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: 811-08220
Voya Variable Products Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: January 1, 2022 to June 30, 2022
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 696.20 | | | | | | 1.16% | | | | | $ | 4.88 | | | | | $ | 1,000.00 | | | | | $ | 1,019.04 | | | | | | 1.16% | | | | | $ | 5.81 | | |
Class I | | | | | 1,000.00 | | | | | | 698.00 | | | | | | 0.66 | | | | | | 2.78 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class R6 | | | | | 1,000.00 | | | | | | 698.00 | | | | | | 0.66 | | | | | | 2.78 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 697.00 | | | | | | 0.91 | | | | | | 3.83 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 697.00 | | | | | | 1.06 | | | | | | 4.46 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.06 | | | | | | 5.31 | | |
Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 736.60 | | | | | | 1.35% | | | | | $ | 5.81 | | | | | $ | 1,000.00 | | | | | $ | 1,018.10 | | | | | | 1.35% | | | | | $ | 6.76 | | |
Class I | | | | | 1,000.00 | | | | | | 738.30 | | | | | | 0.85 | | | | | | 3.66 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class R6 | | | | | 1,000.00 | | | | | | 738.20 | | | | | | 0.85 | | | | | | 3.66 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S | | | | | 1,000.00 | | | | | | 737.20 | | | | | | 1.10 | | | | | | 4.74 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.10 | | | | | | 5.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 736.40 | | | | | | 1.25 | | | | | | 5.38 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.25 | | | | | | 6.26 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 901,895,120 | | | | | $ | 179,719,520 | | |
Short-term investments at fair value† | | | | | 64,066,794 | | | | | | 14,002,367 | | |
Cash | | | | | 144,337 | | | | | | 1,390 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 19,262,212 | | | | | | 1,374,803 | | |
Fund shares sold | | | | | 7,272,272 | | | | | | 704,240 | | |
Dividends | | | | | 291,900 | | | | | | 21,387 | | |
Foreign tax reclaims | | | | | 44,026 | | | | | | 1,445 | | |
Prepaid expenses | | | | | 16,983 | | | | | | 3,057 | | |
Reimbursement due from Investment Adviser | | | | | 241,263 | | | | | | 33,979 | | |
Other assets | | | | | 74,224 | | | | | | 11,527 | | |
Total assets | | | | | 993,309,131 | | | | | | 195,873,715 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 7,000,486 | | | | | | 2,050,239 | | |
Payable for fund shares redeemed | | | | | 117,656 | | | | | | 6,846 | | |
Payable upon receipt of securities loaned | | | | | 47,009,794 | | | | | | 6,808,367 | | |
Payable for investment management fees | | | | | 629,895 | | | | | | 133,994 | | |
Payable for distribution and shareholder service fees | | | | | 79,021 | | | | | | 24,321 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 74,224 | | | | | | 11,527 | | |
Payable for trustee fees | | | | | 2,804 | | | | | | 572 | | |
Other accrued expenses and liabilities | | | | | 349,594 | | | | | | 88,802 | | |
Total liabilities | | | | | 55,263,474 | | | | | | 9,124,668 | | |
NET ASSETS | | | | $ | 938,045,657 | | | | | $ | 186,749,047 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 417,808,193 | | | | | $ | 194,498,482 | | |
Total distributable earnings (loss) | | | | | 520,237,464 | | | | | | (7,749,435) | | |
NET ASSETS | | | | $ | 938,045,657 | | | | | $ | 186,749,047 | | |
+ Including securities loaned at value | | | | $ | 45,919,521 | | | | | $ | 6,653,088 | | |
* Cost of investments in securities | | | | $ | 1,006,805,478 | | | | | $ | 209,508,480 | | |
† Cost of short-term investments | | | | $ | 64,066,794 | | | | | $ | 14,002,367 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | $ | 116,821,318 | | | | | $ | 45,312,297 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 10,709,529 | | | | | | 2,695,934 | | |
Net asset value and redemption price per share | | | | $ | 10.91 | | | | | $ | 16.81 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 610,351,718 | | | | | $ | 114,994,318 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 48,273,928 | | | | | | 5,740,623 | | |
Net asset value and redemption price per share | | | | $ | 12.64 | | | | | $ | 20.03 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 92,712,546 | | | | | $ | 1,234,194 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 7,336,238 | | | | | | 61,635 | | |
Net asset value and redemption price per share | | | | $ | 12.64 | | | | | $ | 20.02 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 82,359,134 | | | | | $ | 24,786,874 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 7,174,335 | | | | | | 1,378,241 | | |
Net asset value and redemption price per share | | | | $ | 11.48 | | | | | $ | 17.98 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | $ | 35,800,941 | | | | | $ | 421,364 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 3,183,335 | | | | | | 24,434 | | |
Net asset value and redemption price per share | | | | $ | 11.25 | | | | | $ | 17.24 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 3,041,525 | | | | | $ | 458,549 | | |
Securities lending income, net | | | | | 28,305 | | | | | | 7,734 | | |
Total investment income | | | | | 3,069,830 | | | | | | 466,283 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 4,378,329 | | | | | | 962,971 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 351,848 | | | | | | 134,710 | | |
Class S | | | | | 126,656 | | | | | | 38,140 | | |
Class S2 | | | | | 87,199 | | | | | | 1,881 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class ADV | | | | | 92,023 | | | | | | 41,620 | | |
Class I | | | | | 469,783 | | | | | | 105,522 | | |
Class R6 | | | | | 129 | | | | | | 6 | | |
Class S | | | | | 66,214 | | | | | | 23,558 | | |
Class S2 | | | | | 28,498 | | | | | | 718 | | |
Shareholder reporting expense | | | | | 25,355 | | | | | | 11,100 | | |
Professional fees | | | | | 41,630 | | | | | | 10,561 | | |
Custody and accounting expense | | | | | 95,800 | | | | | | 21,700 | | |
Trustee fees | | | | | 14,017 | | | | | | 2,858 | | |
Miscellaneous expense | | | | | 41,923 | | | | | | 18,859 | | |
Total expenses | | | | | 5,819,404 | | | | | | 1,374,204 | | |
Waived and reimbursed fees | | | | | (1,563,506) | | | | | | (232,787) | | |
Net expenses | | | | | 4,255,898 | | | | | | 1,141,417 | | |
Net investment loss | | | | | (1,186,068) | | | | | | (675,134) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | (49,559,391) | | | | | | (19,163,701) | | |
