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:811-05773
Voya Balanced Portfolio, Inc.
(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) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore, MD 21201
(Name and address of agent for service)
Registrant’s telephone number, including area code:1-800-992-0180
Date of fiscal year end:December 31
Date of reporting period:December 31, 2019
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):
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
January 21, 2020
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays Long-Term U.S. Treasury Index | | | | This index measures the performance of U.S. Treasury bills with long-term maturity. The credit level for this index is investment grade. The rebalance scheme is monthly. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex U.K.® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI U.K.® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index* | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk® Growth Index** | | | | Seeks to measure the performance of an asset allocation strategy targeted to a growth focused risk profile. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 48.5% | |
| Exchange-Traded Funds | | | 17.1% | |
| Mutual Funds | | | 14.8% | |
| Corporate Bonds/Notes | | | 4.7% | |
| Collateralized Mortgage Obligations | | | 4.1% | |
| U.S. Government Agency Obligations | | | 1.9% | |
| Asset-Backed Securities | | | 1.8% | |
| Commercial Mortgage-Backed Securities | | | 1.6% | |
| U.S. Treasury Obligations | | | 1.2% | |
| Sovereign Bonds | | | 0.1% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 4.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Vanguard Value ETF | | | 5.0% | |
| iShares Core S&P 500 ETF | | | 4.0% | |
| iShares Core MSCI Emerging Markets ETF | | | 4.0% | |
| Voya High Yield Bond Fund - Class P | | | 4.0% | |
| Voya Floating Rate Fund - Class P | | | 3.0% | |
| Voya Strategic Income Opportunities Fund - Class P | | | 3.0% | |
| Voya Small Company Fund - Class R6 | | | 2.5% | |
| Voya Short Term Bond Fund - Class R6 | | | 2.0% | |
| Schwab U.S. TIPS ETF | | | 2.0% | |
| Microsoft Corp. | | | 1.5% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 19.11% | | | | | | 6.14% | | | | | | 7.89% | | | |
| | Class S | | | | | 18.80% | | | | | | 5.87% | | | | | | 7.62% | | | |
| | S&P Target Risk® Growth Index Total Return | | | | | 19.20% | | | | | | 6.63% | | | | | | 7.87% | | | |
| | S&P Target Risk® Growth Index Gross | | | | | 19.50% | | | | | | 6.90% | | | | | | 8.14% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 8.72% | | | | | | 3.05% | | | | | | 3.75% | | | |
| | MSCI EAFE® Index | | | | | 22.01% | | | | | | 5.67% | | | | | | 5.50% | | | |
| | Russell 3000® Index | | | | | 31.02% | | | | | | 11.24% | | | | | | 13.42% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Geographic Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 60.9% | |
| Japan | | | 8.9% | |
| Canada | | | 4.4% | |
| United Kingdom | | | 4.3% | |
| Australia | | | 3.3% | |
| Netherlands | | | 3.2% | |
| Switzerland | | | 2.8% | |
| Spain | | | 2.2% | |
| France | | | 1.9% | |
| Denmark | | | 1.2% | |
| Countries between 0.1% – 1.1%^ | | | 6.4% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 12 countries, which each represents 0.1% – 1.1% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 3.2% | |
| Johnson & Johnson | | | 1.4% | |
| Roche Holding AG | | | 1.2% | |
| AT&T, Inc. | | | 1.1% | |
| Merck & Co., Inc. | | | 1.1% | |
| Procter & Gamble Co. | | | 1.1% | |
| Royal Dutch Shell PLC - Class A | | | 1.0% | |
| Pfizer, Inc. | | | 1.0% | |
| Cisco Systems, Inc. | | | 1.0% | |
| PepsiCo, Inc. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | 21.06% | | | | | | 6.75% | | | | | | 6.71% | | | | | | — | | | |
| | Class I(1) | | | | | 21.68% | | | | | | 7.29% | | | | | | 7.09% | | | | | | — | | | |
| | Class S | | | | | 21.41% | | | | | | 7.04% | | | | | | 6.97% | | | | | | — | | | |
| | Class S2 | | | | | 21.26% | | | | | | — | | | | | | — | | | | | | 6.13% | | | |
| | Class T | | | | | 21.05% | | | | | | — | | | | | | — | | | | | | 5.95% | | | |
| | MSCI World IndexSM | | | | | 27.67% | | | | | | 8.74% | | | | | | 9.47% | | | | | | 8.31% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Repurchase Agreement | | | 44.8% | |
| U.S. Government Agency Debt | | | 33.2% | |
| U.S. Treasury Debt | | | 14.2% | |
| Investment Companies | | | 7.7% | |
| Assets in Excess of Other Liabilities | | | 0.1% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 22.9% | |
| Health Care | | | 14.6% | |
| Financials | | | 13.2% | |
| Communication Services | | | 10.7% | |
| Industrials | | | 8.9% | |
| Consumer Staples | | | 8.3% | |
| Consumer Discretionary | | | 8.1% | |
| Energy | | | 4.3% | |
| Utilities | | | 3.2% | |
| Real Estate | | | 2.7% | |
| Materials | | | 2.6% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 7.1% | |
| Alphabet, Inc. - Class A | | | 4.5% | |
| Apple, Inc. | | | 4.4% | |
| Johnson & Johnson | | | 3.1% | |
| JPMorgan Chase & Co. | | | 2.8% | |
| Adobe, Inc. | | | 2.6% | |
| AT&T, Inc. | | | 2.3% | |
| Walt Disney Co. | | | 2.2% | |
| Philip Morris International, Inc. | | | 2.1% | |
| Analog Devices, Inc. | | | 2.1% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 28.29% | | | | | | 9.41% | | | | | | 11.31% | | | |
| | Class I | | | | | 28.88% | | | | | | 9.90% | | | | | | 11.82% | | | |
| | Class S | | | | | 28.55% | | | | | | 9.63% | | | | | | 11.54% | | | |
| | Class S2 | | | | | 28.33% | | | | | | 9.47% | | | | | | 11.27% | | | |
| | S&P 500® Index | | | | | 31.49% | | | | | | 11.70% | | | | | | 13.56% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 23.8% | |
| Collateralized Mortgage Obligations | | | 19.1% | |
| U.S. Government Agency Obligations | | | 19.0% | |
| Mutual Funds | | | 18.5% | |
| Asset-Backed Securities | | | 8.5% | |
| Commercial Mortgage-Backed Securities | | | 7.9% | |
| U.S. Treasury Obligations | | | 2.6% | |
| Sovereign Bonds | | | 0.1% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Municipal Bonds | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Voya Investment Grade Credit Fund - Class P | | | 4.5% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 3.8% | |
| Voya Securitized Credit Fund - Class P | | | 3.3% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.6% | |
| Uniform Mortgage-Backed Securities, 3.000%, 01/01/50 | | | 2.0% | |
| Voya High Yield Bond Fund - Class P | | | 1.9% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.7% | |
| United States Treasury Inflation Indexed Bonds, 0.250%, 07/15/29 | | | 1.4% | |
| Uniform Mortgage-Backed Securities, 3.500%, 08/01/46 | | | 0.9% | |
| Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/41 | | | 0.9% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 9.29% | | | | | | 3.26% | | | | | | 4.64% | | | |
| | Class I | | | | | 9.85% | | | | | | 3.79% | | | | | | 5.19% | | | |
| | Class S | | | | | 9.54% | | | | | | 3.52% | | | | | | 4.92% | | | |
| | Class S2 | | | | | 9.40% | | | | | | 3.38% | | | | | | 4.76% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 8.72% | | | | | | 3.05% | | | | | | 3.75% | | | |
| | | | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 19.0% | |
| Financials | | | 18.8% | |
| Health Care | | | 14.0% | |
| Information Technology | | | 12.8% | |
| Consumer Discretionary | | | 11.6% | |
| Real Estate | | | 7.3% | |
| Consumer Staples | | | 3.8% | |
| Materials | | | 3.2% | |
| Energy | | | 3.0% | |
| Utilities | | | 2.5% | |
| Communication Services | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 2.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Performance Food Group Co. | | | 1.3% | |
| j2 Global, Inc. | | | 1.2% | |
| Generac Holdings, Inc. | | | 1.1% | |
| Helen of Troy Ltd. | | | 1.1% | |
| STAG Industrial, Inc. | | | 1.1% | |
| First Financial Bancorp. | | | 1.0% | |
| Ryman Hospitality Properties | | | 1.0% | |
| Alamo Group, Inc. | | | 1.0% | |
| EMCOR Group, Inc. | | | 1.0% | |
| Columbia Banking System, Inc. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 25.56% | | | | | | 7.32% | | | | | | 10.97% | | | |
| | Class I | | | | | 26.21% | | | | | | 7.86% | | | | | | 11.52% | | | |
| | Class R6(1) | | | | | 26.20% | | | | | | 7.86% | | | | | | 11.52% | | | |
| | Class S | | | | | 25.86% | | | | | | 7.59% | | | | | | 11.24% | | | |
| | Russell 2000® Index | | | | | 25.52% | | | | | | 8.23% | | | | | | 11.83% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2019 | | | Ending Account Value December 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2019* | | | Beginning Account Value July 1, 2019 | | | Ending Account Value December 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2019* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,063.60 | | | | | | 0.69% | | | | | $ | 3.59 | | | | | $ | 1,000.00 | | | | | $ | 1,021.73 | | | | | | 0.69% | | | | | $ | 3.52 | | |
Class S | | | | | 1,000.00 | | | | | | 1,062.60 | | | | | | 0.94 | | | | | | 4.89 | | | | | | 1,000.00 | | | | | | 1,020.47 | | | | | | 0.94 | | | | | | 4.79 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,062.40 | | | | | | 1.10% | | | | | $ | 5.72 | | | | | $ | 1,000.00 | | | | | $ | 1,019.66 | | | | | | 1.10% | | | | | $ | 5.60 | | |
Class I | | | | | 1,000.00 | | | | | | 1,065.40 | | | | | | 0.60 | | | | | | 3.12 | | | | | | 1,000.00 | | | | | | 1,022.18 | | | | | | 0.60 | | | | | | 3.06 | | |
Class S | | | | | 1,000.00 | | | | | | 1,064.30 | | | | | | 0.85 | | | | | | 4.42 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,063.70 | | | | | | 1.00 | | | | | | 5.20 | | | | | | 1,000.00 | | | | | | 1,020.16 | | | | | | 1.00 | | | | | | 5.09 | | |
Class T | | | | | 1,000.00 | | | | | | 1,063.00 | | | | | | 1.20 | | | | | | 6.24 | | | | | | 1,000.00 | | | | | | 1,019.16 | | | | | | 1.20 | | | | | | 6.11 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,008.70 | | | | | | 0.34% | | | | | $ | 1.72 | | | | | $ | 1,000.00 | | | | | $ | 1,023.49 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,094.30 | | | | | | 1.03% | | | | | $ | 5.44 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,096.90 | | | | | | 0.58 | | | | | | 3.07 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 1,095.50 | | | | | | 0.83 | | | | | | 4.38 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,094.50 | | | | | | 0.98 | | | | | | 5.17 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2019 | | | Ending Account Value December 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2019* | | | Beginning Account Value July 1, 2019 | | | Ending Account Value December 31, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2019* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,024.70 | | | | | | 1.03% | | | | | $ | 5.26 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,027.20 | | | | | | 0.53 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,022.53 | | | | | | 0.53 | | | | | | 2.70 | | |
Class S | | | | | 1,000.00 | | | | | | 1,025.20 | | | | | | 0.78 | | | | | | 3.98 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.78 | | | | | | 3.97 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,024.40 | | | | | | 0.93 | | | | | | 4.75 | | | | | | 1,000.00 | | | | | | 1,020.52 | | | | | | 0.93 | | | | | | 4.74 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,072.90 | | | | | | 1.39% | | | | | $ | 7.26 | | | | | $ | 1,000.00 | | | | | $ | 1,018.20 | | | | | | 1.39% | | | | | $ | 7.07 | | |
Class I | | | | | 1,000.00 | | | | | | 1,075.80 | | | | | | 0.89 | | | | | | 4.66 | | | | | | 1,000.00 | | | | | | 1,020.72 | | | | | | 0.89 | | | | | | 4.53 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,075.10 | | | | | | 0.89 | | | | | | 4.66 | | | | | | 1,000.00 | | | | | | 1,020.72 | | | | | | 0.89 | | | | | | 4.53 | | |
Class S | | | | | 1,000.00 | | | | | | 1,073.60 | | | | | | 1.14 | | | | | | 5.96 | | | | | | 1,000.00 | | | | | | 1,019.46 | | | | | | 1.14 | | | | | | 5.80 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio:
February 26, 2020
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 302,850,778 | | | | | $ | 707,118,533 | | | | | $ | — | | |
Investments in affiliated underlying funds at fair value** | | | | | 55,041,400 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 12,438,445 | | | | | | 13,627,802 | | | | | | — | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 210,406,000 | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 258,473,476 | | |
Cash | | | | | 261,415 | | | | | | 107,359 | | | | | | 5,910 | | |
Cash collateral for futures | | | | | 968,584 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 342,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 74,042 | | | | | | 2,224 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 6,779,219 | | | | | | 45,517 | | | | | | — | | |
Fund shares sold | | | | | 39,390 | | | | | | 1,037,483 | | | | | | 453,766 | | |
Dividends | | | | | 157,993 | | | | | | 1,407,259 | | | | | | 21,646 | | |
Interest | | | | | 324,598 | | | | | | 54 | | | | | | 98,738 | | |
Foreign tax reclaims | | | | | 129,015 | | | | | | 1,274,259 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 4,622 | | | | | | — | | | | | | — | | |
Unrealized appreciation on OTC swap agreements | | | | | 781 | | | | | | — | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | 4,641 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 2,636 | | | | | | 4,237 | | | | | | 3,319 | | |
Other assets | | | | | 54,856 | | | | | | 63,174 | | | | | | 135,677 | | |
Total assets | | | | | 379,474,415 | | | | | | 724,687,901 | | | | | | 469,598,532 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 2,674,542 | | | | | | 45,488 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 30,562 | | | | | | 178,485 | | | | | | 17,225 | | |
Payable upon receipt of securities loaned | | | | | 2,643,031 | | | | | | 12,780,802 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 14,899 | | | | | | — | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | 10,956 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 189,305 | | | | | | 330,820 | | | | | | 121,349 | | |
Payable for distribution and shareholder service fees | | | | | 529 | | | | | | 122,893 | | | | | | — | | |
Payable for directors/ trustees fees | | | | | 1,841 | | | | | | 3,133 | | | | | | 2,311 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 54,856 | | | | | | 63,174 | | | | | | 135,677 | | |
Other accrued expenses and liabilities | | | | | 140,134 | | | | | | 192,654 | | | | | | 50,613 | | |
Total liabilities | | | | | 5,760,655 | | | | | | 13,717,449 | | | | | | 327,175 | | |
NET ASSETS | | | | $ | 373,713,760 | | | | | $ | 710,970,452 | | | | | $ | 469,271,357 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 326,756,695 | | | | | $ | 673,633,079 | | | | | $ | 469,406,686 | | |
Total distributable earnings (loss) | | | | | 46,957,065 | | | | | | 37,337,373 | | | | | | (135,329) | | |
NET ASSETS | | | | $ | 373,713,760 | | | | | $ | 710,970,452 | | | | | $ | 469,271,357 | | |
+ Including securities loaned at value | | | | $ | 2,576,040 | | | | | $ | 12,161,097 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 272,585,952 | | | | | $ | 650,194,179 | | | | | $ | — | | |
** Cost of investments in affiliated underlying funds | | | | $ | 54,689,873 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 12,437,711 | | | | | $ | 13,627,802 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 73,791 | | | | | $ | 2,178 | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 15,664,919 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,445,938 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.83 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 371,202,457 | | | | | $ | 149,439,181 | | | | | $ | 469,271,357 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 23,624,682 | | | | | | 13,811,835 | | | | | | 469,148,514 | | |
Net asset value and redemption price per share | | | | $ | 15.71 | | | | | $ | 10.82 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,511,303 | | | | | $ | 542,302,871 | | | | | | n/a | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 160,766 | | | | | | 49,900,905 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 15.62 | | | | | $ | 10.87 | | | | | | n/a | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 331,875 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 30,927 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.73 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,231,606 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 297,949 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.85 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,158,199,877 | | | | | $ | 2,868,738,140 | | | | | $ | 515,284,851 | | |
Investments in affiliated underlying funds at fair value** | | | | | — | | | | | | 654,828,347 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 73,005,946 | | | | | | 73,872,278 | | | | | | 13,407,403 | | |
Cash | | | | | 722,703 | | | | | | — | | | | | | 67,825 | | |
Cash collateral for futures | | | | | — | | | | | | 5,854,270 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 7,716,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 410,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 990 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 202,048 | | | | | | 17,922,919 | | |
Fund shares sold | | | | | 5,702 | | | | | | 24,727,639 | | | | | | 28,505 | | |
Dividends | | | | | 3,157,181 | | | | | | 4,364 | | | | | | 322,669 | | |
Interest | | | | | 917 | | | | | | 16,023,784 | | | | | | 48 | | |
Foreign tax reclaims | | | | | 194,039 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 294,764 | | | | | | — | | |
Unrealized appreciation on OTC swap agreements | | | | | — | | | | | | 44,415 | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | 783,525 | | | | | | — | | |
Prepaid expenses | | | | | 21,741 | | | | | | 25,529 | | | | | | 4,136 | | |
Other assets | | | | | 268,135 | | | | | | 390,835 | | | | | | 48,941 | | |
Total assets | | | | | 3,235,576,241 | | | | | | 3,653,916,928 | | | | | | 547,087,297 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 614 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 25,560,000 | | | | | | 7,141,510 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 32,368,261 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 6,873,965 | | | | | | 700,295 | | | | | | 630,433 | | |
Payable upon receipt of securities loaned | | | | | 50,791,946 | | | | | | 55,755,716 | | | | | | 11,932,403 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 979,694 | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | — | | | | | | 398,663 | | | | | | — | | |
Payable for investment management fees | | | | | 1,489,777 | | | | | | 1,495,891 | | | | | | 377,264 | | |
Payable for distribution and shareholder service fees | | | | | 443,626 | | | | | | 594,210 | | | | | | 21,227 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 2,393 | | | | | | — | | |
Payable for directors/ trustees fees | | | | | 15,455 | | | | | | 17,793 | | | | | | 2,683 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 268,135 | | | | | | 390,835 | | | | | | 48,941 | | |
Other accrued expenses and liabilities | | | | | 372,478 | | | | | | 573,383 | | | | | | 128,365 | | |
Total liabilities | | | | | 60,255,382 | | | | | | 118,837,748 | | | | | | 20,282,826 | | |
NET ASSETS | | | | $ | 3,175,320,859 | | | | | $ | 3,535,079,180 | | | | | $ | 526,804,471 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,420,285,725 | | | | | $ | 3,460,289,857 | | | | | $ | 478,077,038 | | |
Total distributable earnings | | | | | 755,035,134 | | | | | | 74,789,323 | | | | | | 48,727,433 | | |
NET ASSETS | | | | $ | 3,175,320,859 | | | | | $ | 3,535,079,180 | | | | | $ | 526,804,471 | | |
+ Including securities loaned at value | | | | $ | 49,620,164 | | | | | $ | 54,404,626 | | | | | $ | 11,668,031 | | |
* Cost of investments in securities | | | | $ | 2,455,417,864 | | | | | $ | 2,787,964,394 | | | | | $ | 465,539,337 | | |
** Cost of investments in affiliated underlying funds | | | | $ | — | | | | | $ | 653,882,057 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 73,005,946 | | | | | $ | 73,872,906 | | | | | $ | 13,407,403 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 9,467 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 896,424,321 | | | | | $ | 291,206,645 | | | | | $ | 7,226,881 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 32,089,850 | | | | | | 22,508,939 | | | | | | 454,283 | | |
Net asset value and redemption price per share | | | | $ | 27.93 | | | | | $ | 12.94 | | | | | $ | 15.91 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,798,926,933 | | | | | $ | 1,023,644,828 | | | | | $ | 427,877,318 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 63,252,712 | | | | | | 78,276,330 | | | | | | 25,114,003 | | |
Net asset value and redemption price per share | | | | $ | 28.44 | | | | | $ | 13.08 | | | | | $ | 17.04 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 5,665,187 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 332,374 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 17.04 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 479,675,911 | | | | | $ | 2,198,826,947 | | | | | $ | 86,035,085 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 17,157,814 | | | | | | 169,285,323 | | | | | | 5,219,632 | | |
Net asset value and redemption price per share | | | | $ | 27.96 | | | | | $ | 12.99 | | | | | $ | 16.48 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 293,694 | | | | | $ | 21,400,760 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 10,644 | | | | | | 1,653,873 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 27.59 | | | | | $ | 12.94 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 6,112,545 | | | | | $ | 21,730,023 | | | | | $ | 57,263 | | | | | $ | 67,918,639 | | |
Dividends from affiliated underlying funds | | | | | 1,903,493 | | | | | | — | | | | | | — | | | | | | — | | |
Interest | | | | | 2,673,214 | | | | | | — | | | | | | 10,119,989 | | | | | | 1,140 | | |
Securities lending income, net | | | | | 63,159 | | | | | | 153,309 | | | | | | — | | | | | | 199,101 | | |
Total investment income | | | | | 10,752,411 | | | | | | 21,883,332 | | | | | | 10,177,252 | | | | | | 68,118,880 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,208,950 | | | | | | 3,471,237 | | | | | | 1,617,758 | | | | | | 18,546,308 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 78,953 | | | | | | — | | | | | | 4,412,249 | | |
Class S | | | | | 6,838 | | | | | | 1,111,195 | | | | | | — | | | | | | 1,192,222 | | |
Class S2 | | | | | — | | | | | | 1,336 | | | | | | — | | | | | | 1,603 | | |
Class T | | | | | — | | | | | | 175,507 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 552 | | | | | | 1,213 | | | | | | 686 | | | | | | 8,745 | | |
Shareholder reporting expense | | | | | 40,150 | | | | | | 54,442 | | | | | | 38,732 | | | | | | 204,740 | | |
Professional fees | | | | | 28,105 | | | | | | 45,725 | | | | | | 29,930 | | | | | | 137,924 | | |
Custody and accounting expense | | | | | 175,240 | | | | | | 121,949 | | | | | | 40,724 | | | | | | 284,191 | | |
Directors/ trustees fees | | | | | 14,726 | | | | | | 25,066 | | | | | | 18,488 | | | | | | 123,642 | | |
Licensing fee (Note 7) | | | | | 20,391 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 22,664 | | | | | | 31,682 | | | | | | 17,623 | | | | | | 119,460 | | |
Interest expense | | | | | 23,759 | | | | | | 2,730 | | | | | | 11,533 | | | | | | 4,897 | | |
Total expenses | | | | | 2,541,375 | | | | | | 5,121,035 | | | | | | 1,775,474 | | | | | | 25,035,981 | | |
Waived and reimbursed fees | | | | | — | | | | | | (35,102) | | | | | | (208,002) | | | | | | (1,832,233) | | |
Brokerage commission recapture | | | | | — | | | | | | (118) | | | | | | — | | | | | | — | | |
Net expenses | | | | | 2,541,375 | | | | | | 5,085,815 | | | | | | 1,567,472 | | | | | | 23,203,748 | | |
Net investment income | | | | | 8,211,036 | | | | | | 16,797,517 | | | | | | 8,609,780 | | | | | | 44,915,132 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 7,205,306 | | | | | | (1,915,122) | | | | | | 336,785 | | | | | | 259,507,222 | | |
Sale of affiliated underlying funds | | | | | 109,081 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (81,808) | | | | | | 31,711 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 47,385 | | | | | | (63,062) | | | | | | — | | | | | | — | | |
Futures | | | | | 1,708,608 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 20,856 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (181,790) | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 8,827,638 | | | | | | (1,946,473) | | | | | | 336,785 | | | | | | 259,507,222 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 45,577,098 | | | | | | 110,123,375 | | | | | | — | | | | | | 467,354,641 | | |
Affiliated underlying funds | | | | | 1,014,002 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (1,887) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 3,055 | | | | | | 10,595 | | | | | | — | | | | | | — | | |
Futures | | | | | 178,046 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 98,295 | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 46,868,609 | | | | | | 110,133,970 | | | | | | — | | | | | | 467,354,641 | | |
Net realized and unrealized gain | | | | | 55,696,247 | | | | | | 108,187,497 | | | | | | 336,785 | | | | | | 726,861,863 | | |
Increase in net assets resulting from operations | | | | $ | 63,907,283 | | | | | $ | 124,985,014 | | | | | $ | 8,946,565 | | | | | $ | 771,776,995 | | |
* Foreign taxes withheld | | | | $ | 111,518 | | | | | $ | 1,021,721 | | | | | $ | — | | | | | $ | 595,559 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 123,790 | | | | | $ | 7,101,210 | | |
Dividends from affiliated underlying funds | | | | | 32,503,970 | | | | | | — | | |
Interest, net of foreign taxes withheld* | | | | | 106,387,189 | | | | | | 73 | | |
Securities lending income, net | | | | | 241,826 | | | | | | 76,410 | | |
Total investment income | | | | | 139,256,775 | | | | | | 7,177,693 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 17,792,989 | | | | | | 4,560,816 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 1,390,589 | | | | | | 34,530 | | |
Class S | | | | | 5,628,948 | | | | | | 215,381 | | |
Class S2 | | | | | 83,765 | | | | | | — | | |
Transfer agent fees | | | | | 5,676 | | | | | | 1,183 | | |
Shareholder reporting expense | | | | | 226,320 | | | | | | 51,100 | | |
Professional fees | | | | | 142,750 | | | | | | 37,495 | | |
Custody and accounting expense | | | | | 368,650 | | | | | | 78,550 | | |
Directors/ trustees fees | | | | | 142,344 | | | | | | 21,463 | | |
Miscellaneous expense | | | | | 123,366 | | | | | | 40,214 | | |
Interest expense | | | | | 212 | | | | | | 2,496 | | |
Total expenses | | | | | 25,905,609 | | | | | | 5,043,228 | | |
Recouped and reimbursed fees | | | | | 49,152 | | | | | | — | | |
Net expenses | | | | | 25,954,761 | | | | | | 5,043,228 | | |
Net investment income | | | | | 113,302,014 | | | | | | 2,134,465 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 41,163,039 | | | | | | 7,924,479 | | |
Sale of affiliated underlying funds | | | | | (3,799,321) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | 3,495,326 | | | | | | — | | |
Forward foreign currency contracts | | | | | (104,867) | | | | | | — | | |
Foreign currency related transactions | | | | | 252,600 | | | | | | — | | |
Futures | | | | | 32,156,327 | | | | | | — | | |
Swaps | | | | | (752,256) | | | | | | — | | |
Written options | | | | | (6,411,164) | | | | | | — | | |
Net realized gain | | | | | 65,999,684 | | | | | | 7,924,479 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 107,162,550 | | | | | | 117,688,693 | | |
Affiliated underlying funds | | | | | 49,922,773 | | | | | | — | | |
Forward foreign currency contracts | | | | | (398,799) | | | | | | — | | |
Foreign currency related transactions | | | | | (8,472) | | | | | | — | | |
Futures | | | | | (12,234,434) | | | | | | — | | |
Swaps | | | | | 2,123,466 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 146,567,084 | | | | | | 117,688,693 | | |
Net realized and unrealized gain | | | | | 212,566,768 | | | | | | 125,613,172 | | |
Increase in net assets resulting from operations | | | | $ | 325,868,782 | | | | | $ | 127,747,637 | | |
* Foreign taxes withheld | | | | $ | 431 | | | | | $ | 7,929 | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,211,036 | | | | | $ | 8,762,903 | | | | | $ | 16,797,517 | | | | | $ | 15,693,673 | | |
Net realized gain (loss) | | | | | 8,827,638 | | | | | | 16,935,621 | | | | | | (1,946,473) | | | | | | 98,552,173 | | |
Net change in unrealized appreciation (depreciation) | | | | | 46,868,609 | | | | | | (51,171,067) | | | | | | 110,133,970 | | | | | | (169,316,675) | | |
Increase (decrease) in net assets resulting from operations | | | | | 63,907,283 | | | | | | (25,472,543) | | | | | | 124,985,014 | | | | | | (55,070,829) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (1,142,858) | | | | | | (678,675) | | |
Class I | | | | | (23,387,273) | | | | | | (38,219,666) | | | | | | (10,887,339) | | | | | | (7,921,491) | | |
Class S | | | | | (177,792) | | | | | | (289,441) | | | | | | (30,582,123) | | | | | | (19,537,870) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (22,028) | | | | | | (13,091) | | |
Class T | | | | | — | | | | | | — | | | | | | (2,178,172) | | | | | | (1,273,805) | | |
Total distributions | | | | | (23,565,065) | | | | | | (38,509,107) | | | | | | (44,812,520) | | | | | | (29,424,932) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | ��� | | | |
Net proceeds from sale of shares | | | | | 5,604,962 | | | | | | 19,110,433 | | | | | | 35,321,065 | | | | | | 8,257,608 | | |
Proceeds from shares issued in merger (Note 14) | | | | | — | | | | | | — | | | | | | 120,666,328 | | | | | | — | | |
Reinvestment of distributions | | | | | 23,565,065 | | | | | | 38,509,107 | | | | | | 44,812,520 | | | | | | 29,424,932 | | |
| | | | | 29,170,027 | | | | | | 57,619,540 | | | | | | 200,799,913 | | | | | | 37,682,540 | | |
Cost of shares redeemed | | | | | (46,279,105) | | | | | | (71,719,538) | | | | | | (125,172,096) | | | | | | (101,268,523) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (17,109,078) | | | | | | (14,099,998) | | | | | | 75,627,817 | | | | | | (63,585,983) | | |
Net increase (decrease) in net assets | | | | | 23,233,140 | | | | | | (78,081,648) | | | | | | 155,800,311 | | | | | | (148,081,744) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 350,480,620 | | | | | | 428,562,268 | | | | | | 555,170,141 | | | | | | 703,251,885 | | |
End of year or period | | | | $ | 373,713,760 | | | | | $ | 350,480,620 | | | | | $ | 710,970,452 | | | | | $ | 555,170,141 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,609,780 | | | | | $ | 6,657,582 | | | | | $ | 44,915,132 | | | | | $ | 51,972,509 | | |
Net realized gain | | | | | 336,785 | | | | | | 81,704 | | | | | | 259,507,222 | | | | | | 300,209,924 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 467,354,641 | | | | | | (482,083,171) | | |
Increase (decrease) in net assets resulting from operations | | | | | 8,946,565 | | | | | | 6,739,286 | | | | | | 771,776,995 | | | | | | (129,900,738) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (98,849,016) | | | | | | (99,614,503) | | |
Class I | | | | | (8,951,042) | | | | | | (6,729,717) | | | | | | (200,436,132) | | | | | | (197,263,266) | | |
Class S(1) | | | | | — | | | | | | (591) | | | | | | (54,032,226) | | | | | | (55,646,599) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (36,281) | | | | | | (48,307) | | |
Total distributions | | | | | (8,951,042) | | | | | | (6,730,308) | | | | | | (353,353,655) | | | | | | (352,572,675) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 85,202,977 | | | | | | 116,264,254 | | | | | | 7,667,948 | | | | | | 14,502,562 | | |
Reinvestment of distributions | | | | | 8,951,042 | | | | | | 6,730,039 | | | | | | 353,133,065 | | | | | | 352,351,607 | | |
| | | | | 94,154,019 | | | | | | 122,994,293 | | | | | | 360,801,013 | | | | | | 366,854,169 | | |
Cost of shares redeemed | | | | | (88,069,498) | | | | | | (98,447,467) | | | | | | (483,242,750) | | | | | | (478,362,629) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 6,084,521 | | | | | | 24,546,826 | | | | | | (122,441,737) | | | | | | (111,508,460) | | |
Net increase (decrease) in net assets | | | | | 6,080,044 | | | | | | 24,555,804 | | | | | | 295,981,603 | | | | | | (593,981,873) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 463,191,313 | | | | | | 438,635,509 | | | | | | 2,879,339,256 | | | | | | 3,473,321,129 | | |
End of year or period | | | | $ | 469,271,357 | | | | | $ | 463,191,313 | | | | | $ | 3,175,320,859 | | | | | $ | 2,879,339,256 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 113,302,014 | | | | | $ | 122,589,915 | | | | | $ | 2,134,465 | | | | | $ | 1,794,210 | | |
Net realized gain (loss) | | | | | 65,999,684 | | | | | | (46,771,753) | | | | | | 7,924,479 | | | | | | 63,492,935 | | |
Net change in unrealized appreciation (depreciation) | | | | | 146,567,084 | | | | | | (110,400,525) | | | | | | 117,688,693 | | | | | | (163,071,636) | | |
Increase (decrease) in net assets resulting from operations | | | | | 325,868,782 | | | | | | (34,582,363) | | | | | | 127,747,637 | | | | | | (97,784,491) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (8,383,955) | | | | | | (9,119,081) | | | | | | (1,001,250) | | | | | | (1,214,551) | | |
Class I | | | | | (35,371,437) | | | | | | (37,979,967) | | | | | | (60,093,482) | | | | | | (83,024,164) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (889,586) | | | | | | (1,074,401) | | |
Class S | | | | | (73,267,399) | | | | | | (82,137,787) | | | | | | (12,637,157) | | | | | | (15,968,030) | | |
Class S2 | | | | | (651,433) | | | | | | (747,515) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (117,674,224) | | | | | | (129,984,350) | | | | | | (74,621,475) | | | | | | (101,281,146) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 144,881,394 | | | | | | 105,606,814 | | | | | | 27,464,775 | | | | | | 61,001,640 | | |
Reinvestment of distributions | | | | | 117,666,869 | | | | | | 129,976,588 | | | | | | 74,621,475 | | | | | | 101,281,146 | | |
| | | | | 262,548,263 | | | | | | 235,583,402 | | | | | | 102,086,250 | | | | | | 162,282,786 | | |
Cost of shares redeemed | | | | | (464,637,605) | | | | | | (584,311,413) | | | | | | (156,108,012) | | | | | | (168,560,259) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (202,089,342) | | | | | | (348,728,011) | | | | | | (54,021,762) | | | | | | (6,277,473) | | |
Net increase (decrease) in net assets | | | | | 6,105,216 | | | | | | (513,294,724) | | | | | | (895,600) | | | | | | (205,343,110) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,528,973,964 | | | | | | 4,042,268,688 | | | | | | 527,700,071 | | | | | | 733,043,181 | | |
End of year or period | | | | $ | 3,535,079,180 | | | | | $ | 3,528,973,964 | | | | | $ | 526,804,471 | | | | | $ | 527,700,071 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 14.10 | | | | | | 0.33• | | | | | | 2.26 | | | | | | 2.59 | | | | | | 0.37 | | | | | | 0.61 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.71 | | | | | | 19.11 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.23 | | | | | | 371,202 | | | | | | 113 | | |
12-31-18 | | | | | 16.69 | | | | | | 0.34• | | | | | | (1.37) | | | | | | (1.03) | | | | | | 0.36 | | | | | | 1.20 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 14.10 | | | | | | (6.83) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.20 | | | | | | 347,788 | | | | | | 184 | | |
12-31-17 | | | | | 14.93 | | | | | | 0.32• | | | | | | 1.85 | | | | | | 2.17 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 16.69 | | | | | | 14.73 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.01 | | | | | | 425,002 | | | | | | 174 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 14.02 | | | | | | 0.29• | | | | | | 2.25 | | | | | | 2.54 | | | | | | 0.33 | | | | | | 0.61 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 15.62 | | | | | | 18.80 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.98 | | | | | | 2,511 | | | | | | 113 | | |
12-31-18 | | | | | 16.59 | | | | | | 0.30• | | | | | | (1.36) | | | | | | (1.06) | | | | | | 0.31 | | | | | | 1.20 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.02 | | | | | | (7.03) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.94 | | | | | | 2,693 | | | | | | 184 | | |
12-31-17 | | | | | 14.85 | | | | | | 0.28• | | | | | | 1.82 | | | | | | 2.10 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.59 | | | | | | 14.37 | | | | | | 0.92 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.76 | | | | | | 3,560 | | | | | | 174 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.63 | | | | | | 0.25 | | | | | | 1.71 | | | | | | 1.96 | | | | | | 0.24 | | | | | | 0.52 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.83 | | | | | | 21.06 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.43 | | | | | | 15,665 | | | | | | 63 | | |
12-31-18 | | | | | 11.02 | | | | | | 0.23• | | | | | | (1.21) | | | | | | (0.98) | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.63 | | | | | | (9.26)(a) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.12 | | | | | | 15,225 | | | | | | 147 | | |
12-31-17 | | | | | 9.12 | | | | | | 0.14• | | | | | | 1.95 | | | | | | 2.09 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.02 | | | | | | 23.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.43 | | | | | | 19,605 | | | | | | 60 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(b) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.62 | | | | | | 0.30 | | | | | | 1.71 | | | | | | 2.01 | | | | | | 0.29 | | | | | | 0.52 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 10.82 | | | | | | 21.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.92 | | | | | | 149,439 | | | | | | 63 | | |
12-31-18 | | | | | 11.13 | | | | | | 0.29• | | | | | | (1.22) | | | | | | (0.93) | | | | | | 0.57 | | | | | | 0.01 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.62 | | | | | | (8.85)(a) | | | | | | 0.62 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.63 | | | | | | 132,480 | | | | | | 147 | | |
12-31-17 | | | | | 9.21 | | | | | | 0.20• | | | | | | 1.96 | | | | | | 2.16 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.13 | | | | | | 23.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.91 | | | | | | 162,746 | | | | | | 60 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(b) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.66 | | | | | | 0.27 | | | | | | 1.73 | | | | | | 2.00 | | | | | | 0.27 | | | | | | 0.52 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 10.87 | | | | | | 21.41 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.62 | | | | | | 542,303 | | | | | | 63 | | |
12-31-18 | | | | | 11.12 | | | | | | 0.26• | | | | | | (1.23) | | | | | | (0.97) | | | | | | 0.48 | | | | | | 0.01 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 9.66 | | | | | | (9.11)(a) | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.37 | | | | | | 375,359 | | | | | | 147 | | |
12-31-17 | | | | | 9.20 | | | | | | 0.17• | | | | | | 1.96 | | | | | | 2.13 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.12 | | | | | | 23.44 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.67 | | | | | | 480,936 | | | | | | 60 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(b) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.54 | | | | | | 0.26• | | | | | | 1.70 | | | | | | 1.96 | | | | | | 0.25 | | | | | | 0.52 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 10.73 | | | | | | 21.26 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.59 | | | | | | 332 | | | | | | 63 | | |
12-31-18 | | | | | 10.95 | | | | | | 0.23• | | | | | | (1.20) | | | | | | (0.97) | | | | | | 0.43 | | | | | | 0.01 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.54 | | | | | | (9.27)(a) | | | | | | 1.02 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.17 | | | | | | 273 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.95 | | | | | | 23.29 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.46 | | | | | | 422 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global Equity Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.59 | | | | | | 0.26• | | | | | | 1.69 | | | | | | 1.95 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.85 | | | | | | 21.05 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.56 | | | | | | 3,232 | | | | | | 63 | | |
12-31-18 | | | | | 10.96 | | | | | | 0.22• | | | | | | (1.21) | | | | | | (0.99) | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.59 | | | | | | (9.41)(a) | | | | | | 1.37 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.03 | | | | | | 31,833 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.96 | | | | | | 22.95 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.30 | | | | | | 39,544 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.96 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.86 | | | | | | 469,271 | | | | | | — | | |
12-31-18 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.56 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.54 | | | | | | 463,191 | | | | | | — | | |
12-31-17 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.58 | | | | | | 438,591 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.42 | | | | | | 0.35 | | | | | | 6.42 | | | | | | 6.77 | | | | | | 0.35 | | | | | | 2.91 | | | | | | — | | | | | | 3.26 | | | | | | — | | | | | | 27.93 | | | | | | 28.29 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.17 | | | | | | 896,424 | | | | | | 69 | | |
12-31-18 | | | | | 28.94 | | | | | | 0.37• | | | | | | (1.75) | | | | | | (1.38) | | | | | | 0.39 | | | | | | 2.75 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 24.42 | | | | | | (4.88) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.29 | | | | | | 824,943 | | | | | | 84 | | |
12-31-17 | | | | | 27.51 | | | | | | 0.36• | | | | | | 5.06 | | | | | | 5.42 | | | | | | 0.41 | | | | | | 3.58 | | | | | | — | | | | | | 3.99 | | | | | | — | | | | | | 28.94 | | | | | | 19.79 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.21 | | | | | | 1,010,017 | | | | | | 80 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.81 | | | | | | 0.48 | | | | | | 6.54 | | | | | | 7.02 | | | | | | 0.48 | | | | | | 2.91 | | | | | | — | | | | | | 3.39 | | | | | | — | | | | | | 28.44 | | | | | | 28.88 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.62 | | | | | | 1,798,927 | | | | | | 69 | | |
12-31-18 | | | | | 29.37 | | | | | | 0.51• | | | | | | (1.79) | | | | | | (1.28) | | | | | | 0.53 | | | | | | 2.75 | | | | | | — | | | | | | 3.28 | | | | | | — | | | | | | 24.81 | | | | | | (4.46) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.74 | | | | | | 1,602,432 | | | | | | 84 | | |
12-31-17 | | | | | 27.87 | | | | | | 0.51• | | | | | | 5.13 | | | | | | 5.64 | | | | | | 0.56 | | | | | | 3.58 | | | | | | — | | | | | | 4.14 | | | | | | — | | | | | | 29.37 | | | | | | 20.34 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.66 | | | | | | 1,906,723 | | | | | | 80 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.44 | | | | | | 0.41 | | | | | | 6.42 | | | | | | 6.83 | | | | | | 0.40 | | | | | | 2.91 | | | | | | — | | | | | | 3.31 | | | | | | — | | | | | | 27.96 | | | | | | 28.55 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.37 | | | | | | 479,676 | | | | | | 69 | | |
12-31-18 | | | | | 28.97 | | | | | | 0.43• | | | | | | (1.76) | | | | | | (1.33) | | | | | | 0.45 | | | | | | 2.75 | | | | | | — | | | | | | 3.20 | | | | | | — | | | | | | 24.44 | | | | | | (4.69) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.49 | | | | | | 451,557 | | | | | | 84 | | |
12-31-17 | | | | | 27.53 | | | | | | 0.42• | | | | | | 5.07 | | | | | | 5.49 | | | | | | 0.47 | | | | | | 3.58 | | | | | | — | | | | | | 4.05 | | | | | | — | | | | | | 28.97 | | | | | | 20.06 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.41 | | | | | | 556,169 | | | | | | 80 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.13 | | | | | | 0.47 | | | | | | 6.22 | | | | | | 6.69 | | | | | | 0.32 | | | | | | 2.91 | | | | | | — | | | | | | 3.23 | | | | | | — | | | | | | 27.59 | | | | | | 28.33 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.23 | | | | | | 294 | | | | | | 69 | | |
12-31-18 | | | | | 28.65 | | | | | | 0.38• | | | | | | (1.73) | | | | | | (1.35) | | | | | | 0.42 | | | | | | 2.75 | | | | | | — | | | | | | 3.17 | | | | | | — | | | | | | 24.13 | | | | | | (4.82) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.34 | | | | | | 407 | | | | | | 84 | | |
12-31-17 | | | | | 27.27 | | | | | | 0.38• | | | | | | 5.01 | | | | | | 5.39 | | | | | | 0.43 | | | | | | 3.58 | | | | | | — | | | | | | 4.01 | | | | | | — | | | | | | 28.65 | | | | | | 19.89 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.27 | | | | | | 412 | | | | | | 80 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
| | | | | | | | | 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 Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.20 | | | | | | 0.37 | | | | | | 0.76 | | | | | | 1.13 | | | | | | 0.37 | | | | | | 0.02 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.94 | | | | | | 9.29 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.88 | | | | | | 291,207 | | | | | | 149 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.36 | | | | | | (0.50) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.20 | | | | | | (1.08) | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.95 | | | | | | 265,204 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.56 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.73 | | | | | | 4.53 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.67 | | | | | | 311,323 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.33 | | | | | | 0.44 | | | | | | 0.77 | | | | | | 1.21 | | | | | | 0.44 | | | | | | 0.02 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.08 | | | | | | 9.85 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.38 | | | | | | 1,023,645 | | | | | | 149 | | |
