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, 2022 to June 30, 2022
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
Semi-Annual Report
June 30, 2022
Classes ADV, I, R6, S and S2
Voya Investors Trust
◼ | Voya Government Liquid Assets Portfolio |
◼ | VY® CBRE Global Real Estate Portfolio (formerly, VY® Clarion Global Real Estate Portfolio) |
◼ | VY® Invesco Growth and Income Portfolio |
◼ | VY® JPMorgan Emerging Markets Equity Portfolio |
◼ | VY® Morgan Stanley Global Franchise Portfolio |
◼ | VY® T. Rowe Price Capital Appreciation Portfolio |
◼ | VY® T. Rowe Price Equity Income Portfolio |
◼ | VY® T. Rowe Price International Stock Portfolio |
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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PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month year ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
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.
The Voya Government Liquid Assets Portfolio files its complete schedule of portfolio holdings with the SEC monthly on Form N-MFP. The Portfolio’s Form N-MFP is available on the SEC’s website at www.sec.gov or the monthly schedule of portfolio holdings are also available at: www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2022* | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2022* | |||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,001.10 | 0.20 | % | $ | 0.99 | $ | 1,000.00 | $ | 1,023.80 | 0.20 | % | $ | 1.00 | ||||||||||||||||
Class S | 1,000.00 | 1,000.70 | 0.27 | 1.34 | 1,000.00 | 1,023.46 | 0.27 | 1.35 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,000.40 | 0.33 | 1.64 | 1,000.00 | 1,023.16 | 0.33 | 1.66 | ||||||||||||||||||||||||
VY® CBRE Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 774.30 | 1.47 | % | 6.47 | 1,000.00 | 1,017.50 | 1.47 | % | 7.35 | ||||||||||||||||||||||
Class I | 1,000.00 | 775.90 | 0.87 | 3.83 | 1,000.00 | 1,020.48 | 0.87 | 4.36 | ||||||||||||||||||||||||
Class S | 1,000.00 | 775.50 | 1.12 | 4.93 | 1,000.00 | 1,019.24 | 1.12 | 5.61 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 774.90 | 1.27 | 5.59 | 1,000.00 | 1,018.50 | 1.27 | 6.36 | ||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 870.30 | 1.21 | % | 5.61 | 1,000.00 | 1,018.79 | 1.21 | % | 6.06 | ||||||||||||||||||||||
Class I | 1,000.00 | 873.00 | 0.61 | 2.83 | 1,000.00 | 1,021.77 | 0.61 | 3.06 | ||||||||||||||||||||||||
Class S | 1,000.00 | 871.70 | 0.86 | 3.99 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 870.90 | 1.01 | 4.69 | 1,000.00 | 1,019.79 | 1.01 | 5.06 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2022* | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2022* | |||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 746.50 | 1.86 | % | $ | 8.05 | $ | 1,000.00 | $ | 1,015.57 | 1.86 | % | $ | 9.30 | ||||||||||||||||
Class I | 1,000.00 | 748.50 | 1.26 | 5.46 | 1,000.00 | 1,018.55 | 1.26 | 6.31 | ||||||||||||||||||||||||
Class S | 1,000.00 | 747.60 | 1.51 | 6.54 | 1,000.00 | 1,017.31 | 1.51 | 7.55 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 747.10 | 1.66 | 7.19 | 1,000.00 | 1,016.56 | 1.66 | 8.30 | ||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 812.50 | 1.54 | % | 6.92 | 1,000.00 | 1,017.16 | 1.54 | % | 7.70 | ||||||||||||||||||||||
Class R6 | 1,000.00 | 814.80 | 0.94 | 4.23 | 1,000.00 | 1,020.13 | 0.94 | 4.71 | ||||||||||||||||||||||||
Class S | 1,000.00 | 814.20 | 1.19 | 5.35 | 1,000.00 | 1,018.89 | 1.19 | 5.96 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 813.90 | 1.34 | 6.03 | 1,000.00 | 1,018.15 | 1.34 | 6.71 | ||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 854.60 | 1.24 | % | 5.70 | 1,000.00 | 1,018.65 | 1.24 | % | 6.21 | ||||||||||||||||||||||
Class I | 1,000.00 | 857.10 | 0.64 | 2.95 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||
Class R6 | 1,000.00 | 857.20 | 0.64 | 2.95 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||
Class S | 1,000.00 | 855.90 | 0.89 | 4.10 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 855.30 | 1.04 | 4.78 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | ||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 914.60 | 1.21 | % | 5.74 | 1,000.00 | 1,018.79 | 1.21 | % | 6.06 | ||||||||||||||||||||||
Class I | 1,000.00 | 917.70 | 0.61 | 2.90 | 1,000.00 | 1,021.77 | 0.61 | 3.06 | ||||||||||||||||||||||||
Class S | 1,000.00 | 916.40 | 0.86 | 4.09 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | ||||||||||||||||||||||||
Class S2 | 1,000.00 | 915.40 | 1.01 | 4.80 | 1,000.00 | 1,019.79 | 1.01 | 5.06 | ||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 820.40 | 1.35 | % | 6.09 | 1,000.00 | 1,018.10 | 1.35 | % | 6.76 | ||||||||||||||||||||||
Class I | 1,000.00 | 822.70 | 0.75 | 3.39 | 1,000.00 | 1,021.08 | 0.75 | 3.76 | ||||||||||||||||||||||||
Class S | 1,000.00 | 821.80 | 1.00 | 4.52 | 1,000.00 | 1,019.84 | 1.00 | 5.01 |
* | 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® CBRE 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+* | $ | — | $ | 173,788,135 | $ | 369,583,263 | $ | 329,946,614 | |||||||||||||
Short-term investments at fair value† | — | 1,215,294 | 15,070,027 | 5,019,111 | |||||||||||||||||
Short-term investments at amortized cost | 496,958,634 | — | — | — | |||||||||||||||||
Repurchase agreements | 438,034,000 | — | — | — | |||||||||||||||||
Cash | 26,464 | — | — | 37,581 | |||||||||||||||||
Foreign currencies at value‡ | — | — | 732 | 119,111 | |||||||||||||||||
Receivables: | |||||||||||||||||||||
Investment securities and currencies sold | 115,988,688 | — | 16,559,486 | — | |||||||||||||||||
Fund shares sold | 634,485 | 531,751 | 33,815 | 20,024 | |||||||||||||||||
Dividends | 23,330 | 562,447 | 597,260 | 1,002,486 | |||||||||||||||||
Interest | 342,623 | — | — | — | |||||||||||||||||
Foreign tax reclaims | — | 162,555 | 22,898 | 74,622 | |||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 448,474 | — | |||||||||||||||||
Prepaid expenses | — | 2,343 | — | — | |||||||||||||||||
Reimbursement due from Investment Adviser | — | 26,737 | — | — | |||||||||||||||||
Other assets | 19,081 | 10,864 | 20,212 | 21,761 | |||||||||||||||||
Total assets | 1,052,027,305 | 176,300,126 | 402,336,167 | 336,241,310 | |||||||||||||||||
LIABILITIES: | |||||||||||||||||||||
Payable for investment securities and currencies purchased | 80,000,000 | — | 16,617,075 | — | |||||||||||||||||
Payable for fund shares redeemed | 1,210,961 | 115 | 402,448 | 278,194 | |||||||||||||||||
Payable upon receipt of securities loaned | — | 716,231 | — | 2,926,596 | |||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 87,263 | — | |||||||||||||||||
Payable for unified fees | 215,535 | — | 200,080 | 347,642 | |||||||||||||||||
Payable for investment management fees | — | 128,388 | — | — | |||||||||||||||||
Payable for distribution and shareholder service fees | 246,761 | 20,286 | 81,927 | 69,063 | |||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 19,081 | 10,864 | 20,212 | 21,761 | |||||||||||||||||
Payable for trustee fees | 20,925 | 514 | — | — | |||||||||||||||||
Payable for foreign capital gains tax | — | — | — | 2,722,592 | |||||||||||||||||
Other accrued expenses and liabilities | — | 76,603 | — | — | |||||||||||||||||
Total liabilities | 81,713,263 | 953,001 | 17,409,005 | 6,365,848 | |||||||||||||||||
NET ASSETS | $ | 970,314,042 | $ | 175,347,125 | $ | 384,927,162 | $ | 329,875,462 | |||||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||||
Paid-in capital | $ | 970,486,030 | $ | 147,525,595 | $ | 262,116,783 | $ | 220,022,623 | |||||||||||||
Total distributable earnings (loss) | (171,988 | ) | 27,821,530 | 122,810,379 | 109,852,839 | ||||||||||||||||
NET ASSETS | $ | 970,314,042 | $ | 175,347,125 | $ | 384,927,162 | $ | 329,875,462 | |||||||||||||
+ | Including securities loaned at value | $ | — | $ | 649,862 | $ | — | $ | 2,821,487 | ||||||||||||
* | Cost of investments in securities | $ | — | $ | 163,046,912 | $ | 320,159,125 | $ | 300,661,264 | ||||||||||||
† | Cost of short-term investments | $ | — | $ | 1,215,294 | $ | 15,070,027 | $ | 5,019,111 | ||||||||||||
‡ | Cost of foreign currencies | $ | — | $ | — | $ | 746 | $ | 119,621 |
Voya Government Liquid Assets Portfolio | VY® CBRE Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||||
Net assets | n/a | $ | 11,524,584 | $ | 16,416,041 | $ | 38,979,743 | |||||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||||
Shares outstanding | n/a | 1,112,395 | 719,692 | 2,429,164 | ||||||||||||||||
Net asset value and redemption price per share | n/a | $ | 10.36 | $ | 22.81 | $ | 16.05 | |||||||||||||
Class I | ||||||||||||||||||||
Net assets | $ | 78,526,680 | $ | 95,690,339 | $ | 38,007,362 | $ | 61,372,010 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 78,535,167 | 8,939,164 | 1,640,455 | 3,548,875 | ||||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 10.70 | $ | 23.17 | $ | 17.29 | ||||||||||||
Class S | ||||||||||||||||||||
Net assets | $ | 330,165,385 | $ | 67,368,017 | $ | 310,668,618 | $ | 222,883,414 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 330,201,146 | 6,332,449 | 13,257,890 | 13,041,296 | ||||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 10.64 | $ | 23.43 | $ | 17.09 | ||||||||||||
Class S2 | ||||||||||||||||||||
Net assets | $ | 561,621,977 | $ | 764,185 | $ | 19,835,141 | $ | 6,640,295 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 561,682,866 | 71,178 | 857,023 | 395,089 | ||||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 10.74 | $ | 23.14 | $ | 16.81 |
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 | ||||||||||||||||||
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ASSETS: | |||||||||||||||||||||
Investments in securities at fair value+* | $ | 330,468,811 | $ | 7,283,911,224 | $ | 339,462,234 | $ | 150,219,648 | |||||||||||||
Short-term investments at fair value† | 4,097,446 | 303,172,208 | 2,248,333 | 7,325,542 | |||||||||||||||||
Cash | — | 23,636,767 | 2,518,466 | 1,058,186 | |||||||||||||||||
Foreign currencies at value‡ | 27,557 | 309,468 | — | 98,606 | |||||||||||||||||
Receivables: | |||||||||||||||||||||
Investment securities and currencies sold | 2,823,768 | 63,705,884 | 303,076 | — | |||||||||||||||||
Fund shares sold | 54 | 618,230 | 19,651 | 217,730 | |||||||||||||||||
Dividends | 575,641 | 1,707,640 | 620,961 | 202,336 | |||||||||||||||||
Interest | — | 18,246,782 | — | — | |||||||||||||||||
Foreign tax reclaims | 233,950 | 37,609 | 120,211 | 440,028 | |||||||||||||||||
Prepaid expenses | — | — | — | 2,212 | |||||||||||||||||
Other assets | 14,789 | 206,899 | 36,486 | 9,182 | |||||||||||||||||
Total assets | 338,242,016 | 7,695,552,711 | 345,329,418 | 159,573,470 | |||||||||||||||||
LIABILITIES: | |||||||||||||||||||||
Payable for investment securities and currencies purchased | 88,248 | 63,617,408 | 320,202 | 2,246 | |||||||||||||||||
Payable for fund shares redeemed | 591,452 | 2,706,335 | 309,272 | 162,602 | |||||||||||||||||
Payable upon receipt of securities loaned | — | 217,454,923 | 337,652 | 217,092 | |||||||||||||||||
Payable for unified fees | 269,314 | 3,971,250 | 175,941 | — | |||||||||||||||||
Payable for investment management fees | — | — | — | 85,273 | |||||||||||||||||
Payable for distribution and shareholder service fees | 106,413 | 1,628,183 | 85,421 | 31,654 | |||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 14,789 | 206,899 | 36,486 | 9,182 | |||||||||||||||||
Payable for trustee fees | — | — | — | 449 | |||||||||||||||||
Payable for foreign capital gains tax | — | — | — | 67,572 | |||||||||||||||||
Other accrued expenses and liabilities | — | — | — | 202,426 | |||||||||||||||||
Written options, at fair valueˆ | — | 7,163,851 | — | — | |||||||||||||||||
Total liabilities | 1,070,216 | 296,748,849 | 1,264,974 | 778,496 | |||||||||||||||||
NET ASSETS | $ | 337,171,800 | $ | 7,398,803,862 | $ | 344,064,444 | $ | 158,794,974 | |||||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||||
Paid-in capital | $ | 211,766,105 | $ | 5,999,978,909 | $ | 233,873,143 | $ | 132,938,370 | |||||||||||||
Total distributable earnings | 125,405,695 | 1,398,824,953 | 110,191,301 | 25,856,604 | |||||||||||||||||
NET ASSETS | $ | 337,171,800 | $ | 7,398,803,862 | $ | 344,064,444 | $ | 158,794,974 | |||||||||||||
+ | Including securities loaned at value | $ | — | $ | 212,426,487 | $ | 328,429 | $ | 205,205 | ||||||||||||
* | Cost of investments in securities | $ | 257,067,022 | $ | 7,593,272,066 | $ | 279,305,938 | $ | 149,818,287 | ||||||||||||
† | Cost of short-term investments | $ | 4,097,446 | $ | 303,172,208 | $ | 2,248,333 | $ | 7,325,542 | ||||||||||||
‡ | Cost of foreign currencies | $ | 27,909 | $ | 324,722 | $ | — | $ | 98,661 | ||||||||||||
ˆ | Premiums received on written options | $ | — | $ | 31,664,307 | $ | — | $ | — |
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 | $ | 107,999,401 | $ | 1,585,404,036 | $ | 58,204,928 | $ | 19,847,066 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 7,305,098 | 60,079,309 | 5,544,494 | 1,393,046 | ||||||||||||||||
Net asset value and redemption price per share | $ | 14.78 | $ | 26.39 | $ | 10.50 | $ | 14.25 | ||||||||||||
Class I | ||||||||||||||||||||
Net assets | n/a | $ | 1,415,090,689 | $ | 66,115,755 | $ | 35,591,978 | |||||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||||
Shares outstanding | n/a | 50,094,937 | 6,117,231 | 2,474,615 | ||||||||||||||||
Net asset value and redemption price per share | n/a | $ | 28.25 | $ | 10.81 | $ | 14.38 | |||||||||||||
Class R6 | ||||||||||||||||||||
Net assets | $ | 1,498,366 | $ | 517,699,731 | n/a | n/a | ||||||||||||||
Shares authorized | unlimited | unlimited | n/a | n/a | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | n/a | ||||||||||||||
Shares outstanding | 92,010 | 18,313,798 | n/a | n/a | ||||||||||||||||
Net asset value and redemption price per share | $ | 16.28 | $ | 28.27 | n/a | n/a | ||||||||||||||
Class S | ||||||||||||||||||||
Net assets | $ | 197,689,561 | $ | 3,823,279,706 | $ | 142,570,578 | $ | 103,355,930 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 12,126,897 | 135,524,172 | 13,002,815 | 7,227,727 | ||||||||||||||||
Net asset value and redemption price per share | $ | 16.30 | $ | 28.21 | $ | 10.96 | $ | 14.30 | ||||||||||||
Class S2 | ||||||||||||||||||||
Net assets | $ | 29,984,472 | $ | 57,329,700 | $ | 77,173,183 | n/a | |||||||||||||
Shares authorized | unlimited | unlimited | unlimited | n/a | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | n/a | |||||||||||||
Shares outstanding | 1,864,075 | 2,054,234 | 7,270,748 | n/a | ||||||||||||||||
Net asset value and redemption price per share | $ | 16.09 | $ | 27.91 | $ | 10.61 | n/a |
Voya Government Liquid Assets Portfolio | VY® CBRE Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 73,227 | $ | 2,607,635 | $ | 4,675,467 | $ | 3,302,454 | |||||||||||||
Interest | 1,725,982 | — | — | — | |||||||||||||||||
Securities lending income, net | — | 4,615 | 9,794 | 5,632 | |||||||||||||||||
Total investment income | 1,799,209 | 2,612,250 | 4,685,261 | 3,308,086 | |||||||||||||||||
EXPENSES: | |||||||||||||||||||||
Investment management fees | — | 917,985 | — | — | |||||||||||||||||
Unified fees | 1,195,244 | — | 1,371,413 | 2,367,281 | |||||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||||
Class ADV | — | 41,397 | 55,302 | 132,977 | |||||||||||||||||
Class S | 397,731 | 100,069 | 437,260 | 323,734 | |||||||||||||||||
Class S2 | 959,642 | 1,767 | 46,589 | 15,943 | |||||||||||||||||
Transfer agent fees: | |||||||||||||||||||||
Class ADV | — | 8,404 | — | — | |||||||||||||||||
Class I | — | 66,545 | — | — | |||||||||||||||||
Class S | — | 48,759 | — | — | |||||||||||||||||
Class S2 | — | 539 | — | — | |||||||||||||||||
Shareholder reporting expense | — | 10,317 | — | — | |||||||||||||||||
Professional fees | — | 5,430 | — | — | |||||||||||||||||
Custody and accounting expense | — | 24,964 | — | — | |||||||||||||||||
Trustee fees and expenses | 23,138 | 4,562 | 13,497 | 12,651 | |||||||||||||||||
Miscellaneous expense | — | 3,694 | — | — | |||||||||||||||||
Interest expense | — | 134 | — | 418 | |||||||||||||||||
Total expenses | 2,575,755 | 1,234,566 | 1,924,061 | 2,853,004 | |||||||||||||||||
Waived and reimbursed fees | (1,299,500 | ) | (205,311 | ) | (64,906 | ) | — | ||||||||||||||
Brokerage commission recapture | — | (554 | ) | — | (643 | ) | |||||||||||||||
Net expenses | 1,276,255 | 1,028,701 | 1,859,155 | 2,852,361 | |||||||||||||||||
Net investment income | 522,954 | 1,583,549 | 2,826,106 | 455,725 | |||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||||
Investments (net of foreign capital gains taxes withheldˆ) | (157,405 | ) | 7,748,075 | 11,753,776 | (14,257,774 | ) | |||||||||||||||
Forward foreign currency contracts | — | 3,154 | 774,403 | — | |||||||||||||||||
Foreign currency related transactions | — | (25,748 | ) | (808 | ) | (116,590 | ) | ||||||||||||||
Net realized gain (loss) | (157,405 | ) | 7,725,481 | 12,527,371 | (14,374,364 | ) | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||||
Investments (net of foreign capital gains taxes accrued#) | — | (60,917,392 | ) | (72,832,783 | ) | (101,087,286 | ) | ||||||||||||||
Forward foreign currency contracts | — | (145 | ) | 593,292 | — | ||||||||||||||||
Foreign currency related transactions | — | (18,807 | ) | (8,095 | ) | (19,520 | ) | ||||||||||||||
Net change in unrealized appreciation (depreciation) | — | (60,936,344 | ) | (72,247,586 | ) | (101,106,806 | ) | ||||||||||||||
Net realized and unrealized loss | (157,405 | ) | (53,210,863 | ) | (59,720,215 | ) | (115,481,170 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 365,549 | $ | (51,627,314 | ) | $ | (56,894,109 | ) | $ | (115,025,445 | ) | ||||||||||
* | Foreign taxes withheld | $ | — | $ | 148,800 | $ | 69,762 | $ | 438,201 | ||||||||||||
ˆ | Foreign capital gains taxes withheld | $ | — | $ | — | $ | — | $ | 186,320 | ||||||||||||
# | Change in foreign capital gains taxes accrued | $ | — | $ | — | $ | — | $ | 186,320 |
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* | $ | 3,412,382 | $ | 27,797,720 | $ | 4,564,327 | $ | 1,932,878 | |||||||||||||
Interest | — | 43,677,957 | 2,774 | 1,378 | |||||||||||||||||
Securities lending income, net | 2,037 | 119,830 | 6,324 | 5,784 | |||||||||||||||||
Total investment income | 3,414,419 | 71,595,507 | 4,573,425 | 1,940,040 | |||||||||||||||||
EXPENSES: | |||||||||||||||||||||
Investment management fees | — | — | — | 570,278 | |||||||||||||||||
Unified fees | 1,832,105 | 25,596,675 | 1,180,435 | — | |||||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||||
Class ADV | 360,363 | 5,204,126 | 180,867 | 66,117 | |||||||||||||||||
Class S | 279,913 | 5,300,569 | 192,676 | 145,457 | |||||||||||||||||
Class S2 | 67,830 | 128,196 | 171,974 | — | |||||||||||||||||
Transfer agent fees: | |||||||||||||||||||||
Class ADV | — | — | — | 4,792 | |||||||||||||||||
Class I | — | — | — | 8,656 | |||||||||||||||||
Class S | — | — | — | 25,304 | |||||||||||||||||
Shareholder reporting expense | — | — | — | 6,743 | |||||||||||||||||
Professional fees | — | — | — | 14,299 | |||||||||||||||||
Custody and accounting expense | — | — | — | 64,370 | |||||||||||||||||
Trustee fees and expenses | 12,093 | 252,003 | 11,553 | 6,742 | |||||||||||||||||
Proxy and solicitation costs (Note 6) | — | — | — | 170,000 | |||||||||||||||||
Miscellaneous expense | — | — | — | 1,777 | |||||||||||||||||
Interest expense | — | 146 | — | — | |||||||||||||||||
Total expenses | 2,552,304 | 36,481,715 | 1,737,505 | 1,084,535 | |||||||||||||||||
Waived and reimbursed fees | (49,344 | ) | — | (55,865 | ) | (205,862 | ) | ||||||||||||||
Net expenses | 2,502,960 | 36,481,715 | 1,681,640 | 878,673 | |||||||||||||||||
Net investment income | 911,459 | 35,113,792 | 2,891,785 | 1,061,367 | |||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||||
Investments (net of foreign capital gains taxes withheldˆ) | 18,762,723 | 635,966,843 | 11,314,404 | 4,658,244 | |||||||||||||||||
Forward foreign currency contracts | — | — | — | (1,074 | ) | ||||||||||||||||
Foreign currency related transactions | (20,841 | ) | (35,873 | ) | (1,577 | ) | (44,334 | ) | |||||||||||||
Written options | — | 45,230,467 | — | — | |||||||||||||||||
Net realized gain | 18,741,882 | 681,161,437 | 11,312,827 | 4,612,836 | |||||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||||
Investments (net of foreign capital gains taxes accrued#) | (100,221,683 | ) | (2,085,453,487 | ) | (45,865,352 | ) | (41,051,252 | ) | |||||||||||||
Forward foreign currency contracts | — | — | — | 130 | |||||||||||||||||
Foreign currency related transactions | (15,414 | ) | (14,113 | ) | (222 | ) | (28,529 | ) | |||||||||||||
Written options | — | 109,296,808 | — | — | |||||||||||||||||
Net change in unrealized appreciation (depreciation) | (100,237,097 | ) | (1,976,170,792 | ) | (45,865,574 | ) | (41,079,651 | ) | |||||||||||||
Net realized and unrealized loss | (81,495,215 | ) | (1,295,009,355 | ) | (34,552,747 | ) | (36,466,815 | ) | |||||||||||||
Decrease in net assets resulting from operations | $ | (80,583,756 | ) | $ | (1,259,895,563 | ) | $ | (31,660,962 | ) | $ | (35,405,448 | ) | |||||||||
* | Foreign taxes withheld | $ | 101,025 | $ | 170,202 | $ | 119,975 | $ | 293,128 | ||||||||||||
ˆ | Foreign capital gains taxes withheld | $ | — | $ | — | $ | — | $ | 1,021 | ||||||||||||
# | Change in foreign capital gains taxes accrued | $ | — | $ | — | $ | — | $ | 1,021 |
Voya Government Liquid Assets Portfolio | VY® CBRE Global Real Estate Portfolio | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||||
Net investment income (loss) | $ | 522,954 | $ | — | $ | 1,583,549 | $ | 4,184,504 | ||||||||||||
Net realized gain (loss) | (157,405 | ) | 230,323 | 7,725,481 | 25,340,237 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | (60,936,344 | ) | 33,777,150 | |||||||||||||||
Increase (decrease) in net assets resulting from operations | 365,549 | 230,323 | (51,627,314 | ) | 63,301,891 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||||
Class ADV | — | — | — | (377,513 | ) | |||||||||||||||
Class I | (79,301 | ) | (16,647 | ) | — | (3,281,141 | ) | |||||||||||||
Class S | (211,997 | ) | (102,429 | ) | — | (2,361,249 | ) | |||||||||||||
Class S2 | (231,654 | ) | (141,054 | ) | — | (21,700 | ) | |||||||||||||
Total distributions | (522,952 | ) | (260,130 | ) | — | (6,041,603 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||||
Net proceeds from sale of shares | 253,048,904 | 207,160,815 | 7,577,453 | 15,944,587 | ||||||||||||||||
Reinvestment of distributions | 522,952 | 260,130 | — | 6,041,603 | ||||||||||||||||
253,571,856 | 207,420,945 | 7,577,453 | 21,986,190 | |||||||||||||||||
Cost of shares redeemed | (91,729,367 | ) | (365,488,398 | ) | (15,280,483 | ) | (38,100,037 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 161,842,489 | (158,067,453 | ) | (7,703,030 | ) | (16,113,847 | ) | |||||||||||||
Net increase (decrease) in net assets | 161,685,086 | (158,097,260 | ) | (59,330,344 | ) | 41,146,441 | ||||||||||||||
NET ASSETS: | ||||||||||||||||||||
Beginning of year or period | 808,628,956 | 966,726,216 | 234,677,469 | 193,531,028 | ||||||||||||||||
End of year or period | $ | 970,314,042 | $ | 808,628,956 | $ | 175,347,125 | $ | 234,677,469 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||||
Net investment income | $ | 2,826,106 | $ | 4,798,839 | $ | 455,725 | $ | (3,507,412 | ) | |||||||||||
Net realized gain | 12,527,371 | 56,576,125 | (14,374,364 | ) | 99,431,554 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (72,247,586 | ) | 46,553,766 | (101,106,806 | ) | (148,353,847 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | (56,894,109 | ) | 107,928,730 | (115,025,445 | ) | (52,429,705 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||||
Class ADV | — | (192,270 | ) | — | (4,625,629 | ) | ||||||||||||||
Class I | — | (593,144 | ) | — | (6,493,054 | ) | ||||||||||||||
Class S | — | (4,704,412 | ) | — | (27,977,315 | ) | ||||||||||||||
Class S2 | — | (304,187 | ) | — | (908,609 | ) | ||||||||||||||
Total distributions | — | (5,794,013 | ) | — | (40,004,607 | ) | ||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||||
Net proceeds from sale of shares | 20,814,008 | 29,359,114 | 10,963,193 | 44,423,900 | ||||||||||||||||
Reinvestment of distributions | — | 5,794,013 | — | 40,004,607 | ||||||||||||||||
20,814,008 | 35,153,127 | 10,963,193 | 84,428,507 | |||||||||||||||||
Cost of shares redeemed | (30,878,854 | ) | (73,541,854 | ) | (31,908,293 | ) | (103,276,595 | ) | ||||||||||||
Net decrease in net assets resulting from capital share transactions | (10,064,846 | ) | (38,388,727 | ) | (20,945,100 | ) | (18,848,088 | ) | ||||||||||||
Net increase (decrease) in net assets | (66,958,955 | ) | 63,745,990 | (135,970,545 | ) | (111,282,400 | ) | |||||||||||||
NET ASSETS: | ||||||||||||||||||||
Beginning of year or period | 451,886,117 | 388,140,127 | 465,846,007 | 577,128,407 | ||||||||||||||||
End of year or period | $ | 384,927,162 | $ | 451,886,117 | $ | 329,875,462 | $ | 465,846,007 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||||
Net investment income | $ | 911,459 | $ | 1,732,890 | $ | 35,113,792 | $ | 67,667,590 | ||||||||||||
Net realized gain | 18,741,882 | 31,569,221 | 681,161,437 | 987,756,190 | ||||||||||||||||
Net change in unrealized appreciation (depreciation) | (100,237,097 | ) | 50,575,744 | (1,976,170,792 | ) | 356,714,175 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | (80,583,756 | ) | 83,877,855 | (1,259,895,563 | ) | 1,412,137,955 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||||
Class ADV | — | (12,325,665 | ) | — | (222,578,297 | ) | ||||||||||||||
Class I | — | — | — | (181,327,758 | ) | |||||||||||||||
Class R6 | — | (142,984 | ) | — | (74,289,334 | ) | ||||||||||||||
Class S | — | (22,981,508 | ) | — | (562,658,520 | ) | ||||||||||||||
Class S2 | — | (3,457,895 | ) | — | (8,732,930 | ) | ||||||||||||||
Total distributions | — | (38,908,052 | ) | — | (1,049,586,839 | ) | ||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||||
Net proceeds from sale of shares | 4,725,855 | 8,943,456 | 223,492,330 | 370,730,745 | ||||||||||||||||
Reinvestment of distributions | — | 38,908,052 | — | 1,049,586,839 | ||||||||||||||||
4,725,855 | 47,851,508 | 223,492,330 | 1,420,317,584 | |||||||||||||||||
Cost of shares redeemed | (27,416,409 | ) | (73,769,042 | ) | (402,015,557 | ) | (821,030,049 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (22,690,554 | ) | (25,917,534 | ) | (178,523,227 | ) | 599,287,535 | |||||||||||||
Net increase (decrease) in net assets | (103,274,310 | ) | 19,052,269 | (1,438,418,790 | ) | 961,838,651 | ||||||||||||||
NET ASSETS: | ||||||||||||||||||||
Beginning of year or period | 440,446,110 | 421,393,841 | 8,837,222,652 | 7,875,384,001 | ||||||||||||||||
End of year or period | $ | 337,171,800 | $ | 440,446,110 | $ | 7,398,803,862 | $ | 8,837,222,652 |
VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||||
Net investment income | $ | 2,891,785 | $ | 5,359,888 | $ | 1,061,367 | $ | 1,210,737 | ||||||||||||
Net realized gain | 11,312,827 | 36,882,956 | 4,612,836 | 22,201,972 | ||||||||||||||||
Net change in unrealized appreciation (depreciation) | (45,865,574 | ) | 41,263,845 | (41,079,651 | ) | (19,883,358 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | (31,660,962 | ) | 83,506,689 | (35,405,448 | ) | 3,529,351 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||||
Class ADV | — | (1,725,808 | ) | — | (739,677 | ) | ||||||||||||||
Class I | — | (2,459,976 | ) | — | (1,559,070 | ) | ||||||||||||||
Class S | — | (4,945,638 | ) | — | (4,681,463 | ) | ||||||||||||||
Class S2 | — | (2,717,084 | ) | — | — | |||||||||||||||
Total distributions | — | (11,848,506 | ) | — | (6,980,210 | ) | ||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||||
Net proceeds from sale of shares | 21,066,304 | 26,358,264 | 4,369,213 | 14,304,379 | ||||||||||||||||
Reinvestment of distributions | — | 11,848,506 | — | 6,980,210 | ||||||||||||||||
21,066,304 | 38,206,770 | 4,369,213 | 21,284,589 | |||||||||||||||||
Cost of shares redeemed | (24,683,471 | ) | (77,056,559 | ) | (15,698,364 | ) | (35,266,663 | ) | ||||||||||||
Net decrease in net assets resulting from capital share transactions | (3,617,167 | ) | (38,849,789 | ) | (11,329,151 | ) | (13,982,074 | ) | ||||||||||||
Net increase (decrease) in net assets | (35,278,129 | ) | 32,808,394 | (46,734,599 | ) | (17,432,933 | ) | |||||||||||||
NET ASSETS: | ||||||||||||||||||||
Beginning of year or period | 379,342,573 | 346,534,179 | 205,529,573 | 222,962,506 | ||||||||||||||||
End of year or period | $ | 344,064,444 | $ | 379,342,573 | $ | 158,794,974 | $ | 205,529,573 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 1.00 | 0.00 | • | 0.00 | * | 0.00 | * | 0.00 | * | — | — | 0.00 | * | — | 1.00 | 0.11 | 0.28 | 0.20 | 0.20 | 0.25 | 78,527 | — | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 1.00 | — | • | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.03 | 0.28 | 0.05 | 0.05 | 0.00 | 50,337 | — | |||||||||||||||||||||||||||||||||||||||||||||||
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 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 1.00 | 0.00 | • | 0.00 | * | 0.00 | * | 0.00 | * | — | — | 0.00 | * | — | 1.00 | 0.07 | 0.53 | 0.27 | 0.27 | 0.13 | 330,165 | — | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 1.00 | — | • | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.03 | 0.53 | 0.05 | 0.05 | 0.00 | 320,548 | — | |||||||||||||||||||||||||||||||||||||||||||||||
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 | — | |||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 1.00 | 0.00 | • | 0.00 | * | 0.00 | * | 0.00 | * | — | — | 0.00 | * | — | 1.00 | 0.04 | 0.68 | 0.33 | 0.33 | 0.10 | 561,622 | — | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 1.00 | — | • | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.03 | 0.68 | 0.05 | 0.05 | 0.00 | 437,744 | — | |||||||||||||||||||||||||||||||||||||||||||||||
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 | — | |||||||||||||||||||||||||||||||||||||||||||||
VY® CBRE Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 13.38 | 0.06 | • | (3.08 | ) | (3.02 | ) | — | — | — | — | — | 10.36 | (22.57 | ) | 1.67 | 1.47 | 1.47 | 1.07 | 11,525 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.26 | 0.17 | • | 3.24 | 3.41 | 0.29 | — | — | 0.29 | — | 13.38 | 33.56 | 1.66 | 1.47 | 1.47 | 1.48 | 16,348 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 13.79 | 0.10 | • | (3.19 | ) | (3.09 | ) | — | — | — | — | — | 10.70 | (22.41 | ) | 1.07 | 0.87 | 0.87 | 1.71 | 95,690 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.55 | 0.25 | • | 3.35 | 3.60 | 0.36 | — | — | 0.36 | — | 13.79 | 34.47 | 1.06 | 0.87 | 0.87 | 2.09 | 122,954 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 13.72 | 0.09 | • | (3.17 | ) | (3.08 | ) | — | — | — | — | — | 10.64 | (22.45 | ) | 1.32 | 1.12 | 1.12 | 1.42 | 67,368 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.50 | 0.22 | • | 3.33 | 3.55 | 0.33 | — | — | 0.33 | — | 13.72 | 34.14 | 1.31 | 1.12 | 1.12 | 1.83 | 94,359 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 13.86 | 0.08 | • | (3.20 | ) | (3.12 | ) | — | — | — | — | — | 10.74 | (22.51 | ) | 1.47 | 1.27 | 1.27 | 1.30 | 764 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.61 | 0.21 | • | 3.35 | 3.56 | 0.31 | — | — | 0.31 | — | 13.86 | 33.90 | 1.46 | 1.27 | 1.27 | 1.70 | 1,016 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 26.21 | 0.12 | • | (3.52 | ) | (3.40 | ) | — | — | — | — | — | 22.81 | (12.97 | ) | 1.24 | 1.21 | 1.21 | 0.96 | 16,416 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 20.62 | 0.18 | • | 5.67 | 5.85 | 0.26 | — | — | 0.26 | — | 26.21 | 28.50 | 1.24 | 1.21 | 1.21 | 0.75 | 18,354 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 26.54 | 0.20 | • | (3.57 | ) | (3.37 | ) | — | — | — | — | — | 23.17 | (12.70 | ) | 0.64 | 0.61 | 0.61 | 1.56 | 38,007 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 20.86 | 0.33 | • | 5.73 | 6.06 | 0.38 | — | — | 0.38 | — | 26.54 | 29.21 | 0.64 | 0.61 | 0.61 | 1.35 | 41,488 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 26.88 | 0.17 | • | (3.62 | ) | (3.45 | ) | — | — | — | — | — | 23.43 | (12.83 | ) | 0.89 | 0.86 | 0.86 | 1.30 | 310,669 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 21.12 | 0.27 | • | 5.82 | 6.09 | 0.33 | — | — | 0.33 | — | 26.88 | 28.97 | 0.89 | 0.86 | 0.86 | 1.10 | 367,120 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 26.57 | 0.15 | • | (3.58 | ) | (3.43 | ) | — | — | — | — | — | 23.14 | (12.91 | ) | 1.04 | 1.01 | 1.01 | 1.14 | 19,835 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 20.88 | 0.23 | • | 5.76 | 5.99 | 0.30 | — | — | 0.30 | — | 26.57 | 28.78 | 1.04 | 1.01 | 1.01 | 0.95 | 24,924 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 21.50 | (0.01 | )• | (5.44 | ) | (5.45 | ) | — | — | — | — | — | 16.05 | (25.35 | ) | 1.86 | 1.86 | 1.86 | (0.10 | ) | 38,980 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 25.92 | (0.25 | )• | (2.19 | ) | (2.44 | ) | — | 1.98 | — | 1.98 | — | 21.50 | (10.30 | ) | 1.86 | 1.86 | 1.86 | (1.01 | ) | 54,012 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 23.10 | 0.05 | • | (5.86 | ) | (5.81 | ) | — | — | — | — | — | 17.29 | (25.15 | ) | 1.26 | 1.26 | 1.26 | 0.52 | 61,372 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 27.55 | (0.11 | )• | (2.36 | ) | (2.47 | ) | — | 1.98 | — | 1.98 | — | 23.10 | (9.78 | ) | 1.26 | 1.26 | 1.26 | (0.40 | ) | 80,785 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 22.86 | 0.02 | • | (5.79 | ) | (5.77 | ) | — | — | — | — | — | 17.09 | (25.24 | ) | 1.51 | 1.51 | 1.51 | 0.23 | 222,883 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 27.35 | (0.17 | )• | (2.34 | ) | (2.51 | ) | — | 1.98 | — | 1.98 | — | 22.86 | (10.00 | ) | 1.51 | 1.51 | 1.51 | (0.64 | ) | 320,977 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 22.50 | 0.01 | • | (5.70 | ) | (5.69 | ) | — | — | — | — | — | 16.81 | (25.29 | ) | 1.66 | 1.66 | 1.66 | 0.06 | 6,640 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 26.98 | (0.20 | )• | (2.30 | ) | (2.50 | ) | — | 1.98 | — | 1.98 | — | 22.50 | (10.11 | ) | 1.66 | 1.66 | 1.66 | (0.79 | ) | 10,071 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 18.19 | 0.02 | • | (3.43 | ) | (3.41 | ) | — | — | — | — | — | 14.78 | (18.75 | ) | 1.57 | 1.54 | 1.54 | 0.26 | 107,999 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 16.52 | 0.03 | • | 3.34 | 3.37 | 0.09 | 1.61 | — | 1.70 | — | 18.19 | 21.26 | 1.57 | 1.54 | 1.54 | 0.18 | 138,475 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 19.98 | 0.08 | • | (3.78 | ) | (3.70 | ) | — | — | — | — | — | 16.28 | (18.52 | ) | 0.97 | 0.94 | 0.94 | 0.88 | 1,498 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 17.97 | 0.15 | • | 3.65 | 3.80 | 0.18 | 1.61 | — | 1.79 | — | 19.98 | 22.01 | 0.97 | 0.94 | 0.94 | 0.79 | 1,828 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 20.02 | 0.05 | • | (3.77 | ) | (3.72 | ) | — | — | — | — | — | 16.30 | (18.58 | ) | 1.22 | 1.19 | 1.19 | 0.60 | 197,690 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 18.01 | 0.10 | • | 3.65 | 3.75 | 0.13 | 1.61 | — | 1.74 | — | 20.02 | 21.66 | 1.22 | 1.19 | 1.19 | 0.52 | 260,008 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 19.77 | 0.04 | • | (3.72 | ) | (3.68 | ) | — | — | — | — | — | 16.09 | (18.61 | ) | 1.37 | 1.34 | 1.34 | 0.45 | 29,984 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 17.80 | 0.07 | • | 3.61 | 3.68 | 0.10 | 1.61 | — | 1.71 | — | 19.77 | 21.53 | 1.37 | 1.34 | 1.34 | 0.37 | 40,135 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 30.88 | 0.08 | • | (4.57 | ) | (4.49 | ) | — | — | — | — | — | 26.39 | (14.54 | ) | 1.24 | 1.24 | 1.24 | 0.53 | 1,585,404 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 29.91 | 0.14 | • | 4.98 | 5.12 | 0.16 | 3.99 | — | 4.16 | — | 30.88 | 17.97 | 1.24 | 1.24 | 1.24 | 0.47 | 1,891,868 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 32.96 | 0.17 | • | (4.88 | ) | (4.71 | ) | — | — | — | — | — | 28.25 | (14.29 | ) | 0.64 | 0.64 | 0.64 | 1.14 | 1,415,091 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 31.64 | 0.35 | • | 5.29 | 5.64 | 0.33 | 3.99 | — | 4.33 | — | 32.96 | 18.67 | 0.64 | 0.64 | 0.64 | 1.07 | 1,553,598 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 32.98 | 0.17 | • | (4.88 | ) | (4.71 | ) | — | — | — | — | — | 28.27 | (14.28 | ) | 0.64 | 0.64 | 0.64 | 1.13 | 517,700 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 31.66 | 0.35 | • | 5.29 | 5.64 | 0.33 | 3.99 | — | 4.33 | — | 32.98 | 18.66 | 0.64 | 0.64 | 0.64 | 1.07 | 620,373 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 32.96 | 0.13 | • | (4.88 | ) | (4.75 | ) | — | — | — | — | — | 28.21 | (14.41 | ) | 0.89 | 0.89 | 0.89 | 0.88 | 3,823,280 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 31.64 | 0.27 | • | 5.29 | 5.56 | 0.25 | 3.99 | — | 4.25 | — | 32.96 | 18.40 | 0.89 | 0.89 | 0.89 | 0.82 | 4,700,019 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 32.63 | 0.11 | • | (4.83 | ) | (4.72 | ) | — | — | — | — | — | 27.91 | (14.47 | ) | 1.04 | 1.04 | 1.04 | 0.73 | 57,330 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 31.37 | 0.22 | • | 5.23 | 5.45 | 0.20 | 3.99 | — | 4.19 | — | 32.63 | 18.19 | 1.04 | 1.04 | 1.04 | 0.67 | 71,364 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 11.48 | 0.07 | • | (1.05 | ) | (0.98 | ) | — | — | — | — | — | 10.50 | (8.54 | ) | 1.24 | 1.21 | 1.21 | 1.26 | 58,205 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 9.46 | 0.12 | • | 2.23 | 2.35 | 0.14 | 0.19 | — | 0.33 | — | 11.48 | 24.97 | 1.24 | 1.21 | 1.21 | 1.12 | 58,287 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 11.78 | 0.11 | • | (1.08 | ) | (0.97 | ) | — | — | — | — | — | 10.81 | (8.23 | ) | 0.64 | 0.61 | 0.61 | 1.85 | 66,116 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 9.70 | 0.19 | • | 2.29 | 2.48 | 0.21 | 0.19 | — | 0.40 | — | 11.78 | 25.66 | 0.64 | 0.61 | 0.61 | 1.71 | 73,572 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 11.96 | 0.09 | • | (1.09 | ) | (1.00 | ) | — | — | — | — | — | 10.96 | (8.36 | ) | 0.89 | 0.86 | 0.86 | 1.59 | 142,571 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 9.85 | 0.17 | • | 2.31 | 2.48 | 0.18 | 0.19 | — | 0.37 | — | 11.96 | 25.27 | 0.89 | 0.86 | 0.86 | 1.47 | 158,847 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 11.59 | 0.08 | • | (1.06 | ) | (0.98 | ) | — | — | — | — | — | 10.61 | (8.46 | ) | 1.04 | 1.01 | 1.01 | 1.44 | 77,173 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 9.55 | 0.14 | • | 2.26 | 2.40 | 0.17 | 0.19 | — | 0.35 | — | 11.59 | 25.15 | 1.04 | 1.01 | 1.01 | 1.32 | 88,637 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 17.37 | 0.07 | • | (3.19 | ) | (3.12 | ) | — | — | — | — | — | 14.25 | (17.96 | ) | 1.58 | 1.35 | 1.35 | 0.84 | 19,847 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 17.72 | 0.03 | • | 0.15 | 0.18 | 0.07 | 0.46 | — | 0.53 | — | 17.37 | 0.87 | 1.36 | 1.35 | 1.35 | 0.18 | 24,946 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 17.48 | 0.11 | • | (3.21 | ) | (3.10 | ) | — | — | — | — | — | 14.38 | (17.73 | ) | 0.98 | 0.75 | 0.75 | 1.44 | 35,592 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 17.81 | 0.14 | • | 0.15 | 0.29 | 0.16 | 0.46 | — | 0.62 | — | 17.48 | 1.48 | 0.76 | 0.75 | 0.75 | 0.78 | 45,209 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 17.40 | 0.09 | • | (3.19 | ) | (3.10 | ) | — | — | — | — | — | 14.30 | (17.82 | ) | 1.23 | 1.00 | 1.00 | 1.17 | 103,356 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 17.74 | 0.10 | • | 0.13 | 0.23 | 0.11 | 0.46 | — | 0.58 | — | 17.40 | 1.19 | 1.01 | 1.00 | 1.00 | 0.53 | 135,375 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. | |
(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)%. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Purchased | Sold | |||||||
---|---|---|---|---|---|---|---|---|
CBRE Global Real Estate | $ | 72,601 | $ | — | ||||
Invesco Growth and Income | 6,687,131 | 23,100,751 | ||||||
T. Rowe Price International Stock | 80,991 | 51,661 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Purchased | Sold | |||||||
---|---|---|---|---|---|---|---|---|
CBRE Global Real Estate | $ | 99,439,496 | $ | 106,508,969 | ||||
Invesco Growth and Income | 39,570,663 | 53,945,146 | ||||||
JPMorgan Emerging Markets Equity | 44,440,311 | 51,740,291 | ||||||
Morgan Stanley Global Franchise | 32,636,791 | 55,998,650 | ||||||
T. Rowe Price Capital Appreciation | 3,091,416,795 | 3,182,241,744 | ||||||
T. Rowe Price Equity Income | 36,681,154 | 36,623,580 | ||||||
T. Rowe Price International Stock | 26,071,504 | 38,907,509 |
Portfolio | Fee | |
---|---|---|
CBRE 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 CBRE 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. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Portfolio | Fee | |
---|---|---|
Government Liquid Assets(2) | 0.35% on the first $200 million; 0.30% on the next $300 million; 0.25% on the amount in excess of $500 million | |
JPMorgan Emerging Markets Equity | 1.25% | |
Morgan Stanley Global Franchise(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%, 0.030% and 0.030% of the Unified Fee for Morgan Stanley Global Franchise, T. Rowe Price Equity Income and Invesco Growth and Income, respectively. 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® CBRE 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 | |
CBRE Global Real Estate | CBRE Investment Management Listed Real Assets LLC(1) | |
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. |
(1) | Previously known as CBRE Clarion Securities LLC. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Distribution Fee | Shareholder Servicing Fee | |||||||
---|---|---|---|---|---|---|---|---|
Class S | $ | — | $269,690 | |||||
Class S2 | 235,859 | 387,988 |
June 30, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 2024 | 2025 | Total | |||||||||||||
Government Liquid Assets | $ | 271,392 | $ | 1,886,604 | $ | 1,388,449 | $ | 3,546,445 |
Subsidiary | Portfolio | Percentage | ||||
ReliaStar Life Insurance Company
| Invesco Growth and Income | 5.00 | % | |||
T. Rowe Price Equity Income | 7.07 | |||||
T. Rowe Price International Stock | 14.29 | |||||
Security Life of Denver Insurance Company
| Government Liquid Assets | 5.22 | ||||
CBRE Global Real Estate | 6.05 | |||||
JPMorgan Emerging Markets Equity | 9.12 | |||||
T. Rowe Price Equity Income | 8.93 | |||||
T. Rowe Price International Stock | 7.62 | |||||
Voya Institutional Trust Company
| Government Liquid Assets | 58.47 | ||||
CBRE Global Real Estate | 11.48 | |||||
Invesco Growth and Income | 5.59 | |||||
JPMorgan Emerging Markets Equity | 12.79 | |||||
Morgan Stanley Global Franchise | 34.03 | |||||
T. Rowe Price Capital Appreciation | 31.76 | |||||
T. Rowe Price Equity Income | 41.08 | |||||
T. Rowe Price International Stock | 13.08 |
Portfolio | Amount | |||
---|---|---|---|---|
CBRE Global Real Estate | $ | 124,056 | ||
T. Rowe Price International Stock | 38,466 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Portfolio | Class ADV | Class I | Class S | Class S2 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBRE 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, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 2024 | 2025 | Total | |||||||||||||
CBRE Global Real Estate | $ | 290,571 | $ | 329,991 | $ | 340,829 | $ | 961,391 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CBRE Global Real Estate | 1 | $ | 3,628,000 | 1.33 | % | |||||||
JPMorgan Emerging Markets Equity | 9 | 690,333 | 2.42 | |||||||||
T. Rowe Price Capital Appreciation | 1 | 3,947,000 | 1.33 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 39,188,998 | — | 79,301 | (11,066,700 | ) | 28,201,599 | 39,188,998 | — | 79,301 | (11,066,700 | ) | 28,201,599 | |||||||||||||||||||||||||||
12/31/2021 | 23,190,070 | — | 16,647 | (36,870,033 | ) | (13,663,316 | ) | 23,190,070 | — | 16,647 | (36,870,033 | ) | (13,663,316 | ) | |||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 59,919,386 | — | 211,997 | (50,457,271 | ) | 9,674,112 | 59,919,386 | — | 211,997 | (50,457,271 | ) | 9,674,112 | |||||||||||||||||||||||||||
12/31/2021 | 97,462,266 | — | 102,429 | (152,272,917 | ) | (54,708,222 | ) | 97,462,266 | — | 102,429 | (152,272,917 | ) | (54,708,222 | ) | |||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 153,940,520 | — | 231,654 | (30,205,397 | ) | 123,966,777 | 153,940,520 | — | 231,654 | (30,205,396 | ) | 123,966,778 | |||||||||||||||||||||||||||
12/31/2021 | 86,508,479 | — | 141,054 | (176,345,448 | ) | (89,695,915 | ) | 86,508,479 | — | 141,054 | (176,345,448 | ) | (89,695,915 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Year or | Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||
CBRE Global Real Estate | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 21,518 | — | — | (130,529 | ) | (109,011 | ) | 247,693 | — | — | (1,544,581 | ) | (1,296,888 | ) | |||||||||||||||||||||||||
12/31/2021 | 36,402 | — | 31,148 | (246,757 | ) | (179,207 | ) | 440,881 | — | 377,513 | (2,969,373 | ) | (2,150,979 | ) | |||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 428,126 | — | — | (405,873 | ) | 22,253 | 5,313,653 | — | — | (5,058,792 | ) | 254,861 | |||||||||||||||||||||||||||
12/31/2021 | 870,641 | — | 263,545 | (1,391,609 | ) | (257,423 | ) | 10,351,322 | — | 3,281,141 | (17,034,398 | ) | (3,401,935 | ) | |||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 164,803 | — | — | (709,484 | ) | (544,681 | ) | 2,013,488 | — | — | (8,647,512 | ) | (6,634,024 | ) | |||||||||||||||||||||||||
12/31/2021 | 400,678 | — | 190,423 | (1,480,173 | ) | (889,072 | ) | 5,035,135 | — | 2,361,249 | (17,946,886 | ) | (10,550,502 | ) | |||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 244 | — | — | (2,383 | ) | (2,139 | ) | 2,619 | — | — | (29,598 | ) | (26,979 | ) | |||||||||||||||||||||||||
12/31/2021 | 8,920 | — | 1,732 | (12,413 | ) | (1,761 | ) | 117,249 | — | 21,700 | (149,380 | ) | (10,431 | ) | |||||||||||||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 85,530 | — | — | (66,093 | ) | 19,437 | 2,227,308 | — | — | (1,677,015 | ) | 550,293 | |||||||||||||||||||||||||||
12/31/2021 | 93,633 | — | 7,922 | (155,021 | ) | (53,466 | ) | 2,283,226 | — | 192,270 | (3,740,417 | ) | (1,264,921 | ) | |||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 167,554 | — | — | (90,115 | ) | 77,439 | 4,343,841 | — | — | (2,317,973 | ) | 2,025,868 | |||||||||||||||||||||||||||
12/31/2021 | 257,685 | — | 24,200 | (189,580 | ) | 92,305 | 6,267,142 | — | 593,144 | (4,677,696 | ) | 2,182,590 | |||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 538,076 | — | — | (938,182 | ) | (400,106 | ) | 14,103,992 | — | — | (24,650,468 | ) | (10,546,476 | ) | |||||||||||||||||||||||||
12/31/2021 | 811,169 | — | 189,312 | (2,391,268 | ) | (1,390,787 | ) | 20,227,445 | — | 4,704,412 | (59,053,401 | ) | (34,121,544 | ) | |||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 5,427 | — | — | (86,520 | ) | (81,093 | ) | 138,867 | — | — | (2,233,398 | ) | (2,094,531 | ) | |||||||||||||||||||||||||
12/31/2021 | 23,460 | — | 12,375 | (248,583 | ) | (212,748 | ) | 581,301 | — | 304,187 | (6,070,340 | ) | (5,184,852 | ) | |||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 98,639 | — | — | (181,530 | ) | (82,891 | ) | 1,780,470 | — | — | (3,336,906 | ) | (1,556,436 | ) | |||||||||||||||||||||||||
12/31/2021 | 398,659 | — | 190,433 | (324,566 | ) | 264,526 | 10,209,266 | — | 4,625,629 | (8,016,811 | ) | 6,818,084 | |||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 237,338 | — | — | (185,197 | ) | 52,141 | 4,572,051 | — | — | (3,729,335 | ) | 842,716 | |||||||||||||||||||||||||||
12/31/2021 | 473,196 | — | 249,445 | (640,202 | ) | 82,439 | 12,725,273 | — | 6,493,054 | (17,402,497 | ) | 1,815,830 | |||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 237,699 | — | — | (1,237,080 | ) | (999,381 | ) | 4,479,089 | — | — | (23,733,426 | ) | (19,254,337 | ) | |||||||||||||||||||||||||
12/31/2021 | 810,713 | — | 1,084,813 | (2,897,162 | ) | (1,001,636 | ) | 20,975,903 | — | 27,977,315 | (75,127,105 | ) | (26,173,887 | ) | |||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 6,866 | — | — | (59,419 | ) | (52,553 | ) | 131,583 | — | — | (1,108,626 | ) | (977,043 | ) | |||||||||||||||||||||||||
12/31/2021 | 20,594 | — | 35,772 | (106,192 | ) | (49,826 | ) | 513,458 | — | 908,609 | (2,730,182 | ) | (1,308,115 | ) | |||||||||||||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 112,206 | — | — | (419,708 | ) | (307,502 | ) | 1,842,240 | — | — | (6,732,017 | ) | (4,889,777 | ) | |||||||||||||||||||||||||
12/31/2021 | 362,182 | — | 734,983 | (785,409 | ) | 311,756 | 6,143,775 | — | 12,325,665 | (13,504,448 | ) | 4,964,992 | |||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 9,069 | — | — | (8,556 | ) | 513 | 167,950 | — | — | (160,800 | ) | 7,150 | |||||||||||||||||||||||||||
12/31/2021 | 23,034 | — | 7,784 | (11,744 | ) | 19,074 | 421,413 | — | 142,984 | (218,243 | ) | 346,154 | |||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 134,415 | — | — | (993,155 | ) | (858,740 | ) | 2,503,718 | — | — | (17,401,503 | ) | (14,897,785 | ) | |||||||||||||||||||||||||
12/31/2021 | 111,714 | — | 1,246,962 | (2,860,955 | ) | (1,502,279 | ) | 2,083,227 | — | 22,981,508 | (53,664,794 | ) | (28,600,059 | ) | |||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 11,676 | — | — | (177,523 | ) | (165,847 | ) | 211,947 | — | — | (3,122,089 | ) | (2,910,142 | ) | |||||||||||||||||||||||||
12/31/2021 | 15,867 | — | 189,890 | (342,983 | ) | (137,226 | ) | 295,041 | — | 3,457,895 | (6,381,557 | ) | (2,628,621 | ) | |||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 895,579 | — | — | (2,077,864 | ) | (1,182,285 | ) | 25,920,938 | — | — | (58,893,724 | ) | (32,972,786 | ) | |||||||||||||||||||||||||
12/31/2021 | 3,907,585 | — | 7,606,265 | (2,263,017 | ) | 9,250,833 | 120,879,451 | — | 222,578,297 | (69,340,875 | ) | 274,116,873 | |||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 4,462,412 | — | — | (1,503,797 | ) | 2,958,615 | 135,834,521 | — | — | (45,217,335 | ) | 90,617,186 | |||||||||||||||||||||||||||
12/31/2021 | 3,638,741 | — | 5,781,019 | (2,746,988 | ) | 6,672,772 | 118,764,330 | — | 181,327,758 | (88,908,320 | ) | 211,183,768 | |||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 1,028,779 | — | — | (1,523,729 | ) | (494,950 | ) | 31,293,217 | — | — | (47,081,010 | ) | (15,787,793 | ) | |||||||||||||||||||||||||
12/31/2021 | 2,158,514 | — | 2,367,244 | (2,838,265 | ) | 1,687,493 | 70,531,505 | — | 74,289,334 | (92,862,424 | ) | 51,958,415 | |||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 927,626 | — | — | (8,012,463 | ) | (7,084,837 | ) | 29,061,033 | — | — | (245,438,471 | ) | (216,377,438 | ) | |||||||||||||||||||||||||
12/31/2021 | 1,754,026 | — | 17,982,319 | (17,005,161 | ) | 2,731,184 | 57,374,711 | — | 562,658,520 | (555,142,856 | ) | 64,890,375 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
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 Capital Appreciation (continued) | |||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 45,828 | — | — | (178,812 | ) | (132,984 | ) | 1,382,621 | — | — | (5,385,017 | ) | (4,002,396 | ) | |||||||||||||||||||||||||
12/31/2021 | 96,357 | — | 282,378 | (453,978 | ) | (75,243 | ) | 3,180,748 | — | 8,732,930 | (14,775,574 | ) | (2,861,896 | ) | |||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 713,094 | — | — | (247,895 | ) | 465,199 | 8,185,814 | — | — | (2,825,765 | ) | 5,360,049 | |||||||||||||||||||||||||||
12/31/2021 | 1,114,789 | — | 154,753 | (1,171,214 | ) | 98,328 | 12,227,521 | — | 1,725,809 | (12,810,997 | ) | 1,142,333 | |||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 493,513 | — | — | (622,082 | ) | (128,569 | ) | 5,828,833 | — | — | (7,217,448 | ) | (1,388,615 | ) | |||||||||||||||||||||||||
12/31/2021 | 715,388 | — | 213,445 | (2,660,105 | ) | (1,731,272 | ) | 7,970,005 | — | 2,459,976 | (29,890,253 | ) | (19,460,272 | ) | |||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 451,591 | — | — | (724,747 | ) | (273,156 | ) | 5,365,810 | — | — | (8,623,471 | ) | (3,257,661 | ) | |||||||||||||||||||||||||
12/31/2021 | 474,787 | — | 423,645 | (1,993,772 | ) | (1,095,340 | ) | 5,432,775 | — | 4,945,637 | (22,283,889 | ) | (11,905,477 | ) | |||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 144,110 | — | — | (520,243 | ) | (376,133 | ) | 1,685,847 | — | — | (6,016,787 | ) | (4,330,940 | ) | |||||||||||||||||||||||||
12/31/2021 | 67,166 | — | 240,652 | (1,101,605 | ) | (793,787 | ) | 727,963 | — | 2,717,084 | (12,071,420 | ) | (8,626,373 | ) | |||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 77,069 | — | — | (120,355 | ) | (43,286 | ) | 1,222,646 | — | — | (1,907,142 | ) | (684,496 | ) | |||||||||||||||||||||||||
12/31/2021 | 181,901 | — | 40,464 | (140,921 | ) | 81,444 | 3,313,921 | — | 739,677 | (2,556,791 | ) | 1,496,807 | |||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 20,675 | — | — | (132,275 | ) | (111,600 | ) | 330,825 | — | — | (2,092,182 | ) | (1,761,357 | ) | |||||||||||||||||||||||||
12/31/2021 | 229,956 | — | 84,963 | (256,619 | ) | 58,300 | 4,222,910 | — | 1,559,070 | (4,715,629 | ) | 1,066,351 | |||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||
6/30/2022 | 179,306 | — | — | (731,068 | ) | (551,762 | ) | 2,815,742 | — | — | (11,699,040 | ) | (8,883,298 | ) | |||||||||||||||||||||||||
12/31/2021 | 374,083 | — | 255,958 | (1,527,087 | ) | (897,046 | ) | 6,767,548 | — | 4,681,463 | (27,994,243 | ) | (16,545,232 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Merrill Lynch International | $ | 130,535 | $ | (130,535 | ) | $ | — | ||||||||||
Scotia Capital (USA) Inc. | 519,327 | (519,327 | ) | — | |||||||||||||
Total | $ | 649,862 | $ | (649,862 | ) | $ | — |
(1) | Cash collateral with a fair value of $716,231 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMO Capital Markets Corp | $ | 2,016,674 | $ | (2,016,674 | ) | $ | — | ||||||||||
BNP Paribas Prime Brokerage Intl Ltd | 194,831 | (194,831 | ) | — | |||||||||||||
Goldman Sachs & Co. LLC | 270,900 | (270,900 | ) | — | |||||||||||||
Morgan Stanley & Co. LLC | 339,082 | (339,082 | ) | — | |||||||||||||
Total | $ | 2,821,487 | $ | (2,821,487 | ) | $ | — |
(1) | Cash collateral with a fair value of $2,926,596 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | $ | 7,697,493 | $ | (7,697,493 | ) | $ | — | ||||||||||
Barclays Capital Inc. | 3,299,235 | (3,299,235 | ) | — | |||||||||||||
BNP Paribas | 1,328,238 | (1,328,238 | ) | — | |||||||||||||
BNP Paribas Prime Brokerage Intl Ltd | 2,977,068 | (2,977,068 | ) | — | |||||||||||||
BNP Paribas Securities Corp. | 172,869 | (172,869 | ) | — | |||||||||||||
BofA Securities Inc. | 81,283 | (81,283 | ) | — | |||||||||||||
Citadel Clearing LLC | 14,397,439 | (14,397,439 | ) | — | |||||||||||||
Citigroup Global Markets Inc. | 43,779,895 | (43,779,895 | ) | — | |||||||||||||
Deutsche Bank Securities Inc. | 1,582,840 | (1,582,840 | ) | — | |||||||||||||
Goldman Sachs & Co. LLC | 757,098 | (757,098 | ) | — | |||||||||||||
J.P. Morgan Securities LLC | 22,357,974 | (22,357,974 | ) | — | |||||||||||||
Jefferies LLC | 465,320 | (465,320 | ) | — | |||||||||||||
Morgan Stanley & Co. LLC | 2,561,645 | (2,561,645 | ) | — | |||||||||||||
MUFG Securities Americas Inc. | 47,064,843 | (47,064,843 | ) | — |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Nomura Securities International, Inc. | $ | 5,709,547 | $ | (5,709,547 | ) | $ | — | ||||||||||
RBC Capital Markets, LLC | 14,947,450 | (14,947,450 | ) | — | |||||||||||||
RBC Dominion Securities Inc. | 1,178,080 | (1,178,080 | ) | — | |||||||||||||
Scotia Capital (USA) Inc. | 3,653,595 | (3,653,595 | ) | — | |||||||||||||
State Street Bank and Trust Company | 30,414,934 | (30,414,934 | ) | — | |||||||||||||
TD Securities (USA) Inc. | 1,476,378 | (1,476,378 | ) | — | |||||||||||||
TD Securities Inc. | 1,405,953 | (1,405,953 | ) | — | |||||||||||||
Truist Securities Inc. | 1,425,750 | (1,425,750 | ) | — | |||||||||||||
UBS AG | 462,853 | (462,853 | ) | — | |||||||||||||
UBS Securities LLC | 1,245,916 | (1,245,916 | ) | — | |||||||||||||
Wells Fargo Securities LLC | 1,982,792 | (1,982,792 | ) | — | |||||||||||||
Total | $ | 212,426,487 | $ | (212,426,487 | ) | $ | — |
(1) | Cash collateral with a fair value of $217,454,923 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Goldman Sachs & Co. LLC | $ | 39,299 | $ | (39,299 | ) | $ | — | ||||||||||
J.P. Morgan Securities LLC | 289,130 | (289,130 | ) | — | |||||||||||||
Total | $ | 328,429 | $ | (328,429 | ) | $ | — |
(1) | Cash collateral with a fair value of $337,652 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. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
JP Morgan Securities Plc. | $ | 205,205 | $ | (205,205 | ) | $ | — | ||||||||||
Total | $ | 205,205 | $ | (205,205 | ) | $ | — |
(1) | Cash collateral with a fair value of $217,092 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Year Ended December 31, 2021 | Year Ended December 31, 2020 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | ||||||||||||||
Government Liquid Assets | $ | 260,130 | $ | — | $ | 1,757,835 | $ | — | |||||||||
CBRE Global Real Estate | 6,041,603 | — | 12,158,955 | 14,567,272 | |||||||||||||
Invesco Growth and Income | 5,794,013 | — | 7,565,414 | 30,987,138 | |||||||||||||
JPMorgan Emerging Markets Equity | 1,437,832 | 38,566,775 | 1,701,704 | 31,735,210 | |||||||||||||
Morgan Stanley Global Franchise | 3,006,032 | 35,902,020 | 3,590,119 | 30,534,835 | |||||||||||||
T. Rowe Price Capital Appreciation | 308,314,113 | 741,272,726 | 192,004,958 | 469,747,551 | |||||||||||||
T. Rowe Price Equity Income | 5,696,840 | 6,151,666 | 17,191,718 | 1,200,886 | |||||||||||||
T. Rowe Price International Stock | 1,414,892 | 5,565,318 | 5,238,296 | 4,238,733 |
Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Other | Total Distributable Earnings/(Loss) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | $ | — | $ | — | $ | — | $ | (14,585 | ) | $ | (14,585 | ) | ||||||||||
CBRE Global Real Estate | 6,892,159 | 8,599,379 | 63,964,972 | (7,666 | ) | 79,448,844 | ||||||||||||||||
Invesco Growth and Income | 9,854,314 | 49,484,673 | 120,380,351 | (14,850 | ) | 179,704,488 | ||||||||||||||||
JPMorgan Emerging Markets Equity | — | 97,646,805 | 130,156,507 | (2,925,028 | ) | 224,878,284 | ||||||||||||||||
Morgan Stanley Global Franchise | 2,049,342 | 31,288,121 | 172,662,258 | (10,270 | ) | 205,989,451 | ||||||||||||||||
T. Rowe Price Capital Appreciation | 273,053,367 | 710,613,021 | 1,675,192,143 | (138,015 | ) | 2,658,720,516 | ||||||||||||||||
T. Rowe Price Equity Income | 3,415,264 | 33,459,457 | 105,013,496 | (35,954 | ) | 141,852,263 | ||||||||||||||||
T. Rowe Price International Stock | 4,390,306 | 16,074,165 | 40,872,941 | (75,360 | ) | 61,262,052 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Type | Per Share Amount | Payable Date | Record Date | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | |||||||||||||||||||
Class I | NII | $ | 0.0013 | August 1, 2022 | Daily | ||||||||||||||
Class S | NII | $ | 0.0011 | August 1, 2022 | Daily | ||||||||||||||
Class S2 | NII | $ | 0.0009 | August 1, 2022 | Daily | ||||||||||||||
CBRE Global Real Estate | |||||||||||||||||||
Class ADV | NII | $ | 0.2934 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class I | NII | $ | 0.3799 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S | NII | $ | 0.3431 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S2 | NII | $ | 0.3308 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | STCG | $ | 0.0576 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | LTCG | $ | 0.5302 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Invesco Growth and Income | |||||||||||||||||||
Class ADV | NII | $ | 0.2495 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class I | NII | $ | 0.3970 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S | NII | $ | 0.3298 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S2 | NII | $ | 0.2781 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | STCG | $ | 0.2690 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | LTCG | $ | 3.0092 | July 14, 2022 | July 12, 2022 | ||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||
All Classes | LTCG | $ | 5.0432 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||
Class ADV | NII | $ | 0.0494 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class R6 | NII | $ | 0.1559 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S | NII | $ | 0.1022 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S2 | NII | $ | 0.0716 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | STCG | $ | 0.0149 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | LTCG | $ | 1.4726 | July 14, 2022 | July 12, 2022 | ||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||
Class ADV | NII | $ | 0.0233 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class I | NII | $ | 0.0233 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class R6 | NII | $ | 0.0233 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S | NII | $ | 0.0233 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S2 | NII | $ | 0.0233 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | STCG | $ | 1.0052 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | LTCG | $ | 2.6765 | July 14, 2022 | July 12, 2022 | ||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||
Class ADV | NII | $ | 0.0007 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class I | NII | $ | 0.0007 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S | NII | $ | 0.0007 | July 14, 2022 | July 12, 2022 | ||||||||||||||
Class S2 | NII | $ | 0.0007 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | STCG | $ | 0.1066 | July 14, 2022 | July 12, 2022 | ||||||||||||||
All Classes | LTCG | $ | 1.0496 | July 14, 2022 | July 12, 2022 |
NII—Net investment income
STCG—Short-term capital gain
LTCG—Long-term capital gain
The Portfolios have evaluated events occurring after the Statements of Assets and Liabilities date through the date that the financial statements were issued (“subsequent events”) to determine whether any subsequent events necessitated adjustment to or disclosure in the financial statements. Other than the above, no such subsequent events were identified.
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: 35.9% | ||||||||||||||
27,000,000 | Federal Farm Credit Banks Funding Corp., 1.518%, (SOFRRATE + 0.008%), 11/22/2022 | $ | 26,998,920 | 2.8 | ||||||||||
11,250,000 | Federal Farm Credit Banks Funding Corp., 1.530%, (SOFRRATE + 0.020%), 04/10/2023 | 11,249,117 | 1.2 | |||||||||||
13,000,000 | Federal Farm Credit Banks Funding Corp., 1.535%, (SOFRRATE + 0.025%), 12/16/2022 | 13,000,152 | 1.3 | |||||||||||
11,250,000 | Federal Farm Credit Banks Funding Corp., 1.560%, (SOFRRATE + 0.050%), 02/17/2023 | 11,252,143 | 1.2 | |||||||||||
50,000,000 | Federal Farm Credit Banks Funding Corp., 1.818%, (USBMMY3M + 0.060%), 09/15/2022 | 50,029,271 | 5.2 | |||||||||||
4,900,000 | Federal Farm Credit Banks Funding Corp., 1.820%, (SOFRRATE + 0.310%), 11/07/2022 | 4,905,076 | 0.5 | |||||||||||
13,750,000 | Federal Home Loan Bank Discount Notes, 1.510%, 11/29/2022 | 13,664,066 | 1.4 | |||||||||||
23,800,000 | Federal Home Loan Bank Discount Notes, 2.100%, 07/01/2022 | 23,800,000 | 2.4 | |||||||||||
17,500,000 | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 09/16/2022 | 17,500,000 | 1.8 | |||||||||||
70,000,000 | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 09/06/2022 | 70,000,000 | 7.2 | |||||||||||
13,500,000 | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 10/07/2022 | 13,500,000 | 1.4 | |||||||||||
12,500,000 | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 10/07/2022 | 12,500,000 | 1.3 | |||||||||||
50,000,000 | Federal Home Loan Banks, 1.530%, (SOFRRATE + 0.020%), 11/01/2022 | 50,000,000 | 5.1 | |||||||||||
30,000,000 | Federal Home Loan Banks, 1.550%, 11/07/2022 | 30,000,000 | 3.1 | |||||||||||
Total U.S. Government Agency Debt (Cost $348,398,745) | 348,398,745 | 35.9 | ||||||||||||
U.S. TREASURY DEBT: 5.6% | ||||||||||||||
28,500,000 | United States Treasury Floating Rate Note, 1.792%, (USBMMY3M + 0.034%), 04/30/2023 | 28,553,406 | 2.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY DEBT: (continued) | ||||||||||||||
26,000,000 | United States Treasury Floating Rate Note, 1.813%, (USBMMY3M + 0.055%), 07/31/2022 | $ | 26,006,483 | 2.7 | ||||||||||
Total U.S. Treasury Debt (Cost $54,559,889) | 54,559,889 | 5.6 | ||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 45.2% | ||||||||||||||
438,034,000 | Deutsche Bank Repurchase Agreement dated 06/30/22, 1.450%, due 07/01/22, $438,051,643 to be received upon repurchase (Collateralized by $530,968,300, U.S. Treasury Note, 0.625%–1.125%, Market Value plus accrued interest $446,794,735 due 5/15/30–2/15/31) | 438,034,000 | 45.2 | |||||||||||
Total U.S. Treasury Repurchase Agreement (Cost $438,034,000) | 438,034,000 | 45.2 | ||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
INVESTMENT COMPANIES: 9.7% | ||||||||||||||
47,000,000 | (1) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.330%, 07/01/22 | 47,000,000 | 4.9 | ||||||||||
47,000,000 | (1) | Morgan Stanley Institutional Liquidity Funds — Government Portfolio (Institutional Share Class), 1.390%, 07/01/22 | 47,000,000 | 4.8 | ||||||||||
Total Investment Companies (Cost $94,000,000) | 94,000,000 | 9.7 | ||||||||||||
Total Investments in Securities (Cost $934,992,634) | $ | 934,992,634 | 96.4 | |||||||||||
Assets in Excess of Other Liabilities | 35,321,408 | 3.6 | ||||||||||||
Net Assets | $ | 970,314,042 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Rate shown is the 7-day yield as of June 30, 2022. |
Reference Rate Abbreviations:
SOFRRATE 1-day Secured Overnight Financing Rate
USBMMY3M U.S. Treasury 3-month Bill Money Market Yield
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
as of June 30, 2022
(as a percentage of net assets)
U.S. Treasury Repurchase Agreement | 45.2 | % | ||
U.S. Government Agency Debt | 35.9 | |||
Investment Companies | 9.7 | |||
U.S. Treasury Debt | 5.6 | |||
Assets in Excess of Other Liabilities | 3.6 | |||
Net Assets | 100.0 | % |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2022 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Investment Companies | $ | 94,000,000 | $ | — | $ | — | $ | 94,000,000 | ||||||||||
U.S. Government Agency Debt | — | 348,398,745 | — | 348,398,745 | ||||||||||||||
U.S. Treasury Debt | — | 54,559,889 | — | 54,559,889 | ||||||||||||||
U.S. Treasury Repurchase Agreement | — | 438,034,000 | — | 438,034,000 | ||||||||||||||
Total Investments, at fair value | $ | 94,000,000 | $ | 840,992,634 | $ | — | $ | 934,992,634 |
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 | $ | 438,034,000 | $ | (438,034,000 | ) | $ | — | |||||||||
Totals | $ | 438,034,000 | $ | (438,034,000 | ) | $ | — |
(1) | Collateral with a fair value of $446,794,735 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® CBRE GLOBAL REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.1% | ||||||||||||||
Australia: 4.4% | ||||||||||||||
110,993 | Charter Hall Group | $ | 832,575 | 0.5 | ||||||||||
247,058 | Dexus | 1,519,274 | 0.9 | |||||||||||
66,282 | Goodman Group | 818,432 | 0.5 | |||||||||||
568,792 | GPT Group | 1,662,401 | 0.9 | |||||||||||
1,003,800 | HomeCo Daily Needs REIT | 887,043 | 0.5 | |||||||||||
1,130,679 | Scentre Group | 2,030,191 | 1.1 | |||||||||||
7,749,916 | 4.4 | |||||||||||||
Austria: 0.5% | ||||||||||||||
28,399 | CA Immobilien Anlagen AG | 904,061 | 0.5 | |||||||||||
Belgium: 1.1% | ||||||||||||||
9,550 | Aedifica SA | 917,590 | 0.5 | |||||||||||
4,276 | Montea NV | 409,772 | 0.2 | |||||||||||
13,937 | Shurgard Self Storage SA | 649,966 | 0.4 | |||||||||||
1,977,328 | 1.1 | |||||||||||||
Canada: 4.6% | ||||||||||||||
26,429 | Boardwalk Real Estate Investment Trust | 859,887 | 0.5 | |||||||||||
100,894 | (1) | Chartwell Retirement Residences | 873,965 | 0.5 | ||||||||||
91,853 | First Capital Real Estate Investment Trust | 1,068,954 | 0.6 | |||||||||||
125,860 | H&R Real Estate Investment Trust | 1,217,338 | 0.7 | |||||||||||
135,326 | RioCan Real Estate Investment Trust | 2,104,744 | 1.2 | |||||||||||
45,757 | Summit Industrial Income REIT | 608,221 | 0.3 | |||||||||||
130,905 | Tricon Residential, Inc. | 1,327,377 | 0.8 | |||||||||||
8,060,486 | 4.6 | |||||||||||||
France: 2.1% | ||||||||||||||
14,209 | ICADE | 697,309 | 0.4 | |||||||||||
78,455 | Klepierre SA | 1,518,267 | 0.9 | |||||||||||
59,705 | Mercialys SA | 484,748 | 0.3 | |||||||||||
19,482 | (2) | Unibail-Rodamco-Westfield | 990,468 | 0.5 | ||||||||||
3,690,792 | 2.1 | |||||||||||||
Germany: 2.5% | ||||||||||||||
29,540 | LEG Immobilien SE | 2,458,377 | 1.4 | |||||||||||
59,859 | Vonovia SE | 1,852,073 | 1.1 | |||||||||||
4,310,450 | 2.5 | |||||||||||||
Hong Kong: 5.9% | ||||||||||||||
273,998 | CK Asset Holdings Ltd. | 1,946,843 | 1.1 | |||||||||||
467,000 | Hysan Development Co., Ltd. | 1,408,903 | 0.8 | |||||||||||
441,663 | Link REIT | 3,608,991 | 2.1 | |||||||||||
1,257,466 | Sino Land Co. | 1,856,871 | 1.1 | |||||||||||
592,934 | Swire Properties Ltd. | 1,476,189 | 0.8 | |||||||||||
10,297,797 | 5.9 | |||||||||||||
Japan: 9.4% | ||||||||||||||
492 | Activia Properties, Inc. | 1,469,899 | 0.8 | |||||||||||
725 | AEON REIT Investment Corp. | 819,029 | 0.5 | |||||||||||
2,777 | Japan Hotel REIT Investment Corp. | 1,392,463 | 0.8 | |||||||||||
2,763 | Japan Metropolitan Fund Invest | 2,152,862 | 1.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
214 | Kenedix Office Investment Corp. | $ | 1,076,214 | 0.6 | ||||||||||
566 | Kenedix Residential Next Investment Corp. | 907,901 | 0.5 | |||||||||||
249 | Kenedix Retail REIT Corp. | 505,407 | 0.3 | |||||||||||
1,773 | LaSalle Logiport REIT | 2,181,568 | 1.3 | |||||||||||
81,812 | Mitsui Fudosan Co., Ltd. | 1,757,718 | 1.0 | |||||||||||
1,467 | Orix JREIT, Inc. | 1,993,042 | 1.1 | |||||||||||
424,996 | Tokyu Fudosan Holdings Corp. | 2,236,524 | 1.3 | |||||||||||
16,492,627 | 9.4 | |||||||||||||
Luxembourg: 0.3% | ||||||||||||||
40,114 | (1) | Grand City Properties SA | 542,617 | 0.3 | ||||||||||
Singapore: 3.1% | ||||||||||||||
1,173,417 | Ascendas Real Estate Investment Trust | 2,408,260 | 1.4 | |||||||||||
707,171 | CapitaLand Integrated Commercial Trust | 1,105,465 | 0.7 | |||||||||||
903,505 | Keppel REIT Management Ltd. | 709,111 | 0.4 | |||||||||||
1,919,500 | Lendlease Global Commercial REIT | 1,099,409 | 0.6 | |||||||||||
5,322,245 | 3.1 | |||||||||||||
Spain: 0.8% | ||||||||||||||
149,948 | Merlin Properties Socimi SA | 1,452,154 | 0.8 | |||||||||||
Sweden: 0.9% | ||||||||||||||
26,083 | Catena AB | 943,962 | 0.5 | |||||||||||
57,510 | (2) | Pandox AB | 648,182 | 0.4 | ||||||||||
1,592,144 | 0.9 | |||||||||||||
United Kingdom: 3.1% | ||||||||||||||
302,414 | Land Securities Group PLC | 2,454,082 | 1.4 | |||||||||||
420,100 | NewRiver REIT PLC | 451,556 | 0.2 | |||||||||||
53,528 | Safestore Holdings PLC | 693,108 | 0.4 | |||||||||||
89,092 | Segro PLC | 1,063,560 | 0.6 | |||||||||||
372,211 | Tritax Big Box REIT Plc | 824,806 | 0.5 | |||||||||||
5,487,112 | 3.1 | |||||||||||||
United States: 60.4% | ||||||||||||||
25,443 | Alexandria Real Estate Equities, Inc. | 3,689,998 | 2.1 | |||||||||||
49,065 | Apartment Income REIT Corp. | 2,041,104 | 1.2 | |||||||||||
14,937 | AvalonBay Communities, Inc. | 2,901,512 | 1.6 | |||||||||||
4,853 | Crown Castle International Corp. | 817,148 | 0.5 | |||||||||||
93,643 | CubeSmart | 4,000,429 | 2.3 | |||||||||||
106,934 | (2) | DiamondRock Hospitality Co. | 877,928 | 0.5 | ||||||||||
30,025 | EPR Properties | 1,409,073 | 0.8 | |||||||||||
19,985 | Equinix, Inc. | 13,130,545 | 7.5 | |||||||||||
10,225 | Essex Property Trust, Inc. | 2,673,940 | 1.5 | |||||||||||
41,825 | Extra Space Storage, Inc. | 7,115,269 | 4.0 | |||||||||||
93,354 | Healthcare Trust of America, Inc. | 2,605,510 | 1.5 | |||||||||||
110,212 | Host Hotels & Resorts, Inc. | 1,728,124 | 1.0 |
VY® CBRE GLOBAL REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
34,162 | Hudson Pacific Properties, Inc. | $ | 506,964 | 0.3 | ||||||||||
61,808 | Independence Realty Trust, Inc. | 1,281,280 | 0.7 | |||||||||||
175,785 | Invitation Homes, Inc. | 6,254,430 | 3.6 | |||||||||||
34,909 | Life Storage, Inc. | 3,897,939 | 2.2 | |||||||||||
39,730 | National Retail Properties, Inc. | 1,708,390 | 1.0 | |||||||||||
13,086 | NexPoint Residential Trust, Inc. | 818,006 | 0.5 | |||||||||||
100,947 | Park Hotels & Resorts, Inc. | 1,369,851 | 0.8 | |||||||||||
77,465 | Pebblebrook Hotel Trust | 1,283,595 | 0.7 | |||||||||||
54,309 | Piedmont Office Realty Trust, Inc. | 712,534 | 0.4 | |||||||||||
132,307 | ProLogis, Inc. | 15,565,919 | 8.9 | |||||||||||
123,035 | Realty Income Corp. | 8,398,369 | 4.8 | |||||||||||
92,121 | Simon Property Group, Inc. | 8,744,125 | 5.0 | |||||||||||
64,099 | Spirit Realty Capital, Inc. | 2,421,660 | 1.4 | |||||||||||
50,275 | STAG Industrial, Inc. | 1,552,492 | 0.9 | |||||||||||
92,560 | STORE Capital Corp. | 2,413,965 | 1.4 | |||||||||||
115,786 | (2) | Sunstone Hotel Investors, Inc. | 1,148,597 | 0.6 | ||||||||||
58,770 | Welltower, Inc. | 4,839,710 | 2.7 | |||||||||||
105,908,406 | 60.4 | |||||||||||||
Total Common Stock (Cost $163,046,912) | 173,788,135 | 99.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.7% | ||||||||||||||
Repurchase Agreements: 0.4% | ||||||||||||||
716,231 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $716,261, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.875%, Market Value plus accrued interest $730,556, due 08/16/22–05/20/52) (Cost $716,231) | 716,231 | 0.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: 0.3% | ||||||||||||||
499,063 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% (Cost $499,063) | $ | 499,063 | 0.3 | |||||||||
Total Short-Term Investments (Cost $1,215,294) | 1,215,294 | 0.7 | ||||||||||||
Total Investments in Securities (Cost $164,262,206) | $ | 175,003,429 | 99.8 | |||||||||||
Assets in Excess of Other Liabilities | 343,696 | 0.2 | ||||||||||||
Net Assets | $ | 175,347,125 | 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. | |
(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, 2022. |
REIT Diversification | Percentage of Net Assets | |||
---|---|---|---|---|
Retail REITs | 23.0 | % | ||
Specialized REITs | 17.7 | |||
Industrial REITs | 14.5 | |||
Residential REITs | 10.1 | |||
Real Estate Operating Companies | 6.9 | |||
Diversified REITs | 7.0 | |||
Office REITs | 5.8 | |||
Health Care REITs | 4.7 | |||
Hotel & Resort REITs | 4.4 | |||
Diversified Real Estate Activities | 2.3 | |||
Real Estate Development | 2.2 | |||
Health Care Facilities | 0.5 | |||
Assets in Excess of Other Liabilities* | 0.9 | |||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
VY® CBRE GLOBAL REAL ESTATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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, 2022 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 7,749,916 | $ | — | $ | 7,749,916 | ||||||||||
Austria | — | 904,061 | — | 904,061 | ||||||||||||||
Belgium | — | 1,977,328 | — | 1,977,328 | ||||||||||||||
Canada | 8,060,486 | — | — | 8,060,486 | ||||||||||||||
France | — | 3,690,792 | — | 3,690,792 | ||||||||||||||
Germany | — | 4,310,450 | — | 4,310,450 | ||||||||||||||
Hong Kong | — | 10,297,797 | — | 10,297,797 | ||||||||||||||
Japan | — | 16,492,627 | — | 16,492,627 | ||||||||||||||
Luxembourg | — | 542,617 | — | 542,617 | ||||||||||||||
Singapore | — | 5,322,245 | — | 5,322,245 | ||||||||||||||
Spain | — | 1,452,154 | — | 1,452,154 | ||||||||||||||
Sweden | — | 1,592,144 | — | 1,592,144 | ||||||||||||||
United Kingdom | 451,556 | 5,035,556 | — | 5,487,112 | ||||||||||||||
United States | 105,908,406 | — | — | 105,908,406 | ||||||||||||||
Total Common Stock | 114,420,448 | 59,367,687 | — | 173,788,135 | ||||||||||||||
Short-Term Investments | 499,063 | 716,231 | — | 1,215,294 | ||||||||||||||
Total Investments, at fair value | $ | 114,919,511 | $ | 60,083,918 | $ | — | $ | 175,003,429 |
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 | $3,154 | ||||
Total | $3,154 |
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 | $(145) | ||||
Total | $(145) |
Cost for federal income tax purposes was $171,952,889. |
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 20,171,016 | |||
Gross Unrealized Depreciation | (17,140,813 | ) | |||
Net Unrealized Appreciation | $ | 3,030,203 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.0% | ||||||||||||||
Communication Services: 5.8% | ||||||||||||||
9,729 | (1) | Charter Communications, Inc. | $ | 4,558,328 | 1.2 | |||||||||
138,625 | Comcast Corp. — Class A | 5,439,645 | 1.4 | |||||||||||
54,185 | (1) | T-Mobile US, Inc. | 7,290,050 | 1.9 | ||||||||||
54,044 | (1) | Walt Disney Co. | 5,101,754 | 1.3 | ||||||||||
22,389,777 | 5.8 | |||||||||||||
Consumer Discretionary: 7.1% | ||||||||||||||
40,269 | (1) | Amazon.com, Inc. | 4,276,971 | 1.1 | ||||||||||
2,582 | (1) | Booking Holdings, Inc. | 4,515,892 | 1.2 | ||||||||||
283,991 | (1) | General Motors Co. | 9,019,554 | 2.3 | ||||||||||
100,841 | (1) | Las Vegas Sands Corp. | 3,387,249 | 0.9 | ||||||||||
109,111 | TJX Cos., Inc. | 6,093,849 | 1.6 | |||||||||||
27,293,515 | 7.1 | |||||||||||||
Consumer Staples: 5.2% | ||||||||||||||
128,965 | Diageo PLC | 5,570,350 | 1.4 | |||||||||||
70,857 | Philip Morris International, Inc. | 6,996,420 | 1.8 | |||||||||||
52,034 | Sysco Corp. | 4,407,800 | 1.2 | |||||||||||
99,680 | (1) | US Foods Holding Corp. | 3,058,183 | 0.8 | ||||||||||
20,032,753 | 5.2 | |||||||||||||
Energy: 9.7% | ||||||||||||||
85,078 | Canadian Natural Resources Ltd. | 4,571,819 | 1.2 | |||||||||||
63,115 | Chevron Corp. | 9,137,790 | 2.4 | |||||||||||
127,973 | ConocoPhillips | 11,493,255 | 3.0 | |||||||||||
124,205 | Devon Energy Corp. | 6,844,938 | 1.8 | |||||||||||
23,294 | Pioneer Natural Resources Co. | 5,196,425 | 1.3 | |||||||||||
37,244,227 | 9.7 | |||||||||||||
Financials: 18.1% | ||||||||||||||
40,865 | American Express Co. | 5,664,706 | 1.5 | |||||||||||
184,639 | American International Group, Inc. | 9,440,592 | 2.5 | |||||||||||
300,501 | Bank of America Corp. | 9,354,596 | 2.4 | |||||||||||
81,907 | Charles Schwab Corp. | 5,174,884 | 1.3 | |||||||||||
179,532 | Citizens Financial Group, Inc. | 6,407,497 | 1.7 | |||||||||||
22,650 | Goldman Sachs Group, Inc. | 6,727,503 | 1.7 | |||||||||||
75,399 | Morgan Stanley | 5,734,848 | 1.5 | |||||||||||
19,015 | PNC Financial Services Group, Inc. | 2,999,997 | 0.8 | |||||||||||
346,308 | Wells Fargo & Co. | 13,564,885 | 3.5 | |||||||||||
23,141 | Willis Towers Watson PLC | 4,567,802 | 1.2 | |||||||||||
69,637,310 | 18.1 | |||||||||||||
Health Care: 19.3% | ||||||||||||||
105,280 | Bristol-Myers Squibb Co. | 8,106,560 | 2.1 | |||||||||||
59,238 | (1) | Centene Corp. | 5,012,127 | 1.3 | ||||||||||
30,310 | Cigna Corp. | 7,987,291 | 2.1 | |||||||||||
53,263 | CVS Health Corp. | 4,935,349 | 1.3 | |||||||||||
9,763 | Elevance Health, Inc. | 4,711,428 | 1.2 | |||||||||||
208,502 | GSK PLC | 4,493,553 | 1.2 | |||||||||||
22,619 | Johnson & Johnson | 4,015,099 | 1.1 | |||||||||||
20,448 | McKesson Corp. | 6,670,342 | 1.7 | |||||||||||
73,061 | Medtronic PLC | 6,557,225 | 1.7 | |||||||||||
90,446 | Merck & Co., Inc. | 8,245,962 | 2.1 | |||||||||||
66,286 | Sanofi | 6,684,710 | 1.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
34,811 | Universal Health Services, Inc. | $ | 3,505,816 | 0.9 | ||||||||||
31,462 | Zimmer Biomet Holdings, Inc. | 3,305,398 | 0.9 | |||||||||||
74,230,860 | 19.3 | |||||||||||||
Industrials: 11.8% | ||||||||||||||
229,647 | CSX Corp. | 6,673,542 | 1.7 | |||||||||||
41,485 | Emerson Electric Co. | 3,299,717 | 0.9 | |||||||||||
39,130 | Ferguson PLC | 4,332,082 | 1.1 | |||||||||||
7,823 | General Dynamics Corp. | 1,730,839 | 0.4 | |||||||||||
126,695 | Johnson Controls International plc | 6,066,157 | 1.6 | |||||||||||
22,767 | Parker Hannifin Corp. | 5,601,820 | 1.5 | |||||||||||
32,497 | Quanta Services, Inc. | 4,073,174 | 1.1 | |||||||||||
76,195 | Raytheon Technologies Corp. | 7,323,101 | 1.9 | |||||||||||
102,873 | Textron, Inc. | 6,282,454 | 1.6 | |||||||||||
45,382,886 | 11.8 | |||||||||||||
Information Technology: 12.2% | ||||||||||||||
159,443 | Cisco Systems, Inc. | 6,798,650 | 1.7 | |||||||||||
169,627 | Cognizant Technology Solutions Corp. | 11,448,126 | 3.0 | |||||||||||
42,301 | (1) | Fiserv, Inc. | 3,763,520 | 1.0 | ||||||||||
134,366 | Intel Corp. | 5,026,632 | 1.3 | |||||||||||
5,815 | Lam Research Corp. | 2,478,062 | 0.6 | |||||||||||
23,319 | NXP Semiconductor NV — NXPI — US | 3,451,912 | 0.9 | |||||||||||
51,127 | (1) | PayPal Holdings, Inc. | 3,570,710 | 0.9 | ||||||||||
35,519 | Qualcomm, Inc. | 4,537,197 | 1.2 | |||||||||||
31,615 | (1) | Splunk, Inc. | 2,796,663 | 0.7 | ||||||||||
29,616 | TE Connectivity Ltd. | 3,351,050 | 0.9 | |||||||||||
47,222,522 | 12.2 | |||||||||||||
Materials: 2.4% | ||||||||||||||
153,044 | Barrick Gold Corp. | 2,707,348 | 0.7 | |||||||||||
122,068 | Corteva, Inc. | 6,608,762 | 1.7 | |||||||||||
9,316,110 | 2.4 | |||||||||||||
Real Estate: 2.3% | ||||||||||||||
120,170 | (1) | CBRE Group, Inc. | 8,845,714 | 2.3 | ||||||||||
Utilities: 2.1% | ||||||||||||||
36,343 | American Electric Power Co., Inc. | 3,486,747 | 0.9 | |||||||||||
55,175 | Exelon Corp. | 2,500,531 | 0.7 | |||||||||||
52,105 | FirstEnergy Corp. | 2,000,311 | 0.5 | |||||||||||
7,987,589 | 2.1 | |||||||||||||
Total Common Stock (Cost $320,159,125) | 369,583,263 | 96.0 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.9% | |||||||||||||||
Mutual Funds: 3.9% | |||||||||||||||
15,070,027 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% (Cost $15,070,027) | $ | 15,070,027 | 3.9 | ||||||||||
Total Short-Term Investments (Cost $15,070,027) | 15,070,027 | 3.9 | |||||||||||||
Total Investments in Securities (Cost $335,229,152) | $ | 384,653,290 | 99.9 | ||||||||||||
Assets in Excess of Other Liabilities | 273,872 | 0.1 | |||||||||||||
Net Assets | $ | 384,927,162 | 100.0 |
(1) | Non-income producing security. | |
(2) | Rate shown is the 7-day yield as of June 30, 2022. |
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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Communication Services | $ | 22,389,777 | $ | — | $ | — | $ | 22,389,777 | ||||||||||||
Consumer Discretionary | 27,293,515 | — | — | 27,293,515 | ||||||||||||||||
Consumer Staples | 14,462,403 | 5,570,350 | — | 20,032,753 | ||||||||||||||||
Energy | 37,244,227 | — | — | 37,244,227 | ||||||||||||||||
Financials | 69,637,310 | — | — | 69,637,310 | ||||||||||||||||
Health Care | 63,052,597 | 11,178,263 | — | 74,230,860 | ||||||||||||||||
Industrials | 45,382,886 | — | — | 45,382,886 | ||||||||||||||||
Information Technology | 47,222,522 | — | — | 47,222,522 | ||||||||||||||||
Materials | 9,316,110 | — | — | 9,316,110 | ||||||||||||||||
Real Estate | 8,845,714 | — | — | 8,845,714 | ||||||||||||||||
Utilities | 7,987,589 | — | — | 7,987,589 | ||||||||||||||||
Total Common Stock | 352,834,650 | 16,748,613 | — | 369,583,263 | ||||||||||||||||
Short-Term Investments | 15,070,027 | — | — | 15,070,027 | ||||||||||||||||
Total Investments, at fair value | $ | 367,904,677 | $ | 16,748,613 | $ | — | $ | 384,653,290 | ||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Forward Foreign Currency Contracts | — | 448,474 | — | 448,474 | ||||||||||||||||
Total Assets | $ | 367,904,677 | $ | 17,197,087 | $ | — | $ | 385,101,764 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (87,263 | ) | $ | — | $ | (87,263 | ) | ||||||||||
Total Liabilities | $ | — | $ | (87,263 | ) | $ | — | $ | (87,263 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
EUR 48,222 | USD 50,907 | State Street Bank and Trust Co. | 07/01/22 | $ | (372 | ) | |||||
EUR 135,224 | USD 141,341 | State Street Bank and Trust Co. | 07/01/22 | 368 | |||||||
GBP 80,274 | USD 98,022 | State Street Bank and Trust Co. | 07/01/22 | (304 | ) | ||||||
USD 76,522 | EUR 72,583 | State Street Bank and Trust Co. | 07/01/22 | 458 | |||||||
USD 105,415 | GBP 85,979 | State Street Bank and Trust Co. | 07/01/22 | 753 | |||||||
USD 224,972 | GBP 183,276 | State Street Bank and Trust Co. | 07/01/22 | 1,870 | |||||||
USD 260,579 | EUR 246,087 | State Street Bank and Trust Co. | 07/01/22 | 2,691 | |||||||
GBP 122,790 | USD 149,464 | State Street Bank and Trust Co. | 07/01/22 | 8 | |||||||
EUR 69,103 | USD 72,122 | State Street Bank and Trust Co. | 07/01/22 | 295 | |||||||
USD 102,134 | GBP 83,429 | State Street Bank and Trust Co. | 07/01/22 | 576 | |||||||
USD 182,749 | GBP 146,347 | State Street Bank and Trust Co. | 07/01/22 | 4,600 | |||||||
USD 74,779 | EUR 69,776 | State Street Bank and Trust Co. | 07/01/22 | 1,658 | |||||||
GBP 100,937 | USD 127,808 | State Street Bank and Trust Co. | 07/01/22 | (4,938 | ) | ||||||
GBP 99,144 | USD 120,382 | State Street Bank and Trust Co. | 07/01/22 | 306 | |||||||
EUR 97,441 | USD 104,761 | State Street Bank and Trust Co. | 07/01/22 | (2,648 | ) | ||||||
EUR 107,383 | USD 113,089 | State Street Bank and Trust Co. | 07/01/22 | (556 | ) | ||||||
EUR 78,621 | USD 84,878 | State Street Bank and Trust Co. | 07/01/22 | (2,487 | ) | ||||||
USD 149,816 | CAD 189,510 | State Street Bank and Trust Co. | 07/05/22 | 2,590 | |||||||
USD 145,840 | CAD 186,929 | State Street Bank and Trust Co. | 07/05/22 | 619 | |||||||
CAD 141,656 | USD 109,717 | State Street Bank and Trust Co. | 07/05/22 | 333 | |||||||
CAD 331,166 | USD 254,155 | State Street Bank and Trust Co. | 07/05/22 | 3,121 | |||||||
CAD 232,263 | USD 178,866 | State Street Bank and Trust Co. | 07/05/22 | 1,575 | |||||||
USD 64,243 | CAD 82,952 | State Street Bank and Trust Co. | 07/05/22 | (201 | ) | ||||||
CAD 83,589 | USD 65,503 | State Street Bank and Trust Co. | 07/05/22 | (565 | ) | ||||||
USD 65,146 | CAD 84,227 | State Street Bank and Trust Co. | 07/05/22 | (288 | ) | ||||||
CAD 218,863 | USD 169,010 | State Street Bank and Trust Co. | 07/05/22 | 1,020 | |||||||
USD 99,534 | CAD 125,064 | State Street Bank and Trust Co. | 07/05/22 | 2,375 | |||||||
CAD 176,111 | USD 136,332 | State Street Bank and Trust Co. | 07/05/22 | 485 | |||||||
CAD 89,970 | USD 71,832 | State Street Bank and Trust Co. | 07/05/22 | (1,936 | ) | ||||||
USD 87,241 | CAD 109,751 | State Street Bank and Trust Co. | 07/05/22 | 1,978 | |||||||
CAD 117,407 | USD 91,152 | State Street Bank and Trust Co. | 07/05/22 | 59 | |||||||
CAD 212,482 | USD 168,111 | State Street Bank and Trust Co. | 07/05/22 | (3,038 | ) | ||||||
USD 80,622 | CAD 102,732 | State Street Bank and Trust Co. | 07/05/22 | 812 | |||||||
CAD 230,349 | USD 177,220 | State Street Bank and Trust Co. | 07/05/22 | 1,733 | |||||||
USD 3,966,671 | CAD 5,074,721 | State Street Bank and Trust Co. | 07/05/22 | 24,227 | |||||||
USD 152,917 | CAD 197,168 | State Street Bank and Trust Co. | 07/29/22 | (254 | ) | ||||||
USD 11,750 | GBP 9,608 | State Street Bank and Trust Co. | 07/29/22 | 49 | |||||||
USD 205,757 | CAD 264,167 | State Street Bank and Trust Co. | 07/29/22 | 538 | |||||||
GBP 6,284,923 | USD 7,680,176 | The Bank of New York Mellon | 07/01/22 | (29,537 | ) | ||||||
EUR 4,951,067 | USD 5,220,900 | The Bank of New York Mellon | 07/01/22 | (32,408 | ) | ||||||
USD 5,466,517 | EUR 5,098,616 | The Bank of New York Mellon | 07/01/22 | 123,400 | |||||||
USD 7,734,470 | GBP 6,189,037 | The Bank of New York Mellon | 07/01/22 | 200,554 | |||||||
CAD 4,122,030 | USD 3,210,053 | The Bank of New York Mellon | 07/05/22 | (7,731 | ) | ||||||
USD 5,230,114 | EUR 4,951,067 | The Bank of New York Mellon | 07/29/22 | 32,814 | |||||||
USD 7,683,118 | GBP 6,284,923 | The Bank of New York Mellon | 07/29/22 | 29,062 | |||||||
USD 3,209,756 | CAD 4,122,029 | The Bank of New York Mellon | 07/29/22 | 7,547 | |||||||
$ | 361,211 |
CAD — Canadian Dollar
EUR — EU Euro
GBP — British Pound
USD — United States Dollar
VY® INVESCO GROWTH AND INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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 | $ | 448,474 | |||
Total Asset Derivatives | $ | 448,474 | ||||
Liability Derivatives | ||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 87,263 | |||
Total Liability Derivatives | $ | 87,263 |
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 | $774,403 | ||||
Total | $774,403 |
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 | $593,292 | ||||
Total | $593,292 |
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 55,097 | $ | 393,377 | $ | 448,474 | |||||||||
Total Assets | $ | 55,097 | $ | 393,377 | $ | 448,474 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 17,587 | $ | 69,676 | $ | 87,263 | |||||||||
Total Liabilities | $ | 17,587 | $ | 69,676 | $ | 87,263 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 37,510 | $ | 323,701 | 361,211 | ||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | 37,510 | $ | 323,701 | $ | 361,211 |
(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 $336,880,852. |
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 73,150,766 | |||
Gross Unrealized Depreciation | (25,018,001 | ) | |||
Net Unrealized Appreciation | $ | 48,132,765 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.4% | ||||||||||||||
Argentina: 2.4% | ||||||||||||||
9,066 | (1) | Globant SA | $ | 1,577,484 | 0.5 | |||||||||
9,800 | (1) | MercadoLibre, Inc. | 6,241,326 | 1.9 | ||||||||||
7,818,810 | 2.4 | |||||||||||||
Brazil: 3.0% | ||||||||||||||
1,285,382 | B3 SA — Brasil Bolsa Balcao | 2,704,154 | 0.8 | |||||||||||
701,813 | (1),(2) | NU Holdings Ltd./Cayman Islands | 2,624,781 | 0.8 | ||||||||||
624,109 | Raia Drogasil SA | 2,295,636 | 0.7 | |||||||||||
119,958 | (1),(2) | XP, Inc. | 2,154,446 | 0.7 | ||||||||||
9,779,017 | 3.0 | |||||||||||||
China: 34.6% | ||||||||||||||
549,400 | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. — A Shares | 4,232,496 | 1.3 | |||||||||||
1,387,000 | (3) | Budweiser Brewing Co. APAC Ltd. | 4,161,969 | 1.3 | ||||||||||
138,289 | (1) | Dada Nexus Ltd. ADR | 1,121,524 | 0.4 | ||||||||||
381,455 | Foshan Haitian Flavouring & Food Co. Ltd. — A Shares | 5,162,988 | 1.6 | |||||||||||
20,221 | JD.com, Inc. ADR | 1,298,593 | 0.4 | |||||||||||
287,264 | JD.com, Inc. — Class A | 9,256,520 | 2.8 | |||||||||||
595,687 | Jiangsu Hengli Hydraulic Co. Ltd. — A Shares | 5,499,153 | 1.7 | |||||||||||
131,363 | (1) | KE Holdings, Inc. ADR | 2,357,966 | 0.7 | ||||||||||
1,275,000 | (1) | Kingdee International Software Group Co., Ltd. | 3,003,914 | 0.9 | ||||||||||
280,577 | (1),(3) | Meituan Class B | 7,001,600 | 2.1 | ||||||||||
112,100 | Midea Group Co. Ltd. — A Shares | 1,014,624 | 0.3 | |||||||||||
395,365 | NetEase, Inc. | 7,448,481 | 2.2 | |||||||||||
297,500 | Pharmaron Beijing Co. Ltd. — A Shares | 4,234,220 | 1.3 | |||||||||||
755,475 | Ping An Bank Co. Ltd. — A Shares | 1,695,414 | 0.5 | |||||||||||
66,821 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. — A Shares | 3,133,260 | 0.9 | |||||||||||
344,000 | Shenzhou International Group Holdings Ltd. | 4,198,730 | 1.3 | |||||||||||
67,200 | Sichuan Swellfun Co. Ltd. — A Shares | 930,880 | 0.3 | |||||||||||
65,000 | Silergy Corp. | 5,255,859 | 1.6 | |||||||||||
213,400 | Sunny Optical Technology Group Co. Ltd. | 3,499,071 | 1.1 | |||||||||||
333,100 | Tencent Holdings Ltd. | 15,077,820 | 4.6 | |||||||||||
327,794 | Wanhua Chemical Group Co. Ltd. — A Shares | 4,759,699 | 1.4 | |||||||||||
101,100 | Wuliangye Yibin Co. Ltd. — A Shares | 3,056,664 | 0.9 | |||||||||||
725,000 | (1),(3) | Wuxi Biologics Cayman, Inc. | 6,717,431 | 2.0 | ||||||||||
3,414,000 | Xinyi Solar Holdings Ltd. | 5,290,168 | 1.6 | |||||||||||
95,767 | Yum China Holdings, Inc. | 4,644,699 | 1.4 | |||||||||||
114,053,743 | 34.6 | |||||||||||||
Germany: 0.5% | ||||||||||||||
47,284 | (1),(3) | Delivery Hero SE | 1,783,836 | 0.5 | ||||||||||
Hong Kong: 5.7% | ||||||||||||||
836,400 | AIA Group Ltd. | 9,138,983 | 2.8 | |||||||||||
58,100 | Hong Kong Exchanges and Clearing Ltd. | 2,873,409 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Hong Kong: (continued) | ||||||||||||||
1,556,169 | (3) | JS Global Lifestyle Co. Ltd. | $ | 2,032,956 | 0.6 | |||||||||
447,500 | Techtronic Industries Co., Ltd. | 4,672,864 | 1.4 | |||||||||||
18,718,212 | 5.7 | |||||||||||||
India: 21.8% | ||||||||||||||
55,225 | Apollo Hospitals Enterprise Ltd. | 2,583,808 | 0.8 | |||||||||||
68,372 | Asian Paints Ltd. | 2,340,769 | 0.7 | |||||||||||
47,294 | Britannia Industries Ltd. | 2,082,110 | 0.6 | |||||||||||
241,970 | HDFC Bank Ltd. ADR | 13,298,671 | 4.0 | |||||||||||
792,726 | (3) | HDFC Life Insurance Co., Ltd. | 5,534,988 | 1.7 | ||||||||||
128,605 | Hindustan Unilever Ltd. | 3,646,405 | 1.1 | |||||||||||
447,916 | Housing Development Finance Corp. | 12,392,363 | 3.8 | |||||||||||
241,453 | Infosys Ltd. ADR | 4,469,295 | 1.4 | |||||||||||
109,510 | Infosys Ltd. | 2,035,411 | 0.6 | |||||||||||
273,845 | Kotak Mahindra Bank Ltd. | 5,791,754 | 1.8 | |||||||||||
241,191 | Reliance Industries Ltd. | 7,963,976 | 2.4 | |||||||||||
233,077 | Tata Consultancy Services Ltd. | 9,678,966 | 2.9 | |||||||||||
71,818,516 | 21.8 | |||||||||||||
Indonesia: 3.9% | ||||||||||||||
14,072,500 | Bank Central Asia Tbk PT | 6,852,462 | 2.1 | |||||||||||
21,338,951 | Bank Rakyat Indonesia | 5,959,239 | 1.8 | |||||||||||
12,811,701 | 3.9 | |||||||||||||
Macau: 0.5% | ||||||||||||||
671,600 | (1) | Sands China Ltd. | 1,615,669 | 0.5 | ||||||||||
Mexico: 2.8% | ||||||||||||||
646,607 | Grupo Financiero Banorte | 3,614,144 | 1.1 | |||||||||||
1,683,310 | Wal-Mart de Mexico SAB de CV | 5,792,538 | 1.7 | |||||||||||
9,406,682 | 2.8 | |||||||||||||
Panama: 0.7% | ||||||||||||||
37,638 | (1) | Copa Holdings S.A. — Class A | 2,385,120 | 0.7 | ||||||||||
Poland: 0.4% | ||||||||||||||
276,222 | (1),(3) | Allegro.eu SA | 1,484,925 | 0.4 | ||||||||||
Portugal: 0.7% | ||||||||||||||
106,643 | Jeronimo Martins SGPS SA | 2,311,855 | 0.7 | |||||||||||
South Africa: 1.9% | ||||||||||||||
193,340 | Bid Corp. Ltd. | 3,646,171 | 1.1 | |||||||||||
20,522 | Capitec Bank Holdings Ltd. | 2,515,183 | 0.8 | |||||||||||
6,161,354 | 1.9 | |||||||||||||
South Korea: 6.9% | ||||||||||||||
8,261 | LG Chem Ltd. | 3,281,946 | 1.0 | |||||||||||
4,811 | NCSoft Corp. | 1,298,642 | 0.4 | |||||||||||
411,758 | Samsung Electronics Co., Ltd. 005930 | 18,161,558 | 5.5 | |||||||||||
22,742,146 | 6.9 | |||||||||||||
Taiwan: 10.8% | ||||||||||||||
609,315 | Chailease Holding Co. Ltd. | 4,275,225 | 1.3 | |||||||||||
305,000 | Delta Electronics, Inc. | 2,274,158 | 0.7 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED)(CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Taiwan: (continued) | ||||||||||||||
176,000 | Realtek Semiconductor Corp. | $ | 2,152,570 | 0.6 | ||||||||||
950,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 15,228,609 | 4.6 | |||||||||||
145,021 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 11,855,467 | 3.6 | |||||||||||
35,786,029 | 10.8 | |||||||||||||
United Kingdom: 1.1% | ||||||||||||||
298,766 | Prudential PLC | 3,716,421 | 1.1 | |||||||||||
United States: 1.7% | ||||||||||||||
18,813 | (1) | EPAM Systems, Inc. | 5,545,696 | 1.7 | ||||||||||
Total Common Stock (Cost $298,182,825) | 327,939,732 | 99.4 | ||||||||||||
PREFERRED STOCK: 0.6% | ||||||||||||||
Brazil: 0.6% | ||||||||||||||
376,179 | Petroleo Brasileiro SA | 2,006,882 | 0.6 | |||||||||||
Total Preferred Stock (Cost $2,478,439) | 2,006,882 | 0.6 | ||||||||||||
Total Long-Term Investments (Cost $300,661,264) | 329,946,614 | 100.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.5% | ||||||||||||||
Repurchase Agreements: 0.9% | ||||||||||||||
1,000,000 | (4) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,000,042, collateralized by various U.S. Government Agency Obligations, 3.000%–5.000%, Market Value plus accrued interest $1,020,000, due 11/01/26–07/01/52) | 1,000,000 | 0.3 | ||||||||||
1,000,000 | (4) | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $1,000,044, collateralized by various U.S. Government Securities, 0.000%–2.750%, Market Value plus accrued interest $1,020,001, due 07/01/22–09/09/49) | 1,000,000 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
926,596 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $926,635, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.875%, Market Value plus accrued interest $945,128, due 08/16/22–05/20/52) | $ | 926,596 | 0.3 | |||||||||
Total Repurchase Agreements (Cost $2,926,596) | 2,926,596 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.6% | ||||||||||||||
2,092,515 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | ||||||||||||
(Cost $2,092,515) | 2,092,515 | 0.6 | ||||||||||||
Total Short-Term Investments (Cost $5,019,111) | 5,019,111 | 1.5 | ||||||||||||
Total Investments in Securities (Cost $305,680,375) | $ | 334,965,725 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (5,090,263 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 329,875,462 | 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. | |
(5) | Rate shown is the 7-day yield as of June 30, 2022. |
Sector Diversification | Percentage of Net Assets | |||
---|---|---|---|---|
Information Technology | 27.3 | % | ||
Financials | 25.8 | |||
Consumer Discretionary | 12.7 | |||
Consumer Staples | 10.0 | |||
Communication Services | 7.2 | |||
Health Care | 5.1 | |||
Materials | 4.4 | |||
Industrials | 3.8 | |||
Energy | 3.0 | |||
Real Estate | 0.7 | |||
Short-Term Investments | 1.5 | |||
Liabilities in Excess of Other Assets | (1.5 | ) | ||
Net Assets | 100.0 | % |
Portfolio holdings are subject to change daily.
