||||||||
JPMorgan Emerging Markets Equity | 1,437,832 | 38,565,165 | 278,211,633 | — | — | — | ||||||||||||||||||||
Morgan Stanley Global Franchise | 3,004,556 | 35,901,079 | 122,124,852 | — | — | — | ||||||||||||||||||||
T. Rowe Price Capital Appreciation | 246,985,244 | 741,248,899 | 1,308,075,240 | — | — | — | ||||||||||||||||||||
T. Rowe Price Equity Income | 417,076 | 6,146,353 | 63,671,477 | — | — | — | ||||||||||||||||||||
T. Rowe Price International Stock | 1,413,911 | 5,565,038 | 57,741,553 | — | — | — |
Type | Per Share Amount | Payable Date | Record Date | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | |||||||||||||||
All Classes | STCG | $ | 0.0000 | * | August 2, 2021 | July 29, 2021 | |||||||||
Clarion Global Real Estate | |||||||||||||||
Class ADV | NII | $ | 0.2931 | July 14, 2021 | July 12, 2021 | ||||||||||
Class I | NII | $ | 0.3576 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S | NII | $ | 0.3296 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S2 | NII | $ | 0.3137 | July 14, 2021 | July 12, 2021 | ||||||||||
Invesco Growth and Income | |||||||||||||||
Class ADV | NII | $ | 0.2648 | July 14, 2021 | July 12, 2021 | ||||||||||
Class I | NII | $ | 0.3816 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S | NII | $ | 0.3304 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S2 | NII | $ | 0.2956 | July 14, 2021 | July 12, 2021 | ||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||
All Classes | STCG | $ | 0.0712 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | LTCG | $ | 1.9077 | July 14, 2021 | July 12, 2021 | ||||||||||
Morgan Stanley Global Franchise | |||||||||||||||
Class ADV | NII | $ | 0.0854 | July 14, 2021 | July 12, 2021 | ||||||||||
Class R6 | NII | $ | 0.1757 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S | NII | $ | 0.1280 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S2 | NII | $ | 0.1021 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | STCG | $ | 0.0211 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | LTCG | $ | 1.5914 | July 14, 2021 | July 12, 2021 | ||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||
Class ADV | NII | $ | 0.0262 | July 14, 2021 | July 12, 2021 | ||||||||||
Class I | NII | $ | 0.0262 | July 14, 2021 | July 12, 2021 | ||||||||||
Class R6 | NII | $ | 0.0262 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S | NII | $ | 0.0262 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S2 | NII | $ | 0.0262 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | STCG | $ | 0.9779 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | LTCG | $ | 3.0134 | July 14, 2021 | July 12, 2021 | ||||||||||
T. Rowe Price Equity Income | |||||||||||||||
Class ADV | NII | $ | 0.0123 | July 14, 2021 | July 12, 2021 | ||||||||||
Class I | NII | $ | 0.0123 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S | NII | $ | 0.0123 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S2 | NII | $ | 0.0123 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | LTCG | $ | 0.1851 | July 14, 2021 | July 12, 2021 | ||||||||||
T. Rowe Price International Stock | |||||||||||||||
Class ADV | NII | $ | 0.0657 | July 14, 2021 | July 12, 2021 | ||||||||||
Class I | NII | $ | 0.1578 | July 14, 2021 | July 12, 2021 | ||||||||||
Class S | NII | $ | 0.1149 | July 14, 2021 | July 12, 2021 | ||||||||||
All Classes | LTCG | $ | 0.4647 | July 14, 2021 | July 12, 2021 |
STCG—Short-term capital gain
LTCG—Long-term capital gain
* | Amount rounds to $0.0000. |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY REPURCHASE AGREEMENT: 62.1% | ||||||||||||||
Repurchase Agreement: 62.1% | ||||||||||||||
217,000,000 | Deutsche Bank Repurchase Agreement dated 6/30/2021, 0.03%, due 7/1/2021, $217,000,181 to be received upon repurchase (Collateralized by $219,917,900, Various U.S. Govt. Agency Obligations, 0.05–3.00%, Market Value plus accrued interest $221,340,011 due 8/31/2021–11/15/2027) | $ | 217,000,000 | 25.6 | ||||||||||
309,584,000 | Deutsche Bank Repurchase Agreement dated 6/30/2021, 0.03%, due 7/1/2021, $309,584,258 to be received upon repurchase (Collateralized by $298,817,394, Various U.S. Govt. Agency Obligations, 0.00–2.75%, Market Value plus accrued interest $315,832,906 due 2/15/2024–2/15/2041 | 309,584,000 | 36.5 | |||||||||||
Total U.S. Treasury Repurchase Agreement (Cost $526,584,000) | 526,584,000 | 62.1 | ||||||||||||
U.S. TREASURY DEBT: 22.6% | ||||||||||||||
191,500,000 | (1) | United States Treasury Bill, 0.060%, 12/30/2021 | 191,446,308 | 22.6 | ||||||||||
Total U.S. Treasury Debt (Cost $191,446,308) | 191,446,308 | 22.6 | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: 23.1% | ||||||||||||||
50,000,000 | Federal Farm Credit Banks Funding Corp., 0.180%, (US0001M + 0.100%), 08/05/2021 | 50,007,539 | 5.9 | |||||||||||
11,000,000 | Federal Home Loan Bank Discount Notes, 0.020%, 09/21/2021 | 10,999,624 | 1.3 | |||||||||||
11,000,000 | Federal Home Loan Bank Discount Notes, 0.050%, 09/15/2021 | 10,998,839 | 1.3 | |||||||||||
12,840,000 | Federal Home Loan Banks, 0.024%, (US0003M + (0.095)%), 09/13/2021 | 12,841,076 | 1.5 | |||||||||||
1,500,000 | Federal Home Loan Banks, 0.135%, (SOFRRATE + 0.085%), 09/10/2021 | 1,500,190 | 0.2 | |||||||||||
800,000 | Federal Home Loan Banks, 1.125%, 07/14/2021 | 800,297 | 0.1 | |||||||||||
625,000 | Federal Home Loan Banks, 1.875%, 07/07/2021 | 625,184 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: (continued) | ||||||||||||||
58,000,000 | Federal Farm Credit Banks Funding Corp., 0.081%, (US0001M + 0.000%), 08/09/2021 | $ | 58,004,172 | 6.8 | ||||||||||
50,000,000 | Federal Home Loan Banks, 0.085%, (SOFRRATE + 0.035%), 12/10/2021 | 50,000,000 | 5.9 | |||||||||||
Total U.S. Government Agency Debt (Cost $195,776,921) | 195,776,921 | 23.1 | ||||||||||||
Total Investments in Securities (Cost $913,807,229) | $ | 913,807,229 | 107.8 | |||||||||||
Liabilities in Excess of Other Assets | (65,982,301 | ) | (7.8 | ) | ||||||||||
Net Assets | $ | 847,824,928 | 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, 2021. |
Reference Rate Abbreviations:
SOFRRATE | Secured Overnight Financing Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
At June 30, 2021, the aggregate cost of securities for federal income tax purposes is the same for financials purposes.
as of June 30, 2021
(as a percentage of net assets)
U.S. Treasury Repurchase Agreement | 62.1 | % | ||||
U.S. Government Agency Debt | 23.1 | |||||
U.S. Treasury Debt | 22.6 | |||||
Liabilities in Excess of Other Assets | (7.8 | ) | ||||
Net Assets | 100.0 | % |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Fair Value Measurementsˆ
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
U.S. Government Agency Debt | $ | — | $ | 195,776,921 | $ | — | $ | 195,776,921 | |||||||||||
U.S. Treasury Debt | — | 191,446,308 | — | 191,446,308 | |||||||||||||||
U.S. Treasury Repurchase Agreement | — | 526,584,000 | — | 526,584,000 | |||||||||||||||
Total Investments, at fair value | $ | — | $ | 913,807,229 | $ | — | $ | 913,807,229 |
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 | $ | 526,584,000 | $ | (526,584,000 | ) | $ | — | |||||||||
Totals | $ | 526,584,000 | $ | (526,584,000 | ) | $ | — |
(1) | Collateral with a fair value of $537,172,918 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 REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.1% | ||||||||||||||
Australia: 4.9% | ||||||||||||||
324,998 | Dexus | $ | 2,590,797 | 1.2 | ||||||||||
102,810 | Goodman Group | 1,627,041 | 0.7 | |||||||||||
167,907 | Ingenia Communities Group | 770,859 | 0.4 | |||||||||||
113,956 | Lendlease Corp., Ltd. — Stapled Security | 979,196 | 0.4 | |||||||||||
116,137 | Lifestyle Communities Ltd. | 1,363,483 | 0.6 | |||||||||||
854,251 | Mirvac Group | 1,862,574 | 0.8 | |||||||||||
1,439,867 | Vicinity Centres | 1,660,111 | 0.8 | |||||||||||
10,854,061 | 4.9 | |||||||||||||
Belgium: 1.2% | ||||||||||||||
6,388 | Montea NV | 752,049 | 0.3 | |||||||||||
22,543 | Shurgard Self Storage SA | 1,089,148 | 0.5 | |||||||||||
21,999 | Warehouses De Pauw CVA | 840,347 | 0.4 | |||||||||||
2,681,544 | 1.2 | |||||||||||||
Canada: 1.9% | ||||||||||||||
26,880 | Boardwalk Real Estate Investment Trust | 886,459 | 0.4 | |||||||||||
32,000 | (1) | Canadian Apartment Properties REIT | 1,500,355 | 0.7 | ||||||||||
132,701 | H&R Real Estate Investment Trust | 1,712,823 | 0.8 | |||||||||||
4,099,637 | 1.9 | |||||||||||||
Finland: 0.6% | ||||||||||||||
57,163 | Kojamo Oyj | 1,308,807 | 0.6 | |||||||||||
France: 1.8% | ||||||||||||||
13,855 | Covivio | 1,186,086 | 0.5 | |||||||||||
113,323 | Mercialys SA | 1,372,295 | 0.6 | |||||||||||
16,532 | (2) | Unibail-Rodamco-Westfield | 1,433,255 | 0.7 | ||||||||||
3,991,636 | 1.8 | |||||||||||||
Germany: 5.4% | ||||||||||||||
38,642 | (3) | ADLER Group SA | 1,016,280 | 0.5 | ||||||||||
270,675 | (1) | Aroundtown SA | 2,111,865 | 1.0 | ||||||||||
46,648 | Deutsche Euroshop AG | 1,106,773 | 0.5 | |||||||||||
13,347 | LEG Immobilien SE | 1,921,387 | 0.9 | |||||||||||
86,719 | Vonovia SE | 5,604,249 | 2.5 | |||||||||||
11,760,554 | 5.4 | |||||||||||||
Hong Kong: 6.5% | ||||||||||||||
454,471 | CK Asset Holdings Ltd. | 3,128,131 | 1.4 | |||||||||||
232,504 | Hongkong Land Holdings Ltd. — HKHGF | 1,107,285 | 0.5 | |||||||||||
292,873 | Kerry Properties Ltd. | 965,748 | 0.5 | |||||||||||
410,605 | Link REIT | 3,972,743 | 1.8 | |||||||||||
206,195 | Sun Hung Kai Properties Ltd. | 3,064,460 | 1.4 | |||||||||||
658,192 | Swire Properties Ltd. | 1,960,542 | 0.9 | |||||||||||
14,198,909 | 6.5 | |||||||||||||
Ireland: 0.2% | ||||||||||||||
374,393 | Hibernia REIT plc | 556,222 | 0.2 | |||||||||||
Japan: 10.1% | ||||||||||||||
620 | AEON REIT Investment Corp. | 916,426 | 0.4 | |||||||||||
486 | Hulic Reit, Inc. | 817,963 | 0.4 | |||||||||||
288 | (1) | Kenedix Office Investment Corp. | 2,028,325 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
241 | Kenedix Retail REIT Corp. | $ | 651,687 | 0.3 | ||||||||||
479 | Kenedix Residential Next Investment Corp. | 1,034,838 | 0.5 | |||||||||||
1,976 | LaSalle Logiport REIT | 3,336,762 | 1.5 | |||||||||||
183,515 | Mitsui Fudosan Co., Ltd. | 4,243,541 | 1.9 | |||||||||||
81,700 | Nomura Real Estate Holdings, Inc. | 2,069,365 | 0.9 | |||||||||||
1,448 | Orix JREIT, Inc. | 2,779,746 | 1.3 | |||||||||||
1,147 | Sankei Real Estate, Inc. | 1,377,999 | 0.6 | |||||||||||
551 | SOSiLA Logistics REIT, Inc. | 780,237 | 0.4 | |||||||||||
351,400 | Tokyu Fudosan Holdings Corp. | 2,113,120 | 1.0 | |||||||||||
22,150,009 | 10.1 | |||||||||||||
Luxembourg: 0.6% | ||||||||||||||
45,430 | (1) | Grand City Properties SA | 1,226,955 | 0.6 | ||||||||||
Singapore: 3.0% | ||||||||||||||
1,214,994 | CapitaLand Integrated Commercial Trust | 1,891,648 | 0.9 | |||||||||||
663,319 | CapitaLand Ltd. | 1,832,240 | 0.8 | |||||||||||
184,099 | City Developments Ltd. | 999,765 | 0.5 | |||||||||||
2,067,293 | Keppel REIT Management Ltd. | 1,818,700 | 0.8 | |||||||||||
6,542,353 | 3.0 | |||||||||||||
Sweden: 2.2% | ||||||||||||||
51,307 | Castellum AB | 1,306,334 | 0.6 | |||||||||||
28,807 | Catena AB | 1,542,325 | 0.7 | |||||||||||
89,207 | Kungsleden AB | 1,079,894 | 0.5 | |||||||||||
61,302 | Nyfosa AB | 828,764 | 0.4 | |||||||||||
4,757,317 | 2.2 | |||||||||||||
United Kingdom: 4.7% | ||||||||||||||
54,846 | Big Yellow Group PLC | 990,703 | 0.4 | |||||||||||
31,475 | Derwent London PLC | 1,443,727 | 0.6 | |||||||||||
255,860 | Grainger PLC | 1,008,378 | 0.5 | |||||||||||
202,098 | Land Securities Group PLC | 1,886,110 | 0.9 | |||||||||||
96,098 | Safestore Holdings PLC | 1,258,868 | 0.6 | |||||||||||
149,556 | Segro PLC | 2,264,018 | 1.0 | |||||||||||
550,609 | Tritax Big Box REIT Plc | 1,495,985 | 0.7 | |||||||||||
10,347,789 | 4.7 | |||||||||||||
United States: 56.0% | ||||||||||||||
50,509 | Acadia Realty Trust | 1,109,178 | 0.5 | |||||||||||
25,251 | Alexandria Real Estate Equities, Inc. | 4,594,167 | 2.1 | |||||||||||
16,103 | American Tower Corp. | 4,350,064 | 2.0 | |||||||||||
64,817 | Apartment Income REIT Corp. | 3,074,270 | 1.4 | |||||||||||
87,698 | (1) | Brandywine Realty Trust | 1,202,340 | 0.6 | ||||||||||
117,829 | Brixmor Property Group, Inc. | 2,697,106 | 1.2 | |||||||||||
45,663 | Camden Property Trust | 6,058,110 | 2.8 | |||||||||||
59,823 | Columbia Property Trust, Inc. | 1,040,322 | 0.5 | |||||||||||
12,192 | Crown Castle International Corp. | 2,378,659 | 1.1 | |||||||||||
93,098 | CubeSmart | 4,312,299 | 2.0 | |||||||||||
155,357 | Duke Realty Corp. | 7,356,154 | 3.4 | |||||||||||
52,705 | Extra Space Storage, Inc. | 8,634,133 | 3.9 | |||||||||||
107,700 | Healthcare Trust of America, Inc. | 2,875,590 | 1.3 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
106,078 | (2) | Host Hotels & Resorts, Inc. | $ | 1,812,873 | 0.8 | |||||||||
78,907 | Hudson Pacific Properties, Inc. | 2,195,193 | 1.0 | |||||||||||
177,642 | Invitation Homes, Inc. | 6,624,270 | 3.0 | |||||||||||
14,988 | Life Storage, Inc. | 1,608,962 | 0.7 | |||||||||||
47,212 | MGM Growth Properties LLC | 1,728,903 | 0.8 | |||||||||||
50,056 | Mid-America Apartment Communities, Inc. | 8,430,432 | 3.8 | |||||||||||
18,485 | National Retail Properties, Inc. | 866,577 | 0.4 | |||||||||||
79,643 | Pebblebrook Hotel Trust | 1,875,593 | 0.9 | |||||||||||
73,610 | Piedmont Office Realty Trust, Inc. | 1,359,577 | 0.6 | |||||||||||
133,465 | ProLogis, Inc. | 15,953,071 | 7.3 | |||||||||||
101,501 | Simon Property Group, Inc. | 13,243,850 | 6.0 | |||||||||||
101,670 | SITE Centers Corp. | 1,531,150 | 0.7 | |||||||||||
55,400 | Spirit Realty Capital, Inc. | 2,650,336 | 1.2 | |||||||||||
112,491 | (2) | Sunstone Hotel Investors, Inc. | 1,397,138 | 0.6 | ||||||||||
45,776 | Ventas, Inc. | 2,613,810 | 1.2 | |||||||||||
102,049 | VEREIT, Inc. | 4,687,111 | 2.1 | |||||||||||
54,121 | Welltower, Inc. | 4,497,455 | 2.1 | |||||||||||
122,758,693 | 56.0 | |||||||||||||
Total Common Stock (Cost $159,943,357) | 217,234,486 | 99.1 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.5% | ||||||||||||||
Repurchase Agreements: 2.3% | ||||||||||||||
1,160,600 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,160,602, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%–9.000%, Market Value plus accrued interest $1,183,812, due 07/25/21–05/20/71) | 1,160,600 | 0.6 | ||||||||||
1,160,564 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,160,566, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $1,183,775, due 07/01/21–01/15/59) | 1,160,564 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
1,160,564 | (4) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,160,566, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,183,775, due 11/30/21–07/01/51) | $ | 1,160,564 | 0.5 | |||||||||
344,014 | (4) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $344,014, collateralized by various U.S. Government Agency Obligations, 1.500%–5.500%, Market Value plus accrued interest $350,894, due 03/01/25–07/01/51) | 344,014 | 0.2 | ||||||||||
1,160,564 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,160,566, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $1,183,775, due 08/01/21–04/15/62) | 1,160,564 | 0.5 | ||||||||||
Total Repurchase Agreements (Cost $4,986,306) | 4,986,306 | 2.3 | ||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
2,756,330 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $2,756,330) | 2,756,330 | 1.2 | ||||||||||
Total Short-Term Investments (Cost $7,742,636) | 7,742,636 | 3.5 | ||||||||||||
Total Investments in Securities (Cost $167,685,993) | $ | 224,977,122 | 102.6 | |||||||||||
Liabilities in Excess of Other Assets | (5,600,649 | ) | (2.6 | ) | ||||||||||
Net Assets | $ | 219,376,473 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Security, or a portion of the security, is on loan. | |
(2) | Non-income producing security. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
(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, 2021. |
as of June 30, 2021
(as a percentage of net assets)
United States | 56.0 | % | ||||
Japan | 10.1 | % | ||||
Hong Kong | 6.5 | % | ||||
Germany | 5.4 | % | ||||
Australia | 4.9 | % | ||||
United Kingdom | 4.7 | % | ||||
Singapore | 3.0 | % | ||||
Sweden | 2.2 | % | ||||
Canada | 1.9 | % | ||||
France | 1.8 | % | ||||
Countries between 0.3%–1.2%ˆ | 2.6 | % | ||||
Assets in Excess of Other Liabilities* | 0.9 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 6 countries, which each represents 0.3%–1.2% of net assets. |
REIT Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Industrial REITs | 15.6 | % | ||||
Retail REITs | 15.5 | |||||
Residential REITs | 13.0 | |||||
Real Estate Operating Companies | 11.1 | |||||
Office REITs | 11.0 | |||||
Specialized REITs | 10.8 | |||||
Diversified Real Estate Activities | 7.3 | |||||
Diversified REITs | 5.0 | |||||
Health Care REITs | 4.6 | |||||
Hotel & Resort REITs | 3.2 | |||||
Real Estate Development | 2.0 | |||||
Assets in Excess of Other Liabilities* | 0.9 | |||||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Australia | $ | — | $ | 10,854,061 | $ | — | $ | 10,854,061 | |||||||||||
Belgium | — | 2,681,544 | — | 2,681,544 | |||||||||||||||
Canada | 4,099,637 | — | — | 4,099,637 | |||||||||||||||
Finland | — | 1,308,807 | — | 1,308,807 | |||||||||||||||
France | — | 3,991,636 | — | 3,991,636 | |||||||||||||||
Germany | 1,016,280 | 10,744,274 | — | 11,760,554 | |||||||||||||||
Hong Kong | — | 14,198,909 | — | 14,198,909 | |||||||||||||||
Ireland | 556,222 | — | — | 556,222 | |||||||||||||||
Japan | 3,336,762 | 18,813,247 | — | 22,150,009 | |||||||||||||||
Luxembourg | — | 1,226,955 | — | 1,226,955 | |||||||||||||||
Singapore | — | 6,542,353 | — | 6,542,353 | |||||||||||||||
Sweden | 3,450,983 | 1,306,334 | — | 4,757,317 | |||||||||||||||
United Kingdom | 1,258,868 | 9,088,921 | — | 10,347,789 | |||||||||||||||
United States | 122,758,693 | — | — | 122,758,693 | |||||||||||||||
Total Common Stock | 136,477,445 | 80,757,041 | — | 217,234,486 | |||||||||||||||
Short-Term Investments | 2,756,330 | 4,986,306 | — | 7,742,636 | |||||||||||||||
Total Investments, at fair value | $ | 139,233,775 | $ | 85,743,347 | $ | — | $ | 224,977,122 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
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 | $8,441 | |||||
Total | $8,441 |
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 | $(207 | ) | ||||
Total | $(207 | ) |
Cost for federal income tax purposes was $178,078,773. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 52,339,157 | ||||
Gross Unrealized Depreciation | (5,430,825 | ) | ||||
Net Unrealized Appreciation | $ | 46,908,332 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.7% | ||||||||||||||||||||
Communication Services: 6.3% | ||||||||||||||||||||
8,205 | (1) | Charter Communications, Inc. | $ | 5,919,497 | 1.3 | |||||||||||||||
99,256 | Comcast Corp. — Class A | 5,659,577 | 1.3 | |||||||||||||||||
9,214 | (1) | NetFlix, Inc. | 4,866,927 | 1.1 | ||||||||||||||||
1,810,803 | Vodafone Group PLC | 3,034,955 | 0.7 | |||||||||||||||||
48,246 | (1) | Walt Disney Co. | 8,480,200 | 1.9 | ||||||||||||||||
27,961,156 | 6.3 | |||||||||||||||||||
Consumer Discretionary: 7.4% | ||||||||||||||||||||
2,733 | (1) | Booking Holdings, Inc. | 5,980,050 | 1.4 | ||||||||||||||||
271,551 | (1) | General Motors Co. | 16,067,673 | 3.6 | ||||||||||||||||
721,638 | Kingfisher PLC | 3,642,171 | 0.8 | |||||||||||||||||
103,545 | TJX Cos., Inc. | 6,981,004 | 1.6 | |||||||||||||||||
32,670,898 | 7.4 | |||||||||||||||||||
Consumer Staples: 5.2% | ||||||||||||||||||||
54,820 | Diageo PLC | 2,627,438 | 0.6 | |||||||||||||||||
107,771 | Philip Morris International, Inc. | 10,681,184 | 2.4 | |||||||||||||||||
70,518 | Sysco Corp. | 5,482,775 | 1.2 | |||||||||||||||||
117,317 | (1) | US Foods Holding Corp. | 4,500,280 | 1.0 | ||||||||||||||||
23,291,677 | 5.2 | |||||||||||||||||||
Energy: 6.7% | ||||||||||||||||||||
146,642 | Canadian Natural Resources Ltd. | 5,323,403 | 1.2 | |||||||||||||||||
59,319 | Chevron Corp. | 6,213,072 | 1.4 | |||||||||||||||||
121,388 | ConocoPhillips | 7,392,529 | 1.7 | |||||||||||||||||
197,820 | Devon Energy Corp. | 5,774,366 | 1.3 | |||||||||||||||||
30,687 | Pioneer Natural Resources Co. | 4,987,251 | 1.1 | |||||||||||||||||
29,690,621 | 6.7 | |||||||||||||||||||
Financials: 23.9% | ||||||||||||||||||||
39,497 | American Express Co. | 6,526,089 | 1.5 | |||||||||||||||||
212,868 | American International Group, Inc. | 10,132,517 | 2.3 | |||||||||||||||||
379,201 | Bank of America Corp. | 15,634,457 | 3.5 | |||||||||||||||||
81,780 | Charles Schwab Corp. | 5,954,402 | 1.3 | |||||||||||||||||
217,797 | Citizens Financial Group, Inc. | 9,990,348 | 2.2 | |||||||||||||||||
31,260 | Goldman Sachs Group, Inc. | 11,864,108 | 2.7 | |||||||||||||||||
123,533 | Morgan Stanley | 11,326,741 | 2.6 | |||||||||||||||||
44,524 | PNC Financial Services Group, Inc. | 8,493,398 | 1.9 | |||||||||||||||||
144,925 | Truist Financial Corp. | 8,043,338 | 1.8 | |||||||||||||||||
326,332 | Wells Fargo & Co. | 14,779,576 | 3.3 | |||||||||||||||||
14,764 | Willis Towers Watson PLC | 3,396,015 | 0.8 | |||||||||||||||||
106,140,989 | 23.9 | |||||||||||||||||||
Health Care: 14.7% | ||||||||||||||||||||
16,414 | Alcon, Inc. | 1,151,238 | 0.3 | |||||||||||||||||
14,966 | Anthem, Inc. | 5,714,019 | 1.3 | |||||||||||||||||
100,190 | Bristol-Myers Squibb Co. | 6,694,696 | 1.5 | |||||||||||||||||
26,580 | Cigna Corp. | 6,301,321 | 1.4 | |||||||||||||||||
59,592 | CVS Health Corp. | 4,972,356 | 1.1 | |||||||||||||||||
184,098 | GlaxoSmithKline PLC | 3,619,195 | 0.8 | |||||||||||||||||
21,004 | Johnson & Johnson | 3,460,199 | 0.8 | |||||||||||||||||
30,923 | McKesson Corp. | 5,913,715 | 1.3 | |||||||||||||||||
57,638 | Medtronic PLC | 7,154,605 | 1.6 | |||||||||||||||||
47,473 | Merck & Co., Inc. | 3,691,975 | 0.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
81,490 | Pfizer, Inc. | $ | 3,191,148 | 0.7 | �� | |||||||||
68,257 | Sanofi | 7,171,241 | 1.6 | |||||||||||
20,145 | Universal Health Services, Inc. | 2,949,832 | 0.7 | |||||||||||
21,319 | Zimmer Biomet Holdings, Inc. | 3,428,522 | 0.8 | |||||||||||
65,414,062 | 14.7 | |||||||||||||
Industrials: 12.5% | ||||||||||||||
41,042 | Adecco Group AG | 2,792,571 | 0.7 | |||||||||||
284,943 | CSX Corp. | 9,140,971 | 2.1 | |||||||||||
42,040 | Emerson Electric Co. | 4,045,930 | 0.9 | |||||||||||
30,591 | General Dynamics Corp. | 5,759,062 | 1.3 | |||||||||||
165,328 | Johnson Controls International plc | 11,346,461 | 2.5 | |||||||||||
1,458 | (1) | Parker Hannifin Corp. | 446,458 | 0.1 | ||||||||||
45,127 | Quanta Services, Inc. | 4,087,152 | 0.9 | |||||||||||
118,196 | Raytheon Technologies Corp. | 10,083,301 | 2.3 | |||||||||||
109,874 | Textron, Inc. | 7,556,035 | 1.7 | |||||||||||
55,257,941 | 12.5 | |||||||||||||
Information Technology: 12.3% | ||||||||||||||
167,827 | Cognizant Technology Solutions Corp. | 11,623,698 | 2.6 | |||||||||||
100,986 | Corning, Inc. | 4,130,327 | 0.9 | |||||||||||
34,028 | (1) | Fiserv, Inc. | 3,637,253 | 0.8 | ||||||||||
143,509 | Intel Corp. | 8,056,595 | 1.8 | |||||||||||
44,708 | (1) | Micron Technology, Inc. | 3,799,286 | 0.9 | ||||||||||
28,106 | NXP Semiconductor NV | 5,781,966 | 1.3 | |||||||||||
95,664 | Oracle Corp. | 7,446,486 | 1.7 | |||||||||||
41,336 | Qualcomm, Inc. | 5,908,155 | 1.3 | |||||||||||
32,354 | TE Connectivity Ltd. | 4,374,584 | 1.0 | |||||||||||
54,758,350 | 12.3 | |||||||||||||
Materials: 3.8% | ||||||||||||||
108,627 | (1) | Axalta Coating Systems Ltd. | 3,312,037 | 0.8 | ||||||||||
152,901 | Barrick Gold Corp. | 3,161,993 | 0.7 | |||||||||||
143,786 | Corteva, Inc. | 6,376,909 | 1.4 | |||||||||||
62,679 | Dow, Inc. | 3,966,327 | 0.9 | |||||||||||
16,817,266 | 3.8 | |||||||||||||
Real Estate: 2.4% | ||||||||||||||
125,765 | (1) | CBRE Group, Inc. | 10,781,834 | 2.4 | ||||||||||
Utilities: 2.5% | ||||||||||||||
28,514 | Duke Energy Corp. | 2,814,902 | 0.6 | |||||||||||
85,567 | Exelon Corp. | 3,791,474 | 0.9 | |||||||||||
115,912 | FirstEnergy Corp. | 4,313,085 | 1.0 | |||||||||||
10,919,461 | 2.5 | |||||||||||||
Total Common Stock (Cost $312,551,531) | 433,704,255 | 97.7 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Mutual Funds: 2.3% | ||||||||||||||
10,050,268 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $10,050,268) | $ | 10,050,268 | 2.3 | |||||||||
Total Short-Term Investments | 10,050,268 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $322,601,799) | $ | 443,754,523 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (184,025 | ) | — | |||||||||||
Net Assets | $ | 443,570,498 | 100.0 |
(1) | Non-income producing security. | |
(2) | Rate shown is the 7-day yield as of June 30, 2021. |
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 23.9 | % | |||||
Health Care | 14.7 | % | |||||
Industrials | 12.5 | % | |||||
Information Technology | 12.3 | % | |||||
Consumer Discretionary | 7.4 | % | |||||
Energy | 6.7 | % | |||||
Communication Services | 6.3 | % | |||||
Consumer Staples | 5.2 | % | |||||
Materials | 3.8 | % | |||||
Utilities | 2.5 | % | |||||
Real Estate | 2.4 | % | |||||
Assets in Excess of Other Liabilities* | 2.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 24,926,201 | $ | 3,034,955 | $ | — | $ | 27,961,156 | |||||||||||
Consumer Discretionary | 29,028,727 | 3,642,171 | — | 32,670,898 | |||||||||||||||
Consumer Staples | 20,664,239 | 2,627,438 | — | 23,291,677 | |||||||||||||||
Energy | 29,690,621 | — | — | 29,690,621 | |||||||||||||||
Financials | 106,140,989 | — | — | 106,140,989 | |||||||||||||||
Health Care | 53,472,388 | 11,941,674 | — | 65,414,062 | |||||||||||||||
Industrials | 52,465,370 | 2,792,571 | — | 55,257,941 | |||||||||||||||
Information Technology | 54,758,350 | — | — | 54,758,350 | |||||||||||||||
Materials | 16,817,266 | — | — | 16,817,266 | |||||||||||||||
Real Estate | 10,781,834 | — | — | 10,781,834 | |||||||||||||||
Utilities | 10,919,461 | — | — | 10,919,461 | |||||||||||||||
Total Common Stock | 409,665,446 | 24,038,809 | — | 433,704,255 | |||||||||||||||
Short-Term Investments | 10,050,268 | — | — | 10,050,268 | |||||||||||||||
Total Investments, at fair value | $ | 419,715,714 | $ | 24,038,809 | $ | — | $ | 443,754,523 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 70,680 | — | 70,680 | |||||||||||||||
Total Assets | $ | 419,715,714 | $ | 24,109,489 | $ | — | $ | 443,825,203 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (6,395 | ) | $ | — | $ | (6,395 | ) | |||||||||
Total Liabilities | $ | — | $ | (6,395 | ) | $ | — | $ | (6,395 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
+ | 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) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAD 75,887 | USD 61,233 | State Street Bank and Trust Co. | 07/30/21 | $ | (15 | ) | |||||||||
USD 249,079 | GBP 179,836 | State Street Bank and Trust Co. | 07/30/21 | 290 | |||||||||||
CHF 176,703 | USD 192,404 | State Street Bank and Trust Co. | 07/30/21 | (1,279 | ) | ||||||||||
CHF 234,956 | USD 256,361 | State Street Bank and Trust Co. | 07/30/21 | (2,229 | ) | ||||||||||
CHF 116,393 | USD 126,849 | State Street Bank and Trust Co. | 07/30/21 | (956 | ) | ||||||||||
USD 399,521 | GBP 287,149 | State Street Bank and Trust Co. | 07/30/21 | 2,272 | |||||||||||
CHF 172,789 | USD 188,471 | State Street Bank and Trust Co. | 07/30/21 | (1,579 | ) | ||||||||||
USD 9,814 | GBP 7,067 | State Street Bank and Trust Co. | 07/30/21 | 38 | |||||||||||
USD 3,802 | CHF 3,496 | State Street Bank and Trust Co. | 07/30/21 | 20 | |||||||||||
USD 161,816 | CAD 200,647 | State Street Bank and Trust Co. | 07/30/21 | (46 | ) | ||||||||||
USD 3,852,027 | CHF 3,542,324 | State Street Bank and Trust Co. | 07/30/21 | 20,585 | |||||||||||
USD 8,853,701 | GBP 6,376,886 | State Street Bank and Trust Co. | 07/30/21 | 31,769 | |||||||||||
USD 3,820,580 | CAD 4,736,423 | State Street Bank and Trust Co. | 07/30/21 | (291 | ) | ||||||||||
USD 5,374,008 | EUR 4,516,224 | The Bank of New York Mellon | 07/30/21 | 15,706 | |||||||||||
$ | 64,285 |
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 | $ | 70,680 | ||||||
Total Asset Derivatives | $ | 70,680 | |||||||
Liability Derivatives | |||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 6,395 | ||||||
Total Liability Derivatives | $ | 6,395 |
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 | $(159,444 | ) | ||||
Total | $(159,444 | ) |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
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 | $274,609 | |||||
Total | $274,609 |
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 54,974 | $ | 15,706 | $ | 70,680 | |||||||||
Total Assets | $ | 54,974 | $ | 15,706 | $ | 70,680 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 6,395 | $ | — | $ | 6,395 | |||||||||
Total Liabilities | $ | 6,395 | $ | — | $ | 6,395 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 48,579 | $ | 15,706 | 64,285 | ||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | 48,579 | $ | 15,706 | $ | 64,285 |
(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 $324,526,922. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 124,240,578 | ||||
Gross Unrealized Depreciation | (4,946,131 | ) | ||||
Net Unrealized Appreciation | $ | 119,294,447 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.8% | ||||||||||||||
Argentina: 2.5% | ||||||||||||||
9,208 | (1) | MercadoLibre, Inc. | $ | 14,344,130 | 2.5 | |||||||||
Brazil: 3.3% | ||||||||||||||
1,432,504 | B3 SA — Brasil Bolsa Balcao | 4,824,167 | 0.8 | |||||||||||
1,282,028 | Magazine Luiza SA | 5,451,544 | 0.9 | |||||||||||
118,233 | (1),(2) | Pagseguro Digital Ltd. | 6,611,589 | 1.2 | ||||||||||
457,259 | Raia Drogasil SA | 2,279,952 | 0.4 | |||||||||||
19,167,252 | 3.3 | |||||||||||||
China: 42.8% | ||||||||||||||
255,896 | (1) | Alibaba Group Holding Ltd. | 7,255,634 | 1.3 | ||||||||||
46,742 | (1) | Alibaba Group Holding Ltd. BABA ADR | 10,600,151 | 1.9 | ||||||||||
187,100 | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. — A Shares | 1,601,419 | 0.3 | |||||||||||
55,185 | (1),(2) | Bilibili, Inc. ADR | 6,723,740 | 1.2 | ||||||||||
1,913,800 | (3) | Budweiser Brewing Co. APAC Ltd. | 6,026,084 | 1.1 | ||||||||||
1,833,800 | China Gas Holdings Ltd. | 5,586,301 | 1.0 | |||||||||||
97,467 | Contemporary Amperex Technology Co. Ltd. — A Shares | 8,040,816 | 1.4 | |||||||||||
106,393 | (1) | Dada Nexus Ltd. ADR | 3,086,461 | 0.5 | ||||||||||
265,190 | (1) | DiDi Global, Inc. ADR | 3,749,787 | 0.7 | ||||||||||
397,814 | Foshan Haitian Flavouring & Food Co. Ltd. — A Shares | 7,929,953 | 1.4 | |||||||||||
298,780 | Hundsun Technologies, Inc. — A Shares | 4,304,538 | 0.7 | |||||||||||
47,902 | (1) | JD.com, Inc. ADR | 3,823,059 | 0.7 | ||||||||||
191,764 | (1) | JD.com, Inc. — Class A | 7,636,632 | 1.3 | ||||||||||
601,887 | Jiangsu Hengli Hydraulic Co. Ltd. — A Shares | 7,993,314 | 1.4 | |||||||||||
132,726 | (1) | KE Holdings, Inc. ADR | 6,328,376 | 1.1 | ||||||||||
1,288,000 | Kingdee International Software Group Co., Ltd. | 4,362,279 | 0.8 | |||||||||||
18,700 | Kweichow Moutai Co. Ltd. — A Shares (Shanghai) | 5,948,165 | 1.0 | |||||||||||
398,277 | (1),(3) | Meituan Class B | 16,429,390 | 2.9 | ||||||||||
327,400 | Midea Group Co. Ltd. — A Shares | 3,611,413 | 0.6 | |||||||||||
273,200 | NetEase, Inc. | 6,278,467 | 1.1 | |||||||||||
44,833 | NetEase, Inc. ADR | 5,167,003 | 0.9 | |||||||||||
577,087 | (1) | New Oriental Education & Technology Group, Inc. ADR | 4,726,342 | 0.8 | ||||||||||
215,400 | Pharmaron Beijing Co. Ltd. — A Shares | 7,220,950 | 1.3 | |||||||||||
1,944,275 | Ping An Bank Co. Ltd. — A Shares | 6,805,030 | 1.2 | |||||||||||
273,000 | Ping An Insurance Group Co. of China Ltd. — H Shares | 2,668,684 | 0.5 | |||||||||||
77,221 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. — A Shares | 5,726,197 | 1.0 | |||||||||||
317,700 | Shenzhou International Group Holdings Ltd. | 8,022,813 | 1.4 | |||||||||||
204,000 | Sichuan Swellfun Co. Ltd. — A Shares | 3,986,837 | 0.7 | |||||||||||
40,000 | Silergy Corp. | 5,428,941 | 0.9 | |||||||||||
267,400 | Sunny Optical Technology Group Co. Ltd. | 8,445,191 | 1.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
275,200 | Tencent Holdings Ltd. | $ | 20,720,499 | 3.6 | ||||||||||
256,094 | Wanhua Chemical Group Co. Ltd. — A Shares | 4,309,793 | 0.7 | |||||||||||
946,500 | (1),(3) | Wuxi Biologics Cayman, Inc. | 17,330,692 | 3.0 | ||||||||||
4,560,000 | Xinyi Solar Holdings Ltd. | 9,815,052 | 1.7 | |||||||||||
106,728 | Yum China Holdings, Inc. | 7,070,730 | 1.2 | |||||||||||
244,760,733 | 42.8 | |||||||||||||
Germany: 1.1% | ||||||||||||||
47,775 | (1),(3) | Delivery Hero SE | 6,312,312 | 1.1 | ||||||||||
Hong Kong: 5.2% | ||||||||||||||
741,200 | AIA Group Ltd. | 9,195,015 | 1.6 | |||||||||||
81,600 | Hong Kong Exchanges and Clearing Ltd. | 4,857,630 | 0.9 | |||||||||||
1,456,169 | (3) | JS Global Lifestyle Co. Ltd. | 4,099,561 | 0.7 | ||||||||||
672,000 | Techtronic Industries Co., Ltd. | 11,710,925 | 2.0 | |||||||||||
29,863,131 | 5.2 | |||||||||||||
India: 15.2% | ||||||||||||||
153,900 | Asian Paints Ltd. | 6,204,480 | 1.1 | |||||||||||
47,785 | Britannia Industries Ltd. | 2,348,288 | 0.4 | |||||||||||
275,207 | (1) | HDFC Bank Ltd. ADR | 20,123,136 | 3.5 | ||||||||||
800,953 | (3) | HDFC Life Insurance Co., Ltd. | 7,403,659 | 1.3 | ||||||||||
147,532 | Hindustan Unilever Ltd. | 4,910,795 | 0.9 | |||||||||||
535,868 | Housing Development Finance Corp. | 17,883,603 | 3.1 | |||||||||||
343,071 | (1) | Kotak Mahindra Bank Ltd. | 7,885,847 | 1.4 | ||||||||||
276,688 | Reliance Industries Ltd. | 7,868,004 | 1.4 | |||||||||||
267,380 | Tata Consultancy Services Ltd. | 12,049,634 | 2.1 | |||||||||||
86,677,446 | 15.2 | |||||||||||||
Indonesia: 1.9% | ||||||||||||||
2,564,800 | Bank Central Asia Tbk PT | 5,334,025 | 0.9 | |||||||||||
19,900,000 | Bank Rakyat Indonesia | 5,410,713 | 1.0 | |||||||||||
10,744,738 | 1.9 | |||||||||||||
Macau: 0.6% | ||||||||||||||
770,800 | (1) | Sands China Ltd. | 3,244,421 | 0.6 | ||||||||||
Mexico: 1.1% | ||||||||||||||
1,978,135 | Wal-Mart de Mexico SAB de CV | 6,461,140 | 1.1 | |||||||||||
Panama: 0.5% | ||||||||||||||
41,947 | (1) | Copa Holdings S.A.- Class A | 3,159,868 | 0.5 | ||||||||||
Poland: 1.4% | ||||||||||||||
452,075 | (1),(3) | Allegro.eu SA | 7,780,006 | 1.4 | ||||||||||
Portugal: 0.6% | ||||||||||||||
177,847 | Jeronimo Martins SGPS SA | 3,243,359 | 0.6 | |||||||||||
Singapore: 3.9% | ||||||||||||||
80,823 | (1) | Sea Ltd. ADR | 22,193,996 | 3.9 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
South Africa: 1.5% | ||||||||||||||
259,143 | (1) | Bid Corp. Ltd. | $ | 5,618,576 | 1.0 | |||||||||
23,542 | Capitec Bank Holdings Ltd. | 2,775,100 | 0.5 | |||||||||||
8,393,676 | 1.5 | |||||||||||||
South Korea: 7.0% | ||||||||||||||
5,429 | LG Chem Ltd. | 4,099,384 | 0.7 | |||||||||||
8,196 | NCSoft Corp. | 5,963,595 | 1.1 | |||||||||||
416,031 | Samsung Electronics Co., Ltd. 005930 | 29,782,060 | 5.2 | |||||||||||
39,845,039 | 7.0 | |||||||||||||
Taiwan: 7.0% | ||||||||||||||
246,000 | Chailease Holding Co. Ltd. | 1,787,162 | 0.3 | |||||||||||
167,762 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 20,158,282 | 3.5 | |||||||||||
847,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 18,247,517 | 3.2 | |||||||||||
40,192,961 | 7.0 | |||||||||||||
Turkey: 0.3% | ||||||||||||||
245,432 | BIM Birlesik Magazalar AS | 1,751,928 | 0.3 | |||||||||||
United Kingdom: 1.1% | ||||||||||||||
339,641 | Prudential PLC | 6,461,925 | 1.1 | |||||||||||
United States: 2.8% | ||||||||||||||
31,779 | (1) | EPAM Systems, Inc. | 16,237,798 | 2.8 | ||||||||||
Total Common Stock (Cost $332,687,040) | 570,835,859 | 99.8 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.0% | ||||||||||||||
India: 0.0% | ||||||||||||||
INR1,886,653 | Britannia Industries Ltd., 5.500%, 06/03/2024 | 25,715 | 0.0 | |||||||||||
Total Corporate Bonds/Notes (Cost $25,926) | 25,715 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $332,712,966) | 570,861,574 | 99.8 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | ||||||||||||||
Repurchase Agreements: 1.9% | ||||||||||||||
414,236 | (4) | Bank of America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $414,237, collateralized by various U.S. Government Agency Obligations, 1.500%–8.500%, Market Value plus accrued interest $422,521, due 07/15/21–01/15/60) | 414,236 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
2,519,800 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,519,803, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%–9.000%, Market Value plus accrued interest $2,570,196, due 07/25/21–05/20/71) | $ | 2,519,800 | 0.4 | |||||||||
1,256,425 | (4) | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,256,428, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%–7.000%, Market Value plus accrued interest $1,281,554, due 08/01/21–06/01/51) | 1,256,425 | 0.2 | ||||||||||
1,596,285 | (4) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,596,288, collateralized by various U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $1,628,213, due 05/01/24–04/20/71) | 1,596,285 | 0.3 | ||||||||||
2,519,800 | (4) | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,519,806, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,570,203, due 02/28/27) | 2,519,800 | 0.4 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
2,519,847 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,519,850, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $2,570,244, due 08/01/21–04/15/62) | $ | 2,519,847 | 0.5 | |||||||||
Total Repurchase Agreements | ||||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,826,393) | 10,826,393 | 1.9 | ||||||||||||
Total Investments in Securities (Cost $343,539,359) | $ | 581,687,967 | 101.7 | |||||||||||
Liabilities in Excess of Other Assets | (9,712,147 | ) | (1.7 | ) | ||||||||||
Net Assets | $ | 571,975,820 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
as of June 30, 2021
(as a percentage of net assets)
China | 42.8 | % | ||||
India | 15.2 | % | ||||
Taiwan | 7.0 | % | ||||
South Korea | 7.0 | % | ||||
Hong Kong | 5.2 | % | ||||
Singapore | 3.9 | % | ||||
Brazil | 3.3 | % | ||||
United States | 2.8 | % | ||||
Argentina | 2.5 | % | ||||
Indonesia | 1.9 | % | ||||
Countries between 0.3%-1.5%ˆ | 8.2 | % | ||||
Assets in Excess of Other Liabilities* | 0.2 | % | ||||
Net Assets | 100.0 | % |
ˆ Includes 9 countries, which each represents 0.3%-1.5% of net assets. |
* Includes short-term investments. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Information Technology | 23.7 | % | ||||
Consumer Discretionary | 19.8 | |||||
Financials | 18.1 | |||||
Communication Services | 11.7 | |||||
Consumer Staples | 8.8 | |||||
Industrials | 6.1 | |||||
Health Care | 5.3 | |||||
Materials | 2.8 | |||||
Energy | 1.4 | |||||
Real Estate | 1.1 | |||||
Utilities | 1.0 | |||||
Consumer, Non-cyclical* | 0.0 | |||||
Short-Term Investments | 1.9 | |||||
Liabilities in Excess of Other Assets | (1.7 | ) | ||||
Net Assets | 100.0 | % |
* | Amount is less than 0.05%. |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Argentina | $ | 14,344,130 | $ | — | $ | — | $ | 14,344,130 | |||||||||||
Brazil | 19,167,252 | — | — | 19,167,252 | |||||||||||||||
China | 51,275,649 | 193,485,084 | — | 244,760,733 | |||||||||||||||
Germany | — | 6,312,312 | — | 6,312,312 | |||||||||||||||
Hong Kong | — | 29,863,131 | — | 29,863,131 | |||||||||||||||
India | 20,123,136 | 66,554,310 | — | 86,677,446 | |||||||||||||||
Indonesia | — | 10,744,738 | — | 10,744,738 | |||||||||||||||
Macau | — | 3,244,421 | — | 3,244,421 | |||||||||||||||
Mexico | 6,461,140 | — | — | 6,461,140 | |||||||||||||||
Panama | 3,159,868 | — | — | 3,159,868 | |||||||||||||||
Poland | 7,780,006 | — | — | 7,780,006 | |||||||||||||||
Portugal | 3,243,359 | — | — | 3,243,359 | |||||||||||||||
Singapore | 22,193,996 | — | — | 22,193,996 | |||||||||||||||
South Africa | 5,618,576 | 2,775,100 | — | 8,393,676 | |||||||||||||||
South Korea | — | 39,845,039 | — | 39,845,039 | |||||||||||||||
Taiwan | 20,158,282 | 20,034,679 | — | 40,192,961 | |||||||||||||||
Turkey | 1,751,928 | — | — | 1,751,928 | |||||||||||||||
United Kingdom | — | 6,461,925 | — | 6,461,925 | |||||||||||||||
United States | 16,237,798 | — | — | 16,237,798 | |||||||||||||||
Total Common Stock | 191,515,120 | 379,320,739 | — | 570,835,859 | |||||||||||||||
Corporate Bonds/Notes | — | 25,715 | — | 25,715 | |||||||||||||||
Short-Term Investments | — | 10,826,393 | — | 10,826,393 | |||||||||||||||
Total Investments, at fair value | $ | 191,515,120 | $ | 390,172,847 | $ | — | $ | 581,687,967 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 453 | — | 453 | |||||||||||||||
Total Assets | $ | 191,515,120 | $ | 390,173,300 | $ | — | $ | 581,688,420 |
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 2,474,571 | HKD 19,209,795 | ANZ Bank | 07/02/21 | $ | 453 | ||||||||||
$ | 453 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||
---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | |||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 453 | ||||||
Total Asset Derivatives | $ | 453 |
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 | $204 | |||||
Total | $204 |
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 | $449 | |||||
Total | $449 |
ANZ Bank | ||||||
---|---|---|---|---|---|---|
Assets: | ||||||
Forward foreign currency contracts | $ | 453 | ||||
Total Assets | $ | 453 | ||||
Net OTC derivative instruments by counterparty, at fair value | $ | 453 | ||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | ||||
Net Exposure(1) | $ | 453 |
(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 $343,746,367. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 251,264,028 | ||||
Gross Unrealized Depreciation | (13,305,100 | ) | ||||
Net Unrealized Appreciation | $ | 237,958,928 |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.7% | ||||||||||||||
France: 6.5% | ||||||||||||||
20,853 | L’Oreal S.A. | $ | 9,312,801 | 2.1 | ||||||||||
9,725 | LVMH Moet Hennessy Louis Vuitton SE | 7,650,222 | 1.8 | |||||||||||
51,859 | Pernod Ricard SA | 11,526,275 | 2.6 | |||||||||||
28,489,298 | 6.5 | |||||||||||||
Germany: 4.6% | ||||||||||||||
143,100 | SAP SE | 20,099,746 | 4.6 | |||||||||||
Italy: 0.6% | ||||||||||||||
188,398 | Davide Campari-Milano NV | 2,525,316 | 0.6 | |||||||||||
Netherlands: 2.4% | ||||||||||||||
84,763 | Heineken NV | 10,290,159 | 2.4 | |||||||||||
United Kingdom: 13.0% | ||||||||||||||
255,603 | British American Tobacco PLC | 9,923,922 | 2.3 | |||||||||||
131,811 | Experian PLC | 5,089,107 | 1.2 | |||||||||||
356,265 | Reckitt Benckiser Group PLC | 31,476,045 | 7.2 | |||||||||||
77,240 | Relx PLC (EUR Exchange) | 2,059,936 | 0.5 | |||||||||||
294,365 | Relx PLC (GBP Exchange) | 7,805,578 | 1.8 | |||||||||||
56,354,588 | 13.0 | |||||||||||||
United States: 71.6% | ||||||||||||||
157,504 | Abbott Laboratories | 18,259,439 | 4.2 | |||||||||||
64,379 | Accenture PLC | 18,978,285 | 4.4 | |||||||||||
88,241 | Automatic Data Processing, Inc. | 17,526,428 | 4.0 | |||||||||||
214,651 | Baxter International, Inc. | 17,279,406 | 4.0 | |||||||||||
67,231 | Becton Dickinson & Co. | 16,349,907 | 3.8 | |||||||||||
142,412 | Coca-Cola Co. | 7,705,913 | 1.8 | |||||||||||
72,257 | Danaher Corp. | 19,390,889 | 4.5 | |||||||||||
14,680 | Estee Lauder Cos., Inc. | 4,669,414 | 1.1 | |||||||||||
7,836 | Factset Research Systems, Inc. | 2,629,840 | 0.6 | |||||||||||
74,478 | Fidelity National Information Services, Inc. | 10,551,298 | 2.4 | |||||||||||
97,601 | Intercontinental Exchange, Inc. | 11,585,239 | 2.7 | |||||||||||
155,129 | Microsoft Corp. | 42,024,446 | 9.7 | |||||||||||
14,772 | Moody’s Corp. | 5,352,930 | 1.2 | |||||||||||
33,324 | Nike, Inc. — Class B | 5,148,225 | 1.2 | |||||||||||
379,016 | Philip Morris International, Inc. | 37,564,276 | 8.6 | |||||||||||
139,652 | Procter & Gamble Co. | 18,843,244 | 4.3 | |||||||||||
20,452 | Roper Technologies, Inc. | 9,616,530 | 2.2 | |||||||||||
35,509 | Thermo Fisher Scientific, Inc. | 17,913,225 | 4.1 | |||||||||||
101,771 | Visa, Inc. — Class A | 23,796,095 | 5.5 | |||||||||||
31,723 | Zoetis, Inc. | 5,911,898 | 1.3 | |||||||||||
311,096,927 | 71.6 | |||||||||||||
Total Common Stock (Cost $281,648,479) | 428,856,034 | 98.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.3% | ||||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
5,845,606 | (1) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $5,845,606) | $ | 5,845,606 | 1.3 | |||||||||
Total Short-Term Investments (Cost $5,845,606) | 5,845,606 | 1.3 | ||||||||||||
Total Investments in Securities (Cost $287,494,085) | $ | 434,701,640 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 58,028 | 0.0 | ||||||||||||
Net Assets | $ | 434,759,668 | 100.0 |
(1) | Rate shown is the 7-day yield as of June 30, 2021. |
as of June 30, 2021
(as a percentage of net assets)
United States | 71.6 | % | |||||
United Kingdom | 13.0 | % | |||||
France | 6.5 | % | |||||
Germany | 4.6 | % | |||||
Netherlands | 2.4 | % | |||||
Italy | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 1.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Consumer Staples | 33.1 | % | ||||
Information Technology | 30.6 | |||||
Health Care | 21.9 | |||||
Industrials | 5.7 | |||||
Financials | 4.5 | |||||
Consumer Discretionary | 2.9 | |||||
Short-Term Investments | 1.3 | |||||
Assets in Excess of Other Liabilities* | 0.0 | |||||
Net Assets | 100.0 | % |
* | Amount is less than 0.05%. |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
France | $ | — | $ | 28,489,298 | $ | — | $ | 28,489,298 | |||||||||||
Germany | — | 20,099,746 | — | 20,099,746 | |||||||||||||||
Italy | — | 2,525,316 | — | 2,525,316 | |||||||||||||||
Netherlands | — | 10,290,159 | — | 10,290,159 | |||||||||||||||
United Kingdom | — | 56,354,588 | — | 56,354,588 | |||||||||||||||
United States | 311,096,927 | — | — | 311,096,927 | |||||||||||||||
Total Common Stock | 311,096,927 | 117,759,107 | — | 428,856,034 | |||||||||||||||
Short-Term Investments | 5,845,606 | — | — | 5,845,606 | |||||||||||||||
Total Investments, at fair value | $ | 316,942,533 | $ | 117,759,107 | $ | — | $ | 434,701,640 |
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 $288,414,742. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 153,355,718 | ||||
Gross Unrealized Depreciation | (7,065,916 | ) | ||||
Net Unrealized Appreciation | $ | 146,289,802 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 71.3% | ||||||||||||||
Communication Services: 4.7% | ||||||||||||||
18,933 | (1),(2) | Alphabet, Inc. — Class A | $ | 46,230,410 | 0.6 | |||||||||
105,982 | (1),(2) | Alphabet, Inc. — Class C | 265,624,807 | 3.1 | ||||||||||
245,565 | (2) | Facebook, Inc. — Class A | 85,385,406 | 1.0 | ||||||||||
397,240,623 | 4.7 | |||||||||||||
Consumer Discretionary: 9.8% | ||||||||||||||
137,713 | (2) | Amazon.com, Inc. | 473,754,754 | 5.6 | ||||||||||
445,969 | (1),(2) | Hilton Worldwide Holdings, Inc. | 53,792,781 | 0.6 | ||||||||||
383,580 | (1),(2) | Marriott International, Inc. | 52,366,341 | 0.6 | ||||||||||
74,500 | McDonald’s Corp. | 17,208,755 | 0.2 | |||||||||||
32,600 | (1) | Ross Stores, Inc. | 4,042,400 | 0.1 | ||||||||||
1,960,528 | Yum! Brands, Inc. | 225,519,536 | 2.7 | |||||||||||
826,684,567 | 9.8 | |||||||||||||
Consumer Staples: 1.5% | ||||||||||||||
473,000 | Coca-Cola Co. | 25,594,030 | 0.3 | |||||||||||
1,964,758 | Keurig Dr Pepper, Inc. | 69,238,072 | 0.8 | |||||||||||
137,500 | Mondelez International, Inc. | 8,585,500 | 0.1 | |||||||||||
140,500 | PepsiCo, Inc. | 20,817,885 | 0.3 | |||||||||||
124,235,487 | 1.5 | |||||||||||||
Financials: 9.3% | ||||||||||||||
384,455 | Arthur J. Gallagher & Co. | 53,854,457 | 0.6 | |||||||||||
2,403,801 | Bank of America Corp. | 99,108,715 | 1.2 | |||||||||||
66,600 | CME Group, Inc. | 14,164,488 | 0.2 | |||||||||||
594,283 | Intercontinental Exchange, Inc. | 70,541,392 | 0.8 | |||||||||||
2,067,296 | (1) | Marsh & McLennan Cos., Inc. | 290,827,201 | 3.4 | ||||||||||
1,365,774 | PNC Financial Services Group, Inc. | 260,535,048 | 3.1 | |||||||||||
789,031,301 | 9.3 | |||||||||||||
Health Care: 14.2% | ||||||||||||||
341,177 | Becton Dickinson & Co. | 82,970,835 | 1.0 | |||||||||||
965,966 | Danaher Corp. | 259,226,636 | 3.1 | |||||||||||
280,733 | (1),(2) | Envista Holdings Corp. | 12,130,473 | 0.1 | ||||||||||
527,436 | Humana, Inc. | 233,506,466 | 2.8 | |||||||||||
67,200 | Medtronic PLC | 8,341,536 | 0.1 | |||||||||||
777,908 | PerkinElmer, Inc. | 120,116,774 | 1.4 | |||||||||||
488,357 | Thermo Fisher Scientific, Inc. | 246,361,456 | 2.9 | |||||||||||
603,133 | UnitedHealth Group, Inc. | 241,518,578 | 2.8 | |||||||||||
1,204,172,754 | 14.2 | |||||||||||||
Industrials: 7.9% | ||||||||||||||
26,970,206 | General Electric Co. | 363,018,973 | 4.3 | |||||||||||
1,255,728 | (2) | Ingersoll Rand, Inc. | 61,292,084 | 0.7 | ||||||||||
46,300 | Lockheed Martin Corp. | 17,517,605 | 0.2 | |||||||||||
53,200 | Northrop Grumman Corp. | 19,334,476 | 0.3 | |||||||||||
126,620 | Roper Technologies, Inc. | 59,536,724 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
63,802 | (2) | Teledyne Technologies, Inc. | $ | 26,722,191 | 0.3 | |||||||||
929,979 | Waste Connections, Inc. | 111,067,392 | 1.3 | |||||||||||
68,100 | Waste Management, Inc. | 9,541,491 | 0.1 | |||||||||||
668,030,936 | 7.9 | |||||||||||||
Information Technology: 15.9% | ||||||||||||||
518,200 | Cisco Systems, Inc. | 27,464,600 | 0.3 | |||||||||||
1,322,064 | (1),(2) | Fiserv, Inc. | 141,315,421 | 1.7 | ||||||||||
332,000 | (2) | FleetCor Technologies, Inc. | 85,011,920 | 1.0 | ||||||||||
573,632 | (1) | Global Payments, Inc. | 107,578,945 | 1.3 | ||||||||||
1,994,895 | (1) | Microsoft Corp. | 540,417,056 | 6.4 | ||||||||||
83,100 | NXP Semiconductor NV — NXPI — US | 17,095,332 | 0.2 | |||||||||||
519,124 | (2) | Salesforce.com, Inc. | 126,806,419 | 1.5 | ||||||||||
555,667 | TE Connectivity Ltd. | 75,131,735 | 0.9 | |||||||||||
945,234 | (1) | Visa, Inc. — Class A | 221,014,614 | 2.6 | ||||||||||
1,341,836,042 | 15.9 | |||||||||||||
Real Estate: 0.1% | ||||||||||||||
44,380 | American Tower Corp. | 11,988,813 | 0.1 | |||||||||||
Utilities: 7.9% | ||||||||||||||
1,740,012 | Ameren Corp. | 139,270,560 | 1.6 | |||||||||||
2,295,123 | American Electric Power Co., Inc. | 194,144,455 | 2.3 | |||||||||||
560,288 | CMS Energy Corp. | 33,101,815 | 0.4 | |||||||||||
2,301 | Duke Energy Corp. | 227,155 | 0.0 | |||||||||||
2,453,451 | Exelon Corp. | 108,712,414 | 1.3 | |||||||||||
3,106,457 | NiSource, Inc. | 76,108,196 | 0.9 | |||||||||||
1,948,016 | Public Service Enterprise Group, Inc. | 116,374,476 | 1.4 | |||||||||||
667,939,071 | 7.9 | |||||||||||||
Total Common Stock (Cost $4,565,680,090) | 6,031,159,594 | 71.3 | ||||||||||||
PREFERRED STOCK: 1.9% | ||||||||||||||
Consumer Discretionary: 0.6% | ||||||||||||||
576,340 | (2),(3), (4) | Aurora Innovation, Inc., — Series B | 11,328,979 | 0.1 | ||||||||||
413,251 | (2),(3), (4) | Waymo LLC., Series A-2 | 37,904,208 | 0.5 | ||||||||||
49,233,187 | 0.6 | |||||||||||||
Financials: 0.0% | ||||||||||||||
23,000 | (2),(5), (6) | Charles Schwab Corp. — Series D | 583,510 | 0.0 | ||||||||||
Utilities: 1.3% | ||||||||||||||
55,461 | (2),(5) | Alabama Power Co. | 1,490,792 | 0.0 | ||||||||||
223,176 | (2) | American Electric Power Co., Inc. | 10,964,637 | 0.1 | ||||||||||
983,000 | (2),(5) | CMS Energy Corp. | 27,248,760 | 0.3 | ||||||||||
736,056 | (2),(5), (6) | CMS Energy Corp. | 20,101,689 | 0.3 | ||||||||||
327,237 | (2),(5) | DTE Energy Co. | 8,675,053 | 0.1 | ||||||||||
92,387 | (2),(5) | Duke Energy Corp. | 2,547,109 | 0.0 | ||||||||||
525,000 | (2),(5), (7) | NiSource, Inc. | 15,046,500 | 0.2 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFERRED STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
134,491 | (2) | NiSource, Inc. | $ | 13,824,330 | 0.1 | |||||||||
16,757 | (2),(5), (7) | SCE Trust III | 424,790 | 0.0 | ||||||||||
494,804 | (2),(5), (7) | SCE Trust IV | 12,320,620 | 0.2 | ||||||||||
112,644,280 | 1.3 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $146,734,310) | 162,460,977 | 1.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 8.8% | ||||||||||||||
Communications: 3.0% | ||||||||||||||
8,140,000 | (8) | Altice Financing SA, 7.500%, 05/15/2026 | 8,486,357 | 0.1 | ||||||||||
7,630,000 | (8) | Altice France Holding SA, 10.500%, 05/15/2027 | 8,488,489 | 0.1 | ||||||||||
8,415,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.000%, 03/01/2023 | 8,505,461 | 0.1 | ||||||||||
25,960,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 27,261,894 | 0.3 | ||||||||||
38,178,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 40,086,900 | 0.5 | ||||||||||
25,880,000 | (6) | Netflix, Inc., 4.375%, 11/15/2026 | 29,463,604 | 0.3 | ||||||||||
31,765,000 | Netflix, Inc., 4.875%, 04/15/2028 | 36,967,472 | 0.4 | |||||||||||
650,000 | (8) | Netflix, Inc., 4.875%, 06/15/2030 | 774,917 | 0.0 | ||||||||||
1,990,000 | Netflix, Inc., 5.500%, 02/15/2022 | 2,045,113 | 0.0 | |||||||||||
10,975,000 | Netflix, Inc., 5.875%, 02/15/2025 | 12,706,581 | 0.2 | |||||||||||
39,620,000 | Netflix, Inc., 5.875%, 11/15/2028 | 48,681,688 | 0.6 | |||||||||||
23,355,000 | Netflix, Inc., 6.375%, 05/15/2029 | 29,862,287 | 0.4 | |||||||||||
2,525,000 | (8) | Photo Holdings Merger Sub, Inc., 8.500%, 10/01/2026 | 2,776,263 | 0.0 | ||||||||||
1,070,000 | (8) | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | 1,073,263 | 0.0 | ||||||||||
1,105,000 | (8) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 1,160,388 | 0.0 | ||||||||||
258,340,677 | 3.0 | |||||||||||||
Consumer, Cyclical: 3.1% | ||||||||||||||
12,920,000 | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/2027 | 13,326,786 | 0.2 | |||||||||||
19,870,000 | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 20,169,938 | 0.3 | |||||||||||
13,970,000 | Cedar Fair L.P., 5.250%, 07/15/2029 | 14,419,694 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
1,873,000 | (8) | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.500%, 05/01/2025 | $ | 1,957,285 | 0.0 | |||||||||
10,835,000 | (6),(8) | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 6.500%, 10/01/2028 | 11,689,286 | 0.1 | ||||||||||
2,083,000 | (6),(8) | Clarios Global L.P. / Clarios US Finance Co., 6.250%, 05/15/2026 | 2,221,644 | 0.0 | ||||||||||
1,134,000 | (8) | Clarios Global L.P. / Clarios US Finance Co., 6.750%, 05/15/2025 | 1,210,534 | 0.0 | ||||||||||
2,300,000 | (8) | Clarios Global L.P. / Clarios US Finance Co., 8.500%, 05/15/2027 | 2,510,335 | 0.0 | ||||||||||
12,595,000 | (8) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 13,540,795 | 0.2 | ||||||||||
7,010,000 | (8) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 7,799,088 | 0.1 | ||||||||||
32,140,000 | (8) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 33,666,650 | 0.4 | ||||||||||
7,584,000 | (8) | Life Time, Inc., 5.750%, 01/15/2026 | 7,869,045 | 0.1 | ||||||||||
2,175,000 | Marriott International, Inc./MD, 3.125%, 06/15/2026 | 2,312,122 | 0.0 | |||||||||||
7,550,000 | (8) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 8,321,987 | 0.1 | ||||||||||
29,681,000 | (8) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 30,014,911 | 0.4 | ||||||||||
18,612,000 | (6),(8) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 19,250,205 | 0.2 | ||||||||||
11,039,000 | (8) | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | 11,911,357 | 0.2 | ||||||||||
2,361,345 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 2,511,744 | 0.0 | |||||||||||
320,374 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 323,481 | 0.0 | |||||||||||
1,483,198 | US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/2024 | 1,509,909 | 0.0 | |||||||||||
1,862,306 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/2027 | 1,879,483 | 0.0 | |||||||||||
664,130 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 666,248 | 0.0 | |||||||||||
19,605,000 | Yum! Brands, Inc., 3.750%, 11/01/2021 | 19,696,359 | 0.2 | |||||||||||
8,160,000 | (6) | Yum! Brands, Inc., 3.875%, 11/01/2023 | 8,594,194 | 0.1 | ||||||||||
2,175,000 | (8) | Yum! Brands, Inc., 4.750%, 01/15/2030 | 2,357,515 | 0.0 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
13,525,000 | Yum! Brands, Inc., 5.350%, 11/01/2043 | $ | 14,437,329 | 0.2 | ||||||||||
5,885,000 | Yum! Brands, Inc., 6.875%, 11/15/2037 | 7,328,591 | 0.1 | |||||||||||
1,660,000 | (8) | Yum! Brands, Inc., 7.750%, 04/01/2025 | 1,810,213 | 0.0 | ||||||||||
263,306,728 | 3.1 | |||||||||||||
Consumer, Non-cyclical: 0.4% | ||||||||||||||
4,815,000 | (8) | Avantor Funding, Inc., 4.625%, 07/15/2028 | 5,089,551 | 0.1 | ||||||||||
7,855,000 | Elanco Animal Health, Inc., 4.912%, 08/27/2021 | 7,911,242 | 0.1 | |||||||||||
6,815,000 | (8) | Hadrian Merger Sub, Inc., 8.500%, 05/01/2026 | 7,126,207 | 0.1 | ||||||||||
2,345,000 | (8) | Korn Ferry, 4.625%, 12/15/2027 | 2,439,445 | 0.0 | ||||||||||
2,725,000 | (6),(8) | Surgery Center Holdings, Inc., 10.000%, 04/15/2027 | 3,000,280 | 0.0 | ||||||||||
4,695,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 5,016,537 | 0.1 | |||||||||||
30,583,262 | 0.4 | |||||||||||||
Financial: 1.3% | ||||||||||||||
12,600,000 | (8) | Acrisure LLC / Acrisure Finance, Inc., 7.000%, 11/15/2025 | 12,897,171 | 0.2 | ||||||||||
12,401,000 | (8) | AmWINS Group, Inc., 7.750%, 07/01/2026 | 13,177,923 | 0.2 | ||||||||||
8,400,000 | (7) | Bank of New York Mellon Corp., 3.555%, (US0003M + 3.420%), 12/31/2199 | 8,461,950 | 0.1 | ||||||||||
35,918,000 | (8) | HUB International Ltd., 7.000%, 05/01/2026 | 37,339,275 | 0.4 | ||||||||||
6,795,000 | (6),(7) | PNC Financial Services Group, Inc./The, 5.000%, 12/31/2199 | 7,576,425 | 0.1 | ||||||||||
3,510,000 | SBA Communications Corp., 3.875%, 02/15/2027 | 3,613,106 | 0.0 | |||||||||||
8,525,000 | SBA Communications Corp., 4.875%, 09/01/2024 | 8,698,612 | 0.1 | |||||||||||
2,214,000 | (7) | State Street Corp., 3.716%, 12/31/2199 | 2,221,306 | 0.0 | ||||||||||
15,235,000 | (8) | USI, Inc./NY, 6.875%, 05/01/2025 | 15,471,371 | 0.2 | ||||||||||
109,457,139 | 1.3 | |||||||||||||
Industrial: 0.8% | ||||||||||||||
49,630,000 | (7) | General Electric Co., 3.449%, 12/31/2199 | 48,699,438 | 0.6 | ||||||||||
1,500,000 | Lennox International, Inc., 3.000%, 11/15/2023 | 1,573,453 | 0.0 | |||||||||||
4,220,000 | (8) | Sensata Technologies BV, 4.875%, 10/15/2023 | 4,533,236 | 0.0 | ||||||||||
5,100,000 | (8) | Sensata Technologies BV, 5.000%, 10/01/2025 | 5,695,578 | 0.1 | ||||||||||
1,430,000 | (8) | Sensata Technologies BV, 5.625%, 11/01/2024 | 1,593,542 | 0.0 | ||||||||||
5,885,000 | (6) | Welbilt, Inc., 9.500%, 02/15/2024 | 6,174,542 | 0.1 | ||||||||||
850,000 | Xylem, Inc./NY, 4.875%, 10/01/2021 | 859,352 | 0.0 | |||||||||||
69,129,141 | 0.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: 0.1% | ||||||||||||||
4,176,000 | (8) | Clarivate Science Holdings Corp., 3.875%, 06/30/2028 | $ | 4,219,263 | 0.1 | |||||||||
1,280,000 | (8) | Clarivate Science Holdings Corp., 4.875%, 06/30/2029 | 1,315,200 | 0.0 | ||||||||||
5,534,463 | 0.1 | |||||||||||||
Utilities: 0.1% | ||||||||||||||
9,465,000 | (7) | NiSource, Inc., 5.650%, 12/31/2199 | 10,127,550 | 0.1 | ||||||||||
Total Corporate Bonds/Notes (Cost $687,855,179) | 746,478,960 | 8.8 | ||||||||||||
BANK LOANS: 10.3% | ||||||||||||||
Aerospace & Defense: 0.2% | ||||||||||||||
16,875,000 | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/2027 | 17,843,203 | 0.2 | |||||||||||
Basic Materials: 0.0% | ||||||||||||||
2,065,067 | HB Fuller Co. 1st Lien Term Loan B, 2.093%, (US0001M + 2.000%), 10/20/2024 | 2,067,906 | 0.0 | |||||||||||
Business Equipment & Services: 0.1% | ||||||||||||||
2,810,000 | Polaris Newco LLC USD Term Loan B, 4.500%, (US0006M + 4.000%), 06/02/2028 | 2,821,176 | 0.1 | |||||||||||
Communications: 0.0% | ||||||||||||||
2,512,375 | Mega Broadband Investments LLC TL B 1L, 3.750%, (US0001M + 3.000%), 10/19/2027 | 2,514,259 | 0.0 | |||||||||||
Consumer, Cyclical: 1.3% | ||||||||||||||
37,950,000 | Formula One TL B3 1L, 3.500%, (US0003M + 2.500%), 02/01/2024 | 37,852,165 | 0.4 | |||||||||||
5,144,659 | Four Seasons Hotels Ltd. — TL B 1L, 2.145%, (US0003M + 2.000%), 11/30/2023 | 5,136,443 | 0.1 | |||||||||||
1,985,000 | Insprire Brands TL B 1L, 3.750%, (US0001M + 2.750%), 02/05/2025 | 1,982,209 | 0.0 | |||||||||||
14,636,429 | Life Time, Inc. — TL B 1L, 5.750%, (US0001M + 4.750%), 12/22/2024 | 14,700,464 | 0.2 | |||||||||||
41,685,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/2027 | 44,554,095 | 0.5 | |||||||||||
4,960,106 | SeaWorld Parks & Entertainment, Inc. — TL B5 1L, 3.750%, (US0003M + 3.000%), 04/01/2024 | 4,926,893 | 0.1 | |||||||||||
3,325,000 | WellPet — TL B 1L, 4.500%, (US0003M + 3.750%), 12/21/2027 | 3,329,156 | 0.0 | |||||||||||
112,481,425 | 1.3 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: 1.6% | ||||||||||||||
10,805,000 | Aspen Dental TL B2 1L, 3.351%, (US0001M + 3.250%), 12/23/2027 | $ | 10,803,315 | 0.1 | ||||||||||
1,040,000 | CoreLogic, Inc. TL 2L, 7.000%, (US0003M + 2.000%), 04/13/2029 | 1,049,100 | 0.0 | |||||||||||
13,920,000 | CoreLogic, Inc. TL B 1L, 4.000%, (US0001M + 3.500%), 06/02/2028 | 13,913,472 | 0.2 | |||||||||||
3,809,437 | CPI Holdco LLC — TL 1L, 4.091%, (US0001M + 4.000%), 11/04/2026 | 3,817,372 | 0.1 | |||||||||||
1,510,000 | Dentalcorp Health Services ULC — TL 1L, 3.896%, (US0003M + 3.750%), 06/06/2025 | 1,509,811 | 0.0 | |||||||||||
15,225,000 | Dino Grandparent, Inc. — TL A 1L, 2.341%, (US0001M + 2.250%), 09/19/2022 | 15,148,875 | 0.2 | |||||||||||
2,825,000 | Heartland Dental LLC, 4.101%, (US0001M + 4.000%), 04/30/2025 | 2,822,881 | 0.0 | |||||||||||
30,404,479 | Heartland Dental LLC — TL 1L, 3.926%, (US0003M + 3.750%), 04/30/2025 | 30,102,806 | 0.4 | |||||||||||
20,770,985 | Loire Finco Luxembourg Sarl — TL B 1L, 3.104%, (US0003M + 3.250%), 01/24/2027 | 20,468,082 | 0.2 | |||||||||||
2,505,000 | Pacific Dental Services TL B 1L, 4.250%, (US0001M + 3.500%), 04/20/2028 | 2,515,959 | 0.0 | |||||||||||
5,059,802 | PetVet Care Centers LLC, 3.410%, (US0003M + 3.250%), 02/14/2025 | 5,002,090 | 0.1 | |||||||||||
1,803,693 | PetVet Care Centers LLC TL 1L, 2.854%, (US0003M + 2.750%), 02/14/2025 | 1,783,120 | 0.0 | |||||||||||
263,808 | Prestige Brands, Inc. Term Loan B4, 4.250%, (US0001M + 2.000%), 01/26/2024 | 264,255 | 0.0 | |||||||||||
23,411,743 | Sunshine Luxembourg VII Sarl — TL B 1L, 4.500%, (US0003M + 4.250%), 07/17/2026 | 23,514,310 | 0.3 | |||||||||||
132,715,448 | 1.6 | |||||||||||||
Financial: 2.7% | ||||||||||||||
14,913,538 | Alliant Holdings Intermediate, LLC Term Loan B 1L, 3.354%, (US0003M + 3.000%), 05/09/2025 | 14,778,809 | 0.2 | |||||||||||
45,957,313 | HUB International Ltd. —TL B3 1L, 4.000%, (US0003M + 3.250%), 04/25/2025 | 46,020,918 | 0.5 | |||||||||||
111,865,515 | HUB International Ltd. TL B 1L, 2.926%, (US0001M + 3.000%), 04/25/2025 | 110,735,226 | 1.3 | |||||||||||
8,395,966 | Hyperion Insurance — TL B-DD 1L, 4.750%, (US0001M + 3.750%), 10/22/2027 | 8,434,445 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
5,313,225 | Ryan Specialty Group, LLC TL B 1L, 3.750%, (US0001M + 3.250%), 07/23/2027 | $ | 5,322,523 | 0.1 | ||||||||||
41,259,040 | USI Inc/NY — TL B 1L, 3.147%, (US0003M + 3.000%), 05/16/2024 | 40,934,867 | 0.5 | |||||||||||
226,226,788 | 2.7 | |||||||||||||
Food Products: 0.1% | ||||||||||||||
9,635,575 | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/2027 | 9,640,595 | 0.1 | |||||||||||
Health Care: 0.2% | ||||||||||||||
9,975,000 | ADMI Corp. 2021 Term Loan B2, 3.250%, (US0001M + 2.750%), 12/23/2027 | 9,893,953 | 0.1 | |||||||||||
5,571,495 | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/2025 | 5,592,388 | 0.1 | |||||||||||
3,641,700 | Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/2026 | 3,659,151 | 0.0 | |||||||||||
19,145,492 | 0.2 | |||||||||||||
Industrial: 0.6% | ||||||||||||||
EUR 9,412,249 | Filtration Group — TL B 1L, 3.500%, (US0003M + 3.000%), 03/29/2025 | 11,115,216 | 0.1 | |||||||||||
1,786,500 | Filtration Group Corp. — TL B 1L, 4.500%, (US0001M + 3.750%), 03/29/2025 | 1,790,781 | 0.0 | |||||||||||
4,793,432 | Filtration Group Corp. 2018 1st Lien Term Loan, 3.104%, (US0003M + 3.000%), 03/31/2025 | 4,761,675 | 0.1 | |||||||||||
27,740,774 | Thyssenkrupp Elevator TL B 1L, 4.478%, (US0001M + 4.250%), 06/30/2027 | 27,825,550 | 0.3 | |||||||||||
3,050,000 | Welbilt, Inc. 2018 Term Loan B 1L, 2.604%, (US0003M + 2.500%), 10/23/2025 | 3,029,031 | 0.1 | |||||||||||
48,522,253 | 0.6 | |||||||||||||
Industrial Equipment: 0.0% | ||||||||||||||
2,059,200 | Gardner Denver, Inc. 2020 USD Term Loan B, 2.854%, (US0001M + 2.750%), 03/01/2027 | 2,062,633 | 0.0 | |||||||||||
Insurance: 0.6% | ||||||||||||||
13,023,984 | Alliant Holdings Intermediate, LLC 2020 Term Loan B3, 4.250%, (US0001M + 3.750%), 10/08/2027 | 13,061,636 | 0.2 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Insurance: (continued) | ||||||||||||||
7,320,224 | Alliant Holdings Intermediate, LLC Term Loan B, 3.354%, (US0001M + 3.250%), 05/09/2025 | $ | 7,254,093 | 0.1 | ||||||||||
1,738,908 | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/2025 | 1,768,035 | 0.0 | |||||||||||
27,076,261 | USI, Inc. 2019 Incremental Term Loan B, 3.397%, (US0003M + 3.250%), 12/02/2026 | 26,865,932 | 0.3 | |||||||||||
48,949,696 | 0.6 | |||||||||||||
Technology: 2.9% | ||||||||||||||
15,743,657 | Applied Systems, Inc. 2017 1st Lien Term Loan, 5.500%, (US0003M + 3.250%), 09/19/2024 | 15,732,416 | 0.2 | |||||||||||
635,052 | Ascend Learning LLC — TL B 1L, 4.000%, (US0003M + 3.000%), 07/12/2024 | 636,441 | 0.0 | |||||||||||
17,636,375 | Clarivate / Camelot Finance SA TL B 1L, 4.000%, (US0003M + 3.000%), 10/31/2026 | 17,667,239 | 0.2 | |||||||||||
71,845,735 | Cypress Intermediate Holdings III Inc TL B 1L, 4.000%, (US0001M + 3.000%), 04/29/2024 | 71,922,681 | 0.9 | |||||||||||
22,850,430 | Emerald TopCo Inc Term Loan, 3.656%, (US0001M + 3.500%), 07/24/2026 | 22,757,612 | 0.3 | |||||||||||
860,000 | JD Power/Autodata TL B 1L, 3.601%, (US0001M + 3.500%), 05/30/2026 | 860,000 | 0.0 | |||||||||||
19,555,000 | RealPage, Inc. Term Loan B 1L, 3.750%, (US0001M + 3.250%), 04/24/2028 | 19,523,223 | 0.2 | |||||||||||
1,125,000 | RealPage, Inc. Term Loan B 2L, 7.250%, (US0003M + 3.250%), 02/17/2029 | 1,164,375 | 0.0 | |||||||||||
89,842,217 | UKG, Inc. — TL 1L, 4.000%, (US0003M + 3.250%), 05/04/2026 | 90,010,671 | 1.1 | |||||||||||
2,824,688 | Ultimate Software Group, Inc. — TL 1L, 3.854%, (US0003M + 3.750%), 05/04/2026 | 2,829,591 | 0.0 | |||||||||||
3,050,000 | Ultimate Software Group, Inc. TL 2L, 7.500%, (US0001M + 6.750%), 05/03/2027 | 3,112,272 | 0.0 | |||||||||||
246,216,521 | 2.9 | |||||||||||||
Total Bank Loans (Cost $861,170,056) | 871,207,395 | 10.3 | ||||||||||||
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
7,907,378 | (8) | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 8,568,003 | 0.1 |
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
7,400,250 | (8) | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | $ | 7,754,140 | 0.1 | |||||||||
3,663,625 | (8) | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 3,978,067 | 0.0 | ||||||||||
Total Asset-Backed Securities (Cost $18,887,542) | 20,300,210 | 0.2 | ||||||||||||
Total Long-Term Investments (Cost $6,280,327,177) | 7,831,607,136 | 92.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 9.5% | ||||||||||||||
Repurchase Agreements: 0.3% | ||||||||||||||
1,331,762 | (9) | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,331,765, collateralized by various U.S. Government Agency Obligations, 1.500%–6.500%, Market Value plus accrued interest $1,358,397, due 01/01/25–04/01/51) | 1,331,762 | 0.0 | ||||||||||
6,517,300 | (9) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $6,517,309, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $6,647,646, due 07/25/21–05/20/71) | 6,517,300 | 0.1 | ||||||||||
3,759,579 | (9) | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,759,588, collateralized by various U.S. Government Securities, 0.000%–8.125%, Market Value plus accrued interest $3,834,780, due 07/01/21–11/15/50) | 3,759,579 | 0.1 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
2,180,038 | (9) | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,180,043, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%–7.000%, Market Value plus accrued interest $2,223,639, due 08/01/21–06/01/51) | $ | 2,180,038 | 0.0 | |||||||||
2,769,735 | (9) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,769,740, collateralized by various U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $2,825,134, due 05/01/24–04/20/71) | 2,769,735 | 0.0 | ||||||||||
2,760,940 | (9) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,760,944, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $2,816,159, due 08/01/21–04/15/62) | 2,760,940 | 0.0 | ||||||||||
4,471,028 | (9) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $4,471,041, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $4,560,936, due 07/15/23–02/15/48) | 4,471,028 | 0.1 |
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
1,794,821 | (9) | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,794,826, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%–9.000%, Market Value plus accrued interest $1,830,717, due 12/01/21–05/20/71) | $ | 1,794,821 | 0.0 | |||||||||
Total Repurchase Agreements (Cost $25,585,203) | 25,585,203 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 9.2% | ||||||||||||||
813,000 | (9), (10) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | 813,000 | 0.0 | ||||||||||
813,000 | (9), (10) | Goldman Sachs Financial Square Government Fund — Institutional Shares, 0.020% | 813,000 | 0.0 | ||||||||||
790,000 | (9), (10) | Morgan Stanley Institutional Liquidity Funds — Government Portfolio (Institutional Share Class), 0.030% | 790,000 | 0.0 | ||||||||||
774,452,894 | (10) | T. Rowe Price Government Reserve Fund, 0.030% | 774,452,894 | 9.2 | ||||||||||
Total Mutual Funds (Cost $776,868,894) | 776,868,894 | 9.2 | ||||||||||||
Total Short-Term Investments (Cost $802,454,097) | 802,454,097 | 9.5 | ||||||||||||
Total Investments in Securities (Cost $7,082,781,274) | $ | 8,634,061,233 | 102.0 | |||||||||||
Liabilities in Excess of Other Assets | (171,601,918 | ) | (2.0 | ) | ||||||||||
Net Assets | $ | 8,462,459,315 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | All or a portion of this security is pledged to cover open written call options at June 30, 2021. | |
(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) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2021, the Portfolio held restricted securities with a fair value of $49,233,187 or 0.6% of net assets. Please refer to the table below for additional details. | |
(5) | Preferred Stock may be called prior to convertible date. | |
(6) | Security, or a portion of the security, is on loan. | |
(7) | Variable rate security. Rate shown is the rate in effect as of June 30, 2021. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
(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, 2021. |
EUR EU Euro
Reference Rate Abbreviations:
US0001M 1-month LIBOR
US0003M 3-month LIBOR
US0006M 6-month LIBOR
as of June 30, 2021
(as a percentage of net assets)
Common Stock | 71.3 | % | |||||
Bank Loans | 10.3 | % | |||||
Corporate Bonds/Notes | 8.8 | % | |||||
Preferred Stock | 1.9 | % | |||||
Asset-Backed Securities | 0.2 | % | |||||
Assets in Excess of Other Liabilities* | 7.5 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||||
Common Stock* | $ | 6,031,159,594 | $ | — | $ | — | $ | 6,031,159,594 | ||||||||||||||
Preferred Stock | 99,403,460 | 13,824,330 | 49,233,187 | 162,460,977 | ||||||||||||||||||
Corporate Bonds/Notes | — | 746,478,960 | — | 746,478,960 | ||||||||||||||||||
Bank Loans | — | 871,207,395 | — | 871,207,395 | ||||||||||||||||||
Asset-Backed Securities | — | 20,300,210 | — | 20,300,210 | ||||||||||||||||||
Short-Term Investments | 776,868,894 | 25,585,203 | — | 802,454,097 | ||||||||||||||||||
Total Investments, at fair value | $ | 6,907,431,948 | $ | 1,677,396,098 | $ | 49,233,187 | $ | 8,634,061,233 | ||||||||||||||
Liabilities Table | ||||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||||
Written Options | $ | — | $ | (110,722,455 | ) | $ | — | $ | (110,722,455 | ) | ||||||||||||
Total Liabilities | $ | — | $ | (110,722,455 | ) | $ | — | $ | (110,722,455 | ) |
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. | |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Aurora Innovation, Inc., — Series B | 3/1/2019 | $ | 5,325,555 | $ | 11,328,979 | ||||||||||
Waymo LLC., Series A-2 | 5/8/2020 | 35,484,706 | 37,904,208 | ||||||||||||
$ | 40,810,261 | $ | 49,233,187 |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 1,960.000 | 11 | USD | 2,685,969 | $ | 264,995 | $ | (659,565 | ) | |||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 1,960.000 | 11 | USD | 2,685,969 | 202,857 | (659,565 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 1,980.000 | 11 | USD | 2,685,969 | 195,805 | (642,647 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 1,980.000 | 11 | USD | 2,685,969 | 255,626 | (642,647 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 2,000.000 | 11 | USD | 2,685,969 | 243,231 | (625,970 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 2,000.000 | 11 | USD | 2,685,969 | 188,429 | (625,970 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 2,100.000 | 11 | USD | 2,685,969 | 205,990 | (546,693 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 09/16/22 | USD | 2,100.000 | 11 | USD | 2,685,969 | 154,801 | (546,693 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Susquehanna International Group LLP | Call | 09/16/22 | USD | 2,450.000 | 5 | USD | 1,220,895 | 133,735 | (143,765 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Susquehanna International Group LLP | Call | 09/16/22 | USD | 2,500.000 | 5 | USD | 1,220,895 | 123,235 | (131,987 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Susquehanna International Group LLP | Call | 09/16/22 | USD | 2,550.000 | 5 | USD | 1,220,895 | 113,610 | (120,738 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Susquehanna International Group LLP | Call | 09/16/22 | USD | 2,600.000 | 5 | USD | 1,220,895 | 104,610 | (110,355 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/21/22 | USD | 1,760.000 | 85 | USD | 21,303,720 | 856,157 | (6,617,489 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/21/22 | USD | 1,780.000 | 85 | USD | 21,303,720 | 805,902 | (6,459,214 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/21/22 | USD | 1,800.000 | 85 | USD | 21,303,720 | 759,898 | (6,300,929 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 06/17/22 | USD | 1,980.000 | 11 | USD | 2,756,952 | 177,977 | (683,079 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 06/17/22 | USD | 1,980.000 | 11 | USD | 2,756,952 | 233,307 | (683,079 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 06/17/22 | USD | 2,000.000 | 11 | USD | 2,756,952 | 169,481 | (665,100 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 06/17/22 | USD | 2,000.000 | 11 | USD | 2,756,952 | 223,887 | (665,100 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 06/17/22 | USD | 2,100.000 | 11 | USD | 2,756,952 | 137,570 | (579,119 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 06/17/22 | USD | 2,100.000 | 11 | USD | 2,756,952 | 182,976 | (579,119 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Susquehanna International Group LLP | Call | 06/17/22 | USD | 2,550.000 | 7 | USD | 1,754,424 | 154,672 | (170,929 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Susquehanna International Group LLP | Call | 06/17/22 | USD | 2,600.000 | 8 | USD | 2,005,056 | 161,544 | (176,565 | ) | |||||||||||||||
Alphabet, Inc. — Class C | Susquehanna International Group LLP | Call | 06/17/22 | USD | 2,650.000 | 8 | USD | 2,005,056 | 147,120 | (159,418 | ) | |||||||||||||||
Amazon.com, Inc | Citigroup Global Markets | Call | 01/21/22 | USD | 4,000.000 | 24 | USD | 8,256,384 | 655,848 | (225,485 | ) | |||||||||||||||
Amazon.com, Inc | Citigroup Global Markets | Call | 01/21/22 | USD | 4,100.000 | 24 | USD | 8,256,384 | 604,008 | (182,427 | ) | |||||||||||||||
Amazon.com, Inc | Citigroup Global Markets | Call | 01/21/22 | USD | 4,200.000 | 24 | USD | 8,256,384 | 555,048 | (147,472 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Amazon.com, Inc | Citigroup Global Markets | Call | 01/21/22 | USD | 4,300.000 | 23 | USD | 7,912,368 | $ | 490,061 | $ | (114,252 | ) | |||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 3,800.000 | 12 | USD | 4,128,192 | 397,375 | (170,919 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 3,800.000 | 14 | USD | 4,816,224 | 483,582 | (199,406 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 3,800.000 | 12 | USD | 4,128,192 | 498,318 | (170,919 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 3,900.000 | 14 | USD | 4,816,224 | 446,600 | (162,242 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 3,900.000 | 12 | USD | 4,128,192 | 460,058 | (139,065 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 3,900.000 | 12 | USD | 4,128,192 | 363,328 | (139,065 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 4,000.000 | 12 | USD | 4,128,192 | 428,471 | (112,743 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 4,000.000 | 15 | USD | 5,160,240 | 442,314 | (140,928 | ) | |||||||||||||||
Amazon.com, Inc | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 4,000.000 | 12 | USD | 4,128,192 | 332,230 | (112,743 | ) | |||||||||||||||
Amazon.com, Inc | RBC Capital Markets LLC | Call | 01/21/22 | USD | 3,900.000 | 15 | USD | 5,160,240 | 359,955 | (173,831 | ) | |||||||||||||||
Amazon.com, Inc | RBC Capital Markets LLC | Call | 01/21/22 | USD | 4,000.000 | 15 | USD | 5,160,240 | 326,955 | (140,928 | ) | |||||||||||||||
Amazon.com, Inc | RBC Capital Markets LLC | Call | 01/21/22 | USD | 4,100.000 | 16 | USD | 5,504,256 | 315,152 | (121,618 | ) | |||||||||||||||
Amazon.com, Inc | RBC Capital Markets LLC | Call | 01/21/22 | USD | 4,200.000 | 15 | USD | 5,160,240 | 267,405 | (92,170 | ) | |||||||||||||||
Amazon.com, Inc | RBC Capital Markets LLC | Call | 01/21/22 | USD | 4,300.000 | 16 | USD | 5,504,256 | 262,352 | (79,480 | ) | |||||||||||||||
Ameren Corporation | Citigroup Global Markets | Call | 12/17/21 | USD | 90.000 | 380 | USD | 3,041,520 | 68,047 | (14,533 | ) | |||||||||||||||
Ameren Corporation | Citigroup Global Markets | Call | 12/17/21 | USD | 95.000 | 380 | USD | 3,041,520 | 29,708 | (5,515 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 100.000 | 543 | USD | 4,593,237 | 32,814 | (29,625 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 90.000 | 196 | USD | 1,657,964 | 70,315 | (39,191 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 90.000 | 127 | USD | 1,074,293 | 43,876 | (25,394 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 90.000 | 1,134 | USD | 9,592,506 | 412,810 | (226,750 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 95.000 | 254 | USD | 2,148,586 | 53,162 | (25,848 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 95.000 | 393 | USD | 3,324,387 | 88,869 | (39,992 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 95.000 | 1,134 | USD | 9,592,506 | 250,070 | (115,398 | ) | |||||||||||||||
American Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 97.500 | 543 | USD | 4,593,237 | 53,040 | (40,131 | ) | |||||||||||||||
American Tower Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 210.000 | 111 | USD | 2,998,554 | 277,167 | (696,719 | ) | |||||||||||||||
American Tower Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 220.000 | 111 | USD | 2,998,554 | 221,667 | (596,642 | ) | |||||||||||||||
American Tower Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 230.000 | 36 | USD | 972,504 | 83,533 | (162,262 | ) | |||||||||||||||
American Tower Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 230.000 | 111 | USD | 2,998,554 | 175,047 | (500,307 | ) | |||||||||||||||
American Tower Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 240.000 | 37 | USD | 999,518 | 70,505 | (136,405 | ) | |||||||||||||||
American Tower Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 250.000 | 37 | USD | 999,518 | 56,267 | (108,371 | ) | |||||||||||||||
Bank of America Corp. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 30.000 | 4,536 | USD | 18,701,928 | 952,560 | (5,257,934 | ) | |||||||||||||||
Bank of America Corp. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 32.000 | 2,346 | USD | 9,672,558 | 575,239 | (2,293,933 | ) | |||||||||||||||
Bank of America Corp. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 35.000 | 4,692 | USD | 19,345,116 | 734,767 | (3,396,415 | ) | |||||||||||||||
Bank of America Corp. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 40.000 | 815 | USD | 3,360,245 | 278,412 | (305,003 | ) | |||||||||||||||
Bank of America Corp. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 45.000 | 815 | USD | 3,360,245 | 153,081 | (128,794 | ) | |||||||||||||||
Bank of America Corp. | RBC Capital Markets LLC | Call | 01/21/22 | USD | 37.000 | 3,333 | USD | 13,741,959 | 928,807 | (1,901,718 | ) | |||||||||||||||
Bank of America Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 30.000 | 7,501 | USD | 30,926,623 | 1,927,757 | (8,694,832 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 45.000 | 445 | USD | 2,342,169 | 203,365 | (385,397 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 45.000 | 835 | USD | 4,394,856 | 389,945 | (723,160 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 45.000 | 448 | USD | 2,357,958 | 191,296 | (387,995 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 47.500 | 834 | USD | 4,389,592 | 297,738 | (554,949 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 47.500 | 448 | USD | 2,357,958 | 146,496 | (298,102 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 47.500 | 445 | USD | 2,342,169 | 154,415 | (296,106 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 50.000 | 445 | USD | 2,342,169 | 116,590 | (216,637 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 50.000 | 448 | USD | 2,357,958 | 108,416 | (218,097 | ) | |||||||||||||||
Cisco Systems, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 50.000 | 834 | USD | 4,389,592 | 222,678 | (406,011 | ) | |||||||||||||||
CME Group Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 220.000 | 333 | USD | 7,082,244 | 365,757 | (307,395 | ) | |||||||||||||||
CME Group Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 230.000 | 333 | USD | 7,082,244 | 282,437 | (192,045 | ) | |||||||||||||||
Danaher Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 250.000 | 726 | USD | 19,482,936 | 1,384,482 | (2,174,236 | ) | |||||||||||||||
Danaher Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 270.000 | 69 | USD | 1,851,684 | 111,870 | (124,960 | ) | |||||||||||||||
Danaher Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 280.000 | 69 | USD | 1,851,684 | 91,087 | (93,813 | ) | |||||||||||||||
Danaher Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 280.000 | 108 | USD | 2,898,288 | 136,026 | (146,838 | ) | |||||||||||||||
Danaher Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 290.000 | 108 | USD | 2,898,288 | 102,719 | (109,132 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Envista Holdings Corporation | Goldman Sachs & Co. | Call | 12/17/21 | USD | 49.000 | 543 | USD | 2,346,303 | $ | 181,623 | $ | (60,393 | ) | |||||||||||||
Envista Holdings Corporation | Goldman Sachs & Co. | Call | 12/17/21 | USD | 50.000 | 543 | USD | 2,346,303 | 161,200 | (50,503 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 40.000 | 278 | USD | 1,231,818 | 133,996 | (144,335 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 40.000 | 79 | USD | 350,049 | 33,059 | (41,016 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 43.000 | 79 | USD | 350,049 | 22,434 | (24,957 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 43.000 | 278 | USD | 1,231,818 | 92,296 | (87,825 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 45.000 | 278 | USD | 1,231,818 | 69,222 | (58,836 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 45.000 | 79 | USD | 350,049 | 16,430 | (16,719 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 47.000 | 543 | USD | 2,406,033 | 87,293 | (72,580 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 47.000 | 1,666 | USD | 7,382,046 | 283,420 | (222,685 | ) | |||||||||||||||
Exelon Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 50.000 | 543 | USD | 2,406,033 | 42,365 | (33,686 | ) | |||||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 340.000 | 197 | USD | 6,849,887 | 507,687 | (704,250 | ) | |||||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 345.000 | 197 | USD | 6,849,887 | 475,808 | (654,333 | ) | |||||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 380.000 | 94 | USD | 3,268,474 | 182,268 | (181,471 | ) | |||||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 400.000 | 898 | USD | 31,224,358 | 1,933,125 | (1,263,631 | ) | |||||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 09/16/22 | USD | 345.000 | 108 | USD | 3,755,268 | 420,530 | (550,580 | ) | |||||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 09/16/22 | USD | 360.000 | 108 | USD | 3,755,268 | 361,867 | (480,894 | ) | |||||||||||||||
Fiserv, Inc. | Goldman Sachs & Co. | Call | 01/21/22 | USD | 130.000 | 217 | USD | 2,319,513 | 110,733 | (32,449 | ) | |||||||||||||||
Fiserv, Inc. | Goldman Sachs & Co. | Call | 01/21/22 | USD | 135.000 | 217 | USD | 2,319,513 | 81,269 | (22,965 | ) | |||||||||||||||
FLEETCOR Technologies Inc | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 300.000 | 81 | USD | 2,074,086 | 161,757 | (37,072 | ) | |||||||||||||||
FLEETCOR Technologies Inc | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 310.000 | 54 | USD | 1,382,724 | 86,238 | (16,971 | ) | |||||||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 12.000 | 2,769 | USD | 3,727,074 | 422,909 | (608,534 | ) | |||||||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 12.000 | 2,769 | USD | 3,727,074 | 449,741 | (608,534 | ) | |||||||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 15.000 | 2,769 | USD | 3,727,074 | 232,679 | (234,141 | ) | |||||||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 15.000 | 2,769 | USD | 3,727,074 | 230,325 | (234,141 | ) | |||||||||||||||
General Electric Co. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 15.000 | 11,110 | USD | 14,954,060 | 1,210,990 | (939,441 | ) | |||||||||||||||
Global Payments Inc. | Goldman Sachs & Co. | Call | 01/21/22 | USD | 230.000 | 163 | USD | 3,056,902 | 99,614 | (51,952 | ) | |||||||||||||||
Global Payments Inc. | Goldman Sachs & Co. | Call | 01/21/22 | USD | 240.000 | 163 | USD | 3,056,902 | 80,498 | (38,901 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 125.000 | 139 | USD | 1,676,618 | 142,855 | (117,332 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 125.000 | 83 | USD | 1,001,146 | 83,253 | (70,061 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 125.000 | 67 | USD | 808,154 | 65,769 | (56,556 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 130.000 | 67 | USD | 808,154 | 55,074 | (43,750 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 130.000 | 139 | USD | 1,676,618 | 120,186 | (90,765 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 130.000 | 220 | USD | 2,653,640 | 325,833 | (143,657 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 130.000 | 83 | USD | 1,001,146 | 69,659 | (54,198 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 135.000 | 220 | USD | 2,653,640 | 288,136 | (110,548 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Goldman Sachs & Co. | Call | 01/21/22 | USD | 135.000 | 652 | USD | 7,864,424 | 914,697 | (327,625 | ) | |||||||||||||||
Hilton Worldwide Holdings, Inc. | Goldman Sachs & Co. | Call | 01/21/22 | USD | 140.000 | 652 | USD | 7,864,424 | 787,818 | (252,192 | ) | |||||||||||||||
Humana, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 480.000 | 42 | USD | 1,859,424 | 126,370 | (69,122 | ) | |||||||||||||||
Humana, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 500.000 | 42 | USD | 1,859,424 | 99,204 | (46,523 | ) | |||||||||||||||
Intercontinental Exchange, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 125.000 | 271 | USD | 3,216,770 | 86,015 | (110,499 | ) | |||||||||||||||
Intercontinental Exchange, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 130.000 | 271 | USD | 3,216,770 | 54,327 | (68,566 | ) | |||||||||||||||
Intercontinental Exchange, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 130.000 | 278 | USD | 3,299,860 | 169,347 | (70,337 | ) | |||||||||||||||
Intercontinental Exchange, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 135.000 | 278 | USD | 3,299,860 | 126,726 | (42,032 | ) | |||||||||||||||
Keurig Dr Pepper Inc. | Susquehanna International Group LLP | Call | 12/17/21 | USD | 32.000 | 1,653 | USD | 5,825,172 | 360,354 | (659,460 | ) | |||||||||||||||
Lockheed Martin Corporation | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 340.000 | 154 | USD | 5,826,590 | 483,098 | (706,329 | ) | |||||||||||||||
Lockheed Martin Corporation | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 360.000 | 154 | USD | 5,826,590 | 352,198 | (478,824 | ) | |||||||||||||||
Lockheed Martin Corporation | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 375.000 | 155 | USD | 5,864,425 | 275,435 | (339,918 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 145.000 | 32 | USD | 436,864 | $ | 38,016 | $ | (26,787 | ) | |||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 145.000 | 152 | USD | 2,075,104 | 193,674 | (127,237 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 145.000 | 260 | USD | 3,549,520 | 319,628 | (217,642 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 150.000 | 152 | USD | 2,075,104 | 170,169 | (102,014 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 150.000 | 32 | USD | 436,864 | 33,547 | (21,477 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 150.000 | 260 | USD | 3,549,520 | 280,459 | (174,497 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 155.000 | 217 | USD | 2,962,484 | 246,323 | (116,654 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 160.000 | 217 | USD | 2,962,484 | 207,482 | (93,746 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 165.000 | 165 | USD | 2,252,580 | 279,442 | (57,688 | ) | |||||||||||||||
Marriott International, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 170.000 | 165 | USD | 2,252,580 | 252,605 | (47,144 | ) | |||||||||||||||
Marsh & McLennan Cos., Inc. | Goldman Sachs & Co. | Call | 10/15/21 | USD | 150.000 | 434 | USD | 6,105,512 | 77,078 | (78,032 | ) | |||||||||||||||
Marsh & McLennan Cos., Inc. | Goldman Sachs & Co. | Call | 10/15/21 | USD | 155.000 | 434 | USD | 6,105,512 | 41,803 | (40,308 | ) | |||||||||||||||
McDonald���s Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 210.000 | 137 | USD | 3,164,563 | 260,163 | (345,301 | ) | |||||||||||||||
McDonald’s Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 220.000 | 137 | USD | 3,164,563 | 195,499 | (240,855 | ) | |||||||||||||||
McDonald’s Corporation | Citigroup Global Markets | Call | 01/21/22 | USD | 230.000 | 137 | USD | 3,164,563 | 144,809 | (154,306 | ) | |||||||||||||||
McDonald’s Corporation | RBC Capital Markets LLC | Call | 01/21/22 | USD | 210.000 | 111 | USD | 2,563,989 | 201,687 | (279,769 | ) | |||||||||||||||
McDonald’s Corporation | RBC Capital Markets LLC | Call | 01/21/22 | USD | 220.000 | 111 | USD | 2,563,989 | 153,957 | (195,145 | ) | |||||||||||||||
McDonald’s Corporation | RBC Capital Markets LLC | Call | 01/21/22 | USD | 230.000 | 112 | USD | 2,587,088 | 114,464 | (126,148 | ) | |||||||||||||||
Medtronic PLC | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 115.000 | 224 | USD | 2,780,512 | 271,488 | (291,118 | ) | |||||||||||||||
Medtronic PLC | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 125.000 | 224 | USD | 2,780,512 | 167,328 | (151,648 | ) | |||||||||||||||
Medtronic PLC | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 130.000 | 224 | USD | 2,780,512 | 124,768 | (102,801 | ) | |||||||||||||||
Microsoft Corp. | Bank of America N.A. | Call | 01/21/22 | USD | 270.000 | 163 | USD | 4,415,670 | 218,876 | (300,095 | ) | |||||||||||||||
Microsoft Corp. | Bank of America N.A. | Call | 01/21/22 | USD | 275.000 | 163 | USD | 4,415,670 | 191,336 | (258,676 | ) | |||||||||||||||
Microsoft Corp. | Bank of America N.A. | Call | 01/21/22 | USD | 280.000 | 163 | USD | 4,415,670 | 166,296 | (221,463 | ) | |||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/21/22 | USD | 280.000 | 1,167 | USD | 31,614,030 | 2,394,684 | (1,585,567 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 250.000 | 367 | USD | 9,942,030 | 479,669 | (1,140,309 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 255.000 | 367 | USD | 9,942,030 | 431,959 | (1,012,456 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 260.000 | 367 | USD | 9,942,030 | 387,919 | (891,811 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 265.000 | 281 | USD | 7,612,290 | 416,442 | (596,607 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 270.000 | 280 | USD | 7,585,200 | 371,560 | (515,500 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 275.000 | 280 | USD | 7,585,200 | 340,760 | (444,351 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 300.000 | 556 | USD | 15,062,040 | 1,015,812 | (1,157,294 | ) | |||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 300.000 | 555 | USD | 15,034,950 | 1,044,510 | (1,155,213 | ) | |||||||||||||||
Mondelez International, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 57.500 | 459 | USD | 2,865,996 | 216,648 | (291,318 | ) | |||||||||||||||
Mondelez International, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 60.000 | 458 | USD | 2,859,752 | 161,216 | (206,429 | ) | |||||||||||||||
Mondelez International, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 62.500 | 458 | USD | 2,859,752 | 90,226 | (136,042 | ) | |||||||||||||||
Northrop Grumman Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 300.000 | 94 | USD | 3,416,242 | 253,518 | (637,484 | ) | |||||||||||||||
Northrop Grumman Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 300.000 | 83 | USD | 3,016,469 | 229,661 | (562,885 | ) | |||||||||||||||
Northrop Grumman Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 315.000 | 94 | USD | 3,416,242 | 203,698 | (516,333 | ) | |||||||||||||||
Northrop Grumman Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 315.000 | 83 | USD | 3,016,469 | 170,731 | (455,911 | ) | |||||||||||||||
Northrop Grumman Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 325.000 | 84 | USD | 3,052,812 | 147,588 | (393,626 | ) | |||||||||||||||
Northrop Grumman Corporation | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 325.000 | 94 | USD | 3,416,242 | 170,798 | (440,486 | ) | |||||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 195.000 | 138 | USD | 2,838,936 | 267,382 | (347,572 | ) | |||||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 195.000 | 139 | USD | 2,859,508 | 245,082 | (350,091 | ) | |||||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 200.000 | 139 | USD | 2,859,508 | 228,790 | (310,662 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NXP Semiconductors NV — NXPI — US | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 200.000 | 138 | USD | 2,838,936 | $ | 241,410 | $ | (308,427 | ) | |||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 210.000 | 138 | USD | 2,838,936 | 206,029 | (239,516 | ) | |||||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 210.000 | 139 | USD | 2,859,508 | 194,689 | (241,252 | ) | |||||||||||||||
PepsiCo, Inc. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 140.000 | 245 | USD | 3,630,165 | 266,315 | (292,151 | ) | |||||||||||||||
PepsiCo, Inc. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 140.000 | 222 | USD | 3,289,374 | 252,414 | (264,725 | ) | |||||||||||||||
PepsiCo, Inc. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 145.000 | 246 | USD | 3,644,982 | 210,822 | (210,354 | ) | |||||||||||||||
PepsiCo, Inc. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 145.000 | 223 | USD | 3,304,191 | 203,376 | (190,687 | ) | |||||||||||||||
PepsiCo, Inc. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 155.000 | 223 | USD | 3,304,191 | 120,866 | (81,097 | ) | |||||||||||||||
PepsiCo, Inc. | Susquehanna International Group LLP | Call | 01/21/22 | USD | 155.000 | 246 | USD | 3,644,982 | 123,492 | (89,461 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 175.000 | 222 | USD | 4,206,765 | 264,850 | (494,771 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 180.000 | 222 | USD | 4,206,765 | 226,393 | (419,633 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 180.000 | 233 | USD | 4,415,208 | 306,705 | (440,426 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 185.000 | 222 | USD | 4,206,765 | 193,484 | (350,860 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 185.000 | 233 | USD | 4,415,208 | 264,933 | (368,245 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 190.000 | 233 | USD | 4,415,208 | 227,879 | (303,348 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 195.000 | 330 | USD | 6,253,299 | 301,019 | (348,812 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 195.000 | 329 | USD | 6,234,349 | 298,982 | (347,755 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 200.000 | 330 | USD | 6,253,299 | 251,658 | (279,122 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 200.000 | 329 | USD | 6,234,349 | 223,250 | (278,276 | ) | |||||||||||||||