12-31-18 | | | | | 12.86 | | | | | | 0.43 | | | | | | (0.50) | | | | | | (0.07) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.33 | | | | | | (0.54) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.45 | | | | | | 986,608 | | | | | | 193 | | |
12-31-17 | | | | | 12.66 | | | | | | 0.41 | | | | | | 0.22 | | | | | | 0.63 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.86 | | | | | | 5.04 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 3.17 | | | | | | 1,117,794 | | | | | | 300 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.25 | | | | | | 0.40 | | | | | | 0.76 | | | | | | 1.16 | | | | | | 0.40 | | | | | | 0.02 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.99 | | | | | | 9.54 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.13 | | | | | | 2,198,827 | | | | | | 149 | | |
12-31-18 | | | | | 12.78 | | | | | | 0.40 | | | | | | (0.51) | | | | | | (0.11) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.25 | | | | | | (0.82) | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.20 | | | | | | 2,255,122 | | | | | | 193 | | |
12-31-17 | | | | | 12.58 | | | | | | 0.37 | | | | | | 0.23 | | | | | | 0.60 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.78 | | | | | | 4.79 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.92 | | | | | | 2,587,503 | | | | | | 300 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | ��� | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.20 | | | | | | 0.38 | | | | | | 0.76 | | | | | | 1.14 | | | | | | 0.38 | | | | | | 0.02 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.94 | | | | | | 9.40 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.99 | | | | | | 21,401 | | | | | | 149 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.38 | | | | | | (0.51) | | | | | | (0.13) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.20 | | | | | | (0.98) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.05 | | | | | | 22,040 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.35 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.73 | | | | | | 4.63 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.77 | | | | | | 25,649 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 14.86 | | | | | | (0.01) | | | | | | 3.55 | | | | | | 3.54 | | | | | | 0.00* | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 15.91 | | | | | | 25.56 | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.06) | | | | | | 7,227 | | | | | | 125 | | |
12-31-18 | | | | | 20.95 | | | | | | (0.04) | | | | | | (2.76) | | | | | | (2.80) | | | | | | 0.02 | | | | | | 3.27 | | | | | | — | | | | | | 3.29 | | | | | | — | | | | | | 14.86 | | | | | | (16.22) | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.18) | | | | | | 6,342 | | | | | | 96 | | |
12-31-17 | | | | | 21.20 | | | | | | (0.01) | | | | | | 2.12 | | | | | | 2.11 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 20.95 | | | | | | 10.69 | | | | | | 1.38 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.01) | | | | | | 7,817 | | | | | | 74 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 15.75 | | | | | | 0.07• | | | | | | 3.78 | | | | | | 3.85 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 17.04 | | | | | | 26.21 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 427,877 | | | | | | 125 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06• | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.84) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.31 | | | | | | 435,019 | | | | | | 96 | | |
12-31-17 | | | | | 22.12 | | | | | | 0.10 | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.29 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.49 | | | | | | 607,230 | | | | | | 74 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 15.75 | | | | | | 0.09 | | | | | | 3.76 | | | | | | 3.85 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 17.04 | | | | | | 26.20 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 5,665 | | | | | | 125 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06 | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.85) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.33 | | | | | | 6,115 | | | | | | 96 | | |
12-31-17 | | | | | 22.13 | | | | | | 0.11• | | | | | | 2.21 | | | | | | 2.32 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.23 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.53 | | | | | | 6,274 | | | | | | 74 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 15.30 | | | | | | 0.03 | | | | | | 3.66 | | | | | | 3.69 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.48 | | | | | | 25.86 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.20 | | | | | | 86,035 | | | | | | 125 | | |
12-31-18 | | | | | 21.46 | | | | | | 0.02 | | | | | | (2.86) | | | | | | (2.84) | | | | | | 0.05 | | | | | | 3.27 | | | | | | — | | | | | | 3.32 | | | | | | — | | | | | | 15.30 | | | | | | (16.05) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.06 | | | | | | 80,225 | | | | | | 96 | | |
12-31-17 | | | | | 21.63 | | | | | | 0.05• | | | | | | 2.17 | | | | | | 2.22 | | | | | | 0.03 | | | | | | 2.36 | | | | | | — | | | | | | 2.39 | | | | | | — | | | | | | 21.46 | | | | | | 11.00 | | | | | | 1.13 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 0.22 | | | | | | 111,723 | | | | | | 74 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 614,147 | | | | | $ | 1,666,292 | | |
Global Equity | | | | | 4,816,896 | | | | | | 6,004,686 | | |
Intermediate Bond | | | | | 26,834,462 | | | | | | 77,158,552 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 41,091,477 | | | | | $ | 15,221,485 | | |
Intermediate Bond | | | | | 424,083,431 | | | | | | 161,220,292 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 241,792,602 | | | | | $ | 251,088,916 | | |
Global Equity | | | | | 397,083,875 | | | | | | 466,600,754 | | |
Growth and Income | | | | | 2,105,007,440 | | | | | | 2,525,605,403 | | |
Intermediate Bond | | | | | 1,001,415,633 | | | | | | 1,288,227,929 | | |
Small Company | | | | | 648,724,972 | | | | | | 772,468,215 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 156,689,385 | | | | | $ | 176,577,875 | | |
Intermediate Bond | | | | | 4,416,307,479 | | | | | | 4,474,256,917 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Small Company | | | 0.85% | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.49% | | |
| | | Intermediate Bond | | | | | 10.90 | | |
| | | Small Company | | | | | 13.35 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.06 | | |
| | | Global Equity | | | | | 19.31 | | |
| | | Government Money Market | | | | | 88.78 | | |
| | | Growth and Income | | | | | 52.61 | | |
| | | Intermediate Bond | | | | | 25.40 | | |
| | | Small Company | | | | | 53.83 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global Equity | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global Equity | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
Intermediate Bond | | | | $ | — | | | | | $ | 900 | | | | | $ | — | | | | | $ | 900 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 18 | | | | | $ | 13,474,449 | | | | | | 3.43% | | |
Global Equity | | | | | 11 | | | | | | 2,197,364 | | | | | | 3.36 | | |
Small Company | | | | | 1 | | | | | | 19,277,000 | | | | | | 3.44 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 351,587 | | | | | | — | | | | | | 1,642,365 | | | | | | (3,035,576) | | | | | | (1,041,624) | | | | | | 5,333,224 | | | | | | — | | | | | | 23,387,273 | | | | | | (45,351,053) | | | | | | (16,630,556) | | |
12/31/2018 | | | | | 1,258,334 | | | | | | — | | | | | | 2,512,799 | | | | | | (4,573,811) | | | | | | (802,678) | | | | | | 19,084,047 | | | | | | — | | | | | | 38,219,666 | | | | | | (71,034,966) | | | | | | (13,731,253) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 18,032 | | | | | | — | | | | | | 12,538 | | | | | | (61,920) | | | | | | (31,350) | | | | | | 271,738 | | | | | | — | | | | | | 177,792 | | | | | | (928,052) | | | | | | (478,522) | | |
12/31/2018 | | | | | 1,699 | | | | | | — | | | | | | 19,105 | | | | | | (43,317) | | | | | | (22,513) | | | | | | 26,386 | | | | | | — | | | | | | 289,441 | | | | | | (684,572) | | | | | | (368,745) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 21,425 | | | | | | 634 | | | | | | 113,136 | | | | | | (270,243) | | | | | | (135,048) | | | | | | 225,545 | | | | | | 6,255 | | | | | | 1,142,858 | | | | | | (2,797,995) | | | | | | (1,423,337) | | |
12/31/2018 | | | | | 44,554 | | | | | | — | | | | | | 62,851 | | | | | | (304,817) | | | | | | (197,412) | | | | | | 470,027 | | | | | | — | | | | | | 678,675 | | | | | | (3,279,330) | | | | | | (2,130,628) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 203,757 | | | | | | 423,746 | | | | | | 1,075,357 | | | | | | (1,659,519) | | | | | | 43,341 | | | | | | 2,112,427 | | | | | | 4,181,994 | | | | | | 10,887,339 | | | | | | (17,217,879) | | | | | | (36,119) | | |
12/31/2018 | | | | | 261,347 | | | | | | — | | | | | | 739,818 | | | | | | (1,855,080) | | | | | | (853,915) | | | | | | 2,781,443 | | | | | | — | | | | | | 7,921,491 | | | | | | (20,247,607) | | | | | | (9,544,673) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 3,166,638 | | | | | | 11,756,148 | | | | | | 3,008,997 | | | | | | (6,879,858) | | | | | | 11,051,925 | | | | | | 31,546,713 | | | | | | 116,478,079 | | | | | | 30,582,123 | | | | | | (71,776,716) | | | | | | 106,830,199 | | |
12/31/2018 | | | | | 299,721 | | | | | | — | | | | | | 1,811,246 | | | | | | (6,528,913) | | | | | | (4,417,946) | | | | | | 3,059,321 | | | | | | — | | | | | | 19,537,870 | | | | | | (71,301,380) | | | | | | (48,704,189) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 3,476 | | | | | | — | | | | | | 2,199 | | | | | | (3,322) | | | | | | 2,353 | | | | | | 35,649 | | | | | | — | | | | | | 22,028 | | | | | | (34,559) | | | | | | 23,118 | | |
12/31/2018 | | | | | 3,763 | | | | | | — | | | | | | 1,225 | | | | | | (14,948) | | | | | | (9,960) | | | | | | 40,377 | | | | | | — | | | | | | 13,091 | | | | | | (161,475) | | | | | | (108,007) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 135,758 | | | | | | — | | | | | | 217,134 | | | | | | (3,372,958) | | | | | | (3,020,066) | | | | | | 1,400,731 | | | | | | — | | | | | | 2,178,172 | | | | | | (33,344,947) | | | | | | (29,766,044) | | |
12/31/2018 | | | | | 175,082 | | | | | | — | | | | | | 118,192 | | | | | | (583,205) | | | | | | (289,931) | | | | | | 1,906,440 | | | | | | — | | | | | | 1,273,805 | | | | | | (6,278,731) | | | | | | (3,098,486) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 85,202,979 | | | | | | — | | | | | | 8,951,041 | | | | | | (88,069,498) | | | | | | 6,084,522 | | | | | | 85,202,977 | | | | | | — | | | | | | 8,951,042 | | | | | | (88,069,498) | | | | | | 6,084,521 | | |
12/31/2018 | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | |
Class S(1) | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2018 | | | | | 577,341 | | | | | | — | | | | | | 321 | | | | | | (621,733) | | | | | | (44,071) | | | | | | 577,341 | | | | | | — | | | | | | 322 | | | | | | (621,733) | | | | | | (44,070) | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 53,190 | | | | | | — | | | | | | 3,607,663 | | | | | | (5,347,857) | | | | | | (1,687,004) | | | | | | 1,450,453 | | | | | | — | | | | | | 98,849,015 | | | | | | (148,158,336) | | | | | | (47,858,868) | | |
12/31/2018 | | | | | 205,452 | | | | | | — | | | | | | 3,921,351 | | | | | | (5,245,549) | | | | | | (1,118,746) | | | | | | 5,773,044 | | | | | | — | | | | | | 99,614,503 | | | | | | (151,632,769) | | | | | | (46,245,222) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 161,995 | | | | | | — | | | | | | 7,170,224 | | | | | | (8,663,056) | | | | | | (1,330,837) | | | | | | 4,600,380 | | | | | | — | | | | | | 200,215,543 | | | | | | (242,375,120) | | | | | | (37,559,197) | | |
12/31/2018 | | | | | 203,896 | | | | | | — | | | | | | 7,653,598 | | | | | | (8,192,407) | | | | | | (334,913) | | | | | | 5,912,887 | | | | | | — | | | | | | 197,042,198 | | | | | | (239,964,004) | | | | | | (37,008,919) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 58,840 | | | | | | — | | | | | | 1,969,256 | | | | | | (3,348,004) | | | | | | (1,319,908) | | | | | | 1,596,551 | | | | | | — | | | | | | 54,032,225 | | | | | | (92,475,107) | | | | | | (36,846,331) | | |
12/31/2018 | | | | | 97,255 | | | | | | — | | | | | | 2,190,453 | | | | | | (3,009,357) | | | | | | (721,649) | | | | | | 2,797,176 | | | | | | — | | | | | | 55,646,599 | | | | | | (86,761,980) | | | | | | (28,318,205) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 767 | | | | | | — | | | | | | 1,344 | | | | | | (8,337) | | | | | | (6,226) | | | | | | 20,564 | | | | | | — | | | | | | 36,282 | | | | | | (234,187) | | | | | | (177,341) | | |
12/31/2018 | | | | | 678 | | | | | | — | | | | | | 1,932 | | | | | | (137) | | | | | | 2,473 | | | | | | 19,455 | | | | | | — | | | | | | 48,307 | | | | | | (3,876) | | | | | | 63,886 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,892,902 | | | | | | — | | | | | | 656,004 | | | | | | (1,774,527) | | | | | | 774,379 | | | | | | 24,162,338 | | | | | | — | | | | | | 8,383,955 | | | | | | (22,547,484) | | | | | | 9,998,809 | | |
12/31/2018 | | | | | 672,787 | | | | | | — | | | | | | 741,533 | | | | | | (4,143,671) | | | | | | (2,729,351) | | | | | | 8,401,669 | | | | | | — | | | | | | 9,119,082 | | | | | | (50,913,601) | | | | | | (33,392,850) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 5,649,168 | | | | | | — | | | | | | 2,738,213 | | | | | | (10,104,842) | | | | | | (1,717,461) | | | | | | 72,678,565 | | | | | | — | | | | | | 35,364,083 | | | | | | (129,263,245) | | | | | | (21,220,597) | | |
12/31/2018 | | | | | 3,851,385 | | | | | | — | | | | | | 3,054,743 | | | | | | (13,813,548) | | | | | | (6,907,420) | | | | | | 48,108,912 | | | | | | — | | | | | | 37,972,205 | | | | | | (172,012,250) | | | | | | (85,931,133) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 3,411,206 | | | | | | — | | | | | | 5,713,372 | | | | | | (23,924,489) | | | | | | (14,799,911) | | | | | | 43,821,723 | | | | | | — | | | | | | 73,267,398 | | | | | | (306,088,309) | | | | | | (188,999,188) | | |
12/31/2018 | | | | | 3,629,370 | | | | | | — | | | | | | 6,652,401 | | | | | | (28,721,844) | | | | | | (18,440,073) | | | | | | 45,716,649 | | | | | | — | | | | | | 82,137,715 | | | | | | (354,654,934) | | | | | | (226,800,570) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 329,802 | | | | | | — | | | | | | 51,005 | | | | | | (532,795) | | | | | | (151,988) | | | | | | 4,218,768 | | | | | | — | | | | | | 651,433 | | | | | | (6,738,567) | | | | | | (1,868,366) | | |
12/31/2018 | | | | | 273,813 | | | | | | — | | | | | | 60,778 | | | | | | (543,827) | | | | | | (209,236) | | | | | | 3,379,584 | | | | | | — | | | | | | 747,586 | | | | | | (6,730,628) | | | | | | (2,603,458) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 60,519 | | | | | | — | | | | | | 69,580 | | | | | | (102,697) | | | | | | 27,402 | | | | | | 932,918 | | | | | | — | | | | | | 1,001,250 | | | | | | (1,592,828) | | | | | | 341,340 | | |
12/31/2018 | | | | | 93,822 | | | | | | — | | | | | | 66,734 | | | | | | (106,730) | | | | | | 53,826 | | | | | | 1,728,493 | | | | | | — | | | | | | 1,214,551 | | | | | | (1,948,390) | | | | | | 994,654 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 1,363,664 | | | | | | — | | | | | | 3,912,336 | | | | | | (7,789,581) | | | | | | (2,513,581) | | | | | | 22,932,371 | | | | | | — | | | | | | 60,093,482 | | | | | | (135,241,464) | | | | | | (52,215,611) | | |
12/31/2018 | | | | | 2,715,237 | | | | | | — | | | | | | 4,317,429 | | | | | | (6,999,766) | | | | | | 32,900 | | | | | | 51,418,584 | | | | | | — | | | | | | 83,024,164 | | | | | | (143,594,984) | | | | | | (9,152,236) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 35,249 | | | | | | — | | | | | | 57,878 | | | | | | (148,954) | | | | | | (55,827) | | | | | | 599,447 | | | | | | — | | | | | | 889,586 | | | | | | (2,490,506) | | | | | | (1,001,473) | | |
12/31/2018 | | | | | 114,739 | | | | | | — | | | | | | 55,842 | | | | | | (67,395) | | | | | | 103,186 | | | | | | 2,344,484 | | | | | | — | | | | | | 1,074,401 | | | | | | (1,301,750) | | | | | | 2,117,135 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 173,730 | | | | | | — | | | | | | 848,701 | | | | | | (1,047,423) | | | | | | (24,992) | | | | | | 3,000,039 | | | | | | — | | | | | | 12,637,157 | | | | | | (16,783,214) | | | | | | (1,146,018) | | |
12/31/2018 | | | | | 297,279 | | | | | | — | | | | | | 853,449 | | | | | | (1,112,733) | | | | | | 37,995 | | | | | | 5,510,079 | | | | | | — | | | | | | 15,968,030 | | | | | | (21,715,135) | | | | | | (237,026) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 44,906 | | | | | $ | (44,906) | | | | | $ | — | | |
Credit Suisse AG | | | | | 14,505 | | | | | | (14,505) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 43,722 | | | | | | (43,722) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 478,200 | | | | | | (478,200) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 849,900 | | | | | | (849,900) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 77,114 | | | | | | (77,114) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 115,977 | | | | | | (115,977) | | | | | | — | | |
National Financial Services LLC | | | | | 3,125 | | | | | | (3,125) | | | | | | — | | |
Natixis Securities America LLC | | | | | 18,559 | | | | | | (18,559) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 729,255 | | | | | | (729,255) | | | | | | — | | |
Societe Generale | | | | | 200,777 | | | | | | (200,777) | | | | | | — | | |
Total | | | | $ | 2,576,040 | | | | | $ | (2,576,040) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 374,920 | | | | | $ | (374,920) | | | | | $ | — | | |
Goldman Sachs & Co. LLC | | | | | 4,247,785 | | | | | | (4,247,785) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 3,692,695 | ��� | | | | | (3,692,695) | | | | | | — | | |
UBS AG | | | | | 3,845,697 | | | | | | (3,845,697) | | | | | | — | | |
Total | | | | $ | 12,161,097 | | | | | $ | (12,161,097) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 1,963,160 | | | | | $ | (1,963,160) | | | | | $ | — | | |
Citigroup Global Markets Inc | | | | | 10,709,358 | | | | | | (10,709,358) | | | | | | — | | |
Credit Suisse AG | | | | | 10,906,624 | | | | | | (10,906,624) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,377,128 | | | | | | (1,377,128) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 17,681,560 | | | | | | (17,681,560) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,378,888 | | | | | | (2,378,888) | | | | | | — | | |
Natixis Securities America LLC | | | | | 346,440 | | | | | | (346,440) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 987,758 | | | | | | (987,758) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 490,539 | | | | | | (490,539) | | | | | | — | | |
Growth and Income (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Wells Fargo Bank NA | | | | | 2,619,924 | | | | | | (2,619,924) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 158,785 | | | | | | (158,785) | | | | | | — | | |
Total | | | | $ | 49,620,164 | | | | | $ | (49,620,164) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 2,613,248 | | | | | $ | (2,613,248) | | | | | $ | — | | |
BNP Paribas | | | | | 1,072,944 | | | | | | (1,072,944) | | | | | | — | | |
BofA Securities Inc | | | | | 11,325,158 | | | | | | (11,325,158) | | | | | | — | | |
Citadel Clearing LLC | | | | | 3,055,792 | | | | | | (3,055,792) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 1,109,189 | | | | | | (1,109,189) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 329,547 | | | | | | (329,547) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 631,241 | | | | | | (631,241) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 2,441,671 | | | | | | (2,441,671) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 1,124,973 | | | | | | (1,124,973) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,813,961 | | | | | | (1,813,961) | | | | | | — | | |
HSBC Securities (USA) Inc | | | | | 1,115,187 | | | | | | (1,115,187) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 2,694,614 | | | | | | (2,694,614) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 1,016,673 | | | | | | (1,016,673) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 2,370,653 | | | | | | (2,370,653) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,547,147 | | | | | | (3,547,147) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 284,783 | | | | | | (284,783) | | | | | | — | | |
National Bank Financial Inc | | | | | 886,580 | | | | | | (886,580) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 2,111,832 | | | | | | (2,111,832) | | | | | | — | | |
Raymond James & Associates, Inc | | | | | 450,887 | | | | | | (450,887) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 35,530 | | | | | | (35,530) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 475,376 | | | | | | (475,376) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc | | | | | 508,336 | | | | | | (508,336) | | | | | | — | | |
UBS Securities LLC | | | | | 1,838,888 | | | | | | (1,838,888) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 11,550,416 | | | | | | (11,550,416) | | | | | | — | | |
Total | | | | $ | 54,404,626 | | | | | $ | (54,404,626) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc | | | | $ | 131,675 | | | | | $ | (131,675) | | | | | $ | — | | |
BofA Securities Inc | | | | | 944,803 | | | | | | (944,803) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Securities LLC | | | | | 1,426,915 | | | | | | (1,426,915) | | | | | | | | |
Cowen Execution Services LLC | | | | | 539,889 | | | | | | (539,889) | | | | | | | | |
Deutsche Bank Securities Inc | | | | | 217,738 | | | | | | (217,738) | | | | | | | | |
Goldman Sachs & Co. LLC | | | | | 790,938 | | | | | | (790,938) | | | | | | | | |
HSBC Bank PLC | | | | | 44,093 | | | | | | (44,093) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 5,455,177 | | | | | | (5,455,177) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 384,224 | | | | | | (384,224) | | | | | | — | | |
National Financial Services LLC | | | | | 166,407 | | | | | | (166,407) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 504,410 | | | | | | (504,410) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 1,061,762 | | | | | | (1,061,762) | | | | | | — | | |
Total | | | | $ | 11,668,031 | | | | | $ | (11,668,031) | | | | | $ | — | | |
|
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 8,811,831 | | | | | $ | 14,753,234 | | | | | $ | 17,574,924 | | | | | $ | 20,934,183 | | |
Global Equity | | | | | 16,108,952 | | | | | | 28,703,568 | | | | | | 28,894,555 | | | | | | 530,377 | | |
Government Money Market | | | | | 8,951,042 | | | | | | — | | | | | | 6,730,308 | | | | | | — | | |
Growth and Income | | | | | 44,737,928 | | | | | | 308,615,727 | | | | | | 110,032,441 | | | | | | 242,540,234 | | |
Intermediate Bond | | | | | 117,674,224 | | | | | | — | | | | | | 129,984,350 | | | | | | — | | |
Small Company | | | | | 17,627,644 | | | | | | 56,993,831 | | | | | | 17,759,580 | | | | | | 83,521,566 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 13,585,655 | | | | | $ | 4,674,095 | | | | | $ | — | | | | | $ | — | | | | | $ | 28,750,802 | | | | | $ | — | | | | | | — | | | | | | — | | |
Global Equity | | | | | 1,124,720 | | | | | | — | | | | | | — | | | | | | — | | | | | | 55,543,468 | | | | | | (8,634,135) | | | | Short-term | | | | | None | | | |||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (10,636,386) | | | | Long-term | | | | | None | | | |||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (19,270,521) | | | | | | | | | | | | | | |
Government Money Market | | | | | 7,713 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | — | | | | | | 54,759,408 | | | | | | — | | | | | | — | | | | | | 700,529,616 | | | | | | — | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | 7,559,918 | | | | | | — | | | | | | (4,508,482) | | | | | | (7,280,052) | | | | | | 79,255,948 | | | | | | — | | | | | | — | | | | | | — | | |
Small Company | | | | | 4,340,819 | | | | | | 4,804,582 | | | | | | — | | | | | | — | | | | | | 39,615,646 | | | | | | — | | | | | | — | | | | | | — | | |
| Net investment income | | | | $ | 19,504,276 | | |
| Net realized and unrealized loss on investments | | | | $ | 105,448,232 | | |
| Net decrease in net assets resulting from operations | | | | $ | 124,952,508 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Depreciation (000s) | | | Portfolios’ Unrealized Conversion Ratio | | ||||||
| $120,666 | | | $556,430 | | | | $ | 17,820 | | | | $(1,879) | | | | | 0.7298 | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0010 | | | | February 3, 2020 | | | Daily | |
Class I | | | STCG | | | | $ | 0.0001 | | | | February 3, 2020 | | | January 30, 2020 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0327 | | | | February 3, 2020 | | | Daily | |
Class I | | | NII | | | | $ | 0.0386 | | | | February 3, 2020 | | | Daily | |
Class S | | | NII | | | | $ | 0.0356 | | | | February 3, 2020 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0338 | | | | February 3, 2020 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2019 |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 48.5% | | |||||||||||||||
| | | Communication Services: 4.2% | | ||||||||||||
3,038 (1) | | | Alphabet, Inc. - Class A | | | | $ | 4,069,067 | | | | | | 1.1 | | |
50,629 | | | AT&T, Inc. | | | | | 1,978,581 | | | | | | 0.5 | | |
12,615 (2) | | | Auto Trader Group PLC | | | | | 99,623 | | | | | | 0.0 | | |
39,143 | | | Comcast Corp. – Class A | | | | | 1,760,261 | | | | | | 0.5 | | |
11,703 (1) | | | Facebook, Inc. - Class A | | | | | 2,402,041 | | | | | | 0.7 | | |
381,534 (3)(4) | | | Other Securities | | | | | 5,261,269 | | | | | | 1.4 | | |
| | | | | | | | 15,570,842 | | | | | | 4.2 | | |
| | | Consumer Discretionary: 4.9% | | ||||||||||||
2,043 (1) | | | Amazon.com, Inc. | | | | | 3,775,137 | | | | | | 1.0 | | |
476 (1) | | | Booking Holdings, Inc. | | | | | 977,575 | | | | | | 0.3 | | |
5,676 | | | Home Depot, Inc. | | | | | 1,239,525 | | | | | | 0.3 | | |
14,516 | | | Starbucks Corp. | | | | | 1,276,247 | | | | | | 0.4 | | |
331,203 (3)(4) | | | Other Securities | | | | | 10,896,297 | | | | | | 2.9 | | |
| | | | | | | | 18,164,781 | | | | | | 4.9 | | |
| | | Consumer Staples: 3.7% | | ||||||||||||
8,373 | | | PepsiCo, Inc. | | | | | 1,144,338 | | | | | | 0.3 | | |
13,985 | | | Philip Morris International, Inc. | | | | | 1,189,984 | | | | | | 0.3 | | |
20,400 | | | Procter & Gamble Co. | | | | | 2,547,960 | | | | | | 0.7 | | |
128,500 (2) | | | WH Group Ltd. | | | | | 132,866 | | | | | | 0.1 | | |
238,747 (3)(4) | | | Other Securities | | | | | 8,723,626 | | | | | | 2.3 | | |
| | | | | | | | 13,738,774 | | | | | | 3.7 | | |
| | | Energy: 2.0% | | ||||||||||||
15,333 | | | Chevron Corp. | | | | | 1,847,780 | | | | | | 0.5 | | |
17,544 | | | ConocoPhillips | | | | | 1,140,886 | | | | | | 0.3 | | |
13,731 | | | Exxon Mobil Corp. | | | | | 958,149 | | | | | | 0.2 | | |
108,257 (4) | | | Other Securities | | | | | 3,598,514 | | | | | | 1.0 | | |
| | | | | | | | 7,545,329 | | | | | | 2.0 | | |
| | | Financials: 6.9% | | ||||||||||||
6,256 (2) | | | ABN AMRO Bank NV | | | | | 114,024 | | | | | | 0.0 | | |
57,210 | | | Bank of America Corp. | | | | | 2,014,936 | | | | | | 0.5 | | |
6,347 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 1,437,596 | | | | | | 0.4 | | |
16,421 | | | Citigroup, Inc. | | | | | 1,311,874 | | | | | | 0.4 | | |
17,425 | | | JPMorgan Chase & Co. | | | | | 2,429,045 | | | | | | 0.6 | | |
14,943 | | | Morgan Stanley | | | | | 763,886 | | | | | | 0.2 | | |
3,510 | | | S&P Global, Inc. | | | | | 958,406 | | | | | | 0.3 | | |
914,954 (4) | | | Other Securities | | | | | 16,688,682 | | | | | | 4.5 | | |
| | | | | | | | 25,718,449 | | | | | | 6.9 | | |
| | | Health Care: 6.6% | | ||||||||||||
5,266 | | | Amgen, Inc. | | | | | 1,269,475 | | | | | | 0.3 | | |
6,123 | | | HCA Healthcare, Inc. | | | | | 905,041 | | | | | | 0.2 | | |
10,083 | | | Johnson & Johnson | | | | | 1,470,807 | | | | | | 0.4 | | |
14,886 | | | Merck & Co., Inc. | | | | | 1,353,882 | | | | | | 0.4 | | |
25,794 | | | Pfizer, Inc. | | | | | 1,010,609 | | | | | | 0.3 | | |
4,802 | | | UnitedHealth Group, Inc. | | | | | 1,411,692 | | | | | | 0.4 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
186,955 (4) | | | Other Securities | | | | $ | 17,359,546 | | | | | | 4.6 | | |
| | | | | | | | 24,781,052 | | | | | | 6.6 | | |
| | | Industrials: 5.4% | | ||||||||||||
8,310 | | | Honeywell International, Inc. | | | | | 1,470,870 | | | | | | 0.4 | | |
7,963 | | | Ingersoll-Rand PLC - Class A | | | | | 1,058,442 | | | | | | 0.3 | | |
6,943 | | | Union Pacific Corp. | | | | | 1,255,225 | | | | | | 0.3 | | |
549,894 (4) | | | Other Securities | | | | | 16,459,353 | | | | | | 4.4 | | |
| | | | | | | | 20,243,890 | | | | | | 5.4 | | |
| | | Information Technology: 9.6% | | ||||||||||||
3,922 (1) | | | Adobe, Inc. | | | | | 1,293,515 | | | | | | 0.3 | | |
103 (1)(2) | | | Adyen NV | | | | | 84,728 | | | | | | 0.0 | | |
18,584 | | | Apple, Inc. | | | | | 5,457,192 | | | | | | 1.5 | | |
30,980 | | | Cisco Systems, Inc. | | | | | 1,485,801 | | | | | | 0.4 | | |
8,807 (1) | | | Fortinet, Inc. | | | | | 940,235 | | | | | | 0.3 | | |
35,566 | | | Microsoft Corp. | | | | | 5,608,758 | | | | | | 1.5 | | |
8,416 (1) | | | PayPal Holdings, Inc. | | | | | 910,359 | | | | | | 0.2 | | |
10,050 | | | Texas Instruments, Inc. | | | | | 1,289,314 | | | | | | 0.3 | | |
262,394 (3)(4) | | | Other Securities | | | | | 19,013,268 | | | | | | 5.1 | | |
| | | | | | | | 36,083,170 | | | | | | 9.6 | | |
| | | Materials: 1.6% | | ||||||||||||
3,971 | | | Air Products & Chemicals, Inc. | | | | | 933,145 | | | | | | 0.2 | | |
163,977 (3)(4) | | | Other Securities | | | | | 5,126,619 | | | | | | 1.4 | | |
| | | | | | | | 6,059,764 | | | | | | 1.6 | | |
| | | Real Estate: 1.9% | | ||||||||||||
180,833 (4) | | | Other Securities | | | | | 7,039,036 | | | | | | 1.9 | | |
| | | | | ||||||||||||
| | | Utilities: 1.7% | | ||||||||||||
12,512 | | | Ameren Corp. | | | | | 960,921 | | | | | | 0.2 | | |
21,790 | | | Exelon Corp. | | | | | 993,406 | | | | | | 0.3 | | |
210,094 | | | Other Securities | | | | | 4,384,721 | | | | | | 1.2 | | |
| | | | | | | | 6,339,048 | | | | | | 1.7 | | |
| | | Total Common Stock (Cost $156,901,221) | | | | | 181,284,135 | | | | | | 48.5 | | |
EXCHANGE-TRADED FUNDS: 17.1% | | |||||||||||||||
278,758 | | | iShares Core MSCI Emerging Markets ETF | | | | | 14,986,030 | | | | | | 4.0 | | |
46,505 | | | iShares Core S&P 500 ETF | | | | | 15,032,276 | | | | | | 4.0 | | |
712 | | | iShares Core S&P Mid-Cap ETF | | | | | 146,544 | | | | | | 0.1 | | |
1,926 | | | iShares MSCI EAFE ETF | | | | | 133,741 | | | | | | 0.0 | | |
130,788 (5) | | | Schwab U.S. TIPS ETF | | | | | 7,406,524 | | | | | | 2.0 | | |
64,339 | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 3,801,792 | | | | | | 1.0 | | |
41,068 | | | Vanguard Real Estate ETF | | | | | 3,810,700 | | | | | | 1.0 | | |
154,933 (5) | | | Vanguard Value ETF | | | | | 18,568,720 | | | | | | 5.0 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
EXCHANGE-TRADED FUNDS: (continued) | | |||||||||||||||
| | | Total Exchange-Traded Funds (Cost $59,503,215) | | | | $ | 63,886,327 | | | | | | 17.1 | | |
MUTUAL FUNDS: 14.8% | | |||||||||||||||
| | | Affiliated Investment Companies: 14.8% | | ||||||||||||
119,121 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 887,452 | | | | | | 0.3 | | |
1,181,428 | | | Voya Floating Rate Fund - Class P | | | | | 11,211,748 | | | | | | 3.0 | | |
1,854,791 | | | Voya High Yield Bond Fund - Class P | | | | | 14,931,064 | | | | | | 4.0 | | |
755,519 | | | Voya Short Term Bond Fund - Class R6 | | | | | 7,449,420 | | | | | | 2.0 | | |
622,029 | | | Voya Small Company Fund - Class R6 | | | | | 9,373,972 | | | | | | 2.5 | | |
1,086,189 | | | Voya Strategic Income Opportunities Fund - Class P | | | | | 11,187,744 | | | | | | 3.0 | | |
| | | Total Mutual Funds (Cost $54,689,873) | | | | | 55,041,400 | | | | | | 14.8 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
914 (4) | | | Other Securities | | | | | 6,128 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
4,512 (4) | | | Other Securities | | | | | 13,581 | | | | | | 0.0 | | |
| | | Total Rights (Cost $16,480) | | | | | 19,709 | | | | | | 0.0 | | |
|
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: 4.7% | | |||||||||||||||
| | | Basic Materials: 0.1% | | ||||||||||||
30,000 (2) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 31,761 | | | | | | 0.0 | | |
105,000 (2) | | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 108,797 | | | | | | 0.0 | | |
315,000 | | | Other Securities | | | | | 340,790 | | | | | | 0.1 | | |
| | | | | | | | 481,348 | | | | | | 0.1 | | |
| | | Communications: 0.4% | | ||||||||||||
187,000 | | | AT&T, Inc., 4.300%-5.650%, 02/15/2030-03/09/2049 | | | | | 222,856 | | | | | | 0.1 | | |
120,000 (2) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 123,942 | | | | | | 0.0 | | |
200,000 (2) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 203,061 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
897,000 | | | Other Securities | | | | $ | 1,001,866 | | | | | | 0.3 | | |
| | | | | | | | 1,551,725 | | | | | | 0.4 | | |
| | | Consumer, Cyclical: 0.3% | | ||||||||||||
90,000 (2) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 93,381 | | | | | | 0.0 | | |
20,000 (2) | | | Hyundai Capital America, 3.500%, 11/02/2026 | | | | | 20,289 | | | | | | 0.0 | | |
1,047,725 | | | Other Securities | | | | | 1,092,544 | | | | | | 0.3 | | |
| | | | | | | | 1,206,214 | | | | | | 0.3 | | |
| | | Consumer, Non-cyclical: 0.7% | | ||||||||||||
43,000 (2) | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 43,295 | | | | | | 0.0 | | |
24,000 (2) | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 24,396 | | | | | | 0.0 | | |
21,000 (2) | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 21,377 | | | | | | 0.0 | | |
24,000 (2) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 25,449 | | | | | | 0.0 | | |
22,000 | | | Amgen, Inc., 4.563%, 06/15/2048 | | | | | 25,543 | | | | | | 0.0 | | |
23,000 (2) | | | Bristol-Myers Squibb Co., 3.400%, 07/26/2029 | | | | | 24,600 | | | | | | 0.0 | | |
50,000 (2) | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 54,090 | | | | | | 0.1 | | |
30,000 (2) | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 34,602 | | | | | | 0.0 | | |
40,000 (2) | | | Bristol-Myers Squibb Co., 4.550%, 02/20/2048 | | | | | 48,985 | | | | | | 0.0 | | |
48,000 (2) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 53,672 | | | | | | 0.0 | | |
101,000 | | | HCA, Inc., 4.500%-5.500%, 04/15/2025-06/15/2049 | | | | | 111,441 | | | | | | 0.0 | | |
62,000 (2) | | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 63,703 | | | | | | 0.0 | | |
15,000 (2) | | | Mars, Inc., 3.200%, 04/01/2030 | | | | | 15,877 | | | | | | 0.0 | | |
13,000 (2) | | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 14,365 | | | | | | 0.0 | | |
42,000 (2) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 47,949 | | | | | | 0.0 | | |
75,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | | 75,532 | | | | | | 0.0 | | |
19,000 | | | Philip Morris International, Inc., 4.375%, 11/15/2041 | | | | | 21,054 | | | | | | 0.0 | | |
5,000 | | | S&P Global, Inc., 3.250%, 12/01/2049 | | | | | 5,113 | | | | | | 0.0 | | |
1,900,000 | | | Other Securities | | | | | 2,043,481 | | | | | | 0.6 | | |
| | | | | | | | 2,754,524 | | | | | | 0.7 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy: 0.7% | | ||||||||||||
15,000 (2) | | | Cameron LNG LLC, 2.902%, 07/15/2031 | | | | $ | 15,032 | | | | | | 0.0 | | |
15,000 (2) | | | Cameron LNG LLC, 3.302%, 01/15/2035 | | | | | 15,143 | | | | | | 0.0 | | |
200,000 (2) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 219,699 | | | | | | 0.1 | | |
20,000 (2) | | | MPLX L.P., 5.250%, 01/15/2025 | | | | | 20,994 | | | | | | 0.0 | | |
200,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 219,569 | | | | | | 0.1 | | |
24,000 (2) | | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 24,413 | | | | | | 0.0 | | |
1,955,000 | | | Other Securities | | | | | 2,031,252 | | | | | | 0.5 | | |
| | | | | | | | 2,546,102 | | | | | | 0.7 | | |
| | | Financial: 1.4% | | ||||||||||||
200,000 (2) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 218,342 | | | | | | 0.1 | | |
80,000 (2) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 88,929 | | | | | | 0.0 | | |
206,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 228,104 | | | | | | 0.1 | | |
250,000 (2) | | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 251,639 | | | | | | 0.1 | | |
200,000 (2) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 201,435 | | | | | | 0.1 | | |
39,000 (2)(5) | | | Fairfax US, Inc., 4.875%, 08/13/2024 | | | | | 41,685 | | | | | | 0.0 | | |
100,000 (2)(6) | | | Harborwalk Funding Trust, 5.077%, 02/15/2069 | | | | | 118,349 | | | | | | 0.0 | | |
474,000 (6) | | | JPMorgan Chase & Co., 2.550%-5.000%, 10/29/2020-12/31/2199 | | | | | 492,149 | | | | | | 0.1 | | |
27,000 (2) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 28,090 | | | | | | 0.0 | | |
210,000 (6) | | | Morgan Stanley, 4.000%-5.500%, 07/28/2021-04/22/2039 | | | | | 229,090 | | | | | | 0.1 | | |
55,000 (2) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 56,735 | | | | | | 0.0 | | |
24,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 24,052 | | | | | | 0.0 | | |
70,000 | | | Royal Bank of Canada, 2.703%, (US0003M + 0.660%), 10/05/2023 | | | | | 70,571 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
234,000 (6) | | | Wells Fargo & Co., 2.406%-4.750%, 01/24/2024-12/07/2046 | | | | $ | 250,606 | | | | | | 0.1 | | |
2,574,000 | | | Other Securities | | | | | 2,727,287 | | | | | | 0.7 | | |
| | | | | | | | 5,027,063 | | | | | | 1.4 | | |
| | | Industrial: 0.2% | | ||||||||||||
652,000 | | | Other Securities | | | | | 686,816 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Technology: 0.2% | | ||||||||||||
90,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 100,079 | | | | | | 0.0 | | |
25,000 (2) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 28,774 | | | | | | 0.0 | | |
649,000 | | | Other Securities | | | | | 690,758 | | | | | | 0.2 | | |
| | | | | | | | 819,611 | | | | | | 0.2 | | |
| | | Utilities: 0.7% | | ||||||||||||
50,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 62,664 | | | | | | 0.1 | | |
50,000 (2) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 52,917 | | | | | | 0.0 | | |
39,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 40,604 | | | | | | 0.0 | | |
48,000 (2) | | | DPL, Inc., 4.350%, 04/15/2029 | | | | | 46,309 | | | | | | 0.0 | | |
50,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 54,433 | | | | | | 0.0 | | |
12,000 (2) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 12,777 | | | | | | 0.0 | | |
2,134,000 | | | Other Securities | | | | | 2,241,198 | | | | | | 0.6 | | |
| | | | | | | | 2,510,902 | | | | | | 0.7 | | |
| | | Total Corporate Bonds/Notes (Cost $16,766,241) | | | | | 17,584,305 | | | | | | 4.7 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 4.1% | | |||||||||||||||
90,601 | | | Alternative Loan Trust 2004-J7 MI, 2.812%, (US0001M + 1.020%), 10/25/2034 | | | | | 89,030 | | | | | | 0.0 | | |
75,693 | | | Alternative Loan Trust 2005-10CB 1A1, 2.292%, (US0001M + 0.500%), 05/25/2035 | | | | | 65,084 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
62,272 | | | Alternative Loan Trust 2005-51 3A2A, 3.530%, (12MTA + 1.290%), 11/20/2035 | | | | $ | 60,929 | | | | | | 0.0 | | |
125,439 | | | Alternative Loan Trust 2005-J2 1A12, 2.192%, (US0001M + 0.400%), 04/25/2035 | | | | | 107,265 | | | | | | 0.1 | | |
116,010 | | | Alternative Loan Trust 2006-19CB A12, 2.192%, (US0001M + 0.400%), 08/25/2036 | | | | | 75,176 | | | | | | 0.0 | | |
89,148 | | | Alternative Loan Trust 2006-HY11 A1, 1.912%, (US0001M + 0.120%), 06/25/2036 | | | | | 85,483 | | | | | | 0.0 | | |
31,943 | | | Alternative Loan Trust 2007-23CB A3, 2.292%, (US0001M + 0.500%), 09/25/2037 | | | | | 17,650 | | | | | | 0.0 | | |
156,540 | | | Alternative Loan Trust 2007-2CB 2A1, 2.392%, (US0001M + 0.600%), 03/25/2037 | | | | | 97,842 | | | | | | 0.1 | | |
84,146 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.982%, (US0001M + 0.190%), 01/25/2037 | | | | | 80,407 | | | | | | 0.0 | | |
100,000 (2)(6) | | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | | 100,432 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 201,532 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 202,343 | | | | | | 0.1 | | |
39,646 | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.044%, (US0001M + 0.280%), 08/19/2045 | | | | | 34,417 | | | | | | 0.0 | | |
710,639 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 751,891 | | | | | | 0.2 | | |
389,657 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 438,993 | | | | | | 0.1 | | |
162,708 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 5.792%, (US0001M + 4.000%), 05/25/2025 | | | | | 172,766 | | | | | | 0.0 | | |
250,002 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.242%, (US0001M + 4.450%), 01/25/2029 | | | | | 264,325 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
83,874 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 6.142%, (US0001M + 4.350%), 05/25/2029 | | | | $ | 88,516 | | | | | | 0.0 | | |
200,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.792%, (US0001M + 3.000%), 10/25/2029 | | | | | 209,117 | | | | | | 0.1 | | |
200,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.642%, (US0001M + 2.850%), 11/25/2029 | | | | | 207,012 | | | | | | 0.1 | | |
150,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.192%, (US0001M + 2.400%), 05/28/2030 | | | | | 152,917 | | | | | | 0.0 | | |
93,569 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 4.592%, (US0001M + 2.800%), 02/25/2030 | | | | | 96,177 | | | | | | 0.0 | | |
243,813 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 3.992%, (US0001M + 2.200%), 08/25/2030 | | | | | 246,135 | | | | | | 0.1 | | |
284,713 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 3.792%, (US0001M + 2.000%), 03/25/2031 | | | | | 286,134 | | | | | | 0.1 | | |
200,000 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 4.092%, (US0001M + 2.300%), 08/25/2031 | | | | | 202,021 | | | | | | 0.1 | | |
99,175 | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 109,049 | | | | | | 0.0 | | |
296,709 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 321,678 | | | | | | 0.1 | | |
271,424 (6) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.547%, 02/25/2049 | | | | | 296,522 | | | | | | 0.1 | | |
181,378 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 203,373 | | | | | | 0.1 | | |
255,662 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 287,469 | | | | | | 0.1 | | |
133,829 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 148,620 | | | | | | 0.0 | | |
475,579 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 478,184 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
177,711 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | $ | 183,495 | | | | | | 0.0 | | |
96,049 (2)(6) | | | Flagstar Mortgage Trust 2018-1 B2, 4.030%, 03/25/2048 | | | | | 100,052 | | | | | | 0.1 | | |
96,049 (2)(6) | | | Flagstar Mortgage Trust 2018-1 B3, 4.030%, 03/25/2048 | | | | | 97,212 | | | | | | 0.0 | | |
670,284 | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 700,009 | | | | | | 0.2 | | |
233,262 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 307,126 | | | | | | 0.1 | | |
98,536 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 108,422 | | | | | | 0.0 | | |
131,085 | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 147,334 | | | | | | 0.0 | | |
77,088 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 86,085 | | | | | | 0.0 | | |
21,915 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 24,920 | | | | | | 0.0 | | |
57,325 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 63,044 | | | | | | 0.0 | | |
175,008 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 192,546 | | | | | | 0.1 | | |
72,910 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 82,019 | | | | | | 0.0 | | |
65,311 (6) | | | Freddie Mac REMIC Trust 3524 LA, 5.210%, 03/15/2033 | | | | | 71,758 | | | | | | 0.0 | | |
69,381 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 78,369 | | | | | | 0.0 | | |
52,486 | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 57,360 | | | | | | 0.0 | | |
15,463 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 16,756 | | | | | | 0.0 | | |
319,296 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 328,613 | | | | | | 0.1 | | |
506,912 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 576,434 | | | | | | 0.2 | | |
506,912 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 565,875 | | | | | | 0.2 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
459,529 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | $ | 477,495 | | | | | | 0.1 | | |
32,534 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 33,580 | | | | | | 0.0 | | |
1,000,000 | | | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | | | | | 1,024,987 | | | | | | 0.3 | | |
100,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.492%, (US0001M + 4.700%), 04/25/2028 | | | | | 110,882 | | | | | | 0.0 | | |
300,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.342%, (US0001M + 5.550%), 07/25/2028 | | | | | 331,248 | | | | | | 0.1 | | |
189,438 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.142%, (US0001M + 2.350%), 04/25/2030 | | | | | 192,846 | | | | | | 0.1 | | |