Foreign currency related transactions | | | | | — | | | | | | (151) | | |
Net realized loss | | | | | (49,559,391) | | | | | | (19,163,852) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | (366,124,903) | | | | | | (50,551,476) | | |
Foreign currency related transactions | | | | | (148) | | | | | | 17 | | |
Net change in unrealized appreciation (depreciation) | | | | | (366,125,051) | | | | | | (50,551,459) | | |
Net realized and unrealized loss | | | | | (415,684,442) | | | | | | (69,715,311) | | |
Decrease in net assets resulting from operations | | | | $ | (416,870,510) | | | | | $ | (70,390,445) | | |
* Foreign taxes withheld | | | | $ | 17,095 | | | | | $ | 3,760 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment (loss) | | | | $ | (1,186,068) | | | | | $ | (9,443,010) | | | | | $ | (675,134) | | | | | $ | (1,893,155) | | |
Net realized gain (loss) | | | | | (49,559,391) | | | | | | 696,022,943 | | | | | | (19,163,852) | | | | | | 47,967,116 | | |
Net change in unrealized appreciation (depreciation) | | | | | (366,125,051) | | | | | | (399,736,409) | | | | | | (50,551,459) | | | | | | (32,025,307) | | |
Increase (decrease) in net assets resulting from operations | | | | | (416,870,510) | | | | | | 286,843,524 | | | | | | (70,390,445) | | | | | | 14,048,654 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (27,608,118) | | | | | | — | | | | | | (7,427,990) | | |
Class I | | | | | — | | | | | | (119,780,243) | | | | | | — | | | | | | (16,783,528) | | |
Class R6 | | | | | — | | | | | | (18,235,333) | | | | | | — | | | | | | (1,287,819) | | |
Class S | | | | | — | | | | | | (145,201,294) | | | | | | — | | | | | | (4,244,869) | | |
Class S2 | | | | | — | | | | | | (8,058,653) | | | | | | — | | | | | | (185,672) | | |
Total distributions | | | | | — | | | | | | (318,883,641) | | | | | | — | | | | | | (29,929,878) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 36,408,987 | | | | | | 101,505,282 | | | | | | 4,428,866 | | | | | | 22,232,954 | | |
Reinvestment of distributions | | | | | — | | | | | | 318,883,641 | | | | | | — | | | | | | 29,929,878 | | |
| | | | | 36,408,987 | | | | | | 420,388,923 | | | | | | 4,428,866 | | | | | | 52,162,832 | | |
Cost of shares redeemed | | | | | (93,499,190) | | | | | | (1,271,642,136) | | | | | | (30,509,292) | | | | | | (66,409,046) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (57,090,203) | | | | | | (851,253,213) | | | | | | (26,080,426) | | | | | | (14,246,214) | | |
Net decrease in net assets | | | | | (473,960,713) | | | | | | (883,293,330) | | | | | | (96,470,871) | | | | | | (30,127,438) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,412,006,370 | | | | | | 2,295,299,700 | | | | | | 283,219,918 | | | | | | 313,347,356 | | |
End of year or period | | | | $ | 938,045,657 | | | | | $ | 1,412,006,370 | | | | | $ | 186,749,047 | | | | | $ | 283,219,918 | | |
| | | | | | | | | 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 MidCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 15.67 | | | | | | (0.04)• | | | | | | (4.72) | | | | | | (4.76) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.91 | | | | | | (30.38) | | | | | | 1.46 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.61) | | | | | | 116,821 | | | | | | 29 | | |
12-31-21 | | | | | 16.43 | | | | | | (0.13)• | | | | | | 1.99 | | | | | | 1.86 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 15.67 | | | | | | 11.57 | | | | | | 1.35 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.79) | | | | | | 180,187 | | | | | | 66 | | |
12-31-20 | | | | | 12.46 | | | | | | (0.09) | | | | | | 4.86 | | | | | | 4.77 | | | | | | 0.00* | | | | | | 0.80 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 16.43 | | | | | | 40.50 | | | | | | 1.37 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.65) | | | | | | 185,463 | | | | | | 91 | | |
12-31-19 | | | | | 11.07 | | | | | | (0.01) | | | | | | 3.09 | | | | | | 3.08 | | | | | | 0.01 | | | | | | 1.68 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 12.46 | | | | | | 28.68 | | | | | | 1.29 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.10) | | | | | | 154,333 | | | | | | 95 | | |
12-31-18 | | | | | 13.44 | | | | | | (0.04) | | | | | | (0.87) | | | | | | (0.91) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.07 | | | | | | (7.98) | | | | | | 1.28 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.30) | | | | | | 141,404 | | | | | | 102 | | |
12-31-17 | | | | | 11.48 | | | | | | (0.04) | | | | | | 2.77 | | | | | | 2.73 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 13.44 | | | | | | 24.49 | | | | | | 1.29 | | | | | | 1.23 | | | | | | 1.23 | | | | | | (0.37) | | | | | | 169,714 | | | | | | 105 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 18.11 | | | | | | (0.01)• | | | | | | (5.46) | | | | | | (5.47) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.64 | | | | | | (30.20) | | | | | | 0.96 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.11) | | | | | | 610,352 | | | | | | 29 | | |
12-31-21 | | | | | 18.54 | | | | | | (0.05)• | | | | | | 2.24 | | | | | | 2.19 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 18.11 | | | | | | 12.07 | | | | | | 0.85 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.29) | | | | | | 905,105 | | | | | | 66 | | |
12-31-20 | | | | | 13.92 | | | | | | (0.02) | | | | | | 5.46 | | | | | | 5.44 | | | | | | 0.01 | | | | | | 0.81 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 18.54 | | | | | | 41.14 | | | | | | 0.87 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.15) | | | | | | 880,212 | | | | | | 91 | | |
12-31-19 | | | | | 12.17 | | | | | | 0.05 | | | | | | 3.42 | | | | | | 3.47 | | | | | | 0.04 | | | | | | 1.68 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 13.92 | | | | | | 29.34 | | | | | | 0.79 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.40 | | | | | | 797,161 | | | | | | 95 | | |
12-31-18 | | | | | 14.56 | | | | | | 0.03 | | | | | | (0.96) | | | | | | (0.93) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.17 | | | | | | (7.48) | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.20 | | | | | | 721,478 | | | | | | 102 | | |
12-31-17 | | | | | 12.34 | | | | | | 0.02 | | | | | | 2.99 | | | | | | 3.01 | | | | | | 0.02 | | | | | | 0.77 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 14.56 | | | | | | 25.09 | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.13 | | | | | | 913,054 | | | | | | 105 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 18.11 | | | | | | (0.01)• | | | | | | (5.46) | | | | | | (5.47) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.64 | | | | | | (30.20) | | | | | | 0.83 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.11) | | | | | | 92,713 | | | | | | 29 | | |