Roper Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 08/20/21 | USD | 480.000 | 222 | USD | 10,426,052 | 273,060 | (257,248 | ) | |||||||||||||||
Roper Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 11/19/21 | USD | 490.000 | 54 | USD | 2,536,067 | 57,428 | (92,505 | ) | |||||||||||||||
Roper Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 11/19/21 | USD | 500.000 | 54 | USD | 2,536,067 | 32,839 | (72,457 | ) | |||||||||||||||
Ross Stores, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 130.000 | 110 | USD | 1,364,000 | 112,618 | (80,165 | ) | |||||||||||||||
Ross Stores, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 135.000 | 110 | USD | 1,364,000 | 102,652 | (59,850 | ) | |||||||||||||||
Ross Stores, Inc. | Merrill Lynch | Call | 01/21/22 | USD | 135.000 | 53 | USD | 657,200 | 55,330 | (28,837 | ) | |||||||||||||||
Ross Stores, Inc. | Merrill Lynch | Call | 01/21/22 | USD | 140.000 | 53 | USD | 657,200 | 45,868 | (21,189 | ) | |||||||||||||||
Teledyne Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 09/17/21 | USD | 410.000 | 27 | USD | 1,130,841 | 62,930 | (65,396 | ) | |||||||||||||||
Teledyne Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 09/17/21 | USD | 410.000 | 28 | USD | 1,172,724 | 61,432 | (67,818 | ) | |||||||||||||||
Teledyne Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 09/17/21 | USD | 420.000 | 27 | USD | 1,130,841 | 53,262 | (50,510 | ) | |||||||||||||||
Teledyne Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 09/17/21 | USD | 420.000 | 28 | USD | 1,172,724 | 52,787 | (52,381 | ) | |||||||||||||||
Teledyne Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 12/17/21 | USD | 470.000 | 54 | USD | 2,261,682 | 109,659 | (56,355 | ) | |||||||||||||||
Teledyne Technologies Inc. | JPMorgan Chase Bank N.A. | Call | 12/17/21 | USD | 480.000 | 54 | USD | 2,261,682 | 92,458 | (44,690 | ) | |||||||||||||||
The Coca-Cola Company | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 50.000 | 909 | USD | 4,918,599 | 283,608 | (482,540 | ) | |||||||||||||||
The Coca-Cola Company | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 50.000 | 668 | USD | 3,614,548 | 274,762 | (354,606 | ) | |||||||||||||||
The Coca-Cola Company | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 52.500 | 668 | USD | 3,614,548 | 200,747 | (236,092 | ) | |||||||||||||||
The Coca-Cola Company | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 52.500 | 909 | USD | 4,918,599 | 201,798 | (321,268 | ) | |||||||||||||||
The Coca-Cola Company | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 55.000 | 909 | USD | 4,918,599 | 142,713 | (196,553 | ) | |||||||||||||||
The Coca-Cola Company | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 55.000 | 667 | USD | 3,609,137 | 142,658 | (144,225 | ) | |||||||||||||||
Thermo Fisher Scientific, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 580.000 | 48 | USD | 2,421,456 | 129,955 | (56,573 | ) | |||||||||||||||
Thermo Fisher Scientific, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 580.000 | 85 | USD | 4,287,995 | 241,064 | (100,181 | ) | |||||||||||||||
Thermo Fisher Scientific, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 600.000 | 85 | USD | 4,287,995 | 199,502 | (74,159 | ) | |||||||||||||||
Thermo Fisher Scientific, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 600.000 | 48 | USD | 2,421,456 | 107,392 | (41,878 | ) | |||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 400.000 | 111 | USD | 4,444,884 | 267,272 | (288,503 | ) | |||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 410.000 | 111 | USD | 4,444,884 | 220,532 | (231,675 | ) | |||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 420.000 | 111 | USD | 4,444,884 | 201,988 | (182,917 | ) | |||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 460.000 | 54 | USD | 2,162,376 | 86,199 | (31,768 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/21/22 | USD | 470.000 | 54 | USD | 2,162,376 | $ | 70,512 | $ | (24,577 | ) | |||||||||||||
Visa, Inc. — Class A | Citigroup Global Markets | Call | 01/21/22 | USD | 250.000 | 774 | USD | 18,097,668 | 660,818 | (568,043 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 225.000 | 378 | USD | 8,838,396 | 504,679 | (741,716 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 230.000 | 378 | USD | 8,838,396 | 446,358 | (624,833 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 235.000 | 378 | USD | 8,838,396 | 384,978 | (519,380 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 240.000 | 220 | USD | 5,144,040 | 275,924 | (248,026 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 245.000 | 300 | USD | 7,014,600 | 314,085 | (274,234 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 245.000 | 220 | USD | 5,144,040 | 242,726 | (201,105 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 250.000 | 300 | USD | 7,014,600 | 259,938 | (220,172 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 255.000 | 108 | USD | 2,525,256 | 91,087 | (63,194 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 255.000 | 300 | USD | 7,014,600 | 213,258 | (175,538 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 260.000 | 108 | USD | 2,525,256 | 76,626 | (50,213 | ) | |||||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 265.000 | 108 | USD | 2,525,256 | 64,325 | (39,933 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 225.000 | 123 | USD | 2,875,986 | 146,616 | (241,352 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 225.000 | 120 | USD | 2,805,840 | 161,640 | (235,465 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 225.000 | 248 | USD | 5,798,736 | 323,085 | (486,628 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 230.000 | 123 | USD | 2,875,986 | 125,706 | (203,319 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 230.000 | 120 | USD | 2,805,840 | 140,640 | (198,360 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 230.000 | 248 | USD | 5,798,736 | 289,044 | (409,943 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 250.000 | 237 | USD | 5,541,534 | 289,614 | (173,936 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 260.000 | 237 | USD | 5,541,534 | 222,069 | (110,191 | ) | |||||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/21/22 | USD | 270.000 | 237 | USD | 5,541,534 | 168,744 | (69,978 | ) | |||||||||||||||
Visa, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 220.000 | 324 | USD | 7,575,768 | 454,248 | (744,820 | ) | |||||||||||||||
Visa, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 225.000 | 324 | USD | 7,575,768 | 399,168 | (635,756 | ) | |||||||||||||||
Visa, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 230.000 | 324 | USD | 7,575,768 | 348,948 | (535,571 | ) | |||||||||||||||
Waste Management, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 115.000 | 111 | USD | 1,555,221 | 89,022 | (293,010 | ) | |||||||||||||||
Waste Management, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 115.000 | 116 | USD | 1,625,276 | 93,612 | (306,209 | ) | |||||||||||||||
Waste Management, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 120.000 | 116 | USD | 1,625,276 | 84,332 | (255,714 | ) | |||||||||||||||
Waste Management, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 120.000 | 111 | USD | 1,555,221 | 82,917 | (244,692 | ) | |||||||||||||||
Waste Management, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 130.000 | 111 | USD | 1,555,221 | 46,287 | (156,873 | ) | |||||||||||||||
Waste Management, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/21/22 | USD | 130.000 | 116 | USD | 1,625,276 | 43,732 | (163,939 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 105.000 | 123 | USD | 1,414,869 | 138,006 | (156,231 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 110.000 | 123 | USD | 1,414,869 | 109,101 | (112,988 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 120.000 | 100 | USD | 1,150,300 | 45,700 | (40,439 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 120.000 | 390 | USD | 4,486,170 | 167,064 | (157,714 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 120.000 | 344 | USD | 3,957,032 | 164,088 | (139,112 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 120.000 | 246 | USD | 2,829,738 | 112,422 | (99,481 | ) | |||||||||||||||
Yum! Brands, Inc. | JPMorgan Chase Bank N.A. | Call | 01/21/22 | USD | 125.000 | 444 | USD | 5,107,332 | 142,968 | (109,913 | ) | |||||||||||||||
$ | 68,691,758 | $ | (110,722,455 | ) |
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 | $ | 110,722,455 | |||||
Total Liability Derivatives | $ | 110,722,455 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Written options | |||||
Equity contracts | $ | 26,964,583 | ||||
Total | $ | 26,964,583 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Written options | |||||
Equity contracts | $ | 4,525,293 | ||||
Total | $ | 4,525,293 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
Bank of America N.A. | Citigroup Global Markets | Credit Suisse Securities (USA) LLC | Goldman Sachs & Co. | JPMorgan Chase Bank N.A. | Merrill Lynch | RBC Capital Markets | Susquehanna Financial Group, LLP | Totals | ||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||||||||||||||||||||
Written options | $ | 780,234 | $ | 12,471,236 | $ | 26,485,990 | $ | 31,266,471 | $ | 17,208,187 | $ | 50,025 | $ | 3,110,807 | $ | 19,349,505 | $ | 110,722,455 | ||||||||||||||||||
Total Liabilities | $ | 780,234 | $ | 12,471,236 | $ | 26,485,990 | $ | 31,266,471 | $ | 17,208,187 | $ | 50,025 | $ | 3,110,807 | $ | 19,349,505 | $ | 110,722,455 | ||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (780,234 | ) | $ | (12,471,236 | ) | $ | (26,485,990 | ) | $ | (31,266,471 | ) | $ | (17,208,187 | ) | $ | (50,025 | ) | $ | (3,110,807 | ) | $ | (19,349,505 | ) | $ | (110,722,455) | ||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||
Net Exposure(1) | $ | (780,234 | ) | $ | (12,471,236 | ) | $ | (26,485,990 | ) | $ | (31,266,471 | ) | $ | (17,208,187 | ) | $ | (50,025 | ) | $ | (3,110,807 | ) | $ | (19,349,505 | ) | $ | (110,722,455) |
(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 $7,040,825,190. | |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 1,566,619,937 | ||
Gross Unrealized Depreciation | (83,876,553 | ) | ||
Net Unrealized Appreciation | $ | 1,482,743,384 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.1% | ||||||||||||||
Communication Services: 5.0% | ||||||||||||||
42,501 | AT&T, Inc. | $ | 1,223,179 | 0.3 | ||||||||||
112,979 | Comcast Corp. — Class A | 6,442,063 | 1.7 | |||||||||||
72,912 | Fox Corp. — Class B | 2,566,502 | 0.7 | |||||||||||
183,639 | News Corp — Class A | 4,732,377 | 1.2 | |||||||||||
14,405 | Verizon Communications, Inc. | 807,112 | 0.2 | |||||||||||
18,338 | (1) | Walt Disney Co. | 3,223,270 | 0.9 | ||||||||||
18,994,503 | 5.0 | |||||||||||||
Consumer Discretionary: 4.4% | ||||||||||||||
10,559 | (1) | General Motors Co. | 624,776 | 0.1 | ||||||||||
53,704 | Kohl’s Corp. | 2,959,628 | 0.8 | |||||||||||
66,131 | (1) | Las Vegas Sands Corp. | 3,484,442 | 0.9 | ||||||||||
119,541 | (1) | Mattel, Inc. | 2,402,774 | 0.6 | ||||||||||
3,100 | McDonald’s Corp. | 716,069 | 0.2 | |||||||||||
32,100 | TJX Cos., Inc. | 2,164,182 | 0.6 | |||||||||||
179,354 | Volkswagen AG ADR | 4,491,024 | 1.2 | |||||||||||
16,842,895 | 4.4 | |||||||||||||
Consumer Staples: 6.8% | ||||||||||||||
29,400 | Altria Group, Inc. | 1,401,792 | 0.4 | |||||||||||
9,404 | Bunge Ltd. | 734,923 | 0.2 | |||||||||||
38,600 | Coca-Cola Co. | 2,088,646 | 0.5 | |||||||||||
121,463 | Conagra Brands, Inc. | 4,418,824 | 1.2 | |||||||||||
34,540 | Kimberly-Clark Corp. | 4,620,761 | 1.2 | |||||||||||
2,800 | Mondelez International, Inc. | 174,832 | 0.0 | |||||||||||
49,125 | Philip Morris International, Inc. | 4,868,779 | 1.3 | |||||||||||
84,897 | Tyson Foods, Inc. | 6,262,003 | 1.6 | |||||||||||
11,411 | Walmart, Inc. | 1,609,179 | 0.4 | |||||||||||
26,179,739 | 6.8 | |||||||||||||
Energy: 6.1% | ||||||||||||||
7,974 | Chevron Corp. | 835,197 | 0.2 | |||||||||||
7,300 | ConocoPhillips | 444,570 | 0.1 | |||||||||||
50,820 | EOG Resources, Inc. | 4,240,421 | 1.1 | |||||||||||
54,490 | Exxon Mobil Corp. | 3,437,229 | 0.9 | |||||||||||
69,231 | Halliburton Co. | 1,600,620 | 0.4 | |||||||||||
4,831 | Hess Corp. | 421,843 | 0.1 | |||||||||||
23,586 | Occidental Petroleum Corp. | 737,534 | 0.2 | |||||||||||
25,255 | Targa Resources Corp. | 1,122,585 | 0.3 | |||||||||||
59,786 | (2) | TC Energy Corp. | 2,960,603 | 0.8 | ||||||||||
169,499 | TotalEnergies SE ADR | 7,671,525 | 2.0 | |||||||||||
23,472,127 | 6.1 | |||||||||||||
Financials: 22.8% | ||||||||||||||
166,783 | American International Group, Inc. | 7,938,871 | 2.1 | |||||||||||
37,618 | Bank of America Corp. | 1,550,990 | 0.4 | |||||||||||
42,500 | Bank of New York Mellon Corp. | 2,177,275 | 0.6 | |||||||||||
27,400 | Charles Schwab Corp. | 1,994,994 | 0.5 | |||||||||||
43,374 | Chubb Ltd. | 6,893,864 | 1.8 | |||||||||||
36,600 | Citizens Financial Group, Inc. | 1,678,842 | 0.4 | |||||||||||
138,081 | Equitable Holdings, Inc. | 4,204,566 | 1.1 | |||||||||||
155,821 | Fifth Third Bancorp | 5,957,037 | 1.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (contiuned) | ||||||||||||||
Financials: (continued) | ||||||||||||||
30,251 | Franklin Resources, Inc. | $ | 967,729 | 0.2 | ||||||||||
8,900 | Goldman Sachs Group, Inc. | 3,377,817 | 0.9 | |||||||||||
17,100 | Hartford Financial Services Group, Inc. | 1,059,687 | 0.3 | |||||||||||
206,400 | Huntington Bancshares, Inc. | 2,945,328 | 0.8 | |||||||||||
21,607 | JPMorgan Chase & Co. | 3,360,753 | 0.9 | |||||||||||
110,226 | Loews Corp. | 6,023,851 | 1.6 | |||||||||||
7,887 | Marsh & McLennan Cos., Inc. | 1,109,543 | 0.3 | |||||||||||
131,900 | Metlife, Inc. | 7,894,215 | 2.1 | |||||||||||
64,284 | Morgan Stanley | 5,894,200 | 1.5 | |||||||||||
17,254 | PNC Financial Services Group, Inc. | 3,291,373 | 0.9 | |||||||||||
17,158 | Raymond James Financial, Inc. | 2,228,824 | 0.6 | |||||||||||
25,036 | State Street Corp. | 2,059,962 | 0.5 | |||||||||||
318,038 | Wells Fargo & Co. | 14,403,941 | 3.8 | |||||||||||
87,013,662 | 22.8 | |||||||||||||
Health Care: 14.3% | ||||||||||||||
54,110 | AbbVie, Inc. | 6,094,950 | 1.6 | |||||||||||
19,740 | Anthem, Inc. | 7,536,732 | 2.0 | |||||||||||
18,300 | (2) | AstraZeneca PLC ADR | 1,096,170 | 0.3 | ||||||||||
23,215 | Becton Dickinson & Co. | 5,645,656 | 1.5 | |||||||||||
3,800 | (1) | Biogen, Inc. | 1,315,826 | 0.3 | ||||||||||
21,300 | Cardinal Health, Inc. | 1,216,017 | 0.3 | |||||||||||
14,300 | (1) | Centene Corp. | 1,042,899 | 0.3 | ||||||||||
8,482 | Cigna Corp. | 2,010,828 | 0.5 | |||||||||||
60,248 | CVS Health Corp. | 5,027,093 | 1.3 | |||||||||||
19,483 | Gilead Sciences, Inc. | 1,341,599 | 0.3 | |||||||||||
32,110 | GlaxoSmithKline PLC | 631,253 | 0.2 | |||||||||||
27,536 | Johnson & Johnson | 4,536,281 | 1.2 | |||||||||||
46,408 | Medtronic PLC | 5,760,625 | 1.5 | |||||||||||
23,400 | Merck & Co., Inc. | 1,819,818 | 0.5 | |||||||||||
1,660 | (1) | Organon & Co. | 50,232 | 0.0 | ||||||||||
84,452 | Pfizer, Inc. | 3,307,140 | 0.9 | |||||||||||
54,549 | Sanofi ADR | 2,872,550 | 0.7 | |||||||||||
3,800 | UnitedHealth Group, Inc. | 1,521,672 | 0.4 | |||||||||||
12,038 | Zimmer Biomet Holdings, Inc. | 1,935,951 | 0.5 | |||||||||||
54,763,292 | 14.3 | |||||||||||||
Industrials: 11.8% | ||||||||||||||
4,200 | 3M Co. | 834,246 | 0.2 | |||||||||||
6,500 | (1) | Airbus SE ADR | 209,300 | 0.1 | ||||||||||
8,082 | (1) | Alaska Air Group, Inc. | 487,425 | 0.1 | ||||||||||
17,674 | (1) | Boeing Co. | 4,233,984 | 1.1 | ||||||||||
4,760 | Caterpillar, Inc. | 1,035,919 | 0.3 | |||||||||||
1,600 | Cummins, Inc. | 390,096 | 0.1 | |||||||||||
10,247 | Flowserve Corp. | 413,159 | 0.1 | |||||||||||
819,550 | General Electric Co. | 11,031,143 | 2.9 | |||||||||||
27,139 | L3Harris Technologies, Inc. | 5,866,095 | 1.5 | |||||||||||
113,198 | Nielsen Holdings PLC | 2,792,595 | 0.7 | |||||||||||
15,260 | Paccar, Inc. | 1,361,955 | 0.4 | |||||||||||
12,027 | Siemens AG ADR | 957,818 | 0.2 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (contiuned) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
10,572 | Snap-On, Inc. | $ | 2,362,102 | 0.6 | ||||||||||
15,300 | (1) | Southwest Airlines Co. | 812,277 | 0.2 | ||||||||||
35,315 | (1) | Stericycle, Inc. | 2,526,788 | 0.7 | ||||||||||
46,994 | United Parcel Service, Inc. — Class B | 9,773,342 | 2.6 | |||||||||||
45,088,244 | 11.8 | |||||||||||||
Information Technology: 8.8% | ||||||||||||||
34,898 | Applied Materials, Inc. | 4,969,475 | 1.3 | |||||||||||
69,537 | Cisco Systems, Inc. | 3,685,461 | 0.9 | |||||||||||
28,200 | Citrix Systems, Inc. | 3,307,014 | 0.9 | |||||||||||
19,792 | Microsoft Corp. | 5,361,653 | 1.4 | |||||||||||
7,845 | NXP Semiconductor NV — NXPI — US | 1,613,874 | 0.4 | |||||||||||
66,460 | Qualcomm, Inc. | 9,499,128 | 2.5 | |||||||||||
8,200 | TE Connectivity Ltd. | 1,108,722 | 0.3 | |||||||||||
22,261 | Texas Instruments, Inc. | 4,280,790 | 1.1 | |||||||||||
33,826,117 | 8.8 | |||||||||||||
Materials: 5.8% | ||||||||||||||
11,438 | Akzo Nobel NV | 1,416,260 | 0.4 | |||||||||||
130,474 | CF Industries Holdings, Inc. | 6,712,887 | 1.8 | |||||||||||
27,133 | DuPont de Nemours, Inc. | 2,100,366 | 0.5 | |||||||||||
27,002 | International Flavors & Fragrances, Inc. | 4,034,099 | 1.1 | |||||||||||
114,721 | International Paper Co. | 7,033,544 | 1.8 | |||||||||||
3,991 | PPG Industries, Inc. | 677,552 | 0.2 | |||||||||||
21,974,708 | 5.8 | |||||||||||||
Real Estate: 4.1% | ||||||||||||||
5,400 | CyrusOne, Inc. | 386,208 | 0.1 | |||||||||||
68,034 | Equity Residential | 5,238,618 | 1.4 | |||||||||||
82,365 | Rayonier, Inc. | 2,959,374 | 0.8 | |||||||||||
16,200 | Welltower, Inc. | 1,346,220 | 0.3 | |||||||||||
169,207 | Weyerhaeuser Co. | 5,824,105 | 1.5 | |||||||||||
15,754,525 | 4.1 | |||||||||||||
Utilities: 7.2% | ||||||||||||||
29,060 | Ameren Corp. | 2,325,962 | 0.6 | |||||||||||
16,100 | Dominion Energy, Inc. | 1,184,477 | 0.3 | |||||||||||
30,543 | Edison International | 1,765,996 | 0.5 | |||||||||||
10,800 | Entergy Corp. | 1,076,760 | 0.3 | |||||||||||
29,180 | NextEra Energy, Inc. | 2,138,310 | 0.5 | |||||||||||
188,423 | NiSource, Inc. | 4,616,364 | 1.2 | |||||||||||
42,718 | (2) | Sempra Energy | 5,659,281 | 1.5 | ||||||||||
145,000 | Southern Co. | 8,773,950 | 2.3 | |||||||||||
27,541,100 | 7.2 | |||||||||||||
Total Common Stock (Cost $266,735,775) | 371,450,912 | 97.1 | ||||||||||||
PREFERRED STOCK: 1.5% | ||||||||||||||
Health Care: 0.4% | ||||||||||||||
26,624 | (1),(2) | Becton Dickinson and Co. | 1,424,650 | 0.4 | ||||||||||
Utilities: 1.1% | ||||||||||||||
23,003 | (1) | NextEra Energy, Inc. | 1,126,227 | 0.3 | ||||||||||
10,753 | (1) | NiSource, Inc. | 1,105,301 | 0.3 | ||||||||||
5,385 | (1) | Sempra Energy SRE B | 531,876 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFERRED STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
30,331 | (1) | Southern Co/The | $ | 1,535,659 | 0.4 | |||||||||
4,299,063 | 1.1 | |||||||||||||
Total Preferred Stock (Cost $5,594,860) | 5,723,713 | 1.5 | ||||||||||||
Total Long-Term Investments (Cost $272,330,635) | 377,174,625 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.1% | ||||||||||||||
Repurchase Agreements: 1.5% | ||||||||||||||
1,295,700 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,295,702, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%–9.000%, Market Value plus accrued interest $1,321,614, due 07/25/21–05/20/71) | 1,295,700 | 0.4 | ||||||||||
1,295,652 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,295,654, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $1,321,565, due 07/01/21–01/15/59) | 1,295,652 | 0.3 | ||||||||||
1,295,652 | (3) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,295,654, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,321,565, due 11/30/21–07/01/51) | 1,295,652 | 0.4 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
384,052 | (3) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $384,053, collateralized by various U.S. Government Agency Obligations, 1.500%–5.500%, Market Value plus accrued interest $391,733, due 03/01/25–07/01/51) | $ | 384,052 | 0.1 | |||||||||
1,295,652 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,295,654, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $1,321,565, due 08/01/21–04/15/62) | 1,295,652 | 0.3 | ||||||||||
Total Repurchase Agreements (Cost $5,566,708) | 5,566,708 | 1.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.6% | ||||||||||||||
2,441,112 | (4) | T. Rowe Price Government Reserve Fund, 0.030% (Cost $2,441,112) | 2,441,112 | 0.6 | ||||||||||
Total Short-Term Investments (Cost $8,007,820) | 8,007,820 | 2.1 | ||||||||||||
Total Investments in Securities (Cost $280,338,455) | $ | 385,182,445 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (2,610,032 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 382,572,413 | 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, 2021. |
as of June 30, 2021
(as a percentage of net assets)
Financials | 22.8 | % | ||||
Health Care | 14.7 | % | ||||
Industrials | 11.8 | % | ||||
Information Technology | 8.8 | % | ||||
Utilities | 8.3 | % | ||||
Consumer Staples | 6.8 | % | ||||
Energy | 6.1 | % | ||||
Materials | 5.8 | % | ||||
Communication Services | 5.0 | % | ||||
Consumer Discretionary | 4.4 | % | ||||
Real Estate | 4.1 | % | ||||
Assets in Excess of Other Liabilities* | 1.4 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Common Stock | |||||||||||||||||||||
Communication Services | $ | 18,994,503 | $ | — | $ | — | $ | 18,994,503 | |||||||||||||
Consumer Discretionary | 16,842,895 | — | — | 16,842,895 | |||||||||||||||||
Consumer Staples | 26,179,739 | — | — | 26,179,739 | |||||||||||||||||
Energy | 23,472,127 | — | — | 23,472,127 | |||||||||||||||||
Financials | 87,013,662 | — | — | 87,013,662 | |||||||||||||||||
Health Care | 54,132,039 | 631,253 | — | 54,763,292 | |||||||||||||||||
Industrials | 45,088,244 | — | — | 45,088,244 | |||||||||||||||||
Information Technology | 33,826,117 | — | — | 33,826,117 | |||||||||||||||||
Materials | 20,558,448 | 1,416,260 | — | 21,974,708 | |||||||||||||||||
Real Estate | 15,754,525 | — | — | 15,754,525 | |||||||||||||||||
Utilities | 27,541,100 | — | — | 27,541,100 | |||||||||||||||||
Total Common Stock | 369,403,399 | 2,047,513 | — | 371,450,912 | |||||||||||||||||
Preferred Stock | 3,193,762 | 2,529,951 | — | 5,723,713 | |||||||||||||||||
Short-Term Investments | 2,441,112 | 5,566,708 | — | 8,007,820 | |||||||||||||||||
Total Investments, at fair value | $ | 375,038,273 | $ | 10,144,172 | $ | — | $ | 385,182,445 |
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 $281,417,637. |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 108,607,480 | ||
Gross Unrealized Depreciation | (4,842,900 | ) | ||
Net Unrealized Appreciation | $ | 103,764,580 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.7% | ||||||||||||||
Australia: 0.7% | ||||||||||||||
131,602 | Amcor PLC | $ | 1,498,879 | 0.7 | ||||||||||
Austria: 0.8% | ||||||||||||||
47,838 | Erste Group Bank AG | 1,758,586 | 0.8 | |||||||||||
Brazil: 2.0% | ||||||||||||||
297,621 | Magazine Luiza SA | 1,265,568 | 0.5 | |||||||||||
69,653 | (1) | Rede D’Or Sao Luiz SA | 970,756 | 0.4 | ||||||||||
13,532 | (2) | StoneCo Ltd. | 907,456 | 0.4 | ||||||||||
60,413 | (2) | Suzano SA | 727,560 | 0.3 | ||||||||||
18,854 | (2) | XP, Inc. | 821,092 | 0.4 | ||||||||||
4,692,432 | 2.0 | |||||||||||||
Canada: 5.0% | ||||||||||||||
125,400 | ARC Resources Ltd. | 1,067,256 | 0.4 | |||||||||||
96,157 | Lundin Mining Corp. | 867,244 | 0.4 | |||||||||||
11,618 | Magna International, Inc. | 1,076,292 | 0.5 | |||||||||||
1,330 | (2) | Shopify, Inc. | 1,943,103 | 0.8 | ||||||||||
34,672 | Sun Life Financial, Inc. | 1,787,862 | 0.8 | |||||||||||
26,147 | TMX Group Ltd. | 2,761,930 | 1.2 | |||||||||||
17,256 | Waste Connections, Inc. | 2,060,884 | 0.9 | |||||||||||
11,564,571 | 5.0 | |||||||||||||
China: 7.7% | ||||||||||||||
25,938 | (2) | Alibaba Group Holding Ltd. BABA ADR | 5,882,220 | 2.6 | ||||||||||
7,084 | (2) | Baidu, Inc. ADR | 1,444,428 | 0.6 | ||||||||||
229,400 | BTG Hotels Group Co. Ltd. — A Shares | 846,518 | 0.4 | |||||||||||
219,000 | China Mengniu Dairy Co., Ltd. | 1,323,034 | 0.6 | |||||||||||
212,000 | Gree Electric Appliances, Inc. of Zhuhai — A Shares | 1,708,342 | 0.7 | |||||||||||
6,682 | (2) | Kanzhun Ltd. ADR | 264,941 | 0.1 | ||||||||||
5,000 | (1),(2) | Kuaishou Technology | 125,746 | 0.1 | ||||||||||
4,689 | Kweichow Moutai Co. Ltd. — A Shares (Nth SSE-SEHK) | 1,491,494 | 0.6 | |||||||||||
291,840 | NARI Technology Co. Ltd. — A Shares | 1,048,971 | 0.5 | |||||||||||
36,200 | Tencent Holdings Ltd. | 2,725,589 | 1.2 | |||||||||||
43,000 | (1),(2) | Wuxi Biologics Cayman, Inc. | 787,343 | 0.3 | ||||||||||
17,648,626 | 7.7 | |||||||||||||
Denmark: 0.7% | ||||||||||||||
7,647 | Chr Hansen Holding A/S | 690,166 | 0.3 | |||||||||||
1,960 | (2) | Genmab A/S | 803,096 | 0.4 | ||||||||||
1,493,262 | 0.7 | |||||||||||||
France: 8.5% | ||||||||||||||
11,510 | Air Liquide SA | 2,018,274 | 0.9 | |||||||||||
25,281 | (2) | Alstom SA | 1,277,339 | 0.5 | ||||||||||
2,175 | Dassault Aviation SA | 2,562,109 | 1.1 | |||||||||||
19,580 | (3) | EssilorLuxottica SA | 3,617,068 | 1.6 | ||||||||||
1,216 | LVMH Moet Hennessy Louis Vuitton SE | 956,573 | 0.4 | |||||||||||
36,530 | Sanofi | 3,837,928 | 1.7 | |||||||||||
51,023 | Thales S.A. | 5,213,361 | 2.3 | |||||||||||
19,482,652 | 8.5 | |||||||||||||
Germany: 5.1% | ||||||||||||||
8,314 | (1),(2) | Auto1 Group SE | 365,250 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Germany: (continued) | ||||||||||||||
16,265 | Bayer AG | $ | 988,832 | 0.4 | ||||||||||
14,853 | Beiersdorf AG | 1,792,842 | 0.8 | |||||||||||
14,470 | Deutsche Boerse AG | 2,525,679 | 1.1 | |||||||||||
36,427 | (2) | Evotec AG | 1,652,462 | 0.7 | ||||||||||
11,668 | Knorr-Bremse AG | 1,342,477 | 0.6 | |||||||||||
11,733 | (2) | Morphosys AG | 910,471 | 0.4 | ||||||||||
19,528 | (1),(2) | TeamViewer AG | 733,411 | 0.3 | ||||||||||
10,717 | (1),(2) | Zalando SE | 1,296,110 | 0.6 | ||||||||||
11,607,534 | 5.1 | |||||||||||||
Hong Kong: 1.9% | ||||||||||||||
359,200 | AIA Group Ltd. | 4,456,084 | 1.9 | |||||||||||
India: 4.5% | ||||||||||||||
226,817 | (2) | Axis Bank Ltd. | 2,289,304 | 1.0 | ||||||||||
114,999 | Housing Development Finance Corp. | 3,837,879 | 1.7 | |||||||||||
30,528 | (2) | Kotak Mahindra Bank Ltd. | 701,718 | 0.3 | ||||||||||
11,936 | Maruti Suzuki India Ltd. | 1,208,682 | 0.5 | |||||||||||
1,387,864 | NTPC Ltd. | 2,176,261 | 1.0 | |||||||||||
10,213,844 | 4.5 | |||||||||||||
Indonesia: 1.7% | ||||||||||||||
1,026,800 | Bank Central Asia Tbk PT | 2,135,440 | 0.9 | |||||||||||
19,896,300 | Sarana Menara Nusantara Tbk PT | 1,702,967 | 0.8 | |||||||||||
3,838,407 | 1.7 | |||||||||||||
Italy: 1.4% | ||||||||||||||
181,628 | Banca Mediolanum SpA | 1,768,910 | 0.8 | |||||||||||
7,160 | DiaSorin SpA | 1,354,781 | 0.6 | |||||||||||
3,123,691 | 1.4 | |||||||||||||
Japan: 14.3% | ||||||||||||||
15,600 | Daiichi Sankyo Co., Ltd. | 336,540 | 0.1 | |||||||||||
3,000 | Disco Corp. | 912,148 | 0.4 | |||||||||||
3,500 | Eisai Co., Ltd. | 343,970 | 0.2 | |||||||||||
67,900 | Fujitsu General Ltd. | 1,798,205 | 0.8 | |||||||||||
3,000 | Hikari Tsushin, Inc. | 527,238 | 0.2 | |||||||||||
14,300 | Hoshizaki Corp. | 1,214,824 | 0.5 | |||||||||||
26,100 | Kansai Paint Co., Ltd. | 666,229 | 0.3 | |||||||||||
13,600 | (3) | Kao Corp. | 838,577 | 0.4 | ||||||||||
24,900 | Murata Manufacturing Co., Ltd. | 1,896,755 | 0.8 | |||||||||||
139,600 | Nippon Telegraph & Telephone Corp. | 3,649,868 | 1.6 | |||||||||||
60,800 | NTT Data Corp. | 949,137 | 0.4 | |||||||||||
27,300 | ORIX Corp. | 461,414 | 0.2 | |||||||||||
80,000 | (3) | Otsuka Holdings Co. Ltd. | 3,321,761 | 1.5 | ||||||||||
68,800 | Outsourcing, Inc. | 1,249,150 | 0.5 | |||||||||||
51,900 | Pan Pacific International Holdings Corp. | 1,079,260 | 0.5 | |||||||||||
80,200 | Persol Holdings Co. Ltd. | 1,583,669 | 0.7 | |||||||||||
45,200 | Seven & I Holdings Co., Ltd. | 2,165,118 | 0.9 | |||||||||||
25,800 | Shimadzu Corp. | 996,932 | 0.4 | |||||||||||
6,000 | Shiseido Co., Ltd. | 442,553 | 0.2 | |||||||||||
23,400 | Sony Group Corp. | 2,269,034 | 1.0 | |||||||||||
44,400 | Stanley Electric Co., Ltd. | 1,282,772 | 0.6 | |||||||||||
23,600 | Suzuki Motor Corp. | 1,000,158 | 0.4 | |||||||||||
42,060 | Takeda Pharmaceutical Co., Ltd. | 1,411,558 | 0.6 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.7% | ||||||||||||||
Japan: (continued) | ||||||||||||||
484,200 | Z Holdings Corp. | $ | 2,423,160 | 1.1 | ||||||||||
32,820,030 | 14.3 | |||||||||||||
Netherlands: 7.6% | ||||||||||||||
282 | (1),(2) | Adyen NV | 691,556 | 0.3 | ||||||||||
27,141 | Akzo Nobel NV | 3,360,615 | 1.5 | |||||||||||
7,368 | ASML Holding NV | 5,086,260 | 2.2 | |||||||||||
50,042 | Koninklijke Philips NV | 2,483,788 | 1.1 | |||||||||||
9,805 | NXP Semiconductor NV | 2,017,085 | 0.9 | |||||||||||
36,618 | Prosus NV | 3,587,369 | 1.5 | |||||||||||
1,236 | (1),(2) | Shop Apotheke Europe NV | 232,214 | 0.1 | ||||||||||
17,458,887 | 7.6 | |||||||||||||
Philippines: 0.3% | ||||||||||||||
36,385 | SM Investments Corp. | 745,516 | 0.3 | |||||||||||
Poland: 0.7% | ||||||||||||||
157,298 | (2) | Powszechny Zaklad Ubezpieczen SA | 1,514,735 | 0.7 | ||||||||||
Portugal: 2.2% | ||||||||||||||
256,088 | Galp Energia SGPS SA | 2,784,353 | 1.2 | |||||||||||
129,678 | Jeronimo Martins SGPS SA | 2,364,911 | 1.0 | |||||||||||
5,149,264 | 2.2 | |||||||||||||
South Africa: 2.8% | ||||||||||||||
10,777 | Capitec Bank Holdings Ltd. | 1,270,379 | 0.6 | |||||||||||
24,257 | Naspers Ltd. | 5,114,515 | 2.2 | |||||||||||
6,384,894 | 2.8 | |||||||||||||
South Korea: 4.5% | ||||||||||||||
1,209 | LG Household & Health Care Ltd. | 1,891,629 | 0.8 | |||||||||||
12,332 | NAVER Corp. | 4,576,019 | 2.0 | |||||||||||
55,067 | Samsung Electronics Co., Ltd. 005930 | 3,942,035 | 1.7 | |||||||||||
10,409,683 | 4.5 | |||||||||||||
Spain: 0.3% | ||||||||||||||
10,663 | (2) | Amadeus IT Group SA | 751,704 | 0.3 | ||||||||||
Sweden: 1.8% | ||||||||||||||
38,457 | Assa Abloy AB | 1,159,398 | 0.5 | |||||||||||
32,220 | Essity AB | 1,068,743 | 0.5 | |||||||||||
102,911 | Swedbank AB | 1,915,887 | 0.8 | |||||||||||
4,144,028 | 1.8 | |||||||||||||
Switzerland: 7.4% | ||||||||||||||
18,487 | Alcon, Inc. | 1,296,633 | 0.5 | |||||||||||
374 | Barry Callebaut AG | 869,204 | 0.4 | |||||||||||
48,245 | Julius Baer Group Ltd. | 3,151,037 | 1.4 | |||||||||||
5,722 | Lonza Group AG | 4,056,651 | 1.8 | |||||||||||
42,146 | Nestle SA | 5,253,376 | 2.3 | |||||||||||
3,790 | (1),(2) | PolyPeptide Group AG | 349,815 | 0.2 | ||||||||||
3,475 | Roche Holding AG | 1,309,512 | 0.6 | |||||||||||
3,406 | Temenos AG | 547,598 | 0.2 | |||||||||||
16,833,826 | 7.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.7% | ||||||||||||||
Taiwan: 3.7% | ||||||||||||||
394,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | $ | 8,485,985 | 3.7 | ||||||||||
Thailand: 0.6% | ||||||||||||||
711,300 | CP ALL PCL — Foreign | 1,332,537 | 0.6 | |||||||||||
United Arab Emirates: 0.7% | ||||||||||||||
311,113 | (1),(2) | Network International Holdings PLC | 1,576,265 | 0.7 | ||||||||||
United Kingdom: 8.8% | ||||||||||||||
58,838 | (3) | AstraZeneca PLC ADR | 3,524,396 | 1.5 | ||||||||||
289,389 | (2) | Boohoo Group PLC | 1,242,483 | 0.5 | ||||||||||
48,461 | (2) | Burberry Group PLC | 1,385,944 | 0.6 | ||||||||||
198,000 | (2),(4) | Deliveroo Holdings PLC Lockup Shares | 750,152 | 0.3 | ||||||||||
17,011 | Hargreaves Lansdown PLC | 374,317 | 0.2 | |||||||||||
8,630 | Linde PLC | 2,495,186 | 1.1 | |||||||||||
29,089 | London Stock Exchange Group PLC | 3,214,635 | 1.4 | |||||||||||
122,388 | Smith & Nephew PLC | 2,654,254 | 1.2 | |||||||||||
81,319 | (2) | THG PLC | 686,179 | 0.3 | ||||||||||
65,699 | Unilever PLC | 3,845,653 | 1.7 | |||||||||||
20,173,199 | 8.8 | |||||||||||||
United States: 1.9% | ||||||||||||||
9,427 | (2),(4) | Didi Global, Inc., Lockup Shares | 506,531 | 0.2 | ||||||||||
11,359 | Philip Morris International, Inc. | 1,125,791 | 0.5 | |||||||||||
11,605 | Visa, Inc. — Class A | 2,713,481 | 1.2 | |||||||||||
4,345,803 | 1.9 | |||||||||||||
Uruguay: 0.1% | ||||||||||||||
6,123 | (2) | Dlocal Ltd./Uruguay | 321,641 | 0.1 | ||||||||||
Total Common Stock (Cost $161,086,855) | 223,826,565 | 97.7 | ||||||||||||
PREFERRED STOCK: 0.2% | ||||||||||||||
Germany: 0.2% | ||||||||||||||
769 | Sartorius AG | 400,270 | 0.2 | |||||||||||
Total Preferred Stock (Cost $97,491) | 400,270 | 0.2 | ||||||||||||
Total Long-Term Investments (Cost $161,184,346) | 224,226,835 | 97.9 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 4.6% | ||||||||||||||
Repurchase Agreements: 3.5% | ||||||||||||||
1,848,600 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,848,603, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%–9.000%, Market Value plus accrued interest $1,885,572, due 07/25/21–05/20/71) | $ | 1,848,600 | 0.8 | |||||||||
1,225,555 | (5) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,225,557, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,250,066, due 11/30/21–07/01/51) | 1,225,555 | 0.6 | ||||||||||
1,171,068 | (5) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,171,070, collateralized by various U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $1,194,491, due 05/01/24–04/20/71) | 1,171,068 | 0.5 | ||||||||||
1,848,603 | (5) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,848,606, collateralized by various U.S. Government Agency Obligations, 1.985%–4.000%, Market Value plus accrued interest $1,885,575, due 08/01/35–06/01/51) | 1,848,603 | 0.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
1,848,603 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,848,606, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $1,885,575, due 08/01/21–04/15/62) | $ | 1,848,603 | 0.8 | |||||||||
Total Repurchase Agreements (Cost $7,942,429) | 7,942,429 | 3.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.1% | ||||||||||||||
2,591,903 | (6) | T. Rowe Price Government Reserve Fund, 0.030% (Cost $2,591,903) | 2,591,903 | 1.1 | ||||||||||
Total Short-Term Investments (Cost $10,534,332) | 10,534,332 | 4.6 | ||||||||||||
Total Investments in Securities (Cost $171,718,678) | $ | 234,761,167 | 102.5 | |||||||||||
Liabilities in Excess of Other Assets | (5,711,481 | ) | (2.5 | ) | ||||||||||
Net Assets | $ | 229,049,686 | 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) | Non-income producing security. | |
(3) | Security, or a portion of the security, is on loan. | |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2021, the Portfolio held restricted securities with a fair value of $1,256,683 or 0.5% of net assets. Please refer to the table below for additional details. | |
(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, 2021. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
as of June 30, 2021
(as a percentage of net assets)
Japan | 14.3 | % | |
United Kingdom | 8.8 | % | |
France | 8.5 | % | |
China | 7.7 | % | |
Netherlands | 7.6 | % | |
Switzerland | 7.4 | % | |
Germany | 5.3 | % | |
Canada | 5.0 | % | |
South Korea | 4.5 | % | |
India | 4.5 | % | |
Countries between 0.1%-3.7%ˆ | 24.3 | % | |
Assets in Excess of Other Liabilities* | 2.1 | % | |
Net Assets | 100.0 | % |
ˆ | Includes 18 countries, which each represents 0.1%-3.7% of net assets. |
* | Includes short-term investments. |
Sector Diversification | Percentage of Net Assets | |||
---|---|---|---|---|
Consumer Discretionary | 16.8 | % | ||
Financials | 16.0 | |||
Information Technology | 15.1 | |||
Health Care | 14.3 | |||
Consumer Staples | 11.6 | |||
Industrials | 8.7 | |||
Communication Services | 7.4 | |||
Materials | 5.4 | |||
Energy | 1.7 | |||
Utilities | �� | 0.9 | ||
Short-Term Investments | 4.6 | |||
Liabilities in Excess of Other Assets | (2.5 | ) | ||
Net Assets | 100.0 | % |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Common Stock | |||||||||||||||||||||
Australia | $ | — | $ | 1,498,879 | $ | — | $ | 1,498,879 | |||||||||||||
Austria | — | 1,758,586 | — | 1,758,586 | |||||||||||||||||
Brazil | 4,692,432 | — | — | 4,692,432 | |||||||||||||||||
Canada | 11,564,571 | — | — | 11,564,571 | |||||||||||||||||
China | 7,591,589 | 10,057,037 | — | 17,648,626 | |||||||||||||||||
Denmark | 690,166 | 803,096 | — | 1,493,262 | |||||||||||||||||
France | — | 19,482,652 | — | 19,482,652 | |||||||||||||||||
Germany | 365,250 | 11,242,284 | — | 11,607,534 | |||||||||||||||||
Hong Kong | — | 4,456,084 | — | 4,456,084 | |||||||||||||||||
India | — | 10,213,844 | — | 10,213,844 | |||||||||||||||||
Indonesia | — | 3,838,407 | — | 3,838,407 | |||||||||||||||||
Italy | — | 3,123,691 | — | 3,123,691 | |||||||||||||||||
Japan | — | 32,820,030 | — | 32,820,030 | |||||||||||||||||
Netherlands | 2,017,085 | 15,441,802 | — | 17,458,887 | |||||||||||||||||
Philippines | — | 745,516 | — | 745,516 | |||||||||||||||||
Poland | — | 1,514,735 | — | 1,514,735 | |||||||||||||||||
Portugal | 2,364,911 | 2,784,353 | — | 5,149,264 | |||||||||||||||||
South Africa | — | 6,384,894 | — | 6,384,894 | |||||||||||||||||
South Korea | 1,891,629 | 8,518,054 | — | 10,409,683 | |||||||||||||||||
Spain | — | 751,704 | — | 751,704 | |||||||||||||||||
Sweden | — | 4,144,028 | — | 4,144,028 | |||||||||||||||||
Switzerland | 349,815 | 16,484,011 | — | 16,833,826 | |||||||||||||||||
Taiwan | — | 8,485,985 | — | 8,485,985 | |||||||||||||||||
Thailand | — | 1,332,537 | — | 1,332,537 | |||||||||||||||||
United Arab Emirates | — | 1,576,265 | — | 1,576,265 | |||||||||||||||||
United Kingdom | 8,056,228 | 12,116,971 | — | 20,173,199 | |||||||||||||||||
United States | 3,839,272 | 506,531 | — | 4,345,803 | |||||||||||||||||
Uruguay | 321,641 | — | — | 321,641 | |||||||||||||||||
Total Common Stock | 43,744,589 | 180,081,976 | — | 223,826,565 | |||||||||||||||||
Preferred Stock | — | 400,270 | — | 400,270 | |||||||||||||||||
Short-Term Investments | 2,591,903 | 7,942,429 | — | 10,534,332 | |||||||||||||||||
Total Investments, at fair value | $ | 46,336,492 | $ | 188,424,675 | $ | — | $ | 234,761,167 | |||||||||||||
Liabilities Table | |||||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Written Options | $ | — | $ | (1,530 | ) | $ | — | $ | (1,530 | ) | |||||||||||
Total Liabilities | $ | — | $ | (1,530 | ) | $ | — | $ | (1,530 | ) |
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 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deliveroo Holdings PLC Lockup Shares | 5/16/2019 | $ | 413,722 | $ | 750,152 | |||||||||
Didi Global, Inc., Lockup Shares | 10/19/2015 | 258,547 | 506,531 | |||||||||||
$ | 672,269 | $ | 1,256,683 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Erste Group Bank AG | Morgan Stanley & Co. International PLC | Call | 07/16/21 | EUR | 36.000 | 4 | EUR | 12,376 | $ | 268 | $ | (2 | ) | |||||||||||||
Erste Group Bank AG | NBF Securities UK | Call | 07/16/21 | EUR | 36.000 | 24 | EUR | 74,256 | 1,522 | (10 | ) | |||||||||||||||
Julius Bär Gruppe AG | Morgan Stanley & Co. International PLC | Call | 09/17/21 | CHF | 68.000 | 36 | CHF | 217,368 | 4,064 | (1,518 | ) | |||||||||||||||
$ | 5,854 | $ | (1,530 | ) |
CHF — Swiss Franc
EUR — EU Euro
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 | $ | 1,530 | |||||
Total Liability Derivatives | $ | 1,530 |
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 | $ | — | $ | 36,920 | $ | 36,920 | |||||||||||
Foreign exchange contracts | (1,122 | ) | — | (1,122 | ) | ||||||||||||
Total | $ | (1,122 | ) | $ | 36,920 | $ | 35,798 |
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 | $ | — | $ | 18,117 | $ | 18,117 | |||||||||||
Foreign exchange contracts | 267 | — | 267 | ||||||||||||||
Total | $ | 267 | $ | — | $ | 267 |
Morgan Stanley & Co. | Morgan Stanley & Co. International PLC | NBF Securities UK | Totals | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||||||
Written options | $ | 2 | $ | 1,518 | $ | 10 | $ | 1,530 | ||||||||||||||
Total Liabilities | $ | 2 | $ | 1,518 | $ | 10 | $ | 1,530 | ||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (2 | ) | $ | (1,518 | ) | $ | (10 | ) | (1,530 | ) | |||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | ||||||||||||||||
Net Exposure(1) | $ | (2 | ) | $ | (1,518 | ) | $ | (10 | ) | $ | (1,530 | ) |
(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. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $175,645,072. |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 63,526,842 | ||
Gross Unrealized Depreciation | (4,063,267 | ) | ||
Net Unrealized Appreciation | $ | 59,463,575 |
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 (0621-082021) |
| ■ 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 | |
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Balanced Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,051.20 | | | | | | 1.20% | | | | | $ | 6.10 | | | | | $ | 1,000.00 | | | | | $ | 1,018.84 | | | | | | 1.20% | | | | | $ | 6.01 | | |
Class I | | | | | 1,000.00 | | | | | | 1,054.30 | | | | | | 0.60 | | | | | | 3.06 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,053.70 | | | | | | 0.85 | | | | | | 4.33 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,051.90 | | | | | | 1.00 | | | | | | 5.09 | | | | | | 1,000.00 | | | | | | 1,019.84 | | | | | | 1.00 | | | | | | 5.01 | | |
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,031.80 | | | | | | 1.07% | | | | | $ | 5.39 | | | | | $ | 1,000.00 | | | | | $ | 1,019.49 | | | | | | 1.07% | | | | | $ | 5.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,034.90 | | | | | | 0.47 | | | | | | 2.37 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,033.60 | | | | | | 0.72 | | | | | | 3.63 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.72 | | | | | | 3.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,032.80 | | | | | | 0.87 | | | | | | 4.39 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,107.10 | | | | | | 1.27% | | | | | $ | 6.64 | | | | | $ | 1,000.00 | | | | | $ | 1,018.50 | | | | | | 1.27% | | | | | $ | 6.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,110.00 | | | | | | 0.67 | | | | | | 3.51 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,110.40 | | | | | | 0.67 | | | | | | 3.51 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,109.00 | | | | | | 0.92 | | | | | | 4.81 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,107.90 | | | | | | 1.07 | | | | | | 5.59 | | | | | | 1,000.00 | | | | | | 1,019.49 | | | | | | 1.07 | | | | | | 5.36 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,176.50 | | | | | | 1.24% | | | | | $ | 6.69 | | | | | $ | 1,000.00 | | | | | $ | 1,018.65 | | | | | | 1.24% | | | | | $ | 6.21 | | |
Class I | | | | | 1,000.00 | | | | | | 1,179.90 | | | | | | 0.64 | | | | | | 3.46 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,180.10 | | | | | | 0.64 | | | | | | 3.46 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class S | | | | | 1,000.00 | | | | | | 1,178.70 | | | | | | 0.89 | | | | | | 4.81 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,177.50 | | | | | | 1.04 | | | | | | 5.61 | | | | | | 1,000.00 | | | | | | 1,019.64 | | | | | | 1.04 | | | | | | 5.21 | | |
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,001.00 | | | | | | 0.88% | | | | | $ | 4.37 | | | | | $ | 1,000.00 | | | | | $ | 1,020.43 | | | | | | 0.88% | | | | | $ | 4.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,004.20 | | | | | | 0.28 | | | | | | 1.39 | | | | | | 1,000.00 | | | | | | 1,023.41 | | | | | | 0.28 | | | | | | 1.40 | | |
Class S | | | | | 1,000.00 | | | | | | 1,003.00 | | | | | | 0.53 | | | | | | 2.63 | | | | | | 1,000.00 | | | | | | 1,022.17 | | | | | | 0.53 | | | | | | 2.66 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,147.70 | | | | | | 0.79% | | | | | $ | 4.21 | | | | | $ | 1,000.00 | | | | | $ | 1,020.88 | | | | | | 0.79% | | | | | $ | 3.96 | | |
Class I | | | | | 1,000.00 | | | | | | 1,151.00 | | | | | | 0.26 | | | | | | 1.39 | | | | | | 1,000.00 | | | | | | 1,023.51 | | | | | | 0.26 | | | | | | 1.30 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,151.90 | | | | | | 0.15 | | | | | | 0.80 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,149.40 | | | | | | 0.50 | | | | | | 2.66 | | | | | | 1,000.00 | | | | | | 1,022.32 | | | | | | 0.50 | | | | | | 2.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,148.70 | | | | | | 0.66 | | | | | | 3.52 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
VY® Clarion Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,245.40 | | | | | | 1.28% | | | | | $ | 7.13 | | | | | $ | 1,000.00 | | | | | $ | 1,018.45 | | | | | | 1.28% | | | | | $ | 6.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,249.00 | | | | | | 0.68 | | | | | | 3.79 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.68 | | | | | | 3.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,247.50 | | | | | | 0.93 | | | | | | 5.18 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,246.70 | | | | | | 1.08 | | | | | | 6.02 | | | | | | 1,000.00 | | | | | | 1,019.44 | | | | | | 1.08 | | | | | | 5.41 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,150.60 | | | | | | 1.45% | | | | | $ | 7.73 | | | | | $ | 1,000.00 | | | | | $ | 1,017.60 | | | | | | 1.45% | | | | | $ | 7.25 | | |
Class I | | | | | 1,000.00 | | | | | | 1,154.00 | | | | | | 0.85 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,154.20 | | | | | | 0.85 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S | | | | | 1,000.00 | | | | | | 1,152.60 | | | | | | 1.10 | | | | | | 5.87 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.10 | | | | | | 5.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,151.60 | | | | | | 1.25 | | | | | | 6.67 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.25 | | | | | | 6.26 | | |
| | | 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+* | | | | $ | 310,262,371 | | | | | $ | 514,815,414 | | | | | $ | 5,950,332,542 | | | | | $ | 1,106,223,072 | | |
Investments in affiliates at fair value** | | | | | 27,440,778 | | | | | | — | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 1,407,734 | | | | | | 31,956,487 | | | | | | 87,209,482 | | | | | | 15,339,909 | | |
Cash | | | | | 5,845,611 | | | | | | 904,291 | | | | | | 22,814,062 | | | | | | 233,044 | | |
Cash collateral for futures contracts | | | | | 338,005 | | | | | | — | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 350,000 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 18,551 | | | | | | — | | | | | | — | | | | | | 150,415 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 85,598 | | | | | | 4,946,200 | | | | | | 9,392,780 | | | | | | — | | |
Fund shares sold | | | | | 199,500 | | | | | | 790,084 | | | | | | 992,421 | | | | | | 284,392 | | |
Dividends | | | | | 195,165 | | | | | | — | | | | | | 2,376,362 | | | | | | 1,548,161 | | |
Interest | | | | | 934,599 | | | | | | 7,911,115 | | | | | | 669 | | | | | | — | | |
Foreign tax reclaims | | | | | 196,777 | | | | | | — | | | | | | 10,876 | | | | | | 203,823 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 1,525,141 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 94 | | | | | | — | | | | | | 1,776 | | | | | | 273 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | — | | | | | | 196,002 | | | | | | 140,777 | | |
Other assets | | | | | 23,201 | | | | | | 33,596 | | | | | | 261,034 | | | | | | 71,832 | | |
Total assets | | | | | 348,823,125 | | | | | | 561,357,187 | | | | | | 6,073,588,006 | | | | | | 1,124,195,698 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,983,208 | | | | | | 9,724,845 | | | | | | 515,234 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 98,434 | | | | | | 166,014 | | | | | | 11,306,175 | | | | | | 1,278,572 | | |
Payable upon receipt of securities loaned | | | | | 1,407,734 | | | | | | 23,707,317 | | | | | | 35,425,482 | | | | | | 13,149,909 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 1,797,364 | | | | | | — | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 7,425 | | | | | | — | | | | | | — | | | | | | — | | |
Variation margin payable on futures contracts | | | | | 67,442 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for unified fees | | | | | — | | | | | | 217,716 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 157,855 | | | | | | — | | | | | | 3,112,879 | | | | | | 656,001 | | |
Payable for distribution and shareholder service fees | | | | | 88,441 | | | | | | 92,540 | | | | | | 1,397,833 | | | | | | 166,472 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 23,201 | | | | | | 33,596 | | | | | | 261,034 | | | | | | 71,832 | | |
Payable for trustee fees | | | | | 1,715 | | | | | | — | | | | | | 31,425 | | | | | | 5,355 | | |
Other accrued expenses and liabilities | | | | | 59,264 | | | | | | — | | | | | | 979,325 | | | | | | 237,406 | | |
Written options, at fair value^ | | | | | 165,934 | | | | | | — | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 5,858,017 | | | | | | 33,942,028 | | | | | | 53,029,387 | | | | | | 15,565,547 | | |
NET ASSETS | | | | $ | 342,965,108 | | | | | $ | 527,415,159 | | | | | $ | 6,020,558,619 | | | | | $ | 1,108,630,151 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 300,403,613 | | | | | $ | 547,419,739 | | | | | $ | 2,631,860,301 | | | | | $ | 791,825,743 | | |
Total distributable earnings (loss) | | | | | 42,561,495 | | | | | | (20,004,580) | | | | | | 3,388,698,318 | | | | | | 316,804,408 | | |
NET ASSETS | | | | $ | 342,965,108 | | | | | $ | 527,415,159 | | | | | $ | 6,020,558,619 | | | | | $ | 1,108,630,151 | | |
+ Including securities loaned at value | | | | $ | 1,337,242 | | | | | $ | 23,116,457 | | | | | $ | 34,685,390 | | | | | $ | 12,872,995 | | |
* Cost of investments in securities | | | | $ | 276,629,784 | | | | | $ | 484,654,638 | | | | | $ | 4,661,565,061 | | | | | $ | 922,932,382 | | |
** Cost of investments in affiliates | | | | $ | 28,415,449 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 1,407,734 | | | | | $ | 31,956,836 | | | | | $ | 87,209,482 | | | | | $ | 15,339,909 | | |
‡ Cost of foreign currencies | | | | $ | 18,608 | | | | | $ | — | | | | | $ | — | | | | | $ | 139,847 | | |
^ Premiums received on written options | | | | $ | 203,428 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 66,165,492 | | | | | $ | 79,439,839 | | | | | $ | 2,107,342,830 | | | | | $ | 53,216,107 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,443,650 | | | | | | 7,921,687 | | | | | | 93,079,424 | | | | | | 4,054,553 | | |
Net asset value and redemption price per share | | | | $ | 10.27 | | | | | $ | 10.03 | | | | | $ | 22.64 | | | | | $ | 13.13 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 8,061,513 | | | | | $ | 188,050,950 | | | | | $ | 1,920,972,751 | | | | | $ | 374,176,283 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 741,370 | | | | | | 18,737,933 | | | | | | 75,565,404 | | | | | | 27,697,177 | | |
Net asset value and redemption price per share | | | | $ | 10.87 | | | | | $ | 10.04 | | | | | $ | 25.42 | | | | | $ | 13.51 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 91,650,183 | | | | | $ | 7,894,214 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,602,602 | | | | | | 584,698 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 25.44 | | | | | $ | 13.50 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 264,355,383 | | | | | $ | 256,906,380 | | | | | $ | 1,836,204,244 | | | | | $ | 673,162,610 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 24,480,815 | | | | | | 25,617,868 | | | | | | 74,921,290 | | | | | | 50,760,356 | | |
Net asset value and redemption price per share | | | | $ | 10.80 | | | | | $ | 10.03 | | | | | $ | 24.51 | | | | | $ | 13.26 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,382,720 | | | | | $ | 3,017,990 | | | | | $ | 64,388,611 | | | | | $ | 180,937 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 407,556 | | | | | | 300,527 | | | | | | 2,657,316 | | | | | | 13,636 | | |
Net asset value and redemption price per share | | | | $ | 10.75 | | | | | $ | 10.04 | | | | | $ | 24.23 | | | | | $ | 13.27 | | |
| | | 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+* | | | | $ | 391,328,196 | | | | | $ | 7,871,610,300 | | | | | $ | 284,295,757 | | | | | $ | 686,401,459 | | |
Short-term investments at fair value† | | | | | 7,476,268 | | | | | | 43,778,896 | | | | | | 2,899,650 | | | | | | 35,277,600 | | |
Cash | | | | | 46,521 | | | | | | 1,556,033 | | | | | | — | | | | | | — | | |
Cash collateral for futures contracts | | | | | 210,741 | | | | | | 2,431,000 | | | | | | — | | | | | | 388,000 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 758,398 | | | | | | 187,690 | | | | | | 3,123,662 | | | | | | 481,591 | | |
Fund shares sold | | | | | 455,906 | | | | | | 5,782,729 | | | | | | 27,062 | | | | | | 2,020,706 | | |
Dividends | | | | | 288 | | | | | | 4,583,432 | | | | | | 890,686 | | | | | | 438,961 | | |
Interest | | | | | 1,045,077 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | — | | | | | | 4,056 | | |
Variation margin on futures contracts | | | | | — | | | | | | 69,206 | | | | | | — | | | | | | 7,200 | | |
Prepaid expenses | | | | | — | | | | | | — | | | | | | 67 | | | | | | — | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 262,053 | | | | | | 64,152 | | | | | | — | | |
Other assets | | | | | 15,073 | | | | | | 187,606 | | | | | | 26,304 | | | | | | 27,686 | | |
Total assets | | | | | 401,336,468 | | | | | | 7,930,448,945 | | | | | | 291,327,340 | | | | | | 725,047,259 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 2,040,101 | | | | | | — | | | | | | 2,654,160 | | | | | | 1,078,653 | | |
Payable for fund shares redeemed | | | | | 88,406 | | | | | | 2,440,727 | | | | | | 1,552,574 | | | | | | 149,892 | | |
Payable upon receipt of securities loaned | | | | | 1,236,268 | | | | | | 6,661,896 | | | | | | 2,075,588 | | | | | | 22,870,042 | | |
Variation margin payable on futures contracts | | | | | 366 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for unified fees | | | | | 90,819 | | | | | | 1,677,404 | | | | | | — | | | | | | 490,459 | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 183,313 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 21,926 | | | | | | 157,769 | | | | | | 74,289 | | | | | | 102,912 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 15,073 | | | | | | 187,606 | | | | | | 26,304 | | | | | | 27,686 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 1,327 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 112,260 | | | | | | — | | |
Total liabilities | | | | | 3,492,959 | | | | | | 11,125,402 | | | | | | 6,679,815 | | | | | | 24,719,644 | | |
NET ASSETS | | | | $ | 397,843,509 | | | | | $ | 7,919,323,543 | | | | | $ | 284,647,525 | | | | | $ | 700,327,615 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 395,313,763 | | | | | $ | 3,034,052,224 | | | | | $ | 220,354,489 | | | | | $ | 441,925,810 | | |
Total distributable earnings | | | | | 2,529,746 | | | | | | 4,885,271,319 | | | | | | 64,293,036 | | | | | | 258,401,805 | | |
NET ASSETS | | | | $ | 397,843,509 | | | | | $ | 7,919,323,543 | | | | | $ | 284,647,525 | | | | | $ | 700,327,615 | | |
+ Including securities loaned at value | | | | $ | 1,209,759 | | | | | $ | 6,518,162 | | | | | $ | 2,032,590 | | | | | $ | 22,352,584 | | |
* Cost of investments in securities | | | | $ | 389,346,024 | | | | | $ | 4,234,028,630 | | | | | $ | 222,750,500 | | | | | $ | 516,571,250 | | |
† Cost of short-term investments | | | | $ | 7,476,268 | | | | | $ | 43,778,896 | | | | | $ | 2,899,650 | | | | | $ | 35,277,600 | | |
| | | 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 | | | | $ | 14,189,719 | | | | | $ | 101,926,852 | | | | | $ | 55,958,362 | | | | | $ | 145,711,874 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,424,437 | | | | | | 4,877,076 | | | | | | 1,544,430 | | | | | | 7,337,314 | | |
Net asset value and redemption price per share | | | | $ | 9.96 | | | | | $ | 20.90 | | | | | $ | 36.23 | | | | | $ | 19.86 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 310,548,938 | | | | | $ | 4,401,170,008 | | | | | $ | 16,936,091 | | | | | $ | 281,381,232 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 30,552,583 | | | | | | 201,905,038 | | | | | | 439,050 | | | | | | 12,904,461 | | |
Net asset value and redemption price per share | | | | $ | 10.16 | | | | | $ | 21.80 | | | | | $ | 38.57 | | | | | $ | 21.80 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,949,849,092 | | | | | | 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 | | | | | | 134,576,099 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 21.92 | | | | | | n/a | | | | | | n/a | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 130,006,807 | | |
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 | | | | | | 5,968,515 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 21.78 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 73,104,852 | | | | | $ | 294,502,735 | | | | | $ | 199,504,653 | | | | | $ | 134,430,458 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,138,015 | | | | | | 13,671,873 | | | | | | 5,180,323 | | | | | | 6,288,465 | | |
Net asset value and redemption price per share | | | | $ | 10.24 | | | | | $ | 21.54 | | | | | $ | 38.51 | | | | | $ | 21.38 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 171,874,856 | | | | | $ | 12,248,419 | | | | | $ | 8,797,244 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 8,091,416 | | | | | | 320,641 | | | | | | 418,109 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 21.24 | | | | | $ | 38.20 | | | | | $ | 21.04 | | |
| | | 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* | | | | $ | 1,844,255 | | | | | $ | — | | | | | $ | 20,555,087 | | | | | $ | 10,195,966 | | |
Dividends from affiliated underlying funds | | | | | 554,227 | | | | | | — | | | | | | — | | | | | | — | | |
Interest, net of foreign taxes withheld* | | | | | 2,659,114 | | | | | | 14,864,891 | | | | | | 479 | | | | | | — | | |
Securities lending income, net | | | | | 5,430 | | | | | | 45,050 | | | | | | 61,581 | | | | | | 9,190 | | |
Total investment income | | | | | 5,063,026 | | | | | | 14,909,941 | | | | | | 20,617,147 | | | | | | 10,205,156 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 935,247 | | | | | | — | | | | | | 20,141,144 | | | | | | 3,841,631 | | |
Unified fees | | | | | — | | | | | | 1,287,957 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 197,235 | | | | | | 235,943 | | | | | | 6,053,288 | | | | | | 153,294 | | |
Class S | | | | | 327,278 | | | | | | 320,191 | | | | | | 2,230,203 | | | | | | 814,977 | | |
Class S2 | | | | | 9,194 | | | | | | 6,373 | | | | | | 128,100 | | | | | | 341 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 8,183 | | | | | | — | | | | | | 434,870 | | | | | | 15,830 | | |
Class I | | | | | 986 | | | | | | — | | | | | | 491,605 | | | | | | 110,179 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 46 | | | | | | 2 | | |
Class S | | | | | 32,587 | | | | | | — | | | | | | 384,524 | | | | | | 202,090 | | |
Class S2 | | | | | 573 | | | | | | — | | | | | | 13,804 | | | | | | 53 | | |
Shareholder reporting expense | | | | | 10,317 | | | | | | — | | | | | | 107,190 | | | | | | 40,960 | | |
Professional fees | | | | | 9,050 | | | | | | — | | | | | | 98,077 | | | | | | 19,606 | | |
Custody and accounting expense | | | | | 36,608 | | | | | | — | | | | | | 268,660 | | | | | | 47,603 | | |
Trustee fees and expenses | | | | | 6,858 | | | | | | 10,457 | | | | | | 125,697 | | | | | | 21,420 | | |
Miscellaneous expense | | | | | 7,428 | | | | | | — | | | | | | 93,701 | | | | | | 17,620 | | |
Interest expense | | | | | — | | | | | | — | | | | | | 1,261 | | | | | | 371 | | |
Total expenses | | | | | 1,581,544 | | | | | | 1,860,921 | | | | | | 30,572,170 | | | | | | 5,285,977 | | |
Waived and reimbursed fees | | | | | (22,865) | | | | | | (39,431) | | | | | | (1,196,357) | | | | | | (905,696) | | |
Net expenses | | | | | 1,558,679 | | | | | | 1,821,490 | | | | | | 29,375,813 | | | | | | 4,380,281 | | |
Net investment income (loss) | | | | | 3,504,347 | | | | | | 13,088,451 | | | | | | (8,758,666) | | | | | | 5,824,875 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 12,540,001 | | | | | | 9,422,606 | | | | | | 975,538,090 | | | | | | 135,687,356 | | |
Forward foreign currency contracts | | | | | (176,232) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (4,595) | | | | | | — | | | | | | — | | | | | | 827 | | |
Futures | | | | | 464,502 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | (642,418) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 698,828 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 12,880,086 | | | | | | 9,422,606 | | | | | | 975,538,090 | | | | | | 135,688,183 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 2,181,231 | | | | | | (5,017,612) | | | | | | (350,503,203) | | | | | | 31,377,513 | | |
Affiliated underlying funds | | | | | 314,771 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (186,280) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (38,045) | | | | | | — | | | | | | — | | | | | | (6,309) | | |
Futures | | | | | (924,953) | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | (11,544) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (19,572) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,315,608 | | | | | | (5,017,612) | | | | | | (350,503,203) | | | | | | 31,371,204 | | |
Net realized and unrealized gain | | | | | 14,195,694 | | | | | | 4,404,994 | | | | | | 625,034,887 | | | | | | 167,059,387 | | |
Increase in net assets resulting from operations | | | | $ | 17,700,041 | | | | | $ | 17,493,445 | | | | | $ | 616,276,221 | | | | | $ | 172,884,262 | | |
* Foreign taxes withheld | | | | $ | 40,655 | | | | | $ | — | | | | | $ | 16,313 | | | | | $ | 23,420 | | |
| | | 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* | | | | $ | 2,043 | | | | | $ | 56,095,058 | | | | | $ | 3,008,783 | | | | | $ | 3,204,891 | | |
Interest | | | | | 2,888,805 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 5,911 | | | | | | 99,695 | | | | | | 1,037 | | | | | | 52,378 | | |
Total investment income | | | | | 2,896,759 | | | | | | 56,194,753 | | | | | | 3,009,820 | | | | | | 3,257,269 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | — | | | | | | 1,101,906 | | | | | | — | | |
Unified fees | | | | | 546,715 | | | | | | 10,120,169 | | | | | | — | | | | | | 2,859,594 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 43,333 | | | | | | 264,259 | | | | | | 156,169 | | | | | | 423,960 | | |
Class S | | | | | 89,641 | | | | | | 351,199 | | | | | | 230,277 | | | | | | 167,896 | | |
Class S2 | | | | | — | | | | | | 318,883 | | | | | | 23,788 | | | | | | 17,873 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 38,225 | | | | | | — | | |
Class I | | | | | — | | | | | | — | | | | | | 10,945 | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | 135,273 | | | | | | — | | |
Class S2 | | | | | — | | | | | | — | | | | | | 8,734 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 19,616 | | | | | | — | | |
Professional fees | | | | | — | | | | | | — | | | | | | 6,878 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 17,790 | | | | | | — | | |
Trustee fees and expenses | | | | | 8,405 | | | | | | 142,088 | | | | | | 5,305 | | | | | | 10,075 | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 9,273 | | | | | | — | | |
Interest expense | | | | | — | | | | | | 3,008 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 688,094 | | | | | | 11,199,606 | | | | | | 1,764,179 | | | | | | 3,479,398 | | |
Waived and reimbursed fees | | | | | — | | | | | | (1,655,339) | | | | | | (451,363) | | | | | | — | | |
Brokerage commission recapture | | | | | — | | | | | | — | | | | | | (2,736) | | | | | | (21,497) | | |
Net expenses | | | | | 688,094 | | | | | | 9,544,267 | | | | | | 1,310,080 | | | | | | 3,457,901 | | |
Net investment income (loss) | | | | | 2,208,665 | | | | | | 46,650,486 | | | | | | 1,699,740 | | | | | | (200,632) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 1,055,821 | | | | | | 481,643,557 | | | | | | 20,224,660 | | | | | | 61,789,991 | | |
Futures | | | | | 320,727 | | | | | | 11,340,886 | | | | | | — | | | | | | 857,875 | | |
Net realized gain | | | | | 1,376,548 | | | | | | 492,984,443 | | | | | | 20,224,660 | | | | | | 62,647,866 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (1,876,041) | | | | | | 571,729,504 | | | | | | 36,252,278 | | | | | | 30,265,135 | | |
Futures | | | | | (172,639) | | | | | | (654,837) | | | | | | — | | | | | | (19,701) | | |
Net change in unrealized appreciation (depreciation) | | | | | (2,048,680) | | | | | | 571,074,667 | | | | | | 36,252,278 | | | | | | 30,245,434 | | |
Net realized and unrealized gain (loss) | | | | | (672,132) | | | | | | 1,064,059,110 | | | | | | 56,476,938 | | | | | | 92,893,300 | | |
Increase in net assets resulting from operations | | | | $ | 1,536,533 | | | | | $ | 1,110,709,596 | | | | | $ | 58,176,678 | | | | | $ | 92,692,668 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 5,082 | | | | | $ | — | | | | | $ | 7,626 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,504,347 | | | | | $ | 8,644,202 | | | | | $ | 13,088,451 | | | | | $ | 27,740,605 | | |
Net realized gain (loss) | | | | | 12,880,086 | | | | | | (13,552,226) | | | | | | 9,422,606 | | | | | | (20,138,392) | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,315,608 | | | | | | 11,717,846 | | | | | | (5,017,612) | | | | | | 18,077,591 | | |
Increase in net assets resulting from operations | | | | | 17,700,041 | | | | | | 6,809,822 | | | | | | 17,493,445 | | | | | | 25,679,804 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (7,134,246) | | | | | | (1,932,381) | | | | | | (3,864,352) | | |
Class I | | | | | — | | | | | | (809,293) | | | | | | (5,173,634) | | | | | | (10,017,767) | | |
Class S | | | | | — | | | | | | (27,521,585) | | | | | | (6,739,987) | | | | | | (14,033,668) | | |
Class S2 | | | | | — | | | | | | (530,338) | | | | | | (81,426) | | | | | | (151,411) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (43,781) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (101,134) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (147,736) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,649) | | |
Total distributions | | | | | — | | | | | | (35,995,462) | | | | | | (13,927,428) | | | | | | (28,361,498) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,349,497 | | | | | | 17,474,471 | | | | | | 19,776,464 | | | | | | 52,668,235 | | |
Reinvestment of distributions | | | | | — | | | | | | 35,995,462 | | | | | | 13,927,428 | | | | | | 28,361,498 | | |
| | | | | 6,349,497 | | | | | | 53,469,933 | | | | | | 33,703,892 | | | | | | 81,029,733 | | |
Cost of shares redeemed | | | | | (27,268,293) | | | | | | (66,713,173) | | | | | | (50,885,661) | | | | | | (124,621,505) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (20,918,796) | | | | | | (13,243,240) | | | | | | (17,181,769) | | | | | | (43,591,772) | | |
Net decrease in net assets | | | | | (3,218,755) | | | | | | (42,428,880) | | | | | | (13,615,752) | | | | | | (46,273,466) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 346,183,863 | | | | | | 388,612,743 | | | | | | 541,030,911 | | | | | | 587,304,377 | | |
End of year or period | | | | $ | 342,965,108 | | | | | $ | 346,183,863 | | | | | $ | 527,415,159 | | | | | $ | 541,030,911 | | |
| | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | (8,758,666) | | | | | $ | (5,867,599) | | | | | $ | 5,824,875 | | | | | $ | 16,840,193 | | |
Net realized gain (loss) | | | | | 975,538,090 | | | | | | 1,147,315,271 | | | | | | 135,688,183 | | | | | | (7,237,969) | | |
Net change in unrealized appreciation (depreciation) | | | | | (350,503,203) | | | | | | 447,817,571 | | | | | | 31,371,204 | | | | | | 33,011,880 | | |
Increase in net assets resulting from operations | | | | | 616,276,221 | | | | | | 1,589,265,243 | | | | | | 172,884,262 | | | | | | 42,614,104 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (235,045,550) | | | | | | — | | | | | | (4,976,325) | | |
Class I | | | | | — | | | | | | (247,062,817) | | | | | | — | | �� | | | | (35,461,124) | | |
Class R6 | | | | | — | | | | | | (8,738,453) | | | | | | — | | | | | | (21,589) | | |
Class S | | | | | — | | | | | | (203,650,756) | | | | | | — | | | | | | (64,530,149) | | |
Class S2 | | | | | — | | | | | | (7,235,193) | | | | | | — | | | | | | (15,065) | | |
Total distributions | | | | | — | | | | | | (701,732,769) | | | | | | — | | | | | | (105,004,252) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 77,385,887 | | | | | | 282,173,067 | | | | | | 18,870,569 | | | | | | 18,878,124 | | |
Reinvestment of distributions | | | | | — | | | | | | 701,732,769 | | | | | | — | | | | | | 105,004,252 | | |
| | | | | 77,385,887 | | | | | | 983,905,836 | | | | | | 18,870,569 | | | | | | 123,882,376 | | |
Cost of shares redeemed | | | | | (1,204,033,522) | | | | | | (1,192,592,025) | | | | | | (72,078,778) | | | | | | (158,984,653) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (1,126,647,635) | | | | | | (208,686,189) | | | | | | (53,208,209) | | | | | | (35,102,277) | | |
Net increase (decrease) in net assets | | | | | (510,371,414) | | | | | | 678,846,285 | | | | | | 119,676,053 | | | | | | (97,492,425) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 6,530,930,033 | | | | | | 5,852,083,748 | | | | | | 988,954,098 | | | | | | 1,086,446,523 | | |
End of year or period | | | | $ | 6,020,558,619 | | | | | $ | 6,530,930,033 | | | | | $ | 1,108,630,151 | | | | | $ | 988,954,098 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,208,665 | | | | | $ | 6,076,550 | | | | | $ | 46,650,486 | | | | | $ | 109,749,181 | | |
Net realized gain | | | | | 1,376,548 | | | | | | 3,048,233 | | | | | | 492,984,443 | | | | | | 730,953,817 | | |
Net change in unrealized appreciation (depreciation) | | | | | (2,048,680) | | | | | | 2,427,379 | | | | | | 571,074,667 | | | | | | 428,538,281 | | |
Increase in net assets resulting from operations | | | | | 1,536,533 | | | | | | 11,552,162 | | | | | | 1,110,709,596 | | | | | | 1,269,241,279 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (116,966) | | | | | | (242,778) | | | | | | — | | | | | | (5,102,873) | | |
Class I | | | | | (3,428,428) | | | | | | (6,269,649) | | | | | | — | | | | | | (236,749,487) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | (145,581,699) | | |
Class S | | | | | (706,347) | | | | | | (1,467,187) | | | | | | — | | | | | | (14,342,616) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (7,572,526) | | |
Total distributions | | | | | (4,251,741) | | | | | | (7,979,614) | | | | | | — | | | | | | (409,349,201) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 35,341,383 | | | | | | 232,269,160 | | | | | | 447,438,174 | | | | | | 1,646,848,722 | | |
Reinvestment of distributions | | | | | 4,249,669 | | | | | | 7,953,023 | | | | | | — | | | | | | 409,349,201 | | |
| | | | | 39,591,052 | | | | | | 240,222,183 | | | | | | 447,438,174 | | | | | | 2,056,197,923 | | |
Cost of shares redeemed | | | | | (58,154,568) | | | | | | (112,500,304) | | | | | | (1,338,290,895) | | | | | | (2,212,680,724) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (18,563,516) | | | | | | 127,721,879 | | | | | | (890,852,721) | | | | | | (156,482,801) | | |
Net increase (decrease) in net assets | | | | | (21,278,724) | | | | | | 131,294,427 | | | | | | 219,856,875 | | | | | | 703,409,277 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 419,122,233 | | | | | | 287,827,806 | | | | | | 7,699,466,668 | | | | | | 6,996,057,391 | | |
End of year or period | | | | $ | 397,843,509 | | | | | $ | 419,122,233 | | | | | $ | 7,919,323,543 | | | | | $ | 7,699,466,668 | | |
| | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 1,699,740 | | | | | $ | 4,258,919 | | | | | $ | (200,632) | | | | | $ | 1,780,059 | | |
Net realized gain (loss) | | | | | 20,224,660 | | | | | | (18,888,871) | | | | | | 62,647,866 | | | | | | 28,044,841 | | |
Net change in unrealized appreciation (depreciation) | | | | | 36,252,278 | | | | | | (10,732,222) | | | | | | 30,245,434 | | | | | | 54,066,275 | | |
Increase (decrease) in net assets resulting from operations | | | | | 58,176,678 | | | | | | (25,362,174) | | | | | | 92,692,668 | | | | | | 83,891,175 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (6,700,379) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (2,012,016) | | | | | | — | | | | | | — | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (23,267,019) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (1,602,043) | | | | | | — | | | | | | — | | |
Total distributions | | | | | — | | | | | | (33,581,457) | | | | | | — | | | | | | — | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 8,060,671 | | | | | | 18,588,194 | | | | | | 114,239,152 | | | | | | 174,298,740 | | |
Reinvestment of distributions | | | | | — | | | | | | 33,581,457 | | | | | | — | | | | | | — | | |
| | | | | 8,060,671 | | | | | | 52,169,651 | | | | | | 114,239,152 | | | | | | 174,298,740 | | |
Cost of shares redeemed | | | | | (29,319,754) | | | | | | (79,521,435) | | | | | | (95,394,567) | | | | | | (217,374,403) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (21,259,083) | | | | | | (27,351,784) | | | | | | 18,844,585 | | | | | | (43,075,663) | | |
Net increase (decrease) in net assets | | | | | 36,917,595 | | | | | | (86,295,415) | | | | | | 111,537,253 | | | | | | 40,815,512 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 247,729,930 | | | | | | 334,025,345 | | | | | | 588,790,362 | | | | | | 547,974,850 | | |
End of year or period | | | | $ | 284,647,525 | | | | | $ | 247,729,930 | | | | | $ | 700,327,615 | | | | | $ | 588,790,362 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 9.77 | | | | | | 0.09• | | | | | | 0.41 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.27 | | | | | | 5.12 | | | | | | 1.22 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.78 | | | | | | 66,165 | | | | | | 50 | | |
12-31-20 | | | | | 10.65 | | | | | | 0.21• | | | | | | (0.01) | | | | | | 0.20 | | | | | | 0.36 | | | | | | 0.72 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 9.77 | | | | | | 2.80 | | | | | | 1.22 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.20 | | | | | | 66,515 | | | | | | 69 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.31 | | | | | | 0.13• | | | | | | 0.43 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.87 | | | | | | 5.43 | | | | | | 0.62 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.38 | | | | | | 8,062 | | | | | | 50 | | |
12-31-20 | | | | | 11.19 | | | | | | 0.29• | | | | | | (0.03) | | | | | | 0.26 | | | | | | 0.42 | | | | | | 0.72 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 10.31 | | | | | | 3.33 | | | | | | 0.62 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.79 | | | | | | 7,943 | | | | | | 69 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.25 | | | | | | 0.11• | | | | | | 0.44 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.80 | | | | | | 5.37 | | | | | | 0.87 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.12 | | | | | | 264,355 | | | | | | 50 | | |
12-31-20 | | | | | 11.13 | | | | | | 0.26• | | | | | | (0.03) | | | | | | 0.23 | | | | | | 0.39 | | | | | | 0.72 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 10.25 | | | | | | 3.03 | | | | | | 0.87 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.55 | | | | | | 266,536 | | | | | | 69 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.22 | | | | | | 0.10• | | | | | | 0.43 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.75 | | | | | | 5.19 | | | | | | 1.02 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.97 | | | | | | 4,383 | | | | | | 50 | | |
12-31-20 | | | | | 11.10 | | | | | | 0.27 | | | | | | (0.04) | | | | | | 0.23 | | | | | | 0.39 | | | | | | 0.72 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 10.22 | | | | | | 3.02 | | | | | | 1.02 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.40 | | | | | | 5,189 | | | | | | 69 | | |
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 | | |
Voya High Yield Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 9.96 | | | | | | 0.23• | | | | | | 0.08 | | | | | | 0.31 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.03 | | | | | | 3.18 | | | | | | 1.09 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 4.60 | | | | | | 79,440 | | | | | | 36 | | |
12-31-20 | | | | | 9.94 | | | | | | 0.46• | | | | | | 0.03 | | | | | | 0.49 | | | | | | 0.46 | | | | | | — | | | | | | 0.01 | | | | | | 0.47 | | | | | | — | | | | | | 9.96 | | | | | | 5.26 | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 4.80 | | | | | | 80,017 | | | | | | 90 | | |
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 | | |
| | | | | | | | | 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 High Yield Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 9.97 | | | | | | 0.26• | | | | | | 0.08 | | | | | | 0.34 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.04 | | | | | | 3.49 | | | | | | 0.49 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 5.20 | | | | | | 188,051 | | | | | | 36 | | |
12-31-20 | | | | | 9.94 | | | | | | 0.51• | | | | | | 0.05 | | | | | | 0.56 | | | | | | 0.52 | | | | | | — | | | | | | 0.01 | | | | | | 0.53 | | | | | | — | | | | | | 9.97 | | | | | | 6.00 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.40 | | | | | | 191,358 | | | | | | 90 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 9.96 | | | | | | 0.24• | | | | | | 0.09 | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.03 | | | | | | 3.36 | | | | | | 0.74 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 4.95 | | | | | | 256,906 | | | | | | 36 | | |
12-31-20 | | | | | 9.94 | | | | | | 0.49• | | | | | | 0.04 | | | | | | 0.53 | | | | | | 0.50 | | | | | | — | | | | | | 0.01 | | | | | | 0.51 | | | | | | — | | | | | | 9.96 | | | | | | 5.63 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.15 | | | | | | 266,537 | | | | | | 90 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 9.97 | | | | | | 0.24• | | | | | | 0.08 | | | | | | 0.32 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.04 | | | | | | 3.28 | | | | | | 0.89 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 4.80 | | | | | | 3,018 | | | | | | 36 | | |
12-31-20 | | | | | 9.95 | | | | | | 0.48• | | | | | | 0.03 | | | | | | 0.51 | | | | | | 0.48 | | | | | | — | | | | | | 0.01 | | | | | | 0.49 | | | | | | — | | | | | | 9.97 | | | | | | 5.48 | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 4.99 | | | | | | 3,119 | | | | | | 90 | | |
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 | | |
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 20.45 | | | | | | (0.06)• | | | | | | 2.25 | | | | | | 2.19 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.64 | | | | | | 10.71 | | | | | | 1.31 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.61) | | | | | | 2,107,343 | | | | | | 36 | | |
12-31-20 | | | | | 17.96 | | | | | | (0.08) | | | | | | 5.00 | | | | | | 4.92 | | | | | | — | | | | | | 2.43 | | | | | | — | | | | | | 2.43 | | | | | | — | | | | | | 20.45 | | | | | | 30.11 | | | | | | 1.32 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.43) | | | | | | 2,073,088 | | | | | | 86 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 22.90 | | | | | | (0.00)• | | | | | | 2.52 | | | | | | 2.52 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.42 | | | | | | 11.00 | | | | | | 0.71 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.01) | | | | | | 1,920,973 | | | | | | 36 | | |
12-31-20 | | | | | 19.83 | | | | | | 0.04 | | | | | | 5.57 | | | | | | 5.61 | | | | | | 0.11 | | | | | | 2.43 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 22.90 | | | | | | 30.88 | | | | | | 0.72 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.17 | | | | | | 2,436,873 | | | | | | 86 | | |
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 | | |
| | | | | | | | | 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 Large Cap Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 22.91 | | | | | | (0.00)• | | | | | | 2.53 | | | | | | 2.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.44 | | | | | | 11.04 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.01) | | | | | | 91,650 | | | | | | 36 | | |
12-31-20 | | | | | 19.84 | | | | | | 0.03 | | | | | | 5.58 | | | | | | 5.61 | | | | | | 0.11 | | | | | | 2.43 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 22.91 | | | | | | 30.86 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.16 | | | | | | 88,303 | | | | | | 86 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 22.10 | | | | | | (0.03)• | | | | | | 2.44 | | | | | | 2.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.51 | | | | | | 10.90 | | | | | | 0.96 | | | | | | 0.92 | | | | | | 0.92 | | | | | | (0.26) | | | | | | 1,836,204 | | | | | | 36 | | |
12-31-20 | | | | | 19.21 | | | | | | (0.01) | | | | | | 5.38 | | | | | | 5.37 | | | | | | 0.05 | | | | | | 2.43 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 22.10 | | | | | | 30.59 | | | | | | 0.97 | | | | | | 0.92 | | | | | | 0.92 | | | | | | (0.08) | | | | | | 1,867,154 | | | | | | 86 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 21.87 | | | | | | (0.05)• | | | | | | 2.41 | | | | | | 2.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.23 | | | | | | 10.79 | | | | | | 1.11 | | | | | | 1.07 | | | | | | 1.07 | | | | | | (0.41) | | | | | | 64,389 | | | | | | 36 | | |
12-31-20 | | | | | 19.03 | | | | | | (0.04) | | | | | | 5.33 | | | | | | 5.29 | | | | | | 0.02 | | | | | | 2.43 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 21.87 | | | | | | 30.43 | | | | | | 1.12 | | | | | | 1.07 | | | | | | 1.07 | | | | | | (0.22) | | | | | | 65,511 | | | | | | 86 | | |
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 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.16 | | | | | | 0.04• | | | | | | 1.93 | | | | | | 1.97 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.13 | | | | | | 17.65 | | | | | | 1.41 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 0.68 | | | | | | 53,216 | | | | | | 48 | | |
12-31-20 | | | | | 11.96 | | | | | | 0.15 | | | | | | 0.26 | | | | | | 0.41 | | | | | | 0.18 | | | | | | 1.03 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 11.16 | | | | | | 5.61 | | | | | | 1.43 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.43 | | | | | | 47,671 | | | | | | 130 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.45 | | | | | | 0.08• | | | | | | 1.98 | | | | | | 2.06 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.51 | | | | | | 17.99 | | | | | | 0.81 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.28 | | | | | | 374,176 | | | | | | 48 | | |
12-31-20 | | | | | 12.22 | | | | | | 0.22 | | | | | | 0.28 | | | | | | 0.50 | | | | | | 0.24 | | | | | | 1.03 | | | | | | — | | | | | | 1.27 | | | | | | — | | | | | | 11.45 | | | | | | 6.28 | | | | | | 0.83 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.02 | | | | | | 329,385 | | | | | | 130 | | |
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 | | |
| | | | | | | | | 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 Large Cap Value Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.44 | | | | | | 0.12• | | | | | | 1.94 | | | | | | 2.06 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.50 | | | | | | 18.01 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.74 | | | | | | 7,894 | | | | | | 48 | | |
12-31-20 | | | | | 12.21 | | | | | | 0.21• | | | | | | 0.29 | | | | | | 0.50 | | | | | | 0.24 | | | | | | 1.03 | | | | | | — | | | | | | 1.27 | | | | | | — | | | | | | 11.44 | | | | | | 6.27 | | | | | | 0.77 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.01 | | | | | | 230 | | | | | | 130 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.25 | | | | | | 0.06• | | | | | | 1.95 | | | | | | 2.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.26 | | | | | | 17.87 | | | | | | 1.06 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.03 | | | | | | 673,163 | | | | | | 48 | | |
12-31-20 | | | | | 12.04 | | | | | | 0.19 | | | | | | 0.27 | | | | | | 0.46 | | | | | | 0.22 | | | | | | 1.03 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 11.25 | | | | | | 5.97 | | | | | | 1.08 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.78 | | | | | | 611,514 | | | | | | 130 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.27 | | | | | | 0.06• | | | | | | 1.94 | | | | | | 2.00 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.27 | | | | | | 17.75 | | | | | | 1.21 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.88 | | | | | | 181 | | | | | | 48 | | |
12-31-20 | | | | | 12.06 | | | | | | 0.17• | | | | | | 0.27 | | | | | | 0.44 | | | | | | 0.20 | | | | | | 1.03 | | | | | | — | | | | | | 1.23 | | | | | | — | | | | | | 11.27 | | | | | | 5.86 | | | | | | 1.23 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.63 | | | | | | 154 | | | | | | 130 | | |
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 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.03 | | | | | | 0.03• | | | | | | (0.02) | | | | | | 0.01 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.96 | | | | | | 0.10 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.59 | | | | | | 14,190 | | | | | | 132 | | |
12-31-20 | | | | | 9.91 | | | | | | 0.12 | | | | | | 0.16 | | | | | | 0.28 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.03 | | | | | | 2.87 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.15 | | | | | | 15,016 | | | | | | 263 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.23 | | | | | | 0.06• | | | | | | (0.02) | | | | | | 0.04 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.16 | | | | | | 0.42 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.19 | | | | | | 310,549 | | | | | | 132 | | |
12-31-20 | | | | | 10.11 | | | | | | 0.17• | | | | | | 0.18 | | | | | | 0.35 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.23 | | | | | | 3.46 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.70 | | | | | | 332,196 | | | | | | 263 | | |
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 | | |
| | | | | | | | | 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 Limited Maturity Bond Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.31 | | | | | | 0.05• | | | | | | (0.02) | | | | | | 0.03 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.24 | | | | | | 0.30 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.94 | | | | | | 73,105 | | | | | | 132 | | |
12-31-20 | | | | | 10.19 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 0.32 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.31 | | | | | | 3.19 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.50 | | | | | | 71,911 | | | | | | 263 | | |
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 | | |
Voya U.S. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.21 | | | | | | 0.06• | | | | | | 2.63 | | | | | | 2.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.90 | | | | | | 14.77 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 0.65 | | | | | | 101,927 | | | | | | 1 | | |
12-31-20 | | | | | 16.38 | | | | | | 0.18 | | | | | | 2.55 | | | | | | 2.73 | | | | | | 0.24 | | | | | | 0.66 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 18.21 | | | | | | 17.48 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.03 | | | | | | 100,049 | | | | | | 9 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.94 | | | | | | 0.12• | | | | | | 2.74 | | | | | | 2.86 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.80 | | | | | | 15.10 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.18 | | | | | | 4,401,170 | | | | | | 1 | | |
12-31-20 | | | | | 16.99 | | | | | | 0.28 | | | | | | 2.66 | | | | | | 2.94 | | | | | | 0.33 | | | | | | 0.66 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 18.94 | | | | | | 18.11 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.55 | | | | | | 4,258,517 | | | | | | 9 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 19.03 | | | | | | 0.13• | | | | | | 2.76 | | | | | | 2.89 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.92 | | | | | | 15.19 | | | | | | 0.26 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.29 | | | | | | 2,949,849 | | | | | | 1 | | |
12-31-20 | | | | | 17.05 | | | | | | 0.28• | | | | | | 2.69 | | | | | | 2.97 | | | | | | 0.33 | | | | | | 0.66 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 19.03 | | | | | | 18.23 | | | | | | 0.26 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.67 | | | | | | 2,908,826 | | | | | | 9 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.74 | | | | | | 0.09• | | | | | | 2.71 | | | | | | 2.80 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.54 | | | | | | 14.94 | | | | | | 0.51 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.94 | | | | | | 294,503 | | | | | | 1 | | |
12-31-20 | | | | | 16.82 | | | | | | 0.24 | | | | | | 2.63 | | | | | | 2.87 | | | | | | 0.29 | | | | | | 0.66 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 18.74 | | | | | | 17.87 | | | | | | 0.51 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.32 | | | | | | 280,432 | | | | | | 9 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.49 | | | | | | 0.08• | | | | | | 2.67 | | | | | | 2.75 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.24 | | | | | | 14.87 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.78 | | | | | | 171,875 | | | | | | 1 | | |
12-31-20 | | | | | 16.62 | | | | | | 0.20 | | | | | | 2.59 | | | | | | 2.79 | | | | | | 0.26 | | | | | | 0.66 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 18.49 | | | | | | 17.62 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.16 | | | | | | 151,642 | | | | | | 9 | | |
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 | | |
VY® Clarion Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.09 | | | | | | 0.16• | | | | | | 6.98 | | | | | | 7.14 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 36.23 | | | | | | 24.54 | | | | | | 1.63 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.01 | | | | | | 55,958 | | | | | | 30 | | |
12-31-20 | | | | | 36.39 | | | | | | 0.41• | | | | | | (3.54) | | | | | | (3.13) | | | | | | 0.66 | | | | | | 3.51 | | | | | | — | | | | | | 4.17 | | | | | | — | | | | | | 29.09 | | | | | | (6.89) | | | | | | 1.63 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.38 | | | | | | 48,781 | | | | | | 103 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 30.88 | | | | | | 0.28• | | | | | | 7.41 | | | | | | 7.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 38.57 | | | | | | 24.90 | | | | | | 1.03 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.63 | | | | | | 16,936 | | | | | | 30 | | |
12-31-20 | | | | | 38.38 | | | | | | 0.55• | | | | | | (3.64) | | | | | | (3.09) | | | | | | 0.90 | | | | | | 3.51 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.88 | | | | | | (6.32) | | | | | | 1.03 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.76 | | | | | | 14,403 | | | | | | 103 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 30.87 | | | | | | 0.23• | | | | | | 7.41 | | | | | | 7.64 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 38.51 | | | | | | 24.75 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.36 | | | | | | 199,505 | | | | | | 30 | | |
12-31-20 | | | | | 38.32 | | | | | | 0.53• | | | | | | (3.68) | | | | | | (3.15) | | | | | | 0.79 | | | | | | 3.51 | | | | | | — | | | | | | 4.30 | | | | | | — | | | | | | 30.87 | | | | | | (6.53) | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.71 | | | | | | 173,126 | | | | | | 103 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 30.64 | | | | | | 0.20• | | | | | | 7.36 | | | | | | 7.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 38.20 | | | | | | 24.67 | | | | | | 1.43 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.19 | | | | | | 12,248 | | | | | | 30 | | |
12-31-20 | | | | | 38.07 | | | | | | 0.46• | | | | | | (3.64) | | | | | | (3.18) | | | | | | 0.74 | | | | | | 3.51 | | | | | | — | | | | | | 4.25 | | | | | | — | | | | | | 30.64 | | | | | | (6.69) | | | | | | 1.43 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.49 | | | | | | 11,420 | | | | | | 103 | | |
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 | | |
| | | | | | | | | 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 Small Cap Core Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.26 | | | | | | (0.05)• | | | | | | 2.65 | | | | | | 2.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.86 | | | | | | 15.06 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 1.45 | | | | | | (0.48) | | | | | | 145,712 | | | | | | 36 | | |
12-31-20 | | | | | 14.90 | | | | | | (0.01) | | | | | | 2.37 | | | | | | 2.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.26 | | | | | | 15.84 | | | | | | 1.47 | | | | | | 1.47 | | | | | | 1.46 | | | | | | (0.03) | | | | | | 128,295 | | | | | | 71 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.89 | | | | | | 0.01• | | | | | | 2.90 | | | | | | 2.91 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.80 | | | | | | 15.40 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.13 | | | | | | 281,381 | | | | | | 36 | | |
12-31-20 | | | | | 16.21 | | | | | | 0.10 | | | | | | 2.58 | | | | | | 2.68 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.89 | | | | | | 16.53 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.57 | | | | | | 211,266 | | | | | | 71 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.87 | | | | | | 0.01• | | | | | | 2.90 | | | | | | 2.91 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.78 | | | | | | 15.42 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.12 | | | | | | 130,007 | | | | | | 36 | | |
12-31-20 | | | | | 16.20 | | | | | | 0.11• | | | | | | 2.56 | | | | | | 2.67 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.87 | | | | | | 16.48 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.70 | | | | | | 118,342 | | | | | | 71 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.55 | | | | | | (0.01)• | | | | | | 2.84 | | | | | | 2.83 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.38 | | | | | | 15.26 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | (0.14) | | | | | | 134,430 | | | | | | 36 | | |
12-31-20 | | | | | 15.95 | | | | | | 0.05 | | | | | | 2.55 | | | | | | 2.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.55 | | | | | | 16.30 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.31 | | | | | | 122,575 | | | | | | 71 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.27 | | | | | | (0.03)• | | | | | | 2.80 | | | | | | 2.77 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.04 | | | | | | 15.16 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 1.25 | | | | | | (0.29) | | | | | | 8,797 | | | | | | 36 | | |
12-31-20 | | | | | 15.74 | | | | | | 0.03 | | | | | | 2.50 | | | | | | 2.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.27 | | | | | | 16.07 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.26 | | | | | | 0.16 | | | | | | 8,312 | | | | | | 71 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Balanced Income | | | | $ | 102,508,065 | | | | | $ | 23,647,167 | | |
Limited Maturity Bond | | | | | 119,672,112 | | | | | | 29,506,930 | | |
U.S. Stock Index | | | | | 121,303,807 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 4,426,068 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 100,699,396 | | | | | $ | 122,905,991 | | |
High Yield | | | | | 187,381,391 | | | | | | 196,962,880 | | |
Large Cap Growth | | | | | 2,194,639,079 | | | | | | 3,389,727,508 | | |
Large Cap Value | | | | | 505,781,392 | | | | | | 551,077,831 | | |
Limited Maturity Bond | | | | | 100,464,776 | | | | | | 114,070,858 | | |
U.S. Stock Index | | | | | 82,926,771 | | | | | | 740,247,118 | | |
Clarion Real Estate | | | | | 79,034,705 | | | | | | 92,952,596 | | |
JPMorgan Small Cap Core Equity | | | | | 251,660,172 | | | | | | 229,506,000 | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 66,636,061 | | | | | $ | 59,209,579 | | |
Limited Maturity Bond | | | | | 415,314,516 | | | | | | 416,513,170 | | |
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(1) | | | 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(1) | | | 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(2) | | | 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(3) | | | 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 High Yield | | | Voya Investment Management Co. LLC* 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/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | JPMorgan Small Cap Core Equity | | | | | 9.57% | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 7.56 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 6.34 | | |
Voya Index Solution 2025 Portfolio | | | U.S. Stock Index | | | | | 5.37 | | |
Voya Index Solution 2035 Portfolio | | | U.S. Stock Index | | | | | 6.82 | | |
Voya Index Solution 2045 Portfolio | | | U.S. Stock Index | | | | | 6.31 | | |