100,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.092%, (US0001M + 2.300%), 09/25/2030 | | | | | 101,217 | | | | | | 0.0 | | |
813,971 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 797,116 | | | | | | 0.2 | | |
61,209 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 67,097 | | | | | | 0.0 | | |
358,118 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 384,819 | | | | | | 0.1 | | |
23,958 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 26,422 | | | | | | 0.0 | | |
53,157 | | | HomeBanc Mortgage Trust 2004-1 2A, 2.652%, (US0001M + 0.860%), 08/25/2029 | | | | | 51,778 | | | | | | 0.0 | | |
44,028 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.002%, (US0001M + 0.210%), 04/25/2046 | | | | | 41,820 | | | | | | 0.0 | | |
37,856 | | | Lehman XS Trust Series 2005-5N 1A2, 2.152%, (US0001M + 0.360%), 11/25/2035 | | | | | 35,046 | | | | | | 0.0 | | |
52,266 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 42,162 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 200,061 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
83,509 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.302%, (US0001M + 0.510%), 08/25/2045 | | | | $ | 83,775 | | | | | | 0.0 | | |
44,333 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.282%, (US0001M + 0.490%), 10/25/2045 | | | | | 44,319 | | | | | | 0.0 | | |
189,429 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.200%, (12MTA + 0.960%), 08/25/2046 | | | | | 141,734 | | | | | | 0.1 | | |
25,961 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.222%, (US0001M + 0.430%), 06/25/2037 | | | | | 21,567 | | | | | | 0.0 | | |
24,786 (6) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.220%, 04/25/2036 | | | | | 24,335 | | | | | | 0.0 | | |
32,765 (6) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.354%, 12/28/2037 | | | | | 31,474 | | | | | | 0.0 | | |
985,479 | | | Other Securities | | | | | 980,048 | | | | | | 0.3 | | |
| | | Total Collateralized Mortgage Obligations (Cost $14,845,488) | | | | | 15,211,746 | | | | | | 4.1 | | |
U.S. TREASURY OBLIGATIONS: 1.2% | | |||||||||||||||
| | | Treasury Inflation Indexed Protected Securities: 0.4% | | ||||||||||||
1,637,882 | | | 0.250%,07/15/2029 | | | | | 1,654,375 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Bonds: 0.6% | | ||||||||||||
747,000 | | | 2.250%,08/15/2049 | | | | | 724,020 | | | | | | 0.2 | | |
1,360,000 | | | 3.500%,02/15/2039 | | | | | 1,628,738 | | | | | | 0.4 | | |
| | | | | | | | 2,352,758 | | | | | | 0.6 | | |
| | | U.S. Treasury Notes: 0.2% | | ||||||||||||
639,500 (3) | | | Other Securities | | | | | 636,488 | | | | | | 0.2 | | |
| | | Total U.S. Treasury Obligations (Cost $4,660,492) | | | | | 4,643,621 | | | | | | 1.2 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.9% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.7%(7) | | ||||||||||||
2,351,743 | | | 2.500%-6.500%, 05/01/2030-08/01/2048 | | | | | 2,471,719 | | | | | | 0.7 | | |
| | | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association: 0.2% | | ||||||||||||
799,882 (6) | | | 4.000%-5.310%, 11/20/2040-10/20/2060 | | | | $ | 853,227 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Uniform Mortgage-Backed Securities: 1.0% | | ||||||||||||
3,683,119 | | | 2.500%-7.000%, 06/01/2029-01/01/2047 | | | | | 3,875,208 | | | | | | 1.0 | | |
| | | Total U.S. Government Agency Obligations (Cost $6,953,511) | | | | | 7,200,154 | | | | | | 1.9 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.6% | | |||||||||||||||
80,000 (2)(6) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 1.003%, 05/27/2021 | | | | | 76,912 | | | | | | 0.0 | | |
70,000 (2) | | | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 3.840%, (US0001M + 2.100%), 09/15/2035 | | | | | 70,160 | | | | | | 0.0 | | |
3,000,000 (6)(8) | | | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | | | | | 38,971 | | | | | | 0.0 | | |
995,608 (6)(8) | | | BANK 2019-BNK16 XA, 0.967%, 02/15/2052 | | | | | 69,766 | | | | | | 0.0 | | |
2,180,000 (2)(6)(8) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 72,262 | | | | | | 0.0 | | |
100,000 (2) | | | BDS 2018-FL2 D, 4.287%, (US0001M + 2.550%), 08/15/2035 | | | | | 100,062 | | | | | | 0.0 | | |
997,853 (6)(8) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.047%, 03/15/2052 | | | | | 78,804 | | | | | | 0.0 | | |
190,000 (2) | | | Benchmark 2019-B14 D Mortgage Trust, 2.500%, 12/15/2061 | | | | | 160,537 | �� | | | | | 0.1 | | |
200,000 (2) | | | BX Commercial Mortgage Trust 2019-XL J, 4.390%, (US0001M + 2.650%), 10/15/2036 | | | | | 200,757 | | | | | | 0.1 | | |
80,000 (2) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 77,691 | | | | | | 0.0 | | |
100,000 (2) | | | BX Trust 2019-CALM E, 3.750%, (US0001M + 2.000%), 11/25/2028 | | | | | 100,201 | | | | | | 0.0 | | |
817,285 (6)(8) | | | CD 2017-CD4 Mortgage Trust XA, 1.309%, 05/10/2050 | | | | | 57,338 | | | | | | 0.0 | | |
972,280 (6)(8) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.979%, 07/10/2049 | | | | | 91,278 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,322,714 (6)(8) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.109%, 10/12/2050 | | | | $ | 84,108 | | | | | | 0.0 | | |
988,333 (6)(8) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.917%, 09/15/2050 | | | | | 56,120 | | | | | | 0.0 | | |
1,474,031 (6)(8) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.600%, 06/10/2051 | | | | | 70,360 | | | | | | 0.0 | | |
1,119,308 (6)(8) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.190%, 08/10/2056 | | | | | 87,747 | | | | | | 0.0 | | |
758,841 (6)(8) | | | COMM 2012-CR4 XA, 1.700%, 10/15/2045 | | | | | 30,088 | | | | | | 0.0 | | |
2,380,000 (2)(6)(8) | | | COMM 2012-CR4 XB, 0.615%, 10/15/2045 | | | | | 40,127 | | | | | | 0.0 | | |
1,585,026 (6)(8) | | | COMM 2016-CR28 XA, 0.687%, 02/10/2049 | | | | | 49,678 | | | | | | 0.0 | | |
752,625 (6)(8) | | | COMM 2017-COR2 XA, 1.173%, 09/10/2050 | | | | | 55,041 | | | | | | 0.1 | | |
110,000 (2)(6) | | | DBJPM 16-C3 Mortgage Trust, 3.491%, 08/10/2049 | | | | | 105,834 | | | | | | 0.0 | | |
130,000 (2)(6) | | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | | | | | 122,136 | | | | | | 0.0 | | |
110,000 (2) | | | GPT 2018-GPP D Mortgage Trust, 3.590%, (US0001M + 1.850%), 06/15/2035 | | | | | 109,108 | | | | | | 0.0 | | |
100,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 3.840%, (US0001M + 2.100%), 07/15/2035 | | | | | 99,726 | | | | | | 0.1 | | |
100,000 (2)(6) | | | GS Mortgage Securities Trust 2010-C2 D, 5.180%, 12/10/2043 | | | | | 102,292 | | | | | | 0.1 | | |
100,000 (2)(6) | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 98,860 | | | | | | 0.0 | | |
1,184,220 (6)(8) | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.161%, 05/10/2045 | | | | | 33,109 | | | | | | 0.0 | | |
1,175,494 (6)(8) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.986%, 06/10/2047 | | | | | 34,443 | | | | | | 0.0 | | |
1,910,325 (6)(8) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.572%, 11/10/2049 | | | | | 51,615 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
853,750 (6)(8) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.042%, 05/10/2050 | | | | $ | 55,578 | | | | | | 0.0 | | |
1,227,251 (6)(8) | | | GS Mortgage Securities Trust 2019-GC38 XA, 0.964%, 02/10/2052 | | | | | 88,622 | | | | | | 0.0 | | |
110,000 (2)(6) | | | Jackson Park Trust 2019-LIC F, 3.242%, 10/14/2039 | | | | | 94,969 | | | | | | 0.0 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 100,144 | | | | | | 0.0 | | |
1,355,616 (6)(8) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.734%, 12/15/2049 | | | | | 43,794 | | | | | | 0.0 | | |
100,000 (2)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 88,141 | | | | | | 0.0 | | |
499,800 (6)(8) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.752%, 04/15/2047 | | | | | 10,473 | | | | | | 0.0 | | |
100,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 110,836 | | | | | | 0.1 | | |
467,086 (2)(6)(8) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.713%, 11/15/2038 | | | | | 1,823 | | | | | | 0.0 | | |
1,671,380 (6)(8) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.003%, 12/15/2047 | | | | | 63,562 | | | | | | 0.0 | | |
62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 65,900 | | | | | | 0.0 | | |
75,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 67,577 | | | | | | 0.1 | | |
4,559,399 (6)(8) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.645%, 11/15/2029 | | | | | 243,989 | | | | | | 0.1 | | |
50,000 (2) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 47,327 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
100,000 (2) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | $ | 93,046 | | | | | | 0.0 | | |
100,000 (6) | | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.331%, 10/15/2050 | | | | | 104,029 | | | | | | 0.1 | | |
80,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 89,220 | | | | | | 0.0 | | |
400,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 360,796 | | | | | | 0.1 | | |
1,590,798 (2)(6)(8) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.811%, 08/15/2045 | | | | | 57,431 | | | | | | 0.0 | | |
1,087,763 (6)(8) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.624%, 08/15/2052 | | | | | 128,256 | | | | | | 0.1 | | |
1,509,000 | | | Other Securities | | | | | 1,599,665 | | | | | | 0.4 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $5,894,827) | | | | | 5,940,309 | | | | | | 1.6 | | |
ASSET-BACKED SECURITIES: 1.8% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
100,000 (2) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 102,687 | | | | | | 0.0 | | |
650,000 | | | Other Securities | | | | | 664,229 | | | | | | 0.2 | | |
| | | | | | | | 766,916 | | | | | | 0.2 | | |
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
450,937 | | | Other Securities | | | | | 408,288 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 1.4% | | ||||||||||||
300,000 (2) | | | ARES XLVI CLO Ltd. 2017-46A A2, 3.231%, (US0003M + 1.230%), 01/15/2030 | | | | | 293,729 | | | | | | 0.1 | | |
250,000 (2) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.166%, (US0003M + 1.200%), 01/20/2031 | | | | | 243,933 | | | | | | 0.1 | | |
250,000 (2) | | | BlueMountain CLO 2015-1A BR, 4.501%, (US0003M + 2.500%), 04/13/2027 | | | | | 250,211 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
16,450 | | | Chase Funding Trust Series 2003-5 2A2, 2.392%, (US0001M + 0.600%), 07/25/2033 | | | | $ | 16,168 | | | | | | 0.0 | | |
250,000 (2) | | | Clear Creek CLO 2015-1A CR, 3.916%, (US0003M + 1.950%), 10/20/2030 | | | | | 241,512 | | | | | | 0.0 | | |
274,930 (2) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 282,349 | | | | | | 0.1 | | |
250,000 (2) | | | Jay Park CLO Ltd. 2016-1A BR, 3.966%, (US0003M + 2.000%), 10/20/2027 | | | | | 243,926 | | | | | | 0.1 | | |
250,000 (2) | | | LCM XXIV Ltd. 24A A, 3.276%, (US0003M + 1.310%), 03/20/2030 | | | | | 250,019 | | | | | | 0.1 | | |
250,000 (2) | | | Deer Creek Clo Ltd. 2017-1A A, 3.146%, (US0003M + 1.180%), 10/20/2030 | | | | | 249,794 | | | | | | 0.1 | | |
99,250 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 102,740 | | | | | | 0.0 | | |
250,000 (2) | | | Dryden Senior Loan Fund 2017-47A A2, 3.351%, (US0003M + 1.350%), 04/15/2028 | | | | | 247,928 | | | | | | 0.1 | | |
250,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 3.216%, (US0003M + 1.250%), 01/20/2030 | | | | | 250,001 | | | | | | 0.1 | | |
99,250 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 103,039 | | | | | | 0.0 | | |
33,423 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 34,499 | | | | | | 0.0 | | |
250,000 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 253,383 | | | | | | 0.1 | | |
200,000 (2)(6) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 204,365 | | | | | | 0.0 | | |
68,662 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 70,553 | | | | | | 0.0 | | |
100,000 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 102,046 | | | | | | 0.0 | | |
250,000 (2) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.376%, (US0003M + 1.375%), 07/15/2029 | | | | | 245,906 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
250,000 (2) | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.316%, (US0003M + 1.350%), 07/20/2030 | | | | $ | 249,998 | | | | | | 0.1 | | |
98,750 (2) | ��� | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 100,648 | | | | | | 0.0 | | |
99,000 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 106,652 | | | | | | 0.0 | | |
250,000 (2) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.099%, (US0003M + 1.190%), 11/01/2031 | | | | | 249,754 | | | | | | 0.0 | | |
250,000 (2) | | | THL Credit Wind River 2017-2A A CLO Ltd., 3.196%, (US0003M + 1.230%), 07/20/2030 | | | | | 250,054 | | | | | | 0.1 | | |
250,000 (2) | | | Tiaa Clo III Ltd. 2017-2A A, 3.151%, (US0003M + 1.150%), 01/16/2031 | | | | | 248,295 | | | | | | 0.1 | | |
98,000 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 99,777 | | | | | | 0.0 | | |
98,000 (2) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 99,146 | | | | | | 0.0 | | |
| | | | | | | | 5,090,425 | | | | | | 1.4 | | |
| | | Student Loan Asset-Backed Securities: 0.1% | | ||||||||||||
150,000 (2) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 153,354 | | | | | | 0.1 | | |
13,612 (2) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 13,699 | | | | | | 0.0 | | |
30,460 (2) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 30,701 | | | | | | 0.0 | | |
25,399 (2) | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 24,946 | | | | | | 0.0 | | |
100,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 100,102 | | | | | | 0.0 | | |
| | | | | | | | 322,802 | | | | | | 0.1 | | |
| | | Total Asset-Backed Securities (Cost $6,507,014) | | | | | 6,588,431 | | | | | | 1.8 | | |
|
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SOVEREIGN BONDS: 0.1% | | |||||||||||||||
100,000 (2) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | $ | 107,917 | | | | | | 0.0 | | |
430,000 | | | Other Securities | | | | | 384,124 | | | | | | 0.1 | | |
| | | Total Sovereign Bonds (Cost $537,463) | | | | | 492,041 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $327,275,825) | | | | | 357,892,178 | | | | | | 95.8 | | |
SHORT-TERM INVESTMENTS: 3.3% | | |||||||||||||||
| | | U.S. Government Agency Obligations: 1.7% | | ||||||||||||
4,462,000 (9) | | | Federal Home Loan Bank Discount Notes, 1.420%, 01/31/2020 | | | | | 4,456,608 | | | | | | 1.2 | | |
1,980,000 (9) | | | Federal Home Loan Bank Discount Notes, 1.570%, 05/06/2020 | | | | | 1,969,275 | | | | | | 0.5 | | |
| | | Total U.S. Government Agency Obligations (Cost $6,425,218) | | | | | 6,425,883 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Bills: 0.4% | | ||||||||||||
1,629,000 (9) | | | United States Treasury Bill, 1.550%, 01/02/2020 (Cost $1,628,931) | | | | | 1,629,000 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 0.7% | | ||||||||||||
1,000,000 (10) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,000,087, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,020,000, due 01/25/20-10/15/60) | | | | | 1,000,000 | | | | | | 0.3 | | |
1,000,000 (10) | | | Millennium Fixed Income Ltd., Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $1,000,096, collateralized by various U.S. Government Securities, 0.125%-2.250%, Market Value plus accrued interest $1,020,000, due 04/15/20-03/31/21) | | | | | 1,000,000 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
643,031 (10) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $643,086, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $655,892, due 06/30/21-12/01/49) | | | | $ | 643,031 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $2,643,031) | | | | | 2,643,031 | | | | | | 0.7 | | |
|
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds: 0.5% | | ||||||||||||
1,740,531 (11) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.520% (Cost $1,740,531) | | | | | 1,740,531 | | | | | | 0.5 | | |
| | | Total Short-Term Investments (Cost $12,437,711) | | | | | 12,438,445 | | | | | | 3.3 | | |
| | | Total Investments in Securities (Cost $339,713,536) | | | | $ | 370,330,623 | | | | | | 99.1 | | |
| | | Assets in Excess of Other Liabilities | | | | | 3,383,137 | | | | | | 0.9 | | |
| | | Net Assets | | | | $ | 373,713,760 | | | | | | 100.0 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 14,158,604 | | | | | $ | 1,412,238 | | | | | $ | — | | | | | $ | 15,570,842 | | |
Consumer Discretionary | | | | | 15,610,238 | | | | | | 2,554,543 | | | | | | — | | | | | | 18,164,781 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Consumer Staples | | | | | 10,737,522 | | | | | | 3,001,252 | | | | | | — | | | | | | 13,738,774 | | |
Energy | | | | | 6,335,676 | | | | | | 1,209,653 | | | | | | — | | | | | | 7,545,329 | | |
Financials | | | | | 20,577,585 | | | | | | 5,140,864 | | | | | | — | | | | | | 25,718,449 | | |
Health Care | | | | | 21,432,934 | | | | | | 3,348,118 | | | | | | — | | | | | | 24,781,052 | | |
Industrials | | | | | 15,885,576 | | | | | | 4,358,314 | | | | | | — | | | | | | 20,243,890 | | |
Information Technology | | | | | 34,308,640 | | | | | | 1,774,530 | | | | | | — | | | | | | 36,083,170 | | |
Materials | | | | | 4,156,693 | | | | | | 1,903,071 | | | | | | — | | | | | | 6,059,764 | | |
Real Estate | | | | | 6,088,651 | | | | | | 950,385 | | | | | | — | | | | | | 7,039,036 | | |
Utilities | | | | | 5,273,868 | | | | | | 1,065,180 | | | | | | — | | | | | | 6,339,048 | | |
Total Common Stock | | | | | 154,565,987 | | | | | | 26,718,148 | | | | | | — | | | | | | 181,284,135 | | |
Exchange-Traded Funds | | | | | 63,886,327 | | | | | | — | | | | | | — | | | | | | 63,886,327 | | |
Mutual Funds | | | | | 55,041,400 | | | | | | — | | | | | | — | | | | | | 55,041,400 | | |
Rights | | | | | 19,709 | | | | | | — | | | | | | — | | | | | | 19,709 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 17,584,305 | | | | | | — | | | | | | 17,584,305 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 15,211,746 | | | | | | — | | | | | | 15,211,746 | | |
Asset-Backed Securities | | | | | — | | | | | | 6,588,431 | | | | | | — | | | | | | 6,588,431 | | |
Sovereign Bonds | | | | | — | | | | | | 492,041 | | | | | | — | | | | | | 492,041 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 5,940,309 | | | | | | — | | | | | | 5,940,309 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 7,200,154 | | | | | | — | | | | | | 7,200,154 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 4,643,621 | | | | | | — | | | | | | 4,643,621 | | |
Short-Term Investments | | | | | 1,740,531 | | | | | | 10,697,914 | | | | | | — | | | | | | 12,438,445 | | |
Total Investments, at fair value | | | | $ | 275,253,954 | | | | | $ | 95,076,669 | | | | | $ | — | | | | | $ | 370,330,623 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 60,198 | | | | | | — | | | | | | 60,198 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 4,622 | | | | | | — | | | | | | 4,622 | | |
Futures | | | | | 135,850 | | | | | | — | | | | | | — | | | | | | 135,850 | | |
Volatility Swaps | | | | | — | | | | | | 781 | | | | | | — | | | | | | 781 | | |
Total Assets | | | | $ | 275,389,804 | | | | | $ | 95,142,270 | | | | | $ | — | | | | | $ | 370,532,074 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (23,820) | | | | | $ | — | | | | | $ | (23,820) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (14,899) | | | | | | — | | | | | | (14,899) | | |
Forward Premium Swaptions | | | | | — | | | | | | (10,956) | | | | | | — | | | | | | (10,956) | | |
Futures | | | | | (555,759) | | | | | | — | | | | | | — | | | | | | (555,759) | | |
Total Liabilities | | | | $ | (555,759) | | | | | $ | (49,675) | | | | | $ | — | | | | | $ | (605,434) | | |
|
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 1,348,459 | | | | | $ | 210,744 | | | | | $ | (838,485) | | | | | $ | 166,734 | | | | | $ | 887,452 | | | | | $ | 57,741 | | | | | $ | (88,483) | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 10,727,558 | | | | | | 962,135 | | | | | | (593,223) | | | | | | 115,278 | | | | | | 11,211,748 | | | | | | 672,135 | | | | | | (13,223) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | — | | | | | | 15,907,204 | | | | | | (1,176,679) | | | | | | 200,539 | | | | | | 14,931,064 | | | | | | 641,144 | | | | | | (1,748) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 8,017,285 | | | | | | (638,086) | | | | | | 70,221 | | | | | | 7,449,420 | | | | | | 127,076 | | | | | | 5,684 | | | | | | — | | |
Voya Small Company Fund - Class R6 | | | | | — | | | | | | 19,116,431 | | | | | | (10,102,639) | | | | | | 360,180 | | | | | | 9,373,972 | | | | | | 20,735 | | | | | | 200,015 | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class P | | | | | — | | | | | | 12,071,171 | | | | | | (984,477) | | | | | | 101,050 | | | | | | 11,187,744 | | | | | | 384,662 | | | | | | 6,836 | | | | | | — | | |
| | | | $ | 12,076,017 | | | | | $ | 56,284,970 | | | | | $ | (14,333,589) | | | | | $ | 1,014,002 | | | | | $ | 55,041,400 | | | | | $ | 1,903,493 | | | | | $ | 109,081 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
ZAR 430,066 | | | USD 29,000 | | | Barclays Bank PLC | | | 02/07/20 | | | | $ | 1,561 | | |
USD 30,000 | | | MXN 582,658 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (649) | | |
USD 27,476 | | | PEN 91,978 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (253) | | |
USD 76,873 | | | MYR 317,909 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (1,017) | | |
USD 28,947 | | | CLP 21,587,838 | | | BNP Paribas | | | 02/07/20 | | | | | 225 | | |
USD 12,000 | | | PLN 46,409 | | | BNP Paribas | | | 02/07/20 | | | | | (234) | | |
USD 18,000 | | | CLP 13,866,678 | | | BNP Paribas | | | 02/07/20 | | | | | (449) | | |
USD 105,992 | | | BRL 427,042 | | | BNP Paribas | | | 02/07/20 | | | | | (49) | | |
RUB 1,351,481 | | | USD 21,000 | | | BNP Paribas | | | 02/07/20 | | | | | 679 | | |
USD 62,493 | | | THB 1,886,363 | | | Citibank N.A. | | | 02/07/20 | | | | | (538) | | |
USD 88,473 | | | IDR 1,246,693,752 | | | Citibank N.A. | | | 02/07/20 | | | | | (1,387) | | |
USD 5,410 | | | PHP 273,489 | | | Citibank N.A. | | | 02/07/20 | | | | | 20 | | |
USD 29,723 | | | TRY 175,136 | | | Citibank N.A. | | | 02/07/20 | | | | | 552 | | |
BRL 49,986 | | | USD 12,000 | | | Credit Suisse International | | | 02/07/20 | | | | | 412 | | |
USD 65,155 | | | PLN 249,981 | | | Goldman Sachs International | | | 02/07/20 | | | | | (743) | | |
USD 38,956 | | | HUF 11,506,323 | | | Goldman Sachs International | | | 02/07/20 | | | | | (110) | | |
USD 20,416 | | | RON 87,618 | | | Goldman Sachs International | | | 02/07/20 | | | | | (78) | | |
USD 67,453 | | | COP 224,676,210 | | | Goldman Sachs International | | | 02/07/20 | | | | | (805) | | |
USD 12,000 | | | COP 41,222,880 | | | Goldman Sachs International | | | 02/07/20 | | | | | (524) | | |
USD 174 | | | ILS 607 | | | Goldman Sachs International | | | 02/07/20 | | | | | (2) | | |
PHP 1,470,880 | | | USD 29,000 | | | JPMorgan Chase Bank N.A. | | | 02/07/20 | | | | | (12) | | |
COP 92,733,660 | | | USD 27,000 | | | JPMorgan Chase Bank N.A. | | | 02/07/20 | | | | | 1,173 | | |
USD 69,803 | | | RUB 4,475,848 | | | JPMorgan Chase Bank N.A. | | | 02/07/20 | | | | | (1,993) | | |
USD 68,853 | | | ZAR 1,028,635 | | | Standard Chartered Bank | | | 02/07/20 | | | | | (4,242) | | |
USD 46,553 | | | CZK 1,068,020 | | | Standard Chartered Bank | | | 02/07/20 | | | | | (559) | | |
USD 55,821 | | | MXN 1,085,060 | | | Standard Chartered Bank | | | 02/07/20 | | | | | (1,255) | | |
| | | | | | | | | | | | | $ | (10,277) | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 47 | | | | | | 03/20/20 | | | | | $ | 3,925,910 | | | | | $ | 61,245 | | |
Mini MSCI EAFE Index | | | | | 76 | | | | | | 03/20/20 | | | | | | 7,738,700 | | | | | | (15,593) | | |
U.S. Treasury 2-Year Note | | | | | 75 | | | | | | 03/31/20 | | | | | | 16,162,500 | | | | | | (8,448) | | |
U.S. Treasury 5-Year Note | | | | | 33 | | | | | | 03/31/20 | | | | | | 3,914,109 | | | | | | (12,438) | | |
U.S. Treasury Long Bond | | | | | 4 | | | | | | 03/20/20 | | | | | | 623,625 | | | | | | (3,133) | | |
U.S. Treasury Ultra Long Bond | | | | | 55 | | | | | | 03/20/20 | | | | | | 9,991,094 | | | | | | (312,886) | | |
| | | | | | | | | | | | | | | | $ | 42,355,938 | | | | | $ | (291,253) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | (73) | | | | | | 03/20/20 | | | | | | (11,793,515) | | | | | | (203,261) | | |
U.S. Treasury 10-Year Note | | | | | (47) | | | | | | 03/20/20 | | | | | | (6,035,828) | | | | | | 53,529 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (14) | | | | | | 03/20/20 | | | | | | (1,969,844) | | | | | | 21,076 | | |
| | | | | | | | | | | | | | | | $ | (19,799,187) | | | | | $ | (128,656) | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
iTraxx Cross-over Index, Series 32, Version 1 | | | | | Buy | | | | | | (5.000) | | | | | | 12/20/24 | | | | | | EUR 1,210,000 | | | | | $ | (184,942) | | | | | $ | (3,904) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (184,942) | | | | | $ | (3,904) | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
CDX North American High Yield Index, Series 33, Version 2 | | | | | Sell | | | | | | 5.000 | | | | | | 12/20/24 | | | | | | USD 483,120 | | | | | $ | 46,541 | | | | | $ | 14,288 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 46,541 | | | | | $ | 14,288 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.785% | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 1,701,000 | | | | $ | 4,938 | | | | | $ | 4,938 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD 58,000 | | | | | 1,115 | | | | | | 1,115 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 715,000 | | | | | 1,881 | | | | | | 1,881 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.623 | | | | Semi-Annual | | | | | 09/13/29 | | | | USD 1,628,000 | | | | | 37,976 | | | | | | 37,976 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 221,000 | | | | | (19,916) | | | | | | (19,916) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 25,994 | | | | | $ | 25,994 | | |
Pay/Receive Volatility(1) | | | Reference Entity | | | Volatility Strike Rate | | | Counterparty | | | Maturity Date | | | Currency | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | |||||||||
Receive | | | USD vs. CAD Spot Exchange Rate | | | | | 4.140% | | | | Barclays Bank PLC | | | 01/17/20 | | | USD | | | 2,500 | | | | $ | 642 | | | | | $ | 642 | | |
Receive | | | USD vs. CAD Spot Exchange Rate | | | | | 4.125% | | | | Citibank N.A. | | | 01/10/20 | | | USD | | | 2,000 | | | | | 49 | | | | | | 49 | | |
Receive | | | USD vs. CAD Spot Exchange Rate | | | | | 4.060% | | | | Societe Generale | | | 01/10/20 | | | USD | | | 1,000 | | | | | 90 | | | | | | 90 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 781 | | | | | $ | 781 | | |
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | Receive | | | 3-month USD-LIBOR | | | 03/16/20 | | | USD 1,517,000 | | | | $ | 77,822 | | | | | $ | (2,582) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | Receive | | | 3-month USD-LIBOR | | | 02/27/20 | | | USD 2,584,000 | | | | | 136,823 | | | | | | (8,374) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 214,645 | | | | | $ | (10,956) | | |
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of December 31, 2019 (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 | | | | $ | 4,622 | | |
Foreign exchange contracts | | | Unrealized appreciation on OTC swap agreements | | | | | 781 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 61,245 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 74,605 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 14,288 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 45,910 | | |
Total Asset Derivatives | | | | | | | $ | 201,451 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 14,899 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 218,854 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 336,905 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 3,904 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 19,916 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 10,956 | | |
Total Liability Derivatives | | | | | | | $ | 605,434 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 11,139 | | | | | $ | — | | | | | $ | 11,139 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 963,218 | | | | | | — | | | | | | — | | | | | | 963,218 | | |
Foreign exchange contracts | | | | | — | | | | | | (81,808) | | | | | | — | | | | | | — | | | | | | — | | | | | | (81,808) | | |
Interest rate contracts | | | | | (72,055) | | | | | | — | | | | | | 745,390 | | | | | | 9,717 | | | | | | (181,790) | | | | | | 501,262 | | |
Total | | | | $ | (72,055) | | | | | $ | (81,808) | | | | | $ | 1,708,608 | | | | | $ | 20,856 | | | | | $ | (181,790) | | | | | $ | 1,393,811 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 102,026 | | | | | $ | 102,026 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 723,582 | | | | | | — | | | | | | 723,582 | | |
Foreign exchange contracts | | | | | — | | | | | | (1,887) | | | | | | — | | | | | | 781 | | | | | | (1,106) | | |
Interest rate contracts | | | | | (78,446) | | | | | | — | | | | | | (545,536) | | | | | | (4,512) | | | | | | (628,494) | | |
Total | | | | $ | (78,446) | | | | | $ | (1,887) | | | | | $ | 178,046 | | | | | $ | 98,295 | | | | | $ | 196,008 | | |
Voya Balanced Portfolio | as of December 31, 2019 (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Societe Generale | | | Standard Chartered Bank | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,561 | | | | | $ | 904 | | | | | $ | 572 | | | | | $ | 412 | | | | | $ | — | | | | | $ | 1,173 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 4,622 | | |
Volatility swaps | | | | | 642 | | | | | | — | | | | | | 49 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 90 | | | | | | — | | | | | | 781 | | |
Total Assets | | | | $ | 2,203 | | | | | $ | 904 | | | | | $ | 621 | | | | | $ | 412 | | | | | $ | — | | | | | $ | 1,173 | | | | | $ | — | | | | | $ | 90 | | | | | $ | — | | | | | $ | 5,403 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,919 | | | | | $ | 732 | | | | | $ | 1,925 | | | | | $ | — | | | | | $ | 2,262 | | | | | $ | 2,005 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,056 | | | | | $ | 14,899 | | |
Forward premium swaptions | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,582 | | | | | | — | | | | | | 8,374 | | | | | | — | | | | | | — | | | | | | 10,956 | | |
Total Liabilities | | | | $ | 1,919 | | | | | $ | 732 | | | | | $ | 1,925 | | | | | $ | — | | | | | $ | 4,844 | | | | | $ | 2,005 | | | | | $ | 8,374 | | | | | $ | — | | | | | $ | 6,056 | | | | | $ | 25,855 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 284 | | | | | $ | 172 | | | | | $ | (1,304) | | | | | $ | 412 | | | | | $ | (4,844) | | | | | $ | (832) | | | | | $ | (8,374) | | | | | $ | 90 | | | | | $ | (6,056) | | | | | | (20,452) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 284 | | | | | $ | 172 | | | | | $ | (1,304) | | | | | $ | 412 | | | | | $ | (4,844) | | | | | $ | (832) | | | | | $ | (8,374) | | | | | $ | 90 | | | | | $ | (6,056) | | | | | $ | (20,452) | | |
| Gross Unrealized Appreciation | | | | $ | 33,377,555 | | |
| Gross Unrealized Depreciation | | | | | (4,626,753) | | |
| Net Unrealized Appreciation | | | | $ | 28,750,802 | | |
Voya Global Equity Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.5% | | |||||||||||||||
| | | Australia: 3.3% | | ||||||||||||
80,686 | | | Rio Tinto Ltd. | | | | $ | 5,708,534 | | | | | | 0.8 | | |
1,750,245 | | | Other Securities | | | | | 17,477,193 | | | | | | 2.5 | | |
| | | | | | | | 23,185,727 | | | | | | 3.3 | | |
| | | Belgium: 0.3% | | ||||||||||||
26,846 | | | Other Securities | | | | | 2,136,269 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Canada: 4.4% | | ||||||||||||
50,111 (1) | | | Canadian Imperial Bank of Commerce - XTSE | | | | | 4,170,032 | | | | | | 0.6 | | |
45,590 | | | Waste Connections, Inc. | | | | | 4,139,116 | | | | | | 0.6 | | |
596,162 (2) | | | Other Securities | | | | | 23,249,149 | | | | | | 3.2 | | |
| | | | | | | | 31,558,297 | | | | | | 4.4 | | |
| | | China: 0.3% | | ||||||||||||
660,500 | | | Other Securities | | | | | 2,292,878 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Denmark: 1.2% | | ||||||||||||
94,792 | | | Novo Nordisk A/S | | | | | 5,493,086 | | | | | | 0.8 | | |
35,814 | | | Other Securities | | | | | 3,267,381 | | | | | | 0.4 | | |
| | | | | | | | 8,760,467 | | | | | | 1.2 | | |
| | | Finland: 0.7% | | ||||||||||||
124,433 | | | Other Securities | | | | | 5,212,348 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | France: 1.9% | | ||||||||||||
504,575 (3) | | | Other Securities | | | | | 13,487,872 | | | | | | 1.9 | | |
| | | | | ||||||||||||
| | | Germany: 1.1% | | ||||||||||||
608,017 (3) | | | Other Securities | | | | | 7,809,472 | | | | | | 1.1 | | |
| | | | | ||||||||||||
| | | Guernsey: 0.5% | | ||||||||||||
54,103 | | | Other Securities | | | | | 3,905,695 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | Hong Kong: 1.1% | | ||||||||||||
1,485,300 | | | Other Securities | | | | | 7,621,042 | | | | | | 1.1 | | |
| | | | | ||||||||||||
| | | Israel: 0.3% | | ||||||||||||
282,886 | | | Other Securities | | | | | 2,063,069 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Italy: 0.7% | | ||||||||||||
840,808 | | | Other Securities | | | | | 4,698,477 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Japan: 8.9% | | ||||||||||||
152,400 (1) | | | Canon, Inc. | | | | | 4,170,956 | | | | | | 0.6 | | |
1,965,388 (3) | | | Other Securities | | | | | 59,179,821 | | | | | | 8.3 | | |
| | | | | | | | 63,350,777 | | | | | | 8.9 | | |
| | | Netherlands: 3.2% | | ||||||||||||
191,596 (4) | | | ABN AMRO Bank NV | | | | | 3,492,109 | | | | | | 0.5 | | |
241,536 | | | Royal Dutch Shell PLC - Class A | | | | | 7,152,948 | | | | | | 1.0 | | |
86,114 | | | Unilever NV | | | | | 4,942,167 | | | | | | 0.7 | | |
629,909 | | | Other Securities | | | | | 6,857,657 | | | | | | 1.0 | | |
| | | | | | | | 22,444,881 | | | | | | 3.2 | | |
| | | New Zealand: 0.1% | | ||||||||||||
274,203 | | | Other Securities | | | | | 799,581 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Norway: 0.2% | | ||||||||||||
130,639 | | | Other Securities | | | | $ | 1,324,786 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Singapore: 0.9% | | ||||||||||||
3,817,900 | | | Other Securities | | | | | 6,447,338 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Spain: 2.2% | | ||||||||||||
11,791 (4) | | | Aena SME SA | | | | | 2,260,557 | | | | | | 0.3 | | |
56,565 | | | Amadeus IT Group SA | | | | | 4,632,511 | | | | | | 0.7 | | |
413,361 | | | Other Securities | | | | | 8,531,578 | | | | | | 1.2 | | |
| | | | | | | | 15,424,646 | | | | | | 2.2 | | |
| | | Sweden: 0.2% | | ||||||||||||
91,434 | | | Other Securities | | | | | 1,410,329 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Switzerland: 2.8% | | ||||||||||||
46,966 | | | Nestle SA | | | | | 5,084,787 | | | | | | 0.7 | | |
25,062 | | | Roche Holding AG | | | | | 8,145,221 | | | | | | 1.2 | | |
13,470 | | | Zurich Insurance Group AG | | | | | 5,525,388 | | | | | | 0.8 | | |
18,231 | | | Other Securities | | | | | 1,011,410 | | | | | | 0.1 | | |
| | | | | | | | 19,766,806 | | | | | | 2.8 | | |
| | | United Kingdom: 4.3% | | ||||||||||||
255,968 (4) | | | Auto Trader Group PLC | | | | | 2,021,431 | | | | | | 0.3 | | |
249,839 | | | GlaxoSmithKline PLC | | | | | 5,870,516 | | | | | | 0.8 | | |
1,190,269 | | | Legal & General Group PLC | | | | | 4,781,410 | | | | | | 0.7 | | |
3,503,893 | | | Other Securities | | | | | 17,712,129 | | | | | | 2.5 | | |
| | | | | | | | 30,385,486 | | | | | | 4.3 | | |
| | | United States: 60.9% | | ||||||||||||
75,098 | | | AbbVie, Inc. | | | | | 6,649,177 | | | | | | 0.9 | | |
85,190 | | | Aflac, Inc. | | | | | 4,506,551 | | | | | | 0.6 | | |
22,849 | | | Air Products & Chemicals, Inc. | | | | | 5,369,287 | | | | | | 0.8 | | |
106,295 | | | Altria Group, Inc. | | | | | 5,305,184 | | | | | | 0.8 | | |
21,106 | | | Amgen, Inc. | | | | | 5,088,023 | | | | | | 0.7 | | |
203,992 | | | AT&T, Inc. | | | | | 7,972,007 | | | | | | 1.1 | | |
99,721 | | | Bristol-Myers Squibb Co. | | | | | 6,401,091 | | | | | | 0.9 | | |
54,526 | | | Chevron Corp. | | | | | 6,570,928 | | | | | | 0.9 | | |
145,093 | | | Cisco Systems, Inc. | | | | | 6,958,660 | | | | | | 1.0 | | |
38,474 | | | Citrix Systems, Inc. | | | | | 4,266,767 | | | | | | 0.6 | | |
46,031 | | | Eli Lilly & Co. | | | | | 6,049,854 | | | | | | 0.9 | | |
79,801 | | | General Mills, Inc. | | | | | 4,274,142 | | | | | | 0.6 | | |
29,357 | | | Hershey Co. | | | | | 4,314,892 | | | | | | 0.6 | | |
33,812 | | | Honeywell International, Inc. | | | | | 5,984,724 | | | | | | 0.8 | | |
112,357 | | | Intel Corp. | | | | | 6,724,566 | | | | | | 1.0 | | |
41,524 | | | International Business Machines Corp. | | | | | 5,565,877 | | | | | | 0.8 | | |
69,918 | | | Johnson & Johnson | | | | | 10,198,939 | | | | | | 1.4 | | |
48,216 | | | JPMorgan Chase & Co. | | | | | 6,721,310 | | | | | | 1.0 | | |
45,118 | | | Leidos Holdings, Inc. | | | | | 4,416,601 | | | | | | 0.6 | | |
22,628 | | | McDonald’s Corp. | | | | | 4,471,519 | | | | | | 0.6 | | |
86,573 | | | Merck & Co., Inc. | | | | | 7,873,814 | | | | | | 1.1 | | |
144,430 | | | Microsoft Corp. | | | | | 22,776,611 | | | | | | 3.2 | | |
59,072 | | | Oneok, Inc. | | | | | 4,469,978 | | | | | | 0.6 | | |
112,086 | | | Oracle Corp. | | | | $ | 5,938,316 | | | | | | 0.8 | | |
Voya Global Equity Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
50,655 | | | Paychex, Inc. | | | | | 4,308,714 | | | | | | 0.6 | | |
49,941 | | | PepsiCo, Inc. | | | | | 6,825,437 | | | | | | 1.0 | | |
179,427 | | | Pfizer, Inc. | | | | | 7,029,950 | | | | | | 1.0 | | |
77,206 | | | Philip Morris International, Inc. | | | | | 6,569,459 | | | | | | 0.9 | | |
39,893 | | | Phillips 66 | | | | | 4,444,479 | | | | | | 0.6 | | |
60,522 | | | Procter & Gamble Co. | | | | | 7,559,198 | | | | | | 1.1 | | |
41,330 | | | Quest Diagnostics, Inc. | | | | | 4,413,631 | | | | | | 0.6 | | |
48,058 | | | Republic Services, Inc. | | | | | 4,307,439 | | | | | | 0.6 | | |
48,826 | | | Starbucks Corp. | | | | | 4,292,782 | | | | | | 0.6 | | |
44,429 | | | Texas Instruments, Inc. | | | | | 5,699,796 | | | | | | 0.8 | | |
50,358 | | | Tyson Foods, Inc. | | | | | 4,584,592 | | | | | | 0.6 | | |
42,016 | | | Waste Management, Inc. | | | | | 4,788,143 | | | | | | 0.7 | | |
112,947 | | | Wells Fargo & Co. | | | | | 6,076,549 | | | | | | 0.9 | | |
4,717,608 (2) | | | Other Securities | | | | | 203,263,303 | | | | | | 28.6 | | |
| | | | | | | | 433,032,290 | | | | | | 60.9 | | |
| | | Total Common Stock (Cost $650,194,179) | | | | | 707,118,533 | | | | | | 99.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.9% | | |||||||||||||||
| | | Repurchase Agreements: 1.7% | | ||||||||||||
2,974,853 (5) | | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/19, 1.65%, due 01/02/20 (Repurchase Amount $2,975,122, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $3,034,350, due 11/01/32-01/01/49) | | | | | 2,974,853 | | | | | | 0.4 | | |
2,974,853 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $2,975,111, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,034,350, due 01/25/20-10/15/60) | | | | | 2,974,853 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
341,390 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $341,420, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $348,249, due 01/15/20-11/15/48) | | | | $ | 341,390 | | | | | | 0.1 | | |
2,974,853 (5) | | | Millennium Fixed Income Ltd., Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $2,975,138, collateralized by various U.S. Government Securities, 0.125%-2.250%, Market Value plus accrued interest $3,034,350, due 04/15/20-03/31/21) | | | | | 2,974,853 | | | | | | 0.4 | | |
2,974,853 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,975,109, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,034,350, due 06/30/21-12/01/49) | | | | | 2,974,853 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements (Cost $12,240,802) | | | | | 12,240,802 | | | | | | 1.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
847,000 (6) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 847,000 | | | | | | 0.1 | | |
Voya Global Equity Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
540,000 (5)(6) | | | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 1.510% | | | | $ | 540,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,387,000) | | | | | 1,387,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $13,627,802) | | | | | 13,627,802 | | | | | | 1.9 | | |
| | | Total Investments in Securities (Cost $663,821,981) | | | | $ | 720,746,335 | | | | | | 101.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (9,775,883) | | | | | | (1.4) | | |
| | | Net Assets | | | | $ | 710,970,452 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 20.9% | | |
Financials | | | | | 15.9 | | |
Health Care | | | | | 12.2 | | |
Industrials | | | | | 11.6 | | |
Consumer Staples | | | | | 9.2 | | |
Consumer Discretionary | | | | | 7.5 | | |
Communication Services | | | | | 6.2 | | |
Utilities | | | | | 4.5 | | |
Energy | | | | | 4.5 | | |
Materials | | | | | 3.7 | | |
Real Estate | | | | | 3.3 | | |
Short-Term Investments | | | | | 1.9 | | |
Liabilities in Excess of Other Assets | | | | | (1.4) | | |
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 December 31, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 23,185,727 | | | | | $ | — | | | | | $ | 23,185,727 | | |
Belgium | | | | | — | | | | | | 2,136,269 | | | | | | — | | | | | | 2,136,269 | | |
Canada | | | | | 31,558,297 | | | | | | — | | | | | | — | | | | | | 31,558,297 | | |
China | | | | | — | | | | | | 2,292,878 | | | | | | — | | | | | | 2,292,878 | | |
Denmark | | | | | — | | | | | | 8,760,467 | | | | | | — | | | | | | 8,760,467 | | |
Finland | | | | | 1,104,437 | | | | | | 4,107,911 | | | | | | — | | | | | | 5,212,348 | | |
France | | | | | 2,548,008 | | | | | | 10,939,864 | | | | | | — | | | | | | 13,487,872 | | |
Germany | | | | | 2,318,635 | | | | | | 5,490,837 | | | | | | — | | | | | | 7,809,472 | | |
Guernsey | | | | | 3,905,695 | | | | | | — | | | | | | — | | | | | | 3,905,695 | | |
Hong Kong | | | | | — | | | | | | 7,621,042 | | | | | | — | | | | | | 7,621,042 | | |
Israel | | | | | — | | | | | | 2,063,069 | | | | | | — | | | | | | 2,063,069 | | |
Italy | | | | | — | | | | | | 4,698,477 | | | | | | — | | | | | | 4,698,477 | | |
Japan | | | | | — | | | | | | 63,350,777 | | | | | | — | | | | | | 63,350,777 | | |
Netherlands | | | | | — | | | | | | 22,444,881 | | | | | | — | | | | | | 22,444,881 | | |
New Zealand | | | | | — | | | | | | 799,581 | | | | | | — | | | | | | 799,581 | | |
Voya Global Equity Portfolio | as of December 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Norway | | | | | — | | | | | | 1,324,786 | | | | | | — | | | | | | 1,324,786 | | |
Singapore | | | | | — | | | | | | 6,447,338 | | | | | | — | | | | | | 6,447,338 | | |
Spain | | | | | 2,420,133 | | | | | | 13,004,513 | | | | | | — | | | | | | 15,424,646 | | |
Sweden | | | | | — | | | | | | 1,410,329 | | | | | | — | | | | | | 1,410,329 | | |
Switzerland | | | | | — | | | | | | 19,766,806 | | | | | | — | | | | | | 19,766,806 | | |
United Kingdom | | | | | — | | | | | | 30,385,486 | | | | | | — | | | | | | 30,385,486 | | |
United States | | | | | 433,032,290 | | | | | | — | | | | | | — | | | | | | 433,032,290 | | |
Total Common Stock | | | | | 476,887,495 | | | | | | 230,231,038 | | | | | | — | | | | | | 707,118,533 | | |
Short-Term Investments | | | | | 1,387,000 | | | | | | 12,240,802 | | | | | | — | | | | | | 13,627,802 | | |
Total Investments, at fair value | | | | $ | 478,274,495 | | | | | $ | 242,471,840 | | | | | $ | — | | | | | $ | 720,746,335 | | |
|
| | | 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 | | | | $ | 31,711 | | |
Total | | | | $ | 31,711 | | |
| Gross Unrealized Appreciation | | | | $ | 70,775,173 | | |
| Gross Unrealized Depreciation | | | | | (15,231,705) | | |
| Net Unrealized Appreciation | | | | $ | 55,543,468 | | |
Voya Government Money Market Portfolio | as of December 31, 2019 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 33.2% | | |||||||||||||||
1,300,000 | | | Federal Farm Credit Banks Funding Corp., 1.764%, (US0001M + 0.000%), 06/19/2020 | | | | $ | 1,300,007 | | | | | | 0.3 | | |
1,000,000 | | | Federal Farm Credit Banks Funding Corp., 1.772%, (US0003M + (0.130)%), 02/03/2020 | | | | | 1,000,000 | | | | | | 0.2 | | |
11,500,000 | | | Federal Farm Credit Banks, 1.755%, (US0001M + (0.030)%), 04/22/2020 | | | | | 11,499,016 | | | | | | 2.4 | | |
16,250,000 | | | Federal Farm Credit Banks, 1.791%, (US0001M + 0.010%), 07/02/2020 | | | | | 16,250,000 | | | | | | 3.5 | | |
4,750,000 | | | Federal Farm Credit Banks, 1.835%, (US0001M + 0.050%), 02/21/2020 | | | | | 4,750,509 | | | | | | 1.0 | | |
13,000,000 | | | Federal Home Loan Bank Discount Notes, 0.880%, 01/03/2020 | | | | | 12,999,061 | | | | | | 2.8 | | |
66,200,000 | | | Federal Home Loan Bank Discount Notes, 1.240%, 01/07/2020 | | | | | 66,184,222 | | | | | | 14.1 | | |
5,000,000 | | | Federal Home Loan Bank Discount Notes, 1.580%, 02/28/2020 | | | | | 4,987,248 | | | | | | 1.1 | | |
2,000,000 | | | Federal Home Loan Bank Discount Notes, 1.600%, 04/24/2020 | | | | | 1,990,025 | | | | | | 0.4 | | |
3,250,000 | | | Federal Home Loan Banks, 1.605%, (SOFRRATE + 0.065%), 03/26/2020 | | | | | 3,250,000 | | | | | | 0.7 | | |
17,000,000 | | | Federal Home Loan Banks, 1.670%, (SOFRRATE + 0.130%), 10/16/2020 | | | | | 17,000,000 | | | | | | 3.6 | | |
14,750,000 | | | Federal Home Loan Banks, 1.782%, (US0001M + (0.010)%), 03/25/2020 | | | | | 14,750,000 | | | | | | 3.1 | | |
| | | Total U.S. Government Agency Debt (Cost $155,960,088) | | | | | 155,960,088 | | | | | | 33.2 | | |
U.S. TREASURY DEBT: 14.2% | | |||||||||||||||