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Argentina | $ | 7,818,810 | $ | — | $ | — | $ | 7,818,810 | ||||||||||||
Brazil | 9,779,017 | — | — | 9,779,017 | ||||||||||||||||
China | 9,422,782 | 104,630,961 | — | 114,053,743 | ||||||||||||||||
Germany | — | 1,783,836 | — | 1,783,836 | ||||||||||||||||
Hong Kong | — | 18,718,212 | — | 18,718,212 | ||||||||||||||||
India | 17,767,966 | 54,050,550 | — | 71,818,516 | ||||||||||||||||
Indonesia | — | 12,811,701 | — | 12,811,701 | ||||||||||||||||
Macau | — | 1,615,669 | — | 1,615,669 | ||||||||||||||||
Mexico | 9,406,682 | — | — | 9,406,682 | ||||||||||||||||
Panama | 2,385,120 | — | — | 2,385,120 | ||||||||||||||||
Poland | — | 1,484,925 | — | 1,484,925 | ||||||||||||||||
Portugal | — | 2,311,855 | — | 2,311,855 | ||||||||||||||||
South Africa | 3,646,171 | 2,515,183 | — | 6,161,354 | ||||||||||||||||
South Korea | — | 22,742,146 | — | 22,742,146 | ||||||||||||||||
Taiwan | 11,855,467 | 23,930,562 | — | 35,786,029 | ||||||||||||||||
United Kingdom | — | 3,716,421 | — | 3,716,421 | ||||||||||||||||
United States | 5,545,696 | — | — | 5,545,696 | ||||||||||||||||
Total Common Stock | 77,627,711 | 250,312,021 | — | 327,939,732 | ||||||||||||||||
Preferred Stock | 2,006,882 | — | — | 2,006,882 | ||||||||||||||||
Short-Term Investments | 2,092,515 | 2,926,596 | — | 5,019,111 | ||||||||||||||||
Total Investments, at fair value | $ | 81,727,108 | $ | 253,238,617 | $ | — | $ | 334,965,725 |
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 $306,199,256. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 82,102,607 | ||||
Gross Unrealized Depreciation | (53,239,226 | ) | ||||
Net Unrealized Appreciation | $ | 28,863,381 |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.0% | ||||||||||||||
France: 5.6% | ||||||||||||||
18,474 | L’Oreal S.A. | $ | 6,414,302 | 1.9 | ||||||||||
11,202 | LVMH Moet Hennessy Louis Vuitton SE | 6,865,488 | 2.0 | |||||||||||
30,878 | Pernod Ricard SA | 5,708,588 | 1.7 | |||||||||||
18,988,378 | 5.6 | |||||||||||||
Germany: 4.6% | ||||||||||||||
168,357 | SAP SE | 15,345,883 | 4.6 | |||||||||||
Italy: 0.4% | ||||||||||||||
131,253 | Davide Campari-Milano NV | 1,384,686 | 0.4 | |||||||||||
Netherlands: 2.2% | ||||||||||||||
81,287 | Heineken NV | 7,398,907 | 2.2 | |||||||||||
United Kingdom: 10.2% | ||||||||||||||
102,072 | Experian PLC | 2,996,917 | 0.9 | |||||||||||
312,793 | Reckitt Benckiser Group PLC | 23,525,874 | 6.9 | |||||||||||
61,349 | Relx PLC (EUR Exchange) | 1,659,065 | 0.5 | |||||||||||
234,230 | Relx PLC (GBP Exchange) | 6,359,665 | 1.9 | |||||||||||
34,541,521 | 10.2 | |||||||||||||
United States: 75.0% | ||||||||||||||
136,292 | Abbott Laboratories | 14,808,126 | 4.4 | |||||||||||
58,898 | Accenture PLC | 16,353,030 | 4.8 | |||||||||||
42,627 | Automatic Data Processing, Inc. | 8,953,375 | 2.7 | |||||||||||
201,798 | Baxter International, Inc. | 12,961,486 | 3.8 | |||||||||||
50,926 | Becton Dickinson & Co. | 12,554,787 | 3.7 | |||||||||||
30,316 | Broadridge Financial Solutions, Inc. ADR | 4,321,546 | 1.3 | |||||||||||
112,894 | Coca-Cola Co. | 7,102,162 | 2.1 | |||||||||||
72,049 | Danaher Corp. | 18,265,862 | 5.4 | |||||||||||
30,453 | Equifax, Inc. | 5,566,199 | 1.6 | |||||||||||
19,096 | Estee Lauder Cos., Inc. | 4,863,178 | 1.4 | |||||||||||
83,457 | Fidelity National Information Services, Inc. | 7,650,503 | 2.3 | |||||||||||
131,159 | Intercontinental Exchange, Inc. | 12,334,192 | 3.7 | |||||||||||
115,120 | Microsoft Corp. | 29,566,270 | 8.8 | |||||||||||
12,853 | Moody’s Corp. | 3,495,630 | 1.0 | |||||||||||
43,313 | Nike, Inc.—Class B | 4,426,589 | 1.3 | |||||||||||
71,202 | Otis Worldwide Corp. | 5,031,845 | 1.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
255,707 | Philip Morris International, Inc. | $ | 25,248,509 | 7.5 | ||||||||||
78,999 | Procter & Gamble Co. | 11,359,266 | 3.4 | |||||||||||
17,693 | Roper Technologies, Inc. | 6,982,542 | 2.1 | |||||||||||
3,605 | STERIS Public Ltd. Co. | 743,171 | 0.2 | |||||||||||
29,717 | Thermo Fisher Scientific, Inc. | 16,144,652 | 4.8 | |||||||||||
102,098 | Visa, Inc. — Class A | 20,102,075 | 6.0 | |||||||||||
23,122 | Zoetis, Inc. | 3,974,441 | 1.2 | |||||||||||
252,809,436 | 75.0 | |||||||||||||
Total Common Stock (Cost $257,067,022) | 330,468,811 | 98.0 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
4,097,446 | (1) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% (Cost $4,097,446) | 4,097,446 | 1.2 | ||||||||||
Total Short-Term Investments (Cost $4,097,446) | 4,097,446 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $261,164,468) | $ | 334,566,257 | 99.2 | |||||||||||
Assets in Excess of Other Liabilities | 2,605,543 | 0.8 | ||||||||||||
Net Assets | $ | 337,171,800 | 100.0 |
ADR | American Depositary Receipt | |
(1) | Rate shown is the 7-day yield as of June 30, 2022. |
Sector Diversification | Percentage of Net Assets | |||
Information Technology | 32.4 | % | ||
Consumer Staples | 27.6 | |||
Health Care | 23.6 | |||
Industrials | 6.4 | |||
Financials | 4.7 | |||
Consumer Discretionary | 3.3 | |||
Short-Term Investments | 1.2 | |||
Assets in Excess of Other Liabilities | 0.8 | |||
Net Assets | 100.0 | % |
Portfolio holdings are subject to change daily.
Fair Value Measurementsˆ
The following is a summary of the fair valuations according to the inputs used as of June 30, 2022 in valuing the assets and liabilities:
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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
France | $ | — | $ | 18,988,378 | $ | — | $ | 18,988,378 | ||||||||||||
Germany | — | 15,345,883 | — | 15,345,883 |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table: (continued) | ||||||||||||||||||||
Investments, at fair value: (continued) | ||||||||||||||||||||
Common Stock: (continued) | ||||||||||||||||||||
Italy | $ | — | $ | 1,384,686 | $ | — | $ | 1,384,686 | ||||||||||||
Netherlands | — | 7,398,907 | — | 7,398,907 | ||||||||||||||||
United Kingdom | — | 34,541,521 | — | 34,541,521 | ||||||||||||||||
United States | 252,809,436 | — | — | 252,809,436 | ||||||||||||||||
Total Common Stock | 252,809,436 | 77,659,375 | — | 330,468,811 | ||||||||||||||||
Short-Term Investments | 4,097,446 | — | — | 4,097,446 | ||||||||||||||||
Total Investments, at fair value | $ | 256,906,882 | $ | 77,659,375 | $ | — | $ | 334,566,257 |
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 $262,151,322. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 88,053,606 | ||||
Gross Unrealized Depreciation | (15,628,445 | ) | ||||
Net Unrealized Appreciation | $ | 72,425,161 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 66.9% | ||||||||||||||
Communication Services: 3.3% | ||||||||||||||
40,858 | (1),(2) | Alphabet, Inc. — Class A | $ | 89,040,205 | 1.2 | |||||||||
54,840 | (2) | Alphabet, Inc. — Class C | 119,959,758 | 1.6 | ||||||||||
217,995 | (2) | Meta Platforms, Inc. | 35,151,694 | 0.5 | ||||||||||
244,151,657 | 3.3 | |||||||||||||
Consumer Discretionary: 7.3% | ||||||||||||||
2,379,124 | (1),(2) | Amazon.com, Inc. | 252,686,760 | 3.4 | ||||||||||
631,827 | (1) | Starbucks Corp. | 48,265,264 | 0.7 | ||||||||||
2,097,872 | Yum! Brands, Inc. | 238,129,451 | 3.2 | |||||||||||
539,081,475 | 7.3 | |||||||||||||
Consumer Staples: 0.7% | ||||||||||||||
1,494,527 | (3) | Keurig Dr Pepper, Inc. | 52,891,311 | 0.7 | ||||||||||
Energy: 0.5% | ||||||||||||||
138,000 | EOG Resources, Inc. | 15,240,720 | 0.2 | |||||||||||
103,700 | Pioneer Natural Resources Co. | 23,133,396 | 0.3 | |||||||||||
38,374,116 | 0.5 | |||||||||||||
Financials: 7.6% | ||||||||||||||
1,187,716 | Intercontinental Exchange, Inc. | 111,692,813 | 1.5 | |||||||||||
632,120 | Marsh & McLennan Cos., Inc. | 98,136,630 | 1.3 | |||||||||||
174,678 | MSCI, Inc. — Class A | 71,993,538 | 1.0 | |||||||||||
1,221,113 | PNC Financial Services Group, Inc. | 192,654,998 | 2.6 | |||||||||||
255,873 | S&P Global, Inc. | 86,244,553 | 1.2 | |||||||||||
560,722,532 | 7.6 | |||||||||||||
Health Care: 15.1% | ||||||||||||||
877,064 | Alcon, Inc. | 61,501,095 | 0.8 | |||||||||||
1,202,117 | (2) | Avantor, Inc. | 37,385,839 | 0.5 | ||||||||||
19,975 | Baxter International, Inc. | 1,282,994 | 0.0 | |||||||||||
598,523 | (1) | Becton Dickinson & Co. | 147,553,875 | 2.0 | ||||||||||
445,049 | (2) | Catalent, Inc. | 47,749,307 | 0.6 | ||||||||||
18,849 | Cooper Cos., Inc. | 5,901,999 | 0.1 | |||||||||||
786,460 | Danaher Corp. | 199,383,339 | 2.7 | |||||||||||
9,280 | (1),(2) | Embecta Corp. | 234,970 | 0.0 | ||||||||||
109,000 | (2) | Hologic, Inc. | 7,553,700 | 0.1 | ||||||||||
67,265 | Humana, Inc. | 31,484,728 | 0.4 | |||||||||||
1,202,886 | (3) | PerkinElmer, Inc. | 171,074,447 | 2.3 | ||||||||||
195,509 | Teleflex, Inc. | 48,065,888 | 0.7 | |||||||||||
399,708 | Thermo Fisher Scientific, Inc. | 217,153,362 | 2.9 | |||||||||||
280,387 | UnitedHealth Group, Inc. | 144,015,175 | 2.0 | |||||||||||
1,120,340,718 | 15.1 | |||||||||||||
Industrials: 9.7% | ||||||||||||||
4,582,737 | (2) | Aurora Innovation, Inc. | 8,753,028 | 0.1 | ||||||||||
43,663 | Equifax, Inc. | 7,980,723 | 0.1 | |||||||||||
2,946,594 | Fortive Corp. | 160,235,782 | 2.2 | |||||||||||
3,545,995 | General Electric Co. | 225,773,501 | 3.0 | |||||||||||
2,590,376 | Ingersoll Rand, Inc. | 109,003,022 | 1.5 | |||||||||||
1,251,501 | TransUnion | 100,107,565 | 1.4 | |||||||||||
863,724 | Waste Connections, Inc. | 107,067,227 | 1.4 | |||||||||||
718,920,848 | 9.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: 21.0% | ||||||||||||||
1,579,237 | Apple, Inc. | $ | 215,913,283 | 2.9 | ||||||||||
110,000 | Mastercard, Inc. —Class A | 34,702,800 | 0.5 | |||||||||||
2,001,111 | (1) | Microsoft Corp. | 513,945,338 | 6.9 | ||||||||||
485,900 | Nvidia Corp. | 73,657,581 | 1.0 | |||||||||||
745,684 | NXP Semiconductor NV — NXPI — US | 110,383,602 | 1.5 | |||||||||||
260,840 | Roper Technologies, Inc. | 102,940,506 | 1.4 | |||||||||||
573,064 | (2) | Salesforce, Inc. | 94,578,483 | 1.3 | ||||||||||
1,534,561 | TE Connectivity Ltd. | 173,635,577 | 2.3 | |||||||||||
121,971 | (2) | Teledyne Technologies, Inc. | 45,752,542 | 0.6 | ||||||||||
847,279 | Texas Instruments, Inc. | 130,184,418 | 1.8 | |||||||||||
281,000 | (1),(3) | Visa, Inc. — Class A | 55,326,090 | 0.8 | ||||||||||
1,551,020,220 | 21.0 | |||||||||||||
Materials: 0.3% | ||||||||||||||
68,910 | Linde PLC | 19,813,692 | 0.3 | |||||||||||
Utilities: 1.4% | ||||||||||||||
665,618 | Ameren Corp. | 60,145,242 | 0.8 | |||||||||||
518,385 | CMS Energy Corp. | 34,990,988 | 0.5 | |||||||||||
131,700 | (1) | Public Service Enterprise Group, Inc. | 8,333,976 | 0.1 | ||||||||||
103,470,206 | 1.4 | |||||||||||||
Total Common Stock (Cost $5,139,759,314) | 4,948,786,775 | 66.9 | ||||||||||||
PREFERRED STOCK: 1.1% | ||||||||||||||
Consumer Discretionary: 0.5% | ||||||||||||||
413,251 | (2),(4), (5) | Waymo LLC., Series A-2 | 37,904,208 | 0.5 | ||||||||||
Financials: 0.0% | ||||||||||||||
23,000 | (2),(6) | Charles Schwab Corp. — Series D | 573,850 | 0.0 | ||||||||||
Utilities: 0.6% | ||||||||||||||
567,335 | (2),(6) | CMS Energy Corp. (10/15/2078) | 13,230,252 | 0.2 | ||||||||||
715,085 | (2),(6) | CMS Energy Corp. (3/1/2079) | 17,033,325 | 0.2 | ||||||||||
171,087 | (2),(6), (7) | NiSource, Inc. — Series B | 4,465,371 | 0.1 | ||||||||||
385,287 | (2),(6), (7) | SCE Trust IV | 7,744,269 | 0.1 | ||||||||||
42,473,217 | 0.6 | |||||||||||||
Total Preferred Stock (Cost $82,029,556) | 80,951,275 | 1.1 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 7.5% | ||||||||||||||
Communications: 1.6% | ||||||||||||||
9,330,000 | (8) | Altice France Holding SA, 10.500%, 05/15/2027 | 7,847,090 | 0.1 | ||||||||||
45,000 | (8) | Arches Buyer, Inc., 4.250%, 06/01/2028 | 36,765 | 0.0 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
45,653,000 | (3),(8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | $ | 42,281,754 | 0.6 | |||||||||
44,545,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 42,183,670 | 0.6 | ||||||||||
2,125,000 | (3),(8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 2,077,156 | 0.0 | ||||||||||
600,000 | Lamar Media Corp., 3.625%, 01/15/2031 | 492,027 | 0.0 | |||||||||||
3,610,000 | (3) | Lamar Media Corp., 3.750%, 02/15/2028 | 3,209,723 | 0.0 | ||||||||||
7,450,000 | (3),(8) | Photo Holdings Merger Sub, Inc., 8.500%, 10/01/2026 | 5,636,000 | 0.1 | ||||||||||
12,390,000 | (3),(8) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 11,520,903 | 0.2 | ||||||||||
385,000 | (8) | T-Mobile USA, Inc., 3.375%, 04/15/2029 | 337,993 | 0.0 | ||||||||||
2,605,000 | (8) | Twitter, Inc., 5.000%, 03/01/2030 | 2,475,714 | 0.0 | ||||||||||
118,098,795 | 1.6 | |||||||||||||
Consumer, Cyclical: 3.1% | ||||||||||||||
13,970,000 | (3) | Cedar Fair L.P., 5.250%, 07/15/2029 | 12,339,613 | 0.2 | ||||||||||
16,455,000 | (3) | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/2027 | 15,616,618 | 0.2 | ||||||||||
5,665,000 | (8) | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.500%, 05/01/2025 | 5,508,986 | 0.1 | ||||||||||
10,835,000 | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 6.500%, 10/01/2028 | 10,299,593 | 0.1 | |||||||||||
3,708,000 | (3),(8) | Clarios Global L.P. / Clarios US Finance Co., 6.250%, 05/15/2026 | 3,574,809 | 0.1 | ||||||||||
2,719,000 | (8) | Clarios Global L.P. / Clarios US Finance Co., 6.750%, 05/15/2025 | 2,696,949 | 0.0 | ||||||||||
11,970,000 | (3),(8) | Clarios Global L.P. / Clarios US Finance Co., 8.500%, 05/15/2027 | 11,593,544 | 0.2 | ||||||||||
11,023,679 | (8) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 10,721,751 | 0.1 | ||||||||||
7,010,000 | (3),(8) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 6,627,202 | 0.1 | ||||||||||
1,030,000 | (8) | Hilton Domestic Operating Co., Inc., 3.625%, 02/15/2032 | 820,570 | 0.0 | ||||||||||
540,000 | (3),(8) | Hilton Domestic Operating Co., Inc., 4.000%, 05/01/2031 | 450,365 | 0.0 | ||||||||||
615,000 | (8) | Hilton Domestic Operating Co., Inc., 5.375%, 05/01/2025 | 604,237 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
250,000 | (3) | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.875%, 04/01/2027 | $ | 235,845 | 0.0 | |||||||||
29,491,000 | (8) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 28,413,251 | 0.4 | ||||||||||
9,459,000 | (8) | Life Time, Inc., 5.750%, 01/15/2026 | 8,508,370 | 0.1 | ||||||||||
595,000 | (8) | Live Nation Entertainment, Inc., 4.875%, 11/01/2024 | 569,335 | 0.0 | ||||||||||
1,864,000 | Marriott International, Inc./MD, 3.125%, 06/15/2026 | 1,781,104 | 0.0 | |||||||||||
7,550,000 | (8) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 7,442,979 | 0.1 | ||||||||||
34,751,000 | (8) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 33,091,118 | 0.4 | ||||||||||
21,402,000 | (3),(8) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 19,449,282 | 0.3 | ||||||||||
11,039,000 | (3),(8) | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | 11,194,815 | 0.2 | ||||||||||
2,169,638 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 2,131,283 | 0.0 | |||||||||||
1,213,017 | US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/2024 | 1,208,146 | 0.0 | |||||||||||
290,820 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 267,879 | 0.0 | |||||||||||
1,626,411 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/2027 | 1,482,783 | 0.0 | |||||||||||
2,409,000 | Yum! Brands, Inc., 3.625%, 03/15/2031 | 2,029,173 | 0.0 | |||||||||||
4,082,000 | (3) | Yum! Brands, Inc., 3.875%, 11/01/2023 | 4,065,080 | 0.1 | ||||||||||
3,687,000 | Yum! Brands, Inc., 4.625%, 01/31/2032 | 3,267,770 | 0.0 | |||||||||||
2,175,000 | (8) | Yum! Brands, Inc., 4.750%, 01/15/2030 | 1,977,706 | 0.0 | ||||||||||
13,525,000 | Yum! Brands, Inc., 5.350%, 11/01/2043 | 11,235,229 | 0.2 | |||||||||||
6,017,000 | Yum! Brands, Inc., 5.375%, 04/01/2032 | 5,564,401 | 0.1 | |||||||||||
5,885,000 | Yum! Brands, Inc., 6.875%, 11/15/2037 | 5,984,662 | 0.1 | |||||||||||
230,754,448 | 3.1 | |||||||||||||
Consumer, Non-cyclical: 0.7% | ||||||||||||||
1,115,000 | (3),(8) | Avantor Funding, Inc., 3.875%, 11/01/2029 | 976,824 | 0.0 | ||||||||||
11,430,000 | (3),(8) | Avantor Funding, Inc., 4.625%, 07/15/2028 | 10,507,942 | 0.2 | ||||||||||
3,051,000 | (3),(8) | Catalent Pharma Solutions, Inc., 3.125%, 02/15/2029 | 2,507,337 | 0.1 | ||||||||||
1,605,000 | (8) | Catalent Pharma Solutions, Inc., 3.500%, 04/01/2030 | 1,311,589 | 0.0 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Consumer, Non-cyclical: (continued) | ||||||||||||||
875,000 | (8) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | $ | 824,758 | 0.0 | |||||||||
2,100,000 | (8) | CoreLogic, Inc., 4.500%, 05/01/2028 | 1,620,381 | 0.0 | ||||||||||
1,240,000 | (8) | Gartner, Inc., 3.625%, 06/15/2029 | 1,076,432 | 0.0 | ||||||||||
1,510,000 | (8) | Gartner, Inc., 3.750%, 10/01/2030 | 1,287,992 | 0.0 | ||||||||||
770,000 | (3),(8) | Gartner, Inc., 4.500%, 07/01/2028 | 708,400 | 0.0 | ||||||||||
11,184,000 | (8) | Hadrian Merger Sub, Inc., 8.500%, 05/01/2026 | 10,648,622 | 0.2 | ||||||||||
1,115,000 | (8) | Hologic, Inc., 3.250%, 02/15/2029 | 956,135 | 0.0 | ||||||||||
2,355,000 | (3),(8) | IQVIA, Inc., 5.000%, 05/15/2027 | 2,234,153 | 0.0 | ||||||||||
2,345,000 | (8) | Korn Ferry, 4.625%, 12/15/2027 | 2,109,116 | 0.0 | ||||||||||
7,390,000 | (3),(8) | Surgery Center Holdings, Inc., 10.000%, 04/15/2027 | 7,167,929 | 0.1 | ||||||||||
700,000 | (8) | Teleflex, Inc., 4.250%, 06/01/2028 | 633,640 | 0.0 | ||||||||||
6,015,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 5,558,762 | 0.1 | |||||||||||
50,130,012 | 0.7 | |||||||||||||
Financial: 1.3% | ||||||||||||||
12,600,000 | (8) | Acrisure LLC / Acrisure Finance, Inc., 7.000%, 11/15/2025 | 11,367,562 | 0.2 | ||||||||||
2,230,000 | (8) | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 4.250%, 10/15/2027 | 1,933,210 | 0.0 | ||||||||||
3,366,000 | (3),(8) | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 | 2,797,668 | 0.0 | ||||||||||
4,275,000 | (8) | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 6.750%, 10/15/2027 | 3,804,836 | 0.1 | ||||||||||
3,510,000 | (8) | AmWINS Group, Inc., 4.875%, 06/30/2029 | 2,878,841 | 0.1 | ||||||||||
2,790,000 | (3),(8) | HUB International Ltd., 5.625%, 12/01/2029 | 2,308,189 | 0.0 | ||||||||||
44,850,000 | (8) | HUB International Ltd., 7.000%, 05/01/2026 | 42,264,622 | 0.6 | ||||||||||
480,000 | (8) | Ryan Specialty Group LLC, 4.375%, 02/01/2030 | 418,200 | 0.0 | ||||||||||
1,285,000 | SBA Communications Corp., 3.125%, 02/01/2029 | 1,054,876 | 0.0 | |||||||||||
4,745,000 | SBA Communications Corp., 3.875%, 02/15/2027 | 4,342,363 | 0.1 | |||||||||||
2,214,000 | (7) | State Street Corp., 5.426%, 12/31/2199 | 2,166,421 | 0.0 | ||||||||||
18,125,000 | (3),(8) | USI, Inc./NY, 6.875%, 05/01/2025 | 17,515,275 | 0.2 | ||||||||||
92,852,063 | 1.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: 0.6% | ||||||||||||||
23,480,000 | (7) | General Electric Co., 5.159%, 12/31/2199 | $ | 20,661,226 | 0.3 | |||||||||
3,185,000 | Howmet Aerospace, Inc., 3.000%, 01/15/2029 | 2,643,152 | 0.1 | |||||||||||
1,500,000 | Lennox International, Inc., 3.000%, 11/15/2023 | 1,484,846 | 0.0 | |||||||||||
2,540,000 | (8) | Sensata Technologies BV, 4.000%, 04/15/2029 | 2,159,737 | 0.0 | ||||||||||
5,100,000 | (3),(8) | Sensata Technologies BV, 5.000%, 10/01/2025 | 4,904,440 | 0.1 | ||||||||||
1,430,000 | (8) | Sensata Technologies BV, 5.625%, 11/01/2024 | 1,413,669 | 0.0 | ||||||||||
1,240,000 | (3),(8) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 996,005 | 0.0 | ||||||||||
3,230,000 | (8) | TK Elevator US Newco, Inc., 5.250%, 07/15/2027 | 2,885,359 | 0.1 | ||||||||||
655,000 | TransDigm UK Holdings PLC, 6.875%, 05/15/2026 | 611,685 | 0.0 | |||||||||||
2,100,000 | TransDigm, Inc., 5.500%, 11/15/2027 | 1,788,549 | 0.0 | |||||||||||
2,100,000 | (8) | TransDigm, Inc., 6.250%, 03/15/2026 | 2,030,763 | 0.0 | ||||||||||
940,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 880,780 | 0.0 | |||||||||||
42,460,211 | 0.6 | |||||||||||||
Technology: 0.1% | ||||||||||||||
2,021,000 | (8) | Black Knight InfoServ LLC, 3.625%, 09/01/2028 | 1,765,990 | 0.0 | ||||||||||
1,520,000 | (8) | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | 1,347,640 | 0.0 | ||||||||||
3,309,000 | (8) | Clarivate Science Holdings Corp., 3.875%, 07/01/2028 | 2,774,459 | 0.1 | ||||||||||
1,280,000 | (3),(8) | Clarivate Science Holdings Corp., 4.875%, 07/01/2029 | 1,054,739 | 0.0 | ||||||||||
195,000 | (3),(8) | MSCI, Inc., 3.250%, 08/15/2033 | 155,805 | 0.0 | ||||||||||
3,025,000 | (8) | MSCI, Inc., 3.625%, 09/01/2030 | 2,527,128 | 0.0 | ||||||||||
430,000 | (8) | MSCI, Inc., 3.625%, 11/01/2031 | 354,794 | 0.0 | ||||||||||
40,000 | (3),(8) | MSCI, Inc., 3.875%, 02/15/2031 | 34,316 | 0.0 | ||||||||||
1,250,000 | (3),(8) | MSCI, Inc., 4.000%, 11/15/2029 | 1,110,987 | 0.0 | ||||||||||
200,000 | Twilio, Inc., 3.625%, 03/15/2029 | 168,523 | 0.0 | |||||||||||
11,294,381 | 0.1 | |||||||||||||
Utilities: 0.1% | ||||||||||||||
9,465,000 | (3),(7) | NiSource, Inc., 5.650%, 12/31/2199 | 8,565,537 | 0.1 | ||||||||||
Total Corporate Bonds/Notes (Cost $591,696,077) | 554,155,447 | 7.5 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: 8.1% | ||||||||||||||
U.S. Treasury Notes: 8.1% | ||||||||||||||
193,881,400 | 1.500%,01/31/2027 | $ | 181,048,117 | 2.5 | ||||||||||
282,261,300 | 1.875%,02/28/2027 | 267,955,284 | 3.6 | |||||||||||
152,567,700 | 2.500%,03/31/2027 | 148,872,701 | 2.0 | |||||||||||
Total U.S. Treasury Obligations (Cost $617,651,984) | 597,876,102 | 8.1 | ||||||||||||
BANK LOANS: 14.4% | ||||||||||||||
Aerospace & Defense: 0.2% | ||||||||||||||
13,955,175 | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/2027 | 13,841,789 | 0.2 | |||||||||||
Business Equipment & Services: 0.4% | ||||||||||||||
32,118,600 | Ascend Learning, LLC 2021 Term Loan, 5.166%, (US0001M + 3.500%), 12/11/2028 | 29,790,001 | 0.4 | |||||||||||
2,788,925 | Polaris Newco LLC USD Term Loan B, 5.666%, (US0001M + 4.000%), 06/02/2028 | 2,583,677 | 0.0 | |||||||||||
32,373,678 | 0.4 | |||||||||||||
Communications: 0.0% | ||||||||||||||
3,682,534 | Mega Broadband Investments TL B 1L, 5.313%, (US0001M + 3.000%), 11/12/2027 | 3,486,899 | 0.0 | |||||||||||
Consumer, Cyclical: 1.4% | ||||||||||||||
258,609 | Cedar Fair L.P., 3.753%, (US0003M + 1.750%), 04/13/2024 | 254,191 | 0.0 | |||||||||||
37,950,000 | Formula One TL B3 1L, 4.166%, (US0003M + 2.500%), 02/01/2024 | 37,062,236 | 0.5 | |||||||||||
2,815,504 | Four Seasons Hotels Ltd. — TL B 1L, 4.277%, (US0003M + 2.000%), 11/30/2023 | 2,788,227 | 0.0 | |||||||||||
10,841,724 | Insprire Brands TL B 1L, 3.756%, (US0001M + 2.750%), 02/05/2025 | 10,313,190 | 0.1 | |||||||||||
3,731,830 | Life Time, Inc. — TL B 1L, 6.383%, (US0001M + 4.750%), 12/22/2024 | 3,633,869 | 0.1 | |||||||||||
41,685,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/2027 | 41,404,919 | 0.6 | |||||||||||
8,237,855 | SeaWorld Parks & Entertainment, Inc. TL B 1L, 4.633%, (US0001M + 3.000%), 08/25/2028 | 7,766,238 | 0.1 | |||||||||||
3,283,438 | WellPet — TL B 1L, 5.813%, (US0003M + 3.750%), 12/21/2027 | 3,078,223 | 0.0 | |||||||||||
106,301,093 | 1.4 | |||||||||||||
Consumer, Non-cyclical: 1.7% | ||||||||||||||
22,502,436 | ADMI Corp., 5.463%, (US0001M + 3.500%), 12/23/2027 | 20,657,236 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BANK LOANS: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
704,951 | Avantor Funding, Inc. TL B4 1L, 3.713%, (US0001M + 2.000%), 11/21/2024 | $ | 701,250 | 0.0 | ||||||||||
1,040,000 | CoreLogic, Inc. TL 2L, 7.563%, (US0001M + 6.500%), 04/13/2029 | 764,400 | 0.0 | |||||||||||
17,646,650 | CoreLogic, Inc. TL B 1L, 5.188%, (US0001M + 3.500%), 06/02/2028 | 14,664,366 | 0.2 | |||||||||||
1,662,343 | Eyecare Partners LLC TL 1L, 5.362%, (US0001M + 3.750%), 02/20/2027 | 1,536,282 | 0.0 | |||||||||||
1,500,000 | Eyecare Partners LLC TL 1L, 6.000%, (US0001M + 3.750%), 10/14/2028 | 1,384,688 | 0.0 | |||||||||||
30,084,255 | Heartland Dental LLC — TL 1L, 5.085%, (US0003M + 3.750%), 04/30/2025 | 28,015,962 | 0.4 | |||||||||||
20,564,053 | Loire Finco Luxembourg Sarl — TL B 1L, 4.916%, (US0003M + 3.250%), 01/24/2027 | 19,433,030 | 0.3 | |||||||||||
2,486,213 | Pacific Dental Services TL B 1L, 4.759%, (US0001M + 3.500%), 04/20/2028 | 2,389,872 | 0.1 | |||||||||||
2,139,206 | Pathway Vet Alliance LLC TL B 1L, 6.000%, (US0001M + 3.750%), 03/31/2027 | 1,992,136 | 0.0 | |||||||||||
7,901,821 | PetVet Care Centers LLC, 4.649%, (US0003M + 3.250%), 02/14/2025 | 7,394,785 | 0.1 | |||||||||||
655,000 | PetVet Care Centers LLC 2021 2L, 7.310%, (US0001M + 6.250%), 02/13/2026 | 641,081 | 0.0 | |||||||||||
2,103,895 | PetVet Care Centers LLC TL 1L, 4.416%, (US0003M + 2.750%), 02/14/2025 | 1,968,895 | 0.0 | |||||||||||
23,235,715 | Sunshine Luxembourg VII Sarl — TL B 1L, 6.000%, (US0003M + 4.250%), 07/17/2026 | 21,580,170 | 0.3 | |||||||||||
123,124,153 | 1.7 | |||||||||||||
Electronics/Electrical: 1.5% | ||||||||||||||
114,108,075 | Ultimate Software Group Inc (The) 2021 Term Loan, 3.750%, (US0003M + 3.250%), 05/04/2026 | 109,115,847 | 1.5 | |||||||||||
Financial: 4.1% | ||||||||||||||
4,287,600 | Acrisure, LLC 2021 Incremental Term Loan B, 5.416%, (US0001M + 3.750%), 02/15/2027 | 4,026,772 | 0.0 | |||||||||||
20,887,000 | Alliant Holdings Intermediate, LLC Term Loan B 1L, 4.916%, (US0003M + 3.000%), 05/09/2025 | 19,738,215 | 0.3 | |||||||||||
27,923,649 | Howden Group Holdings Ltd. — TL B 1L, 4.963%, (US0001M + 3.250%), 11/12/2027 | 26,352,944 | 0.3 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BANK LOANS: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
82,466,476 | HUB International Ltd.—TL B3 1L, 4.348%, (US0003M + 3.250%), 04/25/2025 | $ | 78,320,227 | 1.1 | ||||||||||
128,344,021 | HUB International Ltd. TL B 1L, 4.214%, (US0001M + 3.000%), 04/25/2025 | 121,570,280 | 1.6 | |||||||||||
6,636,332 | Ryan Specialty Group, LLC TL B 1L, 3.800%, (US0001M + 3.250%), 07/23/2027 | 6,404,061 | 0.1 | |||||||||||
52,926,341 | USI Inc/NY—TL B 1L, 5.250%, (US0003M + 3.000%), 05/16/2024 | 50,776,208 | 0.7 | |||||||||||
307,188,707 | 4.1 | |||||||||||||
Food Products: 0.1% | ||||||||||||||
11,544,102 | IRB Holding Corp 2022 Term Loan B, 4.238%, (SOFRRATE + 3.150%), 12/15/2027 | 11,015,001 | 0.1 | |||||||||||
Health Care: 1.2% | ||||||||||||||
9,875,000 | ADMI Corp. 2021 Term Loan B2, 5.041%, (US0001M + 3.375%), 12/23/2027 | 9,013,406 | 0.1 | |||||||||||
2,796,750 | Heartland Dental, LLC 2021 Incremental Term Loan, 5.642%, (US0001M + 4.000%), 04/30/2025 | 2,628,945 | 0.0 | |||||||||||
65,126,775 | Medline Borrower, LP USD Term Loan B, 4.916%, (US0001M + 3.250%), 10/23/2028 | 60,521,400 | 0.8 | |||||||||||
12,384,076 | PetVet Care Centers, LLC 2021 Term Loan B3, 5.166%, (US0001M + 3.500%), 02/14/2025 | 11,713,267 | 0.2 | |||||||||||
3,865,064 | Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/2026 | 3,623,498 | 0.1 | |||||||||||
2,455,000 | Press Ganey Holdings, Inc. 2022 Incremental Term Loan, 4.900%, (SOFRRATE + 3.750%), 07/24/2026 | 2,301,563 | 0.0 | |||||||||||
89,802,079 | 1.2 | |||||||||||||
Industrial: 0.7% | ||||||||||||||
EUR 9,341,374 | Filtration Group — TL B 1L, 3.500%, (US0003M + 3.000%), 03/29/2025 | 9,006,188 | 0.1 | |||||||||||
5,386,434 | Filtration Group Corp. 2018 1st Lien Term Loan, 4.060%, (US0003M + 3.000%), 03/31/2025 | 5,114,419 | 0.1 | |||||||||||
7,922,993 | Filtration Group Corporation 2021 Incremental Term Loan, 5.142%, (US0001M + 3.500%), 10/21/2028 | 7,427,806 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
�� | ||||||||||||||
BANK LOANS: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
27,464,405 | TK Elevator US NewCo, Inc. TL B 1L, 4.019%, (US0001M + 3.500%), 07/30/2027 | $ | 25,816,541 | 0.4 | ||||||||||
3,265,000 | Welbilt, Inc. 2018 Term Loan B 1L, 4.166%, (US0003M + 2.500%), 10/23/2025 | 3,224,187 | 0.0 | |||||||||||
50,589,141 | 0.7 | |||||||||||||
Insurance: 0.9% | ||||||||||||||
31,052,477 | Alliant Holdings Intermediate, LLC 2021 Term Loan B4, 5.009%, (US0001M + 3.500%), 11/06/2027 | 28,956,435 | 0.4 | |||||||||||
9,451,117 | Alliant Holdings Intermediate, LLC Term Loan B, 4.916%, (US0001M + 3.250%), 05/09/2025 | 8,945,085 | 0.1 | |||||||||||
1,738,908 | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/2025 | 1,685,292 | 0.0 | |||||||||||
26,788,750 | USI, Inc. 2019 Incremental Term Loan B, 3.382%, (US0003M + 3.250%), 12/02/2026 | 25,424,185 | 0.4 | |||||||||||
65,010,997 | 0.9 | |||||||||||||
Lodging & Casinos: 0.1% | ||||||||||||||
4,637,677 | Arches Buyer Inc. 2021 Term Loan B, 4.916%, (US0001M + 3.250%), 12/06/2027 | 4,243,474 | 0.1 | |||||||||||
Technology: 2.1% | ||||||||||||||
21,164,780 | Applied Systems, Inc. 2017 1st Lien Term Loan, 6.750%, (US0003M + 3.250%), 09/19/2024 | 20,379,927 | 0.3 | |||||||||||
4,575,000 | Ascend Learning LLC TL B 2L, 7.463%, (US0001M + 3.500%), 11/18/2029 | 4,174,687 | 0.1 | |||||||||||
31,484,783 | Athenahealth, Inc. 2022 Term Loan, 5.009%, (SOFRRATE + 3.500%), 01/27/2029 | 29,060,454 | 0.4 | |||||||||||
16,232,153 | Clarivate / Camelot Finance SA TL B 1L, 4.666%, (US0003M + 3.000%), 10/31/2026 | 15,374,900 | 0.2 | |||||||||||
24,922,003 | Emerald TopCo Inc Term Loan, 3.656%, (US0001M + 3.500%), 07/24/2026 | 23,270,921 | 0.3 | |||||||||||
13,321,399 | Entegris, Inc. 2022 Term Loan B, 4.500%, (SOFRRATE + 3.000%), 03/02/2029 | 12,932,854 | 0.2 | |||||||||||
2,897,281 | Project Boost Purchaser LLC, 5.213%, (US0001M + 3.500%), 05/30/2026 | 2,698,093 | 0.0 | |||||||||||
31,358,909 | RealPage, Inc. Term Loan B 1L, 4.916%, (US0001M + 3.000%), 04/24/2028 | 29,022,670 | 0.4 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BANK LOANS: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
1,125,000 | RealPage, Inc. Term Loan B 2L, 7.560%, (US0003M + 3.250%), 02/17/2029 | $ | 1,068,750 | 0.0 | ||||||||||
5,260,250 | Sophia L.P. TL B 1L, 5.152%, (US0001M + 3.500%), 10/07/2027 | 4,924,909 | 0.1 | |||||||||||
2,273,333 | Sophia LP 2022 TL 1L, 4.950%, (SOFRRATE + 4.250%), 10/07/2027 | 2,171,033 | 0.0 | |||||||||||
1,596,000 | Storable, Inc. 2021 TL B 1L, 5.009%, (TSFR1M + 3.250%), 04/17/2028 | 1,502,901 | 0.0 | |||||||||||
5,385,000 | UKG, Inc. TL 2L, 6.212%, (US0001M + 6.750%), 05/03/2027 | 5,001,319 | 0.1 | |||||||||||
2,803,125 | Ultimate Software Group, Inc. — TL 1L, 5.416%, (US0003M + 3.750%), 05/04/2026 | 2,649,954 | 0.0 | |||||||||||
154,233,372 | 2.1 | |||||||||||||
Total Bank Loans (Cost $1,127,502,557) | 1,070,326,230 | 14.4 | ||||||||||||
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
7,825,648 | (8) | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 7,505,190 | 0.1 | ||||||||||
7,324,350 | (8) | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 7,169,326 | 0.1 | ||||||||||
3,626,525 | (8) | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 3,293,975 | 0.0 | ||||||||||
Total Asset-Backed Securities (Cost $18,693,677) | 17,968,491 | 0.2 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.2% | ||||||||||||||
Communications: 0.1% | ||||||||||||||
4,300,000 | Shopify, Inc., 0.125%, 11/01/2025 | 3,601,250 | 0.0 | |||||||||||
7,236,000 | (9) | Spotify USA, Inc., 6.420%, 03/15/2026 | 5,745,384 | 0.1 | ||||||||||
9,346,634 | 0.1 | |||||||||||||
6,452,000 | (9) | Snap, Inc., 7.730%, 05/01/2027 | 4,500,270 | 0.1 | ||||||||||
Total Convertible Bonds/Notes (Cost $15,938,901) | 13,846,904 | 0.2 | ||||||||||||
Total Long-Term Investments (Cost $7,593,272,066) | 7,283,911,224 | 98.4 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | ||||||||||||||
Commercial Paper: 0.1% | ||||||||||||||
5,695,000 | (10) | Liberty Street Funding LLC, 1.550%, 07/01/2022 (Cost $5,694,755) | 5,694,755 | 0.1 | ||||||||||
Floating Rate Notes: 0.1% | ||||||||||||||
600,000 | (10) | ANZ Bank, 1.620%, 07/13/2022 | 600,003 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Floating Rate Notes: (continued) | ||||||||||||||
750,000 | (10) | Bank of America N.A., 1.620%, 07/06/2022 | $ | 749,997 | 0.1 | |||||||||
475,000 | (10) | Bank of Nova Scotia, 1.650%, 07/12/2022 | 475,008 | 0.0 | ||||||||||
725,000 | (10) | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | 725,012 | 0.0 | ||||||||||
725,000 | (10) | Credit Industriel et Commercial, 1.640%, 07/05/2022 | 725,010 | 0.0 | ||||||||||
350,000 | (10) | Credit Industriel et Commercial, 1.650%, 07/07/2022 | 350,006 | 0.0 | ||||||||||
725,000 | (10) | Natixis SA, 1.630%, 07/11/2022 | 725,010 | 0.0 | ||||||||||
750,000 | (10) | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | 749,988 | 0.0 | ||||||||||
725,000 | (10) | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | 725,010 | 0.0 | ||||||||||
Total Floating Rate Notes (Cost $5,825,044) | 5,825,044 | 0.1 | ||||||||||||
Repurchase Agreements: 2.0% | ||||||||||||||
3,248,013 | (10) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/22, 1.54%, due 07/01/22 (Repurchase Amount $3,248,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–5.000%, Market Value plus accrued interest $3,312,973, due 09/15/26–07/01/52) | 3,248,013 | 0.1 | ||||||||||
3,703,834 | (10) | Bethesda Securities LLC, Repurchase Agreement dated 06/30/22, 1.58%, due 07/01/22 (Repurchase Amount $3,703,994, collateralized by various U.S. Government Agency Obligations, 2.000%–5.500%, Market Value plus accrued interest $3,814,949, due 04/01/23–05/01/52) | 3,703,834 | 0.1 | ||||||||||
30,302,217 | (10) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $30,303,504, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $30,908,261, due 08/01/22–01/20/68) | 30,302,217 | 0.4 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
9,364,573 | (10) | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%–1.55%, due 07/01/22 (Repurchase Amount $9,364,961, collateralized by various U.S. Gov’t/U.S. Gov‘t Agency Obligations, 0.000%–4.610%, Market Value plus accrued interest $9,551,865, due 09/15/22–07/20/67) | $ | 9,364,573 | 0.1 | |||||||||
16,937,339 | (10) | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $16,938,058, collateralized by various U.S. Government Securities, 0.000%–7.250%, Market Value plus accrued interest $17,276,962, due 07/21/22-05/15/52) | 16,937,339 | 0.2 | ||||||||||
9,212,183 | (10) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $9,212,562, collateralized by various U.S. Government Securities, 0.000%–3.250%, Market Value plus accrued interest $9,396,427, due 12/29/22–06/30/27) | 9,212,183 | 0.1 | ||||||||||
10,378,717 | (10) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $10,379,169, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%–8.250%, Market Value plus accrued interest $10,586,759, due 08/01/22-02/20/72) | 10,378,717 | 0.1 | ||||||||||
43,748,789 | (10) | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $43,750,695, collateralized by various U.S. Government Securities, 0.000%–2.750%, Market Value plus accrued interest $44,623,798, due 07/01/22–09/09/49) | 43,748,789 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
19,852,459 | (10) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $19,853,302, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $20,249,539, due 01/15/25–02/15/51) | $ | 19,852,459 | 0.3 | |||||||||
Total Repurchase Agreements (Cost $146,748,124) | 146,748,124 | 2.0 | ||||||||||||
Time Deposits: 0.6% | ||||||||||||||
5,350,000 | (10) | Barclays Bank PLC, 1.590%, 07/01/2022 | 5,350,000 | 0.1 | ||||||||||
5,340,000 | (10) | Canadian Imperial Bank of Commerce, 1.550%, 07/01/2022 | 5,340,000 | 0.1 | ||||||||||
5,290,000 | (10) | DZ Bank AG, 1.550%, 07/01/2022 | 5,290,000 | 0.1 | ||||||||||
4,980,000 | (10) | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | 4,980,000 | 0.0 | ||||||||||
5,330,000 | (10) | Mizuho Bank Ltd., 1.570%, 07/01/2022 | 5,330,000 | 0.1 | ||||||||||
5,360,000 | (10) | Royal Bank of Canada, 1.570%, 07/01/2022 | 5,360,000 | 0.1 | ||||||||||
4,600,000 | (10) | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | 4,600,000 | 0.0 | ||||||||||
5,380,000 | (10) | Societe Generale, 1.550%, 07/01/2022 | 5,380,000 | 0.1 | ||||||||||
5,270,000 | (10) | Toronto-Dominion Bank, 1.560%, 07/01/2022 | 5,270,000 | 0.0 | ||||||||||
Total Time Deposits (Cost $46,900,000) | 46,900,000 | 0.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.3% | ||||||||||||||
3,555,000 | (10), (11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | 3,555,000 | 0.0 | ||||||||||
3,695,000 | (10), (11) | Goldman Sachs Financial Square Government Fund — Institutional Shares, 1.380% | 3,695,000 | 0.0 | ||||||||||
5,037,000 | (10), (11) | Morgan Stanley Institutional Liquidity Funds — Government Portfolio (Institutional Share Class), 1.380% | 5,037,000 | 0.1 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: (continued) | ||||||||||||||
85,717,285 | (11) | T. Rowe Price Government Reserve Fund, 1.340% | $ | 85,717,285 | 1.2 | |||||||||
Total Mutual Funds (Cost $98,004,285) | 98,004,285 | 1.3 | ||||||||||||
Total Short-Term Investments (Cost $303,172,208) | 303,172,208 | 4.1 | ||||||||||||
Total Investments in Securities (Cost $7,896,444,274) | $ | 7,587,083,432 | 102.5 | |||||||||||
Liabilities in Excess of Other Assets | (188,279,570 | ) | (2.5 | ) | ||||||||||
Net Assets | $ | 7,398,803,862 | 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, 2022. | |
(2) | Non-income producing security. | |
(3) | Security, or a portion of the security, is on loan. | |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2022, the Portfolio held restricted securities with a fair value of $37,904,208 or 0.5% of net assets. Please refer to the table below for additional details. | |
(6) | Preferred Stock may be called prior to convertible date. | |
(7) | Variable rate security. Rate shown is the rate in effect as of June 30, 2022. | |
(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) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2022. | |
(10) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. | |
(11) | Rate shown is the 7-day yield as of June 30, 2022. |
Currency Abbreviations:
EUR EU Euro
Reference Rate Abbreviations:
SOFRRATE | 1-day Secured Overnight Financing Rate 1-month CME Term Secured Overnight Financing |
TSFR1M | Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
Investment Type Allocation
as of June 30, 2022
(as a percentage of net assets)
Common Stock | 66.9 | % | ||||
Bank Loans | 14.4 | % | ||||
U.S. Treasury Obligations | 8.1 | % | ||||
Corporate Bonds/Notes | 7.5 | % | ||||
Preferred Stock | 1.1 | % | ||||
Asset-Backed Securities | 0.2 | % | ||||
Convertible Bonds/Notes | 0.2 | % | ||||
Assets in Excess of Other Liabilities ,* | 1.6 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Portfolio holdings are subject to change daily.
The following is a summary of the fair valuations according to the inputs used as of June 30, 2022 in valuing the assets and liabilities:
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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Communication Services | $ | 244,151,657 | $ | — | $ | — | $ | 244,151,657 | ||||||||||||
Consumer Discretionary | 539,081,475 | — | — | 539,081,475 | ||||||||||||||||
Consumer Staples | 52,891,311 | — | — | 52,891,311 | ||||||||||||||||
Energy | 38,374,116 | — | — | 38,374,116 | ||||||||||||||||
Financials | 560,722,532 | — | — | 560,722,532 | ||||||||||||||||
Health Care | 1,058,839,623 | 61,501,095 | — | 1,120,340,718 | ||||||||||||||||
Industrials | 718,920,848 | — | — | 718,920,848 | ||||||||||||||||
Information Technology | 1,551,020,220 | — | — | 1,551,020,220 | ||||||||||||||||
Materials | 19,813,692 | — | — | 19,813,692 | ||||||||||||||||
Utilities | 103,470,206 | — | — | 103,470,206 | ||||||||||||||||
Total Common Stock | 4,887,285,680 | 61,501,095 | — | 4,948,786,775 | ||||||||||||||||
Preferred Stock | 43,047,067 | — | 37,904,208 | 80,951,275 | ||||||||||||||||
Corporate Bonds/Notes | — | 554,155,447 | — | 554,155,447 | ||||||||||||||||
Bank Loans | — | 1,070,326,230 | — | 1,070,326,230 | ||||||||||||||||
Asset-Backed Securities | — | 17,968,491 | — | 17,968,491 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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, 2022 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||
Convertible Bonds/Notes | $ | — | $ | 13,846,904 | $ | — | $ | 13,846,904 | ||||||||
U.S. Treasury Obligations | — | 597,876,102 | — | 597,876,102 | ||||||||||||
Short-Term Investments | 98,004,285 | 205,167,923 | — | 303,172,208 | ||||||||||||
Total Investments, at fair value | $ | 5,028,337,032 | $ | 2,520,842,192 | $ | 37,904,208 | $ | 7,587,083,432 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Written Options | $ | — | $ | (7,163,851 | ) | $ | — | $ | (7,163,851 | ) | ||||||
Total Liabilities | $ | — | $ | (7,163,851 | ) | $ | — | $ | (7,163,851 | ) |
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 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Waymo LLC., Series A-2 | 5/8/2020 | $ | 35,484,706 | $ | 37,904,208 | ||||||
$ | 35,484,706 | $ | 37,904,208 |
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 | 01/20/23 | USD | 3,200.000 | 20 | USD | 4,358,520 | $ | 361,940 | $ | (35,398 | ) | |||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 01/20/23 | USD | 3,300.000 | 20 | USD | 4,358,520 | 309,940 | (27,022 | ) | |||||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 01/20/23 | USD | 3,400.000 | 20 | USD | 4,358,520 | 260,940 | (20,732 | ) | |||||||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 01/20/23 | USD | 3,500.000 | 20 | USD | 4,358,520 | 221,940 | (15,979 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 225.000 | 11 | USD | 2,336,620 | 314,360 | (3,279 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 230.000 | 11 | USD | 2,336,620 | 287,609 | (2,878 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 235.000 | 11 | USD | 2,336,620 | 263,240 | (2,504 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 240.000 | 11 | USD | 2,336,620 | 240,834 | (2,180 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 245.000 | 11 | USD | 2,336,620 | 220,353 | (1,936 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 250.000 | 11 | USD | 2,336,620 | 201,633 | (1,694 | ) | |||||||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 255.000 | 11 | USD | 2,336,620 | 184,617 | (1,502 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 180.000 | 15 | USD | 3,186,300 | 351,211 | (20,207 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 185.000 | 15 | USD | 3,186,300 | 303,894 | (16,780 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 190.000 | 15 | USD | 3,186,300 | 260,805 | (14,006 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 200.000 | 9 | USD | 1,911,780 | 306,198 | (5,929 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 205.000 | 10 | USD | 2,124,200 | 305,438 | (5,521 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 210.000 | 9 | USD | 1,911,780 | 247,703 | (4,273 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 215.000 | 9 | USD | 1,911,780 | 223,212 | (3,613 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 220.000 | 9 | USD | 1,911,780 | 200,072 | (3,144 | ) | |||||||||||||||||
Amazon.com, Inc. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 225.000 | 10 | USD | 2,124,200 | 199,590 | (2,981 | ) | |||||||||||||||||
Amazon.com, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 175.000 | 68 | USD | 14,444,560 | 1,289,604 | (111,923 | ) | |||||||||||||||||
Amazon.com, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 190.000 | 26 | USD | 5,522,920 | 552,630 | (24,277 | ) | |||||||||||||||||
Amazon.com, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 195.000 | 25 | USD | 5,310,500 | 450,225 | (19,331 | ) | |||||||||||||||||
Amazon.com, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 200.000 | 25 | USD | 5,310,500 | 389,075 | (16,470 | ) | |||||||||||||||||
Amazon.com, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 205.000 | 26 | USD | 5,522,920 | 342,966 | (14,354 | ) | |||||||||||||||||
Amazon.com, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 210.000 | 26 | USD | 5,522,920 | 289,770 | (12,343 | ) | |||||||||||||||||
Apple, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 170.000 | 640 | USD | 8,750,080 | 419,654 | (230,265 | ) | |||||||||||||||||
Apple, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 170.000 | 191 | USD | 2,611,352 | 153,213 | (68,720 | ) | |||||||||||||||||
Apple, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 175.000 | 640 | USD | 8,750,080 | 345,338 | (180,489 | ) | |||||||||||||||||
Apple, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 175.000 | 191 | USD | 2,611,352 | 125,048 | (53,865 | ) | |||||||||||||||||
Apple, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 180.000 | 191 | USD | 2,611,352 | 100,796 | (42,090 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Apple, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 180.000 | 640 | USD | 8,750,080 | $ | 283,994 | $ | (141,035 | ) | |||||||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 260.000 | 152 | USD | 3,824,229 | 373,741 | (249,736 | ) | |||||||||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 280.000 | 156 | USD | 3,924,866 | 249,842 | (151,944 | ) | |||||||||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 290.000 | 156 | USD | 3,924,866 | 205,524 | (114,660 | ) | |||||||||||||||||
General Electric Company | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 110.000 | 693 | USD | 4,412,331 | 576,929 | (7,919 | ) | |||||||||||||||||
General Electric Company | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 110.000 | 50 | USD | 318,350 | 43,588 | (571 | ) | |||||||||||||||||
General Electric Company | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 110.000 | 819 | USD | 5,214,573 | 672,456 | (9,358 | ) | |||||||||||||||||
General Electric Company | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 85.000 | 1,185 | USD | 7,544,895 | 694,078 | (164,071 | ) | |||||||||||||||||
General Electric Company | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 90.000 | 1,185 | USD | 7,544,895 | 505,865 | (100,179 | ) | |||||||||||||||||
General Electric Company | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 95.000 | 1,185 | USD | 7,544,895 | 354,208 | (60,501 | ) | |||||||||||||||||
Hologic, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 85.000 | 545 | USD | 3,776,850 | 205,852 | (75,341 | ) | |||||||||||||||||
Hologic, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 90.000 | 545 | USD | 3,776,850 | 128,713 | (43,746 | ) | |||||||||||||||||
Humana, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 520.000 | 82 | USD | 3,838,174 | 122,868 | (179,431 | ) | |||||||||||||||||
Humana, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 530.000 | 82 | USD | 3,838,174 | 103,915 | (153,556 | ) | |||||||||||||||||
Humana, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 540.000 | 82 | USD | 3,838,174 | 82,501 | (130,940 | ) | |||||||||||||||||
Keurig Dr Pepper, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 40.000 | 1,196 | USD | 4,232,644 | 170,956 | (86,233 | ) | |||||||||||||||||
Keurig Dr Pepper, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 42.000 | 1,196 | USD | 4,232,644 | 105,643 | (41,914 | ) | |||||||||||||||||
Meta Platforms, Inc. | JPMorgan Chase Bank N.A. | Call | 09/16/22 | USD | 345.000 | 108 | USD | 1,741,500 | 420,530 | (501 | ) | |||||||||||||||||
Meta Platforms, Inc. | JPMorgan Chase Bank N.A. | Call | 09/16/22 | USD | 360.000 | 108 | USD | 1,741,500 | 361,867 | (348 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 330.000 | 108 | USD | 2,773,764 | 191,984 | (38,859 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 330.000 | 126 | USD | 3,236,058 | 186,181 | (45,336 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 330.000 | 126 | USD | 3,236,058 | 185,100 | (45,336 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 340.000 | 119 | USD | 3,056,277 | 241,622 | (30,741 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 340.000 | 126 | USD | 3,236,058 | 156,440 | (32,549 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 340.000 | 126 | USD | 3,236,058 | 157,080 | (32,549 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 340.000 | 267 | USD | 6,857,361 | 540,843 | (68,973 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 340.000 | 108 | USD | 2,773,764 | 162,832 | (27,899 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 350.000 | 126 | USD | 3,236,058 | 131,560 | (23,463 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 350.000 | 126 | USD | 3,236,058 | 132,978 | (23,463 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 350.000 | 108 | USD | 2,773,764 | 137,458 | (20,111 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 350.000 | 267 | USD | 6,857,361 | 460,113 | (49,720 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 350.000 | 119 | USD | 3,056,277 | 207,035 | (22,160 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 360.000 | 119 | USD | 3,056,277 | 176,257 | (15,886 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 360.000 | 267 | USD | 6,857,361 | 389,903 | (35,644 | ) | |||||||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/20/23 | USD | 365.000 | 264 | USD | 6,780,312 | 351,270 | (29,536 | ) | |||||||||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/20/23 | USD | 320.000 | 733 | USD | 18,825,639 | 978,555 | (362,583 | ) | |||||||||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/20/23 | USD | 330.000 | 223 | USD | 5,727,309 | 262,971 | (80,237 | ) | |||||||||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/20/23 | USD | 335.000 | 223 | USD | 5,727,309 | 230,894 | (68,324 | ) | |||||||||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/20/23 | USD | 340.000 | 223 | USD | 5,727,309 | 209,511 | (57,607 | ) | |||||||||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/20/23 | USD | 345.000 | 223 | USD | 5,727,309 | 181,437 | (49,156 | ) | |||||||||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/20/23 | USD | 350.000 | 223 | USD | 5,727,309 | 160,052 | (41,526 | ) | |||||||||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 350.000 | 387 | USD | 9,939,321 | 590,949 | (72,066 | ) | |||||||||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 355.000 | 388 | USD | 9,965,004 | 538,156 | (61,052 | ) | |||||||||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 360.000 | 387 | USD | 9,939,321 | 486,459 | (51,664 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 320.000 | 192 | USD | 4,931,136 | 341,299 | (94,974 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 320.000 | 192 | USD | 4,931,136 | 366,591 | (94,974 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 330.000 | 192 | USD | 4,931,136 | 310,840 | (69,083 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 330.000 | 192 | USD | 4,931,136 | 290,433 | (69,083 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 340.000 | 192 | USD | 4,931,136 | 262,769 | (49,598 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 340.000 | 192 | USD | 4,931,136 | 247,482 | (49,598 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 350.000 | 192 | USD | 4,931,136 | 222,390 | (35,754 | ) | |||||||||||||||||
Microsoft Corp. | Susquehanna International Group LLP | Call | 01/20/23 | USD | 350.000 | 192 | USD | 4,931,136 | 208,136 | (35,754 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 220.000 | 149 | USD | 2,328,766 | 193,697 | (11,394 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 220.000 | 212 | USD | 3,313,412 | $ | 282,416 | $ | (16,211 | ) | |||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 220.000 | 44 | USD | 687,689 | 56,782 | (3,365 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 220.000 | 129 | USD | 2,016,180 | 167,292 | (9,864 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 230.000 | 129 | USD | 2,016,180 | 131,685 | (6,504 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 230.000 | 149 | USD | 2,328,766 | 153,214 | (7,513 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 230.000 | 44 | USD | 687,689 | 44,879 | (2,219 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 230.000 | 212 | USD | 3,313,411 | 223,582 | (10,690 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 190.000 | 317 | USD | 4,954,488 | 290,689 | (103,889 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 195.000 | 317 | USD | 4,954,488 | 241,554 | (80,591 | ) | |||||||||||||||||
PNC Financial Services Group, Inc. | JPMorgan Chase Bank N.A. | Call | 01/20/23 | USD | 200.000 | 317 | USD | 4,954,488 | 198,759 | (62,607 | ) | |||||||||||||||||
Public Service Enterprise Group, Inc. | Bank of America N.A. | Call | 07/15/22 | USD | 65.000 | 439 | USD | 2,777,992 | 135,313 | (19,696 | ) | |||||||||||||||||
Public Service Enterprise Group, Inc. | Bank of America N.A. | Call | 07/15/22 | USD | 70.000 | 439 | USD | 2,777,992 | 54,879 | (442 | ) | |||||||||||||||||
Public Service Enterprise Group, Inc. | Bank of America N.A. | Call | 07/15/22 | USD | 75.000 | 439 | USD | 2,777,992 | 14,553 | (19 | ) | |||||||||||||||||
Starbucks Corp. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 100.000 | 449 | USD | 3,429,911 | 380,303 | (50,064 | ) | |||||||||||||||||
Starbucks Corp. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 100.000 | 439 | USD | 3,353,521 | 400,298 | (48,949 | ) | |||||||||||||||||
Starbucks Corp. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 105.000 | 449 | USD | 3,429,911 | 299,483 | (32,206 | ) | |||||||||||||||||
Starbucks Corp. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 105.000 | 439 | USD | 3,353,521 | 310,145 | (31,489 | ) | |||||||||||||||||
Starbucks Corp. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 97.500 | 449 | USD | 3,429,911 | 420,713 | (62,645 | ) | |||||||||||||||||
Starbucks Corp. | Goldman Sachs & Co. | Call | 01/20/23 | USD | 97.500 | 439 | USD | 3,353,521 | 449,510 | (61,249 | ) | |||||||||||||||||
Thermo Fisher Scientific, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 640.000 | 154 | USD | 8,366,512 | 412,949 | (246,329 | ) | |||||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 540.000 | 292 | USD | 14,997,996 | 789,857 | (958,870 | ) | |||||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 560.000 | 164 | USD | 8,423,532 | 431,536 | (403,383 | ) | |||||||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/20/23 | USD | 580.000 | 164 | USD | 8,423,532 | 325,433 | (293,613 | ) | |||||||||||||||||
Yum! Brands, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 145.000 | 235 | USD | 2,667,485 | 68,357 | (30,633 | ) | |||||||||||||||||
Yum! Brands, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 145.000 | 101 | USD | 1,146,451 | 33,027 | (13,166 | ) | |||||||||||||||||
Yum! Brands, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 150.000 | 101 | USD | 1,146,451 | 19,291 | (10,017 | ) | |||||||||||||||||
Yum! Brands, Inc. | Wells Fargo Securities, LLC | Call | 01/20/23 | USD | 150.000 | 235 | USD | 2,667,485 | 49,613 | (23,307 | ) | |||||||||||||||||
$ | 31,664,307 | $ | (7,163,851 | ) |
USD – United States Dollar
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 | $ | 7,163,851 | |||
Total Liability Derivatives | $ | 7,163,851 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Written options | ||||
Equity contracts | $ | 45,230,467 | |||
Total | $ | 45,230,467 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Written options | ||||
Equity contracts | $ | 109,296,808 | |||
Total | $ | 109,296,808 |
* | 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. | Susquehanna International Group LLP | Wells Fargo Securities, LLC | Totals | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||||||||||||||||
Written options | $ | 20,156 | $ | 3,239,314 | $ | 659,433 | $ | 978,527 | $ | 1,149,181 | $ | 498,819 | $ | 618,421 | $ | 7,163,851 | ||||||||||||||||
Total Liabilities | $ | 20,156 | $ | 3,239,314 | $ | 659,433 | $ | 978,527 | $ | 1,149,181 | $ | 498,819 | $ | 618,421 | $ | 7,163,851 | ||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (20,156 | ) | $ | (3,239,314 | ) | $ | (659,433 | ) | $ | (978,527 | ) | $ | (1,149,181 | ) | $ | (498,819 | ) | $ | (618,421 | ) | $ | (7,163,851 | ) | ||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||
Net Exposure(1) | $ | (20,156 | ) | $ | (3,239,314 | ) | $ | (659,433 | ) | $ | (978,527 | ) | $ | (1,149,181 | ) | $ | (498,819 | ) | $ | (618,421 | ) | $ | (7,163,851 | ) |
(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 $7,881,208,832. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 269,322,387 | ||
Gross Unrealized Depreciation | (570,301,036 | ) | ||
Net Unrealized Depreciation | $ | (300,978,649 | ) |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.1% | |||||||||||||
Communication Services: 5.1% | |||||||||||||
47,301 | AT&T, Inc. | $ | 991,429 | 0.3 | |||||||||
113,726 | Comcast Corp. — Class A | 4,462,608 | 1.3 | ||||||||||
35,712 | Fox Corp. — Class B | 1,060,646 | 0.3 | ||||||||||
13,600 | (1) | Meta Platforms, Inc. | 2,193,000 | 0.6 | |||||||||
275,208 | News Corp — Class A | 4,287,741 | 1.2 | ||||||||||
10,405 | Verizon Communications, Inc. | 528,054 | 0.2 | ||||||||||
40,438 | (1) | Walt Disney Co. | 3,817,347 | 1.1 | |||||||||
15,942 | (1) | Warner Bros Discovery, Inc. | 213,942 | 0.1 | |||||||||
17,554,767 | 5.1 | ||||||||||||
Consumer Discretionary: 3.6% | |||||||||||||
7,000 | Best Buy Co., Inc. | 456,330 | 0.1 | ||||||||||
51,364 | Kohl’s Corp. | 1,833,181 | 0.5 | ||||||||||
72,431 | (1) | Las Vegas Sands Corp. | 2,432,957 | 0.7 | |||||||||
115,441 | (1) | Mattel, Inc. | 2,577,798 | 0.8 | |||||||||
41,200 | TJX Cos., Inc. | 2,301,020 | 0.7 | ||||||||||
213,472 | Volkswagen AG ADR | 2,828,504 | 0.8 | ||||||||||
12,429,790 | 3.6 | ||||||||||||
Consumer Staples: 7.1% | |||||||||||||
19,200 | Coca-Cola Co. | 1,207,872 | 0.3 | ||||||||||
156,509 | Conagra Brands, Inc. | 5,358,868 | 1.6 | ||||||||||
42,440 | Kimberly-Clark Corp. | 5,735,766 | 1.7 | ||||||||||
6,700 | Mondelez International, Inc. | 416,003 | 0.1 | ||||||||||
51,337 | Philip Morris International, Inc. | 5,069,016 | 1.5 | ||||||||||
49,682 | Tyson Foods, Inc. | 4,275,633 | 1.2 | ||||||||||
19,511 | Walmart, Inc. | 2,372,147 | 0.7 | ||||||||||
24,435,305 | 7.1 | ||||||||||||
Energy: 7.6% | |||||||||||||
4,974 | Chevron Corp. | 720,136 | 0.2 | ||||||||||
21,900 | Enbridge, Inc. | 925,494 | 0.3 | ||||||||||
32,917 | EOG Resources, Inc. | 3,635,353 | 1.1 | ||||||||||
49,551 | Exxon Mobil Corp. | 4,243,547 | 1.2 | ||||||||||
17,972 | Hess Corp. | 1,903,954 | 0.5 | ||||||||||
16,786 | Occidental Petroleum Corp. | 988,360 | 0.3 | ||||||||||
3,376 | Targa Resources Corp. | 201,446 | 0.1 | ||||||||||
76,086 | (2) | TC Energy Corp. | 3,942,016 | 1.1 | |||||||||
181,736 | TotalEnergies SE ADR | 9,566,583 | 2.8 | ||||||||||
26,126,889 | 7.6 | ||||||||||||
Financials: 19.8% | |||||||||||||
148,413 | American International Group, Inc. | 7,588,357 | 2.2 | ||||||||||
10,000 | Apollo Global Management, Inc. | 484,800 | 0.1 | ||||||||||
48,818 | Bank of America Corp. | 1,519,704 | 0.4 | ||||||||||
7,400 | Bank of New York Mellon Corp. | 308,654 | 0.1 | ||||||||||
25,772 | Charles Schwab Corp. | 1,628,275 | 0.5 | ||||||||||
33,119 | Chubb Ltd. | 6,510,533 | 1.9 | ||||||||||
39,300 | Citigroup, Inc. | 1,807,407 | 0.5 | ||||||||||
190,781 | Equitable Holdings, Inc. | 4,973,661 | 1.5 | ||||||||||
100,372 | Fifth Third Bancorp | 3,372,499 | 1.0 |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (contiuned) | |||||||||||||
Financials: (continued) | |||||||||||||
12,551 | (2) | Franklin Resources, Inc. | $ | 292,564 | 0.1 | ||||||||
15,100 | Goldman Sachs Group, Inc. | 4,485,002 | 1.3 | ||||||||||
25,800 | Hartford Financial Services Group, Inc. | 1,688,094 | 0.5 | ||||||||||
325,352 | Huntington Bancshares, Inc. | 3,913,985 | 1.1 | ||||||||||
17,007 | JPMorgan Chase & Co. | 1,915,158 | 0.6 | ||||||||||
83,442 | Loews Corp. | 4,944,773 | 1.4 | ||||||||||
2,487 | Marsh & McLennan Cos., Inc. | 386,107 | 0.1 | ||||||||||
77,601 | Metlife, Inc. | 4,872,567 | 1.4 | ||||||||||
33,542 | Morgan Stanley | 2,551,204 | 0.7 | ||||||||||
6,654 | PNC Financial Services Group, Inc. | 1,049,802 | 0.3 | ||||||||||
3,030 | Raymond James Financial, Inc. | 270,912 | 0.1 | ||||||||||
52,843 | State Street Corp. | 3,257,771 | 1.0 | ||||||||||
265,962 | Wells Fargo & Co. | 10,417,731 | 3.0 | ||||||||||
68,239,560 | 19.8 | ||||||||||||
Health Care: 17.8% | |||||||||||||
49,115 | AbbVie, Inc. | 7,522,453 | 2.2 | ||||||||||
29,143 | AstraZeneca PLC ADR | 1,925,478 | 0.6 | ||||||||||
24,015 | Becton Dickinson & Co. | 5,920,418 | 1.7 | ||||||||||
3,600 | (1) | Biogen, Inc. | 734,184 | 0.2 | |||||||||
33,400 | Cardinal Health, Inc. | 1,745,818 | 0.5 | ||||||||||
30,247 | (1) | Centene Corp. | 2,559,199 | 0.8 | |||||||||
13,215 | Cigna Corp. | 3,482,417 | 1.0 | ||||||||||
50,370 | CVS Health Corp. | 4,667,284 | 1.4 | ||||||||||
16,171 | Elevance Health, Inc. | 7,803,801 | 2.3 | ||||||||||
6,083 | Gilead Sciences, Inc. | 375,990 | 0.1 | ||||||||||
19,187 | GSK PLC | 413,511 | 0.1 | ||||||||||
31,326 | Johnson & Johnson | 5,560,678 | 1.6 | ||||||||||
46,636 | Medtronic PLC | 4,185,581 | 1.2 | ||||||||||
37,142 | Merck & Co., Inc. | 3,386,236 | 1.0 | ||||||||||
86,876 | Pfizer, Inc. | 4,554,909 | 1.3 | ||||||||||
75,115 | Sanofi ADR | 3,758,004 | 1.1 | ||||||||||
23,738 | Zimmer Biomet Holdings, Inc. | 2,493,914 | 0.7 | ||||||||||
61,089,875 | 17.8 | ||||||||||||
Industrials: 9.9% | |||||||||||||
4,200 | 3M Co. | 543,522 | 0.2 | ||||||||||
17,524 | (1) | Boeing Co. | 2,395,881 | 0.7 | |||||||||
3,400 | Cummins, Inc. | 658,002 | 0.2 | ||||||||||
10,247 | Flowserve Corp. | 293,372 | 0.1 | ||||||||||
120,149 | General Electric Co. | 7,649,887 | 2.2 | ||||||||||
26,360 | L3Harris Technologies, Inc. | 6,371,212 | 1.8 | ||||||||||
19,025 | Nielsen Holdings PLC | 441,761 | 0.1 | ||||||||||
17,160 | Paccar, Inc. | 1,412,954 | 0.4 | ||||||||||
44,239 | Siemens AG ADR | 2,259,728 | 0.7 | ||||||||||
23,262 | (1) | Southwest Airlines Co. | 840,223 | 0.2 | |||||||||
3,700 | Stanley Black & Decker, Inc. | 387,982 | 0.1 | ||||||||||
54,915 | (1) | Stericycle, Inc. | 2,408,023 | 0.7 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (contiuned) | |||||||||||||
Industrials: (continued) | |||||||||||||
46,921 | United Parcel Service, Inc. — Class B | $ | 8,564,959 | 2.5 | |||||||||
34,227,506 | 9.9 | ||||||||||||
Information Technology: 7.5% | |||||||||||||
25,438 | Applied Materials, Inc. | 2,314,349 | 0.7 | ||||||||||
31,680 | Cisco Systems, Inc. | 1,350,835 | 0.4 | ||||||||||
19,700 | Citrix Systems, Inc. | 1,914,249 | 0.5 | ||||||||||
26,800 | (1) | Fiserv, Inc. | 2,384,396 | 0.7 | |||||||||
18,018 | Microsoft Corp. | 4,627,563 | 1.3 | ||||||||||
4,848 | NXP Semiconductor NV — NXPI — US | 717,649 | 0.2 | ||||||||||
63,825 | Qualcomm, Inc. | 8,153,006 | 2.4 | ||||||||||
8,400 | TE Connectivity Ltd. | 950,460 | 0.3 | ||||||||||
22,521 | Texas Instruments, Inc. | 3,460,352 | 1.0 | ||||||||||
25,872,859 | 7.5 | ||||||||||||
Materials: 5.3% | |||||||||||||
13,201 | Akzo Nobel NV | 863,321 | 0.3 | ||||||||||
77,598 | CF Industries Holdings, Inc. | 6,652,477 | 1.9 | ||||||||||
4,822 | DuPont de Nemours, Inc. | 268,007 | 0.1 | ||||||||||
30,398 | International Flavors & Fragrances, Inc. | 3,621,010 | 1.1 | ||||||||||
140,080 | International Paper Co. | 5,859,546 | 1.7 | ||||||||||
10,800 | RPM International, Inc. | 850,176 | 0.2 | ||||||||||
18,114,537 | 5.3 | ||||||||||||
Real Estate: 4.4% | |||||||||||||
74,130 | Equity Residential | 5,353,668 | 1.6 | ||||||||||
76,065 | Rayonier, Inc. | 2,843,310 | 0.8 | ||||||||||
9,900 | Vornado Realty Trust | 283,041 | 0.1 | ||||||||||
13,100 | Welltower, Inc. | 1,078,785 | 0.3 | ||||||||||
166,890 | Weyerhaeuser Co. | 5,527,397 | 1.6 | ||||||||||
15,086,201 | 4.4 | ||||||||||||
Utilities: 9.0% | |||||||||||||
26,874 | Ameren Corp. | 2,428,335 | 0.7 | ||||||||||
50,746 | Dominion Energy, Inc. | 4,050,038 | 1.2 | ||||||||||
23,480 | NextEra Energy, Inc. | 1,818,761 | 0.5 | ||||||||||
125,520 | NiSource, Inc. | 3,701,585 | 1.1 | ||||||||||
21,900 | (1) | PG&E Corp. | 218,562 | 0.1 | |||||||||
47,923 | Sempra Energy | 7,201,389 | 2.1 | ||||||||||
137,747 | Southern Co. | 9,822,738 | 2.8 | ||||||||||
24,800 | Xcel Energy, Inc. | 1,754,848 | 0.5 | ||||||||||
30,996,256 | 9.0 | ||||||||||||
Total Common Stock (Cost $274,249,578) | 334,173,545 | 97.1 | |||||||||||
PREFERRED STOCK: 1.5% | |||||||||||||
Health Care: 0.4% | |||||||||||||
26,624 | (1) | Becton Dickinson and Co. | 1,316,823 | 0.4 | |||||||||
Utilities: 1.1% | |||||||||||||
23,003 | (1) | NextEra Energy, Inc. | 1,142,099 | 0.3 | |||||||||
10,753 | (1) | NiSource, Inc. | 1,222,831 | 0.3 | |||||||||
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFERRED STOCK: (contiuned) | |||||||||||||
Utilities: (continued) | |||||||||||||
30,331 | (1) | Southern Co/The | $ | 1,606,936 | 0.5 | ||||||||
3,971,866 | 1.1 | ||||||||||||
Total Preferred Stock (Cost $5,056,360) | 5,288,689 | 1.5 | |||||||||||
Total Long-Term Investments (Cost $279,305,938) | 339,462,234 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.7% | |||||||||||||
Repurchase Agreements: 0.1% | |||||||||||||
337,652 | (3) | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $337,667, collateralized by various U.S. Government Securities, 0.000%–2.750%, Market Value plus accrued interest $344,405, due 07/01/22–09/09/49) (Cost $337,652) | $ | 337,652 | 0.1 |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.6% | |||||||||||||
1,910,681 | (4) | T. Rowe Price Government Reserve Fund, 1.340% (Cost $1,910,681) | 1,910,681 | 0.6 | |||||||||
Total Short-Term Investments (Cost $2,248,333) | 2,248,333 | 0.7 | |||||||||||
Total Investments in Securities (Cost $281,554,271) | $ | 341,710,567 | 99.3 | ||||||||||
Assets in Excess of Other Liabilities | 2,353,877 | 0.7 | |||||||||||
Net Assets | $ | 344,064,444 | 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, 2022. |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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, 2022 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock | ||||||||||||||||
Communication Services | $ | 17,554,767 | $ | — | $ — | $ | 17,554,767 | |||||||||
Consumer Discretionary | 12,429,790 | — | — | 12,429,790 | ||||||||||||
Consumer Staples | 24,435,305 | — | — | 24,435,305 | ||||||||||||
Energy | 26,126,889 | — | — | 26,126,889 | ||||||||||||
Financials | 68,239,560 | — | — | 68,239,560 | ||||||||||||
Health Care | 60,676,364 | 413,511 | — | 61,089,875 | ||||||||||||
Industrials | 34,227,506 | — | — | 34,227,506 | ||||||||||||
Information Technology | 25,872,859 | — | — | 25,872,859 | ||||||||||||
Materials | 17,251,216 | 863,321 | — | 18,114,537 | ||||||||||||
Real Estate | 15,086,201 | — | — | 15,086,201 | ||||||||||||
Utilities | 30,996,256 | — | — | 30,996,256 | ||||||||||||
Total Common Stock | 332,896,713 | 1,276,832 | — | 334,173,545 | ||||||||||||
Preferred Stock | 5,288,689 | — | — | 5,288,689 | ||||||||||||
Short-Term Investments | 1,910,681 | 337,652 | — | 2,248,333 | ||||||||||||
Total Investments, at fair value | $ | 340,096,083 | $ | 1,614,484 | $ — | $ | 341,710,567 |
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 $282,562,650. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 74,147,452 | ||
Gross Unrealized Depreciation | (14,999,530 | ) | ||
Net Unrealized Appreciation | $ | 59,147,922 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 94.2% | |||||||||||||
Austria: 0.0% | |||||||||||||
542 | Erste Group Bank AG | $ | 13,773 | 0.0 | |||||||||
Brazil: 1.6% | |||||||||||||
468,621 | Magazine Luiza SA | 211,322 | 0.2 | ||||||||||
88,238 | (1) | Rede D’Or Sao Luiz SA | 488,783 | 0.3 | |||||||||
120,236 | Suzano SA | 1,144,361 | 0.7 | ||||||||||
35,765 | (2) | XP, Inc. | 642,339 | 0.4 | |||||||||
2,486,805 | 1.6 | ||||||||||||
Canada: 6.8% | |||||||||||||
39,800 | Canadian Pacific Railway Ltd. — US | 2,779,632 | 1.7 | ||||||||||
844 | Constellation Software, Inc./Canada | 1,252,932 | 0.8 | ||||||||||
9,320 | Definity Financial Corp. | 240,892 | 0.2 | ||||||||||
3,437 | (2) | Descartes Systems Group, Inc./The | 213,300 | 0.1 | |||||||||
18,440 | (2) | Shopify, Inc. | 576,066 | 0.4 | |||||||||
16,626 | Sun Life Financial, Inc. | 761,810 | 0.5 | ||||||||||
31,321 | (2) | TELUS International CDA, Inc. | 785,945 | 0.5 | |||||||||
25,520 | TMX Group Ltd. | 2,597,203 | 1.6 | ||||||||||
13,356 | Waste Connections, Inc. | 1,655,610 | 1.0 | ||||||||||
10,863,390 | 6.8 | ||||||||||||
China: 5.5% | |||||||||||||
23,038 | (2) | Alibaba Group Holding Ltd. BABA ADR | 2,618,960 | 1.7 | |||||||||
8,984 | (2) | Baidu, Inc. ADR | 1,336,190 | 0.8 | |||||||||
119,750 | (1),(2) | JD Health International, Inc. — H Shares | 947,931 | 0.6 | |||||||||
7,382 | (2) | Kanzhun Ltd. ADR | 193,999 | 0.1 | |||||||||
4,000 | Silergy Corp. | 323,437 | 0.2 | ||||||||||
32,600 | Tencent Holdings Ltd. | 1,475,644 | 0.9 | ||||||||||
47,439 | (2) | Trip.com Group Ltd. ADR | 1,302,201 | 0.8 | |||||||||
61,000 | (1),(2) | Wuxi Biologics Cayman, Inc. | 565,191 | 0.4 | |||||||||
8,763,553 | 5.5 | ||||||||||||
Denmark: 0.7% | |||||||||||||
3,353 | (2) | Genmab A/S | 1,087,863 | 0.7 | |||||||||
France: 8.5% | |||||||||||||
18,390 | Dassault Aviation SA | 2,871,846 | 1.8 | ||||||||||
19,778 | EssilorLuxottica SA | 2,998,609 | 1.9 | ||||||||||
3,490 | Kering SA | 1,808,620 | 1.1 | ||||||||||
1,088 | LVMH Moet Hennessy Louis Vuitton SE | 666,814 | 0.4 | ||||||||||
8,930 | Safran S.A. | 889,124 | 0.5 | ||||||||||
21,448 | Sanofi | 2,162,955 | 1.4 | ||||||||||
17,593 | Thales S.A. | 2,160,026 | 1.4 | ||||||||||
13,557,994 | 8.5 | ||||||||||||
Germany: 6.5% | |||||||||||||
18,559 | Bayer AG | 1,108,281 | 0.7 | ||||||||||
10,326 | Beiersdorf AG | 1,059,630 | 0.7 | ||||||||||
19,153 | (2) | Daimler Truck Holding AG | 504,414 | 0.3 | |||||||||
10,223 | Deutsche Boerse AG | 1,716,723 | 1.1 | ||||||||||
140,504 | Deutsche Telekom AG | 2,794,532 | 1.8 | ||||||||||
43,191 | (2) | Evotec AG | 1,046,903 | 0.7 | |||||||||
27,531 | Infineon Technologies AG | 669,709 | 0.4 | ||||||||||
13,407 | Knorr-Bremse AG | 767,888 | 0.5 |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||
Germany: (continued) | |||||||||||||
35,849 | (1),(2) | TeamViewer AG | $ | 358,496 | 0.2 | ||||||||
9,291 | (1),(2) | Zalando SE | 244,750 | 0.1 | |||||||||
10,271,326 | 6.5 | ||||||||||||
Hong Kong: 2.2% | |||||||||||||
313,000 | AIA Group Ltd. | 3,420,016 | 2.2 | ||||||||||
India: 5.3% | |||||||||||||
205,904 | (2) | Axis Bank Ltd. | 1,667,837 | 1.1 | |||||||||
103,902 | Housing Development Finance Corp. | 2,874,627 | 1.8 | ||||||||||
29,366 | Kotak Mahindra Bank Ltd. | 621,084 | 0.4 | ||||||||||
9,563 | Maruti Suzuki India Ltd. | 1,030,776 | 0.6 | ||||||||||
1,260,538 | NTPC Ltd. | 2,284,103 | 1.4 | ||||||||||
8,478,427 | 5.3 | ||||||||||||
Indonesia: 2.2% | |||||||||||||
4,606,300 | Bank Central Asia Tbk PT | 2,242,991 | 1.4 | ||||||||||
17,697,300 | Sarana Menara Nusantara Tbk PT | 1,307,462 | 0.8 | ||||||||||
3,550,453 | 2.2 | ||||||||||||
Italy: 1.4% | |||||||||||||
166,429 | Banca Mediolanum SpA | 1,098,053 | 0.7 | ||||||||||
6,588 | DiaSorin SpA | 866,396 | 0.5 | ||||||||||
25,448 | (2) | Ermenegildo Zegna Holditalia SpA | 268,476 | 0.2 | |||||||||
2,232,925 | 1.4 | ||||||||||||
Japan: 14.4% | |||||||||||||
38,600 | (3) | Chugai Pharmaceutical Co., Ltd. | 987,407 | 0.6 | |||||||||
61,800 | Daiichi Sankyo Co., Ltd. | 1,571,728 | 1.0 | ||||||||||
5,600 | Daikin Industries Ltd. | 899,131 | 0.6 | ||||||||||
2,800 | Disco Corp. | 666,293 | 0.4 | ||||||||||
59,000 | Fujitsu General Ltd. | 1,171,544 | 0.7 | ||||||||||
4,600 | Hikari Tsushin, Inc. | 472,888 | 0.3 | ||||||||||
16,800 | Hoshizaki Corp. | 500,739 | 0.3 | ||||||||||
1,900 | Keyence Corp. | 651,583 | 0.4 | ||||||||||
23,500 | Murata Manufacturing Co., Ltd. | 1,279,042 | 0.8 | ||||||||||
80,700 | Nippon Telegraph & Telephone Corp. | 2,318,767 | 1.5 | ||||||||||
58,900 | NTT Data Corp. | 817,110 | 0.5 | ||||||||||
71,500 | Otsuka Holdings Co. Ltd. | 2,552,315 | 1.6 | ||||||||||
77,300 | Outsourcing, Inc. | 591,231 | 0.4 | ||||||||||
42,300 | Pan Pacific International Holdings Corp. | 674,399 | 0.4 | ||||||||||
60,800 | Persol Holdings Co. Ltd. | 1,110,093 | 0.7 | ||||||||||
48,600 | Seven & I Holdings Co., Ltd. | 1,885,700 | 1.2 | ||||||||||
24,600 | Shimadzu Corp. | 779,710 | 0.5 | ||||||||||
14,200 | Sony Group Corp. | 1,158,106 | 0.7 | ||||||||||
43,200 | Stanley Electric Co., Ltd. | 709,204 | 0.5 | ||||||||||
28,500 | Suzuki Motor Corp. | 895,981 | 0.6 | ||||||||||
386,700 | Z Holdings Corp. | 1,124,552 | 0.7 | ||||||||||
22,817,523 | 14.4 | ||||||||||||
Netherlands: 7.2% | |||||||||||||
380 | (1),(2) | Adyen NV | 548,392 | 0.3 | |||||||||
35,139 | Akzo Nobel NV | 2,298,027 | 1.5 | ||||||||||
6,421 | ASML Holding NV | 3,033,537 | 1.9 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||
Netherlands: (continued) | |||||||||||||
57,053 | Koninklijke Philips NV | $ | 1,223,708 | 0.8 | |||||||||
1,905 | NXP Semiconductor NV — NXPI — US | 281,997 | 0.2 | ||||||||||
56,474 | Prosus NV | 3,656,913 | 2.3 | ||||||||||
4,222 | (1),(2) | Shop Apotheke Europe NV | 377,145 | 0.2 | |||||||||
11,419,719 | 7.2 | ||||||||||||
Philippines: 0.4% | |||||||||||||
39,995 | SM Investments Corp. | 569,127 | 0.4 | ||||||||||
Portugal: 1.9% | |||||||||||||
180,593 | Galp Energia SGPS SA | 2,113,126 | 1.3 | ||||||||||
40,966 | Jeronimo Martins SGPS SA | 888,079 | 0.6 | ||||||||||
3,001,205 | 1.9 | ||||||||||||
Russia: —% | |||||||||||||
5,115 | (2),(4) | TCS Group Holding PLC GDR | — | — | |||||||||
South Africa: 0.4% | |||||||||||||
5,720 | Capitec Bank Holdings Ltd. | 701,045 | 0.4 | ||||||||||
South Korea: 2.9% | |||||||||||||
1,163 | LG Household & Health Care Ltd. | 611,036 | 0.4 | ||||||||||
10,490 | NAVER Corp. | 1,956,664 | 1.2 | ||||||||||
44,931 | Samsung Electronics Co., Ltd. 005930 | 1,981,788 | 1.3 | ||||||||||
4,549,488 | 2.9 | ||||||||||||
Spain: 1.3% | |||||||||||||
18,023 | (2) | Amadeus IT Group SA | 1,009,187 | 0.6 | |||||||||
54,844 | Fluidra SA | 1,115,911 | 0.7 | ||||||||||
2,125,098 | 1.3 | ||||||||||||
Sweden: 1.9% | |||||||||||||
39,684 | Assa Abloy AB | 846,858 | 0.5 | ||||||||||
37,056 | Essity AB | 968,665 | 0.6 | ||||||||||
10,772 | (2) | Olink Holding AB ADR | 163,734 | 0.1 | |||||||||
82,753 | Swedbank AB | 1,049,523 | 0.7 | ||||||||||
3,028,780 | 1.9 | ||||||||||||
Switzerland: 8.6% | |||||||||||||
24,576 | Alcon, Inc. | 1,723,307 | 1.1 | ||||||||||
533 | Barry Callebaut AG | 1,192,545 | 0.7 | ||||||||||
52,452 | Julius Baer Group Ltd. | 2,433,253 | 1.5 | ||||||||||
3,184 | Lonza Group AG | 1,700,694 | 1.1 | ||||||||||
29,542 | Nestle SA | 3,452,655 | 2.2 | ||||||||||
1,826 | Partners Group | 1,649,055 | 1.0 | ||||||||||
6,189 | (1) | PolyPeptide Group AG | 423,294 | 0.3 | |||||||||
3,111 | Roche Holding AG-GENUSSCHEIN | 1,040,007 | 0.7 | ||||||||||
13,614,810 | 8.6 | ||||||||||||
Taiwan: 3.6% | |||||||||||||
354,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 5,673,329 | 3.6 |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||
Thailand: 0.7% | |||||||||||||
655,500 | CP ALL PCL — Foreign | $ | 1,113,610 | 0.7 | |||||||||
United Arab Emirates: 0.4% | |||||||||||||
262,456 | (1),(2) | Network International Holdings PLC | 603,193 | 0.4 | |||||||||
United Kingdom: 8.4% | |||||||||||||
13,731 | Ashtead Group PLC | 577,644 | 0.4 | ||||||||||
39,138 | AstraZeneca PLC ADR | 2,585,847 | 1.6 | ||||||||||
2,500 | (2) | Atlassian Corp. PLC | 468,500 | 0.3 | |||||||||
291,019 | (2) | boohoo Group PLC | 195,944 | 0.1 | |||||||||
124,132 | (1) | Bridgepoint Group PLC | 365,072 | 0.2 | |||||||||
49,380 | Burberry Group PLC | 990,636 | 0.6 | ||||||||||
6,803 | Linde PLC | 1,957,234 | 1.3 | ||||||||||
22,516 | London Stock Exchange Group PLC | 2,101,007 | 1.3 | ||||||||||
125,802 | Smith & Nephew PLC | 1,759,314 | 1.1 | ||||||||||
52,319 | Unilever PLC | 2,376,359 | 1.5 | ||||||||||
13,377,557 | 8.4 | ||||||||||||
United States: 1.4% | |||||||||||||
4,157 | Accenture PLC | 1,154,191 | 0.7 | ||||||||||
3,428 | Mastercard, Inc. — Class A | 1,081,466 | 0.7 | ||||||||||
2,235,657 | 1.4 | ||||||||||||
Total Common Stock (Cost $149,249,128) | 149,556,666 | 94.2 | |||||||||||
PREFERRED STOCK: 0.4% | |||||||||||||
Germany: 0.4% | |||||||||||||
1,889 | Sartorius AG | 662,982 | 0.4 | ||||||||||
Total Preferred Stock (Cost $569,159) | 662,982 | 0.4 | |||||||||||
Total Long-Term Investments (Cost $149,818,287) | 150,219,648 | 94.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 4.6% | |||||||||||||
Repurchase Agreements: 0.1% | |||||||||||||
217,092 | (5) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.49%, due 07/01/22 (Repurchase Amount $217,101, collateralized by various U.S. Government Securities, 0.000%–7.625%, Market Value plus accrued interest $221,434, due 07/26/22–02/15/50) (Cost $217,092) | 217,092 | 0.1 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 4.5% | |||||||||||||
7,108,450 | (6) | T. Rowe Price Government Reserve Fund, 1.340% (Cost $7,108,450) | $ | 7,108,450 | 4.5 | ||||||||
Total Short-Term Investments (Cost $7,325,542) | 7,325,542 | 4.6 | |||||||||||
Total Investments in Securities (Cost $157,143,829) | $ | 157,545,190 | 99.2 | ||||||||||
Assets in Excess of Other Liabilities | 1,249,784 | 0.8 | |||||||||||
Net Assets | $ | 158,794,974 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
ADR | American Depositary Receipt | |
GDR | Global 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) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(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, 2022. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 16.5 | % | ||||
Information Technology | 15.3 | |||||
Health Care | 14.9 | |||||
Consumer Discretionary | 13.9 | |||||
Industrials | 11.2 | |||||
Consumer Staples | 8.8 | |||||
Communication Services | 7.9 | |||||
Materials | 3.4 | |||||
Utilities | 1.4 | |||||
Energy | 1.3 | |||||
Short-Term Investments | 4.6 | |||||
Assets in Excess of Other Liabilities | 0.8 | |||||
Net Assets | 100.0 | % |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2022 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock | ||||||||||||||||
Austria | $ | — | $ | 13,773 | $ | — | $ | 13,773 | ||||||||
Brazil | 2,486,805 | — | — | 2,486,805 | ||||||||||||
Canada | 10,863,390 | — | — | 10,863,390 | ||||||||||||
China | 5,451,350 | 3,312,203 | — | 8,763,553 | ||||||||||||
Denmark | — | 1,087,863 | — | 1,087,863 | ||||||||||||
France | — | 13,557,994 | — | 13,557,994 | ||||||||||||
Germany | — | 10,271,326 | — | 10,271,326 | ||||||||||||
Hong Kong | — | 3,420,016 | — | 3,420,016 | ||||||||||||
India | — | 8,478,427 | — | 8,478,427 | ||||||||||||
Indonesia | — | 3,550,453 | — | 3,550,453 | ||||||||||||
Italy | 268,476 | 1,964,449 | — | 2,232,925 | ||||||||||||
Japan | — | 22,817,523 | — | 22,817,523 | ||||||||||||
Netherlands | 281,997 | 11,137,722 | — | 11,419,719 | ||||||||||||
Philippines | — | 569,127 | — | 569,127 | ||||||||||||
Portugal | — | 3,001,205 | — | 3,001,205 | ||||||||||||
Russia | — | — | — | — | ||||||||||||
South Africa | — | 701,045 | — | 701,045 | ||||||||||||
South Korea | — | 4,549,488 | — | 4,549,488 | ||||||||||||
Spain | — | 2,125,098 | — | 2,125,098 | ||||||||||||
Sweden | 163,734 | 2,865,046 | — | 3,028,780 | ||||||||||||
Switzerland | — | 13,614,810 | — | 13,614,810 | ||||||||||||
Taiwan | — | 5,673,329 | — | 5,673,329 | ||||||||||||
Thailand | — | 1,113,610 | — | 1,113,610 | ||||||||||||
United Arab Emirates | 603,193 | — | — | 603,193 | ||||||||||||
United Kingdom | 3,419,419 | 9,958,138 | — | 13,377,557 | ||||||||||||
United States | 2,235,657 | — | — | 2,235,657 | ||||||||||||
Total Common Stock | 25,774,021 | 123,782,645 | — | 149,556,666 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||||
Preferred Stock | $ | — | $ | 662,982 | $ | — | $ | 662,982 | ||||||||||||
Short-Term Investments | 7,108,450 | 217,092 | — | 7,325,542 | ||||||||||||||||
Total Investments, at fair value | $ | 32,882,471 | $ | 124,662,719 | $ | — | $ | 157,545,190 |
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 | $ | (1,074 | ) | ||
Total | $ | (1,074 | ) |
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 | $ | 130 | |||
Total | $ | 130 |
Cost for federal income tax purposes was $157,891,207. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 20,782,729 | ||
Gross Unrealized Depreciation | (21,058,032 | ) | ||
Net Unrealized Depreciation | $ | (275,303 | ) |
1 | At this meeting, a proposal was submitted to approve the Agreement and Plan of Reorganization (the “Agreement”) by and among each of Voya Investors Trust, on behalf of VY® T. Rowe Price International Stock Portfolio (“TRP International Stock Portfolio”), and Voya Variable Portfolios, Inc., on behalf of Voya International Index Portfolio (“International Index Portfolio”), providing for the reorganization of TRP International Stock Portfolio with and into International Index Portfolio. |
Proposal | Shares voted for | Shares voted against or withheld | Shares abstained | Broker non-vote | Total Shares Voted | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
VY® T. Rowe Price International Stock Portfolio | 1* | 8,197,198.750 | 398,646.766 | 622,167.707 | 0.000 | 9,218,013.223 |
* | Proposal Passed |
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 (0622-081922) |
| ■ Voya Balanced Income Portfolio ■ Voya High Yield Portfolio ■ Voya Large Cap Growth Portfolio ■ Voya Large Cap Value Portfolio | | | ■ Voya Limited Maturity Bond Portfolio ■ Voya U.S. Stock Index Portfolio ■ VY® CBRE Real Estate Portfolio (formerly, VY® Clarion Real Estate 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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| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Balanced Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 867.20 | | | | | | 1.20% | | | | | $ | 5.56 | | | | | $ | 1,000.00 | | | | | $ | 1,018.84 | | | | | | 1.20% | | | | | $ | 6.01 | | |
Class I | | | | | 1,000.00 | | | | | | 869.90 | | | | | | 0.60 | | | | | | 2.78 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 869.00 | | | | | | 0.85 | | | | | | 3.94 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 868.70 | | | | | | 1.00 | | | | | | 4.63 | | | | | | 1,000.00 | | | | | | 1,019.84 | | | | | | 1.00 | | | | | | 5.01 | | |
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 847.00 | | | | | | 1.08% | | | | | $ | 4.95 | | | | | $ | 1,000.00 | | | | | $ | 1,019.44 | | | | | | 1.08% | | | | | $ | 5.41 | | |
Class I | | | | | 1,000.00 | | | | | | 849.80 | | | | | | 0.48 | | | | | | 2.20 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S | | | | | 1,000.00 | | | | | | 848.50 | | | | | | 0.73 | | | | | | 3.35 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.73 | | | | | | 3.66 | | |
Class S2 | | | | | 1,000.00 | | | | | | 848.00 | | | | | | 0.88 | | | | | | 4.03 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 704.60 | | | | | | 1.27% | | | | | $ | 5.37 | | | | | $ | 1,000.00 | | | | | $ | 1,018.50 | | | | | | 1.27% | | | | | $ | 6.36 | | |
Class I | | | | | 1,000.00 | | | | | | 706.90 | | | | | | 0.67 | | | | | | 2.84 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 706.70 | | | | | | 0.67 | | | | | | 2.84 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class S | | | | | 1,000.00 | | | | | | 706.10 | | | | | | 0.92 | | | | | | 3.89 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 705.10 | | | | | | 1.07 | | | | | | 4.52 | | | | | | 1,000.00 | | | | | | 1,019.49 | | | | | | 1.07 | | | | | | 5.36 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 910.80 | | | | | | 1.24% | | | | | $ | 5.87 | | | | | $ | 1,000.00 | | | | | $ | 1,018.65 | | | | | | 1.24% | | | | | $ | 6.21 | | |
Class I | | | | | 1,000.00 | | | | | | 913.80 | | | | | | 0.64 | | | | | | 3.04 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class R6 | | | | | 1,000.00 | | | | | | 913.80 | | | | | | 0.64 | | | | | | 3.04 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class S | | | | | 1,000.00 | | | | | | 912.20 | | | | | | 0.89 | | | | | | 4.22 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 912.30 | | | | | | 1.04 | | | | | | 4.93 | | | | | | 1,000.00 | | | | | | 1,019.64 | | | | | | 1.04 | | | | | | 5.21 | | |
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 959.70 | | | | | | 0.88% | | | | | $ | 4.28 | | | | | $ | 1,000.00 | | | | | $ | 1,020.43 | | | | | | 0.88% | | | | | $ | 4.41 | | |
Class I | | | | | 1,000.00 | | | | | | 963.40 | | | | | | 0.28 | | | | | | 1.36 | | | | | | 1,000.00 | | | | | | 1,023.41 | | | | | | 0.28 | | | | | | 1.40 | | |
Class S | | | | | 1,000.00 | | | | | | 961.60 | | | | | | 0.53 | | | | | | 2.58 | | | | | | 1,000.00 | | | | | | 1,022.17 | | | | | | 0.53 | | | | | | 2.66 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 797.30 | | | | | | 0.80% | | | | | $ | 3.57 | | | | | $ | 1,000.00 | | | | | $ | 1,020.83 | | | | | | 0.80% | | | | | $ | 4.01 | | |
Class I | | | | | 1,000.00 | | | | | | 799.30 | | | | | | 0.27 | | | | | | 1.20 | | | | | | 1,000.00 | | | | | | 1,023.46 | | | | | | 0.27 | | | | | | 1.35 | | |
Class P2 | | | | | 1,000.00 | | | | | | 800.10 | | | | | | 0.15 | | | | | | 0.67 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 798.60 | | | | | | 0.51 | | | | | | 2.27 | | | | | | 1,000.00 | | | | | | 1,022.27 | | | | | | 0.51 | | | | | | 2.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 797.90 | | | | | | 0.67 | | | | | | 2.99 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
VY® CBRE Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 770.70 | | | | | | 1.28% | | | | | $ | 5.62 | | | | | $ | 1,000.00 | | | | | $ | 1,018.45 | | | | | | 1.28% | | | | | $ | 6.41 | | |
Class I | | | | | 1,000.00 | | | | | | 773.10 | | | | | | 0.68 | | | | | | 2.99 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.68 | | | | | | 3.41 | | |
Class S | | | | | 1,000.00 | | | | | | 772.10 | | | | | | 0.93 | | | | | | 4.09 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Class S2 | | | | | 1,000.00 | | | | | | 771.50 | | | | | | 1.08 | | | | | | 4.74 | | | | | | 1,000.00 | | | | | | 1,019.44 | | | | | | 1.08 | | | | | | 5.41 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 781.90 | | | | | | 1.47% | | | | | $ | 6.49 | | | | | $ | 1,000.00 | | | | | $ | 1,017.50 | | | | | | 1.47% | | | | | $ | 7.35 | | |
Class I | | | | | 1,000.00 | | | | | | 783.80 | | | | | | 0.87 | | | | | | 3.85 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 784.00 | | | | | | 0.87 | | | | | | 3.85 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class S | | | | | 1,000.00 | | | | | | 783.20 | | | | | | 1.12 | | | | | | 4.95 | | | | | | 1,000.00 | | | | | | 1,019.24 | | | | | | 1.12 | | | | | | 5.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 782.70 | | | | | | 1.27 | | | | | | 5.61 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.27 | | | | | | 6.36 | | |
| | | 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+* | | | | $ | 244,953,238 | | | | | $ | 382,015,232 | | | | | $ | 3,870,694,374 | | | | | $ | 483,787,224 | | |
Investments in affiliates at fair value** | | | | | 26,604,955 | | | | | | — | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 2,030,959 | | | | | | 43,916,348 | | | | | | 110,325,755 | | | | | | 10,369,352 | | |
Cash | | | | | 16,291,116 | | | | | | 1,686,252 | | | | | | 496,460 | | | | | | 123,538 | | |
Cash collateral for futures contracts | | | | | 316,512 | | | | | | — | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 320,000 | | | | | | — | | | | | | — | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | 260,000 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 230,096 | | | | | | — | | | | | | — | | | | | | 131,086 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 1,105,070 | | | | | | 92,705 | | | | | | 38,245,848 | | | | | | 181,375 | | |
Fund shares sold | | | | | — | | | | | | 83,752 | | | | | | 18,320,677 | | | | | | 182,948 | | |
Dividends | | | | | 121,718 | | | | | | — | | | | | | 703,428 | | | | | | 727,963 | | |
Interest | | | | | 766,817 | | | | | | 7,434,439 | | | | | | — | | | | | | — | | |
Foreign tax reclaims | | | | | 157,181 | | | | | | — | | | | | | 41,107 | | | | | | 200,134 | | |
Variation margin on futures contracts | | | | | 122,045 | | | | | | — | | | | | | — | | | | | | — | | |
Variation margin on centrally cleared swaps | | | | | 23,187 | | | | | | — | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 1,961,815 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 3,581 | | | | | | — | | | | | | 61,556 | | | | | | 7,504 | | |
Reimbursement due from Investment Adviser | | | | | 8,491 | | | | | | — | | | | | | 145,869 | | | | | | 95,011 | | |
Other assets | | | | | 18,467 | | | | | | 26,279 | | | | | | 210,670 | | | | | | 55,494 | | |
Total assets | | | | | 295,295,248 | | | | | | 435,255,007 | | | | | | 4,039,245,744 | | | | | | 495,861,629 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 16,586,811 | | | | | | — | | | | | | 9,884,302 | | | | | | — | | |
Payable for investments in affiliated underlying funds purchased | | | | | 123,550 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 844,457 | | | | | | 1,463,336 | | | | | | 56,996 | | | | | | 467,509 | | |
Payable upon receipt of securities loaned | | | | | 2,030,959 | | | | | | 27,840,629 | | | | | | 56,157,755 | | | | | | 5,135,352 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 1,995,517 | | | | | | — | | | | | | — | | | | | �� | — | | |
Unrealized depreciation on forward premium swaptions | | | | | 85,158 | | | | | | — | | | | | | — | | | | | | — | | |
Unrealized depreciation on OTC swap agreements | | | | | 14,514 | | | | | | — | | | | | | — | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | 460,000 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for unified fees | | | | | — | | | | | | 165,933 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 136,289 | | | | | | — | | | | | | 2,188,422 | | | | | | 305,827 | | |
Payable for distribution and shareholder service fees | | | | | 72,021 | | | | | | 73,282 | | | | | | 961,233 | | | | | | 28,817 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 18,467 | | | | | | 26,279 | | | | | | 210,670 | | | | | | 55,494 | | |
Payable for trustee fees | | | | | 756 | | | | | | — | | | | | | 12,130 | | | | | | 1,249 | | |
Other accrued expenses and liabilities | | | | | 47,091 | | | | | | — | | | | | | 665,823 | | | | | | 239,266 | | |
Written options, at fair value^ | | | | | 219,766 | | | | | | — | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 22,635,356 | | | | | | 29,569,459 | | | | | | 70,137,331 | | | | | | 6,233,514 | | |
NET ASSETS | | | | $ | 272,659,892 | | | | | $ | 405,685,548 | | | | | $ | 3,969,108,413 | | | | | $ | 489,628,115 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 268,812,155 | | | | | $ | 516,430,047 | | | | | $ | 2,998,771,523 | | | | | $ | 187,192,218 | | |
Total distributable earnings (loss) | | | | | 3,847,737 | | | | | | (110,744,499) | | | | | | 970,336,890 | | | | | | 302,435,897 | | |
NET ASSETS | | | | $ | 272,659,892 | | | | | $ | 405,685,548 | | | | | $ | 3,969,108,413 | | | | | $ | 489,628,115 | | |
+ Including securities loaned at value | | | | $ | 1,890,439 | | | | | $ | 27,139,911 | | | | | $ | 54,970,514 | | | | | $ | 5,001,816 | | |
* Cost of investments in securities | | | | $ | 265,575,996 | | | | | $ | 448,982,470 | | | | | $ | 4,386,999,574 | | | | | $ | 485,303,340 | | |
** Cost of investments in affiliates | | | | $ | 30,090,780 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 2,030,959 | | | | | $ | 43,919,309 | | | | | $ | 110,325,755 | | | | | $ | 10,369,352 | | |
‡ Cost of foreign currencies | | | | $ | 230,176 | | | | | $ | — | | | | | $ | — | | | | | $ | 137,957 | | |
^ Premiums received on written options | | | | $ | 177,572 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 52,451,464 | | | | | $ | 63,221,404 | | | | | $ | 1,378,912,944 | | | | | $ | 45,003,063 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,818,708 | | | | | | 7,690,346 | | | | | | 100,724,726 | | | | | | 3,614,719 | | |
Net asset value and redemption price per share | | | | $ | 9.01 | | | | | $ | 8.22 | | | | | $ | 13.69 | | | | | $ | 12.45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 6,451,359 | | | | | $ | 154,320,870 | | | | | $ | 1,321,119,065 | | | | | $ | 345,194,967 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 674,942 | | | | | | 18,758,488 | | | | | | 83,137,365 | | | | | | 26,906,523 | | |
Net asset value and redemption price per share | | | | $ | 9.56 | | | | | $ | 8.23 | | | | | $ | 15.89 | | | | | $ | 12.83 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 60,763,026 | | | | | $ | 72,669,471 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,820,373 | | | | | | 5,667,407 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 15.90 | | | | | $ | 12.82 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 210,541,703 | | | | | $ | 186,759,281 | | | | | $ | 1,167,809,465 | | | | | $ | 26,581,518 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 22,183,166 | | | | | | 22,718,115 | | | | | | 77,043,870 | | | | | | 2,113,976 | | |
Net asset value and redemption price per share | | | | $ | 9.49 | | | | | $ | 8.22 | | | | | $ | 15.16 | | | | | $ | 12.57 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,215,366 | | | | | $ | 1,383,993 | | | | | $ | 40,503,913 | | | | | $ | 179,096 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 339,960 | | | | | | 168,189 | | | | | | 2,713,894 | | | | | | 14,228 | | |
Net asset value and redemption price per share | | | | $ | 9.46 | | | | | $ | 8.23 | | | | | $ | 14.92 | | | | | $ | 12.59 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® CBRE Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 343,556,460 | | | | | $ | 6,302,450,761 | | | | | $ | 222,061,847 | | | | | $ | 493,499,694 | | |
Short-term investments at fair value† | | | | | 26,004,123 | | | | | | 385,391,713 | | | | | | 1,304,815 | | | | | | 28,202,720 | | |
Cash | | | | | 522,747 | | | | | | 2,247,231 | | | | | | — | | | | | | — | | |
Cash collateral for futures contracts | | | | | 576,050 | | | | | | 12,480,403 | | | | | | — | | | | | | 796,326 | | |
Foreign currencies at value‡ | | | | | — | | | | | | — | | | | | | — | | | | | | 139 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 6,762,541 | | | | | | — | | | | | | 1,742,892 | | | | | | 1,970,446 | | |
Fund shares sold | | | | | 13,033 | | | | | | 2,966,383 | | | | | | 563,770 | | | | | | 622,949 | | |
Dividends | | | | | 17,009 | | | | | | 5,113,681 | | | | | | 833,459 | | | | | | 443,688 | | |
Interest | | | | | 1,207,348 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | — | | | | | | 10,670 | | |
Variation margin on futures contracts | | | | | 166,495 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | — | | | | | | — | | | | | | 3,081 | | | | | | — | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 254,185 | | | | | | 49,137 | | | | | | — | | |
Other assets | | | | | 11,776 | | | | | | 162,678 | | | | | | 19,887 | | | | | | 22,844 | | |
Total assets | | | | | 378,837,582 | | | | | | 6,711,067,035 | | | | | | 226,578,888 | | | | | | 525,569,476 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,181,253 | | | | | | — | | | | | | 1,896,436 | | | | | | 7,775,295 | | |
Payable for fund shares redeemed | | | | | 1,098,765 | | | | | | 1,660,257 | | | | | | 27,442 | | | | | | 73,561 | | |
Payable upon receipt of securities loaned | | | | | 5,716,123 | | | | | | 174,198,713 | | | | | | 57,401 | | | | | | 7,618,771 | | |
Variation margin payable on futures contracts | | | | | — | | | | | | 1,889,853 | | | | | | — | | | | | | 99,936 | | |
Payable for unified fees | | | | | 85,892 | | | | | | 1,428,914 | | | | | | — | | | | | | 375,927 | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 146,611 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 20,306 | | | | | | 130,984 | | | | | | 59,288 | | | | | | 74,943 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 11,776 | | | | | | 162,678 | | | | | | 19,887 | | | | | | 22,844 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 676 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 137,737 | | | | | | — | | |
Total liabilities | | | | | 8,114,115 | | | | | | 179,471,399 | | | | | | 2,345,478 | | | | | | 16,041,277 | | |