12-31-21 | | | | | 18.53 | | | | | | (0.05)• | | | | | | 2.25 | | | | | | 2.20 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 18.11 | | | | | | 12.14 | | | | | | 0.77 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.29) | | | | | | 135,451 | | | | | | 66 | | |
12-31-20 | | | | | 13.92 | | | | | | (0.02) | | | | | | 5.46 | | | | | | 5.44 | | | | | | 0.01 | | | | | | 0.82 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 18.53 | | | | | | 41.11 | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.16) | | | | | | 126,339 | | | | | | 91 | | |
12-31-19 | | | | | 12.17 | | | | | | 0.05 | | | | | | 3.42 | | | | | | 3.47 | | | | | | 0.04 | | | | | | 1.68 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 13.92 | | | | | | 29.34 | | | | | | 0.79 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.45 | | | | | | 76,595 | | | | | | 95 | | |
12-31-18 | | | | | 14.56 | | | | | | 0.02 | | | | | | (0.95) | | | | | | (0.93) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.17 | | | | | | (7.48) | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.22 | | | | | | 32,929 | | | | | | 102 | | |
12-31-17 | | | | | 12.34 | | | | | | 0.01 | | | | | | 3.00 | | | | | | 3.01 | | | | | | 0.02 | | | | | | 0.77 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 14.56 | | | | | | 25.09 | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.10 | | | | | | 10,197 | | | | | | 105 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 16.47 | | | | | | (0.02)• | | | | | | (4.97) | | | | | | (4.99) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.48 | | | | | | (30.30) | | | | | | 1.21 | | | | | | 0.91 | | | | | | 0.91 | | | | | | (0.37) | | | | | | 82,359 | | | | | | 29 | | |
12-31-21 | | | | | 17.11 | | | | | | (0.09)• | | | | | | 2.07 | | | | | | 1.98 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 16.47 | | | | | | 11.83 | | | | | | 1.10 | | | | | | 0.91 | | | | | | 0.91 | | | | | | (0.53) | | | | | | 135,499 | | | | | | 66 | | |
12-31-20 | | | | | 12.93 | | | | | | (0.06) | | | | | | 5.06 | | | | | | 5.00 | | | | | | 0.01 | | | | | | 0.81 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 17.11 | | | | | | 40.76 | | | | | | 1.12 | | | | | | 0.91 | | | | | | 0.91 | | | | | | (0.40) | | | | | | 1,046,030 | | | | | | 91 | | |
12-31-19 | | | | | 11.41 | | | | | | 0.02 | | | | | | 3.20 | | | | | | 3.22 | | | | | | 0.02 | | | | | | 1.68 | | | | | | — | | | | | | 1.70 | | | | | | — | | | | | | 12.93 | | | | | | 29.06 | | | | | | 1.04 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.15 | | | | | | 882,543 | | | | | | 95 | | |
12-31-18 | | | | | 13.77 | | | | | | (0.01) | | | | | | (0.89) | | | | | | (0.90) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.41 | | | | | | (7.70) | | | | | | 1.03 | | | | | | 0.91 | | | | | | 0.91 | | | | | | (0.05) | | | | | | 836,518 | | | | | | 102 | | |
12-31-17 | | | | | 11.72 | | | | | | (0.02) | | | | | | 2.84 | | | | | | 2.82 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 13.77 | | | | | | 24.77 | | | | | | 1.04 | | | | | | 0.96 | | | | | | 0.96 | | | | | | (0.12) | | | | | | 1,053,376 | | | | | | 105 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 16.14 | | | | | | (0.03)• | | | | | | (4.86) | | | | | | (4.89) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.25 | | | | | | (30.30) | | | | | | 1.36 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.51) | | | | | | 35,801 | | | | | | 29 | | |
12-31-21 | | | | | 16.84 | | | | | | (0.12)• | | | | | | 2.04 | | | | | | 1.92 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 16.14 | | | | | | 11.65 | | | | | | 1.25 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.69) | | | | | | 55,765 | | | | | | 66 | | |
12-31-20 | | | | | 12.75 | | | | | | (0.08) | | | | | | 4.97 | | | | | | 4.89 | | | | | | 0.00* | | | | | | 0.80 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 16.84 | | | | | | 40.56 | | | | | | 1.27 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.55) | | | | | | 57,255 | | | | | | 91 | | |
12-31-19 | | | | | 11.28 | | | | | | (0.00)* | | | | | | 3.16 | | | | | | 3.16 | | | | | | 0.01 | | | | | | 1.68 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 12.75 | | | | | | 28.89 | | | | | | 1.19 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 0.00* | | | | | | 46,493 | | | | | | 95 | | |
12-31-18 | | | | | 13.66 | | | | | | (0.03) | | | | | | (0.89) | | | | | | (0.92) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.28 | | | | | | (7.92) | | | | | | 1.18 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.20) | | | | | | 41,818 | | | | | | 102 | | |
12-31-17 | | | | | 11.65 | | | | | | (0.03) | | | | | | 2.81 | | | | | | 2.78 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 13.66 | | | | | | 24.57 | | | | | | 1.19 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.31) | | | | | | 51,640 | | | | | | 105 | | |
| | | | | | | | | 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 SmallCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 22.82 | | | | | | (0.09)• | | | | | | (5.92) | | | | | | (6.01) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.81 | | | | | | (26.34) | | | | | | 1.56 | | | | | | 1.35 | | | | | | 1.35 | | | | | | (0.94) | | | | | | 45,312 | | | | | | 131 | | |
12-31-21 | | | | | 24.47 | | | | | | (0.23)• | | | | | | 1.33 | | | | | | 1.10 | | | | | | — | | | | | | 2.75 | | | | | | — | �� | | | | | 2.75 | | | | | | — | | | | | | 22.82 | | | | | | 4.14 | | | | | | 1.52 | | | | | | 1.35 | | | | | | 1.35 | | | | | | (0.96) | | | | | | 66,518 | | | | | | 128 | | |
12-31-20 | | | | | 19.57 | | | | | | (0.17) | | | | | | 5.17 | | | | | | 5.00 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 24.47 | | | | | | 25.74 | | | | | | 1.57 | | | | | | 1.35 | | | | | | 1.35 | | | | | | (0.81) | | | | | | 68,635 | | | | | | 145 | | |
12-31-19 | | | | | 18.21 | | | | | | (0.12) | | | | | | 4.57 | | | | | | 4.45 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 19.57 | | | | | | 25.09 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.63) | | | | | | 67,555 | | | | | | 133 | | |
12-31-18 | | | | | 26.04 | | | | | | (0.12) | | | | | | (3.11) | | | | | | (3.23) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 18.21 | | | | | | (16.29) | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.50) | | | | | | 61,957 | | | | | | 108 | | |