67,000,000 (1) | | | United States Treasury Bill, 1.580%, 06/18/2020 | | | | | 66,513,388 | | | | | | 14.2 | | |
| | | Total U.S. Treasury Debt (Cost $66,513,388) | | | | | 66,513,388 | | | | | | 14.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 44.8% | | |||||||||||||||
| | | Repurchase Agreement: 44.8% | | ||||||||||||
66,000,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/19, 1.5%, due 1/2/20, $66,005,500 to be received upon repurchase (Collateralized by $63,412,400, U.S. Treasury Debts, 0.625%-2.0%, Market Value plus accrued interest $67,320,088 due 7/15/21-11/15/21), 1.500% | | | | $ | 66,000,000 | | | | | | 14.1 | | |
78,406,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/19, 1.55%, due 1/2/20, $78,412,752 to be received upon repurchase (Collateralized by $79,056,900, U.S. Treasury Note, 1.50%-2.125%, Market Value plus accrued interest $79,974,205 due 9/30/24-5/31/26), 1.550% | | | | | 78,406,000 | | | | | | 16.7 | | |
66,000,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/2019, 1.550%, due 1/2/2020, $66,005,683 to be received upon repurchase (Collateralized by $59,209,000, U.S. Treasury Bond, 3.0%, Market Value plus accrued interest $67,320,112 due 5/15/2047), 1.550% | | | | | 66,000,000 | | | | | | 14.0 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $210,406,000) | | | | | 210,406,000 | | | | | | 44.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
INVESTMENT COMPANIES: 7.7% | | |||||||||||||||
21,000,000 (2) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.540%, 01/02/20 | | | | | 21,000,000 | | | | | | 4.5 | | |
15,000,000 (2) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.550%, 01/02/20 | | | | | 15,000,000 | | | | | | 3.2 | | |
| | | Total Investment Companies (Cost $36,000,000) | | | | | 36,000,000 | | | | | | 7.7 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $468,879,476) | | | | $ | 468,879,476 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 391,881 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 469,271,357 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies | | | | $ | 36,000,000 | | | | | $ | — | | | | | $ | — | | | | | $ | 36,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 155,960,088 | | | | | | — | | | | | | 155,960,088 | | |
U.S. Treasury Debt | | | | | — | | | | | | 66,513,388 | | | | | | — | | | | | | 66,513,388 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 210,406,000 | | | | | | — | | | | | | 210,406,000 | | |
Total Investments, at fair value | | | | $ | 36,000,000 | | | | | $ | 432,879,476 | | | | | $ | — | | | | | $ | 468,879,476 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest (1) | | | Net Amount | | |||||||||
Deutsche Bank | | | | $ | 210,406,000 | | | | | $ | (210,406,000) | | | | | $ | — | | |
Totals | | | | $ | 210,406,000 | | | | | $ | (210,406,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of December 31, 2019 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.5% | | ||||||||||||||||||
| | | | | | | Communication Services: 10.7% | | ||||||||||||
| | | 106,817 | (1) | | Alphabet, Inc. - Class A | | | | $ | 143,069,622 | | | | | | 4.5 | | | |
| | | 1,885,514 | | | | AT&T, Inc. | | | | | 73,685,887 | | | | | | 2.3 | | |
| | | 1,201,092 | | | | Comcast Corp. – Class A | | | | | 54,013,107 | | | | | | 1.7 | | |
| | | 479,722 | | | | Walt Disney Co. | | | | | 69,382,193 | | | | | | 2.2 | | |
| | | | | | | | | | | | 340,150,809 | | | | | | 10.7 | | |
| | | | | | | Consumer Discretionary: 8.1% | | ||||||||||||
| | | 26,788 | (1) | | Amazon.com, Inc. | | | | | 49,499,938 | | | | | | 1.6 | | | |
| | | 405,805 | | | | Hasbro, Inc. | | | | | 42,857,066 | | | | | | 1.3 | | |
| | | 1,341,754 | | | | MGM Resorts International | | | | | 44,640,156 | | | | | | 1.4 | | |
| | | 285,562 | | | | Ralph Lauren Corp. | | | | | 33,473,578 | | | | | | 1.0 | | |
| | | 345,324 | | | | Starbucks Corp. | | | | | 30,360,886 | | | | | | 1.0 | | |
| | | 922,892 | | | | TJX Cos., Inc. | | | | | 56,351,785 | | | | | | 1.8 | | |
| | | | | | | | | | | | 257,183,409 | | | | | | 8.1 | | |
| | | | | | | Consumer Staples: 8.3% | | ||||||||||||
| | | 191,614 | | | | Constellation Brands, Inc. | | | | | 36,358,756 | | | | | | 1.2 | | |
| | | 732,987 | (2) | | Kellogg Co. | | | | | 50,693,381 | | | | | | 1.6 | | | |
| | | 1,111,503 | (2) | | Keurig Dr Pepper, Inc. | | | | | 32,178,012 | | | | | | 1.0 | | | |
| | | 791,977 | | | | Philip Morris International, Inc. | | | | | 67,389,323 | | | | | | 2.1 | | |
| | | 406,079 | | | | Procter & Gamble Co. | | | | | 50,719,267 | | | | | | 1.6 | | |
| | | 463,236 | | | | Other Securities | | | | | 25,640,113 | | | | | | 0.8 | | |
| | | | | | | | | | | | 262,978,852 | | | | | | 8.3 | | |
| | | | | | | Energy: 4.3% | | ||||||||||||
| | | 1,282,174 | | | | BP PLC ADR | | | | | 48,389,247 | | | | | | 1.5 | | |
| | | 538,149 | | | | ConocoPhillips | | | | | 34,995,829 | | | | | | 1.1 | | |
| | | 608,315 | | | | Other Securities | | | | | 53,866,138 | | | | | | 1.7 | | |
| | �� | | | | | | | | | | 137,251,214 | | | | | | 4.3 | | |
| | | | | | | Financials: 13.2% | | ||||||||||||
| | | 719,545 | | | | American International Group, Inc. | | | | | 36,934,245 | | | | | | 1.2 | | |
| | | 1,459,532 | | | | Bank of America Corp. | | | | | 51,404,717 | | | | | | 1.6 | | |
| | | 381,850 | | | | Discover Financial Services | | | | | 32,388,517 | | | | | | 1.0 | | |
| | | 236,097 | | | | Goldman Sachs Group, Inc. | | | | | 54,285,783 | | | | | | 1.7 | | |
| | | 750,854 | | | | Hartford Financial Services Group, Inc. | | | | | 45,629,397 | | | | | | 1.4 | | |
| | | 592,214 | | | | Intercontinental Exchange, Inc. | | | | | 54,809,406 | | | | | | 1.7 | | |
| | | 637,717 | | | | JPMorgan Chase & Co. | | | | | 88,897,750 | | | | | | 2.8 | | |
| | | 938,423 | | | | US Bancorp | | | | | 55,639,100 | | | | | | 1.8 | | |
| | | | | | | | | | | | 419,988,915 | | | | | | 13.2 | | |
| | | | | | | Health Care: 14.6% | | ||||||||||||
| | | 615,465 | (1) | | Alcon, Inc. | | | | | 34,816,855 | | | | | | 1.1 | | | |
| | | 215,728 | | | | Becton Dickinson & Co. | | | | | 58,671,544 | | | | | | 1.8 | | |
| | | 878,987 | (1) | | Boston Scientific Corp. | | | | | 39,747,792 | | | | | | 1.3 | | | |
| | | 646,413 | | | | Bristol-Myers Squibb Co. | | | | | 41,493,250 | | | | | | 1.3 | | |
| | | 678,350 | | | | Johnson & Johnson | | | | | 98,950,915 | | | | | | 3.1 | | |
| | | 477,313 | | | | Medtronic PLC | | | | | 54,151,160 | | | | | | 1.7 | | |
| | | 554,836 | | | | Novartis AG ADR | | | | | 52,537,421 | | | | | | 1.7 | | |
| | | 353,364 | | | | Zimmer Biomet Holdings, Inc. | | | | | 52,891,524 | | | | | | 1.7 | | |
| | | 437,829 | | | | Other Securities | | | | | 28,450,128 | | | | | | 0.9 | | |
| | | | | | | | | | | | 461,710,589 | | | | | | 14.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 8.9% | | ||||||||||||
| | | 228,587 | | | | Cummins, Inc. | | | | $ | 40,907,930 | | | | | | 1.3 | | |
| | | 138,566 | | | | Lockheed Martin Corp. | | | | | 53,954,829 | | | | | | 1.7 | | |
| | | 278,214 | | | | Norfolk Southern Corp. | | | | | 54,009,684 | | | | | | 1.7 | | |
| | | 186,672 | | | | Old Dominion Freight Line | | | | | 35,426,612 | | | | | | 1.1 | | |
| | | 150,002 | | | | Roper Technologies, Inc. | | | | | 53,135,208 | | | | | | 1.7 | | |
| | | 684,812 | | | | Other Securities | | | | | 46,311,428 | | | | | | 1.4 | | |
| | | | | | | | | | | | 283,745,691 | | | | | | 8.9 | | |
| | | | | | | Information Technology: 22.9% | | ||||||||||||
| | | 251,834 | (1) | | Adobe, Inc. | | | | | 83,057,372 | | | | | | 2.6 | | | |
| | | 561,622 | | | | Analog Devices, Inc. | | | | | 66,743,158 | | | | | | 2.1 | | |
| | | 473,403 | | | | Apple, Inc. | | | | | 139,014,791 | | | | | | 4.4 | | |
| | | 390,915 | | | | Fidelity National Information Services, Inc. | | | | | 54,372,367 | | | | | | 1.7 | | |
| | | 142,956 | | | | Intuit, Inc. | | | | | 37,444,465 | | | | | | 1.2 | | |
| | | 580,673 | (1) | | Micron Technology, Inc. | | | | | 31,228,594 | | | | | | 1.0 | | | |
| | | 1,418,190 | | | | Microsoft Corp. | | | | | 223,648,563 | | | | | | 7.1 | | |
| | | 343,181 | | | | Motorola Solutions, Inc. | | | | | 55,300,186 | | | | | | 1.7 | | |
| | | 290,527 | | | | Other Securities | | | | | 35,225,645 | | | | | | 1.1 | | |
| | | | | | | | | | | | 726,035,141 | | | | | | 22.9 | | |
| | | | | | | Materials: 2.6% | | ||||||||||||
| | | 199,352 | | | | Air Products & Chemicals, Inc. | | | | | 46,845,726 | | | | | | 1.5 | | |
| | | 469,199 | (3) | | Other Securities | | | | | 35,843,539 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 82,689,265 | | | | | | 2.6 | | |
| | | | | | | Real Estate: 2.7% | | ||||||||||||
| | | 331,078 | | | | Crown Castle International Corp. | | | | | 47,062,738 | | | | | | 1.5 | | |
| | | 299,835 | | | | Mid-America Apartment Communities, Inc. | | | | | 39,536,243 | | | | | | 1.2 | | |
| | | | | | | | | | | | 86,598,981 | | | | | | 2.7 | | |
| | | | | | | Utilities: 3.2% | | ||||||||||||
| | | 279,256 | | | | Entergy Corp. | | | | | 33,454,869 | | | | | | 1.1 | | |
| | | 189,749 | | | | NextEra Energy, Inc. | | | | | 45,949,618 | | | | | | 1.5 | | |
| | | 448,838 | | | | Other Securities | | | | | 20,462,524 | | | | | | 0.6 | | |
| | | | | | | | | | | | 99,867,011 | | | | | | 3.2 | | |
| | | | | | | Total Common Stock (Cost $2,455,417,864) | | | | | 3,158,199,877 | | | | | | 99.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
OTHER(4): —% | | ||||||||||||||||||
| | | | | | Utilities: —% | | ||||||||||||
| | 10,000,000 | (5)(6) | | Southern Energy (Escrow) | | | | | — | | | | | | — | | | |
| | | | | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | Total Long-Term Investments (Cost $2,455,417,864) | | | | | 3,158,199,877 | | | | | | 99.5 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2019 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.3% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.2% | | ||||||||||||
| | | 475,000 | (7) | | Australia & New Zealand Banking, 1.830%, 03/13/2020 | | | | $ | 473,231 | | | | | | 0.0 | | | |
| | | 650,000 | (7) | | Banco Santander S.A., 1.950%, 02/05/2020 | | | | | 648,831 | | | | | | 0.0 | | | |
| | | 825,000 | (7) | | DBS Bank Ltd., 1.820%, 02/18/2020 | | | | | 822,992 | | | | | | 0.1 | | | |
| | | 425,000 | (7) | | Flex Co. LLC, 1.910%, 01/31/2020 | | | | | 424,341 | | | | | | 0.0 | | | |
| | | 350,000 | (7) | | Le Mouvement Des Caisses Desjardins, 1.850%, 02/10/2020 | | | | | 349,314 | | | | | | 0.0 | | | |
| | | 425,000 | (7) | | Le Mouvement Des Caisses Desjardins, 1.860%, 02/14/2020 | | | | | 424,081 | | | | | | 0.1 | | | |
| | | 500,000 | (7) | | LMA Americas LLC, 1.810%, 01/23/2020 | | | | | 499,351 | | | | | | 0.0 | | | |
| | | 625,000 | (7) | | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | | | | | 623,711 | | | | | | 0.0 | | | |
| | | 650,000 | (7) | | Sheffield Receivables Company LLC, 2.000%, 03/16/2020 | | | | | 647,455 | | | | | | 0.0 | | | |
| | | 500,000 | (7) | | United Overseas Bnk Group, 1.900%, 01/24/2020 | | | | | 499,462 | | | | | | 0.0 | | | |
| | | | | | | Total Commercial Paper (Cost $5,412,769) | | | | | 5,412,769 | | | | | | 0.2 | | |
| | | | | | | | | ||||||||||||
| | | | | | | Floating Rate Notes: 0.3% | | ||||||||||||
| | | 475,000 | (7) | | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | | | | | 475,138 | | | | | | 0.0 | | | |
| | | 950,000 | (7) | | Bank of America Corp., 1.910%, 05/07/2020 | | | | | 950,000 | | | | | | 0.0 | | | |
| | | 850,000 | (7) | | Bank of Montreal, 1.960%, 02/26/2020 | | | | | 850,185 | | | | | | 0.0 | | | |
| | | 500,000 | (7) | | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | | | | | 500,140 | | | | | | 0.0 | | | |
| | | 250,000 | (7) | | Credit Suisse Group AG, 1.890%, 04/17/2020 | | | | | 250,112 | | | | | | 0.0 | | | |
| | | 700,000 | (7) | | Credit Suisse Group AG, 1.720%, 01/16/2020 | | | | | 700,052 | | | | | | 0.0 | | | |
| | | 350,000 | (7) | | DNB ASA, 1.880%, 03/04/2020 | | | | | 350,068 | | | | | | 0.0 | | | |
| | | 250,000 | (7) | | Lloyds Bank PLC, 1.880%, 01/15/2020 | | | | | 250,024 | | | | | | 0.0 | | | |
| | | 325,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | | | | | 325,083 | | | | | | 0.0 | | | |
| | | 625,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 2.050%, 02/25/2020 | | | | | 625,216 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | 350,000 | (7) | | Mizuho Financial Group Inc., 1.960%, 05/05/2020 | | | | $ | 350,015 | | | | | | 0.0 | | | |
| | 350,000 | (7) | | National Australia Bank Ltd., 1.890%, 02/10/2020 | | | | | 350,008 | | | | | | 0.0 | | | |
| | 800,000 | (7) | | National Bank Of Canada, 1.950%, 02/27/2020 | | | | | 800,163 | | | | | | 0.0 | | | |
| | 875,000 | (7) | | National Bank Of Canada, 1.990%, 05/01/2020 | | | | | 875,113 | | | | | | 0.1 | | | |
| | 975,000 | (7) | | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | | | | | 975,031 | | | | | | 0.1 | | | |
| | 300,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | | | | | 299,996 | | | | | | 0.0 | | | |
| | 600,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | | | | | 599,996 | | | | | | 0.0 | | | |
| | 275,000 | (7) | | The Norinchukin Bank, 2.050%, 04/24/2020 | | | | | 275,099 | | | | | | 0.0 | | | |
| | 450,000 | (7) | | The Sumitomo Mitsui Financial Group, 1.840%, 01/10/2020 | | | | | 450,033 | | | | | | 0.0 | | | |
| | 625,000 | (7) | | Westpac Banking Corp, 1.830%, 02/10/2020 | | | | | 625,050 | | | | | | 0.0 | | | |
| | | | | | Total Floating Rate Notes (Cost $10,876,522) | | | | | 10,876,522 | | | | | | 0.3 | | |
| | | | | | | | ||||||||||||
| | | | | | Repurchase Agreements: 0.9% | | ||||||||||||
| | 11,826,073 | (7) | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $11,827,090, collateralized by various U.S. Government Agency Obligations, 2.500%- 6.500%, Market Value plus accrued interest $12,063,647, due 09/01/24-11/01/49) | | | | | 11,826,073 | | | | | | 0.3 | | | |
| | 2,500,690 | (7) | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $2,500,909, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $2,550,931, due 01/15/20-11/15/48) | | | | | 2,500,690 | | | | | | 0.1 | | |
Voya Growth and Income Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | 11,826,073 | (7) | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $11,827,090, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $12,062,595, due 06/30/21-12/01/49) | | | | $ | 11,826,073 | | | | | | 0.4 | | | |
| | 3,849,711 | (7) | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $3,850,080, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,926,811, due 04/15/21-02/15/47) | | | | | 3,849,711 | | | | | | 0.1 | | | |
| | | | | | Total Repurchase Agreements (Cost $30,002,547) | | | | | 30,002,547 | | | | | | 0.9 | | |
| | | | | | | | ||||||||||||
| | | | | | Certificates of Deposit: 0.1% | | ||||||||||||
| | 950,000 | (7) | | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | | | | | 950,033 | | | | | | 0.1 | | | |
| | 500,000 | (7) | | Toronto-Dominion Bank, 1.850%, 03/18/2020 | | | | | 500,075 | | | | | | 0.0 | | | |
| | | | | | Total Certificates of Deposit (Cost $1,450,108) | | | | | 1,450,108 | | | | | | 0.1 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds(7): 0.8% | | ||||||||||||
| | | 24,034,000 | (7)(8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 24,034,000 | | | | | | 0.8 | | | |
| | | 1,230,000 | (7)(8) | | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 1.510% | | | | | 1,230,000 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(7) (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $25,264,000) | | | | $ | 25,264,000 | | | | | | 0.8 | | |
| | | Total Short-Term Investments (Cost $73,005,946) | | | | | 73,005,946 | | | | | | 2.3 | | |
| | | Total Investments in Securities (Cost $2,528,423,810) | | | | $ | 3,231,205,823 | | | | | | 101.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (55,884,964) | | | | | | (1.8) | | |
| | | Net Assets | | | | $ | 3,175,320,859 | | | | | | 100.0 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,158,199,877 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,158,199,877 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 25,264,000 | | | | | | 47,741,946 | | | | | | — | | | | | | 73,005,946 | | |
Total Investments, at fair value | | | | $ | 3,183,463,877 | | | | | $ | 47,741,946 | | | | | $ | — | | | | | $ | 3,231,205,823 | | |
Security | | | | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Southern Energy (Escrow) | | | | | | | | 11/30/2005 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | | | | $ | — | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | 715,155,125 | | |
| Gross Unrealized Depreciation | | | | | (14,625,509) | | |
| Net Unrealized Appreciation | | | | $ | 700,529,616 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 23.8% | | |||||||||||||||
| | | Basic Materials: 0.5% | | ||||||||||||
2,486,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 2,535,979 | | | | | | 0.1 | | |
1,550,000 (1) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 1,640,971 | | | | | | 0.0 | | |
3,250,000 (1) | | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 3,367,521 | | | | | | 0.1 | | |
8,236,000 (2) | | | Other Securities | | | | | 9,030,456 | | | | | | 0.3 | | |
| | | | | | | | 16,574,927 | | | | | | 0.5 | | |
| | | Communications: 2.2% | | ||||||||||||
15,774,000 | | | AT&T, Inc., 2.950%-5.150%, 07/15/2026-02/15/2050 | | | | | 18,209,751 | | | | | | 0.5 | | |
8,734,000 | | | Comcast Corp., 2.650%-4.600%, 02/01/2030-11/01/2049 | | | | | 9,668,653 | | | | | | 0.3 | | |
4,885,000 (1) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 5,045,472 | | | | | | 0.1 | | |
2,630,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,670,253 | | | | | | 0.1 | | |
7,971,000 | | | Verizon Communications, Inc., 3.850%-4.862%, 12/03/2029-08/21/2046 | | | | | 9,440,714 | | | | | | 0.3 | | |
28,846,000 (2) | | | Other Securities | | | | | 32,470,907 | | | | | | 0.9 | | |
| | | | | | | | 77,505,750 | | | | | | 2.2 | | |
| | | Consumer, Cyclical: 1.6% | | ||||||||||||
2,000,000 (1) | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 2,045,585 | | | | | | 0.0 | | |
3,500,000 (1) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,631,509 | | | | | | 0.1 | | |
1,100,000 (1) | | | Hyundai Capital America, 3.500%, 11/02/2026 | | | | | 1,115,889 | | | | | | 0.0 | | |
1,181,790 | | | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | | | | | 1,228,244 | | | | | | 0.1 | | |
2,236,167 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 2,297,555 | | | | | | 0.1 | | |
854,097 (3) | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | | | | | 868,116 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
4,201,309 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | $ | 4,264,961 | | | | | | 0.1 | | |
1,085,602 | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | | | | | 1,096,021 | | | | | | 0.0 | | |
39,812,715 (2) | | | Other Securities | | | | | 41,239,726 | | | | | | 1.2 | | |
| | | | | | | | 57,787,606 | | | | | | 1.6 | | |
| | | Consumer, Non-cyclical: 4.3% | | ||||||||||||
5,000,000 (1) | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 5,027,206 | | | | | | 0.1 | | |
2,554,000 (1)(3) | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 2,571,506 | | | | | | 0.1 | | |
1,441,000 (1) | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 1,464,769 | | | | | | 0.0 | | |
1,255,000 (1) | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 1,277,507 | | | | | | 0.0 | | |
1,441,000 (1)(3) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,528,030 | | | | | | 0.1 | | |
3,007,000 | | | AbbVie, Inc., 2.900%-4.500%, 11/06/2022-05/14/2035 | | | | | 3,186,155 | | | | | | 0.1 | | |
6,049,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%-4.900%, 02/01/2036-02/01/2046 | | | | | 7,106,159 | | | | | | 0.2 | | |
2,760,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.439%-5.450%, 01/23/2039-10/06/2048 | | | | | 3,268,258 | | | | | | 0.1 | | |
1,265,000 (1) | | | Bristol-Myers Squibb Co., 3.400%, 07/26/2029 | | | | | 1,352,974 | | | | | | 0.0 | | |
3,105,000 (1) | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 3,358,999 | | | | | | 0.1 | | |
1,757,000 (1) | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 2,026,549 | | | | | | 0.1 | | |
2,000,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,236,314 | | | | | | 0.1 | | |
2,195,000 (1) | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 2,276,976 | | | | | | 0.1 | | |
7,750,000 | | | Cigna Corp., 3.400%-4.800%, 09/17/2021-08/15/2038 | | | | | 8,185,671 | | | | | | 0.2 | | |
64,248 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 75,235 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
8,675,000 | | | CVS Health Corp., 3.700%-5.050%, 03/09/2023-03/25/2048 | | | | $ | 9,687,691 | | | | | | 0.3 | | |
2,113,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,175,281 | | | | | | 0.0 | | |
2,671,000 (1) | | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 2,744,358 | | | | | | 0.1 | | |
324,000 (1) | | | Mars, Inc., 3.200%, 04/01/2030 | | | | | 342,959 | | | | | | 0.0 | | |
696,000 (1) | | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 769,075 | | | | | | 0.0 | | |
1,342,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 1,532,078 | | | | | | 0.1 | | |
83,605,000 (2) | | | Other Securities | | | | | 89,619,794 | | | | | | 2.5 | | |
| | | | | | | | 151,813,544 | | | | | | 4.3 | | |
| | | Energy: 2.4% | | ||||||||||||
1,015,000 (1) | | | Cameron LNG LLC, 2.902%, 07/15/2031 | | | | | 1,017,123 | | | | | | 0.0 | | |
1,015,000 (1) | | | Cameron LNG LLC, 3.302%, 01/15/2035 | | | | | 1,024,686 | | | | | | 0.0 | | |
1,345,000 (1) | | | MPLX L.P., 5.250%, 01/15/2025 | | | | | 1,411,841 | | | | | | 0.0 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 1,512,838 | | | | | | 0.1 | | |
1,052,000 (1) | | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 1,070,115 | | | | | | 0.0 | | |
5,804,000 | | | Williams Cos, Inc./The, 4.000%-5.400%, 09/15/2025-03/04/2044 | | | | | 6,287,468 | | | | | | 0.2 | | |
3,506,000 (3) | | | Williams Partners L.P., 3.600%-3.750%, 03/15/2022-06/15/2027 | | | | | 3,639,383 | | | | | | 0.1 | | |
66,301,000 (2) | | | Other Securities | | | | | 69,209,160 | | | | | | 2.0 | | |
| | | | | | | | 85,172,614 | | | | | | 2.4 | | |
| | | Financial: 7.6% | | ||||||||||||
1,840,000 (1) | | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 1,918,115 | | | | | | 0.1 | | |
28,028,000 (4) | | | Bank of America Corp., 3.194%-5.125%, 05/17/2022-12/31/2199 | | | | | 30,412,296 | | | | | | 0.9 | | |
1,535,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,534,392 | | | | | | 0.0 | | |
1,000,000 (1) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 1,111,611 | | | | | | 0.0 | | |
4,115,000 (1)(4) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 4,162,781 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,960,000 (1) | | | BPCE SA, 2.700%, 10/01/2029 | | | | $ | 3,927,223 | | | | | | 0.1 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,057,473 | | | | | | 0.0 | | |
9,000,000 (4) | | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-09/13/2025 | | | | | 9,661,659 | | | | | | 0.3 | | |
2,000,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,086,495 | | | | | | 0.1 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 747,692 | | | | | | 0.0 | | |
3,150,000 (1) | | | Credit Agricole SA/ London, 2.375%, 07/01/2021 | | | | | 3,170,654 | | | | | | 0.1 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,704,544 | | | | | | 0.2 | | |
3,000,000 (1)(4) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,055,755 | | | | | | 0.1 | | |
2,303,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | | | | | 2,342,528 | | | | | | 0.0 | | |
4,500,000 (1)(3) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 4,532,279 | | | | | | 0.1 | | |
18,788,000 (4) | | | JPMorgan Chase & Co., 3.207%-5.000%, 06/18/2022-12/31/2199 | | | | | 19,651,449 | | | | | | 0.6 | | |
958,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 996,681 | | | | | | 0.0 | | |
315,000 (1)(3) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 330,202 | | | | | | 0.0 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,101,016 | | | | | | 0.2 | | |
2,810,000 (1) | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 2,833,719 | | | | | | 0.1 | | |
10,580,000 | | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/23/2027 | | | | | 11,122,859 | | | | | | 0.3 | | |
1,575,000 (1)(4) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 1,636,677 | | | | | | 0.1 | | |
1,004,000 (1)(3)(4) | | | Nationwide Building Society, 3.960%, 07/18/2030 | | | | | 1,078,403 | | | | | | 0.0 | | |
1,576,000 (1)(3) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 1,625,708 | | | | | | 0.0 | | |
2,661,000 (1)(4) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,834,191 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,000,000 | | | Royal Bank of Canada, 2.703%, (US0003M + 0.660%), 10/05/2023 | | | | $ | 2,016,321 | | | | | | 0.1 | | |
6,600,000 | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 6,794,062 | | | | | | 0.2 | | |
12,239,000 (3)(4) | | | Wells Fargo & Co., 2.406%-4.750%, 08/15/2023-12/07/2046 | | | | | 12,915,672 | | | | | | 0.4 | | |
114,337,000 (2) | | | Other Securities | | | | | 121,087,453 | | | | | | 3.4 | | |
| | | | | | | | 267,449,910 | | | | | | 7.6 | | |
| | | Industrial: 1.1% | | ||||||||||||
2,000,000 (1)(3) | | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,014,076 | | | | | | 0.1 | | |
1,330,000 (1)(3) | | | SMBC Aviation Capital Finance DAC, 3.550%, 04/15/2024 | | | | | 1,381,336 | | | | | | 0.0 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,372,173 | | | | | | 0.1 | | |
1,155,000 (1) | | | Vinci SA, 3.750%, 04/10/2029 | | | | | 1,259,993 | | | | | | 0.0 | | |
29,763,000 (2) | | | Other Securities | | | | | 31,526,917 | | | | | | 0.9 | | |
| | | | | | | | 38,554,495 | | | | | | 1.1 | | |
| | | Technology: 1.3% | | ||||||||||||
1,000,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,150,969 | | | | | | 0.0 | | |
3,030,000 | | | IBM Credit LLC, 3.000%, 02/06/2023 | | | | | 3,117,994 | | | | | | 0.1 | | |
6,000,000 | | | International Business Machines Corp., 2.875%-3.300%, 11/09/2022-05/15/2026 | | | | | 6,298,849 | | | | | | 0.2 | | |
10,000,000 | | | Microsoft Corp., 3.700%-4.450%, 11/03/2045-08/08/2046 | | | | | 11,775,423 | | | | | | 0.3 | | |
24,593,000 (2) | | | Other Securities | | | | | 25,899,322 | | | | �� | | 0.7 | | |
| | | | | | | | 48,242,557 | | | | | | 1.3 | | |
| | | Utilities: 2.8% | | ||||||||||||
2,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,133,198 | | | | | | 0.1 | | |
3,219,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,406,818 | | | | | | 0.1 | | |
2,746,000 (1)(3) | | | DPL, Inc., 4.350%, 04/15/2029 | | | | | 2,649,240 | | | | | | 0.0 | | |
1,055,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 1,107,934 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,485,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | $ | 1,484,086 | | | | | | 0.0 | | |
5,120,000 (3) | | | Duke Energy Carolinas LLC, 3.200%-4.000%, 09/30/2042-08/15/2049 | | | | | 5,374,984 | | | | | | 0.2 | | |
1,783,000 | | | Duke Energy Progress LLC, 3.700%-4.200%, 08/15/2045-10/15/2046 | | | | | 1,991,158 | | | | | | 0.1 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,050,413 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 437,618 | | | | | | 0.0 | | |
74,050,000 (2) | | | Other Securities | | | | | 77,417,223 | | | | | | 2.2 | | |
| | | | | | | | 100,052,672 | | | | | | 2.8 | | |
| | | Total Corporate Bonds/Notes (Cost $802,057,229) | | | | | 843,154,075 | | | | | | 23.8 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 19.1% | | |||||||||||||||
3,579,508 (1)(4) | | | Agate Bay Mortgage Trust 2015-6 B2, 3.605%, 09/25/2045 | | | | | 3,632,553 | | | | | | 0.1 | | |
4,738,214 | | | Alternative Loan Trust 2005-10CB 1A1, 2.292%, (US0001M + 0.500%), 05/25/2035 | | | | | 4,074,097 | | | | | | 0.1 | | |
3,973,652 | | | Alternative Loan Trust 2005-51 3A2A, 3.530%, (12MTA + 1.290%), 11/20/2035 | | | | | 3,887,940 | | | | | | 0.1 | | |
1,708,879 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,582,463 | | | | | | 0.1 | | |
2,159,815 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 2,147,338 | | | | | | 0.1 | | |
463,871 (5) | | | Alternative Loan Trust 2005-J3 2A2, 3.208%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 41,168 | | | | | | 0.0 | | |
1,482,221 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 1,131,809 | | | | | | 0.0 | | |
3,076,983 | | | Alternative Loan Trust 2006-HY11 A1, 1.912%, (US0001M + 0.120%), 06/25/2036 | | | | | 2,950,483 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,106,425 | | | Alternative Loan Trust 2007-23CB A3, 2.292%, (US0001M + 0.500%), 09/25/2037 | | | | $ | 1,163,905 | | | | | | 0.0 | | |
172,950 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 163,662 | | | | | | 0.0 | | |
3,702,441 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.982%, (US0001M + 0.190%), 01/25/2037 | | | | | 3,537,955 | | | | | | 0.1 | | |
890,029 (1)(4) | | | Chase Home Lending Mortgage Trust 2019-ATR1 A3, 4.000%, 04/25/2049 | | | | | 906,942 | | | | | | 0.0 | | |
20,064 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 2.472%, (US0001M + 0.680%), 03/25/2035 | | | | | 18,849 | | | | | | 0.0 | | |
165,118 | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 169,912 | | | | | | 0.0 | | |
885,758 | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 877,616 | | | | | | 0.0 | | |
1,495,908 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.170%, 09/25/2037 | | | | | 1,466,390 | | | | | | 0.1 | | |
1,239,004 (1)(4) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,313,425 | | | | | | 0.0 | | |
62,405 (4) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 4.521%, 08/25/2035 | | | | | 63,490 | | | | | | 0.0 | | |
2,374,521 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 2,443,495 | | | | | | 0.1 | | |
329,839 | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 327,526 | | | | | | 0.0 | | |
972,508 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.292%, (US0001M + 0.500%), 11/25/2035 | | | | | 547,301 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,252,979 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.512%, (US0001M + 0.720%), 11/25/2035 | | | | $ | 5,231,016 | | | | | | 0.2 | | |
650,194 | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.044%, (US0001M + 0.280%), 08/19/2045 | | | | | 564,442 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,137,249 | | | | | | 0.0 | | |
12,090,957 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 13,621,835 | | | | | | 0.4 | | |
2,206,134 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 2,260,450 | | | | | | 0.1 | | |
28,090,696 (5) | | | Fannie Mae 2016-82 SD, 4.258%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 5,180,166 | | | | | | 0.1 | | |
6,020,047 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 6,253,775 | | | | | | 0.2 | | |
8,400,000 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.042%, (US0001M + 4.250%), 04/25/2029 | | | | | 9,029,953 | | | | | | 0.3 | | |
3,532,937 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 5.792%, (US0001M + 4.000%), 05/25/2025 | | | | | 3,751,316 | | | | | | 0.1 | | |
222,430 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 5.792%, (US0001M + 4.000%), 05/25/2025 | | | | | 230,618 | | | | | | 0.0 | | |
6,079,708 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 7.342%, (US0001M + 5.550%), 04/25/2028 | | | | | 6,494,450 | | | | | | 0.2 | | |
7,100,000 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 6.042%, (US0001M + 4.250%), 01/25/2029 | | | | | 7,555,143 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,166,760 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.242%, (US0001M + 4.450%), 01/25/2029 | | | | $ | 10,749,210 | | | | | | 0.3 | | |
335,494 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 6.142%, (US0001M + 4.350%), 05/25/2029 | | | | | 354,064 | | | | | | 0.0 | | |
4,800,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 5.342%, (US0001M + 3.550%), 07/25/2029 | | | | | 5,083,776 | | | | | | 0.1 | | |
4,900,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.442%, (US0001M + 3.650%), 09/25/2029 | | | | | 5,165,940 | | | | | | 0.1 | | |
1,500,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.792%, (US0001M + 3.000%), 10/25/2029 | | | | | 1,568,380 | | | | | | 0.0 | | |
5,889,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.642%, (US0001M + 2.850%), 11/25/2029 | | | | | 6,095,466 | | | | | | 0.2 | | |
9,050,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 3.992%, (US0001M + 2.200%), 01/25/2030 | | | | | 9,213,000 | | | | | | 0.3 | | |
900,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 4.442%, (US0001M + 2.650%), 02/25/2030 | | | | | 924,370 | | | | | | 0.0 | | |
8,050,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.192%, (US0001M + 2.400%), 05/28/2030 | | | | | 8,206,527 | | | | | | 0.2 | | |
8,644,066 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.292%, (US0001M + 2.500%), 05/25/2030 | | | | | 8,783,522 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,491,306 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 4.592%, (US0001M + 2.800%), 02/25/2030 | | | | $ | 4,616,489 | | | | | | 0.1 | | |
6,924,295 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 3.992%, (US0001M + 2.200%), 08/25/2030 | | | | | 6,990,246 | | | | | | 0.2 | | |
1,700,000 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 3.942%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,714,654 | | | | | | 0.1 | | |
1,200,000 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 4.342%, (US0001M + 2.550%), 12/25/2030 | | | | | 1,222,386 | | | | | | 0.0 | | |
2,500,000 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 4.142%, (US0001M + 2.350%), 01/25/2031 | | | | | 2,538,021 | | | | | | 0.1 | | |
5,409,539 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 3.792%, (US0001M + 2.000%), 03/25/2031 | | | | | 5,436,552 | | | | | | 0.2 | | |
14,000,000 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.042%, (US0001M + 2.250%), 07/25/2030 | | | | | 14,198,023 | | | | | | 0.4 | | |
3,500,000 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 4.092%, (US0001M + 2.300%), 08/25/2031 | | | | | 3,535,377 | | | | | | 0.1 | | |
6,685,863 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 4.192%, (US0001M + 2.400%), 04/25/2031 | | | | | 6,768,939 | | | | | | 0.2 | | |
2,245,584 | | | Fannie Mae Connecticut Avenue Securities, 7.492%, (US0001M + 5.700%), 04/25/2028 | | | | | 2,496,098 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
522,246 (5) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | $ | 97,426 | | | | | | 0.0 | | |
440,441 (5) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 69,817 | | | | | | 0.0 | | |
9,448 | | | Fannie Mae REMIC Trust 1994-77 FB, 3.292%, (US0001M + 1.500%), 04/25/2024 | | | | | 9,590 | | | | | | 0.0 | | |
365,822 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 400,476 | | | | | | 0.0 | | |
291,353 | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 320,358 | | | | | | 0.0 | | |
29,149 | | | Fannie Mae REMIC Trust 2002-21 FC, 2.692%, (US0001M + 0.900%), 04/25/2032 | | | | | 29,606 | | | | | | 0.0 | | |
909,940 (5) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 206,578 | | | | | | 0.0 | | |
81,180 | | | Fannie Mae REMIC Trust 2004-11 A, 1.912%, (US0001M + 0.120%), 03/25/2034 | | | | | 80,884 | | | | | | 0.0 | | |
476,381 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 529,837 | | | | | | 0.0 | | |
200,855 | | | Fannie Mae REMIC Trust 2005-74 DK, 16.832%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | | 313,969 | | | | | | 0.0 | | |
5,120,338 (5) | | | Fannie Mae REMIC Trust 2005-92 SC, 4.888%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | | 951,769 | | | | | | 0.0 | | |
316,165 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 350,308 | | | | | | 0.0 | | |
966,550 | | | Fannie Mae REMIC Trust 2006-104 ES, 24.490%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 1,742,278 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,909,707 (5) | | | Fannie Mae REMIC Trust 2006-12 SD, 4.958%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | $ | 961,372 | | | | | | 0.0 | | |
2,614,177 (5) | | | Fannie Mae REMIC Trust 2006-123 UI, 4.948%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 559,951 | | | | | | 0.0 | | |
674,639 (5) | | | Fannie Mae REMIC Trust 2006-72 HS, 4.908%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 80,797 | | | | | | 0.0 | | |
200,294 | | | Fannie Mae REMIC Trust 2007-73 A1, 1.711%, (US0001M + 0.060%), 07/25/2037 | | | | | 196,984 | | | | | | 0.0 | | |
528,676 | | | Fannie Mae REMIC Trust 2008-20 SP, 11.020%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 691,094 | | | | | | 0.0 | | |
2,292,571 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,485,498 | | | | | | 0.1 | | |
8,102,688 (5) | | | Fannie Mae REMIC Trust 2010-102 SB, 4.808%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,702,935 | | | | | | 0.1 | | |
2,698,016 (5) | | | Fannie Mae REMIC Trust 2010-116 SE, 4.808%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | | 512,441 | | | | | | 0.0 | | |
7,966,660 (5) | | | Fannie Mae REMIC Trust 2010-123 SL, 4.278%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 1,194,255 | | | | | | 0.0 | | |
5,050,000 | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 5,242,936 | | | | | | 0.2 | | |
4,098,790 (5) | | | Fannie Mae REMIC Trust 2010-55 AS, 4.628%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 760,692 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,159,907 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | $ | 9,011,693 | | | | | | 0.3 | | |
1,295,871 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,411,431 | | | | | | 0.0 | | |
6,601,976 (5) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 558,284 | | | | | | 0.0 | | |
1,787,961 (5) | | | Fannie Mae REMIC Trust 2012-10 US, 4.658%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | | | 231,367 | | | | | | 0.0 | | |
1,292,839 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 1,328,908 | | | | | | 0.0 | | |
11,158,909 (5) | | | Fannie Mae REMIC Trust 2012-113 SG, 4.308%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 2,048,300 | | | | | | 0.1 | | |
8,122,457 (5) | | | Fannie Mae REMIC Trust 2012-122 SB, 4.358%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,526,650 | | | | | | 0.0 | | |
3,328,591 (5) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 286,731 | | | | | | 0.0 | | |
3,922,600 | | | Fannie Mae REMIC Trust 2012-131 BS, 3.371%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 3,678,632 | | | | | | 0.1 | | |
12,825,019 (5) | | | Fannie Mae REMIC Trust 2012-137 SN, 4.308%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | | 2,255,513 | | | | | | 0.1 | | |
4,962,687 (5) | | | Fannie Mae REMIC Trust 2012-15 SP, 4.828%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 493,573 | | | | | | 0.0 | | |
3,077,923 (5) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 504,378 | | | | | | 0.0 | | |
697,430 | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 732,377 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,246,993 (5) | | | Fannie Mae REMIC Trust 2013-60 DS, 4.408%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | $ | 1,737,956 | | | | | | 0.1 | | |
8,438,293 (5) | | | Fannie Mae REMIC Trust 2013-9 DS, 4.358%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 1,947,750 | | | | | | 0.1 | | |
270,426 (5) | | | Fannie Mae REMIC Trust 2013-9 SA, 4.358%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 40,434 | | | | | | 0.0 | | |
3,104,671 (5) | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 197,419 | | | | | | 0.0 | | |
23,834,891 (5) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 5,367,622 | | | | | | 0.2 | | |
3,785,347 (5) | | | Fannie Mae REMICS 2005-66 SY, 4.908%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | | 754,516 | | | | | | 0.0 | | |
6,730,566 (5) | | | Fannie Mae REMICS 2006-120 QD, 2.908%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 691,116 | | | | | | 0.0 | | |
3,202,055 (5) | | | Fannie Mae REMICS 2006-59 XS, 5.408%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 600,573 | | | | | | 0.0 | | |
3,460,157 (5) | | | Fannie Mae REMICS 2007-53 SX, 4.308%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | | 653,236 | | | | | | 0.0 | | |
1,357,406 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,507,429 | | | | | | 0.0 | | |
103,000 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 108,042 | | | | | | 0.0 | | |
4,988,438 (5) | | | Fannie Mae REMICS 2011-149 ES, 4.208%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 631,704 | | | | | | 0.0 | | |
1,180,640 | | | Fannie Mae REMICS 2012-150 CS, 3.312%, (-1.500*US0001M + 6.000%), 01/25/2043 | | | | | 1,095,088 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
13,570,931 (5) | | | Fannie Mae REMICS 2016-93 SL, 4.858%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | $ | 2,333,471 | | | | | | 0.1 | | |
2,107,861 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,142,487 | | | | | | 0.1 | | |
447,160 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 459,806 | | | | | | 0.0 | | |
2,270,365 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 2,312,880 | | | | | | 0.1 | | |
13,756,058 (5) | | | Fannie Mae REMICS 2019-18 SA, 4.258%, (-1.000*US0001M + 6.050%), 05/25/2049 | | | | | 2,425,494 | | | | | | 0.1 | | |
1,440,727 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B1, 4.030%, 03/25/2048 | | | | | 1,520,288 | | | | | | 0.0 | | |
1,536,775 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B2, 4.030%, 03/25/2048 | | | | | 1,600,837 | | | | | | 0.0 | | |
2,017,018 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.030%, 03/25/2048 | | | | | 2,041,450 | | | | | | 0.1 | | |
1,740,240 (1)(4) | | | Flagstar Mortgage Trust 2018-2 B2, 4.050%, 04/25/2048 | | | | | 1,788,147 | | | | | | 0.1 | | |
2,382,198 (1)(4) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 2,435,877 | | | | | | 0.1 | | |
5,367,255 (5) | | | Freddie Mac 2815 GS, 4.260%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | | 899,950 | | | | | | 0.0 | | |
16,900,738 | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 17,650,233 | | | | | | 0.5 | | |
4,217 | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 4,364 | | | | | | 0.0 | | |
236,808 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | �� | 261,637 | | | | | | 0.0 | | |
232,437 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 255,755 | | | | | | 0.0 | | |
100,822 | | | Freddie Mac REMIC Trust 2411 FJ, 2.090%, (US0001M + 0.350%), 12/15/2029 | | | | | 100,479 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
146,723 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | $ | 163,125 | | | | | | 0.0 | | |
377,820 | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 424,655 | | | | | | 0.0 | | |
298,809 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 307,791 | | | | | | 0.0 | | |
312,322 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 348,777 | | | | | | 0.0 | | |
18 | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/2030 | | | | | 18 | | | | | | 0.0 | | |
272,230 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 305,591 | | | | | | 0.0 | | |
360,399 (5) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 80,433 | | | | | | 0.0 | | |
444,119 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 505,021 | | | | | | 0.0 | | |
1,205,787 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,353,824 | | | | | | 0.0 | | |
858,663 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 943,792 | | | | | | 0.0 | | |
981,247 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 1,079,130 | | | | | | 0.0 | | |
5,944,805 (5) | | | Freddie Mac REMIC Trust 3045 DI, 4.990%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 1,132,382 | | | | | | 0.0 | | |
2,641,194 (5) | | | Freddie Mac REMIC Trust 3064 SP, 4.860%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | | 187,210 | | | | | | 0.0 | | |
398,031 | | | Freddie Mac REMIC Trust 3065 DC, 14.641%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 548,440 | | | | | | 0.0 | | |
828,970 (5) | | | Freddie Mac REMIC Trust 3102 IS, 18.188%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 421,743 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,210,190 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | $ | 3,531,881 | | | | | | 0.1 | | |
1,782,395 (5) | | | Freddie Mac REMIC Trust 3170 SA, 4.860%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 328,639 | | | | | | 0.0 | | |
1,100,561 (5) | | | Freddie Mac REMIC Trust 3171 PS, 4.745%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 175,766 | | | | | | 0.0 | | |
1,581,085 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,778,619 | | | | | | 0.1 | | |
391,868 (4) | | | Freddie Mac REMIC Trust 3524 LA, 5.210%, 03/15/2033 | | | | | 430,546 | | | | | | 0.0 | | |
104,954 | | | Freddie Mac REMIC Trust 3556 NT, 4.840%, (US0001M + 3.100%), 03/15/2038 | | | | | 107,433 | | | | | | 0.0 | | |
6,744,203 (5) | | | Freddie Mac REMIC Trust 3589 SB, 4.460%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 1,214,787 | | | | | | 0.0 | | |
1,167,218 (5) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 160,021 | | | | | | 0.0 | | |
7,100,810 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 7,964,997 | | | | | | 0.2 | | |
2,503,998 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 2,827,374 | | | | | | 0.1 | | |
289,045 (5) | | | Freddie Mac REMIC Trust 3710 SL, 4.260%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 3,459 | | | | | | 0.0 | | |
1,299,802 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,468,175 | | | | | | 0.1 | | |
939,491 (5) | | | Freddie Mac REMIC Trust 3752 WS, 4.860%, (-1.000*US0001M + 6.600%), 12/15/2039 | | | | | 40,456 | | | | | | 0.0 | | |