NET ASSETS | | | | $ | 370,723,467 | | | | | $ | 6,531,595,636 | | | | | $ | 224,233,410 | | | | | $ | 509,528,199 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 389,410,983 | | | | | $ | 3,234,906,178 | | | | | $ | 175,319,805 | | | | | $ | 413,740,406 | | |
Total distributable earnings (loss) | | | | | (18,687,516) | | | | | | 3,296,689,458 | | | | | | 48,913,605 | | | | | | 95,787,793 | | |
NET ASSETS | | | | $ | 370,723,467 | | | | | $ | 6,531,595,636 | | | | | $ | 224,233,410 | | | | | $ | 509,528,199 | | |
+ Including securities loaned at value | | | | $ | 5,576,549 | | | | | $ | 170,264,074 | | | | | $ | 55,577 | | | | | $ | 7,424,313 | | |
* Cost of investments in securities | | | | $ | 354,938,839 | | | | | $ | 4,078,841,260 | | | | | $ | 232,048,120 | | | | | $ | 503,269,956 | | |
† Cost of short-term investments | | | | $ | 26,004,123 | | | | | $ | 385,391,713 | | | | | $ | 1,304,815 | | | | | $ | 28,202,720 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 139 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® CBRE Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 15,860,020 | | | | | $ | 77,842,606 | | | | | $ | 43,707,944 | | | | | $ | 106,462,551 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,679,539 | | | | | | 4,667,541 | | | | | | 1,307,065 | | | | | | 7,056,563 | | |
Net asset value and redemption price per share | | | | $ | 9.44 | | | | | $ | 16.68 | | | | | $ | 33.44 | | | | | $ | 15.09 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 295,903,687 | | | | | $ | 3,488,268,540 | | | | | $ | 8,900,157 | | | | | $ | 225,861,314 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 30,710,140 | | | | | | 199,557,214 | | | | | | 249,232 | | | | | | 13,539,902 | | |
Net asset value and redemption price per share | | | | $ | 9.64 | | | | | $ | 17.48 | | | | | $ | 35.71 | | | | | $ | 16.68 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,591,714,909 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 147,185,951 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 17.61 | | | | | | n/a | | | | | | n/a | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 85,132,826 | | |
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 | | | | | | 5,109,061 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 16.66 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 58,959,760 | | | | | $ | 228,047,320 | | | | | $ | 163,017,306 | | | | | $ | 85,937,901 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,073,161 | | | | | | 13,221,896 | | | | | | 4,578,854 | | | | | | 5,262,647 | | |
Net asset value and redemption price per share | | | | $ | 9.71 | | | | | $ | 17.25 | | | | | $ | 35.60 | | | | | $ | 16.33 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 145,722,261 | | | | | $ | 8,608,003 | | | | | $ | 6,133,607 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 8,582,867 | | | | | | 243,697 | | | | | | 381,860 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 16.98 | | | | | $ | 35.32 | | | | | $ | 16.06 | | |
| | | 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* | | | | $ | 1,587,584 | | | | | $ | 72,000 | | | | | $ | 14,068,105 | | | | | $ | 5,405,654 | | |
Dividends from affiliated underlying funds | | | | | 752,089 | | | | | | — | | | | | | — | | | | | | — | | |
Interest | | | | | 2,321,891 | | | | | | 13,905,761 | | | | | | 269 | | | | | | 411 | | |
Securities lending income, net | | | | | 12,594 | | | | | | 85,032 | | | | | | 37,187 | | | | | | 6,058 | | |
Total investment income | | | | | 4,674,158 | | | | | | 14,062,793 | | | | | | 14,105,561 | | | | | | 5,412,123 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 824,338 | | | | | | — | | | | | | 15,636,680 | | | | | | 1,855,108 | | |
Unified fees | | | | | — | | | | | | 1,137,568 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 176,027 | | | | | | 214,400 | | | | | | 5,020,056 | | | | | | 149,792 | | |
Class S | | | | | 288,150 | | | | | | 271,149 | | | | | | 1,785,971 | | | | | | 36,549 | | |
Class S2 | | | | | 7,153 | | | | | | 4,447 | | | | | | 103,168 | | | | | | 383 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 7,308 | | | | | | — | | | | | | 254,124 | | | | | | 28,762 | | |
Class I | | | | | 870 | | | | | | — | | | | | | 240,700 | | | | | | 214,536 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 48 | | | | | | 43 | | |
Class S | | | | | 28,713 | | | | | | — | | | | | | 216,913 | | | | | | 16,842 | | |
Class S2 | | | | | 446 | | | | | | — | | | | | | 7,826 | | | | | | 110 | | |
Shareholder reporting expense | | | | | 6,384 | | | | | | — | | | | | | 54,843 | | | | | | 22,450 | | |
Professional fees | | | | | 9,050 | | | | | | — | | | | | | 93,215 | | | | | | 10,296 | | |
Custody and accounting expense | | | | | 49,482 | | | | | | — | | | | | | 264,260 | | | | | | 36,370 | | |
Trustee fees and expenses | | | | | 3,778 | | | | | | 14,956 | | | | | | 60,651 | | | | | | 6,246 | | |
Miscellaneous expense | | | | | 8,320 | | | | | | — | | | | | | 105,152 | | | | | | 14,444 | | |
Interest expense | | | | | 1,321 | | | | | | — | | | | | | — | | | | | | — | | |
Total expenses | | | | | 1,411,340 | | | | | | 1,642,520 | | | | | | 23,843,607 | | | | | | 2,391,931 | | |
Waived and reimbursed fees | | | | | (34,901) | | | | | | (34,827) | | | | | | (756,332) | | | | | | (613,722) | | |
Net expenses | | | | | 1,376,439 | | | | | | 1,607,693 | | | | | | 23,087,275 | | | | | | 1,778,209 | | |
Net investment income (loss) | | | | | 3,297,719 | | | | | | 12,455,100 | | | | | | (8,981,714) | | | | | | 3,633,914 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (576,386) | | | | | | (420,990) | | | | | | (65,976,637) | | | | | | 7,771,960 | | |
Sale of affiliated underlying funds | | | | | (1,020,044) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (175,392) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 47,296 | | | | | | — | | | | | | — | | | | | | 27,407 | | |
Futures | | | | | (2,194,291) | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | (686,457) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 842,864 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | (3,762,410) | | | | | | (420,990) | | | | | | (65,976,637) | | | | | | 7,799,367 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (39,528,285) | | | | | | (87,073,801) | | | | | | (1,631,180,960) | | | | | | (59,549,013) | | |
Affiliated underlying funds | | | | | (2,369,138) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (3,046) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (12,354) | | | | | | — | | | | | | — | | | | | | (14,178) | | |
Futures | | | | | (153,082) | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 29,903 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (111,977) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (42,147,979) | | | | | | (87,073,801) | | | | | | (1,631,180,960) | | | | | | (59,563,191) | | |
Net realized and unrealized loss | | | | | (45,910,389) | | | | | | (87,494,791) | | | | | | (1,697,157,597) | | | | | | (51,763,824) | | |
Decrease in net assets resulting from operations | | | | $ | (42,612,670) | | | | | $ | (75,039,691) | | | | | $ | (1,706,139,311) | | | | | $ | (48,129,910) | | |
* Foreign taxes withheld | | | | $ | 50,108 | | | | | $ | — | | | | | $ | 22,483 | | | | | $ | 5,521 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® CBRE Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 30,015 | | | | | $ | 55,838,825 | | | | | $ | 2,981,243 | | | | | $ | 3,393,795 | | |
Interest | | | | | 3,448,827 | | | | | | — | | | | | | 16 | | | | | | 136 | | |
Securities lending income, net | | | | | 40,672 | | | | | | 55,937 | | | | | | 466 | | | | | | 33,096 | | |
Total investment income | | | | | 3,519,514 | | | | | | 55,894,762 | | | | | | 2,981,725 | | | | | | 3,427,027 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | — | | | | | | 1,122,774 | | | | | | — | | |
Unified fees | | | | | 538,412 | | | | | | 9,711,268 | | | | | | — | | | | | | 2,546,610 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 48,025 | | | | | | 230,477 | | | | | | 157,164 | | | | | | 365,866 | | |
Class S | | | | | 80,482 | | | | | | 327,465 | | | | | | 243,183 | | | | | | 127,699 | | |
Class S2 | | | | | — | | | | | | 323,564 | | | | | | 22,480 | | | | | | 15,250 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 33,207 | | | | | | — | | |
Class I | | | | | — | | | | | | — | | | | | | 6,413 | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | 123,292 | | | | | | — | | |
Class S2 | | | | | — | | | | | | — | | | | | | 7,124 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 14,242 | | | | | | — | | |
Professional fees | | | | | — | | | | | | — | | | | | | 6,878 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 17,195 | | | | | | — | | |
Trustee fees and expenses | | | | | 12,038 | | | | | | 238,321 | | | | | | 4,513 | | | | | | 19,362 | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 7,371 | | | | | | — | | |
Interest expense | | | | | — | | | | | | 1,001 | | | | | | 26 | | | | | | — | | |
Total expenses | | | | | 678,957 | | | | | | 10,832,096 | | | | | | 1,765,862 | | | | | | 3,074,787 | | |
Waived and reimbursed fees | | | | | — | | | | | | (1,758,299) | | | | | | (423,809) | | | | | | — | | |
Brokerage commission recapture | | | | | — | | | | | | — | | | | | | (1,790) | | | | | | (14,005) | | |
Net expenses | | | | | 678,957 | | | | | | 9,073,797 | | | | | | 1,340,263 | | | | | | 3,060,782 | | |
Net investment income | | | | | 2,840,557 | | | | | | 46,820,965 | | | | | | 1,641,462 | | | | | | 366,245 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (4,807,458) | | | | | | 395,033,880 | | | | | | 18,162,378 | | | | | | 12,671,350 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (5) | | | | | | — | | |
Futures | | | | | (2,114,828) | | | | | | (17,982,000) | | | | | | — | | | | | | (1,975,101) | | |
Net realized gain (loss) | | | | | (6,922,286) | | | | | | 377,051,880 | | | | | | 18,162,373 | | | | | | 10,696,249 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (10,770,770) | | | | | | (2,081,982,374) | | | | | | (89,093,494) | | | | | | (156,151,547) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | 25 | | | | | | — | | |
Futures | | | | | (242,170) | | | | | | (9,870,072) | | | | | | — | | | | | | (460,770) | | |
Net change in unrealized appreciation (depreciation) | | | | | (11,012,940) | | | | | | (2,091,852,446) | | | | | | (89,093,469) | | | | | | (156,612,317) | | |
Net realized and unrealized loss | | | | | (17,935,226) | | | | | | (1,714,800,566) | | | | | | (70,931,096) | | | | | | (145,916,068) | | |
Decrease in net assets resulting from operations | | | | $ | (15,094,669) | | | | | $ | (1,667,979,601) | | | | | $ | (69,289,634) | | | | | $ | (145,549,823) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 13,599 | | | | | $ | 15,777 | | | | | $ | 12,833 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,297,719 | | | | | $ | 6,743,015 | | | | | $ | 12,455,100 | | | | | $ | 25,757,698 | | |
Net realized gain (loss) | | | | | (3,762,410) | | | | | | 35,546,012 | | | | | | (420,990) | | | | | | 15,208,199 | | |
Net change in unrealized appreciation (depreciation) | | | | | (42,147,979) | | | | | | (12,784,123) | | | | | | (87,073,801) | | | | | | (15,074,437) | | |
Increase (decrease) in net assets resulting from operations | | | | | (42,612,670) | | | | | | 29,504,904 | | | | | | (75,039,691) | | | | | | 25,891,460 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,409,617) | | | | | | (1,701,784) | | | | | | (3,613,459) | | |
Class I | | | | | — | | | | | | (209,798) | | | | | | (4,668,865) | | | | | | (9,789,069) | | |
Class S | | | | | — | | | | | | (6,192,671) | | | | | | (5,547,972) | | | | | | (12,506,127) | | |
Class S2 | | | | | — | | | | | | (93,865) | | | | | | (54,592) | | | | | | (143,803) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (135,496) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (324,502) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (434,273) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (5,123) | | |
Total distributions | | | | | — | | | | | | (7,905,951) | | | | | | (11,973,213) | | | | | | (26,951,852) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,698,374 | | | | | | 10,679,554 | | | | | | 11,731,560 | | | | | | 38,328,906 | | |
Reinvestment of distributions | | | | | — | | | | | | 7,905,951 | | | | | | 11,973,213 | | | | | | 26,951,852 | | |
| | | | | 6,698,374 | | | | | | 18,585,505 | | | | | | 23,704,773 | | | | | | 65,280,758 | | |
Cost of shares redeemed | | | | | (25,172,372) | | | | | | (52,621,761) | | | | | | (46,934,861) | | | | | | (89,322,737) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (18,473,998) | | | | | | (34,036,256) | | | | | | (23,230,088) | | | | | | (24,041,979) | | |
Net decrease in net assets | | | | | (61,086,668) | | | | | | (12,437,303) | | | | | | (110,242,992) | | | | | | (25,102,371) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 333,746,560 | | | | | | 346,183,863 | | | | | | 515,928,540 | | | | | | 541,030,911 | | |
End of year or period | | | | $ | 272,659,892 | | | | | $ | 333,746,560 | | | | | $ | 405,685,548 | | | | | $ | 515,928,540 | | |
| | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | (8,981,714) | | | | | $ | (22,229,766) | | | | | $ | 3,633,914 | | | | | $ | 10,372,909 | | |
Net realized gain (loss) | | | | | (65,976,637) | | | | | | 1,604,384,633 | | | | | | 7,799,367 | | | | | | 314,513,567 | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,631,180,960) | | | | | | (524,394,925) | | | | | | (59,563,191) | | | | | | (93,894,109) | | |
Increase (decrease) in net assets resulting from operations | | | | | (1,706,139,311) | | | | | | 1,057,759,942 | | | | | | (48,129,910) | | | | | | 230,992,367 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (429,952,557) | | | | | | — | | | | | | (1,581,277) | | |
Class I | | | | | — | | | | | | (350,150,390) | | | | | | — | | | | | | (13,251,427) | | |
Class R6 | | | | | — | | | | | | (16,669,588) | | | | | | — | | | | | | (387,396) | | |
Class S | | | | | — | | | | | | (344,904,423) | | | | | | — | | | | | | (9,120,566) | | |
Class S2 | | | | | — | | | | | | (12,028,880) | | | | | | — | | | | | | (6,040) | | |
Total distributions | | | | | — | | | | | | (1,153,705,838) | | | | | | — | | | | | | (24,346,706) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 48,176,335 | | | | | | 107,613,864 | | | | | | 84,751,562 | | | | | | 28,627,367 | | |
Reinvestment of distributions | | | | | — | | | | | | 1,153,705,838 | | | | | | — | | | | | | 24,346,706 | | |
| | | | | 48,176,335 | | | | | | 1,261,319,702 | | | | | | 84,751,562 | | | | | | 52,974,073 | | |
Cost of shares redeemed | | | | | (344,619,883) | | | | | | (1,724,612,567) | | | | | | (30,178,931) | | | | | | (765,388,438) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (296,443,548) | | | | | | (463,292,865) | | | | | | 54,572,631 | | | | | | (712,414,365) | | |
Net increase (decrease) in net assets | | | | | (2,002,582,859) | | | | | | (559,238,761) | | | | | | 6,442,721 | | | | | | (505,768,704) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 5,971,691,272 | | | | | | 6,530,930,033 | | | | | | 483,185,394 | | | | | | 988,954,098 | | |
End of year or period | | | | $ | 3,969,108,413 | | | | | $ | 5,971,691,272 | | | | | $ | 489,628,115 | | | | | $ | 483,185,394 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,840,557 | | | | | $ | 4,057,432 | | | | | $ | 46,820,965 | | | | | $ | 93,258,213 | | |
Net realized gain (loss) | | | | | (6,922,286) | | | | | | 466,485 | | | | | | 377,051,880 | | | | | | 676,633,780 | | |
Net change in unrealized appreciation (depreciation) | | | | | (11,012,940) | | | | | | (4,697,587) | | | | | | (2,091,852,446) | | | | | | 1,241,316,185 | | |
Increase (decrease) in net assets resulting from operations | | | | | (15,094,669) | | | | | | (173,670) | | | | | | (1,667,979,601) | | | | | | 2,011,208,178 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (54,964) | | | | | | (154,223) | | | | | | — | | | | | | (10,440,961) | | |
Class I | | | | | (1,967,583) | | | | | | (5,247,269) | | | | | | — | | | | | | (453,677,922) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | (309,410,092) | | |
Class S | | | | | (329,898) | | | | | | (1,015,514) | | | | | | — | | | | | | (29,892,766) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (17,679,101) | | |
Total distributions | | | | | (2,352,445) | | | | | | (6,417,006) | | | | | | — | | | | | | (821,100,842) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 24,688,288 | | | | | | 103,680,258 | | | | | | 690,261,235 | | | | | | 1,127,258,843 | | |
Reinvestment of distributions | | | | | 2,352,445 | | | | | | 6,414,934 | | | | | | — | | | | | | 821,100,842 | | |
| | | | | 27,040,733 | | | | | | 110,095,192 | | | | | | 690,261,235 | | | | | | 1,948,359,685 | | |
Cost of shares redeemed | | | | | (54,778,042) | | | | | | (106,718,859) | | | | | | (1,216,531,783) | | | | | | (2,112,087,904) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (27,737,309) | | | | | | 3,376,333 | | | | | | (526,270,548) | | | | | | (163,728,219) | | |
Net increase (decrease) in net assets | | | | | (45,184,423) | | | | | | (3,214,343) | | | | | | (2,194,250,149) | | | | | | 1,026,379,117 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 415,907,890 | | | | | | 419,122,233 | | | | | | 8,725,845,785 | | | | | | 7,699,466,668 | | |
End of year or period | | | | $ | 370,723,467 | | | | | $ | 415,907,890 | | | | | $ | 6,531,595,636 | | | | | $ | 8,725,845,785 | | |
| | | VY® CBRE Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 1,641,462 | | | | | $ | 3,654,427 | | | | | $ | 366,245 | | | | | $ | (78,894) | | |
Net realized gain | | | | | 18,162,373 | | | | | | 59,330,382 | | | | | | 10,696,249 | | | | | | 103,656,118 | | |
Net change in unrealized appreciation (depreciation) | | | | | (89,093,469) | | | | | | 53,814,243 | | | | | | (156,612,317) | | | | | | 7,023,898 | | |
Increase (decrease) in net assets resulting from operations | | | | | (69,289,634) | | | | | | 116,799,052 | | | | | | (145,549,823) | | | | | | 110,601,122 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (866,071) | | | | | | — | | | | | | (7,449,294) | | |
Class I | | | | | — | | | | | | (178,785) | | | | | | — | | | | | | (14,055,559) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (6,530,307) | | |
Class S | | | | | — | | | | | | (3,474,168) | | | | | | — | | | | | | (6,508,589) | | |
Class S2 | | | | | — | | | | | | (193,147) | | | | | | — | | | | | | (428,894) | | |
Total distributions | | | | | — | | | | | | (4,712,171) | | | | | | — | | | | | | (34,972,643) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 7,806,863 | | | | | | 18,272,772 | | | | | | 51,104,945 | | | | | | 159,746,121 | | |
Reinvestment of distributions | | | | | — | | | | | | 4,712,171 | | | | | | — | | | | | | 34,972,643 | | |
| | | | | 7,806,863 | | | | | | 22,984,943 | | | | | | 51,104,945 | | | | | | 194,718,764 | | |
Cost of shares redeemed | | | | | (30,898,039) | | | | | | (66,187,534) | | | | | | (81,599,179) | | | | | | (173,565,349) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (23,091,176) | | | | | | (43,202,591) | | | | | | (30,494,234) | | | | | | 21,153,415 | | |
Net increase (decrease) in net assets | | | | | (92,380,810) | | | | | | 68,884,290 | | | | | | (176,044,057) | | | | | | 96,781,894 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 316,614,220 | | | | | | 247,729,930 | | | | | | 685,572,256 | | | | | | 588,790,362 | | |
End of year or period | | | | $ | 224,233,410 | | | | | $ | 316,614,220 | | | | | $ | 509,528,199 | | | | | $ | 685,572,256 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.39 | | | | | | 0.09• | | | | | | (1.47) | | | | | | (1.38) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.01 | | | | | | (13.28) | | | | | | 1.23 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.91 | | | | | | 52,451 | | | | | | 47 | | |
12-31-21 | | | | | 9.77 | | | | | | 0.17• | | | | | | 0.67 | | | | | | 0.84 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.39 | | | | | | 8.65 | | | | | | 1.22 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.69 | | | | | | 65,611 | | | | | | 133 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.99 | | | | | | 0.13• | | | | | | (1.56) | | | | | | (1.43) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.56 | | | | | | (13.01) | | | | | | 0.63 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.51 | | | | | | 6,451 | | | | | | 47 | | |
12-31-21 | | | | | 10.31 | | | | | | 0.25• | | | | | | 0.71 | | | | | | 0.96 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.99 | | | | | | 9.42 | | | | | | 0.62 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.29 | | | | | | 7,878 | | | | | | 133 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.92 | | | | | | 0.11• | | | | | | (1.54) | | | | | | (1.43) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.49 | | | | | | (13.10) | | | | | | 0.88 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.26 | | | | | | 210,542 | | | | | | 47 | | |
12-31-21 | | | | | 10.25 | | | | | | 0.22• | | | | | | 0.70 | | | | | | 0.92 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.92 | | | | | | 9.09 | | | | | | 0.87 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.04 | | | | | | 256,146 | | | | | | 133 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.89 | | | | | | 0.11• | | | | | | (1.54) | | | | | | (1.43) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.46 | | | | | | (13.13) | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.11 | | | | | | 3,215 | | | | | | 47 | | |
12-31-21 | | | | | 10.22 | | | | | | 0.20• | | | | | | 0.70 | | | | | | 0.90 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.89 | | | | | | 8.88 | | | | | | 1.02 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.89 | | | | | | 4,112 | | | | | | 133 | | |
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 | | |
Voya High Yield Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 9.94 | | | | | | 0.23• | | | | | | (1.73) | | | | | | (1.50) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.22 | | | | | | (15.30) | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 4.98 | | | | | | 63,221 | | | | | | 7 | | |
12-31-21 | | | | | 9.96 | | | | | | 0.45• | | | | | | 0.01 | | | | | | 0.46 | | | | | | 0.46 | | | | | | — | | | | | | 0.02 | | | | | | 0.48 | | | | | | — | | | | | | 9.94 | | | | | | 4.65 | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 4.52 | | | | | | 79,216 | | | | | | 63 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 9.95 | | | | | | 0.26• | | | | | | (1.73) | | | | | | (1.47) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.23 | | | | | | (15.02) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.58 | | | | | | 154,321 | | | | | | 7 | | |
12-31-21 | | | | | 9.97 | | | | | | 0.51• | | | | | | 0.01 | | | | | | 0.52 | | | | | | 0.52 | | | | | | — | | | | | | 0.02 | | | | | | 0.54 | | | | | | — | | | | | | 9.95 | | | | | | 5.28 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.12 | | | | | | 189,224 | | | | | | 63 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 9.94 | | | | | | 0.24• | | | | | | (1.73) | | | | | | (1.49) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.22 | | | | | | (15.15) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.32 | | | | | | 186,759 | | | | | | 7 | | |
12-31-21 | | | | | 9.96 | | | | | | 0.48• | | | | | | 0.01 | | | | | | 0.49 | | | | | | 0.49 | | | | | | — | | | | | | 0.02 | | | | | | 0.51 | | | | | | — | | | | | | 9.94 | | | | | | 5.01 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 4.87 | | | | | | 244,800 | | | | | | 63 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 9.95 | | | | | | 0.24• | | | | | | (1.73) | | | | | | (1.49) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.23 | | | | | | (15.20) | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.11 | | | | | | 1,384 | | | | | | 7 | | |
12-31-21 | | | | | 9.97 | | | | | | 0.47• | | | | | | 0.01 | | | | | | 0.48 | | | | | | 0.48 | | | | | | — | | | | | | 0.02 | | | | | | 0.50 | | | | | | — | | | | | | 9.95 | | | | | | 4.86 | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 4.72 | | | | | | 2,688 | | | | | | 63 | | |
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 | | |
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 19.43 | | | | | | (0.06)• | | | | | | (5.68) | | | | | | (5.74) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.69 | | | | | | (29.54) | | | | | | 1.30 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.69) | | | | | | 1,378,913 | | | | | | 30 | | |
12-31-21 | | | | | 20.45 | | | | | | (0.14)• | | | | | | 3.76 | | | | | | 3.62 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 19.43 | | | | | | 18.89 | | | | | | 1.30 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.68) | | | | | | 2,085,856 | | | | | | 72 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 22.48 | | | | | | (0.01)• | | | | | | (6.58) | | | | | | (6.59) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.89 | | | | | | (29.31) | | | | | | 0.70 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.09) | | | | | | 1,321,119 | | | | | | 30 | | |
12-31-21 | | | | | 22.90 | | | | | | (0.02)• | | | | | | 4.24 | | | | | | 4.22 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 22.48 | | | | | | 19.55 | | | | | | 0.70 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.07) | | | | | | 1,937,889 | | | | | | 72 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 22.50 | | | | | | (0.01)• | | | | | | (6.59) | | | | | | (6.60) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.90 | | | | | | (29.33) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.09) | | | | | | 60,763 | | | | | | 30 | | |
12-31-21 | | | | | 22.91 | | | | | | (0.02)• | | | | | | 4.25 | | | | | | 4.23 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 22.50 | | | | | | 19.58 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.08) | | | | | | 95,588 | | | | | | 72 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.47 | | | | | | (0.03)• | | | | | | (6.28) | | | | | | (6.31) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.16 | | | | | | (29.39) | | | | | | 0.95 | | | | | | 0.92 | | | | | | 0.92 | | | | | | (0.34) | | | | | | 1,167,809 | | | | | | 30 | | |
12-31-21 | | | | | 22.10 | | | | | | (0.07)• | | | | | | 4.08 | | | | | | 4.01 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 21.47 | | | | | | 19.28 | | | | | | 0.95 | | | | | | 0.92 | | | | | | 0.92 | | | | | | (0.33) | | | | | | 1,787,956 | | | | | | 72 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.16 | | | | | | (0.04)• | | | | | | (6.20) | | | | | | (6.24) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.92 | | | | | | (29.49) | | | | | | 1.10 | | | | | | 1.07 | | | | | | 1.07 | | | | | | (0.48) | | | | | | 40,504 | | | | | | 30 | | |
12-31-21 | | | | | 21.87 | | | | | | (0.10)• | | | | | | 4.03 | | | | | | 3.93 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 4.64 | | | | | | — | | | | | | 21.16 | | | | | | 19.10 | | | | | | 1.10 | | | | | | 1.07 | | | | | | 1.07 | | | | | | (0.48) | | | | | | 64,403 | | | | | | 72 | | |
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 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.67 | | | | | | 0.06• | | | | | | (1.28) | | | | | | (1.22) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.45 | | | | | | (8.92) | | | | | | 1.50 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 0.92 | | | | | | 45,003 | | | | | | 38 | | |
12-31-21 | | | | | 11.16 | | | | | | 0.08• | | | | | | 2.83 | | | | | | 2.91 | | | | | | 0.22 | | | | | | 0.18 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 13.67 | | | | | | 26.24 | | | | | | 1.42 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 0.66 | | | | | | 52,418 | | | | | | 82 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 14.04 | | | | | | 0.10• | | | | | | (1.31) | | | | | | (1.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.83 | | | | | | (8.62) | | | | | | 0.90 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.53 | | | | | | 345,195 | | | | | | 38 | | |
12-31-21 | | | | | 11.45 | | | | | | 0.17• | | | | | | 2.90 | | | | | | 3.07 | | | | | | 0.30 | | | | | | 0.18 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 14.04 | | | | | | 26.99 | | | | | | 0.82 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.26 | | | | | | 386,934 | | | | | | 82 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 14.03 | | | | | | 0.11• | | | | | | (1.32) | | | | | | (1.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.82 | | | | | | (8.62) | | | | | | 0.78 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.69 | | | | | | 72,669 | | | | | | 38 | | |
12-31-21 | | | | | 11.44 | | | | | | 0.19• | | | | | | 2.88 | | | | | | 3.07 | | | | | | 0.30 | | | | | | 0.18 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 14.03 | | | | | | 27.02 | | | | | | 0.76 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.41 | | | | | | 12,976 | | | | | | 82 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.78 | | | | | | 0.09• | | | | | | (1.30) | | | | | | (1.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.57 | | | | | | (8.78) | | | | | | 1.15 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.27 | | | | | | 26,582 | | | | | | 38 | | |
12-31-21 | | | | | 11.25 | | | | | | 0.13• | | | | | | 2.85 | | | | | | 2.98 | | | | | | 0.27 | | | | | | 0.18 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.78 | | | | | | 26.67 | | | | | | 1.07 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.99 | | | | | | 30,661 | | | | | | 82 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.80 | | | | | | 0.08• | | | | | | (1.29) | | | | | | (1.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.59 | | | | | | (8.77) | | | | | | 1.30 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.13 | | | | | | 179 | | | | | | 38 | | |
12-31-21 | | | | | 11.27 | | | | | | 0.11• | | | | | | 2.85 | | | | | | 2.96 | | | | | | 0.25 | | | | | | 0.18 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 13.80 | | | | | | 26.43 | | | | | | 1.22 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.87 | | | | | | 196 | | | | | | 82 | | |
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 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 9.87 | | | | | | 0.05• | | | | | | (0.45) | | | | | | (0.40) | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 9.44 | | | | | | (4.03) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.95 | | | | | | 15,860 | | | | | | 130 | | |
12-31-21 | | | | | 10.03 | | | | | | 0.05• | | | | | | (0.10) | | | | | | (0.05) | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.87 | | | | | | (0.55) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.47 | | | | | | 14,958 | | | | | | 253 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.07 | | | | | | 0.07• | | | | | | (0.44) | | | | | | (0.37) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.64 | | | | | | (3.66) | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.53 | | | | | | 295,904 | | | | | | 130 | | |
12-31-21 | | | | | 10.23 | | | | | | 0.11• | | | | | | (0.10) | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.07 | | | | | | 0.08 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.06 | | | | | | 329,913 | | | | | | 253 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.15 | | | | | | 0.06• | | | | | | (0.45) | | | | | | (0.39) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.71 | | | | | | (3.84) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.27 | | | | | | 58,960 | | | | | | 130 | | |
12-31-21 | | | | | 10.31 | | | | | | 0.08• | | | | | | (0.10) | | | | | | (0.02) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 10.15 | | | | | | (0.16) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.82 | | | | | | 71,037 | | | | | | 253 | | |
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 | | |
Voya U.S. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 20.92 | | | | | | 0.07• | | | | | | (4.31) | | | | | | (4.24) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.68 | | | | | | (20.27) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.70 | | | | | | 77,843 | | | | | | 1 | | |
12-31-21 | | | | | 18.21 | | | | | | 0.12• | | | | | | 4.72 | | | | | | 4.84 | | | | | | 0.11 | | | | | | 2.02 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 20.92 | | | | | | 27.66 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 0.61 | | | | | | 99,373 | | | | | | 3 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.87 | | | | | | 0.12• | | | | | | (4.51) | | | | | | (4.39) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.48 | | | | | | (20.07) | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.23 | | | | | | 3,488,269 | | | | | | 1 | | |
12-31-21 | | | | | 18.94 | | | | | | 0.23• | | | | | | 4.95 | | | | | | 5.18 | | | | | | 0.23 | | | | | | 2.02 | | | | | | — | | | | | | 2.25 | | | | | | — | | | | | | 21.87 | | | | | | 28.37 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.14 | | | | | | 4,525,779 | | | | | | 3 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 22.01 | | | | | | 0.13• | | | | | | (4.53) | | | | | | (4.40) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.61 | | | | | | (19.99) | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.34 | | | | | | 2,591,715 | | | | | | 1 | | |
12-31-21 | | | | | 19.03 | | | | | | 0.26• | | | | | | 4.97 | | | | | | 5.23 | | | | | | 0.23 | | | | | | 2.02 | | | | | | — | | | | | | 2.25 | | | | | | — | | | | | | 22.01 | | | | | | 28.50 | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.25 | | | | | | 3,615,635 | | | | | | 3 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.60 | | | | | | 0.10• | | | | | | (4.45) | | | | | | (4.35) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.25 | | | | | | (20.14) | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.01 | | | | | | 228,047 | | | | | | 1 | | |
12-31-21 | | | | | 18.74 | | | | | | 0.18• | | | | | | 4.88 | | | | | | 5.06 | | | | | | 0.18 | | | | | | 2.02 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 21.60 | | | | | | 28.02 | | | | | | 0.51 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.90 | | | | | | 303,248 | | | | | | 3 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.28 | | | | | | 0.08• | | | | | | (4.38) | | | | | | (4.30) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.98 | | | | | | (20.21) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.81 | | | | | | 145,722 | | | | | | 1 | | |
12-31-21 | | | | | 18.49 | | | | | | 0.15• | | | | | | 4.81 | | | | | | 4.96 | | | | | | 0.15 | | | | | | 2.02 | | | | | | — | | | | | | 2.17 | | | | | | — | | | | | | 21.28 | | | | | | 27.85 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.74 | | | | | | 181,812 | | | | | | 3 | | |
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 | | |
VY® CBRE Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 43.39 | | | | | | 0.18• | | | | | | (10.13) | | | | | | (9.95) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 33.44 | | | | | | (22.93) | | | | | | 1.60 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 43,708 | | | | | | 33 | | |
12-31-21 | | | | | 29.09 | | | | | | 0.37• | | | | | | 14.50 | | | | | | 14.87 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 43.39 | | | | | | 51.46 | | | | | | 1.62 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.02 | | | | | | 63,318 | | | | | | 67 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 46.19 | | | | | | 0.32• | | | | | | (10.80) | | | | | | (10.48) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 35.71 | | | | | | (22.69) | | | | | | 1.00 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.59 | | | | | | 8,900 | | | | | | 33 | | |
12-31-21 | | | | | 30.88 | | | | | | 0.62• | | | | | | 15.41 | | | | | | 16.03 | | | | | | 0.72 | | | | | | — | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 46.19 | | | | | | 52.34 | | | | | | 1.02 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.65 | | | | | | 11,745 | | | | | | 67 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 46.11 | | | | | | 0.26• | | | | | | (10.77) | | | | | | (10.51) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 35.60 | | | | | | (22.79) | | | | | | 1.25 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.29 | | | | | | 163,017 | | | | | | 33 | | |
12-31-21 | | | | | 30.87 | | | | | | 0.52• | | | | | | 15.39 | | | | | | 15.91 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 46.11 | | | | | | 51.96 | | | | | | 1.27 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.37 | | | | | | 227,726 | | | | | | 67 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 45.78 | | | | | | 0.22• | | | | | | (10.68) | | | | | | (10.46) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 35.32 | | | | | | (22.85) | | | | | | 1.40 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.06 | | | | | | 8,608 | | | | | | 33 | | |
12-31-21 | | | | | 30.64 | | | | | | 0.46• | | | | | | 15.28 | | | | | | 15.74 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 45.78 | | | | | | 51.74 | | | | | | 1.42 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.21 | | | | | | 13,826 | | | | | | 67 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 19.30 | | | | | | (0.03)• | | | | | | (4.18) | | | | | | (4.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.09 | | | | | | (21.81) | | | | | | 1.47 | | | | �� | | 1.47 | | | | | | 1.46 | | | | | | (0.30) | | | | | | 106,463 | | | | | | 26 | | |
12-31-21 | | | | | 17.26 | | | | | | (0.08)• | | | | | | 3.14 | | | | | | 3.06 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 19.30 | | | | | | 17.94 | | | | | | 1.46 | | | | | | 1.46 | | | | | | 1.45 | | | | | | (0.44) | | | | | | 140,945 | | | | | | 52 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.28 | | | | | | 0.03• | | | | | | (4.63) | | | | | | (4.60) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.68 | | | | | | (21.62) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.30 | | | | | | 225,861 | | | | | | 26 | | |
12-31-21 | | | | | 18.89 | | | | | | 0.04• | | | | | | 3.45 | | | | | | 3.49 | | | | | | 0.08 | | | | | | 1.02 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 21.28 | | | | | | 18.71 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.18 | | | | | | 282,032 | | | | | | 52 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.25 | | | | | | 0.03• | | | | | | (4.62) | | | | | | (4.59) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.66 | | | | | | (21.60) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.29 | | | | | | 85,133 | | | | | | 26 | | |
12-31-21 | | | | | 18.87 | | | | | | 0.03• | | | | | | 3.45 | | | | | | 3.48 | | | | | | 0.08 | | | | | | 1.02 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 21.25 | | | | | | 18.67 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.16 | | | | | | 129,718 | | | | | | 52 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 20.85 | | | | | | 0.00*• | | | | | | (4.52) | | | | | | (4.52) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.33 | | | | | | (21.68) | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.03 | | | | | | 85,938 | | | | | | 26 | | |
12-31-21 | | | | | 18.55 | | | | | | (0.02)• | | | | | | 3.38 | | | | | | 3.36 | | | | | | 0.04 | | | | | | 1.02 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 20.85 | | | | | | 18.32 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.10 | | | | | | (0.09) | | | | | | 124,185 | | | | | | 52 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | ��� | 20.52 | | | | | | (0.01)• | | | | | | (4.45) | | | | | | (4.46) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.06 | | | | | | (21.73) | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.26 | | | | | | (0.10) | | | | | | 6,134 | | | | | | 26 | | |
12-31-21 | | | | | 18.27 | | | | | | (0.05)• | | | | | | 3.33 | | | | | | 3.28 | | | | | | 0.01 | | | | | | 1.02 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 20.52 | | | | | | 18.17 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 1.25 | | | | | | (0.24) | | | | | | 8,692 | | | | | | 52 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Balanced Income | | | | $ | 83,470,740 | | | | | $ | 20,847,083 | | |
Limited Maturity Bond | | | | | 118,704,870 | | | | | | 20,165,406 | | |
U.S. Stock Index | | | | | 169,305,333 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 9,165,427 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 100,222,191 | | | | | $ | 128,381,417 | | |
High Yield | | | | | 479,043,136 | | | | | | 29,406,836 | | |
Large Cap Growth | | | | | 1,435,456,753 | | | | | | 1,806,319,839 | | |
Large Cap Value | | | | | 244,306,227 | | | | | | 184,070,522 | | |
Limited Maturity Bond | | | | | 43,648,989 | | | | | | 71,943,722 | | |
U.S. Stock Index | | | | | 64,302,966 | | | | | | 620,174,481 | | |
CBRE Real Estate | | | | | 89,360,572 | | | | | | 115,671,861 | | |
JPMorgan Small Cap Core Equity | | | | | 149,660,689 | | | | | | 175,272,325 | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 58,007,676 | | | | | $ | 40,986,586 | | |
Limited Maturity Bond | | | | | 445,728,445 | | | | | | 440,219,076 | | |
Portfolio | | | Fee | |
Balanced Income | | | 0.55% on all assets | |
Large Cap Growth | | | 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 | |
CBRE 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 | | | Voya Investment Management Co. LLC* | |
High Yield | | | Voya Investment Management Co. LLC* | |
Large Cap Growth | | | Voya Investment Management Co. LLC* | |
Large Cap Value | | | Voya Investment Management Co. LLC* | |
Limited Maturity Bond | | | Voya Investment Management Co. LLC* | |
U.S. Stock Index | | | Voya Investment Management Co. LLC* | |
CBRE Real Estate | | | CBRE Investment Management Listed Real Assets LLC(1) | |
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 | | | | | 9.77% | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 6.66 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 6.61 | | |
Voya Index Solution 2035 Portfolio | | | U.S. Stock Index | | | | | 7.08 | | |
Voya Index Solution 2045 Portfolio | | | U.S. Stock Index | | | | | 6.88 | | |
Voya Institutional Trust Company | | | Balanced Income | | | | | 19.66 | | |
| High Yield | | | | | 15.43 | | | ||
| Large Cap Growth | | | | | 14.00 | | | ||
| Large Cap Value | | | | | 10.18 | | | ||
| CBRE Real Estate | | | | | 21.31 | | | ||
| JPMorgan Small Cap Core Equity | | | | | 35.10 | | | ||
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 15.75 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 34.20 | | |
| | | Large Cap Growth | | | | | 28.27 | | |
| | | Large Cap Value | | | | | 64.99 | | |
| | | U.S. Stock Index | | | | | 7.89 | | |
| | | CBRE Real Estate | | | | | 37.99 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 32.10 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 9.73 | | |
Portfolio | | | Amount | | |||
Balanced Income | | | | $ | 37,102 | | |
Large Cap Growth | | | | | 716,549 | | |
Large Cap Value | | | | | 259,793 | | |
CBRE Real Estate | | | | | 169,755 | | |
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 | | |
CBRE Real Estate | | | | | 1.35% | | | | | | 0.75% | | | | | | N/A | | | | | | N/A | | | | | | 1.00% | | | | | | 1.15% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Balanced Income | | | | $ | 27,621 | | | | | $ | 42,029 | | | | | $ | 46,759 | | | | | $ | 116,409 | | |
U.S. Stock Index | | | | | 2,616,153 | | | | | | 3,121,225 | | | | | | 3,635,952 | | | | | | 9,373,330 | | |
CBRE Real Estate | | | | | 543,905 | | | | | | 720,323 | | | | | | 722,483 | | | | | | 1,986,711 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | ||||||
Balanced Income | | | 17 | | | | $ | 1,338,000 | | | | | | 2.09% | | |
U.S. Stock Index | | | 1 | | | | | 22,803,000 | | | | | | 1.58 | | |
CBRE Real Estate | | | 1 | | | | | 708,000 | | | | | | 1.33 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 62,406 | | | | | | — | | | | | | — | | | | | | (557,124) | | | | | | (494,718) | | | | | | 615,230 | | | | | | — | | | | | | — | | | | | | (5,368,173) | | | | | | (4,752,943) | | |
12/31/2021 | | | | | 279,715 | | | | | | — | | | | | | 139,566 | | | | | | (916,360) | | | | | | (497,079) | | | | | | 2,848,682 | | | | | | — | | | | | | 1,409,617 | | | | | | (9,270,094) | | | | | | (5,011,795) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,547 | | | | | | — | | | | | | — | | | | | | (43,623) | | | | | | (42,076) | | | | | | 15,983 | | | | | | — | | | | | | — | | | | | | (457,633) | | | | | | (441,650) | | |
12/31/2021 | | | | | 42,256 | | | | | | — | | | | | | 19,718 | | | | | | (115,249) | | | | | | (53,275) | | | | | | 455,348 | | | | | | — | | | | | | 209,798 | | | | | | (1,233,785) | | | | | | (568,639) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 576,753 | | | | | | — | | | | | | — | | | | | | (1,843,669) | | | | | | (1,266,916) | | | | | | 5,938,036 | | | | | | — | | | | | | — | | | | | | (18,829,378) | | | | | | (12,891,342) | | |
12/31/2021 | | | | | 650,061 | | | | | | — | | | | | | 584,766 | | | | | | (3,780,658) | | | | | | (2,545,831) | | | | | | 6,980,290 | | | | | | — | | | | | | 6,192,671 | | | | | | (40,255,667) | | | | | | (27,082,706) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 12,737 | | | | | | — | | | | | | — | | | | | | (50,333) | | | | | | (37,596) | | | | | | 129,125 | | | | | | — | | | | | | — | | | | | | (517,188) | | | | | | (388,063) | | |
12/31/2021 | | | | | 38,165 | | | | | | — | | | | | | 8,880 | | | | | | (177,341) | | | | | | (130,296) | | | | | | 395,234 | | | | | | — | | | | | | 93,865 | | | | | | (1,862,215) | | | | | | (1,373,116) | | |
High Yield | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 7,812,738 | | | | | | — | | | | | | 67,763 | | | | | | (248,377) | | | | | | 7,632,124 | | | | | | 1,519,247 | | | | | | — | | | | | | 1,701,784 | | | | | | (5,803,184) | | | | | | (2,582,153) | | |
12/31/2021 | | | | | 583,622 | | | | | | — | | | | | | 377,182 | | | | | | (1,025,629) | | | | | | (64,825) | | | | | | 5,800,399 | | | | | | — | | | | | | 3,748,955 | | | | | | (10,197,422) | | | | | | (648,068) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 18,938,754 | | | | | | — | | | | | | 186,606 | | | | | | (466,188) | | | | | | 18,659,172 | | | | | | 5,542,183 | | | | | | — | | | | | | 4,668,865 | | | | | | (12,456,138) | | | | | | (2,245,090) | | |
12/31/2021 | | | | | 1,775,515 | | | | | | — | | | | | | 1,016,805 | | | | | | (2,968,643) | | | | | | (176,323) | | | | | | 17,687,685 | | | | | | — | | | | | | 10,113,571 | | | | | | (29,521,461) | | | | | | (1,720,205) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 23,508,857 | | | | | | — | | | | | | 215,206 | | | | | | (1,215,072) | | | | | | 22,508,991 | | | | | | 3,638,239 | | | | | | — | | | | | | 5,547,972 | | | | | | (26,679,927) | | | | | | (17,493,716) | | |
12/31/2021 | | | | | 1,451,399 | | | | | | — | | | | | | 1,301,925 | | | | | | (4,887,361) | | | | | | (2,134,037) | | | | | | 14,430,141 | | | | | | — | | | | | | 12,940,400 | | | | | | (48,613,102) | | | | | | (21,242,561) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 311,416 | | | | | | — | | | | | | 1,781 | | | | | | (146,341) | | | | | | 166,856 | | | | | | 1,031,891 | | | | | | — | | | | | | 54,592 | | | | | | (1,995,612) | | | | | | (909,129) | | |
12/31/2021 | | | | | 41,312 | | | | | | — | | | | | | 14,963 | | | | | | (98,895) | | | | | | (42,620) | | | | | | 410,681 | | | | | | — | | | | | | 148,926 | | | | | | (990,752) | | | | | | (431,145) | | |
Large Cap Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,347,747 | | | | | | — | | | | | | — | | | | | | (7,986,598) | | | | | | (6,638,851) | | | | | | 19,942,763 | | | | | | — | | | | | | — | | | | | | (130,601,256) | | | | | | (110,658,493) | | |
12/31/2021 | | | | | 908,101 | | | | | | — | | | | | | 23,303,662 | | | | | | (18,207,779) | | | | | | 6,003,984 | | | | | | 18,458,423 | | | | | | — | | | | | | 429,952,557 | | | | | | (365,043,084) | | | | | | 83,367,896 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 602,327 | | | | | | — | | | | | | — | | | | | | (3,654,159) | | | | | | (3,051,832) | | | | | | 11,261,798 | | | | | | — | | | | | | — | | | | | | (69,002,202) | | | | | | (57,740,404) | | |
12/31/2021 | | | | | 2,689,220 | | | | | | — | | | | | | 16,446,707 | | | | | | (39,368,162) | | | | | | (20,232,235) | | | | | | 62,387,090 | | | | | | — | | | | | | 350,150,390 | | | | | | (912,881,309) | | | | | | (500,343,829) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 260,100 | | | | | | — | | | | | | — | | | | | | (687,299) | | | | | | (427,199) | | | | | | 4,603,247 | | | | | | — | | | | | | — | | | | | | (13,059,625) | | | | | | (8,456,378) | | |
12/31/2021 | | | | | 391,820 | | | | | | — | | | | | | 782,242 | | | | | | (780,318) | | | | | | 393,744 | | | | | | 8,889,620 | | | | | | — | | | | | | 16,669,588 | | | | | | (17,781,438) | | | | | | 7,777,770 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 631,151 | | | | | | — | | | | | | — | | | | | | (6,850,190) | | | | | | (6,219,039) | | | | | | 10,280,624 | | | | | | — | | | | | | — | | | | | | (124,174,287) | | | | | | (113,893,663) | | |
12/31/2021 | | | | | 641,021 | | | | | | — | | | | | | 16,940,296 | | | | | | (18,797,382) | | | | | | (1,216,065) | | | | | | 14,184,112 | | | | | | — | | | | | | 344,904,423 | | | | | | (412,746,778) | | | | | | (53,658,243) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Large Cap Growth (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 119,778 | | | | | | — | | | | | | — | | | | | | (449,607) | | | | | | (329,829) | | | | | | 2,087,903 | | | | | | — | | | | | | — | | | | | | (7,782,513) | | | | | | (5,694,610) | | |
12/31/2021 | | | | | 169,967 | | | | | | — | | | | | | 599,048 | | | | | | (721,069) | | | | | | 47,946 | | | | | | 3,694,619 | | | | | | — | | | | | | 12,028,880 | | | | | | (16,159,958) | | | | | | (436,459) | | |
Large Cap Value | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 94,740 | | | | | | — | | | | | | — | | | | | | (315,399) | | | | | | (220,659) | | | | | | 1,313,732 | | | | | | — | | | | | | — | | | | | | (4,191,527) | | | | | | (2,877,795) | | |
12/31/2021 | | | | | 201,267 | | | | | | — | | | | | | 118,496 | | | | | | (757,608) | | | | | | (437,845) | | | | | | 2,599,957 | | | | | | — | | | | | | 1,581,277 | | | | | | (9,720,281) | | | | | | (5,539,047) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 437,923 | | | | | | — | | | | | | — | | | | | | (1,087,802) | | | | | | (649,879) | | | | | | 6,088,642 | | | | | | — | | | | | | — | | | | | | (15,041,747) | | | | | | (8,953,105) | | |
12/31/2021 | | | | | 380,843 | | | | | | — | | | | | | 961,189 | | | | | | (2,557,064) | | | | | | (1,215,032) | | | | | | 5,020,931 | | | | | | — | | | | | | 13,251,427 | | | | | | (33,488,201) | | | | | | (15,215,843) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 5,291,948 | | | | | | — | | | | | | — | | | | | | (549,233) | | | | | | 4,742,715 | | | | | | 75,491,060 | | | | | | — | | | | | | — | | | | | | (7,582,635) | | | | | | 67,908,425 | | |
12/31/2021 | | | | | 1,026,544 | | | | | | — | | | | | | 27,964 | | | | | | (149,938) | | | | | | 904,570 | | | | | | 13,978,384 | | | | | | — | | | | | | 387,396 | | | | | | (2,041,286) | | | | | | 12,324,494 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 136,141 | | | | | | — | | | | | | — | | | | | | (247,352) | | | | | | (111,211) | | | | | | 1,857,992 | | | | | | — | | | | | | — | | | | | | (3,363,022) | | | | | | (1,505,030) | | |
12/31/2021 | | | | | 545,245 | | | | | | — | | | | | | 696,754 | | | | | | (53,362,945) | | | | | | (52,120,946) | | | | | | 7,026,135 | | | | | | — | | | | | | 9,120,566 | | | | | | (720,137,742) | | | | | | (703,991,041) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 10 | | | | | | — | | | | | | — | | | | | | —* | | | | | | 10 | | | | | | 136 | | | | | | — | | | | | | — | | | | | | —* | | | | | | 136 | | |
12/31/2021 | | | | | 149 | | | | | | — | | | | | | 447 | | | | | | (70) | | | | | | 526 | | | | | | 1,960 | | | | | | — | | | | | | 6,040 | | | | | | (928) | | | | | | 7,072 | | |
Limited Maturity Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 278,570 | | | | | | — | | | | | | 5,746 | | | | | | (120,190) | | | | | | 164,126 | | | | | | 2,712,193 | | | | | | — | | | | | | 54,964 | | | | | | (1,148,565) | | | | | | 1,618,592 | | |
12/31/2021 | | | | | 214,621 | | | | | | — | | | | | | 15,454 | | | | | | (211,656) | | | | | | 18,419 | | | | | | 2,136,743 | | | | | | — | | | | | | 154,223 | | | | | | (2,111,245) | | | | | | 179,721 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,736,282 | | | | | | — | | | | | | 201,135 | | | | | | (3,983,191) | | | | | | (2,045,774) | | | | | | 16,956,385 | | | | | | — | | | | | | 1,967,583 | | | | | | (39,124,601) | | | | | | (20,200,633) | | |
12/31/2021 | | | | | 9,142,650 | | | | | | — | | | | | | 515,626 | | | | | | (9,361,739) | | | | | | 296,537 | | | | | | 93,025,513 | | | | | | — | | | | | | 5,245,197 | | | | | | (95,353,185) | | | | | | 2,917,525 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 505,514 | | | | | | — | | | | | | 33,473 | | | | | | (1,465,960) | | | | | | (926,973) | | | | | | 5,019,710 | | | | | | — | | | | | | 329,898 | | | | | | (14,504,876) | | | | | | (9,155,268) | | |
12/31/2021 | | | | | 830,068 | | | | | | — | | | | | | 99,029 | | | | | | (902,201) | | | | | | 26,896 | | | | | | 8,518,002 | | | | | | — | | | | | | 1,015,514 | | | | | | (9,254,429) | | | | | | 279,087 | | |
U.S. Stock Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 354,189 | | | | | | — | | | | | | — | | | | | | (437,270) | | | | | | (83,081) | | | | | | 6,716,723 | | | | | | — | | | | | | — | | | | | | (8,446,263) | | | | | | (1,729,540) | | |
12/31/2021 | | | | | 328,198 | | | | | | — | | | | | | 540,533 | | | | | | (1,613,600) | | | | | | (744,869) | | | | | | 6,544,675 | | | | | | — | | | | | | 10,440,961 | | | | | | (31,546,584) | | | | | | (14,560,948) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 16,729,007 | | | | | | — | | | | | | — | | | | | | (24,141,215) | | | | | | (7,412,208) | | | | | | 317,506,734 | | | | | | — | | | | | | — | | | | | | (476,212,269) | | | | | | (158,705,535) | | |
12/31/2021 | | | | | 15,845,138 | | | | | | — | | | | | | 22,322,283 | | | | | | (56,051,758) | | | | | | (17,884,337) | | | | | | 321,966,399 | | | | | | — | | | | | | 453,677,922 | | | | | | (1,159,316,452) | | | | | | (383,672,131) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 17,277,069 | | | | | | — | | | | | | — | | | | | | (34,327,469) | | | | | | (17,050,400) | | | | | | 339,129,953 | | | | | | — | | | | | | — | | | | | | (689,655,967) | | | | | | (350,526,014) | | |
12/31/2021 | | | | | 36,437,116 | | | | | | — | | | | | | 15,110,976 | | | | | | (40,137,473) | | | | | | 11,410,619 | | | | | | 762,954,067 | | | | | | — | | | | | | 309,410,092 | | | | | | (825,339,515) | | | | | | 247,024,644 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 446,462 | | | | | | — | | | | | | — | | | | | | (1,262,611) | | | | | | (816,149) | | | | | | 8,712,738 | | | | | | — | | | | | | — | | | | | | (24,858,113) | | | | | | (16,145,375) | | |
12/31/2021 | | | | | 589,474 | | | | | | — | | | | | | 1,493,042 | | | | | | (3,010,801) | | | | | | (928,285) | | | | | | 12,214,547 | | | | | | — | | | | | | 29,892,766 | | | | | | (61,225,497) | | | | | | (19,118,184) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 927,775 | | | | | | — | | | | | | — | | | | | | (888,184) | | | | | | 39,591 | | | | | | 18,195,087 | | | | | | — | | | | | | — | | | | | | (17,359,171) | | | | | | 835,916 | | |
12/31/2021 | | | | | 1,166,088 | | | | | | — | | | | | | 897,499 | | | | | | (1,720,720) | | | | | | 342,867 | | | | | | 23,579,155 | | | | | | — | | | | | | 17,679,101 | | | | | | (34,659,856) | | | | | | 6,598,400 | | |
CBRE Real Estate | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 38,219 | | | | | | — | | | | | | — | | | | | | (190,562) | | | | | | (152,343) | | | | | | 1,438,454 | | | | | | — | | | | | | — | | | | | | (7,387,759) | | | | | | (5,949,305) | | |
12/31/2021 | | | | | 129,323 | | | | | | — | | | | | | 23,612 | | | | | | (370,157) | | | | | | (217,222) | | | | | | 4,726,279 | | | | | | — | | | | | | 866,071 | | | | | | (13,384,798) | | | | | | (7,792,448) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 56,297 | | | | | | — | | | | | | — | | | | | | (61,318) | | | | | | (5,021) | | | | | | 2,272,657 | | | | | | — | | | | | | — | | | | | | (2,592,640) | | | | | | (319,983) | | |
12/31/2021 | | | | | 73,715 | | | | | | — | | | | | | 4,591 | | | | | | (290,416) | | | | | | (212,110) | | | | | | 2,761,886 | | | | | | — | | | | | | 178,785 | | | | | | (10,888,422) | | | | | | (7,947,751) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 91,241 | | | | | | — | | | | | | — | | | | | | (451,002) | | | | | | (359,761) | | | | | | 3,831,821 | | | | | | — | | | | | | — | | | | | | (18,328,483) | | | | | | (14,496,662) | | |
12/31/2021 | | | | | 248,483 | | | | | | — | | | | | | 89,264 | | | | | | (1,007,102) | | | | | | (669,355) | | | | | | 9,744,772 | | | | | | — | | | | | | 3,474,168 | | | | | | (38,074,518) | | | | | | (24,855,578) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
CBRE Real Estate (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 6,588 | | | | | | — | | | | | | — | | | | | | (64,874) | | | | | | (58,286) | | | | | | 263,931 | | | | | | — | | | | | | — | | | | | | (2,589,157) | | | | | | (2,325,226) | | |
12/31/2021 | | | | | 26,386 | | | | | | — | | | | | | 4,995 | | | | | | (102,079) | | | | | | (70,698) | | | | | | 1,039,835 | | | | | | — | | | | | | 193,147 | | | | | | (3,839,796) | | | | | | (2,606,814) | | |
JPMorgan Small Cap Core Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 176,894 | | | | | | — | | | | | | — | | | | | | (423,058) | | | | | | (246,164) | | | | | | 3,005,652 | | | | | | — | | | | | | — | | | | | | (7,222,165) | | | | | | (4,216,513) | | |
12/31/2021 | | | | | 516,401 | | | | | | — | | | | | | 401,796 | | | | | | (1,049,273) | | | | | | (131,076) | | | | | | 9,911,668 | | | | | | — | | | | | | 7,449,294 | | | | | | (19,876,330) | | | | | | (2,515,368) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,763,839 | | | | | | — | | | | | | — | | | | | | (1,479,592) | | | | | | 284,247 | | | | | | 33,790,849 | | | | | | — | | | | | | — | | | | | | (27,476,477) | | | | | | 6,314,372 | | |
12/31/2021 | | | | | 3,194,127 | | | | | | — | | | | | | 689,674 | | | | | | (1,810,430) | | | | | | 2,073,371 | | | | | | 66,678,668 | | | | | | — | | | | | | 14,055,559 | | | | | | (38,014,806) | | | | | | 42,719,421 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 612,405 | | | | | | — | | | | | | — | | | | | | (1,606,826) | | | | | | (994,421) | | | | | | 11,675,961 | | | | | | — | | | | | | — | | | | | | (30,579,385) | | | | | | (18,903,424) | | |
12/31/2021 | | | | | 3,533,063 | | | | | | — | | | | | | 320,742 | | | | | | (4,020,693) | | | | | | (166,888) | | | | | | 73,777,559 | | | | | | — | | | | | | 6,530,307 | | | | | | (85,001,647) | | | | | | (4,693,781) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 114,056 | | | | | | — | | | | | | — | | | | | | (806,186) | | | | | | (692,130) | | | | | | 2,096,378 | | | | | | — | | | | | | — | | | | | | (15,061,943) | | | | | | (12,965,565) | | |
12/31/2021 | | | | | 419,827 | | | | | | — | | | | | | 325,429 | | | | | | (1,399,921) | | | | | | (654,665) | | | | | | 8,645,272 | | | | | | — | | | | | | 6,508,589 | | | | | | (28,825,077) | | | | | | (13,671,216) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 29,238 | | | | | | — | | | | | | — | | | | | | (70,931) | | | | | | (41,693) | | | | | | 536,105 | | | | | | — | | | | | | — | | | | | | (1,259,209) | | | | | | (723,104) | | |
12/31/2021 | | | | | 36,086 | | | | | | — | | | | | | 21,771 | | | | | | (89,319) | | | | | | (31,462) | | | | | | 732,954 | | | | | | — | | | | | | 428,894 | | | | | | (1,847,489) | | | | | | (685,641) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 80,832 | | | | | $ | (80,832) | | | | | $ | — | | |
Barclays Bank PLC | | | | | 56,939 | | | | | | (56,939) | | | | | | — | | |
BNP Paribas | | | | | 66,348 | | | | | | (66,348) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 56,076 | | | | | | (56,076) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 840 | | | | | | (840) | | | | | | — | | |
BofA Securities Inc | | | | | 82,792 | | | | | | (82,792) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 166,485 | | | | | | (166,485) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 155,556 | | | | | | (155,556) | | | | | | — | | |
HSBC Bank PLC | | | | | 158,173 | | | | | | (158,173) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 177,810 | | | | | | (177,810) | | | | | | — | | |
Jefferies LLC | | | | | 17 | | | | | | (17) | | | | | | — | | |
Merrill Lynch International | | | | | 132,403 | | | | | | (132,403) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 381,570 | | | | | | (381,570) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 123,643 | | | | | | (123,643) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 29,673 | | | | | | (29,673) | | | | | | — | | |
State Stree Bank and Trust Company | | | | | 69,679 | | | | | | (69,679) | | | | | | — | | |
TD Prime Services LLC | | | | | 16,537 | | | | | | (16,537) | | | | | | — | | |
UBS AG | | | | | 135,067 | | | | | | (135,067) | | | | | | — | | |
Total | | | | $ | 1,890,439 | | | | | $ | (1,890,439) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 4,745,124 | | | | | $ | (4,745,124) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 207,890 | | | | | | (207,890) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 119,571 | | | | | | (119,571) | | | | | | — | ��� | |
BNP Paribas | | | | | 962,355 | | | | | | (962,355) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,216,300 | | | | | | (1,216,300) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 717,894 | | | | | | (717,894) | | | | | | — | | |
Citadel Clearing LLC | | | | | 402,503 | | | | | | (402,503) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 93,683 | | | | | | (93,683) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 7,085 | | | | | | (7,085) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,582 | | | | | | (1,582) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,985,477 | | | | | | (4,985,477) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Mizuho Securities USA LLC. | | | | $ | 1,555,787 | | | | | $ | (1,555,787) | | | | | $ | — | | |
Morgan Stanley & Co. LLC | | | | | 5,364,358 | | | | | | (5,364,358) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 120,463 | | | | | | (120,463) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,744,990 | | | | | | (1,744,990) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 3,323,570 | | | | | | (3,323,570) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 334,052 | | | | | | (334,052) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 780,165 | | | | | | (780,165) | | | | | | — | | |
UBS Securities LLC. | | | | | 457,060 | | | | | | (457,060) | | | | | | — | | |
Total | | | | $ | 27,139,911 | | | | | $ | (27,139,911) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Securities LLC | | | | $ | 1,999,825 | | | | | $ | (1,999,825) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 2,407,334 | | | | | | (2,407,334) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 664,248 | | | | | | (664,248) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 15,995,388 | | | | | | (15,995,388) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 278,707 | | | | | | (278,707) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 7,250,793 | | | | | | (7,250,793) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 897,600 | | | | | | (897,600) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 20,204 | | | | | | (20,204) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,900,819 | | | | | | (2,900,819) | | | | | | — | | |
National Financial Services LLC | | | | | 20,783,295 | | | | | | (20,783,295) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 826,275 | | | | | | (826,275) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 946,025 | | | | | | (946,025) | | | | | | — | | |
Total | | | | $ | 54,970,514 | | | | | $ | (54,970,514) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 809,874 | | | | | $ | (809,874) | | | | | $ | — | | |
Natixis Securities America LLC | | | | | 3,290,421 | | | | | | (3,290,421) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 901,521 | | | | | | (901,521) | | | | | | — | | |
Total | | | | $ | 5,001,816 | | | | | $ | (5,001,816) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 312,760 | | | | | $ | (312,760) | | | | | $ | — | | |
BofA Securities Inc | | | | | 178,118 | | | | | | (178,118) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 370,207 | | | | | | (370,207) | | | | | | — | | |
National Bank Financial INC | | | | | 1,231,976 | | | | | | (1,231,976) | | | | | | — | | |
Societe Generale | | | | | 3,016,919 | | | | | | (3,016,919) | | | | | | — | | |
Truist Securities INC | | | | | 21,999 | | | | | | (21,999) | | | | | | — | | |
UBS Securities LLC. | | | | | 444,570 | | | | | | (444,570) | | | | | | — | | |
Total | | | | $ | 5,576,549 | | | | | $ | (5,576,549) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 15,949,744 | | | | | $ | (15,949,744) | | | �� | | $ | — | | |
BMO Capital Markets Corp | | | | | 1,134,735 | | | | | | (1,134,735) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 3,394,945 | | | | | | (3,394,945) | | | | | | — | | |
BofA Securities Inc | | | | | 9,815,928 | | | | | | (9,815,928) | | | | | | — | | |
Citadel Clearing LLC | | | | | 997,327 | | | | | | (997,327) | | | | | | — | | |
Citadel Securities LLC | | | | | 3,151,060 | | | | | | (3,151,060) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 20,237,612 | | | | | | (20,237,612) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 872,184 | | | | | | (872,184) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 5,748,935 | | | | | | (5,748,935) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 1,254,726 | | | | | | (1,254,726) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 4,032 | | | | | | (4,032) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 14,695,456 | | | | | | (14,695,456) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 203,280 | | | | | | (203,280) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 17,248,560 | | | | | | (17,248,560) | | | | | | — | | |
Mirae Asset Securities (USA) INC. | | | | | 410,586 | | | | | | (410,586) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 19,000 | | | | | | (19,000) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 6,704,996 | | | | | | (6,704,996) | | | | | | — | | |
National Financial Services LLC | | | | | 588,760 | | | | | | (588,760) | | | | | | — | | |
Natixis Securities America LLC | | | | | 3,463,340 | | | | | | (3,463,340) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,761,245 | | | | | | (1,761,245) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 349,443 | | | | | | (349,443) | | | | | | — | | |
State Stree Bank and Trust Company | | | | | 19,912,231 | | | | | | (19,912,231) | | | | | | — | | |
UBS AG | | | | | 6,103,610 | | | | | | (6,103,610) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
UBS Securities LLC. | | | | $ | 4,830,514 | | | | | $ | (4,830,514) | | | | | $ | — | | |
Wells Fargo Bank NA | | | | | 31,339,201 | | | | | | (31,339,201) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 72,625 | | | | | | (72,625) | | | | | | — | | |
Total | | | | $ | 170,264,074 | | | | | $ | (170,264,074) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman Sachs & Co. LLC | | | | $ | 55,577 | | | | | $ | (55,577) | | | | | $ | — | | |
Total | | | | $ | 55,577 | | | | | $ | (55,577) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 110,243 | | | | | $ | (110,243) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 33,675 | | | | | | (33,675) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 88,879 | | | | | | (88,879) | | | | | | — | | |
BofA Securities Inc | | | | | 2,081,936 | | | | | | (2,081,936) | | | | | | — | | |
Citadel Securities LLC | | | | | 82,419 | | | | | | (82,419) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,564 | | | | | | (2,564) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 972,877 | | | | | | (972,877) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,961,813 | | | | | | (1,961,813) | | | | | | — | | |
Jefferies LLC | | | | | 312,903 | | | | | | (312,903) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 883,546 | | | | | | (883,546) | | | | | | — | | |
National Financial Services LLC | | | | | 77,722 | | | | | | (77,722) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 97,562 | | | | | | (97,562) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 181,476 | | | | | | (181,476) | | | | | | — | | |
State Stree Bank and Trust Company | | | | | 9,393 | | | | | | (9,393) | | | | | | — | | |
TD Prime Services LLC | | | | | 172,563 | | | | | | (172,563) | | | | | | — | | |
UBS AG | | | | | 202,215 | | | | | | (202,215) | | | | | | — | | |
UBS Securities LLC. | | | | | 76,380 | | | | | | (76,380) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 76,148 | | | | | | (76,148) | | | | | | — | | |
Total | | | | $ | 7,424,313 | | | | | $ | (7,424,313) | | | | | $ | — | | |
| | | Year Ended December 31, 2021 | | | Year Ended December 31, 2020 | | ||||||||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | ||||||||||||||||||
Balanced Income | | | | $ | 7,905,951 | | | | | $ | — | | | | | $ | — | | | | | $ | 21,828,359 | | | | | $ | 14,167,103 | | | | | $ | — | | |
High Yield | | | | | 26,052,458 | | | | | | — | | | | | | 899,394 | | | | | | 28,067,198 | | | | | | — | | | | | | 294,300 | | |
Large Cap Growth | | | | | 245,081,324 | | | | | | 908,624,514 | | | | | | — | | | | | | 31,912,449 | | | | | | 669,820,320 | | | | | | — | | |
Large Cap Value | | | | | 11,621,055 | | | | | | 12,725,651 | | | | | | — | | | | | | 19,583,697 | | | | | | 85,420,555 | | | | | | — | | |
Limited Maturity Bond | | | | | 6,417,006 | | | | | | — | | | | | | — | | | | | | 7,979,614 | | | | | | — | | | | | | — | | |
U.S. Stock Index | | | | | 96,193,161 | | | | | | 724,907,681 | | | | | | — | | | | | | 137,870,577 | | | | | | 271,478,624 | | | | | | — | | |
CBRE Real Estate | | | | | 4,712,171 | | | | | | — | | | | | | — | | | | | | 14,713,230 | | | | | | 18,868,227 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 9,459,470 | | | | | | 25,513,173 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | Other | | | Total Distributable Earnings/(Loss) | | |||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||||||||||||||
Balanced Income | | | | $ | 8,313,737 | | | | | $ | 21,081,561 | | | | | $ | 17,097,518 | | | | | $ | — | | | | — | | | | | — | | | | | $ | (32,409) | | | | | $ | 46,460,407 | | |
High Yield | | | | | — | | | | | | — | | | | | | 19,819,943 | | | | | | (43,532,801) | | | | Long-term | | | | | None | | | | | | (18,737) | | | | | | (23,731,595) | | |
Large Cap Growth | | | | | 369,512,810 | | | | | | 1,203,826,915 | | | | | | 1,103,289,646 | | | | | | — | | | | — | | | | | — | | | | | | (153,170) | | | | | | 2,676,476,201 | | |
Large Cap Value | | | | | 129,197,009 | | | | | | 166,437,226 | | | | | | 54,973,358 | | | | | | — | | | | — | | | | | — | | | | | | (41,786) | | | | | | 350,565,807 | | |
Limited Maturity Bond | | | | | — | | | | | | — | | | | | | (617,451) | | | | | | (416,690) | | | | Short-term | | | | | None | | | | | | (8,584) | | | | | | (1,240,402) | | |
| | | | | | | | | | | | | | | | | | | | | | | (197,677) | | | | Long-term | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (614,367) | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Stock Index | | | | | 13,695,282 | | | | | | 666,920,521 | | | | | | 4,284,158,567 | | | | | | — | | | | — | | | | | — | | | | | | (105,311) | | | | | | 4,964,669,059 | | |
CBRE Real Estate | | | | | 8,811,689 | | | | | | 35,906,239 | | | | | | 73,500,058 | | | | | | — | | | | — | | | | | — | | | | | | (14,747) | | | | | | 118,203,239 | | |
JPMorgan Small Cap Core Equity | | | | | 31,093,711 | | | | | | 69,287,392 | | | | | | 140,971,844 | | | | | | — | | | | — | | | | | — | | | | | | (15,331) | | | | | | 241,337,616 | | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Balanced Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1839 | | | | | $ | 0.0719 | | | | | $ | 0.7297 | | | | July 14, 2022 | | | July 12, 2022 | |
Class I | | | | $ | 0.2523 | | | | | $ | 0.0719 | | | | | $ | 0.7297 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S | | | | $ | 0.2226 | | | | | $ | 0.0719 | | | | | $ | 0.7297 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S2 | | | | $ | 0.1992 | | | | | $ | 0.0719 | | | | | $ | 0.7297 | | | | July 14, 2022 | | | July 12, 2022 | |
High Yield | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0349 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
Class I | | | | $ | 0.0392 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
Class S | | | | $ | 0.0374 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
Class S2 | | | | $ | 0.0363 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
Large Cap Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 1.3858 | | | | | $ | 4.5146 | | | | July 14, 2022 | | | July 12, 2022 | |
Class I | | | | $ | — | | | | | $ | 1.3858 | | | | | $ | 4.5146 | | | | July 14, 2022 | | | July 12, 2022 | |
Class R6 | | | | $ | — | | | | | $ | 1.3858 | | | | | $ | 4.5146 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S | | | | $ | — | | | | | $ | 1.3858 | | | | | $ | 4.5146 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S2 | | | | $ | — | | | | | $ | 1.3858 | | | | | $ | 4.5146 | | | | July 14, 2022 | | | July 12, 2022 | |
Large Cap Value | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 3.3768 | | | | | $ | 4.3521 | | | | July 14, 2022 | | | July 12, 2022 | |
Class I | | | | $ | — | | | | | $ | 3.3768 | | | | | $ | 4.3521 | | | | July 14, 2022 | | | July 12, 2022 | |
Class R6 | | | | $ | — | | | | | $ | 3.3768 | | | | | $ | 4.3521 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S | | | | $ | — | | | | | $ | 3.3768 | | | | | $ | 4.3521 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S2 | | | | $ | — | | | | | $ | 3.3768 | | | | | $ | 4.3521 | | | | July 14, 2022 | | | July 12, 2022 | |
Limited Maturity Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0083 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
Class I | | | | $ | 0.0134 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
Class S | | | | $ | 0.0115 | | | | | $ | — | | | | | $ | — | | | | August 1, 2022 | | | Daily | |
U.S. Stock Index | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0104 | | | | | $ | 0.0250 | | | | | $ | 1.7909 | | | | July 14, 2022 | | | July 12, 2022 | |
Class I | | | | $ | 0.0104 | | | | | $ | 0.0250 | | | | | $ | 1.7909 | | | | July 14, 2022 | | | July 12, 2022 | |
Class P2 | | | | $ | 0.0104 | | | | | $ | 0.0250 | | | | | $ | 1.7909 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S | | | | $ | 0.0104 | | | | | $ | 0.0250 | | | | | $ | 1.7909 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S2 | | | | $ | 0.0104 | | | | | $ | 0.0250 | | | | | $ | 1.7909 | | | | July 14, 2022 | | | July 12, 2022 | |
CBRE Real Estate | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.4597 | | | | | $ | 0.8154 | | | | | $ | 5.6572 | | | | July 14, 2022 | | | July 12, 2022 | |
Class I | | | | $ | 0.7060 | | | | | $ | 0.8154 | | | | | $ | 5.6572 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S | | | | $ | 0.6084 | | | | | $ | 0.8154 | | | | | $ | 5.6572 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S2 | | | | $ | 0.5007 | | | | | $ | 0.8154 | | | | | $ | 5.6572 | | | | July 14, 2022 | | | July 12, 2022 | |
JPMorgan Small Cap Core Equity | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.9933 | | | | | $ | 2.2125 | | | | July 14, 2022 | | | July 12, 2022 | |
Class I | | | | $ | 0.0011 | | | | | $ | 0.9933 | | | | | $ | 2.2125 | | | | July 14, 2022 | | | July 12, 2022 | |
Class R6 | | | | $ | 0.0011 | | | | | $ | 0.9933 | | | | | $ | 2.2125 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S | | | | $ | — | | | | | $ | 0.9933 | | | | | $ | 2.2125 | | | | July 14, 2022 | | | July 12, 2022 | |
Class S2 | | | | $ | — | | | | | $ | 0.9933 | | | | | $ | 2.2125 | | | | July 14, 2022 | | | July 12, 2022 | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 40.0% | | |||||||||||||||
| | | Communication Services: 2.9% | | ||||||||||||
1,529 (1) | | | Alphabet, Inc. - Class A | | | | $ | 3,332,089 | | | | | | 1.2 | | |
30,564 | | | AT&T, Inc. | | | | | 640,621 | | | | | | 0.2 | | |
4,422 (2) | | | Auto Trader Group PLC | | | | | 29,948 | | | | | | 0.0 | | |
2,600 | | | Capcom Co., Ltd. | | | | | 63,247 | | | | | | 0.0 | | |
18,691 | | | Comcast Corp. - Class A | | | | | 733,435 | | | | | | 0.3 | | |
6,084 | | | Deutsche Telekom AG | | | | | 121,007 | | | | | | 0.1 | | |
3,003 | | | Electronic Arts, Inc. | | | | | 365,315 | | | | | | 0.1 | | |
1,545 | | | Elisa OYJ | | | | | 86,980 | | | | | | 0.0 | | |
39,000 | | | HKT Trust & HKT Ltd. - Stapled Security | | | | | 52,379 | | | | | | 0.0 | | |
1,734 | | | Interpublic Group of Cos., Inc. | | | | | 47,737 | | | | | | 0.0 | | |
500 | | | KDDI Corp. | | | | | 15,767 | | | | | | 0.0 | | |
4,467 (1) | | | Live Nation Entertainment, Inc. | | | | | 368,885 | | | | | | 0.2 | | |
200 | | | Nintendo Co., Ltd. | | | | | 86,011 | | | | | | 0.0 | | |
4,800 | | | Nippon Telegraph & Telephone Corp. | | | | | 137,919 | | | | | | 0.1 | | |
3,764 | | | Omnicom Group | | | | | 239,428 | | | | | | 0.1 | | |
10,147 | | | Orange SA | | | | | 119,568 | | | | | | 0.1 | | |
3,809 | | | Proximus SADP | | | | | 56,221 | | | | | | 0.0 | | |
47,724 (3) | | | Sirius XM Holdings, Inc. | | | | | 292,548 | | | | | | 0.1 | | |
12,400 | | | SoftBank Corp. | | | | | 137,672 | | | | | | 0.1 | | |
13,393 | | | Spark New Zealand Ltd. | | | | | 40,082 | | | | | | 0.0 | | |
196 | | | Swisscom AG | | | | | 108,412 | | | | | | 0.0 | | |
23,544 (3) | | | Telefonica Deutschland Holding AG | | | | | 67,894 | | | | | | 0.0 | | |
16,111 | | | Verizon Communications, Inc. | | | | | 817,633 | | | | | | 0.3 | | |
| | | | | | | | 7,960,798 | | | | | | 2.9 | | |
| | | Consumer Discretionary: 3.4% | | ||||||||||||
33,378 (1) | | | Amazon.com, Inc. | | | | | 3,545,077 | | | | | | 1.3 | | |
4,734 | | | Barratt Developments PLC | | | | | 26,480 | | | | | | 0.0 | | |
1,210 | | | Bayerische Motoren Werke AG | | | | | 93,800 | | | | | | 0.0 | | |
3,100 (3) | | | Bridgestone Corp. | | | | | 113,024 | | | | | | 0.1 | | |
595 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 777,820 | | | | | | 0.3 | | |
3,695 | | | Cie Generale des Etablissements Michelin SCA | | | | | 100,915 | | | | | | 0.0 | | |
966 | | | Domino’s Pizza, Inc. | | | | | 376,460 | | | | | | 0.1 | | |
3,220 (1) | | | Etsy, Inc. | | | | | 235,736 | | | | | | 0.1 | | |
4,287 (1) | | | Expedia Group, Inc. | | | | | 406,536 | | | | | | 0.2 | | |
2,327 | | | Genuine Parts Co. | | | | | 309,491 | | | | | | 0.1 | | |
3,262 | | | Hasbro, Inc. | | | | | 267,093 | | | | | | 0.1 | | |
175 | | | Home Depot, Inc. | | | | | 47,997 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
507 (2) | | | La Francaise des Jeux SAEM | | | | $ | 17,605 | | | | | | 0.0 | | |
3,764 | | | LKQ Corp. | | | | | 184,775 | | | | | | 0.1 | | |
1,876 | | | Mercedes-Benz Group AG | | | | | 108,955 | | | | | | 0.1 | | |
8,808 | | | Nike, Inc. - Class B | | | | | 900,178 | | | | | | 0.3 | | |
298 | | | SEB SA | | | | | 28,759 | | | | | | 0.0 | | |
4,600 | | | Sekisui House Ltd. | | | | | 80,755 | | | | | | 0.0 | | |
4,994 | | | Service Corp. International | | | | | 345,185 | | | | | | 0.1 | | |
2,600 | | | Subaru Corp. | | | | | 45,990 | | | | | | 0.0 | | |
1,847 | | | Target Corp. | | | | | 260,852 | | | | | | 0.1 | | |
913 (1) | | | Tesla, Inc. | | | | | 614,832 | | | | | | 0.2 | | |
3,103 | | | Travel + Leisure Co. | | | | | 120,458 | | | | | | 0.1 | | |
1,163 | | | Wesfarmers Ltd. | | | | | 33,639 | | | | | | 0.0 | | |
2,407 | | | Yum! Brands, Inc. | | | | | 273,219 | | | | | | 0.1 | | |
| | | | | | | | 9,315,631 | | | | | | 3.4 | | |
| | | Consumer Staples: 2.9% | | ||||||||||||
1,000 | | | Ajinomoto Co., Inc. | | | | | 24,386 | | | | | | 0.0 | | |
5,951 | | | British American Tobacco PLC | | | | | 255,085 | | | | | | 0.1 | | |
5,283 | | | Coca-Cola Co. | | | | | 332,354 | | | | | | 0.1 | | |
6,738 | | | Coles Group Ltd. | | | | | 82,920 | | | | | | 0.0 | | |
3,993 | | | Conagra Brands, Inc. | | | | | 136,720 | | | | | | 0.1 | | |
5,823 | | | Constellation Brands, Inc. | | | | | 1,357,108 | | | | | | 0.5 | | |
3,133 | | | Estee Lauder Cos., Inc. | | | | | 797,881 | | | | | | 0.3 | | |
11,975 | | | Flowers Foods, Inc. | | | | | 315,182 | | | | | | 0.1 | | |
5,443 | | | General Mills, Inc. | | | | | 410,674 | | | | | | 0.2 | | |
1,061 | �� | | Hershey Co. | | | | | 228,285 | | | | | | 0.1 | | |
5,227 | | | Imperial Brands PLC | | | | | 117,021 | | | | | | 0.1 | | |
38 | | | J Sainsbury Plc | | | | | 95 | | | | | | 0.0 | | |
6,500 (3) | | | Japan Tobacco, Inc. | | | | | 112,637 | | | | | | 0.0 | | |
3,756 | | | Jeronimo Martins SGPS SA | | | | | 81,424 | | | | | | 0.0 | | |
4,076 | | | Kellogg Co. | | | | | 290,782 | | | | | | 0.1 | | |
4,400 | | | Koninklijke Ahold Delhaize NV | | | | | 114,528 | | | | | | 0.1 | | |
6,628 | | | Mondelez International, Inc. | | | | | 411,533 | | | | | | 0.2 | | |
348 | | | Nestle SA | | | | | 40,672 | | | | | | 0.0 | | |
2,191 | | | PepsiCo, Inc. | | | | | 365,152 | | | | | | 0.1 | | |
6,756 | | | Philip Morris International, Inc. | | | | | 667,087 | | | | | | 0.2 | | |
5,588 | | | Procter & Gamble Co. | | | | | 803,499 | | | | | | 0.3 | | |
1,607 | | | Reckitt Benckiser Group PLC | | | | | 120,866 | | | | | | 0.1 | | |
33,634 | | | Tesco PLC | | | | | 104,824 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
1,389 | | | Unilever PLC | | | | $ | 63,089 | | | | | | 0.0 | | |
45 | | | Unilever PLC - ULVRL | | | | | 2,051 | | | | | | 0.0 | | |
4,066 | | | Walmart, Inc. | | | | | 494,344 | | | | | | 0.2 | | |
| | | | | | | | 7,730,199 | | | | | | 2.9 | | |
| | | Energy: 1.8% | | ||||||||||||
1,489 (1) | | | Aker BP ASA | | | | | 51,724 | | | | | | 0.0 | | |
8,416 | | | Baker Hughes Co. | | | | | 242,970 | | | | | | 0.1 | | |
51,471 | | | BP PLC | | | | | 241,682 | | | | | | 0.1 | | |
356 | | | Cheniere Energy, Inc. | | | | | 47,359 | | | | | | 0.0 | | |
6,666 | | | Chevron Corp. | | | | | 965,103 | | | | | | 0.4 | | |
1,414 | | | ConocoPhillips | | | | | 126,991 | | | | | | 0.0 | | |
4,477 | | | Diamondback Energy, Inc. | | | | | 542,389 | | | | | | 0.2 | | |
5,596 | | | DT Midstream, Inc. | | | | | 274,316 | | | | | | 0.1 | | |
28,100 | | | ENEOS Holdings, Inc. | | | | | 105,734 | | | | | | 0.1 | | |
9,960 | | | ENI S.p.A. | | | | | 118,133 | | | | | | 0.1 | | |
2,629 | | | EOG Resources, Inc. | | | | | 290,347 | | | | | | 0.1 | | |
516 | | | Exxon Mobil Corp. | | | | | 44,190 | | | | | | 0.0 | | |
7,724 | | | Galp Energia SGPS SA | | | | | 90,379 | | | | | | 0.0 | | |
3,600 | | | Idemitsu Kosan Co., Ltd. | | | | | 85,999 | | | | | | 0.0 | | |
3,787 | | | Kinder Morgan, Inc. | | | | | 63,470 | | | | | | 0.0 | | |
4,292 | | | Marathon Petroleum Corp. | | | | | 352,845 | | | | | | 0.1 | | |
1,019 | | | OMV AG | | | | | 47,925 | | | | | | 0.0 | | |
6,645 (3) | | | Repsol SA | | | | | 97,961 | | | | | | 0.0 | | |
1,255 | | | Shell PLC | | | | | 32,684 | | | | | | 0.0 | | |
3,383 | | | Targa Resources Corp. | | | | | 201,864 | | | | | | 0.1 | | |
2,000 (3) | | | TotalEnergies SE | | | | | 105,274 | | | | | | 0.1 | | |
7,723 | | | Valero Energy Corp. | | | | | 820,800 | | | | | | 0.3 | | |
| | | | | | | | 4,950,139 | | | | | | 1.8 | | |
| | | Financials: 5.0% | | ||||||||||||
20,558 | | | Abrdn PLC | | | | | 40,128 | | | | | | 0.0 | | |
520 | | | Admiral Group Plc | | | | | 14,238 | | | | | | 0.0 | | |
1,813 | | | Aflac, Inc. | | | | | 100,313 | | | | | | 0.0 | | |
3,078 | | | Allstate Corp. | | | | | 390,075 | | | | | | 0.1 | | |
1,136 | | | Aon PLC | | | | | 306,357 | | | | | | 0.1 | | |
1,755 | | | Assurant, Inc. | | | | | 303,352 | | | | | | 0.1 | | |
8,702 | | | Australia & New Zealand Banking Group Ltd. | | | | | 132,538 | | | | | | 0.1 | | |
20,342 | | | Aviva PLC | | | | | 99,641 | | | | | | 0.1 | | |
5,198 | | | Axis Capital Holdings Ltd. | | | | | 296,754 | | | | | | 0.1 | | |
23 | | | Bank Hapoalim BM | | | | | 193 | | | | | | 0.0 | | |
11,009 | | | Bank Leumi Le-Israel BM | | | | | 98,487 | | | | | | 0.1 | | |
4,741 | | | Bank of America Corp. | | | | | 147,587 | | | | | | 0.1 | | |
1,854 | | | Bank of Hawaii Corp. | | | | | 137,938 | | | | | | 0.1 | | |
6,052 | | | Bank OZK | | | | | 227,132 | | | | | | 0.1 | | |
723 | | | Blackrock, Inc. | | | | | 440,336 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
1,015 | | | BNP Paribas | | | | $ | 48,550 | | | | | | 0.0 | | |
28,500 | | | BOC Hong Kong Holdings Ltd. | | | | | 113,173 | | | | | | 0.1 | | |
1,815 | | | Cboe Global Markets, Inc. | | | | | 205,440 | | | | | | 0.1 | | |
10,708 | | | Citigroup, Inc. | | | | | 492,461 | | | | | | 0.2 | | |
8,059 | | | Citizens Financial Group, Inc. | | | | | 287,626 | | | | | | 0.1 | | |
2,112 | | | CME Group, Inc. | | | | | 432,326 | | | | | | 0.2 | | |
19 | | | Credit Agricole SA | | | | | 175 | | | | | | 0.0 | | |
6,091 | | | Danske Bank A/S | | | | | 86,691 | | | | | | 0.0 | | |
526 | | | Deutsche Boerse AG | | | | | 88,330 | | | | | | 0.0 | | |
6,592 | | | Essent Group Ltd. | | | | | 256,429 | | | | | | 0.1 | | |
227 | | | Everest Re Group Ltd. | | | | | 63,624 | | | | | | 0.0 | | |
627 | | | Factset Research Systems, Inc. | | | | | 241,125 | | | | | | 0.1 | | |
6,294 | | | Fidelity National Financial, Inc. | | | | | 232,626 | | | | | | 0.1 | | |
5,101 | | | FinecoBank Banca Fineco SpA | | | | | 61,195 | | | | | | 0.0 | | |
4,644 | | | First American Financial Corp. | | | | | 245,761 | | | | | | 0.1 | | |
596 | | | Groupe Bruxelles Lambert S.A. | | | | | 49,963 | | | | | | 0.0 | | |
2,903 | | | Hancock Whitney Corp. | | | | | 128,690 | | | | | | 0.0 | | |
392 | | | Hannover Rueck SE | | | | | 57,175 | | | | | | 0.0 | | |
1,412 | | | Hanover Insurance Group, Inc. | | | | | 206,505 | | | | | | 0.1 | | |
4,775 | | | Hartford Financial Services Group, Inc. | | | | | 312,428 | | | | | | 0.1 | | |
49,627 | | | HSBC Holdings PLC | | | | | 324,189 | | | | | | 0.1 | | |
2,148 | | | International Bancshares Corp. | | | | | 86,092 | | | | | | 0.0 | | |
11,200 | | | Japan Post Bank Co. Ltd. | | | | | 87,197 | | | | | | 0.0 | | |
436 | | | JPMorgan Chase & Co. | | | | | 49,098 | | | | | | 0.0 | | |
7,732 | | | Keycorp | | | | | 133,222 | | | | | | 0.0 | | |
31,859 | | | Legal & General Group PLC | | | | | 93,142 | | | | | | 0.0 | | |
1,627 | | | Loews Corp. | | | | | 96,416 | | | | | | 0.0 | | |
1,199 | | | LPL Financial Holdings, Inc. | | | | | 221,192 | | | | | | 0.1 | | |
34,233 | | | M&G PLC | | | | | 81,157 | | | | | | 0.0 | | |
1,888 | | | Marsh & McLennan Cos., Inc. | | | | | 293,112 | | | | | | 0.1 | | |
34,557 | | | Medibank Pvt Ltd. | | | | | 77,725 | | | | | | 0.0 | | |
8,902 | | | Mediobanca Banca di Credito Finanziario SpA | | | | | 77,204 | | | | | | 0.0 | | |
5,993 | | | Metlife, Inc. | | | | | 376,300 | | | | | | 0.1 | | |
21,699 | | | MGIC Investment Corp. | | | | | 273,407 | | | | | | 0.1 | | |
15,400 | | | Mitsubishi HC Capital, Inc. | | | | | 71,077 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
34,500 | | | Mitsubishi UFJ Financial Group, Inc. | | | | $ | 184,577 | | | | | | 0.1 | | |
7 | | | Mizrahi Tefahot Bank Ltd. | | | | | 233 | | | | | | 0.0 | | |
11,200 | | | Mizuho Financial Group, Inc. | | | | | 127,511 | | | | | | 0.1 | | |
1,738 | | | Morgan Stanley | | | | | 132,192 | | | | | | 0.0 | | |
3,500 | | | MS&AD Insurance Group Holdings, Inc. | | | | | 107,322 | | | | | | 0.1 | | |
2,053 | | | MSCI, Inc. - Class A | | | | | 846,144 | | | | | | 0.3 | | |
247 | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 58,427 | | | | | | 0.0 | | |
18,773 | | | Natwest Group PLC | | | | | 49,969 | | | | | | 0.0 | | |
2,112 | | | NN Group NV | | | | | 95,659 | | | | | | 0.0 | | |
13 | | | Nordea Bank Abp | | | | | 115 | | | | | | 0.0 | | |
12,765 | | | Old Republic International Corp. | | | | | 285,425 | | | | | | 0.1 | | |
4,700 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 38,554 | | | | | | 0.0 | | |
7,696 (2) | | | Poste Italiane SpA | | | | | 72,008 | | | | | | 0.0 | | |
4,173 | | | Prosperity Bancshares, Inc. | | | | | 284,891 | | | | | | 0.1 | | |
11,407 | | | Regions Financial Corp. | | | | | 213,881 | | | | | | 0.1 | | |
1,120 | | | Schroders PLC | | | | | 36,587 | | | | | | 0.0 | | |
2,600 | | | Sompo Holdings, Inc. | | | | | 114,837 | | | | | | 0.1 | | |
5,000 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 148,625 | | | | | | 0.1 | | |
3,200 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 98,899 | | | | | | 0.1 | | |
9,039 | | | Suncorp Group Ltd. | | | | | 68,929 | | | | | | 0.0 | | |
307 | | | Swiss Re Ltd. | | | | | 23,829 | | | | | | 0.0 | | |
1,929 | | | T. Rowe Price Group, Inc. | | | | | 219,154 | | | | | | 0.1 | | |
1,400 | | | Tokio Marine Holdings, Inc. | | | | | 81,637 | | | | | | 0.0 | | |
2,173 | | | Travelers Cos, Inc. | | | | | 367,520 | | | | | | 0.1 | | |
3,524 | | | Tryg A/S | | | | | 79,395 | | | | | | 0.0 | | |
5,662 | | | Unum Group | | | | | 192,621 | | | | | | 0.1 | | |
9,207 | | | US Bancorp | | | | | 423,706 | | | | | | 0.2 | | |
4,511 | | | Washington Federal, Inc. | | | | | 135,420 | | | | | | 0.1 | | |
6,454 | | | Wells Fargo & Co. | | | | | 252,803 | | | | | | 0.1 | | |
241 | | | Willis Towers Watson PLC | | | | | 47,571 | | | | | | 0.0 | | |
447 | | | Zurich Insurance Group AG | | | | | 194,925 | | | | | | 0.1 | | |
| | | | | | | | 13,669,258 | | | | | | 5.0 | | |
| | | Health Care: 6.2% | | ||||||||||||
4,590 | | | Abbott Laboratories | | | | | 498,704 | | | | | | 0.2 | | |
1,793 | | | AbbVie, Inc. | | | | | 274,616 | | | | | | 0.1 | | |
663 | | | Agilent Technologies, Inc. | | | | | 78,745 | | | | | | 0.0 | | |
1,318 | | | Amgen, Inc. | | | | | 320,669 | | | | | | 0.1 | | |
1,639 | | | Becton Dickinson & Co. | | | | | 404,063 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
20,832 (1) | | | Boston Scientific Corp. | | | | $ | 776,409 | | | | | | 0.3 | | |
9,665 | | | Bristol-Myers Squibb Co. | | | | | 744,205 | | | | | | 0.3 | | |
5,474 | | | Cardinal Health, Inc. | | | | | 286,126 | | | | | | 0.1 | | |
520 | | | Cigna Corp. | | | | | 137,030 | | | | | | 0.1 | | |
150 (3) | | | Coloplast A/S | | | | | 17,139 | | | | | | 0.0 | | |
3,160 | | | CVS Health Corp. | | | | | 292,806 | | | | | | 0.1 | | |
2,633 | | | Danaher Corp. | | | | | 667,518 | | | | | | 0.2 | | |
9,171 (1) | | | DexCom, Inc. | | | | | 683,515 | | | | | | 0.3 | | |
4,400 (1) | | | Edwards Lifesciences Corp. | | | | | 418,396 | | | | | | 0.2 | | |
559 | | | Elevance Health, Inc. | | | | | 269,762 | | | | | | 0.1 | | |
6,832 | | | Eli Lilly & Co. | | | | | 2,215,139 | | | | | | 0.8 | | |
1 (1) | | | Euroapi SA | | | | | 16 | | | | | | 0.0 | | |
7,972 | | | Gilead Sciences, Inc. | | | | | 492,749 | | | | | | 0.2 | | |
13,299 | | | GSK PLC | | | | | 286,615 | | | | | | 0.1 | | |
1,864 | | | Hikma Pharmaceuticals PLC | | | | | 36,778 | | | | | | 0.0 | | |
4,470 (1) | | | Horizon Therapeutics Plc | | | | | 356,527 | | | | | | 0.1 | | |
1,621 | | | Humana, Inc. | | | | | 758,741 | | | | | | 0.3 | | |
2,065 (1) | | | Intuitive Surgical, Inc. | | | | | 414,466 | | | | | | 0.2 | | |
172 | | | Ipsen SA | | | | | 16,285 | | | | | | 0.0 | | |
8,499 | | | Johnson & Johnson | | | | | 1,508,657 | | | | | | 0.6 | | |
1,152 | | | McKesson Corp. | | | | | 375,794 | | | | | | 0.1 | | |
1,500 | | | Medtronic PLC | | | | | 134,625 | | | | | | 0.0 | | |
6,897 | | | Merck & Co., Inc. | | | | | 628,799 | | | | | | 0.2 | | |
5,020 | | | Novartis AG | | | | | 425,599 | | | | | | 0.2 | | |
3,200 | | | Ono Pharmaceutical Co., Ltd. | | | | | 82,206 | | | | | | 0.0 | | |
1,567 | | | Orion Oyj | | | | | 70,131 | | | | | | 0.0 | | |
1,700 (3) | | | Otsuka Holdings Co. Ltd. | | | | | 60,684 | | | | | | 0.0 | | |
19,230 | | | Pfizer, Inc. | | | | | 1,008,229 | | | | | | 0.4 | | |
1,039 | | | Recordati Industria Chimica e Farmaceutica SpA | | | | | 45,310 | | | | | | 0.0 | | |
204 | | | Roche Holding AG-GENUSSCHEIN | | | | | 68,197 | | | | | | 0.0 | | |
2,600 | | | Sanofi | | | | | 262,201 | | | | | | 0.1 | | |
5,600 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 157,295 | | | | | | 0.1 | | |
577 | | | Thermo Fisher Scientific, Inc. | | | | | 313,473 | | | | | | 0.1 | | |
2,249 | | | UnitedHealth Group, Inc. | | | | | 1,155,154 | | | | | | 0.4 | | |
1,301 | | | Zoetis, Inc. | | | | | 223,629 | | | | | | 0.1 | | |
| | | | | | | | 16,967,002 | | | | | | 6.2 | | |
| | | Industrials: 3.5% | | ||||||||||||
3,188 | | | 3M Co. | | | | | 412,559 | | | | | | 0.2 | | |
1,893 | | | AECOM | | | | | 123,462 | | | | | | 0.0 | | |
778 | | | Allegion Public Ltd. | | | | | 76,166 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
29,692 | | | Aurizon Holdings Ltd. | | | | $ | 78,091 | | | | | | 0.1 | | |
14,086 | | | BAE Systems PLC | | | | | 142,607 | | | | | | 0.1 | | |
3,520 | | | Booz Allen Hamilton Holding Corp. | | | | | 318,067 | | | | | | 0.1 | | |
2,735 (3) | | | Bouygues SA | | | | | 84,412 | | | | | | 0.1 | | |
8,378 | | | Brambles Ltd. | | | | | 61,949 | | | | | | 0.0 | | |
998 (3) | | | Bureau Veritas SA | | | | | 25,677 | | | | | | 0.0 | | |
3,582 | | | CSX Corp. | | | | | 104,093 | | | | | | 0.0 | | |
1,043 | | | Cummins, Inc. | | | | | 201,852 | | | | | | 0.1 | | |
2,100 | | | Dai Nippon Printing Co., Ltd. | | | | | 45,172 | | | | | | 0.0 | | |
1,161 | | | DCC PLC | | | | | 72,233 | | | | | | 0.0 | | |
3,088 | | | Deutsche Post AG | | | | | 116,592 | | | | | | 0.1 | | |
262 | | | DSV A/S | | | | | 36,842 | | | | | | 0.0 | | |
6,400 | | | Eaton Corp. PLC | | | | | 806,336 | | | | | | 0.3 | | |
4,316 | | | Emerson Electric Co. | | | | | 343,295 | | | | | | 0.1 | | |
286 | | | Ferguson PLC | | | | | 32,038 | | | | | | 0.0 | | |
3,026 | | | Fortive Corp. | | | | | 164,554 | | | | | | 0.1 | | |
930 | | | GEA Group AG | | | | | 32,241 | | | | | | 0.0 | | |
74 | | | Geberit AG - Reg | | | | | 35,602 | | | | | | 0.0 | | |
1,423 | | | Illinois Tool Works, Inc. | | | | | 259,342 | | | | | | 0.1 | | |
1,000 | | | Jardine Matheson Holdings Ltd. | | | | | 52,544 | | | | | | 0.0 | | |
5,293 | | | Johnson Controls International plc | | | | | 253,429 | | | | | | 0.1 | | |
1,326 | | | Kone Oyj | | | | | 63,377 | | | | | | 0.0 | | |
3,062 | | | L3Harris Technologies, Inc. | | | | | 740,085 | | | | | | 0.3 | | |
767 | | | Legrand S.A. | | | | | 56,949 | | | | | | 0.0 | | |
702 | | | Lockheed Martin Corp. | | | | | 301,832 | | | | | | 0.1 | | |
1,579 | | | Manpowergroup, Inc. | | | | | 120,651 | | | | | | 0.0 | | |
1,800 | | | Mitsubishi Corp. | | | | | 53,606 | | | | | | 0.0 | | |
3,607 | | | MSC Industrial Direct Co. | | | | | 270,922 | | | | | | 0.1 | | |
1,100 | | | Nippon Yusen KK | | | | | 75,421 | | | | | | 0.0 | | |
8,000 | | | Obayashi Corp. | | | | | 58,186 | | | | | | 0.0 | | |
7,267 | | | Quanta Services, Inc. | | | | | 910,846 | | | | | | 0.3 | | |
2,262 | | | Relx PLC (GBP Exchange) | | | | | 61,416 | | | | | | 0.0 | | |
2,758 | | | Robert Half International, Inc. | | | | | 206,547 | | | | | | 0.1 | | |
1,046 | | | Rockwell Automation, Inc. | | | | | 208,478 | | | | | | 0.1 | | |
1,300 | | | Secom Co., Ltd. | | | | | 80,268 | | | | | | 0.1 | | |
3,600 | | | SG Holdings Co. Ltd. | | | | | 60,876 | | | | | | 0.0 | | |
6,700 | | | Sumitomo Corp. | | | | | 91,076 | | | | | | 0.1 | | |
1,124 (1) | | | TransDigm Group, Inc. | | | | | 603,217 | | | | | | 0.2 | | |
1,486 | | | United Parcel Service, Inc. - Class B | | | | | 271,254 | | | | | | 0.1 | | |
1,605 | | | Verisk Analytics, Inc. | | | | | 277,809 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