Voya Institutional Trust Company | | | Balanced Income | | | | | 19.78 | | |
| | | Large Cap Growth | | | | | 13.74 | | |
| | | Large Cap Value | | | | | 5.09 | | |
| | | Clarion Real Estate | | | | | 23.38 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 33.47 | | |
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 16.73 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 32.88 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
| | | Large Cap Growth | | | | | 28.13% | | |
| | | Large Cap Value | | | | | 30.89 | | |
| | | U.S. Stock Index | | | | | 8.15 | | |
| | | Clarion Real Estate | | | | | 34.93 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 33.62 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 11.27 | | |
Portfolio | | | Amount | | |||
Balanced Income | | | | $ | 42,093 | | |
High Yield | | | | | — | | |
Large Cap Growth | | | | | 1,321,630 | | |
Large Cap Value | | | | | 327,475 | | |
Limited Maturity Bond | | | | | — | | |
U.S. Stock Index | | | | | — | | |
Clarion Real Estate | | | | | 192,960 | | |
JPMorgan Small Cap Core Equity | | | | | — | | |
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, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Balanced Income | | | | $ | 318,029 | | | | | $ | 27,621 | | | | | $ | 42,029 | | | | | $ | 387,679 | | |
U.S. Stock Index | | | | | 1,884,759 | | | | | | 2,616,153 | | | | | | 3,121,225 | | | | | | 7,622,137 | | |
Clarion Real Estate | | | | | 403,777 | | | | | | 543,905 | | | | | | 720,323 | | | | | | 1,668,005 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Large Cap Growth | | | | | 5 | | | | | $ | 7,092,200 | | | | | | 1.28% | | |
Large Cap Value | | | | | 7 | | | | | | 1,492,143 | | | | | | 1.28 | | |
U.S. Stock Index | | | | | 4 | | | | | | 21,318,000 | | | | | | 1.27 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 144,368 | | | | | | — | | | | | | — | | | | | | (511,223) | | | | | | (366,855) | | | | | | 1,453,528 | | | | | | — | | | | | | — | | | | | | (5,125,173) | | | | | | (3,671,645) | | |
12/31/2020 | | | | | 288,153 | | | | | | — | | | | | | 800,701 | | | | | | (1,615,563) | | | | | | (526,709) | | | | | | 2,865,188 | | | | | | — | | | | | | 7,134,246 | | | | | | (15,420,756) | | | | | | (5,421,322) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 19,556 | | | | | | — | | | | | | — | | | | | | (48,479) | | | | | | (28,923) | | | | | | 209,489 | | | | | | — | | | | | | — | | | | | | (512,085) | | | | | | (302,596) | | |
12/31/2020 | | | | | 41,869 | | | | | | — | | | | | | 86,279 | | | | | | (147,582) | | | | | | (19,434) | | | | | | 431,117 | | | | | | — | | | | | | 809,293 | | | | | | (1,424,770) | | | | | | (184,360) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 407,388 | | | | | | — | | | | | | — | | | | | | (1,922,485) | | | | | | (1,515,097) | | | | | | 4,358,823 | | | | | | — | | | | | | — | | | | | | (20,255,134) | | | | | | (15,896,311) | | |
12/31/2020 | | | | | 1,349,030 | | | | | | — | | | | | | 2,946,637 | | | | | | (4,899,808) | | | | | | (604,141) | | | | | | 14,123,514 | | | | | | — | | | | | | 27,521,585 | | | | | | (49,186,069) | | | | | | (7,540,970) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 31,912 | | | | | | — | | | | | | — | | | | | | (132,209) | | | | | | (100,297) | | | | | | 327,657 | | | | | | — | | | | | | — | | | | | | (1,375,901) | | | | | | (1,048,244) | | |
12/31/2020 | | | | | 5,203 | | | | | | — | | | | | | 56,964 | | | | | | (65,736) | | | | | | (3,569) | | | | | | 54,652 | | | | | | — | | | | | | 530,338 | | | | | | (681,578) | | | | | | (96,588) | | |
High Yield | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 263,279 | | | | | | — | | | | | | 194,544 | | | | | | (570,691) | | | | | | (112,868) | | | | | | 2,617,217 | | | | | | — | | | | | | 1,932,381 | | | | | | (5,663,651) | | | | | | (1,114,053) | | |
12/31/2020 | | | | | 771,091 | | | | | | — | | | | | | 412,648 | | | | | | (1,960,222) | | | | | | (776,483) | | | | | | 7,269,990 | | | | | | — | | | | | | 3,908,133 | | | | | | (18,446,185) | | | | | | (7,268,062) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 930,236 | | | | | | — | | | | | | 520,541 | | | | | | (1,912,124) | | | | | | (461,347) | | | | | | 9,255,795 | | | | | | — | | | | | | 5,173,634 | | | | | | (18,999,484) | | | | | | (4,570,055) | | |
12/31/2020 | | | | | 2,919,331 | | | | | | — | | | | | | 1,066,867 | | | | | | (3,820,408) | | | | | | 165,790 | | | | | | 27,954,639 | | | | | | — | | | | | | 10,118,901 | | | | | | (35,323,365) | | | | | | 2,750,175 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 763,742 | | | | | | — | | | | | | 678,562 | | | | | | (2,586,830) | | | | | | (1,144,526) | | | | | | 7,584,149 | | | | | | — | | | | | | 6,739,987 | | | | | | (25,696,957) | | | | | | (11,372,821) | | |
12/31/2020 | | | | | 1,738,229 | | | | | | — | | | | | | 1,497,311 | | | | | | (7,422,990) | | | | | | (4,187,450) | | | | | | 16,647,706 | | | | | | — | | | | | | 14,181,404 | | | | | | (69,989,395) | | | | | | (39,160,285) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 32,153 | | | | | | — | | | | | | 8,186 | | | | | | (52,538) | | | | | | (12,199) | | | | | | 319,303 | | | | | | — | | | | | | 81,426 | | | | | | (525,569) | | | | | | (124,840) | | |
12/31/2020 | | | | | 83,380 | | | | | | — | | | | | | 16,119 | | | | | | (89,468) | | | | | | 10,031 | | | | | | 795,900 | | | | | | — | | | | | | 153,060 | | | | | | (862,560) | | | | | | 86,400 | | |
Large Cap Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 566,603 | | | | | | — | | | | | | — | | | | | | (8,846,773) | | | | | | (8,280,170) | | | | | | 11,702,430 | | | | | | — | | | | | | — | | | | | | (185,117,525) | | | | | | (173,415,095) | | |
12/31/2020 | | | | | 1,207,604 | | | | | | — | | | | | | 13,785,663 | | | | | | (18,882,473) | | | | | | (3,889,206) | | | | | | 21,673,309 | | | | | | — | | | | | | 235,045,550 | | | | | | (344,565,368) | | | | | | (87,846,509) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,140,266 | | | | | | — | | | | | | — | | | | | | (32,996,294) | | | | | | (30,856,028) | | | | | | 49,992,433 | | | | | | — | | | | | | — | | | | | | (773,505,353) | | | | | | (723,512,920) | | |
12/31/2020 | | | | | 11,468,183 | | | | | | — | | | | | | 12,982,807 | | | | | | (18,934,323) | | | | | | 5,516,667 | | | | | | 217,805,648 | | | | | | — | | | | | | 247,062,817 | | | | | | (374,975,631) | | | | | | 89,892,834 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 151,791 | | | | | | — | | | | | | — | | | | | | (403,016) | | | | | | (251,225) | | | | | | 3,609,688 | | | | | | — | | | | | | — | | | | | | (9,448,009) | | | | | | (5,838,321) | | |
12/31/2020 | | | | | 1,189,799 | | | | | | — | | | | | | 458,711 | | | | | | (816,503) | | | | | | 832,007 | | | | | | 22,619,454 | | | | | | — | | | | | | 8,738,453 | | | | | | (16,352,499) | | | | | | 15,005,408 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 447,646 | | | | | | — | | | | | | — | | | | | | (10,005,330) | | | | | | (9,557,684) | | | | | | 10,067,497 | | | | | | — | | | | | | — | | | | | | (226,163,852) | | | | | | (216,096,355) | | |
12/31/2020 | | | | | 831,207 | | | | | | — | | | | | | 11,073,994 | | | | | | (23,181,554) | | | | | | (11,276,353) | | | | | | 15,951,048 | | | | | | — | | | | | | 203,650,756 | | | | | | (440,742,715) | | | | | | (221,140,911) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 90,330 | | | | | | — | | | | | | — | | | | | | (428,791) | | | | | | (338,461) | | | | | | 2,013,839 | | | | | | — | | | | | | — | | | | | | (9,798,783) | | | | | | (7,784,944) | | |
12/31/2020 | | | | | 219,527 | | | | | | — | | | | | | 397,320 | | | | | | (837,286) | | | | | | (220,439) | | | | | | 4,123,608 | | | | | | — | | | | | | 7,235,193 | | | | | | (15,955,812) | | | | | | (4,597,011) | | |
Large Cap Value | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | |
6/30/2021 | | | | | 154,193 | | | | | | — | | | | | | — | | | | | | (372,862) | | | | | | (218,669) | | | | | | 1,959,068 | | | | | | — | | | | | | — | | | | | | (4,604,475) | | | | | | (2,645,407) | | |
12/31/2020 | | | | | 238,237 | | | | | | — | | | | | | 535,379 | | | | | | (941,265) | | | | | | (167,649) | | | | | | 2,353,718 | | | | | | — | | | | | | 4,976,325 | | | | | | (9,448,165) | | | | | | (2,118,122) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 244,448 | | | | | | — | | | | | | — | | | | | | (1,318,705) | | | | | | (1,074,257) | | | | | | 3,145,749 | | | | | | — | | | | | | — | | | | | | (16,514,126) | | | | | | (13,368,377) | | |
12/31/2020 | | | | | 637,912 | | | | | | — | | | | | | 3,681,759 | | | | | | (5,604,265) | | | | | | (1,284,594) | | | | | | 6,560,375 | | | | | | — | | | | | | 35,461,124 | | | | | | (58,604,196) | | | | | | (16,582,697) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 622,957 | | | | | | — | | | | | | — | | | | | | (58,380) | | | | | | 564,577 | | | | | | 8,314,094 | | | | | | — | | | | | | — | | | | | | (787,683) | | | | | | 7,526,411 | | |
12/31/2020 | | | | | 6,497 | | | | | | — | | | | | | 2,231 | | | | | | (13,681) | | | | | | (4,953) | | | | | | 64,658 | | | | | | — | | | | | | 21,589 | | | | | | (157,306) | | | | | | (71,059) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 427,150 | | | | | | — | | | | | | — | | | | | | (4,012,928) | | | | | | (3,585,778) | | | | | | 5,451,476 | | | | | | — | | | | | | — | | | | | | (50,171,567) | | | | | | (44,720,091) | | |
12/31/2020 | | | | | 1,043,450 | | | | | | — | | | | | | 6,841,823 | | | | | | (8,807,365) | | | | | | (922,092) | | | | | | 9,898,341 | | | | | | — | | | | | | 64,530,149 | | | | | | (90,774,725) | | | | | | (16,346,235) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 14 | | | | | | — | | | | | | — | | | | | | (70) | | | | | | (56) | | | | | | 182 | | | | | | — | | | | | | — | | | | | | (927) | | | | | | (745) | | |
12/31/2020 | | | | | 108 | | | | | | — | | | | | | 1,595 | | | | | | (25) | | | | | | 1,678 | | | | | | 1,032 | | | | | | — | | | | | | 15,065 | | | | | | (261) | | | | | | 15,836 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 31,468 | | | | | | — | | | | | | 11,700 | | | | | | (115,726) | | | | | | (72,558) | | | | | | 314,184 | | | | | | — | | | | | | 116,966 | | | | | | (1,157,150) | | | | | | (726,000) | | |
12/31/2020 | | | | | 150,033 | | | | | | — | | | | | | 24,334 | | | | | | (249,264) | | | | | | (74,897) | | | | | | 1,497,488 | | | | | | — | | | | | | 242,778 | | | | | | (2,468,058) | | | | | | (727,792) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,819,099 | | | | | | — | | | | | | 336,029 | | | | | | (5,061,921) | | | | | | (1,906,793) | | | | | | 28,785,469 | | | | | | — | | | | | | 3,426,356 | | | | | | (51,740,667) | | | | | | (19,528,842) | | |
12/31/2020 | | | | | 21,616,820 | | | | | | — | | | | | | 612,954 | | | | | | (9,268,414) | | | | | | 12,961,360 | | | | | | 220,273,815 | | | | | | — | | | | | | 6,243,058 | | | | | | (94,074,378) | | | | | | 132,442,495 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 606,942 | | | | | | — | | | | | | 68,734 | | | | | | (510,900) | | | | | | 164,776 | | | | | | 6,241,730 | | | | | | — | | | | | | 706,347 | | | | | | (5,256,751) | | | | | | 1,691,326 | | |
12/31/2020 | | | | | 1,021,891 | | | | | | — | | | | | | 143,024 | | | | | | (1,558,667) | | | | | | (393,752) | | | | | | 10,497,857 | | | | | | — | | | | | | 1,467,187 | | | | | | (15,957,868) | | | | | | (3,992,824) | | |
U.S. Stock Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 162,279 | | | | | | — | | | | | | — | | | | | | (780,695) | | | | | | (618,416) | | | | | | 3,143,769 | | | | | | — | | | | | | — | | | | | | (15,109,421) | | | | | | (11,965,652) | | |
12/31/2020 | | | | | 677,999 | | | | | | — | | | | | | 321,105 | | | | | | (1,781,888) | | | | | | (782,784) | | | | | | 10,678,167 | | | | | | — | | | | | | 5,102,873 | | | | | | (28,430,410) | | | | | | (12,649,370) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 10,350,118 | | | | | | — | | | | | | — | | | | | | (33,298,839) | | | | | | (22,948,721) | | | | | | 206,303,547 | | | | | | — | | | | | | — | | | | | | (681,800,189) | | | | | | (475,496,642) | | |
12/31/2020 | | | | | 58,658,629 | | | | | | — | | | | | | 14,180,842 | | | | | | (87,251,957) | | | | | | (14,412,486) | | | | | | 955,381,741 | | | | | | — | | | | | | 236,749,487 | | | | | | (1,492,728,968) | | | | | | (300,597,740) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 10,779,521 | | | | | | — | | | | | | — | | | | | | (29,029,153) | | | | | | (18,249,632) | | | | | | 218,953,897 | | | | | | — | | | | | | — | | | | | | (594,862,343) | | | | | | (375,908,446) | | |
12/31/2020 | | | | | 39,809,410 | | | | | | — | | | | | | 8,643,180 | | | | | | (36,093,364) | | | | | | 12,359,226 | | | | | | 654,982,138 | | | | | | — | | | | | | 145,581,700 | | | | | | (600,509,325) | | | | | | 200,054,513 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 234,041 | | | | | | — | | | | | | — | | | | | | (1,528,498) | | | | | | (1,294,457) | | | | | | 4,805,033 | | | | | | — | | | | | | — | | | | | | (30,224,480) | | | | | | (25,419,447) | | |
12/31/2020 | | | | | 658,266 | | | | | | — | | | | | | 870,434 | | | | | | (3,429,671) | | | | | | (1,900,971) | | | | | | 10,370,387 | | | | | | — | | | | | | 14,342,615 | | | | | | (55,575,289) | | | | | | (30,862,287) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | |
6/30/2021 | | | | | 710,249 | | | | | | — | | | | | | — | | | | | | (819,242) | | | | | | (108,993) | | | | | | 14,231,928 | | | | | | — | | | | | | — | | | | | | (16,294,462) | | | | | | (2,062,534) | | |
12/31/2020 | | | | | 968,231 | | | | | | — | | | | | | 466,994 | | | | | | (2,218,217) | | | | | | (782,992) | | | | | | 15,436,289 | | | | | | — | | | | | | 7,572,526 | | | | | | (35,436,732) | | | | | | (12,427,917) | | |
Clarion Real Estate | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 51,846 | | | | | | — | | | | | | — | | | | | | (184,045) | | | | | | (132,199) | | | | | | 1,717,067 | | | | | | — | | | | | | — | | | | | | (6,002,001) | | | | | | (4,284,934) | | |
12/31/2020 | | | | | 134,170 | | | | | | — | | | | | | 264,628 | | | | | | (477,527) | | | | | | (78,729) | | | | | | 3,900,258 | | | | | | — | | | | | | 6,700,379 | | | | | | (14,055,127) | | | | | | (3,454,490) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 51,095 | | | | | | — | | | | | | — | | | | | | (78,406) | | | | | | (27,311) | | | | | | 1,824,636 | | | | | | — | | | | | | — | | | | | | (2,557,950) | | | | | | (733,314) | | |
12/31/2020 | | | | | 251,739 | | | | | | — | | | | | | 75,075 | | | | | | (496,504) | | | | | | (169,690) | | | | | | 7,964,181 | | | | | | — | | | | | | 2,012,016 | | | | | | (16,483,579) | | | | | | (6,507,382) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 117,705 | | | | | | — | | | | | | — | | | | | | (545,353) | | | | | | (427,648) | | | | | | 4,290,702 | | | | | | — | | | | | | — | | | | | | (18,726,755) | | | | | | (14,436,053) | | |
12/31/2020 | | | | | 185,770 | | | | | | — | | | | | | 867,525 | | | | | | (1,455,915) | | | | | | (402,620) | | | | | | 5,686,150 | | | | | | — | | | | | | 23,267,019 | | | | | | (45,173,752) | | | | | | (16,220,583) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 6,443 | | | | | | — | | | | | | — | | | | | | (58,484) | | | | | | (52,041) | | | | | | 228,266 | | | | | | — | | | | | | — | | | | | | (2,033,048) | | | | | | (1,804,782) | | |
12/31/2020 | | | | | 33,197 | | | | | | — | | | | | | 60,137 | | | | | | (125,023) | | | | | | (31,689) | | | | | | 1,037,605 | | | | | | — | | | | | | 1,602,043 | | | | | | (3,808,977) | | | | | | (1,169,329) | | |
JPMorgan Small Cap Core Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 352,634 | | | | | | — | | | | | | — | | | | | | (449,123) | | | | | | (96,489) | | | | | | 6,801,570 | | | | | | — | | | | | | — | | | | | | (8,652,475) | | | | | | (1,850,905) | | |
12/31/2020 | | | | | 560,706 | | | | | | — | | | | | | — | | | | | | (1,855,900) | | | | | | (1,295,194) | | | | | | 6,891,934 | | | | | | — | | | | | | — | | | | | | (25,626,677) | | | | | | (18,734,743) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,701,485 | | | | | | — | | | | | | — | | | | | | (979,307) | | | | | | 1,722,178 | | | | | | 56,465,417 | | | | | | — | | | | | | — | | | | | | (20,751,740) | | | | | | 35,713,677 | | |
12/31/2020 | | | | | 3,469,734 | | | | | | — | | | | | | — | | | | | | (7,150,628) | | | | | | (3,680,894) | | | | | | 51,001,521 | | | | | | — | | | | | | — | | | | | | (108,785,155) | | | | | | (57,783,634) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,099,838 | | | | | | — | | | | | | — | | | | | | (2,401,694) | | | | | | (301,856) | | | | | | 43,729,135 | | | | | | — | | | | | | — | | | | | | (51,259,929) | | | | | | (7,530,794) | | |
12/31/2020 | | | | | 6,796,906 | | | | | | — | | | | | | — | | | | | | (2,882,333) | | | | | | 3,914,573 | | | | | | 108,537,576 | | | | | | — | | | | | | — | | | | | | (50,615,963) | | | | | | 57,921,613 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 328,902 | | | | | | — | | | | | | — | | | | | | (649,879) | | | | | | (320,977) | | | | | | 6,789,848 | | | | | | — | | | | | | — | | | | | | (13,497,829) | | | | | | (6,707,981) | | |
12/31/2020 | | | | | 510,443 | | | | | | — | | | | | | — | | | | | | (2,035,474) | | | | | | (1,525,031) | | | | | | 7,061,829 | | | | | | — | | | | | | — | | | | | | (29,738,877) | | | | | | (22,677,048) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 22,034 | | | | | | — | | | | | | — | | | | | | (58,941) | | | | | | (36,907) | | | | | | 453,182 | | | | | | — | | | | | | — | | | | | | (1,232,594) | | | | | | (779,412) | | |
12/31/2020 | | | | | 58,798 | | | | | | — | | | | | | — | | | | | | (176,495) | | | | | | (117,697) | | | | | | 805,880 | | | | | | — | | | | | | — | | | | | | (2,607,731) | | | | | | (1,801,851) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 99,481 | | | | | $ | (99,481) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 60,692 | | | | | | (60,692) | | | | | | — | | |
BofA Securities Inc. | | | | | 66,505 | | | | | | (66,505) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 63,927 | | | | | | (63,927) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 64 | | | | | | (64) | | | | | | — | | |
Credit Suisse AG | | | | | 70,309 | | | | | | (70,309) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 44,870 | | | | | | (44,870) | | | | | | — | | |
HSBC Bank PLC | | | | | 105,351 | | | | | | (105,351) | | | | | | — | | |
Jefferies LLC | | | | | 93,991 | | | | | | (93,991) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 78,252 | | | | | | (78,252) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 124,081 | | | | | | (124,081) | | | | | | — | | |
Merrill Lynch International | | | | | 37,891 | | | | | | (37,891) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,012 | | | | | | (2,012) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 23,828 | | | | | | (23,828) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 35,357 | | | | | | (35,357) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 93,941 | | | | | | (93,941) | | | | | | — | | |
UBS AG | | | | | 319,275 | | | | | | (319,275) | | | | | | — | | |
UBS Securities LLC. | | | | | 17,415 | | | | | | (17,415) | | | | | | — | | |
Total | | | | $ | 1,337,242 | | | | | $ | (1,337,242) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,061,409 | | | | | $ | (1,061,409) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 154,088 | | | | | | (154,088) | | | | | | — | | |
BNP Paribas | | | | | 2,088,840 | | | | | | (2,088,840) | | | | | | — | | |
Citadel Clearing LLC | | | | | 493,492 | | | | | | (493,492) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 460,059 | | | | | | (460,059) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 127,808 | | | | | | (127,808) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 2,186,462 | | | | | | (2,186,462) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,836,905 | | | | | | (4,836,905) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 586,139 | | | | | | (586,139) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,513,089 | | | | | | (2,513,089) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 116,025 | | | | | | (116,025) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 820,719 | | | | | | (820,719) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 214,898 | | | | | | (214,898) | | | | | | — | | |
UBS AG | | | | | 4,449,368 | | | | | | (4,449,368) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,144,672 | | | | | | (1,144,672) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 1,862,484 | | | | | | (1,862,484) | | | | | | — | | |
Total | | | | $ | 23,116,457 | | | | | $ | (23,116,457) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 602 | | | | | $ | (602) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Int’l Ltd. | | | | | 4,786,777 | | | | | | (4,786,777) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,797,211 | | | | | | (2,797,211) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,371,092 | | | | | | (2,371,092) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 8,241,170 | | | | | | (8,241,170) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 11,486,076 | | | | | | (11,486,076) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 938,808 | | | | | | (938,808) | | | | | | — | | |
UBS AG | | | | | 1,486,446 | | | | | | (1,486,446) | | | | | | — | | |
UBS Securities LLC. | | | | | 2,431,994 | | | | | | (2,431,994) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 145,214 | | | | | | (145,214) | | | | | | — | | |
Total | | | | $ | 34,685,390 | | | | | $ | (34,685,390) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Natixis Securities America LLC | | | | $ | 590,645 | | | | | $ | (590,645) | | | | | $ | — | | |
State Street Bank and Trust Company | | | | | 12,282,350 | | | | | | (12,282,350) | | | | | | — | | |
Total | | | | $ | 12,872,995 | | | | | $ | (12,872,995) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Clearing LLC | | | | $ | 54,785 | | | | | $ | (54,785) | | | | | $ | — | | |
Jefferies LLC | | | | | 353,478 | | | | | | (353,478) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 601,402 | | | | | | (601,402) | | | | | | — | | |
National Bank Financial Inc. | | | | | 200,094 | | | | | | (200,094) | | | | | | — | | |
Total | | | | $ | 1,209,759 | | | | | $ | (1,209,759) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,446 | | | | | $ | (1,446) | | | | | $ | — | | |
J.P. Morgan Securities LLC | | | | | 520,843 | | | | | | (520,843) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,012,506 | | | | | | (1,012,506) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 624,485 | | | | | | (624,485) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 3,211,271 | | | | | | (3,211,271) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,147,611 | | | | | | (1,147,611) | | | | | | — | | |
Total | | | | $ | 6,518,162 | | | | | $ | (6,518,162) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Securities Corp. | | | | $ | 2,032,590 | | | | | $ | (2,032,590) | | | | | $ | — | | |
Total | | | | $ | 2,032,590 | | | | | $ | (2,032,590) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 171,584 | | | | | $ | (171,584) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 983,133 | | | | | | (983,133) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 959,559 | | | | | | (959,559) | | | | | | | | |
BNP Paribas Prime Brokerage Int’l Ltd. | | | | | 790,021 | | | | | | (790,021) | | | | | | | | |
BofA Securities Inc. | | | | | 3,370,829 | | | | | | (3,370,829) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 166,650 | | | | | | (166,650) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 726,342 | | | | | | (726,342) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 53,018 | | | | | | (53,018) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 243,760 | | | | | | (243,760) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 3,679,521 | | | | | | (3,679,521) | | | | | | — | | |
HSBC Bank PLC | | | | | 493,142 | | | | | | (493,142) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 94,589 | | | | | | (94,589) | | | | | | — | | |
Jefferies LLC | | | | | 159,300 | | | | | | (159,300) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,402,712 | | | | | | (1,402,712) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 366,830 | | | | | | (366,830) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Financial Services LLC | | | | $ | 125,449 | | | | | $ | (125,449) | | | | | $ | — | | |
Natixis Securities America LLC | | | | | 1,239,191 | | | | | | (1,239,191) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 900,677 | | | | | | (900,677) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 1,456,298 | | | | | | (1,456,298) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 248,195 | | | | | | (248,195) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 1,319,030 | | | | | | (1,319,030) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
TD Prime Services LLC | | | | $ | 1,173,728 | | | | | $ | (1,173,728) | | | | | $ | — | | |
UBS AG | | | | | 2,018,041 | | | | | | (2,018,041) | | | | | | — | | |
UBS Securities LLC. | | | | | 103,561 | | | | | | (103,561) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 107,424 | | | | | | (107,424) | | | | | | — | | |
Total | | | | $ | 22,181,000 | | | | | $ | (22,181,000) | | | | | $ | — | | |
|
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | ||||||||||||||||||
Balanced Income | | | | $ | 21,828,359 | | | | | $ | 14,167,103 | | | | | $ | — | | | | | $ | 17,507,119 | | | | | $ | 22,330,665 | | | | | $ | — | | |
High Yield | | | | | 28,067,198 | | | | | | — | | | | | | 294,300 | | | | | | 27,626,712 | | | | | | — | | | | | | — | | |
Large Cap Growth | | | | | 31,912,449 | | | | | | 669,820,320 | | | | | | — | | | | | | 92,570,069 | | | | | | 861,560,330 | | | | | | — | | |
Large Cap Value | | | | | 19,583,697 | | | | | | 85,420,555 | | | | | | — | | | | | | 20,135,479 | | | | | | 75,474,848 | | | | | | — | | |
Limited Maturity Bond | | | | | 7,979,614 | | | | | | — | | | | | | — | | | | | | 4,822,692 | | | | | | — | | | | | | — | | |
U.S. Stock Index | | | | | 137,870,577 | | | | | | 271,478,624 | | | | | | — | | | | | | 102,304,549 | | | | | | 350,050,354 | | | | | | — | | |
Clarion Real Estate | | | | | 14,713,230 | | | | | | 18,868,227 | | | | | | — | | | | | | 6,789,635 | | | | | | 1,619,442 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | — | | | | | | — | | | | | | — | | | | | | 17,498,317 | | | | | | 175,897,372 | | | | | | 9,547,328 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Balanced Income | | | | $ | 7,904,895 | | | | | $ | — | | | | | $ | 29,800,383 | | | | | $ | (7,029,923) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (5,799,991) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (12,829,914) | | | | | | | | | | | |
High Yield | | | | | — | | | | | | — | | | | | | 34,591,166 | | | | | | (6,970,054) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (51,171,152) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (58,141,206) | | | | | | | | | | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Large Cap Growth | | | | $ | 245,070,058 | | | | | $ | 908,603,578 | | | | | $ | 1,618,910,762 | | | | | $ | — | | | | — | | | | | — | | |
Large Cap Value | | | | | 1,180,544 | | | | | | 12,721,120 | | | | | | 130,064,846 | | | | | | — | | | | — | | | | | — | | |
Limited Maturity Bond | | | | | 1,636,649 | | | | | | — | | | | | | 3,858,212 | | | | | | (216,505) | | | | Long-term | | | | | None | | |
U.S. Stock Index | | | | | 8,702,208 | | | | | | 724,836,786 | | | | | | 3,041,124,837 | | | | | | — | | | | — | | | | | — | | |
Clarion Real Estate | | | | | 4,737,632 | | | | | | — | | | | | | 14,966,211 | | | | | | (13,570,778) | | | | Short-term | | | | | None | | |
JPMorgan Small Cap Core Equity | | | | | 9,561,293 | | | | | | 25,500,746 | | | | | | 130,663,024 | | | | | | — | | | | — | | | | | — | | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Balanced Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2188 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Class I | | | | $ | 0.2817 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Class S | | | | $ | 0.2542 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Class S2 | | | | $ | 0.2310 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
High Yield | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0419 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
Class I | | | | $ | 0.0471 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
Class S | | | | $ | 0.0449 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
Class S2 | | | | $ | 0.0436 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
Large Cap Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.9851 | | | | | $ | 3.6522 | | | | July 14, 2021 | | | July 12, 2021 | |
Class I | | | | $ | — | | | | | $ | 0.9851 | | | | | $ | 3.6522 | | | | July 14, 2021 | | | July 12, 2021 | |
Class R6 | | | | $ | — | | | | | $ | 0.9851 | | | | | $ | 3.6522 | | | | July 14, 2021 | | | July 12, 2021 | |
Class S | | | | $ | — | | | | | $ | 0.9851 | | | | | $ | 3.6522 | | | | July 14, 2021 | | | July 12, 2021 | |
Class S2 | | | | $ | — | | | | | $ | 0.9851 | | | | | $ | 3.6522 | | | | July 14, 2021 | | | July 12, 2021 | |
Large Cap Value | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0143 | | | | | $ | — | | | | | $ | 0.1539 | | | | July 14, 2021 | | | July 12, 2021 | |
Class I | | | | $ | 0.0143 | | | | | $ | — | | | | | $ | 0.1539 | | | | July 14, 2021 | | | July 12, 2021 | |
Class R6 | | | | $ | 0.0143 | | | | | $ | — | | | | | $ | 0.1539 | | | | July 14, 2021 | | | July 12, 2021 | |
Class S | | | | $ | 0.0143 | | | | | $ | — | | | | | $ | 0.1539 | | | | July 14, 2021 | | | July 12, 2021 | |
Class S2 | | | | $ | 0.0143 | | | | | $ | — | | | | | $ | 0.1539 | | | | July 14, 2021 | | | July 12, 2021 | |
Limited Maturity Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0042 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
Class I | | | | $ | 0.0095 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
Class S | | | | $ | 0.0074 | | | | | $ | — | | | | | $ | — | | | | August 2, 2021 | | | Daily | |
U.S. Stock Index | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.0239 | | | | | $ | 1.9994 | | | | July 14, 2021 | | | July 12, 2021 | |
Class I | | | | $ | — | | | | | $ | 0.0239 | | | | | $ | 1.9994 | | | | July 14, 2021 | | | July 12, 2021 | |
Class P2 | | | | $ | — | | | | | $ | 0.0239 | | | | | $ | 1.9994 | | | | July 14, 2021 | | | July 12, 2021 | |
Class S | | | | $ | — | | | | | $ | 0.0239 | | | | | $ | 1.9994 | | | | July 14, 2021 | | | July 12, 2021 | |
Class S2 | | | | $ | — | | | | | $ | 0.0239 | | | | | $ | 1.9994 | | | | July 14, 2021 | | | July 12, 2021 | |
Clarion Real Estate | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.5667 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Class I | | | | $ | 0.7178 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Class S | | | | $ | 0.6738 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Class S2 | | | | $ | 0.6016 | | | | | $ | — | | | | | $ | — | | | | July 14, 2021 | | | July 12, 2021 | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 44.5% | | |||||||||||||||
| | | Communication Services: 2.3% | | ||||||||||||
9,896 | | | Activision Blizzard, Inc. | | | | $ | 944,474 | | | | | | 0.3 | | |
49,631 | | | AT&T, Inc. | | | | | 1,428,380 | | | | | | 0.4 | | |
2,800 | | | Capcom Co., Ltd. | | | | | 81,840 | | | | | | 0.0 | | |
28,883 | | | Comcast Corp. - Class A | | | | | 1,646,909 | | | | | | 0.5 | | |
8,710 | | | Deutsche Telekom AG | | | | | 184,216 | | | | | | 0.1 | | |
6,127 | | | Electronic Arts, Inc. | | | | | 881,246 | | | | | | 0.3 | | |
1,707 | | | Elisa OYJ | | | | | 101,866 | | | | | | 0.0 | | |
35,000 | | | HKT Trust & HKT Ltd. - Stapled Security | | | | | 47,673 | | | | | | 0.0 | | |
243 (1) | | | Iliad SA | | | | | 35,604 | | | | | | 0.0 | | |
500 | | | KDDI Corp. | | | | | 15,578 | | | | | | 0.0 | | |
400 | | | Konami Holdings Corp. | | | | | 23,956 | | | | | | 0.0 | | |
8,765 | | | Koninklijke KPN NV | | | | | 27,414 | | | | | | 0.0 | | |
100 | | | Nintendo Co., Ltd. | | | | | 57,867 | | | | | | 0.0 | | |
6,000 | | | Nippon Telegraph & Telephone Corp. | | | | | 156,871 | | | | | | 0.1 | | |
9,815 | | | Orange SA | | | | | 112,016 | | | | | | 0.0 | | |
24,000 | | | Singapore Telecommunications Ltd. | | | | | 40,947 | | | | | | 0.0 | | |
12,800 | | | SoftBank Corp. | | | | | 167,360 | | | | | | 0.1 | | |
14,632 | | | Spark New Zealand Ltd. | | | | | 49,115 | | | | | | 0.0 | | |
2,876 (1) | | | Tele2 AB | | | | | 39,211 | | | | | | 0.0 | | |
14,461 | | | Telefonica Deutschland Holding AG | | | | | 38,173 | | | | | | 0.0 | | |
3,850 | | | Telia Co. AB | | | | | 17,100 | | | | | | 0.0 | | |
6,171 | | | Telstra Corp., Ltd. | | | | | 17,405 | | | | | | 0.0 | | |
26,556 | | | Verizon Communications, Inc. | | | | | 1,487,933 | | | | | | 0.4 | | |
1,343 (1) | | | Vivendi SE | | | | | 45,123 | | | | | | 0.0 | | |
78,642 | | | Vodafone Group PLC | | | | | 131,806 | | | | | | 0.1 | | |
| | | | | | | | 7,780,083 | | | | | | 2.3 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 2.6% | | ||||||||||||
1,292 | | | Bayerische Motoren Werke AG | | | | | 136,972 | | | | | | 0.1 | | |
777 | | | Cie Generale des Etablissements Michelin SCA | | | | | 124,005 | | | | | | 0.1 | | |
1,457 | | | Daimler AG | | | | | 130,195 | | | | | | 0.1 | | |
4,224 | | | Dollar General Corp. | | | | | 914,031 | | | | | | 0.3 | | |
15,706 | | | eBay, Inc. | | | | | 1,102,718 | | | | | | 0.3 | | |
4,485 | | | Garmin Ltd. | | | | | 648,711 | | | | | | 0.2 | | |
19,703 | | | Gentex Corp. | | | | | 651,972 | | | | | | 0.2 | | |
5,993 | | | H&R Block, Inc. | | | | | 140,716 | | | | | | 0.0 | | |
2,515 | | | Home Depot, Inc. | | | | | 802,008 | | | | | | 0.2 | | |
2,200 | | | Honda Motor Co., Ltd. | | | | | 70,759 | | | | | | 0.0 | | |
5,622 | | | McDonald’s Corp. | | | | | 1,298,626 | | | | | | 0.4 | | |
500 | | | Nitori Co., Ltd. | | | | | 88,299 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
2,801 | | | Persimmon PLC | | | | $ | 114,739 | | | | | | 0.0 | | |
318 | | | SEB SA | | | | | 57,527 | | | | | | 0.0 | | |
5,100 | | | Sekisui House Ltd. | | | | | 104,727 | | | | | | 0.0 | | |
13,719 | | | Service Corp. International | | | | | 735,201 | | | | | | 0.2 | | |
4,200 | | | Sumitomo Electric Industries Ltd. | | | | | 62,034 | | | | | | 0.0 | | |
5,369 | | | Target Corp. | | | | | 1,297,902 | | | | | | 0.4 | | |
500 | | | Toyota Industries Corp. | | | | | 43,238 | | | | | | 0.0 | | |
2,180 | | | Wesfarmers Ltd. | | | | | 96,646 | | | | | | 0.0 | | |
3,900 | | | Yamada Holdings Co. Ltd. | | | | | 18,034 | | | | | | 0.0 | | |
2,662 | | | Yum! Brands, Inc. | | | | | 306,210 | | | | | | 0.1 | | |
| | | | | | | | 8,945,270 | | | | | | 2.6 | | |
| | | | | ||||||||||||
| | | Consumer Staples: 3.4% | | ||||||||||||
5,000 | | | Ajinomoto Co., Inc. | | | | | 129,898 | | | | | | 0.1 | | |
20,946 | | | Altria Group, Inc. | | | | | 998,705 | | | | | | 0.3 | | |
3,780 | | | British American Tobacco PLC | | | | | 146,761 | | | | | | 0.1 | | |
11,381 | | | Colgate-Palmolive Co. | | | | | 925,844 | | | | | | 0.3 | | |
21,970 | | | Flowers Foods, Inc. | | | | | 531,674 | | | | | | 0.2 | | |
13,622 | | | General Mills, Inc. | | | | | 829,988 | | | | | | 0.2 | | |
5,592 | | | Hershey Co. | | | | | 974,015 | | | | | | 0.3 | | |
6,345 | | | Imperial Brands PLC | | | | | 136,815 | | | | | | 0.1 | | |
26,115 | | | J Sainsbury Plc | | | | | 98,293 | | | | | | 0.0 | | |
6,600 (1) | | | Japan Tobacco, Inc. | | | | | 124,729 | | | | | | 0.0 | | |
4,570 | | | Kimberly-Clark Corp. | | | | | 611,375 | | | | | | 0.2 | | |
2,998 | | | Koninklijke Ahold Delhaize NV | | | | | 89,279 | | | | | | 0.0 | | |
1,000 | | | Lawson, Inc. | | | | | 46,317 | | | | | | 0.0 | | |
16,783 | | | Mondelez International, Inc. | | | | | 1,047,930 | | | | | | 0.3 | | |
735 | | | Nestle SA | | | | | 91,616 | | | | | | 0.0 | | |
5,556 | | | Orkla ASA | | | | | 56,622 | | | | | | 0.0 | | |
7,927 | | | PepsiCo, Inc. | | | | | 1,174,544 | | | | | | 0.3 | | |
12,978 | | | Philip Morris International, Inc. | | | | | 1,286,250 | | | | | | 0.4 | | |
13,905 | | | Procter & Gamble Co. | | | | | 1,876,202 | | | | | | 0.5 | | |
1,502 | | | Reckitt Benckiser Group PLC | | | | | 132,702 | | | | | | 0.1 | | |
5,783 | | | Swedish Match AB | | | | | 49,318 | | | | | | 0.0 | | |
800 | | | Toyo Suisan Kaisha Ltd. | | | | | 30,834 | | | | | | 0.0 | | |
800 | | | Tsuruha Holdings, Inc. | | | | | 93,108 | | | | | | 0.0 | | |
1,539 | | | Unilever PLC | | | | | 90,084 | | | | | | 0.0 | | |
2,200 | | | Welcia Holdings Co. Ltd. | | | | | 71,937 | | | | | | 0.0 | | |
| | | | | | | | 11,644,840 | | | | | | 3.4 | | |
| | | | | ||||||||||||
| | | Energy: 0.8% | | ||||||||||||
40,048 | | | BP PLC | | | | | 175,626 | | | | | | 0.1 | | |
6,937 | | | ConocoPhillips | | | | | 422,463 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
28,400 | | | ENEOS Holdings, Inc. | | | | $ | 119,019 | | | | | | 0.0 | | |
12,483 | | | ENI S.p.A. | | | | | 152,187 | | | | | | 0.1 | | |
50,822 | | | Equitrans Midstream Corp. | | | | | 432,495 | | | | | | 0.2 | | |
2,401 | | | Galp Energia SGPS SA | | | | | 26,105 | | | | | | 0.0 | | |
4,300 | | | Idemitsu Kosan Co., Ltd. | | | | | 103,891 | | | | | | 0.0 | | |
933 | | | Koninklijke Vopak NV | | | ��� | | 42,412 | | | | | | 0.0 | | |
2,690 (1) | | | Lundin Energy AB | | | | | 95,367 | | | | | | 0.0 | | |
1,084 | | | OMV AG | | | | | 61,861 | | | | | | 0.0 | | |
3,499 (1) | | | Repsol SA | | | | | 43,957 | | | | | | 0.0 | | |
69 (2) | | | Thungela Resources Ltd. | | | | | 190 | | | | | | 0.0 | | |
38,227 | | | Williams Cos., Inc. | | | | | 1,014,927 | | | | | | 0.3 | | |
| | | | | | | | 2,690,500 | | | | | | 0.8 | | |
| | | | | ||||||||||||
| | | Financials: 5.0% | | ||||||||||||
5,785 | | | 3i Group PLC | | | | | 93,884 | | | | | | 0.0 | | |
1,850 | | | Admiral Group Plc | | | | | 80,497 | | | | | | 0.0 | | |
7,222 | | | Allstate Corp. | | | | | 942,038 | | | | | | 0.3 | | |
1,818 | | | Ameriprise Financial, Inc. | | | | | 452,464 | | | | | | 0.1 | | |
6,797 | | | Assicurazioni Generali S.p.A. | | | | | 136,461 | | | | | | 0.1 | | |
1,737 | | | ASX Ltd. | | | | | 101,260 | | | | | | 0.0 | | |
9,894 | | | Australia & New Zealand Banking Group Ltd. | | | | | 208,842 | | | | | | 0.1 | | |
26,329 | | | Aviva PLC | | | | | 147,810 | | | | | | 0.1 | | |
12,351 (2) | | | Bank Hapoalim BM | | | | | 99,162 | | | | | | 0.0 | | |
13,560 (2) | | | Bank Leumi Le-Israel BM | | | | | 103,039 | | | | | | 0.0 | | |
38,441 | | | Barclays PLC | | | | | 91,223 | | | | | | 0.0 | | |
1,393 | | | Blackrock, Inc. | | | | | 1,218,833 | | | | | | 0.4 | | |
1,787 | | | BNP Paribas | | | | | 112,151 | | | | | | 0.1 | | |
33,000 | | | BOC Hong Kong Holdings Ltd. | | | | | 111,847 | | | | | | 0.0 | | |
3,009 | | | Citigroup, Inc. | | | | | 212,887 | | | | | | 0.1 | | |
5,230 | | | Danske Bank A/S | | | | | 92,105 | | | | | | 0.0 | | |
566 | | | Deutsche Boerse AG | | | | | 98,793 | | | | | | 0.0 | | |
19,388 | | | Direct Line Insurance Group PLC | | | | | 76,470 | | | | | | 0.0 | | |
5,507 (2) | | | FinecoBank Banca Fineco SpA | | | | | 96,104 | | | | | | 0.0 | | |
6,262 | | | First American Financial Corp. | | | | | 390,436 | | | | | | 0.1 | | |
918 | | | Gjensidige Forsikring ASA | | | | | 20,241 | | | | | | 0.0 | | |
177 | | | Groupe Bruxelles Lambert S.A. | | | | | 19,819 | | | | | | 0.0 | | |
644 | | | Hannover Rueck SE | | | | | 107,811 | | | | | | 0.0 | | |
1,235 | | | Hanover Insurance Group, Inc. | | | | | 167,515 | | | | | | 0.1 | | |
752 | | | Hargreaves Lansdown PLC | | | | | 16,547 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
1,400 | | | Hong Kong Exchanges and Clearing Ltd. | | | | $ | 83,342 | | | | | | 0.0 | | |
8,892 | | | Intercontinental Exchange, Inc. | | | | | 1,055,480 | | | | | | 0.3 | | |
63,504 | | | Intesa Sanpaolo SpA | | | | | 175,673 | | | | | | 0.1 | | |
8,168 (2) | | | Israel Discount Bank Ltd. | | | | | 38,911 | | | | | | 0.0 | | |
8,600 | | | Japan Post Bank Co. Ltd. | | | | | 72,329 | | | | | | 0.0 | | |
11,475 | | | JPMorgan Chase & Co. | | | | | 1,784,821 | | | | | | 0.5 | | |
706 | | | London Stock Exchange Group PLC | | | | | 78,020 | | | | | | 0.0 | | |
25,118 | | | M&G PLC | | | | | 79,571 | | | | | | 0.0 | | |
27,105 | | | Medibank Pvt Ltd. | | | | | 64,261 | | | | | | 0.0 | | |
9,363 | | | Metlife, Inc. | | | | | 560,376 | | | | | | 0.2 | | |
41,400 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 222,991 | | | | | | 0.1 | | |
7,900 | | | Mizuho Financial Group, Inc. | | | | | 113,227 | | | | | | 0.1 | | |
2,100 | | | MS&AD Insurance Group Holdings, Inc. | | | | | 60,716 | | | | | | 0.0 | | |
1,956 | | | MSCI, Inc. - Class A | | | | | 1,042,704 | | | | | | 0.3 | | |
265 | | | Muenchener Rueckversicherungs-Gesellschaft AG | | | | | 72,626 | | | | | | 0.0 | | |
5,509 | | | Nasdaq, Inc. | | | | | 968,482 | | | | | | 0.3 | | |
12,911 | | | Natwest Group PLC | | | | | 36,335 | | | | | | 0.0 | | |
14,995 | | | Nordea Bank Abp | | | | | 166,983 | | | | | | 0.1 | | |
5,300 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 47,232 | | | | | | 0.0 | | |
5,850 | | | Phoenix Group Holdings PLC | | | | | 54,762 | | | | | | 0.0 | | |
7,567 (1)(3) | | | Poste Italiane SpA | | | | | 100,153 | | | | | | 0.0 | | |
9,689 | | | Progressive Corp. | | | | | 951,557 | | | | | | 0.3 | | |
2,838 | | | S&P Global, Inc. | | | | | 1,164,857 | | | | | | 0.3 | | |
2,035 (1)(2) | | | SCOR SE | | | | | 64,784 | | | | | | 0.0 | | |
11,100 | | | Singapore Exchange Ltd. | | | | | 92,451 | | | | | | 0.0 | | |
18,316 | | | Standard Chartered PLC | | | | | 116,889 | | | | | | 0.1 | | |
5,100 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 175,807 | | | | | | 0.1 | | |
3,400 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 108,461 | | | | | | 0.0 | | |
3,900 | | | T&D Holdings, Inc. | | | | | 50,610 | | | | | | 0.0 | | |
5,009 | | | T. Rowe Price Group, Inc. | | | | | 991,632 | | | | | | 0.3 | | |
2,300 | | | Tokio Marine Holdings, Inc. | | | | | 105,939 | | | | | | 0.0 | | |
1,641 | | | Tradeweb Markets, Inc. | | | | | 138,763 | | | | | | 0.0 | | |
1,048 | | | Travelers Cos, Inc. | | | | | 156,896 | | | | | | 0.0 | | |
4,633 | | | Tryg A/S | | | | | 113,799 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
900 | | | United Overseas Bank Ltd. | | | | $ | 17,332 | | | | | | 0.0 | | |
7,844 | | | US Bancorp | | | | | 446,873 | | | | | | 0.1 | | |
5,983 | | | Wells Fargo & Co. | | | | | 270,970 | | | | | | 0.1 | | |
514 | | | Zurich Insurance Group AG | | | | | 206,456 | | | | | | 0.1 | | |
| | | | | | | | 17,251,310 | | | | | | 5.0 | | |
| | | | | ||||||||||||
| | | Health Care: 6.5% | | ||||||||||||
7,330 | | | Abbott Laboratories | | | | | 849,767 | | | | | | 0.3 | | |
12,498 | | | AbbVie, Inc. | | | | | 1,407,775 | | | | | | 0.4 | | |
3,097 | | | Agilent Technologies, Inc. | | | | | 457,768 | | | | | | 0.1 | | |
5,078 | | | Amgen, Inc. | | | | | 1,237,762 | | | | | | 0.4 | | |
886 | | | Anthem, Inc. | | | | | 338,275 | | | | | | 0.1 | | |
10,899 | | | Baxter International, Inc. | | | | | 877,370 | | | | | | 0.3 | | |
3,476 | | | Becton Dickinson & Co. | | | | | 845,328 | | | | | | 0.2 | | |
19,854 | | | Bristol-Myers Squibb Co. | | | | | 1,326,644 | | | | | | 0.4 | | |
9,314 | | | Cerner Corp. | | | | | 727,982 | | | | | | 0.2 | | |
321 | | | CSL Ltd. | | | | | 68,652 | | | | | | 0.0 | | |
6,071 | | | Eli Lilly & Co. | | | | | 1,393,416 | | | | | | 0.4 | | |
749 | | | Fisher & Paykel Healthcare Corp. Ltd. | | | | | 16,294 | | | | | | 0.0 | | |
15,806 | | | Gilead Sciences, Inc. | | | | | 1,088,401 | | | | | | 0.3 | | |
14,730 | | | GlaxoSmithKline PLC | | | | | 289,578 | | | | | | 0.1 | | |
1,824 | | | Hikma Pharmaceuticals PLC | | | | | 61,728 | | | | | | 0.0 | | |
700 | | | Hoya Corp. | | | | | 92,589 | | | | | | 0.0 | | |
620 | | | Humana, Inc. | | | | | 274,486 | | | | | | 0.1 | | |
13,090 | | | Johnson & Johnson | | | | | 2,156,447 | | | | | | 0.6 | | |
1,643 | | | Koninklijke Philips NV | | | | | 81,549 | | | | | | 0.0 | | |
3,692 | | | McKesson Corp. | | | | | 706,058 | | | | | | 0.2 | | |
9,539 | | | Medtronic PLC | | | | | 1,184,076 | | | | | | 0.3 | | |
17,669 | | | Merck & Co., Inc. | | | | | 1,374,118 | | | | | | 0.4 | | |
228 | | | Merck KGaA | | | | | 43,748 | | | | | | 0.0 | | |
300 | | | Nippon Shinyaku Co., Ltd. | | | | | 23,867 | | | | | | 0.0 | | |
1,753 | | | Novartis AG | | | | | 159,920 | | | | | | 0.1 | | |
1,546 | | | Orion Oyj | | | | | 66,469 | | | | | | 0.0 | | |
1,700 (1) | | | Otsuka Holdings Co. Ltd. | | | | | 70,587 | | | | | | 0.0 | | |
39,662 | | | Pfizer, Inc. | | | | | 1,553,164 | | | | | | 0.5 | | |
1,121 (1) | | | Recordati Industria Chimica e Farmaceutica SpA | | | | | 64,124 | | | | | | 0.0 | | |
266 | | | Roche Holding AG | | | | | 100,239 | | | | | | 0.1 | | |
2,070 | | | Sanofi | | | | | 217,479 | | | | | | 0.1 | | |
1,500 | | | Santen Pharmaceutical Co., Ltd. | | | | | 20,702 | | | | | | 0.0 | | |
1,190 | | | Thermo Fisher Scientific, Inc. | | | | | 600,319 | | | | | | 0.2 | | |
694 | | | UCB S.A. | | | | | 72,684 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
3,173 | | | UnitedHealth Group, Inc. | | | | $ | 1,270,596 | | | | | | 0.4 | | |
5,696 | | | Zoetis, Inc. | | | | | 1,061,507 | | | | | | 0.3 | | |
| | | | | | | | 22,181,468 | | | | | | 6.5 | | |
| | | | | ||||||||||||
| | | Industrials: 4.5% | | ||||||||||||
5,697 | | | 3M Co. | | | | | 1,131,595 | | | | | | 0.3 | | |
22 | | | AP Moller - Maersk A/S - Class B | | | | | 63,336 | | | | | | 0.0 | | |
30,247 | | | Aurizon Holdings Ltd. | | | | | 84,249 | | | | | | 0.0 | | |
9,238 | | | BAE Systems PLC | | | | | 66,754 | | | | | | 0.0 | | |
8,697 | | | Booz Allen Hamilton Holding Corp. | | | | | 740,811 | | | | | | 0.2 | | |
1,442 | | | Bouygues SA | | | | | 53,411 | | | | | | 0.0 | | |
11,089 | | | Brambles Ltd. | | | | | 95,165 | | | | | | 0.0 | | |
1,083 (2) | | | Bureau Veritas SA | | | | | 34,292 | | | | | | 0.0 | | |
907 | | | Cie de Saint-Gobain | | | | | 59,858 | | | | | | 0.0 | | |
2,200 | | | Dai Nippon Printing Co., Ltd. | | | | | 46,555 | | | | | | 0.0 | | |
1,474 | | | Deere & Co. | | | | | 519,895 | | | | | | 0.2 | | |
3,304 | | | Deutsche Post AG | | | | | 225,018 | | | | | | 0.1 | | |
382 | | | DSV PANALPINA A/S | | | | | 89,173 | | | | | | 0.0 | | |
743 | | | Epiroc AB | | | | | 16,930 | | | | | | 0.0 | | |
3,643 | | | FedEx Corp. | | | | | 1,086,816 | | | | | | 0.3 | | |
303 | | | Ferguson PLC | | | | | 42,156 | | | | | | 0.0 | | |
24 | | | Ferrovial SA - FERE | | | | | 705 | | | | | | 0.0 | | |
2,623 | | | Fortive Corp. | | | | | 182,928 | | | | | | 0.1 | | |
702 | | | GEA Group AG | | | | | 28,445 | | | | | | 0.0 | | |
74 | | | Geberit AG - Reg | | | | | 55,587 | | | | | | 0.0 | | |
2,153 | | | Illinois Tool Works, Inc. | | | | | 481,325 | | | | | | 0.1 | | |
4,100 | | | Itochu Corp. | | | | | 118,304 | | | | | | 0.1 | | |
9,272 | | | Johnson Controls International plc | | | | | 636,337 | | | | | | 0.2 | | |
10,746 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 488,513 | | | | | | 0.2 | | |
1,438 | | | Kone Oyj | | | | | 117,361 | | | | | | 0.1 | | |
801 | | | Legrand S.A. | | | | | 84,892 | | | | | | 0.0 | | |
6,529 | | | Leidos Holdings, Inc. | | | | | 660,082 | | | | | | 0.2 | | |
2,300 | | | Lixil Corp. | | | | | 59,518 | | | | | | 0.0 | | |
2,219 | | | Masco Corp. | | | | | 130,721 | | | | | | 0.0 | | |
4,400 | | | Mitsubishi Corp. | | | | | 120,192 | | | | | | 0.1 | | |
1,084 | | | Old Dominion Freight Line | | | | | 275,119 | | | | | | 0.1 | | |
1,569 | | | Randstad NV | | | | | 120,280 | | | | | | 0.1 | | |
8,298 | | | Republic Services, Inc. | | | | | 912,863 | | | | | | 0.3 | | |
505 | | | Rockwell Automation, Inc. | | | | | 144,440 | | | | | | 0.0 | | |
2,199 | | | Roper Technologies, Inc. | | | | | 1,033,970 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
499 | | | Schneider Electric SE | | | | $ | 78,664 | | | | | | 0.0 | | |
1,300 | | | Secom Co., Ltd. | | | | | 99,087 | | | | | | 0.1 | | |
543 | | | Siemens AG | | | | | 86,217 | | | | | | 0.0 | | |
100 | | | SMC Corp. | | | | | 59,159 | | | | | | 0.0 | | |
1,100 | | | Sohgo Security Services Co., Ltd. | | | | | 50,117 | | | | | | 0.0 | | |
7,200 | | | Sumitomo Corp. | | | | | 96,541 | | | | | | 0.0 | | |
5,567 | | | Union Pacific Corp. | | | | | 1,224,350 | | | | | | 0.4 | | |
4,416 | | | Verisk Analytics, Inc. | | | | | 771,564 | | | | | | 0.2 | | |
6,823 | | | Waste Connections, Inc. | | | | | 814,871 | | | | | | 0.2 | | |
7,667 | | | Waste Management, Inc. | | | | | 1,074,223 | | | | | | 0.3 | | |
15,770 | | | Werner Enterprises, Inc. | | | | | 702,080 | | | | | | 0.2 | | |
1,093 | | | Wolters Kluwer NV | | | | | 109,861 | | | | | | 0.1 | | |
2,600 | | | Yamato Holdings Co., Ltd. | | | | | 73,876 | | | | | | 0.0 | | |
| | | | | | | | 15,248,206 | | | | | | 4.5 | | |
| | | | | ||||||||||||
| | | Information Technology: 13.3% | | ||||||||||||
4,683 | | | Accenture PLC | | | | | 1,380,502 | | | | | | 0.4 | | |
9,833 | | | Amdocs Ltd. | | | | | 760,681 | | | | | | 0.2 | | |
7,027 | | | Applied Materials, Inc. | | | | | 1,000,645 | | | | | | 0.3 | | |
96 | | | ASM International NV | | | | | 31,663 | | | | | | 0.0 | | |
5,485 | | | Automatic Data Processing, Inc. | | | | | 1,089,431 | | | | | | 0.3 | | |
17,036 | | | Avnet, Inc. | | | | | 682,803 | | | | | | 0.2 | | |
1,608 | | | Broadcom, Inc. | | | | | 766,759 | | | | | | 0.2 | | |
1,754 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 283,324 | | | | | | 0.1 | | |
4,593 | | | CDW Corp. | | | | | 802,167 | | | | | | 0.2 | | |
29,404 | | | Cisco Systems, Inc. | | | | | 1,558,412 | | | | | | 0.5 | | |
6,340 | | | Citrix Systems, Inc. | | | | | 743,492 | | | | | | 0.2 | | |
8,642 | | | Cognex Corp. | | | | | 726,360 | | | | | | 0.2 | | |
10,331 | | | Cognizant Technology Solutions Corp. | | | | | 715,525 | | | | | | 0.2 | | |
412 | | | Dassault Systemes SE | | | | | 99,991 | | | | | | 0.0 | | |
7,744 | | | Dolby Laboratories, Inc. | | | | | 761,158 | | | | | | 0.2 | | |
6,884 | | | Fidelity National Information Services, Inc. | | | | | 975,256 | | | | | | 0.3 | | |
17,938 | | | Genpact Ltd. | | | | | 814,923 | | | | | | 0.2 | | |
3,312 | | | Global Payments, Inc. | | | | | 621,132 | | | | | | 0.2 | | |
25,864 | | | HP, Inc. | | | | | 780,834 | | | | | | 0.2 | | |
25,985 | | | Intel Corp. | | | | | 1,458,798 | | | | | | 0.4 | | |
7,932 | | | International Business Machines Corp. | | | | | 1,162,752 | | | | | | 0.3 | | |
2,697 | | | Intuit, Inc. | | | | | 1,321,989 | | | | | | 0.4 | | |
4,763 | | | Jack Henry & Associates, Inc. | | | | | 778,798 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
31,585 | | | Juniper Networks, Inc. | | | | $ | 863,850 | | | | | | 0.3 | | |
2,101 | | | KLA Corp. | | | | | 681,165 | | | | | | 0.2 | | |
652 | | | Lam Research Corp. | | | | | 424,256 | | | | | | 0.1 | | |
1,772 | | | Mastercard, Inc. - Class A | | | | | 646,939 | | | | | | 0.2 | | |
8,006 | | | MAXIMUS, Inc. | | | | | 704,288 | | | | | | 0.2 | | |
20,009 | | | McAfee Corp. | | | | | 560,652 | | | | | | 0.2 | | |
28,493 | | | Microsoft Corp. | | | | | 7,718,754 | | | | | | 2.3 | | |
5,171 | | | Motorola Solutions, Inc. | | | | | 1,121,331 | | | | | | 0.3 | | |
12,266 | | | National Instruments Corp. | | | | | 518,606 | | | | | | 0.2 | | |
900 | | | NEC Corp. | | | | | 46,309 | | | | | | 0.0 | | |
10,732 | | | NetApp, Inc. | | | | | 878,092 | | | | | | 0.3 | | |
35,953 | | | NortonLifeLock, Inc. | | | | | 978,641 | | | | | | 0.3 | | |
15,904 | | | Oracle Corp. | | | | | 1,237,967 | | | | | | 0.4 | | |
8,687 | | | Paychex, Inc. | | | | | 932,115 | | | | | | 0.3 | | |
1,080 | | | Pegasystems, Inc. | | | | | 150,325 | | | | | | 0.1 | | |
8,094 | | | Qualcomm, Inc. | | | | | 1,156,875 | | | | | | 0.3 | | |
200 | | | Rohm Co., Ltd. | | | | | 18,405 | | | | | | 0.0 | | |
11,563 | | | Sage Group PLC/The | | | | | 109,527 | | | | | | 0.1 | | |
4,906 | | | Seagate Technology Holdings PLC | | | | | 431,385 | | | | | | 0.1 | | |
10,643 | | | SS&C Technologies Holdings, Inc. | | | | | 766,935 | | | | | | 0.2 | | |
38,834 | | | Switch, Inc. | | | | | 819,786 | | | | | | 0.2 | | |
6,194 | | | SYNNEX Corp. | | | | | 754,181 | | | | | | 0.2 | | |
5,456 | | | TE Connectivity Ltd. | | | | | 737,706 | | | | | | 0.2 | | |
7,143 | | | Texas Instruments, Inc. | | | | | 1,373,599 | | | | | | 0.4 | | |
1,900 | | | Trend Micro, Inc. | | | | | 99,491 | | | | | | 0.0 | | |
1,529 (1) | | | Ubiquiti, Inc. | | | | | 477,339 | | | | | | 0.2 | | |
1,200 | | | Venture Corp. Ltd. | | | | | 17,167 | | | | | | 0.0 | | |
8,844 | | | Visa, Inc. - Class A | | | | | 2,067,904 | | | | | | 0.6 | | |
| | | | | | | | 45,610,985 | | | | | | 13.3 | | |
| | | | | ||||||||||||
| | | Materials: 2.1% | | ||||||||||||
1,009 | | | Air Liquide SA | | | | | 176,928 | | | | | | 0.1 | | |
691 | | | Anglo American PLC | | | | | 27,498 | | | | | | 0.0 | | |
4,939 | | | Aptargroup, Inc. | | | | | 695,609 | | | | | | 0.2 | | |
3,126 | | | BHP Group Ltd. | | | | | 113,725 | | | | | | 0.0 | | |
1,365 | | | CRH PLC | | | | | 69,030 | | | | | | 0.0 | | |
278 | | | Croda International PLC | | | | | 28,354 | | | | | | 0.0 | | |
87(2) | | | EMS-Chemie Holding AG | | | | | 85,513 | | | | | | 0.0 | | |
2,408 | | | Evraz PLC | | | | | 19,756 | | | | | | 0.0 | | |
7,894 | | | Fortescue Metals Group Ltd. | | | | | 137,900 | | | | | | 0.1 | | |
2,202 | | | Holcim Ltd. | | | | | 132,358 | | | | | | 0.1 | | |
3,813 | | | International Paper Co. | | | | | 233,775 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
498 | | | Koninklijke DSM NV | | | | $ | 93,092 | | | | | | 0.0 | | |
1,067 | | | NewMarket Corp. | | | | | 343,553 | | | | | | 0.1 | | |
14,466 | | | Newmont Corp. | | | | | 916,855 | | | | | | 0.3 | | |
700 | | | Nitto Denko Corp. | | | | | 52,129 | | | | | | 0.0 | | |
1,414 | | | Novozymes A/S | | | | | 106,686 | | | | | | 0.0 | | |
5,249 | | | Packaging Corp. of America | | | | | 710,820 | | | | | | 0.2 | | |
2,671 | | | Rio Tinto Ltd. | | | | | 253,226 | | | | | | 0.1 | | |
6,425 | | | Royal Gold, Inc. | | | | | 733,092 | | | | | | 0.2 | | |
8,474 | | | RPM International, Inc. | | | | | 751,474 | | | | | | 0.2 | | |
3,720 | | | Sherwin-Williams Co. | | | | | 1,013,514 | | | | | | 0.3 | | |
11,526 | | | Silgan Holdings, Inc. | | | | | 478,329 | | | | | | 0.1 | | |
661 | | | Smurfit Kappa PLC | | | | | 35,947 | | | | | | 0.0 | | |
733 | | | Symrise AG | | | | | 102,148 | | | | | | 0.0 | | |
780 | | | Yara International ASA | | | | | 41,102 | | | | | | 0.0 | | |
| | | | | | | | 7,352,413 | | | | | | 2.1 | | |
| | | | | ||||||||||||
| | | Real Estate: 2.0% | | ||||||||||||
4,509 | | | Alexandria Real Estate Equities, Inc. | | | | | 820,367 | | | | | | 0.2 | | |
4,425 | | | American Tower Corp. | | | | | 1,195,369 | | | | | | 0.4 | | |
13,234 | | | Corporate Office Properties Trust SBI MD | | | | | 370,420 | | | | | | 0.1 | | |
3,587 | | | Crown Castle International Corp. | | | | | 699,824 | | | | | | 0.2 | | |
200 | | | Daito Trust Construction Co., Ltd. | | | | | 21,821 | | | | | | 0.0 | | |
2,200 | | | Daiwa House Industry Co., Ltd. | | | | | 66,151 | | | | | | 0.0 | | |
4,564 | | | Duke Realty Corp. | | | | | 216,105 | | | | | | 0.1 | | |
1,272 | | | Equinix, Inc. | | | | | 1,020,907 | | | | | | 0.3 | | |
16,514 | | | Gaming and Leisure Properties, Inc. | | | | | 765,094 | | | | | | 0.2 | | |
6,435 | | | Goodman Group | | | | | 101,838 | | | | | | 0.1 | | |
10,000 | | | Hongkong Land Holdings Ltd. - HKHGF | | | | | 47,624 | | | | | | 0.0 | | |
11,140 | | | Invitation Homes, Inc. | | | | | 415,411 | | | | | | 0.1 | | |
574 | | | LEG Immobilien SE | | | | | 82,631 | | | | | | 0.0 | | |
2,030 | | | Life Storage, Inc. | | | | | 217,921 | | | | | | 0.1 | | |
13,500 | | | Mapletree Logistics Trust | | | | | 20,638 | | | | | | 0.0 | | |
2,300 | | | Nomura Real Estate Holdings, Inc. | | | | | 58,256 | | | | | | 0.0 | | |
3,656 | | | ProLogis, Inc. | | | | | 437,002 | | | | | | 0.1 | | |
9,026 | | | Segro PLC | | | | | 136,638 | | | | | | 0.1 | | |
3,000 | | | Sun Hung Kai Properties Ltd. | | | | | 44,586 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
1,558 | | | Vonovia SE | | | | $ | 100,686 | | | | | | 0.0 | | |
3,441 | | | Weyerhaeuser Co. | | | | | 118,439 | | | | | | 0.0 | | |
| | | | | | | | 6,957,728 | | | | | | 2.0 | | |
| | | | | ||||||||||||
| | | Utilities: 2.0% | | ||||||||||||
2,994 | | | American Water Works Co., Inc. | | | | | 461,465 | | | | | | 0.1 | | |
22,948 (1) | | | AusNet Services Ltd. | | | | | 30,077 | | | | | | 0.0 | | |
1,400 | | | Chubu Electric Power Co., Inc. | | | | | 17,129 | | | | | | 0.0 | | |
8,500 | | | CK Infrastructure Holdings Ltd. | | | | | 50,634 | | | | | | 0.0 | | |
12,000 | | | CLP Holdings Ltd. | | | | | 118,594 | | | | | | 0.1 | | |
11,935 | | | Dominion Energy, Inc. | | | | | 878,058 | | | | | | 0.3 | | |
9,565 | | | Duke Energy Corp. | | | | | 944,257 | | | | | | 0.3 | | |
1,391 | | | E.ON AG | | | | | 16,094 | | | | | | 0.0 | | |
2,772 (1) | | | Enagas | | | | | 64,069 | | | | | | 0.0 | | |
4,090 (1) | | | Endesa S.A. | | | | | 99,288 | | | | | | 0.0 | | |
4,088 | | | Enel S.p.A. | | | | | 37,989 | | | | | | 0.0 | | |
6,364 | | | Engie SA | | | | | 87,267 | | | | | | 0.0 | | |
5,018 | | | Entergy Corp. | | | | | 500,294 | | | | | | 0.2 | | |
11,553 | | | Evergy, Inc. | | | | | 698,148 | | | | | | 0.2 | | |
17,500 | | | HK Electric Investments & HK Electric Investments Ltd. - Stapled Security | | | | | 17,733 | | | | | | 0.0 | | |
8,672 | | | National Fuel Gas Co. | | | | | 453,112 | | | | | | 0.1 | | |
10,970 | | | NextEra Energy, Inc. | | | | | 803,882 | | | | | | 0.2 | | |
5,300 | | | Osaka Gas Co., Ltd. | | | | | 98,892 | | | | | | 0.0 | | |
18,000 | | | Power Assets Holdings Ltd. | | | | | 110,449 | | | | | | 0.1 | | |
12,601 | | | Public Service Enterprise Group, Inc. | | | | | 752,784 | | | | | | 0.2 | | |
3,810 (1) | | | Red Electrica Corp. SA | | | | | 70,737 | | | | | | 0.0 | | |
1,602 | | | RWE AG | | | | | 58,084 | | | | | | 0.0 | | |
16,678 (1) | | | Snam SpA | | | | | 96,478 | | | | | | 0.0 | | |
3,858 | | | Spire, Inc. | | | | | 278,818 | | | | | | 0.1 | | |
14,900 | | | Terna SPA | | | | | 111,119 | | | | | | 0.1 | | |
5,200 | | | Tohoku Electric Power Co., Inc. | | | | | 40,770 | | | | | | 0.0 | | |
3,200 | | | Tokyo Gas Co., Ltd. | | | | | 60,357 | | | | | | 0.0 | | |
2,008 | | | United Utilities Group PLC | | | | | 27,102 | | | | | | 0.0 | | |
| | | | | | | | 6,983,680 | | | | | | 2.0 | | |
| | | Total Common Stock (Cost $117,708,084) | | | | | 152,646,483 | | | | | | 44.5 | | |
|
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 0.8% | | |||||||||||||||
2,378 | | | iShares MSCI EAFE ETF | | | | $ | 187,577 | | | | | | 0.1 | | |
10,164 | | | iShares Russell 1000 ETF | | | | | 2,460,501 | | | | | | 0.7 | | |
| | | Total Exchange - Traded Funds (Cost $2,500,954) | | | | | 2,648,078 | | | | | | 0.8 | | |
MUTUAL FUNDS: 8.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 8.0% | | ||||||||||||
2,766,625 | | | Voya Floating Rate Fund - Class P | | | | | 25,093,289 | | | | | | 7.3 | | |
289,456 | | | Voya High Yield Bond Fund - Class P | | | | | 2,347,489 | | | | | | 0.7 | | |
| | | Total Mutual Funds (Cost $28,415,449) | | | | | 27,440,778 | | | | | | 8.0 | | |
PREFERRED STOCK: 0.1% | | |||||||||||||||
| | | Consumer Staples: 0.0% | | ||||||||||||
414 | | | Henkel AG & Co. KGaA | | | | | 43,724 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Financials: 0.1% | | ||||||||||||
50 (2)(4) | | | Fannie Mae | | | | | 306,250 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Materials: 0.0% | | ||||||||||||
453 | | | Fuchs Petrolub AG | | | | | 22,045 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $4,162,602) | | | | | 372,019 | | | | | | 0.1 | | |
OTHER (5): — % | | |||||||||||||||
| | | Consumer Discretionary: — % | | ||||||||||||
120,000 (6)(7) | | | General Motors Co. Escrow | | | | | — | | | | | | — | | |
| | | Total Other (Cost $— ) | | | | | — | | | | | | — | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 7.6% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
200,000 (3) | | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 218,291 | | | | | | 0.1 | | |
70,000 (3) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 73,590 | | | | | | 0.0 | | |
125,000 (3) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 124,166 | | | | | | 0.1 | | |
70,000 (3) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 75,338 | | | | | | 0.0 | | |
70,000 (3) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 71,524 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
250,000 (3) | | | Evraz PLC, 5.250%, 04/02/2024 | | | | $ | 269,914 | | | | | | 0.1 | | |
50,000 (3) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 53,558 | | | | | | 0.0 | | |
70,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 73,150 | | | | | | 0.0 | | |
200,000 (3) | | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | | | 218,359 | | | | | | 0.1 | | |
70,000 (3) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 70,350 | | | | | | 0.0 | | |
70,000 (3) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 78,191 | | | | | | 0.0 | | |
70,000 (3)(8) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750)%, 02/15/2026 | | | | | 71,523 | | | | | | 0.0 | | |
18,000 (3) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 20,044 | | | | | | 0.0 | | |
70,000 (3) | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | | | 71,614 | | | | | | 0.0 | | |
225,000 (3) | | | MMK International Capital DAC, 4.375%, 06/13/2024 | | | | | 241,703 | | | | | | 0.1 | | |
70,000 (3) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 72,905 | | | | | | 0.0 | | |
70,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 72,940 | | | | | | 0.0 | | |
70,000 (3) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 74,353 | | | | | | 0.0 | | |
200,000 | | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | | | 226,850 | | | | | | 0.1 | | |
70,000 (3) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 73,063 | | | | | | 0.0 | | |
45,000 (3) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 46,207 | | | | | | 0.0 | | |
55,000 (3) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 55,618 | | | | | | 0.0 | | |
115,000 (3) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 113,411 | | | | | | 0.1 | | |
| | | | | | | | 2,466,662 | | | | | | 0.7 | | |
| | | Communications: 0.7% | | ||||||||||||
200,000 | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 196,802 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
70,000 (3) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | $ | 70,875 | | | | | | 0.0 | | |
70,000 (3) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 73,510 | | | | | | 0.0 | | |
70,000 (3) | | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | | | 72,561 | | | | | | 0.0 | | |
70,000 (3) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 71,750 | | | | | | 0.0 | | |
70,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 75,947 | | | | | | 0.0 | | |
35,000 (3) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 22,708 | | | | | | 0.0 | | |
35,000 (1)(3) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 17,237 | | | | | | 0.0 | | |
70,000 (3) | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 69,208 | | | | | | 0.0 | | |
70,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 79,443 | | | | | | 0.1 | | |
70,000 (3) | | | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | | | | | 72,456 | | | | | | 0.0 | | |
70,000 (3) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 71,785 | | | | | | 0.0 | | |
70,000 | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 78,713 | | | | | | 0.1 | | |
70,000 | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 75,076 | | | | | | 0.0 | | |
60,000 (3) | | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | | | 62,223 | | | | | | 0.0 | | |
70,000 (3) | | | Match Group Holdings II LLC, 4.125%, 08/01/2030 | | | | | 71,365 | | | | | | 0.0 | | |
70,000 (3) | | | MDC Partners, Inc., 7.500%, 05/01/2024 | | | | | 70,962 | | | | | | 0.0 | | |
58,000 | | | Meredith Corp., 6.875%, 02/01/2026 | | | | | 60,396 | | | | | | 0.0 | | |
70,000 (3) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 73,743 | | | | | | 0.0 | | |
70,000 (3) | | | National CineMedia LLC, 5.875%, 04/15/2028 | | | | | 68,877 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
70,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | $ | 86,010 | | | | | | 0.1 | | |
70,000 (3) | | | Radiate Holdco LLC / Radiate Finance, Inc., 4.500%, 09/15/2026 | | | | | 72,630 | | | | | | 0.0 | | |
70,000 (3) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 69,546 | | | | | | 0.0 | | |
70,000 (3) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 68,863 | | | | | | 0.0 | | |
70,000 (3) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 73,509 | | | | | | 0.0 | | |
70,000 (3) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 70,928 | | | | | | 0.0 | | |
70,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 85,584 | | | | | | 0.1 | | |
25,000 (3) | | | Summer BC Bidco B LLC, 5.500%, 10/31/2026 | | | | | 25,449 | | | | | | 0.0 | | |
70,000 | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 73,443 | | | | | | 0.0 | | |
70,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 83,736 | | | | | | 0.1 | | |
70,000 (3) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 75,936 | | | | | | 0.0 | | |
70,000 (3) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 75,689 | | | | | | 0.0 | | |
70,000 (9) | | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | | | 80,250 | | | | | | 0.1 | | |
70,000 (3) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 71,559 | | | | | | 0.0 | | |
| | | | | | | | 2,468,769 | | | | | | 0.7 | | |
| | | Consumer, Cyclical: 1.5% | | ||||||||||||
70,000 (3) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 67,813 | | | | | | 0.0 | | |
70,000 (3) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 75,063 | | | | | | 0.1 | | |
70,000 (3) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 73,369 | | | | | | 0.0 | | |
70,000 (3) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 74,539 | | | | | | 0.0 | | |
70,000 (3) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 76,790 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
70,000 (3) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | | | | $ | 74,200 | | | | | | 0.0 | | |
70,000 (1) | | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | | | 76,551 | | | | | | 0.1 | | |
70,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 73,272 | | | | | | 0.0 | | |
70,000 (3) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 72,793 | | | | | | 0.0 | | |
70,000 (3) | | | Boyd Gaming Corp., 4.750%, 06/15/2031 | | | | | 72,712 | | | | | | 0.0 | | |
70,000 (3) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 77,253 | | | | | | 0.1 | | |
45,000 (3) | | | Boyne USA, Inc., 4.750%, 05/15/2029 | | | | | 46,558 | | | | | | 0.0 | | |
70,000 (3) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 74,287 | | | | | | 0.0 | | |
70,000 (3) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 70,962 | | | | | | 0.0 | | |
70,000 (3) | | | Carnival Corp., 5.750%, 03/01/2027 | | | | | 73,412 | | | | | | 0.0 | | |
70,000 (3) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 73,781 | | | | | | 0.0 | | |
70,000 | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 72,486 | | | | | | 0.0 | | |
60,000 (3) | | | Cinemark USA, Inc., 5.875%, 03/15/2026 | | | | | 62,977 | | | | | | 0.0 | | |
200,000 (3) | | | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | | | | | 204,280 | | | | | | 0.1 | | |
70,000 (3) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 71,647 | | | | | | 0.0 | | |
165,000 (3) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 183,573 | | | | | | 0.1 | | |
15,000 | | | Everi Holdings, Inc., 5.000%, 07/15/2029 | | | | | 15,000 | | | | | | 0.0 | | |
70,000 (3) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 74,639 | | | | | | 0.1 | | |
70,000 (3) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 73,620 | | | | | | 0.0 | | |
200,000 (3) | | | InRetail Consumer, 3.250%, 03/22/2028 | | | | | 198,083 | | | | | | 0.1 | | |
70,000 (3) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 73,942 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
70,000 (3) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | $ | 73,360 | | | | | | 0.0 | | |
70,000 (3) | | | IRB Holding Corp., 7.000%, 06/15/2025 | | | | | 75,741 | | | | | | 0.1 | | |
70,000 | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 87,815 | | | | | | 0.1 | | |
70,000 (3) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 70,626 | | | | | | 0.0 | | |
70,000 (3) | | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | | | 71,838 | | | | | | 0.0 | | |
30,000 (3) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 31,576 | | | | | | 0.0 | | |
70,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 73,194 | | | | | | 0.0 | | |
70,000 | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | | | 78,449 | | | | | | 0.1 | | |
70,000 (3) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 71,103 | | | | | | 0.0 | | |
70,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 77,032 | | | | | | 0.1 | | |
70,000 (3) | | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | | | 70,175 | | | | | | 0.0 | | |
70,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 74,085 | | | | | | 0.0 | | |
70,000 (3) | | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | | | 70,088 | | | | | | 0.0 | | |
70,000 (3) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | | 72,702 | | | | | | 0.0 | | |
45,000 (3) | | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | | | 47,185 | | | | | | 0.0 | | |
70,000 (3) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 76,914 | | | | | | 0.1 | | |
70,000 (3) | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 72,461 | | | | | | 0.0 | | |
35,000 (3) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 37,581 | | | | | | 0.0 | | |
70,000 (3) | | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | | | 75,164 | | | | | | 0.1 | | |
70,000 (3) | | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | | | 72,153 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
70,000 (3) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | $ | 72,515 | | | | | | 0.0 | | |
70,000 | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | | | 73,343 | | | | | | 0.0 | | |
70,000 (3) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 73,500 | | | | | | 0.0 | | |
70,000 (3) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 70,883 | | | | | | 0.0 | | |
70,000 (3) | | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | | | 72,200 | | | | | | 0.0 | | |
70,000 (3) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 71,370 | | | | | | 0.0 | | |
70,000 (3) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 71,333 | | | | | | 0.0 | | |
70,000 (3) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 73,500 | | | | | | 0.0 | | |
35,000 (1) | | | Tenneco, Inc., 5.000%, 07/15/2026 | | | | | 34,858 | | | | | | 0.0 | | |
35,000 (3) | | | Tenneco, Inc., 7.875%, 01/15/2029 | | | | | 39,626 | | | | | | 0.0 | | |
70,000 | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | | | 77,274 | | | | | | 0.1 | | |
70,000 (1) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 72,722 | | | | | | 0.0 | | |
70,000 (3) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 73,816 | | | | | | 0.0 | | |
80,000 | | | Victoria’s Secret & Co., 4.625%, 07/15/2029 | | | | | 80,000 | | | | | | 0.0 | | |
35,000 (3) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 34,631 | | | | | | 0.0 | | |
35,000 (3) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 41,245 | | | | | | 0.0 | | |
70,000 (3) | | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | | | 70,929 | | | | | | 0.0 | | |
70,000 (3) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 73,853 | | | | | | 0.0 | | |
70,000 (3) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 72,429 | | | | | | 0.0 | | |
70,000 (3) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 72,032 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
35,000 (3) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | $ | 36,444 | | | | | | 0.0 | | |
| | | | | | | | 4,921,347 | | | | | | 1.5 | | |
| | | Consumer, Non-cyclical: 1.0% | | ||||||||||||
70,000 (3) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 74,868 | | | | | | 0.1 | | |
15,000 (3) | | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | | | 14,871 | | | | | | 0.0 | | |
200,000 (3) | | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | | | 209,807 | | | | | | 0.1 | | |
70,000 (3) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 69,300 | | | | | | 0.0 | | |
25,000 (3) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 26,537 | | | | | | 0.0 | | |
50,000 (3) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 55,125 | | | | | | 0.0 | | |
70,000 (3) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 71,973 | | | | | | 0.0 | | |
70,000 (3) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 72,884 | | | | | | 0.0 | | |
70,000 (3) | | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | | | 73,991 | | | | | | 0.0 | | |
70,000 (3) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 65,187 | | | | | | 0.0 | | |
70,000 (3) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 73,253 | | | | | | 0.0 | | |
70,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 77,071 | | | | | | 0.1 | | |
25,000 (3) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 25,956 | | | | | | 0.0 | | |
90,000 (3) | | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | | | 89,325 | | | | | | 0.1 | | |
40,000 (3) | | | CPI CG, Inc., 8.625%, 03/15/2026 | | | | | 42,611 | | | | | | 0.0 | | |
70,000 (3) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 72,063 | | | | | | 0.0 | | |
225,000 (3) | | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | | | 242,737 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
45,000 | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | | $ | 48,271 | | | | | | 0.0 | | |
70,000 (3) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 73,014 | | | | | | 0.0 | | |
70,000 | | | HCA, Inc., 3.500%, 09/01/2030 | | | | | 74,620 | | | | | | 0.0 | | |
70,000 (3) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 72,689 | | | | | | 0.0 | | |
200,000 (3) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 215,061 | | | | | | 0.1 | | |
70,000 (3) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 76,014 | | | | | | 0.1 | | |
70,000 (3) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 77,000 | | | | | | 0.1 | | |
64,000 (3) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 70,090 | | | | | | 0.0 | | |
70,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 86,078 | | | | | | 0.1 | | |
70,000 (3) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 70,945 | | | | | | 0.0 | | |
70,000 (3) | | | Molina Healthcare, Inc., 3.875%, 11/15/2030 | | | | | 72,983 | | | | | | 0.0 | | |
70,000 (3) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 70,436 | | | | | | 0.0 | | |
40,000 (3) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 41,800 | | | | | | 0.0 | | |
70,000 (3) | | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | | | 70,263 | | | | | | 0.0 | | |
70,000 (3) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 71,657 | | | | | | 0.0 | | |
70,000 (3) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 74,641 | | | | | | 0.0 | | |
70,000 (3) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 71,266 | | | | | | 0.0 | | |
70,000 (3) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 70,088 | | | | | | 0.0 | | |
70,000 (3) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 74,712 | | | | | | 0.0 | | |
70,000 (3) | | | Simmons Foods, Inc./ Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 70,698 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
70,000 | | | Spectrum Brands, Inc., 5.750%, 07/15/2025 | | | | $ | 71,820 | | | | | | 0.0 | | |
55,000 (3) | | | Square, Inc., 3.500%, 06/01/2031 | | | | | 55,550 | | | | | | 0.0 | | |
70,000 (3) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 74,794 | | | | | | 0.0 | | |
80,000 (3) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 80,309 | | | | | | 0.1 | | |
45,000 (3) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 48,519 | | | | | | 0.0 | | |
70,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 74,323 | | | | | | 0.0 | | |
70,000 (3) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 74,274 | | | | | | 0.0 | | |
| | | | | | | | 3,389,474 | | | | | | 1.0 | | |
| | | Energy: 1.4% | | ||||||||||||
70,000 (3) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | | 75,878 | | | | | | 0.1 | | |
70,000 (3) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 73,013 | | | | | | 0.0 | | |
70,000 (1) | | | Apache Corp., 4.375%, 10/15/2028 | | | | | 74,612 | | | | | | 0.0 | | |
70,000 (3) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 73,214 | | | | | | 0.0 | | |
35,000 (3) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | | 36,705 | | | | | | 0.0 | | |
35,000 (3) | | | Cheniere Energy Partners L.P., 4.000%, 03/01/2031 | | | | | 36,619 | | | | | | 0.0 | | |
70,000 (3) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 75,108 | | | | | | 0.0 | | |
70,000 | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | | | 72,114 | | | | | | 0.0 | | |
70,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 79,822 | | | | | | 0.1 | | |
46,000 (3) | | | Devon Energy Corp., 5.250%, 10/15/2027 | | | | | 49,598 | | | | | | 0.0 | | |
70,000 (3) | | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | | | 71,161 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
350,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | $ | 366,846 | | | | | | 0.1 | | |
70,000 (3) | | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | | | 71,487 | | | | | | 0.0 | | |
450,000 (9) | | | Energy Transfer L.P., 7.125%, 12/31/2199 | | | | | 465,750 | | | | | | 0.2 | | |
70,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 73,145 | | | | | | 0.0 | | |
70,000 (3) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 73,290 | | | | | | 0.0 | | |
35,000 (3) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 38,144 | | | | | | 0.0 | | |
300,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | | | 335,789 | | | | | | 0.1 | | |
70,000 (3) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 73,097 | | | | | | 0.0 | | |
70,000 (3) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 73,073 | | | | | | 0.0 | | |
70,000 (3) | | | Independence Energy Finance LLC, 7.250%, 05/01/2026 | | | | | 73,724 | | | | | | 0.0 | | |
70,000 (3) | | | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | | | | | 73,240 | | | | | | 0.0 | | |
350,000 | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 419,195 | | | | | | 0.2 | | |
70,000 (1) | | | Laredo Petroleum, Inc., 10.125%, 01/15/2028 | | | | | 77,070 | | | | | | 0.1 | | |
70,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 73,899 | | | | | | 0.0 | | |
70,000 (3) | | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | | | 73,079 | | | | | | 0.0 | | |
70,000 | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 84,087 | | | | | | 0.1 | | |
225,000 | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 236,531 | | | | | | 0.1 | | |
425,000 | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 413,419 | | | | | | 0.1 | | |
200,000 | | | Petroleos Mexicanos, 6.500%, 03/13/2027 | | | | | 211,350 | | | | | | 0.1 | | |
70,000 (3) | | | Precision Drilling Corp., 6.875%, 01/15/2029 | | | | | 72,188 | | | | | | 0.0 | | |
200,000 | | | Qatar Petroleum, 3.125%, 07/12/2041 | | | | | 199,262 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
70,000 (3) | | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | | $ | 72,734 | | | | | | 0.0 | | |
70,000 (3) | | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | | | 70,000 | | | | | | 0.0 | | |
70,000 (3) | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 71,436 | | | | | | 0.0 | | |
70,000 (3) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 71,320 | | | | | | 0.0 | | |
70,000 (3) | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 75,871 | | | | | | 0.0 | | |
70,000 (3) | | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | | | 73,763 | | | | | | 0.0 | | |
70,000 (3) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 73,122 | | | | | | 0.0 | | |
70,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 75,763 | | | | | | 0.0 | | |
| | | | | | | | 4,879,518 | | | | | | 1.4 | | |
| | | Financial: 0.5% | | ||||||||||||
70,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 80,444 | | | | | | 0.1 | | |
70,000 (3) | | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | | | 72,199 | | | | | | 0.0 | | |
200,000 | | | Bancolombia SA, 3.000%, 01/29/2025 | | | | | 205,650 | | | | | | 0.1 | | |
70,000 (3) | | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | | | 71,625 | | | | | | 0.0 | | |
70,000 (3) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 75,677 | | | | | | 0.1 | | |
70,000 (3) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 71,389 | | | | | | 0.0 | | |
30,000 (3) | | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | | | 30,251 | | | | | | 0.0 | | |
70,000 (3) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 73,295 | | | | | | 0.0 | | |
70,000 (3) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 74,194 | | | | | | 0.0 | | |
200,000 (3)(9) | | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 211,373 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
30,000 (3) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | $ | 30,038 | | | | | | 0.0 | | |
70,000 (3) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 72,744 | | | | | | 0.0 | | |
70,000 (3) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | | | 71,273 | | | | | | 0.0 | | |
35,000 (3) | | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | | | 36,673 | | | | | | 0.0 | | |
70,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 70,787 | | | | | | 0.0 | | |
35,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 36,286 | | | | | | 0.0 | | |
70,000 | | | OneMain Finance Corp., 6.625%, 01/15/2028 | | | | | 80,488 | | | | | | 0.1 | | |
70,000 (3) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 73,588 | | | | | | 0.0 | | |
70,000 (3) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 73,275 | | | | | | 0.0 | | |
70,000 | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 72,056 | | | | | | 0.0 | | |
70,000 | | | Service Properties Trust, 4.375%, 02/15/2030 | | | | | 66,776 | | | | | | 0.0 | | |
70,000 (3) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | | | 72,450 | | | | | | 0.0 | | |
35,000 (3) | | | XHR L.P., 4.875%, 06/01/2029 | | | | | 36,181 | | | | | | 0.0 | | |
| | | | | | | | 1,758,712 | | | | | | 0.5 | | |
| | | Industrial: 0.6% | | ||||||||||||
70,000 (3) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 73,700 | | | | | | 0.0 | | |
70,000 (3) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 71,613 | | | | | | 0.0 | | |
70,000 (3) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 73,675 | | | | | | 0.0 | | |
70,000 (3) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 74,112 | | | | | | 0.0 | | |
70,000 (3) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 76,373 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
70,000 (3) | | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | | $ | 72,737 | | | | | | 0.0 | | |
70,000 (3) | | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | | | 72,975 | | | | | | 0.0 | | |
70,000 (3) | | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | | | 72,733 | | | | | | 0.0 | | |
70,000 (3) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 72,079 | | | | | | 0.0 | | |
70,000 (3) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 75,622 | | | | | | 0.1 | | |
70,000 (3) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 78,321 | | | | | | 0.1 | | |
70,000 (3) | | | Imola Merger Corp., 4.750%, 05/15/2029 | | | | | 72,100 | | | | | | 0.0 | | |
70,000 (3) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 72,986 | | | | | | 0.0 | | |
200,000 (3) | | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | | | 228,861 | | | | | | 0.1 | | |
70,000 (3) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 72,486 | | | | | | 0.0 | | |
45,000 (3) | | | Madison IAQ LLC, 5.875%, 06/30/2029 | | | | | 45,844 | | | | | | 0.0 | | |
70,000 (3) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 78,697 | | | | | | 0.1 | | |
70,000 | | | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | | | | | 71,474 | | | | | | 0.0 | | |
70,000 (3) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 74,085 | | | | | | 0.0 | | |
70,000 (3) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 71,815 | | | | | | 0.0 | | |
70,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 72,736 | | | | | | 0.0 | | |
42,000 (3) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 46,402 | | | | | | 0.0 | | |
70,000 (3) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 75,317 | | | | | | 0.1 | | |
70,000 (3) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 70,732 | | | | | | 0.0 | | |
70,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 73,063 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
15,000 (3) | | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | | $ | 16,308 | | | | | | 0.0 | | |
70,000 (3) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 72,692 | | | | | | 0.0 | | |
| | | | | | | | 2,029,538 | | | | | | 0.6 | | |
| | | Technology: 0.3% | | ||||||||||||
70,000 (3) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 71,248 | | | | | | 0.0 | | |
70,000 (3) | | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | | | 71,870 | | | | | | 0.0 | | |
70,000 (3) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 71,577 | | | | | | 0.0 | | |
70,000 (3) | | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | | | 73,465 | | | | | | 0.0 | | |
100,000 (3) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 104,695 | | | | | | 0.1 | | |
70,000 | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 71,011 | | | | | | 0.0 | | |
70,000 | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | | | 72,730 | | | | | | 0.0 | | |
70,000 | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 73,512 | | | | | | 0.0 | | |
55,000 (3) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 56,788 | | | | | | 0.0 | | |
70,000 (3) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 71,106 | | | | | | 0.0 | | |
15,000 (1)(3) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 15,394 | | | | | | 0.0 | | |
70,000 (3) | | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | | | 69,556 | | | | | | 0.0 | | |
70,000 (3) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 73,663 | | | | | | 0.1 | | |
40,000 (3) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 40,675 | | | | | | 0.0 | | |
75,000 (3) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 78,302 | | | | | | 0.1 | | |
| | | | | | | | 1,015,592 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities: 0.9% | | ||||||||||||
70,000 (3) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | $ | 73,515 | | | | | | 0.0 | | |
200,000 (3) | | | Colbun SA, 3.150%, 03/06/2030 | | | | | 204,397 | | | | | | 0.1 | | |
475,000 (9) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 505,875 | | | | | | 0.1 | | |
380,000 (9) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 404,700 | | | | | | 0.1 | | |
200,000 | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | | | 206,936 | | | | | | 0.1 | | |
250,000 | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 257,245 | | | | | | 0.1 | | |
275,000 (9) | | | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | | | | | 320,245 | | | | | | 0.1 | | |
400,000 | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 467,250 | | | | | | 0.1 | | |
269,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 285,166 | | | | | | 0.1 | | |
275,000 (9) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 291,500 | | | | | | 0.1 | | |
70,000 (3) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 72,712 | | | | | | 0.0 | | |
| | | | | | | | 3,089,541 | | | | | | 0.9 | | |
| | | Total Corporate Bonds/Notes (Cost $24,839,919) | | | | | 26,019,153 | | | | | | 7.6 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.3% | | |||||||||||||||
780,872 (3)(9) | | | Agate Bay Mortgage Trust 2015-1 B4, 3.754%, 01/25/2045 | | | | | 786,327 | | | | | | 0.2 | | |
357,011 (3)(9) | | | Chase Mortgage Finance Corp. 2016-SH1 M2, 3.750%, 04/25/2045 | | | | | 364,455 | | | | | | 0.1 | | |
473,933 (3)(9) | | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 481,849 | | | | | | 0.1 | | |
469,885 (3)(9) | | | CIM Trust 2019-J1 B2, 4.005%, 08/25/2049 | | | | | 490,081 | | | | | | 0.1 | | |
243,648 (3)(9) | | | CIM Trust 2019-J2 A13, 3.500%, 10/25/2049 | | | | | 246,243 | | | | | | 0.1 | | |
996,387 (3)(9) | | | Citigroup Mortgage Loan Trust 2021-J1 A4A, 2.500%, 04/25/2051 | | | | | 1,002,638 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,221,659 (3) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.092%, (US0001M + 2.000)%, 01/25/2040 | | | | $ | 1,228,299 | | | | | | 0.4 | | |
515,794 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650)%, 09/25/2029 | | | | | 534,959 | | | | | | 0.2 | | |
292,203 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.742%, (US0001M + 2.650)%, 02/25/2030 | | | | | 297,173 | | | | | | 0.1 | | |
327,131 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.892%, (US0001M + 2.800)%, 02/25/2030 | | | | | 334,834 | | | | | | 0.1 | | |
775,089 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.442%, (US0001M + 2.350)%, 01/25/2031 | | | | | 785,242 | | | | | | 0.2 | | |
665,734 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.092%, (US0001M + 2.000)%, 03/25/2031 | | | | | 671,501 | | | | | | 0.2 | | |
214,908 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.342%, (US0001M + 2.250)%, 07/25/2030 | | | | | 218,110 | | | | | | 0.1 | | |
376,228 (3) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.392%, (US0001M + 2.300)%, 08/25/2031 | | | | | 379,094 | | | | | | 0.1 | | |
303,512 (3) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.192%, (US0001M + 2.100)%, 06/25/2039 | | | | | 304,912 | | | | | | 0.1 | | |
328,848 (3) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.492%, (US0001M + 2.400)%, 04/25/2031 | | | | | 330,908 | | | | | | 0.1 | | |
4,657,637 (10) | | | Fannie Mae Interest Strip Series 367 2, 5.500%, 01/25/2036 | | | | | 966,557 | | | | | | 0.3 | | |
1,079,976 (10) | | | Fannie Mae REMICS 2005-66 LS, 6.539%, (-1.000*US0001M + 6.630)%, 07/25/2035 | | | | | 210,842 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,806,035 (10) | | | Fannie Mae REMICS 2008-36 YI, 7.109%, (-1.000*US0001M + 7.200)%, 07/25/2036 | | | | $ | 280,217 | | | | | | 0.1 | | |
855,237 (10) | | | Fannie Mae REMICS 2010-59 NS, 5.679%, (-1.000*US0001M + 5.770)%, 06/25/2040 | | | | | 145,241 | | | | | | 0.0 | | |
3,784,323 (10) | | | Fannie Mae REMICS 2012-121 ID, 3.000%, 11/25/2027 | | | | | 232,124 | | | | | | 0.1 | | |
3,935,640 (10) | | | Fannie Mae REMICS 2012-144 SC, 6.009%, (-1.000*US0001M + 6.100)%, 01/25/2043 | | | | | 903,975 | | | | | | 0.3 | | |
1,919,383 (10) | | | Fannie Mae REMICS 2012-151 WS, 6.109%, (-1.000*US0001M + 6.200)%, 03/25/2042 | | | | | 287,520 | | | | | | 0.1 | | |
4,491,836 (10) | | | Fannie Mae REMICS 2012-35 LS, 6.509%, (-1.000*US0001M + 6.600)%, 04/25/2041 | | | | | 607,855 | | | | | | 0.2 | | |
3,275,276 (10) | | | Fannie Mae REMICS 2013-20 SK, 6.109%, (-1.000*US0001M + 6.200)%, 05/25/2041 | | | | | 363,586 | | | | | | 0.1 | | |
4,455,104 (10) | | | Fannie Mae REMICS 2013-71 AI, 3.000%, 07/25/2028 | | | | | 287,489 | | | | | | 0.1 | | |
1,202,946 (10) | | | Fannie Mae REMICS 2015-65 KI, 6.909%, (-1.000*US0001M + 7.000)%, 08/25/2035 | | | | | 239,304 | | | | | | 0.1 | | |
624,697 (10) | | | Fannie Mae REMICS 2018-86 DS, 6.009%, (-1.000*US0001M + 6.100)%, 12/25/2048 | | | | | 94,874 | | | | | | 0.0 | | |
412,170 (3)(9) | | | Flagstar Mortgage Trust 2017-1 1A7, 3.500%, 03/25/2047 | | | | | 418,573 | | | | | | 0.1 | | |
883,256 (3)(9) | | | Flagstar Mortgage Trust 2017-1 B3, 3.678%, 03/25/2047 | | | | | 906,357 | | | | | | 0.3 | | |
749,629 (3)(9) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 764,618 | | | | | | 0.2 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
982,748 (3)(9) | | | Flagstar Mortgage Trust 2021-2 A4, 2.500%, 04/25/2051 | | | | $ | 989,797 | | | | | | 0.3 | | |
597,371 (3)(9) | | | Flagstar Mortgage Trust 2021-2 B3, 2.815%, 04/25/2051 | | | | | 589,243 | | | | | | 0.2 | | |
832,890 (3) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 1.992%, (US0001M + 1.900)%, 01/25/2050 | | | | | 835,953 | | | | | | 0.2 | | |
389,603 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 3.992%, (US0001M + 3.900)%, 12/25/2027 | | | | | 396,342 | | | | | | 0.1 | | |
1,152,702 (3) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.742%, (US0001M + 2.650)%, 01/25/2049 | | | | | 1,170,701 | | | | | | 0.3 | | |
837,933 (3) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.142%, (US0001M + 2.050)%, 04/25/2049 | | | | | 845,342 | | | | | | 0.2 | | |
555,583 (10) | | | Freddie Mac REMICS 3318 KS, 6.337%, (-1.000*US0001M + 6.410)%, 05/15/2037 | | | | | 78,339 | | | | | | 0.0 | | |
959,050 (10) | | | Freddie Mac REMICS 3879 SL, 6.527%, (-1.000*US0001M + 6.600)%, 01/15/2041 | | | | | 136,511 | | | | | | 0.0 | | |
3,680,555 (10) | | | Freddie Mac REMICS 4120 JS, 6.127%, (-1.000*US0001M + 6.200)%, 10/15/2032 | | | | | 645,013 | | | | | | 0.2 | | |
2,493,332 (10) | | | Freddie Mac REMICS 4141 EI, 3.000%, 09/15/2027 | | | | | 112,624 | | | | | | 0.0 | | |
3,133,817 (10) | | | Freddie Mac REMICS 4153 IB, 2.500%, 01/15/2028 | | | | | 156,415 | | | | | | 0.0 | | |
3,501,927 (10) | | | Freddie Mac REMICS 4517 KI, 1.045%, (-0.357*US0001M + 1.071)%, 04/15/2043 | | | | | 125,512 | | | | | | 0.0 | | |
4,049,483 (10) | | | Freddie Mac REMICS 4596 DI, 3.500%, 06/15/2046 | | | | | 507,692 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,216,575 (10) | | | Freddie Mac REMICS 4619 KS, 4.158%, (-1.000*US0001M + 4.250)%, 06/15/2039 | | | | $ | 339,065 | | | | | | 0.1 | | |
1,130,182 (10) | | | Ginnie Mae Series 2013-148 DS, 5.605%, (-1.000*US0001M + 5.680)%, 10/16/2043 | | | | | 220,684 | | | | | | 0.1 | | |
7,851,079 (10) | | | Ginnie Mae Series 2015-20 CI, 3.500%, 02/20/2030 | | | | | 729,429 | | | | | | 0.2 | | |
696,551 (10) | | | Ginnie Mae Series 2015-42 IY, 5.500%, 08/20/2039 | | | | | 65,837 | | | | | | 0.0 | | |
7,005,433 (10) | | | Ginnie Mae Series 2019-23 MT, 0.600%, (-1.000*US0001M + 6.700)%, 03/20/2042 | | | | | 128,157 | | | | | | 0.0 | | |
140,110 (3)(9) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 140,929 | | | | | | 0.0 | | |
558,834 (3)(9) | | | GS Mortgage-Backed Securities Trust 2020-NQM1 A2, 1.791%, 09/27/2060 | | | | | 562,411 | | | | | | 0.2 | | |
500,000 (3) | | | Home RE 2019-1 M2 Ltd., 3.342%, (US0001M + 3.250)%, 05/25/2029 | | | | | 506,857 | | | | | | 0.2 | | |
1,000,000 (3)(9) | | | Hundred Acre Wood Trust 2021-INV1 A27, 2.500%, 07/25/2051 | | | | | 1,011,917 | | | | | | 0.3 | | |
818,594 (3)(9) | | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | | | 836,058 | | | | | | 0.2 | | |
861,485 (3)(9) | | | JP Morgan Mortgage Trust 2017-5 B2, 3.091%, 10/26/2048 | | | | | 885,353 | | | | | | 0.3 | | |
1,115,461 (3)(9) | | | JP Morgan Mortgage Trust 2018-3 B2, 3.761%, 09/25/2048 | | | | | 1,153,665 | | | | | | 0.3 | | |
724,099 (3)(9) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.755%, 10/25/2048 | | | | | 746,394 | | | | | | 0.2 | | |
941,352 (3)(9) | | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | | | 970,379 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
405,268 (3)(9) | | | JP Morgan Mortgage Trust 2018-8 A13, 4.000%, 01/25/2049 | | | | $ | 410,118 | | | | | | 0.1 | | |
168,981 (3)(9) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 171,799 | | | | | | 0.1 | | |
130,315 (3)(9) | | | JP Morgan Mortgage Trust 2019-2 A15, 4.000%, 08/25/2049 | | | | | 131,502 | | | | | | 0.0 | | |
186,974 (3)(9) | | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | | | 190,773 | | | | | | 0.1 | | |
50,971 (3)(9) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 52,136 | | | | | | 0.0 | | |
964,215 (3)(9) | | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.027%, 10/25/2049 | | | | | 1,033,088 | | | | | | 0.3 | | |
250,224 (3)(9) | | | JP Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 251,847 | | | | | | 0.1 | | |
255,868 (3)(9) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 258,355 | | | | | | 0.1 | | |
579,389 (3)(9) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.802%, 12/25/2049 | | | | | 603,523 | | | | | | 0.2 | | |
392,524 (3)(9) | | | JP Morgan Mortgage Trust 2020-3 A15, 3.500%, 08/25/2050 | | | | | 400,414 | | | | | | 0.1 | | |