12-31-17 | | | | | 23.49 | | | | | | (0.10) | | | | | | 4.24 | | | | | | 4.14 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 26.04 | | | | | | 18.12 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.42) | | | | | | 81,104 | | | | | | 85 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 27.13 | | | | | | (0.05)• | | | | | | (7.05) | | | | | | (7.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.03 | | | | | | (26.17) | | | | | | 1.06 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.44) | | | | | | 114,994 | | | | | | 131 | | |
12-31-21 | | | | | 28.47 | | | | | | (0.13)• | | | | | | 1.54 | | | | | | 1.41 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 27.13 | | | | | | 4.67 | | | | | | 1.02 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.46) | | | | | | 167,668 | | | | | | 128 | | |
12-31-20 | | | | | 22.64 | | | | | | (0.08) | | | | | | 6.01 | | | | | | 5.93 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 28.47 | | | | | | 26.35 | | | | | | 1.07 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.31) | | | | | | 182,625 | | | | | | 145 | | |
12-31-19 | | | | | 20.57 | | | | | | (0.03) | | | | | | 5.19 | | | | | | 5.16 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 22.64 | | | | | | 25.70 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.13) | | | | | | 199,372 | | | | | | 133 | | |
12-31-18 | | | | | 28.72 | | | | | | 0.00* | | | | | | (3.55) | | | | | | (3.55) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 20.57 | | | | | | (15.87) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.00* | | | | | | 182,621 | | | | | | 108 | | |
12-31-17 | | | | | 25.65 | | | | | | 0.02 | | | | | | 4.66 | | | | | | 4.68 | | | | | | 0.02 | | | | | | 1.59 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 28.72 | | | | | | 18.73 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.08 | | | | | | 238,478 | | | | | | 85 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 27.12 | | | | | | (0.05)• | | | | | | (7.05) | | | | | | (7.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.02 | | | | | | (26.18) | | | | | | 0.90 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.44) | | | | | | 1,234 | | | | | | 131 | | |
12-31-21 | | | | | 28.47 | | | | | | (0.14)• | | | | | | 1.54 | | | | | | 1.40 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 27.12 | | | | | | 4.63 | | | | | | 0.87 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.47) | | | | | | 9,278 | | | | | | 128 | | |
12-31-20 | | | | | 22.64 | | | | | | (0.08) | | | | | | 6.01 | | | | | | 5.93 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 28.47 | | | | | | 26.35 | | | | | | 0.89 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.31) | | | | | | 15,147 | | | | | | 145 | | |
12-31-19 | | | | | 20.57 | | | | | | (0.03) | | | | | | 5.19 | | | | | | 5.16 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 22.64 | | | | | | 25.71 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.13) | | | | | | 20,997 | | | | | | 133 | | |
12-31-18 | | | | | 28.72 | | | | | | 0.00* | | | | | | (3.55) | | | | | | (3.55) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 20.57 | | | | | | (15.87) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.00* | | | | | | 23,066 | | | | | | 108 | | |
12-31-17 | | | | | 25.65 | | | | | | 0.02 | | | | | | 4.66 | | | | | | 4.68 | | | | | | 0.02 | | | | | | 1.59 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 28.72 | | | | | | 18.73 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.12 | | | | | | 27,180 | | | | | | 85 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 24.39 | | | | | | (0.07)• | | | | | | (6.34) | | | | | | (6.41) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.98 | | | | | | (26.28) | | | | | | 1.31 | | | | | | 1.10 | | | | | | 1.10 | | | | | | (0.69) | | | | | | 24,787 | | | | | | 131 | | |
12-31-21 | | | | | 25.92 | | | | | | (0.19)• | | | | | | 1.41 | | | | | | 1.22 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 24.39 | | | | | | 4.38 | | | | | | 1.27 | | | | | | 1.10 | | | | | | 1.10 | | | | | | (0.72) | | | | | | 38,269 | | | | | | 128 | | |
12-31-20 | | | | | 20.67 | | | | | | (0.13) | | | | | | 5.48 | | | | | | 5.35 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 25.92 | | | | | | 26.06 | | | | | | 1.32 | | | | | | 1.10 | | | | | | 1.10 | | | | | | (0.56) | | | | | | 43,862 | | | | | | 145 | | |
12-31-19 | | | | | 19.05 | | | | | | (0.08) | | | | | | 4.79 | | | | | | 4.71 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 20.67 | | | | | | 25.38 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.38) | | | | | | 43,527 | | | | | | 133 | | |
12-31-18 | | | | | 26.98 | | | | | | (0.06) | | | | | | (3.27) | | | | | | (3.33) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 19.05 | | | | | | (16.09) | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.25) | | | | | | 45,898 | | | | | | 108 | | |
12-31-17 | | | | | 24.22 | | | | | | (0.05) | | | | | | 4.40 | | | | | | 4.35 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 26.98 | | | | | | 18.45 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.18) | | | | | | 58,929 | | | | | | 85 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 23.41 | | | | | | (0.09)• | | | | | | (6.08) | | | | | | (6.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.24 | | | | | | (26.36) | | | | | | 1.46 | | | | | | 1.25 | | | | | | 1.25 | | | | | | (0.84) | | | | | | 421 | | | | | | 131 | | |
12-31-21 | | | | | 25.01 | | | | | | (0.22)• | | | | | | 1.37 | | | | | | 1.15 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.41 | | | | | | 4.25 | | | | | | 1.42 | | | | | | 1.25 | | | | | | 1.25 | | | | | | (0.89) | | | | | | 1,487 | | | | | | 128 | | |
12-31-20 | | | | | 19.98 | | | | | | (0.16) | | | | | | 5.29 | | | | | | 5.13 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 25.01 | | | | | | 25.86 | | | | | | 1.47 | | | | | | 1.25 | | | | | | 1.25 | | | | | | (0.71) | | | | | | 3,080 | | | | | | 145 | | |
12-31-19 | | | | | 18.53 | | | | | | (0.12) | | | | | | 4.66 | | | | | | 4.54 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 3.09 | | | | | | — | | | | | | 19.98 | | | | | | 25.15 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.53) | | | | | | 3,263 | | | | | | 133 | | |
12-31-18 | | | | | 26.39 | | | | | | (0.11) | | | | | | (3.15) | | | | | | (3.26) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 18.53 | | | | | | (16.18) | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.41) | | | | | | 3,377 | | | | | | 108 | | |