5,847 | | | Waste Connections, Inc. | | | | $ | 724,794 | | | | | | 0.3 | | |
747 | | | Wolters Kluwer NV | | | | | 72,398 | | | | | | 0.0 | | |
581 | | | WW Grainger, Inc. | | | | | 264,024 | | | | | | 0.1 | | |
3,400 | | | Yamato Holdings Co., Ltd. | | | | | 54,411 | | | | | | 0.0 | | |
1,322 (3) | | | ZIM Integrated Shipping Services Ltd. | | | | | 62,438 | | | | | | 0.0 | | |
| | | | | | | | 9,570,036 | | | | | | 3.5 | | |
| | | Information Technology: 9.6% | | ||||||||||||
7,806 (1) | | | Advanced Micro Devices, Inc. | | | | | 596,925 | | | | | | 0.2 | | |
3,958 | | | Amdocs Ltd. | | | | | 329,741 | | | | | | 0.1 | | |
31,595 | | | Apple, Inc. | | | | | 4,319,668 | | | | | | 1.6 | | |
1,503 | | | Automatic Data Processing, Inc. | | | | | 315,690 | | | | | | 0.1 | | |
1,100 | | | Brother Industries Ltd. | | | | | 19,354 | | | | | | 0.0 | | |
4,437 (1) | | | Cadence Design Systems, Inc. | | | | | 665,683 | | | | | | 0.2 | | |
17,049 | | | Cisco Systems, Inc. | | | | | 726,969 | | | | | | 0.3 | | |
4,504 | | | Cognizant Technology Solutions Corp. | | | | | 303,975 | | | | | | 0.1 | | |
2,778 (1) | | | Crowdstrike Holdings, Inc. | | | | | 468,260 | | | | | | 0.2 | | |
4,765 (1) | | | Datadog, Inc. | | | | | 453,819 | | | | | | 0.2 | | |
3,331 | | | Dolby Laboratories, Inc. | | | | | 238,366 | | | | | | 0.1 | | |
2,251 (1) | | | Gartner, Inc. | | | | | 544,359 | | | | | | 0.2 | | |
4,603 | | | Genpact Ltd. | | | | | 194,983 | | | | | | 0.1 | | |
2,608 | | | International Business Machines Corp. | | | | | 368,224 | | | | | | 0.1 | | |
2,235 | | | Intuit, Inc. | | | | | 861,458 | | | | | | 0.3 | | |
1,487 | | | Jack Henry & Associates, Inc. | | | | | 267,690 | | | | | | 0.1 | | |
10,000 | | | Juniper Networks, Inc. | | | | | 285,000 | | | | | | 0.1 | | |
10,517 | | | Marvell Technology, Inc. | | | | | 457,805 | | | | | | 0.2 | | |
25,037 | | | Microsoft Corp. | | | | | 6,430,253 | | | | | | 2.4 | | |
1,377 (1) | | | MongoDB, Inc. | | | | | 357,332 | | | | | | 0.1 | | |
2,224 | | | Motorola Solutions, Inc. | | | | | 466,150 | | | | | | 0.2 | | |
4,024 | | | NetApp, Inc. | | | | | 262,526 | | | | | | 0.1 | | |
10,305 | | | NortonLifeLock, Inc. | | | | | 226,298 | | | | | | 0.1 | | |
7,632 | | | Nvidia Corp. | | | | | 1,156,935 | | | | | | 0.4 | | |
3,140 | | | Oracle Corp. | | | | | 219,392 | | | | | | 0.1 | | |
2,092 (1) | | | Palo Alto Networks, Inc. | | | | | 1,033,322 | | | | | | 0.4 | | |
6,880 | | | Paychex, Inc. | | | | | 783,426 | | | | | | 0.3 | | |
879 | | | Roper Technologies, Inc. | | | | | 346,897 | | | | | | 0.1 | | |
10,227 | | | Sage Group PLC/The | | | | | 79,196 | | | | | | 0.1 | | |
2,235 (1) | | | ServiceNow, Inc. | | | | | 1,062,787 | | | | | | 0.4 | | |
2,217 | | | SS&C Technologies Holdings, Inc. | | | | | 128,741 | | | | | | 0.0 | | |
2,472 | | | Texas Instruments, Inc. | | | | | 379,823 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
1,500 | | | Trend Micro, Inc. | | | | $ | 73,382 | | | | | | 0.0 | | |
8,687 | | | Visa, Inc. - Class A | | | | | 1,710,383 | | | | | | 0.6 | | |
| | | | | | | | 26,134,812 | | | | | | 9.6 | | |
| | | Materials: 1.4% | | ||||||||||||
600 | | | Air Liquide SA | | | | | 80,762 | | | | | | 0.1 | | |
1,541 | | | Air Products & Chemicals, Inc. | | | | | 370,580 | | | | | | 0.1 | | |
10,564 | | | Amcor PLC | | | | | 131,310 | | | | | | 0.1 | | |
9,452 | | | BHP Group Ltd. Australian | | | | | 270,645 | | | | | | 0.1 | | |
420 | | | Chr Hansen Holding A/S | | | | | 30,659 | | | | | | 0.0 | | |
1,264 | | | CRH PLC | | | | | 43,619 | | | | | | 0.0 | | |
6,933 | | | Crown Holdings, Inc. | | | | | 639,015 | | | | | | 0.2 | | |
3,338 | | | Evonik Industries AG | | | | | 71,588 | | | | | | 0.0 | | |
2,037 | | | Holcim AG | | | | | 87,366 | | | | | | 0.1 | | |
4,958 | | | International Paper Co. | | | | | 207,393 | | | | | | 0.1 | | |
2,400 | | | Mitsubishi Chemical Holdings Corp. | | | | | 13,041 | | | | | | 0.0 | | |
5,839 | | | Newmont Corp. | | | | | 348,413 | | | | | | 0.1 | | |
600 | | | Nitto Denko Corp. | | | | | 38,807 | | | | | | 0.0 | | |
1,342 | | | Novozymes A/S | | | | | 80,765 | | | | | | 0.1 | | |
2,138 (3) | | | OCI NV | | | | | 70,331 | | | | | | 0.0 | | |
2,072 | | | Packaging Corp. of America | | | | | 284,900 | | | | | | 0.1 | | |
3,529 | | | Rio Tinto Ltd. | | | | | 251,755 | | | | | | 0.1 | | |
637 | | | Sherwin-Williams Co. | | | | | 142,631 | | | | | | 0.1 | | |
1,319 | | | Smurfit Kappa PLC | | | | | 44,480 | | | | | | 0.0 | | |
5,194 | | | Sonoco Products Co. | | | | | 296,266 | | | | | | 0.1 | | |
5,700 | | | Sumitomo Chemical Co., Ltd. | | | | | 22,308 | | | | | | 0.0 | | |
579 | | | Symrise AG | | | | | 63,149 | | | | | | 0.0 | | |
3,051 | | | WestRock Co. | | | | | 121,552 | | | | | | 0.0 | | |
740 | | | Yara International ASA | | | | | 31,007 | | | | | | 0.0 | | |
| | | | | | | | 3,742,342 | | | | | | 1.4 | | |
| | | Real Estate: 1.7% | | ||||||||||||
1,600 | | | Daiwa House Industry Co., Ltd. | | | | | 37,419 | | | | | | 0.0 | | |
768 | | | Digital Realty Trust, Inc. | | | | | 99,710 | | | | | | 0.0 | | |
2,885 | | | First Industrial Realty Trust, Inc. | | | | | 136,980 | | | | | | 0.1 | | |
4,785 | | | Gaming and Leisure Properties, Inc. | | | | | 219,440 | | | | | | 0.1 | | |
26,824 | | | GPT Group | | | | | 78,398 | | | | | | 0.0 | | |
2,928 | | | Healthcare Realty Trust, Inc. | | | | | 79,642 | | | | | | 0.0 | | |
7,644 | | | Highwoods Properties, Inc. | | | | | 261,348 | | | | | | 0.1 | | |
4,566 | | | Invitation Homes, Inc. | | | | | 162,458 | | | | | | 0.1 | | |
4,964 | | | Iron Mountain, Inc. | | | | | 241,697 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
2,413 | | | Kilroy Realty Corp. | | | | $ | 126,272 | | | | | | 0.1 | | |
527 | | | Lamar Advertising Co. | | | | | 46,360 | | | | | | 0.0 | | |
6,351 | | | Land Securities Group PLC | | | | | 51,538 | | | | | | 0.0 | | |
805 | | | LEG Immobilien SE | | | | | 66,994 | | | | | | 0.0 | | |
2,203 | | | Life Storage, Inc. | | | | | 245,987 | | | | | | 0.1 | | |
13,700 | | | Link REIT | | | | | 111,948 | | | | | | 0.1 | | |
721 | | | Mid-America Apartment Communities, Inc. | | | | | 125,937 | | | | | | 0.0 | | |
6,965 | | | National Retail Properties, Inc. | | | | | 299,495 | | | | | | 0.1 | | |
4,443 | | | National Storage Affiliates Trust | | | | | 222,461 | | | | | | 0.1 | | |
1,300 | | | Nomura Real Estate Holdings, Inc. | | | | | 31,805 | | | | | | 0.0 | | |
5,688 | | | ProLogis, Inc. | | | | | 669,193 | | | | | | 0.2 | | |
721 | | | Realty Income Corp. | | | | | 49,216 | | | | | | 0.0 | | |
1,855 | | | SBA Communications Corp. | | | | | 593,693 | | | | | | 0.2 | | |
5,707 | | | Segro PLC | | | | | 68,129 | | | | | | 0.0 | | |
5,546 | | | SL Green Realty Corp. | | | | | 255,948 | | | | | | 0.1 | | |
8,000 | | | Sun Hung Kai Properties Ltd. | | | | | 94,720 | | | | | | 0.1 | | |
9,000 | | | Swire Properties Ltd. | | | | | 22,407 | | | | | | 0.0 | | |
854 | | | Swiss Prime Site AG | | | | | 75,036 | | | | | | 0.0 | | |
2,057 | | | WP Carey, Inc. | | | | | 170,443 | | | | | | 0.1 | | |
| | | | | | | | 4,644,674 | | | | | | 1.7 | | |
| | | Utilities: 1.6% | | ||||||||||||
4,000 | | | CK Infrastructure Holdings Ltd. | | | | | 24,572 | | | | | | 0.0 | | |
11,500 | | | CLP Holdings Ltd. | | | | | 95,568 | | | | | | 0.1 | | |
1,462 | | | Consolidated Edison, Inc. | | | | | 139,036 | | | | | | 0.1 | | |
2,983 | | | DTE Energy Co. | | | | | 378,095 | | | | | | 0.1 | | |
4,569 | | | Duke Energy Corp. | | | | | 489,843 | | | | | | 0.2 | | |
1,609 | | | E.ON AG | | | | | 13,553 | | | | | | 0.0 | | |
5,171 | | | Edison International | | | | | 327,014 | | | | | | 0.1 | | |
277 (3) | | | Elia Group SA/NV | | | | | 39,340 | | | | | | 0.0 | | |
4,116 (3) | | | Enagas | | | | | 91,032 | | | | | | 0.0 | | |
2,449 | | | Entergy Corp. | | | | | 275,855 | | | | | | 0.1 | | |
1,469 | | | Eversource Energy | | | | | 124,087 | | | | | | 0.0 | | |
15,500 | | | HK Electric Investments & HK Electric Investments Ltd. - Stapled Security | | | | | 14,222 | | | | | | 0.0 | | |
1,910 | | | Iberdrola S.A. - IBEE | | | | | 19,886 | | | | | | 0.0 | | |
1,566 (3) | | | Lundin Energy AB | | | | | 1,065 | | | | | | 0.0 | | |
2,613 | | | National Fuel Gas Co. | | | | | 172,589 | | | | | | 0.1 | | |
12,498 | | | National Grid PLC | | | | | 160,611 | | | | | | 0.1 | | |
1,000 | | | Osaka Gas Co., Ltd. | | | | | 19,165 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
14,500 | | | Power Assets Holdings Ltd. | | | | $ | 91,348 | | | | | | 0.0 | | |
12,019 | | | PPL Corp. | | | | | 326,076 | | | | | | 0.1 | | |
4,933 (3) | | | Red Electrica Corp. SA | | | | | 93,380 | | | | | | 0.1 | | |
1,590 | | | Sempra Energy | | | | | 238,929 | | | | | | 0.1 | | |
406 | | | Severn Trent PLC | | | | | 13,479 | | | | | | 0.0 | | |
12,467 | | | Snam SpA | | | | | 65,407 | | | | | | 0.0 | | |
6,749 | | | Southern Co. | | | | | 481,271 | | | | | | 0.2 | | |
12,118 (3) | | | Terna - Rete Elettrica Nazionale | | | | | 95,275 | | | | | | 0.1 | | |
7,321 | | | United Utilities Group PLC | | | | | 91,134 | | | | | | 0.0 | | |
3,716 | | | WEC Energy Group, Inc. | | | | | 373,978 | | | | | | 0.1 | | |
| | | | | | | | 4,255,810 | | | | | | 1.6 | | |
| | | Total Common Stock (Cost $113,571,693) | | | | | 108,940,701 | | | | | | 40.0 | | |
EXCHANGE-TRADED FUNDS: 0.3% | | |||||||||||||||
2,630 | | | iShares MSCI EAFE Value Index ETF | | | | | 114,142 | | | | | | 0.0 | | |
5,686 | | | iShares Russell 1000 Value ETF | | | | | 824,299 | | | | | | 0.3 | | |
| | | Total Exchange-Traded Funds (Cost $990,698) | | | | | 938,441 | | | | | | 0.3 | | |
MUTUAL FUNDS: 9.8% | | |||||||||||||||
| | | Affiliated Investment Companies: 9.8% | | ||||||||||||
220,008 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 1,599,459 | | | | | | 0.6 | | |
2,174,941 | | | Voya Floating Rate Fund - Class P | | | | | 18,139,012 | | | | | | 6.7 | | |
1,032,554 | | | Voya High Yield Bond Fund - Class P | | | | | 6,866,484 | | | | | | 2.5 | | |
| | | Total Mutual Funds (Cost $30,090,780) | | | | | 26,604,955 | | | | | | 9.8 | | |
PREFERRED STOCK: 0.2% | | |||||||||||||||
| | | Consumer Staples: 0.0% | | ||||||||||||
1,043 | | | Henkel AG & Co. KGaA | | | | | 64,542 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Financials: 0.2% | | ||||||||||||
50 (1)(4) | | | Fannie Mae | | | | | 487,500 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Materials: 0.0% | | ||||||||||||
2 | | | Fuchs Petrolub SE | | | | | 56 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $4,173,229) | | | | | 552,098 | | | | | | 0.2 | | |
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: 8.8% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
15,000 (2) | | | ASP Unifrax Holdings, Inc., 5.250%, 09/30/2028 | | | | $ | 11,997 | | | | | | 0.0 | | |
200,000 (2) | | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 179,834 | | | | | | 0.1 | | |
70,000 (2)(3) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 61,870 | | | | | | 0.0 | | |
70,000 (2)(3) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 48,600 | | | | | | 0.0 | | |
70,000 (2) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 63,422 | | | | | | 0.0 | | |
250,000 (2) | | | Evraz PLC, 5.250%, 04/02/2024 | | | | | 118,750 | | | | | | 0.1 | | |
225,000 (2) | | | GC Treasury Center Co. Ltd., 4.400%, 03/30/2032 | | | | | 206,923 | | | | | | 0.1 | | |
200,000 (2) | | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | | | 201,923 | | | | | | 0.1 | | |
70,000 (2) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 58,679 | | | | | | 0.0 | | |
70,000 (2) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 55,391 | | | | | | 0.0 | | |
70,000 (2)(8) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | | | | | 56,109 | | | | | | 0.0 | | |
65,000 (2) | | | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | | | | | 54,853 | | | | | | 0.0 | | |
65,000 (2) | | | Mineral Resources Ltd., 8.000%, 11/01/2027 | | | | | 63,538 | | | | | | 0.1 | | |
70,000 (2) | | | Novelis Corp., 3.875%, 08/15/2031 | | | | | 54,030 | | | | | | 0.0 | | |
60,000 (2) | | | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.000%, 01/27/2030 | | | | | 50,835 | | | | | | 0.0 | | |
70,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 64,471 | | | | | | 0.1 | | |
70,000 (2) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 62,393 | | | | | | 0.0 | | |
200,000 | | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | | | 182,497 | | | | | | 0.1 | | |
70,000 (2) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 59,684 | | | | | | 0.0 | | |
50,000 (2) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.125%, 04/01/2029 | | | | | 35,831 | | | | | | 0.0 | | |
55,000 (2) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 44,343 | | | | | | 0.0 | | |
70,000 (2) | | | Vibrantz Technologies, Inc., 9.000%, 02/15/2030 | | | | | 49,444 | | | | | | 0.0 | | |
| | | | | | | | 1,785,417 | | | | | | 0.7 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications: 0.8% | | ||||||||||||
70,000 (3) | | | AMC Networks, Inc., 4.250%, 02/15/2029 | | | | $ | 56,929 | | | | | | 0.0 | | |
70,000 (2) | | | Audacy Capital Corp., 6.500%, 05/01/2027 | | | | | 41,747 | | | | | | 0.0 | | |
70,000 (2) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 52,607 | | | | | | 0.0 | | |
70,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | | | | | 54,318 | | | | | | 0.0 | | |
70,000 (2) | | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | | | 50,542 | | | | | | 0.0 | | |
206,000 | | | Comcast Corp., 2.937%, 11/01/2056 | | | | | 143,568 | | | | | | 0.1 | | |
70,000 (2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 51,847 | | | | | | 0.0 | | |
70,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 65,554 | | | | | | 0.1 | | |
85,000 (2) | | | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.875%, 08/15/2027 | | | | | 72,786 | | | | | | 0.1 | | |
70,000 | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 42,756 | | | | | | 0.0 | | |
70,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 52,723 | | | | | | 0.0 | | |
70,000 (2) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 60,752 | | | | | | 0.0 | | |
70,000 (2)(3) | | | Gray Escrow II, Inc., 5.375%, 11/15/2031 | | | | | 56,238 | | | | | | 0.0 | | |
20,000 (3) | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 17,787 | | | | | | 0.0 | | |
70,000 (3) | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 55,777 | | | | | | 0.0 | | |
75,000 (2) | | | McGraw-Hill Education, Inc., 8.000%, 08/01/2029 | | | | | 60,876 | | | | | | 0.0 | | |
70,000 (2) | | | Millennium Escrow Corp., 6.625%, 08/01/2026 | | | | | 56,606 | | | | | | 0.0 | | |
45,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 44,109 | | | | | | 0.0 | | |
70,000 (9) | | | Paramount Global, 6.250%, 02/28/2057 | | | | | 61,382 | | | | | | 0.1 | | |
280,000 (9) | | | Paramount Global, 6.375%, 03/30/2062 | | | | | 250,593 | | | | | | 0.1 | | |
70,000 (2) | | | Radiate Holdco LLC / Radiate Finance, Inc., 4.500%, 09/15/2026 | | | | | 60,465 | | | | | | 0.0 | | |
70,000 (2) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 58,790 | | | | | | 0.0 | | |
70,000 (2) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 55,615 | | | | | | 0.0 | | |
70,000 (2) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 65,090 | | | | | | 0.1 | | |
70,000 (2) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 55,668 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
70,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | $ | 73,907 | | | | | | 0.1 | | |
70,000 (2) | | | Stagwell Global LLC, 5.625%, 08/15/2029 | | | | | 56,443 | | | | | | 0.0 | | |
70,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 54,255 | | | | | | 0.0 | | |
70,000 (2) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 66,780 | | | | | | 0.1 | | |
70,000 (2) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 60,031 | | | | | | 0.0 | | |
70,000 (2) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 56,712 | | | | | | 0.0 | | |
70,000 (2) | | | Viavi Solutions, Inc., 3.750%, 10/01/2029 | | | | | 58,754 | | | | | | 0.0 | | |
70,000 (2) | | | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | | | | | 50,736 | | | | | | 0.0 | | |
| | | | | | | | 2,122,743 | | | | | | 0.8 | | |
| | | Consumer, Cyclical: 1.5% | | ||||||||||||
70,000 (2) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 56,401 | | | | | | 0.0 | | |
70,000 (2) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 64,081 | | | | | | 0.0 | | |
70,000 (2) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 65,207 | | | | | | 0.1 | | |
70,000 (2) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 58,889 | | | | | | 0.0 | | |
70,000 (2) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 65,233 | | | | | | 0.1 | | |
70,000 (2) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | | | | | 64,561 | | | | | | 0.1 | | |
65,000 (2) | | | Arko Corp., 5.125%, 11/15/2029 | | | | | 49,328 | | | | | | 0.0 | | |
70,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 57,641 | | | | | | 0.0 | | |
70,000 | | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | | | | | 56,126 | | | | | | 0.0 | | |
70,000 (2) | | | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | | | | | 54,614 | | | | | | 0.0 | | |
70,000 (2) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 67,698 | | | | | | 0.1 | | |
70,000 (2) | | | Carnival Corp., 6.000%, 05/01/2029 | | | | | 49,422 | | | | | | 0.0 | | |
70,000 (2) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 63,826 | | | | | | 0.0 | | |
70,000 (2) | | | Century Communities, Inc., 3.875%, 08/15/2029 | | | | | 54,874 | | | | | | 0.0 | | |
200,000 (2) | | | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | | | | | 173,602 | | | | | | 0.1 | | |
70,000 (2) | | | CROCS INC COMPANY GUAR 144A 08/31 4.125, 4.125%, 08/15/2031 | | | | | 49,650 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
200,000 (2) | | | Falabella SA, 3.375%, 01/15/2032 | | | | $ | 163,383 | | | | | | 0.1 | | |
70,000 (2) | | | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.750%, 01/15/2030 | | | | | 53,927 | | | | | | 0.0 | | |
70,000 (2) | | | Foot Locker, Inc., 4.000%, 10/01/2029 | | | | | 53,087 | | | | | | 0.0 | | |
70,000 (2) | | | Foundation Building Materials, Inc., 6.000%, 03/01/2029 | | | | | 51,384 | | | | | | 0.0 | | |
70,000 (2) | | | Gap, Inc./The, 3.875%, 10/01/2031 | | | | | 48,967 | | | | | | 0.0 | | |
70,000 (2) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 69,380 | | | | | | 0.1 | | |
70,000 (3) | | | Goodyear Tire & Rubber Co/The, 5.250%, 07/15/2031 | | | | | 56,373 | | | | | | 0.0 | | |
225,000 | | | Home Depot, Inc./The, 3.625%, 04/15/2052 | | | | | 193,559 | | | | | | 0.1 | | |
200,000 (2) | | | InRetail Consumer, 3.250%, 03/22/2028 | | | | | 166,334 | | | | | | 0.1 | | |
70,000 (2) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 62,288 | | | | | | 0.0 | | |
70,000 (2) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | | 59,394 | | | | | | 0.0 | | |
70,000 (2) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 45,174 | | | | | | 0.0 | | |
70,000 (2) | | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | | | 53,479 | | | | | | 0.0 | | |
70,000 (2) | | | LGI Homes, Inc, 4.000%, 07/15/2029 | | | | | 52,355 | | | | | | 0.0 | | |
70,000 (2) | | | Lindblad Expeditions LLC, 6.750%, 02/15/2027 | | | | | 60,127 | | | | | | 0.0 | | |
70,000 (2) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 54,804 | | | | | | 0.0 | | |
170,000 | | | Lowe’s Cos, Inc., 4.450%, 04/01/2062 | | | | | 145,504 | | | | | | 0.1 | | |
70,000 | | | M/I Homes, Inc., 3.950%, 02/15/2030 | | | | | 52,884 | | | | | | 0.0 | | |
70,000 (2) | | | Macy’s Retail Holdings LLC, 6.125%, 03/15/2032 | | | | | 58,602 | | | | | | 0.0 | | |
193,000 (2) | | | Magallanes, Inc., 5.141%, 03/15/2052 | | | | | 162,247 | | | | | | 0.1 | | |
70,000 (2) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 67,496 | | | | | | 0.1 | | |
40,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 35,952 | | | | | | 0.0 | | |
70,000 (2) | | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | | | 57,164 | | | | | | 0.0 | | |
70,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 68,714 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
70,000 (2)(3) | | | NCL Corp. Ltd., 7.750%, 02/15/2029 | | | | $ | 53,578 | | | | | | 0.0 | | |
70,000 (2) | | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | | | 53,213 | | | | | | 0.0 | | |
70,000 (2) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | | 53,187 | | | | | | 0.0 | | |
25,000 (2) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 24,784 | | | | | | 0.0 | | |
70,000 (2) | | | Scientific Games Holdings L.P./Scientific Games US FinCo, Inc., 6.625%, 03/01/2030 | | | | | 59,610 | | | | | | 0.0 | | |
70,000 (2) | | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | | | 54,969 | | | | | | 0.0 | | |
65,000 (2) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 54,704 | | | | | | 0.0 | | |
70,000 (2) | | | Sonic Automotive, Inc., 4.625%, 11/15/2029 | | | | | 54,331 | | | | | | 0.0 | | |
70,000 (2) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 57,018 | | | | | | 0.0 | | |
70,000 (2) | | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | | | 55,328 | | | | | | 0.0 | | |
70,000 (2) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 46,390 | | | | | | 0.0 | | |
70,000 (2) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 59,224 | | | | | | 0.0 | | |
70,000 (2) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 61,250 | | | | | | 0.0 | | |
70,000 (2) | | | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | | | | | 52,659 | | | | | | 0.0 | | |
70,000 (3) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 65,150 | | | | | | 0.1 | | |
10,000 (2) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 9,326 | | | | | | 0.0 | | |
70,000 (2) | | | Victoria’s Secret & Co., 4.625%, 07/15/2029 | | | | | 52,842 | | | | | | 0.0 | | |
35,000 (2) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 26,196 | | | | | | 0.0 | | |
35,000 (2) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 35,916 | | | | | | 0.0 | | |
55,000 (2) | | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | | | 38,942 | | | | | | 0.0 | | |
70,000 (2) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 65,674 | | | | | | 0.1 | | |
70,000 (2) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 59,776 | | | | | | 0.0 | | |
70,000 (2) | | | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | | | | 56,257 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
70,000 (2) | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/2027 | | | | $ | 60,048 | | | | | | 0.0 | | |
| | | | | | | | 4,154,103 | | | | | | 1.5 | | |
| | | Consumer, Non-cyclical: 0.9% | | ||||||||||||
70,000 (2) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 65,508 | | | | | | 0.1 | | |
70,000 (2) | | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | | | 57,474 | | | | | | 0.0 | | |
200,000 (2) | | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | | | 177,041 | | | | | | 0.1 | | |
70,000 (2) | | | ADT Security Corp./The, 4.125%, 08/01/2029 | | | | | 57,007 | | | | | | 0.0 | | |
60,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 48,738 | | | | | | 0.0 | | |
25,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 22,989 | | | | | | 0.0 | | |
50,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 42,453 | | | | | | 0.0 | | |
70,000 (2) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 60,063 | | | | | | 0.0 | | |
70,000 (2) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 64,293 | | | | | | 0.0 | | |
70,000 (2) | | | APi Escrow Corp., 4.750%, 10/15/2029 | | | | | 56,622 | | | | | | 0.0 | | |
70,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 36,367 | | | | | | 0.0 | | |
70,000 (2) | | | BellRing Brands, Inc., 7.000%, 03/15/2030 | | | | | 66,071 | | | | | | 0.1 | | |
70,000 (2) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 65,981 | | | | | | 0.1 | | |
35,000 | | | Centene Corp., 2.625%, 08/01/2031 | | | | | 27,918 | | | | | | 0.0 | | |
35,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 32,740 | | | | | | 0.0 | | |
25,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 21,159 | | | | | | 0.0 | | |
70,000 (2) | | | CHS/Community Health Systems, Inc., 5.250%, 05/15/2030 | | | | | 53,320 | | | | | | 0.0 | | |
70,000 (2) | | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | | | 54,013 | | | | | | 0.0 | | |
64,000 (2) | | | CPI Acquisition, Inc., 8.625%, 03/15/2026 | | | | | 60,560 | | | | | | 0.0 | | |
5,000 (2) | | | Darling Ingredients, Inc., 6.000%, 06/15/2030 | | | | | 4,992 | | | | | | 0.0 | | |
70,000 (2) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 54,812 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
225,000 (2) | | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | | $ | 207,182 | | | | | | 0.1 | | |
70,000 (2) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 69,472 | | | | | | 0.1 | | |
70,000 | | | HCA, Inc., 3.500%, 09/01/2030 | | | | | 59,752 | | | | | | 0.0 | | |
200,000 (2) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 182,493 | | | | | | 0.1 | | |
56,000 (2) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 56,116 | | | | | | 0.0 | | |
70,000 (2) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 60,068 | | | | | | 0.0 | | |
70,000 (2) | | | Medline Borrower L.P., 3.875%, 04/01/2029 | | | | | 59,858 | | | | | | 0.0 | | |
70,000 (2)(3) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 58,149 | | | | | | 0.0 | | |
40,000 (2) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 33,617 | | | | | | 0.0 | | |
70,000 (2) | | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | | | 63,064 | | | | | | 0.0 | | |
70,000 (2) | | | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/2029 | | | | | 55,573 | | | | | | 0.0 | | |
70,000 (2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 59,182 | | | | | | 0.0 | | |
70,000 (2) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 57,286 | | | | | | 0.0 | | |
70,000 (2)(3) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 65,484 | | | | | | 0.1 | | |
70,000 (2) | | | Simmons Foods, Inc./ Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 59,293 | | | | | | 0.0 | | |
70,000 | | | Spectrum Brands, Inc., 5.750%, 07/15/2025 | | | | | 69,234 | | | | | | 0.1 | | |
70,000 (2) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 60,121 | | | | | | 0.0 | | |
70,000 (2) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 49,816 | | | | | | 0.0 | | |
45,000 (2) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 42,117 | | | | | | 0.0 | | |
70,000 | | | United Rentals North America, Inc., 3.750%, 01/15/2032 | | | | | 57,620 | | | | | | 0.0 | | |
| | | | | | | | 2,555,618 | | | | | | 0.9 | | |
| | | Energy: 1.5% | | ||||||||||||
70,000 (2) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | | 68,136 | | | | | | 0.1 | | |
70,000 (2) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 65,218 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
70,000 (2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | $ | 62,080 | | | | | | 0.0 | | |
70,000 (2)(3) | | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.875%, 06/30/2029 | | | | | 61,699 | | | | | | 0.0 | | |
70,000 (2) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 70,295 | | | | | | 0.1 | | |
70,000 (2) | | | Chesapeake Energy Corp., 6.750%, 04/15/2029 | | | | | 67,900 | | | | | | 0.1 | | |
70,000 (2) | | | Colgate Energy Partners III LLC, 5.875%, 07/01/2029 | | | | | 61,433 | | | | | | 0.0 | | |
70,000 (2) | | | Comstock Resources, Inc., 5.875%, 01/15/2030 | | | | | 60,391 | | | | | | 0.0 | | |
70,000 (2) | | | Crescent Energy Finance LLC, 7.250%, 05/01/2026 | | | | | 63,830 | | | | | | 0.0 | | |
70,000 (3) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | | | 65,570 | | | | | | 0.0 | | |
70,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 66,901 | | | | | | 0.0 | | |
46,000 | | | Devon Energy Corp., 5.250%, 10/15/2027 | | | | | 46,604 | | | | | | 0.0 | | |
70,000 (2) | | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | | | 59,528 | | | | | | 0.0 | | |
70,000 (2) | | | Earthstone Energy Holdings LLC, 8.000%, 04/15/2027 | | | | | 66,336 | | | | | | 0.0 | | |
350,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 323,885 | | | | | | 0.1 | | |
70,000 (2) | | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | | | 66,248 | | | | | | 0.0 | | |
450,000 (9) | | | Energy Transfer L.P., 7.125%, 12/31/2199 | | | | | 387,293 | | | | | | 0.2 | | |
70,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 61,375 | | | | | | 0.0 | | |
70,000 (2) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 67,726 | | | | | | 0.0 | | |
13,000 (2) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 12,487 | | | | | | 0.0 | | |
70,000 (2) | | | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | | | | | 58,755 | | | | | | 0.0 | | |
70,000 (2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 61,592 | | | | | | 0.0 | | |
70,000 (2) | | | Howard Midstream Energy Partners LLC, 6.750%, 01/15/2027 | | | | | 60,414 | | | | | | 0.0 | | |
350,000 | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 309,497 | | | | | | 0.1 | | |
200,000 (2) | | | Lukoil Capital DAC, 3.600%, 10/26/2031 | | | | | 109,750 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
70,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | $ | 65,411 | | | | | | 0.0 | | |
60,000 (2) | | | Nabors Industries, Inc., 7.375%, 05/15/2027 | | | | | 57,075 | | | | | | 0.0 | | |
70,000 (2) | | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | | | 64,854 | | | | | | 0.0 | | |
70,000 | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 72,227 | | | | | | 0.1 | | |
425,000 | | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | | | 346,202 | | | | | | 0.2 | | |
225,000 | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 174,291 | | | | | | 0.1 | | |
425,000 | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 312,141 | | | | | | 0.1 | | |
185,000 | | | Petroleos Mexicanos, 6.700%, 02/16/2032 | | | | | 141,451 | | | | | | 0.1 | | |
200,000 (2) | | | Qatar Energy, 3.125%, 07/12/2041 | | | | | 157,342 | | | | | | 0.1 | | |
70,000 (2) | | | Strathcona Resources Ltd., 6.875%, 08/01/2026 | | | | | 63,798 | | | | | | 0.0 | | |
70,000 (2) | | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | | | 56,030 | | | | | | 0.0 | | |
70,000 | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 57,835 | | | | | | 0.0 | | |
70,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 59,611 | | | | | | 0.0 | | |
70,000 (2) | | | Weatherford International Ltd., 8.625%, 04/30/2030 | | | | | 58,222 | | | | | | 0.0 | | |
70,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 58,315 | | | | | | 0.0 | | |
| | | | | | | | 4,149,748 | | | | | | 1.5 | | |
| | | Financial: 1.3% | | ||||||||||||
70,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 69,075 | | | | | | 0.1 | | |
292,000 | | | American Express Co., 3.375%, 05/03/2024 | | | | | 290,168 | | | | | | 0.1 | | |
70,000 (2) | | | AmWINS Group, Inc., 4.875%, 06/30/2029 | | | | | 57,413 | | | | | | 0.0 | | |
70,000 (2) | | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | | | 59,766 | | | | | | 0.0 | | |
200,000 | | | Banco Nacional de Panama, 2.500%, 08/11/2030 | | | | | 159,220 | | | | | | 0.1 | | |
502,000 (9) | | | Bank of America Corp., 1.530%, 12/06/2025 | | | | | 467,639 | | | | | | 0.2 | | |
492,000 (9) | | | Bank of America Corp., 6.125%, 12/31/2199 | | | | | 475,702 | | | | | | 0.2 | | |
70,000 (2) | | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | | | 54,882 | | | | | | 0.0 | | |
70,000 (2) | | | Burford Capital Global Finance LLC, 6.875%, 04/15/2030 | | | | | 61,629 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
407,000 (9) | | | Capital One Financial Corp., 4.166%, 05/09/2025 | | | | $ | 401,307 | | | | | | 0.2 | | |
135,000 (2) | | | Corebridge Financial, Inc., 4.400%, 04/05/2052 | | | | | 112,858 | | | | | | 0.1 | | |
200,000 (2) | | | Credit Bank of Moscow Via CBOM Finance PLC, 3.875%, 09/21/2026 | | | | | 45,000 | | | | | | 0.0 | | |
70,000 (2) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 65,139 | | | | | | 0.0 | | |
30,000 (2) | | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | | | 22,274 | | | | | | 0.0 | | |
40,000 (2) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 33,724 | | | | | | 0.0 | | |
200,000 (2)(9) | | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 191,966 | | | | | | 0.1 | | |
70,000 (2) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | | 53,982 | | | | | | 0.0 | | |
35,000 (2) | | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | | | 30,200 | | | | | | 0.0 | | |
70,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 55,379 | | | | | | 0.0 | | |
220,000 (2)(9) | | | Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen, 5.875%, 05/23/2042 | | | | | 221,890 | | | | | | 0.1 | | |
215,000 | | | Nasdaq, Inc., 3.950%, 03/07/2052 | | | | | 175,228 | | | | | | 0.1 | | |
70,000 | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 54,814 | | | | | | 0.0 | | |
70,000 | | | OneMain Finance Corp., 6.625%, 01/15/2028 | | | | | 62,688 | | | | | | 0.0 | | |
70,000 (2) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 53,200 | | | | | | 0.0 | | |
70,000 (2) | | | RLJ Lodging Trust L.P., 4.000%, 09/15/2029 | | | | | 57,625 | | | | | | 0.0 | | |
45,000 (9) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 40,950 | | | | | | 0.0 | | |
70,000 (2) | | | United Wholesale Mortgage LLC, 5.750%, 06/15/2027 | | | | | 56,234 | | | | | | 0.0 | | |
70,000 (2) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | | | | | 48,519 | | | | | | 0.0 | | |
70,000 (2) | | | VistaJet Malta Finance PLC / XO Management Holding, Inc., 6.375%, 02/01/2030 | | | | | 56,185 | | | | | | 0.0 | | |
70,000 (2) | | | XHR L.P., 4.875%, 06/01/2029 | | | | | 60,156 | | | | | | 0.0 | | |
| | | | | | | | 3,594,812 | | | | | | 1.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial: 0.7% | | ||||||||||||
70,000 (2) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | $ | 59,375 | | | | | | 0.0 | | |
65,000 (2) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 55,167 | | | | | | 0.0 | | |
70,000 (2) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 63,943 | | | | | | 0.0 | | |
70,000 (2) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 59,628 | | | | | | 0.0 | | |
152,000 | | | FedEx Corp., 4.100%, 02/01/2045 | | | | | 127,613 | | | | | | 0.1 | | |
70,000 (2) | | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | | | 57,979 | | | | | | 0.0 | | |
70,000 (2) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | | 57,860 | | | | | | 0.0 | | |
70,000 (2) | | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | | | 54,763 | | | | | | 0.0 | | |
70,000 (2) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 56,785 | | | | | | 0.0 | | |
70,000 (2) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 56,271 | | | | | | 0.0 | | |
70,000 (2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 65,893 | | | | | | 0.1 | | |
70,000 (2) | | | II-VI, Inc., 5.000%, 12/15/2029 | | | | | 61,242 | | | | | | 0.0 | | |
70,000 (2) | | | Imola Merger Corp., 4.750%, 05/15/2029 | | | | | 58,799 | | | | | | 0.0 | | |
200,000 (2) | | | Indian Railway Finance Corp. Ltd., 3.570%, 01/21/2032 | | | | | 171,517 | | | | | | 0.1 | | |
70,000 (2) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 58,121 | | | | | | 0.0 | | |
200,000 (2) | | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | | | 189,341 | | | | | | 0.1 | | |
70,000 (2) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 65,115 | | | | | | 0.1 | | |
225,000 (2) | | | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | | | | | 211,573 | | | | | | 0.1 | | |
70,000 (2) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 59,942 | | | | | | 0.0 | | |
70,000 (2) | | | PGT Innovations, Inc., 4.375%, 10/01/2029 | | | | | 55,290 | | | | | | 0.0 | | |
70,000 (2) | | | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | | | | | 59,652 | | | | | | 0.0 | | |
45,000 (2) | | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | | | 36,145 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
20,000 (2) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | $ | 14,791 | | | | | | 0.0 | | |
70,000 (2) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 67,502 | | | | | | 0.1 | | |
65,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 55,360 | | | | | | 0.0 | | |
80,000 (2)(3) | | | Vertiv Group Corp., 4.125%, 11/15/2028 | | | | | 65,077 | | | | | | 0.0 | | |
70,000 (2) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 55,383 | | | | | | 0.0 | | |
| | | | | | | | 2,000,127 | | | | | | 0.7 | | |
| | | Technology: 0.3% | | ||||||||||||
70,000 (2) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 59,870 | | | | | | 0.1 | | |
70,000 | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 59,119 | | | | | | 0.0 | | |
70,000 (2) | | | Condor Merger Sub, Inc., 7.375%, 02/15/2030 | | | | | 57,101 | | | | | | 0.0 | | |
70,000 (2) | | | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | | | | | 57,864 | | | | | | 0.0 | | |
70,000 (2) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 59,351 | | | | | | 0.0 | | |
70,000 (2) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 62,361 | | | | | | 0.1 | | |
206,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 151,621 | | | | | | 0.1 | | |
70,000 (2) | | | Playtika Holding Corp., 4.250%, 03/15/2029 | | | | | 57,892 | | | | | | 0.0 | | |
15,000 (2) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 9,823 | | | | | | 0.0 | | |
70,000 (2) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 52,668 | | | | | | 0.0 | | |
70,000 (2) | | | Virtusa Corp., 7.125%, 12/15/2028 | | | | | 56,373 | | | | | | 0.0 | | |
| | | | | | | | 684,043 | | | | | | 0.3 | | |
| | | Utilities: 1.1% | | ||||||||||||
70,000 (2) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 63,094 | | | | | | 0.0 | | |
200,000 (2) | | | Colbun SA, 3.150%, 03/06/2030 | | | | | 167,268 | | | | | | 0.1 | | |
475,000 (9) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 424,478 | | | | | | 0.1 | | |
264,000 (9) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 240,900 | | | | | | 0.1 | | |
74,000 | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 67,621 | | | | | | 0.0 | | |
104,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 80,650 | | | | | | 0.0 | | |
200,000 | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | | | 183,400 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
300,000 (2) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | $ | 289,123 | | | | | | 0.1 | | |
334,000 (9) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 310,393 | | | | | | 0.1 | | |
275,000 (9) | | | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | | | | | 241,937 | | | | | | 0.1 | | |
200,000 | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 202,295 | | | | | | 0.1 | | |
286,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 255,009 | | | | | | 0.1 | | |
275,000 (9) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 247,219 | | | | | | 0.1 | | |
203,000 | | | Southern Co/The, 4.475%, 08/01/2024 | | | | | 203,932 | | | | | | 0.1 | | |
70,000 (2) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 65,962 | | | | | | 0.0 | | |
| | | | | | | | 3,043,281 | | | | | | 1.1 | | |
| | | Total Corporate Bonds/ Notes (Cost $28,193,192) | | | | | 24,089,892 | | | | | | 8.8 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.7% | | |||||||||||||||
780,872 (2)(9) | | | Agate Bay Mortgage Trust 2015-1 B4, 3.694%, 01/25/2045 | | | | | 749,222 | | | | | | 0.3 | | |
270,844 (2)(9) | | | Chase Mortgage Finance Corp. 2016-SH1 M2, 3.750%, 04/25/2045 | | | | | 249,890 | | | | | | 0.1 | | |
198,606 (2)(9) | | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 195,069 | | | | | | 0.1 | | |
452,244 (2)(9) | | | CIM Trust 2019-J1 B2, 3.948%, 08/25/2049 | | | | | 425,350 | | | | | | 0.2 | | |
115,358 (2)(9) | | | CIM Trust 2019-J2 A13, 3.500%, 10/25/2049 | | | | | 109,246 | | | | | | 0.0 | | |
497,945 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 3.624%, (US0001M + 2.000%), 01/25/2040 | | | | | 490,801 | | | | | | 0.2 | | |
500,000 (2) | | | Connecticut Avenue Securities Trust 2022-R06 1M2, 4.798%, (SOFR30A + 3.850%), 05/25/2042 | | | | | 487,658 | | | | | | 0.2 | | |
800,000 (2) | | | Connecticut Avenue Securities Trust 2022-R07 1M2, 5.576%, (SOFR30A + 4.650%), 06/25/2042 | | | | | 805,000 | | | | | | 0.3 | | |
901,822 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.074%, (US0001M + 4.450%), 01/25/2029 | | | | | 940,227 | | | | | | 0.3 | | |
292,549 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 4.424%, (US0001M + 2.800%), 02/25/2030 | | | | | 293,575 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
582,052 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 3.624%, (US0001M + 2.000%), 03/25/2031 | | | | $ | 576,131 | | | | | | 0.2 | | |
164,636 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 3.874%, (US0001M + 2.250%), 07/25/2030 | | | | | 164,780 | | | | | | 0.1 | | |
88,797 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 3.924%, (US0001M + 2.300%), 08/25/2031 | | | | | 88,819 | | | | | | 0.0 | | |
98,391 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 4.024%, (US0001M + 2.400%), 04/25/2031 | | | | | 97,983 | | | | | | 0.0 | | |
3,576,664 (10) | | | Fannie Mae Interest Strip Series 367 2, 5.500%, 01/25/2036 | | | | | 740,070 | | | | | | 0.3 | | |
928,209 (10) | | | Fannie Mae REMICS 2005-66 LS, 5.006%, (-1.000*US0001M + 6.630%), 07/25/2035 | | | | | 126,321 | | | | | | 0.0 | | |
1,300,377 (10) | | | Fannie Mae REMICS 2008-36 YI, 5.576%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 135,352 | | | | | | 0.1 | | |
569,233 (10) | | | Fannie Mae REMICS 2010-59 NS, 4.146%, (-1.000*US0001M + 5.770%), 06/25/2040 | | | | | 63,085 | | | | | | 0.0 | | |
2,606,510 (10) | | | Fannie Mae REMICS 2012-121 ID, 3.000%, 11/25/2027 | | | | | 132,126 | | | | | | 0.0 | | |
3,305,332 (10) | | | Fannie Mae REMICS 2012-144 SC, 4.476%, (-1.000*US0001M + 6.100%), 01/25/2043 | | | | | 470,340 | | | | | | 0.2 | | |
1,531,530 (10) | | | Fannie Mae REMICS 2012-151 WS, 4.576%, (-1.000*US0001M + 6.200%), 03/25/2042 | | | | | 135,003 | | | | | | 0.0 | | |
3,130,102 (10) | | | Fannie Mae REMICS 2012-35 LS, 4.976%, (-1.000*US0001M + 6.600%), 04/25/2041 | | | | | 265,865 | | | | | | 0.1 | | |
4,849,208 (10) | | | Fannie Mae REMICS 2013-130 SB, 4.426%, (-1.000*US0001M + 6.050%), 01/25/2044 | | | | | 570,380 | | | | | | 0.2 | | |
2,361,439 (10) | | | Fannie Mae REMICS 2013-20 SK, 4.576%, (-1.000*US0001M + 6.200%), 05/25/2041 | | | | | 129,438 | | | | | | 0.0 | | |
3,088,571 (10) | | | Fannie Mae REMICS 2013-71 AI, 3.000%, 07/25/2028 | | | | | 169,289 | | | | | | 0.1 | | |
6,586,948 (10) | | | Fannie Mae REMICS 2014-38 S, 4.476%, (-1.000*US0001M + 6.100%), 07/25/2044 | | | | | 945,247 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
928,336 (10) | | | Fannie Mae REMICS 2015-65 KI, 5.376%, (-1.000*US0001M + 7.000%), 08/25/2035 | | | | $ | 115,980 | | | | | | 0.0 | | |
7,488,948 (10) | | | Fannie Mae REMICS 2016-29 SB, 4.426%, (-1.000*US0001M + 6.050%), 05/25/2046 | | | | | 1,151,770 | | | | | | 0.4 | | |
214,899 (10) | | | Fannie Mae REMICS 2018-86 DS, 4.476%, (-1.000*US0001M + 6.100%), 12/25/2048 | | | | | 25,572 | | | | | | 0.0 | | |
209,458 (2)(9) | | | Flagstar Mortgage Trust 2017-1 1A7, 3.500%, 03/25/2047 | | | | | 198,959 | | | | | | 0.1 | | |
845,749 (2)(9) | | | Flagstar Mortgage Trust 2017-1 B3, 3.625%, 03/25/2047 | | | | | 781,761 | | | | | | 0.3 | | |
452,184 (2)(9) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 442,084 | | | | | | 0.2 | | |
889,141 (2)(9) | | | Flagstar Mortgage Trust 2021-2 A4, 2.500%, 04/25/2051 | | | | | 747,167 | | | | | | 0.3 | | |
580,478 (2)(9) | | | Flagstar Mortgage Trust 2021-2 B3, 2.787%, 04/25/2051 | | | | | 448,970 | | | | | | 0.2 | | |
461,314 (10) | | | Freddie Mac REMICS 3318 KS, 5.086%, (-1.000*US0001M + 6.410%), 05/15/2037 | | | | | 43,284 | | | | | | 0.0 | | |
656,818 (10) | | | Freddie Mac REMICS 3879 SL, 5.276%, (-1.000*US0001M + 6.600%), 01/15/2041 | | | | | 58,631 | | | | | | 0.0 | | |
2,719,417 (10) | | | Freddie Mac REMICS 4120 JS, 4.876%, (-1.000*US0001M + 6.200%), 10/15/2032 | | | | | 267,758 | | | | | | 0.1 | | |
1,523,421 (10) | | | Freddie Mac REMICS 4141 EI, 3.000%, 09/15/2027 | | | | | 50,148 | | | | | | 0.0 | | |
4,220,499 (10) | | | Freddie Mac REMICS 4143 MS, 5.376%, (-1.000*US0001M + 6.700%), 12/15/2042 | | | | | 696,186 | | | | | | 0.3 | | |
2,236,848 (10) | | | Freddie Mac REMICS 4153 IB, 2.500%, 01/15/2028 | | | | | 98,681 | | | | | | 0.0 | | |
1,542,070 (10) | | | Freddie Mac REMICS 4517 KI, 0.599%, (-0.357*US0001M + 1.071%), 04/15/2043 | | | | | 15,638 | | | | | | 0.0 | | |
2,581,043 (10) | | | Freddie Mac REMICS 4596 DI, 3.500%, 06/15/2046 | | | | | 447,749 | | | | | | 0.2 | | |
1,462,429 (10) | | | Freddie Mac REMICS 4619 KS, 3.188%, (-1.000*US0001M + 4.250%), 06/15/2039 | | | | | 140,080 | | | | | | 0.1 | | |
254,657 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 3.524%, (US0001M + 1.900%), 01/25/2050 | | | | | 250,305 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
500,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 3.176%, (SOFR30A + 2.250%), 08/25/2033 | | | | $ | 464,383 | | | | | | 0.2 | | |
600,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 4.676%, (SOFR30A + 3.750%), 12/25/2041 | | | | | 498,713 | | | | | | 0.2 | | |
1,000,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 3.276%, (SOFR30A + 2.350%), 12/25/2041 | | | | | 866,354 | | | | | | 0.3 | | |
400,000 (2) | | | Freddie Mac STACR REMIC Trust 2022-DNA4 M1B, 4.276%, (SOFR30A + 3.350%), 05/25/2042 | | | | | 381,035 | | | | | | 0.1 | | |
15,582 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 5.524%, (US0001M + 3.900%), 12/25/2027 | | | | | 15,562 | | | | | | 0.0 | | |
200,000 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA2 M1B, 3.326%, (SOFR30A + 2.400%), 02/25/2042 | | | | | 185,041 | | | | | | 0.1 | | |
1,000,000 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M1B, 5.279%, (SOFR30A + 4.500%), 06/25/2042 | | | | | 1,006,898 | | | | | | 0.4 | | |
913,859 (10) | | | Ginnie Mae Series 2013-148 DS, 4.171%, (-1.000* US0001M + 5.680%), 10/16/2043 | | | | | 110,969 | | | | | | 0.0 | | |
5,575,285 (10) | | | Ginnie Mae Series 2015-20 CI, 3.500%, 02/20/2030 | | | | | 539,710 | | | | | | 0.2 | | |
423,524 (10) | | | Ginnie Mae Series 2015-42 IY, 5.500%, 08/20/2039 | | | | | 39,435 | | | | | | 0.0 | | |
5,444,836 (10) | | | Ginnie Mae Series 2019-23 MT, 0.600%, (-1.000*US0001M + 6.700%), 03/20/2042 | | | | | 96,812 | | | | | | 0.0 | | |
50,400 (2)(9) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 49,665 | | | | | | 0.0 | | |
275,806 (2)(9) | | | GS Mortgage-Backed Securities Trust 2020-NQM1 A2, 1.791%, 09/27/2060 | | | | | 266,430 | | | | | | 0.1 | | |
500,000 (2) | | | Home RE 2019-1 M2 Ltd., 4.874%, (US0001M + 3.250%), 05/25/2029 | | | | | 496,744 | | | | | | 0.2 | | |
873,700 (2)(9) | | | Hundred Acre Wood Trust 2021-INV1 A27, 2.500%, 07/25/2051 | | | | | 737,359 | | | | | | 0.3 | | |
52,290 (2)(9) | | | J.P. Morgan Mortgage Trust 2019-2 A15, 4.000%, 08/25/2049 | | | | | 51,840 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
982,164 (2)(9) | | | J.P. Morgan Mortgage Trust 2022-5 A9, 2.800%, 09/25/2052 | | | | $ | 844,858 | | | | | | 0.3 | | |
441,967 (2)(9) | | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | | | 419,474 | | | | | | 0.2 | | |
850,935 (2)(9) | | | JP Morgan Mortgage Trust 2017-5 B2, 3.053%, 10/26/2048 | | | | | 830,485 | | | | | | 0.3 | | |
1,086,476 (2)(9) | | | JP Morgan Mortgage Trust 2018-3 B2, 3.712%, 09/25/2048 | | | | | 1,001,968 | | | | | | 0.4 | | |
705,298 (2)(9) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.716%, 10/25/2048 | | | | | 651,251 | | | | | | 0.2 | | |
919,870 (2)(9) | | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | | | 854,180 | | | | | | 0.3 | | |
147,383 (2)(9) | | | JP Morgan Mortgage Trust 2018-8 A13, 4.000%, 01/25/2049 | | | | | 144,289 | | | | | | 0.1 | | |
69,125 (2)(9) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 67,959 | | | | | | 0.0 | | |
63,103 (2)(9) | | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | | | 61,953 | | | | | | 0.0 | | |
19,970 (2)(9) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 19,029 | | | | | | 0.0 | | |
943,907 (2)(9) | | | JP Morgan Mortgage Trust 2019-INV1 B2, 4.998%, 10/25/2049 | | | | | 888,021 | | | | | | 0.3 | | |
29,047 (2)(9) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 28,856 | | | | | | 0.0 | | |
568,146 (2)(9) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.708%, 12/25/2049 | | | | | 544,070 | | | | | | 0.2 | | |
185,818 (2)(9) | | | JP Morgan Mortgage Trust 2020-3 A15, 3.500%, 08/25/2050 | | | | | 175,656 | | | | | | 0.1 | | |
1,000,000 (2)(9) | | | JP Morgan Mortgage Trust 2021-3 A5, 2.500%, 07/25/2051 | | | | | 746,329 | | | | | | 0.3 | | |
457,896 (2)(9) | | | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.319%, 10/25/2048 | | | | | 430,712 | | | | | | 0.2 | | |
130,677 (2)(9) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 127,753 | | | | | | 0.0 | | |
400,000 (2)(9) | | | Provident Funding Mortgage Trust 2021-J1 A10, 2.000%, 10/25/2051 | | | | | 277,552 | | | | | | 0.1 | | |
484,976 (2)(9) | | | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | | | | | 407,523 | | | | | | 0.1 | | |
483,285 (2)(9) | | | RCKT Mortgage Trust 2021-1 B3, 2.722%, 03/25/2051 | | | | | 392,155 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
712,485 (2)(9) | | | RCKT Mortgage Trust 2021-4 A21, 2.500%, 09/25/2051 | | | | $ | 600,550 | | | | | | 0.2 | | |
1,103,883 (2)(9) | | | Sequoia Mortgage Trust 2019-2 B2, 4.255%, 06/25/2049 | | | | | 1,022,286 | | | | | | 0.4 | | |
1,105,508 (2)(9) | | | Sequoia Mortgage Trust 2019-2 B3, 4.255%, 06/25/2049 | | | | | 1,006,154 | | | | | | 0.4 | | |
95,832 (2)(9) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 88,759 | | | | | | 0.0 | | |
32,342 (2)(9) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 32,097 | | | | | | 0.0 | | |
681,174 (2)(9) | | | Sequoia Mortgage Trust 2021-3 B3, 2.654%, 05/25/2051 | | | | | 548,513 | | | | | | 0.2 | | |
769,656 (2)(9) | | | Verus Securitization Trust 2021-3 A1, 1.046%, 06/25/2066 | | | | | 683,707 | | | | | | 0.3 | | |
542,488 (2)(9) | | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.668%, 07/25/2047 | | | | | 491,813 | | | | | | 0.2 | | |
| | | Total Collateralized Mortgage Obligations (Cost $39,359,215) | | | | | 34,731,892 | | | | | | 12.7 | | |
U.S. TREASURY OBLIGATIONS: 4.8% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.3% | | ||||||||||||
1,000 | | | 1.250%, 05/15/2050 | | | | | 637 | | | | | | 0.0 | | |
1,900 | | | 1.625%, 11/15/2050 | | | | | 1,337 | | | | | | 0.0 | | |
646,000 | | | 2.250%, 02/15/2052 | | | | | 531,840 | | | | | | 0.2 | | |
201,000 | | | 3.250%, 05/15/2042 | | | | | 196,226 | | | | | | 0.1 | | |
| | | | | | | | 730,040 | | | | | | 0.3 | | |
| | | U.S. Treasury Notes: 4.5% | | ||||||||||||
942,000 | | | 0.250%, 06/15/2024 | | | | | 893,428 | | | | | | 0.3 | | |
2,300 | | | 0.500%, 11/30/2023 | | | | | 2,222 | | | | | | 0.0 | | |
300 | | | 0.750%, 12/31/2023 | | | | | 290 | | | | | | 0.0 | | |
19,700 | | | 0.875%, 01/31/2024 | | | | | 19,066 | | | | | | 0.0 | | |
87,000 | | | 1.125%, 02/15/2031 | | | | | 74,772 | | | | | | 0.0 | | |
173,200 | | | 1.250%, 11/30/2026 | | | | | 160,396 | | | | | | 0.1 | | |
406,400 | | | 1.500%, 01/31/2027 | | | | | 379,500 | | | | | | 0.1 | | |
167,900 | | | 1.500%, 11/30/2028 | | | | | 152,487 | | | | | | 0.1 | | |
685,000 | | | 2.625%, 05/31/2027 | | | | | 672,130 | | | | | | 0.2 | | |
5,000 | | | 2.750%, 04/30/2027 | | | | | 4,933 | | | | | | 0.0 | | |
511,100 | | | 2.750%, 05/31/2029 | | | | | 501,118 | | | | | | 0.2 | | |
6,694,000 | | | 2.875%, 06/15/2025 | | | | | 6,667,852 | | | | | | 2.4 | | |
1,835,000 | | | 3.250%, 06/30/2027 | | | | | 1,853,063 | | | | | | 0.7 | | |
943,000 | | | 3.250%, 06/30/2029 | | | | | 954,272 | | | | | | 0.4 | | |
| | | | | | | | 12,335,529 | | | | | | 4.5 | | |
| | | Total U.S. Treasury Obligations (Cost $13,147,157) | | | | | 13,065,569 | | | | | | 4.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 4.3% | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 4.3% | | ||||||||||||
6,000,000 (11) | | | 4.000%, 07/15/2052 | | | | $ | 5,918,320 | | | | | | 2.2 | | |
5,800,000 (11) | | | 4.500%, 07/15/2052 | | | | | 5,823,789 | | | | | | 2.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $11,599,781) | | | | | 11,742,109 | | | | | | 4.3 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.6% | | |||||||||||||||
650,000 (2) | | | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | | | | | 533,515 | | | | | | 0.2 | | |
1,170,000 (2) | | | BANK 2017-BNK8 D, 2.600%, 11/15/2050 | | | | | 883,496 | | | | | | 0.3 | | |
1,000,000 (2)(9) | | | Benchmark 2018-B3 D Mortgage Trust, 3.187%, 04/10/2051 | | | | | 789,836 | | | | | | 0.3 | | |
12,317,796 (9)(10) | | | Benchmark 2019-B10 XA Mortgage Trust, 1.386%, 03/15/2062 | | | | | 709,237 | | | | | | 0.3 | | |
5,486,924 (9)(10) | | | Benchmark 2020-B17 XA Mortgage Trust, 1.539%, 03/15/2053 | | | | | 369,061 | | | | | | 0.1 | | |
3,241,018 (9)(10) | | | Benchmark 2020-B18 XA Mortgage Trust, 1.916%, 07/15/2053 | | | | | 290,201 | | | | | | 0.1 | | |
2,096,275 (9)(10) | | | Benchmark 2021-B24 XA Mortgage Trust, 1.271%, 03/15/2054 | | | | | 141,849 | | | | | | 0.1 | | |
204,000 (2)(12) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 140,828 | | | | | | 0.1 | | |
16,100,753 (9)(10) | | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 0.998%, 12/15/2072 | | | | | 802,972 | | | | | | 0.3 | | |
130,000 (2)(9) | | | COMM 2013-CR10 E Mortgage Trust, 5.063%, 08/10/2046 | | | | | 121,975 | | | | | | 0.0 | | |
1,530,000 (9) | | | Commercial Mortgage Pass Through Certificates 2016-CR28 D, 4.023%, 02/10/2049 | | | | | 1,371,935 | | | | | | 0.5 | | |
300,000 (2) | | | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | | | | | 211,193 | | | | | | 0.1 | | |
560,000 (2) | | | CSWF 2021-SOP2 D, 3.641%, (US0001M + 2.317%), 06/15/2034 | | | | | 526,306 | | | | | | 0.2 | | |
199,766 (2)(6) | | | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | | | | | 199,545 | | | | | | 0.1 | | |
1,000,000 (2)(9) | | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 824,698 | | | | | | 0.3 | | |
1,179,655 (9)(10) | | | Freddie Mac Multiclass Certificates Series 2021-P011 X1, 1.840%, 09/25/2045 | | | | | 164,857 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,454,957 (9)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.697%, 04/25/2030 | | | | $ | 142,873 | | | | | | 0.1 | | |
4,278,894 (9)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.630%, 05/25/2035 | | | | | 601,469 | | | | | | 0.2 | | |
1,697,464 (9)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1521 X1, 1.096%, 08/25/2036 | | | | | 165,676 | | | | | | 0.1 | | |
2,837,168 (2)(10) | | | FREMF 2016-K57 X2B Mortgage Trust, 0.100%, 08/25/2049 | | | | | 9,724 | | | | | | 0.0 | | |
1,119,480 (2)(12) | | | FREMF 2016-K57 D Mortgage Trust, 0.000%, 08/25/2049 | | | | | 797,073 | | | | | | 0.3 | | |
11,795,971 (2)(10) | | | FREMF 2016-K57 X2A Mortgage Trust, 0.100%, 08/25/2049 | | | | | 36,963 | | | | | | 0.0 | | |
525,000 (2)(12) | | | FREMF 2016-K60 D Mortgage Trust, 0.000%, 12/25/2049 | | | | | 374,474 | | | | | | 0.1 | | |
200,000 (2)(12) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 116,871 | | | | | | 0.0 | | |
2,545,008 (2)(10) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 9,633 | | | | | | 0.0 | | |
280,000 (2)(10) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | | 1,340 | | | | | | 0.0 | | |
147,000 (2) | | | GAM RE-REMIC TR 2021-FFR2 BK44, 1.750%, 09/27/2051 | | | | | 130,743 | | | | | | 0.1 | | |
166,000 (2) | | | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | | | | | 132,938 | | | | | | 0.1 | | |
126,000 (2)(12) | | | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | | | | | 106,562 | | | | | | 0.0 | | |
153,000 (2)(12) | | | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | | | | | 126,337 | | | | | | 0.0 | | |
125,000 (2) | | | GAM RE-REMIC TR 2021-FFR2 CK49, 1.050%, 09/27/2051 | | | | | 106,378 | | | | | | 0.0 | | |
106,000 (2)(12) | | | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | | | | | 67,115 | | | | | | 0.0 | | |
126,000 (2)(12) | | | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | | | | | 103,965 | | | | | | 0.0 | | |
125,000 (2)(12) | | | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | | | | | 98,816 | | | | | | 0.0 | | |
1,000,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 0.890%, 11/29/2050 | | | | | 777,212 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,000,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 1.190%, 11/29/2050 | | | | $ | 713,290 | | | | | | 0.3 | | |
238,000 (2)(10) | | | GAM Resecuritization Trust 2022-FRR3 BK47, 2.038%, 01/29/2052 | | | | | 196,276 | | | | | | 0.1 | | |
163,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 BK61, 0.820%, 01/29/2052 | | | | | 127,970 | | | | | | 0.0 | | |
176,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 BK89, 1.280%, 01/27/2052 | | | | | 120,647 | | | | | | 0.0 | | |
92,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 C728, 0.460%, 08/27/2050 | | | | | 80,800 | | | | | | 0.0 | | |
95,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 CK47, 0.640%, 05/27/2048 | | | | | 80,422 | | | | | | 0.0 | | |
113,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 CK61, 1.080%, 11/27/2049 | | | | | 83,970 | | | | | | 0.0 | | |
80,000 (2)(10) | | | GAM Resecuritization Trust 2022-FRR3 CK71, 1.411%, 01/29/2052 | | | | | 60,199 | | | | | | 0.0 | | |
92,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 CK89, 1.500%, 01/27/2052 | | | | | 59,060 | | | | | | 0.0 | | |
92,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 D728, 0.520%, 01/29/2052 | | | | | 78,789 | | | | | | 0.0 | | |
125,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 DK27, 0.140%, 12/27/2045 | | | | | 120,825 | | | | | | 0.0 | | |
75,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 DK41, 0.560%, 10/27/2047 | | | | | 65,106 | | | | | | 0.0 | | |
95,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 DK47, 0.720%, 05/27/2048 | | | | | 78,737 | | | | | | 0.0 | | |
31,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 EK27, 0.180%, 12/27/2045 | | | | | 29,683 | | | | | | 0.0 | | |
49,000 (2)(13) | | | GAM Resecuritization Trust 2022-FRR3 EK41, 0.610%, 01/29/2052 | | | | | 40,938 | | | | | | 0.0 | | |
492,229 (2)(9) | | | GS Mortgage Securities Trust 2012-GCJ7 D, 5.541%, 05/10/2045 | | | | | 445,467 | | | | | | 0.2 | | |
13,644,620 (9)(10) | | | GS Mortgage Securities Trust 2019-GC39 XA, 1.285%, 05/10/2052 | | | | | 722,611 | | | | | | 0.3 | | |
770,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 3.774%, (US0001M + 2.450%), 04/15/2038 | | | | | 714,749 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
200,000 (2)(9) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | $ | 157,457 | | | | | | 0.1 | | |
25,721,656 (9)(10) | | | JPMDB Commercial Mortgage Securities Trust 2018-C8 XA, 0.747%, 06/15/2051 | | | | | 552,755 | | | | | | 0.2 | | |
182,000 (2) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 3.948%, (TSFR1M + 2.500%), 07/15/2036 | | | | | 173,654 | | | | | | 0.1 | | |
560,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | | | 432,759 | | | | | | 0.2 | | |
253,862 (2) | | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | | 235,953 | | | | | | 0.1 | | |
1,955,000 (2)(9) | | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | | 1,542,113 | | | | | | 0.6 | | |
7,582,191 (9)(10) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.761%, 11/15/2052 | | | | | 290,670 | | | | | | 0.1 | | |
600,000 | | | RFM 2022-WF1, 3.750%, 05/27/2027 | | | | | 600,000 | | | | | | 0.2 | | |
140,000 (2)(9) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.606%, 12/10/2045 | | | | | 132,021 | | | | | | 0.1 | | |
854,142 (2)(9) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.703%, 11/15/2044 | | | | | 851,563 | | | | | | 0.3 | | |
2,210,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 2,029,504 | | | | | | 0.7 | | |
1,750,000 (2)(9) | | | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.090%, 06/15/2046 | | | | | 1,535,099 | | | | | | 0.6 | | |
1,920,000 (9) | | | WFRBS Commercial Mortgage Trust 2014-C19 C, 4.646%, 03/15/2047 | | | | | 1,844,841 | | | | | | 0.7 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $27,681,410) | | | | | 26,185,594 | | | | | | 9.6 | | |
ASSET-BACKED SECURITIES: 8.0% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.0% | | ||||||||||||
300,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 300,533 | | | | | | 0.1 | | |
450,000 | | | Americredit Automobile Receivables Trust 2019-2 D, 2.990%, 06/18/2025 | | | | | 442,312 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
1,200,000 | | | Carmax Auto Owner Trust 2019-3 D, 2.850%, 01/15/2026 | | | | $ | 1,176,366 | | | | | | 0.4 | | |
500,000 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 C, 2.620%, 01/16/2025 | | | | | 495,649 | | | | | | 0.2 | | |
294,856 | | | Santander Drive Auto Receivables Trust 2019-1 D, 3.650%, 04/15/2025 | | | | | 295,119 | | | | | | 0.1 | | |
2,846 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 2,847 | | | | | | 0.0 | | |
105,245 (2) | | | Santander Retail Auto Lease Trust 2019-B C, 2.770%, 08/21/2023 | | | | | 105,221 | | | | | | 0.0 | | |
| | | | | | | | 2,818,047 | | | | | | 1.0 | | |
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
544,359 (2)(9) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 443,457 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 6.6% | | ||||||||||||
396,000 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/05/2049 | | | | | 385,549 | | | | | | 0.1 | | |
148,500 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/05/2049 | | | | | 139,114 | | | | | | 0.0 | | |
300,000 (2) | | | Babson CLO Ltd. 2018-3A C, 2.963%, (US0003M + 1.900%), 07/20/2029 | | | | | 286,959 | | | | | | 0.1 | | |
750,000 (2) | | | Benefit Street Partners CLO II Ltd. 2013-IIA BR2, 2.944%, (US0003M + 1.900%), 07/15/2029 | | | | | 719,629 | | | | | | 0.3 | | |
400,000 (2) | | | Benefit Street Partners CLO Ltd. 2021-23A C, 3.384%, (US0003M + 2.200%), 04/25/2034 | | | | | 372,641 | | | | | | 0.1 | | |
250,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 3.044%, (US0003M + 2.000%), 04/15/2034 | | | | | 230,292 | | | | | | 0.1 | | |
595,405 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 582,803 | | | | | | 0.2 | | |
1,000,000 (2) | | | Dryden Senior Loan Fund 2021-87A C, 3.378%, (US0003M + 1.900%), 05/20/2034 | | | | | 927,885 | | | | | | 0.3 | | |
389,268 (2) | | | J.G. Wentworth XXXVIII LLC 2017-1A A, 3.990%, 08/16/2060 | | | | | 372,493 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
750,000 (2) | | | LCM XV L.P. 15A CR, 3.463%, (US0003M + 2.400%), 07/20/2030 | | | | $ | 722,959 | | | | | | 0.3 | | |
750,000 (2) | | | LCM XXII Ltd. 22A BR, 3.063%, (US0003M + 2.000%), 10/20/2028 | | | | | 713,335 | | | | | | 0.3 | | |
950,000 (2) | | | Magnetite XXVI Ltd. 2020-26A CR, 3.084%, (US0003M + 1.900%), 07/25/2034 | | | | | 887,215 | | | | | | 0.3 | | |
333,514 (2) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 314,137 | | | | | | 0.1 | | |
518,614 (2) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 492,909 | | | | | | 0.2 | | |
750,000 (2) | | | Neuberger Berman CLO XVII Ltd. 2014-17A CR2, 3.136%, (US0003M + 2.000%), 04/22/2029 | | | | | 713,974 | | | | | | 0.3 | | |
1,000,000 (2) | | | Neuberger Berman Loan Advisers CLO 25 Ltd. 2017-25A CR, 2.794%, (US0003M + 1.750%), 10/18/2029 | | | | | 943,667 | | | | | | 0.3 | | |
750,000 (2) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A CR, 2.944%, (US0003M + 1.900%), 10/16/2033 | | | | | 699,991 | | | | | | 0.3 | | |
500,000 (2) | | | NYACK Park CLO Ltd. 2021-1A C, 3.013%, (US0003M + 1.950%), 10/20/2034 | | | | | 465,492 | | | | | | 0.2 | | |
250,000 (2) | | | Oak Hill Credit Partners 2021-8A C, 2.944%, (US0003M + 1.900%), 01/18/2034 | | | | | 234,262 | | | | | | 0.1 | | |
580,000 (2) | | | Octagon Investment Partners 31 Ltd. 2017-1A CR, 3.113%, (US0003M + 2.050%), 07/20/2030 | | | | | 549,023 | | | | | | 0.2 | | |
250,000 (2) | | | Octagon Loan Funding Ltd. 2014-1A CRR, 3.655%, (US0003M + 2.200%), 11/18/2031 | | | | | 235,792 | | | | | | 0.1 | | |
550,000 (2) | | | Shackleton 2019-15A CR CLO Ltd., 3.194%, (US0003M + 2.150%), 01/15/2032 | | | | | 519,234 | | | | | | 0.2 | | |
500,000 (2) | | | Silver Creek CLO Ltd. 2014-1A CR, 3.363%, (US0003M + 2.300%), 07/20/2030 | | | | | 481,018 | | | | | | 0.2 | | |
1,000,000 (2) | | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | | 998,374 | | | | | | 0.4 | | |
163,853 (2) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 163,233 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
100,000 (2) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | $ | 99,089 | | | | | | 0.0 | | |
400,000 (2) | | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | | | 394,647 | | | | | | 0.1 | | |
314,637 (2) | | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 296,646 | | | | | | 0.1 | | |
600,000 (2) | | | THL Credit Wind River 2017-3A CR Clo Ltd., 3.544%, (US0003M + 2.500%), 04/15/2035 | | | | | 569,357 | | | | | | 0.2 | | |
2,000,000 (2)(9) | | | Towd Point Mortgage Trust 2015-4 M2, 3.750%, 04/25/2055 | | | | | 1,987,039 | | | | | | 0.7 | | |
180,000 (2)(9) | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 172,648 | | | | | | 0.1 | | |
1,146,000 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,084,119 | | | | | | 0.4 | | |
228,750 (2) | | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | | 220,732 | | | | | | 0.1 | | |
| | | | | | | | 17,976,257 | | | | | | 6.6 | | |
| | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
600,000 (2) | | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | | | 550,706 | | | | | | 0.2 | | |
| | | Total Asset-Backed Securities (Cost $22,827,156) | | | | | 21,788,467 | | | | | | 8.0 | | |
SOVEREIGN BONDS: 1.1% | | |||||||||||||||
300,000 | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | | | 251,784 | | | | | | 0.1 | | |
275,000 | | | Chile Government International Bond, 2.450%, 01/31/2031 | | | | | 235,168 | | | | | | 0.1 | | |
250,000 | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | | | 221,498 | | | | | | 0.1 | | |
EUR 225,000 | | | Croatia Government International Bond, 1.125%, 06/19/2029 | | | | | 204,419 | | | | | | 0.1 | | |
200,000 (2) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 161,114 | | | | | | 0.1 | | |
175,000 (2) | | | Dominican Republic International Bond, 6.000%, 02/22/2033 | | | | | 146,223 | | | | | | 0.0 | | |
350,000 (2) | | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | | | 218,430 | | | | | | 0.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
275,000 (2) | | | Hungary Government International Bond, 2.125%, 09/22/2031 | | | | $ | 213,152 | | | | | | 0.1 | | |
131,389 | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | | | 114,230 | | | | | | 0.0 | | |
200,000 | | | Mexico Government International Bond, 4.500%, 04/22/2029 | | | | | 194,596 | | | | | | 0.1 | | |
450,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | | 385,524 | | | | | | 0.1 | | |
250,000 (2) | | | Romanian Government International Bond, 3.625%, 03/27/2032 | | | | | 196,904 | | | | | | 0.1 | | |
200,000 | | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | | | | | 55,000 | | | | | | 0.0 | | |
200,000 | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | | | 160,762 | | | | | | 0.1 | | |
350,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | | | 89,250 | | | | | | 0.0 | | |
| | | Total Sovereign Bonds (Cost $3,889,545) | | | | | 2,848,054 | | | | | | 1.1 | | |
PURCHASED OPTIONS(14): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $142,920) | | | | | 70,421 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $295,666,776) | | | | | 271,558,193 | | | | | | 99.6 | | |
SHORT-TERM INVESTMENTS: 0.7% | | |||||||||||||||
| | | Repurchase Agreements: 0.7% | | ||||||||||||
30,959 (15) | | | HSBC Securities USA, Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $30,960, collateralized by various U.S. Government Securities, 0.000%-6.500%, Market Value plus accrued interest $31,578, due 11/15/23-08/15/51) | | | | | 30,959 | | | | | | 0.0 | | |
1,000,000 (15) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $1,000,044, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $1,020,001, due 07/01/22-09/09/49) | | | | | 1,000,000 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (15) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,000,042, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,020,000, due 08/16/22-05/20/52) | | | | $ | 1,000,000 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | Total Short-Term Investments (Cost $2,030,959) | | | | | 2,030,959 | | | | | | 0.7 | | |
| | | Total Investments in Securities (Cost $297,697,735) | | | | $ | 273,589,152 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (929,260) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 272,659,892 | | | | | | 100.0 | | |
|
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 40.0% | |
| Collateralized Mortgage Obligations | | | 12.7% | |
| Mutual Funds | | | 9.8% | |
| Commercial Mortgage-Backed Securities | | | 9.6% | |
| Corporate Bonds/Notes | | | 8.8% | |
| Asset-Backed Securities | | | 8.0% | |
| U.S. Treasury Obligations | | | 4.8% | |
| U.S. Government Agency Obligations | | | 4.3% | |
| Sovereign Bonds | | | 1.1% | |
| Exchange-Traded Funds | | | 0.3% | |
| Preferred Stock | | | 0.2% | |
| Purchased Options | | | 0.0%^ | |
| Assets in Excess of Other Liabilities,* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Income Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 6,837,691 | | | | | $ | 1,123,107 | | | | | $ | — | | | | | $ | 7,960,798 | | |
Consumer Discretionary | | | | | 8,665,709 | | | | | | 649,922 | | | | | | — | | | | | | 9,315,631 | | |
Consumer Staples | | | | | 6,610,601 | | | | | | 1,119,598 | | | | | | — | | | | | | 7,730,199 | | |
Energy | | | | | 3,972,644 | | | | | | 977,495 | | | | | | — | | | | | | 4,950,139 | | |
Financials | | | | | 10,385,052 | | | | | | 3,284,206 | | | | | | — | | | | | | 13,669,258 | | |
Health Care | | | | | 15,438,562 | | | | | | 1,528,440 | | | | | | — | | | | | | 16,967,002 | | |
Industrials | | | | | 8,026,052 | | | | | | 1,543,984 | | | | | | — | | | | | | 9,570,036 | | |
Information Technology | | | | | 25,962,880 | | | | | | 171,932 | | | | | | — | | | | | | 26,134,812 | | |
Materials | | | | | 2,542,060 | | | | | | 1,200,282 | | | | | | — | | | | | | 3,742,342 | | |
Real Estate | | | | | 4,006,280 | | | | | | 638,394 | | | | | | — | | | | | | 4,644,674 | | |
Utilities | | | | | 3,340,995 | | | | | | 914,815 | | | | | | — | | | | | | 4,255,810 | | |
Total Common Stock | | | | | 95,788,526 | | | | | | 13,152,175 | | | | | | — | | | | | | 108,940,701 | | |
Exchange-Traded Funds | | | | | 938,441 | | | | | | — | | | | | | — | | | | | | 938,441 | | |
Mutual Funds | | | | | 26,604,955 | | | | | | — | | | | | | — | | | | | | 26,604,955 | | |
Preferred Stock | | | | | — | | | | | | 552,098 | | | | | | — | | | | | | 552,098 | | |
Purchased Options | | | | | — | | | | | | 70,421 | | | | | | — | | | | | | 70,421 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 24,089,892 | | | | | | — | | | | | | 24,089,892 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 34,731,892 | | | | | | — | | | | | | 34,731,892 | | |
Asset-Backed Securities | | | | | — | | | | | | 21,788,467 | | | | | | — | | | | | | 21,788,467 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 11,742,109 | | | | | | — | | | | | | 11,742,109 | | |
Sovereign Bonds | | | | | — | | | | | | 2,848,054 | | | | | | — | | | | | | 2,848,054 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 25,986,049 | | | | | | 199,545 | | | | | | 26,185,594 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Treasury Obligations | | | | | — | | | | | | 13,065,569 | | | | | | — | | | | | | 13,065,569 | | |
Short-Term Investments | | | | | — | | | | | | 2,030,959 | | | | | | — | | | | | | 2,030,959 | | |
Total Investments, at fair value | | | | $ | 123,331,922 | | | | | $ | 150,057,685 | | | | | $ | 199,545 | | | | | $ | 273,589,152 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 49,862 | | | | | | — | | | | | | 49,862 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,961,815 | | | | | | — | | | | | | 1,961,815 | | |
Futures | | | | | 371,919 | | | | | | — | | | | | | — | | | | | | 371,919 | | |
Total Assets | | | | $ | 123,703,841 | | | | | $ | 152,069,362 | | | | | $ | 199,545 | | | | | $ | 275,972,748 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (16,769) | | | | | $ | — | | | | | $ | (16,769) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,995,517) | | | | | | — | | | | | | (1,995,517) | | |
Forward Premium Swaptions | | | | | — | | | | | | (85,158) | | | | | | — | | | | | | (85,158) | | |
Futures | | | | | (565,044) | | | | | | — | | | | | | — | | | | | | (565,044) | | |
Volatility Swaps | | | | | — | | | | | | (14,514) | | | | | | — | | | | | | (14,514) | | |
Written Options | | | | | — | | | | | | (219,766) | | | | | | — | | | | | | (219,766) | | |
Total Liabilities | | | | $ | (565,044) | | | | | $ | (2,331,724) | | | | | $ | — | | | | | $ | (2,896,768) | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
General Motors Co. Escrow | | | | | 11/24/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Issuer | | | Beginning Fair Value at 12/31/2021 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2022 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | $ | 2,012,032 | | | | | $ | 44,765 | | | | | $ | — | | | | | $ | (457,338) | | | | | $ | 1,599,459 | | | | | $ | 44,765 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 28,239,002 | | | | | | 492,626 | | | | | | (9,781,549) | | | | | | (811,067) | | | | | | 18,139,012 | | | | | | 492,626 | | | | | | (781,541) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 2,391,021 | | | | | | 9,214,700 | | | | | | (3,638,503) | | | | | | (1,100,733) | | | | | | 6,866,484 | | | | | | 214,698 | | | | | | (238,503) | | | | | | — | | |
| | | | $ | 32,642,055 | | | | | $ | 9,752,091 | | | | | $ | (13,420,052) | | | | | $ | (2,369,138) | | | | | $ | 26,604,955 | | | | | $ | 752,089 | | | | | $ | (1,020,044) | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
NZD 509,701 | | | USD 329,339 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | $ | (11,015) | | |
USD 836,018 | | | NZD 1,326,985 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 7,275 | | |
CHF 1,200,172 | | | USD 1,215,868 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 41,637 | | |
CHF 772,939 | | | USD 805,506 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 4,358 | | |
USD 431,372 | | | JPY 56,065,602 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 18,050 | | |
USD 930,755 | | | GBP 737,019 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 33,518 | | |
GBP 748,898 | | | USD 941,717 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (30,018) | | |
USD 1,210,326 | | | CHF 1,158,366 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (3,378) | | |
USD 407,790 | | | JPY 52,370,174 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 21,712 | | |
USD 403,188 | | | JPY 51,572,064 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 22,993 | | |
NZD 2,385,449 | | | USD 1,545,246 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (55,460) | | |
CAD 3,728,553 | | | USD 2,950,084 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (53,463) | | |
USD 298,429 | | | NZD 467,812 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 6,266 | | |
JPY 214,564,916 | | | USD 1,653,488 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (71,694) | | |
USD 698,804 | | | SEK 6,950,370 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 19,281 | | |
USD 431,372 | | | JPY 56,197,822 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 17,076 | | |
USD 1,206,413 | | | CAD 1,560,157 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (5,635) | | |
NOK 5,978,758 | | | USD 619,381 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (12,335) | | |
NOK 15,493,063 | | | USD 1,641,736 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (68,667) | | |
USD 851,802 | | | JPY 112,195,624 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 24,685 | | |
USD 706,809 | | | SEK 6,991,541 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 23,262 | | |
USD 1,507,532 | | | NZD 2,339,471 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 46,460 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 328,170 | | | JPY 44,362,457 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | $ | 1,125 | | |
USD 960,877 | | | CHF 954,545 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (39,268) | | |
USD 1,483,932 | | | SEK 14,622,666 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 54,307 | | |
USD 2,232,328 | | | JPY 300,877,672 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | 14,228 | | |
EUR 1,122,024 | | | USD 1,185,785 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (9,635) | | |
SEK 15,968,515 | | | USD 1,647,767 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (86,562) | | |
SEK 7,995,831 | | | USD 793,540 | | | Bank of America N.A. | | | | | 07/08/22 | | | | | | (11,806) | | |
JPY 63,332,547 | | | USD 466,137 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 757 | | |
CHF 2,359,453 | | | USD 2,467,271 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 4,897 | | |
USD 1,256,081 | | | CHF 1,207,356 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (8,953) | | |
JPY 49,847,211 | | | USD 372,496 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (5,017) | | |
EUR 1,149,580 | | | USD 1,211,228 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (6,194) | | |
JPY 120,739,672 | | | USD 912,156 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (22,051) | | |
AUD 1,279,006 | | | USD 902,818 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (19,957) | | |
JPY 117,179,657 | | | USD 862,955 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 905 | | |
JPY 79,150,186 | | | USD 581,478 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 2,025 | | |
CAD 3,041,448 | | | USD 2,372,259 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (9,433) | | |
EUR 1,971,091 | | | USD 2,078,371 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (12,197) | | |
USD 1,435,459 | | | SEK 14,495,160 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 18,299 | | |
USD 1,061,355 | | | JPY 137,657,372 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 46,531 | | |
USD 1,498,819 | | | CHF 1,447,694 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (18,034) | | |
EUR 1,032,500 | | | USD 1,105,867 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (23,560) | | |
USD 1,100,136 | | | EUR 1,048,774 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 770 | | |
USD 290,838 | | | JPY 39,309,568 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 1,044 | | |
USD 948,358 | | | AUD 1,367,176 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 4,636 | | |
AUD 1,342,183 | | | USD 947,732 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (21,262) | | |
JPY 44,952,527 | | | USD 340,615 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (9,221) | | |
USD 944,781 | | | GBP 765,675 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 12,658 | | |
EUR 2,067,036 | | | USD 2,220,699 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (53,952) | | |
USD 786,817 | | | EUR 751,955 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (1,412) | | |
USD 225,688 | | | EUR 213,223 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 2,180 | | |
GBP 685,430 | | | USD 835,722 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (1,288) | | |
CHF 706,822 | | | USD 728,985 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 11,603 | | |
USD 725,684 | | | AUD 1,035,020 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 11,240 | | |
USD 1,196,727 | | | EUR 1,129,940 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 12,280 | | |
JPY 105,955,942 | | | USD 831,096 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (49,978) | | |
JPY 16,147,971 | | | USD 122,660 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (3,615) | | |
GBP 872,712 | | | USD 1,094,389 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (31,960) | | |
EUR 1,175,976 | | | USD 1,259,529 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (26,825) | | |
USD 2,476,096 | | | EUR 2,308,909 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 55,808 | | |
USD 851,802 | | | JPY 112,864,443 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 19,754 | | |
GBP 856,833 | | | USD 1,077,999 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (34,900) | | |
JPY 111,710,393 | | | USD 844,695 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (21,155) | | |
USD 720,958 | | | AUD 1,020,883 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 16,272 | | |
AUD 1,035,997 | | | USD 721,536 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (6,417) | | |
JPY 51,061,181 | | | USD 404,424 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (27,996) | | |
USD 1,090,896 | | | GBP 885,963 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 12,337 | | |
JPY 104,484,886 | | | USD 816,391 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (46,118) | | |
USD 482,945 | | | JPY 65,718,179 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (1,536) | | |
USD 1,087,909 | | | EUR 1,024,729 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 13,748 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
JPY 108,640,602 | | | USD 802,531 | | | BNP Paribas | | | | | 07/08/22 | | | | | $ | (1,621) | | |
CHF 1,128,354 | | | USD 1,180,914 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 1,343 | | |
JPY 99,504,918 | | | USD 727,614 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 5,946 | | |
USD 1,058,865 | | | EUR 1,013,747 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (3,785) | | |
USD 884,650 | | | AUD 1,231,876 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 34,321 | | |
USD 589,643 | | | EUR 548,321 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 14,871 | | |
EUR 1,135,019 | | | USD 1,194,826 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (5,054) | | |
GBP 1,570,976 | | | USD 1,914,710 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (2,223) | | |
USD 1,791,602 | | | EUR 1,678,960 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 31,651 | | |
USD 744,399 | | | AUD 1,047,599 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 21,271 | | |
EUR 1,032,178 | | | USD 1,091,794 | | | BNP Paribas | | | | | 07/08/22 | | | | | | (9,824) | | |
USD 1,612,504 | | | NZD 2,493,743 | | | BNP Paribas | | | | | 07/08/22 | | | | | | 55,085 | | |
USD 15,221 | | | TRY 274,672 | | | BNP Paribas | | | | | 07/29/22 | | | | | | (986) | | |
IDR 87,562,411 | | | USD 6,068 | | | BNP Paribas | | | | | 08/05/22 | | | | | | (216) | | |
EUR 2,531 | | | USD 2,687 | | | Brown Brothers Harriman & Co. | | | | | 07/08/22 | | | | | | (33) | | |
JPY 51,697,016 | | | USD 405,941 | | | Citibank N.A. | | | | | 07/08/22 | | | | | | (24,825) | | |
USD 810,978 | | | JPY 103,322,560 | | | Citibank N.A. | | | | | 07/08/22 | | | | | | 49,274 | | |
USD 492,035 | | | AUD 693,380 | | | Citibank N.A. | | | | | 07/08/22 | | | | | | 13,414 | | |
USD 729,756 | | | JPY 99,507,973 | | | Citibank N.A. | | | | | 07/08/22 | | | | | | (3,827) | | |
USD 1,051,996 | | | CHF 1,007,501 | | | Citibank N.A. | | | | | 07/08/22 | | | | | | (3,634) | | |
PEN 252,020 | | | USD 66,558 | | | Citibank N.A. | | | | | 08/05/22 | | | | | | (967) | | |
CAD 1,570,495 | | | USD 1,249,618 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (29,539) | | |
USD 1,242,326 | | | CAD 1,564,499 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 26,905 | | |
USD 1,270,782 | | | NOK 12,306,886 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 21,217 | | |
AUD 1,057,846 | | | USD 733,211 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (3,010) | | |
SEK 13,999,480 | | | USD 1,413,618 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (44,920) | | |
NOK 7,277,691 | | | USD 743,464 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (4,532) | | |
CHF 909,369 | | | USD 944,112 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 8,699 | | |
USD 917,772 | | | NZD 1,422,984 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 29,075 | | |
NOK 6,104,519 | | | USD 619,371 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 444 | | |
USD 663,254 | | | SEK 6,659,400 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 12,179 | | |
USD 669,164 | | | NOK 6,625,329 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (3,530) | | |
SEK 4,850,716 | | | USD 494,810 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (20,567) | | |
USD 209,070 | | | NOK 1,981,545 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 7,876 | | |
SEK 2,882,526 | | | USD 281,777 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 41 | | |
SEK 15,372,997 | | | USD 1,566,446 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (63,463) | | |
USD 333,537 | | | SEK 3,388,273 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 2,273 | | |
USD 835,259 | | | JPY 112,097,580 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 8,864 | | |
CHF 1,976,291 | | | USD 2,063,343 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 7,358 | | |
SEK 7,415,116 | | | USD 735,780 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (10,821) | | |
USD 364,546 | | | JPY 49,552,174 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (758) | | |
NOK 13,914,817 | | | USD 1,483,235 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (70,411) | | |
USD 826,944 | | | NOK 8,018,671 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 12,778 | | |
USD 889,760 | | | SEK 8,731,998 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | 36,052 | | |
USD 1,176,386 | | | CHF 1,125,860 | | | Goldman Sachs & Co. | | | | | 07/08/22 | | | | | | (3,258) | | |
ZAR 50,210 | | | USD 3,256 | | | Goldman Sachs & Co. | | | | | 07/29/22 | | | | | | (178) | | |
PLN 475 | | | USD 110 | | | Goldman Sachs & Co. | | | | | 07/29/22 | | | | | | (5) | | |
CLP 2,819,558 | | | USD 3,432 | | | Goldman Sachs & Co. | | | | | 08/05/22 | | | | | | (382) | | |
COP 1,245,879 | | | USD 325 | | | Goldman Sachs & Co. | | | | | 08/05/22 | | | | | | (27) | | |
NOK 6,679,779 | | | USD 672,010 | | | Goldman Sachs International | | | | | 07/08/22 | | | | | | 6,213 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
SEK 7,663,052 | | | USD 753,459 | | | Goldman Sachs International | | | | | 07/08/22 | | | | | $ | (4,259) | | |
USD 942,196 | | | GBP 758,678 | | | Morgan Stanley Capital Services LLC | | | | | 07/01/22 | | | | | | 18,657 | | |
USD 2,197,933 | | | EUR 2,044,873 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 54,418 | | |
USD 1,107,353 | | | CAD 1,426,575 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (918) | | |
JPY 147,104,452 | | | USD 1,101,456 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (16,987) | | |
USD 1,657,769 | | | GBP 1,341,697 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 24,405 | | |
NZD 1,114,180 | | | USD 700,995 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (5,155) | | |
USD 1,492,617 | | | NZD 2,358,162 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 19,873 | | |
CAD 3,004,063 | | | USD 2,324,954 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 8,830 | | |
USD 1,066,877 | | | EUR 1,008,437 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 9,794 | | |
NZD 1,483,192 | | | USD 949,617 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (23,318) | | |
USD 1,604,185 | | | NZD 2,448,180 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 75,221 | | |
NZD 1,247,292 | | | USD 784,347 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (5,375) | | |
AUD 1,741,840 | | | USD 1,235,946 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (33,604) | | |
USD 1,154,103 | | | NOK 11,024,234 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 34,771 | | |
USD 1,627,033 | | | JPY 221,512,248 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (5,978) | | |
CAD 1,541,705 | | | USD 1,206,008 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (8,295) | | |
USD 1,588,333 | | | SEK 15,512,750 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 71,687 | | |
USD 1,024,827 | | | CAD 1,296,389 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 17,694 | | |
USD 1,073,088 | | | GBP 858,436 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 28,039 | | |
GBP 852,291 | | | USD 1,074,483 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (36,915) | | |
USD 1,044,177 | | | JPY 135,713,536 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 43,683 | | |
JPY 131,200,071 | | | USD 1,021,106 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (53,886) | | |
AUD 1,174,924 | | | USD 813,809 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (2,792) | | |
USD 1,539,664 | | | NOK 14,562,373 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 61,092 | | |
NZD 1,360,396 | | | USD 865,241 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (15,631) | | |
AUD 1,947,294 | | | USD 1,399,648 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (55,487) | | |
USD 934,260 | | | GBP 760,965 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 7,870 | | |
SEK 15,362,885 | | | USD 1,572,203 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (70,209) | | |
USD 1,082,721 | | | GBP 864,626 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 30,137 | | |
CHF 999,365 | | | USD 1,013,766 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 33,341 | | |
USD 912,781 | | | JPY 116,548,945 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 53,571 | | |
USD 421,565 | | | GBP 337,883 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 10,230 | | |
USD 1,165,814 | | | CAD 1,496,840 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 2,955 | | |
CAD 1,498,586 | | | USD 1,170,756 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (6,541) | | |
NZD 1,149,608 | | | USD 723,957 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (5,991) | | |
USD 829,603 | | | JPY 105,756,337 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 49,957 | | |
USD 988,364 | | | CHF 957,802 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (15,194) | | |
GBP 758,678 | | | USD 942,239 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (18,634) | | |
USD 1,137,517 | | | CAD 1,465,343 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (872) | | |
CAD 1,354,566 | | | USD 1,054,589 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (2,260) | | |
USD 1,133,065 | | | EUR 1,083,343 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (2,538) | | |
USD 1,202,719 | | | CAD 1,536,750 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 8,855 | | |
CHF 709,159 | | | USD 743,080 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (44) | | |
USD 2,383,950 | | | CAD 3,055,419 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 10,270 | | |
EUR 1,164,408 | | | USD 1,250,414 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | (29,836) | | |
USD 849,765 | | | GBP 692,300 | | | Morgan Stanley Capital Services LLC | | | | �� | 07/08/22 | | | | | | 6,968 | | |
USD 1,583,425 | | | SEK 15,500,359 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 67,990 | | |
USD 419,704 | | | JPY 55,152,994 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 13,111 | | |
USD 918,753 | | | NZD 1,416,812 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 33,910 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 1,522,360 | | | CAD 1,943,245 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | $ | 12,701 | | |
USD 1,443,103 | | | AUD 1,987,271 | | | Morgan Stanley Capital Services LLC | | | | | 07/08/22 | | | | | | 71,347 | | |
BRL 3,379 | | | USD 694 | | | Morgan Stanley Capital Services LLC | | | | | 08/05/22 | | | | | | (55) | | |
USD 757 | | | MXN 14,950 | | | Morgan Stanley Capital Services LLC | | | | | 08/05/22 | | | | | | 18 | | |
GBP 758,678 | | | USD 934,304 | | | Standard Chartered Bank | | | | | 07/01/22 | | | | | | (10,765) | | |
SEK 2,250,427 | | | USD 230,790 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | (10,770) | | |
USD 719,587 | | | AUD 1,031,288 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | 7,719 | | |
USD 395,809 | | | CAD 503,636 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | 4,546 | | |
USD 411,673 | | | JPY 53,061,146 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | 20,500 | | |
CAD 109,344 | | | USD 85,117 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | (170) | | |
JPY 232,750,545 | | | USD 1,733,690 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | (17,830) | | |
EUR 804,201 | | | USD 841,538 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | 1,457 | | |
USD 721,923 | | | NZD 1,144,125 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | 7,382 | | |
JPY 56,736,009 | | | USD 424,997 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | (6,733) | | |
SEK 6,589,924 | | | USD 656,223 | | | Standard Chartered Bank | | | | | 07/08/22 | | | | | | (11,941) | | |
USD 1,388,906 | | | CAD 1,789,299 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (1,157) | | |
USD 425,446 | | | JPY 56,428,130 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | 9,452 | | |
NOK 6,292,067 | | | USD 644,395 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (5,538) | | |
USD 399,393 | | | JPY 54,464,071 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (2,122) | | |
GBP 1,363,675 | | | USD 1,668,217 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (8,097) | | |
USD 1,226,653 | | | CHF 1,188,771 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (18,908) | | |
NZD 1,119,155 | | | USD 715,808 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (16,861) | | |
NZD 1,064,096 | | | USD 692,149 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (27,589) | | |
GBP 345,038 | | | USD 431,491 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (11,447) | | |
NZD 2,668,725 | | | USD 1,738,836 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (72,135) | | |
AUD 1,018,382 | | | USD 715,894 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (12,934) | | |
JPY 117,112,976 | | | USD 921,830 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (58,462) | | |
USD 1,006,790 | | | CHF 1,005,669 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | (46,921) | | |
USD 422,752 | | | JPY 54,870,993 | | | State Street Bank and Trust Co. | | | | | 07/08/22 | | | | | | 18,237 | | |
| | | | | | | | | | | | | | | | $ | (33,702) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 83 | | | | | | 09/21/22 | | | | | $ | 9,838,094 | | | | | $ | (101,107) | | |
U.S. Treasury 2-Year Note | | | | | 212 | | | | | | 09/30/22 | | | | | | 44,523,313 | | | | | | (204,835) | | |
U.S. Treasury 5-Year Note | | | | | 278 | | | | | | 09/30/22 | | | | | | 31,205,500 | | | | | | (259,102) | | |
| | | | | | | | | | | | | | | | $ | 85,566,907 | | | | | $ | (565,044) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Long Bond | | | | | (67) | | | | | | 09/21/22 | | | | | | (9,287,875) | | | | | | 150,611 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (74) | | | | | | 09/21/22 | | | | | | (9,425,750) | | | | | | 160,971 | | |
U.S. Treasury Ultra Long Bond | | | | | (28) | | | | | | 09/21/22 | | | | | | (4,321,625) | | | | | | 60,337 | | |