1,000,000 (3)(9) | | | JP Morgan Mortgage Trust 2021-3 A5, 2.500%, 07/01/2051 | | | | | 1,021,125 | | | | | | 0.3 | | |
96,570 (3)(9) | | | Mello Mortgage Capital Acceptance 2018-MTG2 A2, 4.000%, 10/25/2048 | | | | | 96,734 | | | | | | 0.0 | | |
470,098 (3)(9) | | | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.446%, 10/25/2048 | | | | | 503,057 | | | | | | 0.1 | | |
291,714 (3)(9) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 295,250 | | | | | | 0.1 | | |
496,736 (3)(9) | | | RCKT Mortgage Trust 2021-1 B3, 2.728%, 03/25/2051 | | | | | 489,137 | | | | | | 0.1 | | |
1,139,045 (3)(9) | | | Sequoia Mortgage Trust 2019-2 B2, 4.259%, 06/25/2049 | | | | | 1,189,961 | | | | | | 0.3 | | |
1,140,722 (3)(9) | | | Sequoia Mortgage Trust 2019-2 B3, 4.259%, 06/25/2049 | | | | | 1,182,995 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
69,944 (3)(9) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | $ | 71,249 | | | | | | 0.0 | | |
182,996 (3)(9) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 185,362 | | | | | | 0.1 | | |
168,058 (3)(9) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 169,593 | | | | | | 0.1 | | |
697,171 (3)(9) | | | Sequoia Mortgage Trust 2021-3 B3, 2.664%, 05/25/2051 | | | | | 678,730 | | | | | | 0.2 | | |
1,096,654 (3)(9) | | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | | | 1,102,434 | | | | | | 0.3 | | |
569,523 (3)(9) | | | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | | | | | 580,398 | | | | | | 0.2 | | |
561,065 (3)(9) | | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.692%, 07/25/2047 | | | | | 577,912 | | | | | | 0.2 | | |
526,226 (3)(9) | | | Wells Fargo Mortgage Backed Securities 2020-4 A17 Trust, 3.000%, 07/25/2050 | | | | | 534,427 | | | | | | 0.2 | | |
| | | Total Collateralized Mortgage Obligations (Cost $41,949,757) | | | | | 42,234,295 | | | | | | 12.3 | | |
U.S. TREASURY OBLIGATIONS: 3.2% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.3% | | ||||||||||||
1,000 | | | 1.250%, 05/15/2050 | | | | | 817 | | | | | | 0.0 | | |
1,900 | | | 1.625%, 11/15/2050 | | | | | 1,707 | | | | | | 0.0 | | |
922,000 | | | 1.875%, 02/15/2051 | | | | | 880,222 | | | | | | 0.3 | | |
56,000 | | | 2.250%, 05/15/2041 | | | | | 58,284 | | | | | | 0.0 | | |
| | | | | | | | 941,030 | | | | | | 0.3 | | |
| | | U.S. Treasury Notes: 2.9% | | ||||||||||||
1,555,000 | | | 0.125%, 05/31/2023 | | | | | 1,551,781 | | | | | | 0.4 | | |
2,058,000 | | | 0.125%, 06/30/2023 | | | | | 2,053,136 | | | | | | 0.6 | | |
3,121,000 | | | 0.250%, 06/15/2024 | | | | | 3,102,103 | | | | | | 0.9 | | |
2,069,000 | | | 0.875%, 06/30/2026 | | | | | 2,068,111 | | | | | | 0.6 | | |
87,000 | | | 1.125%, 02/15/2031 | | | | | 84,472 | | | | | | 0.0 | | |
1,288,000 | | | 1.250%, 06/30/2028 | | | | | 1,290,113 | | | | | | 0.4 | | |
| | | | | | | | 10,149,716 | | | | | | 2.9 | | |
| | | Total U.S. Treasury Obligations (Cost $11,043,335) | | | | $ | 11,090,746 | | | | | | 3.2 | | |
|
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 10.4% | | |||||||||||||||
1,000,000 (3) | | | Alen 2021-ACEN E Mortgage Trust, 4.073%, (US0001M + 4.000)%, 04/15/2034 | | | | $ | 1,012,423 | | | | | | 0.3 | | |
650,000 (3) | | | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | | | | | 620,108 | | | | | | 0.2 | | |
1,170,000 (3) | | | BANK 2017-BNK8 D, 2.600%, 11/15/2050 | | | | | 1,083,435 | | | | | | 0.3 | | |
1,000,000 (3)(9) | | | Benchmark 2018-B3 D Mortgage Trust, 3.207%, 04/10/2051 | | | | | 939,230 | | | | | | 0.3 | | |
12,368,462 (9)(10) | | | Benchmark 2019-B10 XA Mortgage Trust, 1.390%, 03/15/2062 | | | | | 934,710 | | | | | | 0.3 | | |
5,495,347 (9)(10) | | | Benchmark 2020-B17 XA Mortgage Trust, 1.541%, 03/15/2053 | | | | | 481,729 | | | | | | 0.1 | | |
180,000 (3) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | | | 184,723 | | | | | | 0.1 | | |
3,247,168 (9)(10) | | | Benchmark 2020-B18 XA Mortgage Trust, 1.919%, 07/15/2053 | | | | | 360,685 | | | | | | 0.1 | | |
2,099,286 (9)(10) | | | Benchmark 2021-B24 XA Mortgage Trust, 1.274%, 03/15/2054 | | | | | 183,430 | | | | | | 0.1 | | |
204,000 (3)(11) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 154,765 | | | | | | 0.0 | | |
100,000 (3) | | | BX Commercial Mortgage Trust 2020-VKNG E, 2.173%, (US0001M + 2.100)%, 10/15/2037 | | | | | 100,414 | | | | | | 0.0 | | |
210,000 (3)(9) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 219,942 | | | | | | 0.1 | | |
2,000,000 (3)(9) | | | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | | | | | 2,028,068 | | | | | | 0.6 | | |
16,174,330 (9)(10) | | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.003%, 12/15/2072 | | | | | 1,008,292 | | | | | | 0.3 | | |
1,530,000 (9) | | | Commercial Mortgage Pass Through Certificates 2016-CR28 D, 4.042%, 02/10/2049 | | | | | 1,552,601 | | | | | | 0.5 | | |
130,000 (3)(9) | | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | | | 128,310 | | | | | | 0.0 | | |
100,000 (3)(9) | | | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | | | | | 105,845 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,000,000 (9) | | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.327%, 06/15/2057 | | | | $ | 1,874,045 | | | | | | 0.5 | | |
80,605 (3) | | | CSWF 2018-TOP D, 1.873%, (US0001M + 1.800)%, 08/15/2035 | | | | | 80,733 | | | | | | 0.0 | | |
700,000 (3) | | | CSWF 2021-SOP2 D, 2.390%, (US0001M + 2.317)%, 06/15/2034 | | | | | 699,790 | | | | | | 0.2 | | |
328,368 (3) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.742%, (US0001M + 3.650)%, 07/10/2044 | | | | | 265,978 | | | | | | 0.1 | | |
190,000 (3)(9) | | | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | | | | | 195,606 | | | | | | 0.1 | | |
1,000,000 (3)(9) | | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 918,700 | | | | | | 0.3 | | |
1,457,911 (9)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.699%, 04/25/2030 | | | | | 174,627 | | | | | | 0.1 | | |
4,290,102 (9)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.631%, 05/25/2035 | | | | | 716,321 | | | | | | 0.2 | | |
2,837,168 (3)(10) | | | FREMF 2016-K57 X2B Mortgage Trust, 0.100%, 08/25/2049 | | | | | 11,479 | | | | | | 0.0 | | |
1,119,480 (3)(11) | | | FREMF 2016-K57 D Mortgage Trust, 0.000%, 08/25/2049 | | | | | 761,252 | | | | | | 0.2 | | |
11,981,406 (3)(10) | | | FREMF 2016-K57 X2A Mortgage Trust, 0.100%, 08/25/2049 | | | | | 43,201 | | | | | | 0.0 | | |
200,000 (3)(11) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 121,310 | | | | | | 0.0 | | |
2,548,232 (3)(10) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 11,855 | | | | | | 0.0 | | |
280,000 (3)(10) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | | 1,657 | | | | | | 0.0 | | |
293,000 (3)(9) | | | Grace Trust 2020-GRCE E, 2.769%, 12/10/2040 | | | | | 281,170 | | | | | | 0.1 | | |
1,773,546 (3)(9) | | | GS Mortgage Securities Trust 2012-GC6 D, 5.860%, 01/10/2045 | | | | | 1,697,248 | | | | | | 0.5 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
500,000 (3)(9) | | | GS Mortgage Securities Trust 2012-GCJ7 D, 5.786%, 05/10/2045 | | | | $ | 470,204 | | | | | | 0.1 | | |
13,708,485 (9)(10) | | | GS Mortgage Securities Trust 2019-GC39 XA, 1.290%, 05/10/2052 | | | | | 925,490 | | | | | | 0.3 | | |
3,070,000 (3) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450)%, 04/15/2038 | | | | | 3,085,288 | | | | | | 0.9 | | |
420,000 (3)(9) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.611%, 08/15/2046 | | | | | 420,810 | | | | | | 0.1 | | |
200,000 (3)(9) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 158,587 | | | | | | 0.0 | | |
27,290,766 (9)(10) | | | JPMDB Commercial Mortgage Securities Trust 2018-C8 XA, 0.794%, 06/15/2051 | | | | | 856,933 | | | | | | 0.2 | | |
182,000 (3) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.625%, (US0001M + 2.500)%, 07/15/2036 | | | | | 182,057 | | | | | | 0.1 | | |
560,000 (3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | | | 406,346 | | | | | | 0.1 | | |
253,862 (3) | | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | | 12,701 | | | | | | 0.0 | | |
1,955,000 (3)(9) | | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | | 1,725,040 | | | | | | 0.5 | | |
7,599,282 (9)(10) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.764%, 11/15/2052 | | | | | 367,555 | | | | | | 0.1 | | |
140,000 (3)(9) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.616%, 12/10/2045 | | | | | 103,499 | | | | | | 0.0 | | |
240,000 (3)(9) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.616%, 12/10/2045 | | | | | 138,481 | | | | | | 0.0 | | |
420,000 (3)(9) | | | WFRBS Commercial Mortgage Trust 2011-C5 B, 5.901%, 11/15/2044 | | | | | 420,922 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,000,000 (3)(9) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.901%, 11/15/2044 | | | | $ | 1,976,603 | | | | | | 0.6 | | |
2,210,000 (3) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 1,947,092 | | | | | | 0.6 | | |
1,750,000 (3)(9) | | | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.102%, 06/15/2046 | | | | | 1,543,980 | | | | | | 0.5 | | |
1,920,000 (9) | | | WFRBS Commercial Mortgage Trust 2014-C19 C, 4.646%, 03/15/2047 | | | | | 2,000,332 | | | | | | 0.6 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $35,573,784) | | | | | 35,695,602 | | | | | | 10.4 | | |
ASSET-BACKED SECURITIES: 9.9% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.7% | | ||||||||||||
300,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 314,423 | | | | | | 0.1 | | |
450,000 | | | Americredit Automobile Receivables Trust 2019-2 D, 2.990%, 06/18/2025 | | | | | 469,322 | | | | | | 0.1 | | |
1,200,000 | | | Carmax Auto Owner Trust 2019-3 D, 2.850%, 01/15/2026 | | | | | 1,244,359 | | | | | | 0.4 | | |
500,000 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 C, 2.620%, 01/16/2025 | | | | | 515,143 | | | | | | 0.1 | | |
550,000 (3) | | | Oscar US Funding XI LLC 2019-2A A4, 2.680%, 09/10/2026 | | | | | 571,333 | | | | | | 0.2 | | |
550,000 | | | Santander Drive Auto Receivables Trust 2019-1 D, 3.650%, 04/15/2025 | | | | | 565,878 | | | | | | 0.2 | | |
1,000,000 | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | | | 1,033,451 | | | | | | 0.3 | | |
150,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 151,734 | | | | | | 0.0 | | |
350,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 358,828 | | | | | | 0.1 | | |
600,000 (3) | | | Santander Retail Auto Lease Trust 2019-B C, 2.770%, 08/21/2023 | | | | | 612,627 | | | | | | 0.2 | | |
| | | | | | | | 5,837,098 | | | | | | 1.7 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
576,393 (3)(9) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | $ | 551,734 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 7.8% | | ||||||||||||
700,000 (3) | | | Allegro CLO IV Ltd. 2016-1A CR2, 2.146%, (US0003M + 2.000)%, 01/15/2030 | | | | | 700,000 | | | | | | 0.2 | | |
397,000 (3) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 408,678 | | | | ��� | | 0.1 | | |
148,875 (3) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 157,880 | | | | | | 0.1 | | |
300,000 (3) | | | Babson CLO Ltd. 2018-3A C, 2.088%, (US0003M + 1.900)%, 07/20/2029 | | | | | 297,107 | | | | | | 0.1 | | |
750,000 (3) | | | Benefit Street Partners CLO II Ltd. 2013-IIA BR2, 2.084%, (US0003M + 1.900)%, 07/15/2029 | | | | | 740,545 | | | | | | 0.2 | | |
400,000 (3) | | | Benefit Street Partners CLO Ltd. 2021-23A C, 2.413%, (US0003M + 2.200)%, 04/25/2034 | | | | | 400,131 | | | | | | 0.1 | | |
250,000 (3) | | | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000)%, 04/15/2034 | | | | | 248,802 | | | | | | 0.1 | | |
500,000 (3) | | | BlueMountain CLO XXV Ltd. 2019-25A C, 2.634%, (US0003M + 2.450)%, 07/15/2032 | | | | | 500,000 | | | | | | 0.1 | | |
500,000 (3) | | | BlueMountain CLO XXV Ltd. 2019-25A CR, 2.396%, (US0003M + 2.250)%, 07/15/2036 | | | | | 500,000 | | | | | | 0.1 | | |
320,000 (3) | | | CIFC Funding 2017-4A BR Ltd., 2.088%, (US0003M + 2.000)%, 10/24/2030 | | | | | 320,081 | | | | | | 0.1 | | |
601,575 (3) | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 630,343 | | | | | | 0.2 | | |
1,000,000 (3) | | | Dryden Senior Loan Fund 2021-87A C, 2.046%, (US0003M + 1.900)%, 05/20/2034 | | | | | 1,000,100 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
412,423 (3) | | | J.G. Wentworth XXXVIII LLC 2017-1A A, 3.990%, 08/16/2060 | | | | $ | 469,236 | | | | | | 0.1 | | |
750,000 (3) | | | LCM XV L.P. 15A CR, 2.588%, (US0003M + 2.400)%, 07/20/2030 | | | | | 749,994 | | | | | | 0.2 | | |
750,000 (3) | | | LCM XXII Ltd. 22A BR, 2.188%, (US0003M + 2.000)%, 10/20/2028 | | | | | 749,317 | | | | | | 0.2 | | |
500,000 (3) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 3.034%, (US0003M + 2.850)%, 10/15/2032 | | | | | 500,527 | | | | | | 0.2 | | |
650,000 (3) | | | Marlette Funding Trust 2019-3A B, 3.070%, 09/17/2029 | | | | | 656,867 | | | | | | 0.2 | | |
407,985 (3) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 433,593 | | | | | | 0.1 | | |
680,054 (3) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 723,545 | | | | | | 0.2 | | |
750,000 (3) | | | Neuberger Berman CLO XVII Ltd. 2014-17A CR2, 2.184%, (US0003M + 2.000)%, 04/22/2029 | | | | | 750,119 | | | | | | 0.2 | | |
1,000,000 (3) | | | Neuberger Berman Loan Advisers CLO 25 Ltd. 2017-25A CR, 1.940%, (US0003M + 1.750)%, 10/18/2029 | | | | | 992,072 | | | | | | 0.3 | | |
750,000 (3) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.634%, (US0003M + 2.450)%, 10/16/2032 | | | | | 750,907 | | | | | | 0.2 | | |
250,000 (3) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900)%, 01/18/2034 | | | | | 249,599 | | | | | | 0.1 | | |
750,000 (3) | | | OCP Clo 2019-17A C1 Ltd., 2.738%, (US0003M + 2.550)%, 07/20/2032 | | | | | 750,000 | | | | | | 0.2 | | |
250,000 (3) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950)%, 03/17/2030 | | | | | 248,985 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
580,000 (3) | | | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.238%, (US0003M + 2.050)%, 07/20/2030 | | | | $ | 579,409 | | | | | | 0.2 | | |
250,000 (3) | | | Octagon Loan Funding Ltd. 2014-1A CRR, 2.355%, (US0003M + 2.200)%, 11/18/2031 | | | | | 249,225 | | | | | | 0.1 | | |
750,000 (3) | | | OHA Credit Funding 3 Ltd. 2019-3A C, 2.638%, (US0003M + 2.450)%, 07/20/2032 | | | | | 750,000 | | | | | | 0.2 | | |
1,000,000 (3) | | | Palmer Square CLO 2015-1A BR4 Ltd., 1.996%, (US0003M + 1.850)%, 05/21/2034 | | | | | 999,983 | | | | | | 0.3 | | |
800,000 (3) | | | Palmer Square Loan Funding 2019-2A B Ltd., 2.438%, (US0003M + 2.250)%, 04/20/2027 | | | | | 800,182 | | | | | | 0.2 | | |
750,000 (3) | | | Palmer Square Loan Funding 2020-2A B Ltd., 2.438%, (US0003M + 2.250)%, 04/20/2028 | | | | | 750,178 | | | | | | 0.2 | | |
550,000 (3) | | | Shackleton 2019-15A CR CLO Ltd., 2.334%, (US0003M + 2.150)%, 01/15/2032 | | | | | 547,308 | | | | | | 0.2 | | |
500,000 (3) | | | Silver Creek CLO Ltd. 2014-1A CR, 2.488%, (US0003M + 2.300)%, 07/20/2030 | | | | | 500,072 | | | | | | 0.1 | | |
80,845 (3) | | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 81,744 | | | | | | 0.0 | | |
34,736 (3) | | | SoFi Consumer Loan Program 2018-4 B Trust, 3.960%, 11/26/2027 | | | | | 34,860 | | | | | | 0.0 | | |
1,000,000 (3) | | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | | 1,033,907 | | | | | | 0.3 | | |
200,000 (3) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 205,310 | | | | | | 0.1 | | |
100,000 (3) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 102,313 | | | | | | 0.0 | | |
400,000 (3) | | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | | | 406,669 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
450,000 (3) | | | Sound Point Clo XIV Ltd. 2016-3A CR, 2.223%, (US0003M + 2.050)%, 01/23/2029 | | | | $ | 448,549 | | | | | | 0.1 | | |
336,088 (3) | | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 362,087 | | | | | | 0.1 | | |
750,000 (3) | | | THL Credit Wind River 2016-1A CR CLO Ltd., 2.284%, (US0003M + 2.100)%, 07/15/2028 | | | | | 750,040 | | | | | | 0.2 | | |
600,000 (3) | | | THL Credit Wind River 2017-3A CR Clo Ltd., 2.646%, (US0003M + 2.500)%, 04/15/2035 | | | | | 601,594 | | | | | | 0.2 | | |
2,000,000 (3)(9) | | | Towd Point Mortgage Trust 2015-4 M2, 3.750%, 04/25/2055 | | | | | 2,096,311 | | | | | | 0.6 | | |
180,000 (3)(9) | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 189,793 | | | | | | 0.1 | | |
1,158,000 (3) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,236,949 | | | | | | 0.4 | | |
236,250 (3) | | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | | 253,275 | | | | | | 0.1 | | |
| | | | | | | | 26,908,186 | | | | | | 7.8 | | |
| | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
600,000 (3) | | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | | | 607,026 | | | | | | 0.2 | | |
| | | Total Asset-Backed Securities (Cost $33,336,797) | | | | $ | 33,904,044 | | | | | | 9.9 | | |
SOVEREIGN BONDS: 1.6% | | |||||||||||||||
300,000 | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | | | 303,045 | | | | | | 0.1 | | |
275,000 | | | Chile Government International Bond, 2.450%, 01/31/2031 | | | | | 280,541 | | | | | | 0.1 | | |
450,000 | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | | | 478,724 | | | | | | 0.1 | | |
EUR 225,000 | | | Croatia Government International Bond, 1.125%, 06/19/2029 | | | | | 274,848 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
200,000 | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | | $ | 217,382 | | | | | | 0.1 | | |
200,000 (3) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 205,002 | | | | | | 0.1 | | |
300,000 | | | Dominican Republic International Bond, 6.875%, 01/29/2026 | | | | | 348,330 | | | | | | 0.1 | | |
350,000 (3) | | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | | | 340,987 | | | | | | 0.1 | | |
225,000 | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | | | 253,406 | | | | | | 0.1 | | |
325,000 (3) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 327,343 | | | | | | 0.1 | | |
141,389 | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | | | 142,123 | | | | | | 0.0 | | |
200,000 | | | Mexico Government International Bond, 4.500%, 04/22/2029 | | | | | 226,363 | | | | | | 0.1 | | |
125,000 | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | | | 185,258 | | | | | | 0.0 | | |
200,000 | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 224,650 | | | | | | 0.1 | | |
450,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | | 478,496 | | | | | | 0.1 | | |
200,000 | | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | | | | | 225,671 | | | | | | 0.1 | | |
200,000 | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | | | 138,000 | | | | | | 0.0 | | |
475,000 | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | | | 466,112 | | | | | | 0.1 | | |
350,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | | | 384,230 | | | | | | 0.1 | | |
| | | Total Sovereign Bonds (Cost $5,374,789) | | | | | 5,500,511 | | | | | | 1.6 | | |
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS (12): 0.1% | | |||||||||||||||
| | | Total Purchased Options (Cost $139,763) | | | | $ | 151,440 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $305,045,233) | | | | | 337,703,149 | | | | | | 98.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.4% | | |||||||||||||||
| | | Repurchase Agreements: 0.4% | | ||||||||||||
407,734 (13) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $407,735, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $415,889, due 11/30/21-07/01/51) | | | | | 407,734 | | | | | | 0.1 | | |
1,000,000 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/21-04/15/62) | | | | | 1,000,000 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | Total Short-Term Investments (Cost $1,407,734) | | | | $ | 1,407,734 | | | | | | 0.4 | | |
| | | Total Investments in Securities (Cost $306,452,967) | | | | | 339,110,883 | | | | | | 98.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 3,854,225 | | | | | | 1.1 | | |
| | | Net Assets | | | | $ | 342,965,108 | | | | | | 100.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
EUR EU Euro
US0001M 1-month LIBOR
US0003M 3-month LIBOR
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 44.5% | |
| Collateralized Mortgage Obligations | | | 12.3% | |
| Commercial Mortgage-Backed Securities | | | 10.4% | |
| Asset-Backed Securities | | | 9.9% | |
| Mutual Funds | | | 8.0% | |
| Corporate Bonds/Notes | | | 7.6% | |
| U.S. Treasury Obligations | | | 3.2% | |
| Sovereign Bonds | | | 1.6% | |
| Exchange-Traded Funds | | | 0.8% | |
| Preferred Stock | | | 0.1% | |
| Purchased Options | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 1.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 6,388,942 | | | | | $ | 1,391,141 | | | | | $ | — | | | | | $ | 7,780,083 | | |
Consumer Discretionary | | | | | 7,898,095 | | | | | | 1,047,175 | | | | | | — | | | | | | 8,945,270 | | |
Consumer Staples | | | | | 10,346,611 | | | | | | 1,298,229 | | | | | | — | | | | | | 11,644,840 | | |
Energy | | | | | 1,870,075 | | | | | | 820,425 | | | | | | — | | | | | | 2,690,500 | | |
Financials | | | | | 12,917,584 | | | | | | 4,333,726 | | | | | | — | | | | | | 17,251,310 | | |
Health Care | | | | | 20,731,259 | | | | | | 1,450,209 | | | | | | — | | | | | | 22,181,468 | | |
Industrials | | | | | 13,029,433 | | | | | | 2,218,773 | | | | | | — | | | | | | 15,248,206 | | |
Information Technology | | | | | 45,188,432 | | | | | | 422,553 | | | | | | — | | | | | | 45,610,985 | | |
Materials | | | | | 5,877,021 | | | | | | 1,475,392 | | | | | | — | | | | | | 7,352,413 | | |
Real Estate | | | | | 6,276,859 | | | | | | 680,869 | | | | | | — | | | | | | 6,957,728 | | |
Utilities | | | | | 5,770,818 | | | | | | 1,212,862 | | | | | | — | | | | | | 6,983,680 | | |
Total Common Stock | | | | | 136,295,129 | | | | | | 16,351,354 | | | | | | — | | | | | | 152,646,483 | | |
Exchange-Traded Funds | | | | | 2,648,078 | | | | | | — | | | | | | — | | | | | | 2,648,078 | | |
Mutual Funds | | | | | 27,440,778 | | | | | | — | | | | | | — | | | | | | 27,440,778 | | |
Preferred Stock | | | | | — | | | | | | 372,019 | | | | | | — | | | | | | 372,019 | | |
Purchased Options | | | | | — | | | | | | 151,440 | | | | | | — | | | | | | 151,440 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 26,019,153 | | | | | | — | | | | | | 26,019,153 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 42,234,295 | | | | | | — | | | | | | 42,234,295 | | |
Asset-Backed Securities | | | | | — | | | | | | 33,904,044 | | | | | | — | | | | | | 33,904,044 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 35,695,602 | | | | | | — | | | | | | 35,695,602 | | |
Sovereign Bonds | | | | | — | | | | | | 5,500,511 | | | | | | — | | | | | | 5,500,511 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Treasury Obligations | | | | | — | | | | | | 11,090,746 | | | | | | — | | | | | | 11,090,746 | | |
Short-Term Investments | | | | | — | | | | | | 1,407,734 | | | | | | — | | | | | | 1,407,734 | | |
Total Investments, at fair value | | | | $ | 166,383,985 | | | | | $ | 172,726,898 | | | | | $ | — | | | | | $ | 339,110,883 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 9,794 | | | | | | — | | | | | | 9,794 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,525,141 | | | | | | — | | | | | | 1,525,141 | | |
Total Assets | | | | $ | 166,383,985 | | | | | $ | 174,261,833 | | | | | $ | — | | | | | $ | 340,645,818 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (18,229) | | | | | $ | — | | | | | $ | (18,229) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,797,364) | | | | | | — | | | | | | (1,797,364) | | |
Futures | | | | | (688,554) | | | | | | — | | | | | | — | | | | | | (688,554) | | |
Written Options | | | | | — | | | | | | (165,934) | | | | | | — | | | | | | (165,934) | | |
Total Liabilities | | | | $ | (688,554) | | | | | $ | (1,981,527) | | | | | $ | — | | | | | $ | (2,670,081) | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
General Motors Co. Escrow | | | | | 11/24/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/21 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class P | | | | $ | 24,307,381 | | | | | $ | 485,795 | | | | | $ | — | | | | | $ | 300,113 | | | | | $ | 25,093,289 | | | | | $ | 485,796 | | | | | $ | — | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | 2,264,400 | | | | | | 68,431 | | | | | | — | | | | | | 14,658 | | | | | | 2,347,489 | | | | | $ | 68,431 | | | | | | — | | | | | | — | | |
| | | | $ | 26,571,781 | | | | | $ | 554,226 | | | | | $ | — | | | | | $ | 314,771 | | | | | $ | 27,440,778 | | | | | $ | 554,227 | | | | | $ | — | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 650,842 | | | NOK 5,382,585 | | | Barclays Bank PLC | | | | | 07/16/21 | | | | | $ | 25,653 | | |
GBP 184,559 | | | USD 255,193 | | | Barclays Bank PLC | | | | | 07/16/21 | | | | | | 118 | | |
USD 314,083 | | | NOK 2,583,160 | | | Barclays Bank PLC | | | | | 07/16/21 | | | | | | 14,047 | | |
CAD 634,231 | | | USD 511,722 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (84) | | |
USD 1,058,515 | | | GBP 746,121 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 26,360 | | |
USD 1,129,641 | | | SEK 9,439,734 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 26,476 | | |
USD 3,701,095 | | | GBP 2,656,580 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 26,086 | | |
AUD 993,415 | | | USD 768,933 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (23,865) | | |
USD 819,056 | | | CHF 734,169 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 25,270 | | |
USD 1,548,456 | | | NZD 2,199,996 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 10,704 | | |
AUD 3,757,083 | | | USD 2,851,577 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (33,741) | | |
USD 1,822,451 | | | NZD 2,582,409 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 17,401 | | |
NZD 6,479,051 | | | USD 4,675,228 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (146,505) | | |
USD 1,666,277 | | | EUR 1,368,875 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 42,652 | | |
USD 735,590 | | | EUR 603,146 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 20,198 | | |
CHF 721,285 | | | USD 805,626 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (25,770) | | |
USD 1,229,419 | | | NOK 10,234,643 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 40,661 | | |
USD 1,725,839 | | | NOK 14,702,970 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 18,082 | | |
GBP 2,325,435 | | | USD 3,296,747 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (79,831) | | |
EUR 2,734,614 | | | USD 3,332,210 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (88,679) | | |
USD 901,819 | | | CAD 1,088,744 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 23,523 | | |
USD 1,556,488 | | | AUD 2,045,507 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 22,344 | | |
USD 4,557,151 | | | EUR 3,796,218 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 54,450 | | |
USD 2,661,230 | | | NOK 22,747,184 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 19,135 | | |
AUD 3,989,013 | | | USD 3,094,955 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (103,170) | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
AUD 2,917,812 | | | USD 2,260,313 | | | BNP Paribas | | | | | 07/16/21 | | | | | $ | (71,935) | | |
CAD 2,262,943 | | | USD 1,875,317 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (49,788) | | |
EUR 1,406,060 | | | USD 1,676,586 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (8,856) | | |
EUR 1,340,614 | | | USD 1,593,024 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (2,920) | | |
USD 850,355 | | | CHF 762,488 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 25,950 | | |
USD 2,497,727 | | | NOK 20,647,758 | | | BNP Paribas | | | | | 07/16/21 | | | | | | 99,481 | | |
AUD 2,052,288 | | | USD 1,547,805 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (8,576) | | |
EUR 1,015,006 | | | USD 1,236,917 | | | BNP Paribas | | | | | 07/16/21 | | | | | | (33,016) | | |
BRL 3,379 | | | USD 635 | | | BNP Paribas | | | | | 07/23/21 | | | | | | 43 | | |
NOK 2,924,108 | | | USD 350,694 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (11,058) | | |
AUD 1,525,977 | | | USD 1,154,107 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (9,615) | | |
USD 2,977,154 | | | EUR 2,493,964 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 19,059 | | |
USD 1,188,483 | | | NZD 1,690,564 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 6,814 | | |
EUR 813,248 | | | USD 972,128 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (7,533) | | |
USD 608,696 | | | NZD 870,689 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 102 | | |
AUD 2,071,996 | | | USD 1,565,608 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (11,598) | | |
EUR 1,100,494 | | | USD 1,312,064 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (6,766) | | |
AUD 981,673 | | | USD 736,961 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (701) | | |
SEK 3,680,011 | | | USD 431,642 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (1,581) | | |
GBP 1,110,265 | | | USD 1,552,822 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (16,925) | | |
USD 1,220,792 | | | AUD 1,574,003 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 40,280 | | |
CHF 329,878 | | | USD 365,488 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (8,822) | | |
USD 3,581,909 | | | GBP 2,520,150 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 95,633 | | |
USD 2,179,254 | | | CHF 1,952,862 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 67,812 | | |
EUR 415,528 | | | USD 506,314 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (13,456) | | |
GBP 753,473 | | | USD 1,063,674 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (21,349) | | |
USD 540,139 | | | CAD 652,347 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 13,887 | | |
USD 494,249 | | | NOK 4,113,364 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 16,481 | | |
USD 346,450 | | | JPY 38,015,367 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 4,222 | | |
SEK 3,187,104 | | | USD 385,053 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | (12,595) | | |
USD 346,355 | | | CHF 309,661 | | | Brown Brothers Harriman & Co. | | | | | 07/16/21 | | | | | | 11,549 | | |
USD 748 | | | MXN 14,950 | | | Brown Brothers Harriman & Co. | | | | | 07/23/21 | | | | | | — | | |
USD 457,755 | | | GBP 323,244 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 10,592 | | |
USD 772,729 | | | NZD 1,102,931 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 1,803 | | |
USD 636,889 | | | CAD 772,483 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 13,722 | | |
CAD 1,309,827 | | | USD 1,084,968 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (28,323) | | |
NOK 43,416,778 | | | USD 5,121,153 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (78,276) | | |
USD 748,039 | | | AUD 962,212 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 26,373 | | |
USD 1,533,100 | | | GBP 1,083,447 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 34,302 | | |
NZD 2,825,096 | | | USD 2,037,007 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (62,323) | | |
NZD 569,440 | | | USD 408,086 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (10,059) | | |
NOK 23,275,365 | | | USD 2,740,680 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (37,237) | | |
EUR 607,827 | | | USD 742,271 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (21,326) | | |
USD 3,075,595 | | | NZD 4,274,658 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 87,697 | | |
SEK 25,466,548 | | | USD 3,081,107 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (104,983) | | |
USD 3,491,568 | | | NOK 30,253,044 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (22,336) | | |
USD 2,897,395 | | | NOK 24,860,601 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 9,825 | | |
USD 1,972,264 | | | CAD 2,378,927 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | 53,170 | | |
SEK 2,644,544 | | | USD 320,434 | | | Citibank N.A. | | | | | 07/16/21 | | | | | | (11,382) | | |
PEN 252,020 | | | USD 67,382 | | | Citibank N.A. | | | | | 07/23/21 | | | | | | (1,803) | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
IDR 87,562,411 | | | USD 6,116 | | | Citibank N.A. | | | | | 08/06/21 | | | | | $ | (128) | | |
USD 31,957 | | | TRY 274,672 | | | JPMorgan Chase Bank N.A. | | | | | 08/06/21 | | | | | | 993 | | |
RUB 3,540,906 | | | USD 48,666 | | | JPMorgan Chase Bank N.A. | | | | | 08/06/21 | | | | | | (532) | | |
SEK 24,335,701 | | | USD 2,943,787 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (99,819) | | |
GBP 180,938 | | | USD 252,046 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (1,743) | | |
CHF 1,119,334 | | | USD 1,248,674 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (38,446) | | |
NOK 10,247,693 | | | USD 1,235,963 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (45,689) | | |
EUR 2,531 | | | USD 3,030 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (27) | | |
USD 2,901,722 | | | CHF 2,600,744 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | 89,789 | | |
USD 929,897 | | | EUR 760,518 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | 27,845 | | |
USD 2,607,563 | | | AUD 3,363,033 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | 85,267 | | |
USD 250,298 | | | CHF 229,691 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | 1,955 | | |
CHF 1,194,789 | | | USD 1,326,814 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (35,004) | | |
NOK 30,681,067 | | | USD 3,717,440 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (153,821) | | |
USD 1,867,091 | | | JPY 203,650,194 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | 33,755 | | |
AUD 1,581,159 | | | USD 1,199,412 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (13,533) | | |
USD 729,767 | | | NOK 6,030,437 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | 29,329 | | |
NOK 7,329,818 | | | USD 881,844 | | | Morgan Stanley Capital Services LLC | | | | | 07/16/21 | | | | | | (30,482) | | |
ZAR 50,210 | | | USD 3,629 | | | Morgan Stanley Capital Services LLC | | | | | 08/06/21 | | | | | | (129) | | |
PLN 475 | | | USD 128 | | | Morgan Stanley Capital Services LLC | | | | | 08/06/21 | | | | | | (3) | | |
CAD 647,455 | | | USD 524,590 | | | Standard Chartered Bank | | | | | 07/16/21 | | | | | | (2,285) | | |
USD 395,114 | | | NZD 548,811 | | | Standard Chartered Bank | | | | �� | 07/16/21 | | | | | | 11,506 | | |
CAD 777,426 | | | USD 644,594 | | | Standard Chartered Bank | | | | | 07/16/21 | | | | | | (17,440) | | |
CLP 2,819,558 | | | USD 3,937 | | | Standard Chartered Bank | | | | | 07/23/21 | | | | | | (99) | | |
COP 1,245,879 | | | USD 333 | | | Standard Chartered Bank | | | | | 07/23/21 | | | | | | (2) | | |
USD 610,052 | | | SEK 5,163,620 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 6,611 | | |
USD 2,331,965 | | | NOK 19,908,886 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 19,539 | | |
NZD 1,343,070 | | | USD 966,986 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (28,208) | | |
EUR 2,607,024 | | | USD 3,111,385 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (19,188) | | |
USD 1,412,326 | | | GBP 998,374 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 31,214 | | |
USD 1,870,460 | | | AUD 2,407,308 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 64,964 | | |
GBP 376,653 | | | USD 533,361 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (12,314) | | |
NZD 921,413 | | | USD 667,376 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (23,327) | | |
SEK 4,687,280 | | | USD 563,231 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (15,456) | | |
USD 1,236,809 | | | EUR 1,016,091 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 31,622 | | |
NOK 16,462,849 | | | USD 1,929,838 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (17,671) | | |
NZD 1,317,673 | | | USD 961,851 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (40,825) | | |
USD 857,874 | | | CAD 1,057,158 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 5,058 | | |
USD 991,998 | | | NZD 1,370,943 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | 33,737 | | |
GBP 714,367 | | | USD 1,012,636 | | | State Street Bank and Trust Co. | | | | | 07/16/21 | | | | | | (24,410) | | |
| | | | | | | | | | | | | | | | $ | (272,223) | | |
|
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 174 | | | | | | 09/30/21 | | | | | $ | 38,335,734 | | | | | $ | (62,810) | | |
U.S. Treasury 5-Year Note | | | | | 519 | | | | | | 09/30/21 | | | | | | 64,060,008 | | | | | | (152,120) | | |
| | | | | | | | | | | | | | | | $ | 102,395,742 | | | | | $ | (214,930) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (43) | | | | | | 09/21/21 | | | | | | (5,697,500) | | | | | | (23,729) | | |
U.S. Treasury Long Bond | | | | | (18) | | | | | | 09/21/21 | | | | | | (2,893,500) | | | | | | (83,332) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (125) | | | | | | 09/21/21 | | | | | | (18,400,391) | | | | | | (280,346) | | |
U.S. Treasury Ultra Long Bond | | | | | (14) | | | | | | 09/21/21 | | | | | | (2,697,625) | | | | | | (86,217) | | |
| | | | | | | | | | | | | | | | $ | (29,689,016) | | | | | $ | (473,624) | | |
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 | | | | | | USD1,140,000 | | | | | $ | (26,458) | | | | | $ | 3,829 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (26,458) | | | | | $ | 3,829 | | |
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 | | | | | 1.432% | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD1,232,100 | | | | | $ | — | | | | | $ | — | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.442 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD395,000 | | | | | | 792 | | | | | | 792 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.455 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD712,650 | | | | | | 2,304 | | | | | | 2,304 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.459 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD544,200 | | | | | | 1,941 | | | | | | 1,941 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.464 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD229,000 | | | | | | 928 | | | | | | 928 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.461 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD720,000 | | | | | | (2,733) | | | | | | (2,733) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.472 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD838,600 | | | | | | (4,064) | | | | | | (4,064) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.508 | | | | Semi-Annual | | | | | 07/06/31 | | | | | | USD1,374,000 | | | | | | (11,432) | | | | | | (11,432) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (12,264) | | | | | $ | (12,264) | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 09/17/21 | | | | | | 0.733 | | | | | | USD18,730,000 | | | | | $ | 139,763 | | | | | $ | 151,440 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 139,763 | | | | | $ | 151,440 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 07/19/21 | | | | | | 0.751 | | | | | | USD10,703,000 | | | | | $ | 74,429 | | | | | $ | (94,982) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 74,429 | | | | | $ | (94,982) | | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | | | BNP Paribas | | | | | Pay | | | | | | 1.450% | | | | | | 3-month USD-LIBOR | | | | | | 07/01/21 | | | | | | USD2,487,000 | | | | | $ | 10,072 | | | | | $ | (7,833) | | |
Call on 10-Year Interest Rate Swap(1) | | | Morgan Stanley Capital Services LLC | | | | | Pay | | | | | | 1.740% | | | | | | 3-month USD-LIBOR | | | | | | 09/23/21 | | | | | | USD4,680,000 | | | | | | 30,105 | | | | | | (52,692) | | |
Call on 10-Year Interest Rate Swap(1) | | | Morgan Stanley Capital Services LLC | | | | | Pay | | | | | | 1.420% | | | | | | 3-month USD-LIBOR | | | | | | 07/01/21 | | | | | | USD2,487,000 | | | | | | 13,243 | | | | | | (3,208) | | |
Put on 10-Year Interest Rate Swap(2) | | | BNP Paribas | | | | | Receive | | | | | | 1.450% | | | | | | 3-month USD-LIBOR | | | | | | 07/01/21 | | | | | | USD2,487,000 | | | | | | 10,072 | | | | | | (1,004) | | |
Put on 10-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | | | Receive | | | | | | 1.420% | | | | | | 3-month USD-LIBOR | | | | | | 07/01/21 | | | | | | USD2,487,000 | | | | | | 13,243 | | | | | | (3,502) | | |
Put on 10-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | | | Receive | | | | | | 2.740% | | | | | | 3-month USD-LIBOR | | | | | | 09/23/21 | | | | | | USD4,680,000 | | | | | | 52,264 | | | | | | (2,713) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 128,999 | | | | | $ | (70,952) | | |
| AUD | | | – | | | Australian Dollar | |
| BRL | | | – | | | Brazilian Real | |
| CAD | | | – | | | Canadian Dollar | |
| CHF | | | – | | | Swiss Franc | |
| CLP | | | – | | | Chilean Peso | |
| COP | | | – | | | Colombian Peso | |
| EUR | | | – | | | EU Euro | |
| GBP | | | – | | | British Pound | |
| IDR | | | – | | | Indonesian Rupiah | |
| JPY | | | – | | | Japanese Yen | |
| MXN | | | – | | | Mexican Peso | |
| NOK | | | – | | | Norwegian Krone | |
| NZD | | | – | | | New Zealand Dollar | |
| PEN | | | – | | | Peruvian Nuevo Sol | |
| PLN | | | – | | | Polish Zloty | |
| RUB | | | – | | | Russian Ruble | |
| SEK | | | – | | | Swedish Krona | |
| TRY | | | – | | | Turkish Lira | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| USD | | | – | | | United States Dollar | |
| ZAR | | | – | | | South African Rand | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 151,440 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,525,141 | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 3,829 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 5,965 | | |
Total Asset Derivatives | | | | | | | $ | 1,686,375 | | |
Liability Derivatives | | |||||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,797,364 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 688,554 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 18,229 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 94,982 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 70,952 | | |
Total Liability Derivatives | | | | | | | $ | 2,670,081 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (133,444) | | | | | $ | — | | | | | $ | (133,444) | | |
Foreign exchange contracts | | | | | (270,558) | | | | | | (176,232) | | | | | | — | | | | | | — | | | | | | 175,410 | | | | | | (271,380) | | |
Interest rate contracts | | | | | 16,391 | | | | | | — | | | | | | 464,502 | | | | | | (508,974) | | | | | | 523,418 | | | | | | 495,337 | | |
Total | | | | $ | (254,167) | | | | | $ | (176,232) | | | | | $ | 464,502 | | | | | $ | (642,418) | | | | | $ | 698,828 | | | | | $ | 90,513 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | 29,057 | | | | | $ | — | | | | | $ | — | | | | | $ | 720 | | | | | $ | — | | | | | $ | 29,777 | | |
Foreign exchange contracts | | | | | 92,303 | | | | | | (186,280) | | | | | | — | | | | | | — | | | | | | (77,619) | | | | | | (171,596) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (924,953) | | | | | | (12,264) | | | | | | 58,047 | | | | | | (879,170) | | |
Total | | | | $ | 121,360 | | | | | $ | (186,280) | | | | | $ | (924,953) | | | | | $ | (11,544) | | | | | $ | (19,572) | | | | | $ | (1,020,989) | | |
Voya Balanced Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | Brown Brothers Harriman | | | Citibank N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | State Street Bank and Trust Co. | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 151,440 | | | | | $ | — | | | | | $ | 151,440 | | |
Forward foreign currency contracts | | | | | 39,818 | | | | | | 498,816 | | | | | | 275,839 | | | | | | 237,484 | | | | | | 993 | | | | | | 267,940 | | | | | | 11,506 | | | | | | 192,745 | | | | | | 1,525,141 | | |
Total Assets | | | | $ | 39,818 | | | | | $ | 498,816 | | | | | $ | 275,839 | | | | | $ | 237,484 | | | | | $ | 993 | | | | | $ | 267,940 | | | | | $ | 162,946 | | | | | $ | 192,745 | | | | | $ | 1,676,581 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 676,736 | | | | | $ | 121,999 | | | | | $ | 378,176 | | | | | $ | 532 | | | | | $ | 418,696 | | | | | $ | 19,826 | | | | | $ | 181,399 | | | | | $ | 1,797,364 | | |
Written options | | | | | — | | | | | | 8,837 | | | | | | — | | | | | | — | | | | | | — | | | | | | 62,115 | | | | | | 94,982 | | | | | | — | | | | | | 165,934 | | |
Total Liabilities | | | | $ | — | | | | | $ | 685,573 | | | | | $ | 121,999 | | | | | $ | 378,176 | | | | | $ | 532 | | | | | $ | 480,811 | | | | | $ | 114,808 | | | | | $ | 181,399 | | | | | $ | 1,963,298 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 39,818 | | | | | $ | (186,757) | | | | | $ | 153,840 | | | | | $ | (140,692) | | | | | $ | 461 | | | | | $ | (212,871) | | | | | $ | 48,138 | | | | | $ | 11,346 | | | | | | (286,717) | | |
Total collateral pledged by the Portfolio/ (Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 39,818 | | | | | $ | (186,757) | | | | | $ | 153,840 | | | | | $ | (140,692) | | | | | $ | 461 | | | | | $ | (212,871) | | | | | $ | 48,138 | | | | | $ | 11,346 | | | | | $ | (286,717) | | |
| Gross Unrealized Appreciation | | | | $ | 42,044,117 | | |
| Gross Unrealized Depreciation | | | | | (10,928,126) | | |
| Net Unrealized Appreciation | | | | $ | 31,115,991 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 96.7% | | |||||||||||||||
| | | Basic Materials: 6.4% | | ||||||||||||
900,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | | $ | 948,168 | | | | | | 0.2 | | |
750,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 788,467 | | | | | | 0.1 | | |
1,325,000 (1)(2) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 1,316,162 | | | | | | 0.3 | | |
1,000,000 (2) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 1,076,250 | | | | | | 0.2 | | |
1,150,000 (2) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 1,237,693 | | | | | | 0.2 | | |
1,150,000 (2) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 1,175,030 | | | | | | 0.2 | | |
1,500,000 (2) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 1,636,425 | | | | | | 0.3 | | |
910,000 (2) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 974,760 | | | | | | 0.2 | | |
2,245,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 2,346,025 | | | | | | 0.4 | | |
200,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 214,500 | | | | | | 0.0 | | |
575,000 | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | | | 626,031 | | | | | | 0.1 | | |
585,000 (1) | | | Freeport-McMoRan, Inc., 4.625%, 08/01/2030 | | | | | 641,374 | | | | | | 0.1 | | |
1,175,000 (2) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 1,180,875 | | | | | | 0.2 | | |
1,150,000 (2) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 1,284,573 | | | | | | 0.2 | | |
1,300,000 (2) | | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | | | 1,318,824 | | | | | | 0.3 | | |
1,350,000 (2)(3) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750)%, 02/15/2026 | | | | | 1,379,363 | | | | | | 0.3 | | |
1,272,000 (2) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 1,416,455 | | | | | | 0.3 | | |
1,300,000 (2) | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | | | 1,329,965 | | | | | | 0.3 | | |
2,000,000 (2) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 2,083,009 | | | | | | 0.4 | | |
635,000 (2) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 664,270 | | | | | | 0.1 | | |
553,000 (2) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 571,282 | | | | | | 0.1 | | |
850,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 885,700 | | | | | | 0.2 | | |
1,300,000 | | | Olin Corp., 5.000%, 02/01/2030 | | | | | 1,390,084 | | | | | | 0.3 | | |
1,500,000 (2) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 1,593,285 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,400,000 (1)(2) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | $ | 1,461,250 | | | | | | 0.3 | | |
1,565,000 (2) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 1,606,989 | | | | | | 0.3 | | |
1,275,000 (2) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 1,289,331 | | | | | | 0.2 | | |
1,450,000 (2) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 1,429,968 | | | | | | 0.3 | | |
| | | | | | | | 33,866,108 | | | | | | 6.4 | | |
| | | Communications: 15.3% | | ||||||||||||
1,000,000 (2) | | | Acuris Finance Us, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | | | | | 999,965 | | | | | | 0.2 | | |
1,200,000 (2) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 1,196,616 | | | | | | 0.2 | | |
2,038,000 (2) | | | Altice France Holding SA, 10.500%, 05/15/2027 | | | | | 2,267,306 | | | | | | 0.4 | | |
875,000 (2) | | | Altice France SA/France, 5.125%, 01/15/2029 | | | | | 881,134 | | | | | | 0.2 | | |
1,225,000 (2) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 1,336,169 | | | | | | 0.3 | | |
1,425,000 (2) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 1,442,812 | | | | | | 0.3 | | |
2,430,000 | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 2,526,507 | | | | | | 0.5 | | |
2,250,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 2,362,837 | | | | | | 0.4 | | |
1,075,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 1,128,750 | | | | | | 0.2 | | |
800,000 (2) | | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | | | 829,269 | | | | | | 0.2 | | |
750,000 (1)(2) | | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | | | 786,604 | | | | | | 0.1 | | |
175,000 (2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 179,375 | | | | | | 0.0 | | |
1,740,000 (2) | | | CommScope Technologies LLC, 6.000%, 06/15/2025 | | | | | 1,779,150 | | | | | | 0.3 | | |
890,000 (2) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 965,748 | | | | | | 0.2 | | |
1,925,000 (2) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 2,038,113 | | | | | | 0.4 | | |
1,700,000 (2) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 1,670,012 | | | | | | 0.3 | | |
1,050,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 1,139,201 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,125,000 (2) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | $ | 1,170,000 | | | | | | 0.2 | | |
650,000 (2) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 715,302 | | | | | | 0.1 | | |
1,075,000 (2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 697,460 | | | | | | 0.1 | | |
625,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 307,812 | | | | | | 0.1 | | |
1,000,000 (2) | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 988,680 | | | | | | 0.2 | | |
1,000,000 | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 1,075,000 | | | | | | 0.2 | | |
1,685,000 (1) | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 1,815,385 | | | | | | 0.3 | | |
1,450,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 1,645,605 | | | | | | 0.3 | | |
325,000 (2) | | | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | | | | | 336,401 | | | | | | 0.1 | | |
1,350,000 (2) | | | Frontier Communications Holdings LLC, 6.750%, 05/01/2029 | | | | | 1,438,114 | | | | | | 0.3 | | |
1,225,000 (2) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 1,256,237 | | | | | | 0.2 | | |
1,275,000 | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 1,433,693 | | | | | | 0.3 | | |
500,000 (2) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 523,700 | | | | | | 0.1 | | |
1,875,000 | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 2,010,956 | | | | | | 0.4 | | |
1,000,000 (2) | | | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | | | | | 1,041,230 | | | | | | 0.2 | | |
700,000 (2) | | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | | | 725,837 | | | | | | 0.1 | | |
1,600,000 (2) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 1,728,712 | | | | | | 0.3 | | |
1,125,000 (2) | | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | | | 1,166,681 | | | | | | 0.2 | | |
1,000,000 (2) | | | MDC Partners, Inc., 7.500%, 05/01/2024 | | | | | 1,013,750 | | | | | | 0.2 | | |
1,425,000 (1) | | | Meredith Corp., 6.875%, 02/01/2026 | | | | | 1,483,860 | | | | | | 0.3 | | |
1,125,000 (2) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 1,185,154 | | | | | | 0.2 | | |
1,175,000 (1)(2) | | | National CineMedia LLC, 5.875%, 04/15/2028 | | | | | 1,156,153 | | | | | | 0.2 | | |
375,000 (2) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 447,067 | | | | | | 0.1 | | |
1,625,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 1,996,662 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,100,000 | | | Northwestern Bell Telephone, 7.750%, 05/01/ 2030 | | | | $ | 1,397,449 | | | | | | 0.3 | | |
1,875,000 (2) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 1,972,509 | | | | | | 0.4 | | |
225,000 (2) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 223,540 | | | | | | 0.0 | | |
300,000 (2) | | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | | | 299,429 | | | | | | 0.1 | | |
1,425,000 (2) | | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | | | 1,477,397 | | | | | | 0.3 | | |
1,500,000 (2) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 1,475,625 | | | | | | 0.3 | | |
1,285,000 (2) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 1,349,411 | | | | | | 0.3 | | |
1,300,000 (2) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 1,317,238 | | | | | | 0.3 | | |
3,100,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 3,580,500 | | | | | | 0.7 | | |
925,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 1,130,933 | | | | | | 0.2 | | |
505,000 (2) | | | Summer BC Bidco B LLC, 5.500%, 10/31/2026 | | | | | 514,060 | | | | | | 0.1 | | |
220,000 (1) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 228,525 | | | | | | 0.0 | | |
500,000 (2) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 533,125 | | | | | | 0.1 | | |
1,325,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 1,390,177 | | | | | | 0.3 | | |
825,000 | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | | | 952,875 | | | | | | 0.2 | | |
1,050,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 1,256,042 | | | | | | 0.2 | | |
475,000 (2) | | | Univision Communications, Inc., 4.500%, 05/01/2029 | | | | | 479,660 | | | | | | 0.1 | | |
2,175,000 (2) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 2,359,440 | | | | | | 0.4 | | |
1,300,000 (2) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 1,405,645 | | | | | | 0.3 | | |
875,000 (4) | | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | | | 1,003,131 | | | | | | 0.2 | | |
1,250,000 (2) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 1,277,844 | | | | | | 0.2 | | |
250,000 (2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 261,665 | | | | | | 0.1 | | |
625,000 (2) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 667,400 | | | | | | 0.1 | | |
600,000 (2) | | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 645,750 | | | | | | 0.1 | | |
1,500,000 (2) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 1,535,408 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,000,000 (2) | | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | | $ | 1,017,500 | | | | | | 0.2 | | |
| | | | | | | | 80,641,297 | | | | | | 15.3 | | |
| | | Consumer, Cyclical: 22.7% | | ||||||||||||
1,175,000 (2) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 1,138,281 | | | | | | 0.2 | | |
1,350,000 (2) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 1,447,652 | | | | | | 0.3 | | |
1,475,000 (2) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 1,545,984 | | | | | | 0.3 | | |
1,775,000 (1)(2) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 1,829,102 | | | | | | 0.3 | | |
400,000 (2) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 441,592 | | | | | | 0.1 | | |
1,825,000 (2) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 1,943,342 | | | | | | 0.4 | | |
1,475,000 (2) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 1,618,075 | | | | | | 0.3 | | |
180,000 (2) | | | Ambience Merger Sub, Inc., 4.875%, 07/15/2028 | | | | | 180,900 | | | | | | 0.0 | | |
360,000 (2) | | | Ambience Merger Sub, Inc., 7.125%, 07/15/2029 | | | | | 364,500 | | | | | | 0.1 | | |
514,252 | | | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 04/01/2028 | | | | | 523,886 | | | | | | 0.1 | | |
503,694 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | | | 496,802 | | | | | | 0.1 | | |
1,950,000 (1)(2) | | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | | | 1,799,197 | | | | | | 0.3 | | |
675,000 (2) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | | | | | 715,500 | | | | | | 0.1 | | |
750,000 (2) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | | | 811,875 | | | | | | 0.2 | | |
1,230,000 (1) | | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | | | 1,345,116 | | | | | | 0.3 | | |
760,000 | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 782,420 | | | | | | 0.1 | | |
640,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 669,920 | | | | | | 0.1 | | |
800,000 (2) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | | | 855,356 | | | | | | 0.2 | | |
625,000 (2) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 649,934 | | | | | | 0.1 | | |
300,000 (2)(3) | | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750)%, 04/01/2027 | | | | | 307,909 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
875,000 (2) | | | Boyd Gaming Corp., 4.750%, 06/15/2031 | | | | $ | 908,906 | | | | | | 0.2 | | |
1,250,000 (2) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 1,379,525 | | | | | | 0.3 | | |
865,000 (2) | | | Boyne USA, Inc., 4.750%, 05/15/2029 | | | | | 894,942 | | | | | | 0.2 | | |
1,300,000 (2) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 1,379,625 | | | | | | 0.3 | | |
1,825,000 (2) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 1,850,094 | | | | | | 0.3 | | |
1,910,000 (2) | | | Carnival Corp., 5.750%, 03/01/2027 | | | | | 2,003,112 | | | | | | 0.4 | | |
1,250,000 (1)(2) | | | Carnival Corp., 7.625%, 03/01/2026 | | | | | 1,359,375 | | | | | | 0.3 | | |
700,000 (1)(2) | | | Carnival Corp., 9.875%, 08/01/2027 | | | | | 818,135 | | | | | | 0.2 | | |
1,400,000 (2) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 1,475,614 | | | | | | 0.3 | | |
1,150,000 | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 1,190,836 | | | | | | 0.2 | | |
1,135,000 (2) | | | Cinemark USA, Inc., 5.875%, 03/15/2026 | | | | | 1,191,324 | | | | | | 0.2 | | |
1,225,000 (2) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 1,343,825 | | | | | | 0.3 | | |
325,000 (2)(3) | | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625)%, 09/15/2024 | | | | | 332,758 | | | | | | 0.1 | | |
1,725,000 (2) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 1,765,589 | | | | | | 0.3 | | |
700,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 778,796 | | | | | | 0.1 | | |
285,000 | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | | | 334,626 | | | | | | 0.1 | | |
260,000 | | | Everi Holdings, Inc., 5.000%, 07/15/2029 | | | | | 260,000 | | | | | | 0.0 | | |
1,250,000 | | | Ford Motor Co., 9.000%, 04/22/2025 | | | | | 1,542,681 | | | | | | 0.3 | | |
1,100,000 | | | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | | | | | 1,122,693 | | | | | | 0.2 | | |
1,100,000 | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | | | 1,168,368 | | | | | | 0.2 | | |
1,775,000 | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | | | 1,935,371 | | | | | | 0.4 | | |
1,150,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 1,288,966 | | | | | | 0.2 | | |
2,100,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 2,302,545 | | | | | | 0.4 | | |
990,000 (2) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 1,055,602 | | | | | | 0.2 | | |
1,025,000 (2) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 1,078,013 | | | | | | 0.2 | | |
1,025,000 (2) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 1,082,718 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,400,000 (2) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | $ | 1,467,200 | | | | | | 0.3 | | |
775,000 (2) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 803,675 | | | | | | 0.2 | | |
1,925,000 | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 2,414,912 | | | | | | 0.5 | | |
325,000 (2) | | | L Brands, Inc., 9.375%, 07/01/2025 | | | | | 420,935 | | | | | | 0.1 | | |
1,300,000 (2) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 1,311,635 | | | | | | 0.2 | | |
1,300,000 (2) | | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | | | 1,334,125 | | | | | | 0.3 | | |
565,000 (2) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 594,688 | | | | | | 0.1 | | |
1,150,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 1,202,469 | | | | | | 0.2 | | |
425,000 | | | M/I Homes, Inc., 5.625%, 08/01/2025 | | | | | 439,299 | | | | | | 0.1 | | |
575,000 | | | Macy’s Retail Holdings LLC, 4.500%, 12/15/2034 | | | | | 543,740 | | | | | | 0.1 | | |
825,000 | | | Mattel, Inc., 5.450%, 11/01/2041 | | | | | 953,811 | | | | | | 0.2 | | |
975,000 | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | | | 1,092,682 | | | | | | 0.2 | | |
1,500,000 (2) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 1,523,625 | | | | | | 0.3 | | |
300,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 330,135 | | | | | | 0.1 | | |
425,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 455,462 | | | | | | 0.1 | | |
1,300,000 (2) | | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | | | 1,303,250 | | | | | | 0.2 | | |
850,000 (2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 936,913 | | | | | | 0.2 | | |
1,400,000 (1)(2) | | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | | | 1,423,044 | | | | | | 0.3 | | |
100,000 (2) | | | Murphy Oil USA, Inc., 3.750%, 02/15/2031 | | | | | 98,980 | | | | | | 0.0 | | |
925,000 | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | | | 974,474 | | | | | | 0.2 | | |
250,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 264,590 | | | | | | 0.0 | | |
800,000 (2) | | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | | | 801,000 | | | | | | 0.1 | | |
1,450,000 (2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 1,508,000 | | | | | | 0.3 | | |
2,000,000 (2) | | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | | | 2,207,500 | | | | | | 0.4 | | |
1,044,000 (2) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 1,105,857 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,575,000 (2) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | $ | 1,635,795 | | | | | | 0.3 | | |
670,000 (2) | | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | | | 702,529 | | | | | | 0.1 | | |
355,000 (2) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 390,065 | | | | | | 0.1 | | |
1,225,000 (2) | | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | | | | | 1,413,417 | | | | | | 0.3 | | |
875,000 (2) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 957,425 | | | | | | 0.2 | | |
625,000 (2) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 671,081 | | | | | | 0.1 | | |
600,000 (2) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 657,750 | | | | | | 0.1 | | |
1,900,000 (2) | | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | | | 2,040,154 | | | | | | 0.4 | | |
1,300,000 (2) | | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | | | 1,339,982 | | | | | | 0.3 | | |
1,125,000 (2) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 1,165,421 | | | | | | 0.2 | | |
1,550,000 | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | | | 1,624,028 | | | | | | 0.3 | | |
1,875,000 (2) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 1,968,750 | | | | | | 0.4 | | |
1,140,000 (2) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 1,154,387 | | | | | | 0.2 | | |
1,300,000 (2) | | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | | | 1,340,859 | | | | | | 0.3 | | |
2,175,000 (1)(2) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 2,217,576 | | | | | | 0.4 | | |
425,000 (2) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 433,094 | | | | | | 0.1 | | |
673,000 (2) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 685,107 | | | | | | 0.1 | | |
1,375,000 (2) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 1,443,750 | | | | | | 0.3 | | |
1,100,000 | | | Tenneco, Inc., 5.000%, 07/15/2026 | | | | | 1,095,545 | | | | | | 0.2 | | |
500,000 (2) | | | Tenneco, Inc., 7.875%, 01/15/2029 | | | | | 566,083 | | | | | | 0.1 | | |
1,100,000 | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | | | 1,214,301 | | | | | | 0.2 | | |
689,055 | | | United Airlines 2020-1 Class B Pass Through Trust, 4.875%, 07/15/2027 | | | | | 731,792 | | | | | | 0.1 | | |
950,000 (1) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 986,946 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
450,000 (2) | | | United Airlines, Inc., 4.375%, 04/15/2026 | | | | $ | 466,394 | | | | | | 0.1 | | |
300,000 (2) | | | United Airlines, Inc., 4.625%, 04/15/2029 | | | | | 310,875 | | | | | | 0.1 | | |
1,475,000 (2) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 1,555,402 | | | | | | 0.3 | | |
1,642,111 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 1,718,752 | | | | | | 0.3 | | |
1,525,000 | | | Victoria’s Secret & Co., 4.625%, 07/15/2029 | | | | | 1,525,000 | | | | | | 0.3 | | |
1,850,000 (2) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 1,830,483 | | | | | | 0.3 | | |
830,000 (2) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 978,105 | | | | | | 0.2 | | |
1,300,000 (2) | | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | | | 1,317,245 | | | | | | 0.2 | | |
1,200,000 (2) | | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | | | 1,285,962 | | | | | | 0.2 | | |
600,000 (1)(2)(3) | | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250)%, 03/15/2026 | | | | | 622,926 | | | | | | 0.1 | | |
1,150,000 (2) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 1,213,296 | | | | | | 0.2 | | |
675,000 (2) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 698,423 | | | | | | 0.1 | | |
1,350,000 (2) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,389,184 | | | | | | 0.3 | | |
300,000 (2) | | | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | | | | | 320,246 | | | | | | 0.1 | | |
1,000,000 (2) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 1,041,250 | | | | | | 0.2 | | |
| | | | | | | | 119,532,763 | | | | | | 22.7 | | |
| | | Consumer, Non-cyclical: 16.2% | | ||||||||||||
1,600,000 (2) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 1,711,272 | | | | | | 0.3 | | |
195,000 (2) | | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | | | 193,323 | | | | | | 0.0 | | |
1,125,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 1,113,750 | | | | | | 0.2 | | |
525,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 560,584 | | | | | | 0.1 | | |
1,250,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 1,348,425 | | | | | | 0.3 | | |
600,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | | | | | 609,066 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
575,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | $ | 610,351 | | | | | | 0.1 | | |
1,525,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 1,681,312 | | | | | | 0.3 | | |
1,300,000 (2) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 1,336,634 | | | | | | 0.3 | | |
300,000 (2) | | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | | | 303,210 | | | | | | 0.1 | | |
1,485,000 (2) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 1,546,182 | | | | | | 0.3 | | |
1,150,000 (2) | | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | | | 1,215,573 | | | | | | 0.2 | | |
3,025,000 (2) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 3,295,405 | | | | | | 0.6 | | |
425,000 (2) | | | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | | | | | 435,519 | | | | | | 0.1 | | |
2,330,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 2,169,812 | | | | | | 0.4 | | |
950,000 (2) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 981,312 | | | | | | 0.2 | | |
750,000 (2) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 784,856 | | | | | | 0.1 | | |
1,925,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 2,119,463 | | | | | | 0.4 | | |
500,000 (2) | | | Centene Corp., 5.375%, 06/01/2026 | | | | | 523,125 | | | | | | 0.1 | | |
1,400,000 (2) | | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | | | 1,436,750 | | | | | | 0.3 | | |
505,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 524,316 | | | | | | 0.1 | | |
1,550,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 1,615,735 | | | | | | 0.3 | | |
525,000 (2) | | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | | | 527,625 | | | | | | 0.1 | | |
575,000 (2) | | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | | | 614,569 | | | | | | 0.1 | | |
1,585,000 (2) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 1,678,103 | | | | | | 0.3 | | |
1,875,000 (2) | | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | | | 1,967,597 | | | | | | 0.4 | | |
1,735,000 (2) | | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | | | 1,721,987 | | | | | | 0.3 | | |
1,030,000 (2) | | | CPI CG, Inc., 8.625%, 03/15/2026 | | | | | 1,097,228 | | | | | | 0.2 | | |
275,000 (2) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 264,344 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
650,000 (2) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | $ | 669,155 | | | | | | 0.1 | | |
765,000 | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | | | 820,615 | | | | | | 0.2 | | |
497,000 (2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | | 335,798 | | | | | | 0.1 | | |
331,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 338,039 | | | | | | 0.1 | | |
1,175,000 (2) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 1,225,590 | | | | | | 0.2 | | |
2,800,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 3,161,900 | | | | | | 0.6 | | |
625,000 | | | HCA, Inc., 5.625%, 09/01/2028 | | | | | 741,406 | | | | | | 0.1 | | |
975,000 (2) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 1,012,455 | | | | | | 0.2 | | |
425,000 (2) | | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | | | 447,100 | | | | | | 0.1 | | |
1,160,000 (2) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 1,259,667 | | | | | | 0.2 | | |
900,000 (2) | | | Jazz Securities DAC, 4.375%, 01/15/2029 | | | | | 934,245 | | | | | | 0.2 | | |
1,790,000 (2) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 1,969,000 | | | | | | 0.4 | | |
910,000 (2) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 3.750%, 12/01/2031 | | | | | 932,295 | | | | | | 0.2 | | |
1,025,000 (2) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 1,147,693 | | | | | | 0.2 | | |
1,292,000 (2) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 1,414,940 | | | | | | 0.3 | | |
625,000 | | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | | | 709,397 | | | | | | 0.1 | | |
1,960,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 2,410,177 | | | | | | 0.5 | | |
675,000 | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 877,961 | | | | | | 0.2 | | |
1,095,000 (2) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 1,109,783 | | | | | | 0.2 | | |
425,000 (2) | | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | | | 414,976 | | | | | | 0.1 | | |
825,000 (2) | | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | | | 861,713 | | | | | | 0.2 | | |
1,200,000 (1)(2) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 1,207,482 | | | | | | 0.2 | | |
1,225,000 (2) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 1,280,125 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
850,000 | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | | $ | 991,151 | | | | | | 0.2 | | |
225,000 (2) | | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | | | 225,844 | | | | | | 0.0 | | |
1,150,000 (2) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 1,254,619 | | | | | | 0.2 | | |
1,300,000 (2) | | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | | | | | 1,340,885 | | | | | | 0.3 | | |
1,021,000 (2) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,045,162 | | | | | | 0.2 | | |
650,000 (2) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | | 674,375 | | | | | | 0.1 | | |
1,325,000 (2) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 1,412,848 | | | | | | 0.3 | | |
625,000 (2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 636,300 | | | | | | 0.1 | | |
1,700,000 (2) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,807,168 | | | | | | 0.3 | | |
1,300,000 (2) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 1,301,625 | | | | | | 0.2 | | |
1,825,000 (2) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 1,947,841 | | | | | | 0.4 | | |
1,300,000 (2) | | | Simmons Foods, Inc./ Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 1,312,961 | | | | | | 0.2 | | |
700,000 (2) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 756,945 | | | | | | 0.1 | | |
300,000 (2) | | | Square, Inc., 2.750%, 06/01/2026 | | | | | 305,625 | | | | | | 0.1 | | |
800,000 (2) | | | Square, Inc., 3.500%, 06/01/2031 | | | | | 808,000 | | | | | | 0.2 | | |
775,000 (2) | | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | | | 785,656 | | | | | | 0.2 | | |
1,450,000 (2) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 1,549,311 | | | | | | 0.3 | | |
1,975,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 2,157,688 | | | | | | 0.4 | | |
1,695,000 (2) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 1,701,551 | | | | | | 0.3 | | |
1,450,000 (2) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 1,563,376 | | | | | | 0.3 | | |
925,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 982,119 | | | | | | 0.2 | | |
325,000 | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | | | 356,434 | | | | | | 0.1 | | |
1,100,000 (2) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 1,167,166 | | | | | | 0.2 | | |
| | | | | | | | 85,353,590 | | | | | | 16.2 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy: 14.7% | | ||||||||||||
1,900,000 (2) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | $ | 2,059,552 | | | | | | 0.4 | | |
825,000 (2) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | | | | | 861,098 | | | | | | 0.2 | | |
1,150,000 (2) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 1,199,502 | | | | | | 0.2 | | |
1,250,000 (2) | | | Antero Resources Corp., 5.375%, 03/01/2030 | | | | | 1,277,350 | | | | | | 0.2 | | |
300,000 (2) | | | Antero Resources Corp., 7.625%, 02/01/2029 | | | | | 333,390 | | | | | | 0.1 | | |
1,500,000 | | | Apache Corp., 4.375%, 10/15/2028 | | | | | 1,598,835 | | | | | | 0.3 | | |
1,200,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 1,258,500 | | | | | | 0.2 | | |
795,000 (2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 831,498 | | | | | | 0.2 | | |
400,000 (2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 425,884 | | | | | | 0.1 | | |
1,000,000 (2) | | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | | | | | 1,020,050 | | | | | | 0.2 | | |
1,200,000 (2) | | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | | | 1,212,348 | | | | | | 0.2 | | |
925,000 (2) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 933,186 | | | | | | 0.2 | | |
1,300,000 (2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | | 1,363,323 | | | | | | 0.3 | | |
600,000 (2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | | | 651,000 | | | | | | 0.1 | | |
685,000 (2) | | | Cheniere Energy Partners L.P., 4.000%, 03/01/2031 | | | | | 716,681 | | | | | | 0.1 | | |
350,000 (2) | | | CNX Resources Corp., 6.000%, 01/15/2029 | | | | | 378,915 | | | | | | 0.1 | | |
1,550,000 (2) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 1,663,103 | | | | | | 0.3 | | |
575,000 | | | Continental Resources, Inc., 4.900%, 06/01/2044 | | | | | 651,923 | | | | | | 0.1 | | |
375,000 (2) | | | Continental Resources, Inc./OK, 5.750%, 01/15/2031 | | | | | 449,531 | | | | | | 0.1 | | |
1,525,000 (2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | | | 1,599,344 | | | | | | 0.3 | | |
725,000 | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | | | 802,169 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
595,000 | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | | $ | 663,395 | | | | | | 0.1 | | |
125,000 | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | | | 138,097 | | | | | | 0.0 | | |
1,175,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 1,339,864 | | | | | | 0.3 | | |
1,080,000 (1) | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | | 1,113,831 | | | | | | 0.2 | | |
600,000 (2) | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | | | | | 633,816 | | | | | | 0.1 | | |
625,000 (2) | | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | | | 635,363 | | | | | | 0.1 | | |
925,000 (2) | | | DT Midstream, Inc., 4.375%, 06/15/2031 | | | | | 946,312 | | | | | | 0.2 | | |
1,275,000 (2) | | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | | | 1,302,094 | | | | | | 0.2 | | |
2,200,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 2,298,857 | | | | | | 0.4 | | |
1,535,000 (2) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 1,607,145 | | | | | | 0.3 | | |
555,000 | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | | | 600,832 | | | | | | 0.1 | | |
725,000 (2) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 790,123 | | | | | | 0.1 | | |
150,000 (2) | | | EQT Corp., 3.125%, 05/15/2026 | | | | | 153,916 | | | | | | 0.0 | | |
150,000 (2) | | | EQT Corp., 3.625%, 05/15/2031 | | | | | 156,759 | | | | | | 0.0 | | |
300,000 (1) | | | EQT Corp., 5.000%, 01/15/2029 | | | | | 334,905 | | | | | | 0.1 | | |
800,000 (2) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 840,212 | | | | | | 0.2 | | |
1,000,000 (2) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 1,044,250 | | | | | | 0.2 | | |
500,000 (2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 521,953 | | | | | | 0.1 | | |
900,000 (2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | | | 955,125 | | | | | | 0.2 | | |
1,575,000 (2) | | | Independence Energy Finance LLC, 7.250%, 05/01/2026 | | | | | 1,658,790 | | | | | | 0.3 | | |
1,300,000 (2) | | | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | | | | | 1,360,177 | | | | | | 0.3 | | |
750,000 | | | Laredo Petroleum, Inc., 9.500%, 01/15/2025 | | | | | 791,220 | | | | | | 0.1 | | |
600,000 | | | Laredo Petroleum, Inc., 10.125%, 01/15/2028 | | | | | 660,600 | | | | | | 0.1 | | |
1,750,000 (2) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,629,696 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
875,000 | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | | $ | 914,484 | | | | | | 0.2 | | |
975,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 1,029,308 | | | | | | 0.2 | | |
1,000,000 (2) | | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | | | 962,000 | | | | | | 0.2 | | |
590,000 | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | | | 573,554 | | | | | | 0.1 | | |
1,300,000 (2) | | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | | | 1,357,174 | | | | | | 0.3 | | |
2,725,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 2,551,404 | | | | | | 0.5 | | |
2,100,000 | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | | | 2,327,105 | | | | | | 0.4 | | |
2,770,000 | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 3,327,463 | | | | | | 0.6 | | |
1,150,000 | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | | | 1,452,053 | | | | | | 0.3 | | |
1,800,000 | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | | | 2,030,313 | | | | | | 0.4 | | |
700,000 | | | Ovintiv, Inc., 6.500%, 02/01/2038 | | | | | 933,438 | | | | | | 0.2 | | |
1,125,000 (2) | | | Precision Drilling Corp., 6.875%, 01/15/2029 | | | | | 1,160,156 | | | | | | 0.2 | | |
1,950,000 (2) | | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | | | 2,026,148 | | | | | | 0.4 | | |
1,300,000 (2) | | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | | | 1,300,000 | | | | | | 0.2 | | |
350,000 (2) | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 357,182 | | | | | | 0.1 | | |
710,000 | | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | | | | | 744,879 | | | | | | 0.1 | | |
675,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 687,731 | | | | | | 0.1 | | |
900,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 988,488 | | | | | | 0.2 | | |
1,925,000 (2) | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 2,086,440 | | | | | | 0.4 | | |
1,125,000 (2) | | | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | | | | | 1,132,256 | | | | | | 0.2 | | |
1,900,000 (2) | | | Transocean, Inc., 7.500%, 01/15/2026 | | | | | 1,636,385 | | | | | | 0.3 | | |
1,300,000 (2) | | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | | | 1,369,875 | | | | | | 0.3 | | |
825,000 (2) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 861,799 | | | | | | 0.2 | | |
525,000 | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | | | 561,285 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,825,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | $ | 1,975,243 | | | | | | 0.4 | | |
| | | | | | | | 77,810,677 | | | | | | 14.7 | | |
| | | Financial: 7.0% | | ||||||||||||
1,025,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 1,177,936 | | | | | | 0.2 | | |
1,300,000 (2) | | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | | | 1,340,833 | | | | | | 0.2 | | |
1,050,000 (2) | | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | | | 1,052,100 | | | | | | 0.2 | | |
1,125,000 (2) | | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | | | 1,151,111 | | | | | | 0.2 | | |
1,775,000 (2) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 1,918,961 | | | | | | 0.4 | | |
1,675,000 (2) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 1,708,249 | | | | | | 0.3 | | |
545,000 (2) | | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | | | 549,562 | | | | | | 0.1 | | |
775,000 (2) | | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | | | 807,779 | | | | | | 0.1 | | |
1,375,000 (2) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 1,439,714 | | | | | | 0.3 | | |
395,000 (2) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 411,254 | | | | | | 0.1 | | |
540,000 (2) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 572,354 | | | | | | 0.1 | | |
510,000 (2) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 547,776 | | | | | | 0.1 | | |
600,000 (2) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | | 600,750 | | | | | | 0.1 | | |
600,000 (2) | | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | | | 604,341 | | | | | | 0.1 | | |
1,150,000 (2) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 1,195,074 | | | | | | 0.2 | | |
300,000 (2) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | | | 305,455 | | | | | | 0.1 | | |
665,000 (2) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 711,796 | | | | | | 0.1 | | |
775,000 | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | | 840,257 | | | | | | 0.2 | | |
300,000 (2) | | | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | | | | | 301,533 | | | | | | 0.1 | | |
1,300,000 (2) | | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | | | 1,362,127 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
325,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | $ | 328,655 | | | | | | 0.1 | | |
1,400,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | | | 1,485,876 | | | | | | 0.3 | | |
1,250,000 (2) | | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | | | 1,246,250 | | | | | | 0.2 | | |
1,550,000 | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 1,559,687 | | | | | | 0.3 | | |
925,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 958,994 | | | | | | 0.2 | | |
550,000 | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 608,578 | | | | | | 0.1 | | |
275,000 | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | | | 272,937 | | | | | | 0.0 | | |
2,100,000 | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 2,288,454 | | | | | | 0.4 | | |
1,575,000 (2) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 1,655,719 | | | | | | 0.3 | | |
1,650,000 (2) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 1,727,204 | | | | | | 0.3 | | |
1,775,000 | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 1,827,141 | | | | | | 0.3 | | |
1,475,000 | | | Service Properties Trust, 4.375%, 02/15/2030 | | | | | 1,407,076 | | | | | | 0.3 | | |
325,000 | | | Service Properties Trust, 7.500%, 09/15/2025 | | | | | 368,247 | | | | | | 0.1 | | |
1,025,000 (2) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | | | 1,060,875 | | | | | | 0.2 | | |
950,000 (2) | | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | | | 953,700 | | | | | | 0.2 | | |
820,000 (2) | | | XHR L.P., 4.875%, 06/01/2029 | | | | | 847,675 | | | | | | 0.2 | | |
| | | | | | | | 37,196,030 | | | | | | 7.0 | | |
| | | Industrial: 8.6% | | ||||||||||||
2,150,000 (2)(3) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500)%, 06/30/2027 | | | | | 2,261,972 | | | | | | 0.4 | | |
400,000 (2) | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 401,318 | | | | | | 0.1 | | |
1,300,000 (2) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | | 1,371,825 | | | | | | 0.3 | | |
1,000,000 (2) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 1,052,860 | | | | | | 0.2 | | |
1,510,000 (2) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 1,544,790 | | | | | | 0.3 | | |
1,950,000 (2) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 2,052,375 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,125,000 (2) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | $ | 1,191,094 | | | | | | 0.2 | | |
400,000 (2) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 420,230 | | | | | | 0.1 | | |
460,000 (2) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 501,883 | | | | | | 0.1 | | |
1,600,000 (2) | | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | | | 1,662,560 | | | | | | 0.3 | | |
1,200,000 (2) | | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | | | 1,251,000 | | | | | | 0.2 | | |
925,000 (1)(2) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | | 915,126 | | | | | | 0.2 | | |
865,000 (2) | | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | | | 898,778 | | | | | | 0.2 | | |
1,300,000 (2) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 1,338,603 | | | | | | 0.2 | | |
1,175,000 (2) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 1,269,364 | | | | | | 0.2 | | |
1,275,000 (2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 1,426,553 | | | | | | 0.3 | | |
1,600,000 (2) | | | Imola Merger Corp., 4.750%, 05/15/2029 | | | | | 1,648,000 | | | | | | 0.3 | | |
575,000 (2)(3) | | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000)%, 01/15/2026 | | | | | 592,121 | | | | | | 0.1 | | |
1,475,000 (2) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 1,537,916 | | | | | | 0.3 | | |
1,450,000 (2) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,501,497 | | | | | | 0.3 | | |
850,000 (2) | | | Madison IAQ LLC, 5.875%, 06/30/2029 | | | | | 865,937 | | | | | | 0.2 | | |
1,665,000 (2) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 1,871,876 | | | | | | 0.4 | | |
1,200,000 | | | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | | | | | 1,225,272 | | | | | | 0.2 | | |
1,675,000 (2) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 1,772,753 | | | | | | 0.3 | | |
1,870,000 (1)(2) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 1,918,480 | | | | | | 0.4 | | |
1,300,000 (2) | | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | | | 1,433,614 | | | | | | 0.3 | | |
1,255,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 1,304,058 | | | | | | 0.2 | | |
807,000 (2) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 891,574 | | | | | | 0.2 | | |
1,325,000 (2) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 1,425,647 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
950,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | $ | 1,010,648 | | | | | | 0.2 | | |
925,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 982,489 | | | | | | 0.2 | | |
900,000 (2) | | | TransDigm, Inc., 4.625%, 01/15/2029 | | | | | 902,961 | | | | | | 0.2 | | |
1,000,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 1,043,750 | | | | | | 0.2 | | |
1,200,000 | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | | | 1,244,664 | | | | | | 0.2 | | |
1,025,000 (2) | | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | | | 1,114,370 | | | | | | 0.2 | | |
1,250,000 (2) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 1,298,075 | | | | | | 0.2 | | |
| | | | | | | | 45,146,033 | | | | | | 8.6 | | |
| | | Technology: 4.5% | | ||||||||||||
1,575,000 (2) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 1,603,082 | | | | | | 0.3 | | |
1,305,000 (2) | | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | | | 1,339,857 | | | | | | 0.3 | | |
1,050,000 (2) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 1,073,662 | | | | | | 0.2 | | |
300,000 (2) | | | Booz Allen Hamilton, Inc., 4.000%, 07/01/2029 | | | | | 307,125 | | | | | | 0.1 | | |
465,000 (2) | | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | | | 488,017 | | | | | | 0.1 | | |
1,205,000 (2) | | | BY Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,229,124 | | | | | | 0.2 | | |
1,300,000 (2) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 1,361,035 | | | | | | 0.3 | | |
570,000 | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 578,236 | | | | | | 0.1 | | |
625,000 | | | CDW LLC / CDW Finance Corp., 4.125%, 05/01/2025 | | | | | 654,000 | | | | | | 0.1 | | |
1,000,000 | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | | | 1,115,980 | | | | | | 0.2 | | |
1,250,000 | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | | | 1,298,750 | | | | | | 0.3 | | |
1,705,000 | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 1,790,531 | | | | | | 0.4 | | |
1,220,000 (2) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 1,259,650 | | | | | | 0.2 | | |
200,000 (2) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 203,160 | | | | | | 0.0 | | |
685,000 (2) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 710,503 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
1,200,000 (2) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | $ | 1,225,260 | | | | | | 0.2 | | |
1,400,000 (1)(2) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 1,436,750 | | | | | | 0.3 | | |
1,645,000 (2) | | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | | | 1,634,571 | | | | | | 0.3 | | |
1,045,000 (2) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 1,099,680 | | | | | | 0.2 | | |
1,230,000 (2) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 1,250,762 | | | | | | 0.2 | | |
500,000 (2) | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 515,198 | | | | | | 0.1 | | |
1,400,000 (2) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 1,461,642 | | | | | | 0.3 | | |
| | | | | | | | 23,636,575 | | | | | | 4.5 | | |
| | | Utilities: 1.3% | | ||||||||||||
1,300,000 (2) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 1,365,273 | | | | | | 0.2 | | |
1,350,000 (2) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 1,398,256 | | | | | | 0.3 | | |
1,550,000 (2) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 1,552,247 | | | | | | 0.3 | | |
225,000 (2) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 220,952 | | | | | | 0.0 | | |
1,100,000 | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | | | 1,140,117 | | | | | | 0.2 | | |
450,000 (2) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 465,370 | | | | | | 0.1 | | |
900,000 (2) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 934,875 | | | | | | 0.2 | | |
| | | | | | | | 7,077,090 | | | | | | 1.3 | | |
| | | Total Corporate Bonds/Notes (Cost $480,946,939) | | | | | 510,260,163 | | | | | | 96.7 | | |
BANK LOANS: 0.4% | | |||||||||||||||
| | | Consumer, Cyclical: 0.3% | | ||||||||||||
1,484,279 | | | Golden Nugget LLC TL B 1L, 3.250%, (US0001M + 2.500)%, 10/04/2023 | | | | | 1,474,769 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Health Care: 0.1% | | ||||||||||||
704,366 | | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.104%, (US0001M + 3.000)%, 06/02/2025 | | | | | 702,385 | | | | | | 0.1 | | |
| | | Total Bank Loans (Cost $2,094,620) | | | | | 2,177,154 | | | | | | 0.4 | | |
|
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Communications: 0.1% | | ||||||||||||
400,000 | | | DISH Network Corp., 3.375%, 08/15/2026 | | | | $ | 409,200 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Financial: 0.0% | | ||||||||||||
499,200 (2)(5) | | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | | | | | 577 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/ Notes (Cost $844,544) | | | | | 409,777 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.4% | | |||||||||||||||
| | | Consumer Discretionary: —% | | ||||||||||||
1,476 (2)(6)(7) | | | Perseus Holding Corp. | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer Staples: 0.4% | | ||||||||||||
107,541 (6)(7) | | | Southeastern Grocers, Inc. | | | | | 1,962,623 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Energy: 0.0% | | ||||||||||||
2 (7) | | | Amplify Energy Corp. | | | | | 8 | | | | | | 0.0 | | |
424,441 (6)(7) | | | Ascent Resources — Utica LLC | | | | | 5,093 | | | | | | 0.0 | | |
| | | | | | | | 5,101 | | | | | | 0.0 | | |
| | | Health Care: 0.0% | | ||||||||||||
26 (7) | | | Option Care Health, Inc. | | | | | 569 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Information Technology: 0.0% | | ||||||||||||
1 (7) | | | Avaya Holdings Corp. | | | | | 27 | | | | | | 0.0 | | |
| | | Total Common Stock (Cost $768,535) | | | | | 1,968,320 | | | | | | 0.4 | | |
PREFERRED STOCK: —% | | |||||||||||||||
| | | Consumer Discretionary: —% | | ||||||||||||
775 (2)(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) | | | | | — | | | | | | — | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Energy: —% | | ||||||||||||
2,000 (6)(9) | | | Green Field Energy Services, Inc. (Escrow) | | | | $ | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $484,654,638) | | | | | 514,815,414 | | | | | | 97.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 6.1% | | |||||||||||||||
| | | U.S. Treasury Bills: 1.6% | | ||||||||||||
4,500,000 (10) | | | United States Treasury Bill, 0.040%, 09/09/2021 | | | | | 4,499,628 | | | | | | 0.9 | | |
2,250,000 (10) | | | United States Treasury Bill, 0.040%, 09/16/2021 | | | | | 2,249,807 | | | | | | 0.4 | | |
1,500,000 (10) | | | United States Treasury Bill, 0.040%, 11/26/2021 | | | | | 1,499,735 | | | | | | 0.3 | | |
| | | Total U.S. Treasury Bills (Cost $8,249,519) | | | | | 8,249,170 | | | | | | 1.6 | | |
| | | | | | | | | | | | | | | | |
| | | Repurchase Agreements: 4.2% | | ||||||||||||
5,517,900 (11) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $5,517,908, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $5,628,258, due 07/25/21-05/20/71) | | | | | 5,517,900 | | | | | | 1.0 | | |
4,045,116 (11) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,045,126, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $4,126,029, due 07/01/21-11/15/50) | | | | | 4,045,116 | | | | | | 0.8 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,917,172 (11) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,917,177, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,955,515, due 08/01/21-06/01/51) | | | | $ | 1,917,172 | | | | | | 0.4 | | |
2,435,762 (11) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,435,766, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,484,481, due 05/01/24-04/20/71) | | | | | 2,435,762 | | | | | | 0.5 | | |
2,842,124 (11) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,842,128, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,898,967, due 08/01/21-04/15/62) | | | | | 2,842,124 | | | | | | 0.5 | | |
3,882,838 (11) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $3,882,850, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,960,918, due 07/15/23-02/15/48) | | | | | 3,882,838 | | | | | | 0.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,578,405 (11) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,578,409, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,609,973, due 12/01/21-05/20/71) | | | | $ | 1,578,405 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $22,219,317) | | | | | 22,219,317 | | | | | | 4.2 | | |
|
Shares | | | Percentage of Net Assets | | | Value | | |||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
473,000 (11)(12) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 473,000 | | | | | | 0.1 | | |
455,000 (11)(12) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.020% | | | | | 455,000 | | | | | | 0.1 | | |
560,000 (11)(12) | | | Morgan Stanley Institutional Liquidity Funds – Government Portfolio (Institutional Share Class), 0.030% | | | | | 560,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,488,000) | | | | | 1,488,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $31,956,836) | | | | | 31,956,487 | | | | | | 6.1 | | |
| | | Total Investments in Securities (Cost $516,611,474) | | | | $ | 546,771,901 | | | | | | 103.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (19,356,742) | | | | | | (3.7) | | |
| | | Net Assets | | | | $ | 527,415,159 | | | | | | 100.0 | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
payment rates.