12-31-17 | | | | | 23.76 | | | | | | (0.09) | | | | | | 4.31 | | | | | | 4.22 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 26.39 | | | | | | 18.25 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.33) | | | | | | 5,277 | | | | | | 85 | | |
| | | Purchases | | | Sales | | ||||||
MidCap Opportunities | | | | $ | 327,428,886 | | | | | $ | 409,119,415 | | |
SmallCap Opportunities | | | | | 295,886,616 | | | | | | 325,051,732 | | |
| MidCap Opportunities | | | 0.85% on the first $250 million; 0.80% on the next $400 million; 0.75% on the next $450 million; and 0.70% in excess of $1.1 billion | |
| SmallCap Opportunities | | | 0.85% on the first $250 million; 0.80% on the next $250 million; 0.75% on the next $250 million; 0.70% on the next $250 million; and 0.65% in excess of $1 billion | |
Subsidiary | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | MidCap Opportunities | | | | | 6.33% | | |
| SmallCap Opportunities | | | | | 14.90 | | | ||
Voya Institutional Trust Company | | | MidCap Opportunities | | | | | 36.02 | | |
| SmallCap Opportunities | | | | | 31.65 | | | ||
Voya Retirement Insurance and Annuity Company | | | MidCap Opportunities | | | | | 54.21 | | |
| SmallCap Opportunities | | | | | 39.24 | | |
Portfolio | | | Amount | | |||
MidCap Opportunities | | | | $ | 655,326 | | |
SmallCap Opportunities | | | | | 171,091 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
MidCap Opportunities | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.10% | | | | | | 1.30% | | |
SmallCap Opportunities | | | | | 1.42% | | | | | | 0.92% | | | | | | 0.92% | | | | | | 1.17% | | | | | | 1.32% | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
MidCap Opportunities(1) | | | | | 1.16% | | | | | | 0.66% | | | | | | 0.66% | | | | | | 0.91% | | | | | | 1.06% | | |
SmallCap Opportunities(1) | | | | | 1.35% | | | | | | 0.85% | | | | | | 0.85% | | | | | | 1.10% | | | | | | 1.25% | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 234,894 | | | | | | — | | | | | | —* | | | | | | (1,026,775) | | | | | | (791,881) | | | | | | 2,874,113 | | | | | | — | | | | | | — | | | | | | (13,123,996) | | | | | | (10,249,883) | | |
12/31/2021 | | | | | 506,073 | | | | | | — | | | | | | 1,791,572 | | | | | | (2,085,272) | | | | | | 212,373 | | | | | | 8,226,646 | | | | | | — | | | | | | 27,608,118 | | | | | | (34,103,429) | | | | | | 1,731,335 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,470,974 | | | | | | — | | | | | | —* | | | | | | (3,164,772) | | | | | | (1,693,798) | | | | | | 21,230,837 | | | | | | — | | | | | | — | | | | | | (47,235,268) | | | | | | (26,004,431) | | |
12/31/2021 | | | | | 2,653,441 | | | | | | — | | | | | | 6,740,588 | | | | | | (6,914,830) | | | | | | 2,479,199 | | | | | | 49,392,610 | | | | | | — | | | | | | 119,780,243 | | | | | | (128,898,555) | | | | | | 40,274,298 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 623,806 | | | | | | — | | | | | | — | | | | | | (768,841) | | | | | | (145,035) | | | | | | 9,453,028 | | | | | | — | | | | | | — | | | | | | (11,584,434) | | | | | | (2,131,406) | | |
12/31/2021 | | | | | 1,262,696 | | | | | | — | | | | | | 1,026,764 | | | | | | (1,627,058) | | | | | | 662,402 | | | | | | 24,011,104 | | | | | | — | | | | | | 18,235,333 | | | | | | (30,472,244) | | | | | | 11,774,193 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 151,207 | | | | | | — | | | | | | — | | | | | | (1,205,527) | | | | | | (1,054,320) | | | | | | 2,026,091 | | | | | | — | | | | | | — | | | | | | (17,139,664) | | | | | | (15,113,573) | | |
12/31/2021 | | | | | 1,008,935 | | | | | | — | | | | | | 8,974,122 | | | | | | (62,900,497) | | | | | | (52,917,440) | | | | | | 17,604,450 | | | | | | — | | | | | | 145,201,294 | | | | | | (1,068,122,778) | | | | | | (905,317,034) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 62,136 | | | | | | — | | | | | | — | | | | | | (332,945) | | | | | | (270,809) | | | | | | 824,918 | | | | | | — | | | | | | — | | | | | | (4,415,828) | | | | | | (3,590,910) | | |
12/31/2021 | | | | | 134,702 | | | | | | — | | | | | | 507,792 | | | | | | (588,029) | | | | | | 54,465 | | | | | | 2,270,472 | | | | | | — | | | | | | 8,058,653 | | | | | | (10,045,130) | | | | | | 283,995 | | |
SmallCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 77,075 | | | | | | — | | | | | | — | | | | | | (296,405) | | | | | | (219,330) | | | | | | 1,441,855 | | | | | | — | | | | | | — | | | | | | (5,832,255) | | | | | | (4,390,400) | | |
12/31/2021 | | | | | 209,736 | | | | | | — | | | | | | 315,682 | | | | | | (415,116) | | | | | | 110,302 | | | | | | 5,033,147 | | | | | | — | | | | | | 7,427,990 | | | | | | (10,028,462) | | | | | | 2,432,675 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 79,767 | | | | | | — | | | | | | — | | | | | | (520,135) | | | | | | (440,368) | | | | | | 1,806,189 | | | | | | — | | | | | | — | | | | | | (12,117,269) | | | | | | (10,311,080) | | |
12/31/2021 | | | | | 417,445 | | | | | | — | | | | | | 601,344 | | | | | | (1,251,412) | | | | | | (232,623) | | | | | | 12,281,388 | | | | | | — | | | | | | 16,783,528 | | | | | | (35,510,473) | | | | | | (6,445,557) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 13,768 | | | | | | — | | | | | | — | | | | | | (294,278) | | | | | | (280,510) | | | | | | 319,885 | | | | | | — | | | | | | — | | | | | | (6,932,765) | | | | | | (6,612,880) | | |
12/31/2021 | | | | | 75,220 | | | | | | — | | | | | | 46,158 | | | | | | (311,322) | | | | | | (189,944) | | | | | | 2,190,283 | | | | | | — | | | | | | 1,287,819 | | | | | | (8,850,827) | | | | | | (5,372,725) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 39,246 | | | | | | — | | | | | | — | | | | | | (230,303) | | | | | | (191,057) | | | | | | 811,707 | | | | | | — | | | | | | — | | | | | | (4,790,528) | | | | | | (3,978,821) | | |
12/31/2021 | | | | | 94,433 | | | | | | — | | | | | | 168,984 | | | | | | (386,633) | | | | | | (123,216) | | | | | | 2,501,808 | | | | | | — | | | | | | 4,244,869 | | | | | | (10,064,623) | | | | | | (3,317,946) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 2,448 | | | | | | — | | | | | | — | | | | | | (41,516) | | | | | | (39,068) | | | | | | 49,230 | | | | | | — | | | | | | — | | | | | | (836,475) | | | | | | (787,245) | | |
12/31/2021 | | | | | 8,972 | | | | | | — | | | | | | 7,695 | | | | | | (76,283) | | | | | | (59,616) | | | | | | 226,328 | | | | | | — | | | | | | 185,672 | | | | | | (1,954,661) | | | | | | (1,542,661) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 8,186,086 | | | | | $ | (8,186,086) | | | | | $ | — | | |