| | | | | | | | | | | | | | | | $ | (23,035,250) | | | | | $ | 371,919 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Prudential Financial Inc. 3.50%, due 05/15/2024 | | | | | Buy | | | | | | (1.000) | | | | | | 12/20/24 | | | | USD 1,140,000 | | | | $ | (12,630) | | | | | $ | 17,657 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (12,630) | | | | | $ | 17,657 | | |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Pay | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.836% | | | | Annual | | | | | 07/14/32 | | | | | | USD 1,013,100 | | | | | $ | 5,620 | | | | | $ | 5,620 | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.897 | | | | Annual | | | | | 07/14/32 | | | | | | USD 1,067,000 | | | | | | 11,631 | | | | | | 11,631 | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.941 | | | | Annual | | | | | 07/14/32 | | | | | | USD 1,013,100 | | | | | | 14,954 | | | | | | 14,954 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.933 | | | | Annual | | | | | 07/14/32 | | | | | | USD 405,300 | | | | | | (5,699) | | | | | | (5,699) | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.981 | | | | Annual | | | | | 07/14/32 | | | | | | USD 607,900 | | | | | | (11,070) | | | | | | (11,070) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 15,436 | | | | | $ | 15,436 | | |
Pay/Receive Volatility(1) | | | Reference Entity | | | Volatility Strike Rate | | | Counterparty | | | Maturity Date | | | Currency | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||
Receive | | | USD vs. CNH Spot Exchange Rate | | | | | 5.650% | | | | BNP Paribas | | | 11/03/22 | | | | | USD | | | | 1,781,500 | | | | $ | (14,514) | | | | | $ | (14,514) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (14,514) | | | | | $ | (14,514) | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price(6) | | | Notional Amount | | | Cost | | | Fair Value | | |||
AUD/USD & USD/JPY Dual Digital | | | Standard Chartered Bank | | | 08/10/22 | | | 0.6728 & 126.25 | | | USD 96,000 | | | | $ | 7,200 | | | | $694 | |
| | | | | | | | | | | | | | | | $ | 7,200 | | | | $694 | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||
Call JPY vs. Put USD | | | BNP Paribas | | | | | 02/27/25 | | | | | | 107.500 | | | | | | USD 855,000 | | | | | $ | 42,408 | | | | $19,481 | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 08/18/22 | | | | | | 0.650 | | | | | | USD 8,843,000 | | | | | | 62,944 | | | | 37,887 | |
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 08/18/22 | | | | | | 0.640 | | | | | | USD 4,144,000 | | | | | | 30,368 | | | | 12,359 | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 135,720 | | | | $69,727 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Call USD vs. Put JPY | | | BNP Paribas | | | | | 08/11/22 | | | | | | 129.500 | | | | | | USD 1,981,000 | | | | | $ | 41,967 | | | | $(94,086) | |
Put USD vs. Call JPY | | | BNP Paribas | | | | | 08/11/22 | | | | | | 129.500 | | | | | | USD 1,981,000 | | | | | | 41,967 | | | | (10,527) | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 83,934 | | | | $(104,613) | |
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(2) | | | Goldman Sachs International | | | | | Pay | | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 1,106,500 | | | | $ | 11,757 | | | | | $ | (27,674) | | |
Call on 10-Year Interest Rate Swap(2) | | | Goldman Sachs International | | | | | Pay | | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 3,319,500 | | | | | 35,062 | | | | | | (83,023) | | |
Put on 10-Year Interest Rate Swap(3) | | | BNP Paribas | | | | | Receive | | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 3,319,500 | | | | | 35,062 | | | | | | (3,342) | | |
Put on 10-Year Interest Rate Swap(3) | | | Goldman Sachs International | | | | | Receive | | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 1,106,500 | | | | | 11,757 | | | | | | (1,114) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 93,638 | | | | | $ | (115,153) | | |
Description | | | Counterparty | | | Exercise Rate(4) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(5) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | | | Receive | | | | 1-day Secured Overnight Financing Rate | | | | | 06/14/27 | | | | USD 1,676,000 | | | | $ | (293,300) | | | | | $ | (13,526) | | |
Call on 35-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | | | Receive | | | | 1-day Secured Overnight Financing Rate | | | | | 06/03/27 | | | | USD 1,676,000 | | | | | (293,719) | | | | | | (13,336) | | |
Put on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | | | Pay | | | | 1-day Secured Overnight Financing Rate | | | | | 05/25/27 | | | | USD 4,989,400 | | | | | (898,092) | | | | | | (58,296) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (1,485,111) | | | | | $ | (85,158) | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| 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 | |
| SEK | | | – | | | Swedish Krona | |
| TRY | | | – | | | Turkish Lira | |
| USD | | | – | | | United States Dollar | |
| ZAR | | | – | | | South African Rand | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 70,421 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,961,815 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 371,919 | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 17,657 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 32,205 | | |
Total Asset Derivatives | | | | | | | $ | 2,454,017 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,995,517 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 565,044 | | |
Foreign exchange contracts | | | Unrealized depreciation on OTC swap agreements | | | | | 14,514 | | |
Interest rate contracts | | | Unrealized depreciation on OTC forward premium swaptions | | | | | 85,158 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 16,769 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 104,613 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 115,153 | | |
Total Liability Derivatives | | | | | | | $ | 2,896,768 | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 130,280 | | | | | $ | — | | | | | $ | 130,280 | | |
Equity contracts | | | | | 25,081 | | | | | | — | | | | | | 439 | | | | | | – | | | | | | (71,229) | | | | | | (45,709) | | |
Foreign exchange contracts | | | | | 84,314 | | | | | | (175,392) | | | | | | — | | | | | | 34,202 | | | | | | 192,191 | | | | | | 135,315 | | |
Interest rate contracts | | | | | 15,554 | | | | | | — | | | | | | (2,194,730) | | | | | | (850,939) | | | | | | 721,902 | | | | | | (2,308,213) | | |
Total | | | | $ | 124,949 | | | | | $ | (175,392) | | | | | $ | (2,194,291) | | | | | $ | (686,457) | | | | | $ | 842,864 | | | | | $ | (2,088,327) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 10,676 | | | | | $ | — | | | | | $ | 10,676 | | |
Equity contracts | | | | | 70,897 | | | | | | — | | | | | | — | | | | | | — | | | | | | (62,433) | | | | | | 8,464 | | |
Foreign exchange contracts | | | | | (72,499) | | | | | | (3,046) | | | | | | — | | | | | | 1,996 | | | | | | (20,679) | | | | | | (94,228) | | |
Interest rate contracts | | | | | (85,158) | | | | | | — | | | | | | (153,082) | | | | | | 17,231 | | | | | | (28,865) | | | | | | (249,874) | | |
Total | | | | $ | (86,760) | | | | | $ | (3,046) | | | | | $ | (153,082) | | | | | $ | 29,903 | | | | | $ | (111,977) | | | | | $ | (324,962) | | |
| | | Barclays Bank PLC | | | Bank of America N.A. | | | BNP Paribas | | | Brown Brothers Harriman | | | Citibank N.A. | | | Goldman Sachs & Co. | | | Goldman Sachs International | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | State Street Bank and Trust Co. | | | Totals | | |||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 19,481 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 37,887 | | | | | $ | 13,053 | | | | | $ | — | | | | | $ | 70,421 | | |
Forward foreign currency contracts | | | | | — | | | | | | 356,233 | | | | | | 412,232 | | | | | | — | | | | | | 62,688 | | | | | | 173,761 | | | | | | 6,213 | | | | | | 881,395 | | | | | | 41,604 | | | | | | 27,689 | | | | | | 1,961,815 | | |
Total Assets | | | | $ | — | | | | | $ | 356,233 | | | | | $ | 431,713 | | | | | $ | — | | | | | $ | 62,688 | | | | | $ | 173,761 | | | | | $ | 6,213 | | | | | $ | 919,282 | | | | | $ | 54,657 | | | | | $ | 27,689 | | | | | $ | 2,032,236 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 458,936 | | | | | $ | 486,740 | | | | | $ | 33 | | | | | $ | 33,253 | | | | | $ | 255,401 | | | | | $ | 4,259 | | | | | $ | 416,515 | | | | | $ | 58,209 | | | | | $ | 282,171 | | | | | $ | 1,995,517 | | |
Forward premium swaptions | | | | | 85,158 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 85,158 | | |
Volatility Swaps | | | | | — | | | | | | — | | | | | | 14,514 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14,514 | | |
Written options | | | | | — | | | | | | — | | | | | | 107,955 | | | | | | — | | | | | | — | | | | | | | | | | | | 111,811 | | | | | | — | | | | | | — | | | | | | — | | | | | | 219,766 | | |
Total Liabilities | | | | $ | 85,158 | | | | | $ | 458,936 | | | | | $ | 609,209 | | | | | $ | 33 | | | | | $ | 33,253 | | | | | $ | 255,401 | | | | | $ | 116,070 | | | | | $ | 416,515 | | | | | $ | 58,209 | | | | | $ | 282,171 | | | | | $ | 2,314,955 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (85,158) | | | | | $ | (102,703) | | | | | $ | (177,496) | | | | | $ | (33) | | | | | $ | 29,435 | | | | | $ | (81,640) | | | | | $ | (109,857) | | | | | $ | 502,767 | | | | | $ | (3,552) | | | | | $ | (254,482) | | | | | $ | (282,719) | | |
Total collateral pledged by the Portfolio/(Received from counterparty)(2) | | | | $ | — | | | | | $ | — | | | | | $ | 177,496 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (460,000) | | | | | $ | — | | | | | $ | — | | | | | $ | (282,504) | | |
Net Exposure(1) | | | | $ | (85,158) | | | | | $ | (102,703) | | | | | $ | — | | | | | $ | (33) | | | | | $ | 29,435 | | | | | $ | (81,640) | | | | | $ | (109,857) | | | | | $ | 42,767 | | | | | $ | (3,552) | | | | | $ | (254,482) | | | | | $ | (565,223) | | |
Voya Balanced Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Cost for federal income tax purposes was 298,309,547. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 10,786,884 | | |
| Gross Unrealized Depreciation | | | | | (35,833,288) | | |
| Net Unrealized Depreciation | | | | $ | (25,046,404) | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 92.9% | | |||||||||||||||
| | | Basic Materials: 6.5% | | ||||||||||||
350,000 (1) | | | ASP Unifrax Holdings, Inc., 5.250%, 09/30/2028 | | | | $ | 279,930 | | | | | | 0.1 | | |
1,050,000 (1)(2) | | | ASP Unifrax Holdings, Inc., 7.500%, 09/30/2029 | | | | | 730,772 | | | | | | 0.2 | | |
975,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | | | 862,105 | | | | | | 0.2 | | |
750,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 662,890 | | | | | | 0.2 | | |
1,325,000 (1)(2) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 919,932 | | | | | | 0.2 | | |
1,000,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 906,035 | | | | | | 0.2 | | |
1,225,000 (1) | | | Consolidated Energy Finance S.A., 5.625%, 10/15/2028 | | | | | 987,152 | | | | | | 0.2 | | |
1,150,000 (1) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 1,030,541 | | | | | | 0.3 | | |
1,100,000 (1) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 985,358 | | | | | | 0.2 | | |
2,175,000 (1) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 1,823,237 | | | | | | 0.5 | | |
1,150,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 910,001 | | | | | | 0.2 | | |
1,600,000 (1) | | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | | | 1,346,384 | | | | | | 0.3 | | |
1,600,000 (1)(3) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | | | | | 1,282,488 | | | | | | 0.3 | | |
1,650,000 (1)(2) | | | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | | | | | 1,392,418 | | | | | | 0.3 | | |
1,060,000 (1) | | | Mineral Resources Ltd., 8.000%, 11/01/2027 | | | | | 1,036,150 | | | | | | 0.3 | | |
1,375,000 (1) | | | Novelis Corp., 3.875%, 08/15/2031 | | | | | 1,061,294 | | | | | | 0.3 | | |
350,000 (1) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 291,581 | | | | | | 0.1 | | |
1,225,000 (1) | | | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.000%, 01/27/2030 | | | | | 1,037,881 | | | | | | 0.3 | | |
1,525,000 (2) | | | Olin Corp., 5.000%, 02/01/2030 | | | | | 1,319,743 | | | | | | 0.3 | | |
700,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 644,707 | | | | | | 0.2 | | |
1,400,000 (1) | | | Olympus Water US Holding Corp., 6.250%, 10/01/2029 | | | | | 974,750 | | | | | | 0.2 | | |
1,700,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 1,515,253 | | | | | | 0.4 | | |
1,475,000 (1) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 1,257,622 | | | | | | 0.3 | | |
1,250,000 (1) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.125%, 04/01/2029 | | | | | 895,769 | | | | | | 0.2 | | |
1,550,000 (1) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 1,249,680 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,275,000 (1) | | | Vibrantz Technologies, Inc., 9.000%, 02/15/2030 | | | | $ | 900,589 | | | | | | 0.2 | | |
| | | | | | | | 26,304,262 | | | | | | 6.5 | | |
| | | Communications: 15.6% | | ||||||||||||
1,200,000 (1) | | | Acuris Finance US, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | | | | | 998,196 | | | | | | 0.3 | | |
1,800,000 (1) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 1,280,979 | | | | | | 0.3 | | |
1,700,000 (1) | | | Altice France SA/France, 5.500%, 10/15/2029 | | | | | 1,303,874 | | | | | | 0.3 | | |
1,225,000 (1) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 1,129,634 | | | | | | 0.3 | | |
1,525,000 (2) | | | AMC Networks, Inc., 4.250%, 02/15/2029 | | | | | 1,240,229 | | | | | | 0.3 | | |
1,650,000 (1) | | | Audacy Capital Corp., 6.500%, 05/01/2027 | | | | | 984,028 | | | | | | 0.2 | | |
1,650,000 (1) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 1,240,016 | | | | | | 0.3 | | |
1,475,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | | | | | 1,144,563 | | | | | | 0.3 | | |
2,000,000 | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 1,626,170 | | | | | | 0.4 | | |
1,075,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 995,617 | | | | | | 0.3 | | |
1,775,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 1,680,907 | | | | | | 0.4 | | |
975,000 (1) | | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | | | 703,979 | | | | | | 0.2 | | |
825,000 (1) | | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | | | 602,370 | | | | | | 0.2 | | |
575,000 (1) | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 498,488 | | | | | | 0.1 | | |
325,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 240,717 | | | | | | 0.1 | | |
675,000 (1) | | | CommScope, Inc., 4.750%, 09/01/2029 | | | | | 546,412 | | | | | | 0.1 | | |
1,375,000 (1)(2) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 1,047,062 | | | | | | 0.3 | | |
2,000,000 (1) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 1,804,010 | | | | | | 0.4 | | |
1,650,000 (1) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 1,108,429 | | | | | | 0.3 | | |
575,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 538,482 | | | | | | 0.1 | | |
2,975,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 2,172,434 | | | | | | 0.5 | | |
450,000 (1) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 376,938 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
2,375,000 (1) | | | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.875%, 08/15/2027 | | | | $ | 2,033,724 | | | | | | 0.5 | | |
1,700,000 | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 1,038,360 | | | | | | 0.3 | | |
500,000 (1) | | | DISH DBS Corp., 5.250%, 12/01/2026 | | | | | 392,858 | | | | | | 0.1 | | |
775,000 (1) | | | DISH DBS Corp., 5.750%, 12/01/2028 | | | | | 575,271 | | | | | | 0.1 | | |
860,000 | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 587,230 | | | | | | 0.1 | | |
1,150,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 866,163 | | | | | | 0.2 | | |
1,400,000 (1) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 1,215,037 | | | | | | 0.3 | | |
1,625,000 (1)(2) | | | Gray Escrow II, Inc., 5.375%, 11/15/2031 | | | | | 1,305,533 | | | | | | 0.3 | | |
455,000 (2) | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 404,650 | | | | | | 0.1 | | |
500,000 (1) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 428,650 | | | | | | 0.1 | | |
1,725,000 (2) | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 1,374,515 | | | | | | 0.3 | | |
1,200,000 (1) | | | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | | | | | 961,254 | | | | | | 0.2 | | |
900,000 (1) | | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | | | 753,215 | | | | | | 0.2 | | |
1,440,000 (1) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 1,347,098 | | | | | | 0.3 | | |
1,415,000 (1) | | | McGraw-Hill Education, Inc., 8.000%, 08/01/2029 | | | | | 1,148,520 | | | | | | 0.3 | | |
1,475,000 (1) | | | Millennium Escrow Corp., 6.625%, 08/01/2026 | | | | | 1,192,777 | | | | | | 0.3 | | |
720,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 705,751 | | | | | | 0.2 | | |
1,100,000 | | | Northwestern Bell Telephone, 7.750%, 05/01/2030 | | | | | 1,200,496 | | | | | | 0.3 | | |
950,000 (4) | | | Paramount Global, 6.250%, 02/28/2057 | | | | | 833,036 | | | | | | 0.2 | | |
1,875,000 (1) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 1,454,400 | | | | | | 0.4 | | |
450,000 (1)(2) | | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | | | 359,449 | | | | | | 0.1 | | |
1,300,000 (1)(2) | | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | | | 1,139,756 | | | | | | 0.3 | | |
635,000 (1) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 504,507 | | | | | | 0.1 | | |
860,000 (1) | | | Sinclair Television Group, Inc., 5.500%, 03/01/2030 | | | | | 634,331 | | | | | | 0.2 | | |
1,000,000 (1) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 929,855 | | | | | | 0.2 | | |
1,300,000 (1) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 1,033,838 | | | | | | 0.3 | | |
2,325,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 2,393,239 | | | | | | 0.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
675,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | $ | 712,676 | | | | | | 0.2 | | |
1,275,000 (1) | | | Stagwell Global LLC, 5.625%, 08/15/2029 | | | | | 1,028,064 | | | | | | 0.3 | | |
725,000 | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | | | 548,923 | | | | | | 0.1 | | |
825,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 639,437 | | | | | | 0.2 | | |
475,000 (1)(2) | | | Univision Communications, Inc., 4.500%, 05/01/2029 | | | | | 399,075 | | | | | | 0.1 | | |
2,175,000 (1) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 2,074,950 | | | | | | 0.5 | | |
1,100,000 (1) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 943,349 | | | | | | 0.2 | | |
1,250,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 1,012,711 | | | | | | 0.3 | | |
250,000 (1) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 216,632 | | | | | | 0.1 | | |
625,000 (1) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 431,297 | | | | | | 0.1 | | |
1,150,000 (1) | | | Viavi Solutions, Inc., 3.750%, 10/01/2029 | | | | | 965,236 | | | | | | 0.2 | | |
2,100,000 (1) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 1,740,698 | | | | | | 0.4 | | |
1,200,000 (1) | | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | | | 972,000 | | | | | | 0.2 | | |
1,925,000 (1) | | | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | | | | | 1,395,250 | | | | | | 0.3 | | |
| | | | | | | | 63,157,345 | | | | | | 15.6 | | |
| | | Consumer, Cyclical: 22.2% | | ||||||||||||
1,175,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 946,739 | | | | | | 0.2 | | |
1,600,000 (1) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 1,464,712 | | | | | | 0.4 | | |
1,475,000 (1) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 1,374,014 | | | | | | 0.3 | | |
1,575,000 (1) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 1,384,606 | | | | | | 0.3 | | |
1,825,000 (1) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 1,535,318 | | | | | | 0.4 | | |
325,000 (1) | | | Allison Transmission, Inc., 3.750%, 01/30/2031 | | | | | 261,046 | | | | | | 0.1 | | |
1,400,000 (1) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 1,304,667 | | | | | | 0.3 | | |
886,864 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | | | 787,417 | | �� | | | | 0.2 | | |
2,050,000 (1) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | | | 1,757,198 | | | | | | 0.4 | | |
1,350,000 (1) | | | Arko Corp., 5.125%, 11/15/2029 | | | | | 1,024,498 | | | | | | 0.3 | | |
760,000 | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 660,353 | | | | | | 0.2 | | |
300,000 (1) | | | Asbury Automotive Group, Inc., 4.625%, 11/15/2029 | | | | | 248,304 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
750,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | $ | 617,584 | | | | | | 0.2 | | |
1,625,000 | | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | | | | | 1,302,917 | | | | | | 0.3 | | |
162,000 (1) | | | Bath & Body Works, Inc., 9.375%, 07/01/2025 | | | | | 164,601 | | | | | | 0.0 | | |
300,000 (1)(3) | | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750%), 04/01/2027 | | | | | 184,891 | | | | | | 0.0 | | |
1,675,000 (1) | | | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | | | | | 1,306,843 | | | | | | 0.3 | | |
1,150,000 (1) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 1,112,182 | | | | | | 0.3 | | |
575,000 (1) | | | Carnival Corp., 6.000%, 05/01/2029 | | | | | 405,967 | | | | | | 0.1 | | |
1,700,000 (1)(2) | | | Carnival Corp., 7.625%, 03/01/2026 | | | | | 1,320,687 | | | | | | 0.3 | | |
575,000 (1) | | | Carnival Corp., 9.875%, 08/01/2027 | | | | | 561,723 | | | | | | 0.1 | | |
1,325,000 (1) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 1,208,139 | | | | | | 0.3 | | |
1,100,000 (1) | | | Century Communities, Inc., 3.875%, 08/15/2029 | | | | | 862,301 | | | | | | 0.2 | | |
1,125,000 (1) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 1,137,939 | | | | | | 0.3 | | |
1,025,000 (1)(2) | | | CROCS INC COMPANY GUAR 144A 08/31 4.125, 4.125%, 08/15/2031 | | | | | 727,018 | | | | | | 0.2 | | |
325,000 (2) | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | | | 325,356 | | | | | | 0.1 | | |
1,925,000 (1) | | | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.750%, 01/15/2030 | | | | | 1,482,981 | | | | | | 0.4 | | |
1,000,000 (1) | | | Foot Locker, Inc., 4.000%, 10/01/2029 | | | | | 758,380 | | | | | | 0.2 | | |
1,600,000 | | | Ford Motor Credit Co. LLC, 2.700%, 08/10/2026 | | | | | 1,365,440 | | | | | | 0.3 | | |
250,000 | | | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | | | | | 194,560 | | | | | | 0.1 | | |
1,100,000 | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | | | 971,723 | | | | | | 0.2 | | |
1,300,000 | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | | | 1,191,854 | | | | | | 0.3 | | |
950,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 853,674 | | | | | | 0.2 | | |
1,350,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 1,345,788 | | | | | | 0.3 | | |
1,400,000 (1) | | | Foundation Building Materials, Inc., 6.000%, 03/01/2029 | | | | | 1,027,670 | | | | | | 0.3 | | |
1,250,000 (1) | | | Gap, Inc./The, 3.875%, 10/01/2031 | | | | | 874,412 | | | | | | 0.2 | | |
800,000 (1) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 792,916 | | | | | | 0.2 | | |
1,075,000 (2) | | | Goodyear Tire & Rubber Co/The, 5.250%, 07/15/2031 | | | | | 865,735 | | | | | | 0.2 | | |
1,300,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 1,156,770 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,575,000 (1) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | $ | 1,336,374 | | | | | | 0.3 | | |
1,900,000 (1) | | | International Game Technology PLC, 5.250%, 01/15/2029 | | | | | 1,724,411 | | | | | | 0.4 | | |
1,300,000 (1) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 838,941 | | | | | | 0.2 | | |
1,550,000 (1) | | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | | | 1,184,177 | | | | | | 0.3 | | |
1,250,000 (1) | | | LGI Homes, Inc, 4.000%, 07/15/2029 | | | | | 934,912 | | | | | | 0.2 | | |
1,300,000 (1) | | | Lindblad Expeditions LLC, 6.750%, 02/15/2027 | | | | | 1,116,641 | | | | | | 0.3 | | |
1,500,000 (1) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 1,174,373 | | | | | | 0.3 | | |
400,000 | | | M/I Homes, Inc., 3.950%, 02/15/2030 | | | | | 302,193 | | | | | | 0.1 | | |
1,050,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 893,985 | | | | | | 0.2 | | |
575,000 | | | Macy’s Retail Holdings LLC, 4.500%, 12/15/2034 | | | | | 410,544 | | | | | | 0.1 | | |
275,000 (1)(2) | | | Macy’s Retail Holdings LLC, 5.875%, 03/15/2030 | | | | | 231,220 | | | | | | 0.1 | | |
850,000 (1) | | | Macy’s Retail Holdings LLC, 6.125%, 03/15/2032 | | | | | 711,595 | | | | | | 0.2 | | |
725,000 | | | Mattel, Inc., 5.450%, 11/01/2041 | | | | | 637,781 | | | | | | 0.2 | | |
1,500,000 (1)(2) | | | Melco Resorts Finance Ltd., 5.375%, 12/04/2029 | | | | | 907,552 | | | | | | 0.2 | | |
1,550,000 (1) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 1,494,558 | | | | | | 0.4 | | |
165,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 148,302 | | | | | | 0.0 | | |
1,300,000 (1) | | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | | | 1,061,626 | | | | | | 0.3 | | |
925,000 | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | | | 834,262 | | | | | | 0.2 | | |
250,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 245,408 | | | | | | 0.1 | | |
1,070,000 (1) | | | NCL Corp. Ltd., 7.750%, 02/15/2029 | | | | | 818,978 | | | | | | 0.2 | | |
875,000 (1) | | | NCL Finance Ltd., 6.125%, 03/15/2028 | | | | | 637,774 | | | | | | 0.2 | | |
1,000,000 (1)(2) | | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | | | 760,180 | | | | | | 0.2 | | |
900,000 (1) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 790,848 | | | | | | 0.2 | | |
2,000,000 (1) | | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | | | 1,805,510 | | | | | | 0.4 | | |
1,019,000 (1) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 995,084 | | | | | | 0.2 | | |
1,625,000 (1) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | | 1,234,697 | | | | | | 0.3 | | |
2,775,000 (1) | | | Royal Caribbean Cruises Ltd., 5.375%, 07/15/2027 | | | | | 2,023,835 | | | | | | 0.5 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
305,000 (1) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | $ | 302,363 | | | | | | 0.1 | | |
679,000 (1) | | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | | | | | 699,346 | | | | | | 0.2 | | |
1,475,000 (1) | | | Scientific Games Holdings L.P./Scientific Games US FinCo, Inc., 6.625%, 03/01/2030 | | | | | 1,256,066 | | | | | | 0.3 | | |
875,000 (1) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 822,382 | | | | | | 0.2 | | |
600,000 (1) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 615,948 | | | | | | 0.2 | | |
1,300,000 (1) | | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | | | 1,020,851 | | | | | | 0.3 | | |
1,575,000 (1) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 1,325,525 | | | | | | 0.3 | | |
1,525,000 (1) | | | Sonic Automotive, Inc., 4.625%, 11/15/2029 | | | | | 1,183,636 | | | | | | 0.3 | | |
1,875,000 (1) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 1,527,281 | | | | | | 0.4 | | |
550,000 (1) | | | SRS Distribution, Inc., 6.000%, 12/01/2029 | | | | | 432,625 | | | | | | 0.1 | | |
1,300,000 (1) | | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | | | 1,027,527 | | | | | | 0.3 | | |
2,300,000 (1)(2) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 1,524,245 | | | | | | 0.4 | | |
1,775,000 (1) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 1,501,739 | | | | | | 0.4 | | |
1,375,000 (1) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 1,203,125 | | | | | | 0.3 | | |
1,200,000 (1) | | | Taylor Morrison Communities, Inc., 5.125%, 08/01/2030 | | | | | 998,244 | | | | | | 0.2 | | |
1,225,000 (1) | | | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | | | | | 921,531 | | | | | | 0.2 | | |
1,225,000 (2) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 1,140,120 | | | | | | 0.3 | | |
450,000 (1) | | | United Airlines, Inc., 4.375%, 04/15/2026 | | | | | 398,124 | | | | | | 0.1 | | |
1,175,000 (1) | | | United Airlines, Inc., 4.625%, 04/15/2029 | | | | | 1,000,742 | | | | | | 0.3 | | |
195,000 (1) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 181,858 | | | | | | 0.0 | | |
1,700,000 (1) | | | Victoria’s Secret & Co., 4.625%, 07/15/2029 | | | | | 1,283,296 | | | | | | 0.3 | | |
1,850,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 1,384,618 | | | | | | 0.3 | | |
550,000 (1) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 564,393 | | | | | | 0.1 | | |
1,190,000 (1) | | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | | | 842,574 | | | | | | 0.2 | | |
1,200,000 (1) | | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | | | 961,656 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
600,000 (1)(3) | | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/2026 | | | | $ | 500,427 | | | | | | 0.1 | | |
975,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 914,750 | | | | | | 0.2 | | |
550,000 (1) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 469,667 | | | | | | 0.1 | | |
1,450,000 (1) | | | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | | | | 1,165,322 | | | | | | 0.3 | | |
675,000 (1)(2) | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/2027 | | | | | 579,039 | | | | | | 0.1 | | |
| | | | | | | | 89,873,704 | | | | | | 22.2 | | |
| | | Consumer, Non-cyclical: 14.2% | | ||||||||||||
1,375,000 (1) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 1,286,766 | | | | | | 0.3 | | |
1,350,000 (1) | | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | | | 1,108,417 | | | | | | 0.3 | | |
1,745,000 (1) | | | ADT Security Corp./The, 4.125%, 08/01/2029 | | | | | 1,421,093 | | | | | | 0.3 | | |
1,125,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 913,836 | | | | | | 0.2 | | |
475,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 408,783 | | | | | | 0.1 | | |
1,200,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 1,123,668 | | | | | | 0.3 | | |
600,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | | | | | 437,479 | | | | | | 0.1 | | |
665,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 611,514 | | | | | | 0.1 | | |
1,900,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 1,613,204 | | | | | | 0.4 | | |
1,600,000 (1) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 1,372,872 | | | | | | 0.3 | | |
1,085,000 (1) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 996,535 | | | | | | 0.2 | | |
775,000 (1) | | | APi Escrow Corp., 4.750%, 10/15/2029 | | | | | 626,890 | | | | | | 0.2 | | |
520,000 (1) | | | APi Group DE, Inc., 4.125%, 07/15/2029 | | | | | 413,720 | | | | | | 0.1 | | |
1,950,000 (1)(2) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 1,372,118 | | | | | | 0.3 | | |
425,000 (1) | | | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | | | | | 333,463 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,450,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | $ | 753,324 | | | | | | 0.2 | | |
950,000 (1) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 544,972 | | | | | | 0.1 | | |
1,150,000 (1) | | | BellRing Brands, Inc., 7.000%, 03/15/2030 | | | | | 1,085,445 | | | | | | 0.3 | | |
625,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 589,113 | | | | | | 0.1 | | |
425,000 | | | Centene Corp., 2.625%, 08/01/2031 | | | | | 339,006 | | | | | | 0.1 | | |
1,550,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 1,449,924 | | | | | | 0.4 | | |
1,400,000 (1) | | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | | | 1,171,447 | | | | | | 0.3 | | |
450,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 380,869 | | | | | | 0.1 | | |
1,125,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 1,035,100 | | | | | | 0.3 | | |
575,000 (1) | | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | | | 422,552 | | | | | | 0.1 | | |
350,000 (1) | | | CHS/Community Health Systems, Inc., 5.250%, 05/15/2030 | | | | | 266,602 | | | | | | 0.1 | | |
850,000 (1) | | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | | | 721,731 | | | | | | 0.2 | | |
1,750,000 (1) | | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | | | 1,133,842 | | | | | | 0.3 | | |
1,635,000 (1) | | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | | | 1,261,582 | | | | | | 0.3 | | |
1,450,000 (1) | | | CPI Acquisition, Inc., 8.625%, 03/15/2026 | | | | | 1,372,070 | | | | | | 0.3 | | |
105,000 (1) | | | Darling Ingredients, Inc., 6.000%, 06/15/2030 | | | | | 104,824 | | | | | | 0.0 | | |
475,000 (1) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 341,796 | | | | | | 0.1 | | |
875,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 685,144 | | | | | | 0.2 | | |
275,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 57,066 | | | | | | 0.0 | | |
1,025,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 1,017,266 | | | | | | 0.2 | | |
900,000 (1) | | | Jazz Securities DAC, 4.375%, 01/15/2029 | | | | | 802,306 | | | | | | 0.2 | | |
1,148,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 1,150,375 | | | | | | 0.3 | | |
895,000 (1) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 768,013 | | | | | | 0.2 | | |
500,000 (1) | | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | | | 368,188 | | | | | | 0.1 | | |
1,135,000 (1) | | | Medline Borrower L.P., 3.875%, 04/01/2029 | | | | | 970,561 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,150,000 (1)(2) | | | Mozart Debt Merger Sub, Inc., 5.250%, 10/01/2029 | | | | $ | 948,083 | | | | | | 0.2 | | |
1,050,000 (1)(2) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 872,240 | | | | | | 0.2 | | |
1,475,000 (1) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 1,239,634 | | | | | | 0.3 | | |
850,000 | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | | | 842,023 | | | | | | 0.2 | | |
800,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | | | 720,734 | | | | | | 0.2 | | |
1,150,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 1,058,000 | | | | | | 0.3 | | |
1,300,000 (1) | | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | | | | | 1,126,411 | | | | | | 0.3 | | |
875,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 667,756 | | | | | | 0.2 | | |
1,325,000 (1) | | | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/2029 | | | | | 1,051,918 | | | | | | 0.3 | | |
775,000 (1) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 655,232 | | | | | | 0.2 | | |
1,550,000 (1) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,474,600 | | | | | | 0.4 | | |
1,675,000 (1) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 1,370,761 | | | | | | 0.3 | | |
1,625,000 (1)(2) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 1,520,155 | | | | | | 0.4 | | |
1,725,000 (1) | | | Simmons Foods, Inc./ Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 1,461,153 | | | | | | 0.4 | | |
600,000 (1) | | | Spectrum Brands, Inc., 3.875%, 03/15/2031 | | | | | 484,440 | | | | | | 0.1 | | |
700,000 (1) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 631,171 | | | | | | 0.2 | | |
650,000 (1) | | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | | | 549,367 | | | | | | 0.1 | | |
1,900,000 (1) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 1,631,853 | | | | | | 0.4 | | |
1,305,000 (1) | | | Tenet Healthcare Corp., 6.125%, 06/15/2030 | | | | | 1,207,856 | | | | | | 0.3 | | |
1,525,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 1,570,621 | | | | | | 0.4 | | |
1,450,000 (1) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 1,031,907 | | | | | | 0.2 | | |
1,450,000 (1) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 1,357,115 | | | | | | 0.3 | | |
335,000 | | | United Rentals North America, Inc., 3.750%, 01/15/2032 | | | | | 275,752 | | | | | | 0.1 | | |
750,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 710,764 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
225,000 | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | | $ | 209,086 | | | | | | 0.0 | | |
| | | | | | | | 57,502,108 | | | | | | 14.2 | | |
| | | Energy: 15.2% | | ||||||||||||
1,900,000 (1) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | | 1,849,412 | | | | | | 0.5 | | |
775,000 (1) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | | | | | 695,524 | | | | | | 0.2 | | |
1,000,000 (1) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 931,680 | | | | | | 0.2 | | |
1,250,000 (1) | | | Antero Resources Corp., 5.375%, 03/01/2030 | | | | | 1,141,750 | | | | | | 0.3 | | |
325,000 (1) | | | Antero Resources Corp., 7.625%, 02/01/2029 | | | | | 331,162 | | | | | | 0.1 | | |
850,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 720,188 | | | | | | 0.2 | | |
670,000 | | | Apache Corp., 5.250%, 02/01/2042 | | | | | 561,729 | | | | | | 0.1 | | |
1,525,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 1,352,461 | | | | | | 0.3 | | |
550,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 502,222 | | | | | | 0.1 | | |
1,475,000 (1)(2) | | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.875%, 06/30/2029 | | | | | 1,300,087 | | | | | | 0.3 | | |
1,400,000 (1) | | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | | | | | 1,221,760 | | | | | | 0.3 | | |
1,150,000 (1) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 1,154,841 | | | | | | 0.3 | | |
1,575,000 (1) | | | Chesapeake Energy Corp., 6.750%, 04/15/2029 | | | | | 1,527,750 | | | | | | 0.4 | | |
610,000 (1) | | | CNX Midstream Partners L.P., 4.750%, 04/15/2030 | | | | | 513,175 | | | | | | 0.1 | | |
1,475,000 (1) | | | Colgate Energy Partners III LLC, 5.875%, 07/01/2029 | | | | | 1,294,482 | | | | | | 0.3 | | |
1,525,000 (1) | | | Comstock Resources, Inc., 5.875%, 01/15/2030 | | | | | 1,315,671 | | | | | | 0.3 | | |
1,825,000 (1) | | | Crescent Energy Finance LLC, 7.250%, 05/01/2026 | | | | | 1,664,135 | | | | | | 0.4 | | |
1,825,000 (1)(2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | | | 1,595,680 | | | | | | 0.4 | | |
775,000 | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | | | 698,984 | | | | | | 0.2 | | |
475,000 | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | | | 462,750 | | | | | | 0.1 | | |
125,000 | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | | | 101,250 | | | | | | 0.0 | | |
1,125,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 1,075,202 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,030,000 | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | $ | 961,835 | | | | | | 0.2 | | |
950,000 (1) | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | | | | | 856,734 | | | | | | 0.2 | | |
625,000 (1) | | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | | | 531,497 | | | | | | 0.1 | | |
1,100,000 (1) | | | DT Midstream, Inc., 4.375%, 06/15/2031 | | | | | 924,572 | | | | | | 0.2 | | |
1,250,000 (1) | | | Earthstone Energy Holdings LLC, 8.000%, 04/15/2027 | | | | | 1,184,569 | | | | | | 0.3 | | |
1,450,000 (1) | | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | | | 1,372,289 | | | | | | 0.3 | | |
2,150,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 1,885,094 | | | | | | 0.5 | | |
1,350,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 1,306,145 | | | | | | 0.3 | | |
500,000 | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | | | 432,628 | | | | | | 0.1 | | |
212,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 203,640 | | | | | | 0.1 | | |
900,000 (1) | | | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | | | | | 755,415 | | | | | | 0.2 | | |
800,000 (1) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 719,520 | | | | | | 0.2 | | |
340,000 (1) | | | Hess Midstream Operations L.P., 5.500%, 10/15/2030 | | | | | 305,725 | | | | | | 0.1 | | |
700,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 615,923 | | | | | | 0.2 | | |
1,000,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 04/15/2030 | | | | | 872,500 | | | | | | 0.2 | | |
900,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | | | 777,375 | | | | | | 0.2 | | |
1,575,000 (1) | | | Howard Midstream Energy Partners LLC, 6.750%, 01/15/2027 | | | | | 1,359,325 | | | | | | 0.3 | | |
1,630,000 (1) | | | Kinetik Holdings L.P., 5.875%, 06/15/2030 | | | | | 1,555,639 | | | | | | 0.4 | | |
2,200,000 (1)(2) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,971,530 | | | | | | 0.5 | | |
1,025,000 (2) | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | | | 958,467 | | | | | | 0.2 | | |
1,275,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 1,191,411 | | | | | | 0.3 | | |
1,315,000 (1) | | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | | | 1,132,590 | | | | | | 0.3 | | |
590,000 | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | | | 592,296 | | | | | | 0.1 | | |
500,000 (1) | | | Nabors Industries, Inc., 7.375%, 05/15/2027 | | | | | 475,627 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,300,000 (1) | | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | | $ | 1,204,437 | | | | | | 0.3 | | |
725,000 | | | Occidental Petroleum Corp., 4.625%, 06/15/2045 | | | | | 597,204 | | | | | | 0.1 | | |
1,825,000 | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | | | 1,800,600 | | | | | | 0.4 | | |
2,500,000 | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 2,579,550 | | | | | | 0.6 | | |
1,150,000 | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | | | 1,267,398 | | | | | | 0.3 | | |
1,391,000 (1) | | | Strathcona Resources Ltd., 6.875%, 08/01/2026 | | | | | 1,267,750 | | | | | | 0.3 | | |
1,300,000 (1) | | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | | | 1,040,563 | | | | | | 0.3 | | |
455,000 | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 375,930 | | | | | | 0.1 | | |
1,150,000 (1) | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 04/30/2030 | | | | | 930,561 | | | | | | 0.2 | | |
600,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 510,948 | | | | | | 0.1 | | |
750,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 727,140 | | | | | | 0.2 | | |
1,195,313 (1) | | | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | | | | | 1,053,435 | | | | | | 0.3 | | |
850,000 (1) | | | Transocean, Inc., 7.500%, 01/15/2026 | | | | | 608,914 | | | | | | 0.2 | | |
1,825,000 (1) | | | Weatherford International Ltd., 8.625%, 04/30/2030 | | | | | 1,517,919 | | | | | | 0.4 | | |
1,700,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 1,416,219 | | | | | | 0.4 | | |
| | | | | | | | 61,852,809 | | | | | | 15.2 | | |
| | | Financial: 6.8% | | ||||||||||||
875,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 863,440 | | | | | | 0.2 | | |
1,350,000 (1) | | | AmWINS Group, Inc., 4.875%, 06/30/2029 | | | | | 1,107,247 | | | | | | 0.3 | | |
1,300,000 (1) | | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | | | 1,109,947 | | | | | | 0.3 | | |
1,550,000 (1) | | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | | | 1,242,963 | | | | | | 0.3 | | |
1,650,000 (1) | | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | | | 1,293,648 | | | | | | 0.3 | | |
1,250,000 (1) | | | Burford Capital Global Finance LLC, 6.875%, 04/15/2030 | | | | | 1,100,514 | | | | | | 0.3 | | |
1,550,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 1,442,360 | | | | | | 0.4 | | |
545,000 (1) | | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | | | 404,650 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
675,000 (1) | | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | | $ | 527,406 | | | | | | 0.1 | | |
1,075,000 (1) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 906,322 | | | | | | 0.2 | | |
1,525,000 (1) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | | 1,176,047 | | | | | | 0.3 | | |
650,000 (1) | | | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | | | | | 508,219 | | | | | | 0.1 | | |
1,100,000 (1) | | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | | | 949,151 | | | | | | 0.2 | | |
1,125,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | | | 1,031,299 | | | | | | 0.2 | | |
1,525,000 (1) | | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | | | 1,141,867 | | | | | | 0.3 | | |
1,575,000 | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 1,233,319 | | | | | | 0.3 | | |
850,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 700,379 | | | | | | 0.2 | | |
300,000 | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 297,336 | | | | | | 0.1 | | |
575,000 | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | | | 427,001 | | | | | | 0.1 | | |
2,100,000 | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 1,705,693 | | | | | | 0.4 | | |
1,325,000 (1) | | | PRA Group, Inc., 5.000%, 10/01/2029 | | | | | 1,099,776 | | | | | | 0.3 | �� | |
575,000 (1) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 04/15/2030 | | | | | 427,027 | | | | | | 0.1 | | |
1,550,000 (1) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 1,178,000 | | | | | | 0.3 | | |
1,225,000 (1) | | | RLJ Lodging Trust L.P., 4.000%, 09/15/2029 | | | | | 1,008,429 | | | | | | 0.2 | | |
1,775,000 (1) | | | United Wholesale Mortgage LLC, 5.750%, 06/15/2027 | | | | | 1,425,929 | | | | | | 0.3 | | |
625,000 (1) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | | | | | 433,206 | | | | | | 0.1 | | |
1,075,000 (1) | | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | | | 790,598 | | | | | | 0.2 | | |
1,350,000 (1) | | | VistaJet Malta Finance PLC / XO Management Holding, Inc., 6.375%, 02/01/2030 | | | | | 1,083,564 | | | | | | 0.3 | | |
1,315,000 (1) | | | XHR L.P., 4.875%, 06/01/2029 | | | | | 1,130,074 | | | | | | 0.3 | | |
| | | | | | | | 27,745,411 | | | | | | 6.8 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial: 8.5% | | ||||||||||||
1,750,000 (1)(3) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | | | | $ | 1,300,915 | | | | | | 0.3 | | |
1,575,000 (1) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | | 1,335,945 | | | | | | 0.3 | | |
1,000,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 848,725 | | | | | | 0.2 | | |
1,750,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 1,598,572 | | | | | | 0.4 | | |
1,830,000 (1) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 1,558,849 | | | | | | 0.4 | | |
1,425,000 (1) | | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | | | 1,180,284 | | | | | | 0.3 | | |
1,525,000 (1) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | | 1,260,519 | | | | | | 0.3 | | |
775,000 (1) | | | GFL Environmental, Inc., 4.375%, 08/15/2029 | | | | | 624,956 | | | | | | 0.2 | | |
550,000 (1) | | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | | | 430,281 | | | | | | 0.1 | | |
675,000 (1) | | | Global Infrastructure Solutions, Inc., 7.500%, 04/15/2032 | | | | | 519,171 | | | | | | 0.1 | | |
1,300,000 (1) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 1,054,575 | | | | | | 0.3 | | |
1,425,000 (1) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 1,145,522 | | | | | | 0.3 | | |
1,275,000 (1) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 1,200,189 | | | | | | 0.3 | | |
1,475,000 (1) | | | II-VI, Inc., 5.000%, 12/15/2029 | | | | | 1,290,455 | | | | | | 0.3 | | |
1,600,000 (1) | | | Imola Merger Corp., 4.750%, 05/15/2029 | | | | | 1,343,984 | | | | | | 0.3 | | |
750,000 (1)(3) | | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | | | | | 667,726 | | | | | | 0.2 | | |
1,475,000 (1) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 1,224,692 | | | | | | 0.3 | | |
1,050,000 (1) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 976,721 | | | | | | 0.2 | | |
1,725,000 (1) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 1,477,135 | | | | | | 0.4 | | |
1,725,000 (1) | | | PGT Innovations, Inc., 4.375%, 10/01/2029 | | | | | 1,362,500 | | | | | | 0.3 | | |
1,075,000 (1) | | | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | | | | | 916,079 | | | | | | 0.2 | | |
1,100,000 (1) | | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | | | 994,296 | | | | | | 0.2 | | |
1,350,000 (1) | | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | | | 1,084,361 | | | | | | 0.3 | | |
1,450,000 (1) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 1,072,352 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
775,000 (1) | | | Standard Industries, Inc./ NJ, 4.375%, 07/15/2030 | | | | $ | 612,703 | | | | | | 0.1 | | |
1,300,000 (1) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 1,253,610 | | | | | | 0.3 | | |
950,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 830,557 | | | | | | 0.2 | | |
875,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 845,378 | | | | | | 0.2 | | |
900,000 | | | TransDigm, Inc., 4.625%, 01/15/2029 | | | | | 726,611 | | | | | | 0.2 | | |
825,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 702,644 | | | | | | 0.2 | | |
1,125,000 | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | | | 1,054,125 | | | | | | 0.3 | | |
1,300,000 (1)(2) | | | Vertiv Group Corp., 4.125%, 11/15/2028 | | | | | 1,057,498 | | | | | | 0.3 | | |
1,250,000 (1) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 988,993 | | | | | | 0.2 | | |
| | | | | | | | 34,540,923 | | | | | | 8.5 | | |
| | | Technology: 3.0% | | ||||||||||||
1,300,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 1,111,868 | | | | | | 0.3 | | |
1,650,000 (1) | | | Condor Merger Sub, Inc., 7.375%, 02/15/2030 | | | | | 1,345,955 | | | | | | 0.3 | | |
1,150,000 (1) | | | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | | | | | 950,624 | | | | | | 0.2 | | |
665,000 (1) | | | ENTEGRIS ESCROW CORP SR UNSECURED 144A 06/30 5.95, 6.950%, 06/15/2030 | | | | | 634,104 | | | | | | 0.2 | | |
2,100,000 (1) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 1,780,527 | | | | | | 0.4 | | |
350,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 311,803 | | | | | | 0.1 | | |
575,000 (1) | | | Open Text Corp., 3.875%, 12/01/2029 | | | | | 484,725 | | | | | | 0.1 | �� | |
1,150,000 (1) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 996,550 | | | | | | 0.2 | | |
1,300,000 (1) | | | Playtika Holding Corp., 4.250%, 03/15/2029 | | | | | 1,075,139 | | | | | | 0.3 | | |
1,550,000 (1) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 1,015,064 | | | | | | 0.3 | | |
1,400,000 (1) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 1,053,360 | | | | | | 0.3 | | |
1,600,000 (1) | | | Virtusa Corp., 7.125%, 12/15/2028 | | | | | 1,288,520 | | | | | | 0.3 | | |
| | | | | | | | 12,048,239 | | | | | | 3.0 | | |
| | | Utilities: 0.9% | | ||||||||||||
170,000 (1) | | | Clearway Energy Operating LLC, 3.750%, 01/15/2032 | | | | | 134,993 | | | | | | 0.0 | | |
1,125,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 1,014,015 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,150,000 (1) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | $ | 1,123,849 | | | | | | 0.3 | | |
550,000 (1) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 520,382 | | | | | | 0.1 | | |
1,125,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,060,099 | | | | | | 0.3 | | |
| | | | | | | | 3,853,338 | | | | | | 0.9 | | |
| | | Total Corporate Bonds/Notes (Cost $444,162,503) | | | | | 376,878,139 | | | | | | 92.9 | | |
BANK LOANS: 0.8% | | |||||||||||||||
| | | Electronics/Electrical: 0.5% | | ||||||||||||
1,900,000 | | | AP Core Holdings II, LLC High-Yield Term Loan B2, 7.166%, (US0001M + 5.500%), 09/01/2027 | | | | | 1,794,708 | | | | | | 0.4 | | |
430,000 | | | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan, 7.166%, (US0001M + 5.500%), 02/27/2026 | | | | | 400,437 | | | | | | 0.1 | | |
| | | | | | | | 2,195,145 | | | | | | 0.5 | | |
| | | Technology: 0.3% | | ||||||||||||
1,200,317 | | | Ascend Learning LLC TL B 1L, 7.537%, (US0001M + 5.750%), 11/16/2029 | | | | | 1,113,295 | | | | | | 0.3 | | |
| | | Total Bank Loans (Cost $3,504,086) | | | | | 3,308,440 | | | | | | 0.8 | | |
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Communications: 0.1% | | ||||||||||||
350,000 | | | DISH Network Corp., 3.375%, 08/15/2026 | | | | | 237,300 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Financial: 0.0% | | ||||||||||||
499,200 (1)(5) | | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | | | | | 1,522 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/Notes (Cost $797,904) | | | | | 238,822 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.4% | | |||||||||||||||
| | | Consumer Discretionary: —% | | ||||||||||||
1,476 (1)(6)(7) | | | Perseus Holding Corp. | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer Staples: 0.4% | | ||||||||||||
72,000 (6)(7) | | | Southeastern Grocers, Inc. | | | | | 1,584,000 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Energy: 0.0% | | ||||||||||||
2 (7) | | | Amplify Energy Corp. | | | | | 13 | | | | | | 0.0 | | |
424,441 (6)(7) | | | Ascent Resources - Utica LLC | | | | | 5,093 | | | | | | 0.0 | | |
| | | | | | | | 5,106 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
26 (7) | | | Option Care Health, Inc. | | | | $ | 723 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Information Technology: 0.0% | | ||||||||||||
1 (7) | | | Avaya Holdings Corp. | | | | | 2 | | | | | | 0.0 | | |
| | | Total Common Stock (Cost $517,977) | | | | | 1,589,831 | | | | | | 0.4 | | |
PREFERRED STOCK: —% | | |||||||||||||||
| | | Consumer Discretionary: —% | | ||||||||||||
775 (1)(6)(7) | | | Perseus Holding Corp. | | | | | — | | | | | | — | | |
| | | Total Preferred Stock (Cost $—) | | | | | — | | | | | | — | | |
WARRANTS: —% | | |||||||||||||||
| | | Health Care: —% | | ||||||||||||
126 (6)(7) | | | Option Care Health, Inc. - Class A | | | | | — | | | | | | — | | |
126 (6)(7) | | | Option Care Health, Inc. - Class B | | | | | — | | | | | | — | | |
| | | Total Warrants (Cost $—) | | | | | — | | | | | | — | | |
OTHER(8): —% | | |||||||||||||||
| | | Energy: —% | | ||||||||||||
2,000 (6)(9) | | | Green Field Energy Services, Inc. (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $448,982,470) | | | | | 382,015,232 | | | | | | 94.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 10.8% | | |||||||||||||||
| | | Commercial Paper: 3.9% | | ||||||||||||
1,470,000 | | | Barton Capital S.A., 1.580%, 07/01/2022 | | | | | 1,469,937 | | | | | | 0.4 | | |
425,000 | | | Dominion Resources, Inc., 2.040%, 07/25/2022 | | | | | 424,408 | | | | | | 0.1 | | |
2,100,000 | | | Duke Energy Corp., 1.980%, 07/19/2022 | | | | | 2,097,833 | | | | | | 0.5 | | |
1,750,000 | | | Duke Energy Corp., 2.010%, 07/22/2022 | | | | | 1,747,881 | | | | | | 0.4 | | |
1,750,000 | | | Eaton Corp., 2.100%, 08/02/2022 | | | | | 1,746,684 | | | | | | 0.4 | | |
1,800,000 | | | Enbridge (US) Inc., 2.060%, 07/05/2022 | | | | | 1,799,492 | | | | | | 0.5 | | |
2,600,000 | | | Enbridge (US) Inc., 2.150%, 07/20/2022 | | | | | 2,596,942 | | | | | | 0.6 | | |
1,200,000 | | | Entergy Corp., 1.810%, 07/15/2022 | | | | | 1,199,109 | | | | | | 0.3 | | |
3,000,000 | | | Entergy Corp., 2.000%, 08/09/2022 | | | | | 2,993,433 | | | | | | 0.7 | | |
| | | Total Commercial Paper (Cost $16,078,680) | | | | | 16,075,719 | | | | | | 3.9 | | |
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 5.1% | | ||||||||||||
4,924,555 (10) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $4,924,764, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,023,046, due 08/01/22-01/20/68) | | | | $ | 4,924,555 | | | | | | 1.2 | | |
2,375,542 (10) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $2,375,643, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $2,423,176, due 07/21/22-05/15/52) | | | | | 2,375,542 | | | | | | 0.6 | | |
6,480,275 (10) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $6,480,557, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $6,609,885, due 07/01/22-09/09/49) | | | | | 6,480,275 | | | | | | 1.6 | | |
3,964,855 (10) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,965,023, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $4,044,152, due 08/16/22-05/20/52) | | | | | 3,964,855 | | | | | | 1.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,784,402 (10) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $2,784,520, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,840,094, due 01/15/25-02/15/51) | | | | $ | 2,784,402 | | | | | | 0.7 | | |
| | | Total Repurchase Agreements (Cost $20,529,629) | | | | | 20,529,629 | | | | | | 5.1 | | |
| | | | | ||||||||||||
| | | Time Deposits: 1.5% | | ||||||||||||
670,000 (10) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 670,000 | | | | | | 0.2 | | |
670,000 (10) | | | Canadian Imperial Bank of Commerce, 1.550%, 07/01/2022 | | | | | 670,000 | | | | | | 0.2 | | |
660,000 (10) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 660,000 | | | | | | 0.1 | | |
620,000 (10) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 620,000 | | | | | | 0.1 | | |
670,000 (10) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 670,000 | | | | | | 0.2 | | |
670,000 (10) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 670,000 | | | | | | 0.2 | | |
670,000 (10) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 670,000 | | | | | | 0.2 | | |
670,000 (10) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 670,000 | | | | | | 0.2 | | |
660,000 (10) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 660,000 | | | | | | 0.1 | | |
| | | Total Time Deposits (Cost $5,960,000) | | | | | 5,960,000 | | | | | | 1.5 | | |
|
Voya High Yield Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
245,000 (10)(11) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | $ | 245,000 | | | | | | 0.1 | | |
464,000 (10)(11) | | | Goldman Sachs Financial Square Government Fund ‑ Institutional Shares, 1.380% | | | | | 464,000 | | | | | | 0.1 | | |
642,000 (10)(11) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 642,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,351,000) | | | | | 1,351,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $43,919,309) | | | | | 43,916,348 | | | | | | 10.8 | | |
| | | Total Investments in Securities (Cost $492,901,779) | | | | $ | 425,931,580 | | | | | | 105.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (20,246,032) | | | | | | (5.0) | | |
| | | Net Assets | | | | $ | 405,685,548 | | | | | | 100.0 | | |
payment rates.
US0001M 1-month LIBOR
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 92.9% | |
| Bank Loans | | | 0.8% | |
| Common Stock | | | 0.4% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Assets in Excess of Other Liabilities,* | | | 5.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya High Yield Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Consumer Staples | | | | | — | | | | | | — | | | | | | 1,584,000 | | | | | | 1,584,000 | | |
Energy | | | | | 13 | | | | | | — | | | | | | 5,093 | | | | | | 5,106 | | |
Health Care | | | | | 723 | | | | | | — | | | | | | — | | | | | | 723 | | |
Information Technology | | | | | 2 | | | | | | — | | | | | | — | | | | | | 2 | | |
Total Common Stock | | | | | 738 | | | | | | — | | | | | | 1,589,093 | | | | | | 1,589,831 | | |
Preferred Stock | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Corporate Bonds/Notes | | | | | — | | | | | | 376,878,139 | | | | | | — | | | | | | 376,878,139 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 238,822 | | | | | | — | | | | | | 238,822 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Bank Loans | | | | | — | | | | | | 3,308,440 | | | | | | — | | | | | | 3,308,440 | | |
Short-Term Investments | | | | | 1,351,000 | | | | | | 42,565,348 | | | | | | — | | | | | | 43,916,348 | | |
Total Investments, at fair value | | | | $ | 1,351,738 | | | | | $ | 422,990,749 | | | | | $ | 1,589,093 | | | | | $ | 425,931,580 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Green Field Energy Services, Inc. (Escrow) | | | | | 8/25/2019 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
| Cost for federal income tax purposes was $493,185,438. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 2,204,494 | | |
| Gross Unrealized Depreciation | | | | | (69,458,352) | | |
| Net Unrealized Depreciation | | | | $ | (67,253,858) | | |
Voya Large Cap Growth Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.5% | | |||||||||||||||
| | | Communication Services: 7.7% | | ||||||||||||
125,714 (1) | | | Alphabet, Inc. - Class A | | | | $ | 273,963,492 | | | | | | 6.9 | | |
362,776 (1) | | | Live Nation Entertainment, Inc. | | | | | 29,958,042 | | | | | | 0.8 | | |
| | | | | | | | 303,921,534 | | | | | | 7.7 | | |
| | | Consumer Discretionary: 14.0% | | ||||||||||||
2,683,507 (1) | | | Amazon.com, Inc. | | | | | 285,015,278 | | | | | | 7.2 | | |
48,718 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 63,687,093 | | | | | | 1.6 | | |
78,448 (2) | | | Domino’s Pizza, Inc. | | | | | 30,571,970 | | | | | | 0.8 | | |
261,960 (1)(2) | | | Etsy, Inc. | | | | | 19,178,091 | | | | | | 0.5 | | |
360,459 (1) | | | Expedia Group, Inc. | | | | | 34,182,327 | | | | | | 0.8 | | |
719,451 | | | Nike, Inc. - Class B | | | | | 73,527,892 | | | | | | 1.8 | | |
74,361 (1) | | | Tesla, Inc. | | | | | 50,076,185 | | | | | | 1.3 | | |
| | | | | | | | 556,238,836 | | | | | | 14.0 | | |
| | | Consumer Staples: 5.4% | | ||||||||||||
475,624 | | | Constellation Brands, Inc. | | | | | 110,848,929 | | | | | | 2.8 | | |
254,730 | | | Estee Lauder Cos., Inc. | | | | | 64,872,089 | | | | | | 1.6 | | |
331,915 | | | Walmart, Inc. | | | | | 40,354,226 | | | | | | 1.0 | | |
| | | | | | | | 216,075,244 | | | | | | 5.4 | | |
| | | Energy: 1.8% | | ||||||||||||
336,512 | | | Diamondback Energy, Inc. | | | | | 40,768,429 | | | | | | 1.0 | | |
276,755 | | | Valero Energy Corp. | | | | | 29,413,521 | | | | | | 0.8 | | |
| | | | | | | | 70,181,950 | | | | | | 1.8 | | |
| | | Financials: 2.2% | | ||||||||||||
97,835 (2) | | | LPL Financial Holdings, Inc. | | | | | 18,048,601 | | | | | | 0.5 | | |
167,959 | | | MSCI, Inc. - Class A | | | | | 69,224,302 | | | | | | 1.7 | | |
| | | | | | | | 87,272,903 | | | | | | 2.2 | | |
| | | Health Care: 13.9% | | ||||||||||||
1,693,387 (1) | | | Boston Scientific Corp. | | | | | 63,112,533 | | | | | | 1.6 | | |
217,726 | | | Danaher Corp. | | | | | 55,197,896 | | | | | | 1.4 | | |
748,711 (1) | | | DexCom, Inc. | | | | | 55,801,431 | | | | | | 1.4 | | |
356,888 (1) | | | Edwards Lifesciences Corp. | | | | | 33,936,480 | | | | | | 0.9 | | |
453,127 | | | Eli Lilly & Co. | | | | | 146,917,367 | | | | | | 3.7 | | |
468,417 (1) | | | Horizon Therapeutics Plc | | | | | 37,360,940 | | | | | | 0.9 | | |
132,118 | | | Humana, Inc. | | | | | 61,840,472 | | | | | | 1.6 | | |
167,460 (1) | | | Intuitive Surgical, Inc. | | | | | 33,610,897 | | | | | | 0.8 | | |
120,886 | | | UnitedHealth Group, Inc. | | | | | 62,090,676 | | | | | | 1.6 | | |
| | | | | | | | 549,868,692 | | | | | | 13.9 | | |
| | | Industrials: 6.6% | | ||||||||||||
522,633 | | | Eaton Corp. PLC | | | | | 65,846,532 | | | | | | 1.6 | | |
144,826 | | | L3Harris Technologies, Inc. | | | | | 35,004,444 | | | | | | 0.9 | | |
593,610 (2) | | | Quanta Services, Inc. | | | | | 74,403,077 | | | | | | 1.9 | | |
91,796 (1) | | | TransDigm Group, Inc. | | | | | 49,264,159 | | | | | | 1.2 | | |
315,236 | | | Waste Connections, Inc. | | | | | 39,076,655 | | | | | | 1.0 | | |
| | | | | | | | 263,594,867 | | | | | | 6.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology: 42.5% | | ||||||||||||
651,514 (1) | | | Advanced Micro Devices, Inc. | | | | $ | 49,821,276 | | | | | | 1.3 | | |
2,584,308 | | | Apple, Inc. | | | | | 353,326,590 | | | | | | 8.9 | | |
360,816 (1) | | | Cadence Design Systems, Inc. | | | | | 54,133,224 | | | | | | 1.4 | | |
226,257 (1) | | | Crowdstrike Holdings, Inc. | | | | | 38,137,880 | | | | | | 1.0 | | |
387,259 (1) | | | Datadog, Inc. | | | | | 36,882,547 | | | | | | 0.9 | | |
185,798 (1) | | | Gartner, Inc. | | | | | 44,931,530 | | | | | | 1.1 | | |
184,767 | | | Intuit, Inc. | | | | | 71,216,592 | | | | | | 1.8 | | |
846,152 | | | Marvell Technology, Inc. | | | | | 36,832,997 | | | | | | 0.9 | | |
1,933,832 | | | Microsoft Corp. | | | | | 496,666,073 | | | | | | 12.5 | | |
111,537 (1)(2) | | | MongoDB, Inc. | | | | | 28,943,851 | | | | | | 0.7 | | |
183,546 | | | Motorola Solutions, Inc. | | | | | 38,471,242 | | | | | | 1.0 | | |
625,249 | | | Nvidia Corp. | | | | | 94,781,496 | | | | | | 2.4 | | |
169,079 (1) | | | Palo Alto Networks, Inc. | | | | | 83,514,881 | | | | | | 2.1 | | |
365,433 | | | Paychex, Inc. | | | | | 41,611,856 | | | | | | 1.0 | | |
163,747 (1) | | | ServiceNow, Inc. | | | | | 77,864,973 | | | | | | 2.0 | | |
704,799 | | | Visa, Inc. - Class A | | | | | 138,767,875 | | | | | | 3.5 | | |
| | | | | | | | 1,685,904,883 | | | | | | 42.5 | | |
| | | Materials: 1.3% | | ||||||||||||
566,076 | | | Crown Holdings, Inc. | | | | | 52,175,225 | | | | | | 1.3 | | |
| | | | | ||||||||||||
| | | Real Estate: 2.1% | | ||||||||||||
314,287 | | | ProLogis, Inc. | | | | | 36,975,866 | | | | | | 0.9 | | |
151,490 | | | SBA Communications Corp. | | | | | 48,484,374 | | | | | | 1.2 | | |
| | | | | | | | 85,460,240 | | | | | | 2.1 | | |
| | | Total Common Stock (Cost $4,386,999,574) | | | | | 3,870,694,374 | | | | | | 97.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.8% | | |||||||||||||||
| | | Commercial Paper: 0.0% | | ||||||||||||
1,094,000 (3) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 (Cost $1,093,953) | | | | | 1,093,953 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 0.2% | | ||||||||||||
450,000 (3) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 449,998 | | | | | | 0.0 | | |
450,000 (3) | | | Bank of Nova Scotia, 1.650%, 07/12/2022 | | | | | 450,008 | | | | | | 0.0 | | |
350,000 (3) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 350,002 | | | | | | 0.0 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
425,000 (3) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | $ | 424,895 | | | | | | 0.0 | | |
300,000 (3) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 300,005 | | | | | | 0.0 | | |
475,000 (3) | | | Cooperatieve Rabobank U.A./New York, 1.650%, 08/03/2022 | | | | | 474,974 | | | | | | 0.0 | | |
475,000 (3) | | | Credit Agricole, 1.650%, 08/04/2022 | | | | | 475,003 | | | | | | 0.0 | | |
475,000 (3) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 475,006 | | | | | | 0.0 | | |
375,000 (3) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | | 375,007 | | | | | | 0.0 | | |
375,000 (3) | | | Credit Industriel et Commercial, 1.680%, 08/08/2022 | | | | | 374,981 | | | | | | 0.0 | | |
400,000 (3) | | | DNB Bank ASA, 1.650%, 07/08/2022 | | | | | 400,007 | | | | | | 0.0 | | |
400,000 (3) | | | Mizuho Bank Ltd., 1.680%, 07/25/2022 | | | | | 399,994 | | | | | | 0.0 | | |
250,000 (3) | �� | | Mizuho Bank Ltd., 1.700%, 08/10/2022 | | | | | 249,983 | | | | | | 0.0 | | |
475,000 (3) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 474,959 | | | | | | 0.0 | | |
350,000 (3) | | | National Australia Bank Ltd., 1.660%, 08/15/2022 | | | | | 349,962 | | | | | | 0.0 | | |
475,000 (3) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 474,968 | | | | | | 0.0 | | |
375,000 (3) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 375,005 | | | | | | 0.0 | | |
425,000 (3) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 424,943 | | | | | | 0.0 | | |
350,000 (3) | | | Starbird Funding Corp., 1.690%, 08/23/2022 | | | | | 349,938 | | | | | | 0.0 | | |
400,000 (3) | | | Sumitomo Mitsui Trust Bank Ltd., 1.670%, 07/28/2022 | | | | | 399,994 | | | | | | 0.0 | | |
500,000 (3) | | | Svenska Handelsbanken AB, 1.670%, 07/29/2022 | | | | | 499,984 | | | | | | 0.1 | | |
375,000 (3) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 374,992 | | | | | | 0.0 | | |
500,000 (3) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 499,976 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes | | | | | | | | | |||||
| | | (Cost $9,424,584) | | | | | 9,424,584 | | | | | | 0.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 0.9% | | ||||||||||||
8,242,689 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $8,243,039, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $8,407,543, due 08/01/22-01/20/68) | | | | $ | 8,242,689 | | | | | | 0.2 | | |
3,976,167 (3) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,976,336, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $4,055,896, due 07/21/22-05/15/52) | | | | | 3,976,167 | | | | | | 0.1 | | |
1,777,771 (3) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $1,777,843, collateralized by various U.S. Government Securities, 0.000%-0.750%, Market Value plus accrued interest $1,813,326, due 01/15/25-08/15/39) | | | | | 1,777,771 | | | | | | 0.1 | | |
2,823,178 (3) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $2,823,301, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $2,879,769, due 08/01/22-02/20/72) | | | | | 2,823,178 | | | | | | 0.1 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
13,072,900 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $13,073,455, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $13,334,358, due 08/16/22-05/20/52) | | | | $ | 13,072,900 | | | | | | 0.3 | | |
4,660,513 (3) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $4,660,711, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,753,730, due 01/15/25-02/15/51) | | | | | 4,660,513 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $34,553,218) | | | | | 34,553,218 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Time Deposits: 0.2% | | ||||||||||||
1,380,000 (3) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 1,380,000 | | | | | | 0.1 | | |
1,280,000 (3) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 1,280,000 | | | | | | 0.0 | | |
720,000 (3) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 720,000 | | | | | | 0.0 | | |
950,000 (3) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 950,000 | | | | | | 0.0 | | |
1,380,000 (3) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 1,380,000 | | | | | | 0.1 | | |
990,000 (3) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 990,000 | | | | | | 0.0 | | |
| | | Total Time Deposits (Cost $6,700,000) | | | | | 6,700,000 | | | | | | 0.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 1.5% | | ||||||||||||
1,370,000 (3)(4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | $ | 1,370,000 | | | | | | 0.0 | | |
1,508,000 (3)(4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 1,508,000 | | | | | | 0.1 | | |
55,676,000 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 55,676,000 | | | | | | 1.4 | | |
| | | Total Mutual Funds (Cost $58,554,000) | | | | | 58,554,000 | | | | | | 1.5 | | |
| | | Total Short-Term Investments (Cost $110,325,755) | | | | | 110,325,755 | | | | | | 2.8 | | |
| | | Total Investments in Securities (Cost $4,497,325,329) | | | | $ | 3,981,020,129 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (11,911,716) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 3,969,108,413 | | | | | | 100.0 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,870,694,374 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,870,694,374 | | |
Short-Term Investments | | | | | 58,554,000 | | | | | | 51,771,755 | | | | | | — | | | | | | 110,325,755 | | |
Total Investments, at fair value | | | | $ | 3,929,248,374 | | | | | $ | 51,771,755 | | | | | $ | — | | | | | $ | 3,981,020,129 | | |
| Cost for federal income tax purposes was $4,508,911,443. | | | |||||
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 139,498,127 | | |
| Gross Unrealized Depreciation | | | | | (667,389,441) | | |
| Net Unrealized Depreciation | | | | $ | (527,891,314) | | |
Voya Large Cap Value Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.8% | | |||||||||||||||
| | | Communication Services: 8.8% | | ||||||||||||
1,208,520 | | | AT&T, Inc. | | | | $ | 25,330,579 | | | | | | 5.2 | | |
224,233 | | | Fox Corp. - Class A | | | | | 7,211,333 | | | | | | 1.5 | | |
266,308 (1) | | | Paramount Global - Class B | | | | | 6,572,482 | | | | | | 1.3 | | |
293,528 (2) | | | Warner Bros Discovery, Inc. | | | | | 3,939,146 | | | | | | 0.8 | | |
| | | | | | | | 43,053,540 | | | | | | 8.8 | | |
| | | Consumer Discretionary: 4.3% | | ||||||||||||
104,755 (2) | | | Caesars Entertainment, Inc. | | | | | 4,012,117 | | | | | | 0.8 | | |
29,253 (2) | | | Expedia Group, Inc. | | | | | 2,774,062 | | | | | | 0.6 | | |
37,060 | | | McDonald’s Corp. | | | | | 9,149,373 | | | | | | 1.9 | | |
57,273 | | | Ralph Lauren Corp. | | | | | 5,134,524 | | | | | | 1.0 | | |
| | | | | | | | 21,070,076 | | | | | | 4.3 | | |
| | | Consumer Staples: 7.3% | | ||||||||||||
117,634 | | | Coca-Cola Co. | | | | | 7,400,355 | | | | | | 1.5 | | |
65,417 | | | Lamb Weston Holdings, Inc. | | | | | 4,674,699 | | | | | | 0.9 | | |
159,207 | | | Philip Morris International, Inc. | | | | | 15,720,099 | | | | | | 3.2 | | |
67,701 | | | Walmart, Inc. | | | | | 8,231,088 | | | | | | 1.7 | | |
| | | | | | | | 36,026,241 | | | | | | 7.3 | | |
| | | Energy: 7.5% | | ||||||||||||
325,944 | | | BP PLC ADR | | | | | 9,240,512 | | | | | | 1.9 | | |
31,121 | | | Chevron Corp. | | | | | 4,505,698 | | | | | | 0.9 | | |
110,207 | | | ConocoPhillips | | | | | 9,897,691 | | | | | | 2.0 | | |
51,291 | | | Diamondback Energy, Inc. | | | | | 6,213,905 | | | | | | 1.3 | | |
64,896 | | | Valero Energy Corp. | | | | | 6,897,147 | | | | | | 1.4 | | |
| | | | | | | | 36,754,953 | | | | | | 7.5 | | |
| | | Financials: 18.3% | | ||||||||||||
147,944 | | | Apollo Global Management, Inc. | | | | | 7,172,325 | | | | | | 1.5 | | |
64,528 | | | Arthur J. Gallagher & Co. | | | | | 10,520,645 | | | | | | 2.1 | | |
50,428 | | | Assurant, Inc. | | | | | 8,716,480 | | | | | | 1.8 | | |
262,909 | | | Bank of New York Mellon Corp. | | | | | 10,965,934 | | | | | | 2.2 | | |
37,522 | | | Chubb Ltd. | | | | | 7,376,075 | | | | | | 1.5 | | |
315,612 | | | Equitable Holdings, Inc. | | | | | 8,228,005 | | | | | | 1.7 | | |
62,835 | | | First Republic Bank | | | | | 9,060,807 | | | | | | 1.9 | | |
146,072 | | | JPMorgan Chase & Co. | | | | | 16,449,168 | | | | | | 3.4 | | |
231,977 | | | Truist Financial Corp. | | | | | 11,002,669 | | | | | | 2.2 | | |
| | | | | | | | 89,492,108 | | | | | | 18.3 | | |
| | | Health Care: 16.7% | | ||||||||||||
67,476 (1) | | | Alcon, Inc. | | | | | 4,715,898 | | | | | | 1.0 | | |
234,137 (2) | | | Boston Scientific Corp. | | | | | 8,726,286 | | | | | | 1.8 | | |
213,850 | | | Bristol- Myers Squibb Co. | | | | | 16,466,450 | | | | | | 3.3 | | |
28,252 | | | Eli Lilly & Co. | | | | | 9,160,146 | | | | | | 1.9 | | |
20,066 | | | Humana, Inc. | | | | | 9,392,293 | | | | | | 1.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
35,836 | | | McKesson Corp. | | | | $ | 11,690,061 | | | | | | 2.4 | | |
20,593 | | | Thermo Fisher Scientific, Inc. | | | | | 11,187,765 | | | | | | 2.3 | | |
22,112 (2) | | | Vertex Pharmaceuticals, Inc. | | | | | 6,230,940 | | | | | | 1.3 | | |
24,083 | | | Zoetis, Inc. | | | | | 4,139,627 | | | | | | 0.8 | | |
| | | | | | | | 81,709,466 | | | | | | 16.7 | | |
| | | Industrials: 9.3% | | ||||||||||||
333,868 | | | Howmet Aerospace, Inc. | | | | | 10,500,149 | | | | | | 2.1 | | |
31,652 | | | L3Harris Technologies, Inc. | | | | | 7,650,288 | | | | | | 1.6 | | |
226,207 | | | nVent Electric PLC | | | | | 7,087,065 | | | | | | 1.4 | | |
145,671 | | | Raytheon Technologies Corp. | | | | | 14,000,440 | | | | | | 2.9 | | |
25,676 (2) | | | United Rentals, Inc. | | | | | 6,236,957 | | | | | | 1.3 | | |
| | | | | | | | 45,474,899 | | | | | | 9.3 | | |
| | | Information Technology: 10.8% | | ||||||||||||
33,509 | | | Analog Devices, Inc. | | | | | 4,895,330 | | | | | | 1.0 | | |
13,643 | | | Broadcom, Inc. | | | | | 6,627,906 | | | | | | 1.3 | | |
3,494 | | | Constellation Software, Inc./Canada | | | | | 5,186,902 | | | | | | 1.1 | | |
90,404 | | | Dolby Laboratories, Inc. | | | | | 6,469,310 | | | | | | 1.3 | | |
38,899 | | | Motorola Solutions, Inc. | | | | | 8,153,230 | | | | | | 1.7 | | |
33,596 | | | Paychex, Inc. | | | | | 3,825,577 | | | | | | 0.8 | | |
57,549 (2) | | | PayPal Holdings, Inc. | | | | | 4,019,222 | | | | | | 0.8 | | |
13,018 | | | Roper Technologies, Inc. | | | | | 5,137,554 | | | | | | 1.0 | | |
52,035 (2) | | | Salesforce, Inc. | | | | | 8,587,856 | | | | | | 1.8 | | |
| | | | | | | | 52,902,887 | | | | | | 10.8 | | |
| | | Materials: 4.2% | | ||||||||||||
21,601 | | | Air Products & Chemicals, Inc. | | | | | 5,194,609 | | | | | | 1.1 | | |
61,935 | | | Alcoa Corp. | | | | | 2,822,997 | | | | | | 0.6 | | |
41,617 | | | CF Industries Holdings, Inc. | | | | | 3,567,825 | | | | | | 0.7 | | |
57,373 | | | Eastman Chemical Co. | | | | | 5,150,374 | | | | | | 1.1 | | |
21,359 | | | Reliance Steel & Aluminum Co. | | | | | 3,628,040 | | | | | | 0.7 | | |
| | | | | | | | 20,363,845 | | | | | | 4.2 | | |
| | | Real Estate: 4.8% | | ||||||||||||
55,650 | | | ProLogis, Inc. | | | | | 6,547,223 | | | | | | 1.3 | | |
43,538 (2) | | | Ryman Hospitality Properties | | | | | 3,310,194 | | | | | | 0.7 | | |
116,634 | | | UDR, Inc. | | | | | 5,369,829 | | | | | | 1.1 | | |
101,618 | | | Welltower, Inc. | | | | | 8,368,242 | | | | | | 1.7 | | |
| | | | | | | | 23,595,488 | | | | | | 4.8 | | |
| | | Utilities: 6.8% | | ||||||||||||
61,243 | | | Ameren Corp. | | | | | 5,533,917 | | | | | | 1.1 | | |
86,531 | | | Entergy Corp. | | | | | 9,746,852 | | | | | | 2.0 | | |
187,693 | | | Exelon Corp. | | | | | 8,506,247 | | | | | | 1.7 | | |
Voya Large Cap Value Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
123,376 | | | NextEra Energy, Inc. | | | | $ | 9,556,705 | | | | | | 2.0 | | |
440,822 (2)(3) | | | PRIME AET&D Holdings NO 1 | | | | | — | | | | | | — | | |
| | | | | | | | 33,343,721 | | | | | | 6.8 | | |
| | | Total Common Stock (Cost $484,484,590) | | | | | 483,787,224 | | | | | | 98.8 | | |
OTHER(4): —% | | |||||||||||||||
| | | Communications: —% | | ||||||||||||
32,517 (3)(5) | | | Tribune Co. (Escrow) | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Energy: —% | | ||||||||||||
1,685,000 (3)(5) | | | Samson Investment Co. (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $30,842) | | | | | — | | | | | | — | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: —% | | |||||||||||||||
| | | Financial: —% | | ||||||||||||
1,216,000 (3)(6) | | | Tropicana Entertainment LLC / Tropicana Finance Corp., 9.625%, 12/15/2014 | | | | | — | | | | | | — | | |
| | | Total Corporate Bonds/ Notes (Cost $787,908) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $485,303,340) | | | | | 483,787,224 | | | | | | 98.8 | | |
SHORT-TERM INVESTMENTS: 2.1% | | |||||||||||||||
| | | Repurchase Agreements: 1.0% | | ||||||||||||
1,195,307 (7) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,195,358, collateralized by various U.S. Government Agency Obligations, 1.000%- 8.500%, Market Value plus accrued interest $1,219,213, due 01/20/24- 06/20/52) | | | | | 1,195,307 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,195,307 (7) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,195,358, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $1,219,213, due 07/31/22-07/01/52) | | | | $ | 1,195,307 | | | | | | 0.2 | | |
205,124 (7) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $205,132, collateralized by various U.S. Government Securities, 0.000%-0.750%, Market Value plus accrued interest $209,226, due 01/15/25-08/15/39) | | | | | 205,124 | | | | | | 0.0 | | |
1,195,307 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,195,358, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.875%, Market Value plus accrued interest $1,219,213, due 08/16/22-05/20/52) | | | | | 1,195,307 | | | | | | 0.3 | | |
Voya Large Cap Value Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,195,307 (7) | | | Truist Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,195,358, collateralized by various U.S. Government/U.S. Government Agency Obligations, 3.250%- 5.500%, Market Value plus accrued interest $1,219,217, due 06/30/27- 07/01/52) | | | | $ | 1,195,307 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $4,986,352) | | | | | 4,986,352 | | | | | | 1.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
5,383,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $5,383,000) | | | | | 5,383,000 | | | | | | 1.1 | | |
| | | Total Short-Term Investments (Cost $10,369,352) | | | | | 10,369,352 | | | | | | 2.1 | | |
| | | Total Investments in Securities (Cost $495,672,692) | | | | $ | 494,156,576 | | | | | | 100.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (4,528,461) | | | | | | (0.9) | | |
| | | Net Assets | | | | $ | 489,628,115 | | | | | | 100.0 | | |
Voya Large Cap Value Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 43,053,540 | | | | | $ | — | | | | | $ | — | | | | | $ | 43,053,540 | | |
Consumer Discretionary | | | | | 21,070,076 | | | | | | — | | | | | | — | | | | | | 21,070,076 | | |
Consumer Staples | | | | | 36,026,241 | | | | | | — | | | | | | — | | | | | | 36,026,241 | | |
Energy | | | | | 36,754,953 | | | | | | — | | | | | | — | | | | | | 36,754,953 | | |
Financials | | | | | 89,492,108 | | | | | | — | | | | | | — | | | | | | 89,492,108 | | |
Health Care | | | | | 81,709,466 | | | | | | — | | | | | | — | | | | | | 81,709,466 | | |
Industrials | | | | | 45,474,899 | | | | | | — | | | | | | — | | | | | | 45,474,899 | | |
Information Technology | | | | | 52,902,887 | | | | | | — | | | | | | — | | | | | | 52,902,887 | | |
Materials | | | | | 20,363,845 | | | | | | — | | | | | | — | | | | | | 20,363,845 | | |
Real Estate | | | | | 23,595,488 | | | | | | — | | | | | | — | | | | | | 23,595,488 | | |
Utilities | | | | | 33,343,721 | | | | | | — | | | | | | — | | | | | | 33,343,721 | | |
Total Common Stock | | | | | 483,787,224 | | | | | | — | | | | | | — | | | | | | 483,787,224 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 5,383,000 | | | | | | 4,986,352 | | | | | | — | | | | | | 10,369,352 | | |
Total Investments, at fair value | | | | $ | 489,170,224 | | | | | $ | 4,986,352 | | | | | $ | — | | | | | $ | 494,156,576 | | |
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 $498,870,275. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 35,316,555 | | |
| Gross Unrealized Depreciation | | | | | (39,906,388) | | |
| Net Unrealized Depreciation | | | | $ | (4,589,833) | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 37.7% | | |||||||||||||||
| | | Basic Materials: 0.6% | | ||||||||||||
288,000 | | | Albemarle Corp., 4.650%, 06/01/2027 | | | | $ | 283,697 | | | | | | 0.1 | | |
475,000 | | | Ecolab, Inc., 1.650%, 02/01/2027 | | | | | 434,697 | | | | | | 0.1 | | |
407,000 | | | Ecolab, Inc., 2.700%, 11/01/2026 | | | | | 392,514 | | | | | | 0.1 | | |
500,000 (1) | | | Georgia-Pacific LLC, 1.750%, 09/30/2025 | | | | | 463,704 | | | | | | 0.1 | | |
280,000 | | | Nucor Corp., 2.000%, 06/01/2025 | | | | | 263,767 | | | | | | 0.1 | | |
425,000 | | | Nutrien Ltd., 3.150%, 10/01/2022 | | | | | 425,282 | | | | | | 0.1 | | |
| | | | | | | | 2,263,661 | | | | | | 0.6 | | |
| | | Communications: 1.6% | | ||||||||||||
560,000 | | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | | | | | 556,254 | | | | | | 0.2 | | |
721,000 | | | Amazon.com, Inc., 3.000%, 04/13/2025 | | | | | 714,632 | | | | | | 0.2 | | |
370,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 338,679 | | | | | | 0.1 | | |
472,000 | | | Bell Telephone Co. of Canada or Bell Canada/ The, 0.750%, 03/17/2024 | | | | | 449,798 | | | | | | 0.1 | | |
413,000 | | | British Telecommunications PLC, 4.500%, 12/04/2023 | | | | | 415,126 | | | | | | 0.1 | | |
599,000 | | | Fox Corp., 4.030%, 01/25/2024 | | | | | 599,549 | | | | | | 0.2 | | |
36,000 | | | Motorola Solutions, Inc., 4.000%, 09/01/2024 | | | | | 35,869 | | | | | | 0.0 | | |
653,000 (1) | | | NTT Finance Corp., 0.583%, 03/01/2024 | | | | | 621,268 | | | | | | 0.2 | | |
185,000 (1) | | | Sky Ltd., 3.125%, 11/26/2022 | | | | | 185,104 | | | | | | 0.0 | | |
408,000 | | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | | | | | 399,560 | | | | | | 0.1 | | |
405,000 | | | TWDC Enterprises 18 Corp., 2.125%, 09/13/2022 | | | | | 404,996 | | | | | | 0.1 | | |
471,000 | | | Verizon Communications, Inc., 0.850%, 11/20/2025 | | | | | 427,271 | | | | | | 0.1 | | |
472,000 | | | Verizon Communications, Inc., 3.500%, 11/01/2024 | | | | | 470,806 | | | | | | 0.1 | | |
259,000 | | | Walt Disney Co/The, 4.000%, 10/01/2023 | | | | | 261,990 | | | | | | 0.1 | | |
| | | | | | | | 5,880,902 | | | | | | 1.6 | | |
| | | Consumer, Cyclical: 2.9% | | ||||||||||||
358,000 (1) | | | 7-Eleven, Inc., 0.950%, 02/10/2026 | | | | | 316,452 | | | | | | 0.1 | | |
509,000 | | | American Honda Finance Corp., 0.875%, 07/07/2023 | | | | | 496,760 | | | | | | 0.1 | | |
140,000 | | | American Honda Finance Corp., 1.300%, 09/09/2026 | | | | | 126,498 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
390,000 | | | American Honda Finance Corp., 2.050%, 01/10/2023 | | | | $ | 387,764 | | | | | | 0.1 | | |
236,000 (1) | | | BMW US Capital LLC, 0.800%, 04/01/2024 | | | | | 225,032 | | | | | | 0.1 | | |
505,000 (1) | | | BMW US Capital LLC, 3.250%, 04/01/2025 | | | | | 499,320 | | | | | | 0.1 | | |
431,000 (1) | | | BMW US Capital LLC, 3.900%, 04/09/2025 | | | | | 430,181 | | | | | | 0.1 | | |
710,000 (1) | | | Daimler Trucks Finance North America LLC, 3.500%, 04/07/2025 | | | | | 696,154 | | | | | | 0.2 | | |
250,000 | | | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | | | | | 240,721 | | | | | | 0.1 | | |
159,760 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 140,091 | | | | | | 0.0 | | |
256,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 248,988 | | | | | | 0.1 | | |
466,000 | | | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | | | | | 454,615 | | | | | | 0.1 | | |
418,000 (2) | | | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | | | | | 368,521 | | | | | | 0.1 | | |
305,000 | | | General Motors Financial Co., Inc., 3.800%, 04/07/2025 | | | | | 297,743 | | | | | | 0.1 | | |
408,000 | | | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | | | | | 409,137 | | | | | | 0.1 | | |
470,000 (1) | | | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | | | | | 426,073 | | | | | | 0.1 | | |
226,000 | | | Home Depot, Inc./The, 2.700%, 04/15/2025 | | | | | 221,957 | | | | | | 0.1 | | |
532,000 | | | Honda Motor Co. Ltd., 2.534%, 03/10/2027 | | | | | 498,141 | | | | | | 0.1 | | |
462,000 (1) | | | Hyundai Capital America, 1.300%, 01/08/2026 | | | | | 410,582 | | | | | | 0.1 | | |
187,000 | | | Lowe’s Cos, Inc., 3.350%, 04/01/2027 | | | | | 180,108 | | | | | | 0.0 | | |
621,000 (1) | | | Magallanes, Inc., 3.755%, 03/15/2027 | | | | | 583,023 | | | | | | 0.2 | | |
764,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 753,170 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
450,000 (1) | | | Panasonic Holdings Corp., 2.536%, 07/19/2022 | | | | $ | 449,964 | | | | | | 0.1 | | |
623,000 | | | Ross Stores, Inc., 4.600%, 04/15/2025 | | | | | 630,329 | | | | | | 0.2 | | |
474,000 | | | Toyota Motor Corp., 0.681%, 03/25/2024 | | | | | 452,590 | | | | | | 0.1 | | |
10,584 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 10,397 | | | | | | 0.0 | | |
210,505 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 210,068 | | | | | | 0.1 | | |
629,000 | | | WW Grainger, Inc., 1.850%, 02/15/2025 | | | | | 599,645 | | | | | | 0.2 | | |
| | | | | | | | 10,764,024 | | | | | | 2.9 | | |
| | | Consumer, Non-cyclical: 3.9% | | ||||||||||||
640,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 638,862 | | | | | | 0.2 | | |
517,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 501,029 | | | | | | 0.1 | | |
165,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 165,012 | | | | | | 0.0 | | |
500,000 | | | Altria Group, Inc., 2.350%, 05/06/2025 | | | | | 472,585 | | | | | | 0.1 | | |
220,000 | | | AmerisourceBergen Corp., 0.737%, 03/15/2023 | | | | | 215,832 | | | | | | 0.1 | | |
644,000 | | | BAT International Finance PLC, 1.668%, 03/25/2026 | | | | | 570,949 | | | | | | 0.2 | | |
386,000 | | | Boston Scientific Corp., 1.900%, 06/01/2025 | | | | | 364,973 | | | | | | 0.1 | | |
506,000 | | | Bristol-Myers Squibb Co., 0.750%, 11/13/2025 | | | | | 461,714 | | | | | | 0.1 | | |
587,000 | | | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | | | | | 541,389 | | | | | | 0.1 | | |
219,000 (1) | | | Cargill, Inc., 1.375%, 07/23/2023 | | | | | 214,760 | | | | | | 0.1 | | |
160,000 (1) | | | Cargill, Inc., 3.500%, 04/22/2025 | | | | | 158,876 | | | | | | 0.0 | | |
195,000 (1) | | | Cargill, Inc., 3.625%, 04/22/2027 | | | | | 191,667 | | | | | | 0.0 | | |
274,000 | | | Cigna Corp., 1.250%, 03/15/2026 | | | | | 247,507 | | | | | | 0.1 | | |
673,000 | | | Conagra Brands, Inc., 0.500%, 08/11/2023 | | | | | 648,984 | | | | | | 0.2 | | |
233,000 (1) | | | CSL Finance PLC, 3.850%, 04/27/2027 | | | | | 230,993 | | | | | | 0.1 | | |
685,000 | | | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | | | | | 683,098 | | | | | | 0.2 | | |
587,000 (1) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 577,200 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
385,000 | | | Elevance Health, Inc., 3.500%, 08/15/2024 | | | | $ | 383,927 | | | | | | 0.1 | | |
458,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 404,234 | | | | | | 0.1 | | |
262,000 | | | Humana, Inc., 0.650%, 08/03/2023 | | | | | 253,618 | | | | | | 0.1 | | |
206,000 | | | Illumina, Inc., 0.550%, 03/23/2023 | | | | | 201,728 | | | | | | 0.1 | | |
400,000 | | | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | | | | | 394,445 | | | | | | 0.1 | | |
440,000 (1) | | | Mondelez International Holdings Netherlands BV, 2.125%, 09/19/2022 | | | | | 439,046 | | | | | | 0.1 | | |
633,000 (1) | | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 629,299 | | | | | | 0.2 | | |
334,000 (1) | | | Nestle Holdings, Inc., 1.150%, 01/14/2027 | | | | | 299,526 | | | | | | 0.1 | | |
465,000 | | | PerkinElmer, Inc., 0.850%, 09/15/2024 | | | | | 430,744 | | | | | | 0.1 | | |
129,000 | | | RELX Capital, Inc., 3.500%, 03/16/2023 | | | | | 128,860 | | | | | | 0.0 | | |
875,000 | | | Royalty Pharma PLC, 0.750%, 09/02/2023 | | | | | 842,954 | | | | | | 0.2 | | |
461,000 (1) | | | S&P Global, Inc., 2.450%, 03/01/2027 | | | | | 431,851 | | | | | | 0.1 | | |
702,000 | | | Stryker Corp., 0.600%, 12/01/2023 | | | | | 673,588 | | | | | | 0.2 | | |
121,000 (1) | | | Triton Container International Ltd., 0.800%, 08/01/2023 | | | | | 114,707 | | | | | | 0.0 | | |
470,000 (1) | | | Triton Container International Ltd., 1.150%, 06/07/2024 | | | | | 440,341 | | | | | | 0.1 | | |
165,000 | | | UnitedHealth Group, Inc., 2.375%, 08/15/2024 | | | | | 161,630 | | | | | | 0.0 | | |
323,000 | | | UnitedHealth Group, Inc., 3.375%, 04/15/2027 | | | | | 317,992 | | | | | | 0.1 | | |
314,000 (2) | | | UnitedHealth Group, Inc., 3.700%, 05/15/2027 | | | | | 313,135 | | | | | | 0.1 | | |
750,000 | | | Viatris, Inc., 1.650%, 06/22/2025 | | | | | 679,707 | | | | | | 0.2 | | |
| | | | | | | | 14,426,762 | | | | | | 3.9 | | |
| | | Energy: 1.7% | | ||||||||||||
331,000 | | | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | | | | | 303,855 | | | | | | 0.1 | | |
580,000 | | | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | | | | | 543,240 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
500,000 | | | Chevron USA, Inc., 0.426%, 08/11/2023 | | | | $ | 486,222 | | | | | | 0.1 | | |
614,000 | | | Enbridge, Inc., 0.550%, 10/04/2023 | | | | | 591,584 | | | | | | 0.2 | | |
834,000 | | | Energy Transfer L.P., 4.250%, 03/15/2023 | | | | | 833,802 | | | | | | 0.2 | | |
469,000 | | | Equinor ASA, 2.875%, 04/06/2025 | | | | | 460,912 | | | | | | 0.1 | | |
395,000 | | | Kinder Morgan, Inc., 1.750%, 11/15/2026 | | | | | 350,742 | | | | | | 0.1 | | |
306,000 | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | | | 309,750 | | | | | | 0.1 | | |
326,000 | | | Phillips 66, 3.850%, 04/09/2025 | | | | | 324,288 | | | | | | 0.1 | | |
191,000 | | | Pioneer Natural Resources Co., 0.550%, 05/15/2023 | | | | | 186,220 | | | | | | 0.1 | | |
495,000 | | | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | | | | | 442,885 | | | | | | 0.1 | | |
519,000 | | | Shell International Finance BV, 0.375%, 09/15/2023 | | | | | 502,698 | | | | | | 0.1 | | |
379,000 (1) | | | Southern Natural Gas Co. LLC, 0.625%, 04/28/2023 | | | | | 367,714 | | | | | | 0.1 | | |
270,000 | | | TransCanada PipeLines Ltd., 1.000%, 10/12/2024 | | | | | 252,139 | | | | | | 0.1 | | |
52,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 50,304 | | | | | | 0.0 | | |
467,000 | | | Williams Cos, Inc./The, 4.550%, 06/24/2024 | | | | | 471,120 | | | | | | 0.1 | | |
| | | | | | | | 6,477,475 | | | | | | 1.7 | | |
| | | Financial: 20.1% | | ||||||||||||
393,000 | | | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.650%, 10/29/2024 | | | | | 363,302 | | | | | | 0.1 | | |
410,000 | | | Aflac, Inc., 1.125%, 03/15/2026 | | | | | 370,401 | | | | | | 0.1 | | |
525,000 (1) | | | AIG Global Funding, 0.900%, 09/22/2025 | | | | | 471,543 | | | | | | 0.1 | | |
433,000 | | | Ally Financial, Inc., 3.875%, 05/21/2024 | | | | | 429,489 | | | | | | 0.1 | | |
536,000 | | | American Express Co., 2.500%, 07/30/2024 | | | | | 522,046 | | | | | | 0.1 | | |
219,000 | | | American Express Co., 3.375%, 05/03/2024 | | | | | 217,626 | | | | | | 0.1 | | |
258,000 | | | American Tower Corp., 3.500%, 01/31/2023 | | | | | 257,982 | | | | | | 0.1 | | |
326,000 (2) | | | American Tower Corp., 3.650%, 03/15/2027 | | | | | 309,877 | | | | | | 0.1 | | |
234,000 | | | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | | | | | 228,716 | | | | | | 0.1 | | |
485,000 | | | Ameriprise Financial, Inc., 4.000%, 10/15/2023 | | | | | 488,228 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
330,000 | | | Assurant, Inc., 4.200%, 09/27/2023 | | | | $ | 332,452 | | | | | | 0.1 | | |
738,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 732,167 | | | | | | 0.2 | | |
475,000 (1) | | | Avolon Holdings Funding Ltd., 4.375%, 05/01/2026 | | | | | 440,642 | | | | | | 0.1 | | |
1,404,000 (3) | | | Bank of America Corp., 0.810%, 10/24/2024 | | | | | 1,339,014 | | | | | | 0.4 | | |
1,731,000 (3) | | | Bank of America Corp., 0.976%, 04/22/2025 | | | | | 1,629,637 | | | | | | 0.4 | | |
425,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 393,647 | | | | | | 0.1 | | |
660,000 (3) | | | Bank of America Corp., 1.530%, 12/06/2025 | | | | | 614,824 | | | | | | 0.2 | | |
186,000 (3) | | | Bank of America Corp., 1.658%, 03/11/2027 | | | | | 167,009 | | | | | | 0.0 | | |
496,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 465,482 | | | | | | 0.1 | | |
916,000 (3) | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 913,226 | | | | | | 0.2 | | |
460,000 (3) | | | Bank of America Corp., 3.384%, 04/02/2026 | | | | | 446,487 | | | | | | 0.1 | | |
358,000 (3) | | | Bank of America Corp., 3.550%, 03/05/2024 | | | | | 356,979 | | | | | | 0.1 | | |
280,000 | | | Bank of New York Mellon Corp./The, 1.600%, 04/24/2025 | | | | | 263,896 | | | | | | 0.1 | | |
453,000 (3) | | | Bank of New York Mellon Corp./The, 3.430%, 06/13/2025 | | | | | 449,676 | | | | | | 0.1 | | |
432,000 | | | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | | | | | 417,900 | | | | | | 0.1 | | |
473,000 | | | Bank of Nova Scotia/The, 0.700%, 04/15/2024 | | | | | 448,871 | | | | | | 0.1 | | |
468,000 | | | Bank of Nova Scotia/The, 1.450%, 01/10/2025 | | | | | 443,377 | | | | | | 0.1 | | |
601,000 | | | Bank of Nova Scotia/The, 3.450%, 04/11/2025 | | | | | 593,873 | | | | | | 0.2 | | |
355,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | | | | | 353,746 | | | | | | 0.1 | | |
663,000 (3) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 629,722 | | | | | | 0.2 | | |
277,000 | | | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | | | | | 271,924 | | | | | | 0.1 | | |
420,000 (1) | | | BPCE SA, 1.000%, 01/20/2026 | | | | | 373,006 | | | | | | 0.1 | | |
250,000 (1) | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 249,267 | | | | | | 0.1 | | |
1,120,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,137,149 | | | | | | 0.3 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
350,000 | | | Brookfield Finance, Inc., 4.000%, 04/01/2024 | | | | $ | 350,205 | | | | | | 0.1 | | |
503,000 | | | Canadian Imperial Bank of Commerce, 0.500%, 12/14/2023 | | | | | 482,130 | | | | | | 0.1 | | |
386,000 | | | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | | | | | 375,039 | | | | | | 0.1 | | |
270,000 (3) | | | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | | | | | 269,875 | | | | | | 0.1 | | |
358,000 (2) | | | Canadian Imperial Bank of Commerce, 3.300%, 04/07/2025 | | | | | 351,567 | | | | | | 0.1 | | |