US0001M 1-month LIBOR
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 96.7% | |
| Bank Loans | | | 0.4% | |
| Common Stock | | | 0.4% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Consumer Staples | | | | | — | | | | | | — | | | | | | 1,962,623 | | | | | | 1,962,623 | | |
Energy | | | | | 8 | | | | | | — | | | | | | 5,093 | | | | | | 5,101 | | |
Health Care | | | | | 569 | | | | | | — | | | | | | — | | | | | | 569 | | |
Information Technology | | | | | 27 | | | | | | — | | | | | | — | | | | | | 27 | | |
Total Common Stock | | | | | 604 | | | | | | — | | | | | | 1,967,716 | | | | | | 1,968,320 | | |
Preferred Stock | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Corporate Bonds/Notes | | | | | — | | | | | | 510,260,163 | | | | | | — | | | | | | 510,260,163 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 409,777 | | | | | | — | | | | | | 409,777 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Bank Loans | | | | | — | | | | | | 2,177,154 | | | | | | — | | | | | | 2,177,154 | | |
Short-Term Investments | | | | | 1,488,000 | | | | | | 30,468,487 | | | | | | — | | | | | | 31,956,487 | | |
Total Investments, at fair value | | | | $ | 1,488,604 | | | | | $ | 543,315,581 | | | | | $ | 1,967,716 | | | | | $ | 546,771,901 | | |
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 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Voya High Yield Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Cost for federal income tax purposes was $517,198,347. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 31,177,318 | | |
| Gross Unrealized Depreciation | | | | | (1,603,764) | | |
| Net Unrealized Appreciation | | | | $ | 29,573,554 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 11.6% | | ||||||||||||
14,944 (1) | | | Alphabet, Inc. - Class A | | | | $ | 36,490,110 | | | | | | 0.6 | | |
1,183,387 (1) | | | Facebook, Inc. - Class A | | | | | 411,475,494 | | | | | | 6.8 | | |
360,684 (1) | | | ROBLOX Corp. | | | | | 32,454,346 | | | | | | 0.6 | | |
945,012 (1) | | | Snap, Inc. | | | | | 64,393,118 | | | | | | 1.1 | | |
210,842 (1) | | | Spotify Technology SA | | | | | 58,105,947 | | | | | | 1.0 | | |
520,831 (1) | | | Take-Two Interactive Software, Inc. | | | | | 92,197,503 | | | | | | 1.5 | | |
| | | | | | | | 695,116,518 | | | | | | 11.6 | | |
| | | Consumer Discretionary: 18.6% | | ||||||||||||
156,288 (1) | | | Amazon.com, Inc. | | | | | 537,655,726 | | | | | | 8.9 | | |
36,198 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 56,119,207 | | | | | | 1.0 | | |
507,988 | | | Darden Restaurants, Inc. | | | | | 74,161,168 | | | | | | 1.2 | | |
595,129 (1) | | | Expedia Group, Inc. | | | | | 97,428,569 | | | | | | 1.6 | | |
730,778 | | | Nike, Inc. - Class B | | | | | 112,897,893 | | | | | | 1.9 | | |
140,144 (1) | | | O’Reilly Automotive, Inc. | | | | | 79,350,934 | | | | | | 1.3 | | |
881,578 | | | Ross Stores, Inc. | | | | | 109,315,672 | | | | | | 1.8 | | |
619,837 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 52,859,700 | | | | | | 0.9 | | |
| | | | | | | | 1,119,788,869 | | | | | | 18.6 | | |
| | | Consumer Staples: 3.9% | | ||||||||||||
396,167 | | | Constellation Brands, Inc. | | | | | 92,659,499 | | | | | | 1.5 | | |
1,440,524 | | | Philip Morris International, Inc. | | | | | 142,770,334 | | | | | | 2.4 | | |
| | | | | | | | 235,429,833 | | | | | | 3.9 | | |
| | | Financials: 2.4% | | ||||||||||||
248,267 | | | Discover Financial Services | | | | | 29,367,503 | | | | | | 0.5 | | |
215,747 | | | MSCI, Inc. - Class A | | | | | 115,010,411 | | | | | | 1.9 | | |
| | | | | | | | 144,377,914 | | | | | | 2.4 | | |
| | | Health Care: 10.0% | | ||||||||||||
285,865 | | | Agilent Technologies, Inc. | | | | | 42,253,706 | | | | | | 0.7 | | |
77,623 (1) | | | Align Technology, Inc. | | | | | 47,427,653 | | | | | | 0.8 | | |
512,640 (2) | | | AstraZeneca PLC ADR | | | | | 30,707,136 | | | | | | 0.5 | | |
291,251 | | | Danaher Corp. | | | | | 78,160,118 | | | | | | 1.3 | | |
259,729 (1) | | | DexCom, Inc. | | | | | 110,904,283 | | | | | | 1.8 | | |
575,395 | | | Eli Lilly & Co. | | | | | 132,064,661 | | | | | | 2.2 | | |
849,088 (1) | | | Horizon Therapeutics Plc | | | | | 79,508,600 | | | | | | 1.3 | | |
115,066 | | | Teleflex, Inc. | | | | | 46,232,368 | | | | | | 0.8 | | |
108,939 (1) | | | Veeva Systems, Inc. | | | | | 33,874,582 | | | | | | 0.6 | | |
| | | | | | | | 601,133,107 | | | | | | 10.0 | | |
| | | Industrials: 5.9% | | ||||||||||||
436,389 | | | Ametek, Inc. | | | | | 58,257,932 | | | | | | 1.0 | | |
396,110 (1)(2) | | | CoStar Group, Inc. | | | | | 32,805,830 | | | | | | 0.5 | | |
2,660,595 | | | CSX Corp. | | | | | 85,351,888 | | | | | | 1.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
470,380 | | | Eaton Corp. PLC | | | | $ | 69,700,908 | | | | | | 1.1 | | |
506,541 | | | Quanta Services, Inc. | | | | | 45,877,418 | | | | | | 0.8 | | |
34,835 (1) | | | TransDigm Group, Inc. | | | | | 22,548,347 | | | | | | 0.4 | | |
361,628 | | | Waste Connections, Inc. | | | | | 43,189,232 | | | | | | 0.7 | | |
| | | | | | | | 357,731,555 | | | | | | 5.9 | | |
| | | Information Technology: 44.2% | | ||||||||||||
304,797 (1) | | | Adobe, Inc. | | | | | 178,501,315 | | | | | | 3.0 | | |
1,586,371 (1) | | | Advanced Micro Devices, Inc. | | | | | 149,007,828 | | | | | | 2.5 | | |
2,781,961 | | | Apple, Inc. | | | | | 381,017,379 | | | | | | 6.3 | | |
311,513 (1) | | | Autodesk, Inc. | | | | | 90,930,645 | | | | | | 1.5 | | |
331,831 | | | CDW Corp. | | | | | 57,954,284 | | | | | | 1.0 | | |
331,742 | | | Entegris, Inc. | | | | | 40,794,314 | | | | | | 0.7 | | |
167,432 (1) | | | Five9, Inc. | | | | | 30,705,354 | | | | | | 0.5 | | |
306,948 | | | Intuit, Inc. | | | | | 150,456,701 | | | | | | 2.5 | | |
142,311 | | | Lam Research Corp. | | | | | 92,601,768 | | | | | | 1.5 | | |
1,870,435 | | | Marvell Technology, Inc. | | | | | 109,102,474 | | | | | | 1.8 | | |
70,839 | | | Mastercard, Inc. - Class A | | | | | 25,862,611 | | | | | | 0.4 | | |
1,076,708 | | | Microsoft Corp. | | | | | 291,680,197 | | | | | | 4.9 | | |
70,888 | | | Monolithic Power Systems, Inc. | | | | | 26,473,124 | | | | | | 0.4 | | |
152,227 | | | Motorola Solutions, Inc. | | | | | 33,010,425 | | | | | | 0.6 | | |
180,889 | | | Nvidia Corp. | | | | | 144,729,289 | | | | | | 2.4 | | |
230,850 (1) | | | Paycom Software, Inc. | | | | | 83,907,049 | | | | | | 1.4 | | |
725,280 (1) | | | PayPal Holdings, Inc. | | | | | 211,404,614 | | | | | | 3.5 | | |
770,253 | | | Qualcomm, Inc. | | | | | 110,092,261 | | | | | | 1.8 | | |
112,408 (1) | | | RingCentral, Inc. | | | | | 32,663,517 | | | | | | 0.5 | | |
114,264 (1) | | | ServiceNow, Inc. | | | | | 62,793,781 | | | | | | 1.0 | | |
109,843 (1) | | | Twilio, Inc. | | | | | 43,295,717 | | | | | | 0.7 | | |
1,171,225 | | | Visa, Inc. - Class A | | | | | 273,855,829 | | | | | | 4.6 | | |
78,890 (1) | | | Zebra Technologies Corp. | | | | | 41,771,466 | | | | | | 0.7 | | |
| | | | | | | | 2,662,611,942 | | | | | | 44.2 | | |
| | | Materials: 1.0% | | ||||||||||||
99,778 | | | Air Products & Chemicals, Inc. | | | | | 28,704,135 | | | | | | 0.5 | | |
296,134 | | | Crown Holdings, Inc. | | | | | 30,267,856 | | | | | | 0.5 | | |
| | | | | | | | 58,971,991 | | | | | | 1.0 | | |
| | | Real Estate: 1.3% | | ||||||||||||
235,867 | | | SBA Communications Corp. | | | | | 75,170,813 | | | | | | 1.3 | | |
| | | Total Common Stock (Cost $4,661,565,061) | | | | | 5,950,332,542 | | | | | | 98.9 | | |
|
Voya Large Cap Growth Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.4% | | |||||||||||||||
| | | Repurchase Agreements: 0.5% | | ||||||||||||
1,453,054 (3) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,453,057, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,482,115, due 01/01/25-04/01/51) | | | | $ | 1,453,054 | | | | | | 0.0 | | |
2,933,682 (3) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $2,933,698, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $3,077,745, due 09/19/22-01/27/40) | | | | | 2,933,682 | | | | | | 0.0 | | |
8,245,300 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $8,245,311, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $8,410,206, due 07/25/21-05/20/71) | | | | | 8,245,300 | | | | | | 0.1 | | |
4,101,985 (3) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,101,995, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $4,184,035, due 07/01/21-11/15/50) | | | | | 4,101,985 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,109,564 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $3,109,568, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $3,171,755, due 11/30/21-07/01/51) | | | | $ | 3,109,564 | | | | | | 0.1 | | |
2,378,589 (3) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,378,595, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%- 7.000%, Market Value plus accrued interest $2,426,161, due 08/01/21-06/01/51) | | | | | 2,378,589 | | | | | | 0.0 | | |
3,021,992 (3) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $3,021,997, collateralized by various U.S. Government Agency Obligations, 0.500%- 7.500%, Market Value plus accrued interest $3,082,437, due 05/01/24-04/20/71) | | | | | 3,021,992 | | | | | | 0.1 | | |
5,139,029 (3) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $5,139,044, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $5,242,369, due 07/15/23-02/15/48) | | | | | 5,139,029 | | | | | | 0.1 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,958,287 (3) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,958,292, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,997,453, due 12/01/21-05/20/71) | | | | $ | 1,958,287 | | | | | | 0.0 | | |
| | | Total Repurchase Agreements (Cost $32,341,482) | | | | | 32,341,482 | | | | | | 0.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.9% | | ||||||||||||
52,812,000 (3)(4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 52,812,000 | | | | | | 0.9 | | |
1,028,000 (3)(4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 1,028,000 | | | | | | 0.0 | | |
1,028,000 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 1,028,000 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $54,868,000) | | | | $ | 54,868,000 | | | | | | 0.9 | | |
| | | Total Short-Term Investments (Cost $87,209,482) | | | | | 87,209,482 | | | | | | 1.4 | | |
| | | Total Investments in Securities (Cost $4,748,774,543) | | | | $ | 6,037,542,024 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (16,983,405) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 6,020,558,619 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 44.2% | |
| Consumer Discretionary | | | 18.6% | |
| Communication Services | | | 11.6% | |
| Health Care | | | 10.0% | |
| Industrials | | | 5.9% | |
| Consumer Staples | | | 3.9% | |
| Financials | | | 2.4% | |
| Real Estate | | | 1.3% | |
| Materials | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 5,950,332,542 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,950,332,542 | | |
Short-Term Investments | | | | | 54,868,000 | | | | | | 32,341,482 | | | | | | — | | | | | | 87,209,482 | | |
Total Investments, at fair value | | | | $ | 6,005,200,542 | | | | | $ | 32,341,482 | | | | | $ | — | | | | | $ | 6,037,542,024 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Cost for federal income tax purposes was $4,769,134,466. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 1,303,442,143 | | |
| Gross Unrealized Depreciation | | | | | (35,034,584) | | |
| Net Unrealized Appreciation | | | | $ | 1,268,407,559 | | |
Voya Large Cap Value Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 8.5% | | ||||||||||||
159,891 | | | Activision Blizzard, Inc. | | | | $ | 15,259,997 | | | | | | 1.4 | | |
785,739 | | | AT&T, Inc. | | | | | 22,613,568 | | | | | | 2.0 | | |
420,891 | | | Fox Corp. - Class A | | | | | 15,627,683 | | | | | | 1.4 | | |
324,556 | | | Interpublic Group of Cos., Inc. | | | | | 10,544,825 | | | | | | 1.0 | | |
170,212 (1) | | | Walt Disney Co. | | | | | 29,918,163 | | | | | | 2.7 | | |
| | | | | | | | 93,964,236 | | | | | | 8.5 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 6.2% | | ||||||||||||
131,731 (1) | | | Caesars Entertainment, Inc. | | | | | 13,667,091 | | | | | | 1.2 | | |
85,564 (1)(2) | | | Expedia Group, Inc. | | | | | 14,007,682 | | | | | | 1.3 | | |
437,901 | | | Gap, Inc. | | | | | 14,735,369 | | | | | | 1.3 | | |
80,910 | | | Nike, Inc. - Class B | | | | | 12,499,786 | | | | | | 1.1 | | |
164,117 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 13,995,898 | | | | | | 1.3 | | |
| | | | | | | | 68,905,826 | | | | | | 6.2 | | |
| | | | | | | ||||||||||
| | | Consumer Staples: 7.4% | | ||||||||||||
352,446 | | | Coca-Cola Co. | | | | | 19,070,853 | | | | | | 1.7 | | |
48,309 | | | Constellation Brands, Inc. | | | | | 11,298,992 | | | | | | 1.0 | | |
312,959 | | | Philip Morris International, Inc. | | | | | 31,017,367 | | | | | | 2.8 | | |
146,821 | | | Walmart, Inc. | | | | | 20,704,697 | | | | | | 1.9 | | |
| | | | | | | | 82,091,909 | | | | | | 7.4 | | |
| | | | | ||||||||||||
| | | Energy: 5.7% | | ||||||||||||
337,176 | | | BP PLC ADR | | | | | 8,908,190 | | | | | | 0.8 | | |
144,606 | | | Chevron Corp. | | | | | 15,146,033 | | | | | | 1.4 | | |
283,436 | | | ConocoPhillips | | | | | 17,261,252 | | | | | | 1.5 | | |
128,154 | | | Diamondback Energy, Inc. | | | | | 12,032,379 | | | | | | 1.1 | | |
125,789 | | | Valero Energy Corp. | | | | | 9,821,605 | | | | | | 0.9 | | |
| | | | | | | | 63,169,459 | | | | | | 5.7 | | |
| | | | | ||||||||||||
| | | Financials: 21.1% | | ||||||||||||
298,824 (2) | | | Apollo Global Management, Inc. | | | | | 18,586,853 | | | | | | 1.7 | | |
102,370 | | | Assurant, Inc. | | | | | 15,988,147 | | | | | | 1.4 | | |
993,474 | | | Bank of America Corp. | | | | | 40,960,933 | | | | | | 3.7 | | |
370,478 | | | Bank of New York Mellon Corp. | | | | | 18,979,588 | | | | | | 1.7 | | |
135,680 | | | Chubb Ltd. | | | | | 21,564,979 | | | | | | 2.0 | | |
377,440 | | | Citigroup, Inc. | | | | | 26,703,880 | | | | | | 2.4 | | |
41,611 | | | Goldman Sachs Group, Inc. | | | | | 15,792,623 | | | | | | 1.4 | | |
458,524 | | | Synchrony Financial | | | | | 22,247,584 | | | | | | 2.0 | | |
385,920 | | | Truist Financial Corp. | | | | | 21,418,560 | | | | | | 1.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: (continued) | | | | |||||||||||||||||||
| | | Financials (continued) | | | | ||||||||||||||||
555,780 | | | US Bancorp | | | | $ | 31,662,787 | | | | | | 2.9 | | | | | ||||
| | | | | | | | 233,905,934 | | | | | | 21.1 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Health Care: 17.1% | | | | | | | | ||||||||||||
158,840 | | | Alcon, Inc. | | | | | 11,160,098 | | | | | | 1.0 | | | | | ||||
295,881 | | | Bristol-Myers Squibb Co. | | | | | 19,770,768 | | | | | | 1.8 | | | | | ||||
47,237 | | | Cigna Corp. | | | | | 11,198,476 | | | | | | 1.0 | | | | | ||||
82,480 | | | Eli Lilly & Co. | | | | | 18,930,810 | | | | | | 1.7 | | | | | ||||
214,656 | | | Johnson & Johnson | | | | | 35,362,430 | | | | | | 3.2 | | | | | ||||
36,208 | | | McKesson Corp. | | | | | 6,924,418 | | | | | | 0.6 | | | | | ||||
173,565 | | | Medtronic PLC | | | | | 21,544,624 | | | | | | 2.0 | | | | | ||||
37,866 | | | Thermo Fisher Scientific, Inc. | | | | | 19,102,261 | | | | | | 1.7 | | | | | ||||
79,076 | | | UnitedHealth Group, Inc. | | | | | 31,665,193 | | | | | | 2.9 | | | | | ||||
85,392 | | | Zimmer Biomet Holdings, Inc. | | | | | 13,732,741 | | | | | | 1.2 | | | | | ||||
| | | | | | | | 189,391,819 | | | | | | 17.1 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Industrials: 11.6% | | | | | | | | ||||||||||||
520,200 (1) | | | Howmet Aerospace, Inc. | | | | | 17,931,294 | | | | | | 1.6 | | | | | ||||
100,063 | | | L3Harris Technologies, Inc. | | | | | 21,628,617 | | | | | | 2.0 | | | | | ||||
720,282 | | | nVent Electric PLC | | | | | 22,501,610 | | | | | | 2.0 | | | | | ||||
43,422 | | | Old Dominion Freight Line | | | | | 11,020,504 | | | | | | 1.0 | | | | | ||||
339,816 | | | Raytheon Technologies Corp. | | | | | 28,989,703 | | | | | | 2.6 | | | | | ||||
92,928 | | | Ryder System, Inc. | | | | | 6,907,338 | | | | | | 0.6 | | | | | ||||
72,455 | | | Timken Co. | | | | | 5,839,148 | | | | | | 0.5 | | | | | ||||
45,074 (1) | | | United Rentals, Inc. | | | | | 14,379,057 | | | | | | 1.3 | | | | | ||||
| | | | | | | | 129,197,271 | | | | | | 11.6 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Information Technology: 9.2% | | | | | | | | ||||||||||||
144,787 | | | Dolby Laboratories, Inc. | | | | | 14,231,114 | | | | | | 1.3 | | | | | ||||
160,820 (1) | | | Fiserv, Inc. | | | | | 17,190,050 | | | | | | 1.5 | | | | | ||||
96,491 | | | Microchip Technology, Inc. | | | | | 14,448,562 | | | | | | 1.3 | | | | | ||||
116,329 | | | Motorola Solutions, Inc. | | | | | 25,225,943 | | | | | | 2.3 | | | | | ||||
69,469 | | | NXP Semiconductor NV -NXPI -US | | | | | 14,291,163 | | | | | | 1.3 | | | | | ||||
136,097 | | | SYNNEX Corp. | | | | | 16,571,171 | | | | | | 1.5 | | | | | ||||
| | | | | | | | 101,958,003 | | | | | | 9.2 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Materials: 4.2% | | | | | | | | ||||||||||||
32,913 | | | Air Products & Chemicals, Inc. | | | | | 9,468,412 | | | | | | 0.8 | | | | | ||||
173,417 (1) | | | Alcoa Corp. | | | | | 6,388,682 | | | | | | 0.6 | | | | | ||||
228,698 | | | CF Industries Holdings, Inc. | | | | | 11,766,512 | | | | | | 1.1 | | | | |
Voya Large Cap Value Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: (continued) | | | | |||||||||||||||||||
| | | Materials (continued) | | | | ||||||||||||||||
102,221 | | | Eastman Chemical Co. | | | | $ | 11,934,302 | | | | | | 1.1 | | | | | ||||
45,611 | | | Reliance Steel & Aluminum Co. | | | | | 6,882,700 | | | | | | 0.6 | | | | | ||||
| | | | | | | | 46,440,608 | | | | | | 4.2 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Real Estate: 4.2% | | | | | | | | ||||||||||||
246,247 | | | American Homes 4 Rent | | | | | 9,566,696 | | | | | | 0.9 | | | | | ||||
62,242 | | | ProLogis, Inc. | | | | | 7,439,786 | | | | | | 0.7 | | | | | ||||
116,012 (1) | | | Ryman Hospitality Properties | | | | | 9,160,307 | | | | | | 0.8 | | | | | ||||
182,414 | | | Spirit Realty Capital, Inc. | | | | | 8,726,686 | | | | | | 0.8 | | | | | ||||
235,452 | | | UDR, Inc. | | | | | 11,532,439 | | | | | | 1.0 | | | | | ||||
| | | | | | | | 46,425,914 | | | | | | 4.2 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Utilities: 4.6% | | | | | | | | ||||||||||||
132,079 | | | Ameren Corp. | | | | | 10,571,603 | | | | | | 1.0 | | | | | ||||
90,771 | | | Entergy Corp. | | | | | 9,049,869 | | | | | | 0.8 | | | | | ||||
284,524 | | | Exelon Corp. | | | | | 12,607,258 | | | | | | 1.1 | | | | | ||||
109,668 | | | NextEra Energy, Inc. | | | | | 8,036,471 | | | | | | 0.7 | | | | | ||||
440,822 (1)(3) | | | PRIME AET&D Holdings NO 1 | | | | | — | | | | | | — | | | | | ||||
175,877 | | | Public Service Enterprise Group, Inc. | | | | | 10,506,892 | | | | | | 1.0 | | | | | ||||
| | | | | | | | 50,772,093 | | | | | | 4.6 | | | | | ||||
| | | Total Common Stock (Cost $922,113,632) | | | | | 1,106,223,072 | | | | | | 99.8 | | | | | ||||
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%, 12/15/2014 | | | | | — | | | | | | — | | |
| | | Total Corporate Bonds/Notes (Cost $787,908) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $922,932,382) | | | | | 1,106,223,072 | | | | | | 99.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.4% | | |||||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
3,060,600 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $3,060,604, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $3,121,812, due 07/25/21-05/20/71) | | | | $ | 3,060,600 | | | | | | 0.3 | | |
1,083,550 (7) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,083,553, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,105,221, due 08/01/21-06/01/51) | | | | | 1,083,550 | | | | | | 0.1 | | |
1,376,647 (7) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,376,649, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,404,182, due 05/01/24-04/20/71) | | | | | 1,376,647 | | | | | | 0.1 | | |
3,060,600 (7) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,060,608, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $3,121,821, due 02/28/27) | | | | | 3,060,600 | | | | | | 0.3 | | |
Voya Large Cap Value Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,719,292 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,719,294, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,753,678, due 08/01/21-04/15/62) | | | | $ | 1,719,292 | | | | | | 0.1 | | |
2,181,220 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $2,181,227, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,225,082, due 07/15/23-02/15/48) | | | | | 2,181,220 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $12,481,909) | | | | | 12,481,909 | | | | | | 1.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
2,524,000 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 2,524,000 | | | | | | 0.2 | | |
334,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 334,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $2,858,000) | | | | | 2,858,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $15,339,909) | | | | $ | 15,339,909 | | | | | | 1.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Investments in Securities (Cost $938,272,291) | | | | $ | 1,121,562,981 | | | | | | 101.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (12,932,830) | | | | | | (1.2) | | |
| | | Net Assets | | | | $ | 1,108,630,151 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.1% | |
| Health Care | | | 17.1% | |
| Industrials | | | 11.6% | |
| Information Technology | | | 9.2% | |
| Communication Services | | | 8.5% | |
| Consumer Staples | | | 7.4% | |
| Consumer Discretionary | | | 6.2% | |
| Energy | | | 5.7% | |
| Utilities | | | 4.6% | |
| Materials | | | 4.2% | |
| Real Estate | | | 4.2% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Large Cap Value Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 93,964,236 | | | | | $ | — | | | | | $ | — | | | | | $ | 93,964,236 | | |
Consumer Discretionary | | | | | 68,905,826 | | | | | | — | | | | | | — | | | | | | 68,905,826 | | |
Consumer Staples | | | | | 82,091,909 | | | | | | — | | | | | | — | | | | | | 82,091,909 | | |
Energy | | | | | 63,169,459 | | | | | | — | | | | | | — | | | | | | 63,169,459 | | |
Financials | | | | | 233,905,934 | | | | | | — | | | | | | — | | | | | | 233,905,934 | | |
Health Care | | | | | 189,391,819 | | | | | | — | | | | | | — | | | | | | 189,391,819 | | |
Industrials | | | | | 129,197,271 | | | | | | — | | | | | | — | | | | | | 129,197,271 | | |
Information Technology | | | | | 101,958,003 | | | | | | — | | | | | | — | | | | | | 101,958,003 | | |
Materials | | | | | 46,440,608 | | | | | | — | | | | | | — | | | | | | 46,440,608 | | |
Real Estate | | | | | 46,425,914 | | | | | | — | | | | | | — | | | | | | 46,425,914 | | |
Utilities | | | | | 50,772,093 | | | | | | — | | | | | | — | | | | | | 50,772,093 | | |
Total Common Stock | | | | | 1,106,223,072 | | | | | | — | | | | | | — | | | | | | 1,106,223,072 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 2,858,000 | | | | | | 12,481,909 | | | | | | — | | | | | | 15,339,909 | | |
Total Investments, at fair value | | | | $ | 1,109,081,072 | | | | | $ | 12,481,909 | | | | | $ | — | | | | | $ | 1,121,562,981 | | |
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 $960,274,385. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 189,048,542 | | |
| Gross Unrealized Depreciation | | | | | (27,612,492) | | |
| Net Unrealized Appreciation | | | | $ | 161,436,050 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: 32.9% | | |||||||||||||||
| | | Basic Materials: 0.5% | | ||||||||||||
430,000 | | | Eastman Chemical Co., 3.500%, 12/01/2021 | | | | $ | 435,674 | | | | | | 0.1 | | |
500,000 (1) | | | Georgia-Pacific LLC, 1.750%, 09/30/2025 | | | | | 513,172 | | | | | | 0.1 | | |
300,000 | | | LYB International Finance III LLC, 2.875%, 05/01/2025 | | | | | 318,728 | | | | | | 0.1 | | |
280,000 | | | Nucor Corp., 2.000%, 06/01/2025 | | | | | 289,955 | | | | | | 0.1 | | |
425,000 | | | Nutrien Ltd., 3.150%, 10/01/2022 | | | | | 436,382 | | | | | | 0.1 | | |
| | | | | | | | 1,993,911 | | | | | | 0.5 | | |
| | | Communications: 1.9% | | ||||||||||||
560,000 | | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | | | | | 582,473 | | | | | | 0.1 | | |
669,000 | | | Amazon.com, Inc., 0.450%, 05/12/2024 | | | | | 667,711 | | | | | | 0.2 | | |
370,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 373,976 | | | | | | 0.1 | | |
335,000 | | | AT&T, Inc., 4.050%, 12/15/2023 | | | | | 363,158 | | | | | | 0.1 | | |
472,000 | | | Bell Canada, 0.750%, 03/17/2024 | | | | | 473,333 | | | | | | 0.1 | | |
413,000 | | | British Telecommunications PLC, 4.500%, 12/04/2023 | | | | | 450,054 | | | | | | 0.1 | | |
500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | | 517,711 | | | | | | 0.1 | | |
599,000 | | | Fox Corp., 4.030%, 01/25/2024 | | | | | 649,154 | | | | | | 0.2 | | |
280,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 282,468 | | | | | | 0.1 | | |
653,000 (1) | | | NTT Finance Corp., 0.583%, 03/01/2024 | | | | | 652,375 | | | | | | 0.2 | | |
185,000 (1) | | | Sky Ltd., 3.125%, 11/26/2022 | | | | | 191,970 | | | | | | 0.0 | | |
408,000 | | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | | | | | 443,316 | | | | | | 0.1 | | |
405,000 | | | TWDC Enterprises 18 Corp., 2.125%, 09/13/2022 | | | | | 413,229 | | | | | | 0.1 | | |
600,000 | | | TWDC Enterprises 18 Corp., 2.450%, 03/04/2022 | | | | | 609,157 | | | | | | 0.2 | | |
471,000 | | | Verizon Communications, Inc., 0.850%, 11/20/2025 | | | | | 466,095 | | | | | | 0.1 | | |
472,000 | | | Verizon Communications, Inc., 3.500%, 11/01/2024 | | | | | 510,911 | | | | | | 0.1 | | |
| | | | | | | | 7,647,091 | | | | | | 1.9 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical: 2.2% | | ||||||||||||
358,000 (1) | | | 7-Eleven, Inc., 0.950%, 02/10/2026 | | | | $ | 351,767 | | | | | | 0.1 | | |
433,000 | | | American Honda Finance Corp., 0.650%, 09/08/2023 | | | | | 435,094 | | | | | | 0.1 | | |
509,000 | | | American Honda Finance Corp., 0.875%, 07/07/2023 | | | | | 513,835 | | | | | | 0.1 | | |
390,000 | | | American Honda Finance Corp., 2.050%, 01/10/2023 | | | | | 400,418 | | | | | | 0.1 | | |
236,000 (1) | | | BMW US Capital LLC, 0.800%, 04/01/2024 | | | | | 237,156 | | | | | | 0.1 | | |
400,000 (1) | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 401,463 | | | | | | 0.1 | | |
431,000 (1) | | | BMW US Capital LLC, 3.900%, 04/09/2025 | | | | | 475,489 | | | | | | 0.1 | | |
460,000 (1) | | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 469,270 | | | | | | 0.1 | | |
250,000 | | | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | | | | | 256,877 | | | | | | 0.1 | | |
177,380 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 180,243 | | | | | | 0.0 | | |
256,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 275,224 | | | | | | 0.1 | | |
453,000 | | | General Motors Financial Co., Inc., 1.050%, 03/08/2024 | | | | | 455,730 | | | | | | 0.1 | | |
466,000 | | | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | | | | | 475,761 | | | | | | 0.1 | | |
536,000 | | | PACCAR Financial Corp., 0.350%, 08/11/2023 | | | | | 535,465 | | | | | | 0.1 | | |
450,000 (1) | | | Panasonic Corp., 2.536%, 07/19/2022 | | | | | 458,995 | | | | | | 0.1 | | |
623,000 | | | Ross Stores, Inc., 4.600%, 04/15/2025 | | | | | 703,561 | | | | | | 0.2 | | |
330,000 (1) | | | Toyota Industries Corp., 3.110%, 03/12/2022 | | | | | 335,876 | | | | | | 0.1 | | |
474,000 | | | Toyota Motor Corp., 0.681%, 03/25/2024 | | | | | 474,972 | | | | | | 0.1 | | |
742,000 | | | Toyota Motor Credit Corp., 0.500%, 08/14/2023 | | | | | 743,639 | | | | | | 0.2 | | |
240,843 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 252,084 | | | | | | 0.1 | | |
276,000 | | | WW Grainger, Inc., 1.850%, 02/15/2025 | | | | | 285,901 | | | | | | 0.1 | | |
| | | | | | | | 8,718,820 | | | | | | 2.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical: 5.1% | | ||||||||||||
640,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | $ | 657,044 | | | | | | 0.2 | | |
517,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 545,362 | | | | | | 0.1 | | |
165,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 170,524 | | | | | | 0.0 | | |
83,000 | | | AbbVie, Inc., 3.375%, 11/14/2021 | | | | | 83,959 | | | | | | 0.0 | | |
850,000 | | | AbbVie, Inc., 3.450%, 03/15/2022 | | | | | 864,387 | | | | | | 0.2 | | |
500,000 | | | Altria Group, Inc., 2.350%, 05/06/2025 | | | | | 523,203 | | | | | | 0.1 | | |
326,000 | | | AmerisourceBergen Corp., 0.737%, 03/15/2023 | | | | | 326,630 | | | | | | 0.1 | | |
385,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 414,868 | | | | | | 0.1 | | |
644,000 | | | BAT International Finance PLC, 1.668%, 03/25/2026 | | | | | 644,135 | | | | | | 0.2 | | |
426,000 | | | Becton Dickinson and Co., 2.894%, 06/06/2022 | | | | | 435,428 | | | | | | 0.1 | | |
386,000 | | | Boston Scientific Corp., 1.900%, 06/01/2025 | | | | | 398,538 | | | | | | 0.1 | | |
506,000 | | | Bristol-Myers Squibb Co., 0.750%, 11/13/2025 | | | | | 501,833 | | | | | | 0.1 | | |
355,000 | | | Bristol-Myers Squibb Co., 2.600%, 05/16/2022 | | | | | 362,644 | | | | | | 0.1 | | |
587,000 | | | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | | | | | 594,712 | | | | | | 0.2 | | |
376,000 | | | Cardinal Health, Inc., 2.616%, 06/15/2022 | | | | | 383,647 | | | | | | 0.1 | | |
219,000 (1) | | | Cargill, Inc., 1.375%, 07/23/2023 | | | | | 223,167 | | | | | | 0.1 | | |
274,000 | | | Cigna Corp., 1.250%, 03/15/2026 | | | | | 274,941 | | | | | | 0.1 | | |
394,000 | | | Constellation Brands, Inc., 3.200%, 02/15/2023 | | | | | 410,788 | | | | | | 0.1 | | |
685,000 | | | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | | | | | 700,908 | | | | | | 0.2 | | |
250,000 | | | Diageo Capital PLC, 1.375%, 09/29/2025 | | | | | 254,347 | | | | | | 0.1 | | |
587,000 (1) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 632,282 | | | | | | 0.2 | | |
900,000 | | | General Mills, Inc., 3.150%, 12/15/2021 | | | | | 905,427 | | | | | | 0.2 | | |
411,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 411,219 | | | | | | 0.1 | | |
770,000 | | | Gilead Sciences, Inc., 1.950%, 03/01/2022 | | | | | 777,299 | | | | | | 0.2 | | |
458,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 453,994 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
417,000 | | | Hershey Co/The, 0.900%, 06/01/2025 | | | | $ | 418,577 | | | | | | 0.1 | | |
664,000 | | | Hormel Foods Corp., 0.650%, 06/03/2024 | | | | | 665,536 | | | | | | 0.2 | | |
446,000 | | | Illumina, Inc., 0.550%, 03/23/2023 | | | | | 446,827 | | | | | | 0.1 | | |
370,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 379,713 | | | | | | 0.1 | | |
140,000 | | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 149,302 | | | | | | 0.0 | | |
400,000 | | | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | | | | | 433,055 | | | | | | 0.1 | | |
440,000 (1) | | | Mondelez International Holdings Netherlands BV, 2.125%, 09/19/2022 | | | | | 449,264 | | | | | | 0.1 | | |
633,000 (1) | | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 656,155 | | | | | | 0.2 | | |
345,000 | | | PayPal Holdings, Inc., 2.200%, 09/26/2022 | | | | | 353,328 | | | | | | 0.1 | | |
875,000 (1) | | | Royalty Pharma PLC, 0.750%, 09/02/2023 | | | | | 877,990 | | | | | | 0.2 | | |
486,000 (1) | | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 489,059 | | | | | | 0.1 | | |
702,000 | | | Stryker Corp., 0.600%, 12/01/2023 | | | | | 701,786 | | | | | | 0.2 | | |
470,000 (1) | | | Triton Container International Ltd., 1.150%, 06/07/2024 | | | | | 469,205 | | | | | | 0.1 | | |
413,000 | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | | 413,279 | | | | | | 0.1 | | |
165,000 | | | UnitedHealth Group, Inc., 2.375%, 08/15/2024 | | | | | 173,694 | | | | | | 0.0 | | |
750,000 (1) | | | Viatris, Inc., 1.650%, 06/22/2025 | | | | | 759,522 | | | | | | 0.2 | | |
555,000 | | | Zoetis, Inc., 3.250%, 08/20/2021 | | | | | 556,972 | | | | | | 0.1 | | |
| | | | | | | | 20,344,550 | | | | | | 5.1 | | |
| | | Energy: 2.1% | | ||||||||||||
210,000 (1) | | | BG Energy Capital PLC, 4.000%, 10/15/2021 | | | | | 212,193 | | | | | | 0.1 | | |
569,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 602,679 | | | | | | 0.2 | | |
580,000 | | | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | | | | | 596,392 | | | | | | 0.2 | | |
500,000 | | | Chevron USA, Inc., 0.426%, 08/11/2023 | | | | | 500,740 | | | | | | 0.1 | | |
450,000 | | | Diamondback Energy, Inc., 0.900%, 03/24/2023 | | | | | 450,116 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | ||||||||
CORPORATE BONDS/NOTES: (continued) | | | |||||||||||||||||
| | | Energy (continued) | | | ||||||||||||||
834,000 | | | Energy Transfer L.P., 4.250%, 03/15/2023 | | | | $ | 875,442 | | | | | | 0.2 | | | | ||
469,000 | | | Equinor ASA, 2.875%, 04/06/2025 | | | | | 501,571 | | | | | | 0.1 | | | | ||
355,000 | | | Exxon Mobil Corp., 2.992%, 03/19/2025 | | | | | 380,986 | | | | | | 0.1 | | | | ||
350,000 | | | Cenovus Energy, Inc., 3.950%, 04/15/2022 | | | | | 356,307 | | | | | | 0.1 | | | | ||
770,000 | | | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | | | | | 770,000 | | | | | | 0.2 | | | | ||
326,000 | | | Phillips 66, 3.850%, 04/09/2025 | | | | | 359,011 | | | | | | 0.1 | | | | ||
191,000 | | | Pioneer Natural Resources Co., 0.550%, 05/15/2023 | | | | | 191,254 | | | | | | 0.0 | | | | ||
495,000 | | | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | | | | | 490,360 | | | | | | 0.1 | | | | ||
519,000 | | | Shell International Finance BV, 0.375%, 09/15/2023 | | | | | 518,836 | | | | | | 0.1 | | | | ||
379,000 (1) | | | Southern Natural Gas Co. LLC, 0.625%, 04/28/2023 | | | | | 379,430 | | | | | | 0.1 | | | | ||
433,000 | | | Valero Energy Corp., 1.200%, 03/15/2024 | | | | | 437,016 | | | | | | 0.1 | | | | ||
210,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 222,819 | | | | | | 0.1 | | | | ||
467,000 | | | Williams Cos, Inc./The, 4.550%, 06/24/2024 | | | | | 514,668 | | | | | | 0.1 | | | | ||
| | | | | | | | 8,359,820 | | | | | | 2.1 | | | | ||
| | | Financial: 14.2% | | | | | ||||||||||||
410,000 | | | Aflac, Inc., 1.125%, 03/15/2026 | | | | | 411,131 | | | | | | 0.1 | | | | ||
525,000 (1) | | | AIG Global Funding, 0.900%, 09/22/2025 | | | | | 518,830 | | | | | | 0.1 | | | | ||
536,000 | | | American Express Co., 2.500%, 07/30/2024 | | | | | 564,973 | | | | | | 0.1 | | | | ||
247,000 | | | American International Group, Inc., 3.750%, 07/10/2025 | | | | | 272,439 | | | | | | 0.1 | | | | ||
258,000 | | | American Tower Corp., 3.500%, 01/31/2023 | | | | | 270,364 | | | | | | 0.1 | | | | ||
234,000 | | | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | | | | | 251,036 | | | | | | 0.1 | | | | ||
485,000 | | | Ameriprise Financial, Inc., 4.000%, 10/15/2023 | | | | | 523,775 | | | | | | 0.1 | | | | ||
440,000 | | | Assurant, Inc., 4.200%, 09/27/2023 | | | | | 472,214 | | | | | | 0.1 | | | | ||
284,000 (1) | | | Athene Global Funding, 2.550%, 06/29/2025 | | | | | 297,653 | | | | | | 0.1 | | | | ||
258,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 291,858 | | | | | | 0.1 | | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
400,000 | | | Banco Santander SA, 3.500%, 04/11/2022 | | | | $ | 409,758 | | | | | | 0.1 | | |
629,000 (2) | | | Bank of America Corp., 0.810%, 10/24/2024 | | | | | 631,781 | | | | | | 0.2 | | |
950,000 (2) | | | Bank of America Corp., 0.976%, 04/22/2025 | | | | | 953,360 | | | | | | 0.2 | | |
425,000 (2) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 424,922 | | | | | | 0.1 | | |
496,000 (2) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 511,616 | | | | | | 0.1 | | |
916,000 (2) | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 949,484 | | | | | | 0.2 | | |
280,000 | | | Bank of New York Mellon Corp./The, 1.600%, 04/24/2025 | | | | | 287,653 | | | | | | 0.1 | | |
432,000 | | | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | | | | | 433,159 | | | | | | 0.1 | | |
473,000 | | | Bank of Nova Scotia/The, 0.700%, 04/15/2024 | | | | | 473,687 | | | | | | 0.1 | | |
355,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | | | | | 363,715 | | | | | | 0.1 | | |
285,000 (2) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 286,144 | | | | | | 0.1 | | |
420,000 (1) | | | BPCE SA, 1.000%, 01/20/2026 | | | | | 414,492 | | | | | | 0.1 | | |
250,000 (1) | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 259,187 | | | | | | 0.1 | | |
350,000 | | | Brookfield Finance, Inc., 4.000%, 04/01/2024 | | | | | 378,452 | | | | | | 0.1 | | |
503,000 | | | Canadian Imperial Bank of Commerce, 0.500%, 12/14/2023 | | | | | 501,870 | | | | | | 0.1 | | |
386,000 | | | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | | | | | 389,570 | | | | | | 0.1 | | |
270,000 (2) | | | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | | | | | 276,274 | | | | | | 0.1 | | |
720,000 | | | Capital One Financial Corp., 3.200%, 01/30/2023 | | | | | 749,846 | | | | | | 0.2 | | |
261,000 | | | Charles Schwab Corp./ The, 0.750%, 03/18/2024 | | | | | 262,563 | | | | | | 0.1 | | |
473,000 (2) | | | Citigroup, Inc., 0.981%, 05/01/2025 | | | | | 474,278 | | | | | | 0.1 | | |
388,000 (2) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 396,294 | | | | | | 0.1 | | |
680,000 (2) | | | Citigroup, Inc., 2.312%, 11/04/2022 | | | | | 684,302 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
582,000 | | | Citigroup, Inc., 2.900%, 12/08/2021 | | | | $ | 587,554 | | | | | | 0.1 | | |
107,000 (2) | | | Citigroup, Inc., 3.106%, 04/08/2026 | | | | | 114,569 | | | | | | 0.0 | | |
1,573,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 1,647,144 | | | | | | 0.4 | | |
233,000 | | | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | | | | | 249,640 | | | | | | 0.1 | | |
1,246,000 | | | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | | | | | 1,354,267 | | | | | | 0.3 | | |
355,000 (1) | | | Danske Bank A/S, 2.000%, 09/08/2021 | | | | | 356,143 | | | | | | 0.1 | | |
455,000 (1),(2) | | | Danske Bank A/S, 3.001%, 09/20/2022 | | | | | 457,256 | | | | | | 0.1 | | |
467,000 (2) | | | Deutsche Bank AG/New York NY, 2.222%, 09/18/2024 | | | | | 479,794 | | | | | | 0.1 | | |
459,000 | | | Discover Financial Services, 3.950%, 11/06/2024 | | | | | 500,803 | | | | | | 0.1 | | |
355,000 (1) | | | DNB Bank ASA, 2.150%, 12/02/2022 | | | | | 364,336 | | | | | | 0.1 | | |
475,000 | | | Equinix, Inc., 1.250%, 07/15/2025 | | | | | 476,503 | | | | | | 0.1 | | |
388,000 | | | Federal Realty Investment Trust, 3.950%, 01/15/2024 | | | | | 416,304 | | | | | | 0.1 | | |
305,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 315,284 | | | | | | 0.1 | | |
487,000 (2) | | | Goldman Sachs Group, Inc./The, 0.673%, 03/08/2024 | | | | | 487,961 | | | | | | 0.1 | | |
531,000 (2) | | | HSBC Holdings PLC, 1.645%, 04/18/2026 | | | | | 538,379 | | | | | | 0.1 | | |
287,000 | | | ING Groep NV, 3.150%, 03/29/2022 | | | | | 293,193 | | | | | | 0.1 | | |
580,000 | | | Intercontinental Exchange, Inc., 0.700%, 06/15/2023 | | | | | 582,504 | | | | | | 0.1 | | |
800,000 | | | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | | | | | 849,417 | | | | | | 0.2 | | |
854,000 (2) | | | JPMorgan Chase & Co., 0.824%, 06/01/2025 | | | | | 852,731 | | | | | | 0.2 | | |
451,000 (2) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 451,731 | | | | | | 0.1 | | |
389,000 (2) | | | JPMorgan Chase & Co., 1.514%, 06/01/2024 | | | | | 396,757 | | | | | | 0.1 | | |
284,000 (2) | | | JPMorgan Chase & Co., 1.578%, 04/22/2027 | | | | | 285,604 | | | | | | 0.1 | | |
354,000 (2) | | | JPMorgan Chase & Co., 2.083%, 04/22/2026 | | | | | 366,198 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
460,000 (2) | | | JPMorgan Chase & Co., 2.776%, 04/25/2023 | | | | $ | 468,907 | | | | | | 0.1 | | |
280,000 | | | JPMorgan Chase & Co., 3.200%, 01/25/2023 | | | | | 292,555 | | | | | | 0.1 | | |
624,000 (2) | | | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | | | | | 625,879 | | | | | | 0.2 | | |
425,000 | | | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | | | | | 431,226 | | | | | | 0.1 | | |
176,000 (2) | | | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | | | | | 190,753 | | | | | | 0.0 | | |
480,000 (1) | | | LSEGA Financing PLC, 0.650%, 04/06/2024 | | | | | 479,702 | | | | | | 0.1 | | |
460,000 | | | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | | | | | 492,576 | | | | | | 0.1 | | |
330,000 (1) | | | Metropolitan Life Global Funding I, 1.950%, 01/13/2023 | | | | | 338,000 | | | | | | 0.1 | | |
430,000 (2) | | | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | | | | | 432,483 | | | | | | 0.1 | | |
323,000 | | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | | | | | 326,218 | | | | | | 0.1 | | |
464,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | | | | | 465,855 | | | | | | 0.1 | | |
200,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.623%, 07/18/2022 | | | | | 204,958 | | | | | | 0.1 | | |
820,000 | | | Mizuho Financial Group, Inc., 0.777%, (US0003M + 0.630%), 05/25/2024 | | | | | 825,268 | | | | | | 0.2 | | |
392,000 (2) | | | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | | | | | 394,102 | | | | | | 0.1 | | |
304,000 (2) | | | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | | | | | 318,531 | | | | | | 0.1 | | |
665,000 (2) | | | Morgan Stanley, 0.731%, 04/05/2024 | | | | | 666,550 | | | | | | 0.2 | | |
470,000 (2) | | | Morgan Stanley, 0.790%, 05/30/2025 | | | | | 468,677 | | | | | | 0.1 | | |
845,000 | | | Morgan Stanley, 3.750%, 02/25/2023 | | | | | 890,682 | | | | | | 0.2 | | |
496,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 552,103 | | | | | | 0.1 | | |
1,566,000 | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 1,572,032 | | | | | | 0.4 | | |
330,000 | | | MUFG Union Bank NA, 2.100%, 12/09/2022 | | | | | 337,726 | | | | | | 0.1 | | |
250,000 | | | MUFG Union Bank NA, 3.150%, 04/01/2022 | | | | | 254,905 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
684,000 (2) | | | National Bank of Canada, 0.550%, 11/15/2024 | | | | $ | 681,783 | | | | | | 0.2 | | |
350,000 (1) | | | National Securities Clearing Corp., 1.200%, 04/23/2023 | | | | | 355,586 | | | | | | 0.1 | | |
250,000 (1) | | | National Securities Clearing Corp., 1.500%, 04/23/2025 | | | | | 255,234 | | | | | | 0.1 | | |
399,000 (1),(3) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 409,458 | | | | | | 0.1 | | |
417,000 (2) | | | Natwest Group PLC, 2.359%, 05/22/2024 | | | | | 429,852 | | | | | | 0.1 | | |
244,000 | | | Natwest Group PLC, 3.875%, 09/12/2023 | | | | | 260,725 | | | | | | 0.1 | | |
679,000 (1) | | | NatWest Markets PLC, 0.800%, 08/12/2024 | | | | | 676,252 | | | | | | 0.2 | | |
395,000 (1) | | | Nordea Bank Abp, 0.625%, 05/24/2024 | | | | | 395,151 | | | | | | 0.1 | | |
293,000 (1) | | | Nordea Bank Abp, 0.750%, 08/28/2025 | | | | | 290,152 | | | | | | 0.1 | | |
498,000 (1) | | | Pacific Life Global Funding II, 0.500%, 09/23/2023 | | | | | 498,896 | | | | | | 0.1 | | |
472,000 (1) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 473,196 | | | | | | 0.1 | | |
470,000 | | | PNC Financial Services Group, Inc./The, 3.500%, 01/23/2024 | | | | | 504,772 | | | | | | 0.1 | | |
495,000 (1) | | | Reliance Standard Life Global Funding II, 2.150%, 01/21/2023 | | | | | 506,657 | | | | | | 0.1 | | |
444,000 | | | Royal Bank of Canada, 0.500%, 10/26/2023 | | | | | 444,742 | | | | | | 0.1 | | |
225,000 | | | Royal Bank of Canada, 0.805%, (US0003M + 0.660%), 10/05/2023 | | | | | 227,768 | | | | | | 0.1 | | |
384,000 | | | Royal Bank of Canada, 1.150%, 06/10/2025 | | | | | 386,256 | | | | | | 0.1 | | |
280,000 | | | Royal Bank of Canada, 1.600%, 04/17/2023 | | | | | 286,162 | | | | | | 0.1 | | |
345,000 | | | Royal Bank of Canada, 1.950%, 01/17/2023 | | | | | 353,646 | | | | | | 0.1 | | |
553,000 | | | Royal Bank of Canada, 3.700%, 10/05/2023 | | | | | 593,480 | | | | | | 0.1 | | |
320,000 | | | Santander Holdings USA, Inc., 4.450%, 12/03/2021 | | | | | 324,372 | | | | | | 0.1 | | |
324,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 354,469 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | ||||||||||
CORPORATE BONDS/NOTES: (continued) | | | | |||||||||||||||||||
| | | Financial (continued) | | | | ||||||||||||||||
954,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | | | | $ | 954,510 | | | | | | 0.2 | | | | | ||||
402,000 (1)(2) | | | Standard Chartered PLC, 0.991%, 01/12/2025 | | | | | 401,157 | | | | | | 0.1 | | | | | ||||
320,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | | | | | 334,417 | | | | | | 0.1 | | | | | ||||
355,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | | | | | 375,502 | | | | | | 0.1 | | | | | ||||
800,000 (1) | | | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | | | | | 803,936 | | | | | | 0.2 | | | | | ||||
425,000 (1) | | | Swedbank AB, 0.600%, 09/25/2023 | | | | | 425,455 | | | | | | 0.1 | | | | | ||||
525,000 (1) | | | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | | | | | 540,874 | | | | | | 0.1 | | | | | ||||
612,000 (3) | | | Toronto-Dominion Bank/ The, 0.550%, 03/04/2024 | | | | | 611,820 | | | | | | 0.2 | | | | | ||||
821,000 | | | Toronto-Dominion Bank/ The, 1.150%, 06/12/2025 | | | | | 827,357 | | | | | | 0.2 | | | | | ||||
799,000 | | | Truist Bank, 1.250%, 03/09/2023 | | | | | 811,169 | | | | | | 0.2 | | | | | ||||
351,000 (1) | | | UBS AG/London, 1.750%, 04/21/2022 | | | | | 354,967 | | | | | | 0.1 | | | | | ||||
600,000 (1)(2) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 604,571 | | | | | | 0.2 | | | | | ||||
565,000 (1)(2) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 579,930 | | | | | | 0.1 | | | | | ||||
280,000 (1) | | | USAA Capital Corp., 1.500%, 05/01/2023 | | | | | 285,759 | | | | | | 0.1 | | | | | ||||
649,000 (2) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 679,338 | | | | | | 0.2 | | | | | ||||
880,000 | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 886,659 | | | | | | 0.2 | | | | | ||||
409,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 459,322 | | | | | | 0.1 | | | | | ||||
| | | | | | | | 56,485,792 | | | | | | 14.2 | | | | | ||||
| | | Industrial: 1.6% | | | | | | | | ||||||||||||
388,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 434,943 | | | | | | 0.1 | | | | | ||||
423,000 | | | Caterpillar Financial Services Corp., 0.650%, 07/07/2023 | | | | | 425,564 | | | | | | 0.1 | | | | | ||||
380,000 | | | Caterpillar Financial Services Corp., 3.650%, 12/07/2023 | | | | | 409,383 | | | | | | 0.1 | | | | | ||||
223,000 | | | General Dynamics Corp., 3.250%, 04/01/2025 | | | | | 241,778 | | | | | | 0.1 | | | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
392,000 (1) | | | Graphic Packaging International LLC, 0.821%, 04/15/2024 | | | | $ | 389,403 | | | | | | 0.1 | | |
386,000 | | | Honeywell International, Inc., 1.350%, 06/01/2025 | | | | | 393,330 | | | | | | 0.1 | | |
335,000 (3) | | | John Deere Capital Corp., 2.050%, 01/09/2025 | | | | | 350,455 | | | | | | 0.1 | | |
500,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 532,072 | | | | | | 0.2 | | |
435,000 | | | Raytheon Technologies Corp., 3.700%, 12/15/2023 | | | | | 464,846 | | | | | | 0.1 | | |
400,000 | | | Republic Services, Inc., 2.500%, 08/15/2024 | | | | | 420,061 | | | | | | 0.1 | | |
480,000 (1) | | | Siemens Financieringsmaatschappij NV, 0.650%, 03/11/2024 | | | | | 480,686 | | | | | | 0.1 | | |
713,000 | | | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | | | | | 714,233 | | | | | | 0.2 | | |
506,000 | | | WestRock RKT LLC, 4.000%, 03/01/2023 | | | | | 530,765 | | | | | | 0.1 | | |
480,000 | | | WestRock RKT LLC, 4.900%, 03/01/2022 | | | | | 493,920 | | | | | | 0.1 | | |
| | | | | | | | 6,281,439 | | | | | | 1.6 | | |
| | | Technology: 1.8% | | ||||||||||||
233,000 | | | Analog Devices, Inc., 2.950%, 04/01/2025 | | | | | 249,528 | | | | | | 0.1 | | |
157,000 | | | Apple, Inc., 0.700%, 02/08/2026 | | | | | 155,262 | | | | | | 0.1 | | |
449,000 | | | Apple, Inc., 2.750%, 01/13/2025 | | | | | 480,328 | | | | | | 0.1 | | |
500,000 | | | Broadcom, Inc., 3.150%, 11/15/2025 | | | | | 536,221 | | | | | | 0.1 | | |
457,000 | | | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | | | | | 456,618 | | | | | | 0.1 | | |
445,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 469,624 | | | | | | 0.1 | | |
398,000 | | | HP, Inc., 2.200%, 06/17/2025 | | | | | 413,289 | | | | | | 0.1 | | |
245,000 | | | Intel Corp., 3.700%, 07/29/2025 | | | | | 270,963 | | | | | | 0.1 | | |
473,000 | | | Oracle Corp., 1.650%, 03/25/2026 | | | | | 479,698 | | | | | | 0.1 | | |
288,000 | | | Oracle Corp., 2.500%, 04/01/2025 | | | | | 302,672 | | | | | | 0.1 | | |
350,000 | | | Roper Technologies, Inc., 0.450%, 08/15/2022 | | | | | 350,368 | | | | | | 0.1 | | |
430,000 | | | Roper Technologies, Inc., 3.125%, 11/15/2022 | | | | | 443,081 | | | | | | 0.1 | | |
650,000 | | | salesforce.com, Inc., 0.625%, 07/15/2024 | | | | | 650,429 | | | | | | 0.2 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
875,000 | | | salesforce.com, Inc., 3.250%, 04/11/2023 | | | | $ | 918,202 | | | | | | 0.2 | | |
428,000 | | | VMware, Inc., 2.950%, 08/21/2022 | | | | | 439,173 | | | | | | 0.1 | | |
424,000 | | | VMware, Inc., 4.500%, 05/15/2025 | | | | | 473,952 | | | | | | 0.1 | | |
| | | | | | | | 7,089,408 | | | | | | 1.8 | | |
| | | Utilities: 3.5% | | ||||||||||||
475,000 (1) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 520,382 | | | | | | 0.1 | | |
502,000 | | | American Electric Power Co., Inc., 0.750%, 11/01/2023 | | | | | 502,324 | | | | | | 0.1 | | |
425,000 | | | Arizona Public Service Co., 3.350%, 06/15/2024 | | | | | 454,333 | | | | | | 0.1 | | |
568,000 | | | Atmos Energy Corp., 0.625%, 03/09/2023 | | | | | 568,193 | | | | | | 0.1 | | |
425,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 456,783 | | | | | | 0.1 | | |
500,000 (1) | | | Dominion Energy, Inc., 2.450%, 01/15/2023 | | | | | 515,054 | | | | | | 0.1 | | |
525,000 (2) | | | Dominion Energy, Inc., 2.715%, 08/15/2021 | | | | | 526,514 | | | | | | 0.1 | | |
875,000 | | | DTE Energy Co., 2.600%, 06/15/2022 | | | | | 894,083 | | | | | | 0.2 | | |
385,000 | | | Duke Energy Ohio, Inc., 3.800%, 09/01/2023 | | | | | 409,958 | | | | | | 0.1 | | |
290,000 | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 309,041 | | | | | | 0.1 | | |
329,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 324,907 | | | | | | 0.1 | | |
250,000 | | | Entergy Louisiana LLC, 3.300%, 12/01/2022 | | | | | 258,256 | | | | | | 0.1 | | |
250,000 | | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | | | | | 265,916 | | | | | | 0.1 | | |
380,000 | | | FirstEnergy Corp., 4.750%, 03/15/2023 | | | | | 401,251 | | | | | | 0.1 | | |
485,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 522,139 | | | | | | 0.1 | | |
72,000 | | | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | | | | | 77,553 | | | | | | 0.0 | | |
835,000 | | | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | | | | | 852,388 | | | | | | 0.2 | | |
293,000 | | | NextEra Energy Capital Holdings, Inc., 2.750%, 05/01/2025 | | | | | 311,417 | | | | | | 0.1 | | |
215,000 | | | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | | | | | 228,627 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
325,000 (1) | | | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | | | | $ | 334,477 | | | | | | 0.1 | | |
284,000 | | | OGE Energy Corp., 0.703%, 05/26/2023 | | | | | 284,104 | | | | | | 0.1 | | |
378,000 | | | ONE Gas, Inc., 0.850%, 03/11/2023 | | | | | 378,198 | | | | | | 0.1 | | |
485,000 | | | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | | | | | 521,395 | | | | | | 0.1 | | |
335,000 | | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | | | | | 331,583 | | | | | | 0.1 | | |
365,000 (3) | | | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | | | | | 366,188 | | | | | | 0.1 | | |
369,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 372,169 | | | | | | 0.1 | | |
330,000 | | | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | | | | | 343,195 | | | | | | 0.1 | | |
384,000 | | | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | | | | | 416,746 | | | | | | 0.1 | | |
646,000 | | | Southern Co/The, 0.600%, 02/26/2024 | | | | | 644,518 | | | | | | 0.2 | | |
259,000 | | | WEC Energy Group, Inc., 0.550%, 09/15/2023 | | | | | 259,044 | | | | | | 0.1 | | |
150,000 | | | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | | | | | 153,150 | | | | | | 0.0 | | |
610,000 | | | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | | | | | 617,200 | | | | | | 0.1 | | |
658,000 | | | Xcel Energy, Inc., 0.500%, 10/15/2023 | | | | | 658,260 | | | | | | 0.2 | | |
| | | | | | | | 14,079,346 | | | | | | 3.5 | | |
| | | Total Corporate Bonds/Notes (Cost $128,985,636) | | | | | 131,000,177 | | | | | | 32.9 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.5% | | |||||||||||||||
1,271,397 | | | Fannie Mae REMICS 2006-43-FJ, 0.502%, (US0001M + 0.410%), 06/25/2036 | | | | | 1,283,632 | | | | | | 0.3 | | |
500,500 | | | Fannie Mae REMICS 2007-14 PF, 0.282%, (US0001M + 0.190%), 03/25/2037 | | | | | 501,190 | | | | | | 0.1 | | |
319,812 | | | Fannie Mae REMICS 2010-123 FL, 0.522%, (US0001M + 0.430%), 11/25/2040 | | | | | 322,902 | | | | | | 0.1 | | |
918,341 | | | Fannie Mae REMICS 2010-136 FG, 0.592%, (US0001M + 0.500%), 12/25/2030 | | | | | 915,129 | | | | | | 0.2 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,209,989 | | | Fannie Mae REMICS 2011-51 FM, 0.742%, (US0001M + 0.650%), 06/25/2041 | | | | $ | 1,232,172 | | | | | | 0.3 | | |
1,379,974 | | | Fannie Mae REMICS 2011-68 F, 0.362%, (US0001M + 0.270%), 07/25/2031 | | | | | 1,375,695 | | | | | | 0.4 | | |
129,281 | | | Fannie Mae REMICS 2011-96 FN, 0.592%, (US0001M + 0.500%), 10/25/2041 | | | | | 131,243 | | | | | | 0.0 | | |
49,710 (1),(2) | | | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | | | | | 50,500 | | | | | | 0.0 | | |
510,036 (1),(2) | | | Flagstar Mortgage Trust 2020-2 A2, 3.000%, 08/25/2050 | | | | | 517,617 | | | | | | 0.1 | | |
697,655 | | | Freddie Mac REMICS 3626 FA, 0.723%, (US0001M + 0.650%), 05/15/2036 | | | | | 711,159 | | | | | | 0.2 | | |
429,091 | | | Freddie Mac REMICS 4508 CF, 0.473%, (US0001M + 0.400%), 09/15/2045 | | | | | 434,199 | | | | | | 0.1 | | |
189,868 (2) | | | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.625%, 10/25/2046 | | | | | 192,770 | | | | | | 0.1 | | |
2,142,984 | | | Ginnie Mae Series 2012-H31 FD, 0.447%, (US0001M + 0.340%), 12/20/2062 | | | | | 2,147,574 | | | | | | 0.5 | | |
1,328,585 | | | Ginnie Mae Series 2014-H05 FB, 0.707%, (US0001M + 0.600%), 12/20/2063 | | | | | 1,337,173 | | | | | | 0.3 | | |
2,890,727 | | | Ginnie Mae Series 2016-H06 FD, 1.027%, (US0001M + 0.920%), 07/20/2065 | | | | | 2,948,620 | | | | | | 0.7 | | |
776,457 | | | Ginnie Mae Series 2016-H08 FT, 0.827%, (US0001M + 0.720%), 02/20/2066 | | | | | 782,648 | | | | | | 0.2 | | |
646,219 | | | Ginnie Mae Series 2017-H09 FG, 0.577%, (US0001M + 0.470%), 03/20/2067 | | | | | 650,066 | | | | | | 0.2 | | |
697,599 | | | Ginnie Mae Series 2018-H04 FM, 0.407%, (US0001M + 0.300%), 03/20/2068 | | | | | 698,475 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,509,281 | | | Ginnie Mae Series 2019-H02 FA, 0.557%, (US0001M + 0.450%), 01/20/2069 | | | | $ | 1,519,926 | | | | | | 0.4 | | |
64,163 (1),(2) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | | | | | 65,165 | | | | | | 0.0 | | |
790,101 (1),(2) | | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4 A4, 2.500%, 09/25/2051 | | | | | 796,539 | | | | | | 0.2 | | |
442,013 (1),(2) | | | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | | | | | 451,225 | | | | | | 0.1 | | |
900,000 (1) | | | Mello Warehouse Securitization Trust 2020-1 A, 0.992%, (US0001M + 0.900%), 10/25/2053 | | | | | 900,876 | | | | | | 0.2 | | |
450,000(1) | | | Mello Warehouse Securitization Trust 2020-2 A, 0.892%, (US0001M + 0.800%), 11/25/2053 | | | | | 450,951 | | | | | | 0.1 | | |
396,984 (1),(2) | | | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | | | | | 400,963 | | | | | | 0.1 | | |
241,579 (1),(2) | | | Sequoia Mortgage Trust 2014-3 B3, 3.985%, 10/25/2044 | | | | | 246,959 | | | | | | 0.1 | | |
266,427 (1),(2) | | | Sequoia Mortgage Trust 2014-4 B3, 3.878%, 11/25/2044 | | | | | 273,569 | | | | | | 0.1 | | |
170,987 (1),(2) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 173,416 | | | | | | 0.1 | | |
133,369 (2) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.605%, 06/25/2034 | | | | | 135,328 | | | | | | 0.0 | | |
341,368 (1),(2) | | | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | | | | | 347,021 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $21,882,377) | | | | | 21,994,702 | | | | | | 5.5 | | |
U.S. TREASURY OBLIGATIONS: 23.7% | | |||||||||||||||
| | | U.S. Treasury Notes: 23.7% | | ||||||||||||
31,843,000 | | | 0.125%,06/30/2022 | | | | | 31,852,050 | | | | | | 8.0 | | |
5,218,000 | | | 0.125%,05/31/2023 | | | | | 5,207,197 | | | | | | 1.3 | | |
7,996,000 | | | 0.125%,06/30/2023 | | | | | 7,977,103 | | | | | | 2.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes (continued) | | ||||||||||||
25,581,000 | | | 0.250%,06/15/2024 | | | | $ | 25,426,115 | | | | | | 6.4 | | |
254,000 | | | 0.875%,06/30/2026 | | | | | 253,891 | | | | | | 0.1 | | |
700,000 | | | 1.250%,06/30/2028 | | | | | 701,149 | | | | | | 0.2 | | |
21,204,900 | | | 1.500%,11/30/2021 | | | | | 21,332,076 | | | | | | 5.3 | | |
1,518,800 | | | 1.625%,12/31/2021 | | | | | 1,530,644 | | | | | | 0.4 | | |
186,000 (3) | | | 1.625%,05/15/2031 | | | | | 188,877 | | | | | | 0.0 | | |
| | | Total U.S. Treasury Obligations (Cost $94,550,664) | | | | | 94,469,102 | | | | | | 23.7 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 17.0% | | |||||||||||||||
750,000 (1) | | | Alen 2021-ACEN B Mortgage Trust, 1.723%, (US0001M + 1.650%), 04/15/2034 | | | | | 751,751 | | | | | | 0.2 | | |
3,500,000 (1) | | | BPR Trust 2021-WILL C, 4.073%, (US0001M + 4.000%), 06/15/2038 | | | | | 3,515,530 | | | | | | 0.9 | | |
922,000 (1) | | | BX Trust 2021-LBA EJV, 2.073%, (US0001M + 2.000%), 02/15/2036 | | | | | 925,759 | | | | | | 0.2 | | |
922,000 (1) | | | BX Trust 2021-LBA EV, 2.073%, (US0001M + 2.000%), 02/15/2036 | | | | | 925,759 | | | | | | 0.2 | | |
1,500,000 (1) | | | BXMT 2021-FL4 D Ltd., 2.323%, (US0001M + 2.250%), 05/15/2038 | | | | | 1,500,005 | | | | | | 0.4 | | |
355,858 (1) | | | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | | | | | 360,014 | | | | | | 0.1 | | |
725,000 | | | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | | | | | 744,909 | | | | | | 0.2 | | |
74,786 | | | COMM 2012-LC4 A4, 3.288%, 12/10/2044 | | | | | 75,227 | | | | | | 0.0 | | |
1,663,000 (1),(2) | | | COMM 2013-CR10 D Mortgage Trust, 5.064%, 08/10/2046 | | | | | 1,694,572 | | | | | | 0.4 | | |
955,000 | | | COMM 2013-LC6 AM Mortgage Trust, 3.282%, 01/10/2046 | | | | | 986,842 | | | | | | 0.3 | | |
1,705,000 (2) | | | COMM 2013-LC6 C Mortgage Trust, 4.242%, 01/10/2046 | | | | | 1,751,302 | | | | | | 0.4 | | |
170,621 (1) | | | CSWF 2018-TOP D, 1.873%, (US0001M + 1.800%), 08/15/2035 | | | | | 170,892 | | | | | | 0.0 | | |
4,100,000 (1) | | | CSWF 2021-SOP2 D, 2.390%, (US0001M + 2.317%), 06/15/2034 | | | | | 4,098,768 | | | | | | 1.0 | | |
60,246 (2) | | | Ginnie Mae 2011-53 B, 3.905%, 05/16/2051 | | | | | 61,909 | | | | | | 0.0 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
70,591 | | | Ginnie Mae 2014-54 AC, 2.874%, 02/16/2049 | | | | $ | 71,629 | | | | | | 0.0 | | |
178,669 | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 181,654 | | | | | | 0.1 | | |
40,231 (2) | | | Ginnie Mae 2015-21 AF, 2.151%, 07/16/2048 | | | | | 40,801 | | | | | | 0.0 | | |
209,093 | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 212,695 | | | | | | 0.1 | | |
52,527 | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 53,274 | | | | | | 0.0 | | |
300,412 | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 306,634 | �� | | | | | 0.1 | | |
98,517 | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 100,394 | | | | | | 0.0 | | |
178,996 | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 182,937 | | | | | | 0.1 | | |
531,008 | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 542,903 | | | | | | 0.1 | | |
447,447 | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 455,011 | | | | | | 0.1 | | |
1,637,061 (1) | | | Great Wolf Trust 2019-WOLF C, 1.706%, (US0001M + 1.633%), 12/15/2036 | | | | | 1,639,538 | | | | | | 0.4 | | |
530,000 (1) | | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | | 519,291 | | | | | | 0.1 | | |
1,420,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P C, 1.573%, (US0001M + 1.500%), 10/15/2036 | | | | | 1,413,177 | | | | | | 0.4 | | |
717,921 (1),(2) | | | GS Mortgage Securities Trust 2011-GC3 D, 5.585%, 03/10/2044 | | | | | 717,322 | | | | | | 0.2 | | |
760,000 (1),(2) | | | GS Mortgage Securities Trust 2012-GC6 C, 5.860%, 01/10/2045 | | | | | 758,123 | | | | | | 0.2 | | |
420,000 (1) | | | GS Mortgage Securities Trust 2018-HART A, 1.170%, (US0001M + 1.090%), 10/15/2031 | | | | | 420,607 | | | | | | 0.1 | | |
1,040,000 (2) | | | GS Mortgage Securities Trust 2012-GCJ7 C, 5.786%, 05/10/2045 | | | | | 1,070,407 | | | | | | 0.3 | | |
977,000 (1),(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.874%, 11/15/2043 | | | | | 969,348 | | | | | | 0.2 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,710,000 (1),(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.611%, 08/15/2046 | | | | $ | 2,715,229 | | | | | | 0.7 | | |
508,187 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | | | | | 518,858 | | | | | | 0.1 | | |
679,860 (1) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 701,382 | | | | | | 0.2 | | |
1,820,000 (1),(2) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.369%, 11/15/2045 | | | | | 1,879,583 | | | | | | 0.5 | | |
1,630,000 (2) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 5.048%, 01/15/2047 | | | | | 1,690,428 | | | | | | 0.4 | | |
335,897 (1) | | | MF1 2020-FL3 A Ltd., 2.175%, (US0001M + 2.050%), 07/15/2035 | | | | | 339,045 | | | | | | 0.1 | | |
795,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | | | | | 808,671 | | | | | | 0.2 | | |
1,250,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A4, 4.217%, 07/15/2046 | | | | | 1,319,671 | | | | | | 0.3 | | |
950,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | | | | | 977,848 | | | | | | 0.3 | | |
1,250,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 1,288,552 | | | | | | 0.3 | | |
1,574,819 (1) | | | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | | | | | 1,525,016 | | | | | | 0.4 | | |
514,630 | | | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | | | | | 540,423 | | | | | | 0.1 | | |
1,220,000 | | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | | | | | 1,276,096 | | | | | | 0.3 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | �� | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,929,916 (1) | | | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.242%, (US0001M + 2.150%), 02/25/2035 | | | | $ | 1,937,937 | | | | | | 0.5 | | |
1,600,000 (1) | | | SFO Commercial Mortgage Trust 2021-555 A, 1.223%, (US0001M + 1.150%), 05/15/2038 | | | | | 1,605,958 | | | | | | 0.4 | | |
2,220,000 (1) | | | SLG Office Trust 2021-OVA A, 2.585%, 07/15/2041 | | | | | 2,319,096 | | | | | | 0.6 | | |
290,000 | | | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | | | | | 300,946 | | | | | | 0.1 | | |
1,930,000 (1) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 AS, 3.317%, 12/10/2045 | | | | | 1,987,131 | | | | | | 0.5 | | |
1,890,000 (1),(2) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 B, 3.718%, 12/10/2045 | | | | | 1,944,050 | | | | | | 0.5 | | |
4,000,000 (1) | | | VMC Finance 2021-FL4 C LLC, 2.333%, (US0001M + 2.250%), 06/16/2036 | | | | | 4,002,516 | | | | | | 1.0 | | |
878,679 | | | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | | | | | 880,330 | | | | | | 0.2 | | |
840,000 (1),(2) | | | WFRBS Commercial Mortgage Trust 2011-C5 B, 5.901%, 11/15/2044 | | | | | 841,844 | | | | | | 0.2 | | |
360,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | | | | | 388,308 | | | | | | 0.1 | | |
2,000,000 (2) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 2,062,811 | | | | | | 0.5 | | |
711,487 (1) | | | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | | | | | 714,335 | | | | | | 0.2 | | |
5,720,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C14 C, 4.102%, 06/15/2046 | | | | | 5,763,705 | | | | | | 1.5 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $68,076,382) | | | | | 67,548,753 | | | | | | 17.0 | | |
ASSET-BACKED SECURITIES: 19.2% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 6.7% | | ||||||||||||
600,000 | | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | | | | | 607,222 | | | | | | 0.2 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
200,000 | | | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | | | | $ | 205,874 | | | | | | 0.1 | | |
750,000 | | | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | | | | | 766,112 | | | | | | 0.2 | | |
600,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | | | | | 612,672 | | | | | | 0.2 | | |
1,800,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 1,810,092 | | | | | | 0.5 | | |
900,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | | | | | 915,921 | | | | | | 0.2 | | |
1,350,000 | | | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | | | | | 1,359,779 | | | | | | 0.3 | | |
950,000 | | | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | | | | | 952,980 | | | | | | 0.2 | | |
400,000 | | | Capital One Prime Auto Receivables Trust 2019-1 A4, 2.560%, 10/15/2024 | | | | | 411,817 | | | | | | 0.1 | | |
800,000 | | | Capital One Prime Auto Receivables Trust 2020-1 A4, 1.630%, 08/15/2025 | | | | | 819,689 | | | | | | 0.2 | | |
550,000 | | | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | | | | | 569,824 | | | | | | 0.1 | | |
800,000 | | | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | | | | | 828,569 | | | | | | 0.2 | | |
800,000 | | | Carmax Auto Owner Trust 2021-1 A3, 0.340%, 12/15/2025 | | | | | 799,221 | | | | | | 0.2 | | |
300,000 | | | CarMax Auto Owner Trust 2021-2 B, 1.030%, 12/15/2026 | | | | | 300,320 | | | | | | 0.1 | | |
750,000 | | | Drive Auto Receivables Trust 2020-2 A3, 0.830%, 05/15/2024 | | | | | 751,665 | | | | | | 0.2 | | |
1,500,000 | | | Drive Auto Receivables Trust 2021-1 B, 0.650%, 07/15/2025 | | | | | 1,503,266 | | | | | | 0.4 | | |
400,000 | | | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | | | | | 397,939 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
450,000 | | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | | | | $ | 460,410 | | | | | | 0.1 | | |
1,050,000 | | | GM Financial Automobile Leasing Trust 2020-1 A4, 1.700%, 12/20/2023 | | | | | 1,063,213 | | | | | | 0.3 | | |
400,000 | | | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | | | | | 402,196 | | | | | | 0.1 | | |
364,807 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | | | | | 369,058 | | | | | | 0.1 | | |
650,000 | | | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | | | | | 666,952 | | | | | | 0.2 | | |
514,381 | | | Honda Auto Receivables 2019-3 A3 Owner Trust, 1.780%, 08/15/2023 | | | | | 519,146 | | | | | | 0.1 | | |
900,000 | | | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | | | | | 905,914 | | | | | | 0.2 | | |
650,000 | | | Honda Auto Receivables 2021-1 A3 Owner Trust, 0.270%, 04/21/2025 | | | | | 649,705 | | | | | | 0.2 | | |
250,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | | | | | 252,035 | | | | | | 0.1 | | |
450,000 | | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | | | | | 460,342 | | | | | | 0.1 | | |
500,000 | | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | | | | | 516,945 | | | | | | 0.1 | | |
220,313 | | | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | | | | | 220,846 | | | | | | 0.1 | | |
1,800,000 | | | Santander Drive Auto Receivables Trust 2020-2 B, 0.960%, 11/15/2024 | | | | | 1,809,205 | | | | | | 0.5 | | |
1,250,000 | | | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | | | | | 1,254,023 | | | | | | 0.3 | | |
600,000 | | | Santander Drive Auto Receivables Trust 2021-2 B, 0.590%, 09/15/2025 | | | | | 601,266 | | | | | | 0.1 | | |
500,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 507,994 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
1,300,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | $ | 1,322,393 | | | | | | 0.3 | | |
5,291 (1) | | | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | | | | | 5,301 | | | | | | 0.0 | | |
950,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 973,669 | | | | | | 0.2 | | |
| | | | | | | | 26,573,575 | | | | | | 6.7 | | |
| | | Credit Card Asset-Backed Securities: 0.4% | | ||||||||||||
1,350,000 (1) | | | CARDS II Trust 2021-1A A, 0.602%, 04/15/2027 | | | | | 1,347,702 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 11.7% | | ||||||||||||
850,000 (1) | | | Aimco CLO 11 Ltd. 2020-11A A1, 1.564%, (US0003M + 1.380%), 10/15/2031 | | | | | 851,547 | | | | | | 0.2 | | |
500,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.518%, (US0003M + 1.330%), 01/20/2033 | | | | | 500,818 | | | | | | 0.1 | | |
840,000 (1) | | | Apidos Clo XXV 2016-25A A1R, 1.358%, (US0003M + 1.170%), 10/20/2031 | | | | | 840,321 | | | | | | 0.2 | | |
700,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.414%, (US0003M + 1.230%), 01/15/2030 | | | | | 697,855 | | | | | | 0.2 | | |
250,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.540%, (US0003M + 1.350%), 07/18/2029 | | | | | 249,953 | | | | | | 0.1 | | |
1,000,000 (1) | | | Barings CLO Ltd. 2020-1A A1, 1.584%, (US0003M + 1.400%), 10/15/2032 | | | | | 1,001,177 | | | | | | 0.3 | | |
1,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.534%, (US0003M + 1.350%), 01/15/2033 | | | | | 1,001,114 | | | | | | 0.3 | | |
500,000 (1) | | | BlueMountain CLO XXXI Ltd. 2021-31A A2, 1.576%, (US0003M + 1.400%), 04/19/2034 | | | | | 500,447 | | | | | | 0.1 | | |
250,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 1.328%, (US0003M + 1.140%), 01/20/2031 | | | | | 250,089 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
492,818 (1) | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.206%, (US0003M + 1.050%), 05/15/2031 | | | | $ | 491,831 | | | | | | 0.1 | | |
1,200,000 (1) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 1.300%, (US0003M + 1.140%), 04/20/2034 | | | | | 1,200,865 | | | | | | 0.3 | | |
800,000 (1) | | | Carlyle US Clo 2017-2A CR Ltd., 1.594%, (US0003M + 1.400%), 07/20/2031 | | | | | 800,020 | | | | | | 0.2 | | |
1,550,000 (1) | | | Carlyle US Clo 2021-4A A2 Ltd., 1.546%, (US0003M + 1.400%), 04/20/2034 | | | | | 1,550,542 | | | | | | 0.4 | | |
1,000,000 (1) | | | Cedar Funding IV CLO Ltd.2014-4A ARR, 1.306%, (US0003M + 1.160%), 07/23/2034 | | | | | 1,002,014 | | | | | | 0.3 | | |
620,000 (1) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.440%, (US0003M + 1.250%), 10/17/2030 | | | | | 620,151 | | | | | | 0.2 | | |
600,000 (1) | | | CIFC Funding 2018-4A A1 Ltd., 1.340%, (US0003M + 1.150%), 10/17/2031 | | | | | 600,005 | | | | | | 0.1 | | |
900,000 (1) | | | CIFC Funding 2020-2A A1 Ltd., 1.838%, (US0003M + 1.650%), 08/24/2032 | | | | | 901,532 | | | | | | 0.2 | | |
600,000 (1) | | | Clear Creek CLO Ltd. 2015-1A AR, 1.388%, (US0003M + 1.200%), 10/20/2030 | | | | | 600,106 | | | | | | 0.1 | | |
234,589 | | | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | | | | | 234,774 | | | | | | 0.1 | | |
250,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 1.368%, (US0003M + 1.180%), 10/20/2030 | | | | | 250,033 | | | | | | 0.1 | | |
680,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.394%, (US0003M + 1.210%), 10/15/2030 | | | | | 679,999 | | | | | | 0.2 | | |
1,000,000 (1) | | | Dryden 78 CLO Ltd. 2020-78A A, 1.370%, (US0003M + 1.180%), 04/17/2033 | | | | | 1,001,045 | | | | | | 0.3 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
480,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.356%, (US0003M + 1.200%), 08/15/2030 | | | | $ | 480,098 | | | | | | 0.1 | | |
300,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.438%, (US0003M + 1.250%), 01/20/2030 | | | | | 299,725 | | | | | | 0.1 | | |
700,000 (1) | | | Elevation CLO 2014-2A A1R Ltd., 1.414%, (US0003M + 1.230%), 10/15/2029 | | | | | 700,022 | | | | | | 0.2 | | |
450,000 (1) | | | Elmwood CLO IX Ltd. 2021-2A A, 1.276%, (US0003M + 1.130%), 07/20/2034 | | | | | 450,179 | | | | | | 0.1 | | |
2,000,000 (1) | | | FS RIALTO 2021-FL2 E, 3.525%, (US0001M + 3.450%), 04/16/2028 | | | | | 2,003,735 | | | | | | 0.5 | | |
300,000 (1) | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 1.338%, (US0003M + 1.150%), 11/28/2030 | | | | | 300,041 | | | | | | 0.1 | | |
132,182 (1) | | | Grand Avenue CRE 2020-FL2 A Ltd., 2.575%, (US0001M + 2.450%), 03/15/2035 | | | | | 133,256 | | | | | | 0.0 | | |
1,360,000 (1) | | | HGI CRE CLO 2021-FL1 B Ltd., 1.675%, (US0001M + 1.600%), 06/16/2036 | | | | | 1,361,273 | | | | | | 0.3 | | |
2,100,000 (1) | | | HGI CRE CLO 2021-FL1 D Ltd., 2.425%, (US0001M + 2.350%), 06/16/2036 | | | | | 2,103,934 | | | | | | 0.5 | | |
384,347 (1) | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 419,821 | | | | | | 0.1 | | |
1,300,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.568%, (US0003M + 1.380%), 01/20/2033 | | | | | 1,301,608 | | | | | | 0.3 | | |
1,000,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 1.390%, (US0003M + 1.200%), 04/17/2033 | | | | | 1,003,420 | | | | | | 0.3 | | |
600,000 (1) | | | LCM 26A A2 Ltd., 1.438%, (US0003M + 1.250%), 01/20/2031 | | | | | 599,998 | | | | | | 0.1 | | |
480,000 (1) | | | LoanCore 2019-CRE2 A Issuer Ltd., 1.203%, (US0001M + 1.130%), 05/15/2036 | | | | | 479,850 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.934%, (US0003M + 1.750%), 07/15/2030 | | | | $ | 500,342 | | | | | | 0.1 | | |
1,500,000 (1) | | | Magnetite XXVII Ltd. 2020-27A A1, 1.738%, (US0003M + 1.550%), 07/20/2033 | | | | | 1,500,403 | | | | | | 0.4 | | |
720,000 (1) | | | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.468%, (US0003M + 1.280%), 01/20/2032 | | | | | 720,212 | | | | | | 0.2 | | |
800,000 (1) | | | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | | | | | 807,865 | | | | | | 0.2 | | |
1,050,000 (1) | | | Marlette Funding Trust 2021-1A B, 1.000%, 06/16/2031 | | | | | 1,052,575 | | | | | | 0.3 | | |
700,000 (1) | | | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160%), 07/15/2034 | | | | | 701,410 | | | | | | 0.2 | | |
1,100,000 (1) | | | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 1.384%, (US0003M + 1.200%), 07/15/2029 | | | | | 1,100,021 | | | | | | 0.3 | | |
400,000 (1) | | | Octagon Investment Partners 33 Ltd. 2017-1A A1, 1.378%, (US0003M + 1.190%), 01/20/2031 | | | | | 399,999 | | | | | | 0.1 | | |
1,000,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 1.688%, (US0003M + 1.500%), 10/20/2031 | | | | | 1,000,989 | | | | | | 0.3 | | |
400,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.540%, (US0003M + 1.350%), 07/19/2030 | | | | | 399,746 | | | | | | 0.1 | | |
975,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.288%, (US0003M + 1.100%), 07/20/2030 | | | | | 973,949 | | | | | | 0.2 | | |
900,000 (1) | | | Palmer Square CLO 2020-2A A1A Ltd., 1.884%, (US0003M + 1.700%), 07/15/2031 | | | | | 900,255 | | | | | | 0.2 | | |
600,000 (1) | | | PFS Financing Corp. 2021-B A, 0.775%, 08/17/2026 | | | | | 597,508 | | | | | | 0.1 | | |
45,428 (1) | | | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | | | | | 45,608 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
67,428 (1) | | | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | | | | $ | 67,785 | | | | | | 0.0 | | |
412,281 (1) | | | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | | | | | 415,745 | | | | | | 0.1 | | |
800,000 (1) | | | SoFi Consumer Loan Program 2020-1 B Trust, 2.250%, 01/25/2029 | | | | | 813,793 | | | | | | 0.2 | | |
800,000 (1) | | | Sound Point CLO XXIII 2019-2A AR, 1.318%, (US0003M + 1.170%), 07/15/2034 | | | | | 801,632 | | | | | | 0.2 | | |
500,000 (1) | | | TCI-Symphony CLO 2017-1A A Ltd., 1.414%, (US0003M + 1.230%), 07/15/2030 | | | | | 500,110 | | | | | | 0.1 | | |
581,909 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.420%, (US0003M + 1.230%), 10/18/2030 | | | | | 582,015 | | | | | | 0.1 | | |
850,000 (1) | | | THL Credit Wind River 2018-2 A A2Clo Ltd., 1.634%, (US0003M + 1.450%), 07/15/2030 | | | | | 850,043 | | | | | | 0.2 | | |
1,850,000 (1) | | | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160%), 07/20/2034 | | | | | 1,850,194 | | | | | | 0.5 | | |
850,000 (1) | | | THL Credit Wind River 2019-2A A2 Clo Ltd., 1.834%, (US0003M + 1.650%), 01/15/2033 | | | | | 851,184 | | | | | | 0.2 | | |
800,000 (1) | | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 805,195 | | | | | | 0.2 | | |
250,000 (1) | | | Venture 34 CLO Ltd. 2018-34A A, 1.414%, (US0003M + 1.230%), 10/15/2031 | | | | | 250,003 | | | | | | 0.1 | | |
176,805 | | | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | | | | | 178,026 | | | | | | 0.0 | | |
500,000 (1) | | | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | | | | | 499,999 | | | | | | 0.1 | | |
| | | | | | | | 46,629,804 | | | | | | 11.7 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | ||||||||||
ASSET-BACKED SECURITIES: (continued) | | | | |||||||||||||||||||
| | | Student Loan Asset-Backed Securities: 0.4% | | | | ||||||||||||||||
651,302 (1) | | | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | | | | $ | 664,259 | | | | | | 0.1 | | | | | ||||
715,868 (1) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 719,202 | | | | | | 0.2 | | | | | ||||
338,508 (1) | | | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | | | | | 338,188 | | | | | | 0.1 | | | | | ||||
| | | | | | | | 1,721,649 | | | | | | 0.4 | | | | | ||||
| | | Total Asset-Backed Securities (Cost $75,811,638) | | | | | 76,272,730 | | | | | | 19.2 | | | | | ||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | | | |||||||||||||||||||
| | | Uniform Mortgage-Backed Securities: 0.0% | | | | ||||||||||||||||
8,328 | | | 6.500%,10/01/2022 | | | | | 9,327 | | | | | | 0.0 | | | | | ||||
20,709 | | | 6.500%,10/01/2032 | | | | | 23,767 | | | | | | 0.0 | | | | | ||||
9,603 | | | 7.000%,10/01/2032 | | | | | 9,638 | | | | | | 0.0 | | | | | ||||
| | | Total U.S. Government Agency Obligations (Cost $39,327) | | | | | 42,732 | | | | | | 0.0 | | | | | ||||
| | | Total Long-Term Investments (Cost $389,346,024) | | | | | 391,328,196 | | | | | | 98.3 | | | | | ||||
SHORT-TERM INVESTMENTS: 1.9% | | | | |||||||||||||||||||
| | | Repurchase Agreements: 0.3% | | | | | | | | ||||||||||||
236,268 (4) | | | Citibank N.A., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $236,268, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.625%-6.000%, Market Value plus accrued interest $241,206, due 07/01/24-11/15/50) | | | | | 236,268 | | | | | | 0.1 | | | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/21-04/15/62) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $1,236,268) | | | | | 1,236,268 | | | | | | 0.3 | | |
|
Shares | | | | | | Value | | | Percentage of Net Assets | | | | ||||||||||
| | | Mutual Funds: 1.6% | | | | | | | | ||||||||||||
6,240,000 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | | | | | | | | | | | | ||||
| | | (Cost $6,240,000) | | | | $ | 6,240,000 | | | | | | 1.6 | | | | | ||||
| | | Total Short-Term Investments | | | | | | | | | | | | | | | | ||||
| | | (Cost $7,476,268) | | | | | 7,476,268 | | | | | | 1.9 | | | | | ||||
| | | Total Investments in Securities (Cost $396,822,292) | | | | $ | 398,804,464 | | | | | | 100.2 | | | | | ||||
| | | Liabilities in Excess of Other Assets | | | | | (960,955) | | | | | | (0.2) | | | | | ||||
| | | Net Assets | | | | $ | 397,843,509 | | | | | | 100.0 | | | | | ||||
| | | | | | | | | | | | | | | | | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 32.9% | |
| U.S. Treasury Obligations | | | 23.7% | |
| Asset-Backed Securities | | | 19.2% | |
| Commercial Mortgage-Backed Securities | | | 17.0% | |
| Collateralized Mortgage Obligations | | | 5.5% | |
| U.S. Government Agency Obligations | | | 0.0%^ | |
| Assets in Excess of Other Liabilities* | | | 1.7% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 131,000,177 | | | | | $ | — | | | | | $ | 131,000,177 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 21,994,702 | | | | | | — | | | | | | 21,994,702 | | |