1,094,809 | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 1,196,472 | | | | | | 0.0 | | |
4,840,334 (5) | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 267,707 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,869,174 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | $ | 2,007,749 | | | | | | 0.1 | | |
5,967,029 (5) | | | Freddie Mac REMIC Trust 3856 KS, 4.810%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 1,033,796 | | | | | | 0.0 | | |
1,523,000 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,695,949 | | | | | | 0.1 | | |
2,205,813 (5) | | | Freddie Mac REMIC Trust 3925 SD, 4.310%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 220,366 | | | | | | 0.0 | | |
10,523,781 (5) | | | Freddie Mac REMIC Trust 3925 SL, 4.310%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 1,124,821 | | | | | | 0.0 | | |
2,551,517 (5) | | | Freddie Mac REMIC Trust 3936 GS, 4.960%, (-1.000*US0001M + 6.700%), 11/15/2025 | | | | | 92,507 | | | | | | 0.0 | | |
13,803,239 (5) | | | Freddie Mac REMIC Trust 3951 SN, 4.810%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 2,788,920 | | | | | | 0.1 | | |
4,567,395 (5) | | | Freddie Mac REMIC Trust 3984 NS, 4.860%, (-1.000*US0001M + 6.600%), 01/15/2040 | | | | | 272,229 | | | | | | 0.0 | | |
1,066,903 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 1,156,166 | | | | | | 0.0 | | |
2,123,073 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,504,064 | | | | | | 0.1 | | |
1,977,944 (5) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 160,048 | | | | | | 0.0 | | |
4,423,438 (5) | | | Freddie Mac REMIC Trust 4094 YS, 4.960%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 399,502 | | | | | | 0.0 | | |
10,693,746 (5) | | | Freddie Mac REMIC Trust 4102 MS, 4.860%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 2,116,251 | | | | | | 0.1 | | |
945,849 (5) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 136,933 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,518,064 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | $ | 5,679,083 | | | | | | 0.2 | | |
27,067,017 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 30,024,728 | | | | | | 0.9 | | |
9,530,157 (5) | | | Freddie Mac REMIC Trust 4313 SD, 4.410%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 1,645,464 | | | | | | 0.1 | | |
14,720,680 (5) | | | Freddie Mac REMIC Trust 4313 SE, 4.410%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 2,616,373 | | | | | | 0.1 | | |
2,827,310 (5) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 261,839 | | | | | | 0.0 | | |
1,584,076 (5) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 264,201 | | | | | | 0.0 | | |
7,310,997 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,313,692 | | | | | | 0.2 | | |
5,889,646 (5) | | | Freddie Mac REMIC Trust 4346 ST, 4.460%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 708,621 | | | | | | 0.0 | | |
11,296,966 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 12,611,011 | | | | | | 0.4 | | |
5,582,702 (5) | | | Freddie Mac REMIC Trust 4386 LS, 4.360%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 947,735 | | | | | | 0.0 | | |
9,465,521 (5) | | | Freddie Mac REMICS 3284 CI, 4.380%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 1,745,925 | | | | | | 0.1 | | |
15,989,718 (5) | | | Freddie Mac REMICS 4675 KS, 4.260%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 3,063,384 | | | | | | 0.1 | | |
500,398 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 516,487 | | | | | | 0.0 | | |
14,252,296 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 14,593,498 | | | | | | 0.4 | | |
2,513,607 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 2,630,045 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,334,526 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | $ | 9,193,416 | | | | | | 0.3 | | |
11,041,706 (5) | | | Freddie Mac Strips Series 311 S1, 4.210%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 2,088,700 | | | | | | 0.1 | | |
876,290 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 5.792%, (US0001M + 4.000%), 08/25/2024 | | | | | 934,356 | | | | | | 0.0 | | |
2,000,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 5.692%, (US0001M + 3.900%), 12/25/2027 | | | | | 2,069,788 | | | | | | 0.1 | | |
3,100,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.492%, (US0001M + 4.700%), 04/25/2028 | | | | | 3,437,338 | | | | | | 0.1 | | |
1,282,935 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 5.592%, (US0001M + 3.800%), 03/25/2025 | | | | | 1,316,564 | | | | | | 0.0 | | |
1,900,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.342%, (US0001M + 5.550%), 07/25/2028 | | | | | 2,097,903 | | | | | | 0.1 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 5.642%, (US0001M + 3.850%), 03/25/2029 | | | | | 534,002 | | | | | | 0.0 | | |
9,900,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.292%, (US0001M + 2.500%), 03/25/2030 | | | | | 10,141,832 | | | | | | 0.3 | | |
1,000,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 5.342%, (US0001M + 3.550%), 08/25/2029 | | | | | 1,051,168 | | | | | | 0.0 | | |
6,200,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.442%, (US0001M + 2.650%), 12/25/2029 | | | | | 6,376,369 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,630,315 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.142%, (US0001M + 2.350%), 04/25/2030 | | | | $ | 6,749,601 | | | | | | 0.2 | | |
6,000,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 3.592%, (US0001M + 1.800%), 07/25/2030 | | | | | 6,017,844 | | | | | | 0.2 | | |
1,300,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.092%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,315,816 | | | | | | 0.0 | | |
297,114 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 345,886 | | | | | | 0.0 | | |
436,714 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 3.440%, (12MTA + 1.200%), 10/25/2044 | | | | | 443,133 | | | | | | 0.0 | | |
48,569 | | | Freddie Mac-Ginnie Mae Series 27 FC, 3.375%, (PRIME + (1.375)%), 03/25/2024 | | | | | 49,223 | | | | | | 0.0 | | |
1,209,160 (1)(4) | | | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/2059 | | | | | 1,223,274 | | | | | | 0.0 | | |
11,783,900 (5) | | | Ginnie Mae 2007-35 KY, 4.710%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 2,244,958 | | | | | | 0.1 | | |
952,965 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 928,976 | | | | | | 0.0 | | |
926,676 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 918,306 | | | | | | 0.0 | | |
409,268 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 386,644 | | | | | | 0.0 | | |
436,765 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 427,721 | | | | | | 0.0 | | |
895,226 (5) | | | Ginnie Mae Series 2005-7 AH, 5.030%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 152,698 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
73,275 | | | Ginnie Mae Series 2007-37 S, 18.921%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | $ | 79,079 | | | | | | 0.0 | | |
428,509 | | | Ginnie Mae Series 2007-8 SP, 16.327%, (-3.242*US0001M + 22.049%), 03/20/2037 | | | | | 670,428 | | | | | | 0.0 | | |
2,575,465 (5) | | | Ginnie Mae Series 2008-35 SN, 4.635%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 377,219 | | | | | | 0.0 | | |
1,395,995 (5) | | | Ginnie Mae Series 2008-40 PS, 4.760%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 250,028 | | | | | | 0.0 | | |
10,298,111 (5) | | | Ginnie Mae Series 2009-106 SU, 4.435%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 1,886,828 | | | | | | 0.1 | | |
3,413,295 (5) | | | Ginnie Mae Series 2009-25 KS, 4.435%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 608,553 | | | | | | 0.0 | | |
1,722,472 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,888,155 | | | | | | 0.1 | | |
2,203,271 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,434,962 | | | | | | 0.1 | | |
831,053 (5) | | | Ginnie Mae Series 2009-33 SN, 4.535%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 29,502 | | | | | | 0.0 | | |
11,903,697 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,384,534 | | | | | | 0.4 | | |
703,052 (5) | | | Ginnie Mae Series 2009-43 HS, 4.435%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | | 21,886 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,461,905 (5) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | $ | 300,751 | | | | | | 0.0 | | |
2,212,882 (5) | | | Ginnie Mae Series 2010-116 NS, 4.910%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 372,953 | | | | | | 0.0 | | |
6,285,964 (5) | | | Ginnie Mae Series 2010-116 SK, 4.855%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,140,261 | | | | | | 0.0 | | |
9,856,739 (5) | | | Ginnie Mae Series 2010-149 HS, 4.360%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 994,805 | | | | | | 0.0 | | |
3,540,331 (5) | | | Ginnie Mae Series 2010-4 SP, 4.760%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 392,307 | | | | | | 0.0 | | |
4,006,475 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 4,347,772 | | | | | | 0.1 | | |
2,168,315 (5) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 221,060 | | | | | | 0.0 | | |
2,575,206 (5) | | | Ginnie Mae Series 2010-68 MS, 4.085%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 438,494 | | | | | | 0.0 | | |
4,996,081 (5) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 1,146,098 | | | | | | 0.0 | | |
3,329,190 (5) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 253,983 | | | | | | 0.0 | | |
949,605 (5) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 86,530 | | | | | | 0.0 | | |
61,244 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 67,541 | | | | | | 0.0 | | |
5,247,081 (5) | | | Ginnie Mae Series 2011-80 KS, 4.905%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 1,127,707 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
977,427 (5) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | $ | 72,121 | | | | | | 0.0 | | |
88,228 | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 89,587 | | | | | | 0.0 | | |
13,552,059 (5) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 2,646,663 | | | | | | 0.1 | | |
10,652,517 (5) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 2,436,140 | | | | | | 0.1 | | |
11,636,636 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 11,769,458 | | | | | | 0.3 | | |
9,447,525 (5) | | | Ginnie Mae Series 2014-3 SU, 4.285%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,684,984 | | | | | | 0.1 | | |
1,358,609 | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | | 1,567,512 | | | | | | 0.1 | | |
11,633,554 (5) | | | Ginnie Mae Series 2014-55 MS, 4.460%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 2,198,604 | | | | | | 0.1 | | |
13,077,977 (5) | | | Ginnie Mae Series 2014-56 SP, 4.460%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 1,891,421 | | | | | | 0.1 | | |
10,388,822 (5) | | | Ginnie Mae Series 2014-58 CS, 3.860%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,670,784 | | | | | | 0.1 | | |
13,296,439 (5) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 3,140,059 | | | | | | 0.1 | | |
5,220,021 (5) | | | Ginnie Mae Series 2014-99 S, 3.835%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 967,083 | | | | | | 0.0 | | |
3,627,411 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 3,718,881 | | | | | | 0.1 | | |
4,443,107 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 4,580,789 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,594,009 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | $ | 3,649,673 | | | | | | 0.1 | | |
66,413 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 2.204%, (US0001M + 0.440%), 05/19/2035 | | | | | 64,467 | | | | | | 0.0 | | |
261,117 | | | HomeBanc Mortgage Trust 2004-1 2A, 2.652%, (US0001M + 0.860%), 08/25/2029 | | | | | 254,343 | | | | | | 0.0 | | |
3,000,000 | | | HomeBanc Mortgage Trust 2005-4 M1, 2.262%, (US0001M + 0.470%), 10/25/2035 | | | | | 3,033,990 | | | | | | 0.1 | | |
3,191,206 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.002%, (US0001M + 0.210%), 04/25/2046 | | | | | 3,031,142 | | | | | | 0.1 | | |
2,643,286 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.002%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,259,276 | | | | | | 0.1 | | |
14,221 (4) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 4.611%, 02/25/2035 | | | | | 14,369 | | | | | | 0.0 | | |
116,502 (4) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 4.305%, 07/25/2035 | | | | | 119,681 | | | | | | 0.0 | | |
3,099,278 (1)(4) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 3,116,787 | | | | | | 0.1 | | |
4,435,715 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B1, 3.952%, 11/25/2048 | | | | | 4,669,722 | | | | | | 0.1 | | |
1,627,785 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.952%, 11/25/2048 | | | | | 1,648,153 | | | | | | 0.1 | | |
1,055,945 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.826%, 12/25/2048 | | | | | 1,062,637 | | | | | | 0.0 | | |
1,631,863 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.744%, 06/25/2048 | | | | | 1,670,312 | | | | | | 0.1 | | |
1,631,863 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.744%, 06/25/2048 | | | | | 1,648,853 | | | | | | 0.1 | | |
2,015,831 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.744%, 06/25/2048 | | | | | 1,997,949 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,445,602 (1)(4) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.762%, 09/25/2048 | | | | $ | 1,489,927 | | | | | | 0.0 | | |
1,301,687 (1)(4) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.779%, 10/25/2048 | | | | | 1,343,198 | | | | | | 0.0 | | |
551,255 (1)(4) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 558,232 | | | | | | 0.0 | | |
1,216,648 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 1,235,958 | | | | | | 0.0 | | |
1,460,671 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 1,499,241 | | | | | | 0.0 | | |
4,864,514,781 (1)(5) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 5,922,060 | | | | | | 0.2 | | |
8,721,537 (5) | | | Lehman Mortgage Trust 2006-9 2A5, 4.828%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 1,399,186 | | | | | | 0.0 | | |
2,679,376 | | | Lehman XS Trust Series 2005-5N 1A2, 2.152%, (US0001M + 0.360%), 11/25/2035 | | | | | 2,480,475 | | | | | | 0.1 | | |
501,140 | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 2.172%, (US0001M + 0.380%), 08/25/2035 | | | | | 504,388 | | | | | | 0.0 | | |
30,263 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 2.042%, (US0001M + 0.250%), 11/25/2035 | | | | | 29,043 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 3.592%, (US0001M + 1.800%), 09/25/2035 | | | | | 1,978,554 | | | | | | 0.1 | | |
1,549,700 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,250,107 | | | | | | 0.0 | | |
1,634,700 (1)(4) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,735,511 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
19,554 (1)(4) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | $ | 20,028 | | | | | | 0.0 | | |
990,582 (1) | | | RBSSP Resecuritization Trust 2011-3 2A1, 1.958%, (US0001M + 0.250%), 02/26/2037 | | | | | 993,363 | | | | | | 0.0 | | |
60,665 | | | Sequoia Mortgage Trust 2003-4 2A1, 2.115%, (US0001M + 0.350%), 07/20/2033 | | | | | 59,857 | | | | | | 0.0 | | |
33,079 (4) | | | Sequoia Mortgage Trust 2005-4 2A1, 4.537%, 04/20/2035 | | | | | 34,889 | | | | | | 0.0 | | |
1,294,851 (1)(4) | | | Sequoia Mortgage Trust 2014-3 B3, 3.936%, 10/25/2044 | | | | | 1,336,542 | | | | | | 0.0 | | |
1,310,238 (1)(4) | | | Sequoia Mortgage Trust 2014-4 B3, 3.864%, 11/25/2044 | | | | | 1,346,045 | | | | | | 0.1 | | |
1,146,668 (1)(4) | | | Sequoia Mortgage Trust 2015-2 B3, 3.738%, 05/25/2045 | | | | | 1,173,896 | | | | | | 0.0 | | |
1,257,369 (1)(4) | | | Sequoia Mortgage Trust 2015-3 B3, 3.707%, 07/25/2045 | | | | | 1,259,026 | | | | | | 0.0 | | |
2,900,000 (1)(4) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,040,648 | | | | | | 0.1 | | |
1,180,401 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 1,197,880 | | | | | | 0.0 | | |
4,824,883 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.487%, 02/25/2048 | | | | | 5,134,633 | | | | | | 0.2 | | |
1,315,842 (1)(4) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 1,333,010 | | | | | | 0.0 | | |
2,664,914 (1)(4) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 2,710,420 | | | | | | 0.1 | | |
243,738 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 2.014%, (US0001M + 0.250%), 07/19/2035 | | | | | 241,014 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
110,583 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 2.014%, (US0001M + 0.250%), 07/19/2035 | | | | $ | 110,200 | | | | | | 0.0 | | |
1,200,000 (1)(4) | | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,200,365 | | | | | | 0.0 | | |
1,300,000 (1)(4) | | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | | 1,307,875 | | | | | | 0.0 | | |
1,796,057 (1)(6) | | | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | | | | | 1,800,359 | | | | | | 0.1 | | |
8,579 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.350%, (COF 11 + 1.250%), 02/27/2034 | | | | | 8,570 | | | | | | 0.0 | | |
30,947 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 3.640%, (12MTA + 1.400%), 08/25/2042 | | | | | 30,380 | | | | | | 0.0 | | |
37,801 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 2.432%, (US0001M + 0.640%), 01/25/2045 | | | | | 37,682 | | | | | | 0.0 | | |
894,503 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.210%, 10/25/2036 | | | | | 840,753 | | | | | | 0.0 | | |
348,116 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.627%, (COF 11 + 1.500%), 07/25/2046 | | | | | 337,581 | | | | | | 0.0 | | |
61,487,186 (4)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.276%, 08/25/2045 | | | | | 2,224,465 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,983,881 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.282%, (US0001M + 0.490%), 10/25/2045 | | | | $ | 1,983,258 | | | | | | 0.1 | | |
736,333 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.693%, 10/25/2036 | | | | | 725,207 | | | | | | 0.0 | | |
1,375,040 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.342%, 12/25/2036 | | | | | 1,296,997 | | | | | | 0.0 | | |
2,507,708 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.875%, 08/25/2046 | | | | | 2,435,202 | | | | | | 0.1 | | |
3,248,885 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.501%, 04/25/2037 | | | | | 2,997,048 | | | | | | 0.1 | | |
2,061,651 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.612%, 07/25/2037 | | | | | 1,888,727 | | | | | | 0.0 | | |
3,026,747 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 2,842,820 | | | | | | 0.1 | | |
263,534 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 262,665 | | | | | | 0.0 | | |
1,921,753 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 1.892%, (US0001M + 0.100%), 12/25/2036 | | | | | 1,373,749 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,473,675 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.200%, (12MTA + 0.960%), 08/25/2046 | | | | $ | 3,347,282 | | | | | | 0.1 | | |
1,873,893 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.222%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,556,731 | | | | | | 0.1 | | |
175,507 (4) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 5.076%, 05/25/2035 | | | | | 175,757 | | | | | | 0.0 | | |
438,670 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.220%, 04/25/2036 | | | | | 430,681 | | | | | | 0.0 | | |
1,055,848 (1)(4) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.777%, 08/20/2045 | | | | | 1,053,656 | | | | | | 0.0 | | |
17,520,204 | | | Other Securities | | | | | 17,388,463 | | | | | | 0.5 | | |
| | | Total Collateralized Mortgage Obligations (Cost $658,635,023) | | | | | 675,781,147 | | | | | | 19.1 | | |
MUNICIPAL BONDS: 0.1% | | |||||||||||||||
| | | California: 0.1% | | ||||||||||||
1,600,000 | | | Other Securities | | | | | 2,179,160 | | | | | | 0.1 | | |
| | | Total Municipal Bonds (Cost $1,601,900) | | | | | 2,179,160 | | | | | | 0.1 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 19.0% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 5.4%(7) | | ||||||||||||
12,745,697 | | | 3.000%,10/01/2046 | | | | | 13,057,672 | | | | | | 0.4 | | |
9,731,825 | | | 3.000%,10/01/2046 | | | | | 10,021,122 | | | | | | 0.3 | | |
10,921,730 | | | 3.000%,03/01/2048 | | | | | 11,188,538 | | | | | | 0.3 | | |
18,042,024 | | | 3.000%,08/01/2048 | | | | | 18,460,585 | | | | | | 0.5 | | |
11,947,491 | | | 3.500%,01/01/2045 | | | | | 12,478,852 | | | | | | 0.3 | | |
22,027,565 | | | 3.500%,03/01/2048 | | | | | 23,257,680 | | | | | | 0.7 | | |
74,262 | | | 3.759%, (US0012M + 1.345%),09/01/2035 | | | | | 76,913 | | | | | | 0.0 | | |
12,465 | | | 4.030%, (H15T1Y + 2.250%),11/01/2031 | | | | | 13,109 | | | | | | 0.0 | | |
21,650 | | | 4.117%, (H15T1Y + 2.250%),11/01/2035 | | | | | 22,915 | | | | | | 0.0 | | |
2,681 | | | 4.256%, (H15T1Y + 2.210%),06/01/2024 | | | | | 2,792 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
194,563 | | | 4.502%, (H15T1Y + 2.462%),01/01/2029 | | | | $ | 200,583 | | | | | | 0.0 | | |
617,147 | | | 4.566%, (US0012M + 1.721%),06/01/2035 | | | | | 648,609 | | | | | | 0.0 | | |
5,040 | | | 4.763%, (H15T1Y + 2.250%),04/01/2032 | | | | | 5,306 | | | | | | 0.0 | | |
2,915 | | | 4.891%, (H15T1Y + 2.250%),03/01/2036 | | | | | 3,080 | | | | | | 0.0 | | |
96,317,435 | | | 2.500%-6.500%, 11/01/2021-06/01/2048 | | | | | 101,589,961 | | | | | | 2.9 | | |
| | | | | | | | 191,027,717 | | | | | | 5.4 | | |
| | | Federal National Mortgage Association: 0.1%(7) | | ||||||||||||
1,969,069 | | | 3.355%-4.835%, 09/01/2031-10/01/2044 | | | | | 2,043,808 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Government National Mortgage Association: 2.1% | | ||||||||||||
12,560,401 | | | 3.500%,12/20/2047 | | | | | 13,153,073 | | | | | | 0.4 | | |
9,882,222 | | | 4.000%,04/20/2048 | | | | | 10,269,756 | | | | | | 0.3 | | |
25,600,000 (8) | | | 4.000%,01/20/2050 | | | | | 26,497,419 | | | | | | 0.7 | | |
22,911,795 (4) | | | 3.500%-5.500%, 11/15/2035-10/20/2060 | | | | | 24,333,404 | | | | | | 0.7 | | |
| | | | | | | | 74,253,652 | | | | | | 2.1 | | |
| | | Uniform Mortgage-Backed Securities: 11.4% | | ||||||||||||
5,662,000 (8) | | | 3.000%,01/25/2035 | | | | | 5,801,383 | | | | | | 0.2 | | |
9,972,744 | | | 3.000%,12/01/2049 | | | | | 10,113,592 | | | | | | 0.3 | | |
70,204,000 | | | 3.000%,01/01/2050 | | | | | 71,185,115 | | | | | | 2.0 | | |
17,234,391 | | | 3.000%-4.000%, 06/01/2047-10/01/2049 | | | | | 18,061,725 | | | | | | 0.5 | | |
14,123,719 | | | 3.000%,07/01/2043 | | | | | 14,539,496 | | | | | | 0.4 | | |
10,037,645 | | | 3.000%,04/01/2045 | | | | | 10,329,581 | | | | | | 0.3 | | |
11,701,957 | | | 3.000%,01/01/2047 | | | | | 11,970,410 | | | | | | 0.3 | | |
28,620,417 | | | 3.500%,08/01/2046 | | | | | 30,273,532 | | | | | | 0.9 | | |
13,693,045 | | | 3.500%,07/01/2048 | | | | | 14,449,046 | | | | | | 0.4 | | |
9,617,289 | | | 4.000%,12/01/2039 | | | | | 10,312,165 | | | | | | 0.3 | | |
11,379,725 | | | 4.000%,09/01/2048 | | | | | 11,954,986 | | | | | | 0.3 | | |
181,635,442 | | | 2.500%-7.500%, 02/01/2021-03/01/2048 | | | | | 194,626,704 | | | | | | 5.5 | | |
| | | | | | | | 403,617,735 | | | | | | 11.4 | | |
| | | Total U.S. Government Agency Obligations (Cost $653,499,820) | | | | | 670,942,912 | | | | | | 19.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: 2.6% | | |||||||||||||||
| | | Treasury Inflation Indexed Protected Securities: 1.4% | | ||||||||||||
48,521,750 | | | 0.250%,07/15/2029 | | | | $ | 49,010,358 | | | | | | 1.4 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Bonds: 0.1% | | ||||||||||||
2,351,000 | | | Other Securities | | | | | 2,278,675 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Notes: 1.1% | | ||||||||||||
10,375,700 | | | 1.625%,12/31/2021 | | | | | 10,386,170 | | | | | | 0.3 | | |
12,769,900 | | | 1.750%,12/31/2024 | | | | | 12,798,869 | | | | | | 0.3 | | |
16,340,000 (3) | | | 1.625%-1.750%, 12/15/2022-11/15/2029 | | | | | 16,222,335 | | | | | | 0.5 | | |
| | | | | | | | 39,407,374 | | | | | | 1.1 | | |
| | | Total U.S. Treasury Obligations (Cost $90,794,931) | | | | | 90,696,407 | | | | | | 2.6 | | |
ASSET-BACKED SECURITIES: 8.5% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
1,750,000 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,767,773 | | | | | | 0.1 | | |
1,250,000 (1) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 1,283,585 | | | | | | 0.0 | | |
4,400,000 | | | Other Securities | | | | | 4,445,953 | | | | | | 0.1 | | |
| | | | | | | | 7,497,311 | | | | | | 0.2 | | |
| | | Home Equity Asset-Backed Securities: 0.3% | | ||||||||||||
1,401,591 (1)(4) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 1,340,587 | | | | | | 0.0 | | |
1,107,868 | | | Home Equity Asset Trust 2005-2 M5, 2.887%, (US0001M + 1.095%), 07/25/2035 | | | | | 1,118,509 | | | | | | 0.0 | | |
2,400,000 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 2.707%, (US0001M + 0.915%), 03/25/2035 | | | | | 2,415,471 | | | | | | 0.1 | | |
532,777 | | | New Century Home Equity Loan Trust 2005-2 M3, 2.527%, (US0001M + 0.735%), 06/25/2035 | | | | | 532,957 | | | | | | 0.0 | | |
54,127 | | | Renaissance Home Equity Loan Trust 2003-2 A, 2.672%, (US0001M + 0.880%), 08/25/2033 | | | | | 54,170 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
58,318 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 1.872%, (US0001M + 0.080%), 11/25/2036 | | | | $ | 22,024 | | | | | | 0.0 | | |
3,272,961 | | | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 1.962%, (US0001M + 0.170%), 07/25/2047 | | | | | 2,258,953 | | | | | | 0.1 | | |
2,280,876 | | | Other Securities | | | | | 2,396,999 | | | | | | 0.1 | | |
| | | | | | | | 10,139,670 | | | | | | 0.3 | | |
| | | Other Asset-Backed Securities: 7.3% | | ||||||||||||
1,500,045 (1) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 1,519,288 | | | | | | 0.0 | | |
1,740,948 (1)(4) | | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,764,200 | | | | | | 0.1 | | |
9,000,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 3.238%, (US0003M + 1.330%), 01/20/2033 | | | | | 9,000,000 | | | | | | 0.3 | | |
4,090,000 (1) | | | ALM VIII Ltd. 2013-8A A1R, 3.491%, (US0003M + 1.490%), 10/15/2028 | | | | | 4,091,865 | | | | | | 0.1 | | |
2,484,131 (1)(4)(5)(9) | | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | |
9,500,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 3.228%, (US0003M + 1.320%), 01/20/2033 | | | | | 9,500,000 | | | | | | 0.3 | | |
8,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 3.231%, (US0003M + 1.230%), 01/15/2030 | | | | | 7,832,776 | | | | | | 0.2 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 3.353%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,429,571 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 3.266%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,315,007 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,600,000 (1) | | | Bain Capital Credit CLO 2017-1A A2, 3.316%, (US0003M + 1.350%), 07/20/2030 | | | | $ | 1,589,272 | | | | | | 0.0 | | |
3,200,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 3.233%, (US0003M + 1.330%), 01/17/2033 | | | | | 3,199,997 | | | | | | 0.1 | | |
9,020,000 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.251%, (US0003M + 1.250%), 07/15/2029 | | | | | 9,019,684 | | | | | | 0.3 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 3.258%, (US0003M + 1.350%), 01/15/2033 | | | | | 5,000,000 | | | | | | 0.1 | | |
5,070,000 (1) | | | BlueMountain CLO 2015-1A BR, 4.501%, (US0003M + 2.500%), 04/13/2027 | | | | | 5,074,274 | | | | | | 0.1 | | |
4,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 3.106%, (US0003M + 1.140%), 01/20/2031 | | | | | 3,989,628 | | | | | | 0.1 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.132%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,374,747 | | | | | | 0.1 | | |
57,053 | | | Chase Funding Trust Series 2002-4 2A1, 2.532%, (US0001M + 0.740%), 10/25/2032 | | | | | 57,238 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 2.392%, (US0001M + 0.600%), 07/25/2033 | | | | | 104,874 | | | | | | 0.0 | | |
3,750,000 (1) | | | CIFC Funding 2013-2A A1LR, 3.213%, (US0003M + 1.210%), 10/18/2030 | | | | | 3,749,996 | | | | | | 0.1 | | |
3,000,000 (1) | | | CIFC Funding 2017-2A C, 4.316%, (US0003M + 2.350%), 04/20/2030 | | | | | 2,965,467 | | | | | | 0.1 | | |
4,000,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 3.238%, (US0003M + 1.330%), 01/16/2033 | | | | | 3,999,960 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,766,000 (1) | | | Cole Park CLO Ltd. 2015-1A CR, 3.966%, (US0003M + 2.000%), 10/20/2028 | | | | $ | 2,757,923 | | | | | | 0.1 | | |
128,803 | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 1.962%, (US0001M + 0.170%), 06/25/2037 | | | | | 128,984 | | | | | | 0.0 | | |
6,381,542 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 1.942%, (US0001M + 0.150%), 10/25/2036 | | | | | 5,701,176 | | | | | | 0.2 | | |
945,250 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 981,215 | | | | | | 0.0 | | |
497,500 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 510,850 | | | | | | 0.0 | | |
12,160,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 3.211%, (US0003M + 1.210%), 10/15/2030 | | | | | 12,159,939 | | | | | | 0.3 | | |
1,389,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,438,355 | | | | | | 0.0 | | |
1,200,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 3.021%, (US0003M + 1.020%), 04/15/2031 | | | | | 1,193,706 | | | | | | 0.0 | | |
8,610,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 3.351%, (US0003M + 1.350%), 04/15/2028 | | | | | 8,538,657 | | | | | | 0.3 | | |
7,460,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.110%, (US0003M + 1.200%), 08/15/2030 | | | | | 7,460,075 | | | | | | 0.2 | | |
3,662,325 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,802,150 | | | | | | 0.1 | | |
4,250,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.156%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,243,349 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,100,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 3.191%, (US0003M + 1.190%), 10/15/2030 | | | | $ | 2,096,558 | | | | | | 0.1 | | |
124,025 | | | GSAMP Trust 2007-FM1 A2A, 1.862%, (US0001M + 0.070%), 12/25/2036 | | | | | 71,732 | | | | | | 0.0 | | |
2,369,665 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 2,445,952 | | | | | | 0.1 | | |
2,000,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 3.966%, (US0003M + 2.000%), 10/20/2027 | | | | | 1,951,408 | | | | | | 0.1 | | |
1,600,000 (1) | | | Jersey Mike’s Funding 2019-1A A2, 4.433%, 02/15/2050 | | | | | 1,603,573 | | | | | | 0.0 | | |
4,300,000 (1)(8) | | | KKR CLO 21 A Ltd., 3.001%, (US0003M + 1.000%), 04/15/2031 | | | | | 4,225,180 | | | | | | 0.1 | | |
10,000,000 (1) | | | LCM 26A A2 Ltd., 3.216%, (US0003M + 1.250%), 01/20/2031 | | | | | 9,832,300 | | | | | | 0.3 | | |
1,308,000 (1) | | | LCM XIV L.P. 14A AR, 3.006%, (US0003M + 1.040%), 07/20/2031 | | | | | 1,293,073 | | | | | | 0.0 | | |
6,690,000 (1) | | | LCM XXIII Ltd. 23A A1, 3.366%, (US0003M + 1.400%), 10/20/2029 | | | | | 6,690,027 | | | | | | 0.2 | | |
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 2.352%, (US0001M + 0.560%), 10/25/2034 | | | | | 56,941 | | | | | | 0.0 | | |
2,120,000 (1) | | | Madison Park Funding XV Ltd. 2014-15A B1R, 4.136%, (US0003M + 2.200%), 01/27/2026 | | | | | 2,120,174 | | | | | | 0.1 | | |
1,500,000 (1) | | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 1,509,788 | | | | | | 0.0 | | |
1,750,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,773,680 | | | | | | 0.1 | | |
2,574,828 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,645,744 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,500,000 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | $ | 1,530,692 | | | | | | 0.0 | | |
3,118,403 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 3,177,336 | | | | | | 0.1 | | |
2,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 4.590%, (US0003M + 2.450%), 10/16/2032 | | | | | 2,001,046 | | | | | | 0.1 | | |
4,510,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.286%, (US0003M + 1.320%), 03/17/2030 | | | | | 4,520,932 | | | | | | 0.1 | | |
3,000,000 (1) | | | Octagon Investment Partners Ltd. 2017-1A A2, 3.351%, (US0003M + 1.350%), 07/15/2029 | | | | | 2,968,431 | | | | | | 0.1 | | |
2,250,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.376%, (US0003M + 1.375%), 07/15/2029 | | | | | 2,213,152 | | | | | | 0.1 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.316%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,933,044 | | | | | | 0.1 | | |
8,000,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 3.191%, (US0003M + 1.340%), 11/15/2032 | | | | | 7,999,992 | | | | | | 0.2 | | |
1,375,000 (1) | | | Palmer Square CLO 2015-2A A1AR Ltd., 3.236%, (US0003M + 1.270%), 07/20/2030 | | | | | 1,375,410 | | | | | | 0.0 | | |
4,070,000 (1) | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.316%, (US0003M + 1.350%), 07/20/2030 | | | | | 4,069,971 | | | | | | 0.1 | | |
3,000,000 (1) | | | Palmer Square CLO 2018-1A A1 Ltd., 3.033%, (US0003M + 1.030%), 04/18/2031 | | | | | 2,986,707 | | | | | | 0.1 | | |
5,700,000 (1) | | | Palmer Square Loan Funding 2017-1A C Ltd., 4.801%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,702,827 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,000,000 (1) | | | Palmer Square Loan Funding 2018-1A C Ltd., 3.851%, (US0003M + 1.850%), 04/15/2026 | | | | $ | 1,939,028 | | | | | | 0.1 | | |
900,000 (1)(8) | | | Palmer Square Loan Funding 2018-2A C Ltd., 3.951%, (US0003M + 1.950%), 07/15/2026 | | | | | 873,741 | | | | | | 0.0 | | |
1,748,759 | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 2.872%, (US0001M + 1.080%), 03/25/2035 | | | | | 1,753,904 | | | | | | 0.0 | | |
4,375,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,453,306 | | | | | | 0.1 | | |
1,500,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,535,720 | | | | | | 0.1 | | |
3,200,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,299,984 | | | | | | 0.1 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 1,027,312 | | | | | | 0.0 | | |
2,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 3.308%, (US0003M + 1.400%), 01/15/2033 | | | | | 2,060,000 | | | | | | 0.1 | | |
1,936,556 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,083,922 | | | | | | 0.1 | | |
1,782,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,919,739 | | | | | | 0.1 | | |
5,500,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,482,302 | | | | | | 0.2 | | |
2,400,000 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.233%, (US0003M + 1.230%), 10/18/2030 | | | | | 2,391,082 | | | | | | 0.0 | | |
9,500,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.099%, (US0003M + 1.190%), 11/01/2031 | | | | | 9,490,661 | | | | | | 0.3 | | |
1,500,000 (1)(4) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 1,530,419 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,666,000 (1) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | $ | 1,685,492 | | | | | | 0.0 | | |
2,453,961 | | | Other Securities | | | | | 2,487,751 | | | | | | 0.1 | | |
| | | | | | | | 256,304,256 | | | | | | 7.3 | | |
| | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
1,250,000 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,255,712 | | | | | | 0.0 | | |
1,800,000 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,840,248 | | | | | | 0.1 | | |
1,057,207 (1) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 1,063,994 | | | | | | 0.0 | | |
1,492,549 (1) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 1,504,341 | | | | | | 0.0 | | |
363,714 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 367,452 | | | | | | 0.0 | | |
750,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 3.340%, (US0001M + 1.600%), 10/15/2031 | | | | | 765,492 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,037,548 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,469,975 | | | | | | 0.0 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,501,525 | | | | | | 0.1 | | |
146,914 (1) | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 147,004 | | | | | | 0.0 | | |
2,500,000 (1)(4) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,549,647 | | | | | | 0.1 | | |
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,139,791 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | $ | 2,232,297 | | | | | | 0.1 | | |
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 5,101,184 | | | | | | 0.1 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,041,951 | | | | | | 0.0 | | |
| | | | | | | | 25,018,161 | | | | | | 0.7 | | |
| | | Total Asset-Backed Securities (Cost $297,160,982) | | | | | 298,959,398 | | | | | | 8.5 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.9% | | |||||||||||||||
12,747,569 (4)(5) | | | BANK 2019-BNK16 XA, 0.967%, 02/15/2052 | | | | | 893,276 | | | | | | 0.0 | | |
3,120,000 | | | BANK 2019-BNK17 A4, 3.714%, 04/15/2052 | | | | | 3,392,642 | | | | | | 0.1 | | |
1,870,000 | | | BANK 2019-BNK18 A4, 3.584%, 05/15/2062 | | | | | 2,016,624 | | | | | | 0.1 | | |
2,600,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 2,362,717 | | | | | | 0.1 | | |
3,360,000 (4) | | | Bank 2019-BNK19 C, 4.035%, 08/15/2061 | | | | | 3,528,187 | | | | | | 0.1 | | |
51,245,858 (4)(5) | | | Bank 2019-BNK19 XA, 0.965%, 08/15/2061 | | | | | 3,922,553 | | | | | | 0.1 | | |
22,800,000 (1)(4)(5) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 755,772 | | | | | | 0.0 | | |
3,940,000 | | | Benchmark 2019-B11 A5 Mortgage Trust, 3.542%, 05/15/2052 | | | | | 4,237,677 | | | | | | 0.1 | | |
27,834,515 (4)(5) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.069%, 08/15/2052 | | | | | 2,080,349 | | | | | | 0.1 | | |
4,530,000 | | | Benchmark 2019-B13 A4 Mortgage Trust, 2.952%, 08/15/2057 | | | | | 4,649,567 | | | | | | 0.1 | | |
19,692,628 (4)(5) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.047%, 03/15/2052 | | | | | 1,555,192 | | | | | | 0.1 | | |
3,690,000 (1) | | | BHP Trust 2019-BXHP D, 3.511%, (US0001M + 1.771%), 08/15/2036 | | | | | 3,674,130 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,700,000 (1) | | | BHP Trust 2019-BXHP E, 4.307%, (US0001M + 2.568%), 08/15/2036 | | | | $ | 3,689,690 | | | | | | 0.1 | | |
11,970,000 (1) | | | BX Commercial Mortgage Trust 2019-XL G, 4.040%, (US0001M + 2.300%), 10/15/2036 | | | | | 12,002,032 | | | | | | 0.3 | | |
11,970,000 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 4.390%, (US0001M + 2.650%), 10/15/2036 | | | | | 12,015,294 | | | | | | 0.3 | | |
2,520,000 (1) | | | BX Trust 2019-MMP E, 3.640%, (US0001M + 1.900%), 08/15/2036 | | | | | 2,524,807 | | | | | | 0.1 | | |
4,560,000 (1) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 4,428,371 | | | | | | 0.1 | | |
1,920,000 (1) | | | CAMB Commercial Mortgage Trust 2019-LIFE F, 4.290%, (US0001M + 2.550%), 12/15/2037 | | | | | 1,934,310 | | | | | | 0.1 | | |
20,078,723 (4)(5) | | | CD 2016-CD1 Mortgage Trust XA, 1.409%, 08/10/2049 | | | | | 1,429,015 | | | | | | 0.0 | | |
3,951,241 (1)(4) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.089%, 04/15/2044 | | | | | 3,690,405 | | | | | | 0.1 | | |
4,120,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 3,638,231 | | | | | | 0.1 | | |
35,579,994 (4)(5) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.917%, 09/15/2050 | | | | | 2,020,332 | | | | | | 0.0 | | |
58,782,956 (4)(5) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.600%, 06/10/2051 | | | | | 2,805,869 | | | | | | 0.1 | | |
2,101,000 (1)(4) | | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.067%, 11/10/2051 | | | | | 2,205,359 | | | | | | 0.1 | | |
17,048,407 (4)(5) | | | COMM 2012-CR1 XA, 1.856%, 05/15/2045 | | | | | 629,579 | | | | | | 0.0 | | |
14,184,903 (4)(5) | | | COMM 2012-CR2 XA, 1.635%, 08/15/2045 | | | | | 469,068 | | | | | | 0.0 | | |
25,143,102 (4)(5) | | | COMM 2012-CR3 XA, 1.859%, 10/15/2045 | | | | | 1,000,233 | | | | | | 0.0 | | |
65,166,000 (1)(4)(5) | | | COMM 2012-CR4 XB, 0.615%, 10/15/2045 | | | | | 1,098,712 | | | | | | 0.1 | | |
20,570,105 (4)(5) | | | COMM 2012-CR5 XA, 1.528%, 12/10/2045 | | | | | 763,416 | | | | | | 0.0 | | |
28,010,942 (1)(4)(5) | | | COMM 2012-LC4 XA, 2.103%, 12/10/2044 | | | | | 942,806 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,640,000 (4) | | | COMM 2015-CCRE26 D Mortgage Trust, 3.484%, 10/10/2048 | | | | $ | 1,550,854 | | | | | | 0.1 | | |
910,000 (4) | | | COMM 2016-COR1 C, 4.383%, 10/10/2049 | | | | | 944,078 | | | | | | 0.0 | | |
81,710,924 (4)(5) | | | COMM 2016-CR28 XA, 0.687%, 02/10/2049 | | | | | 2,560,984 | | | | | | 0.1 | | |
5,080,000 (4) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 5,577,375 | | | | | | 0.2 | | |
3,943,000 | | | CSAIL 2019-C15 A4 Commercial Mortgage Trust, 4.053%, 03/15/2052 | | | | | 4,345,315 | | | | | | 0.1 | | |
3,247,076 (1)(4) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.530%, 07/10/2044 | | | | | 3,290,337 | | | | | | 0.1 | | |
25,126,559 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.397%, 02/25/2020 | | | | | 56,490 | | | | | | 0.0 | | |
20,760,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.278%, 08/25/2020 | | | | | 577,271 | | | | | | 0.0 | | |
36,470,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.872%, 05/25/2040 | | | | | 1,535,146 | | | | | | 0.1 | | |
44,282,292 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.241%, 08/25/2022 | | | | | 1,237,708 | | | | | | 0.0 | | |
22,000,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/2041 | | | | | 1,093,121 | | | | | | 0.0 | | |
27,650,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.594%, 05/25/2041 | | | | | 1,384,947 | | | | | | 0.1 | | |
10,700,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/2041 | | | | | 652,042 | | | | | | 0.0 | | |
544,570,937 (1)(5) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 810,267 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,920,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR E, 3.290%, (US0001M + 1.550%), 07/15/2035 | | | | $ | 2,907,488 | | | | | | 0.1 | | |
7,600,000 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 D, 5.180%, 12/10/2043 | | | | | 7,774,209 | | | | | | 0.2 | | |
4,400,000 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 4,349,820 | | | | | | 0.1 | | |
2,740,000 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 G, 4.548%, 12/10/2043 | | | | | 2,684,521 | | | | | | 0.1 | | |
28,000,079 (4)(5) | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.161%, 05/10/2045 | | | | | 782,829 | | | | | | 0.0 | | |
3,070,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 2,672,890 | | | | | | 0.1 | | |
30,541,309 (4)(5) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.035%, 11/10/2046 | | | | | 1,044,311 | | | | | | 0.0 | | |
46,551,199 (4)(5) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.986%, 06/10/2047 | | | | | 1,364,010 | | | | | | 0.0 | | |
6,930,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | | | | | 6,910,696 | | | | | | 0.2 | | |
5,310,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | | | | | 5,178,895 | | | | | | 0.2 | | |
2,405,000 (1) | | | GS Mortgage Securities Corp. Trust 2018-LUAU E, 4.290%, (US0001M + 2.550%), 11/15/2032 | | | | | 2,417,696 | | | | | | 0.1 | | |
105,887,491 (4)(5) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.814%, 09/01/2052 | | | | | 6,813,532 | | | | | | 0.2 | | |
6,190,000 (1)(4) | | | Jackson Park Trust 2019-LIC F, 3.242%, 10/14/2039 | | | | | 5,344,189 | | | | | | 0.2 | | |
5,610,000 (1)(4) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.205%, 12/27/2046 | | | | | 5,342,463 | | | | | | 0.2 | | |
29,356,589 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.478%, 06/15/2045 | | | | | 649,136 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
46,089,976 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.734%, 12/15/2049 | | | | $ | 1,488,955 | | | | | | 0.0 | | |
3,720,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.892%, 01/15/2047 | | | | | 3,886,929 | | | | | | 0.1 | | |
1,560,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2014-C26 D, 3.866%, 01/15/2048 | | | | | 1,519,601 | | | | | | 0.1 | | |
2,351,278 (4)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.059%, 10/15/2048 | | | | | 85,753 | | | | | | 0.0 | | |
6,560,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 7,270,835 | | | | | | 0.2 | | |
1,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 3.740%, (US0001M + 2.000%), 05/15/2036 | | | | | 1,000,686 | | | | | | 0.0 | | |
1,892,007 (1)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.713%, 11/15/2038 | | | | | 7,383 | | | | | | 0.0 | | |
9,884,923 (1)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.713%, 11/15/2038 | | | | | 38,571 | | | | | | 0.0 | | |
2,196,000 (1)(4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.910%, 04/15/2047 | | | | | 2,304,332 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | Morgan Stanley Capital I Trust 2005-T19 G, 5.714%, 06/12/2047 | | | | | 1,006,712 | | | | | | 0.0 | | |
2,375,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | | | | | 2,434,437 | | | | | | 0.1 | | |
3,890,000 (1)(4) | | | Morgan Stanley Capital I Trust 2016-BNK2 E, 3.906%, 11/15/2049 | | | | | 3,269,603 | | | | | | 0.1 | | |
3,943,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,191,006 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,900,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | $ | 1,711,967 | | | | | | 0.0 | | |
2,920,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 2,763,886 | | | | | | 0.1 | | |
5,470,000 (1) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | | 5,089,619 | | | | | | 0.1 | | |
2,440,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | | | | | 2,381,314 | | | | | | 0.1 | | |
3,933,000 (1) | | | Shelter Growth CRE 2018-FL1 D Issuer Ltd., 4.740%, (US0001M + 3.000%), 01/15/2035 | | | | | 3,941,441 | | | | | | 0.1 | | |