396,000 (3) | | | Capital One Financial Corp., 1.878%, 11/02/2027 | | | | | 347,645 | | | | | | 0.1 | | |
720,000 | | | Capital One Financial Corp., 3.200%, 01/30/2023 | | | | | 720,560 | | | | | | 0.2 | | |
444,000 (3) | | | Capital One Financial Corp., 4.166%, 05/09/2025 | | | | | 437,789 | | | | | | 0.1 | | |
261,000 | | | Charles Schwab Corp./ The, 0.750%, 03/18/2024 | | | | | 250,550 | | | | | | 0.1 | | |
473,000 (3) | | | Citigroup, Inc., 0.981%, 05/01/2025 | | | | | 443,520 | | | | | | 0.1 | | |
388,000 (3) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 380,366 | | | | | | 0.1 | | |
107,000 (3) | | | Citigroup, Inc., 3.106%, 04/08/2026 | | | | | 102,849 | | | | | | 0.0 | | |
374,000 (1) | | | Corebridge Financial, Inc., 3.650%, 04/05/2027 | | | | | 351,905 | | | | | | 0.1 | | |
298,000 | | | Credit Suisse AG/ New York NY, 0.520%, 08/09/2023 | | | | | 287,649 | | | | | | 0.1 | | |
233,000 | | | Credit Suisse AG/ New York NY, 2.950%, 04/09/2025 | | | | | 223,313 | | | | | | 0.1 | | |
1,246,000 | | | Credit Suisse AG/ New York NY, 3.625%, 09/09/2024 | | | | | 1,224,788 | | | | | | 0.3 | | |
250,000 | | | Credit Suisse AG/ New York NY, 3.700%, 02/21/2025 | | | | | 244,409 | | | | | | 0.1 | | |
467,000 (1)(3) | | | Danske Bank A/S, 0.976%, 09/10/2025 | | | | | 430,398 | | | | | | 0.1 | | |
279,000 (1)(3) | | | Danske Bank A/S, 3.773%, 03/28/2025 | | | | | 274,580 | | | | | | 0.1 | | |
257,000 (1)(3) | | | Danske Bank A/S, 4.298%, 04/01/2028 | | | | | 243,963 | | | | | | 0.1 | | |
467,000 (3) | | | Deutsche Bank AG/ New York NY, 2.222%, 09/18/2024 | | | | | 450,529 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
459,000 | | | Discover Financial Services, 3.950%, 11/06/2024 | | | | $ | 452,693 | | | | | | 0.1 | | |
465,000 (1)(3) | | | DNB Bank ASA, 2.968%, 03/28/2025 | | | | | 455,331 | | | | | | 0.1 | | |
475,000 | | | Equinix, Inc., 1.250%, 07/15/2025 | | | | | 432,015 | | | | | | 0.1 | | |
388,000 | | | Federal Realty OP L.P., 3.950%, 01/15/2024 | | | | | 387,418 | | | | | | 0.1 | | |
305,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 288,245 | | | | | | 0.1 | | |
356,000 (1) | | | Five Corners Funding Trust, 4.419%, 11/15/2023 | | | | | 358,225 | | | | | | 0.1 | | |
490,000 (1) | | | GA Global Funding Trust, 3.850%, 04/11/2025 | | | | | 480,289 | | | | | | 0.1 | | |
236,000 (3) | | | Goldman Sachs Group, Inc./The, 0.925%, 10/21/2024 | | | | | 225,833 | | | | | | 0.1 | | |
278,000 (3) | | | Goldman Sachs Group, Inc./The, 2.640%, 02/24/2028 | | | | | 252,510 | | | | | | 0.1 | | |
257,000 | | | Hanover Insurance Group, Inc./The, 4.500%, 04/15/2026 | | | | | 256,479 | | | | | | 0.1 | | |
480,000 (3) | | | HSBC Holdings PLC, 0.732%, 08/17/2024 | | | | | 460,451 | | | | | | 0.1 | | |
746,000 (3) | | | HSBC Holdings PLC, 1.162%, 11/22/2024 | | | | | 712,717 | | | | | | 0.2 | | |
531,000 (3) | | | HSBC Holdings PLC, 1.645%, 04/18/2026 | | | | | 487,137 | | | | | | 0.1 | | |
519,000 (3) | | | HSBC Holdings PLC, 2.999%, 03/10/2026 | | | | | 494,633 | | | | | | 0.1 | | |
335,000 (3) | | | HSBC Holdings PLC, 4.180%, 12/09/2025 | | | | | 330,059 | | | | | | 0.1 | | |
441,000 (3) | | | ING Groep NV, 3.869%, 03/28/2026 | | | | | 432,724 | | | | | | 0.1 | | |
449,000 | | | Intercontinental Exchange, Inc., 4.000%, 09/15/2027 | | | | | 442,184 | | | | | | 0.1 | | |
566,000 (1) | | | Jackson Financial, Inc., 1.125%, 11/22/2023 | | | | | 544,255 | | | | | | 0.1 | | |
854,000 (3) | | | JPMorgan Chase & Co., 0.824%, 06/01/2025 | | | | | 798,855 | | | | | | 0.2 | | |
1,640,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 1,534,546 | | | | | | 0.4 | | |
504,000 (3) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | | 442,393 | | | | | | 0.1 | | |
389,000 (3) | | | JPMorgan Chase & Co., 1.514%, 06/01/2024 | | | | | 379,387 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
284,000 (3) | | | JPMorgan Chase & Co., 1.578%, 04/22/2027 | | | | $ | 253,204 | | | | | | 0.1 | | |
178,000 (3) | | | JPMorgan Chase & Co., 2.083%, 04/22/2026 | | | | | 166,667 | | | | | | 0.0 | | |
176,000 (3) | | | JPMorgan Chase & Co., 2.301%, 10/15/2025 | | | | | 167,780 | | | | | | 0.0 | | |
474,000 (3) | | | JPMorgan Chase & Co., 2.595%, 02/24/2026 | | | | | 451,072 | | | | | | 0.1 | | |
737,000 (3) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 734,670 | | | | | | 0.2 | | |
453,000 (3) | | | JPMorgan Chase & Co., 3.845%, 06/14/2025 | | | | | 448,971 | | | | | | 0.1 | | |
325,000 (3) | | | JPMorgan Chase & Co., 4.080%, 04/26/2026 | | | | | 321,396 | | | | | | 0.1 | | |
252,000 | | | KeyBank NA/Cleveland OH, 4.390%, 12/14/2027 | | | | | 251,163 | | | | | | 0.1 | | |
624,000 (3) | | | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | | | | | 605,937 | | | | | | 0.2 | | |
176,000 (3) | | | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | | | | | 173,984 | | | | | | 0.0 | | |
480,000 (1) | | | LSEGA Financing PLC, 0.650%, 04/06/2024 | | | | | 453,077 | | | | | | 0.1 | | |
460,000 | | | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | | | | | 461,498 | | | | | | 0.1 | | |
430,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | | | | | 414,233 | | | | | | 0.1 | | |
415,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 0.953%, 07/19/2025 | | | | | 387,651 | | | | | | 0.1 | | |
365,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 0.962%, 10/11/2025 | | | | | 338,385 | | | | | | 0.1 | | |
323,000 | | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | | | | | 297,014 | | | | | | 0.1 | | |
397,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 2.341%, 01/19/2028 | | | | | 358,148 | | | | | | 0.1 | | |
200,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.623%, 07/18/2022 | | | | | 200,022 | | | | | | 0.1 | | |
392,000 (3) | | | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | | | | | 377,061 | | | | | | 0.1 | | |
820,000 | | | Mizuho Financial Group, Inc., 2.154%, (US0003M + 0.630%), 05/25/2024 | | | | | 811,275 | | | | | | 0.2 | | |
304,000 (3) | | | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | | | | | 291,479 | | | | | | 0.1 | | |
665,000 (3) | | | Morgan Stanley, 0.731%, 04/05/2024 | | | | | 648,553 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,256,000 (3) | | | Morgan Stanley, 0.790%, 05/30/2025 | | | | $ | 1,170,309 | | | | | | 0.3 | | |
1,256,000 (3) | | | Morgan Stanley, 0.791%, 01/22/2025 | | | | | 1,188,203 | | | | | | 0.3 | | |
766,000 (3) | | | Morgan Stanley, 1.164%, 10/21/2025 | | | | | 710,507 | | | | | | 0.2 | | |
371,000 (3) | | | Morgan Stanley, 2.475%, 01/21/2028 | | | | | 337,553 | | | | | | 0.1 | | |
474,000 (3) | | | Morgan Stanley, 2.630%, 02/18/2026 | | | | | 452,816 | | | | | | 0.1 | | |
845,000 | | | Morgan Stanley, 3.750%, 02/25/2023 | | | | | 847,794 | | | | | | 0.2 | | |
496,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 496,299 | | | | | | 0.1 | | |
330,000 | | | MUFG Union Bank NA, 2.100%, 12/09/2022 | | | | | 328,686 | | | | | | 0.1 | | |
324,000 | | | National Australia Bank Ltd./New York, 3.500%, 06/09/2025 | | | | | 321,455 | | | | | | 0.1 | | |
684,000 (3) | | | National Bank of Canada, 0.550%, 11/15/2024 | | | | | 652,450 | | | | | | 0.2 | | |
349,000 | | | National Bank of Canada, 0.750%, 08/06/2024 | | | | | 325,682 | | | | | | 0.1 | | |
350,000 (1) | | | National Securities Clearing Corp., 1.200%, 04/23/2023 | | | | | 345,047 | ��� | | | | | 0.1 | | |
250,000 (1) | | | National Securities Clearing Corp., 1.500%, 04/23/2025 | | | | | 235,500 | | | | | | 0.1 | | |
213,000 (1) | | | Nationwide Building Society, 1.500%, 10/13/2026 | | | | | 189,908 | | | | | | 0.1 | | |
399,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 395,922 | | | | | | 0.1 | | |
417,000 (3) | | | NatWest Group PLC, 2.359%, 05/22/2024 | | | | | 409,667 | | | | | | 0.1 | | |
244,000 | | | NatWest Group PLC, 3.875%, 09/12/2023 | | | | | 243,352 | | | | | | 0.1 | | |
327,000 (3) | | | NatWest Group PLC, 4.269%, 03/22/2025 | | | | | 323,920 | | | | | | 0.1 | | |
395,000 (1) | | | Nordea Bank Abp, 0.625%, 05/24/2024 | | | | | 371,931 | | | | | | 0.1 | | |
293,000 (1) | | | Nordea Bank Abp, 0.750%, 08/28/2025 | | | | | 266,196 | | | | | | 0.1 | | |
324,000 (1) | | | Nordea Bank Abp, 3.600%, 06/06/2025 | | | | | 321,078 | | | | | | 0.1 | | |
786,000 (1) | | | Nordea Bank Abp, 4.250%, 09/21/2022 | | | | | 787,754 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
587,000 | | | Old Republic International Corp., 4.875%, 10/01/2024 | | | | $ | 596,585 | | | | | | 0.2 | | |
498,000 (1) | | | Pacific Life Global Funding II, 0.500%, 09/23/2023 | | | | | 481,207 | | | | | | 0.1 | | |
207,000 (1) | | | Pacific Life Global Funding II, 1.200%, 06/24/2025 | | | | | 190,323 | | | | | | 0.1 | | |
265,000 (1) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 238,969 | | | | | | 0.1 | | |
470,000 | | | PNC Financial Services Group, Inc./The, 3.500%, 01/23/2024 | | | | | 470,442 | | | | | | 0.1 | | |
495,000 (1) | | | Reliance Standard Life Global Funding II, 2.150%, 01/21/2023 | | | | | 489,965 | | | | | | 0.1 | | |
384,000 | | | Royal Bank of Canada, 1.150%, 06/10/2025 | | | | | 355,768 | | | | | | 0.1 | | |
284,000 | | | Royal Bank of Canada, 1.150%, 07/14/2026 | | | | | 253,816 | | | | | | 0.1 | | |
280,000 | | | Royal Bank of Canada, 1.600%, 04/17/2023 | | | | | 276,989 | | | | | | 0.1 | | |
466,000 | | | Royal Bank of Canada, 1.600%, 01/21/2025 | | | | | 441,487 | | | | | | 0.1 | | |
345,000 | | | Royal Bank of Canada, 1.950%, 01/17/2023 | | | | | 343,188 | | | | | | 0.1 | | |
225,000 | | | Royal Bank of Canada, 2.937%, (US0003M + 0.660%), 10/05/2023 | | | | | 224,906 | | | | | | 0.1 | | |
640,000 (2) | | | Royal Bank of Canada, 3.375%, 04/14/2025 | | | | | 632,368 | | | | | | 0.2 | | |
553,000 | | | Royal Bank of Canada, 3.700%, 10/05/2023 | | | | | 556,510 | | | | | | 0.1 | | |
336,000 | | | Royal Bank of Canada, 4.650%, 01/27/2026 | | | | | 339,365 | | | | | | 0.1 | | |
440,000 | | | Sixth Street Specialty Lending, Inc., 3.875%, 11/01/2024 | | | | | 424,945 | | | | | | 0.1 | | |
954,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | | | | | 922,251 | | | | | | 0.2 | | |
619,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.650%, 09/09/2024 | | | | | 577,798 | | | | | | 0.2 | | |
464,000 (1) | | | Skandinaviska Enskilda Banken AB, 3.700%, 06/09/2025 | | | | | 459,362 | | | | | | 0.1 | | |
477,000 (1)(3) | | | Societe Generale SA, 2.226%, 01/21/2026 | | | | | 445,014 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
402,000 (1)(3) | | | Standard Chartered PLC, 0.991%, 01/12/2025 | | | | $ | 380,015 | | | | | | 0.1 | | |
288,000 (1)(3) | | | Standard Chartered PLC, 2.608%, 01/12/2028 | | | | | 257,447 | | | | | | 0.1 | | |
475,000 (1) | | | Standard Chartered PLC, 3.950%, 01/11/2023 | | | | | 473,936 | | | | | | 0.1 | | |
320,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | | | | | 306,406 | | | | | | 0.1 | | |
355,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | | | | | 345,581 | | | | | | 0.1 | | |
465,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 0.800%, 09/16/2024 | | | | | 433,284 | | | | | | 0.1 | | |
413,000 (3) | | | SVB Financial Group, 4.345%, 04/29/2028 | | | | | 403,096 | | | | | | 0.1 | | |
800,000 (1) | | | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | | | | | 777,582 | | | | | | 0.2 | | |
468,000 (1) | | | Svenska Handelsbanken AB, 3.650%, 06/10/2025 | | | | | 464,073 | | | | | | 0.1 | | |
425,000 (1) | | | Swedbank AB, 0.600%, 09/25/2023 | | | | | 409,980 | | | | | | 0.1 | | |
371,000 (1) | | | Swedbank AB, 3.356%, 04/04/2025 | | | | | 364,773 | | | | | | 0.1 | | |
525,000 (1) | | | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | | | | | 524,256 | | | | | | 0.1 | | |
467,000 (2) | | | Toronto-Dominion Bank/ The, 0.700%, 09/10/2024 | | | | | 438,704 | | | | | | 0.1 | | |
821,000 | | | Toronto-Dominion Bank/ The, 1.150%, 06/12/2025 | | | | | 758,257 | | | | | | 0.2 | | |
468,000 (2) | | | Toronto-Dominion Bank/ The, 1.450%, 01/10/2025 | | | | | 442,920 | | | | | | 0.1 | | |
454,000 | | | Toronto-Dominion Bank/ The, 3.766%, 06/06/2025 | | | | | 452,049 | | | | | | 0.1 | | |
369,000 (1) | | | UBS AG/London, 0.700%, 08/09/2024 | | | | | 345,628 | | | | | | 0.1 | | |
600,000 (1)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 581,313 | | | | | | 0.2 | | |
565,000 (1)(3) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 564,838 | | | | | | 0.2 | | |
372,000 (1)(3) | | | UBS Group AG, 4.488%, 05/12/2026 | | | | | 371,091 | | | | | | 0.1 | | |
280,000 (1) | | | USAA Capital Corp., 1.500%, 05/01/2023 | | | | | 275,887 | | | | | | 0.1 | | |
649,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 618,570 | | | | | | 0.2 | | |
406,000 (3) | | | Wells Fargo & Co., 3.908%, 04/25/2026 | | | | | 399,806 | | | | | | 0.1 | | |
| | | | | | | | 74,461,210 | | | | | | 20.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial: 1.6% | | ||||||||||||
355,000 | | | Amcor Flexibles North America, Inc., 4.000%, 05/17/2025 | | | | $ | 351,467 | | | | | | 0.1 | | |
388,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 387,107 | | | | | | 0.1 | | |
423,000 | | | Caterpillar Financial Services Corp., 0.650%, 07/07/2023 | | | | | 412,709 | | | | | | 0.1 | | |
223,000 | | | General Dynamics Corp., 3.250%, 04/01/2025 | | | | | 221,357 | | | | | | 0.1 | | |
392,000 (1) | | | Graphic Packaging International LLC, 0.821%, 04/15/2024 | | | | | 369,030 | | | | | | 0.1 | | |
386,000 | | | Honeywell International, Inc., 1.350%, 06/01/2025 | | | | | 363,835 | | | | | | 0.1 | | |
651,000 | | | Huntington Ingalls Industries, Inc., 0.670%, 08/16/2023 | | | | | 628,021 | | | | | | 0.2 | | |
335,000 | | | John Deere Capital Corp., 2.050%, 01/09/2025 | | | | | 324,645 | | | | | | 0.1 | | |
184,000 (2) | | | John Deere Capital Corp., 2.125%, 03/07/2025 | | | | | 177,837 | | | | | | 0.0 | | |
138,000 | | | John Deere Capital Corp., 2.350%, 03/08/2027 | | | | | 129,388 | | | | | | 0.0 | | |
435,000 | | | Raytheon Technologies Corp., 3.700%, 12/15/2023 | | | | | 434,186 | | | | | | 0.1 | | |
400,000 | | | Republic Services, Inc., 2.500%, 08/15/2024 | | | | | 387,618 | | | | | | 0.1 | | |
305,000 | | | Rockwell Automation, Inc., 0.350%, 08/15/2023 | | | | | 295,331 | | | | | | 0.1 | | |
350,000 (1) | | | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | | | | | 297,685 | | | | | | 0.1 | | |
373,000 | | | Sonoco Products Co., 2.250%, 02/01/2027 | | | | | 335,806 | | | | | | 0.1 | | |
713,000 | | | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | | | | | 674,676 | | | | | | 0.2 | | |
| | | | | | | | 5,790,698 | | | | | | 1.6 | | |
| | | Technology: 1.7% | | ||||||||||||
233,000 | | | Analog Devices, Inc., 2.950%, 04/01/2025 | | | | | 228,462 | | | | | | 0.1 | | |
173,000 | | | Apple, Inc., 1.125%, 05/11/2025 | | | | | 162,617 | | | | | | 0.0 | | |
449,000 | | | Apple, Inc., 2.750%, 01/13/2025 | | | | | 443,963 | | | | | | 0.1 | | |
290,000 | | | CGI, Inc., 1.450%, 09/14/2026 | | | | | 256,328 | | | | | | 0.1 | | |
457,000 | | | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | | | | | 432,834 | | | | | | 0.1 | | |
445,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 434,517 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
398,000 | | | HP, Inc., 2.200%, 06/17/2025 | | | | $ | 376,683 | | | | | | 0.1 | | |
255,000 | | | International Business Machines Corp., 6.500%, 01/15/2028 | | | | | 282,911 | | | | | | 0.1 | | |
465,000 (1) | | | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | | | | | 391,773 | | | | | | 0.1 | | |
473,000 | | | Oracle Corp., 1.650%, 03/25/2026 | | | | | 424,496 | | | | | | 0.1 | | |
288,000 | | | Oracle Corp., 2.500%, 04/01/2025 | | | | | 274,000 | | | | | | 0.1 | | |
470,000 | | | Oracle Corp., 2.650%, 07/15/2026 | | | | | 434,063 | | | | | | 0.1 | | |
350,000 | | | Roper Technologies, Inc., 0.450%, 08/15/2022 | | | | | 348,908 | | | | | | 0.1 | | |
430,000 | | | Roper Technologies, Inc., 3.125%, 11/15/2022 | | | | | 430,047 | | | | | | 0.1 | | |
500,000 | | | Take-Two Interactive Software, Inc., 3.550%, 04/14/2025 | | | | | 492,276 | | | | | | 0.1 | | |
507,000 | | | VMware, Inc., 1.000%, 08/15/2024 | | | | | 474,788 | | | | | | 0.1 | | |
424,000 | | | VMware, Inc., 4.500%, 05/15/2025 | | | | | 425,583 | | | | | | 0.1 | | |
215,000 | | | Workday, Inc., 3.500%, 04/01/2027 | | | | | 205,779 | | | | | | 0.1 | | |
| | | | | | | | 6,520,028 | | | | | | 1.7 | | |
| | | Utilities: 3.6% | | ||||||||||||
475,000 (1) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 472,072 | | | | | | 0.1 | | |
502,000 | | | American Electric Power Co., Inc., 0.750%, 11/01/2023 | | | | | 483,064 | | | | | | 0.1 | | |
445,000 | | | American Electric Power Co., Inc., 2.031%, 03/15/2024 | | | | | 430,777 | | | | | | 0.1 | | |
213,000 (1) | | | Aquarion Co., 4.000%, 08/15/2024 | | | | | 211,214 | | | | | | 0.1 | | |
425,000 | | | Arizona Public Service Co., 3.350%, 06/15/2024 | | | | | 420,105 | | | | | | 0.1 | | |
425,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 413,682 | | | | | | 0.1 | | |
279,000 | | | Black Hills Corp., 1.037%, 08/23/2024 | | | | | 261,066 | | | | | | 0.1 | | |
500,000 (1) | | | Dominion Energy, Inc., 2.450%, 01/15/2023 | | | | | 497,061 | | | | | | 0.1 | | |
385,000 | | | Duke Energy Ohio, Inc., 3.800%, 09/01/2023 | | | | | 386,132 | | | | | | 0.1 | | |
290,000 | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 290,484 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
329,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | $ | 296,500 | | | | | | 0.1 | | |
555,000 | | | Entergy Louisiana LLC, 0.950%, 10/01/2024 | | | | | 521,617 | | | | | | 0.1 | | |
250,000 | | | Entergy Louisiana LLC, 3.300%, 12/01/2022 | | | | | 250,287 | | | | | | 0.1 | | |
250,000 | | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | | | | | 251,306 | | | | | | 0.1 | | |
277,000 | | | Eversource Energy, 2.900%, 03/01/2027 | | | | | 260,285 | | | | | | 0.1 | | |
485,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 479,430 | | | | | | 0.1 | | |
72,000 | | | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | | | | | 71,250 | | | | | | 0.0 | | |
428,000 | | | National Rural Utilities Cooperative Finance Corp., 1.000%, 10/18/2024 | | | | | 402,118 | | | | | | 0.1 | | |
325,000 | | | National Rural Utilities Cooperative Finance Corp., 1.875%, 02/07/2025 | | | | | 310,819 | | | | | | 0.1 | | |
835,000 | | | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | | | | | 834,356 | | | | | | 0.2 | | |
473,000 | | | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | | | | | 426,973 | | | | | | 0.1 | | |
271,000 | | | NextEra Energy Capital Holdings, Inc., 4.625%, 07/15/2027 | | | | | 274,931 | | | | | | 0.1 | | |
325,000 (1) | | | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | | | | | 323,932 | | | | | | 0.1 | | |
462,000 | | | NiSource, Inc., 0.950%, 08/15/2025 | | | | | 415,644 | | | | | | 0.1 | | |
284,000 | | | OGE Energy Corp., 0.703%, 05/26/2023 | | | | | 276,845 | | | | | | 0.1 | | |
850,000 | | | PG&E Wildfire Recovery Funding LLC, 3.594%, 06/01/2032 | | | | | 844,526 | | | | | | 0.2 | | |
485,000 | | | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | | | | | 486,226 | | | | | | 0.1 | | |
335,000 | | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | | | | | 302,887 | | | | | | 0.1 | | |
384,000 | | | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | | | | | 369,027 | | | | | | 0.1 | | |
646,000 | | | Southern Co/The, 0.600%, 02/26/2024 | | | | | 611,783 | | | | | | 0.2 | | |
272,000 (1) | | | Trans-Allegheny Interstate Line Co., 3.850%, 06/01/2025 | | | | | 267,785 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
273,000 (1) | | | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | | | | $ | 270,472 | | | | | | 0.1 | | |
150,000 | | | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | | | | | 149,839 | | | | | | 0.0 | | |
658,000 | | | Xcel Energy, Inc., 0.500%, 10/15/2023 | | | | | 633,482 | | | | | | 0.2 | | |
| | | | | | | | 13,197,977 | | | | | | 3.6 | | |
| | | Total Corporate Bonds/ Notes | | | | | | | | | |||||
| | | (Cost $146,168,749) | | | | | 139,782,737 | | | | | | 37.7 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.9% | | |||||||||||||||
475,778 (1)(3) | | | Deephaven Residential Mortgage Trust 2022-2 A1, 4.300%, 03/25/2067 | | | | | 461,403 | | | | | | 0.1 | | |
984,064 | | | Fannie Mae REMICS 2006-43-FJ, 2.034%, (US0001M + 0.410%), 06/25/2036 | | | | | 982,074 | | | | | | 0.3 | | |
398,358 | | | Fannie Mae REMICS 2007-14 PF, 1.814%, (US0001M + 0.190%), 03/25/2037 | | | | | 392,853 | | | | | | 0.1 | | |
251,622 | | | Fannie Mae REMICS 2010-123 FL, 2.054%, (US0001M + 0.430%), 11/25/2040 | | | | | 251,514 | | | | | | 0.1 | | |
684,639 | | | Fannie Mae REMICS 2010-136 FG, 2.124%, (US0001M + 0.500%), 12/25/2030 | | | | | 686,502 | | | | | | 0.2 | | |
953,269 | | | Fannie Mae REMICS 2011-51 FM, 2.274%, (US0001M + 0.650%), 06/25/2041 | | | | | 962,898 | | | | | | 0.3 | | |
775,772 | | | Fannie Mae REMICS 2011-68 F, 1.894%, (US0001M + 0.270%), 07/25/2031 | | | | | 775,389 | | | | | | 0.2 | | |
102,613 | | | Fannie Mae REMICS 2011-96 FN, 2.124%, (US0001M + 0.500%), 10/25/2041 | | | | | 102,769 | | | | | | 0.0 | | |
18,294 (1)(3) | | | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | | | | | 17,490 | | | | | | 0.0 | | |
285,563 (1)(3) | | | Flagstar Mortgage Trust 2020-2 A2, 3.000%, 08/25/2050 | | | | | 256,486 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
509,448 | | | Freddie Mac REMICS 3626 FA, 1.974%, (US0001M + 0.650%), 05/15/2036 | | | | $ | 513,845 | | | | | | 0.1 | | |
324,464 | | | Freddie Mac REMICS 4508 CF, 1.724%, (US0001M + 0.400%), 09/15/2045 | | | | | 323,429 | | | | | | 0.1 | | |
1,572,570 | | | Ginnie Mae Series 2012-H11 FA, 1.503%, (US0001M + 0.700%), 02/20/2062 | | | | | 1,566,591 | | | | | | 0.4 | | |
1,751,785 | | | Ginnie Mae Series 2012-H31 FD, 1.143%, (US0001M + 0.340%), 12/20/2062 | | | | | 1,733,070 | | | | | | 0.5 | | |
903,406 | | | Ginnie Mae Series 2014-H05 FB, 1.403%, (US0001M + 0.600%), 12/20/2063 | | | | | 899,492 | | | | | | 0.2 | | |
2,424,447 | | | Ginnie Mae Series 2016-H06 FD, 1.723%, (US0001M + 0.920%), 07/20/2065 | | | | | 2,423,415 | | | | | | 0.7 | | |
528,378 | | | Ginnie Mae Series 2016-H07 FK, 1.803%, (US0001M + 1.000%), 03/20/2066 | | | | | 527,346 | | | | | | 0.1 | | |
571,462 | | | Ginnie Mae Series 2016-H08 FT, 1.523%, (US0001M + 0.720%), 02/20/2066 | | | | | 569,445 | | | | | | 0.2 | | |
1,828,202 | | | Ginnie Mae Series 2016-H16 FE, 0.627%, (US0012M + 0.380%), 06/20/2066 | | | | | 1,802,674 | | | | | | 0.5 | | |
510,119 | | | Ginnie Mae Series 2017-H09 FG, 1.273%, (US0001M + 0.470%), 03/20/2067 | | | | | 505,389 | | | | | | 0.1 | | |
529,435 | | | Ginnie Mae Series 2018-H04 FM, 1.103%, (US0001M + 0.300%), 03/20/2068 | | | | | 522,998 | | | | | | 0.1 | | |
1,515,718 | | | Ginnie Mae Series 2019-H02 FA, 1.253%, (US0001M + 0.450%), 01/20/2069 | | | | | 1,497,187 | | | | | | 0.4 | | |
926,780 | | | Ginnie Mae Series 2020-H09 NF, 2.053%, (US0001M + 1.250%), 04/20/2070 | | | | | 936,130 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
18,124 (1)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | | | | $ | 17,730 | | | | | | 0.0 | | |
701,502 (1)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4 A4, 2.500%, 09/25/2051 | | | | | 589,224 | | | | | | 0.2 | | |
222,481 (1)(3) | | | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | | | | | 213,015 | | | | | | 0.1 | | |
270,000 (1) | | | Mello Warehouse Securitization Trust 2020-2 A, 2.424%, (US0001M + 0.800%), 11/25/2053 | | | | | 268,457 | | | | | | 0.1 | | |
335,314 (1)(3) | | | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | | | | | 282,554 | | | | | | 0.1 | | |
581,971 (1)(3) | | | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | | | | | 489,027 | | | | | | 0.1 | | |
735,713 (1)(3) | | | Rate Mortgage Trust 2021-J2 A31, 2.500%, 08/25/2051 | | | | | 617,476 | | | | | | 0.2 | | |
187,019 (1)(3) | | | Sequoia Mortgage Trust 2014-4 B3, 3.897%, 11/25/2044 | | | | | 180,355 | | | | | | 0.0 | | |
69,711 (1)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | | | | | 67,976 | | | | | | 0.0 | | |
100,521 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 3.467%, 06/25/2034 | | | | | 97,172 | | | | | | 0.0 | | |
202,138 (1)(3) | | | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | | | | | 179,213 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | |||||
| | | (Cost $22,344,747) | | | | | 21,712,588 | | | | | | 5.9 | | |
U.S. TREASURY OBLIGATIONS: 21.2% | | |||||||||||||||
| | | U.S. Treasury Notes: 21.2% | | ||||||||||||
21,645,000 | | | 0.125%, 05/31/2023 | | | | | 21,109,900 | | | | | | 5.7 | | |
1,808,200 | | | 0.500%, 11/30/2023 | | | | | 1,747,032 | | | | | | 0.5 | | |
1,815,800 | | | 0.875%, 01/31/2024 | | | | | 1,757,354 | | | | | | 0.5 | | |
189,400 | | | 1.250%, 11/30/2026 | | | | | 175,398 | | | | | | 0.0 | | |
107,900 | | | 1.500%, 01/31/2027 | | | | | 100,758 | | | | | | 0.0 | | |
128,900 | | | 1.500%, 11/30/2028 | | | | | 117,067 | | | | | | 0.0 | | |
3,218,000 (2) | | | 2.500%, 05/31/2024 | | | | | 3,189,214 | | | | | | 0.9 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes (continued) | | ||||||||||||
281,000 | | | 2.625%, 05/31/2027 | | | | $ | 275,720 | | | | | | 0.1 | | |
400,300 | | | 2.750%, 05/31/2029 | | | | | 392,482 | | | | | | 0.1 | | |
34,684,000 | | | 2.875%, 06/15/2025 | | | | | 34,548,516 | | | | | | 9.3 | | |
15,336,000 | | | 3.000%, 06/30/2024 | | | | | 15,344,986 | | | | | | 4.1 | | |
| | | Total U.S. Treasury Obligations | | | | | | | | | |||||
| | | (Cost $79,061,199) | | | | | 78,758,427 | | | | | | 21.2 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.6% | | |||||||||||||||
2,000,000 (1) | | | BHMS 2018-ATLS D, 3.574%, (US0001M + 2.250%), 07/15/2035 | | | | | 1,876,625 | | | | | | 0.5 | | |
3,500,000 (1) | | | BPR Trust 2021-WILL C, 5.324%, (US0001M + 4.000%), 06/15/2038 | | | | | 3,337,361 | | | | | | 0.9 | | |
1,500,000 (1) | | | BXMT 2021-FL4 D Ltd., 3.574%, (US0001M + 2.250%), 05/15/2038 | | | | | 1,417,058 | | | | | | 0.4 | | |
955,000 | | | COMM 2013-LC6 AM Mortgage Trust, 3.282%, 01/10/2046 | | | | | 951,150 | | | | | | 0.3 | | |
1,705,000 (3) | | | COMM 2013-LC6 C Mortgage Trust, 4.242%, 01/10/2046 | | | | | 1,685,683 | | | | | | 0.5 | | |
1,458,000 (1)(3) | | | COMM 2013-LC6 D Mortgage Trust, 4.425%, 01/10/2046 | | | | | 1,404,705 | | | | | | 0.4 | | |
3,280,000 (1) | | | CSWF 2021-SOP2 D, 3.641%, (US0001M + 2.317%), 06/15/2034 | | | | | 3,082,649 | | | | | | 0.8 | | |
24,579 | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 24,492 | | | | | | 0.0 | | |
5,083 (3) | | | Ginnie Mae 2015-21 AF, 2.450%, 07/16/2048 | | | | | 5,033 | | | | | | 0.0 | | |
46,279 | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 45,684 | | | | | | 0.0 | | |
134,646 | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 131,996 | | | | | | 0.0 | | |
37,680 | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 37,103 | | | | | | 0.0 | | |
84,045 | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 82,384 | | | | | | 0.0 | | |
154,720 | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 151,809 | | | | | | 0.0 | | |
184,813 | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 181,800 | | | | | | 0.1 | | |
530,000 (1) | | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | | 528,875 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,820,000 (1)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.358%, 11/15/2045 | | | | $ | 1,769,949 | | | | | | 0.5 | | |
1,630,000 (3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 5.049%, 01/15/2047 | | | | | 1,580,600 | | | | | | 0.4 | | |
900,000 (1)(3) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 D, 4.806%, 04/15/2047 | | | | | 841,248 | | | | | | 0.2 | | |
1,250,000 (3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A4, 4.209%, 07/15/2046 | | | | | 1,245,941 | | | | | | 0.3 | | |
279,639 | | | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | | | | | 273,924 | | | | | | 0.1 | | |
1,220,000 | | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | | | | | 1,189,262 | | | | | | 0.3 | | |
500,000 (1) | | | PFP 2021-8 Ltd. E, 4.009%, (US0001M + 2.500%), 08/09/2037 | | | | | 472,013 | | | | | | 0.1 | | |
1,263,225 (1) | | | Ready Capital Mortgage Financing 2020-FL4 A LLC, 3.774%, (US0001M + 2.150%), 02/25/2035 | | | | | 1,255,320 | | | | | | 0.3 | | |
20,512 | | | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | | | | | 20,481 | | | | | | 0.0 | | |
1,930,000 (1) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 AS, 3.317%, 12/10/2045 | | | | | 1,926,543 | | | | | | 0.5 | | |
4,000,000 (1) | | | VMC Finance 2021-FL4 C LLC, 3.862%, (US0001M + 2.250%), 06/16/2036 | | | | | 3,864,113 | | | | | | 1.1 | | |
690,268 (1) | | | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | | | | | 689,873 | | | | | | 0.2 | | |
5,720,000 (3) | | | WFRBS Commercial Mortgage Trust 2013-C14 C, 4.090%, 06/15/2046 | | | | | 5,495,007 | | | | | | 1.5 | | |
| | | Total Commercial Mortgage-Backed Securities | | | | | | | | | |||||
| | | (Cost $37,493,215) | | | | | 35,568,681 | | | | | | 9.6 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: 18.3% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 4.5% | | ||||||||||||
200,000 | | | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | | | | $ | 200,288 | | | | | | 0.1 | | |
87,908 | | | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | | | | | 87,941 | | | | | | 0.0 | | |
550,841 | | | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | | | | | 550,179 | | | | | | 0.2 | | |
349,005 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 348,621 | | | | | | 0.1 | | |
900,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | | | | | 870,588 | | | | | | 0.2 | | |
1,350,000 | | | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | | | | | 1,321,415 | | | | | | 0.4 | | |
550,000 | | | AmeriCredit Automobile Receivables Trust 2021-3 B, 1.170%, 08/18/2027 | | | | | 512,729 | | | | | | 0.1 | | |
522,143 | | | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | | | | | 515,090 | | | | | | 0.1 | | |
400,000 | | | Capital One Prime Auto Receivables Trust 2019-1 A4, 2.560%, 10/15/2024 | | | | | 399,744 | | | | | | 0.1 | | |
300,000 | | | CarMax Auto Owner Trust 2021-2 B, 1.030%, 12/15/2026 | | | | | 276,430 | | | | | | 0.1 | | |
750,000 | | | CarMax Auto Owner Trust 2022-1 B, 1.950%, 09/15/2027 | | | | | 697,889 | | | | | | 0.2 | | |
750,000 | | | Carvana Auto Receivables Trust 2022-P1 A3, 3.350%, 02/10/2027 | | | | | 737,066 | | | | | | 0.2 | | |
1,500,000 | | | Drive Auto Receivables Trust 2021-1 B, 0.650%, 07/15/2025 | | | | | 1,493,431 | | | | | | 0.4 | | |
1,100,000 | | | Exeter Automobile Receivables Trust 2021-4 A3, 0.680%, 07/15/2025 | | | | | 1,086,591 | | | | | | 0.3 | | |
750,000 | | | Ford Credit Auto Owner Trust 2022-A B, 1.910%, 07/15/2027 | | | | | 698,673 | | | | | | 0.2 | | |
450,000 | | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | | | | | 443,697 | | | | | | 0.1 | | |
119,465 | | | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | | | | | 119,277 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
84,322 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | | | | $ | 84,314 | | | | | | 0.0 | | |
110,742 | | | Honda Auto Receivables 2019-3 A3 Owner Trust, 1.780%, 08/15/2023 | | | | | 110,643 | | | | | | 0.0 | | |
532,209 | | | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | | | | | 526,065 | | | | | | 0.1 | | |
850,000 | | | Hyundai Auto Receivables Trust 2021-C B, 1.490%, 12/15/2027 | | | | | 777,390 | | | | | | 0.2 | | |
395,943 (1) | | | JPMorgan Chase Bank NA - CACLN 2021-3 B, 0.760%, 02/26/2029 | | | | | 382,764 | | | | | | 0.1 | | |
171,245 | | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | | | | | 171,372 | | | | | | 0.1 | | |
425,236 | | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | | | | | 425,966 | | | | | | 0.1 | | |
400,000 (1) | | | Oscar US Funding XIII LLC 2021-2A A3, 0.860%, 09/10/2025 | | | | | 380,988 | | | | | | 0.1 | | |
550,000 | | | Santander Drive Auto Receivables Trust 2020-1 C, 4.110%, 12/15/2025 | | | | | 550,411 | | | | | | 0.2 | | |
123,795 | | | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | | | | | 123,692 | | | | | | 0.0 | | |
600,000 | | | Santander Drive Auto Receivables Trust 2021-2 B, 0.590%, 09/15/2025 | | | | | 591,461 | | | | | | 0.2 | | |
1,100,000 | | | Santander Drive Auto Receivables Trust 2021-3 B, 0.600%, 12/15/2025 | | | | | 1,081,951 | | | | | | 0.3 | | |
950,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 939,100 | | | | | | 0.3 | | |
| | | | | | | | 16,505,766 | | | | | | 4.5 | | |
| | | Credit Card Asset-Backed Securities: 0.4% | | ||||||||||||
1,350,000 (1) | | | CARDS II Trust 2021-1A A, 0.602%, 04/15/2027 | | | | | 1,284,370 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 12.5% | | ||||||||||||
800,000 (1) | | | AGL CLO 13 Ltd. 2021-13A A1, 2.223%, (US0003M + 1.160%), 10/20/2034 | | | | | 773,508 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,000,000 (1) | | | Aimco CLO 11 Ltd. 2020-11A AR, 2.174%, (US0003M + 1.130%), 10/17/2034 | | | | $ | 1,926,462 | | | | | | 0.5 | | |
840,000 (1) | | | Apidos Clo XXV 2016-25A A1R, 2.233%, (US0003M + 1.170%), 10/20/2031 | | | | | 824,750 | | | | | | 0.2 | | |
100,000 (1) | | | Arbor Realty Commercial Real Estate Notes 2021-FL3 C Ltd., 3.174%, (US0001M + 1.850%), 08/15/2034 | | | | | 95,621 | | | | | | 0.0 | | |
2,000,000 (1) | | | Arbor Realty Commercial Real Estate Notes 2021-FL4 E Ltd., 4.724%, (US0001M + 3.400%), 11/15/2036 | | | | | 1,932,822 | | | | | | 0.5 | | |
700,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 2.274%, (US0003M + 1.230%), 01/15/2030 | | | | | 676,537 | | | | | | 0.2 | | |
250,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 2.394%, (US0003M + 1.350%), 07/18/2029 | | | | | 243,590 | | | | | | 0.1 | | |
1,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 2.394%, (US0003M + 1.350%), 01/15/2033 | | | | | 979,564 | | | | | | 0.3 | | |
500,000 (1) | | | BlueMountain CLO XXXI Ltd. 2021-31A A2, 2.444%, (US0003M + 1.400%), 04/19/2034 | | | | | 475,907 | | | | | | 0.1 | | |
250,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 2.203%, (US0003M + 1.140%), 01/20/2031 | | | | | 244,956 | | | | | | 0.1 | | |
492,818 (1) | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 2.461%, (US0003M + 1.050%), 05/15/2031 | | | | | 482,268 | | | | | | 0.1 | | |
1,200,000 (1) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 2.203%, (US0003M + 1.140%), 04/20/2034 | | | | | 1,158,029 | | | | | | 0.3 | | |
800,000 (1) | | | Carlyle US Clo 2017-2A CR Ltd., 2.463%, (US0003M + 1.400%), 07/20/2031 | | | | | 766,676 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
850,000 (1) | | | Carlyle US CLO 2020-2A A1R Ltd., 2.324%, (US0003M + 1.140%), 01/25/2035 | | | | $ | 818,996 | | | | | | 0.2 | | |
1,550,000 (1) | | | Carlyle US Clo 2021-4A A2 Ltd., 2.463%, (US0003M + 1.400%), 04/20/2034 | | | | | 1,485,523 | | | | | | 0.4 | | |
1,000,000 (1) | | | Cedar Funding IV CLO Ltd.2014-4A ARR, 2.344%, (US0003M + 1.160%), 07/23/2034 | | | | | 965,582 | | | | | | 0.3 | | |
600,000 (1) | | | CIFC Funding 2018-4A A1 Ltd., 2.194%, (US0003M + 1.150%), 10/17/2031 | | | | | 588,223 | | | | | | 0.2 | | |
900,000 (1) | | | CIFC Funding 2020-2A AR Ltd., 2.233%, (US0003M + 1.170%), 10/20/2034 | | | | | 874,230 | | | | | | 0.2 | | |
600,000 (1) | | | Clear Creek CLO Ltd. 2015-1A AR, 2.263%, (US0003M + 1.200%), 10/20/2030 | | | | | 590,009 | | | | | | 0.2 | | |
550,000 | | | CNH Equipment Trust 2021-C A3, 0.810%, 12/15/2026 | | | | | 520,496 | | | | | | 0.1 | | |
250,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 2.243%, (US0003M + 1.180%), 10/20/2030 | | | | | 246,209 | | | | | | 0.1 | | |
1,000,000 (1) | | | Dryden 78 CLO Ltd. 2020-78A A, 2.224%, (US0003M + 1.180%), 04/17/2033 | | | | | 973,472 | | | | | | 0.3 | | |
480,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 2.611%, (US0003M + 1.200%), 08/15/2030 | | | | | 475,297 | | | | | | 0.1 | | |
300,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 2.313%, (US0003M + 1.250%), 01/20/2030 | | | | | 289,357 | | | | | | 0.1 | | |
671,545 (1) | | | Elevation CLO 2014-2A A1R Ltd., 2.274%, (US0003M + 1.230%), 10/15/2029 | | | | | 663,657 | | | | | | 0.2 | | |
450,000 (1) | | | Elmwood CLO IX Ltd. 2021-2A A, 2.193%, (US0003M + 1.130%), 07/20/2034 | | | | | 436,343 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,000,000 (1) | | | FS RIALTO 2021-FL2 E, 4.959%, (US0001M + 3.450%), 05/16/2038 | | | | $ | 1,918,401 | | | | | | 0.5 | | |
1,360,000 (1) | | | HGI CRE CLO 2021-FL1 B Ltd., 3.109%, (US0001M + 1.600%), 06/16/2036 | | | | | 1,307,897 | | | | | | 0.3 | | |
2,100,000 (1) | | | HGI CRE CLO 2021-FL1 D Ltd., 3.859%, (US0001M + 2.350%), 06/16/2036 | | | | | 2,022,451 | | | | | | 0.5 | | |
353,412 (1) | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 326,258 | | | | | | 0.1 | | |
400,000 | | | John Deere Owner Trust 2022-A A4, 2.490%, 01/16/2029 | | | | | 385,873 | | | | | | 0.1 | | |
1,300,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A1, 2.443%, (US0003M + 1.380%), 01/20/2033 | | | | | 1,277,670 | | | | | | 0.3 | | |
1,000,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 2.244%, (US0003M + 1.200%), 04/17/2033 | | | | | 974,442 | | | | | | 0.3 | | |
600,000 (1) | | | LCM 26A A2 Ltd., 2.313%, (US0003M + 1.250%), 01/20/2031 | | | | | 578,172 | | | | | | 0.2 | | |
37,077 (1) | | | LoanCore 2019-CRE2 A Issuer Ltd., 2.454%, (US0001M + 1.130%), 05/15/2036 | | | | | 36,616 | | | | | | 0.0 | | |
500,000 (1) | | | Magnetite XXVI Ltd. 2020-26A A2R, 2.584%, (US0003M + 1.400%), 07/25/2034 | | | | | 478,348 | | | | | | 0.1 | | |
1,500,000 (1) | | | Magnetite XXVII Ltd. 27A AR, 2.203%, (US0003M + 1.140%), 10/20/2034 | | | | | 1,449,838 | | | | | | 0.4 | | |
720,000 (1) | | | Marble Point CLO XIV Ltd. 2018-2A A1R, 2.343%, (US0003M + 1.280%), 01/20/2032 | | | | | 703,408 | | | | | | 0.2 | | |
1,050,000 (1) | | | Marlette Funding Trust 2021-1A B, 1.000%, 06/16/2031 | | | | | 1,029,205 | | | | | | 0.3 | | |
700,000 (1) | | | Oaktree CLO Ltd. 2021-1A A1, 2.204%, (US0003M + 1.160%), 07/15/2034 | | | | | 677,410 | | | | | | 0.2 | | |
350,000 (1) | | | OCP CLO 2021-22A A Ltd., 2.243%, (US0003M + 1.180%), 12/02/2034 | | | | | 339,797 | | | | | | 0.1 | | |
1,100,000 (1) | | | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 2.244%, (US0003M + 1.200%), 07/15/2029 | | | | | 1,061,406 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
400,000 (1) | | | Octagon Investment Partners 33 Ltd. 2017-1A A1, 2.253%, (US0003M + 1.190%), 01/20/2031 | | | | $ | 393,192 | | | | | | 0.1 | | |
1,000,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A AR, 2.213%, (US0003M + 1.150%), 10/20/2034 | | | | | 963,528 | | | | | | 0.3 | | |
400,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.394%, (US0003M + 1.350%), 07/19/2030 | | | | | 387,008 | | | | | | 0.1 | | |
300,000 (1) | | | OHA Credit Funding 2019-3A AR Ltd., 2.203%, (US0003M + 1.140%), 07/02/2035 | | | | | 291,625 | | | | | | 0.1 | | |
2,000,000 (1) | | | OHA Credit Partners XVI 2021-16A A, 2.194%, (US0003M + 1.150%), 10/18/2034 | | | | | 1,940,248 | | | | | | 0.5 | | |
1,600,000 (1) | | | OHA Loan Funding 2015-1A AR3 Ltd., 2.194%, (US0003M + 1.150%), 01/19/2037 | | | | | 1,550,344 | | | | | | 0.4 | | |
975,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 2.163%, (US0003M + 1.100%), 07/20/2030 | | | | | 961,905 | | | | | | 0.3 | | |
600,000 (1) | | | PFS Financing Corp. 2021-B A, 0.770%, 08/15/2026 | | | | | 556,913 | | | | | | 0.1 | | |
571,888 (1) | | | SoFi Consumer Loan Program 2020-1 B Trust, 2.250%, 01/25/2029 | | | | | 570,886 | | | | | | 0.1 | | |
800,000 (1) | | | Sound Point CLO XXIII 2019-2A AR, 2.214%, (US0003M + 1.170%), 07/15/2034 | | | | | 769,973 | | | | | | 0.2 | | |
850,000 (1) | | | THL Credit Wind River 2018-2 A A2Clo Ltd., 2.494%, (US0003M + 1.450%), 07/15/2030 | | | | | 821,007 | | | | | | 0.2 | | |
1,850,000 (1) | | | THL Credit Wind River 2019-1A AR CLO Ltd., 2.223%, (US0003M + 1.160%), 07/20/2034 | | | | | 1,792,504 | | | | | | 0.5 | | |
650,000 (1) | | | Trafigura Securitisation Finance PLC 2021-1A A2, 1.080%, 01/15/2025 | | | | | 615,015 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
250,000 (1) | | | Venture 34 CLO Ltd. 2018-34A A, 2.274%, (US0003M + 1.230%), 10/15/2031 | | | | $ | 244,571 | | | | | | 0.1 | | |
500,000 (1) | | | Wellman Park CLO Ltd. 2021-1A A, 2.144%, (US0003M + 1.100%), 07/15/2034 | | | | | 484,700 | | | | | | 0.1 | | |
| | | | | | | | 46,418,695 | | | | | | 12.5 | | |
| | | Student Loan Asset-Backed Securities: 0.9% | | ||||||||||||
401,654 (1) | | | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | | | | | 382,936 | | | | | | 0.1 | | |
440,904 (1) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 413,711 | | | | | | 0.1 | | |
205,236 (1) | | | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | | | | | 188,010 | | | | | | 0.0 | | |
297,622 (1) | | | Navient Private Education Refi Loan Trust 2021-F A, 1.110%, 02/18/2070 | | | | | 260,984 | | | | | | 0.1 | | |
1,300,000 (1) | | | Navient Private Education Refi Loan Trust 2022-BA A, 4.160%, 10/15/2070 | | | | | 1,291,176 | | | | | | 0.3 | | |
605,966 (1) | | | Sofi Professional Loan Program 2018-A A2B LLC, 2.950%, 02/25/2042 | | | | | 597,227 | | | | | | 0.2 | | |
413,934 (1) | | | SoFi Professional Loan Program 2021-B AFX Trust, 1.140%, 02/15/2047 | | | | | 373,495 | | | | | | 0.1 | | |
| | | | | | | | 3,507,539 | | | | | | 0.9 | | |
| | | Total Asset-Backed Securities | | | | | | | | | |||||
| | | (Cost $69,853,518) | | | | | 67,716,370 | | | | | | 18.3 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 0.0% | | ||||||||||||
738 | | | 6.500%, 10/01/2022 | | | | | 774 | | | | | | 0.0 | | |
8,569 | | | 6.500%, 10/01/2032 | | | | | 9,114 | | | | | | 0.0 | | |
7,756 | | | 7.000%, 10/01/2032 | | | | | 7,769 | | | | | | 0.0 | | |
| | | Total U.S. Government Agency Obligations | | | | | | | | | |||||
| | | (Cost $17,411) | | | | | 17,657 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $354,938,839) | | | | | 343,556,460 | | | | | | 92.7 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 7.0% | | |||||||||||||||
| | | Repurchase Agreements: 1.4% | | ||||||||||||
1,331,022 (4) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,331,079, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $1,357,643, due 01/20/24-06/20/52) | | | | $ | 1,331,022 | | | �� | | | 0.4 | | |
1,298,057 (4) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,298,112, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,324,018, due 07/31/22-07/01/52) | | | | | 1,298,057 | | | | | | 0.3 | | |
1,331,022 (4) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $1,331,080, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $1,357,643, due 07/01/22-09/09/49) | | | | | 1,331,022 | | | | | | 0.3 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,331,022 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,331,079, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,357,642, due 08/16/22-05/20/52) | | | | $ | 1,331,022 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements (Cost $5,291,123) | | | | | 5,291,123 | | | | | | 1.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 5.6% | | ||||||||||||
166,000 (4)(5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 166,000 | | | | | | 0.1 | | |
93,000 (4)(5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 93,000 | | | | | | 0.0 | | |
20,454,000 (4)(5) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 20,454,000 | | | | | | 5.5 | | |
| | | Total Mutual Funds (Cost $20,713,000) | | | | | 20,713,000 | | | | | | 5.6 | | |
| | | Total Short-Term Investments (Cost $26,004,123) | | | | | 26,004,123 | | | | | | 7.0 | | |
| | | Total Investments in Securities (Cost $380,942,962) | | | | $ | 369,560,583 | | | | | | 99.7 | | |
| | | Assets in Excess of Other Liabilities | | | | | 1,162,884 | | | | | | 0.3 | | |
| | | Net Assets | | | | $ | 370,723,467 | | | | | | 100.0 | | |
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 37.7% | |
| U.S. Treasury Obligations | | | 21.2% | |
| Asset-Backed Securities | | | 18.3% | |
| Commercial Mortgage-Backed Securities | | | 9.6% | |
| Collateralized Mortgage Obligations | | | 5.9% | |
| U.S. Government Agency Obligations | | | 0.0%^ | |
| Assets in Excess of Other Liabilities,* | | | 7.3% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 139,782,737 | | | | | $ | — | | | | | $ | 139,782,737 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 21,712,588 | | | | | | — | | | | | | 21,712,588 | | |
Asset-Backed Securities | | | | | — | | | | | | 67,716,370 | | | | | | — | | | | | | 67,716,370 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 35,568,681 | | | | | | — | | | | | | 35,568,681 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 17,657 | | | | | | — | | | | | | 17,657 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 78,758,427 | | | | | | — | | | | | | 78,758,427 | | |
Short-Term Investments | | | | | 20,713,000 | | | | | | 5,291,123 | | | | | | — | | | | | | 26,004,123 | | |
Total Investments, at fair value | | | | $ | 20,713,000 | | | | | $ | 348,847,583 | | | | | $ | — | | | | | $ | 369,560,583 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 167,145 | | | | | | — | | | | | | — | | | | | | 167,145 | | |
Total Assets | | | | $ | 20,880,145 | | | | | $ | 348,847,583 | | | | | $ | — | | | | | $ | 369,727,728 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (613,513) | | | | | $ | — | | | | | $ | — | | | | | $ | (613,513) | | |
Total Liabilities | | | | $ | (613,513) | | | | | $ | — | | | | | $ | — | | | | | $ | (613,513) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 513 | | | | | | 09/30/22 | | | | | $ | 107,738,016 | | | | | $ | (613,513) | | |
| | | | | | | | | | | | | | | | $ | 107,738,016 | | | | | $ | (613,513) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (19) | | | | | | 09/21/22 | | | | | | (2,252,094) | | | | | | 31,879 | | |
U.S. Treasury 5-Year Note | | | | | (146) | | | | | | 09/30/22 | | | | | | (16,388,500) | | | | | | 135,266 | | |
| | | | | | | | | | | | | | | | $ | (18,640,594) | | | | | $ | 167,145 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
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* | | | | $ | 167,145 | | |
Total Asset Derivatives | | | | | | | $ | 167,145 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 613,513 | | |
Total Liability Derivatives | | | | | | | $ | 613,513 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | |||||
Interest rate contracts | | | | $ | (2,114,828) | | | | | |
Total | | | | $ | (2,114,828) | | | | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | |||||
Interest rate contracts | | | | $ | (242,170) | | | | | |
Total | | | | $ | (242,170) | | | | | |
| Cost for federal income tax purposes was $380,744,606. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 252,142 | | |
| Gross Unrealized Depreciation | | | | | (11,882,533) | | |
| Net Unrealized Depreciation | | | | $ | (11,630,391) | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.5% | | |||||||||||||||
| | | Communication Services: 8.6% | | ||||||||||||
154,460 | | | Activision Blizzard, Inc. | | | | $ | 12,026,256 | | | | | | 0.2 | | |
59,416 (1) | | | Alphabet, Inc. - Class A | | | | | 129,482,912 | | | | | | 2.0 | | |
54,478 (1) | | | Alphabet, Inc. - Class C | | | | | 119,167,901 | | | | | | 1.8 | | |
1,414,256 | | | AT&T, Inc. | | | | | 29,642,806 | | | | | | 0.5 | | |
22,881 (1) | | | Charter Communications, Inc. | | | | | 10,720,435 | | | | | | 0.2 | | |
883,159 | | | Comcast Corp. - Class A | | | | | 34,655,159 | | | | | | 0.5 | | |
49,163 (1)(2) | | | Dish Network Corp. - Class A | | | | | 881,493 | | | | | | 0.0 | | |
55,555 | | | Electronic Arts, Inc. | | | | | 6,758,266 | | | | | | 0.1 | | |
62,177 | | | Fox Corp. - Class A | | | | | 1,999,612 | | | | | | 0.0 | | |
28,703 | | | Fox Corp. - Class B | | | | | 852,479 | | | | | | 0.0 | | |
77,497 | | | Interpublic Group of Cos., Inc. | | | | | 2,133,492 | | | | | | 0.0 | | |
27,053 (1)(2) | | | Live Nation Entertainment, Inc. | | | | | 2,234,037 | | | | | | 0.0 | | |
181,428 (2) | | | Lumen Technologies, Inc. | | | | | 1,979,380 | | | | | | 0.0 | | |
56,419 (1)(2) | | | Match Group, Inc. | | | | | 3,931,840 | | | | | | 0.1 | | |
453,083 (1) | | | Meta Platforms, Inc. | | | | | 73,059,634 | | | | | | 1.1 | | |
87,766 (1) | | | NetFlix, Inc. | | | | | 15,347,640 | | | | | | 0.2 | | |
76,956 | | | News Corp - Class A | | | | | 1,198,974 | | | | | | 0.0 | | |
23,837 | | | News Corp - Class B | | | | | 378,770 | | | | | | 0.0 | | |
41,147 (2) | | | Omnicom Group | | | | | 2,617,361 | | | | | | 0.1 | | |
119,450 (2) | | | Paramount Global - Class B | | | | | 2,948,026 | | | | | | 0.1 | | |
31,125 (1) | | | Take-Two Interactive Software, Inc. | | | | | 3,813,746 | | | | | | 0.1 | | |
116,393 (1) | | | T-Mobile US, Inc. | | | | | 15,659,514 | | | | | | 0.2 | | |
150,687 (1) | | | Twitter, Inc. | | | | | 5,634,187 | | | | | | 0.1 | | |
829,637 (2) | | | Verizon Communications, Inc. | | | | | 42,104,078 | | | | | | 0.7 | | |
359,833 (1) | | | Walt Disney Co. | | | | | 33,968,235 | | | | | | 0.5 | | |
435,384 (1) | | | Warner Bros Discovery, Inc. | | | | | 5,842,853 | | | | | | 0.1 | | |
| | | | | | | | 559,039,086 | | | | | | 8.6 | | |
| | | Consumer Discretionary: 10.2% | | ||||||||||||
12,277 (2) | | | Advance Auto Parts, Inc. | | | | | 2,125,026 | | | | | | 0.0 | | |
1,728,554 (1) | | | Amazon.com, Inc. | | | | | 183,589,720 | | | | | | 2.8 | | |
53,259 (1) | | | Aptiv PLC | | | | | 4,743,779 | | | | | | 0.1 | | |
3,921 (1) | | | Autozone, Inc. | | | | | 8,426,700 | | | | | | 0.1 | | |
47,114 (2) | | | Bath & Body Works, Inc. | | | | | 1,268,309 | | | | | | 0.0 | | |
39,998 (2) | | | Best Buy Co., Inc. | | | | | 2,607,470 | | | | | | 0.0 | | |
8,025 (1) | | | Booking Holdings, Inc. | | | | | 14,035,645 | | | | | | 0.2 | | |
47,207 | | | BorgWarner, Inc. | | | | | 1,575,298 | | | | | | 0.0 | | |
42,088 (1) | | | Caesars Entertainment, Inc. | | | | | 1,611,970 | | | | | | 0.0 | | |
31,832 (1)(2) | | | Carmax, Inc. | | | | | 2,880,159 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
159,242 (1)(2) | | | Carnival Corp. | | | | $ | 1,377,443 | | | | | | 0.0 | | |
5,539 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 7,240,913 | | | | | | 0.1 | | |
63,488 (2) | | | D.R. Horton, Inc. | | | | | 4,202,271 | | | | | | 0.1 | | |
24,641 (2) | | | Darden Restaurants, Inc. | | | | | 2,787,390 | | | | | | 0.1 | | |
45,196 | | | Dollar General Corp. | | | | | 11,092,906 | | | | | | 0.2 | | |
44,470 (1) | | | Dollar Tree, Inc. | | | | | 6,930,649 | | | | | | 0.1 | | |
7,164 (2) | | | Domino’s Pizza, Inc. | | | | | 2,791,882 | | | | | | 0.1 | | |
110,596 | | | eBay, Inc. | | | | | 4,608,535 | | | | | | 0.1 | | |
24,961 (1)(2) | | | Etsy, Inc. | | | | | 1,827,395 | | | | | | 0.0 | | |
29,943 (1) | | | Expedia Group, Inc. | | | | | 2,839,495 | | | | | | 0.1 | | |
780,106 | | | Ford Motor Co. | | | | | 8,682,580 | | | | | | 0.1 | | |
29,913 | | | Garmin Ltd. | | | | | 2,938,952 | | | | | | 0.1 | | |
288,032 (1) | | | General Motors Co. | | | | | 9,147,896 | | | | | | 0.1 | | |
28,040 | | | Genuine Parts Co. | | | | | 3,729,320 | | | | | | 0.1 | | |
25,894 (2) | | | Hasbro, Inc. | | | | | 2,120,201 | | | | | | 0.0 | | |
54,875 | | | Hilton Worldwide Holdings, Inc. | | | | | 6,115,270 | | | | | | 0.1 | | |
204,141 | | | Home Depot, Inc. | | | | | 55,989,752 | | | | | | 0.9 | | |
67,687 (1)(2) | | | Las Vegas Sands Corp. | | | | | 2,273,606 | | | | | | 0.0 | | |
51,460 | | | Lennar Corp. - Class A | | | | | 3,631,532 | | | | | | 0.1 | | |
51,404 (2) | | | LKQ Corp. | | | | | 2,523,422 | | | | | | 0.0 | | |
130,604 | | | Lowe’s Cos, Inc. | | | | | 22,812,601 | | | | | | 0.4 | | |
54,312 | | | Marriott International, Inc. | | | | | 7,386,975 | | | | | | 0.1 | | |
146,097 | | | McDonald’s Corp. | | | | | 36,068,427 | | | | | | 0.6 | | |
69,858 | | | MGM Resorts International | | | | | 2,022,389 | | | | | | 0.0 | | |
10,167 (1) | | | Mohawk Industries, Inc. | | | | | 1,261,623 | | | | | | 0.0 | | |
74,541 | | | Newell Brands, Inc. | | | | | 1,419,261 | | | | | | 0.0 | | |
250,643 | | | Nike, Inc. - Class B | | | | | 25,615,715 | | | | | | 0.4 | | |
82,079 (1)(2) | | | Norwegian Cruise Line Holdings Ltd. | | | | | 912,718 | | | | | | 0.0 | | |
611 (1) | | | NVR, Inc. | | | | | 2,446,530 | | | | | | 0.0 | | |
12,984 (1) | | | O’Reilly Automotive, Inc. | | | | | 8,202,772 | | | | | | 0.1 | | |
32,707 (1)(2) | | | Penn National Gaming, Inc. | | | | | 994,947 | | | | | | 0.0 | | |
7,893 | | | Pool Corp. | | | | | 2,772,258 | | | | | �� | 0.0 | | |
46,943 | | | Pulte Group, Inc. | | | | | 1,860,351 | | | | | | 0.0 | | |
13,777 | | | PVH Corp. | | | | | 783,911 | | | | | | 0.0 | | |
9,113 (2) | | | Ralph Lauren Corp. | | | | | 816,980 | | | | | | 0.0 | | |
69,564 | | | Ross Stores, Inc. | | | | | 4,885,480 | | | | | | 0.1 | | |
44,149 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 1,541,242 | | | | | | 0.0 | | |
226,474 | | | Starbucks Corp. | | | | | 17,300,349 | | | | | | 0.3 | | |
49,743 | | | Tapestry, Inc. | | | | | 1,518,156 | | | | | | 0.0 | | |
91,350 | | | Target Corp. | | | | | 12,901,361 | | | | | | 0.2 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
165,777 (1) | | | Tesla, Inc. | | | | $ | 111,637,547 | | | | | | 1.7 | | |
232,009 | | | TJX Cos., Inc. | | | | | 12,957,703 | | | | | | 0.2 | | |
22,102 | | | Tractor Supply Co. | | | | | 4,284,473 | | | | | | 0.1 | | |
10,317 (1) | | | Ulta Beauty, Inc. | | | | | 3,976,997 | | | | | | 0.1 | | |
63,551 (2) | | | VF Corp. | | | | | 2,807,048 | | | | | | 0.1 | | |
11,103 (2) | | | Whirlpool Corp. | | | | | 1,719,522 | | | | | | 0.0 | | |
20,722 (1)(2) | | | Wynn Resorts Ltd. | | | | | 1,180,740 | | | | | | 0.0 | | |
56,334 | | | Yum! Brands, Inc. | | | | | 6,394,472 | | | | | | 0.1 | | |
| | | | | | | | 664,198,034 | | | | | | 10.2 | | |
| | | Consumer Staples: 6.7% | | ||||||||||||
357,675 | | | Altria Group, Inc. | | | | | 14,940,085 | | | | | | 0.2 | | |
111,163 | | | Archer-Daniels-Midland Co. | | | | | 8,626,249 | | | | | | 0.1 | | |
35,980 | | | Brown-Forman Corp. - Class B | | | | | 2,524,357 | | | | | | 0.0 | | |
39,803 (2) | | | Campbell Soup Co. | | | | | 1,912,534 | | | | | | 0.0 | | |
47,959 | | | Church & Dwight Co., Inc. | | | | | 4,443,881 | | | | | | 0.1 | | |
24,228 (2) | | | Clorox Co. | | | | | 3,415,663 | | | | | | 0.1 | | |
770,744 | | | Coca-Cola Co. | | | | | 48,487,505 | | | | | | 0.7 | | |
165,942 | | | Colgate-Palmolive Co. | | | | | 13,298,592 | | | | | | 0.2 | | |
94,444 | | | Conagra Brands, Inc. | | | | | 3,233,763 | | | | | | 0.1 | | |
32,154 | | | Constellation Brands, Inc. | | | | | 7,493,811 | | | | | | 0.1 | | |
87,559 | | | Costco Wholesale Corp. | | | | | 41,965,278 | | | | | | 0.6 | | |
45,760 | | | Estee Lauder Cos., Inc. | | | | | 11,653,699 | | | | | | 0.2 | | |
118,761 | | | General Mills, Inc. | | | | | 8,960,518 | | | | | | 0.1 | | |
28,840 | | | Hershey Co. | | | | | 6,205,214 | | | | | | 0.1 | | |
55,548 (2) | | | Hormel Foods Corp. | | | | | 2,630,753 | | | | | | 0.0 | | |
21,335 | | | JM Smucker Co. | | | | | 2,731,093 | | | | | | 0.0 | | |
50,371 (2) | | | Kellogg Co. | | | | | 3,593,467 | | | | | | 0.1 | | |
145,721 (2) | | | Keurig Dr Pepper, Inc. | | | | | 5,157,066 | | | | | | 0.1 | | |
66,559 | | | Kimberly-Clark Corp. | | | | | 8,995,449 | | | | | | 0.1 | | |
139,776 | | | Kraft Heinz Co. | | | | | 5,331,057 | | | | | | 0.1 | | |
129,603 | | | Kroger Co. | | | | | 6,134,110 | | | | | | 0.1 | | |
28,588 | | | Lamb Weston Holdings, Inc. | | | | | 2,042,899 | | | | | | 0.0 | | |
49,170 (2) | | | McCormick & Co., Inc. | | | | | 4,093,403 | | | | | | 0.1 | | |
37,093 | | | Molson Coors Beverage Co. | | | | | 2,021,939 | | | | | | 0.0 | | |
273,337 | | | Mondelez International, Inc. | | | | | 16,971,494 | | | | | | 0.3 | | |
74,292 (1) | | | Monster Beverage Corp. | | | | | 6,886,868 | | | | | | 0.1 | | |
273,148 | | | PepsiCo, Inc. | | | | | 45,522,846 | | | | | | 0.7 | | |
306,223 | | | Philip Morris International, Inc. | | | | | 30,236,459 | | | | | | 0.5 | | |
473,980 | | | Procter & Gamble Co. | | | | | 68,153,584 | | | | | | 1.1 | | |
100,647 | | | Sysco Corp. | | | | | 8,525,807 | | | | | | 0.1 | | |
57,579 | | | Tyson Foods, Inc. | | | | | 4,955,249 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
141,069 | | | Walgreens Boots Alliance, Inc. | | | | $ | 5,346,515 | | | | | | 0.1 | | |
277,343 | | | Walmart, Inc. | | | | | 33,719,362 | | | | | | 0.5 | | |
| | | | | | | | 440,210,569 | | | | | | 6.7 | | |
| | | Energy: 4.2% | | ||||||||||||
66,818 | | | APA Corp. | | | | | 2,331,948 | | | | | | 0.0 | | |
184,777 | | | Baker Hughes Co. | | | | | 5,334,512 | | | | | | 0.1 | | |
388,148 | | | Chevron Corp. | | | | | 56,196,068 | | | | | | 0.9 | | |
255,520 | | | ConocoPhillips | | | | | 22,948,251 | | | | | | 0.3 | | |
160,179 | | | Coterra Energy, Inc. | | | | | 4,131,016 | | | | | | 0.1 | | |
121,256 | | | Devon Energy Corp. | | | | | 6,682,418 | | | | | | 0.1 | | |
32,960 | | | Diamondback Energy, Inc. | | | | | 3,993,104 | | | | | | 0.1 | | |
115,707 (2) | | | EOG Resources, Inc. | | | | | 12,778,681 | | | | | | 0.2 | | |
832,186 | | | Exxon Mobil Corp. | | | | | 71,268,409 | | | | | | 1.1 | | |
178,185 | | | Halliburton Co. | | | | | 5,587,882 | | | | | | 0.1 | | |
54,726 (2) | | | Hess Corp. | | | | | 5,797,673 | | | | | | 0.1 | | |
383,928 | | | Kinder Morgan, Inc. | | | | | 6,434,633 | | | | | | 0.1 | | |
139,804 | | | Marathon Oil Corp. | | | | | 3,142,794 | | | | | | 0.0 | | |
106,873 | | | Marathon Petroleum Corp. | | | | | 8,786,029 | | | | | | 0.1 | | |
175,884 | | | Occidental Petroleum Corp. | | | | | 10,356,050 | | | | | | 0.2 | | |
88,229 | | | Oneok, Inc. | | | | | 4,896,710 | | | | | | 0.1 | | |
95,041 | | | Phillips 66 | | | | | 7,792,412 | | | | | | 0.1 | | |
44,453 | | | Pioneer Natural Resources Co. | | | | | 9,916,575 | | | | | | 0.1 | | |
279,228 | | | Schlumberger NV | | | | | 9,985,193 | | | | | | 0.2 | | |
80,493 | | | Valero Energy Corp. | | | | | 8,554,796 | | | | | | 0.1 | | |
240,618 | | | Williams Cos., Inc. | | | | | 7,509,688 | | | | | | 0.1 | | |
| | | | | | | | 274,424,842 | | | | | | 4.2 | | |
| | | Financials: 10.5% | | ||||||||||||
117,074 | | | Aflac, Inc. | | | | | 6,477,705 | | | | | | 0.1 | | |
54,323 | | | Allstate Corp. | | | | | 6,884,354 | | | | | | 0.1 | | |
120,501 | | | American Express Co. | | | | | 16,703,849 | | | | | | 0.3 | | |
156,497 | | | American International Group, Inc. | | | | | 8,001,692 | | | | | | 0.1 | | |
21,834 | | | Ameriprise Financial, Inc. | | | | | 5,189,505 | | | | | | 0.1 | | |
41,956 | | | Aon PLC | | | | | 11,314,694 | | | | | | 0.2 | | |
41,499 | | | Arthur J. Gallagher & Co. | | | | | 6,765,997 | | | | | | 0.1 | | |
10,684 | | | Assurant, Inc. | | | | | 1,846,729 | | | | | | 0.0 | | |
1,400,636 | | | Bank of America Corp. | | | | | 43,601,799 | | | | | | 0.7 | | |
146,814 | | | Bank of New York Mellon Corp. | | | | | 6,123,612 | | | | | | 0.1 | | |
357,402 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 97,577,894 | | | | | | 1.5 | | |
28,134 | | | Blackrock, Inc. | | | | | 17,134,731 | | | | | | 0.3 | | |
46,163 | | | Brown & Brown, Inc. | | | | | 2,693,149 | | | | | | 0.0 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
77,647 | | | Capital One Financial Corp. | | | | $ | 8,090,041 | | | | | | 0.1 | | |
20,996 | | | Cboe Global Markets, Inc. | | | | | 2,376,537 | | | | | | 0.0 | | |
297,936 | | | Charles Schwab Corp. | | | | | 18,823,597 | | | | | | 0.3 | | |
83,704 | | | Chubb Ltd. | | | | | 16,454,532 | | | | | | 0.3 | | |
29,505 (2) | | | Cincinnati Financial Corp. | | | | | 3,510,505 | | | | | | 0.1 | | |
383,625 | | | Citigroup, Inc. | | | | | 17,642,914 | | | | | | 0.3 | | |
97,429 | | | Citizens Financial Group, Inc. | | | | | 3,477,241 | | | | | | 0.1 | | |
70,929 | | | CME Group, Inc. | | | | | 14,519,166 | | | | | | 0.2 | | |
25,730 | | | Comerica, Inc. | | | | | 1,888,067 | | | | | | 0.0 | | |
55,504 | | | Discover Financial Services | | | | | 5,249,568 | | | | | | 0.1 | | |
7,751 | | | Everest Re Group Ltd. | | | | | 2,172,450 | | | | | | 0.0 | | |
7,442 | | | Factset Research Systems, Inc. | | | | | 2,861,970 | | | | | | 0.0 | | |
135,536 (2) | | | Fifth Third Bancorp | | | | | 4,554,010 | | | | | | 0.1 | | |
35,293 | | | First Republic Bank | | | | | 5,089,251 | | | | | | 0.1 | | |
55,361 (2) | | | Franklin Resources, Inc. | | | | | 1,290,465 | | | | | | 0.0 | | |
18,291 | | | Globe Life, Inc. | | | | | 1,782,824 | | | | | | 0.0 | | |
67,848 | | | Goldman Sachs Group, Inc. | | | | | 20,152,213 | | | | | | 0.3 | | |
64,967 | | | Hartford Financial Services Group, Inc. | | | | | 4,250,791 | | | | | | 0.1 | | |
283,066 (2) | | | Huntington Bancshares, Inc. | | | | | 3,405,284 | | | | | | 0.1 | | |
110,619 | | | Intercontinental Exchange, Inc. | | | | | 10,402,611 | | | | | | 0.2 | | |
67,194 | | | Invesco Ltd. | | | | | 1,083,839 | | | | | | 0.0 | | |
580,213 | | | JPMorgan Chase & Co. | | | | | 65,337,786 | | | | | | 1.0 | | |
182,874 | | | Keycorp | | | | | 3,150,919 | | | | | | 0.0 | | |
31,930 | | | Lincoln National Corp. | | | | | 1,493,366 | | | | | | 0.0 | | |
38,605 | | | Loews Corp. | | | | | 2,287,732 | | | | | | 0.0 | | |
35,444 | | | M&T Bank Corp. | | | | | 5,649,419 | | | | | | 0.1 | | |
7,487 | | | MarketAxess Holdings, Inc. | | | | | 1,916,747 | | | | | | 0.0 | | |
99,405 | | | Marsh & McLennan Cos., Inc. | | | | | 15,432,626 | | | | | | 0.2 | | |
136,551 | | | Metlife, Inc. | | | | | 8,574,037 | | | | | | 0.1 | | |
31,842 | | | Moody’s Corp. | | | | | 8,660,069 | | | | | | 0.1 | | |
276,456 | | | Morgan Stanley | | | | | 21,027,243 | | | | | | 0.3 | | |
16,000 | | | MSCI, Inc. - Class A | | | | | 6,594,400 | | | | | | 0.1 | | |
22,772 (2) | | | Nasdaq, Inc. | | | | | 3,473,641 | | | | | | 0.1 | | |
41,165 | | | Northern Trust Corp. | | | | | 3,971,599 | | | | | | 0.1 | | |
81,703 | | | PNC Financial Services Group, Inc. | | | | | 12,890,282 | | | | | | 0.2 | | |
46,423 (2) | | | Principal Financial Group, Inc. | | | | | 3,100,592 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
115,542 | | | Progressive Corp. | | | | $ | 13,434,068 | | | | | | 0.2 | | |
74,422 (2) | | | Prudential Financial, Inc. | | | | | 7,120,697 | | | | | | 0.1 | | |
38,273 (2) | | | Raymond James Financial, Inc. | | | | | 3,421,989 | | | | | | 0.1 | | |
185,463 | | | Regions Financial Corp. | | | | | 3,477,431 | | | | | | 0.1 | | |
68,569 | | | S&P Global, Inc. | | | | | 23,111,867 | | | | | | 0.4 | | |
12,351 | | | Signature Bank | | | | | 2,213,423 | | | | | | 0.0 | | |
72,523 | | | State Street Corp. | | | | | 4,471,043 | | | | | | 0.1 | | |
11,626 (1) | | | SVB Financial Group | | | | | 4,592,154 | | | | | | 0.1 | | |
99,069 | | | Synchrony Financial | | | | | 2,736,286 | | | | | | 0.0 | | |
45,125 (2) | | | T. Rowe Price Group, Inc. | | | | | 5,126,651 | | | | | | 0.1 | | |
47,488 | | | Travelers Cos, Inc. | | | | | 8,031,646 | | | | | | 0.1 | | |
262,817 | | | Truist Financial Corp. | | | | | 12,465,410 | | | | | | 0.2 | | |
267,091 (2) | | | US Bancorp | | | | | 12,291,528 | | | | | | 0.2 | | |
748,782 | | | Wells Fargo & Co. | | | | | 29,329,791 | | | | | | 0.4 | | |
22,024 | | | Willis Towers Watson PLC | | | | | 4,347,317 | | | | | | 0.1 | | |
41,244 | | | WR Berkley Corp. | | | | | 2,815,316 | | | | | | 0.0 | | |
29,852 | | | Zions Bancorp NA | | | | | 1,519,467 | | | | | | 0.0 | | |
| | | | | | | | 683,460,128 | | | | | | 10.5 | | |
| | | Health Care: 14.6% | | ||||||||||||
345,898 | | | Abbott Laboratories | | | | | 37,581,818 | | | | | | 0.6 | | |
349,092 | | | AbbVie, Inc. | | | | | 53,466,931 | | | | | | 0.8 | | |
8,961 (1) | | | Abiomed, Inc. | | | | | 2,217,937 | | | | | | 0.0 | | |
59,137 | | | Agilent Technologies, Inc. | | | | | 7,023,701 | | | | | | 0.1 | | |
14,438 (1) | | | Align Technology, Inc. | | | | | 3,417,041 | | | | | | 0.1 | | |
29,646 | | | AmerisourceBergen Corp. | | | | | 4,194,316 | | | | | | 0.1 | | |
105,531 | | | Amgen, Inc. | | | | | 25,675,692 | | | | | | 0.4 | | |
99,472 | | | Baxter International, Inc. | | | | | 6,389,087 | | | | | | 0.1 | | |
56,314 | | | Becton Dickinson & Co. | | | | | 13,883,090 | | | | | | 0.2 | | |
28,921 (1) | | | Biogen, Inc. | | | | | 5,898,149 | | | | | | 0.1 | | |
4,254 (1) | | | Bio-Rad Laboratories, Inc. | | | | | 2,105,730 | | | | | | 0.0 | | |
7,735 | | | Bio-Techne Corp. | | | | | 2,681,260 | | | | | | 0.0 | | |
282,411 (1) | | | Boston Scientific Corp. | | | | | 10,525,458 | | | | | | 0.2 | | |
420,595 | | | Bristol-Myers Squibb Co. | | | | | 32,385,815 | | | | | | 0.5 | | |
54,548 | | | Cardinal Health, Inc. | | | | | 2,851,224 | | | | | | 0.0 | | |
35,262 (1) | | | Catalent, Inc. | | | | | 3,783,260 | | | | | | 0.1 | | |
115,544 (1) | | | Centene Corp. | | | | | 9,776,178 | | | | | | 0.2 | | |
9,935 (1) | | | Charles River Laboratories International, Inc. | | | | | 2,125,792 | | | | | | 0.0 | | |
62,677 | | | Cigna Corp. | | | | | 16,516,643 | | | | | | 0.3 | | |
9,706 | | | Cooper Cos., Inc. | | | | | 3,039,143 | | | | | | 0.0 | | |
259,048 | | | CVS Health Corp. | | | | | 24,003,388 | | | | | | 0.4 | | |
127,834 | | | Danaher Corp. | | | | | 32,408,476 | | | | | | 0.5 | | |
12,134 (1) | | | DaVita, Inc. | | | | | 970,235 | | | | | | 0.0 | | |
43,040 | | | Dentsply Sirona, Inc. | | | | | 1,537,819 | | | | | | 0.0 | | |
77,539 (1) | | | DexCom, Inc. | | | | | 5,778,982 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
122,921 (1) | | | Edwards Lifesciences Corp. | | | | $ | 11,688,558 | | | | | | 0.2 | | |
47,626 | | | Elevance Health, Inc. | | | | | 22,983,355 | | | | | | 0.4 | | |
155,794 | | | Eli Lilly & Co. | | | | | 50,513,089 | | | | | | 0.8 | | |
247,789 | | | Gilead Sciences, Inc. | | | | | 15,315,838 | | | | | | 0.2 | | |
44,947 | | | HCA Healthcare, Inc. | | | | | 7,553,793 | | | | | | 0.1 | | |
27,302 (1) | | | Henry Schein, Inc. | | | | | 2,095,155 | | | | | | 0.0 | | |
49,217 (1) | | | Hologic, Inc. | | | | | 3,410,738 | | | | | | 0.1 | | |
24,989 | | | Humana, Inc. | | | | | 11,696,601 | | | | | | 0.2 | | |
16,694 (1) | | | Idexx Laboratories, Inc. | | | | | 5,855,087 | | | | | | 0.1 | | |
31,035 (1) | | | Illumina, Inc. | | | | | 5,721,613 | | | | | | 0.1 | | |
37,039 (1) | | | Incyte Corp., Ltd. | | | | | 2,813,853 | | | | | | 0.0 | | |
70,912 (1) | | | Intuitive Surgical, Inc. | | | | | 14,232,747 | | | | | | 0.2 | | |
37,392 (1) | | | IQVIA Holdings, Inc. | | | | | 8,113,690 | | | | | | 0.1 | | |
519,832 | | | Johnson & Johnson | | | | | 92,275,378 | | | | | | 1.4 | | |
18,330 | | | Laboratory Corp. of America Holdings | | | | | 4,295,819 | | | | | | 0.1 | | |
28,717 | | | McKesson Corp. | | | | | 9,367,773 | | | | | | 0.1 | | |
265,020 | | | Medtronic PLC | | | | | 23,785,545 | | | | | | 0.4 | | |
499,564 | | | Merck & Co., Inc. | | | | | 45,545,250 | | | | | | 0.7 | | |
4,480 (1) | | | Mettler Toledo International, Inc. | | | | | 5,146,490 | | | | | | 0.1 | | |
68,362 (1) | | | Moderna, Inc. | | | | | 9,765,512 | | | | | | 0.1 | | |
11,596 (1) | | | Molina Healthcare, Inc. | | | | | 3,242,358 | | | | | | 0.0 | | |
49,920 (2) | | | Organon & Co. | | | | | 1,684,800 | | | | | | 0.0 | | |
24,847 | | | PerkinElmer, Inc. | | | | | 3,533,740 | | | | | | 0.1 | | |
1,108,429 | | | Pfizer, Inc. | | | | | 58,114,932 | | | | | | 0.9 | | |
23,429 (2) | | | Quest Diagnostics, Inc. | | | | | 3,115,588 | | | | | | 0.0 | | |
21,341 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 12,615,305 | | | | | | 0.2 | | |
28,791 | | | Resmed, Inc. | | | | | 6,035,457 | | | | | | 0.1 | | |
19,713 | | | STERIS Public Ltd. Co. | | | | | 4,063,835 | | | | | | 0.1 | | |
66,487 | | | Stryker Corp. | | | | | 13,226,259 | | | | | | 0.2 | | |
9,223 | | | Teleflex, Inc. | | | | | 2,267,475 | | | | | | 0.0 | | |
77,333 | | | Thermo Fisher Scientific, Inc. | | | | | 42,013,472 | | | | | | 0.6 | | |
185,335 | | | UnitedHealth Group, Inc. | | | | | 95,193,616 | | | | | | 1.5 | | |
13,261 (2) | | | Universal Health Services, Inc. | | | | | 1,335,515 | | | | | | 0.0 | | |
50,524 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 14,237,158 | | | | | | 0.2 | | |
238,108 | | | Viatris, Inc. | | | | | 2,492,991 | | | | | | 0.0 | | |
12,017 (1) | | | Waters Corp. | | | | | 3,977,387 | | | | | | 0.1 | | |
14,585 | | | West Pharmaceutical Services, Inc. | | | | | 4,410,066 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
41,402 | | | Zimmer Biomet Holdings, Inc. | | | | $ | 4,349,694 | | | | | | 0.1 | | |
93,150 | | | Zoetis, Inc. | | | | | 16,011,553 | | | | | | 0.2 | | |
| | | | | | | | 954,334,250 | | | | | | 14.6 | | |
| | | Industrials: 7.5% | | ||||||||||||
112,440 (2) | | | 3M Co. | | | | | 14,550,860 | | | | | | 0.2 | | |
24,789 (1) | | | Alaska Air Group, Inc. | | | | | 992,799 | | | | | | 0.0 | | |
17,660 | | | Allegion Public Ltd. | | | | | 1,728,914 | | | | | | 0.0 | | |
127,526 (1)(2) | | | American Airlines Group, Inc. | | | | | 1,617,030 | | | | | | 0.0 | | |
45,544 | | | Ametek, Inc. | | | | | 5,004,830 | | | | | | 0.1 | | |
25,873 | | | AO Smith Corp. | | | | | 1,414,736 | | | | | | 0.0 | | |
109,865 (1) | | | Boeing Co. | | | | | 15,020,743 | | | | | | 0.2 | | |
168,436 (2) | | | Carrier Global Corp. | | | | | 6,006,428 | | | | | | 0.1 | | |
105,368 | | | Caterpillar, Inc. | | ��� | | | 18,835,584 | | | | | | 0.3 | | |
25,141 | | | CH Robinson Worldwide, Inc. | | | | | 2,548,543 | | | | | | 0.0 | | |
17,182 | | | Cintas Corp. | | | | | 6,417,992 | | | | | | 0.1 | | |
42,028 (1) | | | Copart, Inc. | | | | | 4,566,762 | | | | | | 0.1 | | |
429,524 | | | CSX Corp. | | | | | 12,481,967 | | | | | | 0.2 | | |
28,041 | | | Cummins, Inc. | | | | | 5,426,775 | | | | | | 0.1 | | |
55,217 | | | Deere & Co. | | | | | 16,535,835 | | | | | | 0.3 | | |
126,007 (1)(2) | | | Delta Air Lines, Inc. | | | | | 3,650,423 | | | | | | 0.1 | | |
28,348 | | | Dover Corp. | | | | | 3,439,179 | | | | | | 0.1 | | |
78,822 | | | Eaton Corp. PLC | | | | | 9,930,784 | | | | | | 0.2 | | |
117,344 | | | Emerson Electric Co. | | | | | 9,333,542 | | | | | | 0.1 | | |
24,167 | | | Equifax, Inc. | | | | | 4,417,244 | | | | | | 0.1 | | |
33,353 | | | Expeditors International Washington, Inc. | | | | | 3,250,583 | | | | | | 0.1 | | |
113,316 | | | Fastenal Co. | | | | | 5,656,735 | | | | | | 0.1 | | |
47,104 | | | FedEx Corp. | | | | | 10,678,948 | | | | | | 0.2 | | |
70,598 | | | Fortive Corp. | | | | | 3,839,119 | | | | | | 0.1 | | |
25,841 | | | Fortune Brands Home & Security, Inc. | | | | | 1,547,359 | | | | | | 0.0 | | |
12,610 (1) | | | Generac Holdings, Inc. | | | | | 2,655,414 | | | | | | 0.0 | | |
45,534 | | | General Dynamics Corp. | | | | | 10,074,397 | | | | | | 0.2 | | |
217,436 (2) | | | General Electric Co. | | | | | 13,844,150 | | | | | | 0.2 | | |
134,478 | | | Honeywell International, Inc. | | | | | 23,373,621 | | | | | | 0.4 | | |
74,721 | | | Howmet Aerospace, Inc. | | | | | 2,349,975 | | | | | | 0.0 | | |
7,887 (2) | | | Huntington Ingalls Industries, Inc. | | | | | 1,717,946 | | | | | | 0.0 | | |
14,969 | | | IDEX Corp. | | | | | 2,718,819 | | | | | | 0.0 | | |
55,988 (2) | | | Illinois Tool Works, Inc. | | | | | 10,203,813 | | | | | | 0.2 | | |
80,246 | | | Ingersoll Rand, Inc. | | | | | 3,376,752 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
25,441 | | | Jacobs Engineering Group, Inc. | | | | $ | 3,234,314 | | | | | | 0.0 | | |
16,540 | | | JB Hunt Transport Services, Inc. | | | | | 2,604,554 | | | | | | 0.0 | | |
137,429 | | | Johnson Controls International plc | | | | | 6,580,101 | | | | | | 0.1 | | |
38,102 | | | L3Harris Technologies, Inc. | | | | | 9,209,253 | | | | | | 0.1 | | |
26,998 | | | Leidos Holdings, Inc. | | | | | 2,718,969 | | | | | | 0.0 | | |
46,787 | | | Lockheed Martin Corp. | | | | | 20,116,538 | | | | | | 0.3 | | |
47,237 | | | Masco Corp. | | | | | 2,390,192 | | | | | | 0.0 | | |
70,641 | | | Nielsen Holdings PLC | | | | | 1,640,284 | | | | | | 0.0 | | |
10,654 | | | Nordson Corp. | | | | | 2,156,796 | | | | | | 0.0 | | |
47,208 | | | Norfolk Southern Corp. | | | | | 10,729,906 | | | | | | 0.2 | | |
28,890 | | | Northrop Grumman Corp. | | | | | 13,825,887 | | | | | | 0.2 | | |
18,138 | | | Old Dominion Freight Line | | | | | 4,648,407 | | | | | | 0.1 | | |
83,668 | | | Otis Worldwide Corp. | | | | | 5,912,818 | | | | | | 0.1 | | |
68,685 | | | Paccar, Inc. | | | | | 5,655,523 | | | | | | 0.1 | | |
25,295 | | | Parker Hannifin Corp. | | | | | 6,223,835 | | | | | | 0.1 | | |
32,580 | | | Pentair PLC | | | | | 1,491,187 | | | | | | 0.0 | | |
28,390 (2) | | | Quanta Services, Inc. | | | | | 3,558,403 | | | | | | 0.1 | | |
293,814 | | | Raytheon Technologies Corp. | | | | | 28,238,464 | | | | | | 0.4 | | |
41,118 | | | Republic Services, Inc. | | | | | 5,381,113 | | | | | | 0.1 | | |
21,556 | | | Robert Half International, Inc. | | | | | 1,614,329 | | | | | | 0.0 | | |
22,877 | | | Rockwell Automation, Inc. | | | | | 4,559,615 | | | | | | 0.1 | | |
44,563 (2) | | | Rollins, Inc. | | | | | 1,556,140 | | | | | | 0.0 | | |
10,521 | | | Snap-On, Inc. | | | | | 2,072,953 | | | | | | 0.0 | | |
116,622 (1) | | | Southwest Airlines Co. | | | | | 4,212,387 | | | | | | 0.1 | | |
29,823 | | | Stanley Black & Decker, Inc. | | | | | 3,127,240 | | | | | | 0.0 | | |
42,490 | | | Textron, Inc. | | | | | 2,594,864 | | | | | | 0.0 | | |
46,199 | | | Trane Technologies PLC | | | | | 5,999,864 | | | | | | 0.1 | | |
10,244 (1) | | | TransDigm Group, Inc. | | | | | 5,497,647 | | | | | | 0.1 | | |
124,066 | | | Union Pacific Corp. | | | | | 26,460,796 | | | | | | 0.4 | | |
64,546 (1) | | | United Airlines Holdings, Inc. | | | | | 2,286,219 | | | | | | 0.0 | | |
145,088 | | | United Parcel Service, Inc. - Class B | | | | | 26,484,363 | | | | | | 0.4 | | |
14,258 (1) | | | United Rentals, Inc. | | | | | 3,463,411 | | | | | | 0.1 | | |
31,193 | | | Verisk Analytics, Inc. | | | | | 5,399,196 | | | | | | 0.1 | | |
75,462 | | | Waste Management, Inc. | | | | | 11,544,177 | | | | | | 0.2 | | |
36,082 | | | Westinghouse Air Brake Technologies Corp. | | | | | 2,961,611 | | | | | | 0.0 | | |
8,520 | | | WW Grainger, Inc. | | | | | 3,871,744 | | | | | | 0.1 | | |
35,503 | | | Xylem, Inc. | | | | | 2,775,625 | | | | | | 0.0 | | |
| | | | | | | | 492,007,326 | | | | | | 7.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology: 25.9% | | ||||||||||||
125,128 | | | Accenture PLC | | | | $ | 34,741,789 | | | | | | 0.5 | | |
93,342 (1) | | | Adobe, Inc. | | | | | 34,168,772 | | | | | | 0.5 | | |
320,130 (1) | | | Advanced Micro Devices, Inc. | | | | | 24,480,341 | | | | | | 0.4 | | |
31,989 (1) | | | Akamai Technologies, Inc. | | | | | 2,921,555 | | | | | | 0.1 | | |
117,921 | | | Amphenol Corp. | | | | | 7,591,754 | | | | | | 0.1 | | |
103,428 | | | Analog Devices, Inc. | | | | | 15,109,796 | | | | | | 0.2 | | |
17,179 (1) | | | ANSYS, Inc. | | | | | 4,110,763 | | | | | | 0.1 | | |
3,037,505 | | | Apple, Inc. | | | | | 415,287,684 | | | | | | 6.4 | | |
174,830 | | | Applied Materials, Inc. | | | | | 15,906,033 | | | | | | 0.2 | | |
44,455 (1) | | | Arista Networks, Inc. | | | | | 4,167,212 | | | | | | 0.1 | | |
42,972 (1) | | | Autodesk, Inc. | | | | | 7,389,465 | | | | | | 0.1 | | |
82,699 | | | Automatic Data Processing, Inc. | | | | | 17,370,098 | | | | | | 0.3 | | |
80,656 | | | Broadcom, Inc. | | | | | 39,183,491 | | | | | | 0.6 | | |
22,991 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 3,277,367 | | | | | | 0.1 | | |
54,564 (1) | | | Cadence Design Systems, Inc. | | | | | 8,186,237 | | | | | | 0.1 | | |
26,721 | | | CDW Corp. | | | | | 4,210,161 | | | | | | 0.1 | | |
26,933 (1) | | | Ceridian HCM Holding, Inc. | | | | | 1,268,006 | | | | | | 0.0 | | |
820,654 | | | Cisco Systems, Inc. | | | | | 34,992,687 | | | | | | 0.5 | | |
24,556 | | | Citrix Systems, Inc. | | | | | 2,386,106 | | | | | | 0.0 | | |
103,413 | | | Cognizant Technology Solutions Corp. | | | | | 6,979,343 | | | | | | 0.1 | | |
150,167 (2) | | | Corning, Inc. | | | | | 4,731,762 | | | | | | 0.1 | | |
48,133 (1) | | | DXC Technology Co. | | | | | 1,458,911 | | | | | | 0.0 | | |
26,675 (1) | | | Enphase Energy, Inc. | | | | | 5,208,027 | | | | | | 0.1 | | |
11,290 (1) | | | EPAM Systems, Inc. | | | | | 3,328,066 | | | | | | 0.1 | | |
11,958 (1) | | | F5, Inc. | | | | | 1,830,052 | | | | | | 0.0 | | |
120,657 | | | Fidelity National Information Services, Inc. | | | | | 11,060,627 | | | | | | 0.2 | | |
114,925 (1) | | | Fiserv, Inc. | | | | | 10,224,877 | | | | | | 0.2 | | |
15,279 (1) | | | FleetCor Technologies, Inc. | | | | | 3,210,271 | | | | | | 0.1 | | |
131,605 (1) | | | Fortinet, Inc. | | | | | 7,446,211 | | | | | | 0.1 | | |
15,910 (1) | | | Gartner, Inc. | | | | | 3,847,515 | | | | | | 0.1 | | |
55,618 | | | Global Payments, Inc. | | | | | 6,153,576 | | | | | | 0.1 | | |
256,841 (2) | | | Hewlett Packard Enterprise Co. | | | | | 3,405,712 | | | | | | 0.1 | | |
208,092 | | | HP, Inc. | | | | | 6,821,256 | | | | | | 0.1 | | |
807,780 | | | Intel Corp. | | | | | 30,219,050 | | | | | | 0.5 | | |
177,683 | | | International Business Machines Corp. | | | | | 25,087,063 | | | | | | 0.4 | | |
55,869 | | | Intuit, Inc. | | | | | 21,534,147 | | | | | | 0.3 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
14,338 | | | Jack Henry & Associates, Inc. | | | | $ | 2,581,127 | | | | | | 0.0 | | |
64,022 | | | Juniper Networks, Inc. | | | | | 1,824,627 | | | | | | 0.0 | | |
36,038 (1) | | | Keysight Technologies, Inc. | | | | | 4,967,838 | | | | | | 0.1 | | |
29,481 (2) | | | KLA Corp. | | | | | 9,406,797 | | | | | | 0.1 | | |
27,465 | | | Lam Research Corp. | | | | | 11,704,210 | | | | | | 0.2 | | |
169,651 (2) | | | Mastercard, Inc. - Class A | | | | | 53,521,497 | | | | | | 0.8 | | |
109,465 | | | Microchip Technology, Inc. | | | | | 6,357,727 | | | | | | 0.1 | | |
220,464 | | | Micron Technology, Inc. | | | | | 12,187,250 | | | | | | 0.2 | | |
1,477,479 | | | Microsoft Corp. | | | | | 379,460,932 | | | | | | 5.8 | | |
8,661 | | | Monolithic Power Systems, Inc. | | | | | 3,326,170 | | | | | | 0.1 | | |
33,049 | | | Motorola Solutions, Inc. | | | | | 6,927,070 | | | | | | 0.1 | | |
43,763 | | | NetApp, Inc. | | | | | 2,855,098 | | | | | | 0.0 | | |
114,558 (2) | | | NortonLifeLock, Inc. | | | | | 2,515,694 | | | | | | 0.0 | | |
494,667 | | | Nvidia Corp. | | | | | 74,986,571 | | | | | | 1.2 | | |
51,870 | | | NXP Semiconductor NV - NXPI - US | | | | | 7,678,316 | | | | | | 0.1 | | |
85,836 (1) | | | ON Semiconductor Corp. | | | | | 4,318,409 | | | | | | 0.1 | | |
310,985 | | | Oracle Corp. | | | | | 21,728,522 | | | | | | 0.3 | | |
63,474 | | | Paychex, Inc. | | | | | 7,227,784 | | | | | | 0.1 | | |
9,480 (1) | | | Paycom Software, Inc. | | | | | 2,655,538 | | | | | | 0.0 | | |
228,770 (1) | | | PayPal Holdings, Inc. | | | | | 15,977,297 | | | | | | 0.2 | | |
20,723 (1) | | | PTC, Inc. | | | | | 2,203,684 | | | | | | 0.0 | | |
21,348 (1) | | | Qorvo, Inc. | | | | | 2,013,543 | | | | | | 0.0 | | |
221,255 | | | Qualcomm, Inc. | | | | | 28,263,114 | | | | | | 0.4 | | |
20,923 | | | Roper Technologies, Inc. | | | | | 8,257,262 | | | | | | 0.1 | | |
196,271 (1) | | | Salesforce, Inc. | | | | | 32,392,566 | | | | | | 0.5 | | |
39,047 | | | Seagate Technology Holdings PLC | | | | | 2,789,518 | | | | | | 0.0 | | |
39,601 (1) | | | ServiceNow, Inc. | | | | | 18,831,068 | | | | | | 0.3 | | |
31,791 | | | Skyworks Solutions, Inc. | | | | | 2,945,118 | | | | | | 0.1 | | |
10,942 (1) | | | SolarEdge Technologies, Inc. | | | | | 2,994,607 | | | | | | 0.1 | | |
30,209 (1) | | | Synopsys, Inc. | | | | | 9,174,473 | | | | | | 0.1 | | |
63,645 | | | TE Connectivity Ltd. | | | | | 7,201,432 | | | | | | 0.1 | | |
9,254 (1) | | | Teledyne Technologies, Inc. | | | | | 3,471,268 | | | | | | 0.1 | | |
32,093 (2) | | | Teradyne, Inc. | | | | | 2,873,928 | | | | | | 0.0 | | |
182,167 | | | Texas Instruments, Inc. | | | | | 27,989,960 | | | | | | 0.4 | | |
49,419 (1) | | | Trimble, Inc. | | | | | 2,877,668 | | | | | | 0.0 | | |
8,193 (1) | | | Tyler Technologies, Inc. | | | | | 2,724,009 | | | | | | 0.0 | | |
19,026 (1) | | | VeriSign, Inc. | | | | | 3,183,621 | | | | | | 0.1 | | |
325,111 (2) | | | Visa, Inc. - Class A | | | | | 64,011,105 | | | | | | 1.0 | | |
61,608 (1) | | | Western Digital Corp. | | | | | 2,761,887 | | | | | | 0.0 | | |
10,451 (1) | | | Zebra Technologies Corp. | | | | | 3,072,071 | | | | | | 0.1 | | |
| | | | | | | | 1,691,536,159 | | | | | | 25.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials: 2.5% | | ||||||||||||
43,811 | | | Air Products & Chemicals, Inc. | | | | $ | 10,535,669 | | | | | | 0.2 | | |
23,031 | | | Albemarle Corp. | | | | | 4,813,018 | | | | | | 0.1 | | |
298,026 (2) | | | Amcor PLC | | | | | 3,704,463 | | | | | | 0.1 | | |
16,301 | | | Avery Dennison Corp. | | | | | 2,638,643 | | | | | | 0.0 | | |
63,769 | | | Ball Corp. | | | | | 4,385,394 | | | | | | 0.1 | | |
21,269 | | | Celanese Corp. - Series A | | | | | 2,501,447 | | | | | | 0.0 | | |
41,209 | | | CF Industries Holdings, Inc. | | | | | 3,532,848 | | | | | | 0.1 | | |
143,138 | | | Corteva, Inc. | | | | | 7,749,491 | | | | | | 0.1 | | |
143,836 | | | Dow, Inc. | | | | | 7,423,376 | | | | | | 0.1 | | |
100,982 | | | DuPont de Nemours, Inc. | | | | | 5,612,579 | | | | | | 0.1 | | |
25,398 | | | Eastman Chemical Co. | | | | | 2,279,978 | | | | | | 0.0 | | |
49,085 | | | Ecolab, Inc. | | | | | 7,547,310 | | | | | | 0.1 | | |
24,955 (2) | | | FMC Corp. | | | | | 2,670,434 | | | | | | 0.0 | | |
286,301 | | | Freeport-McMoRan, Inc. | | | | | 8,377,167 | | | | | | 0.1 | | |
50,343 | | | International Flavors & Fragrances, Inc. | | | | | 5,996,858 | | | | | | 0.1 | | |
73,218 (2) | | | International Paper Co. | | | | | 3,062,709 | | | | | | 0.0 | | |
99,423 (2) | | | Linde PLC | | | | | 28,587,095 | | | | | | 0.4 | | |
51,130 | | | LyondellBasell Industries NV - Class A | | | | | 4,471,830 | | | | | | 0.1 | | |
12,282 | | | Martin Marietta Materials, Inc. | | | | | 3,675,266 | | | | | | 0.1 | | |
71,512 | | | Mosaic Co. | | | | | 3,377,512 | | | | | | 0.1 | | |
157,001 | | | Newmont Corp. | | | | | 9,368,250 | | | | | | 0.1 | | |
52,560 | | | Nucor Corp. | | | | | 5,487,790 | | | | | | 0.1 | | |
18,702 | | | Packaging Corp. of America | | | | | 2,571,525 | | | | | | 0.0 | | |
46,740 | | | PPG Industries, Inc. | | | | | 5,344,252 | | | | | | 0.1 | | |
29,170 | | | Sealed Air Corp. | | | | | 1,683,692 | | | | | | 0.0 | | |
47,278 | | | Sherwin-Williams Co. | | | | | 10,586,017 | | | | | | 0.2 | | |
26,127 | | | Vulcan Materials Co. | | | | | 3,712,647 | | | | | | 0.1 | | |
50,346 | | | WestRock Co. | | | | | 2,005,785 | | | | | | 0.0 | | |
| | | | | | | | 163,703,045 | | | | | | 2.5 | | |
| | | Real Estate: 2.8% | | ||||||||||||
29,342 (2) | | | Alexandria Real Estate Equities, Inc. | | | | | 4,255,470 | | | | | | 0.1 | | |
91,801 | | | American Tower Corp. | | | | | 23,463,418 | | | | | | 0.4 | | |
27,516 | | | AvalonBay Communities, Inc. | | | | | 5,344,983 | | | | | | 0.1 | | |
27,987 (2) | | | Boston Properties, Inc. | | | | | 2,490,283 | | | | | | 0.0 | | |
21,043 | | | Camden Property Trust | | | | | 2,829,863 | | | | | | 0.0 | | |
64,571 (1) | | | CBRE Group, Inc. | | | | | 4,753,071 | | | | | | 0.1 | | |
85,545 | | | Crown Castle International Corp. | | | | | 14,404,067 | | | | | | 0.2 | | |
56,237 | | | Digital Realty Trust, Inc. | | | | | 7,301,250 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
75,949 (2) | | | Duke Realty Corp. | | | | $ | 4,173,398 | | | | | | 0.1 | | |
17,981 | | | Equinix, Inc. | | | | | 11,813,877 | | | | | | 0.2 | | |
67,281 | | | Equity Residential | | | | | 4,859,034 | | | | | | 0.1 | | |
12,846 | | | Essex Property Trust, Inc. | | | | | 3,359,357 | | | | | | 0.1 | | |
26,527 | | | Extra Space Storage, Inc. | | | | | 4,512,773 | | | | | | 0.1 | | |
13,930 | | | Federal Realty OP L.P. | | | | | 1,333,658 | | | | | | 0.0 | | |
106,179 | | | Healthpeak Properties, Inc. | | | | | 2,751,098 | | | | | | 0.0 | | |
140,581 (2) | | | Host Hotels & Resorts, Inc. | | | | | 2,204,310 | | | | | | 0.0 | | |
57,007 (2) | | | Iron Mountain, Inc. | | | | | 2,775,671 | | | | | | 0.0 | | |
121,409 (2) | | | Kimco Realty Corp. | | | | | 2,400,256 | | | | | | 0.0 | | |
22,708 | | | Mid-America Apartment Communities, Inc. | | | | | 3,966,406 | | | | | | 0.1 | | |
146,239 | | | ProLogis, Inc. | | | | | 17,205,018 | | | | | | 0.3 | | |
30,168 | | | Public Storage, Inc. | | | | | 9,432,629 | | | | | | 0.1 | | |
118,845 (2) | | | Realty Income Corp. | | | | | 8,112,360 | | | | | | 0.1 | | |
30,338 | | | Regency Centers Corp. | | | | | 1,799,347 | | | | | | 0.0 | | |
21,417 | | | SBA Communications Corp. | | | | | 6,854,511 | | | | | | 0.1 | | |
64,698 | | | Simon Property Group, Inc. | | | | | 6,141,134 | | | | | | 0.1 | | |
58,880 | | | UDR, Inc. | | | | | 2,710,835 | | | | | | 0.0 | | |
78,591 | | | Ventas, Inc. | | | | | 4,041,935 | | | | | | 0.1 | | |
190,241 (2) | | | VICI Properties, Inc. | | | | | 5,667,279 | | | | | | 0.1 | | |
31,303 (2) | | | Vornado Realty Trust | | | | | 894,953 | | | | | | 0.0 | | |
89,681 (2) | | | Welltower, Inc. | | | | | 7,385,230 | | | | | | 0.1 | | |
147,130 | | | Weyerhaeuser Co. | | | | | 4,872,946 | | | | | | 0.1 | | |
| | | | | | | | 184,110,420 | | | | | | 2.8 | | |
| | | Utilities: 3.0% | | ||||||||||||
131,264 | | | AES Corp. | | | | | 2,757,857 | | | | | | 0.0 | | |
49,292 | | | Alliant Energy Corp. | | | | | 2,889,004 | | | | | | 0.0 | | |
51,013 (2) | | | Ameren Corp. | | | | | 4,609,535 | | | | | | 0.1 | | |
101,450 | | | American Electric Power Co., Inc. | | | | | 9,733,113 | | | | | | 0.1 | | |
35,742 | | | American Water Works Co., Inc. | | | | | 5,317,337 | | | | | | 0.1 | | |
27,462 (2) | | | Atmos Energy Corp. | | | | | 3,078,490 | | | | | | 0.0 | | |
123,813 | | | Centerpoint Energy, Inc. | | | | | 3,662,389 | | | | | | 0.1 | | |
57,049 | | | CMS Energy Corp. | | | | | 3,850,807 | | | | | | 0.1 | | |
69,991 | | | Consolidated Edison, Inc. | | | | | 6,656,144 | | | | | | 0.1 | | |
64,282 | | | Constellation Energy Corp. | | | | | 3,680,787 | | | | | | 0.1 | | |
160,266 (2) | | | Dominion Energy, Inc. | | | | | 12,790,829 | | | | | | 0.2 | | |
38,145 | | | DTE Energy Co. | | | | | 4,834,879 | | | | | | 0.1 | | |
152,093 | | | Duke Energy Corp. | | | | | 16,305,891 | | | | | | 0.3 | | |
75,306 | | | Edison International | | | | | 4,762,351 | | | | | | 0.1 | | |
40,176 | | | Entergy Corp. | | | | | 4,525,425 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
45,146 | | | Evergy, Inc. | | | | $ | 2,945,776 | | | | | | 0.0 | | |
68,130 | | | Eversource Energy | | | | | 5,754,941 | | | | | | 0.1 | | |
193,640 | | | Exelon Corp. | | | | | 8,775,765 | | | | | | 0.1 | | |
112,260 | | | FirstEnergy Corp. | | | | | 4,309,661 | | | | | | 0.1 | | |
388,086 | | | NextEra Energy, Inc. | | | | | 30,061,142 | | | | | | 0.5 | | |
80,165 | | | NiSource, Inc. | | | | | 2,364,066 | | | | | | 0.0 | | |
46,875 | | | NRG Energy, Inc. | | | | | 1,789,219 | | | | | | 0.0 | | |
22,212 (2) | | | Pinnacle West Capital Corp. | | | | | 1,624,141 | | | | | | 0.0 | | |
145,377 | | | PPL Corp. | | | | | 3,944,078 | | | | | | 0.1 | | |
98,628 | | | Public Service Enterprise Group, Inc. | | | | | 6,241,180 | | | | | | 0.1 | | |
62,091 | | | Sempra Energy | | | | | 9,330,415 | | | | | | 0.1 | | |
209,901 | | | Southern Co. | | | | | 14,968,040 | | | | | | 0.2 | | |
62,104 | | | WEC Energy Group, Inc. | | | | | 6,250,147 | | | | | | 0.1 | | |
107,596 (2) | | | Xcel Energy, Inc. | | | | | 7,613,493 | | | | | | 0.1 | | |
| | | | | | | | 195,426,902 | | | | | | 3.0 | | |
| | | Total Common Stock (Cost $4,078,841,260) | | | | | 6,302,450,761 | | | | | | 96.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.9% | | |||||||||||||||
| | | Commercial Paper: 0.1% | | ||||||||||||
4,429,000 (3) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 | | | | | | | | | | | | | |
| | | (Cost $4,428,809) | | | | | 4,428,809 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 0.2% | | ||||||||||||
400,000 (3) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 399,939 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 499,998 | | | | | | 0.1 | | |
275,000 (3) | | | Bank of Montreal, 1.650%, 07/25/2022 | | | | | 274,992 | | | | | | 0.0 | | |
475,000 (3) | | | Bank of Nova Scotia, 1.650%, 07/12/2022 | | | | | 475,008 | | | | | | 0.0 | | |
350,000 (3) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 350,002 | | | | | | 0.0 | | |
425,000 (3) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | | 424,895 | | | | | | 0.0 | | |
475,000 (3) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 475,008 | | | | | | 0.0 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
475,000 (3) | | | Cooperatieve Rabobank U.A./New York, 1.650%, 08/03/2022 | | | | $ | 474,974 | | | | | | 0.0 | | |
475,000 (3) | | | Credit Agricole, 1.650%, 08/04/2022 | | | | | 475,003 | | | | | | 0.0 | | |
475,000 (3) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 475,006 | | | | | | 0.0 | | |
450,000 (3) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | | 450,008 | | | | | | 0.0 | | |
300,000 (3) | | | Credit Industriel et Commercial, 1.680%, 08/08/2022 | | | | | 299,985 | | | | | | 0.0 | | |
250,000 (3) | | | Credit Suisse AG, 1.670%, 07/19/2022 | | | | | 250,011 | | | | | | 0.0 | | |
400,000 (3) | | | Mitsubishi UFJ Trust and Banking Corp., 1.670%, 07/22/2022 | | | | | 399,988 | | | | | | 0.0 | | |
250,000 (3) | | | Mizuho Bank Ltd., 1.690%, 07/28/2022 | | | | | 250,000 | | | | | | 0.0 | | |
475,000 (3) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 474,959 | | | | | | 0.0 | | |
275,000 (3) | | | National Australia Bank Ltd., 1.660%, 08/15/2022 | | | | | 274,970 | | | | | | 0.0 | | |
475,000 (3) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 474,968 | | | | | | 0.0 | | |
475,000 (3) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 475,006 | | | | | | 0.0 | | |
275,000 (3) | | | Royal Bank of Canada, 1.640%, 07/11/2022 | | | | | 275,004 | | | | | | 0.0 | | |
425,000 (3) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 424,943 | | | | | | 0.0 | | |
600,000 (3) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 599,991 | | | | | | 0.1 | | |
475,000 (3) | | | Societe Generale, 1.670%, 08/08/2022 | | | | | 475,048 | | | | | | 0.0 | | |
425,000 (3) | | | Starbird Funding Corp., 1.690%, 08/23/2022 | | | | | 424,925 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
400,000 (3) | | | Sumitomo Mitsui Trust Bank Ltd., 1.670%, 07/25/2022 | | | | $ | 399,994 | | | | | | 0.0 | | |
475,000 (3) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | | 475,006 | | | | | | 0.0 | | |
250,000 (3) | | | Svenska Handelsbanken AB, 1.670%, 07/29/2022 | | | | | 249,992 | | | | | | 0.0 | | |
475,000 (3) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 474,989 | | | | | | 0.0 | | |
375,000 (3) | | | Toronto-Dominion Bank, 1.660%, 08/19/2022 | | | | | 374,961 | | | | | | 0.0 | | |
500,000 (3) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 499,976 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes | | | | | | | | | | | | | |
| | | (Cost $12,349,549) | | | | | 12,349,549 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 1.7% | | ||||||||||||
2,521,261 (3) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/22, 1.54%, due 07/01/22 (Repurchase Amount $2,521,367, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $2,571,686, due 09/15/26-07/01/52) | | | | | 2,521,261 | | | | | | 0.0 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,875,089 (3) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/22, 1.58%, due 07/01/22 (Repurchase Amount $2,875,213, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $2,961,342, due 04/01/23-05/01/52) | | | | $ | 2,875,089 | | | | | | 0.1 | | |
23,522,003 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $23,523,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $23,992,443, due 08/01/22-01/20/68) | | | | | 23,522,003 | | | | | | 0.4 | | |
7,269,222 (3) | | | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%-1.55%, due 07/01/22 (Repurchase Amount $7,269,523, collateralized by various U.S. Gov’t/U.S. Gov’t Agency Obligations, 0.000%-4.610%, Market Value plus accrued interest $7,414,607, due 09/15/22-07/20/67) | | | | | 7,269,222 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
13,147,555 (3) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $13,148,113, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $13,411,186, due 07/21/22-05/15/52) | | | | $ | 13,147,555 | | | | | | 0.2 | | |
7,150,928 (3) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $7,151,222, collateralized by various U.S. Government Securities, 0.000%-3.250%, Market Value plus accrued interest $7,293,947, due 12/29/22-06/30/27) | | | | | 7,150,928 | | | | | | 0.1 | | |
8,056,446 (3) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $8,056,797, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $8,217,938, due 08/01/22-02/20/72) | | | | | 8,056,446 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
34,068,444 (3) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $34,069,928, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $34,749,839, due 07/01/22-09/09/49) | | | | $ | 34,068,444 | | | | | | 0.5 | | |
15,410,407 (3) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $15,411,061, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $15,718,639, due 01/15/25-02/15/51) | | | | | 15,410,407 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $114,021,355) | | | | | 114,021,355 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | Time Deposits: 0.5% | | ||||||||||||
4,280,000 (3) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 4,280,000 | | | | | | 0.1 | | |
1,340,000 (3) | | | Canadian Imperial Bank of Commerce, 1.550%, 07/01/2022 | | | | | 1,340,000 | | | | | | 0.0 | | |
4,230,000 (3) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 4,230,000 | | | | | | 0.1 | | |
3,980,000 (3) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 3,980,000 | | | | | | 0.1 | | |
4,020,000 (3) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 4,020,000 | | | | | | 0.1 | | |
3,590,000 (3) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 3,590,000 | | | | | | 0.0 | | |
3,680,000 (3) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 3,680,000 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Time Deposits (continued) | | ||||||||||||
3,820,000 (3) | | | Societe Generale, 1.550%, 07/01/2022 | | | | $ | 3,820,000 | | | | | | 0.1 | | |
3,390,000 (3) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 3,390,000 | | | | | | 0.0 | | |
| | | Total Time Deposits (Cost $32,330,000) | | | | | 32,330,000 | | | | | | 0.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 3.4% | | ||||||||||||
3,121,000 (3)(4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 3,121,000 | | | | | | 0.0 | | |
3,704,000 (3)(4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 3,704,000 | | | | | | 0.1 | | |
215,437,000 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 215,437,000 | | | | | | 3.3 | | |
| | | Total Mutual Funds (Cost $222,262,000) | | | | | 222,262,000 | | | | | | 3.4 | | |
| | | Total Short-Term Investments (Cost $385,391,713) | | | | | 385,391,713 | | | | | | 5.9 | | |
| | | Total Investments in Securities (Cost $4,464,232,973) | | | | $ | 6,687,842,474 | | | | | | 102.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (156,246,838) | | | | | | (2.4) | | |
| | | Net Assets | | | | $ | 6,531,595,636 | | | | | | 100.0 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 6,302,450,761 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,302,450,761 | | |
Short-Term Investments | | | | | 222,262,000 | | | | | | 163,129,713 | | | | | | — | | | | | | 385,391,713 | | |
Total Investments, at fair value | | | | $ | 6,524,712,761 | | | | | $ | 163,129,713 | | | | | $ | — | | | | | $ | 6,687,842,474 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (7,103,446) | | | | | $ | — | | | | | $ | — | | | | | $ | (7,103,446) | | |