Asset-Backed Securities | | | | | — | | | | | | 76,272,730 | | | | | | — | | | | | | 76,272,730 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 67,548,753 | | | | | | — | | | | | | 67,548,753 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 42,732 | | | | | | — | | | | | | 42,732 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 94,469,102 | | | | | | — | | | | | | 94,469,102 | | |
Short-Term Investments | | | | | 6,240,000 | | | | | | 1,236,268 | | | | | | — | | | | | | 7,476,268 | | |
Total Investments, at fair value | | | | $ | 6,240,000 | | | | | $ | 392,564,464 | | | | | $ | — | | | | | $ | 398,804,464 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 50,290 | | | | | | — | | | | | | — | | | | | | 50,290 | | |
Total Assets | | | | $ | 6,290,290 | | | | | $ | 392,564,464 | | | | | $ | — | | | | | $ | 398,854,754 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (199,362) | | | | | $ | — | | | | | $ | — | | | | | $ | (199,362) | | |
Total Liabilities | | | | $ | (199,362) | | | | | $ | — | | | | | $ | — | | | | | $ | (199,362) | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 557 | | | | | | 09/30/21 | | | | | $ | 122,718,414 | | | | | $ | (199,362) | | |
| | | | | | | | | | | | | | | | $ | 122,718,414 | | | | | $ | (199,362) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | (180) | | | | | | 09/30/21 | | | | | | (22,217,344) | | | | | | 50,290 | | |
| | | | | | | | | | | | | | | | $ | (22,217,344) | | | | | $ | 50,290 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin receivable on futures contracts* | | | | $ | 50,290 | | |
Total Asset Derivatives | | | | | | | $ | 50,290 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 199,362 | | |
Total Liability Derivatives | | | | | | | $ | 199,362 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | |||||
Interest rate contracts | | | | $ | 320,727 | | | | | |
Total | | | | $ | 320,727 | | | | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | | | |||
Interest rate contracts | | | | $ | (172,639) | | | | | |
Total | | | | $ | (172,639) | | | | | |
| Cost for federal income tax purposes was $396,845,860. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 3,030,675 | | |
| Gross Unrealized Depreciation | | | | | (1,221,143) | | |
| Net Unrealized Appreciation | | | | $ | 1,809,532 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.4% | | |||||||||||||||
| | | Communication Services: 11.1% | | ||||||||||||
168,380 | | | Activision Blizzard, Inc. | | | | $ | 16,070,187 | | | | | | 0.2 | | |
65,172 (1) | | | Alphabet, Inc. - Class A | | | | | 159,136,338 | | | | | | 2.0 | | |
61,706 (1) | | | Alphabet, Inc. - Class C | | | | | 154,654,982 | | | | | | 2.0 | | |
1,547,246 | | | AT&T, Inc. | | | | | 44,529,740 | | | | | | 0.6 | | |
29,845 (1) | | | Charter Communications, Inc. | | | | | 21,531,675 | | | | | | 0.3 | | |
993,541 | | | Comcast Corp. - Class A | | | | | 56,651,708 | | | | | | 0.7 | | |
36,548 (1) | | | Discovery Communications, Inc. - Class A | | | | | 1,121,293 | | | | | | 0.0 | | |
65,104 (1) | | | Discovery Communications, Inc. - Class C | | | | | 1,886,714 | | | | | | 0.0 | | |
53,802 (1)(2) | | | Dish Network Corp. - Class A | | | | | 2,248,924 | | | | | | 0.0 | | |
62,018 | | | Electronic Arts, Inc. | | | | | 8,920,049 | | | | | | 0.1 | | |
519,226 (1) | | | Facebook, Inc.- Class A | | | | | 180,540,072 | | | | | | 2.3 | | |
70,848 | | | Fox Corp. - Class A | | | | | 2,630,586 | | | | | | 0.0 | | |
32,930 | | | Fox Corp. - Class B | | | | | 1,159,136 | | | | | | 0.0 | | |
84,943 | | | Interpublic Group of Cos., Inc. | | | | | 2,759,798 | | | | | | 0.0 | | |
31,203 (1) | | | Live Nation Entertainment, Inc. | | | | | 2,733,071 | | | | | | 0.0 | | |
215,570 | | | Lumen Technologies, Inc. | | | | | 2,929,596 | | | | | | 0.0 | | |
96,086 (1) | | | NetFlix, Inc. | | | | | 50,753,586 | | | | | | 0.7 | | |
84,770 | | | News Corp - Class A | | | | | 2,184,523 | | | | | | 0.0 | | |
26,477 | | | News Corp - Class B | | | | | 644,715 | | | | | | 0.0 | | |
46,608 | | | Omnicom Group | | | | | 3,728,174 | | | | | | 0.1 | | |
25,042 (1) | | | Take-Two Interactive Software, Inc. | | | | | 4,432,935 | | | | | | 0.1 | | |
126,992 (1) | | | T-Mobile US, Inc. | | | | | 18,392,251 | | | | | | 0.2 | | |
172,955 (1) | | | Twitter, Inc. | | | | | 11,901,033 | | | | | | 0.2 | | |
897,157 | | | Verizon Communications, Inc. | | | | | 50,267,707 | | | | | | 0.6 | | |
131,231 | | | ViacomCBS, Inc. - Class B | | | | | 5,931,641 | | | | | | 0.1 | | |
393,731 (1) | | | Walt Disney Co. | | | | | 69,206,098 | | | | | | 0.9 | | |
| | | | | | | | 876,946,532 | | | | | | 11.1 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 12.2% | | ||||||||||||
14,181 | | | Advance Auto Parts, Inc. | | | | | 2,909,090 | | | | | | 0.0 | | |
92,894 (1) | | | Amazon.com, Inc. | | | | | 319,570,223 | | | | | | 4.0 | | |
58,610 (1) | | | Aptiv PLC | | | | | 9,221,111 | | | | | | 0.1 | | |
4,685 (1) | | | Autozone, Inc. | | | | | 6,991,051 | | | | | | 0.1 | | |
48,307 | | | Best Buy Co., Inc. | | | | | 5,554,339 | | | | | | 0.1 | | |
8,896 (1) | | | Booking Holdings, Inc. | | | | | 19,465,249 | | | | | | 0.2 | | |
51,969 | | | BorgWarner, Inc. | | | | | 2,522,575 | | | | | | 0.0 | | |
45,225 (1) | | | Caesars Entertainment, Inc. | | | | | 4,692,094 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
35,340 (1) | | | Carmax, Inc. | | | | $ | 4,564,161 | | | | | | 0.1 | | |
172,993 (1) | | | Carnival Corp. | | | | | 4,560,095 | | | | | | 0.1 | | |
6,100 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 9,457,074 | | | | | | 0.1 | | |
28,336 | | | Darden Restaurants, Inc. | | | | | 4,136,773 | | | | | | 0.1 | | |
51,186 | | | Dollar General Corp. | | | | | 11,076,139 | | | | | | 0.1 | | |
50,265 (1) | | | Dollar Tree, Inc. | | | | | 5,001,367 | | | | | | 0.1 | | |
8,414 | | | Domino’s Pizza, Inc. | | | | | 3,925,047 | | | | | | 0.1 | | |
71,087 | | | D.R. Horton, Inc. | | | | | 6,424,132 | | | | | | 0.1 | | |
140,249 | | | eBay, Inc. | | | | | 9,846,882 | | | | | | 0.1 | | |
27,543 (1) | | | Etsy, Inc. | | | | | 5,669,451 | | | | | | 0.1 | | |
30,652 (1) | | | Expedia Group, Inc. | | | | | 5,018,039 | | | | | | 0.1 | | |
849,640 (1) | | | Ford Motor Co. | | | | | 12,625,650 | | | | | | 0.2 | | |
44,727 | | | Gap, Inc. | | | | | 1,505,064 | | | | | | 0.0 | | |
32,489 | | | Garmin Ltd. | | | | | 4,699,209 | | | | | | 0.1 | | |
276,639 (1) | | | General Motors Co. | | | | | 16,368,730 | | | | | | 0.2 | | |
31,307 | | | Genuine Parts Co. | | | | | 3,959,396 | | | | | | 0.1 | | |
75,838 | | | Hanesbrands, Inc. | | | | | 1,415,895 | | | | | | 0.0 | | |
27,773 | | | Hasbro, Inc. | | | | | 2,625,104 | | | | | | 0.0 | | |
60,359 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 7,280,503 | | | | | | 0.1 | | |
230,409 | | | Home Depot, Inc. | | | | | 73,475,126 | | | | | | 0.9 | | |
50,793 | | | L Brands, Inc. | | | | | 3,660,144 | | | | | | 0.0 | | |
71,187 (1) | | | Las Vegas Sands Corp. | | | | | 3,750,843 | | | | | | 0.1 | | |
28,914 | | | Leggett & Platt, Inc. | | | | | 1,498,034 | | | | | | 0.0 | | |
59,757 | | | Lennar Corp. - Class A | | | | | 5,936,858 | | | | | | 0.1 | | |
60,240 (1) | | | LKQ Corp. | | | | | 2,965,013 | | | | | | 0.0 | | |
153,184 | | | Lowe’s Cos, Inc. | | | | | 29,713,100 | | | | | | 0.4 | | |
57,864 (1) | | | Marriott International, Inc. | | | | | 7,899,593 | | | | | | 0.1 | | |
161,697 | | | McDonald’s Corp. | | | | | 37,350,390 | | | | | | 0.5 | | |
88,229 | | | MGM Resorts International | | | | | 3,762,967 | | | | | | 0.1 | | |
12,689 (1) | | | Mohawk Industries, Inc. | | | | | 2,438,699 | | | | | | 0.0 | | |
82,163 | | | Newell Brands, Inc. | | | | | 2,257,018 | | | | | | 0.0 | | |
276,284 | | | Nike, Inc. - Class B | | | | | 42,683,115 | | | | | | 0.5 | | |
80,165 (1)(2) | | | Norwegian Cruise Line Holdings Ltd. | | | | | 2,357,653 | | | | | | 0.0 | | |
741 (1) | | | NVR, Inc. | | | | | 3,685,215 | | | | | | 0.0 | | |
15,117 (1) | | | O’Reilly Automotive, Inc. | | | | | 8,559,397 | | | | | | 0.1 | | |
32,189 (1) | | | Penn National Gaming, Inc. | | | | | 2,462,137 | | | | | | 0.0 | | |
8,696 | | | Pool Corp. | | | | | 3,988,507 | | | | | | 0.1 | | |
57,312 | | | Pulte Group, Inc. | | | | | 3,127,516 | | | | | | 0.0 | | |
15,459 (1) | | | PVH Corp. | | | | | 1,663,234 | | | | | | 0.0 | | |
10,488 | | | Ralph Lauren Corp. | | | | | 1,235,591 | | | | | | 0.0 | | |
77,278 | | | Ross Stores, Inc. | | | | | 9,582,472 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
47,443 (1) | | | Royal Caribbean Cruises Ltd. | | | | $ | 4,045,939 | | | | | | 0.1 | | |
255,339 | | | Starbucks Corp. | | | | | 28,549,454 | | | | | | 0.4 | | |
60,408 (1) | | | Tapestry, Inc. | | | | | 2,626,540 | | | | | | 0.0 | | |
107,207 | | | Target Corp. | | | | | 25,916,220 | | | | | | 0.3 | | |
167,004 (1) | | | Tesla, Inc. | | | | | 113,512,619 | | | | | | 1.4 | | |
261,340 | | | TJX Cos., Inc. | | | | | 17,619,543 | | | | | | 0.2 | | |
24,976 | | | Tractor Supply Co. | | | | | 4,647,035 | | | | | | 0.1 | | |
11,866 (1) | | | Ulta Beauty, Inc. | | | | | 4,102,907 | | | | | | 0.1 | | |
41,010 (1) | | | Under Armour, Inc. - Class A | | | | | 867,361 | | | | | | 0.0 | | |
42,369 (1) | | | Under Armour, Inc. - Class C | | | | | 786,792 | | | | | | 0.0 | | |
69,683 | | | VF Corp. | | | | | 5,716,793 | | | | | | 0.1 | | |
13,571 | | | Whirlpool Corp. | | | | | 2,958,749 | | | | | | 0.0 | | |
22,808 (1) | | | Wynn Resorts Ltd. | | | | | 2,789,418 | | | | | | 0.0 | | |
64,555 | | | Yum! Brands, Inc. | | | | | 7,425,762 | | | | | | 0.1 | | |
| | | | | | | | 966,702,197 | | | | | | 12.2 | | |
| | |||||||||||||||
| | | Consumer Staples: 5.8% | | ||||||||||||
401,035 | | | Altria Group, Inc. | | | | | 19,121,349 | | | | | | 0.2 | | |
121,071 | | | Archer-Daniels-Midland Co. | | | | | 7,336,903 | | | | | | 0.1 | | |
39,582 | | | Brown-Forman Corp. - Class B | | | | | 2,966,275 | | | | | | 0.0 | | |
43,994 | | | Campbell Soup Co. | | | | | 2,005,686 | | | | | | 0.0 | | |
53,145 | | | Church & Dwight Co., Inc. | | | | | 4,529,017 | | | | | | 0.1 | | |
26,952 | | | Clorox Co. | | | | | 4,848,934 | | | | | | 0.1 | | |
840,911 | | | Coca-Cola Co. | | | | | 45,501,694 | | | | | | 0.6 | | |
183,322 | | | Colgate-Palmolive Co. | | | | | 14,913,245 | | | | | | 0.2 | | |
104,005 | | | Conagra Brands, Inc. | | | | | 3,783,702 | | | | | | 0.1 | | |
36,622 | | | Constellation Brands, Inc. | | | | | 8,565,520 | | | | | | 0.1 | | |
95,797 | | | Costco Wholesale Corp. | | | | | 37,903,999 | | | | | | 0.5 | | |
50,252 | | | Estee Lauder Cos., Inc. | | | | | 15,984,156 | | | | | | 0.2 | | |
132,181 | | | General Mills, Inc. | | | | | 8,053,788 | | | | | | 0.1 | | |
31,721 | | | Hershey Co. | | | | | 5,525,164 | | | | | | 0.1 | | |
61,069 (2) | | | Hormel Foods Corp. | | | | | 2,916,045 | | | | | | 0.0 | | |
23,747 | | | JM Smucker Co. | | | | | 3,076,899 | | | | | | 0.0 | | |
54,602 | | | Kellogg Co. | | | | | 3,512,547 | | | | | | 0.0 | | |
73,122 | | | Kimberly-Clark Corp. | | | | | 9,782,261 | | | | | | 0.1 | | |
140,480 | | | Kraft Heinz Co. | | | | | 5,728,774 | | | | | | 0.1 | | |
164,065 | | | Kroger Co. | | | | | 6,285,330 | | | | | | 0.1 | | |
31,699 | | | Lamb Weston Holdings, Inc. | | | | | 2,556,841 | | | | | | 0.0 | | |
53,959 | | | McCormick & Co., Inc. | | | | | 4,765,659 | | | | | | 0.1 | | |
40,817 (1) | | | Molson Coors Beverage Co. | | | | | 2,191,465 | | | | | | 0.0 | | |
304,402 | | | Mondelez International, Inc. | | | | | 19,006,861 | | | | | | 0.2 | | |
80,178 (1) | | | Monster Beverage Corp. | | | | | 7,324,260 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
299,401 | | | PepsiCo, Inc. | | | | $ | 44,362,246 | | | | | | 0.6 | | |
337,737 | | | Philip Morris International, Inc. | | | | | 33,473,114 | | | | | | 0.4 | | |
530,535 | | | Procter & Gamble Co. | | | | | 71,585,088 | | | | | | 0.9 | | |
110,860 | | | Sysco Corp. | | | | | 8,619,365 | | | | | | 0.1 | | |
63,878 | | | Tyson Foods, Inc. | | | | | 4,711,641 | | | | | | 0.1 | | |
155,472 | | | Walgreens Boots Alliance, Inc. | | | | | 8,179,382 | | | | | | 0.1 | | |
297,542 | | | Walmart, Inc. | | | | | 41,959,373 | | | | | | 0.5 | | |
| | | | | | | | 461,076,583 | | | | | | 5.8 | | |
| | |||||||||||||||
| | | Energy: 2.8% | | ||||||||||||
82,156 | | | APA Corp. | | | | | 1,777,034 | | | | | | 0.0 | | |
157,631 | | | Baker Hughes Co. | | | | | 3,605,021 | | | | | | 0.0 | | |
86,843 | | | Cabot Oil & Gas Corp. | | | | | 1,516,279 | | | | | | 0.0 | | |
418,831 | | | Chevron Corp. | | | | | 43,868,359 | | | | | | 0.6 | | |
292,421 | | | ConocoPhillips | | | | | 17,808,439 | | | | | | 0.2 | | |
128,783 | | | Devon Energy Corp. | | | | | 3,759,176 | | | | | | 0.1 | | |
39,222 | | | Diamondback Energy, Inc. | | | | | 3,682,554 | | | | | | 0.0 | | |
126,468 | | | EOG Resources, Inc. | | | | | 10,552,490 | | | | | | 0.1 | | |
917,412 | | | Exxon Mobil Corp. | | | | | 57,870,349 | | | | | | 0.7 | | |
192,803 | | | Halliburton Co. | | | | | 4,457,605 | | | | | | 0.1 | | |
59,483 | | | Hess Corp. | | | | | 5,194,056 | | | | | | 0.1 | | |
422,034 | | | Kinder Morgan, Inc. | | | | | 7,693,680 | | | | | | 0.1 | | |
170,794 | | | Marathon Oil Corp. | | | | | 2,326,214 | | | | | | 0.0 | | |
138,050 | | | Marathon Petroleum Corp. | | | | | 8,340,981 | | | | | | 0.1 | | |
84,406 (1) | | | NOV, Inc. | | | | | 1,293,100 | | | | | | 0.0 | | |
182,046 | | | Occidental Petroleum Corp. | | | | | 5,692,578 | | | | | | 0.1 | | |
96,548 | | | Oneok, Inc. | | | | | 5,371,931 | | | | | | 0.1 | | |
94,886 | | | Phillips 66 | | | | | 8,143,116 | | | | | | 0.1 | | |
50,221 | | | Pioneer Natural Resources Co. | | | | | 8,161,917 | | | | | | 0.1 | | |
303,020 | | | Schlumberger NV | | | | | 9,699,670 | | | | | | 0.1 | | |
88,579 | | | Valero Energy Corp. | | | | | 6,916,248 | | | | | | 0.1 | | |
263,240 | | | Williams Cos., Inc. | | | | | 6,989,022 | | | | | | 0.1 | | |
| | | | | | | | 224,719,819 | | | | | | 2.8 | | |
| | |||||||||||||||
| | | Financials: 11.2% | | ||||||||||||
136,975 | | | Aflac, Inc. | | | | | 7,350,079 | | | | | | 0.1 | | |
64,867 | | | Allstate Corp. | | | | | 8,461,252 | | | | | | 0.1 | | |
141,002 | | | American Express Co. | | | | | 23,297,760 | | | | | | 0.3 | | |
185,960 | | | American International Group, Inc. | | | | | 8,851,696 | | | | | | 0.1 | | |
25,117 | | | Ameriprise Financial, Inc. | | | | | 6,251,119 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
48,898 | | | Aon PLC | | | | $ | 11,674,886 | | | | | | 0.1 | | |
44,399 | | | Arthur J. Gallagher & Co. | | | | | 6,219,412 | | | | | | 0.1 | | |
13,125 | | | Assurant, Inc. | | | | | 2,049,863 | | | | | | 0.0 | | |
1,634,143 | | | Bank of America Corp. | | | | | 67,375,716 | | | | | | 0.9 | | |
174,833 | | | Bank of New York Mellon Corp. | | | | | 8,956,695 | | | | | | 0.1 | | |
410,725 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 114,148,692 | | | | | | 1.4 | | |
30,739 | | | Blackrock, Inc. | | | | | 26,895,703 | | | | | | 0.3 | | |
97,838 | | | Capital One Financial Corp. | | | | | 15,134,560 | | | | | | 0.2 | | |
23,119 | | | Cboe Global Markets, Inc. | | | | | 2,752,317 | | | | | | 0.0 | | |
325,020 | | | Charles Schwab Corp. | | | | | 23,664,706 | | | | | | 0.3 | | |
97,449 | | | Chubb Ltd. | | | | | 15,488,544 | | | | | | 0.2 | | |
32,466 | | | Cincinnati Financial Corp. | | | | | 3,786,185 | | | | | | 0.0 | | |
447,932 | | | Citigroup, Inc. | | | | | 31,691,189 | | | | | | 0.4 | | |
92,299 | | | Citizens Financial Group, Inc. | | | | | 4,233,755 | | | | | | 0.1 | | |
77,816 | | | CME Group, Inc. | | | | | 16,549,907 | | | | | | 0.2 | | |
30,258 | | | Comerica, Inc. | | | | | 2,158,606 | | | | | | 0.0 | | |
66,070 | | | Discover Financial Services | | | | | 7,815,420 | | | | | | 0.1 | | |
8,695 | | | Everest Re Group Ltd. | | | | | 2,191,227 | | | | | | 0.0 | | |
152,550 | | | Fifth Third Bancorp | | | | | 5,831,987 | | | | | | 0.1 | | |
38,137 | | | First Republic Bank | | | | | 7,138,102 | | | | | | 0.1 | | |
59,015 | | | Franklin Resources, Inc. | | | | | 1,887,890 | | | | | | 0.0 | | |
20,545 | | | Globe Life, Inc. | | | | | 1,956,911 | | | | | | 0.0 | | |
73,725 | | | Goldman Sachs Group, Inc. | | | | | 27,980,849 | | | | | | 0.4 | | |
77,404 | | | Hartford Financial Services Group, Inc. | | | | | 4,796,726 | | | | | | 0.1 | | |
319,740 | | | Huntington Bancshares, Inc. | | | | | 4,562,690 | | | | | | 0.1 | | |
121,952 | | | Intercontinental Exchange, Inc. | | | | | 14,475,702 | | | | | | 0.2 | | |
81,847 | | | Invesco Ltd. | | | | | 2,187,770 | | | | | | 0.0 | | |
655,982 | | | JPMorgan Chase & Co. | | | | | 102,031,440 | | | | | | 1.3 | | |
210,313 | | | Keycorp | | | | | 4,342,963 | | | | | | 0.1 | | |
38,779 | | | Lincoln National Corp. | | | | | 2,436,872 | | | | | | 0.0 | | |
48,476 | | | Loews Corp. | | | | | 2,649,213 | | | | | | 0.0 | | |
27,879 | | | M&T Bank Corp. | | | | | 4,051,098 | | | | | | 0.1 | | |
8,231 | | | MarketAxess Holdings, Inc. | | | | | 3,815,809 | | | | | | 0.0 | | |
110,199 | | | Marsh & McLennan Cos., Inc. | | | | | 15,502,795 | | | | | | 0.2 | | |
161,248 | | | Metlife, Inc. | | | | | 9,650,693 | | | | | | 0.1 | | |
34,887 | | | Moody’s Corp. | | | | | 12,642,002 | | | | | | 0.2 | | |
322,553 | | | Morgan Stanley | | | | | 29,574,885 | | | | | | 0.4 | | |
17,861 | | | MSCI, Inc. - Class A | | | | | 9,521,342 | | | | | | 0.1 | | |
24,891 | | | Nasdaq, Inc. | | | | | 4,375,838 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
45,104 | | | Northern Trust Corp. | | | | $ | 5,214,924 | | | | | | 0.1 | | |
92,519 | | | People’s United Financial, Inc. | | | | | 1,585,776 | | | | | | 0.0 | | |
92,067 | | | PNC Financial Services Group, Inc. | | | | | 17,562,701 | | | | | | 0.2 | | |
54,819 | | | Principal Financial Group, Inc. | | | | | 3,464,013 | | | | | | 0.0 | | |
126,803 | | | Progressive Corp. | | | | | 12,453,323 | | | | | | 0.2 | | |
85,380 | | | Prudential Financial, Inc. | | | | | 8,748,889 | | | | | | 0.1 | | |
26,503 | | | Raymond James Financial, Inc. | | | | | 3,442,740 | | | | | | 0.0 | | |
208,311 | | | Regions Financial Corp. | | | | | 4,203,716 | | | | | | 0.1 | | |
52,203 | | | S&P Global, Inc. | | | | | 21,426,721 | | | | | | 0.3 | | |
75,362 | | | State Street Corp. | | | | | 6,200,785 | | | | | | 0.1 | | |
11,770 (1) | | | SVB Financial Group | | | | | 6,549,181 | | | | | | 0.1 | | |
117,211 | | | Synchrony Financial | | | | | 5,687,078 | | | | | | 0.1 | | |
49,160 | | | T. Rowe Price Group, Inc. | | | | | 9,732,205 | | | | | | 0.1 | | |
54,500 | | | Travelers Cos, Inc. | | | | | 8,159,195 | | | | | | 0.1 | | |
291,429 | | | Truist Financial Corp. | | | | | 16,174,310 | | | | | | 0.2 | | |
44,296 | | | Unum Group | | | | | 1,258,006 | | | | | | 0.0 | | |
293,761 | | | US Bancorp | | | | | 16,735,564 | | | | | | 0.2 | | |
895,749 | | | Wells Fargo & Co. | | | | | 40,568,472 | | | | | | 0.5 | | |
27,949 | | | Willis Towers Watson PLC | | | | | 6,428,829 | | | | | | 0.1 | | |
30,367 | | | WR Berkley Corp. | | | | | 2,260,216 | | | | | | 0.0 | | |
35,499 | | | Zions Bancorp NA | | | | | 1,876,477 | | | | | | 0.0 | | |
| | | | | | | | 888,145,987 | | | | | | 11.2 | | |
| | |||||||||||||||
| | | Health Care: 12.9% | | ||||||||||||
385,039 | | | Abbott Laboratories | | | | | 44,637,571 | | | | | | 0.6 | | |
382,742 | | | AbbVie, Inc. | | | | | 43,112,059 | | | | | | 0.5 | | |
9,816 (1) | | | Abiomed, Inc. | | | | | 3,063,672 | | | | | | 0.0 | | |
65,756 | | | Agilent Technologies, Inc. | | | | | 9,719,394 | | | | | | 0.1 | | |
47,895 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 8,798,790 | | | | | | 0.1 | | |
15,606 (1) | | | Align Technology, Inc. | | | | | 9,535,266 | | | | | | 0.1 | | |
32,046 | | | AmerisourceBergen Corp. | | | | | 3,668,947 | | | | | | 0.0 | | |
124,506 | | | Amgen, Inc. | | | | | 30,348,337 | | | | | | 0.4 | | |
53,057 | | | Anthem, Inc. | | | | | 20,257,163 | | | | | | 0.3 | | |
108,969 | | | Baxter International, Inc. | | | | | 8,772,004 | | | | | | 0.1 | | |
63,021 | | | Becton Dickinson & Co. | | | | | 15,326,077 | | | | | | 0.2 | | |
32,625 (1) | | | Biogen, Inc. | | | | | 11,297,059 | | | | | | 0.1 | | |
4,670 (1) | | | Bio-Rad Laboratories, Inc. | | | | | 3,008,834 | | | | | | 0.0 | | |
307,913 (1) | | | Boston Scientific Corp. | | | | | 13,166,360 | | | | | | 0.2 | | |
484,095 | | | Bristol-Myers Squibb Co. | | | | | 32,347,228 | | | | | | 0.4 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
62,875 | | | Cardinal Health, Inc. | | | | $ | 3,589,534 | | | | | | 0.0 | | |
36,913 (1) | | | Catalent, Inc. | | | | | 3,991,034 | | | | | | 0.1 | | |
126,279 (1) | | | Centene Corp. | | | | | 9,209,527 | | | | | | 0.1 | | |
65,296 | | | Cerner Corp. | | | | | 5,103,535 | | | | | | 0.1 | | |
10,890 (1) | | | Charles River Laboratories International, Inc. | | | | | 4,028,429 | | | | | | 0.1 | | |
74,360 | | | Cigna Corp. | | | | | 17,628,525 | | | | | | 0.2 | | |
10,672 | | | Cooper Cos., Inc. | | | | | 4,228,993 | | | | | | 0.1 | | |
285,302 | | | CVS Health Corp. | | | | | 23,805,599 | | | | | | 0.3 | | |
137,566 | | | Danaher Corp. | | | | | 36,917,212 | | | | | | 0.5 | | |
15,189 (1) | | | DaVita, Inc. | | | | | 1,829,211 | | | | | | 0.0 | | |
47,310 | | | Dentsply Sirona, Inc. | | | | | 2,992,831 | | | | | | 0.0 | | |
20,956 (1) | | | DexCom, Inc. | | | | | 8,948,212 | | | | | | 0.1 | | |
134,709 (1) | | | Edwards Lifesciences Corp. | | | | | 13,951,811 | | | | | | 0.2 | | |
172,492 | | | Eli Lilly & Co. | | | | | 39,590,364 | | | | | | 0.5 | | |
271,782 | | | Gilead Sciences, Inc. | | | | | 18,714,909 | | | | | | 0.2 | | |
56,951 | | | HCA Healthcare, Inc. | | | | | 11,774,050 | | | | | | 0.2 | | |
30,489 (1) | | | Henry Schein, Inc. | | | | | 2,261,979 | | | | | | 0.0 | | |
55,526 (1) | | | Hologic, Inc. | | | | | 3,704,695 | | | | | | 0.0 | | |
27,957 | | | Humana, Inc. | | | | | 12,377,123 | | | | | | 0.2 | | |
18,480 (1) | | | Idexx Laboratories, Inc. | | | | | 11,671,044 | | | | | | 0.2 | | |
31,638 (1) | | | Illumina, Inc. | | | | | 14,971,418 | | | | | | 0.2 | | |
40,509 (1) | | | Incyte Corp., Ltd. | | | | | 3,408,022 | | | | | | 0.0 | | |
25,660 (1) | | | Intuitive Surgical, Inc. | | | | | 23,597,962 | | | | | | 0.3 | | |
41,533 (1) | | | IQVIA Holdings, Inc. | | | | | 10,064,277 | | | | | | 0.1 | | |
570,660 | | | Johnson & Johnson | | | | | 94,010,528 | | | | | | 1.2 | | |
21,159 (1) | | | Laboratory Corp. of America Holdings | | | | | 5,836,710 | | | | | | 0.1 | | |
34,279 | | | McKesson Corp. | | | | | 6,555,516 | | | | | | 0.1 | | |
291,550 | | | Medtronic PLC | | | | | 36,190,102 | | | | | | 0.5 | | |
548,700 | | | Merck & Co., Inc. | | | | | 42,672,399 | | | | | | 0.5 | | |
5,042 (1) | | | Mettler Toledo International, Inc. | | | | | 6,984,884 | | | | | | 0.1 | | |
55,015 (1) | | | Organon & Co. | | | | | 1,664,754 | | | | | | 0.0 | | |
24,290 | | | PerkinElmer, Inc. | | | | | 3,750,619 | | | | | | 0.1 | | |
28,938 | | | Perrigo Co. PLC | | | | | 1,326,807 | | | | | | 0.0 | | |
1,213,026 | | | Pfizer, Inc. | | | | | 47,502,098 | | | | | | 0.6 | | |
28,309 | | | Quest Diagnostics, Inc. | | | | | 3,735,939 | | | | | | 0.0 | | |
22,688 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 12,672,156 | | | | | | 0.2 | | |
31,534 | | | Resmed, Inc. | | | | | 7,773,762 | | | | | | 0.1 | | |
21,159 | | | STERIS Public Ltd. Co. | | | | | 4,365,102 | | | | | | 0.1 | | |
71,028 | | | Stryker Corp. | | | | | 18,448,102 | | | | | | 0.2 | | |
10,127 | | | Teleflex, Inc. | | | | | 4,068,927 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
85,170 | | | Thermo Fisher Scientific, Inc. | | | | $ | 42,965,710 | | | | | | 0.5 | | |
204,501 | | | UnitedHealth Group, Inc. | | | | | 81,890,380 | | | | | | 1.0 | | |
16,924 | | | Universal Health Services, Inc. | | | | | 2,478,181 | | | | | | 0.0 | | |
56,097 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 11,310,838 | | | | | | 0.1 | | |
261,917 | | | Viatris, Inc. | | | | | 3,742,794 | | | | | | 0.1 | | |
13,370 (1) | | | Waters Corp. | | | | | 4,620,806 | | | | | | 0.1 | | |
15,998 | | | West Pharmaceutical Services, Inc. | | | | | 5,744,882 | | | | | | 0.1 | | |
45,178 | | | Zimmer Biomet Holdings, Inc. | | | | | 7,265,526 | | | | | | 0.1 | | |
102,883 | | | Zoetis, Inc. | | | | | 19,173,276 | | | | | | 0.2 | | |
| | | | | | | | 1,022,169,855 | | | | | | 12.9 | | |
| | |||||||||||||||
| | | Industrials: 8.5% | | ||||||||||||
125,616 | | | 3M Co. | | | | | 24,951,106 | | | | | | 0.3 | | |
27,010 (1) | | | Alaska Air Group, Inc. | | | | | 1,628,973 | | | | | | 0.0 | | |
19,498 | | | Allegion Public Ltd. | | | | | 2,716,071 | | | | | | 0.0 | | |
139,080 (1)(2) | | | American Airlines Group, Inc. | | | | | 2,949,887 | | | | | | 0.0 | | |
50,040 | | | Ametek, Inc. | | | | | 6,680,340 | | | | | | 0.1 | | |
29,139 | | | AO Smith Corp. | | | | | 2,099,756 | | | | | | 0.0 | | |
119,125 (1) | | | Boeing Co. | | | | | 28,537,585 | | | | | | 0.4 | | |
177,014 | | | Carrier Global Corp. | | | | | 8,602,880 | | | | | | 0.1 | | |
118,706 | | | Caterpillar, Inc. | | | | | 25,833,987 | | | | | | 0.3 | | |
28,819 | | | CH Robinson Worldwide, Inc. | | | | | 2,699,476 | | | | | | 0.0 | | |
19,123 | | | Cintas Corp. | | | | | 7,304,986 | | | | | | 0.1 | | |
45,115 (1) | | | Copart, Inc. | | | | | 5,947,510 | | | | | | 0.1 | | |
492,387 | | | CSX Corp. | | | | | 15,795,775 | | | | | | 0.2 | | |
31,682 | | | Cummins, Inc. | | | | | 7,724,388 | | | | | | 0.1 | | |
67,598 | | | Deere & Co. | | | | | 23,842,491 | | | | | | 0.3 | | |
138,612 (1) | | | Delta Air Lines, Inc. | | | | | 5,996,355 | | | | | | 0.1 | | |
31,189 | | | Dover Corp. | | | | | 4,697,063 | | | | | | 0.1 | | |
86,355 | | | Eaton Corp. PLC | | | | | 12,796,084 | | | | | | 0.2 | | |
129,956 | | | Emerson Electric Co. | | | | | 12,506,965 | | | | | | 0.2 | | |
26,373 | | | Equifax, Inc. | | | | | 6,316,597 | | | | | | 0.1 | | |
36,598 | | | Expeditors International Washington, Inc. | | | | | 4,633,307 | | | | | | 0.1 | | |
124,460 | | | Fastenal Co. | | | | | 6,471,920 | | | | | | 0.1 | | |
52,900 | | | FedEx Corp. | | | | | 15,781,657 | | | | | | 0.2 | | |
73,359 | | | Fortive Corp. | | | | | 5,116,057 | | | | | | 0.1 | | |
29,997 | | | Fortune Brands Home & Security, Inc. | | | | | 2,988,001 | | | | | | 0.0 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
13,642 (1) | | | Generac Holdings, Inc. | | | | $ | 5,663,476 | | | | | | 0.1 | | |
49,604 | | | General Dynamics Corp. | | | | | 9,338,449 | | | | | | 0.1 | | |
1,902,341 | | | General Electric Co. | | | | | 25,605,510 | | | | | | 0.3 | | |
150,511 | | | Honeywell International, Inc. | | | | | 33,014,588 | | | | | | 0.4 | | |
84,850 (1) | | | Howmet Aerospace, Inc. | | | | | 2,924,780 | | | | | | 0.0 | | |
8,718 | | | Huntington Ingalls Industries, Inc. | | | | | 1,837,319 | | | | | | 0.0 | | |
16,454 | | | IDEX Corp. | | | | | 3,620,703 | | | | | | 0.0 | | |
81,179 | | | IHS Markit Ltd. | | | | | 9,145,626 | | | | | | 0.1 | | |
62,291 | | | Illinois Tool Works, Inc. | | | | | 13,925,776 | | | | | | 0.2 | | |
80,897 (1) | | | Ingersoll Rand, Inc. | | | | | 3,948,583 | | | | | | 0.1 | | |
28,218 | | | Jacobs Engineering Group, Inc. | | | | | 3,764,846 | �� | | | | | 0.0 | | |
18,090 | | | JB Hunt Transport Services, Inc. | | | | | 2,947,766 | | | | | | 0.0 | | |
155,313 | | | Johnson Controls International plc | | | | | 10,659,131 | | | | | | 0.1 | | |
19,705 | | | Kansas City Southern | | | | | 5,583,806 | | | | | | 0.1 | | |
44,420 | | | L3Harris Technologies, Inc. | | | | | 9,601,383 | | | | | | 0.1 | | |
28,807 | | | Leidos Holdings, Inc. | | | | | 2,912,388 | | | | | | 0.0 | | |
53,001 | | | Lockheed Martin Corp. | | | | | 20,052,928 | | | | | | 0.3 | | |
54,996 | | | Masco Corp. | | | | | 3,239,814 | | | | | | 0.0 | | |
77,792 | | | Nielsen Holdings PLC | | | | | 1,919,129 | | | | | | 0.0 | | |
54,227 | | | Norfolk Southern Corp. | | | | | 14,392,388 | | | | | | 0.2 | | |
32,439 | | | Northrop Grumman Corp. | | | | | 11,789,306 | | | | | | 0.2 | | |
20,606 | | | Old Dominion Freight Line | | | | | 5,229,803 | | | | | | 0.1 | | |
87,416 | | | Otis Worldwide Corp. | | | | | 7,148,006 | | | | | | 0.1 | | |
75,229 | | | Paccar, Inc. | | | | | 6,714,188 | | | | | | 0.1 | | |
27,967 | | | Parker Hannifin Corp. | | | | | 8,588,945 | | | | | | 0.1 | | |
36,016 | | | Pentair PLC | | | | | 2,430,720 | | | | | | 0.0 | | |
30,084 | | | Quanta Services, Inc. | | | | | 2,724,708 | | | | | | 0.0 | | |
328,322 | | | Raytheon Technologies Corp. | | | | | 28,009,150 | | | | | | 0.4 | | |
45,629 | | | Republic Services, Inc. | | | | | 5,019,646 | | | | | | 0.1 | | |
24,440 | | | Robert Half International, Inc. | | | | | 2,174,427 | | | | | | 0.0 | | |
25,154 | | | Rockwell Automation, Inc. | | | | | 7,194,547 | | | | | | 0.1 | | |
48,150 | | | Rollins, Inc. | | | | | 1,646,730 | | | | | | 0.0 | | |
22,805 | | | Roper Technologies, Inc. | | | | | 10,722,911 | | | | | | 0.1 | | |
11,719 | | | Snap-On, Inc. | | | | | 2,618,376 | | | | | | 0.0 | | |
128,152 (1) | | | Southwest Airlines Co. | | | | | 6,803,590 | | | | | | 0.1 | | |
34,996 | | | Stanley Black & Decker, Inc. | | | | | 7,173,830 | | | | | | 0.1 | | |
10,064 (1) | | | Teledyne Technologies, Inc. | | | | | 4,215,105 | | | | | | 0.1 | | |
48,911 | | | Textron, Inc. | | | | | 3,363,609 | | | | | | 0.0 | | |
51,824 | | | Trane Technologies PLC | | | | | 9,542,871 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
11,895 (1) | | | TransDigm Group, Inc. | | | | $ | 7,699,515 | | | | | | 0.1 | | |
143,955 | | | Union Pacific Corp. | | | | | 31,660,023 | | | | | | 0.4 | | |
70,120 (1) | | | United Airlines Holdings, Inc. | | | | | 3,666,575 | | | | | | 0.0 | | |
156,744 | | | United Parcel Service, Inc. - Class B | | | | | 32,598,050 | | | | | | 0.4 | | |
15,698 (1) | | | United Rentals, Inc. | | | | | 5,007,819 | | | | | | 0.1 | | |
35,125 | | | Verisk Analytics, Inc. | | | | | 6,137,040 | | | | | | 0.1 | | |
84,157 | | | Waste Management, Inc. | | | | | 11,791,237 | | | | | | 0.2 | | |
38,499 | | | Westinghouse Air Brake Technologies Corp. | | | | | 3,168,468 | | | | | | 0.0 | | |
9,486 | | | WW Grainger, Inc. | | | | | 4,154,868 | | | | | | 0.1 | | |
39,015 | | | Xylem, Inc. | | | | | 4,680,239 | | | | | | 0.1 | | |
| | | | | | | | 672,391,908 | | | | | | 8.5 | | |
| | |||||||||||||||
| | | Information Technology: 27.3% | | ||||||||||||
137,745 | | | Accenture PLC | | | | | 40,605,849 | | | | | | 0.5 | | |
103,583 (1) | | | Adobe, Inc. | | | | | 60,662,348 | | | | | | 0.8 | | |
263,296 (1) | | | Advanced Micro Devices, Inc. | | | | | 24,731,393 | | | | | | 0.3 | | |
35,321 (1) | | | Akamai Technologies, Inc. | | | | | 4,118,429 | | | | | | 0.0 | | |
129,504 | | | Amphenol Corp. | | | | | 8,859,369 | | | | | | 0.1 | | |
79,925 | | | Analog Devices, Inc. | | | | | 13,759,888 | | | | | | 0.2 | | |
18,886 (1) | | | ANSYS, Inc. | | | | | 6,554,575 | | | | | | 0.1 | | |
3,399,254 | | | Apple, Inc. | | | | | 465,561,828 | | | | | | 5.9 | | |
198,858 | | | Applied Materials, Inc. | | | | | 28,317,379 | | | | | | 0.4 | | |
11,908 (1) | | | Arista Networks, Inc. | | | | | 4,314,387 | | | | | | 0.1 | | |
47,677 (1) | | | Autodesk, Inc. | | | | | 13,916,916 | | | | | | 0.2 | | |
92,210 | | | Automatic Data Processing, Inc. | | | | | 18,314,750 | | | | | | 0.2 | | |
88,479 | | | Broadcom, Inc. | | | | | 42,190,326 | | | | | | 0.5 | | |
25,177 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 4,066,841 | | | | | | 0.0 | | |
60,300 (1) | | | Cadence Design Systems, Inc. | | | | | 8,250,246 | | | | | | 0.1 | | |
30,382 | | | CDW Corp. | | | | | 5,306,216 | | | | | | 0.1 | | |
913,223 | | | Cisco Systems, Inc. | | | | | 48,400,819 | | | | | | 0.6 | | |
26,907 | | | Citrix Systems, Inc. | | | | | 3,155,384 | | | | | | 0.0 | | |
114,291 | | | Cognizant Technology Solutions Corp. | | | | | 7,915,795 | | | | | | 0.1 | | |
167,886 | | | Corning, Inc. | | | | | 6,866,537 | | | | | | 0.1 | | |
55,355 (1) | | | DXC Technology Co. | | | | | 2,155,524 | | | | | | 0.0 | | |
29,406 (1) | | | Enphase Energy, Inc. | | | | | 5,399,824 | | | | | | 0.1 | | |
12,919 (1) | | | F5 Networks, Inc. | | | | | 2,411,461 | | | | | | 0.0 | | |
134,382 | | | Fidelity National Information Services, Inc. | | | | | 19,037,898 | | | | | | 0.2 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
129,065 (1) | | | Fiserv, Inc. | | | | $ | 13,795,758 | | | | | | 0.2 | | |
18,062 (1) | | | FleetCor Technologies, Inc. | | | | | 4,624,956 | | | | | | 0.1 | | |
29,375 (1) | | | Fortinet, Inc. | | | | | 6,996,831 | | | | | | 0.1 | | |
18,653 (1) | | | Gartner, Inc. | | | | | 4,517,757 | | | | | | 0.1 | | |
63,974 | | | Global Payments, Inc. | | | | | 11,997,684 | | | | | | 0.1 | | |
282,900 | | | Hewlett Packard Enterprise Co. | | | | | 4,124,682 | | | | | | 0.1 | | |
260,313 | | | HP, Inc. | | | | | 7,858,849 | | | | | | 0.1 | | |
875,039 | | | Intel Corp. | | | | | 49,124,689 | | | | | | 0.6 | | |
193,627 | | | International Business Machines Corp. | | | | | 28,383,782 | | | | | | 0.4 | | |
59,216 | | | Intuit, Inc. | | | | | 29,025,907 | | | | | | 0.4 | | |
7,798 (1) | | | IPG Photonics Corp. | | | | | 1,643,584 | | | | | | 0.0 | | |
16,097 | | | Jack Henry & Associates, Inc. | | | | | 2,632,020 | | | | | | 0.0 | | |
71,022 | | | Juniper Networks, Inc. | | | | | 1,942,452 | | | | | | 0.0 | | |
39,922 (1) | | | Keysight Technologies, Inc. | | | | | 6,164,356 | | | | | | 0.1 | | |
33,216 | | | KLA Corp. | | | | | 10,768,959 | | | | | | 0.1 | | |
30,906 | | | Lam Research Corp. | | | | | 20,110,534 | | | | | | 0.3 | | |
189,567 | | | Mastercard, Inc. - Class A | | | | | 69,209,016 | | | | | | 0.9 | | |
58,155 | | | Maxim Integrated Products | | | | | 6,127,211 | | | | | | 0.1 | | |
59,274 | | | Microchip Technology, Inc. | | | | | 8,875,689 | | | | | | 0.1 | | |
243,012 (1) | | | Micron Technology, Inc. | | | | | 20,651,160 | | | | | | 0.3 | | |
1,632,100 | | | Microsoft Corp. | | | | | 442,135,890 | | | | | | 5.6 | | |
9,324 | | | Monolithic Power Systems, Inc. | | | | | 3,482,048 | | | | | | 0.0 | | |
36,767 | | | Motorola Solutions, Inc. | | | | | 7,972,924 | | | | | | 0.1 | | |
48,238 | | | NetApp, Inc. | | | | | 3,946,833 | | | | | | 0.0 | | |
125,675 | | | NortonLifeLock, Inc. | | | | | 3,420,873 | | | | | | 0.0 | | |
135,005 | | | Nvidia Corp. | | | | | 108,017,500 | | | | | | 1.4 | | |
59,755 | | | NXP Semiconductor NV - NXPI - US | | | | | 12,292,799 | | | | | | 0.2 | | |
393,665 | | | Oracle Corp. | | | | | 30,642,884 | | | | | | 0.4 | | |
69,500 | | | Paychex, Inc. | | | | | 7,457,350 | | | | | | 0.1 | | |
10,645 (1) | | | Paycom Software, Inc. | | | | | 3,869,138 | | | | | | 0.0 | | |
254,565 (1) | | | PayPal Holdings, Inc. | | | | | 74,200,606 | | | | | | 0.9 | | |
22,790 (1) | | | PTC, Inc. | | | | | 3,219,315 | | | | | | 0.0 | | |
24,398 (1) | | | Qorvo, Inc. | | | | | 4,773,469 | | | | | | 0.1 | | |
244,439 | | | Qualcomm, Inc. | | | | | 34,937,666 | | | | | | 0.4 | | |
200,665 (1) | | | Salesforce.com, Inc. | | | | | 49,016,440 | | | | | | 0.6 | | |
43,149 | | | Seagate Technology Holdings PLC | | | | | 3,794,092 | | | | | | 0.0 | | |
42,787 (1) | | | ServiceNow, Inc. | | | | | 23,513,596 | | | | | | 0.3 | | |
35,776 | | | Skyworks Solutions, Inc. | | | | | 6,860,048 | | | | | | 0.1 | | |
33,059 (1) | | | Synopsys, Inc. | | | | | 9,117,342 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
71,560 | | | TE Connectivity Ltd. | | | | $ | 9,675,628 | | | | | | 0.1 | | |
36,030 | | | Teradyne, Inc. | | | | | 4,826,579 | | | | | | 0.1 | | |
200,129 | | | Texas Instruments, Inc. | | | | | 38,484,807 | | | | | | 0.5 | | |
54,384 (1) | | | Trimble, Inc. | | | | | 4,450,243 | | | | | | 0.1 | | |
8,822 (1) | | | Tyler Technologies, Inc. | | | | | 3,990,808 | | | | | | 0.0 | | |
21,476 (1) | | | VeriSign, Inc. | | | | | 4,889,870 | | | | | | 0.1 | | |
366,616 | | | Visa, Inc. - Class A | | | | | 85,722,153 | | | | | | 1.1 | | |
66,409 (1) | | | Western Digital Corp. | | | | | 4,726,329 | | | | | | 0.1 | | |
88,685 | | | Western Union Co. | | | | | 2,037,094 | | | | | | 0.0 | | |
53,274 | | | Xilinx, Inc. | | | | | 7,705,551 | | | | | | 0.1 | | |
11,596 (1) | | | Zebra Technologies Corp. | | | | | 6,139,966 | | | | | | 0.1 | | |
| | | | | | | | 2,158,769,699 | | | | | | 27.3 | | |
| | |||||||||||||||
| | | Materials: 2.6% | | ||||||||||||
47,959 | | | Air Products & Chemicals, Inc. | | | | | 13,796,845 | | | | | | 0.2 | | |
25,294 | | | Albemarle Corp. | | | | | 4,261,027 | | | | | | 0.1 | | |
334,108 | | | Amcor PLC | | | | | 3,828,878 | | | | | | 0.1 | | |
17,988 | | | Avery Dennison Corp. | | | | | 3,781,797 | | | | | | 0.1 | | |
71,133 | | | Ball Corp. | | | | | 5,763,196 | | | | | | 0.1 | | |
24,408 | | | Celanese Corp. - Series A | | | | | 3,700,253 | | | | | | 0.0 | | |
46,529 | | | CF Industries Holdings, Inc. | | | | | 2,393,917 | | | | | | 0.0 | | |
159,731 | | | Corteva, Inc. | | | | | 7,084,070 | | | | | | 0.1 | | |
161,873 | | | Dow, Inc. | | | | | 10,243,323 | | | | | | 0.1 | | |
115,316 | | | DuPont de Nemours, Inc. | | | | | 8,926,611 | | | | | | 0.1 | | |
29,540 | | | Eastman Chemical Co. | | | | | 3,448,795 | | | | | | 0.0 | | |
53,908 | | | Ecolab, Inc. | | | | | 11,103,431 | | | | | | 0.1 | | |
27,928 | | | FMC Corp. | | | | | 3,021,810 | | | | | | 0.0 | | |
317,581 | | | Freeport-McMoRan, Inc. | | | | | 11,785,431 | | | | | | 0.2 | | |
53,941 | | | International Flavors & Fragrances, Inc. | | | | | 8,058,785 | | | | | | 0.1 | | |
84,890 | | | International Paper Co. | | | | | 5,204,606 | | | | | | 0.1 | | |
112,730 | | | Linde Public Ltd. | | | | | 32,590,243 | | | | | | 0.4 | | |
55,790 | | | LyondellBasell Industries NV - Class A | | | | | 5,739,117 | | | | | | 0.1 | | |
13,515 | | | Martin Marietta Materials, Inc. | | | | | 4,754,712 | | | | | | 0.1 | | |
75,006 | | | Mosaic Co. | | | | | 2,393,441 | | | | | | 0.0 | | |
173,613 | | | Newmont Corp. | | | | | 11,003,592 | | | | | | 0.1 | | |
64,846 | | | Nucor Corp. | | | | | 6,220,677 | | | | | | 0.1 | | |
20,618 | | | Packaging Corp. of America | | | | | 2,792,090 | | | | | | 0.0 | | |
51,378 | | | PPG Industries, Inc. | | | | | 8,722,443 | | | | | | 0.1 | | |
32,936 | | | Sealed Air Corp. | | | | | 1,951,458 | | | | | | 0.0 | | |
51,868 | | | Sherwin-Williams Co. | | | | | 14,131,437 | | | | | | 0.2 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
28,749 | | | Vulcan Materials Co. | | | | $ | 5,004,338 | | | | | | 0.1 | | |
57,668 | | | WestRock Co. | | | | | 3,069,091 | | | | | | 0.0 | | |
| | | | | | | | 204,775,414 | | | | | | 2.6 | | |
| | |||||||||||||||
| | | Real Estate: 2.6% | | ||||||||||||
29,727 | | | Alexandria Real Estate Equities, Inc. | | | | | 5,408,530 | | | | | | 0.1 | | |
98,533 | | | American Tower Corp. | | | | | 26,617,705 | | | | | | 0.3 | | |
30,253 | | | AvalonBay Communities, Inc. | | | | | 6,313,499 | | | | | | 0.1 | | |
30,777 | | | Boston Properties, Inc. | | | | | 3,526,736 | | | | | | 0.0 | | |
72,737 (1) | | | CBRE Group, Inc. | | | | | 6,235,743 | | | | | | 0.1 | | |
93,656 | | | Crown Castle International Corp. | | | | | 18,272,286 | | | | | | 0.2 | | |
61,020 | | | Digital Realty Trust, Inc. | | | | | 9,181,069 | | | | | | 0.1 | | |
81,265 | | | Duke Realty Corp. | | | | | 3,847,898 | | | | | | 0.1 | | |
19,412 | | | Equinix, Inc. | | | | | 15,580,071 | | | | | | 0.2 | | |
74,564 | | | Equity Residential | | | | | 5,741,428 | | | | | | 0.1 | | |
14,085 | | | Essex Property Trust, Inc. | | | | | 4,225,641 | | | | | | 0.1 | | |
28,979 | | | Extra Space Storage, Inc. | | | | | 4,747,340 | | | | | | 0.1 | | |
15,185 | | | Federal Realty Investment Trust | | | | | 1,779,226 | | | | | | 0.0 | | |
116,788 | | | Healthpeak Properties, Inc. | | | | | 3,887,872 | | | | | | 0.1 | | |
153,010 (1) | | | Host Hotels & Resorts, Inc. | | | | | 2,614,941 | | | | | | 0.0 | | |
62,568 (2) | | | Iron Mountain, Inc. | | | | | 2,647,878 | | | | | | 0.0 | | |
94,023 | | | Kimco Realty Corp. | | | | | 1,960,380 | | | | | | 0.0 | | |
24,809 | | | Mid-America Apartment Communities, Inc. | | | | | 4,178,332 | | | | | | 0.1 | | |
160,310 | | | ProLogis, Inc. | | | | | 19,161,854 | | | | | | 0.2 | | |
32,989 | | | Public Storage, Inc. | | | | | 9,919,462 | | | | | | 0.1 | | |
80,953 | | | Realty Income Corp. | | | | | 5,402,803 | | | | | | 0.1 | | |
34,233 | | | Regency Centers Corp. | | | | | 2,193,308 | | | | | | 0.0 | | |
23,695 | | | SBA Communications Corp. | | | | | 7,551,596 | | | | | | 0.1 | | |
71,193 | | | Simon Property Group, Inc. | | | | | 9,289,263 | | | | | | 0.1 | | |
64,324 | | | UDR, Inc. | | | | | 3,150,589 | | | | | | 0.0 | | |
81,293 | | | Ventas, Inc. | | | | | 4,641,830 | | | | | | 0.1 | | |
34,116 | | | Vornado Realty Trust | | | | | 1,592,194 | | | | | | 0.0 | | |
90,477 | | | Welltower, Inc. | | | | | 7,518,639 | | | | | | 0.1 | | |
162,356 | | | Weyerhaeuser Co. | | | | | 5,588,294 | | | | | | 0.1 | | |
| | | | | | | | 202,776,407 | | | | | | 2.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities: 2.4% | | ||||||||||||
144,379 | | | AES Corp. | | | | $ | 3,763,961 | | | | | | 0.0 | | |
54,205 | | | Alliant Energy Corp. | | | | | 3,022,471 | | | | | | 0.0 | | |
55,379 | | | Ameren Corp. | | | | | 4,432,535 | | | | | | 0.1 | | |
108,296 | | | American Electric Power Co., Inc. | | | | | 9,160,759 | | | | | | 0.1 | | |
39,325 | | | American Water Works Co., Inc. | | | | | 6,061,162 | | | | | | 0.1 | | |
28,317 | | | Atmos Energy Corp. | | | | | 2,721,547 | | | | | | 0.0 | | |
125,794 | | | Centerpoint Energy, Inc. | | | | | 3,084,469 | | | | | | 0.0 | | |
62,726 | | | CMS Energy Corp. | | | | | 3,705,852 | | | | | | 0.0 | | |
74,288 | | | Consolidated Edison, Inc. | | | | | 5,327,935 | | | | | | 0.1 | | |
174,775 | | | Dominion Energy, Inc. | | | | | 12,858,197 | | | | | | 0.2 | | |
41,981 | | | DTE Energy Co. | | | | | 5,440,738 | | | | | | 0.1 | | |
166,691 | | | Duke Energy Corp. | | | | | 16,455,736 | | | | | | 0.2 | | |
82,225 | | | Edison International | | | | | 4,754,250 | | | | | | 0.1 | | |
43,483 | | | Entergy Corp. | | | | | 4,335,255 | | | | | | 0.0 | | |
49,683 | | | Evergy, Inc. | | | | | 3,002,344 | | | | | | 0.0 | | |
74,429 | | | Eversource Energy | | | | | 5,972,183 | | | | | | 0.1 | | |
211,755 | | | Exelon Corp. | | | | | 9,382,864 | | | | | | 0.1 | | |
117,864 | | | FirstEnergy Corp. | | | | | 4,385,719 | | | | | | 0.1 | | |
425,047 | | | NextEra Energy, Inc. | | | | | 31,147,444 | | | | | | 0.4 | | |
85,200 | | | NiSource, Inc. | | | | | 2,087,400 | | | | | | 0.0 | | |
53,038 | | | NRG Energy, Inc. | | | | | 2,137,431 | | | | | | 0.0 | | |
24,435 | | | Pinnacle West Capital Corp. | | | | | 2,002,937 | | | | | | 0.0 | | |
166,736 | | | PPL Corp. | | | | | 4,663,606 | | | | | | 0.1 | | |
109,454 | | | Public Service Enterprise Group, Inc. | | | | | 6,538,782 | | | | | | 0.1 | | |
68,276 | | | Sempra Energy | | | | | 9,045,204 | | | | | | 0.1 | | |
229,406 | | | Southern Co. | | | | | 13,881,357 | | | | | | 0.2 | | |
68,355 | | | WEC Energy Group, Inc. | | | | | 6,080,177 | | | | | | 0.1 | | |
116,630 | | | Xcel Energy, Inc. | | | | | 7,683,584 | | | | | | 0.1 | | |
| | | | | | | | 193,135,899 | | | | | | 2.4 | | |
| | | Total Common Stock (Cost $4,234,028,630) | | | | | 7,871,610,300 | | | | | | 99.4 | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.6% | | |||||||||||||||
| | | Repurchase Agreements: 0.1% | | ||||||||||||
1,550,600 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,550,602, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $1,581,612, due 07/25/21-05/20/71) | | | | $ | 1,550,600 | | | | | | 0.1 | | |
1,550,559 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,550,562, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,581,570, due 07/01/21-01/15/59) | | | | | 1,550,559 | | | | | | 0.0 | | |
1,550,559 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,550,561, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,581,570, due 11/30/21-07/01/51) | | | | | 1,550,559 | | | | | | 0.0 | | |
1,550,559 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,550,561, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,581,570, due 08/01/21-04/15/62) | | | | | 1,550,559 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
71,175 (3) | | | TD Securities (USA) LLC, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $71,175, collateralized by various U.S. Government Securities, 0.125%-2.625%, Market Value plus accrued interest $72,599, due 09/30/21-02/29/24) | | | | $ | 71,175 | | | | | | 0.0 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $6,273,452) | | | | | 6,273,452 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.5% | | ||||||||||||
37,311,000 (3)(4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 37,311,000 | | | | | | 0.5 | | |
194,000 (3)(4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 194,000 | | | | | | 0.0 | | |
444 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 444 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $37,505,444) | | | | | 37,505,444 | | | | | | 0.5 | | |
| | | Total Short-Term Investments (Cost $43,778,896) | | | | | 43,778,896 | | | | | | 0.6 | | |
| | | Total Investments in Securities (Cost $4,277,807,526) | | | | $ | 7,915,389,196 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 3,934,347 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 7,919,323,543 | | | | | | 100.0 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 27.3% | |
| Health Care | | | 12.9% | |
| Consumer Discretionary | | | 12.2% | |
| Financials | | | 11.2% | |
| Communication Services | | | 11.1% | |
| Industrials | | | 8.5% | |
| Consumer Staples | | | 5.8% | |
| Energy | | | 2.8% | |
| Materials | | | 2.6% | |
| Real Estate | | | 2.6% | |
| Utilities | | | 2.4% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 7,871,610,300 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,871,610,300 | | |
Short-Term Investments | | | | | 37,505,444 | | | | | | 6,273,452 | | | | | | — | | | | | | 43,778,896 | | |
Total Investments, at fair value | | | | $ | 7,909,115,744 | | | | | $ | 6,273,452 | | | | | $ | — | | | | | $ | 7,915,389,196 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 535,313 | | | | | | — | | | | | | — | | | | | | 535,313 | | |
Total Assets | | | | $ | 7,909,651,057 | | | | | $ | 6,273,452 | | | | | $ | — | | | | | $ | 7,915,924,509 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 203 | | | | | | 09/17/21 | | | | | $ | 43,529,290 | | | | | $ | 535,313 | | |
| | | | | | | | | | | | | | | | $ | 43,529,290 | | | | | $ | 535,313 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 535,313 | | |
Total Asset Derivatives | | | | | | | $ | 535,313 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 11,340,886 | | |
Total | | | | $ | 11,340,886 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (654,837) | | |
Total | | | | $ | (654,837) | | |
| Cost for federal income tax purposes was $4,303,725,005. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 3,724,354,006 | | |
| Gross Unrealized Depreciation | | | | | (112,154,502) | | |
| Net Unrealized Appreciation | | | | $ | 3,612,199,504 | | |
VY® Clarion Real Estate Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: 99.9% | | | | |||||||||||||||||||
| | | Diversified REITs: 2.6% | | | | ||||||||||||||||
163,323 | | | VEREIT, Inc. | | | | $ | 7,501,425 | | | | | | 2.6 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Health Care REITs: 8.5% | | | | | | | | ||||||||||||
285,820 | | | Healthcare Trust of America, Inc. | | | | | 7,631,394 | | | | | | 2.7 | | | | | ||||
158,889 | | | Ventas, Inc. | | | | | 9,072,562 | | | | | | 3.2 | | | | | ||||
91,340 | | | Welltower, Inc. | | | | | 7,590,354 | | | | | | 2.6 | | | | | ||||
| | | | | | | | 24,294,310 | | | | | | 8.5 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Hotel & Resort REITs: 7.9% | | | | ||||||||||||||||
222,100 | | | Apple Hospitality REIT, Inc. | | | | | 3,389,246 | | | | | | 1.2 | | | | | ||||
197,242 | | | MGM Growth Properties LLC | | | | | 7,223,002 | | | | | | 2.5 | | | | | ||||
204,100 (1) | | | Park Hotels & Resorts, Inc. | | | | | 4,206,501 | | | | | | 1.5 | | | | | ||||
348,200 (1) | | | Sunstone Hotel Investors, Inc. | | | | | 4,324,644 | | | | | | 1.5 | | | | | ||||
175,000 (1) | | | Xenia Hotels & Resorts, Inc. | | | | | 3,277,750 | | | | | | 1.2 | | | | | ||||
| | | | | | | | 22,421,143 | | | | | | 7.9 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Industrial REITs: 17.5% | | | | ||||||||||||||||
285,139 | | | Duke Realty Corp. | | | | | 13,501,331 | | | | | | 4.7 | | | | | ||||
255,077 | | | ProLogis, Inc. | | | | | 30,489,354 | | | | | | 10.7 | | | | | ||||
156,993 | | | STAG Industrial, Inc. | | | | | 5,876,248 | | | | | | 2.1 | | | | | ||||
| | | | | | | | 49,866,933 | | | | | | 17.5 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Office REITs: 8.6% | | | | ||||||||||||||||
31,138 | | | Alexandria Real Estate Equities, Inc. | | | | | 5,665,248 | | | | | | 2.0 | | | | | ||||
149,754 (2) | | | Brandywine Realty Trust | | | | | 2,053,127 | | | | | | 0.7 | | | | | ||||
111,200 | | | Columbia Property Trust, Inc. | | | | | 1,933,768 | | | | | | 0.7 | | | | | ||||
104,941 | | | Highwoods Properties, Inc. | | | | | 4,740,185 | | | | | | 1.7 | | | | | ||||
191,872 | | | Hudson Pacific Properties, Inc. | | | | | 5,337,879 | | | | | | 1.9 | | | | | ||||
249,639 | | | Piedmont Office Realty Trust, Inc. | | | | | 4,610,832 | | | | | | 1.6 | | | | | ||||
| | | | | | | | 24,341,039 | | | | | | 8.6 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Residential REITs: 17.2% | | | | ||||||||||||||||
117,463 | | | Apartment Income REIT Corp. | | | | | 5,571,270 | | | | | | 2.0 | | | | | ||||
61,815 | | | Camden Property Trust | | | | | 8,200,996 | | | | | | 2.9 | | | | | ||||
24,355 | | | Essex Property Trust, Inc. | | | | | 7,306,743 | | | | | | 2.6 | | | | | ||||
225,709 | | | Invitation Homes, Inc. | | | | | 8,416,689 | | | | | | 2.9 | | | | | ||||
43,921 | | | Mid-America Apartment Communities, Inc. | | | | | 7,397,175 | | | | | | 2.6 | | | | | ||||
13,412 | | | Sun Communities, Inc. | | | | | 2,298,817 | | | | | | 0.8 | | | | | ||||
197,700 | | | UDR, Inc. | | | | | 9,683,346 | | | | | | 3.4 | | | | | ||||
| | | | | | | | 48,875,036 | | | | | | 17.2 | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Retail REITs: 14.5% | | ||||||||||||
106,100 | | | Acadia Realty Trust | | | | $ | 2,329,956 | | | | | | 0.8 | | |
189,723 | | | Brixmor Property Group, Inc. | | | | | 4,342,760 | | | | | | 1.5 | | |
57,200 | | | Getty Realty Corp. | | | | | 1,781,780 | | | | | | 0.6 | | |
96,122 | | | NETSTREIT Corp. | | | | | 2,216,573 | | | | | | 0.8 | | |
75,499 | | | Regency Centers Corp. | | | | | 4,837,221 | | | | | | 1.7 | | |
145,656 | | | Simon Property Group, Inc. | | | | | 19,005,195 | | | | | | 6.7 | | |
261,800 | | | SITE Centers Corp. | | | | | 3,942,708 | | | | | | 1.4 | | |
59,719 | | | Spirit Realty Capital, Inc. | | | | | 2,856,957 | | | | | | 1.0 | | |
| | | | | | | | 41,313,150 | | | | | | 14.5 | | |
| | | | | ||||||||||||
| | | Specialized REITs: 23.1% | | ||||||||||||
20,200 | | | American Tower Corp. | | | | | 5,456,828 | | | | | | 1.9 | | |
16,241 | | | Crown Castle International Corp. | | | | | 3,168,619 | | | | | | 1.1 | | |
293,982 | | | CubeSmart | | | | | 13,617,246 | | | | | | 4.8 | | |
74,401 | | | CyrusOne, Inc. | | | | | 5,321,160 | | | | | | 1.9 | | |
14,905 | | | Equinix, Inc. | | | | | 11,962,753 | | | | | | 4.2 | | |
89,513 | | | Extra Space Storage, Inc. | | | | | 14,664,020 | | | | | | 5.1 | | |
110,000 | | | Four Corners Property Trust, Inc. | | | | | 3,037,100 | | | | | | 1.1 | | |
26,071 | | | Life Storage, Inc. | | | | | 2,798,722 | | | | | | 1.0 | | |
35,547 | | | QTS Realty Trust, Inc. | | | | | 2,747,783 | | | | | | 1.0 | | |
84,500 | | | Weyerhaeuser Co. | | | | | 2,908,490 | | | | | | 1.0 | | |
| | | | | | | | 65,682,721 | | | | | | 23.1 | | |
| | | Total Common Stock (Cost $222,750,500) | | | | | 284,295,757 | | | | | | 99.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
SHORT-TERM INVESTMENTS: 1.0% | | | | |||||||||||||||||||
| | | Repurchase Agreements: 0.7% | | | | | | | | ||||||||||||
1,000,000 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 11/30/21-07/01/51) | | | | | 1,000,000 | | | | | | 0.4 | | | | |
VY® Clarion Real Estate Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/21-04/15/62) | | | | $ | 1,000,000 | | | | | | 0.3 | | |
75,588 (3) | | | TD Securities (USA) LLC, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $75,588, collateralized by various U.S. Government Securities, 0.125%-2.625%, Market Value plus accrued interest $77,100, due 09/30/21-02/29/24) | | | | | 75,588 | | | | | | 0.0 | | |
| | | Total Repurchase Agreements (Cost $2,075,588) | | | | | 2,075,588 | | | | | | 0.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
824,062 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $824,062) | | | | | 824,062 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $2,899,650) | | | | | 2,899,650 | | | | | | 1.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $225,650,150) | | | | $ | 287,195,407 | | | | | | 100.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (2,547,882) | | | | | | (0.9) | | |
| | | Net Assets | | | | $ | 284,647,525 | | | | | | 100.0 | | |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Real Estate | | | 20.2% | |
| REITS – Warehouse/Industrial | | | 13.6% | |
| REITS – Apartments | | | 11.5% | |
| REITS – Storage | | | 10.9% | |
| REITS – Diversified | | | 10.0% | |
| REITS – Health Care | | | 8.5% | |
| REITS – Office Property | | | 7.9% | |
| REITS – Regional Malls | | | 6.7% | |
| REITS – Hotels | | | 5.5% | |
| REITS – Shopping Centers | | | 3.2% | |
| REITs – Diversified | | | 1.1% | |
| REITS – Manufactured Homes | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 0.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
VY® Clarion Real Estate Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 284,295,757 | | | | | $ | — | | | | | $ | — | | | | | $ | 284,295,757 | | |
Short-Term Investments | | | | | 824,062 | | | | | | 2,075,588 | | | | | | — | | | | | | 2,899,650 | | |
Total Investments, at fair value | | | | $ | 285,119,819 | | | | | $ | 2,075,588 | | | | | $ | — | | | | | $ | 287,195,407 | | |
| Cost for federal income tax purposes was $235,976,918. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 63,002,272 | | |
| Gross Unrealized Depreciation | | | | | (11,783,783) | | |
| Net Unrealized Appreciation | | | | $ | 51,218,489 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.0% | | |||||||||||||||
| | | Communication Services: 2.1% | | ||||||||||||
20,900 (1)(2) | | | AMC Entertainment Holdings, Inc. | | | | $ | 1,184,612 | | | | | | 0.2 | | |
31,700 (2) | | | Cars.com, Inc. | | | | | 454,261 | | | | | | 0.1 | | |
40,200 (1)(2) | | | Cinemark Holdings, Inc. | | | | | 882,390 | | | | | | 0.1 | | |
49,200 (2) | | | Fluent, Inc. | | | | | 144,156 | | | | | | 0.0 | | |
26,700 | | | Gray Television, Inc. | | | | | 624,780 | | | | | | 0.1 | | |
86,700 (2) | | | IDT Corp. | | | | | 3,204,432 | | | | | | 0.4 | | |
19,700 (2) | | | Imax Corp. | | | | | 423,550 | | | | | | 0.1 | | |
34,333 (2) | | | Liberty Latin America Ltd. | | | | | 484,095 | | | | | | 0.1 | | |
37,700 (2) | | | Liberty Latin America Ltd. - Class A | | | | | 522,522 | | | | | | 0.1 | | |
326,900 (2) | | | Liberty TripAdvisor Holdings, Inc. | | | | | 1,330,483 | | | | | | 0.2 | | |
71,600 (1)(2) | | | Lions Gate Entertainment Corp. - Class A | | | | | 1,482,120 | | | | | | 0.2 | | |
17,300 (2) | | | Meredith Corp. | | | | | 751,512 | | | | | | 0.1 | | |
21,400 (2) | | | Ooma, Inc. | | | | | 403,604 | | | | | | 0.0 | | |
20,200 | | | Sinclair Broadcast Group, Inc. | | | | | 671,044 | | | | | | 0.1 | | |
80,700 | | | TEGNA, Inc. | | | | | 1,513,932 | | | | | | 0.2 | | |
27,100 (2) | | | Yelp, Inc. | | | | | 1,082,916 | | | | | | 0.1 | | |
| | | | | | | | 15,160,409 | | | | | | 2.1 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 10.5% | | ||||||||||||
6,050 | | | Aaron’s Co., Inc./The | | | | | 193,540 | | | | | | 0.0 | | |
60,741 | | | Acushnet Holdings Corp. | | | | | 3,000,605 | | | | | | 0.4 | | |
64,000 (2) | | | American Axle & Manufacturing Holdings, Inc. | | | | | 662,400 | | | | | | 0.1 | | |
21,600 | | | American Eagle Outfitters, Inc. | | | | | 810,648 | | | | | | 0.1 | | |
10,200 | | | Big Lots, Inc. | | | | | 673,302 | | | | | | 0.1 | | |
40,200 (2) | | | Bloomin Brands, Inc. | | | | | 1,091,028 | | | | | | 0.2 | | |
6,000 (2) | | | Boyd Gaming Corp. | | | | | 368,940 | | | | | | 0.1 | | |
25,900 (2) | | | Bright Horizons Family Solutions, Inc. | | | | | 3,810,149 | | | | | | 0.5 | | |
16,600 (2) | | | Brinker International, Inc. | | | | | 1,026,710 | | | | | | 0.1 | | |
52,458 | | | Brunswick Corp. | | | | | 5,225,866 | | | | | | 0.7 | | |
28,602 | | | Carter’s, Inc. | | | | | 2,950,868 | | | | | | 0.4 | | |
25,089 (1)(2) | | | Coursera, Inc. | | | | | 992,521 | | | | | | 0.1 | | |
3,900 (2) | | | CROCS, Inc. | | | | | 454,428 | | | | | | 0.1 | | |
75,300 | | | Dana, Inc. | | | | | 1,789,128 | | | | | | 0.3 | | |
10,250 (2) | | | Deckers Outdoor Corp. | | | | | 3,936,718 | | | | | | 0.6 | | |
2,700 (1) | | | Dillards, Inc. | | | | | 488,376 | | | | | | 0.1 | | |
7,700 (2) | | | Dine Brands Global, Inc. | | | | | 687,225 | | | | | | 0.1 | | |
12,300 (2) | | | Genesco, Inc. | | | | | 783,264 | | | | | | 0.1 | | |
5,100 (2) | | | G-III Apparel Group Ltd. | | | | | 167,586 | | | | | | 0.0 | | |
48,749 (2) | | | Goodyear Tire & Rubber Co. | | | | | 836,045 | | | | | | 0.1 | | |
20,100 | | | Guess?, Inc. | | | | | 530,640 | | | | | | 0.1 | | |
135,820 (1)(2) | | | Hayward Holdings, Inc. | | | | | 3,534,036 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
2,400 (2) | | | Helen of Troy Ltd. | | | | $ | 547,488 | | | | | | 0.1 | | |
19,600 (2) | | | Hibbett, Inc. | | | | | 1,756,748 | | | | | | 0.3 | | |
14,500 | | | Hooker Furniture Corp. | | | | | 502,280 | | | | | | 0.1 | | |
12,400 | | | Kontoor Brands, Inc. | | | | | 699,484 | | | | | | 0.1 | | |
33,366 | | | LCI Industries | | | | | 4,384,960 | | | | | | 0.6 | | |
3,300 | | | Lear Corp. | | | | | 578,424 | | | | | | 0.1 | | |
76,197 (1)(2) | | | Leslie’s, Inc. | | | | | 2,094,656 | | | | | | 0.3 | | |
37,600 | | | Lifetime Brands, Inc. | | | | | 562,872 | | | | | | 0.1 | | |
43,300 (2) | | | Macy’s, Inc. | | | | | 820,968 | | | | | | 0.1 | | |
7,600 (2) | | | Marriott Vacations Worldwide Corp. | | | | | 1,210,680 | | | | | | 0.2 | | |
19,943 (2) | | | Monarch Casino & Resort, Inc. | | | | | 1,319,628 | | | | | | 0.2 | | |
15,000 | | | Movado Group, Inc. | | | | | 472,050 | | | | | | 0.1 | | |
37,140 (2) | | | National Vision Holdings, Inc. | | | | | 1,898,968 | | | | | | 0.3 | | |
5,396 (2) | | | ODP Corp./The | | | | | 259,062 | | | | | | 0.0 | | |
3,800 (2) | | | Overstock.com, Inc. | | | | | 350,360 | | | | | | 0.1 | | |
8,000 | | | Patrick Industries, Inc. | | | | | 584,000 | | | | | | 0.1 | | |
7,292 (2) | | | Penn National Gaming, Inc. | | | | | 557,765 | | | | | | 0.1 | | |
44,793 (2) | | | Planet Fitness, Inc. | | | | | 3,370,673 | | | | | | 0.5 | | |
14,300 (2) | | | PLBY Group, Inc. | | | | | 556,127 | | | | | | 0.1 | | |
12,000 (2) | | | Purple Innovation, Inc. | | | | | 316,920 | | | | | | 0.0 | | |
2,900 | | | RCI Hospitality Holdings, Inc. | | | | | 191,980 | | | | | | 0.0 | | |
19,500 | | | Rent-A-Center, Inc. | | | | | 1,034,865 | | | | | | 0.1 | | |
1,450 (2) | | | RH | | | | | 984,550 | | | | | | 0.1 | | |
8,900 (2) | | | Scientific Games Corp. | | | | | 689,216 | | | | | | 0.1 | | |
21,200 (2) | | | Signet Jewelers Ltd. | | | | | 1,712,748 | | | | | | 0.2 | | |
25,400 (2) | | | Sonos, Inc. | | | | | 894,842 | | | | | | 0.1 | | |
5,500 (1)(2) | | | Stitch Fix, Inc. | | | | | 331,650 | | | | | | 0.0 | | |
23,194 | | | Thor Industries, Inc. | | | | | 2,620,922 | | | | | | 0.4 | | |
14,422 (2) | | | ThredUp, Inc. | | | | | 419,392 | | | | | | 0.1 | | |
10,400 (2) | | | Tupperware Brands Corp. | | | | | 247,000 | | | | | | 0.0 | | |
12,000 (2) | | | Universal Electronics, Inc. | | | | | 582,000 | | | | | | 0.1 | | |
49,950 (2) | | | Vizio Holding Corp. | | | | | 1,349,150 | | | | | | 0.2 | | |
152,132 | | | Wendy’s Company | | | | | 3,562,931 | | | | | | 0.5 | | |
11,700 (2) | | | WW International, Inc. | | | | | 422,838 | | | | | | 0.1 | | |
11,790 (2) | | | Xometry, Inc. | | | | | 1,030,328 | | | | | | 0.1 | | |
15,100 (2) | | | Zumiez, Inc. | | | | | 739,749 | | | | | | 0.1 | | |
| | | | | | | | 73,672,297 | | | | | | 10.5 | | |
| | | | | ||||||||||||
| | | Consumer Staples: 4.3% | | ||||||||||||
2,100 | | | Andersons, Inc. | | | | | 64,113 | | | | | | 0.0 | | |
125,831 (2) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 5,987,039 | | | | | | 0.9 | | |
4,000 | | | Bunge Ltd. | | | | | 312,600 | | | | | | 0.0 | | |
17,225 | | | Casey’s General Stores, Inc. | | | | | 3,352,674 | | | | | | 0.5 | | |
22,800 (2) | | | Central Garden & Pet Co. - Class A - CENTA | | | | | 1,101,240 | | | | | | 0.2 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
700 | | | Coca-Cola Consolidated, Inc. | | | | $ | 281,491 | | | | | | 0.0 | | |
19,500 (2) | | | Darling Ingredients, Inc. | | | | | 1,316,250 | | | | | | 0.2 | | |
22,700 | | | Edgewell Personal Care Co. | | | | | 996,530 | | | | | | 0.1 | | |
28,500 (2) | | | elf Beauty, Inc. | | | | | 773,490 | | | | | | 0.1 | | |
24,512 (2) | | | Honest Co., Inc./The | | | | | 396,849 | | | | | | 0.1 | | |
2,400 | | | Medifast, Inc. | | | | | 679,152 | | | | | | 0.1 | | |
158,245 (2) | | | Performance Food Group Co. | | | | | 7,673,300 | | | | | | 1.1 | | |
219,000 | | | Primo Water Corp. | | | | | 3,663,870 | | | | | | 0.5 | | |
70,300 (1)(2) | | | Rite Aid Corp. | | | | | 1,145,890 | | | | | | 0.2 | | |
5,700 | | | Sanderson Farms, Inc. | | | | | 1,071,429 | | | | | | 0.2 | | |
4,400 (2) | | | Seneca Foods Corp. | | | | | 224,752 | | | | | | 0.0 | | |
45,762 | | | Utz Brands, Inc. | | | | | 997,154 | | | | | | 0.1 | | |
| | | | | | | | 30,037,823 | | | | | | 4.3 | | |
| | | | | ||||||||||||
| | | Energy: 1.8% | | ||||||||||||
60,100 (2) | | | Antero Resources Corp. | | | | | 903,303 | | | | | | 0.1 | | |
8,300 (2) | | | Arch Resources, Inc. | | | | | 472,934 | | | | | | 0.1 | | |
54,300 | | | Berry Corp. | | | | | 364,896 | | | | | | 0.1 | | |
35,800 (2) | | | ChampionX Corp. | | | | | 918,270 | | | | | | 0.1 | | |
15,900 (2) | | | CNX Resources Corp. | | | | | 217,194 | | | | | | 0.0 | | |
14,500 | | | CVR Energy, Inc. | | | | | 260,420 | | | | | | 0.1 | | |
1,520 | | | Delek US Holdings, Inc. | | | | | 32,862 | | | | | | 0.0 | | |
17,300 (2) | | | Green Plains, Inc. | | | | | 581,626 | | | | | | 0.1 | | |
71,500 (2) | | | Magnolia Oil & Gas Corp. | | | | | 1,117,545 | | | | | | 0.2 | | |
15,600 | | | Matador Resources Co. | | | | | 561,756 | | | | | | 0.1 | | |
15,400 (1)(2) | | | National Energy Services Reunited Corp. | | | | | 219,450 | | | | | | 0.0 | | |
96,000 (2) | | | NexTier Oilfield Solutions, Inc. | | | | | 456,960 | | | | | | 0.1 | | |
28,700 (2) | | | Oil States International, Inc. | | | | | 225,295 | | | | | | 0.0 | | |
71,100 | | | Ovintiv, Inc. | | | | | 2,237,517 | | | | | | 0.3 | | |
14,100 (2) | | | Par Pacific Holdings, Inc. | | | | | 237,162 | | | | | | 0.0 | | |
24,200 | | | Patterson-UTI Energy, Inc. | | | | | 240,548 | | | | | | 0.0 | | |
25,600 | | | PDC Energy, Inc. | | | | | 1,172,224 | | | | | | 0.2 | | |
10,800 (2) | | | ProPetro Holding Corp. | | | | | 98,928 | | | | | | 0.0 | | |
4,000 (2) | | | Renewable Energy Group, Inc. | | | | | 249,360 | | | | | | 0.0 | | |
1,300 (2) | | | REX American Resources Corp. | | | | | 117,234 | | | | | | 0.0 | | |
80,900 (2) | | | Select Energy Services, Inc. | | | | | 488,636 | | | | | | 0.1 | | |
21,800 | | | SFL Corp. Ltd. | | | | | 166,770 | | | | | | 0.0 | | |
34,700 | | | Solaris Oilfield Infrastructure, Inc. | | | | | 337,978 | | | | | | 0.1 | | |
155,100 (2) | | | Southwestern Energy Co. | | | | | 879,417 | | | | | | 0.1 | | |
| | | | | | | | 12,558,285 | | | | | | 1.8 | | |
| | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials: 16.8% | | ||||||||||||
21,700 | | | American Equity Investment Life Holding Co. | | | | $ | 701,344 | | | | | | 0.1 | | |
7,682 | | | Ameris Bancorp. | | | | | 388,940 | | | | | | 0.1 | | |
4,900 | | | Apollo Commercial Real Estate Finance, Inc. | | | | | 78,155 | | | | | | 0.0 | | |
26,900 | | | Ares Commercial Real Estate Corp. | | | | | 395,161 | | | | | | 0.1 | | |
11,300 | | | Argo Group International Holdings Ltd. | | | | | 585,679 | | | | | | 0.1 | | |
3,100 | | | Artisan Partners Asset Management, Inc. | | | | | 157,542 | | | | | | 0.0 | | |
63,483 (2) | | | AssetMark Financial Holdings, Inc. | | | | | 1,590,884 | | | | | | 0.2 | | |
11,800 | | | Associated Banc-Corp. | | | | | 241,664 | | | | | | 0.0 | | |
32,700 | | | Bank of NT Butterfield & Son Ltd. | | | | | 1,159,215 | | | | | | 0.2 | | |
82,056 | | | BankUnited, Inc. | | | | | 3,502,971 | | | | | | 0.5 | | |
5,000 | | | Bar Harbor Bankshares | | | | | 143,100 | | | | | | 0.0 | | |
16,600 | | | Blackstone Mortgage Trust, Inc. | | | | | 529,374 | | | | | | 0.1 | | |
31,100 (2) | | | Blucora, Inc. | | | | | 538,341 | | | | | | 0.1 | | |
29,300 | | | Brightsphere Investment Group, Inc. | | | | | 686,499 | | | | | | 0.1 | | |
7,600 (1) | | | BrightSpire Capital, Inc. | | | | | 71,440 | | | | | | 0.0 | | |
4,500 (2) | | | BRP Group, Inc. | | | | | 119,925 | | | | | | 0.0 | | |
6,800 | | | Business First Bancshares, Inc. | | | | | 156,060 | | | | | | 0.0 | | |
2,500 (2) | | | Capital Bancorp, Inc. | | | | | 51,125 | | | | | | 0.0 | | |
5,600 | | | Capstar Financial Holdings, Inc. | | | | | 114,800 | | | | | | 0.0 | | |
5,600 | | | Cathay General Bancorp. | | | | | 220,416 | | | | | | 0.0 | | |
20,500 | | | CNO Financial Group, Inc. | | | | | 484,210 | | | | | | 0.1 | | |
2,500 | | | Cohen & Steers, Inc. | | | | | 205,225 | | | | | | 0.0 | | |
37,484 | | | Commerce Bancshares, Inc. | | | | | 2,794,807 | | | | | | 0.4 | | |
1,247 | | | Community Trust Bancorp, Inc. | | | | | 50,354 | | | | | | 0.0 | | |
54,500 | | | ConnectOne Bancorp, Inc. | | | | | 1,426,265 | | | | | | 0.2 | | |
20,900 | | | Cowen, Inc. | | | | | 857,945 | | | | | | 0.1 | | |
24,240 | | | Cullen/Frost Bankers, Inc. | | | | | 2,714,880 | | | | | | 0.4 | | |
25,100 (2) | | | Customers Bancorp, Inc. | | | | | 978,649 | | | | | | 0.1 | | |
27,600 (2) | | | Donnelley Financial Solutions, Inc. | | | | | 910,800 | | | | | | 0.1 | | |
9,200 (2) | | | eHealth, Inc. | | | | | 537,280 | | | | | | 0.1 | | |
25,800 | | | Ellington Financial, Inc. | | | | | 494,070 | | | | | | 0.1 | | |
8,200 (2) | | | Enova International, Inc. | | | | | 280,522 | | | | | | 0.0 | | |
1,200 | | | Enterprise Financial Services Corp. | | | | | 55,668 | | | | | | 0.0 | | |
30,100 | | | Essent Group Ltd. | | | | | 1,352,995 | | | | | | 0.2 | | |
50,400 (2) | | | Ezcorp, Inc. | | | | | 303,912 | | | | | | 0.1 | | |
27,300 | | | Federated Hermes, Inc. | | | | | 925,743 | | | | | | 0.1 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
12,800 | | | Financial Institutions, Inc. | | | | $ | 384,000 | | | | | | 0.1 | | |
125,000 | | | First BanCorp. Puerto Rico | | | | | 1,490,000 | | | | | | 0.2 | | |
3,100 | | | First Bank/Hamilton NJ | | | | | 41,974 | | | | | | 0.0 | | |
1,200 | | | First Choice Bancorp | | | | | 36,540 | | | | | | 0.0 | | |
2,300 | | | First Community Bancshares, Inc. | | | | | 68,655 | | | | | | 0.0 | | |
105,697 | | | First Financial Bancorp. | | | | | 2,497,620 | | | | | | 0.4 | | |
125,263 | | | First Hawaiian, Inc. | | | | | 3,549,953 | | | | | | 0.5 | | |
357,111 | | | First Horizon Corp. | | | | | 6,170,878 | | | | | | 0.9 | | |
4,100 | | | First Internet Bancorp | | | | | 127,018 | | | | | | 0.0 | | |
31,700 | | | Flagstar Bancorp, Inc. | | | | | 1,339,959 | | | | | | 0.2 | | |
52,300 | | | FNB Corp. | | | | | 644,859 | | | | | | 0.1 | | |
96,682 (2) | | | Focus Financial Partners, Inc. | | | | | 4,689,077 | | | | | | 0.7 | | |
1,300 | | | FS Bancorp, Inc. | | | | | 92,651 | | | | | | 0.0 | | |
5,800 | | | Granite Point Mortgage Trust, Inc. | | | | | 85,550 | | | | | | 0.0 | | |
1,800 | | | Great Ajax Corp. | | | | | 23,364 | | | | | | 0.0 | | |
4,600 | | | Great Southern Bancorp., Inc. | | | | | 247,940 | | | | | | 0.0 | | |
14,800 (2) | | | Green Dot Corp. | | | | | 693,380 | | | | | | 0.1 | | |
16,800 | | | Hancock Whitney Corp. | | | | | 746,592 | | | | | | 0.1 | | |
23,650 | | | Hanmi Financial Corp. | | | | | 450,769 | | | | | | 0.1 | | |
13,300 (1) | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | | | | | 746,795 | | | | | | 0.1 | | |
8,300 | | | HBT Financial, Inc. | | | | | 144,503 | | | | | | 0.0 | | |
3,000 | | | Heritage Insurance Holdings, Inc. | | | | | 25,740 | | | | | | 0.0 | | |
19,300 | | | Hilltop Holdings, Inc. | | | | | 702,520 | | | | | | 0.1 | | |
6,600 | | | HomeStreet, Inc. | | | | | 268,884 | | | | | | 0.0 | | |
1,600 | | | Horace Mann Educators Corp. | | | | | 59,872 | | | | | | 0.0 | | |
152,000 | | | Investors Bancorp, Inc. | | | | | 2,167,520 | | | | | | 0.3 | | |
3,100 | | | James River Group Holdings Ltd. | | | | | 116,312 | | | | | | 0.0 | | |
22,800 | | | Kearny Financial Corp./MD | | | | | 272,460 | | | | | | 0.0 | | |
27,787 | | | Kinsale Capital Group, Inc. | | | | | 4,578,464 | | | | | | 0.7 | | |
30,900 | | | KKR Real Estate Finance Trust, Inc. | | | | | 668,367 | | | | | | 0.1 | | |
41,400 | | | Ladder Capital Corp. | | | | | 477,756 | | | | | | 0.1 | | |
87,307 | | | Lazard Ltd. | | | | | 3,950,642 | | | | | | 0.6 | | |
8,500 | | | Luther Burbank Corp. | | | | | 100,810 | | | | | | 0.0 | | |
2,600 (2) | | | Metropolitan Bank Holding Corp. | | | | | 156,572 | | | | | | 0.0 | | |
16,000 | | | MFA Financial, Inc. | | | | | 73,440 | | | | | | 0.0 | | |
37,800 | | | MGIC Investment Corp. | | | | | 514,080 | | | | | | 0.1 | | |
2,100 | | | Mid Penn Bancorp, Inc. | | | | | 57,645 | | | | | | 0.0 | | |
59,450 | | | Moelis & Co. | | | | | 3,382,111 | | | | | | 0.5 | | |
14,697 | | | Morningstar, Inc. | | | | | 3,778,746 | | | | | | 0.5 | | |
29,200 (2) | | | Mr Cooper Group, Inc. | | | | | 965,352 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
109,700 | | | Navient Corp. | | | | $ | 2,120,501 | | | | | | 0.3 | | |
8,600 | | | Nelnet, Inc. | | | | | 646,978 | | | | | | 0.1 | | |
17,500 (2) | | | NMI Holdings, Inc. | | | | | 393,400 | | | | | | 0.1 | | |
58,000 | | | OceanFirst Financial Corp. | | | | | 1,208,720 | | | | | | 0.2 | | |
12,700 (2) | | | Oportun Financial Corp. | | | | | 254,381 | | | | | | 0.0 | | |
1,054 (2) | | | Oscar Health, Inc. | | | | | 22,661 | | | | | | 0.0 | | |
17,125 | | | PacWest Bancorp | | | | | 704,865 | | | | | | 0.1 | | |
5,300 | | | Peapack-Gladstone Financial Corp. | | | | | 164,671 | | | | | | 0.0 | | |
41,700 | | | Pennymac Mortgage Investment Trust | | | | | 878,202 | | | | | | 0.1 | | |
3,400 | | | Piper Sandler Cos | | | | | 440,504 | | | | | | 0.1 | | |
21,500 | | | Popular, Inc. | | | | | 1,613,575 | | | | | | 0.2 | | |
23,900 | | | PROG Holdings, Inc. | | | | | 1,150,307 | | | | | | 0.2 | | |
18,000 | | | Provident Bancorp, Inc. | | | | | 293,580 | | | | | | 0.1 | | |
55,200 | | | Provident Financial Services, Inc. | �� | | | | 1,263,528 | | | | | | 0.2 | | |
45,100 | | | Radian Group, Inc. | | | | | 1,003,475 | | | | | | 0.2 | | |
3,400 | | | RBB Bancorp | | | | | 82,348 | | | | | | 0.0 | | |
7,500 | | | Ready Capital Corp. | | | | | 119,025 | | | | | | 0.0 | | |
74,900 | | | Redwood Trust, Inc. | | | | | 904,043 | | | | | | 0.1 | | |
40,839 | | | RLI Corp. | | | | | 4,271,351 | | | | | | 0.6 | | |
2,100 | | | Selective Insurance Group | | | | | 170,415 | | | | | | 0.0 | | |
91,950 (2) | | | Selectquote, Inc. | | | | | 1,770,957 | | | | | | 0.3 | | |
2,000 | | | Sierra Bancorp. | | | | | 50,900 | | | | | | 0.0 | | |
21,142 | | | Signature Bank | | | | | 5,193,532 | | | | | | 0.7 | | |
7,400 | | | SmartFinancial, Inc. | | | | | 177,674 | | | | | | 0.0 | | |
73,538 | | | StepStone Group, Inc. | | | | | 2,529,707 | | | | | | 0.4 | | |
17,900 | | | Sterling Bancorp | | | | | 443,741 | | | | | | 0.1 | | |
14,400 | | | Stewart Information Services Corp. | | | | | 816,336 | | | | | | 0.1 | | |
13,150 | | | Stifel Financial Corp. | | | | | 852,909 | | | | | | 0.1 | | |
15,900 | | | Synovus Financial Corp. | | | | | 697,692 | | | | | | 0.1 | | |
25,700 | | | TPG RE Finance Trust, Inc. | | | | | 345,665 | | | | | | 0.1 | | |
55,100 | | | Umpqua Holdings Corp. | | | | | 1,016,595 | | | | | | 0.2 | | |
12,400 | | | United Community Banks, Inc./GA | | | | | 396,924 | | | | | | 0.1 | | |
2,800 | | | Virtus Investment Partners, Inc. | | | | | 777,756 | | | | | | 0.1 | | |
15,900 | | | Walker & Dunlop, Inc. | | | | | 1,659,642 | | | | | | 0.2 | | |
55,406 | | | Western Alliance Bancorp. | | | | | 5,144,447 | | | | | | 0.7 | | |
54,696 | | | Wintrust Financial Corp. | | | | | 4,136,658 | | | | | | 0.6 | | |
29,200 | | | Zions Bancorp NA | | | | | 1,543,512 | | | | | | 0.2 | | |
| | | | | | | | 117,656,507 | | | | | | 16.8 | | |
| | | | | ||||||||||||
| | | Health Care: 16.8% | | ||||||||||||
99,000 (2) | | | AdaptHealth Corp. | | | | | 2,713,590 | | | | | | 0.4 | | |
6,700 (2) | | | Adaptive Biotechnologies Corp. | | | | | 273,762 | | | | | | 0.0 | | |
119,651 (2) | | | Agiliti, Inc. | | | | | 2,616,767 | | | | | | 0.4 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
243,900 (2) | | | Akebia Therapeutics, Inc. | | | | $ | 924,381 | | | | | | 0.1 | | |
19,200 (2) | | | Alector, Inc. | | | | | 399,936 | | | | | | 0.1 | | |
18,500 (2) | | | Allogene Therapeutics, Inc. | | | | | 482,480 | | | | | | 0.1 | | |
53,500 (2) | | | Allscripts Healthcare Solutions, Inc. | | | | | 990,285 | | | | | | 0.1 | | |
25,700 (2) | | | Alphatec Holdings, Inc. | | | | | 393,724 | | | | | | 0.1 | | |
102,000 (2) | | | Amicus Therapeutics, Inc. | | | | | 983,280 | | | | | | 0.1 | | |
12,000 (2) | | | AMN Healthcare Services, Inc. | | | | | 1,163,760 | | | | | | 0.2 | | |
49,400 (1)(2) | | | AnaptysBio, Inc. | | | | | 1,280,942 | | | | | | 0.2 | | |
30,300 (2) | | | Angion Biomedica Corp. | | | | | 394,506 | | | | | | 0.1 | | |
14,800 (2) | | | Apollo Medical Holdings, Inc. | | | | | 929,588 | | | | | | 0.1 | | |
19,800 (2) | | | Apyx Medical Corp. | | | | | 204,138 | | | | | | 0.0 | | |
52,700 (2) | | | Arena Pharmaceuticals, Inc. | | | | | 3,594,140 | | | | | | 0.5 | | |
20,200 (2) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 1,672,964 | | | | | | 0.2 | | |
700 (2) | | | Arvinas, Inc. | | | | | 53,900 | | | | | | 0.0 | | |
3,400 (2) | | | Atara Biotherapeutics, Inc. | | | | | 52,870 | | | | | | 0.0 | | |
12,100 (2) | | | Berkeley Lights, Inc. | | | | | 542,201 | | | | | | 0.1 | | |
1,320 (2) | | | Bluebird Bio, Inc. | | | | | 42,214 | | | | | | 0.0 | | |
8,200 (2) | | | Blueprint Medicines Corp. | | | | | 721,272 | | | | | | 0.1 | | |
11,818 (1)(2) | | | Bolt Biotherapeutics, Inc. | | | | | 182,706 | | | | | | 0.0 | | |
9,800 (2) | | | Bridgebio Pharma, Inc. | | | | | 597,408 | | | | | | 0.1 | | |
11,100 (2) | | | Cara Therapeutics, Inc. | | | | | 158,397 | | | | | | 0.0 | | |
22,700 (2) | | | Cardiovascular Systems, Inc. | | | | | 968,155 | | | | | | 0.1 | | |
5,800 (2) | | | CareDx, Inc. | | | | | 530,816 | | | | | | 0.1 | | |
80,600 (2) | | | Catalyst Pharmaceuticals, Inc. | | | | | 463,450 | | | | | | 0.1 | | |
70,822 (2) | | | Certara, Inc. | | | | | 2,006,387 | | | | | | 0.3 | | |
7,870 | | | Chemed Corp. | | | | | 3,734,315 | | | | | | 0.5 | | |
24,660 (2) | | | Chinook Therapeutics, Inc. | | | | | 348,199 | | | | | | 0.1 | | |
24,900 (2) | | | Coherus Biosciences, Inc. | | | | | 344,367 | | | | | | 0.1 | | |
119,040 (2) | | | Covetrus, Inc. | | | | | 3,214,080 | | | | | | 0.5 | | |
20,200 (2) | | | Cross Country Healthcare, Inc. | | | | | 333,502 | | | | | | 0.1 | | |
33,700 (2) | | | Cutera, Inc. | | | | | 1,652,311 | | | | | | 0.2 | | �� |
34,426 (1)(2) | | | Decibel Therapeutics, Inc. | | | | | 296,064 | | | | | | 0.0 | | |
28,700 (2) | | | Dicerna Pharmaceuticals, Inc. | | | | | 1,071,084 | | | | | | 0.2 | | |
10,468 (1)(2) | | | Doximity, Inc. | | | | | 609,238 | | | | | | 0.1 | | |
600,000 (2) | | | Durect Corp. | | | | | 978,000 | | | | | | 0.1 | | |
66,745 | | | Encompass Health Corp. | | | | | 5,208,112 | | | | | | 0.7 | | |
185,100 (2) | | | Endo International PLC | | | | | 866,268 | | | | | | 0.1 | | |
78,077 (2) | | | Envista Holdings Corp. | | | | | 3,373,707 | | | | | | 0.5 | | |
18,900 (2) | | | Fate Therapeutics, Inc. | | | | | 1,640,331 | | | | | | 0.2 | | |
78,400 (1)(2) | | | Frequency Therapeutics, Inc. | | | | | 780,864 | | | | | | 0.1 | | |
5,300 (1)(2) | | | Gritstone bio, Inc. | | | | | 48,389 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
17,900 (2) | | | Hanger, Inc. | | | | $ | 452,512 | | | | | | 0.1 | | |
49,606 (2) | | | HealthEquity, Inc. | | | | | 3,992,291 | | | | | | 0.6 | | |
5,300 (2) | | | Heska Corp. | | | | | 1,217,569 | | | | | | 0.2 | | |
21,400 (2) | | | ICU Medical, Inc. | | | | | 4,404,120 | | | | | | 0.6 | | |
16,200 (2) | | | Inogen, Inc. | | | | | 1,055,754 | | | | | | 0.2 | | |
5,600 (2) | | | Inovalon Holdings, Inc. | | | | | 190,848 | | | | | | 0.0 | | |
3,200 (2) | | | Inspire Medical Systems, Inc. | | | | | 618,432 | | | | | | 0.1 | | |
8,300 (2) | | | Intersect ENT, Inc. | | | | | 141,847 | | | | | | 0.0 | | |
20,200 (2) | | | Invitae Corp. | | | | | 681,346 | | | | | | 0.1 | | |
15,500 (2) | | | Jounce Therapeutics, Inc. | | | | | 105,400 | | | | | | 0.0 | | |
26,700 (1)(2) | | | Kronos Bio, Inc. | | | | | 639,465 | | | | | | 0.1 | | |
2,300 (2) | | | Kura Oncology, Inc. | | | | | 47,955 | | | | | | 0.0 | | |
23,100 (2) | | | Kymera Therapeutics, Inc. | | | | | 1,120,350 | | | | | | 0.2 | | |
40,227 (2) | | | Landos Biopharma, Inc. | | | | | 464,622 | | | | | | 0.1 | | |
185,200 (1)(2) | | | Lannett Co., Inc. | | | | | 864,884 | | | | | | 0.1 | | |
8,400 (2) | | | Lantheus Holdings, Inc. | | | | | 232,176 | | | | | | 0.0 | | |
1,800 (2) | | | LHC Group, Inc. | | | | | 360,468 | | | | | | 0.1 | | |
7,700 (2) | | | Mednax, Inc. | | | | | 232,155 | | | | | | 0.0 | | |
13,200 (2) | | | MeiraGTx Holdings plc | | | | | 204,600 | | | | | | 0.0 | | |
8,000 (2) | | | ModivCare, Inc. | | | | | 1,360,560 | | | | | | 0.2 | | |
49,667 (1)(2) | | | Molecular Templates, Inc. | | | | | 388,396 | | | | | | 0.1 | | |
127,600 (2) | | | Mustang Bio, Inc. | | | | | 423,632 | | | | | | 0.1 | | |
46,100 (2) | | | Myriad Genetics, Inc. | | | | | 1,409,738 | | | | | | 0.2 | | |
8,900 (2) | | | Natera, Inc. | | | | | 1,010,417 | | | | | | 0.1 | | |
6,100 | | | National Healthcare Corp. | | | | | 426,390 | | | | | | 0.1 | | |
14,900 (2) | | | Natus Medical, Inc. | | | | | 387,102 | | | | | | 0.1 | | |
44,400 (2) | | | NextGen Healthcare, Inc. | | | | | 736,596 | | | | | | 0.1 | | |
25,500 (2) | | | NGM Biopharmaceuticals, Inc. | | | | | 502,860 | | | | | | 0.1 | | |
4,350 (1)(2) | | | Novavax, Inc. | | | | | 923,549 | | | | | | 0.1 | | |
26,300 (2) | | | NuVasive, Inc. | | | | | 1,782,614 | | | | | | 0.3 | | |
2,600 (2) | | | Omnicell, Inc. | | | | | 393,770 | | | | | | 0.1 | | |
10,200 (2) | | | Option Care Health, Inc. | | | | | 223,074 | | | | | | 0.0 | | |
153,161 (2) | | | Ortho Clinical Diagnostics Holdings PLC | | | | | 3,279,177 | | | | | | 0.5 | | |
30,900 (2) | | | Orthofix Medical, Inc. | | | | | 1,239,399 | | | | | | 0.2 | | |
6,500 (2) | | | Outset Medical, Inc. | | | | | 324,870 | | | | | | 0.1 | | |
23,200 | | | Owens & Minor, Inc. | | | | | 982,056 | | | | | | 0.1 | | |
7,400 (2) | | | Pacific Biosciences of California, Inc. | | | | | 258,778 | | | | | | 0.0 | | |
52,100 (2) | | | Personalis, Inc. | | | | | 1,318,130 | | | | | | 0.2 | | |
6,700 | | | Phibro Animal Health Corp. | | | | | 193,496 | | | | | | 0.0 | | |
68,722 | | | Premier, Inc. | | | | | 2,390,838 | | | | | | 0.3 | | |
59,496 (2) | | | Progyny, Inc. | | | | | 3,510,264 | | | | | | 0.5 | | |
14,500 (2) | | | PTC Therapeutics, Inc. | | | | | 612,915 | | | | | | 0.1 | | |
11,800 (2) | | | Quanterix Corp. | | | | | 692,188 | | | | | | 0.1 | | |
2,000 (2) | | | Radius Health, Inc. | | | | | 36,480 | | | | | | 0.0 | | |
3,500 (2) | | | Revance Therapeutics, Inc. | | | | | 103,740 | | | | | | 0.0 | | |
28,200 (2) | | | REVOLUTION Medicines, Inc. | | | | | 895,068 | | | | | | 0.1 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
8,200 (2) | | | Sage Therapeutics, Inc. | | | | $ | 465,842 | | | | | | 0.1 | | |
19,300 (2) | | | Sarepta Therapeutics, Inc. | | | | | 1,500,382 | | | | | | 0.2 | | |
19,900 (2) | | | Schrodinger, Inc./United States | | | | | 1,504,639 | | | | | | 0.2 | | |
13,008 (1)(2) | | | Seer, Inc. | | | | | 426,402 | | | | | | 0.1 | | |
46,600 | | | Select Medical Holdings Corp. | | | | | 1,969,316 | | | | | | 0.3 | | |
24,000 (2) | | | SI-BONE, Inc. | | | | | 755,280 | | | | | | 0.1 | | |
25,500 (1)(2) | | | Spruce Biosciences, Inc. | | | | | 285,855 | | | | | | 0.0 | | |