30,289,190 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.083%, 12/15/2047 | | | | | 1,185,107 | | | | | | 0.0 | | |
4,580,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 5,107,853 | | | | | | 0.1 | | |
1,630,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.671%, 11/15/2044 | | | | | 1,671,818 | | | | | | 0.1 | | |
19,914,283 (1)(4)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.811%, 08/15/2045 | | | | | 718,945 | | | | | | 0.0 | | |
9,020,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.261%, 03/15/2045 | | | | | 8,710,865 | | | | | | 0.2 | | |
6,583,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 6,049,560 | | | | | | 0.2 | | |
46,734,928 (1)(4)(5) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.221%, 03/15/2048 | | | | | 1,410,839 | | | | | | 0.0 | | |
8,510,000 (4) | | | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | | | | | 8,762,530 | | | | | | 0.3 | | |
9,412,500 | | | Wells Fargo Commercial Mortgage Trust 2019-C54 A4, 3.146%, 12/15/2052 | | | | | 9,785,131 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
18,492,693 | | | Other Securities | | | | $ | 19,142,681 | | | | | | 0.5 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $276,424,003) | | | | | 279,147,194 | | | | | | 7.9 | | |
SOVEREIGN BONDS: 0.1% | | |||||||||||||||
5,365,000 | | | Other Securities | | | | | 5,386,459 | | | | | | 0.1 | | |
| | | Total Sovereign Bonds (Cost $5,365,000) | | | | | 5,386,459 | | | | | | 0.1 | | |
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Financial: 0.1% | | ||||||||||||
2,440,000 | | | Other Securities | | | | | 2,491,388 | | | | | | 0.1 | | |
| | | Total Convertible Bonds/Notes (Cost $2,425,506) | | | | | 2,491,388 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 18.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 18.5% | | ||||||||||||
8,956,637 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 90,999,434 | | | | | | 2.6 | | |
13,538,668 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 133,085,105 | | | | | | 3.8 | | |
8,007,755 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,657,773 | | | | | | 1.7 | | |
2,712,566 | | | Voya Floating Rate Fund - Class P | | | | | 25,742,250 | | | | | | 0.7 | | |
8,461,047 | | | Voya High Yield Bond Fund - Class P | | | | | 68,111,429 | | | | | | 1.9 | | |
14,310,065 | | | Voya Investment Grade Credit Fund - Class P | | | | | 159,271,027 | | | | | | 4.5 | | |
11,441,448 | | | Voya Securitized Credit Fund - Class P | | | | | 117,961,329 | | | | | | 3.3 | | |
| | | Total Mutual Funds (Cost $653,882,057) | | | | | 654,828,347 | | | | | | 18.5 | | |
| | | Total Long-Term Investments (Cost $3,441,846,451) | | | | | 3,523,566,487 | | | | | | 99.7 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.1% | | |||||||||||||||
| | | Commercial Paper: 0.5% | | ||||||||||||
950,000 (10) | | | Banco Santander S.A., 2.110%, 01/10/2020 | | | | $ | 949,581 | | | | | | 0.0 | | |
3,000,000 | | | Crown Point, 1.830%, 01/03/2020 | | | | | 2,999,550 | | | | | | 0.2 | | |
875,000 (10) | | | DBS Bank Ltd., 1.820%, 02/18/2020 | | | | | 872,870 | | | | | | 0.0 | | |
10,000,000 | | | Exelon Corp., 1.800%, 01/02/2020 | | | | | 9,999,011 | | | | | | 0.3 | | |
550,000 (10) | | | Matchpoint Finance PLC, 1.850%, 02/03/2020 | | | | | 549,068 | | | | | | 0.0 | | |
| | | Total Commercial Paper (Cost $15,370,708) | | | | | 15,370,080 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 0.4% | | ||||||||||||
950,000 (10) | | | Australia & New Zealand Banking Group Ltd., 1.900%, 03/11/2020 | | | | | 950,214 | | | | | | 0.0 | | |
850,000 (10) | | | Bank of Montreal, 1.960%, 02/26/2020 | | | | | 850,185 | | | | | | 0.0 | | |
900,000 (10) | | | Bank of Nova Scotia, 1.940%, 05/08/2020 | | | | | 899,933 | | | | | | 0.0 | | |
750,000 (10) | | | Bedford Row Funding, 1.920%, 03/13/2020 | | | | | 750,066 | | | | | | 0.0 | | |
425,000 (10) | | | BNP Paribas, 1.950%, 05/14/2020 | | | | | 425,032 | | | | | | 0.0 | | |
600,000 (10) | | | Canadian Imperial Bank of Commerce, 1.990%, 04/10/2020 | | | | | 600,611 | | | | | | 0.0 | | |
850,000 (10) | | | Citibank N.A., 1.960%, 05/01/2020 | | | | | 850,559 | | | | | | 0.0 | | |
990,000 (10) | | | Commonwealth Bank of Australia, 1.940%, 06/10/2020 | | | | | 989,998 | | | | | | 0.1 | | |
625,000 (10) | | | Crédit Industriel et Commercial, 1.990%, 04/24/2020 | | | | | 625,048 | | | | | | 0.0 | | |
750,000 (10) | | | Credit Suisse Group AG, 1.890%, 04/17/2020 | | | | | 750,336 | | | | | | 0.0 | | |
975,000 (10) | | | HSBC Bank PLC, 1.970%, 06/03/2020 | | | | | 974,997 | | | | | | 0.1 | | |
775,000 (10) | | | Mitsubishi UFJ Financial Group, Inc., 1.970%, 03/18/2020 | | | | | 775,148 | | | | | | 0.0 | | |
275,000 (10) | | | National Australia Bank Ltd., 1.890%, 02/10/2020 | | | | | 275,006 | | | | | | 0.0 | | |
825,000 (10) | | | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | | | | | 825,027 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
950,000 (10) | | | Sumitomo Mitsui Trust Holdings, Inc., 1.750%, 03/11/2020 | | | | $ | 950,278 | | | | | | 0.1 | | |
400,000 (10) | | | The Norinchukin Bank, 2.000%, 02/28/2020 | | | | | 400,108 | | | | | | 0.0 | | |
325,000 (10) | | | The Sumitomo Mitsui Financial Group, 1.930%, 06/05/2020 | | | | | 324,929 | | | | | | 0.0 | | |
625,000 (10) | | | The Sumitomo Mitsui Financial Group, 1.990%, 01/31/2020 | | | | | 625,052 | | | | | | 0.0 | | |
875,000 (10) | | | Toronto-Dominion Bank, 1.850%, 02/13/2020 | | | | | 875,025 | | | | | | 0.0 | | |
950,000 (10) | | | Toyota Motor Corp., 1.900%, 03/02/2020 | | | | | 950,240 | | | | | | 0.1 | | |
525,000 (10) | | | Westpac Banking Corp, 1.830%, 02/10/2020 | | | | | 525,042 | | | | | | 0.0 | | |
400,000 (10) | | | Westpac Banking Corp, 1.970%, 06/03/2020 | | | | | 400,015 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes (Cost $15,592,849) | | | | | 15,592,849 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 0.9% | | ||||||||||||
12,988,881 (10) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $12,990,006, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $13,248,659, due 01/25/20-10/15/60) | | | | | 12,988,881 | | | | | | 0.4 | | |
2,360,001 (10) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $2,360,208, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $2,407,415, due 01/15/20-11/15/48) | | | | | 2,360,001 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
12,988,881 (10) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $12,989,998, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $13,248,659, due 06/30/21-12/01/49) | | | | $ | 12,988,881 | | | | | | 0.4 | | |
4,170,292 (10) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $4,170,692, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,253,812, due 04/15/21-02/15/47) | | | | | 4,170,292 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $32,508,055) | | | | | 32,508,055 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Certificates of Deposit: 0.1% | | ||||||||||||
825,000 (10) | | | Deutscher Sparkassen- und Giroverband, 1.860%, 02/20/2020 | | | | | 825,263 | | | | | | 0.0 | | |
625,000 (10) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.830%, 02/13/2020 | | | | | 624,949 | | | | | | 0.1 | | |
300,000 (10) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.850%, 02/27/2020 | | | | | 299,958 | | | | | | 0.0 | | |
850,000 (10) | | | Landesbank Baden-Wurttemberg, 2.180%, 01/09/2020 | | | | | 850,107 | | | | | | 0.0 | | |
475,000 (10) | | | The Norinchukin Bank, 1.870%, 03/05/2020 | | | | | 475,017 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Certificates of Deposit (continued) | | ||||||||||||
| | | Total Certificates of Deposit (Cost $3,075,294) | | | | $ | 3,075,294 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
1,520,000 (10)(11) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.520% | | | | | 1,520,000 | | | | | | 0.0 | | |
5,118,000 (11) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 5,118,000 | | | | | | 0.2 | | |
688,000 (10)(11) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | | | | | 688,000 | | | | | | 0.0 | | ��� |
| | | Total Mutual Funds (Cost $7,326,000) | | | | | 7,326,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $73,872,906) | | | | | 73,872,278 | | | | | | 2.1 | | |
| | | Total Investments in Securities (Cost $3,515,719,357) | | | | $ | 3,597,438,765 | | | | | | 101.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (62,359,585) | | | | | | (1.8) | | |
| | | Net Assets | | | | $ | 3,535,079,180 | | | | | | 100.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
| Reference Rate Abbreviations: | | |||
| 12MTA | | | 12-month Treasury Average | |
| COF 11 | | | 11th District Costs of Funds | |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| PRIME | | | Federal Reserve Bank Prime Loan Rate | |
| US0001M | | | 1-month LIBOR | |
| US0003M | | | 3-month LIBOR | |
| US0006M | | | 6-month LIBOR | |
| US0012M | | | 12-month LIBOR | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 654,828,347 | | | | | $ | — | | | | | $ | — | | | | | $ | 654,828,347 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 843,154,075 | | | | | | — | | | | | | 843,154,075 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 675,781,147 | | | | | | — | | | | | | 675,781,147 | | |
Municipal Bonds | | | | | — | | | | | | 2,179,160 | | | | | | — | | | | | | 2,179,160 | | |
Asset-Backed Securities | | | | | — | | | | | | 298,959,398 | | | | | | — | | | | | | 298,959,398 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 670,942,912 | | | | | | — | | | | | | 670,942,912 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 279,147,194 | | | | | | — | | | | | | 279,147,194 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 2,491,388 | �� | | | | | — | | | | | | 2,491,388 | | |
Sovereign Bonds | | | | | — | | | | | | 5,386,459 | | | | | | — | | | | | | 5,386,459 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 90,696,407 | | | | | | — | | | | | | 90,696,407 | | |
Short-Term Investments | | | | | 7,326,000 | | | | | | 66,546,278 | | | | | | — | | | | | | 73,872,278 | | |
Total Investments, at fair value | | | | $ | 662,154,347 | | | | | $ | 2,935,284,418 | | | | | $ | — | | | | | $ | 3,597,438,765 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 1,125,039 | | | | | | — | | | | | | 1,125,039 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 294,764 | | | | | | — | | | | | | 294,764 | | |
Futures | | | | | 1,272,061 | | | | | | — | | | | | | — | | | | | | 1,272,061 | | |
Volatility Swaps | | | | | — | | | | | | 44,415 | | | | | | — | | | | | | 44,415 | | |
Total Assets | | | | $ | 663,426,408 | | | | | $ | 2,936,748,636 | | | | | $ | — | | | | | $ | 3,600,175,044 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,858,941) | | | | | $ | — | | | | | $ | (1,858,941) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (979,694) | | | | | | — | | | | | | (979,694) | | |
Forward Premium Swaptions | | | | | — | | | | | | (398,663) | | | | | | — | | | | | | (398,663) | | |
Futures | | | | | (7,834,219) | | | | | | — | | | | | | — | | | | | | (7,834,219) | | |
Total Liabilities | | | | $ | (7,834,219) | | | | | $ | (3,237,298) | | | | | $ | — | | | | | $ | (11,071,517) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 87,796,139 | | | | | $ | 4,488,386 | | | | | $ | (8,255,933) | | | | | $ | 6,970,842 | | | | | $ | 90,999,434 | | | | | $ | 4,488,335 | | | | | $ | (255,934) | | | | | $ | (3) | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 130,530,387 | | | | | | 6,616,443 | | | | | | (16,519,658) | | | | | | 12,457,933 | | | | | | 133,085,105 | | | | | | 6,616,367 | | | | | | (1,017,860) | | | | | | (2) | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 52,688,549 | | | | | | 2,588,021 | | | | | | — | | | | | | 4,381,203 | | | | | | 59,657,773 | | | | | | 2,588,000 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 23,997,829 | | | | | | 1,522,413 | | | | | | — | | | | | | 222,008 | | | | | | 25,742,250 | | | | | | 1,522,414 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 108,637,692 | | | | | | 4,958,337 | | | | | | (56,486,894) | | | | | | 11,002,294 | | | | | | 68,111,429 | | | | | | 4,958,197 | | | | | | (2,486,898) | | | | | | 1 | | |
Voya Investment Grade Credit Fund - Class P | | | | | 137,303,735 | | | | | | 9,524,233 | | | | | | — | | | | | | 12,443,059 | | | | | | 159,271,027 | | | | | | 6,116,364 | | | | | | — | | | | | | 3,407,704 | | |
Voya Securitized Credit Fund - Class P | | | | | 109,252,491 | | | | | | 6,449,695 | | | | | | — | | | | | | 2,259,143 | | | | | | 117,961,329 | | | | | | 6,361,954 | | | | | | — | | | | | | 87,626 | | |
| | | | $ | 650,206,822 | | | | | $ | 36,147,528 | | | | | $ | (81,262,485) | | | | | $ | 49,736,482 | | | | | $ | 654,828,347 | | | | | $ | 32,651,631 | | | | | $ | (3,760,692) | | | | | $ | 3,495,326 | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 3,151,818 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 02/07/20 | | | | $ | (41,713) | | |
USD 2,724,511 | | | HUF 804,803,708 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (7,929) | | |
USD 3,806,038 | | | MXN 73,975,523 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (85,211) | | |
USD 4,654,667 | | | ZAR 69,508,609 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (284,612) | | |
USD 1,866,148 | | | PEN 6,247,143 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (17,185) | | |
ZAR 28,977,527 | | | USD 1,954,000 | | | Barclays Bank PLC | | | 02/07/20 | | | | | 105,142 | | |
USD 4,794,293 | | | RUB 307,462,301 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (137,607) | | |
USD 1,762,000 | | | MXN 34,221,450 | | | Barclays Bank PLC | | | 02/07/20 | | | | | (38,112) | | |
USD 2,015,718 | | | CLP 1,503,272,008 | | | BNP Paribas | | | 02/07/20 | | | | | 15,658 | | |
USD 7,037,409 | | | BRL 28,353,772 | | | BNP Paribas | | | 02/07/20 | | | | | (3,292) | | |
USD 4,375,404 | | | THB 132,053,095 | | | BNP Paribas | | | 02/07/20 | | | | | (36,993) | | |
USD 4,272,595 | | | PLN 16,389,906 | | | BNP Paribas | | | 02/07/20 | | | | | (47,976) | | |
USD 1,532,284 | | | RON 6,576,921 | | | BNP Paribas | | | 02/07/20 | | | | | (6,037) | | |
USD 1,976,788 | | | TRY 11,652,583 | | | BNP Paribas | | | 02/07/20 | | | | | 35,875 | | |
USD 705,000 | | | PLN 2,726,555 | | | BNP Paribas | | | 02/07/20 | | | | | (13,752) | | |
RUB 99,044,269 | | | USD 1,539,000 | | | BNP Paribas | | | 02/07/20 | | | | | 49,736 | | |
USD 1,057,000 | | | CLP 814,282,136 | | | BNP Paribas | | | 02/07/20 | | | | | (26,379) | | |
USD 2,893,887 | | | IDR 40,777,763,110 | | | BNP Paribas | | | 02/07/20 | | | | | (45,333) | | |
USD 551,724 | | | PHP 27,883,773 | | | BNP Paribas | | | 02/07/20 | | | | | 2,188 | | |
USD 316,904 | | | ILS 1,104,142 | | | Citibank N.A. | | | 02/07/20 | | | | | (3,406) | | |
USD 3,084,104 | | | CZK 70,766,081 | | | Credit Suisse International | | | 02/07/20 | | | | | (37,539) | | |
BRL 2,936,678 | | | USD 705,000 | | | Credit Suisse International | | | 02/07/20 | | | | | 24,224 | | |
USD 1,057,000 | | | COP 3,631,048,680 | | | Goldman Sachs International | | | 02/07/20 | | | | | (46,131) | | |
USD 4,085,408 | | | COP 13,607,964,093 | | | Goldman Sachs International | | | 02/07/20 | | | | | (48,759) | | |
SGD 305,095 | | | USD 225,048 | | | Goldman Sachs International | | | 02/07/20 | | | | | 1,860 | | |
PHP 107,627,840 | | | USD 2,122,000 | | | JPMorgan Chase Bank N.A. | | | 02/07/20 | | | | | (860) | | |
USD 2,888,353 | | | IDR 40,777,763,110 | | | JPMorgan Chase Bank N.A. | | | 02/07/20 | | | | | (50,868) | | |
COP 4,750,024,140 | | | USD 1,383,000 | | | JPMorgan Chase Bank N.A. | | | 02/07/20 | | | | | 60,081 | | |
| | | | | | | | | | | | | $ | (684,930) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 392 | | | | | | 03/20/20 | | | | | $ | 50,341,375 | | | | | $ | (409,764) | | |
U.S. Treasury 2-Year Note | | | | | 213 | | | | | | 03/31/20 | | | | | | 45,901,500 | | | | | | 818 | | |
U.S. Treasury 5-Year Note | | | | | 1,228 | | | | | | 03/31/20 | | | | | | 145,652,312 | | | | | | (431,131) | | |
U.S. Treasury Long Bond | | | | | 678 | | | | | | 03/20/20 | | | | | | 105,704,438 | | | | | | (1,914,521) | | |
U.S. Treasury Ultra Long Bond | | | | | 1,079 | | | | | | 03/20/20 | | | | | | 196,007,094 | | | | | | (5,078,803) | | |
| | | | | | | | | | | | | | | | $ | 543,606,719 | | | | | $ | (7,833,401) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (755) | | | | | | 03/20/20 | | | | | | (106,230,859) | | | | | | 1,271,243 | | |
| | | | | | | | | | | | | | | | $ | (106,230,859) | | | | | $ | 1,271,243 | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
CDX North American High Yield Index, Series 33, Version 2 | | | Buy | | | | | 5.000 | | | | 12/20/24 | | | | | USD 90,884,970 | | | | | $ | (8,755,403) | | | | | $ | (1,627,476) | | |
iTraxx Cross-over Index, Series 32, Version 1 | | | Buy | | | | | (5.000) | | | | 12/20/24 | | | | | EUR 71,747,000 | | | | | | (10,966,145) | | | | | | (231,465) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (19,721,548) | | | | | $ | (1,858,941) | | |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.623% | | | | Semi-Annual | | | | | 09/13/29 | | | | USD 48,229,000 | | | | $ | 1,125,039 | | | | | $ | 1,125,039 | | |
| | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,125,039 | | | | | $ | 1,125,039 | | |
Pay/Receive Volatility(1) | | | Reference Entity | | | Volatility Strike Rate | | | Counterparty | | | Maturity Date | | | Currency | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | | |||||||||||||||||
Receive | | | USD vs. CAD Spot Exchange Rate | | | | | 4.140% | | | | Barclays Bank PLC | | | 01/17/20 | | | | | USD | | | | | | 140,000 | | | | | $ | 35,947 | | | | | $ | 35,947 | | | | | |
Receive | | | USD vs. CAD Spot Exchange Rate | | | | | 4.125% | | | | Citibank N.A. | | | 01/10/20 | | | | | USD | | | | | | 140,000 | | | | | | 3,450 | | | | | | 3,450 | | | | | |
Receive | | | USD vs. CAD Spot Exchange Rate | | | | | 4.060% | | | | Societe Generale | | | 01/10/20 | | | | | USD | | | | | | 56,000 | | | | | | 5,018 | | | | | | 5,018 | | | | ||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 44,415 | | | | | $ | 44,415 | | | | ||
|
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | USD 51,105,000 | | | | $ | 2,621,686 | | | | | $ | (86,977) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 4.960% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/29/20 | | | | USD 90,642,000 | | | | | 4,491,311 | | | | | | (8,107) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/27/20 | | | | USD 93,680,000 | | | | | 4,960,356 | | | | | | (303,579) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 12,073,353 | | | | | $ | (398,663) | | |
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 | | | | $ | 294,764 | | |
Foreign exchange contracts | | | Unrealized appreciation on OTC swap agreements | | | | | 44,415 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 1,272,061 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 1,125,039 | | |
Total Asset Derivatives | | | | | | | $ | 2,736,279 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 979,694 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 7,834,219 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,858,941 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 398,663 | | |
Total Liability Derivatives | | | | | | | $ | 11,071,517 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (5,256,416) | | | | | $ | — | | | | | $ | (5,256,416) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (994,235) | | | | | | — | | | | | | — | | | | | | (994,235) | | |
Foreign exchange contracts | | | | | — | | | | | | (104,867) | | | | | | — | | | | | | — | | | | | | — | | | | | | (104,867) | | |
Interest rate contracts | | | | | (2,526,432) | | | | | | — | | | | | | 33,150,562 | | | | | | 4,504,160 | | | | | | (6,411,164) | | | | | | 28,717,126 | | |
Total | | | | $ | (2,526,432) | | | | | $ | (104,867) | | | | | $ | 32,156,327 | | | | | $ | (752,256) | | | | | $ | (6,411,164) | | | | | $ | 22,361,608 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (279,134) | | | | | $ | (279,134) | | |
Foreign exchange contracts | | | | | — | | | | | | (398,799) | | | | | | — | | | | | | 44,415 | | | | | | (354,384) | | |
Interest rate contracts | | | | | (3,367,871) | | | | | | — | | | | | | (12,234,434) | | | | | | 2,358,185 | | | | | | (13,244,120) | | |
Total | | | | $ | (3,367,871) | | | | | $ | (398,799) | | | | | $ | (12,234,434) | | | | | $ | 2,123,466 | | | | | $ | (13,877,638) | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Societe Generale | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 105,142 | | | | | $ | 103,457 | | | | | $ | — | | | | | $ | 24,224 | | | | | $ | 1,860 | | | | | $ | 60,081 | | | | | $ | — | | | | | $ | — | | | | | $ | 294,764 | | |
Volatility swaps | | | | | 35,947 | | | | | | — | | | | | | 3,450 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 5,018 | | | | | | 44,415 | | |
Total Assets | | | | $ | 141,089 | | | | | $ | 103,457 | | | | | $ | 3,450 | | | | | $ | 24,224 | | | | | $ | 1,860 | | | | | $ | 60,081 | | | | | $ | — | | | | | $ | 5,018 | | | | | $ | 339,179 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 612,369 | | | | | $ | 179,762 | | | | | $ | 3,406 | | | | | $ | 37,539 | | | | | $ | 94,890 | | | | | $ | 51,728 | | | | | $ | — | | | | | $ | — | | | | | $ | 979,694 | | |
Forward premium swaptions | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 86,977 | | | | | | — | | | | | | 311,686 | | | | | | — | | | | | | 398,663 | | |
Total Liabilities | | | | $ | 612,369 | | | | | $ | 179,762 | | | | | $ | 3,406 | | | | | $ | 37,539 | | | | | $ | 181,867 | | | | | $ | 51,728 | | | | | $ | 311,686 | | | | | $ | — | | | | | $ | 1,378,357 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (471,280) | | | | | $ | (76,305) | | | | | $ | 44 | | | | | $ | (13,315) | | | | | $ | (180,007) | | | | | $ | 8,353 | | | | | $ | (311,686) | | | | | $ | 5,018 | | | | | | (1,039,178) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | 410,000 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 410,000 | | |
Net Exposure(1) | | | | $ | (61,280) | | | | | $ | (76,305) | | | | | $ | 44 | | | | | $ | (13,315) | | | | | $ | (180,007) | | | | | $ | 8,353 | | | | | $ | (311,686) | | | | | $ | 5,018 | | | | | $ | (629,178) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2019 (continued) |
| Gross Unrealized Appreciation | | | | $ | 107,611,453 | | |
| Gross Unrealized Depreciation | | | | | (28,355,505) | | |
| Net Unrealized Appreciation | | | | $ | 79,255,948 | | |
Voya Small Company Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.9% | | |||||||||||||||
| | | Communication Services: 1.9% | | ||||||||||||
217,925 (1) | | | Imax Corp. | | | | $ | 4,452,208 | | | | | | 0.8 | | |
499,944 (2) | | | Other Securities | | | | | 5,566,717 | | | | | | 1.1 | | |
| | | | | | | | 10,018,925 | | | | | | 1.9 | | |
| | | Consumer Discretionary: 11.6% | | ||||||||||||
242,987 | | | Callaway Golf Co. | | | | | 5,151,324 | | | | | | 1.0 | | |
26,006 (1) | | | Deckers Outdoor Corp. | | | | | 4,391,373 | | | | | | 0.8 | | |
31,635 (1) | | | Helen of Troy Ltd. | | | | | 5,687,657 | | | | | | 1.1 | | |
140,347 | | | La-Z-Boy, Inc. | | | | | 4,418,124 | | | | | | 0.8 | | |
965,651 (2)(3) | | | Other Securities | | | | | 41,582,315 | | | | | | 7.9 | | |
| | | | | | | | 61,230,793 | | | | | | 11.6 | | |
| | | Consumer Staples: 3.8% | | ||||||||||||
217,668 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 4,949,770 | | | | | | 0.9 | | |
313,941 (1) | | | Hostess Brands, Inc. | | | | | 4,564,702 | | | | | | 0.9 | | |
129,742 (1) | | | Performance Food Group Co. | | | | | 6,679,118 | | | | | | 1.3 | | |
76,921 (3) | | | Other Securities | | | | | 3,862,973 | | | | | | 0.7 | | |
| | | | | | | | 20,056,563 | | | | | | 3.8 | | |
| | | Energy: 3.0% | | ||||||||||||
236,127 | | | Parsley Energy, Inc. | | | | | 4,465,162 | | | | | | 0.8 | | |
354,183 (1) | | | WPX Energy, Inc. | | | | | 4,866,474 | | | | | | 0.9 | | |
853,519 (2) | | | Other Securities | | | | | 6,663,161 | | | | | | 1.3 | | |
| | | | | | | | 15,994,797 | | | | | | 3.0 | | |
| | | Financials: 18.8% | | ||||||||||||
75,750 | | | Axis Capital Holdings Ltd. | | | | | 4,502,580 | | | | | | 0.9 | | |
179,708 | | | CenterState Bank Corp. | | | | | 4,489,106 | | | | | | 0.9 | | |
130,342 | | | Columbia Banking System, Inc. | | | | | 5,302,964 | | | | | | 1.0 | | |
86,430 | | | Essent Group Ltd. | | | | | 4,493,496 | | | | | | 0.9 | | |
454,336 | | | First BanCorp. Puerto Rico | | | | | 4,811,418 | | | | | | 0.9 | | |
216,191 | | | First Financial Bancorp. | | | | | 5,499,899 | | | | | | 1.0 | | |
117,622 | | | Hancock Whitney Corp. | | | | | 5,161,253 | | | | | | 1.0 | | |
213,824 | | | OFG Bancorp | | | | | 5,048,385 | | | | | | 1.0 | | |
302,090 | | | Redwood Trust, Inc. | | | | | 4,996,569 | | | | | | 0.9 | | |
73,850 | | | Selective Insurance Group | | | | | 4,814,281 | | | | | | 0.9 | | |
80,751 | | | Stifel Financial Corp. | | | | | 4,897,548 | | | | | | 0.9 | | |
105,983 | | | WSFS Financial Corp. | | | | | 4,662,192 | | | | | | 0.9 | | |
885,817 | | | Other Securities | | | | | 40,057,793 | | | | | | 7.6 | | |
| | | | | | | | 98,737,484 | | | | | | 18.8 | | |
| | | Health Care: 14.0% | | ||||||||||||
31,492 (1) | | | Amedisys, Inc. | | | | | 5,256,645 | | | | | | 1.0 | | |
38,627 | | | Hill-Rom Holdings, Inc. | | | | | 4,385,323 | | | | | | 0.9 | | |
56,025 (1) | | | Magellan Health, Inc. | | | | | 4,383,956 | | | | | | 0.8 | | |
52,672 (1) | | | Repligen Corp. | | | | | 4,872,160 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
87,096 (1) | | | Syneos Health, Inc. | | | | $ | 5,180,035 | | | | | | 1.0 | | |
1,397,116 (2)(3) | | | Other Securities | | | | | 49,477,060 | | | | | | 9.4 | | |
| | | | | | | | 73,555,179 | | | | | | 14.0 | | |
| | | Industrials: 19.0% | | ||||||||||||
42,984 | | | Alamo Group, Inc. | | | | | 5,396,641 | | | | | | 1.0 | | |
86,816 | | | Deluxe Corp. | | | | | 4,333,855 | | | | | | 0.8 | | |
62,062 | | | EMCOR Group, Inc. | | | | | 5,355,951 | | | | | | 1.0 | | |
40,316 (1) | | | FTI Consulting, Inc. | | | | | 4,461,368 | | | | | | 0.8 | | |
56,701 (1) | | | Generac Holdings, Inc. | | | | | 5,703,554 | | | | | | 1.1 | | |
74,393 (1) | | | Huron Consulting Group, Inc. | | | | | 5,112,287 | | | | | | 1.0 | | |
47,474 | | | ICF International, Inc. | | | | | 4,349,568 | | | | | | 0.8 | | |
51,821 | | | Tetra Tech, Inc. | | | | | 4,464,897 | | | | | | 0.9 | | |
55,573 (1) | | | Trex Co., Inc. | | | | | 4,994,901 | | | | | | 1.0 | | |
74,915 | | | US Ecology, Inc. | | | | | 4,338,328 | | | | | | 0.8 | | |
44,365 | | | Watts Water Technologies, Inc. | | | | | 4,425,852 | | | | | | 0.8 | | |
42,362 | | | Woodward, Inc. | | | | | 5,017,355 | | | | | | 1.0 | | |
1,015,169 (2) | | | Other Securities | | | | | 42,049,829 | | | | | | 8.0 | | |
| | | | | | | | 100,004,386 | | | | | | 19.0 | | |
| | | Information Technology: 12.8% | | ||||||||||||
74,516 (1) | | | Cornerstone OnDemand, Inc. | | | | | 4,362,912 | | | | | | 0.8 | | |
69,693 (1) | | | Envestnet, Inc. | | | | | 4,852,723 | | | | | | 0.9 | | |
65,546 | | | j2 Global, Inc. | | | | | 6,142,316 | | | | | | 1.2 | | |
141,006 (1) | | | Onto Innovation, Inc. | | | | | 5,152,359 | | | | | | 1.0 | | |
86,247 (1) | | | Semtech Corp. | | | | | 4,562,466 | | | | | | 0.9 | | |
41,130 (1) | | | Silicon Laboratories, Inc. | | | | | 4,770,257 | | | | | | 0.9 | | |
89,510 (1) | | | Verint Systems, Inc. | | | | | 4,955,274 | | | | | | 0.9 | | |
930,981 (2) | | | Other Securities | | | | | 32,788,191 | | | | | | 6.2 | | |
| | | | | | | | 67,586,498 | | | | | | 12.8 | | |
| | | Materials: 3.2% | | ||||||||||||
77,914 | | | Sensient Technologies Corp. | | | | | 5,149,336 | | | | | | 1.0 | | |
292,334 | | | Other Securities | | | | | 11,745,941 | | | | | | 2.2 | | |
| | | | | | | | 16,895,277 | | | | | | 3.2 | | |
| | | Real Estate: 7.3% | | ||||||||||||
211,601 | | | Columbia Property Trust, Inc. | | | | | 4,424,577 | | | | | | 0.9 | | |
63,091 | | | Ryman Hospitality Properties | | | | | 5,467,466 | | | | | | 1.0 | | |
176,882 | | | STAG Industrial, Inc. | | | | | 5,584,165 | | | | | | 1.1 | | |
693,245 | | | Other Securities | | | | | 22,775,066 | | | | | | 4.3 | | |
| | | | | | | | 38,251,274 | | | | | | 7.3 | | |
| | | Utilities: 2.5% | | ||||||||||||
181,807 | | | Other Securities | | | | | 12,953,675 | | | | | | 2.5 | | |
| | | Total Common Stock (Cost $465,539,337) | | | | | 515,284,851 | | | | | | 97.9 | | |
|
Voya Small Company Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.5% | | |||||||||||||||
| | | Repurchase Agreements: 2.1% | | ||||||||||||
2,131,358 (4) | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,131,541, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $2,174,175, due 09/01/24-11/01/49) | | | | $ | 2,131,358 | | | | | | 0.4 | | |
2,777,373 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $2,777,613, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $2,832,921, due 01/25/20-10/15/60) | | | | | 2,777,373 | | | | | | 0.5 | | |
807,926 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $807,997, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $824,158, due 01/15/20-11/15/48) | | | | | 807,926 | | | | | | 0.2 | | |
2,777,373 (4) | | | Millennium Fixed Income Ltd., Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $2,777,639, collateralized by various U.S. Government Securities, 0.125%-2.250%, Market Value plus accrued interest $2,832,921, due 04/15/20-03/31/21) | | | | | 2,777,373 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,777,373 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,777,612, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,832,921, due 06/30/21-12/01/49) | | | | $ | 2,777,373 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $11,271,403) | | | | | 11,271,403 | | | | | | 2.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(4): 0.4% | | ||||||||||||
1,818,000 (4)(5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 1,818,000 | | | | | | 0.3 | | |
318,000 (4)(5) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | | | | | 318,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $2,136,000) | | | | | 2,136,000 | | | | | | 0.4 | | |
| | | Total Short-Term Investments (Cost $13,407,403) | | | | | 13,407,403 | | | | | | 2.5 | | |
| | | Total Investments in Securities (Cost $478,946,740) | | | | $ | 528,692,254 | | | | | | 100.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,887,783) | | | | | | (0.4) | | |
| | | Net Assets | | | | $ | 526,804,471 | | | | | | 100.0 | | |
Voya Small Company Portfolio | as of December 31, 2019 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 515,284,851 | | | | | $ | — | | | | | $ | — | | | | | $ | 515,284,851 | | |
Short-Term Investments | | | | | 2,136,000 | | | | | | 11,271,403 | | | | | | — | | | | | | 13,407,403 | | |
Total Investments, at fair value | | | | $ | 517,420,851 | | | | | $ | 11,271,403 | | | | | $ | — | | | | | $ | 528,692,254 | | |
| Gross Unrealized Appreciation | | | | $ | 57,280,324 | | |
| Gross Unrealized Depreciation | | | | | (17,664,678) | | |
| Net Unrealized Appreciation | | | | $ | 39,615,646 | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Balanced Portfolio | | | | |||||||||||||
Class I | | | NII | | | | $ | 0.3676 | | | | | ||||
Class S | | | NII | | | | $ | 0.3255 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.6149 | | | | | ||||
Voya Global Equity Portfolio | | | | |||||||||||||
Class ADV | | | NII | | | | $ | 0.2368 | | | | | ||||
Class I | | | NII | | | | $ | 0.2891 | | | | | ||||
Class S | | | NII | | | | $ | 0.2640 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.2455 | | | | | ||||
Class T | | | NII | | | | $ | 0.1717 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.5219 | | | | | ||||
Voya Government Money Market Portfolio | | | | |||||||||||||
Class I | | | NII | | | | $ | 0.0187 | | | | | ||||
Class I | | | STCG | | | | $ | 0.0007 | | | | | ||||
Voya Growth and Income Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.3440 | | | | | ||||
Class I | | | NII | | | | $ | 0.4774 | | | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Growth and Income Portfolio (continued) | | |||||||||
Class S | | | NII | | | | $ | 0.4026 | | |
Class S2 | | | NII | | | | $ | 0.3200 | | |
All Classes | | | STCG | | | | $ | 0.0022 | | |
All Classes | | | LTCG | | | | $ | 2.9098 | | |
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3678 | | |
Class I | | | NII | | | | $ | 0.4359 | | |
Class S | | | NII | | | | $ | 0.4012 | | |
Class S2 | | | NII | | | | $ | 0.3806 | | |
All Classes | | | STCG | | | | $ | 0.0155 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0004 | | |
Class I | | | NII | | | | $ | 0.0738 | | |
Class R6 | | | NII | | | | $ | 0.0738 | | |
Class S | | | NII | | | | $ | 0.0230 | | |
All Classes | | | STCG | | | | $ | 0.5381 | | |
All Classes | | | LTCG | | | | $ | 1.9470 | | |
| Voya Balanced Portfolio | | | | | 22.43% | | |
| Voya Global Equity Portfolio | | | | | 56.85% | | |
| Voya Growth and Income Portfolio | | | | | 99.88% | | |
| Voya Small Company Portfolio | | | | | 28.73% | | |
| Voya Balanced Portfolio | | | | $ | 14,753,234 | | |
| Voya Global Equity Portfolio | | | | $ | 28,703,568 | | |
| Voya Growth and Income Portfolio | | | | $ | 308,615,727 | | |
| Voya Small Company Portfolio | | | | $ | 56,993,831 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees*: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Director/ Trustee Chairperson | | | May 2013 – Present January 2020 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 146 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Director/Trustee | | | May 2013 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 146 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 146 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Fund (22 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 69 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 146 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 146 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 146 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Director/Trustee | | | October 2015 – Present | | | Retired. | | | 146 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Director/Trustee who is an “interested person”: | | |||||||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 46 | | | Director/Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 146 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 51 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Chief Financial Officer, Voya Investments Distributor, LLC (September 2019 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 46 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018-Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 69 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 61 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 49 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 43 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Secretary | | | January 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 38 | | | Assistant Secretary | | | January 2020 – Present | | | Vice President and Counsel, Voya Investment Management – Mutual Fund Legal Department (January 2013 – Present). | |
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
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Directors has determined that Colleen D. Baldwin, Martin J. Gavin, and Joseph E. Obermeyer are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, and Mr. Obermeyer are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $7,467 for the year ended December 31, 2019 and $7,469 for the year ended December 31, 2018. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for the year ended December 31, 2019 and $2,700 for the year ended December 31, 2018. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $4,908 for the year ended December 31, 2019 and $5,572 for the year ended December 31, 2018. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $133 for the year ended December 31, 2019 and $0 for the year ended December 31, 2018. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out onExhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult
outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 16, 2018
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fee Range |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre- Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $565 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed | |
$5,000 per course | |||
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre- Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C,continued
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Tax and technology training sessions | √ | Not to exceed $5,000 per course during the Pre- Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre- Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year- end reporting for 1099’s and similar routine tax consultations as requested. | √ | Not to exceed $120,000 during the Pre- Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2019 through December 31, 2019
Service | The Fund(s) | Fund Affiliates | Fee Range |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre- Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians) | √ | √ | Not to exceed $5,700 per Fund during the Pre- |
Approval | |||
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | Period | ||
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre- Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2019 to December 31, 2019
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS, INC.
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee. |
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable. |
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended December 31, 2019 and December 31, 2018; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2019 | 2018 | ||||||
Voya Balanced Portfolio, Inc. | $ | 5,041 | $ | 8,272 | ||||
Voya Investments, LLC (1) | $ | 107,750 | $ | 38,950 |
(1) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with |
the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Report of Independent Registered Public Accounting Firm
To the Shareholders of the Fund and Board of Directors
Voya Balanced Portfolio, Inc.:
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya Balanced Portfolio (the “Fund”), a series of Voya Balanced Portfolio, Inc., including the summary portfolio of investments, as of December 31, 2019, the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended and the related notes (collectively, the “financial statements”) the financial highlights for each of the years in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolio of investments as of December 31, 2019 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements, financial highlights, and portfolio of investments present fairly, in all material respects, the financial position of the Fund as of December 31, 2019, the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements, financial highlights, and portfolio of investments are the responsibility of the Fund’s management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolio of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolio of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights, and portfolio of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights, and portfolio of investments. Such procedures also included confirmation of securities owned as of December 31, 2019, by correspondence with the custodian and brokers or by other appropriate auditing procedures when replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more Voya investment companies since 1975.
Boston, Massachusetts
February 26, 2020
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 48.5% | |||||||||||
Communication Services: 4.2% | |||||||||||
3,038(1) | Alphabet, Inc. - Class A | $ | 4,069,067 | 1.1 | |||||||
20,800(1) | Altice USA, Inc. | 568,672 | 0.1 | ||||||||
7,691(1) | AMC Networks, Inc. | 303,794 | 0.1 | ||||||||
50,629 | AT&T, Inc. | 1,978,581 | 0.5 | ||||||||
12,615(2) | Auto Trader Group PLC | 99,623 | 0.1 | ||||||||
27,502 | BT Group PLC | 70,081 | 0.0 | ||||||||
1,719 | Cinemark Holdings, Inc. | 58,188 | 0.0 | ||||||||
39,143 | Comcast Corp. – Class A | 1,760,261 | 0.5 | ||||||||
11,703(1) | Facebook, Inc. - Class A | 2,402,041 | 0.6 | ||||||||
5,574 | Fox Corp. - Class A | 206,628 | 0.0 | ||||||||
5,600 | Hakuhodo DY Holdings, Inc. | 90,110 | 0.0 | ||||||||
37,000 | HKT Trust / HKT Ltd. | 52,143 | 0.0 | ||||||||
9,302 | Interpublic Group of Cos., Inc. | 214,876 | 0.1 | ||||||||
2,800 | KDDI Corp. | 83,542 | 0.0 | ||||||||
1,200 | Konami Holdings Corp. | 49,311 | 0.0 | ||||||||
46,884 | Koninklijke KPN NV | 138,748 | 0.1 | ||||||||
9,244(1) | Liberty Global PLC - Class A | 210,209 | 0.1 | ||||||||
4,211(1) | Live Nation Entertainment, Inc. | 300,960 | 0.1 | ||||||||
465(3) | Meredith Corp. | 15,098 | 0.0 | ||||||||
4,200(1) | Nexon Co. Ltd. | 55,714 | 0.0 | ||||||||
2,780 | Omnicom Group | 225,236 | 0.1 | ||||||||
14,498(1) | Orange SA | 213,067 | 0.1 | ||||||||
8,108 | Pearson PLC | 68,498 | 0.0 | ||||||||
951 | Publicis Groupe | 43,120 | 0.0 | ||||||||
1,689 | Schibsted ASA - Class B | 48,267 | 0.0 | ||||||||
7,926 | Sinclair Broadcast Group, Inc. | 264,253 | 0.1 | ||||||||
1,600 | SoftBank Group Corp. | 69,467 | 0.0 | ||||||||
25,942 | Spark New Zealand Ltd. | 75,647 | 0.0 | ||||||||
8,937 | Telefonica S.A. | 62,498 | 0.0 | ||||||||
1,633 | Telephone & Data Systems, Inc. | 41,527 | 0.0 | ||||||||
1,524 | TripAdvisor, Inc. | 46,299 | 0.0 | ||||||||
11,515 | Verizon Communications, Inc. | 707,021 | 0.2 | ||||||||
99,105 | Vodafone Group PLC | 192,401 | 0.1 | ||||||||
3,563 | Walt Disney Co. | 515,317 | 0.1 | ||||||||
229(3) | World Wrestling Entertainment, Inc. | 14,855 | 0.0 | ||||||||
7,342(1) | Yelp, Inc. | 255,722 | 0.1 | ||||||||
15,570,842 | 4.2 | ||||||||||
Consumer Discretionary: 4.9% | |||||||||||
628 | Aarons, Inc. | 35,865 | 0.0 | ||||||||
585 | Adidas AG | 190,166 | 0.1 | ||||||||
941(1) | Adtalem Global Education, Inc. | 32,907 | 0.0 | ||||||||
2,043(1) | Amazon.com, Inc. | 3,775,137 | 1.0 | ||||||||
2,778 | American Eagle Outfitters, Inc. | 40,837 | 0.0 | ||||||||
680(1) | Autozone, Inc. | 810,091 | 0.2 | ||||||||
6,780 | Barratt Developments PLC | 67,132 | 0.0 | ||||||||
1,097(3) | Bed Bath & Beyond, Inc. | 18,978 | 0.0 | ||||||||
1,600 | Benesse Holdings, Inc. | 42,056 | 0.0 | ||||||||
476(1) | Booking Holdings, Inc. | 977,575 | 0.3 | ||||||||
325 | BorgWarner, Inc. | 14,098 | 0.0 | ||||||||
1,054 | Boyd Gaming Corp. | 31,557 | 0.0 | ||||||||
1,345 | Brunswick Corp. | 80,673 | 0.0 | ||||||||
1,433(1) | Caesars Entertainment Corp. | 19,489 | 0.0 | ||||||||
411(3) | Cheesecake Factory | 15,971 | 0.0 | ||||||||
1,313 | Cie Generale des Etablissements Michelin SCA | 161,577 | 0.1 | ||||||||
2,547 | Compass Group PLC | 63,833 | 0.0 | ||||||||
131(3) | Cracker Barrel Old Country Store, Inc. | 20,140 | 0.0 | ||||||||
4,275 | Dana, Inc. | 77,805 | 0.0 | ||||||||
3,372 | Darden Restaurants, Inc. | 367,582 | 0.1 | ||||||||
2,403(1) | Deckers Outdoor Corp. | 405,771 | 0.1 | ||||||||
1,544 | Delphi Technologies PLC | 19,809 | 0.0 | ||||||||
1,153(3) | Dick's Sporting Goods, Inc. | 57,062 | 0.0 | ||||||||
514 | Domino's Pizza, Inc. | 151,003 | 0.1 | ||||||||
518(1),(3) | Eldorado Resorts, Inc. | 30,893 | 0.0 | ||||||||
1,061(1) | Etsy, Inc. | 47,002 | 0.0 | ||||||||
4,747 | Expedia Group, Inc. | 513,341 | 0.2 | ||||||||
753 | Faurecia SE | 40,879 | 0.0 | ||||||||
9,063 | Fiat Chrysler Automobiles NV | 134,373 | 0.1 | ||||||||
379(1) | Five Below, Inc. | 48,459 | 0.0 | ||||||||
1,304 | Foot Locker, Inc. | 50,843 | 0.0 | ||||||||
2,901 | Gentex Corp. | 84,071 | 0.0 | ||||||||
134,800 | Genting Singapore Ltd. | 92,310 | 0.0 | ||||||||
128(1) | Helen of Troy Ltd. | 23,013 | 0.0 | ||||||||
57 | Hermes International | 42,699 | 0.0 | ||||||||
400 | Hikari Tsushin, Inc. | 100,519 | 0.0 | ||||||||
3,181 | Hilton Worldwide Holdings, Inc. | 352,805 | 0.1 | ||||||||
5,676 | Home Depot, Inc. | 1,239,525 | 0.3 | ||||||||
469 | Jack in the Box, Inc. | 36,596 | 0.0 | ||||||||
2,144 | KB Home | 73,475 | 0.0 | ||||||||
342 | Kering SA | 225,350 | 0.1 | ||||||||
261 | Lear Corp. | 35,809 | 0.0 | ||||||||
878 | LVMH Moet Hennessy Louis Vuitton SE | 409,109 | 0.1 | ||||||||
1,181 | McDonald's Corp. | 233,377 | 0.1 | ||||||||
1,100 | McDonald's Holdings Co. Japan Ltd. | 52,997 | 0.0 | ||||||||
13,047(1) | Norwegian Cruise Line Holdings Ltd. | 762,075 | 0.2 | ||||||||
12(1) | NVR, Inc. | 45,701 | 0.0 | ||||||||
286(1),(3) | Ollie's Bargain Outlet Holdings, Inc. | 18,679 | 0.0 | ||||||||
1,109(1) | O'Reilly Automotive, Inc. | 486,030 | 0.1 | ||||||||
1,659(1) | Penn National Gaming, Inc. | 42,404 | 0.0 | ||||||||
1,670 | Persimmon PLC | 59,651 | 0.0 | ||||||||
8,400 | Peugeot S.A. | 202,249 | 0.1 | ||||||||
152 | Pool Corp. | 32,282 | 0.0 | ||||||||
611 | Pulte Group, Inc. | 23,707 | 0.0 | ||||||||
2,854 | Ralph Lauren Corp. | 334,546 | 0.1 | ||||||||
1,109 | Renault S.A. | 52,664 | 0.0 | ||||||||
6,461 | Ross Stores, Inc. | 752,190 | 0.2 | ||||||||
1,336(1) | Sally Beauty Holdings, Inc. | 24,382 | 0.0 | ||||||||
2,200 | Sankyo Co., Ltd. | 73,068 | 0.0 | ||||||||
4,400 | Sekisui House Ltd. | 93,961 | 0.0 |
See Accompanying Notes to Financial Statements
1
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Consumer Discretionary: (continued) | |||||||||||
2,856 | Service Corp. International | 131,462 | 0.0 | ||||||||
471 | Six Flags Entertainment Corp. | 21,247 | 0.0 | ||||||||
1,577(1) | Skechers USA, Inc. | 68,111 | 0.0 | ||||||||
3,600 | Sony Corp. | 244,432 | 0.1 | ||||||||
2,000 | Stanley Electric Co., Ltd. | 57,763 | 0.0 | ||||||||
14,516 | Starbucks Corp. | 1,276,247 | 0.4 | ||||||||
4,383 | Target Corp. | 561,944 | 0.2 | ||||||||