CIBC World Markets Corporation | | | | | 269,821 | | | | | | (269,821) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 7,182,506 | | | | | | (7,182,506) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 295,210 | | | | | | (295,210) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,028,549 | | | | | | (1,028,549) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 1,795,938 | | | | | | (1,795,938) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 5,224,308 | | | | | | (5,224,308) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 1,749,817 | | | | | | (1,749,817) | | | | | | — | | |
Mirae Asset Securities (USA) Inc. | | | | | 14 | | | | | | (14) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 462,111 | | | | | | (462,111) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 485,858 | | | | | | (485,858) | | | | | | — | | |
National Financial Services LLC | | | | | 2,025,618 | | | | | | (2,025,618) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 275,810 | | | | | | (275,810) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 187,273 | | | | | | (187,273) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 5,477,932 | | | | | | (5,477,932) | | | | | | — | | |
TD Prime Services LLC | | | | | 877,061 | | | | | | (877,061) | | | | | | — | | |
UBS AG | | | | | 1,355,036 | | | | | | (1,355,036) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 8,139,328 | | | | | | (8,139,328) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 901,246 | | | | | | (901,246) | | | | | | — | | |
Total | | | | $ | 45,919,521 | | | | | $ | (45,919,521) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 2,214,000 | | | | | $ | (2,214,000) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 2,686,339 | | | | | | (2,686,339) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 375,522 | | | | | | (375,522) | | | | | | — | | |
UBS Securities LLC. | | | | $ | 584,025 | | | | | $ | (584,025) | | | | | $ | — | | |
Wells Fargo Securities LLC | | | | | 793,202 | | | | | | (793,202) | | | | | | — | | |
Total | | | | $ | 6,653,088 | | | | | $ | (6,653,088) | | | | | $ | — | | |
| | | Year Ended December 31, 2021 | | | Year Ended December 31, 2020 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
MidCap Opportunities | | | | $ | 175,414,024 | | | | | $ | 143,469,617 | | | | | $ | 9,915,105 | | | | | $ | 97,411,294 | | |
SmallCap Opportunities | | | | | 18,624,149 | | | | | | 11,305,729 | | | | | | — | | | | | | 1,386,927 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Other | | | Total Distributable Earnings/ (Loss) | | |||||||||||||||
MidCap Opportunities | | | | $ | 184,631,927 | | | | | $ | 494,364,724 | | | | | $ | 258,163,437 | | | | | $ | (52,114) | | | | | $ | 937,107,974 | | |
SmallCap Opportunities | | | | | 22,886,380 | | | | | | 20,077,701 | | | | | | 19,685,535 | | | | | | (8,606) | | | | | | 62,641,010 | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
MidCap Opportunities | | | | | | | | | | | | | | | | | | | |
All Classes | | | | | STCG | | | | | $ | 2.4262 | | | | July 5, 2022 | | | June 30, 2022 | |
All Classes | | | | | LTCG | | | | | $ | 6.4962 | | | | July 5, 2022 | | | June 30, 2022 | |
SmallCap Opportunities | | | | | | | | | | | | | | | | | | | |
All Classes | | | | | STCG | | | | | $ | 2.3225 | | | | July 5, 2022 | | | June 30, 2022 | |
All Classes | | | | | LTCG | | | | | $ | 2.0366 | | | | July 5, 2022 | | | June 30, 2022 | |
Voya MidCap Opportunities Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.2% | | |||||||||||||||
| | | Communication Services: 2.5% | | ||||||||||||
128,959 (1)(2) | | | Live Nation Entertainment, Inc. | | | | $ | 10,649,434 | | | | | | 1.1 | | |
92,481 (1)(2) | | | Pinterest, Inc. | | | | | 1,679,455 | | | | | | 0.2 | | |
323,149 (1)(2) | | | ZoomInfo Technologies, Inc. | | | | | 10,741,473 | | | | | | 1.2 | | |
| | | | | | | | 23,070,362 | | | | | | 2.5 | | |
| | | Consumer Discretionary: 12.7% | | ||||||||||||
19,666 (1)(2) | | | Chipotle Mexican Grill, Inc. | | | | | 25,708,575 | | | | | | 2.7 | | |
39,051 (1) | | | Domino’s Pizza, Inc. | | | | | 15,218,565 | | | | | | 1.6 | | |
136,940 (1)(2) | | | Etsy, Inc. | | | | | 10,025,377 | | | | | | 1.1 | | |
158,110 (2) | | | Expedia Group, Inc. | | | | | 14,993,571 | | | | | | 1.6 | | |
165,139 (1)(2) | | | Floor & Decor Holdings, Inc. | | | | | 10,397,151 | | | | | | 1.1 | | |
79,527 (2) | | | Lululemon Athletica, Inc. | | | | | 21,679,856 | | | | | | 2.3 | | |
97,112 | | | Ralph Lauren Corp. | | | | | 8,706,091 | | | | | | 0.9 | | |
181,229 | | | Ross Stores, Inc. | | | | | 12,727,713 | | | | | | 1.4 | | |
| | | | | | | | 119,456,899 | | | | | | 12.7 | | |
| | | Consumer Staples: 3.5% | | ||||||||||||
201,401 (1)(2) | | | Celsius Holdings, Inc. | | | | | 13,143,429 | | | | | | 1.4 | | |
57,467 | | | Constellation Brands, Inc. | | | | | 13,393,259 | | | | | | 1.4 | | |
484,971 (1)(2) | | | Olaplex Holdings, Inc. | | | | | 6,833,242 | | | | | | 0.7 | | |
| | | | | | | | 33,369,930 | | | | | | 3.5 | | |
| | | Energy: 4.1% | | ||||||||||||
96,716 | | | Diamondback Energy, Inc. | | | | | 11,717,143 | | | | | | 1.2 | | |
286,330 (1) | | | Halliburton Co. | | | | | 8,979,309 | | | | | | 1.0 | | |
164,490 | | | Hess Corp. | | | | | 17,426,071 | | | | | | 1.9 | | |
| | | | | | | | 38,122,523 | | | | | | 4.1 | | |
| | | Financials: 3.9% | | ||||||||||||
82,677 (1) | | | LPL Financial Holdings, Inc. | | | | | 15,252,253 | | | | | | 1.6 | | |
51,247 | | | MSCI, Inc. - Class A | | | | | 21,121,451 | | | | | | 2.3 | | |
| | | | | | | | 36,373,704 | | | | | | 3.9 | | |
| | | Health Care: 17.3% | | ||||||||||||
170,272 | | | Agilent Technologies, Inc. | | | | | 20,223,205 | | | | | | 2.1 | | |
40,174 | | | Bio-Techne Corp. | | | | | 13,925,915 | | | | | | 1.5 | | |
37,975 (2) | | | Charles River Laboratories International, Inc. | | | | | 8,125,511 | | | | | | 0.9 | | |
98,758 (1) | | | Conmed Corp. | | | | | 9,457,066 | | | | | | 1.0 | | |
304,777 (2) | | | DexCom, Inc. | | | | | 22,715,030 | | | | | | 2.4 | | |
164,693 (2) | | | Horizon Therapeutics Plc | | | | | 13,135,914 | | | | | | 1.4 | | |
75,669 (1)(2) | | | Novocure Ltd. | | | | | 5,258,996 | | | | | | 0.6 | | |
392,350 (1)(2) | | | Progyny, Inc. | | | | | 11,397,767 | | | | | | 1.2 | | |
58,111 | | | Resmed, Inc. | | | | | 12,181,809 | | | | | | 1.3 | | |
119,119 (2) | | | Seagen, Inc. | | | | | 21,076,916 | | | | | | 2.2 | | |
152,836 (2) | | | Tandem Diabetes Care, Inc. | | | | | 9,046,363 | | | | | | 1.0 | | |
66,119 (2) | | | United Therapeutics Corp. | | | | | 15,580,281 | | | | | | 1.7 | | |