Total Liabilities | | | | $ | (7,103,446) | | | | | $ | — | | | | | $ | — | | | | | $ | (7,103,446) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 1,197 | | | | | | 09/16/22 | | | | | $ | 226,801,575 | | | | | $ | (7,103,446) | | |
| | | | | | | | | | | | | | | | $ | 226,801,575 | | | | | $ | (7,103,446) | | |
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* | | | | $ | 7,103,446 | | |
| | | | | | | $ | 7,103,446 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (17,982,000) | | |
Total | | | | $ | (17,982,000) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (9,870,072) | | |
Total | | | | $ | (9,870,072) | | |
| Cost for federal income tax purposes was $4,488,432,907. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 2,416,494,712 | | |
| Gross Unrealized Depreciation | | | | | (224,188,591) | | |
| Net Unrealized Appreciation | | | | $ | 2,192,306,121 | | |
VY® CBRE Real Estate Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.0% | | |||||||||||||||
| | | Diversified REITs: 1.2% | | ||||||||||||
102,303 | | | STORE Capital Corp. | | | | $ | 2,668,062 | | | | | | 1.2 | | |
| | | | | ||||||||||||
| | | Health Care REITs: 7.5% | | ||||||||||||
76,900 (1) | | | Healthcare Realty Trust, Inc. | | | | | 2,091,680 | | | | | | 0.9 | | |
162,089 | | | Healthcare Trust of America, Inc. | | | | | 4,523,904 | | | | | | 2.0 | | |
107,421 | | | Ventas, Inc. | | | | | 5,524,662 | | | | | | 2.5 | | |
56,238 | | | Welltower, Inc. | | | | | 4,631,199 | | | | | | 2.1 | | |
| | | | | | | | 16,771,445 | | | | | | 7.5 | | |
| | | Hotel & Resort REITs: 4.9% | | ||||||||||||
166,700 (2) | | | DiamondRock Hospitality Co. | | | | | 1,368,607 | | | | | | 0.6 | | |
282,300 | | | Park Hotels & Resorts, Inc. | | | | | 3,830,811 | | | | | | 1.7 | | |
359,300 (2) | | | Sunstone Hotel Investors, Inc. | | | | | 3,564,256 | | | | | | 1.6 | | |
159,600 (2) | | | Xenia Hotels & Resorts, Inc. | | | | | 2,318,988 | | | | | | 1.0 | | |
| | | | | | | | 11,082,662 | | | | | | 4.9 | | |
| | | Industrial REITs: 16.8% | | ||||||||||||
75,900 | | | First Industrial Realty Trust, Inc. | | | | | 3,603,732 | | | | | | 1.6 | | |
201,971 | | | ProLogis, Inc. | | | | | 23,761,888 | | | | | | 10.6 | | |
111,900 | | | Rexford Industrial Realty, Inc. | | | | | 6,444,321 | | | | | | 2.9 | | |
127,952 | | | STAG Industrial, Inc. | | | | | 3,951,158 | | | | | | 1.7 | | |
| | | | | | | | 37,761,099 | | | | | | 16.8 | | |
| | | Office REITs: 7.4% | | ||||||||||||
49,537 | | | Alexandria Real Estate Equities, Inc. | | | | | 7,184,351 | | | | | | 3.2 | | |
202,272 | | | Hudson Pacific Properties, Inc. | | | | | 3,001,716 | | | | | | 1.3 | | |
346,200 | | | Paramount Group, Inc. | | | | | 2,503,026 | | | | | | 1.1 | | |
301,339 | | | Piedmont Office Realty Trust, Inc. | | | | | 3,953,568 | | | | | | 1.8 | | |
| | | | | | | | 16,642,661 | | | | | | 7.4 | | |
| | | Real Estate Operating Companies: 1.2% | | ||||||||||||
264,755 | | | Tricon Residential, Inc. | | | | | 2,684,616 | | | | | | 1.2 | | |
| | | | | ||||||||||||
| | | Residential REITs: 21.9% | | ||||||||||||
92,853 | | | Apartment Income REIT Corp. | | | | | 3,862,685 | | | | | | 1.7 | | |
41,881 | | | AvalonBay Communities, Inc. | | | | | 8,135,384 | | | | | | 3.6 | | |
41,926 | | | Camden Property Trust | | | | | 5,638,209 | | | | | | 2.5 | | |
30,959 | | | Essex Property Trust, Inc. | | | | | 8,096,088 | | | | | | 3.6 | | |
101,300 | | | Independence Realty Trust, Inc. | | | | | 2,099,949 | | | | | | 1.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Residential REITs (continued) | | ||||||||||||
236,480 | | | Invitation Homes, Inc. | | | | $ | 8,413,958 | | | | | | 3.8 | | |
29,787 | | | NexPoint Residential Trust, Inc. | | | | | 1,861,985 | | | | | | 0.8 | | |
68,585 | | | Sun Communities, Inc. | | | | | 10,929,706 | | | | | | 4.9 | | |
| | | | | | | | 49,037,964 | | | | | | 21.9 | | |
| | | Retail REITs: 12.3% | | ||||||||||||
78,000 | | | Getty Realty Corp. | | | | | 2,067,000 | | | | | | 0.9 | | |
157,681 | | | Realty Income Corp. | | | | | 10,763,305 | | | | | | 4.8 | | |
127,300 | | | Retail Opportunity Investments Corp. | | | | | 2,008,794 | | | | | | 0.9 | | |
102,813 | | | Simon Property Group, Inc. | | | | | 9,759,010 | | | | | | 4.3 | | |
80,300 | | | Spirit Realty Capital, Inc. | | | | | 3,033,734 | | | | | | 1.4 | | |
| | | | | | | | 27,631,843 | | | | | | 12.3 | | |
| | | Specialized REITs: 25.8% | | ||||||||||||
7,854 | | | Crown Castle International Corp. | | | | | 1,322,456 | | | | | | 0.6 | | |
250,997 | | | CubeSmart | | | | | 10,722,592 | | | | | | 4.8 | | |
30,926 | | | Equinix, Inc. | | | | | 20,319,001 | | | | | | 9.1 | | |
58,499 | | | Extra Space Storage, Inc. | | | | | 9,951,850 | | | | | | 4.4 | | |
130,000 | | | Four Corners Property Trust, Inc. | | | | | 3,456,700 | | | | | | 1.6 | | |
74,974 | | | Life Storage, Inc. | | | | | 8,371,597 | | | | | | 3.7 | | |
122,098 | | | VICI Properties, Inc. | | | | | 3,637,299 | | | | | | 1.6 | | |
| | | | | | | | 57,781,495 | | | | | | 25.8 | | |
| | | Total Common Stock (Cost $232,048,120) | | | | | 222,061,847 | | | | | | 99.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.6% | | |||||||||||||||
| | | Repurchase Agreements: 0.0% | | ||||||||||||
57,401 (3) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $57,404, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $58,549, due 07/01/22-09/09/49) | | | | | | | | | | | | | |
| | | (Cost $57,401) | | | | | 57,401 | | | | | | 0.0 | | |
VY® CBRE Real Estate Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.6% | | ||||||||||||
1,247,414 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% (Cost $1,247,414) | | | | $ | 1,247,414 | | | | | | 0.6 | | |
| | | Total Short-Term Investments (Cost $1,304,815) | | | | | 1,304,815 | | | | | | 0.6 | | |
| | | Total Investments in Securities (Cost $233,352,935) | | | | $ | 223,366,662 | | | | | | 99.6 | | |
| | | Assets in Excess of Other Liabilities | | | | | 866,748 | | | | | | 0.4 | | |
| | | Net Assets | | | | $ | 224,233,410 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 222,061,847 | | | | | $ | — | | | | | $ | — | | | | | $ | 222,061,847 | | |
Short-Term Investments | | | | | 1,247,414 | | | | | | 57,401 | | | | | | — | | | | | | 1,304,815 | | |
Total Investments, at fair value | | | | $ | 223,309,261 | | | | | $ | 57,401 | | | | | $ | — | | | | | $ | 223,366,662 | | |
| Cost for federal income tax purposes was $238,954,934. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 11,826,038 | | |
| Gross Unrealized Depreciation | | | | | (27,414,284) | | |
| Net Unrealized Depreciation | | | | $ | (15,588,246) | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.9% | | |||||||||||||||
| | | Communication Services: 1.5% | | ||||||||||||
31,400 (1) | | | Bandwidth, Inc. | | | | $ | 590,948 | | | | | | 0.1 | | |
9,300 (1) | | | Bumble, Inc. | | | | | 261,795 | | | | | | 0.1 | | |
26,600 (1) | | | Cars.com, Inc. | | | | | 250,838 | | | | | | 0.1 | | |
27,600 (1) | | | Cinemark Holdings, Inc. | | | | | 414,552 | | | | | | 0.1 | | |
13,100 (1) | | | EchoStar Corp. | | | | | 252,830 | | | | | | 0.1 | | |
22,300 | | | Gray Television, Inc. | | | | | 376,647 | | | | | | 0.1 | | |
26,800 (1) | | | IDT Corp. | | | | | 674,020 | | | | | | 0.1 | | |
66,100 (1) | | | Imax Corp. | | | | | 1,116,429 | | | | | | 0.2 | | |
28,633 (1) | | | Liberty Latin America Ltd. | | | | | 223,051 | | | | | | 0.0 | | |
31,600 (1) | | | Liberty Latin America Ltd. - Class A | | | | | 246,480 | | | | | | 0.0 | | |
109,310 (1) | | | Liberty TripAdvisor Holdings, Inc. | | | | | 82,704 | | | | | | 0.0 | | |
61,100 (1) | | | Lions Gate Entertainment Corp. - Class A | | | | | 568,841 | | | | | | 0.1 | | |
17,800 (1) | | | Ooma, Inc. | | | | | 210,752 | | | | | | 0.0 | | |
16,900 | | | Sinclair Broadcast Group, Inc. | | | | | 344,760 | | | | | | 0.1 | | |
17,900 (1) | | | Thryv Holdings, Inc. | | | | | 400,781 | | | | | | 0.1 | | |
22,900 (1) | | | Yelp, Inc. | | | | | 635,933 | | | | | | 0.1 | | |
10,700 (1) | | | Ziff Davis, Inc. | | | | | 797,471 | | | | | | 0.2 | | |
| | | | | | | | 7,448,832 | | | | | | 1.5 | | |
| | | Consumer Discretionary: 8.9% | | ||||||||||||
4,750 | | | Aaron’s Co., Inc./The | | | | | 69,112 | | | | | | 0.0 | | |
17,100 | | | Academy Sports & Outdoors, Inc. | | | | | 607,734 | | | | | | 0.1 | | |
64,051 | | | Acushnet Holdings Corp. | | | | | 2,669,646 | | | | | | 0.5 | | |
53,900 (1) | | | American Axle & Manufacturing Holdings, Inc. | | | | | 405,867 | | | | | | 0.1 | | |
34,300 | | | Bloomin Brands, Inc. | | | | | 570,066 | | | | | | 0.1 | | |
9,600 | | | Bluegreen Vacations Holding Corp. | | | | | 239,616 | | | | | | 0.0 | | |
4,800 | | | Boyd Gaming Corp. | | | | | 238,800 | | | | | | 0.0 | | |
32,014 (1) | | | Bright Horizons Family Solutions, Inc. | | | | | 2,705,823 | | | | | | 0.5 | | |
2,400 (1) | | | Brinker International, Inc. | | | | | 52,872 | | | | | | 0.0 | | |
48,545 | | | Brunswick Corp. | | | | | 3,173,872 | | | | | | 0.6 | | |
25,904 | | | Carter’s, Inc. | | | | | 1,825,714 | | | | | | 0.4 | | |
74,800 (1) | | | Chegg, Inc. | | | | | 1,404,744 | | | | | | 0.3 | | |
3,200 (1) | | | CROCS, Inc. | | | | | 155,744 | | | | | | 0.0 | | |
7,150 (1) | | | Deckers Outdoor Corp. | | | | | 1,825,752 | | | | | | 0.4 | | |
3,900 (2) | | | Dillards, Inc. | | | | | 860,223 | | | | | | 0.2 | | |
6,600 | | | Dine Brands Global, Inc. | | | | | 429,528 | | | | | | 0.1 | | |
38,900 (1) | | | Everi Holdings, Inc. | | | | | 634,459 | | | | | | 0.1 | | |
2,800 (1) | | | Genesco, Inc. | | | | | 139,748 | | | | | | 0.0 | | |
4,000 (1) | | | G-III Apparel Group Ltd. | | | | | 80,920 | | | | | | 0.0 | | |
41,349 (1) | | | Goodyear Tire & Rubber Co. | | | | | 442,848 | | | | | | 0.1 | | |
5,350 | | | Group 1 Automotive, Inc. | | | | | 908,430 | | | | | | 0.2 | | |
2,400 (1) | | | Helen of Troy Ltd. | | | | | 389,784 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
10,900 | | | Hibbett, Inc. | | | | $ | 476,439 | | | | | | 0.1 | | |
10,300 | | | Kontoor Brands, Inc. | | | | | 343,711 | | | | | | 0.1 | | |
27,064 | | | LCI Industries | | | | | 3,027,920 | | | | | | 0.6 | | |
116,198 (1) | | | Leslie’s, Inc. | | | | | 1,763,886 | | | | | | 0.3 | | |
31,500 | | | Lifetime Brands, Inc. | | | | | 347,760 | | | | | | 0.1 | | |
6,500 | | | Marriott Vacations Worldwide Corp. | | | | | 755,300 | | | | | | 0.2 | | |
3,800 (1) | | | Meritage Homes Corp. | | | | | 275,500 | | | | | | 0.1 | | |
22,254 (1) | | | Monarch Casino & Resort, Inc. | | | | | 1,305,642 | | | | | | 0.3 | | |
12,600 | | | Movado Group, Inc. | | | | | 389,718 | | | | | | 0.1 | | |
41,673 (1) | | | National Vision Holdings, Inc. | | | | | 1,146,008 | | | | | | 0.2 | | |
4,396 (1) | | | ODP Corp./The | | | | | 132,935 | | | | | | 0.0 | | |
3,300 (1) | | | Overstock.com, Inc. | | | | | 82,533 | | | | | | 0.0 | | |
6,900 | | | Patrick Industries, Inc. | | | | | 357,696 | | | | | | 0.1 | | |
37,752 (1) | | | Planet Fitness, Inc. | | | | | 2,567,514 | | | | | | 0.5 | | |
11,800 (1)(2) | | | PLBY Group, Inc. | | | | | 75,520 | | | | | | 0.0 | | |
2,800 | | | RCI Hospitality Holdings, Inc. | | | | | 135,408 | | | | | | 0.0 | | |
37,400 | | | Rent-A-Center, Inc. | | | | | 727,430 | | | | | | 0.1 | | |
36,200 (1) | | | SeaWorld Entertainment, Inc. | | | | | 1,599,316 | | | | | | 0.3 | | |
9,100 | | | Shutterstock, Inc. | | | | | 521,521 | | | | | | 0.1 | | |
17,800 | | | Signet Jewelers Ltd. | | | | | 951,588 | | | | | | 0.2 | | |
21,600 (1) | | | Sonos, Inc. | | | | | 389,664 | | | | | | 0.1 | | |
37,000 (1) | | | Taylor Morrison Home Corp. | | | | | 864,320 | | | | | | 0.2 | | |
25,680 | | | Thor Industries, Inc. | | | | | 1,919,066 | | | | | | 0.4 | | |
43,500 (1) | | | Tri Pointe Homes, Inc. | | | | | 733,845 | | | | | | 0.1 | | |
8,400 (1) | | | Tupperware Brands Corp. | | | | | 53,256 | | | | | | 0.0 | | |
162,302 | | | Wendy’s Company | | | | | 3,064,262 | | | | | | 0.6 | | |
9,300 (1) | | | WW International, Inc. | | | | | 59,427 | | | | | | 0.0 | | |
29,494 (1)(2) | | | Xometry, Inc. | | | | | 1,000,731 | | | | | | 0.2 | | |
12,600 (1) | | | Zumiez, Inc. | | | | | 327,600 | | | | | | 0.1 | | |
| | | | | | | | 45,226,818 | | | | | | 8.9 | | |
| | | Consumer Staples: 5.0% | | ||||||||||||
13,600 | | | Andersons, Inc. | | | | | 448,664 | | | | | | 0.1 | | |
80,958 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 5,045,303 | | | | | | 1.0 | | |
14,790 | | | Casey’s General Stores, Inc. | | | | | 2,735,854 | | | | | | 0.5 | | |
37,300 (1) | | | Central Garden & Pet Co. - Class A - CENTA | | | | | 1,492,373 | | | | | | 0.3 | | |
700 | | | Coca-Cola Consolidated, Inc. | | | | | 394,730 | | | | | | 0.1 | | |
16,700 (1) | | | Darling Ingredients, Inc. | | | | | 998,660 | | | | | | 0.2 | | |
27,300 | | | Edgewell Personal Care Co. | | | | | 942,396 | | | | | | 0.2 | | |
23,800 (1) | | | elf Beauty, Inc. | | | | | 730,184 | | | | | | 0.2 | | |
48,000 (1) | | | Herbalife Nutrition Ltd. | | | | | 981,600 | | | | | | 0.2 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
2,400 | | | Medifast, Inc. | | | | $ | 433,224 | | | | | | 0.1 | | |
92,594 (1) | | | Performance Food Group Co. | | | | | 4,257,472 | | | | | | 0.8 | | |
227,719 | | | Primo Water Corp. | | | | | 3,046,880 | | | | | | 0.6 | | |
3,200 (1) | | | Seneca Foods Corp. | | | | | 177,728 | | | | | | 0.0 | | |
40,700 | | | SpartanNash Co. | | | | | 1,227,919 | | | | | | 0.2 | | |
25,600 (1) | | | Sprouts Farmers Market, Inc. | | | | | 648,192 | | | | | | 0.1 | | |
155,567 (2) | | | Utz Brands, Inc. | | | | | 2,149,936 | | | | | | 0.4 | | |
| | | | | | | | 25,711,115 | | | | | | 5.0 | | |
| | | Energy: 2.5% | | ||||||||||||
1,100 (1) | | | Antero Resources Corp. | | | | | 33,715 | | | | | | 0.0 | | |
6,350 | | | Arch Resources, Inc. | | | | | 908,621 | | | | | | 0.2 | | |
7,975 | | | Berry Corp. | | | | | 60,770 | | | | | | 0.0 | | |
39,000 | | | ChampionX Corp. | | | | | 774,150 | | | | | | 0.2 | | |
13,400 (1) | | | CNX Resources Corp. | | | | | 220,564 | | | | | | 0.0 | | |
11,800 | | | CVR Energy, Inc. | | | | | 395,300 | | | | | | 0.1 | | |
6,820 (1) | | | Delek US Holdings, Inc. | | | | | 176,229 | | | | | | 0.0 | | |
13,000 (1) | | | Green Plains, Inc. | | | | | 353,210 | | | | | | 0.1 | | |
31,500 | | | Magnolia Oil & Gas Corp. | | | | | 661,185 | | | | | | 0.1 | | |
25,700 | | | Matador Resources Co. | | | | | 1,197,363 | | | | | | 0.2 | | |
12,100 | | | Murphy Oil Corp. | | | | | 365,299 | | | | | | 0.1 | | |
12,800 (1) | | | National Energy Services Reunited Corp. | | | | | 86,784 | | | | | | 0.0 | | |
86,600 (1) | | | NexTier Oilfield Solutions, Inc. | | | | | 823,566 | | | | | | 0.2 | | |
3,300 | | | Oasis Petroleum, Inc. | | | | | 401,445 | | | | | | 0.1 | | |
38,055 | | | Ovintiv, Inc. | | | | | 1,681,650 | | | | | | 0.3 | | |
30,800 | | | Patterson-UTI Energy, Inc. | | | | | 485,408 | | | | | | 0.1 | | |
13,600 (1) | | | PBF Energy, Inc. | | | | | 394,672 | | | | | | 0.1 | | |
19,600 | | | PDC Energy, Inc. | | | | | 1,207,556 | | | | | | 0.2 | | |
11,500 (1) | | | Peabody Energy Corp. | | | | | 245,295 | | | | | | 0.1 | | |
1,200 (1) | | | REX American Resources Corp. | | | | | 101,760 | | | | | | 0.0 | | |
67,800 (1) | | | Select Energy Services, Inc. | | | | | 462,396 | | | | | | 0.1 | | |
20,600 | | | SM Energy Co. | | | | | 704,314 | | | | | | 0.1 | | |
28,900 | | | Solaris Oilfield Infrastructure, Inc. | | | | | 314,432 | | | | | | 0.1 | | |
116,550 (1) | | | Southwestern Energy Co. | | | | | 728,438 | | | | | | 0.1 | | |
| | | | | | | | 12,784,122 | | | | | | 2.5 | | |
| | | Financials: 16.9% | | ||||||||||||
10,500 | | | Amalgamated Financial Corp. | | | | | 207,690 | | | | | | 0.0 | | |
2,500 | | | American Equity Investment Life Holding Co. | | | | | 91,425 | | | | | | 0.0 | | |
6,482 | | | Ameris Bancorp. | | | | | 260,447 | | | | | | 0.1 | | |
51,500 | | | Ares Commercial Real Estate Corp. | | | | | 629,845 | | | | | | 0.1 | | |
75,010 (1) | | | AssetMark Financial Holdings, Inc. | | | | | 1,407,938 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
9,500 | | | Associated Banc-Corp. | | | | $ | 173,470 | | | | | | 0.0 | | |
4,700 | | | Atlantic Union Bankshares Corp. | | | | | 159,424 | | | | | | 0.0 | | |
9,000 (1) | | | Axos Financial, Inc. | | | | | 322,650 | | | | | | 0.1 | | |
21,400 | | | Banc of California, Inc. | | | | | 377,068 | | | | | | 0.1 | | |
27,600 | | | Bank of NT Butterfield & Son Ltd. | | | | | 860,844 | | | | | | 0.2 | | |
77,767 | | | BankUnited, Inc. | | | | | 2,766,172 | | | | | | 0.5 | | |
3,800 | | | Bar Harbor Bankshares | | | | | 98,268 | | | | | | 0.0 | | |
40,400 | | | Blackstone Mortgage Trust, Inc. | | | | | 1,117,868 | | | | | | 0.2 | | |
26,300 (1) | | | Blucora, Inc. | | | | | 485,498 | | | | | | 0.1 | | |
10,100 | | | Business First Bancshares, Inc. | | | | | 215,231 | | | | | | 0.0 | | |
4,200 | | | Byline Bancorp, Inc. | | | | | 99,960 | | | | | | 0.0 | | |
21,100 | | | Cadence Bank | | | | | 495,428 | | | | | | 0.1 | | |
2,400 | | | Capital Bancorp, Inc. | | | | | 52,080 | | | | | | 0.0 | | |
10,600 | | | Capital City Bank Group, Inc. | | | | | 295,634 | | | | | | 0.1 | | |
15,900 | | | Capstar Financial Holdings, Inc. | | | | | 311,958 | | | | | | 0.1 | | |
8,100 | | | Cathay General Bancorp. | | | | | 317,115 | | | | | | 0.1 | | |
3,200 | | | Central Pacific Financial Corp. | | | | | 68,640 | | | | | | 0.0 | | |
1,300 (1) | | | Coastal Financial Corp./ WA | | | | | 49,556 | | | | | | 0.0 | | |
35,430 | | | Commerce Bancshares, Inc. | | | | | 2,325,980 | | | | | | 0.5 | | |
3,800 | | | Community Bank System, Inc. | | | | | 240,464 | | | | | | 0.1 | | |
1,147 | | | Community Trust Bancorp, Inc. | | | | | 46,385 | | | | | | 0.0 | | |
46,000 | | | ConnectOne Bancorp, Inc. | | | | | 1,124,700 | | | | | | 0.2 | | |
9,900 | | | Cowen, Inc. | | | | | 234,531 | | | | | | 0.1 | | |
19,942 | | | Cullen/Frost Bankers, Inc. | | | | | 2,322,246 | | | | | | 0.5 | | |
14,300 (1) | | | Customers Bancorp, Inc. | | | | | 484,770 | | | | | | 0.1 | | |
50,500 | | | CVB Financial Corp. | | | | | 1,252,905 | | | | | | 0.3 | | |
3,300 | | | Dime Community Bancshares, Inc. | | | | | 97,845 | | | | | | 0.0 | | |
33,500 (1) | | | Donnelley Financial Solutions, Inc. | | | | | 981,215 | | | | | | 0.2 | | |
23,500 | | | Ellington Financial, Inc. | | | | | 344,745 | | | | | | 0.1 | | |
3,000 | | | Employers Holdings, Inc. | | | | | 125,670 | | | | | | 0.0 | | |
18,300 (1) | | | Encore Capital Group, Inc. | | | | | 1,057,191 | | | | | | 0.2 | | |
3,492 | | | Enterprise Financial Services Corp. | | | | | 144,918 | | | | | | 0.0 | | |
29,800 | | | Essent Group Ltd. | | | | | 1,159,220 | | | | | | 0.2 | | |
23,102 | | | Evercore, Inc. | | | | | 2,162,578 | | | | | | 0.4 | | |
3,300 | | | FB Financial Corp. | | | | | 129,426 | | | | | | 0.0 | | |
10,400 | | | Financial Institutions, Inc. | | | | | 270,608 | | | | | | 0.1 | | |
79,700 | | | First BanCorp. Puerto Rico | | | | | 1,028,927 | | | | | | 0.2 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
3,100 | | | First Bank/Hamilton NJ | | | | $ | 43,338 | | | | | | 0.0 | | |
117 | | | First Citizens BancShares, Inc. | | | | | 76,492 | | | | | | 0.0 | | |
18,400 | | | First Commonwealth Financial Corp. | | | | | 246,928 | | | | | | 0.1 | | |
111,748 | | | First Financial Bancorp. | | | | | 2,167,911 | | | | | | 0.4 | | |
4,800 | | | First Financial Corp. | | | | | 213,600 | | | | | | 0.0 | | |
11,000 | | | First Foundation, Inc. | | | | | 225,280 | | | | | | 0.1 | | |
105,294 | | | First Hawaiian, Inc. | | | | | 2,391,227 | | | | | | 0.5 | | |
43,140 | | | First Horizon Corp. | | | | | 943,040 | | | | | | 0.2 | | |
3,200 | | | First Internet Bancorp | | | | | 117,824 | | | | | | 0.0 | | |
33,243 | | | First Interstate Bancsystem, Inc. | | | | | 1,266,891 | | | | | | 0.3 | | |
3,300 | | | First Merchants Corp. | | | | | 117,546 | | | | | | 0.0 | | |
9,000 | | | Flagstar Bancorp, Inc. | | | | | 319,050 | | | | | | 0.1 | | |
44,000 | | | FNB Corp. | | | | | 477,840 | | | | | | 0.1 | | |
95,838 (1) | | | Focus Financial Partners, Inc. | | | | | 3,264,242 | | | | | | 0.6 | | |
15,600 (2) | | | GCM Grosvenor, Inc. | | | | | 106,860 | | | | | | 0.0 | | |
3,400 | | | Great Southern Bancorp., Inc. | | | | | 199,104 | | | | | | 0.0 | | |
16,100 | | | Hancock Whitney Corp. | | | | | 713,713 | | | | | | 0.1 | | |
13,050 | | | Hanmi Financial Corp. | | | | | 292,842 | | | | | | 0.1 | | |
1,800 | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | | | | | 68,148 | | | | | | 0.0 | | |
10,700 | | | HBT Financial, Inc. | | | | | 191,209 | | | | | | 0.0 | | |
4,200 | | | Heartland Financial USA, Inc. | | | | | 174,468 | | | | | | 0.0 | | |
12,600 | | | Heritage Commerce Corp. | | | | | 134,694 | | | | | | 0.0 | | |
18,100 | | | Home Bancshares, Inc./Conway AR | | | | | 375,937 | | | | | | 0.1 | | |
5,500 | | | HomeStreet, Inc. | | | | | 190,685 | | | | | | 0.0 | | |
19,100 | | | Kearny Financial Corp./MD | | | | | 212,201 | | | | | | 0.0 | | |
18,750 | | | Kinsale Capital Group, Inc. | | | | | 4,305,750 | | | | | | 0.9 | | |
54,500 | | | KKR Real Estate Finance Trust, Inc. | | | | | 951,025 | | | | | | 0.2 | | |
37,300 | | | Ladder Capital Corp. | | | | | 393,142 | | | | | | 0.1 | | |
7,500 | | | Lakeland Bancorp, Inc. | | | | | 109,650 | | | | | | 0.0 | | |
7,200 | | | Luther Burbank Corp. | | | | | 93,960 | | | | | | 0.0 | | |
1,200 | | | Merchants Bancorp/IN | | | | | 27,204 | | | | | | 0.0 | | |
5,600 | | | Meta Financial Group, Inc. | | | | | 216,552 | | | | | | 0.0 | | |
31,600 | | | MGIC Investment Corp. | | | | | 398,160 | | | | | | 0.1 | | |
2,100 | | | Mid Penn Bancorp, Inc. | | | | | 56,637 | | | | | | 0.0 | | |
2,000 | | | MidWestOne Financial Group, Inc. | | | | | 59,440 | | | | | | 0.0 | | |
62,267 | | | Moelis & Co. | | | | | 2,450,206 | | | | | | 0.5 | | |
12,074 | | | Morningstar, Inc. | | | | | 2,919,855 | | | | | | 0.6 | | |
4,850 (1) | | | Mr Cooper Group, Inc. | | | | | 178,189 | | | | | | 0.0 | | |
800 | | | MVB Financial Corp. | | | | | 24,888 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
3,000 | | | National Bank Holdings Corp. | | | | $ | 114,810 | | | | | | 0.0 | | |
9,000 | | | Navient Corp. | | | | | 125,910 | | | | | | 0.0 | | |
2,100 | | | Nelnet, Inc. | | | | | 179,025 | | | | | | 0.0 | | |
21,700 (1) | | | NMI Holdings, Inc. | | | | | 361,305 | | | | | | 0.1 | | |
49,100 | | | OceanFirst Financial Corp. | | | | | 939,283 | | | | | | 0.2 | | |
20,400 | | | OFG Bancorp | | | | | 518,160 | | | | | | 0.1 | | |
34,900 | | | Old National Bancorp. | | | | | 516,171 | | | | | | 0.1 | | |
14,500 | | | Old Second Bancorp, Inc. | | | | | 194,010 | | | | | | 0.0 | | |
5,850 | | | Origin Bancorp, Inc. | | | | | 226,980 | | | | | | 0.1 | | |
14,725 | | | PacWest Bancorp | | | | | 392,569 | | | | | | 0.1 | | |
5,900 | | | Peapack-Gladstone Financial Corp. | | | | | 175,230 | | | | | | 0.0 | | |
3,300 | | | Peoples Bancorp., Inc. | | | | | 87,780 | | | | | | 0.0 | | |
8,300 | | | PJT Partners, Inc. | | | | | 583,324 | | | | | | 0.1 | | |
29,300 | | | Popular, Inc. | | | | | 2,254,049 | | | | | | 0.4 | | |
15,300 | | | Provident Bancorp, Inc. | | | | | 240,210 | | | | | | 0.1 | | |
6,100 | | | QCR Holdings, Inc. | | | | | 329,339 | | | | | | 0.1 | | |
59,300 | | | Radian Group, Inc. | | | | | 1,165,245 | | | | | | 0.2 | | |
16,100 | | | Ready Capital Corp. | | | | | 191,912 | | | | | | 0.0 | | |
25,800 | | | Redwood Trust, Inc. | | | | | 198,918 | | | | | | 0.0 | | |
1,300 | | | Republic Bancorp., Inc. | | | | | 62,725 | | | | | | 0.0 | | |
39,894 | | | RLI Corp. | | | | | 4,651,241 | | | | | | 0.9 | | |
1,300 | | | Selective Insurance Group | | | | | 113,022 | | | | | | 0.0 | | |
29,585 | | | ServisFirst Bancshares, Inc. | | | | | 2,334,848 | | | | | | 0.5 | | |
2,100 | | | Sierra Bancorp. | | | | | 45,633 | | | | | | 0.0 | | |
14,687 | | | Signature Bank | | | | | 2,632,057 | | | | | | 0.5 | | |
12,300 | | | SmartFinancial, Inc. | | | | | 297,168 | | | | | | 0.1 | | |
1,200 | | | South Plains Financial, Inc. | | | | | 28,968 | | | | | | 0.0 | | |
3,300 | | | Southside Bancshares, Inc. | | | | | 123,486 | | | | | | 0.0 | | |
5,000 | | | SouthState Corp. | | | | | 385,750 | | | | | | 0.1 | | |
102,859 | | | StepStone Group, Inc. | | | | | 2,677,420 | | | | | | 0.5 | | |
8,950 | | | Stifel Financial Corp. | | | | | 501,379 | | | | | | 0.1 | | |
6,300 | | | Synovus Financial Corp. | | | | | 227,115 | | | | | | 0.1 | | |
21,100 | | | TPG RE Finance Trust, Inc. | | | | | 190,111 | | | | | | 0.0 | | |
9,600 | | | Trico Bancshares | | | | | 438,144 | | | | | | 0.1 | | |
10,200 | | | United Community Banks, Inc./GA | | | | | 307,938 | | | | | | 0.1 | | |
32,600 | | | Valley National Bancorp | | | | | 339,366 | | | | | | 0.1 | | |
13,300 | | | Veritex Holdings, Inc. | | | | | 389,158 | | | | | | 0.1 | | |
875 | | | Virtus Investment Partners, Inc. | | | | | 149,643 | | | | | | 0.0 | | |
2,100 | | | Walker & Dunlop, Inc. | | | | | 202,314 | | | | | | 0.0 | | |
7,500 | | | Washington Federal, Inc. | | | | | 225,150 | | | | | | 0.1 | | |
8,908 | | | Webster Financial Corp. | | | | | 375,472 | | | | | | 0.1 | | |
51,298 | | | Western Alliance Bancorp. | | | | | 3,621,639 | | ��� | | | | 0.7 | | |
45,044 | | | Wintrust Financial Corp. | | | | | 3,610,277 | | | | | | 0.7 | | |
9,900 | | | Zions Bancorp NA | | | | | 503,910 | | | | | | 0.1 | | |
| | | | | | | | 86,342,425 | | | | | | 16.9 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 15.4% | | ||||||||||||
48,606 (1) | | | 2seventy bio, Inc. | | | | $ | 641,599 | | | | | | 0.1 | | |
46,500 (1) | | | Aclaris Therapeutics, Inc. | | | | | 649,140 | | | | | | 0.1 | | |
63,800 (1)(2) | | | Adagio Therapeutics, Inc. | | | | | 209,264 | | | | | | 0.0 | | |
59,000 (1) | | | AdaptHealth Corp. | | | | | 1,064,360 | | | | | | 0.2 | | |
5,500 (1) | | | Adaptive Biotechnologies Corp. | | | | | 44,495 | | | | | | 0.0 | | |
141,913 (1) | | | Agiliti, Inc. | | | | | 2,910,636 | | | | | | 0.6 | | |
15,900 (1) | | | Alector, Inc. | | | | | 161,544 | | | | | | 0.0 | | |
15,300 (1) | | | Allogene Therapeutics, Inc. | | | | | 174,420 | | | | | | 0.0 | | |
45,100 (1) | | | Allscripts Healthcare Solutions, Inc. | | | | | 668,833 | | | | | | 0.1 | | |
21,500 (1) | | | Alphatec Holdings, Inc. | | | | | 140,610 | | | | | | 0.0 | | |
148,200 (1) | | | Amicus Therapeutics, Inc. | | | | | 1,591,668 | | | | | | 0.3 | | |
41,900 (1)(2) | | | AnaptysBio, Inc. | | | | | 850,570 | | | | | | 0.2 | | |
17,000 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 598,570 | | | | | | 0.1 | | |
18,200 (1) | | | Arvinas, Inc. | | | | | 766,038 | | | | | | 0.2 | | |
3,200 (1) | | | Atara Biotherapeutics, Inc. | | | | | 24,928 | | | | | | 0.0 | | |
28,900 (1) | | | Axsome Therapeutics, Inc. | | | | | 1,106,870 | | | | | | 0.2 | | |
22,038 | | | Azenta, Inc. | | | | | 1,588,940 | | | | | | 0.3 | | |
10,800 (1) | | | Beam Therapeutics, Inc. | | | | | 418,068 | | | | | | 0.1 | | |
3,200 (1) | | | Biohaven Pharmaceutical Holding Co. Ltd. | | | | | 466,272 | | | | | | 0.1 | | |
1,320 (1) | | | Bluebird Bio, Inc. | | | | | 5,465 | | | | | | 0.0 | | |
7,000 (1) | | | Blueprint Medicines Corp. | | | | | 353,570 | | | | | | 0.1 | | |
8,200 (1) | | | Bridgebio Pharma, Inc. | | | | | 74,456 | | | | | | 0.0 | | |
8,600 (1) | | | Cara Therapeutics, Inc. | | | | | 78,518 | | | | | | 0.0 | | |
4,500 (1) | | | CareDx, Inc. | | | | | 96,660 | | | | | | 0.0 | | |
67,700 (1) | | | Catalyst Pharmaceuticals, Inc. | | | | | 474,577 | | | | | | 0.1 | | |
100,748 (1) | | | Certara, Inc. | | | | | 2,162,052 | | | | | | 0.4 | | |
7,357 | | | Chemed Corp. | | | | | 3,453,302 | | | | | | 0.7 | | |
20,660 (1) | | | Chinook Therapeutics, Inc. | | | | | 361,343 | | | | | | 0.1 | | |
20,900 (1) | | | Coherus Biosciences, Inc. | | | | | 151,316 | | | | | | 0.0 | | |
16,800 (1) | | | Cross Country Healthcare, Inc. | | | | | 349,944 | | | | | | 0.1 | | |
45,851 (1)(2) | | | CTI BioPharma Corp. | | | | | 273,731 | | | | | | 0.1 | | |
28,600 (1) | | | Cutera, Inc. | | | | | 1,072,500 | | | | | | 0.2 | | |
28,326 (1) | | | Decibel Therapeutics, Inc. | | | | | 119,252 | | | | | | 0.0 | | |
78,604 (1)(2) | | | Definitive Healthcare Corp. | | | | | 1,802,390 | | | | | | 0.4 | | |
15,800 (1) | | | Enanta Pharmaceuticals, Inc. | | | | | 746,866 | | | | | | 0.1 | | |
68,225 | | | Encompass Health Corp. | | | | | 3,824,011 | | | | | | 0.8 | | |
79,151 (1) | | | Envista Holdings Corp. | | | | | 3,050,480 | | | | | | 0.6 | | |
40,400 (1)(2) | | | Fate Therapeutics, Inc. | | | | | 1,001,112 | | | | | | 0.2 | | |
— (1) | | | Gritstone bio, Inc. | | | | | — | | | | | | — | | |
15,000 (1) | | | Hanger, Inc. | | | | | 214,800 | | | | | | 0.0 | | |
59,456 (1) | | | HealthEquity, Inc. | | | | | 3,650,004 | | | | | | 0.7 | | |
4,100 (1) | | | Heska Corp. | | | | | 387,491 | | | | | | 0.1 | | |
21,661 (1) | | | ICU Medical, Inc. | | | | | 3,560,852 | | | | | | 0.7 | | |
2,500 (1) | | | Inogen, Inc. | | | | | 60,450 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
3,200 (1) | | | Inspire Medical Systems, Inc. | | | | $ | 584,544 | | | | | | 0.1 | | |
13,600 (1) | | | Intellia Therapeutics, Inc. | | | | | 703,936 | | | | | | 0.1 | | |
17,300 (1) | | | iRhythm Technologies, Inc. | | | | | 1,868,919 | | | | | | 0.4 | | |
12,600 (1) | | | Jounce Therapeutics, Inc. | | | | | 38,178 | | | | | | 0.0 | | |
21,900 (1) | | | Kronos Bio, Inc. | | | | | 79,716 | | | | | | 0.0 | | |
56,600 (1) | | | Kura Oncology, Inc. | | | | | 1,037,478 | | | | | | 0.2 | | |
21,100 (1) | | | Kymera Therapeutics, Inc. | | | | | 415,459 | | | | | | 0.1 | | |
7,300 (1) | | | Lantheus Holdings, Inc. | | | | | 482,019 | | | | | | 0.1 | | |
1,800 (1) | | | LHC Group, Inc. | | | | | 280,332 | | | | | | 0.1 | | |
10,800 (1) | | | MeiraGTx Holdings plc | | | | | 81,756 | | | | | | 0.0 | | |
6,500 (1) | | | Merit Medical Systems, Inc. | | | | | 352,755 | | | | | | 0.1 | | |
6,800 (1) | | | ModivCare, Inc. | | | | | 574,600 | | | | | | 0.1 | | |
33,600 (1) | | | Myriad Genetics, Inc. | | | | | 610,512 | | | | | | 0.1 | | |
7,600 (1) | | | Natera, Inc. | | | | | 269,344 | | | | | | 0.1 | | |
4,900 | | | National Healthcare Corp. | | | | | 342,510 | | | | | | 0.1 | | |
12,500 (1) | | | Natus Medical, Inc. | | | | | 409,625 | | | | | | 0.1 | | |
35,559 (1) | | | Neogen Corp. | | | | | 856,616 | | | | | | 0.2 | | |
75,600 (1) | | | NextGen Healthcare, Inc. | | | | | 1,318,464 | | | | | | 0.3 | | |
21,600 (1) | | | NGM Biopharmaceuticals, Inc. | | | | | 276,912 | | | | | | 0.1 | | |
36,300 (1) | | | NuVasive, Inc. | | | | | 1,784,508 | | | | | | 0.3 | | |
11,900 (1) | | | Omnicell, Inc. | | | | | 1,353,625 | | | | | | 0.3 | | |
70,400 (1) | | | Option Care Health, Inc. | | | | | 1,956,416 | | | | | | 0.4 | | |
26,100 (1) | | | Orthofix Medical, Inc. | | | | | 614,394 | | | | | | 0.1 | | |
5,200 (1) | | | Outset Medical, Inc. | | | | | 77,272 | | | | | | 0.0 | | |
19,400 | | | Owens & Minor, Inc. | | | | | 610,130 | | | | | | 0.1 | | |
5,500 | | | Phibro Animal Health Corp. | | | | | 105,215 | | | | | | 0.0 | | |
43,000 (1)(2) | | | PMV Pharmaceuticals, Inc. | | | | | 612,750 | | | | | | 0.1 | | |
58,156 (1) | | | Progyny, Inc. | | | | | 1,689,432 | | | | | | 0.3 | | |
4,000 (1) | | | Prothena Corp. PLC | | | | | 108,600 | | | | | | 0.0 | | |
12,100 (1) | | | PTC Therapeutics, Inc. | | | | | 484,726 | | | | | | 0.1 | | |
9,700 (1) | | | Quanterix Corp. | | | | | 157,043 | | | | | | 0.0 | | |
21,913 (1) | | | QuidelOrtho Corp. | | | | | 2,129,505 | | | | | | 0.4 | | |
1,900 (1) | | | Radius Health, Inc. | | | | | 19,703 | | | | | | 0.0 | | |
51,700 (1) | | | Relay Therapeutics, Inc. | | | | | 865,975 | | | | | | 0.2 | | |
73,200 (1)(2) | | | Revance Therapeutics, Inc. | | | | | 1,011,624 | | | | | | 0.2 | | |
37,100 (1) | | | REVOLUTION Medicines, Inc. | | | | | 723,079 | | | | | | 0.1 | | |
6,900 (1) | | | Sage Therapeutics, Inc. | | | | | 222,870 | | | | | | 0.0 | | |
7,001 (1) | | | Sarepta Therapeutics, Inc. | | | | | 524,795 | | | | | | 0.1 | | |
16,700 (1) | | | Schrodinger, Inc./United States | | | | | 441,047 | | | | | | 0.1 | | |
39,300 | | | Select Medical Holdings Corp. | | | | | 928,266 | | | | | | 0.2 | | |
20,400 (1) | | | SI-BONE, Inc. | | | | | 269,280 | | | | | | 0.1 | | |
11,000 (1) | | | SpringWorks Therapeutics, Inc. | | | | | 270,820 | | | | | | 0.1 | | |
3,600 (1) | | | Sutro Biopharma, Inc. | | | | | 18,756 | | | | | | 0.0 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
42,700 (1) | | | Syndax Pharmaceuticals, Inc. | | | | $ | 821,548 | | | | | | 0.2 | | |
51,522 (1) | | | Syneos Health, Inc. | | | | | 3,693,097 | | | | | | 0.7 | | |
26,300 (1) | | | Tenet Healthcare Corp. | | | | | 1,382,328 | | | | | | 0.3 | | |
47,000 (1) | | | Travere Therapeutics, Inc. | | | | | 1,138,810 | | | | | | 0.2 | | |
9,300 (1) | | | Turning Point Therapeutics, Inc. | | | | | 699,825 | | | | | | 0.1 | | |
10,300 (1) | | | Vericel Corp. | | | | | 259,354 | | | | | | 0.1 | | |
57,600 (1) | | | Xencor, Inc. | | | | | 1,576,512 | | | | | | 0.3 | | |
1,400 (1) | | | Y-mAbs Therapeutics, Inc. | | | | | 21,182 | | | | | | 0.0 | | |
| | | | | | | | 78,558,129 | | | | | | 15.4 | | |
| | | Industrials: 21.3% | | ||||||||||||
52,400 | | | ABM Industries, Inc. | | | | | 2,275,208 | | | | | | 0.4 | | |
39,850 | | | ACCO Brands Corp. | | | | | 260,220 | | | | | | 0.1 | | |
51,017 (1) | | | Alaska Air Group, Inc. | | | | | 2,043,231 | | | | | | 0.4 | | |
62,539 | | | Altra Industrial Motion Corp. | | | | | 2,204,500 | | | | | | 0.4 | | |
6,100 | | | Apogee Enterprises, Inc. | | | | | 239,242 | | | | | | 0.0 | | |
32,180 | | | Applied Industrial Technologies, Inc. | | | | | 3,094,751 | | | | | | 0.6 | | |
16,800 | | | ArcBest Corp. | | | | | 1,182,216 | | | | | | 0.2 | | |
32,400 | | | Argan, Inc. | | | | | 1,209,168 | | | | | | 0.2 | | |
17,400 (1) | | | Atkore, Inc. | | | | | 1,444,374 | | | | | | 0.3 | | |
2,209 (1) | | | Avis Budget Group, Inc. | | | | | 324,900 | | | | | | 0.1 | | |
11,300 | | | AZZ, Inc. | | | | | 461,266 | | | | | | 0.1 | | |
21,000 | | | Barrett Business Services, Inc. | | | | | 1,530,270 | | | | | | 0.3 | | |
7,100 (1) | | | Beacon Roofing Supply, Inc. | | | | | 364,656 | | | | | | 0.1 | | |
21,350 (1) | | | Bloom Energy Corp. | | | | | 352,275 | | | | | | 0.1 | | |
9,300 (1) | | | BlueLinx Holdings, Inc. | | | | | 621,333 | | | | | | 0.1 | | |
16,400 | | | Boise Cascade Co. | | | | | 975,636 | | | | | | 0.2 | | |
57,023 | | | Brady Corp. | | | | | 2,693,766 | | | | | | 0.5 | | |
5,500 | | | Brink’s Co. | | | | | 333,905 | | | | | | 0.1 | | |
9,818 (1) | | | Builders FirstSource, Inc. | | | | | 527,227 | | | | | | 0.1 | | |
44,857 (1) | | | Casella Waste Systems, Inc. | | | | | 3,260,207 | | | | | | 0.6 | | |
17,700 | | | Columbus McKinnon Corp. | | | | | 502,149 | | | | | | 0.1 | | |
14,700 | | | Comfort Systems USA, Inc. | | | | | 1,222,305 | | | | | | 0.2 | | |
6,600 (1) | | | Cornerstone Building Brands, Inc. | | | | | 161,634 | | | | | | 0.0 | | |
41,073 | | | Douglas Dynamics, Inc. | | | | | 1,180,438 | | | | | | 0.2 | | |
113,567 (1) | | | Driven Brands Holdings, Inc. | | | | | 3,127,635 | | | | | | 0.6 | | |
12,500 | | | EMCOR Group, Inc. | | | | | 1,287,000 | | | | | | 0.3 | | |
16,000 | | | Encore Wire Corp. | | | | | 1,662,720 | | | | | | 0.3 | | |
146,905 (1) | | | First Advantage Corp. | | | | | 1,861,286 | | | | | | 0.4 | | |
3,200 | | | Forward Air Corp. | | | | | 294,272 | | | | | | 0.1 | | |
135,912 (1) | | | Gates Industrial Corp. PLC | | | | | 1,469,209 | | | | | | 0.3 | | |
2,500 | | | GATX Corp. | | | | | 235,400 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
56,500 (1) | | | Geo Group, Inc./The | | | | $ | 372,900 | | | | | | 0.1 | | |
36,600 (1) | | | GMS, Inc. | | | | | 1,628,700 | | | | | | 0.3 | | |
20,900 (1) | | | Great Lakes Dredge & Dock Corp. | | | | | 273,999 | | | | | | 0.1 | | |
157,388 (1) | | | Hayward Holdings, Inc. | | | | | 2,264,813 | | | | | | 0.4 | | |
13,500 | | | Heidrick & Struggles International, Inc. | | | | | 436,860 | | | | | | 0.1 | | |
8,600 | | | Herc Holdings, Inc. | | | | | 775,290 | | | | | | 0.2 | | |
220,386 (1) | | | Hillman Solutions Corp. | | | | | 1,904,135 | | | | | | 0.4 | | |
9,000 | | | HNI Corp. | | | | | 312,210 | | | | | | 0.1 | | |
18,900 (1) | | | HUB Group, Inc. | | | | | 1,340,766 | | | | | | 0.3 | | |
88,958 (1) | | | IAA, Inc. | | | | | 2,915,154 | | | | | | 0.6 | | |
27,700 | | | KBR, Inc. | | | | | 1,340,403 | | | | | | 0.3 | | |
43,085 | | | Kelly Services, Inc. | | | | | 854,376 | | | | | | 0.2 | | |
10,500 | | | Kforce, Inc. | | | | | 644,070 | | | | | | 0.1 | | |
59,368 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 2,748,145 | | | | | | 0.5 | | |
27,000 | | | Korn Ferry | | | | | 1,566,540 | | | | | | 0.3 | | |
20,304 | | | Landstar System, Inc. | | | | | 2,952,608 | | | | | | 0.6 | | |
31,188 | | | Lincoln Electric Holdings, Inc. | | | | | 3,847,352 | | | | | | 0.8 | | |
13,300 (1) | | | Mastec, Inc. | | | | | 953,078 | | | | | | 0.2 | | |
14,000 | | | Maxar Technologies, Inc. | | | | | 365,260 | | | | | | 0.1 | | |
17,692 | | | MillerKnoll, Inc. | | | | | 464,769 | | | | | | 0.1 | | |
2,400 | | | Moog, Inc. | | | | | 190,536 | | | | | | 0.0 | | |
57,500 (1) | | | MRC Global, Inc. | | | | | 572,700 | | | | | | 0.1 | | |
33,606 | | | MSA Safety, Inc. | | | | | 4,068,678 | | | | | | 0.8 | | |
13,300 | | | Mueller Industries, Inc. | | | | | 708,757 | | | | | | 0.1 | | |
87,421 (1) | | | NOW, Inc. | | | | | 854,977 | | | | | | 0.2 | | |
21,300 | | | Primoris Services Corp. | | | | | 463,488 | | | | | | 0.1 | | |
45,200 (1) | | | Radiant Logistics, Inc. | | | | | 335,384 | | | | | | 0.1 | | |
21,656 (1) | | | RBC Bearings, Inc. | | | | | 4,005,277 | | | | | | 0.8 | | |
7,900 (1) | | | Resideo Technologies, Inc. | | | | | 153,418 | | | | | | 0.0 | | |
42,003 | | | Ritchie Bros Auctioneers, Inc. | | | | | 2,732,715 | | | | | | 0.5 | | |
45,300 | | | Rush Enterprises, Inc. - Class A | | | | | 2,183,460 | | | | | | 0.4 | | |
18,709 | | | Simpson Manufacturing Co., Inc. | | | | | 1,882,312 | | | | | | 0.4 | | |
14,800 (1) | | | SP Plus Corp. | | | | | 454,656 | | | | | | 0.1 | | |
58,706 (1) | | | Stericycle, Inc. | | | | | 2,574,258 | | | | | | 0.5 | | |
11,700 (1) | | | Sterling Infrastructure, Inc. | | | | | 256,464 | | | | | | 0.0 | | |
24,100 | | | Terex Corp. | | | | | 659,617 | | | | | | 0.1 | | |
4,800 (1) | | | Titan Machinery, Inc. | | | | | 107,568 | | | | | | 0.0 | | |
47,896 | | | Toro Co. | | | | | 3,630,038 | | | | | | 0.7 | | |
8,200 (1) | | | TriNet Group, Inc. | | | | | 636,484 | | | | | | 0.1 | | |
19,000 | | | UFP Industries, Inc. | | | | | 1,294,660 | | | | | | 0.3 | | |
12,449 | | | Unifirst Corp. | | | | | 2,143,469 | | | | | | 0.4 | | |
22,100 (1) | | | Vectrus, Inc. | | | | | 739,466 | | | | | | 0.1 | | |
9,700 (1) | | | Veritiv Corp. | | | | | 1,052,935 | | | | | | 0.2 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
6,700 | | | Wabash National Corp. | | | | $ | 90,986 | | | | | | 0.0 | | |
14,800 | | | Watts Water Technologies, Inc. | | | | | 1,818,032 | | | | | | 0.4 | | |
13,000 (1) | | | Wesco International, Inc. | | | | | 1,392,300 | | | | | | 0.3 | | |
146,300 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 4,743,046 | | | | | | 0.9 | | |
25,141 | | | Woodward, Inc. | | | | | 2,325,291 | | | | | | 0.5 | | |
| | | | | | | | 108,434,799 | | | | | | 21.3 | | |
| | | Information Technology: 12.5% | | ||||||||||||
101,947 (1) | | | Allegro MicroSystems, Inc. | | | | | 2,109,283 | | | | | | 0.4 | | |
22,400 (1) | | | Alpha & Omega Co. | | | | | 746,816 | | | | | | 0.2 | | |
3,200 (1) | | | Ambarella, Inc. | | | | | 209,472 | | | | | | 0.0 | | |
37,700 | | | Amkor Technology, Inc. | | | | | 639,015 | | | | | | 0.1 | | |
19,500 (1) | | | Asana, Inc. | | | | | 342,810 | | | | | | 0.1 | | |
336 (1) | | | Aspen Technology, Inc. | | | | | 61,724 | | | | | | 0.0 | | |
40,500 (1) | | | Avaya Holdings Corp. | | | | | 90,720 | | | | | | 0.0 | | |
17,000 (1) | | | Avid Technology, Inc. | | | | | 441,150 | | | | | | 0.1 | | |
29,170 | | | Badger Meter, Inc. | | | | | 2,359,561 | | | | | | 0.5 | | |
45,800 | | | Benchmark Electronics, Inc. | | | | | 1,033,248 | | | | | | 0.2 | | |
16,100 (1) | | | Blackbaud, Inc. | | | | | 934,927 | | | | | | 0.2 | | |
3,400 (1) | | | Blackline, Inc. | | | | | 226,440 | | | | | | 0.0 | | |
4,300 (1) | | | Cerence, Inc. | | | | | 108,489 | | | | | | 0.0 | | |
103,902 (1) | | | Clearwater Analytics Holdings, Inc. | | | | | 1,250,980 | | | | | | 0.3 | | |
25,700 (1) | | | Commvault Systems, Inc. | | | | | 1,616,530 | | | | | | 0.3 | | |
3,266 (1) | | | Consensus Cloud Solutions, Inc. | | | | | 142,659 | | | | | | 0.0 | | |
33,500 | | | CSG Systems International, Inc. | | | | | 1,999,280 | | | | | | 0.4 | | |
10,400 (1) | | | Digital Turbine, Inc. | | | | | 181,688 | | | | | | 0.0 | | |
17,153 (1)(2) | | | DigitalOcean Holdings, Inc. | | | | | 709,448 | | | | | | 0.1 | | |
4,700 (1) | | | Diodes, Inc. | | | | | 303,479 | | | | | | 0.1 | | |
60,983 (1)(2) | | | Duck Creek Technologies, Inc. | | | | | 905,598 | | | | | | 0.2 | | |
149,121 (1) | | | eGain Corp. | | | | | 1,453,930 | | | | | | 0.3 | | |
39,568 (1) | | | Envestnet, Inc. | | | | | 2,088,003 | | | | | | 0.4 | | |
35,700 (1) | | | EverCommerce, Inc. | | | | | 322,728 | | | | | | 0.1 | | |
10,200 (1) | | | Fabrinet | | | | | 827,220 | | | | | | 0.2 | | |
29,019 (1) | | | Guidewire Software, Inc. | | | | | 2,060,059 | | | | | | 0.4 | | |
172,600 | | | Information Services Group, Inc. | | | | | 1,166,776 | | | | | | 0.2 | | |
10,000 (1) | | | International Money Express, Inc. | | | | | 204,700 | | | | | | 0.0 | | |
31,734 (1) | | | MACOM Technology Solutions Holdings, Inc. | | | | | 1,462,937 | | | | | | 0.3 | | |
16,300 (1)(2) | | | Marathon Digital Holdings, Inc. | | | | | 87,042 | | | | | | 0.0 | | |
375 (1)(2) | | | MicroStrategy, Inc. | | | | | 61,612 | | | | | | 0.0 | | |
48,731 (1)(2) | | | nCino, Inc. | | | | | 1,506,762 | | | | | | 0.3 | | |
84,435 (1) | | | nLight, Inc. | | | | | 862,926 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
26,358 (1) | | | Novanta, Inc. | | | | $ | 3,196,435 | | | | | | 0.6 | | |
8,800 (1) | | | OSI Systems, Inc. | | | | | 751,872 | | | | | | 0.2 | | |
15,000 (1) | | | PagerDuty, Inc. | | | | | 371,700 | | | | | | 0.1 | | |
88,205 (1) | | | Paycor HCM, Inc. | | | | | 2,293,330 | | | | | | 0.5 | | |
8,600 (1) | | | PDF Solutions, Inc. | | | | | 184,986 | | | | | | 0.0 | | |
7,300 (1) | | | Perficient, Inc. | | | | | 669,337 | | | | | | 0.1 | | |
57,793 | | | Power Integrations, Inc. | | | | | 4,335,053 | | | | | | 0.9 | | |
54,123 (1) | | | Q2 Holdings, Inc. | | | | | 2,087,524 | | | | | | 0.4 | | |
8,300 (1) | | | Qualys, Inc. | | | | | 1,046,962 | | | | | | 0.2 | | |
6,800 (1) | | | Rambus, Inc. | | | | | 146,132 | | | | | | 0.0 | | |
8,600 (1) | | | SailPoint Technologies Holding, Inc. | | | | | 539,048 | | | | | | 0.1 | | |
36,200 (1) | | | Sanmina Corp. | | | | | 1,474,426 | | | | | | 0.3 | | |
9,500 (1) | | | Scansource, Inc. | | | | | 295,830 | | | | | | 0.1 | | |
9,100 (1) | | | Semtech Corp. | | | | | 500,227 | | | | | | 0.1 | | |
24,600 (1) | | | Silicon Laboratories, Inc. | | | | | 3,449,412 | | | | | | 0.7 | | |
36,100 (1) | | | SMART Global Holdings, Inc. | | | | | 590,957 | | | | | | 0.1 | | |
900 (1) | | | SPS Commerce, Inc. | | | | | 101,745 | | | | | | 0.0 | | |
25,500 (1) | | | Super Micro Computer, Inc. | | | | | 1,028,925 | | | | | | 0.2 | | |
800 (1) | | | Synaptics, Inc. | | | | | 94,440 | | | | | | 0.0 | | |
5,000 (1) | | | Tenable Holdings, Inc. | | | | | 227,050 | | | | | | 0.0 | | |
17,600 | | | TTEC Holdings, Inc. | | | | | 1,194,864 | | | | | | 0.2 | | |
162,000 (1) | | | TTM Technologies, Inc. | | | | | 2,025,000 | | | | | | 0.4 | | |
13,100 (1) | | | Ultra Clean Holdings, Inc. | | | | | 389,987 | | | | | | 0.1 | | |
30,200 (1) | | | Unisys Corp. | | | | | 363,306 | | | | | | 0.1 | | |
60,100 (1) | | | Verint Systems, Inc. | | | | | 2,545,235 | | | | | | 0.5 | | |
12,300 (1) | | | Vishay Precision Group, Inc. | | | | | 358,299 | | | | | | 0.1 | | |
22,060 (1) | | | WEX, Inc. | | | | | 3,431,654 | | | | | | 0.7 | | |
900 (1) | | | Workiva, Inc. | | | | | 59,391 | | | | | | 0.0 | | |
39,100 | | | Xperi Holding Corp. | | | | | 564,213 | | | | | | 0.1 | | |
67,000 (1) | | | Zuora, Inc. | | | | | 599,650 | | | | | | 0.1 | | |
| | | | | | | | 63,435,002 | | | | | | 12.5 | | |
| | | Materials: 3.8% | | ||||||||||||
15,100 | | | AdvanSix, Inc. | | | | | 504,944 | | | | | | 0.1 | | |
2,200 | | | Alcoa Corp. | | | | | 100,276 | | | | | | 0.0 | | |
5,000 (1) | | | Allegheny Technologies, Inc. | | | | | 113,550 | | | | | | 0.0 | | |
2,200 | | | Alpha Metallurgical Resources, Inc. | | | | | 284,086 | | | | | | 0.1 | | |
42,568 | | | Aptargroup, Inc. | | | | | 4,393,443 | | | | | | 0.9 | | |
26,550 (1) | | | Arconic Corp. | | | | | 744,728 | | | | | | 0.2 | | |
16,100 | | | Avient Corp. | | | | | 645,288 | | | | | | 0.1 | | |
14,100 | | | Cabot Corp. | | | | | 899,439 | | | | | | 0.2 | | |
9,500 (1) | | | Cleveland-Cliffs, Inc. | | | | | 146,015 | | | | | | 0.0 | | |
29,600 (1) | | | Coeur Mining, Inc. | | | | | 89,984 | | | | | | 0.0 | | |
30,600 | | | Commercial Metals Co. | | | | | 1,012,860 | | | | | | 0.2 | | |
37,900 (1) | | | Constellium SE | | | | | 500,659 | | | | | | 0.1 | | |
147,878 (1) | | | Diversey Holdings Ltd. | | | | | 975,995 | | | | | | 0.2 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
9,300 | | | Ecovyst, Inc. | | | | $ | 91,605 | | | | | | 0.0 | | |
1,700 | | | HB Fuller Co. | | | | | 102,357 | | | | | | 0.0 | | |
15,800 | | | Hecla Mining Co. | | | | | 61,936 | | | | | | 0.0 | | |
9,800 (1) | | | Ingevity Corp. | | | | | 618,772 | | | | | | 0.1 | | |
9,400 | | | Louisiana-Pacific Corp. | | | | | 492,654 | | | | | | 0.1 | | |
3,700 | | | Minerals Technologies, Inc. | | | | | 226,958 | | | | | | 0.1 | | |
5,300 | | | Olympic Steel, Inc. | | | | | 136,475 | | | | | | 0.0 | | |
13,909 | | | Pactiv Evergreen, Inc. | | | | | 138,534 | | | | | | 0.0 | | |
20,075 | | | Quaker Chemical Corp. | | | | | 3,001,614 | | | | | | 0.6 | | |
6,100 | | | Schnitzer Steel Industries, Inc. | | | | | 200,324 | | | | | | 0.0 | | |
30,300 | | | Schweitzer-Mauduit International, Inc. | | | | | 761,136 | | | | | | 0.2 | | |
2,500 | | | Sensient Technologies Corp. | | | | | 201,400 | | | | | | 0.0 | | |
27,000 | | | SunCoke Energy, Inc. | | | | | 183,870 | | | | | | 0.0 | | |
21,300 | | | Tronox Holdings PLC | | | | | 357,840 | | | | | | 0.1 | | |
87,668 | | | Valvoline, Inc. | | | | | 2,527,468 | | | | | | 0.5 | | |
| | | | | | | | 19,514,210 | | | | | | 3.8 | | |
| | | Real Estate: 6.4% | | ||||||||||||
17,900 | | | Agree Realty Corp. | | | | | 1,291,127 | | | | | | 0.3 | | |
20,800 | | | Alexander & Baldwin, Inc. | | | | | 373,360 | | | | | | 0.1 | | |
3,200 | | | American Assets Trust, Inc. | | | | | 95,040 | | | | | | 0.0 | | |
14,300 (1) | | | Anywhere Real Estate, Inc. | | | | | 140,569 | | | | | | 0.0 | | |
50,300 | | | Apple Hospitality REIT, Inc. | | | | | 737,901 | | | | | | 0.2 | | |
17,800 | | | Armada Hoffler Properties, Inc. | | | | | 228,552 | | | | | | 0.1 | | |
20,400 | | | Brandywine Realty Trust | | | | | 196,656 | | | | | | 0.0 | | |
11,800 | | | Broadstone Net Lease, Inc. | | | | | 242,018 | | | | | | 0.1 | | |
1,600 | | | Centerspace | | | | | 130,480 | | | | | | 0.0 | | |
3,500 (1) | | | Chatham Lodging Trust | | | | | 36,575 | | | | | | 0.0 | | |
13,600 | | | City Office REIT, Inc. | | | | | 176,120 | | | | | | 0.0 | | |
2,600 | | | Community Healthcare Trust, Inc. | | | | | 94,146 | | | | | | 0.0 | | |
13,300 | | | Corporate Office Properties Trust SBI MD | | | | | 348,327 | | | | | | 0.1 | | |
7,556 | | | Cousins Properties, Inc. | | | | | 220,862 | | | | | | 0.0 | | |
42,822 | | | CubeSmart | | | | | 1,829,356 | | | | | | 0.4 | | |
190,038 (1) | | | Cushman & Wakefield PLC | | | | | 2,896,179 | | | | | | 0.6 | | |
19,900 (1) | | | DiamondRock Hospitality Co. | | | | | 163,379 | | | | | | 0.0 | | |
20,925 | | | EastGroup Properties, Inc. | | | | | 3,229,355 | | | | | | 0.6 | | |
17,300 (1) | | | Equity Commonwealth | | | | | 476,269 | | | | | | 0.1 | | |
9,900 | | | Essential Properties Realty Trust, Inc. | | | | | 212,751 | | | | | | 0.0 | | |
10,675 | | | First Industrial Realty Trust, Inc. | | | | | 506,849 | | | | | | 0.1 | | |
4,300 | | | Four Corners Property Trust, Inc. | | | | | 114,337 | | | | | | 0.0 | | |
9,400 | | | Getty Realty Corp. | | | | | 249,100 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
9,500 | | | Gladstone Commercial Corp. | | | | $ | 178,980 | | | | | | 0.0 | | |
6,500 | | | Global Medical REIT, Inc. | | | | | 72,995 | | | | | | 0.0 | | |
39,600 | | | Healthcare Realty Trust, Inc. | | | | | 1,077,120 | | | | | | 0.2 | | |
1,800 | | | Highwoods Properties, Inc. | | | | | 61,542 | | | | | | 0.0 | | |
18,600 | | | Independence Realty Trust, Inc. | | | | | 385,578 | | | | | | 0.1 | | |
1,153 (1) | | | Jones Lang LaSalle, Inc. | | | | | 201,613 | | | | | | 0.0 | | |
43,900 | | | Kennedy-Wilson Holdings, Inc. | | | | | 831,466 | | | | | | 0.2 | | |
86,528 | | | Kite Realty Group Trust | | | | | 1,496,069 | | | | | | 0.3 | | |
83,864 | | | National Retail Properties, Inc. | | | | | 3,606,152 | | | | | | 0.7 | | |
19,400 | | | National Storage Affiliates Trust | | | | | 971,358 | | | | | | 0.2 | | |
121,717 | | | Outfront Media, Inc. | | | | | 2,063,103 | | | | | | 0.4 | | |
49,700 | | | Paramount Group, Inc. | | | | | 359,331 | | | | | | 0.1 | | |
11,300 | | | Phillips Edison & Co., Inc. | | | | | 377,533 | | | | | | 0.1 | | |
25,200 | | | Physicians Realty Trust | | | | | 439,740 | | | | | | 0.1 | | |
22,000 | | | Piedmont Office Realty Trust, Inc. | | | | | 288,640 | | | | | | 0.1 | | |
9,600 | | | Plymouth Industrial REIT, Inc. | | | | | 168,384 | | | | | | 0.0 | | |
15,200 | | | PotlatchDeltic Corp. | | | | | 671,688 | | | | | | 0.1 | | |
29,100 | | | Retail Opportunity Investments Corp. | | | | | 459,198 | | | | | | 0.1 | | |
6,700 | | | RLJ Lodging Trust | | | | | 73,901 | | | | | | 0.0 | | |
2,400 | | | RMR Group, Inc. | | | | | 68,040 | | | | | | 0.0 | | |
30,295 (1) | | | Ryman Hospitality Properties | | | | | 2,303,329 | | | | | | 0.5 | | |
56,600 | | | SITE Centers Corp. | | | | | 762,402 | | | | | | 0.2 | | |
7,200 | | | STAG Industrial, Inc. | | | | | 222,336 | | | | | | 0.0 | | |
6,800 (1) | | | Summit Hotel Properties, Inc. | | | | | 49,436 | | | | | | 0.0 | | |
10,503 (1) | | | Sunstone Hotel Investors, Inc. | | | | | 104,190 | | | | | | 0.0 | | |
8,000 | | | Terreno Realty Corp. | | | | | 445,840 | | | | | | 0.1 | | |
4,900 | | | UMH Properties, Inc. | | | | | 86,534 | | | | | | 0.0 | | |
50,200 (1) | | | Xenia Hotels & Resorts, Inc. | | | | | 729,406 | | | | | | 0.1 | | |
| | | | | | | | 32,545,212 | | | | | | 6.4 | | |
| | | Utilities: 2.7% | | ||||||||||||
14,000 | | | Brookfield Infrastructure Corp. | | | | | 595,000 | | | | | | 0.1 | | |
4,600 | | | Chesapeake Utilities Corp. | | | | | 595,930 | | | | | | 0.1 | | |
17,700 | | | Clearway Energy, Inc. - Class A | | | | | 565,869 | | | | | | 0.1 | | |
48,300 | | | Clearway Energy, Inc. - Class C | | | | | 1,682,772 | | | | | | 0.3 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: (continued) | | | | |||||||||||||||||||
| | | Utilities (continued) | | | | ||||||||||||||||
5,300 | | | Idacorp, Inc. | | | | $ | 561,376 | | | | | | 0.1 | | | | | ||||
48,186 | | | NorthWestern Corp. | | | | | 2,839,601 | | | | | | 0.6 | | | | | ||||
5,800 | | | ONE Gas, Inc. | | | | | 470,902 | | | | | | 0.1 | | | | | ||||
84,395 | | | Portland General Electric Co. | | | | | 4,078,810 | | | | | | 0.8 | | | | | ||||
8,300 | | | Southwest Gas Holdings, Inc. | | | | | 722,764 | | | | | | 0.2 | | | | | ||||
6,610 | | | Spire, Inc. | | | | | 491,586 | | | | | | 0.1 | | | | | ||||
7,100 | | | Unitil Corp. | | | | | 416,912 | | | | | | 0.1 | | | | | ||||
45,800 | | | Via Renewables, Inc. | | | | | 350,828 | | | | | | 0.1 | | | | | ||||
5,544 | | | Vistra Corp. | | | | | 126,680 | | | | | | 0.0 | | | | | ||||
| | | | | | | | 13,499,030 | | | | | | 2.7 | | | | | ||||
| | | Total Common Stock (Cost $503,269,956) | | | | | 493,499,694 | | | | | | 96.9 | | | | | ||||
RIGHTS: —% | | | | |||||||||||||||||||
| | | Health Care: —% | | | | | | | | ||||||||||||
28,260 (1)(3)(4) | | | Aduro Biotech, Inc. - CVR | | | | | — | | | | | | — | | | | | ||||
| | | Total Rights (Cost $—) | | | | | — | | | | | | — | | | | | ||||
| | | Total Long-Term Investments (Cost $503,269,956) | | | | | 493,499,694 | | | | | | 96.9 | | | | | ||||
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.5% | | |||||||||||||||
| | | Repurchase Agreements: 1.4% | | ||||||||||||
1,773,381 (5) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,773,456, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $1,808,849, due 01/20/24-06/20/52) | | | | | 1,773,381 | | | | | | 0.3 | | |
315,247 (5) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.49%, due 07/01/22 (Repurchase Amount $315,260, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $321,552, due 07/26/22-02/15/50) | | | | | 315,247 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,773,381 (5) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,773,456, collateralized by various U.S. Government Agency Obligations, 3.000%-5.000%, Market Value plus accrued interest $1,808,849, due 11/01/26-07/01/52) | | | | $ | 1,773,381 | | | | | | 0.3 | | |
1,773,381 (5) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $1,773,458, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $1,808,850, due 07/01/22-09/09/49) | | | | | 1,773,381 | | | | | | 0.4 | | |
1,773,381 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,773,456, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,808,849, due 08/16/22-05/20/52) | | | | | 1,773,381 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $7,408,771) | | | | | 7,408,771 | | | | | | 1.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 4.1% | | ||||||||||||
20,583,949 (5)(6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 20,583,949 | | | | | | 4.0 | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
210,000 (6) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | $ | 210,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $20,793,949) | | | | | 20,793,949 | | | | | | 4.1 | | |
| | | Total Short-Term Investments (Cost $28,202,720) | | | | | 28,202,720 | | | | | | 5.5 | | |
| | | Total Investments in Securities (Cost $531,472,676) | | | | $ | 521,702,414 | | | | | | 102.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (12,174,215) | | | | | | (2.4) | | |
| | | Net Assets | | | | $ | 509,528,199 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 493,499,694 | | | | | $ | — | | | | | $ | — | | | | | $ | 493,499,694 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 20,793,949 | | | | | | 7,408,771 | | | | | | — | | | | | | 28,202,720 | | |
Total Investments, at fair value | | | | $ | 514,293,643 | | | | | $ | 7,408,771 | | | | | $ | — | | | | | $ | 521,702,414 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (269,474) | | | | | $ | — | | | | | $ | — | | | | | $ | (269,474) | | |
Total Liabilities | | | | $ | (269,474) | | | | | $ | — | | | | | $ | — | | | | | $ | (269,474) | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. - CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
VY® JPMorgan Small Cap | PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 133 | | | | | | 09/16/22 | | | | | $ | 11,358,200 | | | | | $ | (269,474) | | |
| | | | | | | | | | | | | | | | $ | 11,358,200 | | | | | $ | (269,474) | | |
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* | | | | $ | 269,474 | | |
| | | | | | | $ | 269,474 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,975,101) | | |
Total | | | | $ | (1,975,101) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (460,770) | | |
Total | | | | $ | (460,770) | | |
| Cost for federal income tax purposes was $537,065,345. | | ||||||
| Net unrealized depreciation consisted of: | | ||||||
| Gross Unrealized Appreciation | | | | $ | 51,389,668 | | |
| Gross Unrealized Depreciation | | | | | (67,021,934) | | |
| Net Unrealized Depreciation | | | | $ | (15,632,266) | | |
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
Voya Investors Trust
■ | VY® | BlackRock Inflation Protected Bond Portfolio Classes ADV, I and S |
Voya Variable Insurance Trust
■ | 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. |
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 period 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.
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2022* | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2022* | |||||||||||||||||||||||||
VY®BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 893.00 | 1.17 | % | $ | 5.49 | $ | 1,000.00 | $ | 1,018.99 | 1.17 | % | $ | 5.86 | ||||||||||||||||
Class I | 1,000.00 | 896.10 | 0.57 | 2.68 | 1,000.00 | 1,021.97 | 0.57 | 2.86 | ||||||||||||||||||||||||
Class S | 1,000.00 | 895.10 | 0.82 | 3.85 | 1,000.00 | 1,020.73 | 0.82 | 4.11 | ||||||||||||||||||||||||
VY® BrandywineGLOBAL — Bond Portfolio | ||||||||||||||||||||||||||||||||
$ | 1,000.00 | $ | 934.00 | 0.57 | % | $ | 2.73 | $ | 1,000.00 | $ | 1,021.97 | 0.57 | % | $ | 2.86 |
* | 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* | $ | 282,521,611 | $ | 274,152,164 | |||||||
Short-term investments at fair value† | 11,449,151 | 5,891,436 | |||||||||
Cash collateral for futures contracts | — | 1,858,516 | |||||||||
Cash pledged for centrally cleared swaps (Note 2) | 4,274,000 | — | |||||||||
Foreign currencies at value‡ | 54,554 | — | |||||||||
Receivables: | |||||||||||
Investment securities sold | 2,125,188 | — | |||||||||
Investment securities sold on a delayed-delivery or when-issued basis | 9,978,134 | — | |||||||||
Fund shares sold | 4,648 | 83,860 | |||||||||
Dividends | 3,353 | 5,516 | |||||||||
Interest | 1,219,541 | 1,329,962 | |||||||||
Unrealized appreciation on forward foreign currency contracts | 136,826 | — | |||||||||
Unrealized appreciation on OTC swap agreements | 1,325,687 | — | |||||||||
Prepaid expenses | 3,527 | 3,706 | |||||||||
Other assets | 16,423 | 5,613 | |||||||||
Total assets | 313,112,643 | 283,330,773 | |||||||||
LIABILITIES: | |||||||||||
Payable for investment securities purchased | 4,766,569 | — | |||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | 23,806,479 | — | |||||||||
Payable for fund shares redeemed | 734,557 | 84,826 | |||||||||
Sales commitmentsˆˆˆ | 1,170,936 | — | |||||||||
Unrealized depreciation on forward foreign currency contracts | 58,666 | — | |||||||||
Variation margin payable on centrally cleared swaps | 721,402 | — | |||||||||
Variation margin payable on futures contracts | 216,696 | 490,417 | |||||||||
Cash received as collateral for OTC derivatives (Note 2) | 1,470,000 | — | |||||||||
Payable for investment management fees | 114,524 | 125,049 | |||||||||
Payable for distribution and shareholder service fees | 56,940 | — | |||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 16,423 | 5,613 | |||||||||
Payable for trustee fees | 762 | 801 | |||||||||
Other accrued expenses and liabilities | 85,544 | 64,811 | |||||||||
Written options, at fair valueˆ | 685,711 | — | |||||||||
Total liabilities | 33,905,209 | 771,517 | |||||||||
NET ASSETS | $ | 279,207,434 | $ | 282,559,256 | |||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||
Paid-in capital | $ | 356,620,496 | $ | 282,842,798 | |||||||
Total distributable loss | (77,413,062 | ) | (283,542 | ) | |||||||
NET ASSETS | $ | 279,207,434 | $ | 282,559,256 | |||||||
* Cost of investments in securities | $ | 305,884,059 | $ | 283,900,871 | |||||||
† Cost of short-term investments | $ | 11,498,247 | $ | 5,891,436 | |||||||
‡ Cost of foreign currencies | $ | 55,322 | $ | — | |||||||
ˆ Premiums received on written options | $ | 705,319 | $ | — | |||||||
ˆˆˆ Proceeds receivable from sales commitments | $ | 1,156,820 | $ | — |
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||
Class ADV | ||||||||
Net assets | $ | 48,418,268 | n/a | |||||
Shares authorized | unlimited | n/a | ||||||
Par value | $ | 0.001 | n/a | |||||
Shares outstanding | 5,265,716 | n/a | ||||||
Net asset value and redemption price per share | $ | 9.20 | n/a | |||||
Class I | ||||||||
Net assets | $ | 77,934,875 | n/a | |||||
Shares authorized | unlimited | n/a | ||||||
Par value | $ | 0.001 | n/a | |||||
Shares outstanding | 8,134,742 | n/a | ||||||
Net asset value and redemption price per share | $ | 9.58 | n/a | |||||
Class S | ||||||||
Net assets | $ | 152,854,291 | n/a | |||||
Shares authorized | unlimited | n/a | ||||||
Par value | $ | 0.001 | n/a | |||||
Shares outstanding | 16,090,227 | n/a | ||||||
Net asset value and redemption price per share | $ | 9.50 | n/a | |||||
Portfolio(1) | ||||||||
Net assets | n/a | $ | 282,559,256 | |||||
Shares authorized | n/a | unlimited | ||||||
Par value | n/a | $ | 0.001 | |||||
Shares outstanding | n/a | 26,964,911 | ||||||
Net asset value and redemption price per share | n/a | $ | 10.48 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||||
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 9,966 | $ | 12,290 | ||||||
Interest | 7,213,322 | (1) | 2,384,284 | |||||||
Total investment income | 7,223,288 | 2,396,574 | ||||||||
EXPENSES: | ||||||||||
Investment management fees | 805,124 | 794,872 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class ADV | 155,952 | — | ||||||||
Class S | 204,817 | — | ||||||||
Transfer agent fees: | 858 | |||||||||
Class ADV | 6,847 | — | ||||||||
Class I | 11,376 | — | ||||||||
Class S | 21,581 | — | ||||||||
Shareholder reporting expense | 7,421 | 1,629 | ||||||||
Registration fees | — | 4,449 | ||||||||
Professional fees | 25,159 | 18,530 | ||||||||
Custody and accounting expense | 49,985 | 31,200 | ||||||||
Trustee fees | 3,809 | 4,007 | ||||||||
Miscellaneous expense | 6,994 | 7,442 | ||||||||
Total expenses | 1,299,065 | 862,987 | ||||||||
Recouped/(Waived and reimbursed fees) | (75,556 | ) | 46,992 | |||||||
Net expenses | 1,223,509 | 909,979 | ||||||||
Net investment income | 5,999,779 | 1,486,595 | ||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | (6,521,382 | ) | (3,565,478 | ) | ||||||
Forward foreign currency contracts | 386,974 | — | ||||||||
Foreign currency related transactions | (251,900 | ) | — | |||||||
Futures | 4,720,346 | (5,132,979 | ) | |||||||
Swaps | 7,637,071 | — | ||||||||
Written options | (940,076 | ) | — | |||||||
Net realized gain (loss) | 5,031,033 | (8,698,457 | ) | |||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | (40,870,747 | ) | (14,709,166 | ) | ||||||
Forward foreign currency contracts | 6,630 | — | ||||||||
Foreign currency related transactions | (10,236 | ) | — | |||||||
Futures | 820,741 | (415,374 | ) | |||||||
Swaps | (4,349,119 | ) | — | |||||||
Written options | (24,861 | ) | — | |||||||
Sales commitments | (14,116 | ) | — | |||||||
Net change in unrealized appreciation (depreciation) | (44,441,708 | ) | (15,124,540 | ) | ||||||
Net realized and unrealized loss | (39,410,675 | ) | (23,822,997 | ) | ||||||
Decrease in net assets resulting from operations | $ | (33,410,896 | ) | $ | (22,336,402 | ) |
(1) | Includes net inflationary and deflationary adjustments. See Note 2 of the Notes to Financial Statements. |
STATEMENTS OF CHANGES IN NET ASSETS
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||||||||||
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 5,999,779 | $ | 7,734,657 | $ | 1,486,595 | $ | 2,832,682 | ||||||||
Net realized gain (loss) | 5,031,033 | 9,554,588 | (8,698,457 | ) | 14,721,215 | |||||||||||
Net change in unrealized appreciation (depreciation) | (44,441,708 | ) | (2,516,642 | ) | (15,124,540 | ) | (13,802,164 | ) | ||||||||
Increase (decrease) in net assets resulting from operations | (33,410,896 | ) | 14,772,603 | (22,336,402 | ) | 3,751,733 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | — | (27,082,394 | ) | |||||||||||||
Class ADV | (1,083,645 | ) | (1,140,854 | ) | — | — | ||||||||||
Class I | (1,947,743 | ) | (2,600,461 | ) | — | — | ||||||||||
Class S | (3,587,601 | ) | (4,058,689 | ) | — | — | ||||||||||
Total distributions | (6,618,989 | ) | (7,800,004 | ) | — | (27,082,394 | ) | |||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 19,590,541 | 83,578,121 | 58,657,295 | 86,294,017 | ||||||||||||
Reinvestment of distributions | 6,618,989 | 7,796,663 | — | 27,082,394 | ||||||||||||
26,209,530 | 91,374,784 | 58,657,295 | 113,376,411 | |||||||||||||
Cost of shares redeemed | (31,613,349 | ) | (73,208,287 | ) | (97,090,604 | ) | (65,382,155 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (5,403,819 | ) | 18,166,497 | (38,433,309 | ) | 47,994,256 | ||||||||||
Net increase (decrease) in net assets | (45,433,704 | ) | 25,139,096 | (60,769,711 | ) | 24,663,595 | ||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 324,641,138 | 299,502,042 | 343,328,967 | 318,665,372 | ||||||||||||
End of year or period | $ | 279,207,434 | $ | 324,641,138 | $ | 282,559,256 | $ | 343,328,967 |
Selected data for a share of beneficial interest outstanding throughout each year or period.
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 10.51 | 0.18 | • | (1.28 | ) | (1.10 | ) | 0.21 | — | — | 0.21 | — | 9.20 | (10.70 | ) | 1.22 | 1.17 | 1.17 | 3.61 | 48,418 | 112 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.28 | 0.22 | • | 0.24 | 0.46 | 0.23 | — | — | 0.23 | — | 10.51 | 4.54 | 1.22 | 1.18 | 1.18 | 2.14 | 56,857 | 156 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 10.94 | 0.21 | • | (1.33 | ) | (1.12 | ) | 0.24 | — | — | 0.24 | — | 9.58 | (10.39 | ) | 0.62 | 0.57 | 0.57 | 4.19 | 77,935 | 112 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.68 | 0.30 | • | 0.25 | 0.55 | 0.29 | — | — | 0.29 | — | 10.94 | 5.25 | 0.62 | 0.58 | 0.58 | 2.75 | 94,962 | 156 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 10.85 | 0.20 | • | (1.33 | ) | (1.13 | ) | 0.22 | — | — | 0.22 | — | 9.50 | (10.49 | ) | 0.87 | 0.82 | 0.82 | 3.97 | 152,854 | 112 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.60 | 0.26 | • | 0.26 | 0.52 | 0.27 | — | — | 0.27 | — | 10.85 | 4.94 | 0.87 | 0.83 | 0.83 | 2.48 | 172,822 | 156 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® BrandywineGLOBAL- Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 11.22 | 0.05 | • | (0.79 | ) | (0.74 | ) | — | — | — | — | — | 10.48 | (6.60 | ) | 0.54 | 0.57 | 0.57 | 0.94 | 282,559 | 86 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.03 | 0.10 | • | 0.04 | 0.14 | 0.19 | 0.76 | — | 0.95 | — | 11.22 | 1.15 | 0.54 | 0.58 | 0.58 | 0.84 | 343,329 | 57 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 81,509,494 | $ | 63,601,854 | ||||||
Bond Portfolio | 17,840,563 | — |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Purchases | Sales | ||||||||
---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 32,041,278 | $ | 29,654,754 | |||||
Bond Portfolio | 13,445,164 | 79,077,052 |
Purchases | Sales | ||||||||
---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 309,560,446 | $ | 311,656,607 | |||||
Bond Portfolio | 249,898,955 | 229,254,513 |
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 0.05% 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. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
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 | 18.43 | % | |||
Voya Solution 2025 Portfolio | Bond Portfolio | 15.61 | ||||
Voya Solution 2035 Portfolio | Bond Portfolio | 7.79 | ||||
Voya Solution Income Portfolio | Bond Portfolio | 11.37 | ||||
Voya Solution Moderately Aggressive Portfolio | Bond Portfolio | 6.84 |
Portfolio | Amount | ||
BlackRock Inflation Protected Bond | $ | 39,154 | |
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% |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES
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 | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 457,275 | — | 111,010 | (714,294 | ) | (146,009 | ) | 4,552,274 | — | 1,083,645 | (7,107,118 | ) | (1,471,199 | ) | ||||||||||||||||||||||||||
12/31/2021 | 1,290,830 | — | 109,761 | (597,143 | ) | 803,448 | 13,417,739 | — | 1,140,854 | (6,152,184 | ) | 8,406,409 | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 423,577 | — | 191,270 | (1,163,504 | ) | (548,657 | ) | 4,373,888 | — | 1,947,743 | (11,987,177 | ) | (5,665,546 | ) | ||||||||||||||||||||||||||
12/31/2021 | 3,024,968 | — | 240,645 | (3,264,739 | ) | 874 | 32,490,424 | — | 2,597,120 | (35,144,233 | ) | (56,689 | ) | |||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 1,029,577 | — | 355,592 | (1,228,438 | ) | 156,731 | 10,664,379 | — | 3,587,601 | (12,519,054 | ) | 1,732,926 | ||||||||||||||||||||||||||||
12/31/2021 | 3,522,483 | — | 378,853 | (3,005,965 | ) | 895,371 | 37,669,958 | — | 4,058,689 | (31,911,870 | ) | 9,816,777 | ||||||||||||||||||||||||||||
Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 5,368,511 | — | — | (9,005,392 | ) | (3,636,881 | ) | 58,657,295 | — | — | (97,090,604 | ) | (38,433,309 | ) | ||||||||||||||||||||||||||
12/31/2021 | 7,344,730 | — | 2,407,324 | (5,631,258 | ) | 4,120,796 | 86,294,017 | — | 27,082,394 | (65,382,155 | ) | 47,994,256 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTE 11 — FEDERAL INCOME TAXES
The tax composition of dividends and distributions to shareholders was as follows:
Year Ended December 31, 2021 | Year Ended December 31, 2020 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-Term Capital Gains | Ordinary Income | Return of Capital | |||||||||
BlackRock Inflation Protected Bond | $ | 7,800,004 | $ | — | $2,872,784 | $1,558,018 | ||||||
Bond Portfolio | 24,050,464 | 3,031,930 | 7,776,746 | — |
Undistributed Ordinary | Undistributed Long-Term | Unrealized Appreciation/ | Capital Loss Carryforwards | Total Distributable | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income | Capital Gains | (Depreciation) | Amount | Character | Expiration | Other | Earnings/(Loss) | |||||||||||||||||||
BlackRock Inflation Protected Bond | $ | 514,798 | $ | — | $ | 24,935,546 | $ | (1,477,247 | ) | Short-term | None | $(779,238) | $(37,383,177) | |||||||||||||
(60,577,036 | ) | Long-term | None | |||||||||||||||||||||||
$ | (62,054,283 | ) | ||||||||||||||||||||||||
Bond Portfolio | 11,931,574 | 5,175,566 | 4,960,459 | — | — | — | (14,739) | 22,052,860 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Type | Per Share Amount | Payable Date | Record Date | |||||
---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | ||||||||
Class ADV | NII | $0.0506 | August 1, 2022 | July 28, 2022 | ||||
Class I | NII | $0.0551 | August 1, 2022 | July 28, 2022 | ||||
Class S | NII | $0.0532 | August 1, 2022 | July 28, 2022 | ||||
Bond Portfolio | NII | $0.1055 | July 14, 2022 | July 12, 2022 | ||||
STCG | $0.3382 | July 14, 2022 | July 12, 2022 | |||||
LTCG | $0.1925 | July 14, 2022 | July 12, 2022 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 28.1% | ||||||||||||
Basic Materials: 0.5% | ||||||||||||
45,000 | Air Products and Chemicals, Inc., 2.800%, 05/15/2050 | $ | 34,053 | 0.0 | ||||||||
484,000 | (1) | Anglo American Capital PLC, 4.500%, 03/15/2028 | 470,417 | 0.2 | ||||||||
246,000 | DuPont de Nemours, Inc., 4.493%, 11/15/2025 | 248,048 | 0.1 | |||||||||
4,000 | Ecolab, Inc., 2.700%, 12/15/2051 | 2,857 | 0.0 | |||||||||
37,000 | Ecolab, Inc., 2.750%, 08/18/2055 | 25,853 | 0.0 | |||||||||
49,000 | (1) | Georgia-Pacific LLC, 0.625%, 05/15/2024 | 46,083 | 0.0 | ||||||||
371,000 | (1) | Glencore Funding LLC, 2.500%, 09/01/2030 | 302,575 | 0.1 | ||||||||
11,000 | (1) | Glencore Funding LLC, 2.625%, 09/23/2031 | 8,876 | 0.0 | ||||||||
15,000 | (1) | Glencore Funding LLC, 3.375%, 09/23/2051 | 10,257 | 0.0 | ||||||||
51,000 | LYB International Finance III LLC, 4.200%, 05/01/2050 | 41,551 | 0.0 | |||||||||
170,000 | Nucor Corp., 4.300%, 05/23/2027 | 169,521 | 0.1 | |||||||||
71,000 | Westlake Corp., 3.375%, 08/15/2061 | 47,962 | 0.0 | |||||||||
1,408,053 | 0.5 | |||||||||||
Communications: 3.0% | ||||||||||||
105,000 | Amazon.com, Inc., 4.100%, 04/13/2062 | 95,212 | 0.0 | |||||||||
33,000 | AT&T, Inc., 1.650%, 02/01/2028 | 28,578 | 0.0 | |||||||||
33,000 | AT&T, Inc., 2.250%, 02/01/2032 | 26,992 | 0.0 | |||||||||
450,000 | AT&T, Inc., 2.550%, 12/01/2033 | 365,575 | 0.1 | |||||||||
32,000 | AT&T, Inc., 3.500%, 06/01/2041 | 25,604 | 0.0 | |||||||||
99,000 | AT&T, Inc., 3.650%, 09/15/2059 | 74,366 | 0.0 | |||||||||
142,000 | AT&T, Inc., 3.800%, 12/01/2057 | 109,997 | 0.0 | |||||||||
85,000 | AT&T, Inc., 3.850%, 06/01/2060 | 65,848 | 0.0 | |||||||||
348,000 | AT&T, Inc., 4.300%, 02/15/2030 | 339,891 | 0.1 | |||||||||
430,000 | AT&T, Inc., 4.350%, 03/01/2029 | 423,674 | 0.2 | |||||||||
28,000 | AT&T, Inc., 4.500%, 05/15/2035 | 26,648 | 0.0 | |||||||||
20,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | 13,192 | 0.0 | |||||||||
311,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.950%, 06/30/2062 | 208,371 | 0.1 | |||||||||
175,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.400%, 04/01/2033 | 156,473 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Communications: (continued) | ||||||||||||
728,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.750%, 04/01/2048 | $ | 654,060 | 0.2 | ||||||||
182,000 | Comcast Corp., 2.450%, 08/15/2052 | 121,171 | 0.1 | |||||||||
357,000 | Comcast Corp., 3.400%, 04/01/2030 | 335,286 | 0.1 | |||||||||
395,000 | Comcast Corp., 4.150%, 10/15/2028 | 394,283 | 0.2 | |||||||||
69,000 | Comcast Corp., 4.600%, 10/15/2038 | 67,038 | 0.0 | |||||||||
98,000 | (1) | Cox Communications, Inc., 3.600%, 06/15/2051 | 73,956 | 0.0 | ||||||||
74,000 | eBay, Inc., 1.400%, 05/10/2026 | 66,656 | 0.0 | |||||||||
31,000 | Expedia Group, Inc., 3.250%, 02/15/2030 | 25,883 | 0.0 | |||||||||
155,000 | FactSet Research Systems, Inc., 3.450%, 03/01/2032 | 136,045 | 0.1 | |||||||||
483,000 | Motorola Solutions, Inc., 2.750%, 05/24/2031 | 390,793 | 0.2 | |||||||||
118,000 | Motorola Solutions, Inc., 5.600%, 06/01/2032 | 119,106 | 0.1 | |||||||||
102,000 | Paramount Global, 4.375%, 03/15/2043 | 79,061 | 0.0 | |||||||||
243,000 | (1) | Rogers Communications, Inc., 3.800%, 03/15/2032 | 222,495 | 0.1 | ||||||||
135,000 | (1) | Rogers Communications, Inc., 4.550%, 03/15/2052 | 118,870 | 0.1 | ||||||||
10,000 | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 8,691 | 0.0 | |||||||||
81,000 | (1) | T-Mobile USA, Inc., 3.400%, 10/15/2052 | 59,999 | 0.0 | ||||||||
1,124,000 | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 1,083,235 | 0.4 | |||||||||
7,000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 6,539 | 0.0 | |||||||||
121,000 | Verizon Communications, Inc., 1.750%, 01/20/2031 | 97,303 | 0.0 | |||||||||
1,260,000 | Verizon Communications, Inc., 2.100%, 03/22/2028 | 1,120,190 | 0.4 | |||||||||
1,059,000 | Verizon Communications, Inc., 2.355%, 03/15/2032 | 878,967 | 0.3 | |||||||||
386,000 | Verizon Communications, Inc., 2.550%, 03/21/2031 | 330,361 | 0.1 | |||||||||
97,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 95,689 | 0.0 | |||||||||
8,446,098 | 3.0 | |||||||||||
Consumer, Cyclical: 1.3% | ||||||||||||
70,000 | American Honda Finance Corp., 2.900%, 02/16/2024 | 69,314 | 0.0 | |||||||||
79,000 | General Motors Financial Co., Inc., 2.750%, 06/20/2025 | 74,234 | 0.0 | |||||||||
2,500,000 | (1) | Hyundai Capital America, 2.650%, 02/10/2025 | 2,387,045 | 0.9 | ||||||||
400,000 | Lowe’s Cos, Inc., 1.700%, 09/15/2028 | 340,877 | 0.1 | |||||||||
35,000 | Lowe’s Cos, Inc., 2.800%, 09/15/2041 | 25,480 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||
246,000 | (1) | Magallanes, Inc., 3.428%, 03/15/2024 | $ | 241,548 | 0.1 | |||||||
38,000 | Marriott International, Inc./MD, 2.750%, 10/15/2033 | 29,931 | 0.0 | |||||||||
434,000 | (1) | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | 385,974 | 0.2 | ||||||||
3,554,403 | 1.3 | |||||||||||
Consumer, Non-cyclical: 2.6% | ||||||||||||
574,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 557,990 | 0.2 | |||||||||
708,000 | Altria Group, Inc., 3.400%, 02/04/2041 | 469,589 | 0.2 | |||||||||
27,000 | Amgen, Inc., 4.200%, 02/22/2052 | 23,732 | 0.0 | |||||||||
84,000 | Amgen, Inc., 4.663%, 06/15/2051 | 78,760 | 0.0 | |||||||||
154,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 147,785 | 0.1 | |||||||||
885,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 874,476 | 0.3 | |||||||||
201,000 | BAT Capital Corp., 4.540%, 08/15/2047 | 147,725 | 0.1 | |||||||||
387,000 | BAT International Finance PLC, 1.668%, 03/25/2026 | 343,101 | 0.1 | |||||||||
74,000 | Biogen, Inc., 3.150%, 05/01/2050 | 50,898 | 0.0 | |||||||||
31,000 | Boston Scientific Corp., 2.650%, 06/01/2030 | 27,080 | 0.0 | |||||||||
51,000 | (1) | Cargill, Inc., 0.400%, 02/02/2024 | 48,641 | 0.0 | ||||||||
299,000 | Cigna Corp., 4.125%, 11/15/2025 | 299,783 | 0.1 | |||||||||
431,000 | CVS Health Corp., 3.875%, 07/20/2025 | 428,920 | 0.2 | |||||||||
177,000 | CVS Health Corp., 4.250%, 04/01/2050 | 152,799 | 0.1 | |||||||||
82,000 | Elevance Health, Inc., 3.600%, 03/15/2051 | 66,728 | 0.0 | |||||||||
33,000 | Equifax, Inc., 2.350%, 09/15/2031 | 26,433 | 0.0 | |||||||||
185,000 | Gilead Sciences, Inc., 2.600%, 10/01/2040 | 135,546 | 0.0 | |||||||||
142,000 | Global Payments, Inc., 2.150%, 01/15/2027 | 126,153 | 0.0 | |||||||||
434,000 | Global Payments, Inc., 2.900%, 05/15/2030 | 366,619 | 0.1 | |||||||||
300,000 | (1) | HCA, Inc., 3.625%, 03/15/2032 | 253,425 | 0.1 | ||||||||
185,000 | (1) | HCA, Inc., 4.625%, 03/15/2052 | 148,290 | 0.1 | ||||||||
986,000 | HCA, Inc., 5.250%, 06/15/2026 | 982,864 | 0.4 | |||||||||
92,000 | Humana, Inc., 1.350%, 02/03/2027 | 80,518 | 0.0 | |||||||||
80,000 | Moody’s Corp., 3.100%, 11/29/2061 | 55,052 | 0.0 | |||||||||
20,000 | Moody’s Corp., 3.750%, 02/25/2052 | 16,367 | 0.0 | |||||||||
104,000 | Philip Morris International, Inc., 1.500%, 05/01/2025 | 97,637 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||
187,000 | Philip Morris International, Inc., 2.625%, 03/06/2023 | $ | 186,355 | 0.1 | ||||||||
144,000 | RELX Capital, Inc., 3.000%, 05/22/2030 | 129,566 | 0.0 | |||||||||
25,000 | RELX Capital, Inc., 4.750%, 05/20/2032 | 25,425 | 0.0 | |||||||||
20,000 | (1) | S&P Global, Inc., 2.450%, 03/01/2027 | 18,735 | 0.0 | ||||||||
4,000 | (1) | S&P Global, Inc., 3.900%, 03/01/2062 | 3,403 | 0.0 | ||||||||
286,000 | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 274,895 | 0.1 | |||||||||
206,000 | Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030 | 172,500 | 0.1 | |||||||||
284,000 | Thermo Fisher Scientific, Inc., 2.000%, 10/15/2031 | 238,388 | 0.1 | |||||||||
212,000 | UnitedHealth Group, Inc., 2.900%, 05/15/2050 | 159,213 | 0.1 | |||||||||
7,215,391 | 2.6 | |||||||||||
Energy: 2.5% | ||||||||||||
34,000 | BP Capital Markets America, Inc., 3.001%, 03/17/2052 | 24,568 | 0.0 | |||||||||
254,000 | (1) | Cameron LNG LLC, 3.302%, 01/15/2035 | 217,684 | 0.1 | ||||||||
9,000 | (1) | Cameron LNG LLC, 3.402%, 01/15/2038 | 7,671 | 0.0 | ||||||||
44,000 | Cenovus Energy, Inc./CA, 3.750%, 02/15/2052 | 33,489 | 0.0 | |||||||||
45,000 | Cheniere Corpus Christi Holdings LLC, 2.742%, 12/31/2039 | 35,594 | 0.0 | |||||||||
270,000 | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | 247,237 | 0.1 | |||||||||
449,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 451,033 | 0.2 | |||||||||
345,000 | Cheniere Corpus Christi Holdings LLC, 7.000%, 06/30/2024 | 357,769 | 0.1 | |||||||||
10,000 | Devon Energy Corp., 4.500%, 01/15/2030 | 9,456 | 0.0 | |||||||||
94,000 | Devon Energy Corp., 4.750%, 05/15/2042 | 85,393 | 0.0 | |||||||||
46,000 | Devon Energy Corp., 5.000%, 06/15/2045 | 42,760 | 0.0 | |||||||||
2,000 | Devon Energy Corp., 5.875%, 06/15/2028 | 2,043 | 0.0 | |||||||||
60,000 | Devon Energy Corp., 8.250%, 08/01/2023 | 62,387 | 0.0 | |||||||||
215,000 | Diamondback Energy, Inc., 3.125%, 03/24/2031 | 187,491 | 0.1 | |||||||||
234,000 | Diamondback Energy, Inc., 3.250%, 12/01/2026 | 228,482 | 0.1 | |||||||||
911,000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 835,299 | 0.3 | |||||||||
96,000 | Diamondback Energy, Inc., 4.250%, 03/15/2052 | 79,839 | 0.0 | |||||||||
148,000 | Diamondback Energy, Inc., 4.400%, 03/24/2051 | 126,365 | 0.1 | |||||||||
44,000 | Energy Transfer L.P., 3.600%, 02/01/2023 | 43,885 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Energy: (continued) | ||||||||||||
17,000 | Energy Transfer L.P., 3.900%, 05/15/2024 | $ | 16,880 | 0.0 | ||||||||
105,000 | Energy Transfer L.P., 4.000%, 10/01/2027 | 99,471 | 0.0 | |||||||||
177,000 | Energy Transfer L.P., 4.500%, 04/15/2024 | 177,199 | 0.1 | |||||||||
420,000 | Energy Transfer L.P., 4.950%, 06/15/2028 | 414,287 | 0.2 | |||||||||
126,000 | Energy Transfer L.P., 5.000%, 05/15/2050 | 107,412 | 0.0 | |||||||||
772,000 | Energy Transfer L.P., 5.500%, 06/01/2027 | 784,269 | 0.3 | |||||||||
125,000 | Energy Transfer L.P., 6.250%, 04/15/2049 | 121,432 | 0.0 | |||||||||
175,000 | Enterprise Products Operating LLC, 3.300%, 02/15/2053 | 127,569 | 0.1 | |||||||||
82,000 | Kinder Morgan, Inc., 3.600%, 02/15/2051 | 60,546 | 0.0 | |||||||||
96,000 | (1) | NGPL PipeCo LLC, 3.250%, 07/15/2031 | 80,090 | 0.0 | ||||||||
797,000 | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | 767,323 | 0.3 | |||||||||
196,000 | Sabine Pass Liquefaction LLC, 5.875%, 06/30/2026 | 202,852 | 0.1 | |||||||||
152,000 | (1) | Schlumberger Finance Canada Ltd., 2.650%, 11/20/2022 | 151,862 | 0.1 | ||||||||
85,000 | Targa Resources Corp., 4.950%, 04/15/2052 | 73,028 | 0.0 | |||||||||
438,000 | (1) | Texas Eastern Transmission L.P., 3.500%, 01/15/2028 | 413,639 | 0.2 | ||||||||
110,000 | Texas Eastern Transmission L.P., 7.000%, 07/15/2032 | 125,129 | 0.0 | |||||||||
78,000 | Transcontinental Gas Pipe Line Co. LLC, 7.850%, 02/01/2026 | 86,232 | 0.0 | |||||||||
6,887,665 | 2.5 | |||||||||||
Financial: 12.3% | ||||||||||||
72,000 | (1) | AIG Global Funding, 0.450%, 12/08/2023 | 68,819 | 0.0 | ||||||||
49,000 | Air Lease Corp., 2.875%, 01/15/2026 | 45,057 | 0.0 | |||||||||
72,000 | Alexandria Real Estate Equities, Inc., 2.950%, 03/15/2034 | 60,015 | 0.0 | |||||||||
207,000 | American Express Co., 2.550%, 03/04/2027 | 193,039 | 0.1 | |||||||||
142,000 | American International Group, Inc., 4.375%, 06/30/2050 | 126,231 | 0.0 | |||||||||
10,000 | American Tower Corp., 2.100%, 06/15/2030 | 8,018 | 0.0 | |||||||||
183,000 | American Tower Corp., 2.700%, 04/15/2031 | 150,796 | 0.1 | |||||||||
593,000 | American Tower Corp., 3.800%, 08/15/2029 | 544,863 | 0.2 | |||||||||
148,000 | Aon Corp., 2.800%, 05/15/2030 | 129,518 | 0.0 | |||||||||
33,000 | Aon Corp. / Aon Global Holdings PLC, 3.900%, 02/28/2052 | 27,067 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Financial: (continued) | ||||||||||||
317,000 | Ares Capital Corp., 2.150%, 07/15/2026 | $ | 266,080 | 0.1 | ||||||||
1,000,000 | (2) | Banco Santander SA, 0.701%, 06/30/2024 | 963,800 | 0.3 | ||||||||
484,000 | (2) | Bank of America Corp., 0.523%, 06/14/2024 | 466,730 | 0.2 | ||||||||
1,741,000 | (2) | Bank of America Corp., 1.319%, 06/19/2026 | 1,584,912 | 0.6 | ||||||||
1,376,000 | (2) | Bank of America Corp., 1.734%, 07/22/2027 | 1,225,486 | 0.4 | ||||||||
25,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | 20,003 | 0.0 | ||||||||
376,000 | (2) | Bank of America Corp., 2.015%, 02/13/2026 | 352,866 | 0.1 | ||||||||
838,000 | (2) | Bank of America Corp., 2.299%, 07/21/2032 | 678,026 | 0.2 | ||||||||
1,089,000 | (2) | Bank of America Corp., 2.551%, 02/04/2028 | 991,241 | 0.4 | ||||||||
193,000 | (2) | Bank of America Corp., 2.572%, 10/20/2032 | 159,389 | 0.1 | ||||||||
66,000 | (2) | Bank of America Corp., 2.687%, 04/22/2032 | 55,467 | 0.0 | ||||||||
467,000 | (2) | Bank of America Corp., 2.972%, 02/04/2033 | 398,276 | 0.1 | ||||||||
130,000 | (2) | Bank of America Corp., 3.004%, 12/20/2023 | 129,606 | 0.0 | ||||||||
57,000 | (2) | Bank of America Corp., 3.384%, 04/02/2026 | 55,326 | 0.0 | ||||||||
199,000 | (2) | Bank of America Corp., 3.559%, 04/23/2027 | 190,861 | 0.1 | ||||||||
55,000 | (2) | Bank of America Corp., 3.705%, 04/24/2028 | 52,482 | 0.0 | ||||||||
290,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | 288,893 | 0.1 | ||||||||
368,000 | Bank of America Corp., 3.950%, 04/21/2025 | 363,443 | 0.1 | |||||||||
303,000 | (2) | Bank of America Corp., 4.376%, 04/27/2028 | 298,570 | 0.1 | ||||||||
325,000 | (2) | Bank of America Corp., 4.571%, 04/27/2033 | 316,676 | 0.1 | ||||||||
200,000 | (2) | Barclays PLC, 3.811%, 03/10/2042 | 151,956 | 0.1 | ||||||||
342,000 | (2) | Barclays PLC, 4.338%, 05/16/2024 | 341,975 | 0.1 | ||||||||
34,000 | Berkshire Hathaway Finance Corp., 3.850%, 03/15/2052 | 29,169 | 0.0 | |||||||||
194,000 | (1) | Blackstone Private Credit Fund, 3.250%, 03/15/2027 | 164,749 | 0.1 | ||||||||
147,000 | (1) | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | 120,604 | 0.0 | ||||||||
184,000 | (2) | Capital One Financial Corp., 3.273%, 03/01/2030 | 162,996 | 0.1 | ||||||||
135,000 | (2) | Capital One Financial Corp., 5.268%, 05/10/2033 | 132,726 | 0.1 | ||||||||
80,000 | (2) | Citigroup, Inc., 0.776%, 10/30/2024 | 76,318 | 0.0 | ||||||||
480,000 | (2) | Citigroup, Inc., 2.014%, 01/25/2026 | 450,225 | 0.2 | ||||||||
9,000 | (2) | Citigroup, Inc., 2.520%, 11/03/2032 | 7,312 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Financial: (continued) | ||||||||||||
689,000 | (2) | Citigroup, Inc., 2.561%, 05/01/2032 | $ | 567,987 | 0.2 | |||||||
302,000 | (2) | Citigroup, Inc., 2.666%, 01/29/2031 | 256,696 | 0.1 | ||||||||
31,000 | (2) | Citigroup, Inc., 2.976%, 11/05/2030 | 27,083 | 0.0 | ||||||||
80,000 | (2) | Citigroup, Inc., 3.057%, 01/25/2033 | 67,887 | 0.0 | ||||||||
574,000 | (2) | Citigroup, Inc., 3.070%, 02/24/2028 | 532,879 | 0.2 | ||||||||
800,000 | (2) | Citigroup, Inc., 3.290%, 03/17/2026 | 774,388 | 0.3 | ||||||||
29,000 | (2) | Citigroup, Inc., 3.980%, 03/20/2030 | 27,147 | 0.0 | ||||||||
45,000 | (2) | Citigroup, Inc., 4.910%, 05/24/2033 | 44,454 | 0.0 | ||||||||
500,000 | Credit Suisse AG/New York NY, 1.250%, 08/07/2026 | 437,425 | 0.2 | |||||||||
53,000 | Crown Castle International Corp., 1.350%, 07/15/2025 | 48,501 | 0.0 | |||||||||
178,000 | Crown Castle International Corp., 2.250%, 01/15/2031 | 144,555 | 0.1 | |||||||||
55,000 | Crown Castle International Corp., 2.900%, 03/15/2027 | 50,767 | 0.0 | |||||||||
27,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 26,718 | 0.0 | |||||||||
118,000 | Crown Castle International Corp., 3.700%, 06/15/2026 | 114,002 | 0.0 | |||||||||
545,000 | Crown Castle International Corp., 3.800%, 02/15/2028 | 514,719 | 0.2 | |||||||||
200,000 | (1),(2) | Danske Bank A/S, 1.171%, 12/08/2023 | 197,379 | 0.1 | ||||||||
150,000 | Deutsche Bank AG/New York NY, 1.686%, 03/19/2026 | 134,698 | 0.1 | |||||||||
150,000 | (2) | Deutsche Bank AG/New York NY, 2.129%, 11/24/2026 | 133,412 | 0.1 | ||||||||
435,000 | Equinix, Inc., 3.200%, 11/18/2029 | 386,848 | 0.1 | |||||||||
477,000 | GLP Capital L.P. / GLP Financing II, Inc., 3.250%, 01/15/2032 | 383,253 | 0.1 | |||||||||
30,000 | GLP Capital L.P. / GLP Financing II, Inc., 4.000%, 01/15/2031 | 25,922 | 0.0 | |||||||||
141,000 | (2) | Goldman Sachs Group, Inc./The, 1.757%, 01/24/2025 | 135,652 | 0.1 | ||||||||
32,000 | (2) | Goldman Sachs Group, Inc./The, 2.615%, 04/22/2032 | 26,600 | 0.0 | ||||||||
724,000 | (2) | Goldman Sachs Group, Inc./The, 2.640%, 02/24/2028 | 657,617 | 0.2 | ||||||||
1,000,000 | (2) | Goldman Sachs Group, Inc./The, 2.905%, 07/24/2023 | 999,726 | 0.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Financial: (continued) | ||||||||||||
472,000 | Goldman Sachs Group, Inc./The, 3.000%, 03/15/2024 | $ | 466,126 | 0.2 | ||||||||
439,000 | (2) | Goldman Sachs Group, Inc./The, 3.102%, 02/24/2033 | 375,365 | 0.1 | ||||||||
1,794,000 | Goldman Sachs Group, Inc./The, 3.500%, 04/01/2025 | 1,760,919 | 0.6 | |||||||||
578,000 | (2) | Goldman Sachs Group, Inc./The, 3.615%, 03/15/2028 | 547,458 | 0.2 | ||||||||
100,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 98,193 | 0.0 | |||||||||
200,000 | (2) | HSBC Holdings PLC, 2.251%, 11/22/2027 | 178,346 | 0.1 | ||||||||
200,000 | (2) | HSBC Holdings PLC, 2.999%, 03/10/2026 | 190,610 | 0.1 | ||||||||
123,000 | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | 103,284 | 0.0 | |||||||||
41,000 | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | 34,523 | 0.0 | |||||||||
149,000 | Invitation Homes Operating Partnership L.P., 4.150%, 04/15/2032 | 135,438 | 0.1 | |||||||||
387,000 | (2) | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 345,034 | 0.1 | ||||||||
40,000 | (2) | JPMorgan Chase & Co., 1.953%, 02/04/2032 | 32,007 | 0.0 | ||||||||
2,623,000 | (2) | JPMorgan Chase & Co., 2.005%, 03/13/2026 | 2,459,481 | 0.9 | ||||||||
200,000 | (2) | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 187,266 | 0.1 | ||||||||
107,000 | (2) | JPMorgan Chase & Co., 2.580%, 04/22/2032 | 90,123 | 0.0 | ||||||||
680,000 | (2) | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 630,550 | 0.2 | ||||||||
240,000 | (2) | JPMorgan Chase & Co., 2.963%, 01/25/2033 | 206,192 | 0.1 | ||||||||
31,000 | (2) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 30,468 | 0.0 | ||||||||
495,000 | (2) | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 493,691 | 0.2 | ||||||||
250,000 | (2) | �� | JPMorgan Chase & Co., 4.080%, 04/26/2026 | 247,227 | 0.1 | |||||||
25,000 | (2) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 24,443 | 0.0 | ||||||||
200,000 | Lloyds Banking Group PLC, 4.375%, 03/22/2028 | 194,523 | 0.1 | |||||||||
105,000 | Marsh & McLennan Cos, Inc., 2.250%, 11/15/2030 | 88,707 | 0.0 | |||||||||
225,000 | (2) | Mitsubishi UFJ Financial Group, Inc., 1.538%, 07/20/2027 | 199,143 | 0.1 | ||||||||
30,000 | Mitsubishi UFJ Financial Group, Inc., 3.407%, 03/07/2024 | 29,790 | 0.0 | |||||||||
567,000 | (2) | Mizuho Financial Group, Inc., 2.260%, 07/09/2032 | 453,278 | 0.2 | ||||||||
690,000 | (2) | Morgan Stanley, 0.790%, 05/30/2025 | 642,924 | 0.2 | ||||||||
1,755,000 | (2) | Morgan Stanley, 1.512%, 07/20/2027 | 1,542,338 | 0.6 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Financial: (continued) | ||||||||||||
24,000 | (2) | Morgan Stanley, 1.593%, 05/04/2027 | $ | 21,346 | 0.0 | |||||||
165,000 | (2) | Morgan Stanley, 1.794%, 02/13/2032 | 129,951 | 0.1 | ||||||||
112,000 | (2) | Morgan Stanley, 1.928%, 04/28/2032 | 88,928 | 0.0 | ||||||||
148,000 | (2) | Morgan Stanley, 2.239%, 07/21/2032 | 120,053 | 0.0 | ||||||||
196,000 | (2) | Morgan Stanley, 2.511%, 10/20/2032 | 162,179 | 0.1 | ||||||||
400,000 | (2) | Morgan Stanley, 2.943%, 01/21/2033 | 343,236 | 0.1 | ||||||||
72,000 | (2) | Morgan Stanley, 3.772%, 01/24/2029 | 68,383 | 0.0 | ||||||||
167,000 | Morgan Stanley, 4.000%, 07/23/2025 | 167,101 | 0.1 | |||||||||
1,029,000 | (2) | Morgan Stanley, 4.431%, 01/23/2030 | 1,000,833 | 0.4 | ||||||||
188,000 | National Retail Properties, Inc., 3.000%, 04/15/2052 | 128,538 | 0.0 | |||||||||
204,000 | Nomura Holdings, Inc., 2.608%, 07/14/2031 | 162,916 | 0.1 | |||||||||
85,000 | (1) | Principal Life Global Funding II, 0.750%, 04/12/2024 | 80,441 | 0.0 | ||||||||
261,000 | Sumitomo Mitsui Financial Group, Inc., 1.902%, 09/17/2028 | 221,462 | 0.1 | |||||||||
310,000 | (1),(2) | UBS Group AG, 1.494%, 08/10/2027 | 271,493 | 0.1 | ||||||||
45,000 | VICI Properties L.P., 4.375%, 05/15/2025 | 44,022 | 0.0 | |||||||||
125,000 | VICI Properties L.P., 4.750%, 02/15/2028 | 119,539 | 0.0 | |||||||||
160,000 | VICI Properties L.P., 4.950%, 02/15/2030 | 151,925 | 0.1 | |||||||||
59,000 | (1) | VICI Properties L.P. / VICI Note Co., Inc., 3.750%, 02/15/2027 | 52,015 | 0.0 | ||||||||
112,000 | (1) | VICI Properties L.P. / VICI Note Co., Inc., 4.250%, 12/01/2026 | 102,525 | 0.0 | ||||||||
24,000 | (1) | VICI Properties L.P. / VICI Note Co., Inc., 4.500%, 09/01/2026 | 22,123 | 0.0 | ||||||||
32,000 | (1) | VICI Properties L.P. / VICI Note Co., Inc., 4.625%, 06/15/2025 | 30,495 | 0.0 | ||||||||
31,000 | (2) | Wells Fargo & Co., 2.393%, 06/02/2028 | 27,786 | 0.0 | ||||||||
104,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 98,200 | 0.0 | |||||||||
169,000 | (2) | Wells Fargo & Co., 3.584%, 05/22/2028 | 160,466 | 0.1 | ||||||||
195,000 | (2) | Wells Fargo & Co., 3.908%, 04/25/2026 | 192,025 | 0.1 | ||||||||
52,000 | Wells Fargo & Co., 4.150%, 01/24/2029 | 50,324 | 0.0 | |||||||||
80,000 | (2) | Wells Fargo & Co., 4.611%, 04/25/2053 | 74,166 | 0.0 | ||||||||
34,445,819 | 12.3 | |||||||||||
Industrial: 1.5% | ||||||||||||
150,000 | Agilent Technologies, Inc., 2.300%, 03/12/2031 | 122,356 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Industrial: (continued) | ||||||||||||
270,000 | Amcor Flexibles North America, Inc., 2.690%, 05/25/2031 | $ | 220,587 | 0.1 | ||||||||
20,000 | Burlington Northern Santa Fe LLC, 2.875%, 06/15/2052 | 14,979 | 0.0 | |||||||||
209,000 | Burlington Northern Santa Fe LLC, 3.300%, 09/15/2051 | 168,104 | 0.1 | |||||||||
40,000 | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | 38,764 | 0.0 | |||||||||
184,000 | CSX Corp., 2.500%, 05/15/2051 | 124,207 | 0.1 | |||||||||
45,000 | CSX Corp., 3.250%, 06/01/2027 | 43,219 | 0.0 | |||||||||
260,000 | GE Capital Funding LLC, 4.550%, 05/15/2032 | 251,111 | 0.1 | |||||||||
122,000 | General Dynamics Corp., 3.750%, 05/15/2028 | 119,835 | 0.0 | |||||||||
379,000 | Huntington Ingalls Industries, Inc., 2.043%, 08/16/2028 | 323,943 | 0.1 | |||||||||
10,000 | Huntington Ingalls Industries, Inc., 3.483%, 12/01/2027 | 9,360 | 0.0 | |||||||||
54,000 | L3Harris Technologies, Inc., 3.850%, 12/15/2026 | 52,961 | 0.0 | |||||||||
241,000 | Lockheed Martin Corp., 2.800%, 06/15/2050 | 179,816 | 0.1 | |||||||||
10,000 | Lockheed Martin Corp., 3.900%, 06/15/2032 | 9,879 | 0.0 | |||||||||
36,000 | Norfolk Southern Corp., 3.000%, 03/15/2032 | 32,497 | 0.0 | |||||||||
163,000 | Norfolk Southern Corp., 3.050%, 05/15/2050 | 119,774 | 0.0 | |||||||||
50,000 | Norfolk Southern Corp., 4.550%, 06/01/2053 | 47,377 | 0.0 | |||||||||
234,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 229,127 | 0.1 | |||||||||
230,000 | Northrop Grumman Corp., 5.250%, 05/01/2050 | 244,118 | 0.1 | |||||||||
59,000 | nVent Finance Sarl, 2.750%, 11/15/2031 | 48,024 | 0.0 | |||||||||
32,000 | (1) | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | 28,565 | 0.0 | ||||||||
62,000 | Raytheon Technologies Corp., 2.375%, 03/15/2032 | 52,537 | 0.0 | |||||||||
34,000 | Raytheon Technologies Corp., 2.820%, 09/01/2051 | 24,408 | 0.0 | |||||||||
242,000 | Raytheon Technologies Corp., 3.125%, 07/01/2050 | 185,656 | 0.1 | |||||||||
833,000 | Raytheon Technologies Corp., 4.125%, 11/16/2028 | 822,899 | 0.3 | |||||||||
18,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 17,197 | 0.0 | |||||||||
26,000 | Raytheon Technologies Corp., 4.625%, 11/16/2048 | 25,442 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Industrial: (continued) | ||||||||||||
55,000 | Republic Services, Inc., 2.375%, 03/15/2033 | $ | 45,009 | 0.0 | ||||||||
143,000 | Textron, Inc., 3.900%, 09/17/2029 | 134,723 | 0.1 | |||||||||
40,000 | Union Pacific Corp., 2.800%, 02/14/2032 | 35,648 | 0.0 | |||||||||
143,000 | Union Pacific Corp., 3.200%, 05/20/2041 | 116,912 | 0.0 | |||||||||
202,000 | Union Pacific Corp., 3.250%, 02/05/2050 | 158,853 | 0.1 | |||||||||
4,047,887 | 1.5 | |||||||||||
Technology: 2.4% | ||||||||||||
121,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 119,331 | 0.0 | |||||||||
186,000 | Autodesk, Inc., 2.400%, 12/15/2031 | 152,011 | 0.1 | |||||||||
528,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.500%, 01/15/2028 | 489,228 | 0.2 | |||||||||
221,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 212,842 | 0.1 | |||||||||
348,000 | (1) | Broadcom, Inc., 3.419%, 04/15/2033 | 288,151 | 0.1 | ||||||||
157,000 | (1) | Broadcom, Inc., 3.469%, 04/15/2034 | 127,986 | 0.1 | ||||||||
5,000 | Broadcom, Inc., 4.150%, 11/15/2030 | 4,586 | 0.0 | |||||||||
25,000 | (1) | Broadcom, Inc., 4.150%, 04/15/2032 | 22,599 | 0.0 | ||||||||
4,000 | (1) | Broadcom, Inc., 4.926%, 05/15/2037 | 3,592 | 0.0 | ||||||||
15,000 | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 18,718 | 0.0 | |||||||||
33,000 | DXC Technology Co., 2.375%, 09/15/2028 | 28,429 | 0.0 | |||||||||
265,000 | Electronic Arts, Inc., 1.850%, 02/15/2031 | 215,583 | 0.1 | |||||||||