37,083 | Taylor Wimpey PLC | 95,084 | 0.0 | ||||||||
166(1) | Tempur Sealy International, Inc. | 14,452 | 0.0 | ||||||||
1,016 | Toll Brothers, Inc. | 40,142 | 0.0 | ||||||||
1,600 | Toyota Motor Corp. | 112,738 | 0.1 | ||||||||
2,497 | Tractor Supply Co. | 233,320 | 0.1 | ||||||||
1,921 | Wendy's Company | 42,665 | 0.0 | ||||||||
2,943 | Wesfarmers Ltd. | 85,529 | 0.0 | ||||||||
407 | Williams-Sonoma, Inc. | 29,890 | 0.0 | ||||||||
10,035 | Wyndham Destinations, Inc. | 518,709 | 0.2 | ||||||||
8,400 | Yamada Denki Co., Ltd. | 44,571 | 0.0 | ||||||||
2,366 | Yum! Brands, Inc. | 238,327 | 0.1 | ||||||||
18,164,781 | 4.9 | ||||||||||
Consumer Staples: 3.7% | |||||||||||
17,700 | Altria Group, Inc. | 883,407 | 0.2 | ||||||||
1,600 | Asahi Group Holdings, Ltd. | 72,993 | 0.0 | ||||||||
414 | Beiersdorf AG | 49,527 | 0.0 | ||||||||
2,315(1) | BJ's Wholesale Club Holdings, Inc. | 52,643 | 0.0 | ||||||||
5,870 | British American Tobacco PLC | 249,489 | 0.1 | ||||||||
1,200 | Carlsberg A/S | 179,083 | 0.1 | ||||||||
6,349 | Coca-Cola Co. | 351,417 | 0.1 | ||||||||
2,851 | Coca-Cola European Partners PLC - USD | 145,059 | 0.1 | ||||||||
827 | Danone | 68,679 | 0.0 | ||||||||
1,281 | Diageo PLC | 53,977 | 0.0 | ||||||||
5,087 | Essity AB | 163,833 | 0.0 | ||||||||
4,909 | General Mills, Inc. | 262,926 | 0.1 | ||||||||
6,347 | Hershey Co. | 932,882 | 0.3 | ||||||||
7,767 | Imperial Brands PLC | 192,159 | 0.1 | ||||||||
848 | Ingredion, Inc. | 78,822 | 0.0 | ||||||||
9,354 | Koninklijke Ahold Delhaize NV | 234,528 | 0.1 | ||||||||
100 | Lancaster Colony Corp. | 16,010 | 0.0 | ||||||||
501 | L'Oreal S.A. | 148,150 | 0.0 | ||||||||
900 | MEIJI Holdings Co., Ltd. | 60,822 | 0.0 | ||||||||
15,530 | Mondelez International, Inc. | 855,392 | 0.2 | ||||||||
5,184(1) | Monster Beverage Corp. | 329,443 | 0.1 | ||||||||
3,930 | Nestle SA | 425,483 | 0.1 | ||||||||
7,247 | Nu Skin Enterprises, Inc. | 296,982 | 0.1 | ||||||||
10,885 | Orkla ASA | 110,383 | 0.0 | ||||||||
8,373 | PepsiCo, Inc. | 1,144,338 | 0.3 | ||||||||
13,985 | Philip Morris International, Inc. | 1,189,984 | 0.3 | ||||||||
917(1) | Pilgrim's Pride Corp. | 30,000 | 0.0 | ||||||||
2,000(3) | Pola Orbis Holdings, Inc. | 47,638 | 0.0 | ||||||||
987(1) | Post Holdings, Inc. | 107,682 | 0.0 | ||||||||
20,400 | Procter & Gamble Co. | 2,547,960 | 0.7 | ||||||||
2,900 | Sundrug Co., Ltd. | 104,928 | 0.0 | ||||||||
3,584 | Swedish Match AB | 184,636 | 0.1 | ||||||||
53,723 | Tesco PLC | 181,565 | 0.1 | ||||||||
1,000 | Toyo Suisan Kaisha Ltd. | 42,466 | 0.0 | ||||||||
4,818 | Treasury Wine Estates Ltd. | 54,881 | 0.0 | ||||||||
6,989 | Tyson Foods, Inc. | 636,278 | 0.2 | ||||||||
5,100 | Unilever NV | 292,694 | 0.1 | ||||||||
6,256 | Walmart, Inc. | 743,463 | 0.2 | ||||||||
128,500(2) | WH Group Ltd. | 132,866 | 0.0 | ||||||||
31,477 | WM Morrison Supermarkets PLC | 83,306 | 0.0 | ||||||||
13,738,774 | 3.7 | ||||||||||
Energy: 2.0% | |||||||||||
732(1) | Apergy Corp. | 24,727 | 0.0 | ||||||||
16,326 | BP PLC | 102,704 | 0.0 | ||||||||
15,333 | Chevron Corp. | 1,847,780 | 0.5 | ||||||||
17,544 | ConocoPhillips | 1,140,886 | 0.3 | ||||||||
7,499 | ENI S.p.A. | 116,469 | 0.1 | ||||||||
3,302 | EOG Resources, Inc. | 276,575 | 0.1 | ||||||||
4,275 | EQT Corp. | 46,597 | 0.0 | ||||||||
3,107 | Equinor ASA | 61,961 | 0.0 | ||||||||
13,731 | Exxon Mobil Corp. | 958,149 | 0.3 | ||||||||
2,963 | Galp Energia SGPS SA | 49,743 | 0.0 | ||||||||
5,091 | HollyFrontier Corp. | 258,165 | 0.1 | ||||||||
1,724 | Lundin Petroleum AB | 58,538 | 0.0 | ||||||||
5,876 | Marathon Petroleum Corp. | 354,029 | 0.1 | ||||||||
4,681 | Neste OYJ | 162,877 | 0.0 | ||||||||
1,636 | OMV AG | 91,657 | 0.0 | ||||||||
3,502 | Patterson-UTI Energy, Inc. | 36,771 | 0.0 | ||||||||
2,030 | PBF Energy, Inc. | 63,681 | 0.0 | ||||||||
3,607 | Phillips 66 | 401,856 | 0.1 | ||||||||
12,583 | Repsol SA | 197,682 | 0.1 | ||||||||
11,927 | Royal Dutch Shell PLC - Class A | 353,211 | 0.1 | ||||||||
1,811 | Total SA | 100,494 | 0.0 | ||||||||
7,418 | Valero Energy Corp. | 694,696 | 0.2 | ||||||||
5,117 | Washington H Soul Pattinson & Co. Ltd. | 77,195 | 0.0 | ||||||||
909 | World Fuel Services Corp. | 39,469 | 0.0 | ||||||||
2,141(1) | WPX Energy, Inc. | 29,417 | 0.0 | ||||||||
7,545,329 | 2.0 | ||||||||||
Financials: 6.9% | |||||||||||
3,685 | 3i Group PLC | 53,623 | 0.0 | ||||||||
6,256(2) | ABN AMRO Bank NV | 114,025 | 0.0 | ||||||||
3,891 | Aflac, Inc. | 205,834 | 0.1 | ||||||||
4,400 | AIA Group Ltd. | 46,279 | 0.0 | ||||||||
25(1) | Alleghany Corp. | 19,989 | 0.0 | ||||||||
1,498 | Allianz SE | 367,053 | 0.1 | ||||||||
1,877 | Allstate Corp. | 211,069 | 0.1 | ||||||||
10,193 | Ally Financial, Inc. | 311,498 | 0.1 | ||||||||
463 | American Financial Group, Inc. | 50,768 | 0.0 | ||||||||
5,530 | Ameriprise Financial, Inc. | 921,187 | 0.3 | ||||||||
34,436 | Aviva PLC | 191,140 | 0.1 | ||||||||
14,170 | AXA Equitable Holdings, Inc. | 351,133 | 0.1 | ||||||||
5,373 | AXA S.A. | 151,822 | 0.1 | ||||||||
21,367 | Bank Leumi Le-Israel BM | 155,828 | 0.1 | ||||||||
57,210 | Bank of America Corp. | 2,014,936 | 0.5 | ||||||||
2,084 | Bank OZK | 63,572 | 0.0 | ||||||||
102,254 | Barclays PLC | 243,824 | 0.1 | ||||||||
6,347(1) | Berkshire Hathaway, Inc. – Class B | 1,437,595 | 0.4 | ||||||||
3,076 | BNP Paribas | 182,832 | 0.1 |
See Accompanying Notes to Financial Statements
2
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
21,000 | BOC Hong Kong Holdings Ltd. | 72,900 | 0.0 | ||||||||
1,180(1) | Brighthouse Financial, Inc. | 46,291 | 0.0 | ||||||||
425 | Brown & Brown, Inc. | 16,779 | 0.0 | ||||||||
3,468 | Capital One Financial Corp. | 356,892 | 0.1 | ||||||||
1,907 | Cathay General Bancorp. | 72,561 | 0.0 | ||||||||
16,421 | Citigroup, Inc. | 1,311,874 | 0.4 | ||||||||
1,172 | Citizens Financial Group, Inc. | 47,595 | 0.0 | ||||||||
2,798 | CNP Assurances | 55,751 | 0.0 | ||||||||
707 | Comerica, Inc. | 50,727 | 0.0 | ||||||||
8,340 | Commerzbank AG | 51,508 | 0.0 | ||||||||
936 | Commonwealth Bank of Australia | 52,508 | 0.0 | ||||||||
3,251 | Credit Suisse Group AG | 43,946 | 0.0 | ||||||||
24,513 | CaixaBank SA | 77,193 | 0.0 | ||||||||
3,100 | Dai-ichi Life Holdings, Inc. | 51,089 | 0.0 | ||||||||
39,915 | Direct Line Insurance Group PLC | 165,151 | 0.1 | ||||||||
7,885 | Discover Financial Services | 668,806 | 0.2 | ||||||||
13,780 | E*Trade Financial Corp. | 625,199 | 0.2 | ||||||||
2,147 | East West Bancorp, Inc. | 104,559 | 0.0 | ||||||||
913 | Evercore, Inc. | 68,256 | 0.0 | ||||||||
1,955 | EXOR NV | 151,575 | 0.1 | ||||||||
203 | Factset Research Systems, Inc. | 54,465 | 0.0 | ||||||||
3,403 | FinecoBank Banca Fineco SpA | 40,822 | 0.0 | ||||||||
1,771 | First American Financial Corp. | 103,285 | 0.0 | ||||||||
1,738 | Goldman Sachs Group, Inc. | 399,618 | 0.1 | ||||||||
1,911 | Hancock Whitney Corp. | 83,855 | 0.0 | ||||||||
2,404 | Hanover Insurance Group, Inc. | 328,555 | 0.1 | ||||||||
8,780 | Hartford Financial Services Group, Inc. | 533,561 | 0.2 | ||||||||
53,380 | HSBC Holdings PLC | 417,885 | 0.1 | ||||||||
16,618 | ING Groep NV | 199,789 | 0.1 | ||||||||
851 | International Bancshares Corp. | 36,653 | 0.0 | ||||||||
6,900 | Japan Post Holdings Co. Ltd. | 64,891 | 0.0 | ||||||||
17,425 | JPMorgan Chase & Co. | 2,429,045 | 0.7 | ||||||||
351 | Kemper Corp. | 27,202 | 0.0 | ||||||||
38,142 | Legal & General Group PLC | 153,220 | 0.1 | ||||||||
681 | Legg Mason, Inc. | 24,455 | 0.0 | ||||||||
8,872 | Lincoln National Corp. | 523,537 | 0.1 | ||||||||
81,861 | Lloyds Banking Group Plc | 67,816 | 0.0 | ||||||||
497 | London Stock Exchange Group PLC | 51,078 | 0.0 | ||||||||
4,393 | LPL Financial Holdings, Inc. | 405,254 | 0.1 | ||||||||
3,336 | Lundbergforetagen AB | 146,445 | 0.0 | ||||||||
2,616 | Macquarie Group Ltd. | 253,345 | 0.1 | ||||||||
17,300 | Mebuki Financial Group, Inc. | 44,107 | 0.0 | ||||||||
49,471 | Medibank Pvt Ltd. | 109,639 | 0.0 | ||||||||
8,167 | Mediobanca Banca di Credito Finanziario SpA | 89,924 | 0.0 | ||||||||
4,026 | Metlife, Inc. | 205,205 | 0.1 | ||||||||
41,292 | MGIC Investment Corp. | 585,108 | 0.2 | ||||||||
8,700 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 56,008 | 0.0 | ||||||||
3,300 | MS&AD Insurance Group Holdings, Inc. | 108,929 | 0.0 | ||||||||
14,943 | Morgan Stanley | 763,886 | 0.2 | ||||||||
13,333 | Natixis SA | 59,392 | 0.0 | ||||||||
5,100 | Navient Corp. | 69,768 | 0.0 | ||||||||
2,231 | NN Group NV | 84,829 | 0.0 | ||||||||
5,198 | Old Republic International Corp. | 116,279 | 0.0 | ||||||||
4,700 | ORIX Corp. | 77,885 | 0.0 | ||||||||
9,851 | Popular, Inc. | 578,746 | 0.2 | ||||||||
837 | Primerica, Inc. | 109,279 | 0.0 | ||||||||
9,550 | Progressive Corp. | 691,324 | 0.2 | ||||||||
3,754 | Prudential Financial, Inc. | 351,900 | 0.1 | ||||||||
3,291 | Raiffeisen International Bank Holding AG | 82,372 | 0.0 | ||||||||
758 | Reinsurance Group of America, Inc. | 123,599 | 0.0 | ||||||||
78 | RenaissanceRe Holdings Ltd. | 15,290 | 0.0 | ||||||||
53,203 | Royal Bank of Scotland Group PLC | 170,673 | 0.1 | ||||||||
3,510 | S&P Global, Inc. | 958,406 | 0.3 | ||||||||
219 | SEI Investments Co. | 14,340 | 0.0 | ||||||||
296 | Selective Insurance Group | 19,296 | 0.0 | ||||||||
684 | Signature Bank | 93,441 | 0.0 | ||||||||
6,513 | SLM Corp. | 58,031 | 0.0 | ||||||||
1,309 | Societe Generale | 45,682 | 0.0 | ||||||||
1,092 | Sterling Bancorp | 23,019 | 0.0 | ||||||||
1,170 | Stifel Financial Corp. | 70,961 | 0.0 | ||||||||
6,800 | Sumitomo Mitsui Financial Group, Inc. | 251,161 | 0.1 | ||||||||
2,300 | Sumitomo Mitsui Trust Holdings, Inc. | 90,921 | 0.0 | ||||||||
13,283 | Synchrony Financial | 478,321 | 0.1 | ||||||||
2,546 | Synovus Financial Corp. | 99,803 | 0.0 | ||||||||
1,600 | Tokyo Century Corp. | 85,190 | 0.0 | ||||||||
503 | UMB Financial Corp. | 34,526 | 0.0 | ||||||||
8,042 | UniCredit SpA | 117,550 | 0.0 | ||||||||
2,200 | United Overseas Bank Ltd. | 43,267 | 0.0 | ||||||||
16,387 | Unum Group | 477,845 | 0.1 | ||||||||
1,492 | Webster Financial Corp. | 79,613 | 0.0 | ||||||||
4,103 | Wells Fargo & Co. | 220,741 | 0.1 | ||||||||
1,292 | Wintrust Financial Corp. | 91,603 | 0.0 | ||||||||
6,561 | Zions Bancorp NA | 340,647 | 0.1 | ||||||||
25,718,449 | 6.9 | ||||||||||
Health Care: 6.6% | |||||||||||
2,304 | AbbVie, Inc. | 203,996 | 0.1 | ||||||||
4,695 | Agilent Technologies, Inc. | 400,530 | 0.1 | ||||||||
7,500 | Alfresa Holdings Corp. | 152,363 | 0.0 | ||||||||
1,135(1) | Align Technology, Inc. | 316,710 | 0.1 | ||||||||
450(1) | Amedisys, Inc. | 75,114 | 0.0 | ||||||||
5,788 | AmerisourceBergen Corp. | 492,096 | 0.1 | ||||||||
5,266 | Amgen, Inc. | 1,269,475 | 0.3 | ||||||||
1,837 | Anthem, Inc. | 554,829 | 0.1 | ||||||||
428(1) | Arrowhead Pharmaceuticals, Inc. | 27,148 | 0.0 | ||||||||
14,600 | Astellas Pharma, Inc. | 249,222 | 0.1 | ||||||||
960 | AstraZeneca PLC | 96,089 | 0.0 | ||||||||
2,815 | Baxter International, Inc. | 235,390 | 0.1 |
See Accompanying Notes to Financial Statements
3
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
2,322 | Bayer AG | 188,772 | 0.1 | ||||||||
2,204(1) | Biogen, Inc. | 653,993 | 0.2 | ||||||||
233(1) | Bio-Rad Laboratories, Inc. | 86,217 | 0.0 | ||||||||
135 | Bio-Techne Corp. | 29,634 | 0.0 | ||||||||
4,414 | Bristol-Myers Squibb Co. | 283,335 | 0.1 | ||||||||
6,705 | Bruker Corp. | 341,754 | 0.1 | ||||||||
4,864 | Cardinal Health, Inc. | 246,021 | 0.1 | ||||||||
343(1) | Catalent, Inc. | 19,311 | 0.0 | ||||||||
5,612(1) | Centene Corp. | 352,826 | 0.1 | ||||||||
2,666(1) | Charles River Laboratories International, Inc. | 407,258 | 0.1 | ||||||||
1,314 | Chemed Corp. | 577,188 | 0.1 | ||||||||
1,500 | Cigna Corp. | 306,735 | 0.1 | ||||||||
266 | Cochlear Ltd. | 41,923 | 0.0 | ||||||||
1,267(1) | Edwards Lifesciences Corp. | 295,578 | 0.1 | ||||||||
6,378 | Eli Lilly & Co. | 838,261 | 0.2 | ||||||||
753 | Encompass Health Corp. | 52,160 | 0.0 | ||||||||
3,205(1) | Exelixis, Inc. | 56,472 | 0.0 | ||||||||
7,584 | Gilead Sciences, Inc. | 492,808 | 0.1 | ||||||||
12,467 | GlaxoSmithKline PLC | 292,940 | 0.1 | ||||||||
1,348 | H Lundbeck A/S | 51,535 | 0.0 | ||||||||
638(1) | Haemonetics Corp. | 73,306 | 0.0 | ||||||||
6,123 | HCA Healthcare, Inc. | 905,041 | 0.2 | ||||||||
450(1) | HealthEquity, Inc. | 33,332 | 0.0 | ||||||||
5,634 | Hill-Rom Holdings, Inc. | 639,628 | 0.2 | ||||||||
3,962(1) | Hologic, Inc. | 206,856 | 0.1 | ||||||||
1,100 | Hoya Corp. | 105,008 | 0.0 | ||||||||
1,031 | Humana, Inc. | 377,882 | 0.1 | ||||||||
2,330(1) | Idexx Laboratories, Inc. | 608,433 | 0.2 | ||||||||
699(1) | Illumina, Inc. | 231,886 | 0.1 | ||||||||
2,258(1) | Incyte Corp., Ltd. | 197,169 | 0.0 | ||||||||
10,083 | Johnson & Johnson | 1,470,807 | 0.4 | ||||||||
296(1) | Ligand Pharmaceuticals, Inc. | 30,870 | 0.0 | ||||||||
279 | Lonza Group AG | 101,781 | 0.0 | ||||||||
2,160(1) | Masimo Corp. | 341,410 | 0.1 | ||||||||
2,989 | McKesson Corp. | 413,438 | 0.1 | ||||||||
7,500 | Medipal Holdings Corp. | 165,528 | 0.1 | ||||||||
14,886 | Merck & Co., Inc. | 1,353,882 | 0.4 | ||||||||
423 | Merck KGaA | 49,869 | 0.0 | ||||||||
319(1) | Mettler Toledo International, Inc. | 253,056 | 0.1 | ||||||||
2,435(1) | Molina Healthcare, Inc. | 330,405 | 0.1 | ||||||||
500 | Nippon Shinyaku Co., Ltd. | 43,297 | 0.0 | ||||||||
4,146 | Novartis AG | 392,583 | 0.1 | ||||||||
5,651 | Novo Nordisk A/S | 327,469 | 0.1 | ||||||||
2,900 | Olympus Corp. | 44,697 | 0.0 | ||||||||
25,794 | Pfizer, Inc. | 1,010,609 | 0.3 | ||||||||
3,704(1) | PRA Health Sciences, Inc. | 411,700 | 0.1 | ||||||||
787(1) | Prestige Consumer Healthcare, Inc. | 31,874 | 0.0 | ||||||||
359(1) | Repligen Corp. | 33,208 | 0.0 | ||||||||
1,915 | Roche Holding AG | 622,380 | 0.2 | ||||||||
798 | Sanofi | 80,141 | 0.0 | ||||||||
3,100 | Sumitomo Dainippon Pharma Co. Ltd. | 60,063 | 0.0 | ||||||||
3,000 | Suzuken Co., Ltd. | 122,274 | 0.0 | ||||||||
864(1) | Syneos Health, Inc. | 51,386 | 0.0 | ||||||||
1,598(1) | Tenet Healthcare Corp. | 60,772 | 0.0 | ||||||||
1,904 | Thermo Fisher Scientific, Inc. | 618,552 | 0.2 | ||||||||
2,013 | UCB S.A. | 160,184 | 0.1 | ||||||||
4,802 | UnitedHealth Group, Inc. | 1,411,692 | 0.4 | ||||||||
3,764(1) | Veeva Systems, Inc. | 529,444 | 0.1 | ||||||||
1,998(1) | Vertex Pharmaceuticals, Inc. | 437,462 | 0.1 | ||||||||
190 | West Pharmaceutical Services, Inc. | 28,563 | 0.0 | ||||||||
2,384 | Zimmer Biomet Holdings, Inc. | 356,837 | 0.1 | ||||||||
2,785 | Zoetis, Inc. | 368,595 | 0.1 | ||||||||
24,781,052 | 6.6 | ||||||||||
Industrials: 5.4% | |||||||||||
4,415 | ACS Actividades de Construccion y Servicios SA | 177,105 | 0.1 | ||||||||
272 | Acuity Brands, Inc. | 37,536 | 0.0 | ||||||||
912(1) | AECOM | 39,335 | 0.0 | ||||||||
568 | AGCO Corp. | 43,878 | 0.0 | ||||||||
13,602 | Allison Transmission Holdings, Inc. | 657,249 | 0.2 | ||||||||
6,937 | Ametek, Inc. | 691,896 | 0.2 | ||||||||
232 | Armstrong World Industries, Inc. | 21,801 | 0.0 | ||||||||
830(1) | ASGN, Inc. | 58,905 | 0.0 | ||||||||
6,883 | Ashtead Group PLC | 220,083 | 0.1 | ||||||||
2,478 | Atlas Copco AB - A Shares | 98,911 | 0.0 | ||||||||
14,311 | Auckland International Airport Ltd. | 84,355 | 0.0 | ||||||||
30,580 | Aurizon Holdings Ltd. | 112,226 | 0.0 | ||||||||
692(1) | Avis Budget Group, Inc. | 22,310 | 0.0 | ||||||||
2,623 | Boeing Co. | 854,468 | 0.2 | ||||||||
5,531 | Brambles Ltd. | 45,524 | 0.0 | ||||||||
316 | Brink's Co. | 28,655 | 0.0 | ||||||||
346 | Carlisle Cos., Inc. | 55,997 | 0.0 | ||||||||
1,100 | Central Japan Railway Co. | 221,176 | 0.1 | ||||||||
2,553 | CIMIC Group Ltd. | 59,356 | 0.0 | ||||||||
11,000 | CK Hutchison Holdings Ltd. | 104,890 | 0.0 | ||||||||
49,400 | ComfortDelgro Corp., Ltd. | 87,409 | 0.0 | ||||||||
351(1) | CoStar Group, Inc. | 210,003 | 0.1 | ||||||||
908 | Crane Co. | 78,433 | 0.0 | ||||||||
3,413 | CSX Corp. | 246,965 | 0.1 | ||||||||
4,406 | Cummins, Inc. | 788,498 | 0.2 | ||||||||
3,977 | Curtiss-Wright Corp. | 560,319 | 0.2 | ||||||||
1,500 | Dai Nippon Printing Co., Ltd. | 40,571 | 0.0 | ||||||||
6,886 | Delta Air Lines, Inc. | 402,693 | 0.1 | ||||||||
1,122 | Deluxe Corp. | 56,010 | 0.0 | ||||||||
5,358 | Deutsche Lufthansa AG | 98,626 | 0.0 | ||||||||
1,100 | East Japan Railway Co. | 99,288 | 0.0 | ||||||||
4,095 | Edenred | 212,222 | 0.1 | ||||||||
1,825 | Eiffage SA | 209,378 | 0.1 | ||||||||
1,146 | EMCOR Group, Inc. | 98,900 | 0.0 | ||||||||
3,100 | Fuji Electric Co. Ltd. | 94,170 | 0.0 | ||||||||
434 | Graco, Inc. | 22,568 | 0.0 | ||||||||
1,793 | Herman Miller, Inc. | 74,678 | 0.0 | ||||||||
901 | HNI Corp. | 33,751 | 0.0 | ||||||||
500 | Hochtief AG | 63,658 | 0.0 | ||||||||
8,310 | Honeywell International, Inc. | 1,470,870 | 0.4 | ||||||||
600 | Hubbell, Inc. | 88,692 | 0.0 | ||||||||
1,897 | IDEX Corp. | 326,284 | 0.1 |
See Accompanying Notes to Financial Statements
4
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Industrials: (continued) | |||||||||||
7,963 | Ingersoll-Rand PLC - Class A | 1,058,442 | 0.3 | ||||||||
172 | Insperity, Inc. | 14,799 | 0.0 | ||||||||
1,047 | Intertek Group PLC | 81,131 | 0.0 | ||||||||
1,153 | ITT, Inc. | 85,218 | 0.0 | ||||||||
1,500 | Japan Airlines Co. Ltd. | 46,704 | 0.0 | ||||||||
1,189(1) | JetBlue Airways Corp. | 22,258 | 0.0 | ||||||||
3,800 | JTEKT Corp. | 44,890 | 0.0 | ||||||||
10,100 | Kajima Corp. | 134,281 | 0.0 | ||||||||
6,600 | Kamigumi Co., Ltd. | 145,080 | 0.1 | ||||||||
2,104 | Kansas City Southern | 322,249 | 0.1 | ||||||||
761 | KION Group AG | 52,332 | 0.0 | ||||||||
1,250 | L3Harris Technologies, Inc. | 247,337 | 0.1 | ||||||||
251 | Landstar System, Inc. | 28,581 | 0.0 | ||||||||
875 | Legrand S.A. | 71,456 | 0.0 | ||||||||
90 | Lennox International, Inc. | 21,957 | 0.0 | ||||||||
3,100 | LIXIL Group Corp. | 53,496 | 0.0 | ||||||||
824 | Lockheed Martin Corp. | 320,849 | 0.1 | ||||||||
867 | Manpowergroup, Inc. | 84,186 | 0.0 | ||||||||
18,900 | Marubeni Corp. | 139,640 | 0.1 | ||||||||
805(1) | Mastec, Inc. | 51,649 | 0.0 | ||||||||
4,951 | Meggitt PLC | 43,123 | 0.0 | ||||||||
7,900 | Mitsubishi Corp. | 209,282 | 0.1 | ||||||||
907 | MSC Industrial Direct Co. | 71,172 | 0.0 | ||||||||
90 | Nordson Corp. | 14,656 | 0.0 | ||||||||
3,843 | Norfolk Southern Corp. | 746,042 | 0.2 | ||||||||
13,281 | nVent Electric PLC | 339,728 | 0.1 | ||||||||
65,000 | NWS Holdings Ltd. | 91,102 | 0.0 | ||||||||
356 | Old Dominion Freight Line | 67,562 | 0.0 | ||||||||
4,099 | Oshkosh Corp. | 387,970 | 0.1 | ||||||||
235 | Owens Corning, Inc. | 15,303 | 0.0 | ||||||||
1,123 | Parker Hannifin Corp. | 231,136 | 0.1 | ||||||||
7,259 | Regal Beloit Corp. | 621,443 | 0.2 | ||||||||
4,004 | Robert Half International, Inc. | 252,853 | 0.1 | ||||||||
695 | Roper Technologies, Inc. | 246,190 | 0.1 | ||||||||
311 | Ryder System, Inc. | 16,890 | 0.0 | ||||||||
10,477 | Sandvik AB | 204,064 | 0.1 | ||||||||
1,266 | Schneider Electric SE | 130,069 | 0.0 | ||||||||
1,900 | SG Holdings Co. Ltd. | 42,799 | 0.0 | ||||||||
459 | Siemens AG | 59,942 | 0.0 | ||||||||
6,200 | Sumitomo Corp. | 92,091 | 0.0 | ||||||||
1,600 | Sumitomo Heavy Industries | 45,448 | 0.0 | ||||||||
94(1) | Teledyne Technologies, Inc. | 32,575 | 0.0 | ||||||||
623 | Tetra Tech, Inc. | 53,678 | 0.0 | ||||||||
1,741 | Timken Co. | 98,036 | 0.0 | ||||||||
1,315 | Toro Co. | 104,766 | 0.0 | ||||||||
1,600 | Toyota Tsusho Corp. | 56,204 | 0.0 | ||||||||
6,943 | Union Pacific Corp. | 1,255,225 | 0.3 | ||||||||
4,055(1) | United Airlines Holdings, Inc. | 357,205 | 0.1 | ||||||||
12,535 | Volvo AB - B Shares | 209,851 | 0.1 | ||||||||
8,100 | Waste Management, Inc. | 923,076 | 0.3 | ||||||||
1,537 | Werner Enterprises, Inc. | 55,931 | 0.0 | ||||||||
9,307(1) | Wesco International, Inc. | 552,743 | 0.2 | ||||||||
2,100 | West Japan Railway Co. | 181,637 | 0.1 | ||||||||
2,753 | Wolters Kluwer NV | 201,013 | 0.1 | ||||||||
700 | Woodward, Inc. | 82,908 | 0.0 | ||||||||
397(1) | XPO Logistics, Inc. | 31,641 | 0.0 | ||||||||
110,800 | Yangzijiang Shipbuilding Holdings Ltd. | 92,359 | 0.0 | ||||||||
20,243,890 | 5.4 | ||||||||||
Information Technology: 9.6% | |||||||||||
1,027(1) | ACI Worldwide, Inc. | 38,908 | 0.0 | ||||||||
3,922(1) | Adobe, Inc. | 1,293,515 | 0.4 | ||||||||
103(1),(2) | Adyen NV | 84,728 | 0.0 | ||||||||
6,589(1) | Akamai Technologies, Inc. | 569,158 | 0.2 | ||||||||
3,000 | Alps Alpine Co. Ltd. | 68,098 | 0.0 | ||||||||
1,335 | Amadeus IT Group SA | 109,333 | 0.0 | ||||||||
18,584 | Apple, Inc. | 5,457,192 | 1.5 | ||||||||
4,658 | Applied Materials, Inc. | 284,324 | 0.1 | ||||||||
1,146(1) | Arrow Electronics, Inc. | 97,112 | 0.0 | ||||||||
3,000 | ASM Pacific Technology Ltd. | 41,641 | 0.0 | ||||||||
160 | ASML Holding NV | 47,369 | 0.0 | ||||||||
2,087(1) | Atlassian Corp. PLC | 251,150 | 0.1 | ||||||||
2,421 | Avnet, Inc. | 102,747 | 0.0 | ||||||||
1,045 | Belden, Inc. | 57,475 | 0.0 | ||||||||
9,598 | Booz Allen Hamilton Holding Corp. | 682,706 | 0.2 | ||||||||
2,401 | Broadcom, Inc. | 758,764 | 0.2 | ||||||||
2,551(1) | CACI International, Inc. | 637,724 | 0.2 | ||||||||
11,234(1) | Cadence Design Systems, Inc. | 779,190 | 0.2 | ||||||||
633 | CDK Global, Inc. | 34,612 | 0.0 | ||||||||
5,488 | CDW Corp. | 783,906 | 0.2 | ||||||||
724(1) | Check Point Software Technologies | 80,335 | 0.0 | ||||||||
1,382(1) | Ciena Corp. | 58,998 | 0.0 | ||||||||
1,300(1) | Cirrus Logic, Inc. | 107,133 | 0.0 | ||||||||
30,980 | Cisco Systems, Inc. | 1,485,801 | 0.4 | ||||||||
432 | Cognex Corp. | 24,209 | 0.0 | ||||||||
728(1) | Commvault Systems, Inc. | 32,498 | 0.0 | ||||||||
768(1) | CyberArk Software Ltd. | 89,533 | 0.0 | ||||||||
12,821(1) | Dropbox, Inc. | 229,624 | 0.1 | ||||||||
1,110(1) | EPAM Systems, Inc. | 235,498 | 0.1 | ||||||||
2,254(1) | Euronet Worldwide, Inc. | 355,140 | 0.1 | ||||||||
3,147(1) | F5 Networks, Inc. | 439,479 | 0.1 | ||||||||
1,034(1) | Fair Isaac Corp. | 387,419 | 0.1 | ||||||||
8,807(1) | Fortinet, Inc. | 940,235 | 0.3 | ||||||||
4,400 | Fuji Film Holdings Corp. | 210,126 | 0.1 | ||||||||
3,552 | Global Payments, Inc. | 648,453 | 0.2 | ||||||||
5,000 | Hitachi Ltd. | 210,979 | 0.1 | ||||||||
14,665 | Intel Corp. | 877,700 | 0.2 | ||||||||
3,215 | Intuit, Inc. | 842,105 | 0.2 | ||||||||
828 | j2 Global, Inc. | 77,592 | 0.0 | ||||||||
14,166 | Jabil, Inc. | 585,481 | 0.2 | ||||||||
2,240 | KBR, Inc. | 68,320 | 0.0 | ||||||||
6,400 | Konica Minolta, Inc. | 41,690 | 0.0 | ||||||||
3,200 | Kyocera Corp. | 218,098 | 0.1 | ||||||||
2,507 | Lam Research Corp. | 733,047 | 0.2 | ||||||||
735(1),(3) | Lumentum Holdings, Inc. | 58,285 | 0.0 | ||||||||
1,525 | Mastercard, Inc. - Class A | 455,350 | 0.1 | ||||||||
4,503 | Maxim Integrated Products | 276,980 | 0.1 | ||||||||
371 | MAXIMUS, Inc. | 27,599 | 0.0 | ||||||||
6,514(1) | Micron Technology, Inc. | 350,323 | 0.1 | ||||||||
35,566 | Microsoft Corp. | 5,608,758 | 1.5 | ||||||||
1,093 | MKS Instruments, Inc. | 120,241 | 0.0 | ||||||||
863(1) | NCR Corp. | 30,343 | 0.0 | ||||||||
936(1) | Nice Ltd. | 145,135 | 0.0 | ||||||||
2,148 | Nvidia Corp. | 505,424 | 0.1 |
See Accompanying Notes to Financial Statements
5
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
4,566 | Oracle Corp. | 241,907 | 0.1 | ||||||||
8,416(1) | PayPal Holdings, Inc. | 910,359 | 0.2 | ||||||||
1,637 | Perspecta, Inc. | 43,282 | 0.0 | ||||||||
18,089(1) | Pure Storage, Inc. - Class A | 309,503 | 0.1 | ||||||||
6,187 | Qualcomm, Inc. | 545,879 | 0.2 | ||||||||
8,000(1) | Renesas Electronics Corp. | 54,656 | 0.0 | ||||||||
2,164 | Sabre Corp. | 48,560 | 0.0 | ||||||||
1,693(1) | Salesforce.com, Inc. | 275,350 | 0.1 | ||||||||
1,616 | SAP SE | 217,512 | 0.1 | ||||||||
1,100(1) | Semtech Corp. | 58,190 | 0.0 | ||||||||
263(1) | Silicon Laboratories, Inc. | 30,503 | 0.0 | ||||||||
261(1) | SolarEdge Technologies, Inc. | 24,818 | 0.0 | ||||||||
5,923 | STMicroelectronics NV-STM1 | 159,807 | 0.0 | ||||||||
16,222 | Switch, Inc. | 240,410 | 0.1 | ||||||||
224(1) | Synaptics, Inc. | 14,732 | 0.0 | ||||||||
560 | SYNNEX Corp. | 72,128 | 0.0 | ||||||||
1,630(1) | Synopsys, Inc. | 226,896 | 0.1 | ||||||||
13,927 | Telefonaktiebolaget LM Ericsson | 121,691 | 0.0 | ||||||||
1,648 | Teradyne, Inc. | 112,377 | 0.0 | ||||||||
10,050 | Texas Instruments, Inc. | 1,289,315 | 0.4 | ||||||||
200 | Tokyo Electron Ltd. | 43,666 | 0.0 | ||||||||
1,261(1) | Trimble, Inc. | 52,571 | 0.0 | ||||||||
67(1) | Tyler Technologies, Inc. | 20,101 | 0.0 | ||||||||
266 | Universal Display Corp. | 54,815 | 0.0 | ||||||||
4,324(1) | VeriSign, Inc. | 833,148 | 0.2 | ||||||||
4,272 | Visa, Inc. - Class A | 802,709 | 0.2 | ||||||||
2,361(1) | VMware, Inc. | 358,376 | 0.1 | ||||||||
346(1) | WEX, Inc. | 72,473 | 0.0 | ||||||||
428(1) | Wix.com Ltd. | 52,379 | 0.0 | ||||||||
225(1) | Zebra Technologies Corp. | 57,474 | 0.0 | ||||||||
36,083,170 | 9.6 | ||||||||||
Materials: 1.6% | |||||||||||
3,971 | Air Products & Chemicals, Inc. | 933,145 | 0.3 | ||||||||
6,069 | Anglo American PLC | 174,351 | 0.1 | ||||||||
2,971 | ArcelorMittal SA | 52,348 | 0.0 | ||||||||
1,059 | Arkema SA | 113,237 | 0.1 | ||||||||
2,509 | Avery Dennison Corp. | 328,227 | 0.1 | ||||||||
1,268 | BASF SE | 95,527 | 0.0 | ||||||||
10,003 | BHP Group Ltd. | 273,905 | 0.1 | ||||||||
12,461 | BlueScope Steel Ltd. | 131,982 | 0.1 | ||||||||
540 | Carpenter Technology Corp. | 26,881 | 0.0 | ||||||||
6,618 | Celanese Corp. - Series A | 814,808 | 0.2 | ||||||||
1,697 | Chemours Co. | 30,699 | 0.0 | ||||||||
1,473(3) | Commercial Metals Co. | 32,804 | 0.0 | ||||||||
7,130 | Domtar Corp. | 272,651 | 0.1 | ||||||||
1,401 | Evonik Industries AG | 42,790 | 0.0 | ||||||||
9,594 | Evraz PLC | 51,375 | 0.0 | ||||||||
6,650 | Fortescue Metals Group Ltd. | 50,130 | 0.0 | ||||||||
646 | Greif, Inc. - Class A | 28,553 | 0.0 | ||||||||
3,873 | LafargeHolcim Ltd.-CHF | 214,864 | 0.1 | ||||||||
1,028 | Huntsman Corp. | 24,837 | 0.0 | ||||||||
356(1) | Ingevity Corp. | 31,107 | 0.0 | ||||||||
597 | Koninklijke DSM NV | 78,056 | 0.0 | ||||||||
1,006 | Louisiana-Pacific Corp. | 29,848 | 0.0 | ||||||||
5,797 | LyondellBasell Industries NV - Class A | 547,701 | 0.2 | ||||||||
724 | Minerals Technologies, Inc. | 41,724 | 0.0 | ||||||||
6,400 | Mitsubishi Chemical Holdings Corp. | 47,688 | 0.0 | ||||||||
2,000 | Mitsui Chemicals, Inc. | 48,719 | 0.0 | ||||||||
2,199 | Mondi PLC | 51,565 | 0.0 | ||||||||
5,240 | Newcrest Mining Ltd. | 110,663 | 0.0 | ||||||||
4,345 | Nucor Corp. | 244,537 | 0.1 | ||||||||
880 | Olin Corp. | 15,180 | 0.0 | ||||||||
251 | Packaging Corp. of America | 28,110 | 0.0 | ||||||||
2,220 | PolyOne Corp. | 81,674 | 0.0 | ||||||||
2,724 | Reliance Steel & Aluminum Co. | 326,226 | 0.1 | ||||||||
1,394 | Rio Tinto Ltd. | 98,626 | 0.0 | ||||||||
171 | Royal Gold, Inc. | 20,905 | 0.0 | ||||||||
244 | RPM International, Inc. | 18,729 | 0.0 | ||||||||
158 | Scotts Miracle-Gro Co. | 16,776 | 0.0 | ||||||||
683 | Sensient Technologies Corp. | 45,139 | 0.0 | ||||||||
1,087 | Sonoco Products Co. | 67,090 | 0.0 | ||||||||
34,516 | South32 Ltd. - AUD | 65,170 | 0.0 | ||||||||
3,277 | Steel Dynamics, Inc. | 111,549 | 0.0 | ||||||||
3,000 | Teijin Ltd. | 56,046 | 0.0 | ||||||||
4,700 | Tosoh Corp. | 72,407 | 0.0 | ||||||||
2,122 | UPM-Kymmene OYJ | 73,622 | 0.0 | ||||||||
896 | Worthington Industries, Inc. | 37,793 | 0.0 | ||||||||
6,059,764 | 1.6 | ||||||||||
Real Estate: 1.9% | |||||||||||
1,593 | Alexander & Baldwin, Inc. | 33,389 | 0.0 | ||||||||
1,378 | American Campus Communities, Inc. | 64,807 | 0.0 | ||||||||
1,713 | American Tower Corp. | 393,682 | 0.1 | ||||||||
4,731 | Boston Properties, Inc. | 652,216 | 0.2 | ||||||||
1,823 | Brixmor Property Group, Inc. | 39,395 | 0.0 | ||||||||
1,161 | Brookfield Property REIT, Inc. | 21,415 | 0.0 | ||||||||
3,109 | Camden Property Trust | 329,865 | 0.1 | ||||||||
11,222(1) | CBRE Group, Inc. | 687,796 | 0.2 | ||||||||
11,000 | CK Asset Holdings Ltd. | 79,378 | 0.0 | ||||||||
782 | Columbia Property Trust, Inc. | 16,352 | 0.0 | ||||||||
3,548 | CoreCivic, Inc. | 61,664 | 0.0 | ||||||||
11,671 | Corporate Office Properties Trust SBI MD | 342,894 | 0.1 | ||||||||
2,485 | Cousins Properties, Inc. | 102,382 | 0.0 | ||||||||
412 | CyrusOne, Inc. | 26,957 | 0.0 | ||||||||
2,900 | Daiwa House Industry Co., Ltd. | 89,775 | 0.0 | ||||||||
1,947 | Douglas Emmett, Inc. | 85,473 | 0.0 | ||||||||
627 | EastGroup Properties, Inc. | 83,184 | 0.0 | ||||||||
4,281 | Equity Lifestyle Properties, Inc. | 301,340 | 0.1 | ||||||||
1,102 | Essex Property Trust, Inc. | 331,548 | 0.1 | ||||||||
2,658 | First Industrial Realty Trust, Inc. | 110,334 | 0.1 | ||||||||
3,106 | Geo Group, Inc./The | 51,591 | 0.0 | ||||||||
10,159 | Goodman Group | 95,466 | 0.0 | ||||||||
2,098 | Highwoods Properties, Inc. | 102,613 | 0.0 | ||||||||
21 | Japan Prime Realty Investment Corp. | 92,334 | 0.0 |
See Accompanying Notes to Financial Statements
6
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Real Estate: (continued) | |||||||||||
528 | Jones Lang LaSalle, Inc. | 91,919 | 0.0 | ||||||||
1,423 | Lamar Advertising Co. | 127,017 | 0.1 | ||||||||
282 | Liberty Property Trust | 16,934 | 0.0 | ||||||||
463 | Life Storage, Inc. | 50,134 | 0.0 | ||||||||
1,073 | Medical Properties Trust, Inc. | 22,651 | 0.0 | ||||||||
2,972 | Mid-America Apartment Communities, Inc. | 391,888 | 0.1 | ||||||||
5,500 | Mitsui Fudosan Co., Ltd. | 134,420 | 0.1 | ||||||||
389 | National Retail Properties, Inc. | 20,858 | 0.0 | ||||||||
45 | Nippon Prologis REIT, Inc. | 114,611 | 0.1 | ||||||||
6 | Nippon Building Fund, Inc. | 43,981 | 0.0 | ||||||||
510 | Omega Healthcare Investors, Inc. | 21,598 | 0.0 | ||||||||
13,556 | Outfront Media, Inc. | 363,572 | 0.1 | ||||||||
368 | PS Business Parks, Inc. | 60,672 | 0.0 | ||||||||
30,549 | Retail Properties of America, Inc. | 409,357 | 0.1 | ||||||||
3,427 | Service Properties Trust | 83,379 | 0.0 | ||||||||
3,802 | Simon Property Group, Inc. | 566,346 | 0.2 | ||||||||
255 | SL Green Realty Corp. | 23,429 | 0.0 | ||||||||
14,858 | Stockland | 48,208 | 0.0 | ||||||||
4,300 | Sumitomo Realty & Development Co., Ltd. | 150,025 | 0.1 | ||||||||
11,000 | Swire Pacific Ltd. - Class A | 102,187 | 0.0 | ||||||||
7,039,036 | 1.9 | ||||||||||
Utilities: 1.7% | |||||||||||
38,119 | AES Corp. | 758,568 | 0.2 | ||||||||
7,903 | AGL Energy Ltd. | 113,752 | 0.0 | ||||||||
12,512 | Ameren Corp. | 960,922 | 0.3 | ||||||||
342 | Aqua America, Inc. | 16,053 | 0.0 | ||||||||
465 | Black Hills Corp. | 36,521 | 0.0 | ||||||||
9,200 | Chubu Electric Power Co., Inc. | 130,050 | 0.0 | ||||||||
3,467 | Edison International | 261,446 | 0.1 | ||||||||
1,845 | Enagas | 47,061 | 0.0 | ||||||||
39,210 | Enel S.p.A. | 311,479 | 0.1 | ||||||||
21,790 | Exelon Corp. | 993,406 | 0.3 | ||||||||
1,027 | Idacorp, Inc. | 109,684 | 0.0 | ||||||||
831 | MDU Resources Group, Inc. | 24,689 | 0.0 | ||||||||
1,545 | NextEra Energy, Inc. | 374,137 | 0.1 | ||||||||
1,258 | NorthWestern Corp. | 90,161 | 0.0 | ||||||||
19,861 | NRG Energy, Inc. | 789,475 | 0.2 | ||||||||
948 | OGE Energy Corp. | 42,158 | 0.0 | ||||||||
402 | Pinnacle West Capital Corp. | 36,152 | 0.0 | ||||||||
5,668 | PNM Resources, Inc. | 287,424 | 0.1 | ||||||||
27,500 | Power Assets Holdings Ltd. | 201,180 | 0.1 | ||||||||
2,403 | Red Electrica Corp. SA | 48,420 | 0.0 | ||||||||
1,736 | RWE AG | 53,195 | 0.0 | ||||||||
27,497 | Snam SpA | 144,574 | 0.1 | ||||||||
246 | Southwest Gas Holdings, Inc. | 18,689 | 0.0 | ||||||||
2,402 | UGI Corp. | 108,474 | 0.0 | ||||||||
2,350 | Veolia Environnement | 62,530 | 0.0 | ||||||||
13,869 | Vistra Energy Corp. | 318,848 | 0.1 | ||||||||
6,339,048 | 1.7 | ||||||||||
Total Common Stock | |||||||||||
(Cost $156,901,221) | 181,284,135 | 48.5 | |||||||||
EXCHANGE-TRADED FUNDS: 17.1% | |||||||||||
278,758 | iShares Core MSCI Emerging Markets ETF | 14,986,030 | 4.0 | ||||||||
46,505 | iShares Core S&P 500 ETF | 15,032,276 | 4.0 | ||||||||
712 | iShares Core S&P Mid-Cap ETF | 146,544 | 0.1 | ||||||||
1,926 | iShares MSCI EAFE ETF | 133,741 | 0.0 | ||||||||
130,788(3) | Schwab U.S. TIPS ETF | 7,406,524 | 2.0 | ||||||||
64,339 | Vanguard Global ex-U.S. Real Estate ETF | 3,801,792 | 1.0 | ||||||||
41,068 | Vanguard Real Estate ETF | 3,810,700 | 1.0 | ||||||||
154,933(3) | Vanguard Value ETF | 18,568,720 | 5.0 | ||||||||
Total Exchange-Traded Funds | |||||||||||
(Cost $59,503,215) | 63,886,327 | 17.1 | |||||||||
MUTUAL FUNDS: 14.7% | |||||||||||
Affiliated Investment Companies: 14.7% | |||||||||||
119,121 | Voya Emerging Markets Local Currency Debt Fund - Class P | 887,452 | 0.2 | ||||||||
1,181,428 | Voya Floating Rate Fund - Class P | 11,211,748 | 3.0 | ||||||||
1,854,791 | Voya High Yield Bond Fund - Class P | 14,931,064 | 4.0 | ||||||||
755,519 | Voya Short Term Bond Fund - Class R6 | 7,449,420 | 2.0 | ||||||||
622,029 | Voya Small Company Fund - Class R6 | 9,373,972 | 2.5 | ||||||||
1,086,189 | Voya Strategic Income Opportunities Fund - Class P | 11,187,744 | 3.0 | ||||||||
Total Mutual Funds | |||||||||||
(Cost $54,689,873) | 55,041,400 | 14.7 | |||||||||
RIGHTS: 0.0% | |||||||||||
Energy: 0.0% | |||||||||||
12,914(1) | Repsol SA | 6,128 | 0.0 | ||||||||
Health Care: 0.0% | |||||||||||
4,512(1) | Bristol-Myers Squibb Co. | 13,581 | 0.0 | ||||||||
Total Rights | |||||||||||
(Cost $16,481) | 19,709 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: 4.7% | |||||||||||
Basic Materials: 0.1% | |||||||||||
30,000(2) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 31,761 | 0.0 |
See Accompanying Notes to Financial Statements
7
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value | Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Basic Materials: (continued) | |||||||||||
44,000 | Dow Chemical Co/The, 4.625%, 10/01/2044 | 48,690 | 0.0 | ||||||||
78,000 | Dow Chemical Co/The, 3.625%, 05/15/2026 | 82,065 | 0.0 | ||||||||
16,000 | FMC Corp., 3.200%, 10/01/2026 | 16,350 | �� | 0.0 | |||||||
5,000 | FMC Corp., 3.450%, 10/01/2029 | 5,173 | 0.0 | ||||||||
32,000 | International Flavors & Fragrances, Inc., 3.400%, 09/25/2020 | 32,277 | 0.0 | ||||||||
20,000 | International Paper Co., 4.400%, 08/15/2047 | 21,392 | 0.0 | ||||||||
15,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 17,022 | 0.0 | ||||||||
105,000(2) | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | 108,797 | 0.1 | ||||||||
19,000 | Newmont Corp., 3.700%, 03/15/2023 | 19,870 | 0.0 | ||||||||
25,000 | Nutrien Ltd., 3.625%, 03/15/2024 | 26,110 | 0.0 | ||||||||
61,000 | Teck Resources Ltd., 6.125%, 10/01/2035 | 71,841 | 0.0 | ||||||||
481,348 | 0.1 | ||||||||||
Communications: 0.4% | |||||||||||
20,000 | Amazon.com, Inc., 4.050%, 08/22/2047 | 23,495 | 0.0 | ||||||||
44,000 | AT&T, Inc., 4.300%, 02/15/2030 | 48,924 | 0.0 | ||||||||
50,000 | AT&T, Inc., 4.550%, 03/09/2049 | 55,453 | 0.0 | ||||||||
93,000 | AT&T, Inc., 5.650%, 02/15/2047 | 118,479 | 0.1 | ||||||||
50,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 52,550 | 0.0 | ||||||||
10,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | 10,526 | 0.0 | ||||||||
72,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 79,312 | 0.0 | ||||||||
38,000 | Comcast Corp., 2.650%, 02/01/2030 | 38,154 | 0.0 | ||||||||
60,000 | Comcast Corp., 3.900%, 03/01/2038 | 66,420 | 0.0 | ||||||||
78,000 | Comcast Corp., 3.950%, 10/15/2025 | 85,127 | 0.0 | ||||||||
40,000 | Comcast Corp., 3.999%, 11/01/2049 | 44,498 | 0.0 | ||||||||
25,000 | Comcast Corp., 4.600%, 10/15/2038 | 29,786 | 0.0 | ||||||||
15,000 | Corning, Inc., 5.450%, 11/15/2079 | 16,454 | 0.0 | ||||||||
50,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 50,959 | 0.0 | ||||||||
25,000 | Discovery Communications LLC, 5.200%, 09/20/2047 | 29,105 | 0.0 | ||||||||
40,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 41,113 | 0.0 | ||||||||
120,000(2) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 123,942 | 0.1 | ||||||||
200,000(2) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 203,061 | 0.1 | ||||||||
25,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 28,681 | 0.0 | ||||||||
20,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 22,198 | 0.0 | ||||||||
80,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 96,499 | 0.1 | ||||||||
50,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 61,971 | 0.0 | ||||||||
54,000 | ViacomCBS, Inc., 4.375%, 03/15/2043 | 57,231 | 0.0 | ||||||||
40,000 | ViacomCBS, Inc., 5.500%, 05/15/2033 | 47,824 | 0.0 | ||||||||
8,000 | Walt Disney Co/The, 2.000%, 09/01/2029 | 7,765 | 0.0 | ||||||||
47,000 | Walt Disney Co/The, 3.000%, 09/15/2022 | 48,397 | 0.0 | ||||||||
50,000 | Walt Disney Co/The, 4.750%, 11/15/2046 | 63,801 | 0.0 | ||||||||
1,551,725 | 0.4 | ||||||||||
Consumer, Cyclical: 0.3% | |||||||||||
22,823 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 23,669 | 0.0 | ||||||||
4,246 | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | 4,499 | 0.0 | ||||||||
43,813 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 46,286 | 0.0 | ||||||||
24,397 | American Airlines 2017-1 Class B Pass Through Trust, 4.950%, 08/15/2026 | 25,792 | 0.0 | ||||||||
20,000 | American Airlines 2019-1 Class B Pass Through Trust, 3.850%, 08/15/2029 | 20,341 | 0.0 | ||||||||
90,000(2) | BMW US Capital LLC, 3.450%, 04/12/2023 | 93,382 | 0.1 | ||||||||
17,002 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 17,886 | 0.0 | ||||||||
30,168 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 31,729 | 0.0 | ||||||||
25,000 | Delta Air Lines, Inc., 2.900%, 10/28/2024 | 25,063 | 0.0 |
See Accompanying Notes to Financial Statements
8
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Cyclical: (continued) | |||||||||||
27,000 | Delta Air Lines, Inc., 3.750%, 10/28/2029 | 27,007 | 0.0 | ||||||||
80,000 | DR Horton, Inc., 4.750%, 02/15/2023 | 85,363 | 0.0 | ||||||||
30,000 | Ford Motor Co., 5.291%, 12/08/2046 | 28,498 | 0.0 | ||||||||
25,000 | General Motors Co., 5.400%, 04/01/2048 | 25,865 | 0.0 | ||||||||
25,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 26,137 | 0.0 | ||||||||
25,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 26,276 | 0.0 | ||||||||
10,000 | Hasbro, Inc., 2.600%, 11/19/2022 | 10,063 | 0.0 | ||||||||
25,000 | Hasbro, Inc., 3.000%, 11/19/2024 | 25,133 | 0.0 | ||||||||
20,000(2) | Hyundai Capital America, 3.500%, 11/02/2026 | 20,289 | 0.0 | ||||||||
25,000 | JetBlue 2019-1 Class AA Pass Through Trust, 2.750%, 11/15/2033 | 25,343 | 0.0 | ||||||||
50,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 50,935 | 0.0 | ||||||||
30,000 | McDonald's Corp., 4.450%, 09/01/2048 | 34,327 | 0.0 | ||||||||
33,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 34,700 | 0.0 | ||||||||
30,288 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 31,479 | 0.0 | ||||||||
58,140 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 59,736 | 0.0 | ||||||||
17,431 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | 17,717 | 0.0 | ||||||||
67,071 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 68,087 | 0.0 | ||||||||
24,861 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | 25,100 | 0.0 | ||||||||
16,180 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 17,003 | 0.0 | ||||||||
111,306 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 115,947 | 0.1 | ||||||||
90,000 | Walmart, Inc., 2.350%, 12/15/2022 | 91,577 | 0.1 | ||||||||
60,000 | Walmart, Inc., 4.050%, 06/29/2048 | 70,985 | 0.0 | ||||||||
1,206,214 | 0.3 | ||||||||||
Consumer, Non-cyclical: 0.7% | |||||||||||
30,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 37,493 | 0.0 | ||||||||
43,000(2) | AbbVie, Inc., 2.600%, 11/21/2024 | 43,295 | 0.0 | ||||||||
50,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 51,033 | 0.0 | ||||||||
24,000(2) | AbbVie, Inc., 2.950%, 11/21/2026 | 24,396 | 0.0 | ||||||||
21,000(2) | AbbVie, Inc., 3.200%, 11/21/2029 | 21,377 | 0.0 | ||||||||
24,000(2) | AbbVie, Inc., 4.050%, 11/21/2039 | 25,449 | 0.0 | ||||||||
29,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 32,871 | 0.0 | ||||||||
42,000 | Aetna, Inc., 2.800%, 06/15/2023 | 42,680 | 0.0 | ||||||||
30,000 | Aetna, Inc., 4.500%, 05/15/2042 | 32,340 | 0.0 | ||||||||
30,000 | Allergan Finance LLC, 4.625%, 10/01/2042 | 31,383 | 0.0 | ||||||||
45,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 50,135 | 0.0 | ||||||||
20,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 23,521 | 0.0 | ||||||||
21,000 | Altria Group, Inc., 5.950%, 02/14/2049 | 25,426 | 0.0 | ||||||||
25,000 | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 26,120 | 0.0 | ||||||||
22,000 | Amgen, Inc., 4.563%, 06/15/2048 | 25,543 | 0.0 | ||||||||
68,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 78,548 | 0.1 | ||||||||
75,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 88,835 | 0.1 | ||||||||
25,000 | Anthem, Inc., 3.500%, 08/15/2024 | 26,206 | 0.0 | ||||||||
7,000 | Anthem, Inc., 4.101%, 03/01/2028 | 7,603 | 0.0 | ||||||||
10,000 | Anthem, Inc., 4.375%, 12/01/2047 | 11,024 | 0.0 | ||||||||
25,000 | Anthem, Inc., 5.100%, 01/15/2044 | 29,882 | 0.0 | ||||||||
50,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 51,133 | 0.0 | ||||||||
15,000 | BAT Capital Corp., 3.462%, 09/06/2029 | 15,184 | 0.0 | ||||||||
14,000 | BAT Capital Corp., 3.557%, 08/15/2027 | 14,290 | 0.0 | ||||||||
50,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 50,825 | 0.0 | ||||||||
23,000(2) | Bristol-Myers Squibb Co., 3.400%, 07/26/2029 | 24,600 | 0.0 | ||||||||
50,000(2) | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 54,090 | 0.0 | ||||||||
30,000(2) | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | 34,602 | 0.0 | ||||||||
40,000(2) | Bristol-Myers Squibb Co., 4.550%, 02/20/2048 | 48,984 | 0.0 |
See Accompanying Notes to Financial Statements
9
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value | Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||
60,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 63,023 | 0.0 | ||||||||
48,000(2) | Cargill, Inc., 3.875%, 05/23/2049 | 53,672 | 0.0 | ||||||||
100,000 | Cigna Corp., 3.200%, 09/17/2020 | 100,793 | 0.1 | ||||||||
125,000 | Cigna Corp., 3.400%, 09/17/2021 | 127,976 | 0.1 | ||||||||
40,000 | Cigna Corp., 4.800%, 08/15/2038 | 46,693 | 0.0 | ||||||||
25,000 | CVS Health Corp., 3.700%, 03/09/2023 | 26,041 | 0.0 | ||||||||
5,000 | CVS Health Corp., 3.875%, 07/20/2025 | 5,324 | 0.0 | ||||||||
10,000 | CVS Health Corp., 4.300%, 03/25/2028 | 10,921 | 0.0 | ||||||||
105,000 | CVS Health Corp., 5.050%, 03/25/2048 | 124,253 | 0.1 | ||||||||
120,000 | CVS Health Corp., 2.125%, 06/01/2021 | 120,210 | 0.1 | ||||||||
20,000 | Estee Lauder Cos, Inc./The, 3.125%, 12/01/2049 | 20,000 | 0.0 | ||||||||
60,000 | General Mills, Inc., 3.700%, 10/17/2023 | 63,219 | 0.0 | ||||||||
25,000 | General Mills, Inc., 4.000%, 04/17/2025 | 27,033 | 0.0 | ||||||||
30,000 | GlaxoSmithKline Capital PLC, 2.875%, 06/01/2022 | 30,650 | 0.0 | ||||||||
25,000 | Global Payments, Inc., 2.650%, 02/15/2025 | 25,119 | 0.0 | ||||||||
30,000 | Global Payments, Inc., 3.200%, 08/15/2029 | 30,658 | 0.0 | ||||||||
45,000 | HCA, Inc., 4.500%, 02/15/2027 | 48,552 | 0.0 | ||||||||
15,000 | HCA, Inc., 5.125%, 06/15/2039 | 16,606 | 0.0 | ||||||||
22,000 | HCA, Inc., 5.250%, 04/15/2025 | 24,621 | 0.0 | ||||||||
5,000 | HCA, Inc., 5.250%, 06/15/2049 | 5,590 | 0.0 | ||||||||
14,000 | HCA, Inc., 5.500%, 06/15/2047 | 16,072 | 0.0 | ||||||||
14,000 | IHS Markit Ltd., 4.250%, 05/01/2029 | 15,104 | 0.0 | ||||||||
30,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 35,537 | 0.0 | ||||||||
25,000 | Kaiser Foundation Hospitals, 3.266%, 11/01/2049 | 25,153 | 0.0 | ||||||||
70,000 | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 73,825 | 0.0 | ||||||||
5,000 | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | 5,462 | 0.0 | ||||||||
62,000(2) | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | 63,703 | 0.0 | ||||||||
23,000 | Kroger Co/The, 5.150%, 08/01/2043 | 26,374 | 0.0 | ||||||||
23,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 25,863 | 0.0 | ||||||||
15,000(2) | Mars, Inc., 3.200%, 04/01/2030 | 15,878 | 0.0 | ||||||||
13,000(2) | Mars, Inc., 3.875%, 04/01/2039 | 14,365 | 0.0 | ||||||||
42,000(2) | Mars, Inc., 4.125%, 04/01/2054 | 47,949 | 0.0 | ||||||||
18,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 21,314 | 0.0 | ||||||||
4,000 | Mylan NV, 3.750%, 12/15/2020 | 4,080 | 0.0 | ||||||||
75,000 | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 75,533 | 0.1 | ||||||||
60,000 | Pfizer, Inc., 3.200%, 09/15/2023 | 62,581 | 0.0 | ||||||||
19,000 | Philip Morris International, Inc., 4.375%, 11/15/2041 | 21,054 | 0.0 | ||||||||
20,000 | Quest Diagnostics, Inc., 2.950%, 06/30/2030 | 20,059 | 0.0 | ||||||||
50,000 | RELX Capital, Inc., 4.000%, 03/18/2029 | 54,281 | 0.0 | ||||||||
12,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 13,757 | 0.0 | ||||||||
6,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 7,043 | 0.0 | ||||||||
5,000 | S&P Global, Inc., 3.250%, 12/01/2049 | 5,113 | 0.0 | ||||||||
35,000 | Thermo Fisher Scientific, Inc., 2.600%, 10/01/2029 | 34,645 | 0.0 | ||||||||
7,000 | UnitedHealth Group, Inc., 2.875%, 08/15/2029 | 7,203 | 0.0 | ||||||||
19,000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 19,943 | 0.0 | ||||||||
13,000 | UnitedHealth Group, Inc., 3.875%, 08/15/2059 | 14,029 | 0.0 | ||||||||
25,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 28,782 | 0.0 | ||||||||
2,754,524 | 0.7 | ||||||||||
Energy: 0.7% | |||||||||||
18,000 | Apache Corp., 4.375%, 10/15/2028 | 18,808 | 0.0 | ||||||||
50,000 | Apache Corp., 5.250%, 02/01/2042 | 52,087 | 0.0 | ||||||||
48,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 50,006 | 0.0 | ||||||||
75,000 | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | 78,290 | 0.1 | ||||||||
50,000 | BP Capital Markets PLC, 4.742%, 03/11/2021 | 51,631 | 0.0 | ||||||||
15,000(2) | Cameron LNG LLC, 2.902%, 07/15/2031 | 15,031 | 0.0 | ||||||||
15,000(2) | Cameron LNG LLC, 3.302%, 01/15/2035 | 15,143 | 0.0 | ||||||||
25,000 | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 25,865 | 0.0 | ||||||||
39,000 | Cimarex Energy Co., 3.900%, 05/15/2027 | 40,343 | 0.0 | ||||||||
23,000 | Cimarex Energy Co., 4.375%, 06/01/2024 | 24,292 | 0.0 | ||||||||