| | | | | | | | 162,124,773 | | | | | | 17.3 | | |
| | | Industrials: 14.5% | | ||||||||||||
187,084 | | | Ametek, Inc. | | | | | 20,558,661 | | | | | | 2.2 | | |
77,501 (2) | | | Booz Allen Hamilton Holding Corp. | | | | | 7,000,486 | | | | | | 0.7 | | |
242,730 | | | Howmet Aerospace, Inc. | | | | | 7,633,858 | | | | | | 0.8 | | |
90,781 (1) | | | Hubbell, Inc. | | | | | 16,211,671 | | | | | | 1.7 | | |
57,895 (1) | | | IDEX Corp. | | | | | 10,515,469 | | | | | | 1.1 | | |
235,807 (1) | | | Quanta Services, Inc. | | | | | 29,556,049 | | | | | | 3.2 | | |
38,709 (2) | | | TransDigm Group, Inc. | | | | | 20,773,959 | | | | | | 2.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
33,559 (2) | | | United Rentals, Inc. | | | | $ | 8,151,817 | | | | | | 0.9 | | |
127,527 | | | Waste Connections, Inc. | | | | | 15,808,247 | | | | | | 1.7 | | |
| | | | | | | | 136,210,217 | | | | | | 14.5 | | |
| | | Information Technology: 31.0% | | ||||||||||||
249,763 (2) | | | Cadence Design Systems, Inc. | | | | | 37,471,943 | | | | | | 4.0 | | |
102,910 | | | CDW Corp. | | | | | 16,214,500 | | | | | | 1.7 | | |
124,496 (1)(2) | | | Crowdstrike Holdings, Inc. | | | | | 20,985,046 | | | | | | 2.2 | | |
185,491 (2) | | | Datadog, Inc. | | | | | 17,666,163 | | | | | | 1.9 | | |
358,673 (1)(2) | | | Dynatrace, Inc. | | | | | 14,146,063 | | | | | | 1.5 | | |
68,225 (1)(2) | | | Enphase Energy, Inc. | | | | | 13,320,249 | | | | | | 1.4 | | |
108,089 (1) | | | Entegris, Inc. | | | | | 9,958,240 | | | | | | 1.1 | | |
82,728 (2) | | | Gartner, Inc. | | | | | 20,006,112 | | | | | | 2.1 | | |
160,348 (2) | | | Keysight Technologies, Inc. | | | | | 22,103,972 | | | | | | 2.4 | | |
134,978 | | | Marvell Technology, Inc. | | | | | 5,875,592 | | | | | | 0.6 | | |
41,384 (1)(2) | | | MongoDB, Inc. | | | | | 10,739,148 | | | | | | 1.2 | | |
28,444 | | | Monolithic Power Systems, Inc. | | | | | 10,923,634 | | | | | | 1.2 | | |
77,685 | | | Motorola Solutions, Inc. | | | | | 16,282,776 | | | | | | 1.7 | | |
58,826 (1)(2) | | | Palo Alto Networks, Inc. | | | | | 29,056,514 | | | | | | 3.1 | | |
112,073 (2) | | | Paylocity Holding Corp. | | | | | 19,547,773 | | | | | | 2.1 | | |
35,287 | | | Roper Technologies, Inc. | | | | | 13,926,014 | | | | | | 1.5 | | |
82,789 (1)(2) | | | Zscaler, Inc. | | | | | 12,377,783 | | | | | | 1.3 | | |
| | | | | | | | 290,601,522 | | | | | | 31.0 | | |
| | | Materials: 3.8% | | ||||||||||||
94,259 | | | Ashland Global Holdings, Inc. | | | | | 9,713,390 | | | | | | 1.0 | | |
100,843 | | | Avery Dennison Corp. | | | | | 16,323,457 | | | | | | 1.8 | | |
99,996 | | | Crown Holdings, Inc. | | | | | 9,216,631 | | | | | | 1.0 | | |
| | | | | | | | 35,253,478 | | | | | | 3.8 | | |
| | | Real Estate: 2.9% | | ||||||||||||
166,791 | | | Equity Lifestyle Properties, Inc. | | | | | 11,753,762 | | | | | | 1.2 | | |
48,611 (1) | | | SBA Communications Corp. | | | | | 15,557,950 | | | | | | 1.7 | | |
| | | | | | | | 27,311,712 | | | | | | 2.9 | | |
| | | Total Common Stock | | | | | | | | | | | | | |
| | | (Cost $1,006,805,478) | | | | | 901,895,120 | | | | | | 96.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 6.8% | | |||||||||||||||
| | | Commercial Paper: 0.1% | | ||||||||||||
1,083,000 (3) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 | | | | | | | | | | | | | |
| | | (Cost $1,082,953) | | | | | 1,082,953 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 0.7% | | ||||||||||||
300,000 (3) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 299,954 | | | | | | 0.0 | | |
400,000 (3) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 399,998 | | | | | | 0.1 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
250,000 (3) | | | Bank of Nova Scotia, 1.680%, 07/18/2022 | | | | $ | 250,001 | | | | | | 0.0 | | |
375,000 (3) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 375,002 | | | | | | 0.1 | | |
325,000 (3) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | | 324,920 | | | | | | 0.0 | | |
375,000 (3) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 375,006 | | | | | | 0.1 | | |
275,000 (3) | | | Cooperatieve Rabobank U.A./New York, 1.650%, 08/03/2022 | | | | | 274,985 | | | | | | 0.0 | | |
375,000 (3) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 375,005 | | | | | | 0.1 | | |
350,000 (3) | | | Credit Suisse AG, 1.670%, 07/19/2022 | | | | | 350,015 | | | | | | 0.0 | | |
375,000 (3) | | | Mitsubishi UFJ Trust and Banking Corp., 1.700%, 07/26/2022 | | | | | 374,994 | | | | | | 0.0 | | |
375,000 (3) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 374,975 | | | | | | 0.0 | | |
375,000 (3) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 375,005 | | | | | | 0.1 | | |
350,000 (3) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 349,953 | | | | | | 0.0 | | |
375,000 (3) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 374,994 | | | | | | 0.0 | | |
375,000 (3) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | | 375,005 | | | | | | 0.1 | | |
375,000 (3) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 374,991 | | | | | | 0.0 | | |
300,000 (3) | | | Toronto-Dominion Bank, 1.660%, 08/19/2022 | | | | | 299,969 | | | | | | 0.0 | | |
400,000 (3) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 399,981 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes | | | | | | | | | | | | | |
| | | (Cost $6,324,753) | | | | | 6,324,753 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 3.2% | | ||||||||||||
7,120,289 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $7,120,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $7,262,695, due 08/01/22-01/20/68) | | | | | 7,120,289 | | | | | | 0.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,434,736 (3) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,434,882, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $3,503,608, due 07/21/22-05/15/52) | | | | $ | 3,434,736 | | | | | | 0.4 | | |
1,854,959 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.49%, due 07/01/22 (Repurchase Amount $1,855,035, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,892,059, due 07/26/22-02/15/50) | | | | | 1,854,959 | | | | | | 0.2 | | |
2,438,747 (3) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $2,438,853, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $2,487,632, due 08/01/22-02/20/72) | | | | | 2,438,747 | | | | | | 0.3 | | |