24,600 (2) | | | Surgery Partners, Inc. | | | | | 1,638,852 | | | | | | 0.2 | | |
4,600 (2) | | | Sutro Biopharma, Inc. | | | | | 85,514 | | | | | | 0.0 | | |
59,006 (2) | | | Syneos Health, Inc. | | | | | 5,280,447 | | | | | | 0.8 | | |
9,300 (2) | | | TCR2 Therapeutics, Inc. | | | | | 152,613 | | | | | | 0.0 | | |
54,900 (2) | | | Tenet Healthcare Corp. | | | | | 3,677,751 | | | | | | 0.5 | | |
4,900 (2) | | | Tivity Health, Inc. | | | | | 128,919 | | | | | | 0.0 | | |
36,800 (2) | | | Translate Bio, Inc. | | | | | 1,013,472 | | | | | | 0.1 | | |
52,000 (2) | | | Travere Therapeutics, Inc. | | | | | 758,680 | | | | | | 0.1 | | |
9,800 (2) | | | Turning Point Therapeutics, Inc. | | | | | 764,596 | | | | | | 0.1 | | |
12,700 (1)(2) | | | Vericel Corp. | | | | | 666,750 | | | | | | 0.1 | | |
25,200 (2) | | | Vir Biotechnology, Inc. | | | | | 1,191,456 | | | | | | 0.2 | | |
64,000 (2) | | | Xencor, Inc. | | | | | 2,207,360 | | | | | | 0.3 | | |
1,400 (2) | | | Y-mAbs Therapeutics, Inc. | | | | | 47,320 | | | | | | 0.0 | | |
15,600 (2) | | | Zogenix, Inc. | | | | | 269,568 | | | | | | 0.0 | | |
| | | | | | | | 117,460,755 | | | | | | 16.8 | | |
| | | | | ||||||||||||
| | | Industrials: 19.2% | | ||||||||||||
22,900 (2) | | | AAR Corp. | | | | | 887,375 | | | | | | 0.1 | | |
44,200 | | | ABM Industries, Inc. | | | | | 1,960,270 | | | | | | 0.3 | | |
47,550 | | | ACCO Brands Corp. | | | | | 410,356 | | | | | | 0.1 | | |
3,600 | | | Advanced Drainage Systems, Inc. | | | | | 419,652 | | | | | | 0.1 | | |
45,783 (2) | | | Alaska Air Group, Inc. | | | | | 2,761,173 | | | | | | 0.4 | | |
4,500 (2) | | | Allegiant Travel Co. | | | | | 873,000 | | | | | | 0.1 | | |
53,225 | | | Altra Industrial Motion Corp. | | | | | 3,460,689 | | | | | | 0.5 | | |
14,500 | | | Apogee Enterprises, Inc. | | | | | 590,585 | | | | | | 0.1 | | |
42,674 | | | Applied Industrial Technologies, Inc. | | | | | 3,885,894 | | | | | | 0.6 | | |
40,000 | | | ArcBest Corp. | | | | | 2,327,600 | | | | | | 0.3 | | |
38,500 | | | Argan, Inc. | | | | | 1,839,915 | | | | | | 0.3 | | |
21,800 (2) | | | Astronics Corp. | | | | | 381,718 | | | | | | 0.1 | | |
31,200 (2) | | | Atkore, Inc. | | | | | 2,215,200 | | | | | | 0.3 | | |
13,500 | | | AZZ, Inc. | | | | | 699,030 | | | | | | 0.1 | | |
8,500 | | | Barnes Group, Inc. | | | | | 435,625 | | | | | | 0.1 | | |
18,000 | | | Barrett Business Services, Inc. | | | | | 1,306,980 | | | | | | 0.2 | | |
21,900 (2) | | | Beacon Roofing Supply, Inc. | | | | | 1,166,175 | | | | | | 0.2 | | |
33,900 (1)(2) | | | Bloom Energy Corp. | | | | | 910,893 | | | | | | 0.1 | | |
6,600 | | | Boise Cascade Co. | | | | | 385,110 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
59,766 | | | Brady Corp. | | | | $ | 3,349,287 | | | | | | 0.5 | | |
6,600 | | | Brink’s Co. | | | | | 507,144 | | | | | | 0.1 | | |
51,318 (2) | | | Builders FirstSource, Inc. | | | | | 2,189,226 | | | | | | 0.3 | | |
7,300 | | | CAI International, Inc. | | | | | 408,800 | | | | | | 0.1 | | |
58,511 (2) | | | Casella Waste Systems, Inc. | | | | | 3,711,353 | | | | | | 0.5 | | |
13,400 | | | Columbus McKinnon Corp. | | | | | 646,416 | | | | | | 0.1 | | |
17,100 | | | Comfort Systems USA, Inc. | | | | | 1,347,309 | | | | | | 0.2 | | |
29,400 (2) | | | Cornerstone Building Brands, Inc. | | | | | 534,492 | | | | | | 0.1 | | |
62,300 | | | Costamare, Inc. | | | | | 735,763 | | | | | | 0.1 | | |
35,072 | | | Douglas Dynamics, Inc. | | | | | 1,427,080 | | | | | | 0.2 | | |
88,223 (2) | | | Driven Brands Holdings, Inc. | | | | | 2,727,855 | | | | | | 0.4 | | |
6,100 (2) | | | Ducommun, Inc. | | | | | 332,816 | | | | | | 0.0 | | |
14,000 (2) | | | Echo Global Logistics, Inc. | | | | | 430,360 | | | | | | 0.1 | | |
10,900 | | | EMCOR Group, Inc. | | | | | 1,342,771 | | | | | | 0.2 | | |
55,454 (2) | | | First Advantage Corp. | | | | | 1,104,089 | | | | | | 0.2 | | |
3,500 | | | Forward Air Corp. | | | | | 314,125 | | | | | | 0.0 | | |
114,737 (2) | | | Gates Industrial Corp. PLC | | | | | 2,073,298 | | | | | | 0.3 | | |
3,700 (2) | | | Gibraltar Industries, Inc. | | | | | 282,347 | | | | | | 0.0 | | |
28,800 (2) | | | GMS, Inc. | | | | | 1,386,432 | | | | | | 0.2 | | |
54,300 (2) | | | Great Lakes Dredge & Dock Corp. | | | | | 793,323 | | | | | | 0.1 | | |
16,000 | | | Heidrick & Struggles International, Inc. | | | | | 712,800 | | | | | | 0.1 | | |
23,000 (2) | | | Herc Holdings, Inc. | | | | | 2,577,610 | | | | | | 0.4 | | |
16,800 | | | Herman Miller, Inc. | | | | | 791,952 | | | | | | 0.1 | | |
10,600 | | | HNI Corp. | | | | | 466,082 | | | | | | 0.1 | | |
22,600 (2) | | | HUB Group, Inc. | | | | | 1,491,148 | | | | | | 0.2 | | |
80,706 (2) | | | IAA, Inc. | | | | | 4,401,705 | | | | | | 0.6 | | |
11,200 (2) | | | KAR Auction Services, Inc. | | | | | 196,560 | | | | | | 0.0 | | |
45,700 | | | KBR, Inc. | | | | | 1,743,455 | | | | | | 0.2 | | |
7,600 (2) | | | Kelly Services, Inc. | | | | | 182,172 | | | | | | 0.0 | | |
11,400 | | | Kforce, Inc. | | | | | 717,402 | | | | | | 0.1 | | |
83,270 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 3,785,454 | | | | | | 0.5 | | |
41,700 | | | Knoll, Inc. | | | | | 1,083,783 | | | | | | 0.2 | | |
31,700 | | | Korn Ferry | | | | | 2,299,835 | | | | | | 0.3 | | |
18,743 | | | Landstar System, Inc. | | | | | 2,961,769 | | | | | | 0.4 | | |
40,738 | | | Lincoln Electric Holdings, Inc. | | | | | 5,365,602 | | | | | | 0.8 | | |
23,900 (2) | | | Manitowoc Co., Inc./The | | | | | 585,550 | | | | | | 0.1 | | |
2,900 (2) | | | Masonite International Corp. | | | | | 324,191 | | | | | | 0.0 | | |
20,000 (2) | | | Mastec, Inc. | | | | | 2,122,000 | | | | | | 0.3 | | |
18,900 (2) | | | Meritor, Inc. | | | | | 442,638 | | | | | | 0.1 | | |
2,300 | | | Moog, Inc. | | | | | 193,338 | | | | | | 0.0 | | |
12,000 (2) | | | MRC Global, Inc. | | | | | 112,800 | | | | | | 0.0 | | |
31,698 | | | MSA Safety, Inc. | | | | | 5,248,555 | | | | | | 0.8 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
5,400 | | | Mueller Industries, Inc. | | | | $ | 233,874 | | | | | | 0.0 | | |
65,900 (2) | | | NOW, Inc. | | | | | 625,391 | | | | | | 0.1 | | |
2,700 | | | Park-Ohio Holdings Corp. | | | | | 86,778 | | | | | | 0.0 | | |
3,600 | | | Powell Industries, Inc. | | | | | 111,420 | | | | | | 0.0 | | |
25,100 | | | Primoris Services Corp. | | | | | 738,693 | | | | | | 0.1 | | |
18,000 | | | Quanex Building Products Corp. | | | | | 447,120 | | | | | | 0.1 | | |
26,094 (2) | | | RBC Bearings, Inc. | | | | | 5,203,665 | | | | | | 0.7 | | |
9,200 (2) | | | Resideo Technologies, Inc. | | | | | 276,000 | | | | | | 0.0 | | |
12,800 | | | REV Group, Inc. | | | | | 200,832 | | | | | | 0.0 | | |
826 (2) | | | Ritchie Bros Auctioneers, Inc. | | | | | 48,830 | | | | | | 0.0 | | |
17,200 (2) | | | SP Plus Corp. | | | | | 526,148 | | | | | | 0.1 | | |
41,000 | | | Steelcase, Inc. | | | | | 619,510 | | | | | | 0.1 | | |
47,505 (2) | | | Stericycle, Inc. | | | | | 3,398,983 | | | | | | 0.5 | | |
14,000 (2) | | | Sterling Construction Co., Inc. | | | | | 337,820 | | | | | | 0.0 | | |
34,600 (2) | | | Sunrun, Inc. | | | | | 1,929,988 | | | | | | 0.3 | | |
9,300 (2) | | | Team, Inc. | | | | | 62,310 | | | | | | 0.0 | | |
47,600 | | | Terex Corp. | | | | | 2,266,712 | | | | | | 0.3 | | |
52,554 | | | Toro Co. | | | | | 5,774,634 | | | | | | 0.8 | | |
9,500 (2) | | | TriNet Group, Inc. | | | | | 688,560 | | | | | | 0.1 | | |
8,000 (2) | | | Triumph Group, Inc. | | | | | 166,000 | | | | | | 0.0 | | |
25,500 (2) | | | TrueBlue, Inc. | | | | | 716,805 | | | | | | 0.1 | | |
22,700 (2) | | | Tutor Perini Corp. | | | | | 314,395 | | | | | | 0.0 | | |
11,800 | | | UFP Industries, Inc. | | | | | 877,212 | | | | | | 0.1 | | |
9,372 | | | Unifirst Corp. | | | | | 2,199,046 | | | | | | 0.3 | | |
1,200 (2) | | | Vectrus, Inc. | | | | | 57,108 | | | | | | 0.0 | | |
6,500 (2) | | | Veritiv Corp. | | | | | 399,230 | | | | | | 0.1 | | |
8,000 | | | Wabash National Corp. | | | | | 128,000 | | | | | | 0.0 | | |
90,663 (2) | | | Welbilt, Inc. | | | | | 2,098,848 | | | | | | 0.3 | | |
33,500 (2) | | | Wesco International, Inc. | | | | | 3,444,470 | | | | | | 0.5 | | |
219,126 (2) | | | WillScot Mobile Mini Holdings Corp. | | | | | 6,107,042 | | | | | | 0.9 | | |
32,417 | | | Woodward, Inc. | | | | | 3,983,401 | | | | | | 0.6 | | |
| | | | | | | | 134,436,752 | | | | | | 19.2 | | |
| | | | | ||||||||||||
| | | Information Technology: 12.6% | | ||||||||||||
6,600 (2) | | | 3D Systems Corp. | | | | | 263,802 | | | | | | 0.0 | | |
3,100 (2) | | | 8x8, Inc. | | | | | 86,056 | | | | | | 0.0 | | |
3,400 (2) | | | ACI Worldwide, Inc. | | | | | 126,276 | | | | | | 0.0 | | |
9,700 | | | Advanced Energy Industries, Inc. | | | | | 1,093,287 | | | | | | 0.2 | | |
88,930 (2) | | | Allegro MicroSystems, Inc. | | | | | 2,463,361 | | | | | | 0.4 | | |
26,400 (2) | | | Alpha & Omega Co. | | | | | 802,296 | | | | | | 0.1 | | |
3,900 (2) | | | Ambarella, Inc. | | | | | 415,857 | | | | | | 0.1 | | |
44,600 | | | Amkor Technology, Inc. | | | | | 1,055,682 | | | | | | 0.2 | | |
23,100 (1)(2) | | | Asana, Inc. | | | | | 1,432,893 | | | | | | 0.2 | | |
25,939 (2) | | | Aspen Technology, Inc. | | | | | 3,567,650 | | | | | | 0.5 | | |
48,200 (2) | | | Avaya Holdings Corp. | | | | | 1,296,580 | | | | | | 0.2 | | |
20,300 (2) | | | Avid Technology, Inc. | | | | | 794,745 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
25,640 | | | Badger Meter, Inc. | | | | $ | 2,515,797 | | | | | | 0.4 | | |
54,200 | | | Benchmark Electronics, Inc. | | | | | 1,542,532 | | | | | | 0.2 | | |
13,300 (1)(2) | | | BigCommerce Holdings, Inc. | | | | | 863,436 | | | | | | 0.1 | | |
7,300 (2) | | | Blackbaud, Inc. | | | | | 558,961 | | | | | | 0.1 | | |
4,700 (2) | | | Blackline, Inc. | | | | | 522,969 | | | | | | 0.1 | | |
4,770 (2),(3) | | | BM Technologies, Inc. | | | | | 56,372 | | | | | | 0.0 | | |
12,600 (2) | | | Cerence, Inc. | | | | | 1,344,546 | | | | | | 0.2 | | |
25,365 | | | CMC Materials, Inc. | | | | | 3,823,520 | | | | | | 0.5 | | |
21,700 (2) | | | Cornerstone OnDemand, Inc. | | | | | 1,119,286 | | | | | | 0.2 | | |
50,100 (2) | | | Diebold Nixdorf, Inc. | | | | | 643,284 | | | | | | 0.1 | | |
12,900 (2) | | | Digital Turbine, Inc. | | | | | 980,787 | | | | | | 0.1 | | |
20,253 (2) | | | DigitalOcean Holdings, Inc. | | | | | 1,125,864 | | | | | | 0.2 | | |
33,629 (2) | | | Duck Creek Technologies, Inc. | | | | | 1,463,198 | | | | | | 0.2 | | |
98,900 (2) | | | eGain Corp. | | | | | 1,135,372 | | | | | | 0.2 | | |
44,491 (2) | | | Envestnet, Inc. | | | | | 3,375,087 | | | | | | 0.5 | | |
101,100 (2) | | | Extreme Networks, Inc. | | | | | 1,128,276 | | | | | | 0.2 | | |
12,200 (2) | | | Fabrinet | | | | | 1,169,614 | | | | | | 0.2 | | |
29,315 (2) | | | Guidewire Software, Inc. | | | | | 3,304,387 | | | | | | 0.5 | | |
13,400 (2) | | | Ichor Holdings Ltd. | | | | | 720,920 | | | | | | 0.1 | | |
3,000 (2) | | | Itron, Inc. | | | | | 299,940 | | | | | | 0.0 | | |
12,800 (2) | | | j2 Global, Inc. | | | | | 1,760,640 | | | | | | 0.3 | | |
4,100 (1)(2) | | | Jfrog Ltd. | | | | | 186,632 | | | | | | 0.0 | | |
4,375 (2) | | | Kimball Electronics, Inc. | | | | | 95,113 | | | | | | 0.0 | | |
19,400 (2) | | | Marathon Digital Holdings, Inc. | | | | | 608,578 | | | | | | 0.1 | | |
17,100 | | | MAXIMUS, Inc. | | | | | 1,504,287 | | | | | | 0.2 | | |
45,831 (2) | | | Medallia, Inc. | | | | | 1,546,796 | | | | | | 0.2 | | |
375 (1)(2) | | | MicroStrategy, Inc. | | | | | 249,188 | | | | | | 0.0 | | |
3,600 (2) | | | Model N, Inc. | | | | | 123,372 | | | | | | 0.0 | | |
22,007 (1)(2) | | | nCino, Inc. | | | | | 1,318,659 | | | | | | 0.2 | | |
80,019 (2) | | | nLight, Inc. | | | | | 2,903,089 | | | | | | 0.4 | | |
24,854 (2) | | | Novanta, Inc. | | | | | 3,349,325 | | | | | | 0.5 | | |
17,400 (1)(2) | | | PagerDuty, Inc. | | | | | 740,892 | | | | | | 0.1 | | |
10,200 (2) | | | PDF Solutions, Inc. | | | | | 185,436 | | | | | | 0.0 | | |
69,390 | | | Power Integrations, Inc. | | | | | 5,694,143 | | | | | | 0.8 | | |
45,470 (2) | | | Q2 Holdings, Inc. | | | | | 4,664,313 | | | | | | 0.7 | | |
7,800 (2) | | | Rambus, Inc. | | | | | 184,938 | | | | | | 0.0 | | |
9,900 (2) | | | SailPoint Technologies Holding, Inc. | | | | | 505,593 | | | | | | 0.1 | | |
42,400 (2) | | | Sanmina Corp. | | | | | 1,651,904 | | | | | | 0.2 | | |
11,600 (2) | | | Scansource, Inc. | | | | | 326,308 | | | | | | 0.0 | | |
10,600 (2) | | | Semtech Corp. | | | | | 729,280 | | | | | | 0.1 | | |
21,400 (2) | | | SMART Global Holdings, Inc. | | | | | 1,020,352 | | | | | | 0.1 | | |
800 (2) | | | SPS Commerce, Inc. | | | | | 79,880 | | | | | | 0.0 | | |
36,800 (1)(2) | | | SunPower Corp. | | | | | 1,075,296 | | | | | | 0.2 | | |
75,200 (2) | | | Super Micro Computer, Inc. | | | | | 2,645,536 | | | | | | 0.4 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: (continued) | | | | |||||||||||||||||||
| | | Information Technology (continued) | | | | ||||||||||||||||
21,100 | | | TTEC Holdings, Inc. | | | | $ | 2,175,199 | | | | | | 0.3 | | | | | ||||
15,600 (2) | | | Ultra Clean Holdings, Inc. | | | | | 838,032 | | | | | | 0.1 | | | | | ||||
35,800 (2) | | | Unisys Corp. | | | | | 906,098 | | | | | | 0.1 | | | | | ||||
10,355 (1)(2) | | | Viant Technology, Inc. | | | | | 308,372 | | | | | | 0.0 | | | | | ||||
44,500 | | | Vishay Intertechnology, Inc. | | | | | 1,003,475 | | | | | | 0.1 | | | | | ||||
20,200 (2) | | | Vishay Precision Group, Inc. | | | | | 687,608 | | | | | | 0.1 | | | | | ||||
24,303 (2) | | | WEX, Inc. | | | | | 4,712,352 | | | | | | 0.7 | | | | | ||||
800 (2) | | | Workiva, Inc. | | | | | 89,064 | | | | | | 0.0 | | | | | ||||
91,200 | | | Xperi Holding Corp. | | | | | 2,028,288 | | | | | | 0.3 | | | | | ||||
79,400 (2) | | | Zuora, Inc. | | | | | 1,369,650 | | | | | | 0.2 | | | | | ||||
| | | | | | | | 88,360,321 | | | | | | 12.6 | | | | | ||||
| | | | | | | ||||||||||||||||
| | | Materials: 5.3% | | | | | | | | ||||||||||||
23,500 (2) | | | Alcoa Corp. | | | | | 865,740 | | | | | | 0.1 | | | | | ||||
29,200 (2) | | | Allegheny Technologies, Inc. | | | | | 608,820 | | | | | | 0.1 | | | | | ||||
47,201 | | | Aptargroup, Inc. | | | | | 6,647,789 | | | | | | 0.9 | | | | | ||||
18,900 (2) | | | Arconic Corp. | | | | | 673,218 | | | | | | 0.1 | | | | | ||||
26,900 | | | Avient Corp. | | | | | 1,322,404 | | | | | | 0.2 | | | | | ||||
35,700 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 769,692 | | | | | | 0.1 | | | | | ||||
25,400 | | | Commercial Metals Co. | | | | | 780,288 | | | | | | 0.1 | | | | | ||||
43,266 (2) | | | Diversey Holdings Ltd. | | | | | 774,894 | | | | | | 0.1 | | | | | ||||
9,000 (2) | | | Domtar Corp. | | | | | 494,640 | | | | | | 0.1 | | | | | ||||
3,200 (2) | | | Forterra, Inc. | | | | | 75,232 | | | | | | 0.0 | | | | | ||||
88,854 (2) | | | GCP Applied Technologies, Inc. | | | | | 2,066,744 | | | | | | 0.3 | | | | | ||||
4,400 | | | Glatfelter Corp. | | | | | 61,468 | | | | | | 0.0 | | | | | ||||
8,500 | | | Greif, Inc. - Class A | | | | | 514,675 | | | | | | 0.1 | | | | | ||||
16,500 | | | HB Fuller Co. | | | | | 1,049,565 | | | | | | 0.1 | | | | | ||||
11,400 (2) | | | Ingevity Corp. | | | | | 927,504 | | | | | | 0.1 | | | | | ||||
3,500 | | | Kaiser Aluminum Corp. | | | | | 432,215 | | | | | | 0.1 | | | | | ||||
13,200 (2) | | | Koppers Holdings, Inc. | | | | | 427,020 | | | | | | 0.1 | | | | | ||||
15,200 | | | Louisiana-Pacific Corp. | | | | | 916,408 | | | | | | 0.1 | | | | | ||||
8,200 | | | Minerals Technologies, Inc. | | | | | 645,094 | | | | | | 0.1 | | | | | ||||
7,600 | | | Myers Industries, Inc. | | | | | 159,600 | | | | | | 0.0 | | | | | ||||
4,400 | | | Neenah, Inc. | | | | | 220,748 | | | | | | 0.0 | | | | | ||||
20,200 (2) | | | Orion Engineered Carbons SA | | | | | 383,598 | | | | | | 0.1 | | | | | ||||
128,263 | | | Pactiv Evergreen, Inc. | | | | | 1,932,924 | | | | | | 0.3 | | | | | ||||
114,573 | | | PQ Group Holdings, Inc. | | | | | 1,759,841 | | | | | | 0.2 | | | | | ||||
16,409 | | | Quaker Chemical Corp. | | | | | 3,892,051 | | | | | | 0.6 | | | | | ||||
36,000 | | | Schweitzer-Mauduit International, Inc. | | | | | 1,453,680 | | | | | | 0.2 | | | | | ||||
78,200 | | | SunCoke Energy, Inc. | | | | | 558,348 | | | | | | 0.1 | | | | | ||||
9,800 | | | Trinseo SA | | | | | 586,432 | | | | | | 0.1 | | | | | ||||
63,100 | | | Tronox Holdings PLC | | | | | 1,413,440 | | | | | | 0.2 | | | | | ||||
6,000 | | | United States Steel Corp. | | | | | 144,000 | | | | | | 0.0 | | | | | ||||
4,400 (2) | | | US Concrete, Inc. | | | | | 324,720 | | | | | | 0.0 | | | | | ||||
77,753 | | | Valvoline, Inc. | | | | | 2,523,862 | | | | | | 0.4 | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
20,300 | | | Verso Corp. | | | | $ | 359,310 | | | | | | 0.1 | | |
25,400 | | | Warrior Met Coal, Inc. | | | | | 436,880 | | | | | | 0.1 | | |
1,100 | | | Worthington Industries, Inc. | | | | | 67,298 | | | | | | 0.0 | | |
19,900 (1)(2) | | | Zymergen, Inc. | | | | | 796,199 | | | | | | 0.1 | | |
| | | | | | | | 37,066,341 | | | | | | 5.3 | | |
| | | | | ||||||||||||
| | | Real Estate: 6.6% | | ||||||||||||
2,000 | | | Agree Realty Corp. | | | | | 140,980 | | | | | | 0.0 | | |
18,500 | | | Alexander & Baldwin, Inc. | | | | | 338,920 | | | | | | 0.1 | | |
4,400 | | | American Assets Trust, Inc. | | | | | 164,076 | | | | | | 0.0 | | |
63,145 | | | American Campus Communities, Inc. | | | | | 2,950,134 | | | | | | 0.4 | | |
11,600 | | | American Finance Trust, Inc. | | | | | 98,368 | | | | | | 0.0 | | |
33,500 | | | Armada Hoffler Properties, Inc. | | | | | 445,215 | | | | | | 0.1 | | |
21,700 | | | Broadstone Net Lease, Inc. | | | | | 507,997 | | | | | | 0.1 | | |
4,200 | | | CareTrust REIT, Inc. | | | | | 97,566 | | | | | | 0.0 | | |
15,700 | | | CatchMark Timber Trust, Inc. | | | | | 183,690 | | | | | | 0.0 | | |
3,500 | | | Centerspace | | | | | 276,150 | | | | | | 0.0 | | |
4,300 (2) | | | Chatham Lodging Trust | | | | | 55,341 | | | | | | 0.0 | | |
50,600 | | | City Office REIT, Inc. | | | | | 628,958 | | | | | | 0.1 | | |
4,400 | | | Columbia Property Trust, Inc. | | | | | 76,516 | | | | | | 0.0 | | |
2,700 | | | Community Healthcare Trust, Inc. | | | | | 128,142 | | | | | | 0.0 | | |
12,756 | | | Cousins Properties, Inc. | | | | | 469,166 | | | | | | 0.1 | | |
101,724 | | | CubeSmart | | | | | 4,711,856 | | | | | | 0.7 | | |
163,027 (2) | | | Cushman & Wakefield PLC | | | | | 2,848,082 | | | | | | 0.4 | | |
31,900 (2) | | | DiamondRock Hospitality Co. | | | | | 309,430 | | | | | | 0.1 | | |
96,400 (2) | | | DigitalBridge Group, Inc. | | | | | 761,560 | | | | | | 0.1 | | |
33,280 | | | EastGroup Properties, Inc. | | | | | 5,472,896 | | | | | | 0.8 | | |
12,300 | | | Essential Properties Realty Trust, Inc. | | | | | 332,592 | | | | | | 0.1 | | |
13,075 | | | First Industrial Realty Trust, Inc. | | | | | 682,907 | | | | | | 0.1 | | |
19,500 | | | Four Corners Property Trust, Inc. | | | | | 538,395 | | | | | | 0.1 | | |
2,500 | | | Getty Realty Corp. | | | | | 77,875 | | | | | | 0.0 | | |
19,400 | | | Gladstone Commercial Corp. | | | | | 437,664 | | | | | | 0.1 | | |
3,000 | | | Global Medical REIT, Inc. | | | | | 44,280 | | | | | | 0.0 | | |
34,800 | | | Global Net Lease, Inc. | | | | | 643,800 | | | | | | 0.1 | | |
9,200 | | | Healthcare Realty Trust, Inc. | | | | | 277,840 | | | | | | 0.1 | | |
1,800 | | | Highwoods Properties, Inc. | | | | | 81,306 | | | | | | 0.0 | | |
1,300 (1) | | | Innovative Industrial Properties, Inc. | | | | | 248,326 | | | | | | 0.0 | | |
1,253 (2) | | | Jones Lang LaSalle, Inc. | | | | | 244,911 | | | | | | 0.0 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
24,900 | | | Kite Realty Group Trust | | | | $ | 548,049 | | | | | | 0.1 | | |
87,760 | | | National Retail Properties, Inc. | | | | | 4,114,189 | | | | | | 0.6 | | |
15,500 | | | National Storage Affiliates Trust | | | | | 783,680 | | | | | | 0.1 | | |
62,700 | | | New Senior Investment Group, Inc. | | | | | 550,506 | | | | | | 0.1 | | |
149,080 (2) | | | Outfront Media, Inc. | | | | | 3,582,392 | | | | | | 0.5 | | |
14,000 | | | Physicians Realty Trust | | | | | 258,580 | | | | | | 0.0 | | |
12,800 | | | Piedmont Office Realty Trust, Inc. | | | | | 236,416 | | | | | | 0.0 | | |
23,100 | | | Plymouth Industrial REIT, Inc. | | | | | 462,462 | | | | | | 0.1 | | |
24,300 | | | PotlatchDeltic Corp. | | | | | 1,291,545 | | | | | | 0.2 | | |
7,700 | | | QTS Realty Trust, Inc. | | | | | 595,210 | | | | | | 0.1 | | |
69,300 (2) | | | Realogy Holdings Corp. | | | | | 1,262,646 | | | | | | 0.2 | | |
24,800 | | | Retail Opportunity Investments Corp. | | | | | 437,968 | | | | | | 0.1 | | |
52,800 | | | Retail Properties of America, Inc. | | | | | 604,560 | | | | | | 0.1 | | |
8,289 | | | Retail Value, Inc. | | | | | 180,286 | | | | | | 0.0 | | |
2,300 | | | RMR Group, Inc. | | | | | 88,872 | | | | | | 0.0 | | |
29,655 (2) | | | Ryman Hospitality Properties | | | | | 2,341,559 | | | | | | 0.3 | | |
27,800 | | | Sabra Healthcare REIT, Inc. | | | | | 505,960 | | | | | | 0.1 | | |
7,600 | | | Service Properties Trust | | | | | 95,760 | | | | | | 0.0 | | |
18,300 | | | SITE Centers Corp. | | | | | 275,598 | | | | | | 0.0 | | |
37,600 | | | STAG Industrial, Inc. | | | | | 1,407,368 | | | | | | 0.2 | | |
8,600 (2) | | | Summit Hotel Properties, Inc. | | | | | 80,238 | | | | | | 0.0 | | |
69,203 (2) | | | Sunstone Hotel Investors, Inc. | | | | | 859,501 | | | | | | 0.1 | | |
3,700 | | | UMH Properties, Inc. | | | | | 80,734 | | | | | | 0.0 | | |
12,100 | | | Urban Edge Properties | | | | | 231,110 | | | | | | 0.0 | | |
47,600 (2) | | | Xenia Hotels & Resorts, Inc. | | | | | 891,548 | | | | | | 0.1 | | |
| | | | | | | | 46,041,676 | | | | | | 6.6 | | |
| | | | | ||||||||||||
| | | Utilities: 2.0% | | ||||||||||||
9,100 | | | ALLETE, Inc. | | | | | 636,818 | | | | | | 0.1 | | |
5,400 | | | Black Hills Corp. | | | | | 354,402 | | | | | | 0.1 | | |
4,100 | | | Chesapeake Utilities Corp. | | | | | 493,353 | | | | | | 0.1 | | |
31,600 | | | Clearway Energy, Inc.- Class A | | | | | 796,952 | | | | | | 0.1 | | |
28,200 | | | Clearway Energy, Inc.- Class C | | | | | 746,736 | | | | | | 0.1 | | |
3,900 | | | Idacorp, Inc. | | | | | 380,250 | | | | | | 0.1 | | |
8,200 | | | New Jersey Resources Corp. | | | | | 324,474 | | | | | | 0.0 | | |
4,600 | | | Northwest Natural Holding Co. | | | | | 241,592 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
59,445 | | | NorthWestern Corp. | | | | $ | 3,579,778 | | | | | | 0.5 | | |
83,157 | | | Portland General Electric Co. | | | | | 3,831,875 | | | | | | 0.5 | | |
8,700 | | | Southwest Gas Holdings, Inc. | | | | | 575,853 | | | | | | 0.1 | | |
59,600 (1) | | | Spark Energy, Inc. | | | | | 675,268 | | | | | | 0.1 | | |
6,900 | | | Spire, Inc. | | | | | 498,663 | | | | | | 0.1 | | |
18,300 (2) | | | Sunnova Energy International, Inc. | | | | | 689,178 | | | | | | 0.1 | | |
6,744 | | | Vistra Corp. | | | | | 125,101 | | | | | | 0.0 | | |
| | | | | | | | 13,950,293 | | | | | | 2.0 | | |
| | | Total Common Stock (Cost $516,571,250) | | | | | 686,401,459 | | | | | | 98.0 | | |
RIGHTS: —% | | |||||||||||||||
| | | Health Care: —% | | ||||||||||||
28,260 (2)(3)(4) | | | Aduro Biotech, Inc. – CVR | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $516,571,250) | | | | | 686,401,459 | | | | | | 98.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.0% | | |||||||||||||||
| | | Repurchase Agreements: 3.2% | | ||||||||||||
1,226,732 (5) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,226,735, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,251,267, due 01/01/25-04/01/51) | | | | | 1,226,732 | | | | | | 0.2 | | |
5,307,800 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $5,307,807, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $5,413,956, due 07/25/21-05/20/71) | | | | | 5,307,800 | | | | | | 0.7 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,463,077 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,463,086, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $3,532,347, due 07/01/21-11/15/50) | | | | $ | 3,463,077 | | | | | | 0.5 | | |
2,008,109 (5) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,008,114, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $2,048,271, due 08/01/21-06/01/51) | | | | | 2,008,109 | | | | | | 0.3 | | |
2,551,299 (5) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,551,303, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,602,329, due 05/01/24-04/20/71) | | | | | 2,551,299 | | | | | | 0.4 | | |
2,483,296 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,483,299, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,532,962, due 08/01/21-04/15/62) | | | | | 2,483,296 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,958,456 (5) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $3,958,468, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,038,056, due 07/15/23-02/15/48) | | | | $ | 3,958,456 | | | | | | 0.6 | | |
1,653,273 (5) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,653,278, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,686,338, due 12/01/21-05/20/71) | | | | | 1,653,273 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $22,652,042) | | | | | 22,652,042 | | | | | | 3.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | |||||||||||||||
| | | Mutual Funds: 1.8% | | ||||||||||||
12,625,558 (5)(6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $12,625,558) | | | | | 12,625,558 | | | | | | 1.8 | | |
| | | Total Short-Term Investments (Cost $35,277,600) | | | | | 35,277,600 | | | | | | 5.0 | | |
| | | Total Investments in Securities (Cost $551,848,850) | | | | $ | 721,679,059 | | | | | | 103.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (21,351,444) | | | | | | (3.0) | | |
| | | Net Assets | | | | $ | 700,327,615 | | | | | | 100.0 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| Industrials | | | 19.2% | |
| Financials | | | 16.8% | |
| Health Care | | | 16.8% | |
| Information Technology | | | 12.6% | |
| Consumer Discretionary | | | 10.5% | |
| Real Estate | | | 6.6% | |
| Materials | | | 5.3% | |
| Consumer Staples | | | 4.3% | |
| Communication Services | | | 2.1% | |
| Utilities | | | 2.0% | |
| Energy | | | 1.8% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 15,160,409 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,160,409 | | |
Consumer Discretionary | | | | | 73,672,297 | | | | | | — | | | | | | — | | | | | | 73,672,297 | | |
Consumer Staples | | | | | 30,037,823 | | | | | | — | | | | | | — | | | | | | 30,037,823 | | |
Energy | | | | | 12,558,285 | | | | | | — | | | | | | — | | | | | | 12,558,285 | | |
Financials | | | | | 117,656,507 | | | | | | — | | | | | | — | | | | | | 117,656,507 | | |
Health Care | | | | | 117,460,755 | | | | | | — | | | | | | — | | | | | | 117,460,755 | | |
Industrials | | | | | 134,436,752 | | | | | | — | | | | | | — | | | | | | 134,436,752 | | |
Information Technology | | | | | 88,303,949 | | | | | | 56,372 | | | | | | — | | | | | | 88,360,321 | | |
Materials | | | | | 37,066,341 | | | | | | — | | | | | | — | | | | | | 37,066,341 | | |
Real Estate | | | | | 46,041,676 | | | | | | — | | | | | | — | | | | | | 46,041,676 | | |
Utilities | | | | | 13,950,293 | | | | | | — | | | | | | — | | | | | | 13,950,293 | | |
Total Common Stock | | | | | 686,345,087 | | | | | | 56,372 | | | | | | — | | | | | | 686,401,459 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 12,625,558 | | | | | | 22,652,042 | | | | | | — | | | | | | 35,277,600 | | |
Total Investments, at fair value | | | | $ | 698,970,645 | | | | | $ | 22,708,414 | | | | | $ | — | | | | | $ | 721,679,059 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (36,091) | | | | | $ | — | | | | | $ | — | | | | | $ | (36,091) | | |
Total Liabilities | | | | $ | (36,091) | | | | | $ | — | | | | | $ | — | | | | | $ | (36,091) | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. - CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
BM Technologies, Inc. | | | | | 12/17/2020 | | | | | | 59,625 | | | | | | 56,372 | | |
| | | | | | | | | | $ | 59,625 | | | | | $ | 56,372 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 45 | | | | | | 09/17/21 | | | | | $ | 5,192,550 | | | | | $ | (36,091) | | |
| | | | | | | | | | | | | | | | $ | 5,192,550 | | | | | $ | (36,091) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 36,091 | | |
| | | | | | | $ | 36,091 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 857,875 | | |
Total | | | | $ | 857,875 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (19,701) | | |
Total | | | | $ | (19,701) | | |
| Cost for federal income tax purposes was $560,718,750. | | ||||||
| Net unrealized appreciation consisted of: | | ||||||
| Gross Unrealized Appreciation | | | | $ | 180,932,537 | | |
| Gross Unrealized Depreciation | | | | | (20,008,320) | | |
| Net Unrealized Appreciation | | | | $ | 160,924,217 | | |
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
g VY® BlackRock Inflation Protected Bond Portfolio
Classes ADV, I and S
g VY® BrandywineGLOBAL — Bond Portfolio
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest.[X_CGS] |
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. |
voyainvestments.com
President’s Letter | 1 | |
2 | ||
3 | ||
5 | ||
6 | ||
7 | ||
8 | ||
22 |
Global Economy Still on Road to Recovery
Dear Shareholder,
President
Voya Family of Funds
July 22, 2021
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | ||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,010.90 | 1.20 | % | $5.98 | $ | 1,000.00 | $ | 1,018.84 | 1.20 | % | $6.01 | |||||||||||||||||||
Class I | 1,000.00 | 1,015.30 | 0.60 | 3.00 | 1,000.00 | 1,021.82 | 0.60 | 3.01 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,013.20 | 0.85 | 4.24 | 1,000.00 | 1,020.58 | 0.85 | 4.26 | |||||||||||||||||||||||||
VY® BrandywineGLOBAL — Bond Portfolio | |||||||||||||||||||||||||||||||||
$ | 1,000.00 | $ | 1,013.30 | 0.58 | % | $2.90 | $ | 1,000.00 | $ | 1,021.92 | 0.58 | % | $2.91 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | |||||||||||
Investments in securities at fair value* | $ | 286,862,935 | $ | 338,226,951 | |||||||
Short-term investments at fair value† | 11,543,604 | 6,625,018 | |||||||||
Cash | 868 | 1,200 | |||||||||
Cash collateral for futures contracts | — | 1,712,811 | |||||||||
Cash pledged for centrally cleared swaps (Note 2) | 4,162,490 | — | |||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 140,000 | — | |||||||||
Foreign currencies at value‡ | 31,759 | — | |||||||||
Receivables: | |||||||||||
Investment securities and currencies sold | 2,332,799 | — | |||||||||
Fund shares sold | 287,203 | 1,023,173 | |||||||||
Dividends | 86 | 357 | |||||||||
Interest | 974,997 | 1,285,960 | |||||||||
Unrealized appreciation on forward foreign currency contracts | 453,229 | — | |||||||||
Unrealized appreciation on OTC swap agreements | 938,932 | — | |||||||||
Prepaid expenses | 82 | 87 | |||||||||
Other assets | 19,642 | 6,343 | |||||||||
Total assets | 307,748,626 | 348,881,900 | |||||||||
LIABILITIES: | |||||||||||
Payable for investment securities and currencies purchased | 4,332,189 | — | |||||||||
Payable for fund shares redeemed | 22,664 | 49,609 | |||||||||
Unrealized depreciation on forward foreign currency contracts | 143,906 | — | |||||||||
Variation margin payable on centrally cleared swaps | 20,044 | — | |||||||||
Variation margin payable on futures contracts | �� | 83,884 | 872,970 | ||||||||
Cash received as collateral for OTC derivatives (Note 2) | 1,080,000 | — | |||||||||
Payable for investment management fees | 121,244 | 152,475 | |||||||||
Payable for distribution and shareholder service fees | 55,658 | — | |||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 19,642 | 6,343 | |||||||||
Payable for trustee fees | 1,493 | 1,649 | |||||||||
Other accrued expenses and liabilities | 88,621 | 113,224 | |||||||||
Written options, at fair valueˆ | 1,053,622 | — | |||||||||
Total liabilities | 7,022,967 | 1,196,270 | |||||||||
NET ASSETS | $ | 300,725,659 | $ | 347,685,630 | |||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||
Paid-in capital | $ | 344,310,008 | $ | 297,875,021 | |||||||
Total distributable earnings (loss) | (43,584,349 | ) | 49,810,609 | ||||||||
NET ASSETS | $ | 300,725,659 | $ | 347,685,630 | |||||||
* Cost of investments in securities | $ | 269,579,291 | $ | 329,703,678 | |||||||
† Cost of short-term investments | $ | 11,543,604 | $ | 6,625,018 | |||||||
‡ Cost of foreign currencies | $ | 32,302 | $ | — | |||||||
ˆ Premiums received on written options | $ | 1,169,307 | $ | — |
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||
Net assets | $ | 48,148,473 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 4,673,587 | n/a | ||||||||
Net asset value and redemption price per share | $ | 10.30 | n/a | |||||||
Class I | ||||||||||
Net assets | $ | 94,877,317 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 8,852,917 | n/a | ||||||||
Net asset value and redemption price per share | $ | 10.72 | n/a | |||||||
Class S | ||||||||||
Net assets | $ | 157,699,869 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 14,834,480 | n/a | ||||||||
Net asset value and redemption price per share | $ | 10.63 | n/a | |||||||
Portfolio(1) | ||||||||||
Net assets | n/a | $ | 347,685,630 | |||||||
Shares authorized | n/a | unlimited | ||||||||
Par value | n/a | $ | 0.001 | |||||||
Shares outstanding | n/a | 28,517,056 | ||||||||
Net asset value and redemption price per share | n/a | $ | 12.19 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||
Dividends | $ | 853 | $ | 1,310 | |||||||
Interest, net of foreign taxes withheld* | 4,321,009 | 2,737,735 | |||||||||
Total investment income | 4,321,862 | 2,739,045 | |||||||||
EXPENSES: | |||||||||||
Investment management fees | 790,193 | 817,903 | |||||||||
Distribution and shareholder service fees: | |||||||||||
Class ADV | 139,689 | — | |||||||||
Class S | 195,441 | — | |||||||||
Transfer agent fees: | — | 831 | |||||||||
Class ADV | 6,153 | — | |||||||||
Class I | 12,333 | — | |||||||||
Class S | 20,659 | — | |||||||||
Shareholder reporting expense | 14,480 | 6,800 | |||||||||
Registration fees | — | 5,169 | |||||||||
Professional fees | 26,957 | 45,912 | |||||||||
Custody and accounting expense | 58,755 | 21,890 | |||||||||
Trustee fees | 5,974 | 6,597 | |||||||||
Miscellaneous expense | 6,643 | 3,667 | |||||||||
Interest expense | 55 | — | |||||||||
Total expenses | 1,277,332 | 908,769 | |||||||||
Recouped/(Waived and reimbursed fees) | (59,249 | ) | 43,315 | ||||||||
Net expenses | 1,218,083 | 952,084 | |||||||||
Net investment income | 3,103,779 | 1,786,961 | |||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||
Net realized gain (loss) on: | |||||||||||
Investments | 4,029,965 | 7,261,565 | |||||||||
Forward foreign currency contracts | (25,386 | ) | — | ||||||||
Foreign currency related transactions | 24,988 | — | |||||||||
Futures | 1,086,972 | 6,415,867 | |||||||||
Swaps | 1,342,417 | — | |||||||||
Written options | 238,195 | — | |||||||||
Net realized gain | 6,697,151 | 13,677,432 | |||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||
Investments | (8,181,889 | ) | (9,785,694 | ) | |||||||
Forward foreign currency contracts | 546,623 | — | |||||||||
Foreign currency related transactions | (7,408 | ) | — | ||||||||
Futures | (298,076 | ) | (1,251,611 | ) | |||||||
Swaps | 2,112,504 | — | |||||||||
Written options | (99,803 | ) | — | ||||||||
Net change in unrealized appreciation (depreciation) | (5,928,049 | ) | (11,037,305 | ) | |||||||
Net realized and unrealized gain | 769,102 | 2,640,127 | |||||||||
Increase in net assets resulting from operations | $ | 3,872,881 | $ | 4,427,088 | |||||||
* Foreign taxes withheld | $ | 159 | $ | — |
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 3,103,779 | $ | 2,498,353 | $ | 1,786,961 | $ | 5,435,938 | |||||||||||
Net realized gain | 6,697,151 | 8,870,565 | 13,677,432 | 21,289,037 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (5,928,049 | ) | 18,038,735 | (11,037,305 | ) | 18,184,526 | |||||||||||||
Increase in net assets resulting from operations | 3,872,881 | 29,407,653 | 4,427,088 | 44,909,501 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | — | (7,776,746) | |||||||||||||||||
Class ADV | (421,418 | ) | (369,573 | ) | — | — | |||||||||||||
Class I | (1,084,918 | ) | (1,038,565 | ) | — | — | |||||||||||||
Class S | (1,595,118 | ) | (1,464,646 | ) | — | — | |||||||||||||
Return of capital: | |||||||||||||||||||
Class ADV | — | (258,130 | ) | — | — | ||||||||||||||
Class I | — | (465,220 | ) | — | — | ||||||||||||||
Class S | — | (834,668 | ) | — | — | ||||||||||||||
Total distributions | (3,101,454 | ) | (4,430,802 | ) | — | (7,776,746) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 39,737,645 | 59,965,213 | 53,453,227 | 216,779,069 | |||||||||||||||
Reinvestment of distributions | 3,098,114 | 4,430,802 | — | 7,776,746 | |||||||||||||||
42,835,759 | 64,396,015 | 53,453,227 | 224,555,815 | ||||||||||||||||
Cost of shares redeemed | (42,383,569 | ) | (67,828,595 | ) | (28,860,057 | ) | (125,915,207) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 452,190 | (3,432,580 | ) | 24,593,170 | 98,640,608 | ||||||||||||||
Net increase in net assets | 1,223,617 | 21,544,271 | 29,020,258 | 135,773,363 | |||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 299,502,042 | 277,957,771 | 318,665,372 | 182,892,009 | |||||||||||||||
End of year or period | $ | 300,725,659 | $ | 299,502,042 | $ | 347,685,630 | $ | 318,665,372 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.28 | 0.09 | • | 0.02 | 0.11 | 0.09 | — | — | 0.09 | — | 10.30 | 1.09 | 1.24 | 1.20 | 1.20 | 1.72 | 48,148 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.42 | 0.05 | 0.95 | 1.00 | 0.08 | — | 0.06 | 0.14 | — | 10.28 | 10.65 | 1.26 | 1.22 | 1.22 | 0.52 | 47,352 | 87 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.68 | 0.12 | • | 0.04 | 0.16 | 0.12 | — | — | 0.12 | — | 10.72 | 1.53 | 0.64 | 0.60 | 0.60 | 2.34 | 94,877 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.78 | 0.12 | 0.97 | 1.09 | 0.13 | — | 0.06 | 0.19 | — | 10.68 | 11.15 | 0.66 | 0.62 | 0.62 | 1.11 | 92,767 | 87 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.60 | 0.11 | • | 0.03 | 0.14 | 0.11 | — | — | 0.11 | — | 10.63 | 1.32 | 0.89 | 0.85 | 0.85 | 2.06 | 157,700 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.70 | 0.09 | 0.97 | 1.06 | 0.10 | — | 0.06 | 0.16 | — | 10.60 | 10.95 | 0.91 | 0.87 | 0.87 | 0.86 | 159,383 | 87 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® BrandywineGLOBAL- Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.03 | 0.07 | • | 0.09 | 0.16 | — | — | — | — | — | 12.19 | 1.33 | 0.56 | 0.58 | 0.58 | 1.09 | 347,686 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.51 | 0.22 | • | 1.59 | 1.81 | 0.21 | 0.08 | — | 0.29 | — | 12.03 | 17.47 | 0.56 | 0.58 | 0.58 | 1.92 | 318,665 | 134 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. | |
+ | 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. |
Purchased | Sold | |||||
---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $65,633,436 | $53,917,748 | ||||
Bond Portfolio | — | 34,309,386 |
Purchased | Written | |||||
---|---|---|---|---|---|---|
Inflation rate caps | $17,550,000 | $17,550,000 |
Purchases | Sales | |||||
---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $55,667,286 | $63,519,814 | ||||
Bond Portfolio | 40,798,323 | 93,160,927 |
Purchases | Sales | |||||
---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $108,093,544 | $92,509,651 | ||||
Bond Portfolio | 104,250,427 | 9,619,422 |
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 |
Subsidiary/Affiliated Investment Company | Portfolio | Percentage | |||
---|---|---|---|---|---|
Voya Institutional Trust Company | BlackRock Inflation Protected Bond | 17.56 | % | ||
Voya Solution 2025 Portfolio | Bond Portfolio | 18.25 | |||
Voya Solution 2035 Portfolio | Bond Portfolio | 7.91 | |||
Voya Solution Income Portfolio | Bond Portfolio | 11.98 |
Portfolio | Amount | ||
BlackRock Inflation Protected Bond | $38,380 | ||
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, | ||||||||
2022 | 2023 | 2024 | Total | |||||
Bond Portfolio | $182,957 | $— | $— | $182,957 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||||
---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | 1 | $1,553,000 | 1.27% |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||
BlackRock Inflation Protected Bond | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 371,853 | — | 41,070 | (347,612 | ) | 65,311 | 3,810,648 | — | 421,418 | (3,540,374 | ) | 691,692 | ||||||||||||||||||||||||||||
12/31/2020 | 577,915 | — | 63,818 | (796,757 | ) | (155,024 | ) | 5,686,844 | — | 627,703 | (7,736,821 | ) | (1,422,274 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 1,895,105 | — | 101,543 | (1,826,257 | ) | 170,391 | 20,212,751 | — | 1,081,578 | (19,490,439 | ) | 1,803,890 | ||||||||||||||||||||||||||||
12/31/2020 | 3,301,547 | — | 146,726 | (3,843,806 | ) | (395,533 | ) | 33,787,048 | — | 1,503,785 | (38,878,240 | ) | (3,587,407 | ) | ||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 1,487,437 | — | 150,872 | (1,841,954 | ) | (203,645 | ) | 15,714,246 | — | 1,595,118 | (19,352,756 | ) | (2,043,392 | ) | ||||||||||||||||||||||||||
12/31/2020 | 2,037,324 | — | 225,742 | (2,105,881 | ) | 157,185 | 20,491,321 | — | 2,299,314 | (21,213,534 | ) | 1,577,101 | ||||||||||||||||||||||||||||
Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 4,424,653 | — | — | (2,388,593 | ) | 2,036,060 | 53,453,227 | — | — | (28,860,057 | ) | 24,593,170 | ||||||||||||||||||||||||||||
12/31/2020 | 19,460,953 | — | 684,573 | (11,060,737 | ) | 9,084,789 | 216,779,069 | — | 7,776,746 | (125,915,207 | ) | 98,640,608 |
Year Ended December 31, 2020 | Year Ended December 31, 2019 | ||||||
---|---|---|---|---|---|---|---|
Ordinary Income | Return of Capital | Ordinary Income | |||||
BlackRock Inflation Protected Bond | $2,872,784 | $1,558,018 | $5,983,156 | ||||
Bond Portfolio | 7,776,746 | — | 3,417,729 |
Capital Loss Carryforwards | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Undistributed Long-Term Capital Gains | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||
BlackRock Inflation Protected Bond | $ | — | $ | — | $ | 27,393,950 | $ | (4,898,384 | ) | Short-term | None | ||||||||||
(66,071,834 | ) | Long-term | None | ||||||||||||||||||
$ | (70,970,218 | ) | |||||||||||||||||||
Bond Portfolio | 24,047,353 | 3,030,365 | 18,308,967 | $ | — | — | — |
(“LIBOR”) (continued)
Type | Per Share Amount | Payable Date | Record Date | |||||
BlackRock Inflation Protected Bond | ||||||||
Class ADV | NII | $0.0311 | August 2, 2021 | July 29, 2021 | ||||
Class I | NII | $0.0361 | August 2, 2021 | July 29, 2021 | ||||
Class S | NII | $0.0340 | August 2, 2021 | July 29, 2021 | ||||
Bond Portfolio | NII | $0.1910 | July 14, 2021 | July 12, 2021 | ||||
STCG | $0.6538 | July 14, 2021 | July 12, 2021 | |||||
LTCG | $0.1065 | July 14, 2021 | July 12, 2021 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | ||||||||
U.S. Treasury Obligations | 53.6 | % | ||||||
Corporate Bonds/Notes | 24.1 | % | ||||||
U.S. Government Agency Obligations | 11.5 | % | ||||||
Sovereign Bonds | 3.5 | % | ||||||
Commercial Mortgage-Backed Securities | 1.6 | % | ||||||
Asset-Backed Securities | 0.7 | % | ||||||
Purchased Options | 0.4 | % | ||||||
Assets in Excess of Other Liabilities* | 4.6 | % | ||||||
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: 24.1% | ||||||||||||||
Basic Materials: 0.4% | ||||||||||||||
1,250,000 | (1) | Georgia-Pacific LLC, 0.625%, 05/15/2024 | $ | 1,245,660 | 0.4 | |||||||||
Communications: 0.7% | ||||||||||||||
1,000,000 | Alibaba Group Holding Ltd., 3.125%, 11/28/2021 | 1,006,650 | 0.4 | |||||||||||
73,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | 71,827 | 0.0 | |||||||||||
925,000 | (1) | NTT Finance Corp., 0.583%, 03/01/2024 | 924,114 | 0.3 | ||||||||||
55,000 | Verizon Communications, Inc., 2.625%, 08/15/2026 | 58,494 | 0.0 | |||||||||||
30,000 | Verizon Communications, Inc., 2.650%, 11/20/2040 | 28,924 | 0.0 | |||||||||||
2,090,009 | 0.7 | |||||||||||||
Consumer, Cyclical: 0.3% | ||||||||||||||
750,000 | American Honda Finance Corp., 0.650%, 09/08/2023 | 753,627 | 0.3 | |||||||||||
79,000 | General Motors Financial Co., Inc., 2.750%, 06/20/2025 | 83,218 | 0.0 | |||||||||||
135,000 | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | 145,403 | 0.0 | |||||||||||
982,248 | 0.3 | |||||||||||||
Consumer, Non-cyclical: 1.4% | ||||||||||||||
1,510,000 | (1) | Cargill, Inc., 0.400%, 02/02/2024 | 1,502,028 | 0.5 | ||||||||||
1,292,000 | GlaxoSmithKline Capital PLC, 3.000%, 06/01/2024 | 1,377,489 | 0.5 | |||||||||||
795,000 | Philip Morris International, Inc., 2.625%, 03/06/2023 | 826,411 | 0.3 | |||||||||||
69,000 | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 74,972 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.133%, 03/25/2025 | 277,318 | 0.1 | |||||||||||
4,058,218 | 1.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: 0.4% | ||||||||||||||
135,000 | Sabine Pass Liquefaction LLC, 5.625%, 03/01/2025 | $ | 154,408 | 0.1 | ||||||||||
1,000,000 | (1) | Schlumberger Finance Canada Ltd., 2.650%, 11/20/2022 | 1,028,342 | 0.3 | ||||||||||
1,182,750 | 0.4 | |||||||||||||
Financial: 18.2% | ||||||||||||||
1,000,000 | (1) | AIG Global Funding, 0.450%, 12/08/2023 | 998,636 | 0.3 | ||||||||||
2,000,000 | American Express Co., 3.700%, 08/03/2023 | 2,130,673 | 0.7 | |||||||||||
30,000 | Aon Corp., 2.800%, 05/15/2030 | 31,530 | 0.0 | |||||||||||
2,000,000 | (2) | Banco Santander SA, 0.701%, 06/30/2024 | 2,004,588 | 0.7 | ||||||||||
1,165,000 | (2) | Bank of America Corp., 0.523%, 06/14/2024 | 1,165,094 | 0.4 | ||||||||||
2,500,000 | (2) | Bank of America Corp., 0.810%, 10/24/2024 | 2,511,052 | 0.8 | ||||||||||
25,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | 24,327 | 0.0 | ||||||||||
1,000,000 | (2) | Bank of America Corp., 3.004%, 12/20/2023 | 1,036,554 | 0.3 | ||||||||||
1,500,000 | Bank of America Corp., 3.300%, 01/11/2023 | 1,565,915 | 0.5 | |||||||||||
199,000 | (2) | Bank of America Corp., 3.559%, 04/23/2027 | 218,058 | 0.1 | ||||||||||
55,000 | (2) | Bank of America Corp., 3.705%, 04/24/2028 | 60,852 | 0.0 | ||||||||||
700,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | 746,540 | 0.3 | ||||||||||
740,000 | (1) | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | 738,365 | 0.2 | ||||||||||
760,000 | (1) | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | 778,658 | 0.3 | ||||||||||
1,135,000 | Charles Schwab Corp./The, 0.750%, 03/18/2024 | 1,141,795 | 0.4 | |||||||||||
3,000,000 | (2) | Citigroup, Inc., 0.776%, 10/30/2024 | 3,008,479 | 1.0 | ||||||||||
68,000 | (2) | Citigroup, Inc., 2.561%, 05/01/2032 | 69,269 | 0.0 | ||||||||||
125,000 | (2) | Citigroup, Inc., 2.666%, 01/29/2031 | 129,153 | 0.0 | ||||||||||
3,000,000 | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | 3,033,086 | 1.0 | |||||||||||
161,000 | Crown Castle International Corp., 1.350%, 07/15/2025 | 162,242 | 0.1 | |||||||||||
118,000 | Crown Castle International Corp., 3.700%, 06/15/2026 | 129,957 | 0.0 | |||||||||||
200,000 | (1),(2) | Danske Bank A/S, 1.171%, 12/08/2023 | 201,063 | 0.1 | ||||||||||
200,000 | (1) | Danske Bank A/S, 1.226%, 06/22/2024 | 202,168 | 0.1 | ||||||||||
2,000,000 | (2) | Goldman Sachs Group, Inc./The, 0.627%, 11/17/2023 | 2,001,101 | 0.7 | ||||||||||
1,000,000 | (2) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,007,943 | 0.3 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,000,000 | (2) | Goldman Sachs Group, Inc./The, 2.905%, 07/24/2023 | $ | 1,025,213 | 0.3 | |||||||||
40,000 | (2) | JPMorgan Chase & Co., 1.953%, 02/04/2032 | 38,878 | 0.0 | ||||||||||
3,500,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 3,656,944 | 1.2 | |||||||||||
1,000,000 | (2) | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 1,054,678 | 0.4 | ||||||||||
241,000 | JPMorgan Chase & Co., 3.900%, 07/15/2025 | 266,692 | 0.1 | |||||||||||
700,000 | (2) | JPMorgan Chase & Co., 4.023%, 12/05/2024 | 755,865 | 0.3 | ||||||||||
25,000 | (2) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 29,633 | 0.0 | ||||||||||
EUR 2,645,000 | Kreditanstalt fuer Wiederaufbau, -0.030%, 01/10/2031 | 3,143,832 | 1.0 | |||||||||||
1,835,000 | (2) | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | 1,840,526 | 0.6 | ||||||||||
890,000 | (1) | LSEGA Financing PLC, 0.650%, 04/06/2024 | 889,448 | 0.3 | ||||||||||
2,000,000 | Mitsubishi UFJ Financial Group, Inc., 3.218%, 03/07/2022 | 2,041,039 | 0.7 | |||||||||||
529,000 | Mitsubishi UFJ Financial Group, Inc., 3.407%, 03/07/2024 | 567,060 | 0.2 | |||||||||||
1,500,000 | (2) | Mizuho Financial Group, Inc., 1.241%, 07/10/2024 | 1,521,189 | 0.5 | ||||||||||
200,000 | (2) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 214,358 | 0.1 | ||||||||||
690,000 | (2) | Morgan Stanley, 0.790%, 05/30/2025 | 688,058 | 0.2 | ||||||||||
24,000 | (2) | Morgan Stanley, 1.593%, 05/04/2027 | 24,180 | 0.0 | ||||||||||
2,000 | (2) | Morgan Stanley, 3.217%, 04/22/2042 | 2,122 | 0.0 | ||||||||||
72,000 | (2) | Morgan Stanley, 3.772%, 01/24/2029 | 80,862 | 0.0 | ||||||||||
167,000 | Morgan Stanley, 4.000%, 07/23/2025 | 185,889 | 0.1 | |||||||||||
200,000 | (1) | Nationwide Building Society, 0.550%, 01/22/2024 | 199,282 | 0.1 | ||||||||||
1,000,000 | (1) | Nationwide Building Society, 2.000%, 01/27/2023 | 1,026,210 | 0.3 | ||||||||||
635,000 | (1) | NatWest Markets PLC, 0.800%, 08/12/2024 | 632,430 | 0.2 | ||||||||||
670,000 | (1) | Principal Life Global Funding II, 0.750%, 04/12/2024 | 670,749 | 0.2 | ||||||||||
800,000 | Sumitomo Mitsui Financial Group, Inc., 2.846%, 01/11/2022 | 811,099 | 0.3 | |||||||||||
1,000,000 | Sumitomo Mitsui Financial Group, Inc., 3.936%, 10/16/2023 | 1,079,242 | 0.4 | |||||||||||
1,600,000 | (1) | Svenska Handelsbanken AB, 0.550%, 06/11/2024 | 1,594,867 | 0.5 | ||||||||||
1,400,000 | (1) | Swedbank AB, 0.600%, 09/25/2023 | 1,401,498 | 0.5 | ||||||||||
200,000 | (1) | UBS AG/London, 0.375%, 06/01/2023 | 199,850 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
2,000,000 | (1) | UBS AG/London, 0.450%, 02/09/2024 | $ | 1,990,282 | 0.7 | |||||||||
104,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 112,259 | 0.0 | |||||||||||
351,000 | Wells Fargo & Co., 3.500%, 03/08/2022 | 358,840 | 0.1 | |||||||||||
1,500,000 | Wells Fargo & Co., 3.750%, 01/24/2024 | 1,613,714 | 0.5 | |||||||||||
54,813,886 | 18.2 | |||||||||||||
Industrial: 0.4% | ||||||||||||||
1,300,000 | (1) | Siemens Financieringsmaatschappij NV, 0.650%, 03/11/2024 | 1,301,858 | 0.4 | ||||||||||
Technology: 1.4% | ||||||||||||||
157,000 | (1) | Broadcom, Inc., 3.469%, 04/15/2034 | 166,229 | 0.1 | ||||||||||
10,000 | Broadcom, Inc., 4.150%, 11/15/2030 | 11,225 | 0.0 | |||||||||||
1,390,000 | NVIDIA Corp., 0.584%, 06/14/2024 | 1,390,719 | 0.5 | |||||||||||
500,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.150%, 05/01/2027 | 535,288 | 0.2 | ||||||||||
1,000,000 | Oracle Corp., 2.500%, 05/15/2022 | 1,015,589 | 0.3 | |||||||||||
55,000 | Oracle Corp., 3.600%, 04/01/2050 | 56,568 | 0.0 | |||||||||||
990,000 | salesforce.com, Inc., 0.625%, 07/15/2024 | 990,654 | 0.3 | |||||||||||
4,166,272 | 1.4 | |||||||||||||
Utilities: 0.9% | ||||||||||||||
20,000 | Baltimore Gas and Electric Co., 2.900%, 06/15/2050 | 19,970 | 0.0 | |||||||||||
137,000 | Duke Energy Florida LLC, 1.750%, 06/15/2030 | 134,373 | 0.0 | |||||||||||
2,650,000 | Florida Power & Light Co., 0.284%, (SOFRRATE + 0.250%), 05/10/2023 | 2,649,817 | 0.9 | |||||||||||
2,804,160 | 0.9 | |||||||||||||
Total Corporate Bonds/Notes (Cost $72,359,915) | 72,645,061 | 24.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 53.6% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 52.6% | ||||||||||||||
697,876 | 0.125%,04/15/2025 | 753,476 | 0.2 | |||||||||||
859,407 | 0.125%,10/15/2025 | 935,580 | 0.3 | |||||||||||
3,131,334 | 0.125%,04/15/2026 | 3,407,783 | 1.1 | |||||||||||
9,564,894 | 0.125%,01/15/2030 | 10,507,815 | 3.5 | |||||||||||
7,629,647 | 0.125%,07/15/2030 | 8,423,670 | 2.8 | |||||||||||
10,340,870 | 0.125%,01/15/2031 | 11,389,987 | 3.8 | |||||||||||
2,179,698 | 0.125%,02/15/2051 | 2,392,744 | 0.8 | |||||||||||
28,188 | 0.250%,01/15/2025 | 30,517 | 0.0 | |||||||||||
4,421,425 | 0.250%,07/15/2029 | 4,922,434 | 1.6 | |||||||||||
3,433,036 | 0.250%,02/15/2050 | 3,893,845 | 1.3 | |||||||||||
11,475 | 0.375%,07/15/2023 | 12,210 | 0.0 | |||||||||||
985,364 | 0.375%,07/15/2025 | 1,082,299 | 0.4 | |||||||||||
7,825,786 | 0.375%,01/15/2027 | 8,666,043 | 2.9 | |||||||||||
8,373,492 | 0.375%,07/15/2027 | 9,343,381 | 3.1 | |||||||||||
9,383,739 | 0.500%,01/15/2028 | 10,526,516 | 3.5 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: (continued) | ||||||||||||||
Treasury Inflation Indexed Protected Securities: (continued) | ||||||||||||||
22,793 | 0.625%,04/15/2023 | $ | 24,114 | 0.0 | ||||||||||
219,162 | 0.625%,01/15/2026 | 243,477 | 0.1 | |||||||||||
3,542,728 | 0.625%,02/15/2043 | 4,238,068 | 1.4 | |||||||||||
9,133,496 | 0.750%,07/15/2028 | 10,486,523 | 3.5 | |||||||||||
4,472,986 | 0.750%,02/15/2042 | 5,456,185 | 1.8 | |||||||||||
4,581,683 | 0.750%,02/15/2045 | 5,660,070 | 1.9 | |||||||||||
5,919,449 | 0.875%,01/15/2029 | 6,853,887 | 2.3 | |||||||||||
2,527,918 | 0.875%,02/15/2047 | 3,258,113 | 1.1 | |||||||||||
3,088,172 | 1.000%,02/15/2046 | 4,042,915 | 1.3 | |||||||||||
2,642,422 | 1.000%,02/15/2048 | 3,530,669 | 1.2 | |||||||||||
2,419,696 | 1.000%,02/15/2049 | 3,264,135 | 1.1 | |||||||||||
4,629,274 | (3) | 1.375%,02/15/2044 | 6,397,708 | 2.1 | ||||||||||
2,860,517 | (3) | 1.750%,01/15/2028 | 3,459,004 | 1.1 | ||||||||||
3,996,165 | 2.000%,01/15/2026 | 4,703,346 | 1.6 | |||||||||||
1,941,435 | 2.125%,02/15/2040 | 2,897,582 | 1.0 | |||||||||||
2,725,515 | 2.125%,02/15/2041 | 4,112,418 | 1.4 | |||||||||||
3,756,897 | 2.375%,01/15/2027 | 4,604,052 | 1.5 | |||||||||||
2,201,615 | 2.500%,01/15/2029 | 2,837,611 | 0.9 | |||||||||||
1,910,753 | 3.375%,04/15/2032 | 2,820,324 | 0.9 | |||||||||||
1,012,143 | 3.625%,04/15/2028 | 1,365,465 | 0.5 | |||||||||||
1,182,621 | 3.875%,04/15/2029 | 1,664,061 | 0.6 | |||||||||||
158,208,027 | 52.6 | |||||||||||||
U.S. Treasury Bonds: 1.0% | ||||||||||||||
790,000 | 1.125%,08/15/2040 | 679,894 | 0.2 | |||||||||||
2,360,000 | 1.375%,11/15/2040 | 2,120,865 | 0.7 | |||||||||||
195,000 | 1.875%,02/15/2041 | 190,948 | 0.1 | |||||||||||
2,991,707 | 1.0 | |||||||||||||
Total U.S. Treasury Obligations (Cost $146,120,368) | 161,199,734 | 53.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 11.5% | ||||||||||||||
Federal Home Loan Bank: 2.4% | ||||||||||||||
5,255,000 | 2.875%,09/13/2024 | 5,647,111 | 1.9 | |||||||||||
1,515,000 | 3.250%,11/16/2028 | 1,721,818 | 0.5 | |||||||||||
7,368,929 | 2.4 | |||||||||||||
Federal Home Loan Mortgage Corporation: 0.3%(4) | ||||||||||||||
805,000 | 2.375%,01/13/2022 | 814,897 | 0.3 | |||||||||||
Federal National Mortgage Association: 5.2%(4) | ||||||||||||||
3,000,000 | 0.750%,10/08/2027 | 2,927,537 | 1.0 | |||||||||||
4,830,000 | 1.875%,09/24/2026 | 5,066,366 | 1.7 | |||||||||||
7,120,000 | 2.625%,09/06/2024 | 7,610,683 | 2.5 | |||||||||||
15,604,586 | 5.2 | |||||||||||||
Other U.S. Agency Obligations: 0.8% | ||||||||||||||
2,190,000 | 2.875%,12/21/2023 | 2,325,739 | 0.8 | |||||||||||
Sovereign: 2.8% | ||||||||||||||
6,000,000 | 0.375%,09/23/2025 | 5,908,558 | 2.0 | |||||||||||
3,000,000 | (5) | 1.650%,03/15/2031 | 2,557,817 | 0.8 | ||||||||||
8,466,375 | 2.8 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $32,927,070) | 34,580,526 | 11.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOVEREIGN BONDS: 3.5% | ||||||||||||||
200,000 | Colombia Government International Bond, 3.250%, 04/22/2032 | $ | 196,392 | 0.1 | ||||||||||
EUR 2,550,000 | European Union, -0.030%, 10/04/2030 | 3,033,204 | 1.0 | |||||||||||
EUR 500,000 | European Union, 0.300%, 11/04/2050 | 539,455 | 0.2 | |||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,849,520 | 0.9 | |||||||||||
NZD 289,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2040 | 271,372 | 0.1 | |||||||||||
NZD 395,000 | New Zealand Government Bond, 1.750%, 05/15/2041 | 240,693 | 0.1 | |||||||||||
NZD 2,762,000 | New Zealand Government Inflation Linked Bond, 2.000%, 09/20/2025 | 2,404,978 | 0.8 | |||||||||||
60,000 | Panama Government International Bond, 4.500%, 04/01/2056 | 68,039 | 0.0 | |||||||||||
EUR 280,000 | Romanian Government International Bond, 3.624%, 05/26/2030 | 384,577 | 0.1 | |||||||||||
EUR 260,000 | (1) | Spain Government Bond, 3.450%, 07/30/2066 | 475,316 | 0.2 | ||||||||||
Total Sovereign Bonds (Cost $10,547,960) | 10,463,546 | 3.5 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.6% | ||||||||||||||
366,000 | BANK 2019-BNK23 A3, 2.920%, 12/15/2052 | 393,404 | 0.1 | |||||||||||
1,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 1,141,057 | 0.4 | |||||||||||
350,000 | Benchmark 2019-B15 A5 Mortgage Trust, 2.928%, 12/15/2072 | 376,950 | 0.1 | |||||||||||
500,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/2050 | 549,937 | 0.2 | |||||||||||
390,000 | (1) | Extended Stay America Trust 2021-ESH A, 1.155%, (US0001M + 1.080%), 07/15/2038 | 391,096 | 0.1 | ||||||||||
1,000,000 | GS Mortgage Securities Trust 2017-GS7 A4, 3.430%, 08/10/2050 | 1,101,836 | 0.4 | |||||||||||
700,000 | Wells Fargo Commercial Mortgage Trust 2017-C39 A5, 3.418%, 09/15/2050 | 771,134 | 0.3 | |||||||||||
Total Commercial Mortgage-Backed Securities (Cost $4,347,621) | 4,725,414 | 1.6 | ||||||||||||
ASSET-BACKED SECURITIES: 0.7% | ||||||||||||||
Student Loan Asset-Backed Securities: 0.7% | ||||||||||||||
190,000 | (1) | College Avenue Student Loans LLC 2021-B A2, 1.760%, 06/25/2052 | 189,758 | 0.1 | ||||||||||
237,889 | (1) | Navient Student Loan Trust 2019-BA A2A, 3.390%, 12/15/2059 | 248,781 | 0.1 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||||
1,000,000 | (1) | Nelnet Student Loan Trust 2021-BA AFL, 0.884%, (US0001M + 0.780%), 04/20/2062 | $ | 1,000,000 | 0.3 | |||||||||
575,092 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 593,552 | 0.2 | ||||||||||
Total Asset-Backed Securities (Cost $2,008,490) | 2,032,091 | 0.7 |
Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS(6): 0.4% | ||||||||||||||
Total Purchased Options (Cost $1,267,867) | 1,216,563 | 0.4 | ||||||||||||
Total Long-Term Investments (Cost $269,579,291) | 286,862,935 | 95.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.8% | ||||||||||||||
Mutual Funds: 3.8% | ||||||||||||||
11,543,604 | (7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $11,543,604) | 11,543,604 | 3.8 | ||||||||||
Total Short-Term Investments (Cost $11,543,604) | 11,543,604 | 3.8 | ||||||||||||
Total Investments in Securities (Cost $281,122,895) | $ | 298,406,539 | 99.2 | |||||||||||
Assets in Excess of Other Liabilities | 2,319,120 | 0.8 | ||||||||||||
Net Assets | $ | 300,725,659 | 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, 2021. |
(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, 2021. |
(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, 2021. |
Currency Abbreviations: | ||
EUR | EU Euro | |
NZD | New Zealand Dollar | |
Reference Rate Abbreviations: | ||
SOFFRATE | Secured Overnight Financing Rate | |
US0001M | 1-month LIBOR |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Purchased Options | $ | 54,600 | $ | 1,161,963 | $ | — | $ | 1,216,563 | |||||||||||||
Corporate Bonds/Notes | — | 72,645,061 | — | 72,645,061 | |||||||||||||||||
Commercial Mortgage-Backed Securities | — | 4,725,414 | — | 4,725,414 | |||||||||||||||||
Asset-Backed Securities | — | 2,032,091 | — | 2,032,091 | |||||||||||||||||
Sovereign Bonds | — | 10,463,546 | — | 10,463,546 | |||||||||||||||||
U.S. Government Agency Obligations | — | 34,580,526 | — | 34,580,526 | |||||||||||||||||
U.S. Treasury Obligations | — | 161,199,734 | — | 161,199,734 | |||||||||||||||||
Short-Term Investments | 11,543,604 | — | — | 11,543,604 | |||||||||||||||||
Total Investments, at fair value | $ | 11,598,204 | $ | 286,808,335 | $ | — | $ | 298,406,539 | |||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Centrally Cleared Swaps | — | 4,883,313 | — | 4,883,313 | |||||||||||||||||
Forward Foreign Currency Contracts | — | 453,229 | — | 453,229 | |||||||||||||||||
Futures | 49,333 | — | — | 49,333 | |||||||||||||||||
OTC Swaps | — | 938,932 | — | 938,932 | |||||||||||||||||
Total Assets | $ | 11,647,537 | $ | 293,083,809 | $ | — | $ | 304,731,346 | |||||||||||||
Liabilities Table | |||||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,767,840 | ) | $ | — | $ | (1,767,840 | ) | |||||||||||
Forward Foreign Currency Contracts | — | (143,906 | ) | — | (143,906 | ) | |||||||||||||||
Futures | (285,174 | ) | — | — | (285,174 | ) | |||||||||||||||
Written Options | (55,419 | ) | (998,203 | ) | — | (1,053,622 | ) | ||||||||||||||
Total Liabilities | $ | (340,593 | ) | $ | (2,909,949 | ) | $ | — | $ | (3,250,542 | ) |
∧ | 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) | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUR 1,370,000 | USD 1,657,719 | ANZ Bank | 07/06/21 | $ | (33,107 | ) | |||||||
USD 523,471 | EUR 440,000 | ANZ Bank | 08/04/21 | 1,376 | |||||||||
USD 292,058 | AUD 390,000 | Bank of America N.A. | 09/15/21 | (517 | ) | ||||||||
USD 287,064 | AUD 380,000 | Bank of America N.A. | 09/15/21 | 1,991 | |||||||||
AUD 380,000 | USD 293,810 | Bank of America N.A. | 09/15/21 | (8,737 | ) | ||||||||
USD 300,000 | CAD 369,265 | Bank of America N.A. | 09/15/21 | 2,119 | |||||||||
CAD 371,925 | USD 300,000 | Bank of America N.A. | 09/15/21 | 27 | |||||||||
USD 119,855 | EUR 98,849 | Barclays Bank PLC | 07/06/21 | 2,635 | |||||||||
GBP 57,000 | USD 79,557 | BNP Paribas | 07/06/21 | (707 | ) | ||||||||
USD 2,414,930 | EUR 1,979,000 | Citibank N.A. | 07/06/21 | 68,136 | |||||||||
EUR 5,890,000 | USD 7,024,414 | Citibank N.A. | 07/06/21 | (39,766 | ) | ||||||||
USD 7,028,555 | EUR 5,890,000 | Citibank N.A. | 08/04/21 | 39,605 | |||||||||
EUR 490,000 | USD 597,809 | Citibank N.A. | 09/15/21 | (15,872 | ) | ||||||||
CAD 365,549 | USD 300,000 | Citibank N.A. | 09/15/21 | (5,117 | ) | ||||||||
USD 3,112,236 | EUR 2,567,000 | Commonwealth Bank of Australia | 07/06/21 | 68,162 | |||||||||
NZD 293,000 | USD 203,647 | Commonwealth Bank of Australia | 07/06/21 | 1,158 | |||||||||
CAD 362,833 | USD 300,000 | HSBC Bank PLC | 09/15/21 | (7,308 | ) | ||||||||
EUR 250,000 | JPY 32,856,555 | JPMorgan Chase Bank N.A. | 09/15/21 | 962 | |||||||||
USD 300,000 | CAD 363,189 | JPMorgan Chase Bank N.A. | 09/15/21 | 7,020 | |||||||||
USD 291,129 | EUR 240,000 | JPMorgan Chase Bank N.A. | 09/15/21 | 6,098 | |||||||||
EUR 240,000 | USD 292,690 | JPMorgan Chase Bank N.A. | 09/15/21 | (7,659 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUR 250,000 | USD 298,965 | JPMorgan Chase Bank N.A. | 09/15/21 | $ | (2,058 | ) | |||||||
AUD 390,000 | USD 294,290 | JPMorgan Chase Bank N.A. | 09/15/21 | (1,715 | ) | ||||||||
JPY 33,063,077 | EUR 250,000 | JPMorgan Chase Bank N.A. | 09/15/21 | 899 | |||||||||
EUR 240,000 | USD 285,250 | Morgan Stanley & Co. International PLC | 09/15/21 | (219 | ) | ||||||||
USD 305,199 | EUR 250,000 | Morgan Stanley & Co. International PLC | 09/15/21 | 8,293 | |||||||||
USD 493 | JPY 54,000 | NatWest Markets PLC | 07/06/21 | 7 | |||||||||
USD 3,208,159 | EUR 2,649,000 | NatWest Markets PLC | 07/06/21 | 66,846 | |||||||||
USD 292,786 | EUR 240,000 | NatWest Markets PLC | 09/15/21 | 7,756 | |||||||||
USD 69,039 | GBP 48,906 | The Bank of Montreal | 07/06/21 | 1,386 | |||||||||
USD 286,877 | EUR 240,000 | Toronto Dominion Securities | 09/15/21 | 1,847 | |||||||||
USD 3,290,116 | NZD 4,501,631 | UBS AG | 07/06/21 | 143,510 | |||||||||
NZD 4,190,000 | USD 2,949,902 | UBS AG | 07/06/21 | (21,124 | ) | ||||||||
USD 2,949,747 | NZD 4,190,000 | UBS AG | 08/04/21 | 21,144 | |||||||||
USD 302,330 | AUD 400,000 | Westpac Banking Corp. | 09/15/21 | 2,252 | |||||||||
$ | 309,323 |
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | |||||||||||||||||||
90-Day Eurodollar | 60 | 12/19/22 | $ | 14,922,000 | $ | (3,683 | ) | ||||||||||||
Long-Term Euro-BTP | 8 | 09/08/21 | 1,436,272 | 9,882 | |||||||||||||||
Short-Term Euro-BTP | 19 | 09/08/21 | 2,549,404 | 827 | |||||||||||||||
U.S. Treasury 5-Year Note | 528 | 09/30/21 | 65,170,875 | (137,460 | ) | ||||||||||||||
$ | 84,078,551 | $ | (130,434 | ) | |||||||||||||||
Short Contracts: | |||||||||||||||||||
90-Day Eurodollar | (60 | ) | 12/13/21 | (14,969,250 | ) | (262 | ) | ||||||||||||
Euro-Bund | (52 | ) | 09/08/21 | (10,642,936 | ) | (16,385 | ) | ||||||||||||
Euro-Buxl® 30-year German Government Bond | (6 | ) | 09/08/21 | (1,445,948 | ) | (16,814 | ) | ||||||||||||
Euro-Schatz | (21 | ) | 09/08/21 | (2,792,364 | ) | 219 | |||||||||||||
Long Gilt | (5 | ) | 09/28/11 | (886,002 | ) | (7,460 | ) | ||||||||||||
U.S. Treasury 10-Year Note | (129 | ) | 09/21/21 | (17,092,500 | ) | (33,601 | ) | ||||||||||||
U.S. Treasury 2-Year Note | (101 | ) | 09/30/21 | (22,252,351 | ) | 38,405 | |||||||||||||
U.S. Treasury Ultra 10-Year Note | (94 | ) | 09/21/21 | (13,837,094 | ) | (65,470 | ) | ||||||||||||
U.S. Treasury Ultra Long Bond | (8 | ) | 09/21/21 | (1,541,500 | ) | (4,039 | ) | ||||||||||||
$ | (85,459,945 | ) | $ | (105,407 | ) |
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 CAD-CDOR | Quarterly | 0.640 | % | Semi-Annual | 04/21/23 | CAD 5,170,000 | $ | (7,549 | ) | $ | (7,549 | ) | ||||||||||||
Pay | 3-month CAD-CDOR | Quarterly | 0.790 | Semi-Annual | 06/22/23 | CAD 3,885,000 | (1,617 | ) | (1,854 | ) | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.150) | Annual | 11/16/26 | EUR 1,070,000 | 3,501 | 3,501 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.259 | Semi-Annual | 03/23/23 | USD 3,450,000 | (486 | ) | (444 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.353 | Semi-Annual | 11/18/23 | USD 2,610,000 | (5,266 | ) | (5,266 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.592 | Semi-Annual | 04/20/24 | USD 1,490,000 | (1,552 | ) | (1,552 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.090 | Semi-Annual | 11/29/24 | USD 3,970,000 | 329,045 | 329,045 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.358 | Semi-Annual | 06/02/25 | USD 860,000 | (13,338 | ) | (13,338 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.478 | Semi-Annual | 01/21/26 | USD 360,000 | (6,434 | ) | (6,438 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.366 | Semi-Annual | 03/22/27 | USD 490,000 | 4,522 | 4,522 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.652 | Semi-Annual | 06/20/27 | USD 870,000 | (25,817 | ) | (25,817 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.680 | Semi-Annual | 06/20/27 | USD 870,000 | (24,647 | ) | (24,647 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.654 | Semi-Annual | 07/12/28 | USD 900,000 | (39,530 | ) | (39,547 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.819 | Semi-Annual | 04/14/30 | USD 610,000 | (27,055 | ) | (27,055 | ) | |||||||||||||||
Pay | 1-day Overnight Fed Funds Effective Rate | Annual | 0.555 | Annual | 10/20/30 | USD 1,250,000 | (64,874 | ) | (64,874 | ) | |||||||||||||||
Pay | 1-day Overnight Fed Funds Effective Rate | Quarterly | 0.562 | Quarterly | 10/21/30 | USD 21,996 | 1,174 | 1,174 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.520 | Semi-Annual | 02/15/31 | USD 1,550,000 | 12,357 | 12,357 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.715 | Semi-Annual | 07/01/31 | USD 555,000 | (37,277 | ) | (37,277 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.513 | Semi-Annual | 08/19/31 | USD 60,000 | 392 | 392 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (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 | 2.077 | % | Semi-Annual | 05/05/33 | USD 140,000 | $ | 4,171 | $ | 4,171 | ||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.150 | Semi-Annual | 05/16/33 | USD 460,000 | 16,634 | 16,634 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.784 | Semi-Annual | 02/15/47 | USD 480,000 | — | — | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.796 | Semi-Annual | 02/15/47 | USD 320,000 | — | — | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.828 | Semi-Annual | 02/10/50 | USD 120,000 | 2,218 | 2,218 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.250 | Semi-Annual | 09/08/50 | USD 92,000 | (10,993 | ) | (10,993 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.870 | Semi-Annual | 02/19/51 | USD 220,000 | 6,467 | 6,467 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.905 | Semi-Annual | 02/22/51 | USD 110,000 | 4,168 | 4,168 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.904 | Semi-Annual | 06/11/51 | USD 50,000 | 1,904 | 1,904 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.929 | Semi-Annual | 12/01/56 | USD 25,000 | 245 | 245 | |||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.185 | Annual | 01/16/30 | EUR 270,000 | (5,013 | ) | (5,013 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.440 | Annual | 05/16/33 | EUR 380,000 | (4,417 | ) | (4,417 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.275 | Semi-Annual | 04/23/23 | USD 4,115,000 | 795 | 1,108 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.309 | Semi-Annual | 06/24/23 | USD 3,075,000 | 473 | 396 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.771 | Semi-Annual | 07/12/23 | USD 8,275,000 | (106,841 | ) | (106,841 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.687 | Semi-Annual | 06/20/24 | USD 30,000 | 24 | 24 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.729 | Semi-Annual | 06/21/24 | USD 1,500,000 | (18 | ) | (18 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.742 | Semi-Annual | 06/23/24 | USD 750,000 | (143 | ) | (143 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.767 | Semi-Annual | 06/28/24 | USD 755,000 | (428 | ) | (428 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.623 | Semi-Annual | 04/14/25 | USD 1,180,000 | 4,737 | 4,738 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.820 | Semi-Annual | 09/08/25 | USD 540,000 | (297 | ) | (297 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.548 | Semi-Annual | 02/25/26 | USD 830,000 | 362 | 362 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.710 | Semi-Annual | 03/06/26 | USD 620,000 | (682 | ) | (682 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.285 | Semi-Annual | 04/20/27 | USD 610,000 | (2,432 | ) | (2,432 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.512 | Semi-Annual | 08/17/27 | USD 1,700,000 | 60,014 | 60,014 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.495 | Semi-Annual | 08/19/27 | USD 150,000 | 5,459 | 5,459 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.845 | Semi-Annual | 11/15/27 | USD 1,400,000 | 24,758 | 24,740 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.271 | Semi-Annual | 02/15/28 | USD 1,350,000 | (10,083 | ) | (10,083 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.648 | Semi-Annual | 06/02/30 | USD 440,000 | 26,559 | 26,559 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.680 | Semi-Annual | 09/16/30 | USD 610,000 | 37,195 | 37,183 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.672 | Semi-Annual | 10/09/30 | USD 610,000 | 38,134 | 38,121 | |||||||||||||||||
Receive | Secured Overnight Financing Rate | Annual | 0.537 | Annual | 10/20/30 | USD 1,250,000 | 62,271 | 62,271 | |||||||||||||||||
Receive | Secured Overnight Financing Rate | Quarterly | 0.533 | Quarterly | 10/21/30 | USD 21,996 | (1,152 | ) | (1,152 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.652 | Semi-Annual | 11/04/30 | USD 600,000 | 39,118 | 39,105 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.885 | Semi-Annual | 11/05/30 | USD 530,000 | 23,500 | 23,172 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.583 | Semi-Annual | 11/15/30 | USD 1,570,000 | (28,665 | ) | (28,665 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.590 | Semi-Annual | 11/15/30 | USD 1,560,000 | (29,363 | ) | (29,363 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.920 | Semi-Annual | 12/10/30 | USD 450,000 | 18,924 | 18,914 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.675 | Semi-Annual | 02/15/31 | USD 990,000 | (21,623 | ) | (21,498 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.571 | Semi-Annual | 03/08/31 | USD 160,000 | (2,542 | ) | (2,542 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.703 | Semi-Annual | 03/09/31 | USD 320,000 | (9,005 | ) | (9,005 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.788 | Semi-Annual | 03/10/31 | USD 1,312,000 | (168,936 | ) | (168,936 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.504 | Semi-Annual | 03/20/31 | USD 3,000 | (83 | ) | (83 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.674 | Semi-Annual | 05/17/31 | USD 330,000 | (8,174 | ) | (8,174 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.594 | Semi-Annual | 02/22/32 | USD 550,000 | (2,603 | ) | (2,603 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.621 | Semi-Annual | 02/22/32 | USD 275,000 | (2,004 | ) | (2,004 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.760 | Semi-Annual | 05/03/32 | USD 800,000 | 62,049 | 62,049 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.765 | Semi-Annual | 05/04/32 | USD 820,000 | 63,255 | 63,255 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.770 | Semi-Annual | 05/06/32 | USD 190,000 | 14,583 | 14,583 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.325 | Semi-Annual | 06/24/34 | USD 70,000 | (2,801 | ) | (2,801 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.645 | Semi-Annual | 08/22/34 | USD 300,000 | 7,001 | 7,001 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.907 | Semi-Annual | 10/21/34 | USD 320,000 | 184 | 184 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.921 | Semi-Annual | 10/22/34 | USD 300,000 | (206 | ) | (206 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.976 | Semi-Annual | 10/23/34 | USD 145,000 | (822 | ) | (822 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.982 | Semi-Annual | 10/23/34 | USD 145,000 | (895 | ) | (895 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.111 | Semi-Annual | 11/12/34 | USD 70,000 | (1,228 | ) | (1,228 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.973 | Semi-Annual | 08/17/40 | USD 150,000 | 18,523 | 18,523 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.110 | Semi-Annual | 11/15/44 | USD 90,000 | (755 | ) | (755 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.897 | Semi-Annual | 02/15/47 | USD 470,000 | (13,508 | ) | (13,508 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.100 | Semi-Annual | 02/15/47 | USD 1,140,000 | (82,196 | ) | (82,003 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.378 | Semi-Annual | 07/05/49 | USD 140,000 | (4,721 | ) | (4,721 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.709 | Semi-Annual | 08/16/49 | USD 130,000 | 1,720 | 1,720 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.667 | Semi-Annual | 08/17/49 | USD 100,000 | 1,621 | 1,621 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.090 | Semi-Annual | 06/20/52 | USD 160,000 | 27,699 | 27,699 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.136 | Semi-Annual | 06/20/52 | USD 160,000 | 25,925 | 25,926 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.881 | Semi-Annual | 07/12/53 | USD 160,000 | 37,148 | 37,144 | |||||||||||||||||
$ | 210,758 | $ | 210,700 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (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 | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.445 | % | At Termination Date | 03/15/31 | EUR 1,105,000 | $ | (28,484 | ) | $ | (28,484 | ) | ||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.464 | At Termination Date | 06/15/31 | EUR 1,020,000 | (10,552 | ) | (10,552 | ) | |||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.534 | At Termination Date | 06/15/31 | EUR 1,985,000 | (1,514 | ) | (1,514 | ) | |||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.537 | At Termination Date | 06/15/31 | EUR 1,090,000 | (384 | ) | (384 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.574 | At Termination Date | 10/15/30 | GBP 1,415,000 | (41,698 | ) | (43,170 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.510 | At Termination Date | 12/15/30 | GBP 1,150,000 | (45,164 | ) | (45,229 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.630 | At Termination Date | 02/15/31 | GBP 1,130,000 | (27,660 | ) | (27,660 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.746 | At Termination Date | 04/15/31 | GBP 400,000 | (1,642 | ) | (1,642 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.670 | At Termination Date | 06/15/31 | GBP 1,462,500 | (3,648 | ) | (3,648 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.360 | At Termination Date | 10/15/39 | GBP 2,025,000 | (78,466 | ) | (78,466 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.310 | At Termination Date | 01/15/40 | GBP 900,000 | (68,714 | ) | (68,714 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.341 | At Termination Date | 01/15/40 | GBP 800,000 | (50,231 | ) | (50,231 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.336 | At Termination Date | 11/15/40 | GBP 310,000 | (34,484 | ) | (34,505 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.560 | At Termination Date | 03/15/41 | GBP 330,000 | (5,251 | ) | (5,251 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.270 | At Termination Date | 10/15/44 | GBP 1,560,000 | (123,722 | ) | (123,722 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.220 | At Termination Date | 01/15/45 | GBP 700,000 | (87,178 | ) | (87,178 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.239 | At Termination Date | 01/15/45 | GBP 600,000 | (67,893 | ) | (67,893 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.325 | At Termination Date | 03/01/26 | USD 2,710,000 | (72,226 | ) | (72,226 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.558 | At Termination Date | 04/19/26 | USD 1,065,000 | (13,284 | ) | (13,284 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.634 | At Termination Date | 06/10/26 | USD 2,100,000 | (7,041 | ) | (7,041 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.499 | At Termination Date | 06/22/26 | USD 1,050,000 | (8,949 | ) | (8,949 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.545 | At Termination Date | 06/24/26 | USD 2,617,500 | (15,012 | ) | (15,012 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.848 | At Termination Date | 08/10/30 | USD 780,000 | (71,784 | ) | (71,816 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.008 | At Termination Date | 09/04/30 | USD 360,000 | (25,673 | ) | (25,688 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.949 | At Termination Date | 09/18/30 | USD 625,000 | (47,159 | ) | (47,184 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.192 | At Termination Date | 12/31/30 | USD 660,000 | (29,765 | ) | (29,792 | ) | |||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.329 | At Termination Date | 01/26/31 | USD 650,000 | (19,447 | ) | (19,473 | ) | |||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.425 | At Termination Date | 06/15/26 | EUR 1,020,000 | 4,494 | 4,494 | |||||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.498 | At Termination Date | 06/15/26 | EUR 1,985,000 | (541 | ) | (541 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.578 | At Termination Date | 02/15/26 | GBP 1,440,000 | 27,889 | 27,889 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.630 | At Termination Date | 06/15/26 | GBP 1,462,500 | 5,420 | 5,420 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.384 | At Termination Date | 12/15/30 | GBP 415,000 | 25,493 | 25,470 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.422 | At Termination Date | 01/15/31 | GBP 400,000 | 25,154 | 25,142 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.623 | At Termination Date | 04/15/31 | GBP 560,000 | 14,667 | 14,667 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (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.K. RPI All Items Monthly | At Termination Date | 3.420 | % | At Termination Date | 10/15/34 | GBP 2,025,000 | $ | 13,830 | $ | 13,830 | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.360 | At Termination Date | 01/15/35 | GBP 900,000 | 34,609 | 34,609 | |||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.390 | At Termination Date | 01/15/35 | GBP 800,000 | 23,653 | 23,653 | |||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.160 | At Termination Date | 10/15/49 | GBP 1,560,000 | 221,735 | 221,735 | |||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.111 | At Termination Date | 01/15/50 | GBP 700,000 | 137,316 | 137,316 | |||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.133 | At Termination Date | 01/15/50 | GBP 600,000 | 107,591 | 107,591 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.713 | At Termination Date | 08/21/22 | USD 9,230,000 | 403,354 | 403,354 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.260 | At Termination Date | 05/03/23 | USD 9,000,000 | 87,813 | 87,813 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.211 | At Termination Date | 10/26/23 | USD 2,500,000 | 38,932 | 38,932 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.957 | At Termination Date | 02/06/24 | USD12,000,000 | 383,713 | 383,713 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.339 | At Termination Date | 02/17/24 | USD 5,300,000 | 130,902 | 130,902 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.991 | At Termination Date | 03/04/24 | USD 3,000,000 | 97,371 | 97,371 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.248 | At Termination Date | 03/21/24 | USD 4,900,000 | 67,900 | 67,900 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.023 | At Termination Date | 05/02/24 | USD 3,500,000 | 113,332 | 113,332 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.829 | At Termination Date | 07/31/24 | USD 600,000 | 24,081 | 24,081 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.706 | At Termination Date | 08/12/24 | USD 1,300,000 | 61,581 | 61,581 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.351 | At Termination Date | 09/28/24 | USD 7,400,000 | 56,380 | 56,380 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 0.945 | At Termination Date | 03/12/25 | USD 1,650,000 | 144,545 | 144,545 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.908 | At Termination Date | 05/24/25 | USD 4,500,000 | 195,685 | 195,685 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.658 | At Termination Date | 06/29/25 | USD 3,900,000 | 6,623 | 6,623 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.783 | At Termination Date | 11/04/25 | USD 1,300,000 | 74,073 | 74,026 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.098 | At Termination Date | 11/29/25 | USD 1,600,000 | 47,574 | 47,574 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.300 | At Termination Date | 02/25/26 | USD 2,790,000 | 78,946 | 78,946 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.477 | At Termination Date | 03/25/26 | USD 1,375,000 | 24,743 | 24,743 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.534 | At Termination Date | 04/01/26 | USD16,750,000 | 247,410 | 247,410 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.600 | At Termination Date | 06/17/26 | USD 5,495,000 | 21,888 | 21,888 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.533 | At Termination Date | 06/21/26 | USD ,950,000 | 13,579 | 13,579 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.853 | At Termination Date | 06/28/26 | USD 450,000 | 23,001 | 23,001 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.249 | At Termination Date | 10/30/28 | USD 1,195,000 | 25,993 | 25,993 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.250 | At Termination Date | 03/11/30 | USD 360,000 | 47,574 | 47,574 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.285 | At Termination Date | 05/05/30 | USD 4,860,000 | 634,820 | 634,820 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.983 | At Termination Date | 10/13/30 | USD 1,430,000 | 98,723 | 98,664 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.313 | At Termination Date | 03/01/31 | USD 2,145,000 | 63,905 | 63,905 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.468 | At Termination Date | 04/19/31 | USD 535,000 | 5,871 | 5,871 | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.520 | At Termination Date | 06/10/31 | USD 2,100,000 | (623 | ) | (623 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (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 | 2.380% | At Termination Date | 06/22/31 | USD 1,050,000 | $ | 13,810 | $ | 13,810 | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.430 | At Termination Date | 06/24/31 | USD 2,617,500 | 18,812 | 18,812 | ||||||||||||||