246,000 | Equinix, Inc., 3.900%, 04/15/2032 | 222,776 | 0.1 | |||||||||
143,000 | Fidelity National Information Services, Inc., 3.100%, 03/01/2041 | 104,588 | 0.0 | |||||||||
195,000 | Fiserv, Inc., 3.500%, 07/01/2029 | 178,042 | 0.1 | |||||||||
142,000 | Intel Corp., 3.200%, 08/12/2061 | 104,086 | 0.0 | |||||||||
169,000 | International Business Machines Corp., 4.150%, 05/15/2039 | 152,770 | 0.1 | |||||||||
76,000 | KLA Corp., 3.300%, 03/01/2050 | 60,354 | 0.0 | |||||||||
85,000 | KLA Corp., 5.250%, 07/15/2062 | 87,755 | 0.0 | |||||||||
33,000 | Lam Research Corp., 2.875%, 06/15/2050 | 24,277 | 0.0 | |||||||||
341,000 | Leidos, Inc., 2.300%, 02/15/2031 | 272,002 | 0.1 | |||||||||
122,000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.500%, 05/11/2031 | 100,421 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Technology: (continued) | ||||||||||||
133,000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.150%, 05/01/2027 | $ | 123,390 | 0.0 | ||||||||
617,000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 4.300%, 06/18/2029 | 589,234 | 0.2 | |||||||||
1,322,000 | Oracle Corp., 1.650%, 03/25/2026 | 1,186,435 | 0.4 | |||||||||
31,000 | Oracle Corp., 3.600%, 04/01/2040 | 23,215 | 0.0 | |||||||||
55,000 | Oracle Corp., 3.600%, 04/01/2050 | 38,308 | 0.0 | |||||||||
1,208,000 | Oracle Corp., 3.650%, 03/25/2041 | 902,060 | 0.3 | |||||||||
80,000 | QUALCOMM, Inc., 3.250%, 05/20/2050 | 65,493 | 0.0 | |||||||||
74,000 | Salesforce, Inc., 3.050%, 07/15/2061 | 54,273 | 0.0 | |||||||||
219,000 | ServiceNow, Inc., 1.400%, 09/01/2030 | 171,586 | 0.1 | |||||||||
200,000 | TSMC Arizona Corp., 4.250%, 04/22/2032 | 197,473 | 0.1 | |||||||||
212,000 | VMware, Inc., 1.800%, 08/15/2028 | 176,271 | 0.1 | |||||||||
114,000 | VMware, Inc., 2.200%, 08/15/2031 | 89,886 | 0.0 | |||||||||
194,000 | Western Digital Corp., 2.850%, 02/01/2029 | 158,261 | 0.1 | |||||||||
6,766,012 | 2.4 | |||||||||||
Utilities: 2.0% | ||||||||||||
41,000 | AEP Texas, Inc., 3.450%, 05/15/2051 | 31,540 | 0.0 | |||||||||
467,000 | AEP Transmission Co. LLC, 2.750%, 08/15/2051 | 328,362 | 0.1 | |||||||||
308,000 | Alabama Power Co., 3.125%, 07/15/2051 | 231,191 | 0.1 | |||||||||
32,000 | Ameren Illinois Co., 2.900%, 06/15/2051 | 23,556 | 0.0 | |||||||||
94,000 | (1) | American Transmission Systems, Inc., 2.650%, 01/15/2032 | 79,722 | 0.0 | ||||||||
67,000 | Atmos Energy Corp., 2.850%, 02/15/2052 | 48,023 | 0.0 | |||||||||
25,000 | Baltimore Gas and Electric Co., 4.550%, 06/01/2052 | 24,276 | 0.0 | |||||||||
35,000 | CenterPoint Energy Houston Electric LLC, 3.350%, 04/01/2051 | 28,516 | 0.0 | |||||||||
87,000 | CenterPoint Energy Houston Electric LLC, 3.600%, 03/01/2052 | 74,762 | 0.0 | |||||||||
79,000 | CenterPoint Energy Resources Corp., 1.750%, 10/01/2030 | 64,243 | 0.0 | |||||||||
77,000 | Commonwealth Edison Co., 2.750%, 09/01/2051 | 54,991 | 0.0 | |||||||||
39,000 | Commonwealth Edison Co., 3.850%, 03/15/2052 | 34,452 | 0.0 | |||||||||
199,000 | Consumers Energy Co., 2.650%, 08/15/2052 | 140,018 | 0.1 | |||||||||
90,000 | DTE Electric Co., 3.650%, 03/01/2052 | 77,905 | 0.0 | |||||||||
42,000 | DTE Electric Co., 3.950%, 03/01/2049 | 37,780 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Utilities: (continued) | ||||||||||||
71,000 | Duke Energy Carolinas LLC, 3.450%, 04/15/2051 | $ | 57,943 | 0.0 | ||||||||
34,000 | Duke Energy Carolinas LLC, 3.550%, 03/15/2052 | 28,335 | 0.0 | |||||||||
137,000 | Duke Energy Florida LLC, 1.750%, 06/15/2030 | 113,774 | 0.1 | |||||||||
68,000 | Duke Energy Florida LLC, 3.000%, 12/15/2051 | 50,903 | 0.0 | |||||||||
262,000 | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 256,272 | 0.1 | |||||||||
262,000 | Duke Energy Progress LLC, 2.900%, 08/15/2051 | 193,625 | 0.1 | |||||||||
185,000 | Entergy Louisiana LLC, 2.350%, 06/15/2032 | 154,839 | 0.1 | |||||||||
103,000 | (1) | Exelon Corp., 2.750%, 03/15/2027 | 96,371 | 0.0 | ||||||||
35,000 | (1) | Exelon Corp., 4.100%, 03/15/2052 | 30,261 | 0.0 | ||||||||
32,000 | Exelon Corp., 4.700%, 04/15/2050 | 30,064 | 0.0 | |||||||||
2,089,000 | Florida Power & Light Co., 1.434%, (SOFRRATE + 0.250%), 05/10/2023 | 2,072,336 | 0.8 | |||||||||
118,000 | Florida Power & Light Co., 2.875%, 12/04/2051 | 88,003 | 0.0 | |||||||||
30,000 | Florida Power & Light Co., 3.950%, 03/01/2048 | 27,537 | 0.0 | |||||||||
241,000 | MidAmerican Energy Co., 2.700%, 08/01/2052 | 173,744 | 0.1 | |||||||||
53,000 | Northern States Power Co/MN, 2.600%, 06/01/2051 | 37,438 | 0.0 | |||||||||
213,000 | (1) | NRG Energy, Inc., 4.450%, 06/15/2029 | 190,987 | 0.1 | ||||||||
150,000 | Ohio Power Co., 2.900%, 10/01/2051 | 107,569 | 0.1 | |||||||||
47,000 | Oncor Electric Delivery Co. LLC, 3.100%, 09/15/2049 | 36,459 | 0.0 | |||||||||
75,000 | (1) | Oncor Electric Delivery Co. LLC, 4.150%, 06/01/2032 | 75,219 | 0.0 | ||||||||
8,000 | Pacific Gas and Electric Co., 2.500%, 02/01/2031 | 6,127 | 0.0 | |||||||||
43,000 | Pacific Gas and Electric Co., 3.250%, 06/01/2031 | 34,775 | 0.0 | |||||||||
78,000 | Pacific Gas and Electric Co., 4.950%, 07/01/2050 | 62,386 | 0.0 | |||||||||
238,000 | PECO Energy Co., 2.850%, 09/15/2051 | 175,125 | 0.1 | |||||||||
200,000 | Southern California Edison Co., 1.200%, 02/01/2026 | 179,169 | 0.1 | |||||||||
31,000 | Southwestern Public Service Co., 3.150%, 05/01/2050 | 23,732 | 0.0 | |||||||||
27,000 | Tampa Electric Co., 4.300%, 06/15/2048 | 24,644 | 0.0 | |||||||||
149,000 | Virginia Electric and Power Co., 2.450%, 12/15/2050 | 100,424 | 0.0 | |||||||||
5,707,398 | 2.0 | |||||||||||
Total Corporate Bonds/Notes (Cost $89,100,214) | 78,478,726 | 28.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.7% | ||||||||||||
937,973 | (1),(2) | J.P. Morgan Mortgage Trust 2022-INV3 A3B, 3.000%, 09/25/2052 | $ | 833,880 | 0.3 | |||||||
1,085,988 | (1),(2) | Mello Mortgage Capital Acceptance 2022-INV2 A3, 3.000%, 04/25/2052 | 964,790 | 0.4 | ||||||||
Total Collateralized Mortgage Obligations (Cost $1,926,863) | 1,798,670 | 0.7 | ||||||||||
U.S. TREASURY OBLIGATIONS: 47.9% | ||||||||||||
Treasury Inflation Indexed Protected Securities: 47.9% | ||||||||||||
1,381,645 | 0.125%,10/15/2025 | 1,381,019 | 0.5 | |||||||||
682,416 | 0.125%,10/15/2026 | 676,486 | 0.2 | |||||||||
12,143,023 | 0.125%,04/15/2027 | 11,961,361 | 4.3 | |||||||||
4,803,818 | 0.125%,01/15/2030 | 4,588,637 | 1.6 | |||||||||
5,779,001 | 0.125%,07/15/2030 | 5,515,517 | 2.0 | |||||||||
8,773,819 | 0.125%,01/15/2031 | 8,352,251 | 3.0 | |||||||||
4,244,606 | 0.125%,07/15/2031 | 4,039,366 | 1.4 | |||||||||
4,573,336 | 0.125%,01/15/2032 | 4,345,114 | 1.6 | |||||||||
1,587,958 | 0.125%,02/15/2051 | 1,225,774 | 0.4 | |||||||||
1,853,830 | 0.125%,02/15/2052 | 1,442,521 | 0.5 | |||||||||
7,798,656 | 0.250%,07/15/2029 | 7,567,066 | 2.7 | |||||||||
3,502,880 | 0.250%,02/15/2050 | 2,771,447 | 1.0 | |||||||||
1,371,521 | 0.375%,07/15/2025 | 1,385,673 | 0.5 | |||||||||
1,961,921 | 0.375%,07/15/2027 | 1,955,768 | 0.7 | |||||||||
9,496,463 | (7) | 0.500%,01/15/2028 | 9,436,691 | 3.4 | ||||||||
54,753 | 0.625%,01/15/2026 | 55,385 | 0.0 | |||||||||
3,470,645 | 0.625%,02/15/2043 | 3,072,120 | 1.1 | |||||||||
9,087,308 | 0.750%,07/15/2028 | 9,157,668 | 3.3 | |||||||||
4,752,847 | 0.750%,02/15/2042 | 4,350,043 | 1.6 | |||||||||
5,322,253 | (7) | 0.750%,02/15/2045 | 4,774,704 | 1.7 | ||||||||
7,770,797 | 0.875%,01/15/2029 | 7,848,225 | 2.8 | |||||||||
3,389,406 | 0.875%,02/15/2047 | 3,138,117 | 1.1 | |||||||||
2,849,074 | 1.000%,02/15/2046 | 2,705,035 | 1.0 | |||||||||
2,473,764 | 1.000%,02/15/2048 | 2,366,211 | 0.8 | |||||||||
2,320,818 | 1.000%,02/15/2049 | 2,238,126 | 0.8 | |||||||||
5,129,468 | (7) | 1.375%,02/15/2044 | 5,255,714 | 1.9 | ||||||||
3,096,765 | 1.750%,01/15/2028 | 3,288,828 | 1.2 | |||||||||
2,101,771 | 2.125%,02/15/2040 | 2,456,921 | 0.9 | |||||||||
2,706,390 | 2.125%,02/15/2041 | 3,148,997 | 1.1 | |||||||||
4,067,152 | 2.375%,01/15/2027 | 4,418,745 | 1.6 | |||||||||
2,383,429 | 2.500%,01/15/2029 | 2,651,035 | 1.0 | |||||||||
2,068,551 | 3.375%,04/15/2032 | 2,586,152 | 0.9 | |||||||||
1,095,731 | 3.625%,04/15/2028 | 1,280,459 | 0.5 | |||||||||
1,904,607 | 3.875%,04/15/2029 | 2,300,893 | 0.8 | |||||||||
Total U.S. Treasury Obligations (Cost $143,662,226) | 133,738,069 | 47.9 | ||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 13.4% | ||||||||||||
Federal Home Loan Mortgage Corporation: 1.0%(3) | ||||||||||||
293,545 | 2.000%,03/01/2051 | 256,005 | 0.1 | |||||||||
244,916 | 2.000%,04/01/2051 | 214,445 | 0.1 | |||||||||
41,473 | 2.000%,10/01/2051 | 36,109 | 0.0 | |||||||||
303,980 | 2.000%,12/01/2051 | 264,454 | 0.1 | |||||||||
23,110 | 2.500%,07/01/2050 | 20,951 | 0.0 | |||||||||
129,487 | 2.500%,02/01/2051 | 118,039 | 0.1 | |||||||||
105,146 | 2.500%,05/01/2051 | 96,227 | 0.0 | |||||||||
100,040 | 2.500%,11/01/2051 | 90,874 | 0.0 | |||||||||
304,655 | 2.500%,01/01/2052 | 275,560 | 0.1 | |||||||||
287,001 | 3.000%,09/01/2050 | 272,425 | 0.1 | |||||||||
62,791 | 3.000%,07/01/2051 | 59,373 | 0.0 | |||||||||
78,487 | 3.000%,10/01/2051 | 73,655 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | ||||||||||||
46,073 | 3.000%,02/01/2052 | $ | 43,458 | 0.0 | ||||||||
1,050,852 | 3.000%,03/01/2052 | 988,507 | 0.4 | |||||||||
2,810,082 | 1.0 | |||||||||||
Federal National Mortgage Association: 3.0%(3) | ||||||||||||
470,000 | (4) | 1.500%,07/15/2037 | 427,516 | 0.2 | ||||||||
470,100 | (4) | 1.500%,07/15/2052 | 390,330 | 0.1 | ||||||||
1,121,000 | (4) | 2.000%,07/15/2037 | 1,046,646 | 0.4 | ||||||||
147,338 | 2.000%,09/01/2050 | 128,524 | 0.0 | |||||||||
265,290 | 2.000%,10/01/2050 | 231,965 | 0.1 | |||||||||
322,939 | 2.000%,02/01/2051 | 281,738 | 0.1 | |||||||||
153,137 | 2.000%,04/01/2051 | 133,989 | 0.1 | |||||||||
451,341 | 2.000%,08/01/2051 | 393,698 | 0.1 | |||||||||
560,587 | 2.000%,08/01/2051 | 489,004 | 0.2 | |||||||||
55,556 | 2.000%,11/01/2051 | 48,643 | 0.0 | |||||||||
146,139 | 2.000%,11/01/2051 | 127,797 | 0.0 | |||||||||
168,078 | 2.000%,11/01/2051 | 146,725 | 0.1 | |||||||||
263,885 | 2.000%,11/01/2051 | 230,231 | 0.1 | |||||||||
300,232 | 2.000%,11/01/2051 | 262,268 | 0.1 | |||||||||
1,681,706 | 2.000%,02/01/2052 | 1,461,903 | 0.5 | |||||||||
187,689 | 2.000%,03/01/2052 | 163,748 | 0.1 | |||||||||
496,271 | 2.000%,03/01/2052 | 432,816 | 0.2 | |||||||||
271,175 | 2.000%,03/01/2052 | 236,501 | 0.1 | |||||||||
76,750 | 2.500%,07/01/2050 | 70,040 | 0.0 | |||||||||
148,654 | 2.500%,07/01/2050 | 135,084 | 0.1 | |||||||||
148,364 | 2.500%,07/01/2050 | 134,822 | 0.1 | |||||||||
146,844 | 2.500%,07/01/2050 | 133,441 | 0.0 | |||||||||
149,581 | 2.500%,08/01/2050 | 135,925 | 0.1 | |||||||||
37,380 | 2.500%,08/01/2050 | 34,060 | 0.0 | |||||||||
123,599 | 2.500%,08/01/2050 | 112,315 | 0.0 | |||||||||
85,506 | 2.500%,11/01/2050 | 78,031 | 0.0 | |||||||||
23,017 | 2.500%,01/01/2051 | 20,908 | 0.0 | |||||||||
76,063 | 2.500%,02/01/2051 | 68,898 | 0.0 | |||||||||
11,367 | 2.500%,03/01/2051 | 10,309 | 0.0 | |||||||||
7,282 | 2.500%,04/01/2051 | 6,604 | 0.0 | |||||||||
13,085 | 2.500%,04/01/2051 | 11,867 | 0.0 | |||||||||
6,475 | 2.500%,05/01/2051 | 5,872 | 0.0 | |||||||||
119,680 | 2.500%,05/01/2051 | 108,531 | 0.0 | |||||||||
3,418 | 2.500%,05/01/2051 | 3,102 | 0.0 | |||||||||
10,725 | 2.500%,07/01/2051 | 9,724 | 0.0 | |||||||||
39,725 | 2.500%,10/01/2051 | 36,074 | 0.0 | |||||||||
3,762 | 2.500%,10/01/2051 | 3,410 | 0.0 | |||||||||
30,242 | 2.500%,12/01/2051 | 27,438 | 0.0 | |||||||||
142,880 | 3.000%,11/01/2051 | 133,906 | 0.1 | |||||||||
63,767 | 3.000%,12/01/2051 | 59,814 | 0.0 | |||||||||
41,726 | 3.000%,04/01/2052 | 39,202 | 0.0 | |||||||||
65,656 | 3.000%,05/01/2052 | 61,471 | 0.0 | |||||||||
334,000 | (4) | 5.000%,08/15/2052 | 340,060 | 0.1 | ||||||||
8,414,950 | 3.0 | |||||||||||
Government National Mortgage Association: 2.1% | ||||||||||||
563,853 | 2.000%,11/20/2050 | 503,565 | 0.2 | |||||||||
218,477 | 2.000%,01/20/2051 | 195,058 | 0.1 | |||||||||
160,797 | 2.000%,02/20/2051 | 143,422 | 0.1 | |||||||||
713,600 | (4) | 2.000%,07/15/2052 | 633,933 | 0.2 | ||||||||
40,339 | 2.500%,04/20/2051 | 37,076 | 0.0 | |||||||||
1,666,500 | (4) | 2.500%,07/15/2052 | 1,525,629 | 0.5 | ||||||||
398,000 | 3.000%,06/20/2051 | 376,658 | 0.1 | |||||||||
472,104 | 3.000%,08/20/2051 | 446,395 | 0.2 | |||||||||
129,755 | 3.000%,12/20/2051 | 122,573 | 0.0 | |||||||||
269,500 | (4) | 3.000%,07/15/2052 | 254,151 | 0.1 | ||||||||
616,024 | 3.500%,05/20/2047 | 607,287 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||
49,000 | (4) | 3.500%,07/15/2052 | $ | 47,622 | 0.0 | |||||||
265,000 | (4) | 3.500%,08/15/2052 | 257,195 | 0.1 | ||||||||
259,656 | 4.000%,09/20/2048 | 260,851 | 0.1 | |||||||||
155,000 | (4) | 4.000%,07/15/2052 | 154,367 | 0.1 | ||||||||
199,378 | 4.500%,08/20/2048 | 203,016 | 0.1 | |||||||||
67,000 | (4) | 5.000%,07/15/2052 | 68,675 | 0.0 | ||||||||
5,837,473 | 2.1 | |||||||||||
Uniform Mortgage-Backed Securities: 7.3% | ||||||||||||
581,464 | 1.500%,11/01/2041 | 498,600 | 0.2 | |||||||||
344,527 | 1.500%,12/01/2041 | 295,343 | 0.1 | |||||||||
571,441 | 2.000%,02/01/2042 | 511,046 | 0.2 | |||||||||
102,453 | 2.000%,04/01/2051 | 89,451 | 0.0 | |||||||||
309,608 | 2.000%,12/01/2051 | 269,579 | 0.1 | |||||||||
486,226 | 2.000%,01/01/2052 | 425,970 | 0.2 | |||||||||
682,208 | 2.500%,10/01/2036 | 653,268 | 0.2 | |||||||||
104,000 | (4) | 2.500%,07/15/2037 | 99,342 | 0.0 | ||||||||
1,187,154 | 2.500%,11/01/2051 | 1,078,030 | 0.4 | |||||||||
2,388,586 | 2.500%,01/01/2052 | 2,165,832 | 0.8 | |||||||||
75,200 | (4) | 2.500%,07/15/2052 | 67,651 | 0.0 | ||||||||
430,830 | 3.000%,01/01/2036 | 423,211 | 0.1 | |||||||||
49,000 | (4) | 3.000%,07/15/2037 | 47,881 | 0.0 | ||||||||
1,068,994 | 3.000%,09/01/2051 | 1,001,339 | 0.4 | |||||||||
29,949 | 3.000%,01/01/2052 | 27,974 | 0.0 | |||||||||
8,202 | 3.000%,01/01/2052 | 7,661 | 0.0 | |||||||||
31,000 | (4) | 3.000%,07/15/2052 | 28,881 | 0.0 | ||||||||
159,698 | 3.500%,05/01/2036 | 159,397 | 0.1 | |||||||||
5,000 | (4) | 3.500%,07/15/2037 | 4,969 | 0.0 | ||||||||
614,913 | 3.500%,01/01/2051 | 598,934 | 0.2 | |||||||||
1,231,992 | 3.500%,09/01/2051 | 1,198,666 | 0.4 | |||||||||
9,211,000 | (4) | 3.500%,07/15/2052 | 8,860,550 | 3.2 | ||||||||
776,554 | 4.000%,04/01/2050 | 773,900 | 0.3 | |||||||||
53,000 | (4) | 4.000%,07/15/2052 | 52,278 | 0.0 | ||||||||
511,000 | (4) | 4.000%,08/15/2052 | 503,185 | 0.2 | ||||||||
564,984 | 4.500%,03/01/2048 | 576,647 | 0.2 | |||||||||
20,419,585 | 7.3 | |||||||||||
Total U.S. Government Agency Obligations (Cost $38,526,097) | 37,482,090 | 13.4 | ||||||||||
CERTIFICATES OF DEPOSIT: 2.1% | ||||||||||||
2,600,000 | MUFG Bank Ltd., 0.300%, 10/25/2022 | 2,582,716 | 0.9 | |||||||||
3,300,000 | Toronto-Dominion Bank, 0.340%, 10/28/2022 | 3,277,460 | 1.2 | |||||||||
Total Certificates of Deposit (Cost $5,900,000) | 5,860,176 | 2.1 | ||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 6.2% | ||||||||||||
366,000 | BANK 2019-BNK23 A3, 2.920%, 12/15/2052 | 334,127 | 0.1 | |||||||||
280,000 | (2) | BANK 2022-BNK42 A5, 4.493%, 06/15/2055 | 285,005 | 0.1 | ||||||||
300,000 | Barclays Commercial Mortgage Trust 2019-C3 B, 4.096%, 05/15/2052 | 282,074 | 0.1 | |||||||||
280,000 | Barclays Commercial Mortgage Trust 2019-C4 B, 3.322%, 08/15/2052 | 248,009 | 0.1 | |||||||||
240,000 | (2) | BBCMS Mortgage Trust 2022-C16 A5, 4.600%, 06/15/2055 | 245,749 | 0.1 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||
1,000,000 | Benchmark 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | $ | 987,170 | 0.4 | ||||||||
350,000 | Benchmark 2019-B15 A5 Mortgage Trust, 2.928%, 12/15/2072 | 319,716 | 0.1 | |||||||||
933,462 | (1) | BX Commercial Mortgage Trust 2021-XL2 A, 2.013%, (US0001M + 0.689%), 10/15/2038 | 890,588 | 0.3 | ||||||||
800,000 | (1) | BX Trust 2021-ARIA A, 2.223%, (US0001M + 0.899%), 10/15/2036 | 753,566 | 0.3 | ||||||||
410,000 | CD 2017-CD3 A4 Mortgage Trust, 3.631%, 02/10/2050 | 399,648 | 0.1 | |||||||||
500,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/2050 | 480,812 | 0.2 | |||||||||
800,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 A, 2.304%, (US0001M + 0.980%), 05/15/2036 | 787,566 | 0.3 | ||||||||
730,000 | (1) | Credit Suisse Mortgage Capital Certificates 2021-BHAR A, 2.475%, (US0001M + 1.150%), 11/15/2038 | 720,977 | 0.3 | ||||||||
205,000 | CSAIL 2015-C3 A4 Commercial Mortgage Trust, 3.718%, 08/15/2048 | 201,578 | 0.1 | |||||||||
550,000 | (1) | ELP Commercial Mortgage Trust 2021-ELP A, 2.026%, (US0001M + 0.701%), 11/15/2038 | 526,102 | 0.2 | ||||||||
387,614 | (1) | Extended Stay America Trust 2021-ESH A, 2.405%, (US0001M + 1.080%), 07/15/2038 | 378,492 | 0.1 | ||||||||
980,000 | (2) | Fannie Mae Multifamily REMIC Trust 2022-M10 A2, 2.003%, 01/25/2032 | 855,217 | 0.3 | ||||||||
1,760,000 | Freddie Mac Multifamily WI Certificates Series WI-K146 A2, 2.920%, 07/25/2032 | 1,652,452 | 0.6 | |||||||||
498,000 | GS Mortgage Securities Trust 2015-GC32 A4, 3.764%, 07/10/2048 | 491,591 | 0.2 | |||||||||
1,000,000 | GS Mortgage Securities Trust 2016-GS2 A4, 3.050%, 05/10/2049 | 958,102 | 0.3 | |||||||||
1,000,000 | GS Mortgage Securities Trust 2017-GS7 A4, 3.430%, 08/10/2050 | 968,625 | 0.4 | |||||||||
600,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-HYAH A, 2.084%, (US0001M + 0.760%), 06/15/2038 | 571,041 | 0.2 | ||||||||
380,000 | (1) | Med Trust 2021-MDLN A, 2.275%, (US0001M + 0.950%), 11/15/2038 | 364,041 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||
100,000 | (1) | MF1 2021-W10 A, 2.349%, (TSFR1M + 1.070%), 12/15/2034 | $ | 96,176 | 0.0 | |||||||
1,100,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 A4, 4.051%, 04/15/2047 | 1,096,140 | 0.4 | |||||||||
215,000 | (1) | MTN Commercial Mortgage Trust 2022-LPFL A, 2.676%, (TSFR1M + 1.397%), 03/15/2039 | 211,558 | 0.1 | ||||||||
800,000 | (1) | SREIT Trust 2021-PALM A, 1.914%, (US0001M + 0.590%), 10/15/2034 | 757,706 | 0.3 | ||||||||
250,000 | (1) | Taubman Centers Commercial Mortgage Trust 2022-DPM A, 3.465%, (TSFR1M + 2.186%), 05/15/2037 | 239,080 | 0.1 | ||||||||
422,500 | Wells Fargo Commercial Mortgage Trust 2015-C26 B, 3.783%, 02/15/2048 | 403,967 | 0.1 | |||||||||
700,000 | Wells Fargo Commercial Mortgage Trust 2017-C39 A5, 3.418%, 09/15/2050 | 673,880 | 0.2 | |||||||||
Total Commercial Mortgage-Backed Securities (Cost $18,004,455) | 17,180,755 | 6.2 | ||||||||||
ASSET-BACKED SECURITIES: 1.9% | ||||||||||||
Automobile Asset-Backed Securities: 0.2% | ||||||||||||
430,000 | (1) | Credit Acceptance Auto Loan Trust 2021-4 A, 1.260%, 10/15/2030 | 405,509 | 0.2 | ||||||||
Other Asset-Backed Securities: 0.0% | ||||||||||||
118,806 | (1) | GoodLeap Sustainable Home Solutions Trust 2022-1GS A, 2.700%, 01/20/2049 | 109,435 | 0.0 | ||||||||
Student Loan Asset-Backed Securities: 1.7% | ||||||||||||
163,721 | (1) | College Avenue Student Loans LLC 2021-B A2, 1.760%, 06/25/2052 | 147,227 | 0.0 | ||||||||
908,677 | (1) | Navient Private Education Refi Loan Trust 2021-EA A, 0.970%, 12/16/2069 | 815,804 | 0.3 | ||||||||
181,230 | (1) | Navient Student Loan Trust 2019-BA A2A, 3.390%, 12/15/2059 | 175,451 | 0.1 | ||||||||
747,119 | (1) | Nelnet Student Loan Trust 2021-BA AFL, 2.375%, (US0001M + 0.780%), 04/20/2062 | 731,211 | 0.3 | ||||||||
916,881 | (1) | Nelnet Student Loan Trust 2021-CA AFL, 2.335%, (US0001M + 0.740%), 04/20/2062 | 895,406 | 0.3 | ||||||||
662,120 | SLM Private Credit Student Loan Trust 2005-A A4, 2.139%, (US0003M + 0.310%), 12/15/2038 | 639,805 | 0.2 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||
523,921 | (1) | SMB Private Education Loan Trust 2021-D A1A, 1.340%, 03/17/2053 | $ | 486,494 | 0.2 | |||||||
710,347 | (1) | SMB Private Education Loan Trust 2021-E A1A, 1.680%, 02/15/2051 | 662,263 | 0.2 | ||||||||
319,333 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 314,759 | 0.1 | ||||||||
4,868,420 | 1.7 | |||||||||||
Total Asset-Backed Securities (Cost $5,669,069) | 5,383,364 | 1.9 | ||||||||||
SOVEREIGN BONDS: 0.9% | ||||||||||||
200,000 | Chile Government International Bond, 3.860%, 06/21/2047 | 167,551 | 0.1 | |||||||||
200,000 | (1) | Indonesia Government International Bond, 6.750%, 01/15/2044 | 231,228 | 0.1 | ||||||||
200,000 | (1) | Kazakhstan Government International Bond, 4.875%, 10/14/2044 | 167,116 | 0.1 | ||||||||
300,000 | Mexico Government International Bond, 4.600%, 02/10/2048 | 238,433 | 0.1 | |||||||||
440,000 | Mexico Government International Bond, 5.000%, 04/27/2051 | 366,782 | 0.1 | |||||||||
NZD 458,000 | New Zealand Government Inflation Linked Bond, 2.000%, 09/20/2025 | 349,874 | 0.1 | |||||||||
440,000 | Panama Government International Bond, 2.252%, 09/29/2032 | 344,149 | 0.1 | |||||||||
200,000 | Panama Government International Bond, 4.500%, 04/01/2056 | 159,222 | 0.0 | |||||||||
103,000 | Peruvian Government International Bond, 2.783%, 01/23/2031 | 87,823 | 0.0 | |||||||||
53,000 | Peruvian Government International Bond, 3.300%, 03/11/2041 | 40,283 | 0.0 | |||||||||
200,000 | Philippine Government International Bond, 3.700%, 02/02/2042 | 165,645 | 0.1 | |||||||||
200,000 | (1) | Qatar Government International Bond, 5.103%, 04/23/2048 | 209,953 | 0.1 | ||||||||
45,049 | Uruguay Government International Bond, 5.100%, 06/18/2050 | 45,425 | 0.0 | |||||||||
Total Sovereign Bonds (Cost $3,022,452) | 2,573,484 | 0.9 |
Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS(5): 0.0% | ||||||||||||
Total Purchased Options (Cost $72,683) | $ | 26,277 | 0.0 | |||||||||
Total Long-Term Investments (Cost $305,884,059) | 282,521,611 | 101.2 | ||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||
SHORT-TERM INVESTMENTS: 4.1% | ||||||||||||
Commercial Paper: 3.7% | ||||||||||||
3,300,000 | ANZ Bank, 1.680%, 07/28/2022 | 3,295,757 | 1.2 | |||||||||
3,600,000 | Commonwealth Bank of Australia, 2.410%, 10/21/2022 | 3,573,310 | 1.2 | |||||||||
3,600,000 | Nordea Bank ABP, 2.310%, 10/21/2022 | 3,574,428 | 1.3 | |||||||||
Total Commercial Paper (Cost $10,492,591) | 10,443,495 | 3.7 | ||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||
Mutual Funds: 0.4% | ||||||||||||
1,005,656 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% (Cost $1,005,656) | 1,005,656 | 0.4 | ||||||||
Total Short-Term Investments (Cost $11,498,247) | 11,449,151 | 4.1 | ||||||||||
Total Investments in Securities (Cost $317,382,306) | $ | 293,970,762 | 105.3 | |||||||||
Liabilities in Excess of Other Assets | (14,763,328 | ) | (5.3 | ) | ||||||||
Net Assets | $ | 279,207,434 | 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, 2022. |
(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) | Represents or includes a TBA transaction. |
(5) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(6) | Rate shown is the 7-day yield as of June 30, 2022. |
(7) | 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. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Currency Abbreviations: | |
NZD | New Zealand Dollar |
Reference Rate Abbreviations: | |
SOFRRATE | 1-day Secured Overnight Financing Rate |
1-month CME Term Secured Overnight Financing | |
TSFR1M | Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
as of June 30, 2022
(as a percentage of net assets)
U.S. Treasury Obligations | 47.9 | % | |
Corporate Bonds/Notes | 28.1 | % | |
U.S. Government Agency Obligations | 13.4 | % | |
Commercial Mortgage-Backed Securities | 6.2 | % | |
Certificates of Deposit | 2.1 | % | |
Asset-Backed Securities | 1.9 | % | |
Sovereign Bonds | 0.9 | % | |
Collateralized Mortgage Obligations | 0.7 | % | |
Purchased Options | 0.0 | %ˆ | |
Liabilities in Excess of Other Assets ,* | (1.2) | % | |
Net Assets | 100.0 | % |
ˆ | Amount is less than 0.005%. |
* | 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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Purchased Options | $ | 23,225 | $ | 3,052 | $ | — | $ | 26,277 | ||||||||||||
Corporate Bonds/Notes | — | 78,478,726 | — | 78,478,726 | ||||||||||||||||
Collateralized Mortgage Obligations | — | 1,798,670 | — | 1,798,670 | ||||||||||||||||
U.S. Government Agency Obligations | — | 37,482,090 | — | 37,482,090 | ||||||||||||||||
Commercial Mortgage-Backed Securities | — | 17,180,755 | — | 17,180,755 | ||||||||||||||||
Sovereign Bonds | — | 2,573,484 | — | 2,573,484 | ||||||||||||||||
Asset-Backed Securities | — | 5,383,364 | — | 5,383,364 | ||||||||||||||||
Certificates of Deposit | — | 5,860,176 | — | 5,860,176 | ||||||||||||||||
U.S. Treasury Obligations | — | 133,738,069 | — | 133,738,069 | ||||||||||||||||
Short-Term Investments | 1,005,656 | 10,443,495 | — | 11,449,151 | ||||||||||||||||
Total Investments, at fair value | $ | 1,028,881 | $ | 292,941,881 | $ | — | $ | 293,970,762 | ||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Centrally Cleared Swaps | — | 2,920,416 | — | 2,920,416 | ||||||||||||||||
Forward Foreign Currency Contracts | — | 136,826 | — | 136,826 | ||||||||||||||||
Futures | 780,429 | — | — | 780,429 | ||||||||||||||||
OTC Swaps | — | 1,325,687 | — | 1,325,687 | ||||||||||||||||
Total Assets | $ | 1,809,310 | $ | 297,324,810 | $ | — | $ | 299,134,120 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,001,902 | ) | $ | — | $ | (1,001,902 | ) | ||||||||||
Forward Foreign Currency Contracts | — | (58,666 | ) | — | (58,666 | ) | ||||||||||||||
Futures | (201,911 | ) | — | — | (201,911 | ) | ||||||||||||||
Sales Commitments | — | (1,170,936 | ) | — | (1,170,936 | ) | ||||||||||||||
Written Options | (8,206 | ) | (677,505 | ) | — | (685,711 | ) | |||||||||||||
Total Liabilities | $ | (210,117 | ) | $ | (2,909,009 | ) | $ | — | $ | (3,119,126 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
NZD 1,717,000 | USD 1,081,676 | ANZ Bank | 07/05/22 | $ | (9,330 | ) | |||||
USD 2,741,342 | EUR 2,559,000 | Bank of America N.A. | 07/05/22 | 59,444 | |||||||
EUR 1,000 | USD 1,049 | Bank of Montreal | 07/05/22 | (1 | ) | ||||||
GBP 354,913 | USD 443,529 | Barclays Bank PLC | 07/05/22 | (11,485 | ) | ||||||
GBP 51,000 | USD 62,557 | BNP Paribas | 07/05/22 | (474 | ) | ||||||
NZD 581,000 | USD 362,046 | BNP Paribas | 07/05/22 | 815 | |||||||
USD 361,939 | NZD 581,000 | BNP Paribas | 08/03/22 | (837 | ) | ||||||
EUR 13,819 | USD 14,475 | Citibank N.A. | 08/03/22 | 36 | |||||||
USD 65,964 | JPY 8,946,318 | Citibank N.A. | 08/03/22 | (94 | ) | ||||||
NOK 3,617,669 | EUR 348,000 | Citibank N.A. | 09/21/22 | 1,143 | |||||||
EUR 1,261,000 | USD 1,322,605 | HSBC Bank PLC | 07/05/22 | (1,044 | ) | ||||||
USD 124,611 | EUR 115,882 | JPMorgan Chase Bank N.A. | 07/05/22 | 3,164 | |||||||
USD 468,192 | GBP 372,989 | JPMorgan Chase Bank N.A. | 07/05/22 | 14,144 | |||||||
EUR 1,352,000 | USD 1,450,498 | JPMorgan Chase Bank N.A. | 07/05/22 | (33,568 | ) | ||||||
EUR 90,884 | USD 97,082 | Societe Generale | 07/05/22 | (1,833 | ) | ||||||
USD 42,193 | GBP 33,473 | Standard Chartered Bank | 07/05/22 | 1,445 | |||||||
USD 47,065 | EUR 43,861 | Standard Chartered Bank | 07/05/22 | 1,098 | |||||||
USD 1,493,866 | NZD 2,303,000 | UBS AG | 07/05/22 | 55,537 | |||||||
$ | 78,160 |
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | ||||||||||||||||
3-month SOFRRATE | 23 | 12/19/23 | $ | 5,578,363 | $ | 17,251 | ||||||||||
U.S. Treasury 2-Year Note | 272 | 09/30/22 | 57,124,250 | 408,733 | ||||||||||||
U.S. Treasury 5-Year Note | 75 | 09/30/22 | 8,418,750 | 70,847 | ||||||||||||
$ | 71,121,363 | $ | 496,831 | |||||||||||||
Short Contracts: | ||||||||||||||||
Euro-Bund | (24 | ) | 09/08/22 | (3,741,952 | ) | (30,546 | ) | |||||||||
U.S. Treasury 10-Year Note | (117 | ) | 09/21/22 | (13,868,156 | ) | 96,465 | ||||||||||
U.S. Treasury Long Bond | (89 | ) | 09/21/22 | (12,337,625 | ) | 187,133 | ||||||||||
U.S. Treasury Ultra 10-Year Note | (46 | ) | 09/21/22 | (5,859,250 | ) | (118,244 | ) | |||||||||
U.S. Treasury Ultra Long Bond | (42 | ) | 09/21/22 | (6,482,438 | ) | (53,121 | ) | |||||||||
$ | (42,289,421 | ) | $ | 81,687 |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.644 | % | Annual | 02/15/31 | EUR | 830,000 | $ | (99,015 | ) | $ | (99,015 | ) | |||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.690 | Annual | 02/15/31 | EUR | 410,000 | (47,344 | ) | (47,302 | ) | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.868 | Annual | 08/15/31 | EUR | 2,735,000 | (68,801 | ) | (68,801 | ) | ||||||||||||
$ | (215,160 | ) | $ | (215,118 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (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 | 2.339 | % | At Termination Date | 02/17/24 | USD | 5,300,000 | $ | 501,661 | $ | 501,661 | |||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.991 | At Termination Date | 03/04/24 | USD | 3,000,000 | 315,956 | 315,956 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 4.223 | At Termination Date | 04/08/24 | USD | 12,400,000 | 23,880 | 23,880 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.023 | At Termination Date | 05/02/24 | USD | 3,500,000 | 368,870 | 368,870 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.706 | At Termination Date | 08/12/24 | USD | 1,300,000 | 154,750 | 154,750 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.351 | At Termination Date | 09/28/24 | USD | 4,500,000 | 370,258 | 370,258 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 0.945 | At Termination Date | 03/12/25 | USD | 1,650,000 | 258,212 | 258,212 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.794 | At Termination Date | 04/08/25 | USD | 5,300,000 | (13,917 | ) | (13,917 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.563 | At Termination Date | 06/24/25 | USD | 4,900,000 | (49,052 | ) | (49,052 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.783 | At Termination Date | 11/04/25 | USD | 1,300,000 | 165,343 | 165,296 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.098 | At Termination Date | 11/29/25 | USD | 1,600,000 | 166,016 | 166,016 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.526 | At Termination Date | 04/08/26 | USD | 18,000,000 | (100,964 | ) | (100,964 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.270 | At Termination Date | 06/24/26 | USD | 6,500,000 | (64,060 | ) | (64,060 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.687 | At Termination Date | 08/31/26 | USD | 5,050,000 | 276,137 | 276,137 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.136 | At Termination Date | 11/10/26 | USD | 1,700,000 | 46,318 | 46,318 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.045 | At Termination Date | 12/02/26 | USD | 2,165,000 | 66,117 | 66,117 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.925 | At Termination Date | 02/02/27 | USD | 3,400,000 | 74,323 | 74,323 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.000 | At Termination Date | 02/25/27 | USD | 5,540,000 | 83,277 | 83,277 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.213 | At Termination Date | 03/02/27 | USD | 1,350,000 | 5,593 | 5,593 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.290 | At Termination Date | 03/07/27 | USD | 2,200,000 | (1,115 | ) | (1,115 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.646 | At Termination Date | 05/04/27 | USD | 2,500,000 | (70,855 | ) | (70,855 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.262 | At Termination Date | 05/12/27 | USD | 1,955,000 | (22,345 | ) | (22,345 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.118 | At Termination Date | 06/28/27 | USD | 2,868,000 | (35,004 | ) | (35,004 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.087 | At Termination Date | 04/08/30 | USD | 5,450,000 | (104,488 | ) | (104,488 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.855 | At Termination Date | 06/24/30 | USD | 1,525,000 | (22,464 | ) | (22,464 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.468 | At Termination Date | 04/19/31 | USD | 535,000 | 43,752 | 43,752 | ||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.843 | At Termination Date | 06/24/31 | USD | 4,850,000 | (80,527 | ) | (80,527 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.134 | At Termination Date | 03/15/32 | USD | 1,470,000 | (44,626 | ) | (44,626 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.090 | At Termination Date | 04/01/32 | USD | 3,130,000 | (88,871 | ) | (88,871 | ) | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.631 | At Termination Date | 06/29/52 | USD | 1,365,000 | (88,496 | ) | (88,496 | ) | ||||||||||||
$ | 2,133,679 | $ | 2,133,632 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
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 | 4.167 | % | At Termination Date | 07/15/23 | USD | 5,500,000 | $ | 178,653 | $ | — | $ | 178,653 | ||||||||||||||||
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 | 738,820 | — | 738,820 | ||||||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.562 | At Termination Date | 01/15/25 | USD | 14,500,000 | 341,416 | — | 341,416 | ||||||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.410 | At Termination Date | 01/15/26 | USD | 3,600,000 | 66,798 | — | 66,798 | ||||||||||||||||||||
$ | 1,325,687 | $ | — | $ | 1,325,687 |
At June 30, 2022, the following purchased exchange-traded options were outstanding for VY® BlackRock Inflation Protected Bond Portfolio:
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
3-Month Secured Overnight Financing Rate | Put | 07/15/22 | 96.50 | USD | 76 | USD | 18,432,850 | $ | 22,840 | $ | 3,800 | ||||||||||||||
3-Month Secured Overnight Financing Rate | Put | 07/15/22 | 96.63 | USD | 127 | USD | 30,802,262 | 30,203 | 11,112 | ||||||||||||||||
U.S. Treasury 10-Year Note | Put | 08/26/22 | 115.00 | USD | 19 | USD | 2,252,094 | 16,654 | 8,313 | ||||||||||||||||
$ | 69,697 | $ | 23,225 |
At June 30, 2022, the following exchange-traded written options were outstanding for VY® BlackRock Inflation Protected Bond Portfolio:
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
3-Month Secured Overnight Financing Rate | Put | 07/15/22 | 96.00 | USD | 76 | USD | 18,432,850 | $ | 3,761 | $ | (475 | ) | |||||||||||||
3-Month Secured Overnight Financing Rate | Put | 07/15/22 | 96.13 | USD | 127 | USD | 30,802,263 | 4,760 | (794 | ) | |||||||||||||||
U.S. Treasury 10-Year Note | Put | 08/26/22 | 113.00 | USD | 37 | USD | 4,385,656 | 15,553 | (6,937 | ) | |||||||||||||||
$ | 24,074 | $ | (8,206 | ) |
At June 30, 2022, the following OTC purchased foreign currency options were outstanding for VY® BlackRock Inflation Protected Bond Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call NOK vs. Put EUR | JPMorgan Chase Bank N.A. | 08/29/22 | 9.832 | EUR | 969,000 | $ | 1,467 | $ | 1,735 | |||||||||||||
Call NOK vs. Put EUR | JPMorgan Chase Bank N.A. | 09/08/22 | 9.650 | EUR | 721,000 | 526 | 658 | |||||||||||||||
Call NOK vs. Put EUR | Citibank N.A. | 09/30/22 | 9.390 | EUR | 1,451,000 | 993 | 659 | |||||||||||||||
$ | 2,986 | $ | 3,052 |
At June 30, 2022, the following OTC written foreign currency options were outstanding for VY® BlackRock Inflation Protected Bond Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call NOK vs. Put EUR | JPMorgan Chase Bank N.A. | 09/08/22 | 9.200 | EUR | 721,000 | $ | 22 | $ | (63 | ) | ||||||||||||
$ | 22 | $ | (63 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Pay | 3.175% | 1-day Secured Overnight Financing Rate | 06/13/23 | USD | 6,483,000 | $ | 256,727 | $ | (358,364 | ) | |||||||||||||
Call on 10-Year Interest Rate Swap(1) | Deutsche Bank AG | Pay | 3.185% | 1-day Secured Overnight Financing Rate | 06/15/23 | USD | 2,190,203 | 83,885 | (122,531 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.175% | 1-day Secured Overnight Financing Rate | 06/13/23 | USD | 6,483,000 | 256,727 | (147,253 | ) | |||||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 3.185% | 1-day Secured Overnight Financing Rate | 06/15/23 | USD | 2,190,203 | 83,884 | (49,294 | ) | |||||||||||||||
$ | 681,223 | $ | (677,442 | ) |
The following sales commitments were held by the VY® BlackRock Inflation Protected Bond Portfolio at June 30, 2022:
Principal Amount | Description | Contractual Settlement Date | Fair Value | |||||
---|---|---|---|---|---|---|---|---|
$(27,000) | Fannie Mae, 5.000%, due 07/15/52 | 7/14/2022 | $ | (27,565 | ) | |||
(119,000) | UMBS TBA, 2.000%, due 07/15/52 | 7/14/2022 | (103,307 | ) | ||||
(534,290) | Uniform Mortgage-Backed Securities, 2.000%, due 08/15/52 | 8/11/2022 | (463,330 | ) | ||||
(505,800) | Uniform Mortgage-Backed Securities, 2.500%, due 08/15/52 | 8/11/2022 | (454,494 | ) | ||||
(103,300) | Uniform Mortgage-Backed Securities, 3.000%, due 08/15/52 | 8/11/2022 | (96,133 | ) | ||||
(26,000) | Uniform Mortgage-Backed Securities, 4.500%, due 07/15/52 | 7/14/2022 | (26,107 | ) | ||||
Total Sales Commitments Proceeds receivable $(1,156,820) | $ | (1,170,936 | ) |
(1) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. |
(2) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. |
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
NOK — Norwegian Krone
NZD — New Zealand Dollar
USD — United States Dollar
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||
---|---|---|---|---|---|---|
Asset Derivatives | ||||||
Foreign exchange contracts | Investments in securities at value* | $ | 3,052 | |||
Interest rate contracts | Investments in securities at value* | 23,225 | ||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 136,826 | ||||
Interest rate contracts | Variation margin receivable on futures contracts** | 780,429 | ||||
Interest rate contracts | Variation margin receivable on centrally cleared swaps** | 2,920,416 | ||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 1,325,687 | ||||
Total Asset Derivatives | $ | 5,189,635 | ||||
Liability Derivatives | ||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 58,666 | |||
Interest rate contracts | Variation margin payable on futures contracts** | 201,911 | ||||
Interest rate contracts | Variation margin payable on centrally cleared swaps** | 1,001,902 | ||||
Foreign exchange contracts | Written options, at fair value | 63 | ||||
Interest rate contracts | Written options, at fair value | 685,648 | ||||
Total Liability Derivatives | $ | 1,948,190 |
* | Includes purchased options. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
** | 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 | $ | — | $ | 386,974 | $ | — | $ | — | $ | — | $ | 386,974 | ||||||||||||||||||
Interest rate contracts | 483,347 | — | 4,720,346 | 7,637,071 | (940,076 | ) | 11,900,688 | |||||||||||||||||||||||
Total | $ | 483,347 | $ | 386,974 | $ | 4,720,346 | $ | 7,637,071 | $ | (940,076 | ) | $ | 12,287,662 | |||||||||||||||||
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 | $ | 66 | $ | 6,630 | $ | — | $ | — | $ | (41 | ) | $ | 6,655 | |||||||||||||||||
Interest rate contracts | 13,964 | — | 820,741 | (4,349,119 | ) | (24,820 | ) | (3,539,234 | ) | |||||||||||||||||||||
Total | $ | 14,030 | $ | 6,630 | $ | 820,741 | $ | (4,349,119 | ) | $ | (24,861 | ) | $ | (3,532,579 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
ANZ Bank | Bank of America N.A. | Bank of Montreal | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Deutsche Bank AG | HSBC Bank PLC | JPMorgan Chase Bank N.A. | Societe Genrale | Standard Chartered Bank | UBS AG | Totals | |||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 659 | $ | — | $ | — | $ | 2,393 | $ | — | $ | — | $ | — | $ | 3,052 | |||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | — | 59,444 | — | — | 815 | 1,179 | — | — | 17,308 | — | 2,543 | 55,537 | 136,826 | ||||||||||||||||||||||||||||||||||||||||||||||||
OTC Interest rate swaps | — | — | — | — | 1,325,687 | — | — | — | — | 1,325,687 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | — | $ | 59,444 | $ | — | $ | — | $ | 815 | $ | 1,327,525 | $ | — | $ | — | $ | 19,701 | $ | — | $ | 2,543 | $ | 55,537 | $ | 1,465,565 | |||||||||||||||||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 9,330 | $ | — | $ | 1 | $ | 11,485 | $ | 1,311 | $ | 94 | $ | — | $ | 1,044 | $ | 33,568 | $ | 1,833 | $ | — | $ | — | 58,666 | ||||||||||||||||||||||||||||||||||||
Written options | — | — | — | 505,617 | — | — | 171,825 | — | 63 | — | — | — | 677,505 | ||||||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 9,330 | $ | — | $ | 1 | $ | 517,102 | $ | 1,311 | $ | 94 | $ | 171,825 | $ | 1,044 | $ | 33,631 | $ | 1,833 | $ | — | $ | — | $ | 736,171 | |||||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (9,330 | ) | $ | 59,444 | $ | (1 | ) | $ | (517,102 | ) | $ | (496 | ) | $ | 1,327,431 | $ | (171,825 | ) | $ | (1,044 | ) | $ | (13,930 | ) | $ | (1,833 | ) | $ | 2,543 | $ | 55,537 | $ | 729,394 | |||||||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (1,327,431 | ) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (1,327,431 | ) | |||||||||||||||||||||||||||||||||
Net Exposure (1) (2) | $ | (9,330 | ) | $ | 59,444 | $ | (1 | ) | $ | (517,102 | ) | $ | (496 | ) | $ | — | $ | (171,825 | ) | $ | (1,044 | ) | $ | (13,930 | ) | $ | (1,833 | ) | $ | 2,543 | $ | 55,537 | $ | (598,037 | ) |
(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, 2022, the Portfolio had received $1,470,000 in cash collateral from Citibank N.A. Excess cash collateral is not shown for financial reporting purposes. |
At June 30, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
Cost for federal income tax purposes was $316,734,167. |
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 5,646,553 | ||||
Gross Unrealized Depreciation | (25,152,715 | ) | ||||
Net Unrealized Depreciation | $ | (19,506,162 | ) |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 6.8% | ||||||||||||||
Financial: 6.8% | ||||||||||||||
5,230,000 | Bank of Nova Scotia/The, 2.030%, (SOFRRATE + 0.550%), 09/15/2023 | $ | 5,203,346 | 1.9 | ||||||||||
2,280,000 | (1) | Blue Owl Finance LLC, 3.125%, 06/10/2031 | 1,762,244 | 0.6 | ||||||||||
4,100,000 | Capital One Financial Corp., 2.112%, (SOFRRATE + 0.690%), 12/06/2024 | 3,991,497 | 1.4 | |||||||||||
5,005,000 | (1) | Commonwealth Bank of Australia, 1.161%, (SOFRRATE + 0.400%), 07/07/2025 | 4,912,380 | 1.7 | ||||||||||
2,465,000 | Golub Capital BDC, Inc., 2.500%, 08/24/2026 | 2,066,482 | 0.7 | |||||||||||
1,350,000 | (1) | National Australia Bank Ltd., 1.181%, (SOFRRATE + 0.380%), 01/12/2025 | 1,328,784 | 0.5 | ||||||||||
Total Corporate Bonds/Notes (Cost $20,401,459) | 19,264,733 | 6.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.3% | ||||||||||||||
375,433 | (1),(2) | Angel Oak Mortgage Trust 2019-6 A1, 2.620%, 11/25/2059 | 369,249 | 0.1 | ||||||||||
59,375 | (1),(2) | Angel Oak Mortgage Trust I LLC 2019-2 A1, 3.628%, 03/25/2049 | 59,240 | 0.0 | ||||||||||
467,871 | (1),(2) | Residential Mortgage Loan Trust 2019-3 A1, 2.633%, 09/25/2059 | 459,368 | 0.2 | ||||||||||
Total Collateralized Mortgage Obligations (Cost $889,031) | 887,857 | 0.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 53.3% | ||||||||||||||
U.S. Treasury Bonds: 51.3% | ||||||||||||||
93,680,000 | 1.875%,02/15/2032 | 84,882,863 | 30.0 | |||||||||||
28,770,000 | 1.875%,11/15/2051 | 21,595,481 | 7.7 | |||||||||||
6,460,000 | 2.000%,08/15/2051 | 4,995,649 | 1.8 | |||||||||||
40,555,000 | 2.250%,02/15/2052 | 33,388,171 | 11.8 | |||||||||||
144,862,164 | 51.3 | |||||||||||||
U.S. Treasury Floating Rate Notes: 2.0% | ||||||||||||||
5,820,000 | 1.683%, (USBMMY3M + (0.075)%),04/30/2024 | 5,816,030 | 2.0 | |||||||||||
Total U.S. Treasury Obligations (Cost $156,515,994) | 150,678,194 | 53.3 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 31.4% | ||||||||||||||
Federal Home Loan Bank: 9.3% | ||||||||||||||
26,690,000 | 0.125%,03/17/2023 | 26,214,498 | 9.3 | |||||||||||
Federal Home Loan Mortgage Corporation: 12.5%(3) | ||||||||||||||
36,200,000 | 0.375%,05/05/2023 | 35,433,077 | 12.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: 9.6%(3) | ||||||||||||||
27,523,211 | 4.000%,06/01/2052 | $ | 27,190,020 | 9.6 | ||||||||||
Total U.S. Government Agency Obligations (Cost $90,299,582) | 88,837,595 | 31.4 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.9% | ||||||||||||||
3,089,000 | (2) | Benchmark 2020-B18 C Mortgage Trust, 3.772%, 07/15/2053 | 2,638,265 | 0.9 | ||||||||||
9,370,000 | (1),(2) | FREMF 2012-K23 B Mortgage Trust, 3.752%, 10/25/2045 | 9,363,387 | 3.3 | ||||||||||
2,000,000 | (2) | JPMDB Commercial Mortgage Securities Trust 2018-C8 C, 4.875%, 06/15/2051 | 1,797,696 | 0.7 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $15,098,475) | 13,799,348 | 4.9 | ||||||||||||
ASSET-BACKED SECURITIES: 0.3% | ||||||||||||||
Other Asset-Backed Securities: 0.3% | ||||||||||||||
720,000 | (1),(2) | Towd Point Mortgage Trust 2018-3 A2, 3.875%, 05/25/2058 | 684,437 | 0.3 | ||||||||||
Total Asset-Backed Securities (Cost $696,330) | 684,437 | 0.3 | ||||||||||||
Total Long-Term Investments (Cost $283,900,871) | 274,152,164 | 97.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.1% | ||||||||||||||
Mutual Funds: 2.1% | ||||||||||||||
5,891,436 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% (Cost $5,891,436) | 5,891,436 | 2.1 | ||||||||||
Total Short-Term Investments (Cost $5,891,436) | 5,891,436 | 2.1 | ||||||||||||
Total Investments in Securities (Cost $289,792,307) | $ | 280,043,600 | 99.1 | |||||||||||
Assets in Excess of Other Liabilities | 2,515,656 | 0.9 | ||||||||||||
Net Assets | $ | 282,559,256 | 100.0 |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
† | 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, 2022. | |
(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, 2022. |
Reference Rate Abbreviations:
SOFRRATE 1-day Secured Overnight Financing Rate
USBMMY3M U.S. Treasury 3-month Bill Money Market Yield
as of June 30, 2022
(as a percentage of net assets)
U.S. Treasury Obligations | 53.3 | % | ||||
U.S. Government Agency Obligations | 31.4 | % | ||||
Corporate Bonds/Notes | 6.8 | % | ||||
Commercial Mortgage-Backed Securities | 4.9 | % | ||||
Collateralized Mortgage Obligations | 0.3 | % | ||||
Asset-Backed Securities | 0.3 | % | ||||
Assets in Excess of Other Liabilities ,* | 3.0 | % | ||||
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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 19,264,733 | $ | — | $ | 19,264,733 | ||||||||||||
Collateralized Mortgage Obligations | — | 887,857 | — | 887,857 | ||||||||||||||||
Commercial Mortgage-Backed Securities | — | 13,799,348 | — | 13,799,348 | ||||||||||||||||
U.S. Government Agency Obligations | — | 88,837,595 | — | 88,837,595 | ||||||||||||||||
Asset-Backed Securities | — | 684,437 | — | 684,437 | ||||||||||||||||
U.S. Treasury Obligations | — | 150,678,194 | — | 150,678,194 | ||||||||||||||||
Short-Term Investments | 5,891,436 | — | — | 5,891,436 | ||||||||||||||||
Total Investments, at fair value | $ | 5,891,436 | $ | 274,152,164 | $ | — | $ | 280,043,600 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Futures | $ | (490,671 | ) | $ | — | $ | — | $ | (490,671 | ) | ||||||||||
Total Liabilities | $ | (490,671 | ) | $ | — | $ | — | $ | (490,671 | ) |
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) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | |||||||||||||||||||
U.S. Treasury Ultra Long Bond | 134 | 09/21/22 | $ | 20,682,063 | $ | (490,671 | ) | ||||||||||||
$ | 20,682,063 | $ | (490,671 | ) |
VY® BRANDYWINEGLOBAL- BOND PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||
Interest rate contracts | Variation margin payable on futures contracts* | $ | 490,671 | |||||
Total Liability Derivatives | $ | 490,671 |
* | 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 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||
---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | ||||||||
Interest rate contracts | $ | (5,132,979 | ) | ||||||
Total | $ | (5,132,979 | ) | ||||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||
Derivatives not accounted for as hedging instruments | Futures | ||||||||
Interest rate contracts | $ | (415,374 | ) | ||||||
Total | $ | (415,374 | ) |
Cost for federal income tax purposes was $289,717,010.
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 418,323 | ||||
Gross Unrealized Depreciation | (10,582,404 | ) | ||||
Net Unrealized Depreciation | $ | (10,164,081 | ) |
Investment Adviser
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
Before investing, carefully consider the investment objectives, risks, charges and expenses of the variable annuity contract or variable life insurance policy and the underlying variable investment options. This and other information is contained in the prospectus for the variable annuity contract or variable life insurance policy and the underlying variable investment options. Obtain these prospectuses from your agent/registered representative and read them carefully before investing.
RETIREMENT | INVESTMENTS | INSURANCE | |
VPSAR-VIT3AIS (0622-082222) |
Semi-Annual Report
June 30, 2022
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. |
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 |
1 | |||
2 | |||
3 | |||
4 | |||
5 | |||
6 | |||
13 |
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.
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2022** | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2022** | ||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 820.40 | 0.51 | % | $ | 2.30 | $ | 1,000.00 | $ | 1,022.27 | 0.51 | % | $ | 2.56 | |||||||||||||||||||
Class I | 1,000.00 | 821.20 | 0.21 | 0.95 | 1,000.00 | 1,023.75 | 0.21 | 1.05 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 820.40 | 0.46 | 2.08 | 1,000.00 | 1,022.51 | 0.46 | 2.31 |
* | 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* | $ | 75,188,563 | ||
Cash | 16,082 | |||
Receivables: | ||||
Fund shares sold | 56,039 | |||
Prepaid expenses | 1,052 | |||
Reimbursement due from Investment Adviser | 4,355 | |||
Other assets | 9,223 | |||
Total assets | 75,275,314 | |||
LIABILITIES: | ||||
Payable for investments in affiliated underlying funds purchased | 55,987 | |||
Payable for fund shares redeemed | 66 | |||
Payable for investment management fees | 12,665 | |||
Payable for distribution and shareholder service fees | 17,123 | |||
Payable to trustees under the deferred compensation plan (Note 6) | 9,223 | |||
Payable for trustee fees | 215 | |||
Other accrued expenses and liabilities | 23,858 | |||
Total liabilities | 119,137 | |||
NET ASSETS | $ | 75,156,177 | ||
NET ASSETS WERE COMPRISED OF: | ||||
Paid-in capital | $ | 74,355,688 | ||
Total distributable earnings | 800,489 | |||
NET ASSETS | $ | 75,156,177 | ||
* Cost of investments in affiliated underlying funds | $ | 89,049,010 | ||
Class ADV | ||||
Net assets | $ | 67,662,170 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 6,825,982 | |||
Net asset value and redemption price per share | $ | 9.91 | ||
Class I | ||||
Net assets | $ | 7,424,478 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 741,348 | |||
Net asset value and redemption price per share | $ | 10.01 | ||
Class S | ||||
Net assets | $ | 69,529 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 7,014 | |||
Net asset value and redemption price per share | $ | 9.91 |
INVESTMENT INCOME: | ||||
Dividends from affiliated underlying funds | $ | 890,646 | ||
Interest | 15 | |||
Total investment income | 890,661 | |||
EXPENSES: | ||||
Investment management fees | 85,095 | |||
Distribution and shareholder service fees: | ||||
Class ADV | 230,954 | |||
Class S | 95 | |||
Transfer agent fees: | ||||
Class ADV | 5,624 | |||
Class I | 592 | |||
Class S | 6 | |||
Shareholder reporting expense | 3,812 | |||
Professional fees | 10,498 | |||
Custody and accounting expense | 7,025 | |||
Trustee fees | 1,074 | |||
Miscellaneous expense | 5,228 | |||
Total expenses | 350,003 | |||
Waived and reimbursed fees | (143,729 | ) | ||
Net expenses | 206,274 | |||
Net investment income | 684,387 | |||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||
Net realized gain (loss) on: | ||||
Sale of affiliated underlying funds | 1,686,990 | |||
Capital gain distributions from affiliated underlying funds | 4,227,184 | |||
Net realized gain | 5,914,174 | |||
Net change in unrealized appreciation (depreciation) on: | ||||
Affiliated underlying funds | (23,583,483 | ) | ||
Net change in unrealized appreciation (depreciation) | (23,583,483 | ) | ||
Net realized and unrealized loss | (17,669,309 | ) | ||
Decrease in net assets resulting from operations | $ | (16,984,922 | ) |
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | ||||||||
---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | |||||||||
Net investment income | $ | 684,387 | $ | 1,328,943 | |||||
Net realized gain | 5,914,174 | 7,579,905 | |||||||
Net change in unrealized appreciation (depreciation) | (23,583,483 | ) | (3,097,654 | ) | |||||
Increase (decrease) in net assets resulting from operations | (16,984,922 | ) | 5,811,194 | ||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||
Total distributions (excluding return of capital): | |||||||||
Class ADV | — | (5,520,893 | ) | ||||||
Class I | — | (543,110 | ) | ||||||
Class S | — | (4,814 | ) | ||||||
Total distributions | — | (6,068,817 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||
Net proceeds from sale of shares | 780,788 | 3,191,330 | |||||||
Reinvestment of distributions | — | 6,068,817 | |||||||
780,788 | 9,260,147 | ||||||||
Cost of shares redeemed | (6,564,690 | ) | (17,888,931 | ) | |||||
Net decrease in net assets resulting from capital share transactions | (5,783,902 | ) | (8,628,784 | ) | |||||
Net decrease in net assets | (22,768,824 | ) | (8,886,407 | ) | |||||
NET ASSETS: | |||||||||
Beginning of year or period | 97,925,001 | 106,811,408 | |||||||
End of year or period | $ | 75,156,177 | $ | 97,925,001 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 12.08 | 0.09 | • | (2.26 | ) | (2.17 | ) | — | — | — | — | — | 9.91 | (17.96 | ) | 0.88 | 0.51 | 0.51 | 1.58 | 67,662 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.13 | 0.15 | • | 0.54 | 0.69 | 0.41 | 0.33 | — | 0.74 | — | 12.08 | 5.74 | 0.87 | 0.52 | 0.52 | 1.27 | 88,974 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 12.19 | 0.10 | • | (2.28 | ) | (2.18 | ) | — | — | — | — | — | 10.01 | (17.88 | ) | 0.28 | 0.21 | 0.21 | 1.90 | 7,424 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.23 | 0.19 | • | 0.55 | 0.74 | 0.45 | 0.33 | — | 0.77 | — | 12.19 | 6.09 | 0.27 | 0.22 | 0.22 | 1.54 | 8,866 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 12.08 | 0.09 | • | (2.26 | ) | (2.17 | ) | — | — | — | — | — | 9.91 | (17.96 | ) | 0.53 | 0.46 | 0.46 | 1.65 | 70 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.13 | 0.16 | • | 0.54 | 0.70 | 0.42 | 0.33 | — | 0.75 | — | 12.08 | 5.84 | 0.52 | 0.47 | 0.47 | 1.29 | 85 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED)
The Portfolio seeks to achieve its investment objective by investing in affiliated investment companies that, in turn, invest directly in a wide range of portfolio securities (i.e.,
Assets for which market quotations are readily available are valued at market value. A security listed or traded on an exchange is valued at its 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 or, if such price is not available, at the last sale price as of the Market Close for such security provided by the CTA. Bank loans are valued at the average of the averages of the bid and ask prices provided to an independent loan pricing service by brokers. Futures contracts are valued at the final settlement price set by an exchange on which they are principally traded. Listed options are valued at the mean 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
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Foreign securities’ (including forward foreign currency exchange contracts) prices are converted into U.S. dollar amounts using the applicable exchange rates as of Market Close. If market quotations are available and believed to be reliable for foreign exchange-traded equity securities, the securities will be valued at the market quotations. Because trading hours for certain foreign securities end before Market Close, closing market quotations may become unreliable. An independent pricing service determines the degree of certainty, based on historical data, that the
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
(1) | Market value of investment securities, other assets andliabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, incomeand expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Although the net assets and the market values are presented at the foreign exchange rates at Market Close, the Portfolio does not isolate the portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses from investments. For securities
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Purchases | Sales | ||
---|---|---|---|
$8,055,703 | $13,185,698 |
Subsidiary | Percentage | |||
---|---|---|---|---|
Voya Retirement Insurance and Annuity Company | 7.24% |
The Portfolio may pay per account fees to affiliates of Voya Investments for recordkeeping services provided on certain assets. For the period ended June 30, 2022, the per account fees for affiliated recordkeeping services paid by the Portfolio were $6,027.
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
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, 2023, 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, | ||||||
---|---|---|---|---|---|---|
2023 | 2024 | 2025 | Total | |||
$190,208 | $116,262 | $97,355 | $403,825 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2022 | 25,018 | — | — | (564,711 | ) | (539,693 | ) | 275,504 | — | — | (6,225,982 | ) | (5,950,478 | ) | ||||||||||||||||
12/31/2021 | 83,402 | — | 463,941 | (1,203,757 | ) | (656,414 | ) | 1,015,615 | — | 5,520,893 | (14,623,690 | ) | (8,087,182 | ) | ||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2022 | 44,978 | — | — | (31,175 | ) | 13,803 | 505,284 | — | — | (338,506 | ) | 166,778 | ||||||||||||||||||
12/31/2021 | 176,055 | — | 45,297 | (265,439 | ) | (44,087 | ) | 2,171,968 | — | 543,110 | (3,264,837 | ) | (549,759 | ) | ||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2022 | — | — | — | (19 | ) | (19 | ) | — | — | — | (202 | ) | (202 | ) | ||||||||||||||||
12/31/2021 | 314 | — | 404 | (33 | ) | 685 | 3,747 | — | 4,814 | (404 | ) | 8,157 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Year Ended December 31, 2021 | Year Ended December 31, 2020 | |||||
---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | |||
$ 5,067,038 | $ 1,001,779 | $ 3,100,007 | $ 3,229,252 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Other | Total Distributable Earning/(Loss) | ||||
---|---|---|---|---|---|---|---|---|
$4,012,644 | $4,730,623 | $ 9,048,301 | $(6,157) | $17,785,411 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Due to the increasing interdependence among global economies and markets, conditions in one country, market, or region might adversely impact markets, issuers and/or foreign exchange rates in other countries, including the United
States. Wars, terrorism, global health crises and pandemics, and other geopolitical events have led, and in the future may lead, to increased market volatility and may have adverse short- or long-term effects on U.S. and world economies and markets generally. For example, the COVID-19 pandemic has resulted, and may continue to result, in significant market volatility, exchange trading suspensions and closures, declines in global financial markets, higher default rates, and a substantial economic downturn in economies throughout the world. Natural and environmental disasters and systemic market dislocations are also highly disruptive to economies and markets. In addition, military action by Russia in Ukraine could adversely affect global energy and financial markets and therefore could affect the value of a Portfolio’s investments, including beyond a Portfolio’s direct exposure to Russian issuers or nearby geographic regions. The extent and duration of the military action, sanctions and resulting market disruptions are impossible to predict and could be substantial. Those events as well as other changes in non-U.S. and domestic economic, social, and political conditions also could adversely affect individual issuers or related groups of issuers, securities markets, interest rates, credit ratings, inflation, investor sentiment, and other factors affecting the value of the investments of the portfolio and of the Portfolio. Any of these occurrences could disrupt the operations of the Portfolio and of the Portfolio’s service providers.
PER SHARE AMOUNTS | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||
Class ADV | $0.3055 | $0.2236 | $0.6283 | July 14, 2022 | July 12, 2022 | |||||
Class I | $0.3471 | $0.2236 | $0.6283 | July 14, 2022 | July 12, 2022 | |||||
Class S | $0.3184 | $0.2236 | $0.6283 | July 14, 2022 | July 12, 2022 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.0% | ||||||||||||||
Affiliated Investment Companies: 100.0% | ||||||||||||||
746,623 | Voya Emerging Markets Index Portfolio — Class I | $ | 7,637,958 | 10.2 | ||||||||||
1,020,895 | Voya Global Bond Fund — Class R6 | 7,748,592 | 10.3 | |||||||||||
1,068,733 | Voya GNMA Income Fund — Class R6 | 8,261,304 | 11.0 | |||||||||||
927,050 | Voya High Yield Portfolio — Class I | 7,629,624 | 10.1 | |||||||||||
349,951 | Voya Index Plus LargeCap Portfolio — Class I | 7,208,995 | 9.6 | |||||||||||
790,151 | Voya International Index Portfolio — Class I | 7,395,814 | 9.8 | |||||||||||
533,680 | (1) | Voya MidCap Opportunities Portfolio — Class R6 | 6,745,713 | 9.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
582,457 | Voya Small Company Portfolio — Class R6 | $ | 7,333,137 | 9.8 | ||||||||||
853,120 | Voya U.S. Bond Index Portfolio — Class I | 8,155,824 | 10.8 | |||||||||||
660,897 | VY® Clarion Global Real Estate Portfolio — Class I | 7,071,602 | 9.4 | |||||||||||
Total Mutual Funds (Cost $89,049,010) | 75,188,563 | 100.0 | ||||||||||||
Liabilities in Excess of Other Assets | (32,386 | ) | — | |||||||||||
Net Assets | $ | 75,156,177 | 100.0 |
(1) | Non-income producing security. |
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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Mutual Funds | $ | 75,188,563 | $ | — | $ | — | $ | 75,188,563 | ||||||||||||
Total Investments, at fair value | $ | 75,188,563 | $ | — | $ | — | $ | 75,188,563 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/21 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/22 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 9,358,578 | $ | 1,030,094 | $ | (477,677 | ) | $ | (2,273,037 | ) | $ | 7,637,958 | $ | 166,705 | $ | 157,520 | $ | 279,334 | ||||||||||||||||
Voya Global Bond Fund — Class R6 | 9,459,451 | 590,808 | (853,025 | ) | (1,448,642 | ) | 7,748,592 | — | (47,264 | ) | — | |||||||||||||||||||||||
Voya GNMA Income Fund — Class R6 | 9,477,959 | 430,454 | (966,741 | ) | (680,368 | ) | 8,261,304 | 69,154 | (62,327 | ) | — | |||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 9,629,864 | 465,698 | (833,170 | ) | (1,632,768 | ) | 7,629,624 | 234,099 | 3,235 | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 10,530,837 | 2,001,396 | (949,267 | ) | (4,373,971 | ) | 7,208,995 | 65,808 | 485,898 | 1,903,693 | ||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 9,811,608 | 348,162 | (473,804 | ) | (2,290,152 | ) | 7,395,814 | 277,598 | 184,540 | — | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class R6 | 9,508,263 | 852,427 | (469,585 | ) | (3,145,392 | ) | 6,745,713 | — | 165,613 | — | ||||||||||||||||||||||||
Voya Small Company Portfolio — Class R6 | 9,923,972 | 2,076,054 | (515,308 | ) | (4,151,581 | ) | 7,333,137 | — | 386,560 | 2,044,157 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/21 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/22 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Bond Index Portfolio — Class I | $ | 9,511,058 | $ | 399,547 | $ | (791,504 | ) | $ | (963,277 | ) | $ | 8,155,824 | $ | 77,282 | $ | (90,119 | ) | $ | — | |||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 10,776,275 | 39,300 | (1,119,678 | ) | (2,624,295 | ) | 7,071,602 | — | 503,334 | — | ||||||||||||||||||||||||
$ | 97,987,865 | $ | 8,233,940 | $ | (7,449,759 | ) | $ | (23,583,483 | ) | $ | 75,188,563 | $ | 890,646 | $ | 1,686,990 | $ | 4,227,184 |
Cost for federal income tax purposes was $89,723,745. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | — | ||
Gross Unrealized Depreciation | (14,535,182 | ) | ||
Net Unrealized Depreciation | $ | (14,535,182 | ) |
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 (0622-081922) |
Voya Investors Trust | ■ | Voya Retirement Moderate Portfolio | |||
■ | Voya Retirement Conservative Portfolio | ■ | Voya Retirement Moderate Growth Portfolio | ||
■ | Voya Retirement 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. |
INVESTMENT MANAGEMENT voyainvestments.com |
1 | |||
2 | |||
3 | |||
4 | |||
6 | |||
8 | |||
16 |
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 period 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.
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2022** | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2022** | |||||||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 873.40 | 0.53 | % | $ | 2.46 | $ | 1,000.00 | $ | 1,022.17 | 0.53 | % | $ | 2.66 | ||||||||||||||||||||||||
Class I | 1,000.00 | 874.50 | 0.28 | 1.30 | $ | 1,000.00 | 1,023.41 | 0.28 | 1.40 | |||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 819.70 | 0.68 | % | $ | 3.07 | $ | 1,000.00 | $ | 1,021.42 | 0.68 | % | $ | 3.41 | ||||||||||||||||||||||||
Class I | 1,000.00 | 822.10 | 0.26 | 1.17 | 1,000.00 | 1,023.51 | 0.26 | 1.30 | ||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 854.30 | 0.61 | % | $ | 2.80 | $ | 1,000.00 | $ | 1,021.77 | 0.61 | % | $ | 3.06 | ||||||||||||||||||||||||
Class I | 1,000.00 | 855.60 | 0.27 | 1.24 | 1,000.00 | 1,023.46 | 0.27 | 1.35 | ||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 833.00 | 0.65 | % | $ | 2.95 | $ | 1,000.00 | $ | 1,021.57 | 0.65 | % | $ | 3.26 | ||||||||||||||||||||||||
Class I | 1,000.00 | 834.30 | 0.26 | 1.18 | 1,000.00 | 1,023.51 | 0.26 | 1.30 |
* | 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. |
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* | $ | 329,736,602 | $ | 1,884,496,400 | $ | 754,127,228 | $ | 1,329,672,686 | |||||||||
Investments in unaffiliated underlying funds at fair value** | 17,204,616 | 58,280,673 | 31,238,062 | 27,037,510 | |||||||||||||
Cash | 17,186,569 | 58,704,968 | 31,399,233 | 27,234,286 | |||||||||||||
Receivables: | |||||||||||||||||
Investments in affiliated underlying funds sold | 346,255 | 297,114 | 392,147 | 1,397,933 | |||||||||||||
Fund shares sold | 4 | 12,284 | 72,768 | 85,593 | |||||||||||||
Prepaid expenses | 4,580 | 26,739 | 10,520 | 18,467 | |||||||||||||
Other assets | 15,154 | 126,525 | 50,530 | 87,045 | |||||||||||||
Total assets | 364,493,780 | 2,001,944,703 | 817,290,488 | 1,385,533,520 | |||||||||||||
LIABILITIES: | |||||||||||||||||
Payable for investments in unaffiliated underlying funds purchased | 17,246,563 | 58,511,887 | 31,322,168 | 27,144,774 | |||||||||||||
Payable for fund shares redeemed | 191,700 | 298,215 | 392,348 | 1,398,067 | |||||||||||||
Payable for investment management fees | 69,122 | 394,918 | 158,017 | 274,515 | |||||||||||||
Payable for distribution and shareholder service fees | 72,458 | 683,475 | 218,543 | 437,921 | |||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 15,154 | 126,525 | 50,530 | 87,045 | |||||||||||||
Payable for trustee fees | 954 | 5,579 | 2,205 | 3,867 | |||||||||||||
Other accrued expenses and liabilities | 34,094 | 123,897 | 55,570 | 88,649 | |||||||||||||
Total liabilities | 17,630,045 | 60,144,496 | 32,199,381 | 29,434,838 | |||||||||||||
NET ASSETS | $ | 346,863,735 | $ | 1,941,800,207 | $ | 785,091,107 | $ | 1,356,098,682 | |||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||
Paid-in capital | $ | 297,215,132 | $ | 1,666,817,629 | $ | 727,341,048 | $ | 1,197,615,658 | |||||||||
Total distributable earnings | 49,648,603 | 274,982,578 | 57,750,059 | 158,483,024 | |||||||||||||
NET ASSETS | $ | 346,863,735 | $ | 1,941,800,207 | $ | 785,091,107 | $ | 1,356,098,682 | |||||||||
* Cost of investments in affiliated underlying funds | $ | 320,000,231 | $ | 1,942,459,170 | $ | 804,454,192 | $ | 1,379,127,555 | |||||||||
**Cost of investments in unaffiliated underlying funds | $ | 17,246,563 | $ | 58,511,887 | $ | 31,322,168 | $ | 27,144,774 | |||||||||
Class ADV | |||||||||||||||||
Net assets | $ | 346,306,970 | $ | 1,897,930,941 | $ | 763,355,246 | $ | 1,333,033,749 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | |||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 40,179,722 | 154,026,258 | 70,732,007 | 116,734,420 | |||||||||||||
Net asset value and redemption price per share | $ | 8.62 | $ | 12.32 | $ | 10.79 | $ | 11.42 | |||||||||
Class I | |||||||||||||||||
Net assets | $ | 556,765 | $ | 43,869,266 | $ | 21,735,861 | $ | 23,064,933 | |||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | |||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||
Shares outstanding | 63,386 | 3,529,867 | 1,982,775 | 2,035,803 | |||||||||||||
Net asset value and redemption price per share | $ | 8.78 | $ | 12.43 | $ | 10.96 | $ | 11.33 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||
Dividends from affiliated underlying funds | $ | 3,055,683 | $ | 17,053,563 | $ | 6,366,363 | $ | 10,111,782 | ||||||||
Total investment income | 3,055,683 | 17,053,563 | 6,366,363 | 10,111,782 | ||||||||||||
EXPENSES: | ||||||||||||||||
Investment management fees | 454,139 | 2,656,056 | 1,049,938 | 1,840,988 | ||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||
Class ADV | 943,454 | 5,412,287 | 2,128,557 | 3,772,303 | ||||||||||||
Transfer agent fees: | ||||||||||||||||
Class ADV | 23,729 | 17,430 | 23,394 | 23,528 | ||||||||||||
Class I | 66 | 391 | 645 | 394 | ||||||||||||
Shareholder reporting expense | 2,172 | 3,439 | 2,895 | 1,991 | ||||||||||||
Professional fees | 9,008 | 47,283 | 19,729 | 32,580 | ||||||||||||
Custody and accounting expense | 15,280 | 69,820 | 29,932 | 49,366 | ||||||||||||
Trustee fees | 4,770 | 27,897 | 11,028 | 19,336 | ||||||||||||
Miscellaneous expense | 12,672 | 61,714 | 24,048 | 42,541 | ||||||||||||
Interest expense | 35 | — | 58 | 118 | ||||||||||||
Total expenses | 1,465,325 | 8,296,317 | 3,290,224 | 5,783,145 | ||||||||||||
Waived and reimbursed fees | (467,953 | ) | (812,914 | ) | (675,598 | ) | (834,425 | ) | ||||||||
Net expenses | 997,372 | 7,483,403 | 2,614,626 | 4,948,720 | ||||||||||||
Net investment income | 2,058,311 | 9,570,160 | 3,751,737 | 5,163,062 | ||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||
Sale of affiliated underlying funds | (252,136 | ) | 23,896,467 | 7,383,434 | 19,294,080 | |||||||||||
Capital gain distributions from affiliated underlying funds | 1,056,456 | 22,625,524 | 3,392,902 | 8,787,331 | ||||||||||||
Net realized gain | 804,320 | 46,521,991 | 10,776,336 | 28,081,411 | ||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||
Affiliated underlying funds | (54,825,796 | ) | (496,235,588 | ) | (153,798,700 | ) | (315,510,420 | ) | ||||||||
Unaffiliated underlying funds | (41,947 | ) | (231,214 | ) | (84,106 | ) | (107,265 | ) | ||||||||
Net change in unrealized appreciation (depreciation) | (54,867,743 | ) | (496,466,802 | ) | (153,882,806 | ) | (315,617,685 | ) | ||||||||
Net realized and unrealized loss | (54,063,423 | ) | (449,944,811 | ) | (143,106,470 | ) | (287,536,274 | ) | ||||||||
Decrease in net assets resulting from operations | $ | (52,005,112 | ) | $ | (440,374,651 | ) | $ | (139,354,733 | ) | $ | (282,373,212 | ) |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 2,058,311 | $ | 5,285,067 | $ | 9,570,160 | $ | 17,240,269 | ||||||||
Net realized gain | 804,320 | 35,756,093 | 46,521,991 | 285,499,936 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (54,867,743 | ) | (21,433,998 | ) | (496,466,802 | ) | 66,316,515 | |||||||||
Increase (decrease) in net assets resulting from operations | (52,005,112 | ) | 19,607,162 | (440,374,651 | ) | 369,056,720 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (18,141,610 | ) | — | (145,167,348 | ) | ||||||||||
Class I | — | (80,971 | ) | — | (3,262,838 | ) | ||||||||||
Total distributions | — | (18,222,581 | ) | — | (148,430,186 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 10,723,602 | 24,500,673 | 3,732,734 | 11,020,574 | ||||||||||||
Reinvestment of distributions | — | 18,222,536 | — | 148,430,186 | ||||||||||||
10,723,602 | 42,723,209 | 3,732,734 | 159,450,760 | |||||||||||||
Cost of shares redeemed | (33,474,926 | ) | (68,708,472 | ) | (158,578,662 | ) | (394,429,184 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (22,751,324 | ) | (25,985,263 | ) | (154,845,928 | ) | (234,978,424 | ) | ||||||||
Net decrease in net assets | (74,756,436 | ) | (24,600,682 | ) | (595,220,579 | ) | (14,351,890 | ) | ||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 421,620,171 | 446,220,853 | 2,537,020,786 | 2,551,372,676 | ||||||||||||
End of year or period | $ | 346,863,735 | $ | 421,620,171 | $ | 1,941,800,207 | $ | 2,537,020,786 |
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | Six Months Ended June 30, 2022 (Unaudited) | Year Ended December 31, 2021 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 3,751,737 | $ | 9,548,507 | $ | 5,163,062 | $ | 13,677,897 | ||||||||
Net realized gain | 10,776,336 | 94,828,194 | 28,081,411 | 179,273,129 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (153,882,806 | ) | (11,497,144 | ) | (315,617,685 | ) | 36,658,232 | |||||||||
Increase (decrease) in net assets resulting from operations | (139,354,733 | ) | 92,879,557 | (282,373,212 | ) | 229,609,258 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (57,925,502 | ) | — | (103,884,225 | ) | ||||||||||
Class I | — | (1,574,654 | ) | — | (1,729,803 | ) | ||||||||||
Total distributions | — | (59,500,156 | ) | — | (105,614,028 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 5,668,425 | 22,289,625 | 7,121,190 | 14,089,421 | ||||||||||||
Reinvestment of distributions | — | 59,500,156 | — | 105,614,028 | ||||||||||||
5,668,425 | 81,789,781 | 7,121,190 | 119,703,449 | |||||||||||||
Cost of shares redeemed | (69,441,634 | ) | (138,009,479 | ) | (116,982,157 | ) | (256,597,436 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (63,773,209 | ) | (56,219,698 | ) | (109,860,967 | ) | (136,893,987 | ) | ||||||||
Net decrease in net assets | (203,127,942 | ) | (22,840,297 | ) | (392,234,179 | ) | (12,898,757 | ) | ||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 988,219,049 | 1,011,059,346 | 1,748,332,861 | 1,761,231,618 | ||||||||||||
End of year or period | $ | 785,091,107 | $ | 988,219,049 | $ | 1,356,098,682 | $ | 1,748,332,861 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 9.87 | 0.05 | • | (1.30 | ) | (1.25 | ) | — | — | — | — | — | 8.62 | (12.66 | ) | 0.78 | 0.53 | 0.53 | 1.09 | 346,307 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 9.84 | 0.12 | • | 0.33 | 0.45 | 0.21 | 0.21 | — | 0.43 | — | 9.87 | 4.69 | 0.79 | 0.54 | 0.54 | 1.22 | 420,230 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 9.31 | 0.18 | 0.75 | 0.93 | 0.17 | 0.23 | — | 0.40 | — | 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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 10.04 | 0.06 | • | (1.32 | ) | (1.26 | ) | — | — | — | — | — | 8.78 | (12.55 | ) | 0.28 | 0.28 | 0.28 | 1.30 | 557 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 10.01 | 0.15 | • | 0.33 | 0.48 | 0.24 | 0.21 | — | 0.45 | — | 10.04 | 4.87 | 0.29 | 0.29 | 0.29 | 1.46 | 1,390 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 15.03 | 0.06 | • | (2.77 | ) | (2.71 | ) | — | — | — | — | — | 12.32 | (18.03 | ) | 0.76 | 0.68 | 0.68 | 0.86 | 1,897,931 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 13.80 | 0.10 | • | 2.00 | 2.10 | 0.25 | 0.62 | — | 0.87 | — | 15.03 | 15.52 | 0.77 | 0.69 | 0.69 | 0.66 | 2,483,104 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 15.12 | 0.09 | • | (2.78 | ) | (2.69 | ) | — | — | — | — | — | 12.43 | (17.79 | ) | 0.26 | 0.26 | 0.26 | 1.30 | 43,869 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 13.88 | 0.16 | • | 2.01 | 2.17 | 0.31 | 0.62 | — | 0.93 | — | 15.12 | 15.96 | 0.27 | 0.27 | 0.27 | 1.12 | 53,917 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 12.63 | 0.05 | • | (1.89 | ) | (1.84 | ) | — | — | — | — | — | 10.79 | (14.57 | ) | 0.77 | 0.61 | 0.61 | 0.85 | 763,355 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.24 | 0.12 | • | 1.03 | 1.15 | 0.24 | 0.52 | — | 0.77 | — | 12.63 | 9.64 | 0.78 | 0.62 | 0.62 | 0.94 | 962,098 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | — | 0.72 | — | 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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 12.81 | 0.07 | • | (1.92 | ) | (1.85 | ) | — | — | — | — | — | 10.96 | (14.44 | ) | 0.27 | 0.27 | 0.27 | 1.19 | 21,736 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.40 | 0.17 | • | 1.05 | 1.22 | 0.29 | 0.52 | — | 0.81 | — | 12.81 | 10.05 | 0.28 | 0.28 | 0.28 | 1.31 | 26,121 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 13.71 | 0.04 | • | (2.33 | ) | (2.29 | ) | — | — | — | — | — | 11.42 | (16.70 | ) | 0.76 | 0.65 | 0.65 | 0.67 | 1,333,034 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.79 | 0.10 | • | 1.64 | 1.74 | 0.24 | 0.58 | — | 0.82 | — | 13.71 | 13.92 | 0.77 | 0.66 | 0.66 | 0.77 | 1,720,105 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-22+ | 13.58 | 0.07 | • | (2.32 | ) | (2.25 | ) | — | — | — | — | — | 11.33 | (16.57 | ) | 0.26 | 0.26 | 0.26 | 1.07 | 23,065 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-21 | 12.67 | 0.16 | • | 1.62 | 1.78 | 0.29 | 0.58 | — | 0.87 | — | 13.58 | 14.41 | 0.27 | 0.27 | 0.27 | 1.20 | 28,228 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Purchases | Sales | |||||||
---|---|---|---|---|---|---|---|---|
Conservative | $ | 57,990,431 | $ | 78,826,450 | ||||
Growth | 231,859,705 | 377,708,512 | ||||||
Moderate | 105,476,336 | 165,774,465 | ||||||
Moderate Growth | 148,105,160 | 253,220,215 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Subsidiary | Portfolio | Percentage | ||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | Conservative | 25.49 | % | |||
Moderate | 10.55 | |||||
Moderate Growth | 5.84 |
Portfolio | Amount | ||||
---|---|---|---|---|---|
Conservative | $ | 23,572 | |||
Growth | 16,786 | ||||
Moderate | 23,630 | ||||
Moderate Growth | 23,114 |
Portfolio(1) | Class ADV | Class I | |||||
---|---|---|---|---|---|---|---|
Conservative | 0.92 | % | 0.67 | % | |||
Growth | 1.07 | % | 0.82 | % | |||
Moderate | 1.00 | % | 0.75 | % | |||
Moderate Growth | 1.04 | % | 0.79 | % |
(1) | The operating expense limits take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | 1 | $ | 938,000 | 1.33 | % | ||||||||
Moderate | 1 | 1,564,000 | 1.33 | ||||||||||
Moderate Growth | 1 | 3,184,000 | 1.33 |
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 | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 1,146,242 | — | — | (3,550,018 | ) | (2,403,776 | ) | 10,651,678 | — | — | (32,719,652 | ) | (22,067,974 | ) | ||||||||||||||||||||||||||
12/31/2021 | 2,390,724 | — | 1,862,588 | (6,882,246 | ) | (2,628,934 | ) | 23,614,196 | — | 18,141,610 | (67,863,314 | ) | (26,107,508 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 7,539 | — | — | (82,538 | ) | (74,999 | ) | 71,924 | — | — | (755,274 | ) | (683,350 | ) | ||||||||||||||||||||||||||
12/31/2021 | 87,363 | — | 8,174 | (84,668 | ) | 10,869 | 886,477 | — | 80,926 | (845,158 | ) | 122,245 | ||||||||||||||||||||||||||||
Growth | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 220,559 | — | — | (11,453,076 | ) | (11,232,517 | ) | 3,045,685 | — | — | (157,391,507 | ) | (154,345,822 | ) | ||||||||||||||||||||||||||
12/31/2021 | 646,812 | — | 10,116,192 | (26,649,135 | ) | (15,886,131 | ) | 9,434,803 | — | 145,167,348 | (387,480,726 | ) | (232,878,575 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 50,602 | — | — | (86,000 | ) | (35,398 | ) | 687,049 | — | — | (1,187,155 | ) | (500,106 | ) | ||||||||||||||||||||||||||
12/31/2021 | 107,768 | — | 226,272 | (480,763 | ) | (146,723 | ) | 1,585,771 | — | 3,262,838 | (6,948,458 | ) | (2,099,849 | ) | ||||||||||||||||||||||||||
Moderate | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 454,075 | — | — | (5,877,067 | ) | (5,422,992 | ) | 5,372,211 | — | — | (68,473,686 | ) | (63,101,475 | ) | ||||||||||||||||||||||||||
12/31/2021 | 1,590,620 | — | 4,720,905 | (10,918,360 | ) | (4,606,835 | ) | 19,787,504 | — | 57,925,502 | (136,357,563 | ) | (58,644,557 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 25,161 | — | — | (81,389 | ) | (56,228 | ) | 296,214 | — | — | (967,948 | ) | (671,734 | ) | ||||||||||||||||||||||||||
12/31/2021 | 194,342 | — | 126,682 | (129,888 | ) | 191,136 | 2,502,121 | — | 1,574,654 | (1,651,916 | ) | 2,424,859 | ||||||||||||||||||||||||||||
Moderate Growth | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 515,619 | — | — | (9,230,187 | ) | (8,714,568 | ) | 6,455,515 | — | — | (115,764,943 | ) | (109,309,428 | ) | ||||||||||||||||||||||||||
12/31/2021 | 943,234 | — | 7,918,005 | (19,174,038 | ) | (10,312,799 | ) | 12,618,352 | — | 103,884,225 | (255,066,226 | ) | (138,563,649 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2022 | 53,576 | — | — | (96,793 | ) | (43,217 | ) | 665,675 | — | — | (1,217,214 | ) | (551,539 | ) | ||||||||||||||||||||||||||
12/31/2021 | 110,468 | — | 133,369 | (116,047 | ) | 127,790 | 1,471,069 | — | 1,729,803 | (1,531,210 | ) | 1,669,662 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
Year Ended December 31, 2021 | Year Ended December 31, 2020 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | ||||||||||||||
Conservative | $ | 10,978,229 | $ | 7,244,352 | $ | 9,996,344 | $ | 8,005,461 | |||||||||
Growth | 43,273,510 | 105,156,676 | 56,076,516 | 100,113,646 | |||||||||||||
Moderate | 18,955,420 | 40,544,736 | 21,827,057 | 31,924,817 | |||||||||||||
Moderate Growth | 31,051,381 | 74,562,647 | 37,863,570 | 71,904,228 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Other | Total Distributable Earnings/(Loss) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 9,792,019 | $ | 31,827,514 | $ | 60,043,369 | $ | (9,187 | ) | $ | 101,653,715 | |||||||||
Growth | 23,174,589 | 271,861,706 | 420,410,095 | (89,161 | ) | 715,357,229 | ||||||||||||||
Moderate | 13,909,318 | 90,371,992 | 92,855,577 | (32,095 | ) | 197,104,792 | ||||||||||||||
Moderate Growth | 19,277,382 | 169,897,861 | 251,736,839 | (55,846 | ) | 440,856,236 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED)
PER SHARE AMOUNTS | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||
Conservative | ||||||||||||||||||||
Class ADV | $ | 0.1931 | $ | 0.0513 | $ | 0.7942 | July 14, 2022 | July 12, 2022 | ||||||||||||
Class I | $ | 0.2188 | $ | 0.0513 | $ | 0.7942 | July 14, 2022 | July 12, 2022 | ||||||||||||
Growth | ||||||||||||||||||||
Class ADV | $ | 0.1447 | $ | 0.0015 | $ | 1.7329 | July 14, 2022 | July 12, 2022 | ||||||||||||
Class I | $ | 0.2143 | $ | 0.0015 | $ | 1.7329 | July 14, 2022 | July 12, 2022 | ||||||||||||
Moderate | ||||||||||||||||||||
Class ADV | $ | 0.1892 | $ | 0.0016 | $ | 1.2475 | July 14, 2022 | July 12, 2022 | ||||||||||||
Class I | $ | 0.2365 | $ | 0.0016 | $ | 1.2475 | July 14, 2022 | July 12, 2022 | ||||||||||||
Moderate Growth | ||||||||||||||||||||
Class ADV | $ | 0.1605 | $ | 0.0017 | $ | 1.4380 | July 14, 2022 | July 12, 2022 | ||||||||||||
Class I | $ | 0.2187 | $ | 0.0017 | $ | 1.4380 | July 14, 2022 | July 12, 2022 |
Voya Retirement Conservative Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 4.9% | ||||||||||||||
185,307 | Schwab U.S. TIPS ETF | $ | 10,340,130 | 3.0 | ||||||||||
52,051 | Vanguard Value ETF | 6,864,486 | 1.9 | |||||||||||
Total Exchange-Traded Funds (Cost $17,246,563) | 17,204,616 | 4.9 | ||||||||||||
MUTUAL FUNDS: 95.1% | ||||||||||||||
Affiliated Investment Companies: 95.1% | ||||||||||||||
1,093,281 | Voya International Index Portfolio — Class I | 10,233,112 | 3.0 | |||||||||||
4,427,294 | Voya Short Term Bond Fund — Class R6 | 41,572,288 | 12.0 | |||||||||||
21,911,860 | Voya U.S. Bond Index Portfolio — Class I | 209,477,384 | 60.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
3,916,122 | Voya U.S. Stock Index Portfolio — Class I | $ | 68,453,818 | 19.7 | ||||||||||
Total Mutual Funds (Cost $320,000,231) | 329,736,602 | 95.1 | ||||||||||||
Total Investments in Securities (Cost $337,246,794) | $ | 346,941,218 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (77,483 | ) | — | |||||||||||
Net Assets | $ | 346,863,735 | 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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 17,204,616 | $ | — | $ | — | $ | 17,204,616 | ||||||||||||
Mutual Funds | 329,736,602 | — | — | 329,736,602 | ||||||||||||||||
Total Investments, at fair value | $ | 346,941,218 | $ | — | $ | — | $ | 346,941,218 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2021 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2022 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 8,059,890 | $ | 1,296,251 | $ | (7,738,346 | ) | $ | (1,617,795 | ) | $ | — | $ | 145,752 | $ | (145,538 | ) | $ | 244,225 | ||||||||||||||
Voya International Index Portfolio —Class I | 12,452,094 | 1,422,677 | (865,964 | ) | (2,775,695 | ) | 10,233,112 | 361,088 | 35,319 | — | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 12,610,807 | 1,657,358 | (10,284,496 | ) | (3,983,669 | ) | — | 104,592 | 486,094 | 812,231 | |||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | 33,488,829 | 13,745,597 | (4,245,833 | ) | (1,416,305 | ) | 41,572,288 | 260,158 | (170,406 | ) | — | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 272,470,443 | 10,931,250 | (48,827,016 | ) | (25,097,293 | ) | 209,477,384 | 2,184,093 | (4,706,581 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 82,758,598 | 11,690,735 | (6,060,476 | ) | (19,935,039 | ) | 68,453,818 | — | 4,248,976 | — | |||||||||||||||||||||||
$ | 421,840,661 | $ | 40,743,868 | $ | (78,022,131 | ) | $ | (54,825,796 | ) | $ | 329,736,602 | $ | 3,055,683 | $ | (252,136 | ) | $ | 1,056,456 |
Voya Retirement Conservative Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $341,765,592. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 30,326,839 | ||
Gross Unrealized Depreciation | (25,151,213 | ) | ||
Net Unrealized Appreciation | $ | 5,175,626 |
Voya Retirement Growth Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 3.0% | ||||||||||||||
441,922 | Vanguard Value ETF | $ | 58,280,673 | 3.0 | ||||||||||
Total Exchange-Traded Funds (Cost $58,511,887) | 58,280,673 | 3.0 | ||||||||||||
MUTUAL FUNDS: 97.1% | ||||||||||||||
Affiliated Investment Companies: 97.1% | ||||||||||||||
7,516,978 | Voya Emerging Markets Index Portfolio — Class I | 76,898,689 | 4.0 | |||||||||||
22,698,287 | Voya International Index Portfolio — Class I | 212,455,965 | 10.9 | |||||||||||
14,965,305 | Voya RussellTM Mid Cap Index Portfolio — Class I | 153,843,337 | 7.9 | |||||||||||
3,165,483 | Voya RussellTM Small Cap Index Portfolio — Class I | 38,460,613 | 2.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
8,371,183 | Voya Short Term Bond Fund — Class R6 | $ | 78,605,405 | 4.1 | ||||||||||
31,059,402 | Voya U.S. Bond Index Portfolio — Class I | 296,927,882 | 15.3 | |||||||||||
58,770,281 | Voya U.S. Stock Index Portfolio — Class I | 1,027,304,509 | 52.9 | |||||||||||
Total Mutual Funds (Cost $1,942,459,170) | 1,884,496,400 | 97.1 | ||||||||||||
Total Investments in Securities (Cost $2,000,971,057) | $ | 1,942,777,073 | 100.1 | |||||||||||
Liabilities in Excess of Other Assets | (976,866 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 1,941,800,207 | 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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 58,280,673 | $ | — | $ | — | $ | 58,280,673 | ||||||||||||
Mutual Funds | 1,884,496,400 | — | — | 1,884,496,400 | ||||||||||||||||
Total Investments, at fair value | $ | 1,942,777,073 | $ | — | $ | — | $ | 1,942,777,073 |
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, 2022 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2021 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2022 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 144,066,359 | $ | 19,367,535 | $ | (56,797,622 | ) | $ | (29,737,583 | ) | $ | 76,898,689 | $ | 2,643,161 | $ | (2,539,782 | ) | $ | 4,428,928 | ||||||||||||||
Voya International Index Portfolio — Class I | 272,052,604 | 21,750,043 | (19,804,651 | ) | (61,542,031 | ) | 212,455,965 | 8,003,892 | 1,844,476 | — | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 225,424,090 | 21,534,896 | (31,333,981 | ) | (61,781,668 | ) | 153,843,337 | 1,897,231 | (2,490,876 | ) | 14,733,280 | ||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 48,844,840 | 8,371,230 | (2,398,169 | ) | (16,357,288 | ) | 38,460,613 | 350,448 | 869,856 | 3,463,316 | |||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | 124,698,711 | 1,862,401 | (44,357,639 | ) | (3,598,068 | ) | 78,605,405 | 962,764 | (2,346,576 | ) | — | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 399,581,489 | 19,134,522 | (82,895,394 | ) | (38,892,735 | ) | 296,927,882 | 3,196,067 | (4,719,952 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 1,323,902,598 | 81,327,191 | (93,599,065 | ) | (284,326,215 | ) | 1,027,304,509 | — | 33,279,321 | — | |||||||||||||||||||||||
$ | 2,538,570,691 | $ | 173,347,818 | $ | (331,186,521 | ) | $ | (496,235,588 | ) | $ | 1,884,496,400 | $ | 17,053,563 | $ | 23,896,467 | $ | 22,625,524 |
Cost for federal income tax purposes was $2,018,833,780. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 40,192,451 | ||
Gross Unrealized Depreciation | (116,249,158 | ) | ||
Net Unrealized Depreciation | $ | (76,056,707 | ) |
Voya Retirement Moderate Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
EXCHANGE-TRADED FUNDS: 4.0% | ||||||||||||||
280,501 | Schwab U.S. TIPS ETF | $ | 15,651,956 | 2.0 | ||||||||||
118,184 | Vanguard Value ETF | 15,586,106 | 2.0 | |||||||||||
Total Exchange-Traded Funds (Cost $31,322,168) | 31,238,062 | 4.0 | ||||||||||||
MUTUAL FUNDS: 96.0% | ||||||||||||||
Affiliated Investment Companies: 96.0% | ||||||||||||||
1,507,406 | Voya Emerging Markets Index Portfolio — Class I | 15,420,758 | 2.0 | |||||||||||
4,968,664 | Voya International Index Portfolio — Class I | 46,506,692 | 5.9 | |||||||||||
1,492,058 | Voya RussellTM Mid Cap Index Portfolio — Class I | 15,338,357 | 1.9 | |||||||||||
7,545,287 | Voya Short Term Bond Fund — Class R6 | 70,850,245 | 9.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
39,814,907 | Voya U.S. Bond Index Portfolio — Class I | $ | 380,630,510 | 48.5 | ||||||||||
12,893,631 | Voya U.S. Stock Index Portfolio — Class I | 225,380,666 | 28.7 | |||||||||||
Total Mutual Funds (Cost $804,454,192) | 754,127,228 | 96.0 | ||||||||||||
Total Investments in Securities (Cost $835,776,360) | $ | 785,365,290 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (274,183 | ) | — | |||||||||||
Net Assets | $ | 785,091,107 | 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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 31,238,062 | $ | — | $ | — | $ | 31,238,062 | ||||||||||||
Mutual Funds | 754,127,228 | — | — | 754,127,228 | ||||||||||||||||
Total Investments, at fair value | $ | 785,365,290 | $ | — | $ | — | $ | 785,365,290 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2021 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2022 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 28,178,572 | $ | 4,091,311 | $ | (10,761,083 | ) | $ | (6,088,042 | ) | $ | 15,420,758 | $ | 511,765 | $ | (217,050 | ) | $ | 857,522 | ||||||||||||||
Voya International Index Portfolio — Class I | 48,373,296 | 12,237,678 | (3,108,477 | ) | (10,995,805 | ) | 46,506,692 | 1,408,797 | 308,796 | — | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 39,191,704 | 4,137,454 | (16,635,260 | ) | (11,355,541 | ) | 15,338,357 | 326,486 | 317,490 | 2,535,380 | |||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | 78,045,580 | 5,988,816 | (9,887,631 | ) | (3,296,520 | ) | 70,850,245 | 603,189 | (408,562 | ) | — | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 439,600,632 | 32,598,468 | (46,993,879 | ) | (44,574,711 | ) | 380,630,510 | 3,516,126 | (3,188,718 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 355,380,105 | 15,100,442 | (67,611,800 | ) | (77,488,081 | ) | 225,380,666 | — | 10,571,478 | — | |||||||||||||||||||||||
$ | 988,769,889 | $ | 74,154,169 | $ | (154,998,130 | ) | $ | (153,798,700 | ) | $ | 754,127,228 | $ | 6,366,363 | $ | 7,383,434 | $ | 3,392,902 |
Voya Retirement Moderate Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $846,392,519. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 7,516,308 | ||
Gross Unrealized Depreciation | (68,543,537 | ) | ||
Net Unrealized Depreciation | $ | (61,027,229 | ) |
Voya Retirement Moderate Growth Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 2.0% | ||||||||||||||
205,016 | Vanguard Value ETF | $ | 27,037,510 | 2.0 | ||||||||||
Total Exchange-Traded Funds (Cost $27,144,774) | 27,037,510 | 2.0 | ||||||||||||
MUTUAL FUNDS: 98.0% | ||||||||||||||
Affiliated Investment Companies: 98.0% | ||||||||||||||
2,608,165 | Voya Emerging Markets Index Portfolio — Class I | 26,681,528 | 2.0 | |||||||||||
10,048,693 | Voya International Index Portfolio — Class I | 94,055,768 | 6.9 | |||||||||||
6,503,866 | Voya RussellTM Mid Cap Index Portfolio — Class I | 66,859,745 | 4.9 | |||||||||||
7,274,288 | Voya Short Term Bond Fund — Class R6 | 68,305,562 | 5.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
46,030,541 | Voya U.S. Bond Index Portfolio — Class I | $ | 440,051,974 | 32.5 | ||||||||||
36,253,896 | Voya U.S. Stock Index Portfolio — Class I | 633,718,109 | 46.7 | |||||||||||
Total Mutual Funds (Cost $1,379,127,555) | 1,329,672,686 | 98.0 | ||||||||||||
Total Investments in Securities (Cost $1,406,272,329) | $ | 1,356,710,196 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (611,514 | ) | — | |||||||||||
Net Assets | $ | 1,356,098,682 | 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, 2022 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 27,037,510 | $ | — | $ | — | $ | 27,037,510 | ||||||||||||
Mutual Funds | 1,329,672,686 | — | — | 1,329,672,686 | ||||||||||||||||
Total Investments, at fair value | $ | 1,356,710,196 | $ | — | $ | — | $ | 1,356,710,196 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2021 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2022 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 66,124,966 | $ | 9,307,698 | $ | (34,864,439 | ) | $ | (13,886,697 | ) | $ | 26,681,528 | $ | 1,212,128 | $ | (876,875 | ) | $ | 2,031,064 | ||||||||||||||
Voya International Index Portfolio — Class I | 119,182,258 | 10,016,076 | (8,132,800 | ) | (27,009,766 | ) | 94,055,768 | 3,503,611 | 775,824 | — | |||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 103,452,952 | 10,513,373 | (19,159,654 | ) | (27,946,926 | ) | 66,859,745 | 870,017 | (1,560,408 | ) | 6,756,267 | ||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | 85,839,511 | 1,231,002 | (15,394,398 | ) | (3,370,553 | ) | 68,305,562 | 664,637 | (716,737 | ) | — | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 481,358,254 | 64,652,499 | (57,094,169 | ) | (48,864,610 | ) | 440,051,974 | 3,861,389 | (3,434,302 | ) | — | ||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 893,403,583 | 25,239,738 | (90,493,344 | ) | (194,431,868 | ) | 633,718,109 | — | 25,106,578 | — | |||||||||||||||||||||||
$ | 1,749,361,524 | $ | 120,960,386 | $ | (225,138,804 | ) | $ | (315,510,420 | ) | $ | 1,329,672,686 | $ | 10,111,782 | $ | 19,294,080 | $ | 8,787,331 |
Voya Retirement Moderate Growth Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2022 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $1,420,591,041. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 24,478,626 | ||
Gross Unrealized Depreciation | (88,359,472 | ) | ||
Net Unrealized Depreciation | $ | (63,880,846 | ) |
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 (0622-081922) |
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 1, 2022
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 1, 2022
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 1, 2022