26,000 | Cimarex Energy Co., 4.375%, 03/15/2029 | 27,519 | 0.0 |
See Accompanying Notes to Financial Statements
10
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Energy: (continued) | |||||||||||
26,000 | Diamondback Energy, Inc., 2.875%, 12/01/2024 | 26,297 | 0.0 | ||||||||
10,000 | Diamondback Energy, Inc., 3.250%, 12/01/2026 | 10,126 | 0.0 | ||||||||
15,000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 15,292 | 0.0 | ||||||||
200,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 204,829 | 0.1 | ||||||||
41,000 | Enable Midstream Partners L.P., 4.150%, 09/15/2029 | 38,965 | 0.0 | ||||||||
40,000 | Enbridge, Inc., 3.125%, 11/15/2029 | 40,521 | �� | 0.0 | |||||||
60,000 | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | 63,984 | 0.0 | ||||||||
25,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 26,679 | 0.0 | ||||||||
5,000 | Enterprise Products Operating LLC, 4.200%, 01/31/2050 | 5,372 | 0.0 | ||||||||
100,000(4) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 98,902 | 0.1 | ||||||||
3,000(4) | Enterprise Products Operating LLC, 5.375%, 02/15/2078 | 2,986 | 0.0 | ||||||||
27,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 27,502 | 0.0 | ||||||||
45,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 46,068 | 0.0 | ||||||||
16,000 | Exxon Mobil Corp., 2.995%, 08/16/2039 | 16,034 | 0.0 | ||||||||
17,000 | Exxon Mobil Corp., 3.095%, 08/16/2049 | 16,961 | 0.0 | ||||||||
35,000 | Halliburton Co., 3.500%, 08/01/2023 | 36,404 | 0.0 | ||||||||
25,000 | Halliburton Co., 3.800%, 11/15/2025 | 26,683 | 0.0 | ||||||||
35,000 | Husky Energy, Inc., 4.400%, 04/15/2029 | 37,677 | 0.0 | ||||||||
200,000(2) | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | 219,699 | 0.1 | ||||||||
21,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 24,293 | 0.0 | ||||||||
20,000 | Marathon Petroleum Corp., 5.125%, 04/01/2024 | 20,535 | 0.0 | ||||||||
25,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 26,964 | 0.0 | ||||||||
20,000(2) | MPLX L.P., 5.250%, 01/15/2025 | 20,994 | 0.0 | ||||||||
23,000 | Newfield Exploration Co., 5.375%, 01/01/2026 | 24,955 | 0.0 | ||||||||
34,000 | Occidental Petroleum Corp., 2.900%, 08/15/2024 | 34,562 | 0.0 | ||||||||
44,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 45,276 | 0.0 | ||||||||
15,000 | ONEOK, Inc., 3.400%, 09/01/2029 | 15,251 | 0.0 | ||||||||
200,000(2) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 219,569 | 0.1 | ||||||||
200,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 212,913 | 0.1 | ||||||||
50,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | 49,315 | 0.0 | ||||||||
50,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 53,559 | 0.0 | ||||||||
24,000(2) | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | 24,413 | 0.0 | ||||||||
125,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 132,280 | 0.1 | ||||||||
9,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 9,463 | 0.0 | ||||||||
70,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 71,800 | 0.0 | ||||||||
24,000 | Total Capital International SA, 3.461%, 07/12/2049 | 25,234 | 0.0 | ||||||||
16,000(4) | Transcanada Trust, 5.500%, 09/15/2079 | 16,832 | 0.0 | ||||||||
45,000 | Western Midstream Operating L.P., 4.000%, 07/01/2022 | 46,121 | 0.0 | ||||||||
30,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 31,826 | 0.0 | ||||||||
25,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 28,150 | 0.0 | ||||||||
23,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 23,647 | 0.0 | ||||||||
27,000 | Williams Partners L.P., 3.750%, 06/15/2027 | 28,154 | 0.0 | ||||||||
2,546,102 | 0.7 | ||||||||||
Financial: 1.4% | |||||||||||
200,000(2) | ABN AMRO Bank NV, 4.750%, 07/28/2025 | 218,342 | 0.1 | ||||||||
20,000 | American International Group, Inc., 3.875%, 01/15/2035 | 21,226 | 0.0 | ||||||||
10,000 | American International Group, Inc., 4.250%, 03/15/2029 | 11,127 | 0.0 | ||||||||
7,000 | American International Group, Inc., 4.500%, 07/16/2044 | 8,064 | 0.0 | ||||||||
10,000 | American International Group, Inc., 4.750%, 04/01/2048 | 12,039 | 0.0 | ||||||||
18,000(4) | American International Group, Inc., 5.750%, 04/01/2048 | 19,818 | 0.0 | ||||||||
15,000 | American Tower Corp., 2.750%, 01/15/2027 | 14,991 | 0.0 | ||||||||
25,000 | American Tower Corp., 3.700%, 10/15/2049 | 24,944 | 0.0 |
See Accompanying Notes to Financial Statements
11
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial:(continued) | |||||||||||
31,000 | Assurant, Inc., 3.700%, 02/22/2030 | 31,448 | 0.0 | ||||||||
35,000(4) | Bank of America Corp., 3.194%, 07/23/2030 | 36,202 | 0.0 | ||||||||
120,000(4) | Bank of America Corp., 3.499%, 05/17/2022 | 122,407 | 0.1 | ||||||||
60,000(4) | Bank of America Corp., 3.593%, 07/21/2028 | 63,581 | 0.0 | ||||||||
20,000 | Bank of America Corp., 3.950%, 04/21/2025 | 21,340 | 0.0 | ||||||||
40,000(4) | Bank of America Corp., 3.974%, 02/07/2030 | 43,975 | 0.0 | ||||||||
40,000(4) | Bank of America Corp., 4.078%, 04/23/2040 | 45,336 | 0.0 | ||||||||
79,000 | Bank of America Corp., 4.125%, 01/22/2024 | 85,020 | 0.0 | ||||||||
103,000 | Bank of America Corp., 4.183%, 11/25/2027 | 111,650 | 0.1 | ||||||||
130,000(4) | Bank of America Corp., 4.271%, 07/23/2029 | 144,420 | 0.1 | ||||||||
6,000(4) | Bank of America Corp., 5.125%, 12/31/2199 | 6,354 | 0.0 | ||||||||
50,000(4) | Bank of Montreal, 3.803%, 12/15/2032 | 52,193 | 0.0 | ||||||||
40,000 | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | 40,704 | 0.0 | ||||||||
80,000(2) | Barclays Bank PLC, 10.179%, 06/12/2021 | 88,929 | 0.0 | ||||||||
45,000 | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | 53,295 | 0.0 | ||||||||
206,000(2) | BPCE SA, 5.700%, 10/22/2023 | 228,104 | 0.1 | ||||||||
20,000 | Charles Schwab Corp./The, 3.250%, 05/22/2029 | 21,164 | 0.0 | ||||||||
75,000 | Charles Schwab Corp./The, 3.550%, 02/01/2024 | 79,120 | 0.0 | ||||||||
45,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 51,442 | 0.0 | ||||||||
14,000 | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | 14,346 | 0.0 | ||||||||
260,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 282,087 | 0.1 | ||||||||
250,000(2) | Credit Agricole SA/London, 2.375%, 07/01/2021 | 251,639 | 0.1 | ||||||||
77,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | 80,153 | 0.0 | ||||||||
200,000(2) | Danske Bank A/S, 2.800%, 03/10/2021 | 201,435 | 0.1 | ||||||||
17,000 | ERP Operating L.P., 2.500%, 02/15/2030 | 16,876 | 0.0 | ||||||||
35,000 | Essex Portfolio L.P., 3.000%, 01/15/2030 | 35,415 | 0.0 | ||||||||
50,000 | Essex Portfolio L.P., 3.250%, 05/01/2023 | 51,373 | 0.0 | ||||||||
18,000 | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | 19,607 | 0.0 | ||||||||
39,000(2),(3) | Fairfax US, Inc., 4.875%, 08/13/2024 | 41,685 | 0.0 | ||||||||
35,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 38,004 | 0.0 | ||||||||
46,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 56,470 | 0.0 | ||||||||
17,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 23,594 | 0.0 | ||||||||
100,000(2),(4) | Harborwalk Funding Trust, 5.077%, 02/15/2069 | 118,349 | 0.1 | ||||||||
35,000 | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 35,130 | 0.0 | ||||||||
200,000(4) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 200,745 | 0.1 | ||||||||
81,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 81,375 | 0.0 | ||||||||
75,000(4) | JPMorgan Chase & Co., 3.207%, 04/01/2023 | 76,793 | 0.0 | ||||||||
160,000(4) | JPMorgan Chase & Co., 3.514%, 06/18/2022 | 163,458 | 0.1 | ||||||||
70,000(4) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 73,778 | 0.0 | ||||||||
50,000(4) | JPMorgan Chase & Co., 4.032%, 07/24/2048 | 57,177 | 0.0 | ||||||||
38,000(4) | JPMorgan Chase & Co., 5.000%, 12/31/2199 | 39,568 | 0.0 | ||||||||
33,000 | Kimco Realty Corp., 3.700%, 10/01/2049 | 32,107 | 0.0 | ||||||||
27,000(2) | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | 28,090 | 0.0 | ||||||||
200,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 207,871 | 0.1 | ||||||||
100,000 | Morgan Stanley, 4.000%, 07/23/2025 | 108,208 | 0.0 | ||||||||
40,000(4) | Morgan Stanley, 4.457%, 04/22/2039 | 47,127 | 0.0 | ||||||||
70,000 | Morgan Stanley, 5.500%, 07/28/2021 | 73,755 | 0.0 | ||||||||
55,000(2) | New York Life Global Funding, 2.875%, 04/10/2024 | 56,735 | 0.0 | ||||||||
24,000(2) | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | 24,052 | 0.0 | ||||||||
150,000 | ORIX Corp., 3.250%, 12/04/2024 | 156,372 | 0.1 | ||||||||
30,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 31,985 | 0.0 | ||||||||
23,000 | Regency Centers L.P., 2.950%, 09/15/2029 | 22,982 | 0.0 | ||||||||
41,000 | Royal Bank of Canada, 2.250%, 11/01/2024 | 41,217 | 0.0 | ||||||||
70,000 | Royal Bank of Canada, 2.703%, (US0003M + 0.660%), 10/05/2023 | 70,571 | 0.0 | ||||||||
21,000(4) | State Street Corp., 3.031%, 11/01/2034 | 21,078 | 0.0 | ||||||||
8,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 8,196 | 0.0 |
See Accompanying Notes to Financial Statements
12
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial:(continued) | |||||||||||
100,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 104,692 | 0.0 | ||||||||
25,000 | Truist Bank, 3.200%, 04/01/2024 | 26,008 | 0.0 | ||||||||
55,000(4) | Truist Financial Corp., 4.800%, 12/31/2199 | 56,856 | 0.0 | ||||||||
35,000(4) | Wells Fargo & Co., 2.406%, 10/30/2025 | 35,024 | 0.0 | ||||||||
31,000(4) | Wells Fargo & Co., 2.879%, 10/30/2030 | 31,208 | 0.0 | ||||||||
120,000 | Wells Fargo & Co., 3.750%, 01/24/2024 | 126,820 | 0.1 | ||||||||
48,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 57,554 | 0.0 | ||||||||
15,000 | Westpac Banking Corp., 2.350%, 02/19/2025 | 15,033 | 0.0 | ||||||||
25,000 | XLIT Ltd., 4.450%, 03/31/2025 | 27,230 | 0.0 | ||||||||
5,027,063 | 1.4 | ||||||||||
Industrial: 0.2% | |||||||||||
45,000 | Amphenol Corp., 2.800%, 02/15/2030 | 44,608 | 0.0 | ||||||||
39,000 | Amphenol Corp., 3.200%, 04/01/2024 | 40,460 | 0.0 | ||||||||
60,000(4) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 67,291 | 0.0 | ||||||||
45,000 | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 49,340 | 0.0 | ||||||||
51,000 | FedEx Corp., 3.900%, 02/01/2035 | 51,970 | 0.0 | ||||||||
42,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 44,939 | 0.0 | ||||||||
7,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 7,216 | 0.0 | ||||||||
25,000 | Packaging Corp. of America, 4.050%, 12/15/2049 | 26,018 | 0.0 | ||||||||
56,000 | Rockwell Collins, Inc., 3.200%, 03/15/2024 | 58,275 | 0.0 | ||||||||
13,000 | Roper Technologies, Inc., 3.650%, 09/15/2023 | 13,650 | 0.0 | ||||||||
115,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 117,648 | 0.1 | ||||||||
41,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 42,455 | 0.0 | ||||||||
100,000 | United Technologies Corp., 3.650%, 08/16/2023 | 105,406 | 0.1 | ||||||||
5,000 | United Technologies Corp., 5.400%, 05/01/2035 | 6,434 | 0.0 | ||||||||
8,000 | United Technologies Corp., 6.125%, 07/15/2038 | 11,106 | 0.0 | ||||||||
686,816 | 0.2 | ||||||||||
Technology: 0.2% | |||||||||||
40,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 41,959 | 0.0 | ||||||||
90,000 | Apple, Inc., 3.750%, 09/12/2047 | 100,079 | 0.0 | ||||||||
20,000 | Broadridge Financial Solutions, Inc., 2.900%, 12/01/2029 | 20,001 | 0.0 | ||||||||
25,000(2) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 28,774 | 0.0 | ||||||||
20,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 20,359 | 0.0 | ||||||||
36,000 | Fiserv, Inc., 3.200%, 07/01/2026 | 37,290 | 0.0 | ||||||||
45,000 | HP, Inc., 4.050%, 09/15/2022 | 47,010 | 0.0 | ||||||||
50,000 | HP, Inc., 4.300%, 06/01/2021 | 51,502 | 0.0 | ||||||||
100,000 | IBM Credit LLC, 3.000%, 02/06/2023 | 102,904 | 0.1 | ||||||||
100,000 | International Business Machines Corp., 3.300%, 05/15/2026 | 105,463 | 0.1 | ||||||||
40,000 | Intel Corp., 3.250%, 11/15/2049 | 40,296 | 0.0 | ||||||||
46,000 | KLA Corp., 4.125%, 11/01/2021 | 47,571 | 0.0 | ||||||||
80,000 | Microsoft Corp., 3.700%, 08/08/2046 | 90,334 | 0.0 | ||||||||
41,000 | Microsoft Corp., 4.450%, 11/03/2045 | 51,254 | 0.0 | ||||||||
6,000 | Oracle Corp., 3.850%, 07/15/2036 | 6,574 | 0.0 | ||||||||
25,000 | Texas Instruments, Inc., 3.875%, 03/15/2039 | 28,241 | 0.0 | ||||||||
819,611 | 0.2 | ||||||||||
Utilities: 0.7% | |||||||||||
52,000 | AEP Texas, Inc., 3.450%, 01/15/2050 | 52,110 | 0.0 | ||||||||
20,000 | Alabama Power Co., 3.450%, 10/01/2049 | 20,506 | 0.0 | ||||||||
36,000 | Ameren Corp., 2.700%, 11/15/2020 | 36,198 | 0.0 | ||||||||
50,000(2) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 62,664 | 0.0 | ||||||||
50,000(2) | American Transmission Systems, Inc., 5.250%, 01/15/2022 | 52,917 | 0.0 | ||||||||
47,000 | Avangrid, Inc., 3.800%, 06/01/2029 | 49,850 | 0.0 | ||||||||
20,000 | Baltimore Gas & Electric Co., 3.200%, 09/15/2049 | 19,588 | 0.0 | ||||||||
35,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 36,296 | 0.0 | ||||||||
15,000 | Black Hills Corp., 3.050%, 10/15/2029 | 14,955 | 0.0 | ||||||||
40,000 | Black Hills Corp., 4.250%, 11/30/2023 | 42,402 | 0.0 | ||||||||
25,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 26,265 | 0.0 | ||||||||
39,000(2) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 40,604 | 0.0 | ||||||||
25,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 26,974 | 0.0 |
See Accompanying Notes to Financial Statements
13
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Utilities:(continued) | |||||||||||
34,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 36,418 | 0.0 | ||||||||
13,000 | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | 16,005 | 0.0 | ||||||||
22,000 | Consumers Energy Co., 3.100%, 08/15/2050 | 21,945 | 0.0 | ||||||||
30,000 | Dominion Energy Gas Holdings LLC, 2.500%, 11/15/2024 | 30,146 | 0.0 | ||||||||
35,000(4) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 35,750 | 0.0 | ||||||||
48,000(2) | DPL, Inc., 4.350%, 04/15/2029 | 46,309 | 0.0 | ||||||||
35,000 | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | 34,859 | 0.0 | ||||||||
25,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 27,001 | 0.0 | ||||||||
15,000 | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | 16,726 | 0.0 | ||||||||
15,000(4) | Duke Energy Corp., 4.875%, 12/31/2199 | 15,753 | 0.0 | ||||||||
25,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 28,936 | 0.0 | ||||||||
25,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 24,985 | 0.0 | ||||||||
59,000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 63,063 | 0.0 | ||||||||
100,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 106,323 | 0.1 | ||||||||
25,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 29,497 | 0.0 | ||||||||
33,000 | Entergy Texas, Inc., 4.000%, 03/30/2029 | 36,368 | 0.0 | ||||||||
33,000 | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 32,490 | 0.0 | ||||||||
57,000 | Eversource Energy, 2.900%, 10/01/2024 | 58,254 | 0.0 | ||||||||
50,000 | Exelon Corp., 3.497%, 06/01/2022 | 51,344 | 0.0 | ||||||||
80,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 81,292 | 0.1 | ||||||||
25,000 | Georgia Power Co., 2.200%, 09/15/2024 | 25,008 | 0.0 | ||||||||
33,000 | Georgia Power Co., 5.750%, 04/15/2023 | 35,843 | 0.0 | ||||||||
80,000 | Interstate Power & Light Co., 3.250%, 12/01/2024 | 83,287 | 0.1 | ||||||||
25,000 | IPALCO Enterprises, Inc., 3.450%, 07/15/2020 | 25,113 | 0.0 | ||||||||
50,000(2) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 54,433 | 0.0 | ||||||||
50,000 | LG&E & KU Energy LLC, 3.750%, 11/15/2020 | 50,523 | 0.0 | ||||||||
12,000(2) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 12,777 | 0.0 | ||||||||
35,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 37,602 | 0.0 | ||||||||
43,000(4) | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 44,893 | 0.0 | ||||||||
76,000 | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | 78,804 | 0.1 | ||||||||
25,000 | NiSource, Inc., 5.950%, 06/15/2041 | 32,016 | 0.0 | ||||||||
200,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 211,320 | 0.1 | ||||||||
108,000 | Public Service Electric & Gas Co., 3.250%, 09/01/2023 | 112,484 | 0.1 | ||||||||
25,000 | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 25,345 | 0.0 | ||||||||
50,000 | Sempra Energy, 3.800%, 02/01/2038 | 52,194 | 0.0 | ||||||||
68,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 68,368 | 0.1 | ||||||||
5,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 5,026 | 0.0 | ||||||||
15,000 | Southern California Edison Co., 3.875%, 06/01/2021 | 15,328 | 0.0 | ||||||||
40,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 50,484 | 0.0 | ||||||||
60,000 | Tampa Electric Co., 5.400%, 05/15/2021 | 62,686 | 0.0 | ||||||||
63,000 | Union Electric Co., 3.500%, 03/15/2029 | 67,681 | 0.0 | ||||||||
17,000 | Union Electric Co., 3.900%, 09/15/2042 | 18,525 | 0.0 | ||||||||
12,000 | Virginia Electric & Power Co., 2.875%, 07/15/2029 | 12,304 | 0.0 | ||||||||
28,000 | Virginia Electric & Power Co., 3.450%, 09/01/2022 | 28,927 | 0.0 | ||||||||
25,000 | Washington Gas Light Co., 3.650%, 09/15/2049 | 25,138 | 0.0 | ||||||||
2,510,902 | 0.7 | ||||||||||
Total Corporate Bonds/Notes | |||||||||||
(Cost $16,766,241) | 17,584,305 | 4.7 | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 4.1% | |||||||||||
90,601 | Alternative Loan Trust 2004-J7 MI, 2.812%, (US0001M + 1.020%), 10/25/2034 | 89,030 | 0.0 | ||||||||
75,693 | Alternative Loan Trust 2005-10CB 1A1, 2.292%, (US0001M + 0.500%), 05/25/2035 | 65,084 | 0.0 |
See Accompanying Notes to Financial Statements
14
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
62,272 | Alternative Loan Trust 2005-51 3A2A, 3.530%, (12MTA + 1.290%), 11/20/2035 | 60,929 | 0.0 | ||||||||
63,480 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 58,784 | 0.0 | ||||||||
125,439 | Alternative Loan Trust 2005-J2 1A12, 2.192%, (US0001M + 0.400%), 04/25/2035 | 107,265 | 0.0 | ||||||||
20,286 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 15,490 | 0.0 | ||||||||
116,010 | Alternative Loan Trust 2006-19CB A12, 2.192%, (US0001M + 0.400%), 08/25/2036 | 75,175 | 0.0 | ||||||||
89,148 | Alternative Loan Trust 2006-HY11 A1, 1.912%, (US0001M + 0.120%), 06/25/2036 | 85,483 | 0.0 | ||||||||
31,943 | Alternative Loan Trust 2007-23CB A3, 2.292%, (US0001M + 0.500%), 09/25/2037 | 17,650 | 0.0 | ||||||||
156,540 | Alternative Loan Trust 2007-2CB 2A1, 2.392%, (US0001M + 0.600%), 03/25/2037 | 97,841 | 0.0 | ||||||||
43,502(4) | Bear Stearns ALT-A Trust 2005-7 21A1, 4.339%, 09/25/2035 | 41,179 | 0.0 | ||||||||
84,146 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.982%, (US0001M + 0.190%), 01/25/2037 | 80,407 | 0.0 | ||||||||
83,684(4) | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 4.514%, 03/25/2036 | 77,811 | 0.0 | ||||||||
57,970(4) | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.170%, 09/25/2037 | 56,826 | 0.0 | ||||||||
100,000(2),(4) | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | 100,432 | 0.0 | ||||||||
200,000(2),(4) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 201,533 | 0.1 | ||||||||
200,000(2),(4) | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | 202,343 | 0.1 | ||||||||
39,646 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.044%, (US0001M + 0.280%), 08/19/2045 | 34,417 | 0.0 | ||||||||
710,639 | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | 751,891 | 0.2 | ||||||||
389,657 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 438,993 | 0.1 | ||||||||
162,708 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 5.792%, (US0001M + 4.000%), 05/25/2025 | 172,766 | 0.1 | ||||||||
250,002 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.242%, (US0001M + 4.450%), 01/25/2029 | 264,325 | 0.1 | ||||||||
83,874 | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 6.142%, (US0001M + 4.350%), 05/25/2029 | 88,516 | 0.0 | ||||||||
200,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.792%, (US0001M + 3.000%), 10/25/2029 | 209,117 | 0.1 | ||||||||
200,000 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.642%, (US0001M + 2.850%), 11/25/2029 | 207,012 | 0.1 | ||||||||
150,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.192%, (US0001M + 2.400%), 05/28/2030 | 152,917 | 0.1 | ||||||||
93,569 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 4.592%, (US0001M + 2.800%), 02/25/2030 | 96,177 | 0.0 | ||||||||
243,813 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 3.992%, (US0001M + 2.200%), 08/25/2030 | 246,135 | 0.1 | ||||||||
284,713 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 3.792%, (US0001M + 2.000%), 03/25/2031 | 286,134 | 0.1 | ||||||||
200,000(2) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 4.092%, (US0001M + 2.300%), 08/25/2031 | 202,022 | 0.1 | ||||||||
99,175 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | 109,049 | 0.0 | ||||||||
296,709 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 321,678 | 0.1 | ||||||||
271,424(4) | Fannie Mae REMIC Trust 2009-50 HZ, 5.547%, 02/25/2049 | 296,522 | 0.1 | ||||||||
181,378 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 203,373 | 0.1 | ||||||||
255,662 | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | 287,469 | 0.1 | ||||||||
133,829 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 148,620 | 0.1 | ||||||||
475,579 | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | 478,184 | 0.1 |
See Accompanying Notes to Financial Statements
15
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
177,711 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 183,495 | 0.1 | ||||||||
493,079 | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | 521,154 | 0.2 | ||||||||
96,049(2),(4) | Flagstar Mortgage Trust 2018-1 B2, 4.030%, 03/25/2048 | 100,052 | 0.0 | ||||||||
96,049(2),(4) | Flagstar Mortgage Trust 2018-1 B3, 4.030%, 03/25/2048 | 97,212 | 0.0 | ||||||||
670,284 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 700,009 | 0.2 | ||||||||
233,262 | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | 307,126 | 0.1 | ||||||||
98,536 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 108,422 | 0.0 | ||||||||
131,085 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | 147,334 | 0.0 | ||||||||
77,088 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 86,085 | 0.0 | ||||||||
21,915 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 24,920 | 0.0 | ||||||||
57,325 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 63,044 | 0.0 | ||||||||
175,008 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 192,546 | 0.1 | ||||||||
72,910 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 82,020 | 0.0 | ||||||||
65,311(4) | Freddie Mac REMIC Trust 3524 LA, 5.210%, 03/15/2033 | 71,758 | 0.0 | ||||||||
69,381 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 78,369 | 0.0 | ||||||||
52,486 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | 57,360 | 0.0 | ||||||||
15,463 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 16,756 | 0.0 | ||||||||
319,296 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 328,613 | 0.1 | ||||||||
506,912 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 576,434 | 0.2 | ||||||||
506,912 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 565,875 | 0.2 | ||||||||
459,529 | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | 477,495 | 0.1 | ||||||||
32,534 | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | 33,580 | 0.0 | ||||||||
1,000,000 | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | 1,024,987 | 0.3 | ||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.492%, (US0001M + 4.700%), 04/25/2028 | 110,882 | 0.0 | ||||||||
300,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.342%, (US0001M + 5.550%), 07/25/2028 | 331,248 | 0.1 | ||||||||
189,438 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.142%, (US0001M + 2.350%), 04/25/2030 | 192,846 | 0.1 | ||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.092%, (US0001M + 2.300%), 09/25/2030 | 101,217 | 0.0 | ||||||||
813,971 | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | 797,116 | 0.2 | ||||||||
61,209 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 67,096 | 0.0 | ||||||||
358,118 | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | 384,819 | 0.1 | ||||||||
23,958 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 26,422 | 0.0 | ||||||||
53,157 | HomeBanc Mortgage Trust 2004-1 2A, 2.652%, (US0001M + 0.860%), 08/25/2029 | 51,778 | 0.0 | ||||||||
44,028 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.002%, (US0001M + 0.210%), 04/25/2046 | 41,820 | 0.0 | ||||||||
37,856 | Lehman XS Trust Series 2005-5N 1A2, 2.152%, (US0001M + 0.360%), 11/25/2035 | 35,046 | 0.0 | ||||||||
52,266 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 42,162 | 0.0 | ||||||||
17,498 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 16,200 | 0.0 | ||||||||
200,000(2),(4) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 200,061 | 0.1 | ||||||||
34,272(4) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.210%, 10/25/2036 | 32,213 | 0.0 | ||||||||
83,509 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.302%, (US0001M + 0.510%), 08/25/2045 | 83,775 | 0.0 |
See Accompanying Notes to Financial Statements
16
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
44,333 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.282%, (US0001M + 0.490%), 10/25/2045 | 44,319 | 0.0 | ||||||||
35,438(4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.875%, 08/25/2046 | 34,413 | 0.0 | ||||||||
10,070(4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.804%, 12/25/2036 | 10,091 | 0.0 | ||||||||
42,833(4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.501%, 04/25/2037 | 39,513 | 0.0 | ||||||||
83,366(4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.612%, 07/25/2037 | 76,374 | 0.0 | ||||||||
189,429 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.200%, (12MTA + 0.960%), 08/25/2046 | 141,734 | 0.0 | ||||||||
25,961 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.222%, (US0001M + 0.430%), 06/25/2037 | 21,567 | 0.0 | ||||||||
24,786(4) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.220%, 04/25/2036 | 24,335 | 0.0 | ||||||||
32,765(4) | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.354%, 12/28/2037 | 31,474 | 0.0 | ||||||||
Total Collateralized Mortgage Obligations | |||||||||||
(Cost $14,845,488) | 15,211,746 | 4.1 |
U.S. TREASURY OBLIGATIONS: 1.3% | |||||||||||
Treasury Inflation Indexed Protected Securities: 0.5% | |||||||||||
1,637,882 | 0.250%,07/15/2029 | 1,654,375 | 0.5 | ||||||||
U.S. Treasury Bonds: 0.6% | |||||||||||
747,000 | 2.250%,08/15/2049 | 724,020 | 0.2 | ||||||||
1,360,000 | 3.500%,02/15/2039 | 1,628,738 | 0.4 | ||||||||
2,352,758 | 0.6 | ||||||||||
U.S. Treasury Notes: 0.2% | |||||||||||
24,000 | 1.625%,12/31/2021 | 24,024 | 0.0 | ||||||||
29,000 | 1.625%,12/15/2022 | 29,014 | 0.0 | ||||||||
293,500 | 1.750%,12/31/2024 | 294,166 | 0.1 | ||||||||
90,000 | 1.750%,12/31/2026 | 89,480 | 0.0 | ||||||||
203,000(3) | 1.750%,11/15/2029 | 199,804 | 0.1 | ||||||||
636,488 | 0.2 | ||||||||||
Total U.S. Treasury Obligations (Cost $4,660,491) | 4,643,621 | 1.3 | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.9% | |||||||||||
Federal Home Loan Mortgage Corporation: 0.7%(5) | |||||||||||
12,958 | 2.500%,05/01/2030 | 13,177 | 0.0 | ||||||||
15,188 | 2.500%,05/01/2030 | 15,423 | 0.0 | ||||||||
19,353 | 2.500%,06/01/2030 | 19,653 | 0.0 | ||||||||
35,137 | 3.000%,03/01/2045 | 36,073 | 0.0 | ||||||||
32,743 | 3.000%,03/01/2045 | 33,715 | 0.0 | ||||||||
38,828 | 3.000%,04/01/2045 | 39,862 | 0.0 | ||||||||
628,515 | 3.000%,10/01/2046 | 643,899 | 0.2 | ||||||||
442,206 | 3.000%,08/01/2048 | 452,465 | 0.1 | ||||||||
63,015 | 3.500%,03/01/2045 | 66,413 | 0.0 | ||||||||
226,535 | 4.000%,12/01/2041 | 242,946 | 0.1 | ||||||||
51,315 | 4.000%,12/01/2042 | 54,998 | 0.0 | ||||||||
17,918 | 4.000%,09/01/2045 | 19,001 | 0.0 | ||||||||
12,401 | 4.000%,09/01/2045 | 13,151 | 0.0 | ||||||||
12,152 | 4.000%,09/01/2045 | 12,887 | 0.0 | ||||||||
10,817 | 4.000%,09/01/2045 | 11,336 | 0.0 | ||||||||
239,183 | 4.500%,08/01/2041 | 260,019 | 0.1 | ||||||||
485,823 | 4.500%,09/01/2041 | 528,142 | 0.2 | ||||||||
4,345 | 5.500%,07/01/2037 | 4,863 | 0.0 | ||||||||
3,312 | 6.500%,12/01/2031 | 3,696 | 0.0 | ||||||||
2,471,719 | 0.7 | ||||||||||
Government National Mortgage Association: 0.2% | |||||||||||
50,796 | 4.000%,11/20/2040 | 53,893 | 0.0 | ||||||||
116,036 | 4.000%,03/20/2046 | 121,946 | 0.0 | ||||||||
84,878 | 4.500%,08/20/2041 | 91,731 | 0.0 | ||||||||
513,403 | 4.500%,09/15/2047 | 550,830 | 0.2 | ||||||||
15,029(4) | 5.140%,10/20/2060 | 15,072 | 0.0 | ||||||||
19,740(4) | 5.310%,10/20/2060 | 19,755 | 0.0 | ||||||||
853,227 | 0.2 | ||||||||||
Uniform Mortgage-Backed Securities: 1.0% | |||||||||||
24,503 | 2.500%,05/01/2030 | 24,853 | 0.0 | ||||||||
53,079 | 2.500%,06/01/2030 | 53,772 | 0.0 | ||||||||
35,860 | 2.500%,06/01/2030 | 36,328 | 0.0 | ||||||||
19,608 | 2.500%,07/01/2030 | 19,864 | 0.0 | ||||||||
196,010 | 3.000%,07/01/2043 | 201,780 | 0.1 | ||||||||
75,372 | 3.000%,09/01/2043 | 77,598 | 0.0 | ||||||||
300,688 | 3.000%,04/01/2045 | 309,433 | 0.1 | ||||||||
191,034 | 3.000%,07/01/2046 | 196,831 | 0.1 | ||||||||
690,409 | 3.000%,12/01/2046 | 706,883 | 0.2 | ||||||||
234,039 | 3.000%,01/01/2047 | 239,408 | 0.1 | ||||||||
98,935 | 3.500%,10/01/2042 | 104,239 | 0.0 | ||||||||
647,337 | 3.500%,08/01/2046 | 684,727 | 0.2 | ||||||||
177,981 | 4.000%,07/01/2042 | 190,449 | 0.1 | ||||||||
26,687 | 4.000%,07/01/2042 | 28,569 | 0.0 | ||||||||
221,894 | 4.000%,01/01/2045 | 243,562 | 0.1 | ||||||||
50,130 | 4.000%,06/01/2045 | 53,270 | 0.0 | ||||||||
40,268 | 4.500%,11/01/2040 | 43,738 | 0.0 | ||||||||
91,389 | 4.500%,10/01/2041 | 99,288 | 0.0 | ||||||||
29,550 | 5.000%,06/01/2033 | 32,588 | 0.0 | ||||||||
7,171 | 5.000%,02/01/2036 | 7,910 | 0.0 | ||||||||
2,936 | 5.000%,07/01/2036 | 3,238 | 0.0 | ||||||||
72,776 | 5.000%,07/01/2037 | 80,238 | 0.0 | ||||||||
109,469 | 5.000%,11/01/2040 | 119,107 | 0.0 | ||||||||
25,971 | 5.000%,05/01/2041 | 28,649 | 0.0 | ||||||||
55,908 | 5.000%,06/01/2041 | 61,674 | 0.0 | ||||||||
80,258 | 5.000%,06/01/2041 | 88,381 | 0.0 | ||||||||
117,817 | 5.500%,12/01/2036 | 132,514 | 0.0 | ||||||||
3,260 | 7.000%,06/01/2029 | 3,324 | 0.0 | ||||||||
393 | 7.000%,10/01/2029 | 444 | 0.0 | ||||||||
1,408 | 7.000%,01/01/2032 | 1,540 | 0.0 | ||||||||
552 | 7.000%,04/01/2032 | 577 | 0.0 |
See Accompanying Notes to Financial Statements
17
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value |
Percentage | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||
Uniform Mortgage-Backed Securities: (continued) | |||||||||||
428 | 7.000%,05/01/2032 | 432 | 0.0 | ||||||||
3,875,208 | 1.0 | ||||||||||
Total U.S. Government Agency Obligations (Cost $6,953,511) | 7,200,154 | 1.9 | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.6% | |||||||||||
80,000(2),(4) | BAMLL Re-REMIC Trust 2016-FRR16 B, 1.003%, 05/27/2021 | 76,912 | 0.0 | ||||||||
70,000(2) | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 3.840%, (US0001M + 2.100%), 09/15/2035 | 70,160 | 0.0 | ||||||||
3,000,000(4),(6) | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | 38,971 | 0.0 | ||||||||
995,608(4),(6) | BANK 2019-BNK16 XA, 0.967%, 02/15/2052 | 69,766 | 0.0 | ||||||||
50,000 | BANK 2019-BNK17 A4, 3.714%, 04/15/2052 | 54,369 | 0.0 | ||||||||
30,000 | BANK 2019-BNK18 A4, 3.584%, 05/15/2062 | 32,352 | 0.0 | ||||||||
90,000 | BANK 2019-BNK21 A5, 2.851%, 10/15/2052 | 91,681 | 0.0 | ||||||||
40,000 | BANK 2019-BNK22 A4, 2.978%, 11/15/2062 | 41,180 | 0.0 | ||||||||
2,180,000(2),(4),(6) | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | 72,262 | 0.0 | ||||||||
100,000(2) | BDS 2018-FL2 D, 4.287%, (US0001M + 2.550%), 08/15/2035 | 100,062 | 0.0 | ||||||||
70,000 | Benchmark 2019-B11 A5 Mortgage Trust, 3.542%, 05/15/2052 | 75,289 | 0.0 | ||||||||
70,000 | Benchmark 2019-B13 A4 Mortgage Trust, 2.952%, 08/15/2057 | 71,848 | 0.0 | ||||||||
60,000 | Benchmark 2019-B14 A5 Mortgage Trust, 3.049%, 12/15/2061 | 62,081 | 0.0 | ||||||||
997,853(4),(6) | Benchmark 2019-B9 XA Mortgage Trust, 1.047%, 03/15/2052 | 78,804 | 0.0 | ||||||||
190,000(2) | Benchmark 2019-B14 D Mortgage Trust, 2.500%, 12/15/2061 | 160,537 | 0.1 | ||||||||
200,000(2) | BX Commercial Mortgage Trust 2019-XL J, 4.390%, (US0001M + 2.650%), 10/15/2036 | 200,757 | 0.1 | ||||||||
80,000(2) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 77,691 | 0.0 | ||||||||
100,000(2) | BX Trust 2019-CALM E, 3.750%, (US0001M + 2.000%), 11/25/2028 | 100,201 | 0.1 | ||||||||
60,000 | Cantor Commercial Real Estate Lending 2019-CF2 A5, 2.874%, 11/15/2052 | 61,035 | 0.0 | ||||||||
60,000(4) | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.393%, 11/15/2050 | 63,945 | 0.0 | ||||||||
817,285(4),(6) | CD 2017-CD4 Mortgage Trust XA, 1.309%, 05/10/2050 | 57,338 | 0.0 | ||||||||
100,000(4) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.110%, 11/10/2046 | 106,926 | 0.1 | ||||||||
972,280(4),(6) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.979%, 07/10/2049 | 91,278 | 0.0 | ||||||||
1,322,714(4),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.109%, 10/12/2050 | 84,108 | 0.0 | ||||||||
80,000(4) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.269%, 09/15/2050 | 82,285 | 0.0 | ||||||||
988,333(4),(6) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.917%, 09/15/2050 | 56,120 | 0.0 | ||||||||
1,474,031(4),(6) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.600%, 06/10/2051 | 70,359 | 0.0 | ||||||||
1,119,308(4),(6) | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.190%, 08/10/2056 | 87,747 | 0.0 | ||||||||
60,000 | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | 61,996 | 0.0 | ||||||||
177,000(4) | Comm 2013-CCRE13 C Mortgage Trust, 4.889%, 11/10/2046 | 187,025 | 0.1 | ||||||||
758,841(4),(6) | COMM 2012-CR4 XA, 1.700%, 10/15/2045 | 30,088 | 0.0 | ||||||||
2,380,000(2),(4),(6) | COMM 2012-CR4 XB, 0.615%, 10/15/2045 | 40,127 | 0.0 | ||||||||
20,000(4) | COMM 2016-COR1 C, 4.383%, 10/10/2049 | 20,749 | 0.0 | ||||||||
1,585,026(4),(6) | COMM 2016-CR28 XA, 0.687%, 02/10/2049 | 49,678 | 0.0 | ||||||||
752,625(4),(6) | COMM 2017-COR2 XA, 1.173%, 09/10/2050 | 55,041 | 0.0 | ||||||||
110,000 | COMM 2018-COR3 A3 Mortgage Trust, 4.228%, 05/10/2051 | 122,794 | 0.1 | ||||||||
170,000(4) | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | 186,644 | 0.1 | ||||||||
62,000 | CSAIL 2019-C15 A4 Commercial Mortgage Trust, 4.053%, 03/15/2052 | 68,326 | 0.0 | ||||||||
110,000(2),(4) | DBJPM 16-C3 Mortgage Trust, 3.491%, 08/10/2049 | 105,834 | 0.1 | ||||||||
130,000(2),(4) | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | 122,136 | 0.1 | ||||||||
110,000(2) | GPT 2018-GPP D Mortgage Trust, 3.590%, (US0001M + 1.850%), 06/15/2035 | 109,108 | 0.1 | ||||||||
100,000(2) | GS Mortgage Securities Corp. II 2018-RIVR F, 3.840%, (US0001M + 2.100%), 07/15/2035 | 99,726 | 0.0 | ||||||||
100,000(2),(4) | GS Mortgage Securities Trust 2010-C2 D, 5.180%, 12/10/2043 | 102,292 | 0.1 |
See Accompanying Notes to Financial Statements
18
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (contined) | |||||||||||
100,000(2),(4) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 98,860 | 0.0 | ||||||||
1,184,220(4),(6) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.161%, 05/10/2045 | 33,109 | 0.0 | ||||||||
1,175,494(4),(6) | GS Mortgage Securities Trust 2014-GC22 XA, 0.986%, 06/10/2047 | 34,444 | 0.0 | ||||||||
1,910,325(4),(6) | GS Mortgage Securities Trust 2016-GS4 XA, 0.572%, 11/10/2049 | 51,615 | 0.0 | ||||||||
853,750(4),(6) | GS Mortgage Securities Trust 2017-GS6 XA, 1.042%, 05/10/2050 | 55,578 | 0.0 | ||||||||
50,000 | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | 55,336 | 0.0 | ||||||||
1,227,251(4),(6) | GS Mortgage Securities Trust 2019-GC38 XA, 0.964%, 02/10/2052 | 88,622 | 0.0 | ||||||||
90,000 | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | 92,684 | 0.0 | ||||||||
110,000(2),(4) | Jackson Park Trust 2019-LIC F, 3.242%, 10/14/2039 | 94,969 | 0.0 | ||||||||
100,000(2),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 100,144 | 0.0 | ||||||||
1,355,616(4),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.734%, 12/15/2049 | 43,794 | 0.0 | ||||||||
100,000(2),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 88,141 | 0.0 | ||||||||
499,800(4),(6) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.752%, 04/15/2047 | 10,473 | 0.0 | ||||||||
100,000 | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | 110,836 | 0.1 | ||||||||
467,086(2),(4),(6) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.713%, 11/15/2038 | 1,823 | 0.0 | ||||||||
1,671,380(4),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.003%, 12/15/2047 | 63,562 | 0.0 | ||||||||
62,000 | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | 65,900 | 0.0 | ||||||||
75,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 67,578 | 0.0 | ||||||||
4,559,399(4),(6) | Morgan Stanley Capital I Trust 2019-L3 XA, 0.645%, 11/15/2029 | 243,989 | 0.1 | ||||||||
50,000(2) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 47,327 | 0.0 | ||||||||
100,000(2) | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | 93,046 | 0.0 | ||||||||
60,000 | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 09/15/2052 | 61,119 | 0.0 | ||||||||
100,000(4) | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.331%, 10/15/2050 | 104,029 | 0.1 | ||||||||
80,000 | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | 89,220 | 0.0 | ||||||||
400,000(2) | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | 360,796 | 0.1 | ||||||||
1,590,798(2),(4),(6) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.811%, 08/15/2045 | 57,431 | 0.0 | ||||||||
1,087,763(4),(6) | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.624%, 08/15/2052 | 128,256 | 0.1 | ||||||||
Total Commercial Mortgage-Backed Securities | |||||||||||
(Cost $5,894,827) | 5,940,309 | 1.6 | |||||||||
ASSET-BACKED SECURITIES: 1.8% | |||||||||||
Automobile Asset-Backed Securities: 0.2% | |||||||||||
100,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 104,162 | 0.1 | ||||||||
100,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 102,755 | 0.0 | ||||||||
100,000 | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | 103,705 | 0.0 | ||||||||
150,000 | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | 153,537 | 0.1 | ||||||||
100,000 | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | 100,414 | 0.0 | ||||||||
100,000 | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | 99,656 | 0.0 | ||||||||
100,000(2) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 102,687 | 0.0 | ||||||||
766,916 | 0.2 | ||||||||||
Home Equity Asset-Backed Securities: 0.1% | |||||||||||
275,485(4) | GSAA Home Equity Trust 2006-4 4A3, 4.022%, 03/25/2036 | 223,903 | 0.1 |
19
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
ASSET-BACKED SECURITIES: (contined) | |||||||||||
Home Equity Asset-Backed Securities: (contined) | |||||||||||
175,452(4) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 184,385 | 0.0 | ||||||||
408,288 | 0.1 | ||||||||||
Other Asset-Backed Securities: 1.4% | |||||||||||
300,000(2) | ARES XLVI CLO Ltd. 2017-46A A2, 3.231%, (US0003M + 1.230%), 01/15/2030 | 293,729 | 0.1 | ||||||||
250,000(2) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.166%, (US0003M + 1.200%), 01/20/2031 | 243,933 | 0.1 | ||||||||
250,000(2) | BlueMountain CLO 2015-1A BR, 4.501%, (US0003M + 2.500%), 04/13/2027 | 250,211 | 0.1 | ||||||||
16,450 | Chase Funding Trust Series 2003-5 2A2, 2.392%, (US0001M + 0.600%), 07/25/2033 | 16,168 | 0.0 | ||||||||
250,000(2) | Clear Creek CLO 2015-1A CR, 3.916%, (US0003M + 1.950%), 10/20/2030 | 241,512 | 0.0 | ||||||||
250,000(2) | Deer Creek Clo Ltd. 2017-1A A, 3.146%, (US0003M + 1.180%), 10/20/2030 | 249,794 | 0.1 | ||||||||
99,250(2) | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 102,740 | 0.0 | ||||||||
250,000(2) | Dryden Senior Loan Fund 2017-47A A2, 3.351%, (US0003M + 1.350%), 04/15/2028 | 247,928 | 0.1 | ||||||||
250,000(2) | Eaton Vance Clo 2015-1A A2R Ltd., 3.216%, (US0003M + 1.250%), 01/20/2030 | 250,001 | 0.1 | ||||||||
99,250(2) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 103,039 | 0.0 | ||||||||
33,423(2) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 34,499 | 0.0 | ||||||||
274,930(2) | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | 282,348 | 0.1 | ||||||||
250,000(2) | Jay Park CLO Ltd. 2016-1A BR, 3.966%, (US0003M + 2.000%), 10/20/2027 | 243,926 | 0.0 | ||||||||
250,000(2) | LCM XXIV Ltd. 24A A, 3.276%, (US0003M + 1.310%), 03/20/2030 | 250,019 | 0.1 | ||||||||
250,000(2) | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 253,383 | 0.1 | ||||||||
200,000(2),(4) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 204,365 | 0.0 | ||||||||
68,662(2) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 70,553 | 0.0 | ||||||||
100,000(2) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 102,046 | 0.0 | ||||||||
250,000(2) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.376%, (US0003M + 1.375%), 07/15/2029 | 245,906 | 0.1 | ||||||||
250,000(2) | Palmer Square CLO 2015-2A A1BR Ltd., 3.316%, (US0003M + 1.350%), 07/20/2030 | 249,998 | 0.1 | ||||||||
98,750(2) | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | 100,648 | 0.0 | ||||||||
99,000(2) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 106,652 | 0.0 | ||||||||
250,000(2) | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.099%, (US0003M + 1.190%), 11/01/2031 | 249,754 | 0.1 | ||||||||
250,000(2) | THL Credit Wind River 2017-2A A CLO Ltd., 3.196%, (US0003M + 1.230%), 07/20/2030 | 250,054 | 0.1 | ||||||||
250,000(2) | Tiaa Clo III Ltd. 2017-2A A, 3.151%, (US0003M + 1.150%), 01/16/2031 | 248,295 | 0.1 | ||||||||
98,000(2) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 99,147 | 0.0 | ||||||||
98,000(2) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 99,777 | 0.0 | ||||||||
5,090,425 | 1.4 | ||||||||||
Student Loan Asset-Backed Securities: 0.1% | |||||||||||
150,000(2) | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | 153,354 | 0.1 | ||||||||
13,612(2) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | 13,699 | 0.0 | ||||||||
30,460(2) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | 30,701 | 0.0 | ||||||||
25,399(2) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | 24,946 | 0.0 | ||||||||
100,000(2) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 100,102 | 0.0 | ||||||||
322,802 | 0.1 | ||||||||||
Total Asset-Backed Securities | |||||||||||
(Cost $6,507,014) | 6,588,431 | 1.8 | |||||||||
SOVEREIGN BONDS: 0.1% | |||||||||||
150,000 | Argentine Republic Government International Bond, 6.875%, 04/22/2021 | 81,435 | 0.0 | ||||||||
200,000 | Brazilian Government International Bond, 4.625%, 01/13/2028 | 215,150 | 0.1 |
See Accompanying Notes to Financial Statements
20
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SOVEREIGN BONDS: (continued) | |||||||||||
100,000(2) | Dominican Republic International Bond, 5.500%, 01/27/2025 | 107,917 | 0.0 | ||||||||
80,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 87,539 | 0.0 | ||||||||
Total Sovereign Bonds | |||||||||||
(Cost $537,463) | 492,041 | 0.1 | |||||||||
Total Long-Term Investments | |||||||||||
(Cost $327,275,825) | 357,892,178 | 95.8 | |||||||||
SHORT-TERM INVESTMENTS: 3.3% | |||||||||||
U.S. Government Agency Obligations: 1.7% | |||||||||||
4,462,000(7) | Federal Home Loan Bank Discount Notes, 1.420%, 01/31/2020 | 4,456,608 | 1.2 | ||||||||
1,980,000(7) | Federal Home Loan Bank Discount Notes, 1.570%, 05/06/2020 | 1,969,275 | 0.5 | ||||||||
Total U.S. Government Agency Obligations | |||||||||||
(Cost $6,425,218) | 6,425,883 | 1.7 | |||||||||
U.S. Treasury Bills: 0.4% | |||||||||||
1,629,000(7) | United States Treasury Bill, 1.550%, 01/02/2020 (Cost $1,628,931) | 1,629,000 | 0.4 | ||||||||
Repurchase Agreements: 0.7% | |||||||||||
1,000,000(8) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,000,087, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,020,000, due 01/25/20-10/15/60) | 1,000,000 | 0.3 | ||||||||
1,000,000(8) | Millennium Fixed Income Ltd., Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $1,000,096, collateralized by various U.S. Government Securities, 0.125%-2.250%, Market Value plus accrued interest $1,020,000, due 04/15/20-03/31/21) | 1,000,000 | 0.2 | ||||||||
643,031(8) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $643,086, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $655,892, due 06/30/21-12/01/49) | 643,031 | 0.2 | ||||||||
Total Repurchase Agreements | |||||||||||
(Cost $2,643,031) | 2,643,031 | 0.7 |
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds: 0.5% | |||||||||||
1,740,531(9) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.520% (Cost $1,740,531) | 1,740,531 | 0.5 | ||||||||
Total Short-Term Investments | |||||||||||
(Cost $12,437,711) | 12,438,445 | 3.3 | |||||||||
Total Investments in Securities (Cost $339,713,536) | $ | 370,330,623 | 99.1 | ||||||||
Assets in Excess of Other Liabilities | 3,383,137 | 0.9 | |||||||||
Net Assets | $ | 373,713,760 | 100.0 | ||||||||
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Variable rate security. Rate shown is the rate in effect as of December 31, 2019. |
(5) | 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. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | Represents a zero coupon bond. Rate shown reflects the effective yield as of December 31, 2019. |
(8) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(9) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
21
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (continued) |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
22
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | Auditor Change. |
(a)(3) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(4) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Balanced Portfolio, Inc. | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 9, 2020
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 9, 2020
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 9, 2020