$ | 2,906,596 | $ | 2,904,772 |
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) | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | $ | 608,695 | $ | — | $ | 608,695 | ||||||||||||||
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 | 330,237 | — | 330,237 | |||||||||||||||||
$ | 938,932 | $ | — | $ | 938,932 |
Description | Put/Call | Expiration Date |
Exercise | Number of Contracts | Notional Amount | Cost | Fair Value | |||||||||||||
90-Day Eurodollar | Put | 09/10/21 | 99.50 | USD | 39 | 9,736,350 | $ | 12,251 | $ | 49,238 | ||||||||||
90-Day Eurodollar | Put | 09/10/21 | 99.63 | USD | 39 | 9,736,350 | 2,257 | 5,362 | ||||||||||||
$ | 14,508 | $ | 54,600 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
90-Day Eurodollar | Put | 09/10/21 | 99.38 | USD | 39 | USD 9,736,350 | $ | 7,736 | $ | (37,537 | ) | |||||||||||||||
90-Day Eurodollar | Put | 09/10/21 | 99.75 | USD | 39 | USD 9,736,350 | 4,324 | (11,944 | ) | |||||||||||||||||
U.S. Treasury 10-Year Note | Put | 07/23/21 | 130.50 | USD | 10 | USD 1,305,000 | 2,800 | (625 | ) | |||||||||||||||||
U.S. Treasury 10-Year Note | Call | 07/23/21 | 132.50 | USD | 10 | USD 1,325,000 | 4,357 | (5,313 | ) | |||||||||||||||||
$ | 19,217 | $ | (55,419 | ) |
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | ||||||||||||
Call EUR vs. Put GBP | Citibank N.A. | 08/06/21 | 0.880 | EUR | 625,000 | $ | 14,122 | $ | 507 | |||||||||
$ | 14,122 | $ | 507 |
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 | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD 870,000 | $ | 39,215 | $ | 98,264 | ||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD 874,500 | 40,205 | 100,702 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD 220,000 | 12,430 | 25,401 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD 220,000 | 12,496 | 25,843 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD 570,000 | 26,505 | 67,274 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 1.492% | 3-month USD-LIBOR | 02/25/25 | USD 550,000 | 28,889 | 16,332 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (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(1) | Citibank N.A. | Receive | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD 120,000 | $ | 6,149 | $ | 12,547 | ||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD 100,000 | 5,780 | 11,081 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD 10,000 | 493 | 1,127 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.890% | 3-month USD-LIBOR | 04/30/25 | USD 360,000 | 19,422 | 5,398 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.423% | 3-month USD-LIBOR | 06/05/25 | USD 255,000 | 13,668 | 7,215 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.602% | 3-month USD-LIBOR | 04/07/26 | USD 620,000 | 34,689 | 53,610 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.283% | 3-month USD-LIBOR | 06/04/25 | USD 255,000 | 13,796 | 6,159 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.970% | 3-month USD-LIBOR | 06/24/24 | USD 420,000 | 19,194 | 20,153 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 2.000% | 3-month USD-LIBOR | 06/28/24 | USD 420,000 | 18,501 | 20,807 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD 232,500 | 11,503 | 24,725 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD 200,000 | 9,400 | 22,542 | ||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD 220,000 | 12,523 | 25,189 | ||||||||||||||||
Call on 1-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.595% | 3-month USD-LIBOR | 02/24/25 | USD 4,800,000 | 25,964 | 26,088 | ||||||||||||||||
Call on 1-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 1.620% | 3-month USD-LIBOR | 02/24/25 | USD 8,780,000 | 48,805 | 49,020 | ||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.200% | 3-month USD-LIBOR | 04/28/22 | USD 3,320,000 | 32,503 | 38,030 | ||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 1.525% | 3-month USD-LIBOR | 04/05/22 | USD 1,210,000 | 17,636 | 27,165 | ||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 1.385% | 3-month USD-LIBOR | 04/08/22 | USD 2,360,000 | 35,211 | 40,878 | ||||||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Pay | 1.100% | 6-month JPY-LIBOR | 06/29/22 | JPY 692,890,000 | 94,254 | 79 | ||||||||||||||||
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 | 9,356 | ||||||||||||||||
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 | 11,439 | ||||||||||||||||
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 | 11,105 | ||||||||||||||||
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 | 6,773 | ||||||||||||||||
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 | 6,658 | ||||||||||||||||
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 | 20,061 | ||||||||||||||||
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 | 38,394 | ||||||||||||||||
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 | 4,828 | ||||||||||||||||
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 | 3,250 | ||||||||||||||||
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 | 372 | ||||||||||||||||
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 | 39,637 | ||||||||||||||||
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 | 19,364 | ||||||||||||||||
Put on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 2.602% | 3-month USD-LIBOR | 04/07/26 | USD 620,000 | 34,689 | 20,083 | ||||||||||||||||
Put on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.283% | 3-month USD-LIBOR | 06/04/25 | USD 255,000 | 13,795 | 21,500 | ||||||||||||||||
Put on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.970% | 3-month USD-LIBOR | 06/24/24 | USD 420,000 | 19,194 | 17,007 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (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 | 2.000% | 3-month USD-LIBOR | 06/28/24 | USD 420,000 | $ | 18,501 | $ | 16,563 | ||||||||||||||
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 | 9,065 | ||||||||||||||||
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 | 9,179 | ||||||||||||||||
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 | 7,438 | ||||||||||||||||
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 | 21,784 | ||||||||||||||||
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 | 21,927 | ||||||||||||||||
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 | 6,846 | ||||||||||||||||
Put on 1-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 1.595% | 3-month USD-LIBOR | 02/24/25 | USD 4,800,000 | 23,859 | 25,976 | ||||||||||||||||
Put on 1-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 1.620% | 3-month USD-LIBOR | 02/24/25 | USD 8,780,000 | 48,649 | 46,685 | ||||||||||||||||
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 | 7,482 | ||||||||||||||||
Put on 5-Year Interest Rate Swap(4) | Barclays Bank PLC | Pay | -0.150% | 6-month EUR-EURIBOR | 11/15/21 | EUR 2,130,000 | 15,204 | 6,525 | ||||||||||||||||
Put on 5-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 1.525% | 3-month USD-LIBOR | 04/05/22 | USD 1,210,000 | 17,636 | 7,449 | ||||||||||||||||
Put on 5-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 1.385% | 3-month USD-LIBOR | 04/08/22 | USD 2,360,000 | 34,236 | 19,081 | ||||||||||||||||
$ | 1,239,237 | $ | 1,161,456 |
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 | 3.050% | 3-month USD-LIBOR | 03/12/29 | USD 700,000 | $ | 37,135 | $ | (80,721 | ) | |||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 1.248% | 3-month USD-LIBOR | 01/27/22 | USD 600,000 | 14,130 | (5,426 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 1.438% | 3-month USD-LIBOR | 01/09/23 | USD 870,000 | 28,362 | (17,826 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 1.620% | 3-month USD-LIBOR | 02/18/22 | USD 580,000 | 15,384 | (14,555 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 2.012% | 3-month USD-LIBOR | 03/01/23 | USD 900,000 | 34,290 | (44,333 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 1.254% | 3-month USD-LIBOR | 12/30/22 | USD 470,000 | 15,498 | (6,800 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 1.521% | 3-month USD-LIBOR | 09/22/21 | USD 990,000 | 13,761 | (15,653 | ) | |||||||||||||||
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 | (1,514 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 1.000% | 3-month USD-LIBOR | 01/27/22 | USD 660,000 | 9,042 | (2,701 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 1.064% | 3-month USD-LIBOR | 10/11/22 | USD 460,000 | 15,473 | (4,142 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.233% | 3-month USD-LIBOR | 12/16/22 | USD 427,500 | 13,979 | (5,868 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.245% | 3-month USD-LIBOR | 12/16/22 | USD 427,500 | 13,979 | (6,012 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.775% | 3-month USD-LIBOR | 10/14/21 | USD 540,000 | 11,570 | (18,173 | ) | |||||||||||||||
Call on 10-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 1.400% | 3-month USD-LIBOR | 06/07/22 | USD 775,000 | 7,363 | (12,752 | ) | |||||||||||||||
Call on 2-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 0.518% | 3-month USD-LIBOR | 03/03/22 | USD 3,045,000 | 8,869 | (7,172 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||
Call on 2-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.508% | 3-month USD-LIBOR | 03/01/22 | USD 5,910,000 | $ | 18,543 | $ | (13,431 | ) | |||||||||||||
Call on 2-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.562% | 3-month USD-LIBOR | 03/21/22 | USD 3,045,000 | 10,239 | (8,433 | ) | |||||||||||||||
Call on 2-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.568% | 3-month USD-LIBOR | 03/23/22 | USD 5,960,000 | 19,370 | (16,858 | ) | |||||||||||||||
Call on 2-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 0.405% | 3-month USD-LIBOR | 02/23/22 | USD 4,490,000 | 10,978 | (6,098 | ) | |||||||||||||||
Call on 2-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 0.485% | 3-month USD-LIBOR | 03/02/22 | USD 8,890,000 | 25,559 | (18,171 | ) | |||||||||||||||
Call on 2-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.508% | 3-month USD-LIBOR | 01/10/22 | USD 6,630,000 | 19,669 | (16,535 | ) | |||||||||||||||
Call on 5-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 0.900% | 3-month USD-LIBOR | 04/22/22 | USD 1,660,000 | 8,632 | (8,226 | ) | |||||||||||||||
Call on 5-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.900% | 3-month USD-LIBOR | 04/28/22 | USD 4,990,000 | 22,284 | (24,754 | ) | |||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.050% | 3-month USD-LIBOR | 03/12/29 | USD 700,000 | 37,135 | (21,834 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.700% | 6-month EUR-EURIBOR | 05/15/23 | EUR 1,070,000 | 28,654 | (17,691 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.248% | 3-month USD-LIBOR | 01/27/22 | USD 600,000 | 14,130 | (21,563 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.438% | 3-month USD-LIBOR | 01/09/23 | USD 870,000 | 28,362 | (39,745 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.620% | 3-month USD-LIBOR | 02/18/22 | USD 580,000 | 15,384 | (10,384 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.012% | 3-month USD-LIBOR | 03/01/23 | USD 900,000 | 34,290 | (20,684 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.100% | 3-month USD-LIBOR | 01/06/22 | USD 900,000 | 20,644 | (4,091 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.150% | 3-month USD-LIBOR | 01/10/22 | USD 890,000 | 20,692 | (3,687 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 05/09/22 | USD 2,550,000 | 73,975 | (7,054 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 08/08/22 | USD 960,000 | 11,568 | (4,106 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.250% | 3-month USD-LIBOR | 08/08/22 | USD 960,000 | 5,712 | (1,907 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 1.254% | 3-month USD-LIBOR | 12/30/22 | USD 470,000 | 15,498 | (26,588 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 1.521% | 3-month USD-LIBOR | 09/22/21 | USD 990,000 | 13,761 | (10,275 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.740% | 3-month USD-LIBOR | 05/02/22 | USD 550,000 | 19,030 | (45,223 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.064% | 3-month USD-LIBOR | 10/11/22 | USD 460,000 | 15,473 | (30,061 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.150% | 3-month USD-LIBOR | 01/10/22 | USD 320,000 | 4,832 | (13,298 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.500% | 3-month USD-LIBOR | 01/27/22 | USD 660,000 | 9,042 | (14,183 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.600% | 3-month USD-LIBOR | 02/28/22 | USD 600,000 | 10,950 | (11,587 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 1.600% | 3-month USD-LIBOR | 03/03/22 | USD 600,000 | 10,680 | (11,731 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.233% | 3-month USD-LIBOR | 12/16/22 | USD 427,500 | 13,979 | (24,461 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.245% | 3-month USD-LIBOR | 12/16/22 | USD 427,500 | 13,979 | (24,105 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.775% | 3-month USD-LIBOR | 10/14/21 | USD 540,000 | 11,569 | (2,860 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.400% | 3-month USD-LIBOR | 06/07/22 | USD 775,000 | 8,680 | (4,566 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.750% | 3-month USD-LIBOR | 08/02/22 | USD 950,000 | 13,015 | (3,951 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 3.250% | 3-month USD-LIBOR | 08/02/22 | USD 950,000 | 6,222 | (1,823 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.250% | 3-month USD-LIBOR | 08/20/24 | USD 980,000 | 29,054 | (31,284 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/13/24 | USD 930,000 | 25,539 | (13,034 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/20/24 | USD 930,000 | $ | 22,714 | $ | (13,139 | ) | |||||||||||||
Put on 10-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/13/24 | USD 930,000 | 15,565 | (7,926 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/20/24 | USD 930,000 | 13,630 | (7,999 | ) | |||||||||||||||
Put on 2-Year interest Rate Swap(1) | Citibank N.A. | Receive | 0.518% | 3-month USD-LIBOR | 03/03/22 | USD 3,045,000 | 8,869 | (11,159 | ) | |||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.562% | 3-month USD-LIBOR | 03/21/22 | USD 3,045,000 | 10,239 | (11,154 | ) | |||||||||||||||
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 | — | ||||||||||||||||
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 | — | ||||||||||||||||
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 | — | ||||||||||||||||
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 | (1 | ) | |||||||||||||||
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 | ) | |||||||||||||||
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 | (94 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 0.500% | 3-month USD-LIBOR | 12/06/21 | USD 2,500,000 | 2,000 | (5,033 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.450% | 3-month USD-LIBOR | 12/10/21 | USD 2,482,000 | 2,085 | (6,262 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.508% | 3-month USD-LIBOR | 03/01/22 | USD 5,910,000 | 18,543 | (21,924 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.568% | 3-month USD-LIBOR | 03/23/22 | USD 5,960,000 | 19,370 | (21,679 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.750% | 3-month USD-LIBOR | 02/25/22 | USD 4,490,000 | 10,566 | (8,948 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 0.485% | 3-month USD-LIBOR | 03/02/22 | USD 8,890,000 | 25,559 | (35,015 | ) | |||||||||||||||
Put on 2-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 0.508% | 3-month USD-LIBOR | 01/10/22 | USD 6,630,000 | 18,640 | (17,529 | ) | |||||||||||||||
Put on 5-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.440% | 6-month EUR-EURIBOR | 05/18/22 | EUR 12,240,000 | 47,144 | (18,141 | ) | |||||||||||||||
Put on 5-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 0.600% | 3-month USD-LIBOR | 09/03/21 | USD 1,700,000 | 8,670 | (34,269 | ) | |||||||||||||||
$ | 1,150,090 | $ | (998,203 | ) |
(1) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. | |
(2) | Portfolio pays the exercise rate semi-annually and receives the floating rate index semi-annually. | |
(3) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. | |
(4) | Portfolio pays the exercise rate 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 | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||
---|---|---|---|---|---|---|
Asset Derivatives | ||||||
Foreign exchange contracts | Investments in securities at value* | $ | 507 | |||
Interest rate contracts | Investments in securities at value* | 1,216,056 | ||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 453,229 | ||||
Interest rate contracts | Variation margin receivable on futures contracts** | 49,333 | ||||
Interest rate contracts | Variation margin receivable on centrally cleared swaps** | 4,883,313 | ||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 938,932 | ||||
Total Asset Derivatives | $ | 7,541,370 | ||||
Liability Derivatives | ||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 143,906 | |||
Interest rate contracts | Variation margin payable on futures contracts** | 285,174 | ||||
Interest rate contracts | Variation margin payable on centrally cleared swaps** | 1,767,840 | ||||
Interest rate contracts | Written options, at fair value | 1,053,622 | ||||
Total Liability Derivatives | $ | 3,250,542 |
* | Includes purchased options. | |
** | The fair value presented above represents the cumulative unrealized appreciation (depreciation) on futures contracts and centrally cleared swaps as reported in the tables within the Portfolio of Investments. In the Statement of Assets and Liabilities, only current day’s unsettled variation margin is reported in receivables or payables on futures contracts and centrally cleared swaps and the net cumulative unrealized appreciation (depreciation) is included in total distributable earnings (loss). |
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 | $ | — | $ | (25,386 | ) | $ | — | $ | — | $ | — | $ | (25,386 | ) | |||||||||||
Interest rate contracts | 129,150 | — | 1,086,972 | 1,342,417 | 238,195 | 2,796,734 | |||||||||||||||||||
Total | $ | 129,150 | $ | (25,386 | ) | $ | 1,086,972 | $ | 1,342,417 | $ | 238,195 | $ | 2,771,348 |
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 | $ | (13,615 | ) | $ | 546,623 | $ | — | $ | — | $ | — | $ | 533,008 | ||||||||||||
Interest rate contracts | (47,261 | ) | — | (298,076 | ) | 2,112,504 | (99,803 | ) | 1,667,364 | ||||||||||||||||
Total | $ | (60,876 | ) | $ | 546,623 | $ | (298,076 | ) | $ | 2,112,504 | $ | (99,803 | ) | $ | 2,200,372 |
* | 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 PORTFOLIOAS | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
ANZ Bank | Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Common- wealth Bank of Australia | Deutsche Bank AG | Goldman Sachs International | HSBC Bank PLC | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | NatWest Markets PLC | The Bank of Montreal | Toronto Dominion Securities | UBS AG | Westpac Banking Corp. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | 449,026 | $ | — | $ | 88,438 | $ | — | $ | 183,337 | $ | 102,189 | $ | — | $ | 107,563 | $ | 231,410 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 1,161,963 | ||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | 1,376 | 4,137 | 2,635 | — | 107,741 | 69,320 | — | — | — | 14,979 | 8,293 | 74,609 | 1,386 | 1,847 | 164,654 | 2,252 | 453,229 | |||||||||||||||||||||||||||||||||||||||||||||||||||
OTC Interest rate swaps | — | — | — | — | 938,932 | — | — | — | — | — | — | — | — | — | — | — | 938,932 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 1,376 | $ | 4,137 | $ | 451,661 | $ | — | $ | 1,135,111 | $ | 183,337 | $ | 102,189 | $ | — | $ | 122,542 | $ | 239,703 | $ | 74,609 | $ | 1,386 | $ | 1,847 | $ | 164,654 | $ | 2,252 | $ | 2,484,804 | ||||||||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 33,107 | $ | 9,254 | $ | — | $ | 707 | $ | 60,755 | $ | — | $ | — | $ | — | $ | 7,308 | $ | 11,432 | $ | 219 | $ | — | $ | — | $ | — | $ | 21,124 | $ | — | 143,906 | |||||||||||||||||||||||||||||||||||
Written options | — | — | 347,103 | — | 77,647 | — | 302,152 | 87,577 | — | 76,278 | 107,446 | — | — | — | — | — | 998,203 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 33,107 | $ | 9,254 | $ | 347,103 | $ | 707 | $ | 138,402 | $ | — | $ | 302,152 | $ | 87,577 | $ | 7,308 | $ | 87,710 | $ | 107,665 | $ | — | $ | — | $ | — | $ | 21,124 | $ | — | $ | 1,142,109 | ||||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (31,731 | ) | $ | (5,117 | ) | $ | 104,558 | $ | (707 | ) | $ | 996,709 | $ | — | $ | (118,815 | ) | $ | 14,612 | $ | (7,308 | ) | $ | 34,832 | $ | 132,038 | $ | 74,609 | $ | 1,386 | $ | 1,847 | $ | 143,530 | $ | 2,252 | $ | 1,342,695 | |||||||||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | (950,000 | ) | $ | — | $ | — | $ | — | $ | — | $ | (20,000 | ) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (970,000) | ||||||||||||||||||||||||||||||||
Net Exposure(1)(2) | $ | (31,731 | ) | $ | (5,117 | ) | $ | 104,558 | $ | (707 | ) | $ | 46,709 | $ | — | $ | (118,815 | ) | $ | 14,612 | $ | (7,308 | ) | $ | 14,832 | $ | 132,038 | $ | 74,609 | $ | 1,386 | $ | 1,847 | $ | 143,530 | $ | 2,252 | $ | 372,695 |
(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, 2021, the Portfolio had pledged $30,000 in cash collateral to Goldman Sachs International. In addition, the Portfolio had received $950,000 and $20,000 in cash collateral from Citibank N.A. and JPMorgan Chase Bank N.A., respectively. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $280,047,769. | |||
Net unrealized appreciation consisted of: | |||
Gross Unrealized Appreciation | $24,861,518 | ||
Gross Unrealized Depreciation | (3,395,617 | ) | |
Net Unrealized Appreciation | $21,465,901 |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | |||
U.S. Treasury Obligations | 48.0 | % | |
Corporate Bonds/Notes | 33.4 | % | |
U.S. Government Agency Obligations | 10.0 | % | |
Commercial Mortgage-Backed Securities | 4.8 | % | |
Collateralized Mortgage Obligations | 0.9 | % | |
Asset-Backed Securities | 0.2 | % | |
Assets in Excess of Other Liabilities* | 2.7 | % | |
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: 33.4% | ||||||||||||||
Consumer, Cyclical: 5.5% | ||||||||||||||
3,010,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | $ | 3,348,824 | 1.0 | |||||||||
1,400,000 | General Motors Co., 6.250%, 10/02/2043 | 1,935,670 | 0.6 | |||||||||||
920,000 | General Motors Co., 6.800%, 10/01/2027 | 1,159,525 | 0.3 | |||||||||||
4,605,000 | General Motors Financial Co., Inc., 1.235%, (SOFRRATE + 1.200%), 11/17/2023 | 4,682,226 | 1.3 | |||||||||||
6,380,000 | Marriott International, Inc./MD, 3.500%, 10/15/2032 | 6,785,833 | 1.9 | |||||||||||
1,217,000 | Walgreens Boots Alliance, Inc., 4.100%, 04/15/2050 | 1,344,194 | 0.4 | |||||||||||
19,256,272 | 5.5 | |||||||||||||
Energy: 11.8% | ||||||||||||||
3,925,000 | Apache Corp., 4.250%, 01/15/2044 | 3,850,661 | 1.1 | |||||||||||
3,910,000 | Apache Corp., 4.750%, 04/15/2043 | 4,073,849 | 1.2 | |||||||||||
3,025,000 | Hess Corp., 5.600%, 02/15/2041 | 3,781,259 | 1.1 | |||||||||||
6,245,000 | Marathon Oil Corp., 6.600%, 10/01/2037 | 8,314,697 | 2.4 | |||||||||||
3,905,000 | Occidental Petroleum Corp., 3.500%, 08/15/2029 | 3,924,213 | 1.1 | |||||||||||
6,185,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 6,052,115 | 1.8 | |||||||||||
720,000 | Petroleos Mexicanos, 6.750%, 09/21/2047 | 638,107 | 0.2 | |||||||||||
10,195,000 | Petroleos Mexicanos, 7.690%, 01/23/2050 | 9,825,431 | 2.8 | |||||||||||
445,000 | (1) | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | 433,597 | 0.1 | ||||||||||
40,893,929 | 11.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: 9.2% | ||||||||||||||
5,510,000 | (1) | Athene Global Funding, 0.739%, (SOFRRATE + 0.700%), 05/24/2024 | $ | 5,557,221 | 1.6 | |||||||||
5,635,000 | Bank of Montreal, 0.726%, (SOFRRATE + 0.680%), 03/10/2023 | 5,688,448 | 1.6 | |||||||||||
7,100,000 | Bank of Nova Scotia/The, 0.598%, (SOFRRATE + 0.550%), 09/15/2023 | 7,154,629 | 2.1 | |||||||||||
2,280,000 | (1) | Blue Owl Finance LLC, 3.125%, 06/10/2031 | 2,267,599 | 0.6 | ||||||||||
5,095,000 | Canadian Imperial Bank of Commerce, 0.850%, (SOFRRATE + 0.800%), 03/17/2023 | 5,146,767 | 1.5 | |||||||||||
2,695,000 | Golub Capital BDC, Inc., 2.500%, 08/24/2026 | 2,711,965 | 0.8 | |||||||||||
3,300,000 | (1) | Metropolitan Life Global Funding I, 0.590%, (SOFRRATE + 0.570%), 01/13/2023 | 3,320,242 | 1.0 | ||||||||||
31,846,871 | 9.2 | |||||||||||||
Industrial: 3.2% | ||||||||||||||
1,230,000 | Boeing Co/The, 3.950%, 08/01/2059 | 1,290,423 | 0.4 | |||||||||||
800,000 | Boeing Co/The, 5.705%, 05/01/2040 | 1,031,816 | 0.3 | |||||||||||
2,065,000 | Boeing Co/The,5.805%, 05/01/2050 | 2,785,357 | 0.8 | |||||||||||
1,225,000 | Boeing Co/The, 5.930%, 05/01/2060 | 1,694,752 | 0.5 | |||||||||||
4,280,000 | Caterpillar Financial Services Corp., 0.185%, (SOFRRATE + 0.150%), 11/17/2022 | 4,281,498 | 1.2 | |||||||||||
11,083,846 | 3.2 | |||||||||||||
Technology: 2.0% | ||||||||||||||
5,885,000 | Dell International LLC / EMC Corp., 5.300%, 10/01/2029 | 7,106,797 | 2.0 | |||||||||||
Utilities: 1.7% | ||||||||||||||
2,960,000 | (1) | AES Corp./The, 3.950%, 07/15/2030 | 3,246,054 | 0.9 | ||||||||||
2,530,000 | (1) | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 2,650,681 | 0.8 | ||||||||||
5,896,735 | 1.7 | |||||||||||||
Total Corporate Bonds/Notes (Cost $107,981,534) | 116,084,450 | 33.4 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.9% | ||||||||||||||
1,108,444 | (1),(2) | Angel Oak Mortgage Trust 2019-6 A1, 2.620%, 11/25/2059 | 1,115,956 | 0.3 | ||||||||||
501,449 | (1),(2) | Angel Oak Mortgage Trust I LLC 2019-2 A1, 3.628%, 03/25/2049 | 507,997 | 0.2 |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
1,511,044 | (1),(2) | Residential Mortgage Loan Trust 2019-3 A1, 2.633%, 09/25/2059 | $ | 1,530,613 | 0.4 | |||||||||
Total Collateralized Mortgage Obligations (Cost $3,079,033) | 3,154,566 | 0.9 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 48.0% | ||||||||||||||
U.S. Treasury Floating Rate Notes: 48.0% | ||||||||||||||
44,710,000 | 0.099%, (USBMMY3M + 0.049%),01/31/2023 | 44,732,892 | 12.9 | |||||||||||
31,520,000 | 0.105%, (USBMMY3M + 0.055%),07/31/2022 | 31,540,977 | 9.1 | |||||||||||
63,640,000 | 0.105%, (USBMMY3M + 0.055%),10/31/2022 | 63,683,584 | 18.3 | |||||||||||
26,740,000 | 0.164%, (USBMMY3M + 0.114%),04/30/2022 | 26,767,002 | 7.7 | |||||||||||
Total U.S. Treasury Obligations (Cost $166,647,162) | 166,724,455 | 48.0 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.0% | ||||||||||||||
Federal Home Loan Bank: 5.0% | ||||||||||||||
7,600,000 | 0.125%,03/17/2023 | 7,588,524 | 2.2 | |||||||||||
9,800,000 | 1.875%,07/07/2021 | 9,803,375 | 2.8 | |||||||||||
17,391,899 | 5.0 | |||||||||||||
Federal Home Loan Mortgage Corporation: 2.1%(3) | ||||||||||||||
7,300,000 | 1.125%,08/12/2021 | 7,309,179 | 2.1 | |||||||||||
Sovereign: 2.9% | ||||||||||||||
10,000,000 | 0.375%,05/05/2023 | 10,028,222 | 2.9 | |||||||||||
Total U.S. Government Agency Obligations (Cost $34,730,101) | 34,729,300 | 10.0 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.8% | ||||||||||||||
3,089,000 | (2) | Benchmark 2020-B18 C Mortgage Trust, 3.772%, 07/15/2053 | 3,315,327 | 1.0 | ||||||||||
1,520,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 A, 1.053%, (US0001M + 0.980%), 05/15/2036 | 1,526,086 | 0.4 | ||||||||||
9,370,000 | (1),(2) | FREMF 2012-K23 B Mortgage Trust, 3.782%, 10/25/2045 | 9,684,407 | 2.8 | ||||||||||
2,000,000 | (2) | JPMDB Commercial Mortgage Securities Trust 2018-C8 C, 4.901%, 06/15/2051 | 2,224,987 | 0.6 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $16,569,805) | 16,750,807 | 4.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
720,000 | (1),(2) | Towd Point Mortgage Trust 2018-3 A2, 3.875%, 05/25/2058 | $ | 783,373 | 0.2 | |||||||||
Total Asset-Backed Securities (Cost $696,043) | 783,373 | 0.2 | ||||||||||||
Total Long-Term Investments (Cost $329,703,678) | 338,226,951 | 97.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.9% | ||||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
6,625,018 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $6,625,018) | 6,625,018 | 1.9 | ||||||||||
Total Short-Term Investments (Cost $6,625,018) | 6,625,018 | 1.9 | ||||||||||||
Total Investments in Securities (Cost $336,328,696) | $ | 344,851,969 | 99.2 | |||||||||||
Assets in Excess of Other Liabilities | 2,833,661 | 0.8 | ||||||||||||
Net Assets | $ | 347,685,630 | 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, 2021. | |
(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, 2021. | |
Reference Rate Abbreviations: | ||
SOFRRATE Secured Overnight Financing Rate | ||
US0001M 1-month LIBOR | ||
USBMMY3M U.S. Treasury 3-month Bill Money Market Yield |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 116,084,450 | $ | — | $ | 116,084,450 | ||||||||||||
Collateralized Mortgage Obligations | — | 3,154,566 | — | 3,154,566 | ||||||||||||||||
Commercial Mortgage-Backed Securities | — | 16,750,807 | — | 16,750,807 | ||||||||||||||||
U.S. Government Agency Obligations | — | 34,729,300 | — | 34,729,300 | ||||||||||||||||
Asset-Backed Securities | — | 783,373 | — | 783,373 | ||||||||||||||||
U.S. Treasury Obligations | — | 166,724,455 | — | 166,724,455 | ||||||||||||||||
Short-Term Investments | 6,625,018 | — | — | 6,625,018 | ||||||||||||||||
Total Investments, at fair value | $ | 6,625,018 | $ | 338,226,951 | $ | — | $ | 344,851,969 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Futures | $ | (873,252 | ) | $ | — | $ | — | $ | (873,252 | ) | ||||||||||
Total Liabilities | $ | (873,252 | ) | $ | — | $ | — | $ | (873,252 | ) |
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. |
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts: | ||||||||||||||||
U.S. Treasury Ultra Long Bond | (127 | ) | 09/21/21 | $(24,471,313 | ) | $(873,252 | ) | |||||||||
$(24,471,313 | ) | $(873,252 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||
---|---|---|---|---|---|
Asset Derivatives | |||||
Interest rate contracts | Variation margin payable on futures contracts* | $873,252 | |||
Total Liability Derivatives | $873,252 |
* | The fair value presented above represents the cumulative unrealized appreciation (depreciation) on futures contracts as reported in the table within the Portfolio of Investments. In the Statement of Assets and Liabilities, only current day’s unsettled variation margin is reported in receivables or payables on futures contracts and the net cumulative unrealized appreciation (depreciation) is included in total distributable earnings (loss). |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||
Derivatives not accounted for as hedging instruments | Futures | |||
Interest rate contracts | $6,415,867 | |||
Total | $6,415,867 | |||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||
Derivatives not accounted for as hedging instruments | Futures | |||
Interest rate contracts | $(1,251,611 | ) | ||
Total | $(1,251,611 | ) |
Cost for federal income tax purposes was $336,707,055. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 8,242,422 | ||
Gross Unrealized Depreciation | (970,760 | ) | ||
Net Unrealized Appreciation | $ | 7,271,662 |
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 �� (0621-082321) |
Semi-Annual Report
June 30, 2021
Classes ADV, I and S
Voya Investors Trust
◼ Voya Global Perspectives® Portfolio
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com | |
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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 are 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 at: www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Sincerely,
President
Voya Family of Funds
July 22, 2021
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2021** | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2021** | |||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,041.20 | 0.53 | % | $ | 2.68 | $ | 1,000.00 | $ | 1,022.17 | 0.53 | % | $ | 2.66 | ||||||||||||||||
Class I | 1,000.00 | 1,042.50 | 0.23 | 1.16 | 1,000.00 | 1,023.65 | 0.23 | 1.15 | ||||||||||||||||||||||||
Class S | 1,000.00 | 1,042.00 | 0.48 | 2.43 | 1,000.00 | 1,022.41 | 0.48 | 2.41 |
* | 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 181/365 to reflect the most recent fiscal half-year. |
ASSETS: | |||||
Investments in affiliated underlying funds at fair value* | $ | 104,451,362 | |||
Cash | 4,383 | ||||
Receivables: | |||||
Fund shares sold | 112,537 | ||||
Dividends | 124,266 | ||||
Prepaid expenses | 29 | ||||
Reimbursement due from Investment Adviser | 12,510 | ||||
Other assets | 10,903 | ||||
Total assets | 104,715,990 | ||||
LIABILITIES: | |||||
Payable for investments in affiliated underlying funds purchased | 236,788 | ||||
Payable for fund shares redeemed | 38 | ||||
Payable for investment management fees | 17,227 | ||||
Payable for distribution and shareholder service fees | 23,663 | ||||
Payable to trustees under the deferred compensation plan (Note 6) | 10,903 | ||||
Payable for trustee fees | 524 | ||||
Other accrued expenses and liabilities | 30,487 | ||||
Total liabilities | 319,630 | ||||
NET ASSETS | $ | 104,396,360 | |||
NET ASSETS WERE COMPRISED OF: | |||||
Paid-in capital | $ | 82,110,423 | |||
Total distributable earnings | 22,285,937 | ||||
NET ASSETS | $ | 104,396,360 | |||
* Cost of investments in affiliated underlying funds | $ | 91,695,661 | |||
Class ADV | |||||
Net assets | $ | 95,365,034 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 7,551,383 | ||||
Net asset value and redemption price per share | $ | 12.63 | |||
Class I | |||||
Net assets | $ | 8,949,841 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 701,796 | ||||
Net asset value and redemption price per share | $ | 12.75 | |||
Class S | |||||
Net assets | $ | 81,485 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 6,449 | ||||
Net asset value and redemption price per share | $ | 12.64 |
INVESTMENT INCOME: | |||||
Dividends from affiliated underlying funds | $ | 1,141,065 | |||
Total investment income | 1,141,065 | ||||
EXPENSES: | |||||
Investment management fees | 103,997 | ||||
Distribution and shareholder service fees: | |||||
Class ADV | 285,329 | ||||
Class S | 98 | ||||
Transfer agent fees: | |||||
Class ADV | 4,806 | ||||
Class I | 445 | ||||
Class S | 4 | ||||
Shareholder reporting expense | 8,869 | ||||
Professional fees | 11,765 | ||||
Custody and accounting expense | 7,059 | ||||
Trustee fees | 2,097 | ||||
Miscellaneous expense | 5,231 | ||||
Total expenses | 429,700 | ||||
Waived and reimbursed fees | (165,892 | ) | |||
Net expenses | 263,808 | ||||
Net investment income | 877,257 | ||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||
Net realized gain (loss) on: | |||||
Sale of affiliated underlying funds | 2,713,875 | ||||
Capital gain distributions from affiliated underlying funds | 716,760 | ||||
Net realized gain | 3,430,635 | ||||
Net change in unrealized appreciation (depreciation) on: | |||||
Affiliated underlying funds | (64,989 | ) | |||
Net change in unrealized appreciation (depreciation) | (64,989 | ) | |||
Net realized and unrealized gain | 3,365,646 | ||||
Increase in net assets resulting from operations | $ | 4,242,903 |
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||
---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | |||||||||
Net investment income | $ | 877,257 | $ | 3,059,808 | |||||
Net realized gain | 3,430,635 | 4,564,863 | |||||||
Net change in unrealized appreciation (depreciation) | (64,989 | ) | 7,179,071 | ||||||
Increase in net assets resulting from operations | 4,242,903 | 14,803,742 | |||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||
Total distributions (excluding return of capital): | |||||||||
Class ADV | — | (5,772,190 | ) | ||||||
Class I | — | (552,917 | ) | ||||||
Class S | — | (4,152 | ) | ||||||
Total distributions | — | (6,329,259 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||
Net proceeds from sale of shares | 2,130,224 | 5,276,382 | |||||||
Reinvestment of distributions | — | 6,329,259 | |||||||
2,130,224 | 11,605,641 | ||||||||
Cost of shares redeemed | (8,788,175 | ) | (16,868,995 | ) | |||||
Net decrease in net assets resulting from capital share transactions | (6,657,951 | ) | (5,263,354 | ) | |||||
Net increase (decrease) in net assets | (2,415,048 | ) | 3,211,129 | ||||||
NET ASSETS: | |||||||||
Beginning of year or period | 106,811,408 | 103,600,279 | |||||||
End of year or period | $ | 104,396,360 | $ | 106,811,408 |
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) | (%) | |||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.13 | 0.10 | • | 0.40 | 0.50 | — | — | — | — | — | 12.63 | 4.12 | 0.88 | 0.53 | 0.53 | 1.66 | 95,365 | 34 | ||||||||||||||||||||
12-31-20 | 11.17 | 0.34 | • | 1.34 | 1.68 | 0.35 | 0.37 | — | 0.72 | — | 12.13 | 15.80 | 0.88 | 0.51 | 0.51 | 3.01 | 97,298 | 107 | ||||||||||||||||||||
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 | ||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.23 | 0.12 | • | 0.40 | 0.52 | — | — | — | — | — | 12.75 | 4.25 | 0.28 | 0.23 | 0.23 | 1.94 | 8,950 | 34 | ||||||||||||||||||||
12-31-20 | 11.26 | 0.38 | • | 1.35 | 1.73 | 0.39 | 0.37 | — | 0.76 | — | 12.23 | 16.13 | 0.28 | 0.21 | 0.21 | 3.31 | 9,437 | 107 | ||||||||||||||||||||
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 | ||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.13 | 0.11 | • | 0.40 | 0.51 | — | — | — | — | — | 12.64 | 4.20 | 0.53 | 0.48 | 0.48 | 1.72 | 81 | 34 | ||||||||||||||||||||
12-31-20 | 11.18 | 0.34 | • | 1.34 | 1.68 | 0.36 | 0.37 | — | 0.73 | — | 12.13 | 15.79 | 0.53 | 0.46 | 0.46 | 3.04 | 77 | 107 | ||||||||||||||||||||
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 |
(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 | ||
---|---|---|---|
$36,011,528 | $41,804,229 |
Subsidiary | Percentage | |||
---|---|---|---|---|
Voya Retirement Insurance and Annuity Company | 6.13% |
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, 2022, 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, respectively. Termination or modification of this obligation requires approval by the Board. |
June 30, | |||||||
---|---|---|---|---|---|---|---|
2022 | 2023 | 2024 | Total | ||||
$99,803 | $93,129 | $46,994 | $239,926 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 49,301 | — | — | (520,007 | ) | (470,706 | ) | 604,511 | — | — | (6,406,920 | ) | (5,802,409 | ) | ||||||||||||||||||||||||||
12/31/2020 | 205,940 | — | 526,180 | (1,252,326 | ) | (520,206 | ) | 2,318,317 | — | 5,772,190 | (13,966,694 | ) | (5,876,187 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 122,514 | — | — | (192,352 | ) | (69,838 | ) | 1,524,278 | — | — | (2,381,060 | ) | (856,782 | ) | ||||||||||||||||||||||||||
12/31/2020 | 259,890 | — | 50,083 | (256,584 | ) | 53,389 | 2,953,946 | — | 552,917 | (2,900,727 | ) | 606,136 | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 119 | — | — | (16 | ) | 103 | 1,435 | — | — | (195 | ) | 1,240 | ||||||||||||||||||||||||||||
12/31/2020 | 353 | — | 379 | (162 | ) | 570 | 4,119 | — | 4,152 | (1,574 | ) | 6,697 |
Year Ended December 31, 2020 | Year Ended December 31, 2019 | |||||
---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | |||
$3,100,007 | $3,229,252 | $3,458,637 | $4,391,681 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | |||
---|---|---|---|---|---|
$ 5,066,274 | $ 1,001,018 | $ 11,982,013 |
PER SHARE AMOUNTS | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||
Class ADV | $0.4092 | $0.2042 | $0.1219 | July 14, 2021 | July 12, 2021 | |||||
Class I | $0.4462 | $0.2042 | $0.1219 | July 14, 2021 | July 12, 2021 | |||||
Class S | $0.4205 | $0.2042 | $0.1219 | July 14, 2021 | July 12, 2021 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | ||||||||||||||
Affiliated Investment Companies: 100.1% | ||||||||||||||
704,576 | Voya Emerging Markets Index Portfolio — Class I | $ | 10,336,133 | 9.9 | ||||||||||
1,063,735 | Voya Global Bond Fund — Class R6 | 10,211,861 | 9.8 | |||||||||||
1,193,132 | Voya GNMA Income Fund — Class R6 | 10,129,692 | 9.7 | |||||||||||
1,036,464 | Voya High Yield Portfolio — Class I | 10,406,102 | 10.0 | |||||||||||
339,753 | Voya Index Plus LargeCap Portfolio — Class I | 10,739,588 | 10.3 | |||||||||||
883,267 | Voya International Index Portfolio — Class I | 10,431,388 | 10.0 | |||||||||||
527,829 | Voya MidCap Opportunities Portfolio — Class R6 | 10,767,704 | 10.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
481,990 | Voya Small Company Portfolio — Class R6 | $ | 10,169,985 | 9.7 | ||||||||||
936,416 | Voya U.S. Bond Index Portfolio — Class I | 10,281,850 | 9.9 | |||||||||||
882,400 | VY® Clarion Global Real Estate Portfolio — Class I | 10,977,059 | 10.5 | |||||||||||
Total Mutual Funds (Cost $91,695,661) | 104,451,362 | 100.1 | ||||||||||||
Liabilities in Excess of Other Assets | (55,002 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 104,396,360 | 100.0 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 104,451,362 | $ | — | $ | — | $ | 104,451,362 | |||||||||||||
Total Investments, at fair value | $ | 104,451,362 | $ | — | $ | — | $ | 104,451,362 |
^ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/20 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/21 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 5,968,219 | $ | 5,197,983.00 | $ | (773,256 | ) | $ | (56,813 | ) | $ | 10,336,133 | $ | 93,583 | $ | 442,202 | $ | — | ||||||||||||||||||||||
Voya Global Bond Fund — Class R6 | 18,187,469 | 744,086 | (7,953,132 | ) | (766,562 | ) | 10,211,861 | 29,727 | 154,357 | — | ||||||||||||||||||||||||||||||
Voya GNMA Income Fund — Class R6 | 17,346,211 | 1,607,330 | (8,651,185 | ) | (172,664 | ) | 10,129,692 | 91,747 | 39,152 | — | ||||||||||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 18,399,706 | 920,005 | (8,891,196 | ) | (22,413 | ) | 10,406,102 | 399,473 | 63,373 | — | ||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 5,676,567 | 5,642,955 | (653,397 | ) | 73,463 | 10,739,588 | 108,847 | 270,408 | 678,049 | |||||||||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 5,752,163 | 5,267,729 | (689,025 | ) | 100,521 | 10,431,388 | 212,976 | 310,376 | — | |||||||||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class R6 | 6,058,058 | 5,209,073 | (770,567 | ) | 271,140 | 10,767,704 | — | 539,370 | — | |||||||||||||||||||||||||||||||
Voya Small Company Portfolio — Class R6 | 6,576,518 | 4,726,769 | (1,038,471 | ) | (94,831 | ) | 10,169,985 | 15,717 | 785,286 | 38,711 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/20 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/21 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Bond Index Portfolio — Class I | $ | 17,285,290 | $ | 1,777,841 | $ | (8,238,283 | ) | $ | (542,998 | ) | $ | 10,281,850 | $ | 188,995 | $ | (51,021 | ) | $ | — | |||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 5,628,217 | 4,917,758 | (715,084 | ) | 1,146,168 | 10,977,059 | — | 160,372 | — | |||||||||||||||||||||||||||||||
$ | 106,878,418 | $ | 36,011,529 | $ | (38,373,596 | ) | $ | (64,989 | ) | $ | 104,451,362 | $ | 1,141,065 | $ | 2,713,875 | $ | 716,760 |
Cost for federal income tax purposes was $92,534,338. |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 13,262,619 | ||
Gross Unrealized Depreciation | (1,345,595 | ) | ||
Net Unrealized Appreciation | $ | 11,917,024 |
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 (0621-082021) |
Semi-Annual Report
June 30, 2021
Classes ADV and I
Voya Investors Trust
■ | Voya Retirement Conservative Portfolio | ■ | Voya Retirement Moderate Portfolio | ||
■ | Voya Retirement Growth Portfolio | ■ | Voya Retirement Moderate Growth Portfolio | ||
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly.
You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
TABLE OF CONTENTS
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17 |
President
Voya Family of Funds
July 22, 2021
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2021** | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2021** | ||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,028.50 | 0.55 | % | $ | 2.77 | $ | 1,000.00 | $ | 1,022.07 | 0.55 | % | $ | 2.76 | |||||||||||||||||||
Class I | 1,000.00 | 1,029.00 | 0.30 | 1.51 | $ | 1,000.00 | 1,023.31 | 0.30 | 1.51 | ||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,094.90 | 0.70 | % | $ | 3.64 | $ | 1,000.00 | $ | 1,021.32 | 0.70 | % | $ | 3.51 | |||||||||||||||||||
Class I | 1,000.00 | 1,097.30 | 0.28 | 1.46 | 1,000.00 | 1,023.41 | 0.28 | 1.40 | |||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,058.80 | 0.63 | % | $ | 3.22 | $ | 1,000.00 | $ | 1,021.67 | 0.63 | % | $ | 3.16 | |||||||||||||||||||
Class I | 1,000.00 | 1,060.50 | 0.29 | 1.48 | 1,000.00 | �� | 1,023.36 | 0.29 | 1.45 | ||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,081.30 | 0.67 | % | $ | 3.46 | $ | 1,000.00 | $ | 1,021.47 | 0.67 | % | $ | 3.36 | |||||||||||||||||||
Class I | 1,000.00 | 1,083.70 | 0.28 | 1.45 | 1,000.00 | 1,023.41 | 0.28 | 1.40 |
* | 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 181/365 to reflect the most recent fiscal half-year. |
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (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* | $ | 417,748,694 | $ | 2,521,653,250 | $ | 965,656,480 | $ | 1,735,667,152 | ||||||||||||
Investments in unaffiliated underlying funds at fair value** | 17,408,222 | 64,954,204 | 40,355,643 | 44,598,197 | ||||||||||||||||
Cash | 243,079 | 1,343,010 | 563,527 | 964,171 | ||||||||||||||||
Receivables: | ||||||||||||||||||||
Investments in affiliated underlying funds sold | 71,904 | 434,448 | 146,125 | — | ||||||||||||||||
Fund shares sold | 812 | 10,234 | 12,186 | 877,299 | ||||||||||||||||
Dividends | 148 | 1,165 | 634 | 864 | ||||||||||||||||
Prepaid expenses | 122 | 701 | 277 | 483 | ||||||||||||||||
Other assets | 17,950 | 161,686 | 63,572 | 110,333 | ||||||||||||||||
Total assets | 435,490,931 | 2,588,558,698 | 1,006,798,444 | 1,782,218,499 | ||||||||||||||||
LIABILITIES: | ||||||||||||||||||||
Payable for investments in affiliated underlying funds purchased | — | — | — | 663,090 | ||||||||||||||||
Payable for fund shares redeemed | 72,716 | 444,682 | 158,311 | 214,209 | ||||||||||||||||
Payable for investment management fees | 89,265 | 518,920 | 206,452 | 359,410 | ||||||||||||||||
Payable for distribution and shareholder service fees | 89,814 | 883,732 | 275,212 | 559,284 | ||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 17,950 | 161,686 | 63,572 | 110,333 | ||||||||||||||||
Payable for trustee fees | 2,183 | 12,839 | 5,014 | 8,810 | ||||||||||||||||
Other accrued expenses and liabilities | 35,010 | 207,378 | 78,348 | 158,488 | ||||||||||||||||
Total liabilities | 306,938 | 2,229,237 | 786,909 | 2,073,624 | ||||||||||||||||
NET ASSETS | $ | 435,183,993 | $ | 2,586,329,461 | $ | 1,006,011,535 | $ | 1,780,144,875 | ||||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||||
Paid-in capital | $ | 322,892,707 | $ | 1,858,352,854 | $ | 784,685,992 | $ | 1,325,527,147 | ||||||||||||
Total distributable earnings | 112,291,286 | 727,976,607 | 221,325,543 | 454,617,728 | ||||||||||||||||
NET ASSETS | $ | 435,183,993 | $ | 2,586,329,461 | $ | 1,006,011,535 | $ | 1,780,144,875 | ||||||||||||
* Cost of investments in affiliated underlying funds | $ | 346,815,122 | $ | 2,024,049,851 | $ | 841,185,884 | $ | 1,434,928,173 | ||||||||||||
**Cost of investments in unaffiliated underlying funds | $ | 14,879,561 | $ | 60,103,080 | $ | 37,152,810 | $ | 41,526,247 | ||||||||||||
Class ADV | ||||||||||||||||||||
Net assets | $ | 433,494,743 | $ | 2,532,828,000 | $ | 980,784,930 | $ | 1,753,110,826 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 42,840,703 | 167,590,248 | 75,684,960 | 126,748,148 | ||||||||||||||||
Net asset value and redemption price per share | $ | 10.12 | $ | 15.11 | $ | 12.96 | $ | 13.83 | ||||||||||||
Class I | ||||||||||||||||||||
Net assets | $ | 1,689,250 | $ | 53,501,461 | $ | 25,226,605 | $ | 27,034,049 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 163,932 | 3,512,005 | 1,918,176 | 1,969,031 | ||||||||||||||||
Net asset value and redemption price per share | $ | 10.30 | $ | 15.23 | $ | 13.15 | $ | 13.73 |
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2021 (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 | $ | 3,895,981 | $ | 15,912,793 | $ | 6,907,536 | $ | 10,428,669 | ||||||||||||
Dividends from unaffiliated underlying funds | 343,377 | 909,990 | 793,689 | 933,899 | ||||||||||||||||
Total investment income | 4,239,358 | 16,822,783 | 7,701,225 | 11,362,568 | ||||||||||||||||
EXPENSES: | ||||||||||||||||||||
Investment management fees | 539,690 | 3,108,229 | 1,238,883 | 2,150,327 | ||||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||||
Class ADV | 1,079,471 | 6,237,899 | 2,427,448 | 4,304,719 | ||||||||||||||||
Transfer agent fees: | ||||||||||||||||||||
Class ADV | 25,775 | 18,791 | 25,534 | 24,910 | ||||||||||||||||
Class I | 81 | 389 | 617 | 370 | ||||||||||||||||
Shareholder reporting expense | 18,516 | 29,322 | 13,032 | 20,453 | ||||||||||||||||
Professional fees | 9,050 | 40,725 | 16,919 | 29,503 | ||||||||||||||||
Custody and accounting expense | 15,566 | 58,431 | 19,616 | 47,210 | ||||||||||||||||
Trustee fees | 8,735 | 51,357 | 20,053 | 35,238 | ||||||||||||||||
Miscellaneous expense | 36,654 | 224,634 | 95,702 | 174,897 | ||||||||||||||||
Interest expense | — | — | 30 | — | ||||||||||||||||
Total expenses | 1,733,538 | 9,769,777 | 3,857,834 | 6,787,627 | ||||||||||||||||
Waived and reimbursed fees | (535,417 | ) | (936,919 | ) | (770,466 | ) | (952,195 | ) | ||||||||||||
Net expenses | 1,198,121 | 8,832,858 | 3,087,368 | 5,835,432 | ||||||||||||||||
Net investment income | 3,041,237 | 7,989,925 | 4,613,857 | 5,527,136 | ||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||||
Sale of affiliated underlying funds | 17,646,407 | 74,527,301 | 30,400,732 | 45,230,704 | ||||||||||||||||
Sale of unaffiliated underlying funds | 3,093,968 | 3,988,952 | 7,183,662 | 6,231,308 | ||||||||||||||||
Capital gain distributions from affiliated underlying funds | 774,472 | 16,241,514 | 2,697,351 | 6,353,964 | ||||||||||||||||
Net realized gain | 21,514,847 | 94,757,767 | 40,281,745 | 57,815,976 | ||||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||||
Affiliated underlying funds | (9,666,356 | ) | 133,816,665 | 19,354,611 | 80,010,120 | |||||||||||||||
Unaffiliated underlying funds | (2,867,576 | ) | (3,318,445 | ) | (6,650,061 | ) | (5,596,510 | ) | ||||||||||||
Net change in unrealized appreciation (depreciation) | (12,533,932 | ) | 130,498,220 | 12,704,550 | 74,413,610 | |||||||||||||||
Net realized and unrealized gain | 8,980,915 | 225,255,987 | 52,986,295 | 132,229,586 | ||||||||||||||||
Increase in net assets resulting from operations | $ | 12,022,152 | $ | 233,245,912 | $ | 57,600,152 | $ | 137,756,722 |
STATEMENTS OF CHANGES IN NET ASSETS
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||||
Net investment income | $ | 3,041,237 | $ | 8,119,791 | $ | 7,989,925 | $ | 39,079,264 | |||||||||||||
Net realized gain | 21,514,847 | 9,598,654 | 94,757,767 | 105,349,183 | |||||||||||||||||
Net change in unrealized appreciation (depreciation) | (12,533,932 | ) | 25,055,594 | 130,498,220 | 159,092,911 | ||||||||||||||||
Increase in net assets resulting from operations | 12,022,152 | 42,774,039 | 233,245,912 | 303,521,358 | |||||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||||
Class ADV | — | (17,990,939 | ) | — | (153,007,477 | ) | |||||||||||||||
Class I | — | (10,866 | ) | — | (3,182,685 | ) | |||||||||||||||
Total distributions | — | (18,001,805 | ) | — | (156,190,162 | ) | |||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||||
Net proceeds from sale of shares | 13,624,764 | 40,843,106 | 4,363,870 | 5,729,227 | |||||||||||||||||
Reinvestment of distributions | — | 18,001,763 | — | 156,190,162 | |||||||||||||||||
13,624,764 | 58,844,869 | 4,363,870 | 161,919,389 | ||||||||||||||||||
Cost of shares redeemed | (36,683,776 | ) | (62,275,274 | ) | (202,652,997 | ) | (359,765,955 | ) | |||||||||||||
Net decrease in net assets resulting from capital share transactions | (23,059,012 | ) | (3,430,405 | ) | (198,289,127 | ) | (197,846,566 | ) | |||||||||||||
Net increase (decrease) in net assets | (11,036,860 | ) | 21,341,829 | 34,956,785 | (50,515,370 | ) | |||||||||||||||
NET ASSETS: | |||||||||||||||||||||
Beginning of year or period | 446,220,853 | 424,879,024 | 2,551,372,676 | 2,601,888,046 | |||||||||||||||||
End of year or period | $ | 435,183,993 | $ | 446,220,853 | $ | 2,586,329,461 | $ | 2,551,372,676 |
STATEMENTS OF CHANGES IN NET ASSETS
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||||
Net investment income | $ | 4,613,857 | $ | 16,997,250 | $ | 5,527,136 | $ | 27,998,656 | |||||||||||||
Net realized gain | 40,281,745 | 43,844,295 | 57,815,976 | 77,932,621 | |||||||||||||||||
Net change in unrealized appreciation (depreciation) | 12,704,550 | 49,381,079 | 74,413,610 | 99,587,089 | |||||||||||||||||
Increase in net assets resulting from operations | 57,600,152 | 110,222,624 | 137,756,722 | 205,518,366 | |||||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||||
Class ADV | — | (52,487,462 | ) | — | (108,214,037 | ) | |||||||||||||||
Class I | — | (1,264,412 | ) | — | (1,553,761 | ) | |||||||||||||||
Total distributions | — | (53,751,874 | ) | — | (109,767,798 | ) | |||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||||
Net proceeds from sale of shares | 9,698,587 | 17,324,081 | 7,067,364 | 12,142,256 | |||||||||||||||||
Reinvestment of distributions | — | 53,751,874 | — | 109,767,798 | |||||||||||||||||
9,698,587 | 71,075,955 | 7,067,364 | 121,910,054 | ||||||||||||||||||
Cost of shares redeemed | (72,346,550 | ) | (146,655,932 | ) | (125,910,829 | ) | (248,009,042 | ) | |||||||||||||
Net decrease in net assets resulting from capital share transactions | (62,647,963 | ) | (75,579,977 | ) | (118,843,465 | ) | (126,098,988 | ) | |||||||||||||
Net increase (decrease) in net assets | (5,047,811 | ) | (19,109,227 | ) | 18,913,257 | (30,348,420 | ) | ||||||||||||||
NET ASSETS: | |||||||||||||||||||||
Beginning of year or period | 1,011,059,346 | 1,030,168,573 | 1,761,231,618 | 1,791,580,038 | |||||||||||||||||
End of year or period | $ | 1,006,011,535 | $ | 1,011,059,346 | $ | 1,780,144,875 | $ | 1,761,231,618 |
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 Retirement Conservative Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.84 | 0.07 | • | 0.21 | 0.28 | — | — | — | — | — | 10.12 | 2.85 | 0.80 | 0.55 | 0.55 | 1.40 | 433,495 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.31 | 0.18 | 0.75 | 0.93 | 0.17 | 0.23 | — | 0.41 | — | 9.84 | 10.33 | 0.77 | 0.52 | 0.52 | 1.90 | 444,944 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 10.01 | 0.08 | • | 0.21 | 0.29 | — | — | — | — | — | 10.30 | 2.90 | 0.30 | 0.30 | 0.30 | 1.67 | 1,689 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.45 | 0.24 | • | 0.75 | 0.99 | 0.20 | 0.23 | — | 0.43 | — | 10.01 | 10.77 | 0.27 | 0.27 | 0.27 | 2.47 | 1,276 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 8.70 | 0.21 | • | 0.98 | 1.19 | 0.20 | 0.24 | — | 0.44 | — | 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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 13.80 | 0.04 | • | 1.27 | 1.31 | — | — | — | — | — | 15.11 | 9.49 | 0.78 | 0.70 | 0.70 | 0.62 | 2,532,828 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 13.00 | 0.20 | • | 1.44 | 1.64 | 0.30 | 0.54 | — | 0.84 | — | 13.80 | 13.64 | 0.76 | 0.68 | 0.68 | 1.62 | 2,499,847 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 13.88 | 0.08 | • | 1.27 | 1.35 | — | — | — | — | — | 15.23 | 9.73 | 0.28 | 0.28 | 0.28 | 1.05 | 53,501 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 13.08 | 0.27 | 1.43 | 1.70 | 0.36 | 0.54 | — | 0.90 | — | 13.88 | 14.11 | 0.26 | 0.26 | 0.26 | 2.07 | 51,526 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.24 | 0.06 | • | 0.66 | 0.72 | — | — | — | — | — | 12.96 | 5.88 | 0.79 | 0.63 | 0.63 | 0.92 | 980,785 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.55 | 0.20 | • | 1.14 | 1.34 | 0.25 | 0.40 | — | 0.65 | — | 12.24 | 12.17 | 0.77 | 0.61 | 0.61 | 1.73 | 988,153 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.40 | 0.08 | • | 0.67 | 0.75 | — | — | — | — | — | 13.15 | 6.05 | 0.29 | 0.29 | 0.29 | 1.27 | 25,227 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.70 | 0.24 | 1.15 | 1.39 | 0.29 | 0.40 | — | 0.69 | — | 12.40 | 12.51 | 0.27 | 0.27 | 0.27 | 2.06 | 22,906 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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) | 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 Retirement Moderate Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.79 | 0.04 | • | 1.00 | 1.04 | — | — | — | — | — | 13.83 | 8.13 | 0.78 | 0.67 | 0.67 | 0.63 | 1,753,111 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 12.10 | 0.20 | • | 1.29 | 1.49 | 0.27 | 0.53 | — | 0.80 | — | 12.79 | 13.15 | 0.76 | 0.65 | 0.65 | 1.66 | 1,736,505 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.67 | 0.07 | • | 0.99 | 1.06 | — | — | — | — | — | 13.73 | 8.37 | 0.28 | 0.28 | 0.28 | 1.03 | 27,034 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 12.00 | 0.25 | 1.27 | 1.52 | 0.32 | 0.53 | — | 0.85 | — | 12.67 | 13.59 | 0.26 | 0.26 | 0.26 | 2.10 | 24,726 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. |
between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
Purchases | Sales | |||||||
---|---|---|---|---|---|---|---|---|
Conservative | $ | 70,077,980 | $ | 90,003,820 | ||||
Growth | 290,064,771 | 480,126,249 | ||||||
Moderate | 151,381,175 | 209,182,271 | ||||||
Moderate Growth | 169,696,478 | 282,749,790 |
Subsidiary | Portfolio | Percentage | ||||
---|---|---|---|---|---|---|
Voya Institutional Trust | Conservative | 23.41 | % | |||
Company | Moderate | 9.28 |
Portfolio | Amount | ||||
---|---|---|---|---|---|
Conservative | $ | 25,628 | |||
Growth | 18,126 | ||||
Moderate | 25,735 | ||||
Moderate Growth | 24,460 |
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. |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Moderate | 1 | $842,000 | 1.28% |
Year or | Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Conservative | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 1,328,786 | — | — | (3,700,515 | ) | (2,371,729 | ) | 13,188,008 | — | — | (36,616,813 | ) | (23,428,805 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 4,256,388 | — | 1,944,966 | (6,634,142 | ) | (432,788 | ) | 39,635,918 | — | 17,990,939 | (62,155,170 | ) | (4,528,313 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 43,021 | — | — | (6,606 | ) | 36,415 | 436,756 | — | — | (66,963 | ) | 369,793 | ||||||||||||||||||||||||||||||
12/31/2020 | 125,961 | — | 1,152 | (12,611 | ) | 114,502 | 1,207,188 | — | 10,824 | (120,104 | ) | 1,097,908 | ||||||||||||||||||||||||||||||
Growth | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 243,051 | — | — | (13,797,709 | ) | (13,554,658 | ) | 3,514,448 | — | — | (198,948,880 | ) | (195,434,432 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 321,392 | — | 12,825,438 | (28,472,537 | ) | (15,325,707 | ) | 4,052,122 | — | 153,007,477 | (355,248,330 | ) | (198,188,731 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 57,934 | — | — | (257,918 | ) | (199,984 | ) | 849,422 | — | — | (3,704,117 | ) | (2,854,695 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 133,896 | — | 265,888 | (355,170 | ) | 44,614 | 1,677,105 | — | 3,182,685 | (4,517,625 | ) | 342,165 | ||||||||||||||||||||||||||||||
Moderate | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 642,229 | — | — | (5,719,103 | ) | (5,076,874 | ) | 8,027,467 | — | — | (71,587,278 | ) | (63,559,811 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 1,301,983 | — | 4,732,864 | (12,598,365 | ) | (6,563,518 | ) | 14,929,166 | — | 52,487,462 | (143,122,779 | ) | (75,706,151 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 129,799 | — | — | (59,490 | ) | 70,309 | 1,671,120 | — | — | (759,272 | ) | 911,848 | ||||||||||||||||||||||||||||||
12/31/2020 | 207,289 | — | 112,693 | (305,055 | ) | 14,927 | 2,394,915 | — | 1,264,412 | (3,533,153 | ) | 126,174 | ||||||||||||||||||||||||||||||
Moderate Growth | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 446,566 | — | — | (9,460,206 | ) | (9,013,640 | ) | 5,976,908 | — | — | (125,063,908 | ) | (119,087,000 | ) | ||||||||||||||||||||||||||||
12/31/2020 | 930,035 | — | 9,576,463 | (20,975,881 | ) | (10,469,383 | ) | 11,039,280 | — | 108,214,036 | (246,168,011 | ) | (126,914,695 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 82,123 | — | — | (64,321 | ) | 17,802 | 1,090,456 | — | — | (846,921 | ) | 243,535 | ||||||||||||||||||||||||||||||
12/31/2020 | 93,413 | — | 139,101 | (158,133 | ) | 74,381 | 1,102,976 | — | 1,553,762 | (1,841,031 | ) | 815,707 |
Year Ended December 31, 2020 | Year Ended December 31, 2019 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | ||||||||||||||||
Conservative | $ | 9,996,344 | $ | 8,005,461 | $ | 7,825,835 | $ | 10,731,399 | |||||||||||
Growth | 56,076,516 | 100,113,646 | 47,827,676 | 189,158,558 | |||||||||||||||
Moderate | 21,827,057 | 31,924,817 | 19,898,150 | 44,347,762 | |||||||||||||||
Moderate Growth | 37,863,570 | 71,904,228 | 33,939,686 | 114,019,231 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 10,972,829 | $ | 7,240,352 | $ | 82,065,311 | |||||||||
Growth | 43,259,985 | 105,152,952 | 346,415,215 | ||||||||||||
Moderate | 18,952,902 | 40,539,619 | 104,267,393 | ||||||||||||
Moderate Growth | 31,041,311 | 74,552,320 | 211,327,847 |
(“LIBOR”) (continued)
PER SHARE AMOUNTS | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||||
Conservative | ||||||||||||||||||||||
Class ADV | $ | 0.2132 | $ | 0.0431 | $ | 0.1692 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Class I | $ | 0.2392 | $ | 0.0431 | $ | 0.1692 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Growth | ||||||||||||||||||||||
Class ADV | $ | 0.2530 | $ | — | $ | 0.6178 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Class I | $ | 0.3129 | $ | — | $ | 0.6178 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Moderate | ||||||||||||||||||||||
Class ADV | $ | 0.2438 | $ | — | $ | 0.5238 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Class I | $ | 0.2871 | $ | — | $ | 0.5238 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Moderate Growth | ||||||||||||||||||||||
Class ADV | $ | 0.2415 | $ | — | $ | 0.5818 | July 14, 2021 | July 12, 2021 | ||||||||||||||
Class I | $ | 0.2926 | $ | — | $ | 0.5818 | July 14, 2021 | July 12, 2021 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 4.0% | ||||||||||||||
278,487 | Schwab U.S. TIPS ETF | $ | 17,408,222 | 4.0 | ||||||||||
Total Exchange-Traded Funds (Cost $14,879,561) | 17,408,222 | 4.0 | ||||||||||||
MUTUAL FUNDS: 96.0% | ||||||||||||||
Affiliated Investment Companies: 96.0% | ||||||||||||||
587,334 | Voya Emerging Markets Index Portfolio — Class I | 8,616,187 | 2.0 | |||||||||||
1,084,449 | Voya International Index Portfolio — Class I | 12,807,349 | 2.9 | |||||||||||
941,140 | Voya RussellTM Mid Cap Index Portfolio — Class I | 12,959,492 | 3.0 | |||||||||||
1,737,469 | Voya Short Term Bond Fund — Class R6 | 17,339,942 | 4.0 | |||||||||||
25,800,253 | Voya U.S. Bond Index Portfolio — Class I | 283,286,781 | 65.1 | |||||||||||
3,795,364 | Voya U.S. Stock Index Portfolio — Class I | 82,738,943 | 19.0 | |||||||||||
Total Mutual Funds (Cost $346,815,122) | 417,748,694 | 96.0 | ||||||||||||
Total Investments in Securities (Cost $361,694,683) | $ | 435,156,916 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 27,077 | 0.0 | ||||||||||||
Net Assets | $ | 435,183,993 | 100.0 |
Target Allocations as of June 30, 2021
Sub Asset Class | Conservative | ||||||
---|---|---|---|---|---|---|---|
US Large Blend | 19.0 | % | |||||
US Mid Cap Blend | 3.0 | % | |||||
US Small Cap | — | ||||||
International | 3.0 | % | |||||
Emerging Markets | 2.0 | % | |||||
Core Fixed Income | 65.0 | % | |||||
TIPS | 4.0 | % | |||||
Short Duration | 4.0 | % | |||||
Total Equity | 27.0 | % | |||||
Total Fixed Income | 73.0 | % | |||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Retirement Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 17,408,222 | $ | — | $ | — | $ | 17,408,222 | ||||||||||||
Mutual Funds | 417,748,694 | — | — | 417,748,694 | ||||||||||||||||
Total Investments, at fair value | $ | 435,156,916 | $ | — | $ | — | $ | 435,156,916 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2020 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2021 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio—Class I | $ | 9,280,900 | $ | 497,996 | $ | (1,435,709 | ) | $ | 273,000 | $ | 8,616,187 | $ | 78,419 | $ | 271,650 | $ | — | |||||||||||||||||||||||
Voya International Index Portfolio —Class I | 13,658,141 | 505,846 | (1,953,649 | ) | 597,011 | 12,807,349 | 264,722 | 228,669 | — | |||||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 9,153,616 | 5,316,355 | (1,295,399 | ) | (215,080 | ) | 12,959,492 | 80,737 | 668,208 | 774,472 | ||||||||||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | — | 17,353,033 | (13,091 | ) | — | 17,339,942 | 1,922 | — | — | |||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 269,762,180 | 44,272,283 | (23,198,090 | ) | (7,549,592 | ) | 283,286,781 | 3,470,181 | (568,669 | ) | — | |||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 104,095,213 | 1,847,273 | (20,431,848 | ) | (2,771,695 | ) | 82,738,943 | — | 17,046,549 | — | ||||||||||||||||||||||||||||||
$ | 405,950,050 | $ | 69,792,786 | $ | (48,327,786 | ) | $ | (9,666,356 | ) | $ | 417,748,694 | $ | 3,895,981 | $ | 17,646,407 | $ | 774,472 |
Cost for federal income tax purposes was $365,625,537. | |||||
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 69,531,379 | |||
Gross Unrealized Depreciation | — | ||||
Net Unrealized Appreciation | $ | 69,531,379 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 2.5% | ||||||||||||||
1,039,101 | Schwab U.S. TIPS ETF | $ | 64,954,204 | 2.5 | ||||||||||
Total Exchange-Traded Funds (Cost $60,103,080) | 64,954,204 | 2.5 | ||||||||||||
MUTUAL FUNDS: 97.5% | ||||||||||||||
Affiliated Investment Companies: 97.5% | ||||||||||||||
10,505,226 | Voya Emerging Markets Index Portfolio — Class I | 154,111,672 | 5.9 | |||||||||||
23,710,398 | Voya International Index Portfolio — Class I | 280,019,801 | 10.8 | |||||||||||
16,830,181 | Voya RussellTM Mid Cap Index Portfolio — Class I | 231,751,599 | 9.0 | |||||||||||
2,820,000 | Voya RussellTM Small Cap Index Portfolio — Class I | 51,183,005 | 2.0 | |||||||||||
6,475,114 | Voya Short Term Bond Fund — Class R6 | 64,621,637 | 2.5 | |||||||||||
37,924,627 | Voya U.S. Bond Index Portfolio — Class I | 416,412,406 | 16.1 | |||||||||||
60,713,446 | Voya U.S. Stock Index Portfolio — Class I | 1,323,553,130 | 51.2 | |||||||||||
Total Mutual Funds (Cost $2,024,049,851) | 2,521,653,250 | 97.5 | ||||||||||||
Total Investments in Securities (Cost $2,084,152,931) | $ | 2,586,607,454 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (277,993 | ) | — | |||||||||||
Net Assets | $ | 2,586,329,461 | 100.0 |
Target Allocations as of June 30, 2021
Sub Asset Class | Growth | ||||||
---|---|---|---|---|---|---|---|
US Large Blend | 51.0 | % | |||||
US Mid Cap Blend | 9.0 | % | |||||
US Small Cap | 2.0 | % | |||||
International | 11.0 | % | |||||
Emerging Markets | 6.0 | % | |||||
Core Fixed Income | 16.0 | % | |||||
TIPS | 2.5 | % | |||||
Short Duration | 2.5 | % | |||||
Total Equity | 79.0 | % | |||||
Total Fixed Income | 21.0 | % | |||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Retirement Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Portfolio holdings are subject to change.
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 64,954,204 | $ | — | $ | — | $ | 64,954,204 | ||||||||||||
Mutual Funds | 2,521,653,250 | — | — | 2,521,653,250 | ||||||||||||||||
Total Investments, at fair value | $ | 2,586,607,454 | $ | — | $ | — | $ | 2,586,607,454 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2020 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2021 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 131,025,942 | $ | 35,261,002 | $ | (17,118,559 | ) | $ | 4,943,287 | $ | 154,111,672 | $ | 1,174,835 | $ | 2,758,635 | $ | — | |||||||||||||||||||||||
Voya International Index Portfolio — Class I | 282,789,434 | 9,916,031 | (26,161,700 | ) | 13,476,036 | 280,019,801 | 5,816,505 | 4,327,478 | — | |||||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 180,962,300 | 69,898,547 | (28,939,173 | ) | 9,829,925 | 231,751,599 | 1,693,145 | (1,053,149 | ) | 16,241,514 | ||||||||||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 53,641,387 | 1,318,844 | (9,032,509 | ) | 5,255,283 | 51,183,005 | 307,268 | 2,795,419 | — | |||||||||||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | — | 64,743,186 | (121,549 | ) | — | 64,621,637 | 7,164 | — | — | |||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 523,151,303 | 82,472,574 | (166,045,371 | ) | (23,166,100 | ) | 416,412,406 | 6,913,876 | 7,105,782 | — | ||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 1,277,778,093 | 22,992,296 | (100,695,493 | ) | 123,478,234 | 1,323,553,130 | — | 58,593,136 | — | |||||||||||||||||||||||||||||||
$ | 2,449,348,459 | $ | 286,602,480 | $ | (348,114,354 | ) | $ | 133,816,665 | $ | 2,521,653,250 | $ | 15,912,793 | $ | 74,527,301 | $ | 16,241,514 |
Cost for federal income tax purposes was $2,109,694,019. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 476,913,435 | ||||
Gross Unrealized Depreciation | — | |||||
Net Unrealized Appreciation | $ | 476,913,435 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 4.0% | ||||||||||||||
645,587 | Schwab U.S. TIPS ETF | $ | 40,355,643 | 4.0 | ||||||||||
Total Exchange-Traded Funds (Cost $37,152,810) | 40,355,643 | 4.0 | ||||||||||||
MUTUAL FUNDS: 96.0% | ||||||||||||||
Affiliated Investment Companies: 96.0% | ||||||||||||||
2,038,559 | Voya Emerging Markets Index Portfolio — Class I | 29,905,655 | 3.0 | |||||||||||
4,182,232 | Voya International Index Portfolio — Class I | 49,392,165 | 4.9 | |||||||||||
2,902,934 | Voya RussellTM Mid Cap Index Portfolio — Class I | 39,973,404 | 4.0 | |||||||||||
4,020,380 | Voya Short Term Bond Fund — Class R6 | 40,123,395 | 4.0 | |||||||||||
41,317,477 | Voya U.S. Bond Index Portfolio — Class I | 453,665,895 | 45.1 | |||||||||||
16,174,127 | Voya U.S. Stock Index Portfolio — Class I | 352,595,966 | 35.0 | |||||||||||
Total Mutual Funds (Cost $841,185,884) | 965,656,480 | 96.0 | ||||||||||||
Total Investments in Securities (Cost $878,338,694) | $ | 1,006,012,123 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (588 | ) | — | |||||||||||
Net Assets | $ | 1,006,011,535 | 100.0 |
Target Allocations as of June 30, 2021
Sub Asset Class | Moderate | ||||||
---|---|---|---|---|---|---|---|
US Large Blend | 35.0 | % | |||||
US Mid Cap Blend | 4.0 | % | |||||
US Small Cap | — | ||||||
International | 5.0 | % | |||||
Emerging Markets | 3.0 | % | |||||
Core Fixed Income | 45.0 | % | |||||
TIPS | 4.0 | % | |||||
Short Duration | 4.0 | % | |||||
Total Equity | 47.0 | % | |||||
Total Fixed Income | 53.0 | % | |||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Retirement Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 40,355,643 | $ | — | $ | — | $ | 40,355,643 | ||||||||||||
Mutual Funds | 965,656,480 | — | — | 965,656,480 | ||||||||||||||||
Total Investments, at fair value | $ | 1,006,012,123 | $ | — | $ | — | $ | 1,006,012,123 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2020 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2021 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 31,385,258 | $ | 1,772,848 | $ | (4,218,726 | ) | $ | 966,275 | $ | 29,905,655 | $ | 273,141 | $ | 904,593 | $ | — | |||||||||||||||||||||||
Voya International Index Portfolio —Class I | 51,316,689 | 1,202,183 | (5,402,106 | ) | 2,275,399 | 49,392,165 | 1,024,455 | 882,859 | — | |||||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 30,957,952 | 13,081,028 | (4,837,695 | ) | 772,119 | 39,973,404 | 281,193 | 743,266 | 2,697,351 | |||||||||||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | — | 40,224,548 | (101,153 | ) | — | 40,123,395 | 4,451 | — | — | |||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 407,923,533 | 92,651,100 | (33,571,986 | ) | (13,336,752 | ) | 453,665,895 | 5,324,296 | 1,053,681 | — | ||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 397,896,436 | 1,386,279 | (75,364,319 | ) | 28,677,570 | 352,595,966 | — | 26,816,333 | — | |||||||||||||||||||||||||||||||
$ | 919,479,868 | $ | 150,317,986 | $ | (123,495,985 | ) | $ | 19,354,611 | $ | 965,656,480 | $ | 6,907,536 | $ | 30,400,732 | $ | 2,697,351 |
Cost for federal income tax purposes was $889,040,181. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 116,971,943 | ||||
Gross Unrealized Depreciation | — | |||||
Net Unrealized Appreciation | $ | 116,971,943 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 2.5% | ||||||||||||||
713,457 | Schwab U.S. TIPS ETF | $ | 44,598,197 | 2.5 | ||||||||||
Total Exchange-Traded Funds (Cost $41,526,247) | 44,598,197 | 2.5 | ||||||||||||
MUTUAL FUNDS: 97.5% | ||||||||||||||
Affiliated Investment Companies: 97.5% | ||||||||||||||
4,813,357 | Voya Emerging Markets Index Portfolio — Class I | 70,611,942 | 4.0 | |||||||||||
10,368,827 | Voya International Index Portfolio — Class I | 122,455,853 | 6.9 | |||||||||||
7,712,961 | Voya RussellTM Mid Cap Index Portfolio — Class I | 106,207,474 | 5.9 | |||||||||||
4,449,704 | Voya Short Term Bond Fund — Class R6 | 44,408,049 | 2.5 | |||||||||||
45,558,350 | Voya U.S. Bond Index Portfolio — Class I | 500,230,684 | 28.1 | |||||||||||
40,906,108 | Voya U.S. Stock Index Portfolio — Class I | 891,753,150 | 50.1 | |||||||||||
Total Mutual Funds (Cost $1,434,928,173) | 1,735,667,152 | 97.5 | ||||||||||||
Total Investments in Securities (Cost $1,476,454,420) | $ | 1,780,265,349 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (120,474 | ) | — | |||||||||||
Net Assets | $ | 1,780,144,875 | 100.0 |
Target Allocations as of June 30, 2021
Sub Asset Class | Moderate Growth | ||||||
---|---|---|---|---|---|---|---|
US Large Blend | 50.0 | % | |||||
US Mid Cap Blend | 6.0 | % | |||||
US Small Cap | — | ||||||
International | 7.0 | % | |||||
Emerging Markets | 4.0 | % | |||||
Core Fixed Income | 28.0 | % | |||||
TIPS | 2.5 | % | |||||
Short Duration | 2.5 | % | |||||
Total Equity | 67.0 | % | |||||
Total Fixed Income | 33.0 | % | |||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Retirement Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 44,598,197 | $ | — | $ | — | $ | 44,598,197 | ||||||||||||
Mutual Funds | 1,735,667,152 | — | — | 1,735,667,152 | ||||||||||||||||
Total Investments, at fair value | $ | 1,780,265,349 | $ | — | $ | — | $ | 1,780,265,349 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2020 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2021 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 72,636,240 | $ | 4,791,244 | $ | (9,469,086 | ) | $ | 2,653,544 | $ | 70,611,942 | $ | 643,454 | $ | 1,697,264 | $ | — | |||||||||||||||||||||||
Voya International Index Portfolio — Class I | 124,705,545 | 3,894,665 | (11,998,658 | ) | 5,854,301 | 122,455,853 | 2,534,032 | 1,899,704 | — | |||||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 71,650,321 | 42,649,217 | (10,857,660 | ) | 2,765,596 | 106,207,474 | 662,388 | 685,284 | 6,353,964 | |||||||||||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | — | 44,469,896 | (61,847 | ) | — | 44,408,049 | 4,921 | — | — | |||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 501,027,094 | 70,064,843 | (53,879,730 | ) | (16,981,523 | ) | 500,230,684 | 6,583,874 | 1,784,414 | — | ||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 885,471,919 | 1,041,675 | (80,478,646 | ) | 85,718,202 | 891,753,150 | — | 39,164,038 | — | |||||||||||||||||||||||||||||||
$ | 1,655,491,119 | $ | 166,911,540 | $ | (166,745,627 | ) | $ | 80,010,120 | $ | 1,735,667,152 | $ | 10,428,669 | $ | 45,230,704 | $ | 6,353,964 |
Cost for federal income tax purposes was $1,494,523,892. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 285,741,457 | ||||
Gross Unrealized Depreciation | — | |||||
Net Unrealized Appreciation | $ | 285,741,457 |
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-RETADVI (0621-082021) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Investors Trust
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 2, 2021
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 2, 2021
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 2, 2021