10,943,462 (3) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $10,943,939, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $11,162,340, due 07/01/22-09/09/49) | | | | | 10,943,462 | | | | | | 1.2 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,025,895 (3) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $4,026,066, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,106,419, due 01/15/25-02/15/51) | | | | $ | 4,025,895 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $29,818,088) | | | | | 29,818,088 | | | | | | 3.2 | | |
| | | | | ||||||||||||
| | | Time Deposits: 0.7% | | ||||||||||||
1,150,000 (3) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 1,150,000 | | | | | | 0.1 | | |
1,140,000 (3) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 1,140,000 | | | | | | 0.1 | | |
1,070,000 (3) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 1,070,000 | | | | | | 0.1 | | |
1,150,000 (3) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 1,150,000 | | | | | | 0.1 | | |
800,000 (3) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 800,000 | | | | | | 0.1 | | |
770,000 (3) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 770,000 | | | | | | 0.1 | | |
1,150,000 (3) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 1,150,000 | | | | | | 0.1 | | |
| | | Total Time Deposits | | | | | | | | | | | | | |
| | | (Cost $7,230,000) | | | | | 7,230,000 | | | | | | 0.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 2.1% | | ||||||||||||
479,000 (3)(4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | $ | 479,000 | | | | | | 0.1 | | |
851,000 (3)(4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 851,000 | | | | | | 0.1 | | |
18,281,000 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 18,281,000 | | | | | | 1.9 | | |
| | | Total Mutual Funds | | | | | | | | | | | | | |
| | | (Cost $19,611,000) | | | | | 19,611,000 | | | | | | 2.1 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $64,066,794) | | | | | 64,066,794 | | | | | | 6.8 | | |
| | | Total Investments in Securities (Cost $1,070,872,272) | | | | $ | 965,961,914 | | | | | | 103.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (27,916,257) | | | | | | (3.0) | | |
| | | Net Assets | | | | $ | 938,045,657 | | | | | | 100.0 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 901,895,120 | | | | | $ | — | | | | | $ | — | | | | | $ | 901,895,120 | | |
Short-Term Investments | | | | | 19,611,000 | | | | | | 44,455,794 | | | | | | — | | | | | | 64,066,794 | | |
Total Investments, at fair value | | | | $ | 921,506,120 | | | | | $ | 44,455,794 | | | | | $ | — | | | | | $ | 965,961,914 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 64,402,518 | | |
| Gross Unrealized Depreciation | | | | | (172,364,132) | | |
| Net Unrealized Depreciation | | | | $ | (107,961,614) | | |
Voya SmallCap | PORTFOLIO OF INVESTMENTS |
Opportunities Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 94.5% | | |||||||||||||||
| | | Consumer Discretionary: 12.2% | | ||||||||||||
8,215 (1) | | | Cavco Industries, Inc. | | | | $ | 1,610,058 | | | | | | 0.9 | | |
13,183 | | | Churchill Downs, Inc. | | | | | 2,524,940 | | | | | | 1.4 | | |
41,214 (1) | | | Dave & Buster’s Entertainment, Inc. | | | | | 1,350,995 | | | | | | 0.7 | | |
35,176 (1) | | | Dorman Products, Inc. | | | | | 3,859,159 | | | | | | 2.1 | | |
7,312 (1) | | | Five Below, Inc. | | | | | 829,400 | | | | | | 0.4 | | |
46,357 (1) | | | Gentherm, Inc. | | | | | 2,893,140 | | | | | | 1.5 | | |
156,293 (1) | | | Lindblad Expeditions Holdings, Inc. | | | | | 1,265,973 | | | | | | 0.7 | | |
3,426 (1) | | | Liquidity Services, Inc. | | | | | 46,046 | | | | | | 0.0 | | |
75,148 (1) | | | Planet Fitness, Inc. | | | | | 5,110,816 | | | | | | 2.7 | | |
34,946 (1) | | | Revolve Group, Inc. | | | | | 905,451 | | | | | | 0.5 | | |
32,252 | | | Texas Roadhouse, Inc. | | | | | 2,360,846 | | | | | | 1.3 | | |
| | | | | | | | 22,756,824 | | | | | | 12.2 | | |
| | | Consumer Staples: 0.6% | | ||||||||||||
22,294 (1) | | | Freshpet, Inc. | | | | | 1,156,836 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Energy: 3.6% | | ||||||||||||
230,790 (1) | | | Helix Energy Solutions Group, Inc. | | | | | 715,449 | | | | | | 0.4 | | |
57,828 | | | Matador Resources Co. | | | | | 2,694,207 | | | | | | 1.5 | | |
131,948 | | | Patterson-UTI Energy, Inc. | | | | | 2,079,500 | | | | | | 1.1 | | |
115,146 (1) | | | ProPetro Holding Corp. | | | | | 1,151,460 | | | | | | 0.6 | | |
| | | | | | | | 6,640,616 | | | | | | 3.6 | | |
| | | Financials: 8.2% | | ||||||||||||
83,705 (1) | | | Focus Financial Partners, Inc. | | | | | 2,850,992 | | | | | | 1.5 | | |
39,417 | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | | | | | 1,492,328 | | | | | | 0.8 | | |
40,798 (2) | | | HCI Group, Inc. | | | | | 2,764,472 | | | | | | 1.5 | | |
10,771 | | | Kinsale Capital Group, Inc. | | | | | 2,473,452 | | | | | | 1.3 | | |
34,366 | | | Western Alliance Bancorp. | | | | | 2,426,240 | | | | | | 1.3 | | |
42,437 | | | Wintrust Financial Corp. | | | | | 3,401,326 | | | | | | 1.8 | | |
| | | | | | | | 15,408,810 | | | | | | 8.2 | | |
| | | Health Care: 18.0% | | ||||||||||||
26,300 (1) | | | Acadia Pharmaceuticals, Inc. | | | | | 370,567 | | | | | | 0.2 | | |
28,688 (1) | | | Alkermes PLC | | | | | 854,616 | | | | | | 0.5 | | |
13,038 (1) | | | Amedisys, Inc. | | | | | 1,370,555 | | | | | | 0.7 | | |
40,480 (1) | | | Amicus Therapeutics, Inc. | | | | | 434,755 | | | | | | 0.2 | | |
15,297 (1) | | | Apellis Pharmaceuticals, Inc. | | | | | 691,730 | | | | | | 0.4 | | |
17,757 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 625,224 | | | | | | 0.3 | | |
8,692 (1)(2) | | | Arvinas, Inc. | | | | | 365,846 | | | | | | 0.2 | | |
74,323 (1) | | | Axonics, Inc. | | | | | 4,211,884 | | | | | | 2.3 | | |
9,313 (1) | | | Beam Therapeutics, Inc. | | | | | 360,506 | | | | | | 0.2 | | |
5,777 | | | Bio-Techne Corp. | | | | | 2,002,539 | | | | | | 1.1 | | |
9,809 (1) | | | Blueprint Medicines Corp. | | | | | 495,453 | | | | | | 0.3 | | |
15,065 (1) | | | Corcept Therapeutics, Inc. | | | | | 358,246 | | | | | | 0.2 | | |
11,651 (1) | | | Cytokinetics, Inc. | | | | | 457,768 | | | | | | 0.2 | | |
14,655 (1) | | | Denali Therapeutics, Inc. | | | | | 431,297 | | | | | | 0.2 | | |
36,399 (1) | | | Establishment Labs Holdings, Inc. | | | | | 1,979,378 | | | | | | 1.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
17,808 (1) | | | ICON PLC | | | | $ | 3,858,994 | | | | | | 2.1 | | |
21,361 (1) | | | Insmed, Inc. | | | | | 421,239 | | | | | | 0.2 | | |
7,627 (1) | | | Intellia Therapeutics, Inc. | | | | | 394,773 | | | | | | 0.2 | | |
16,117 (1) | | | Intra-Cellular Therapies, Inc. | | | | | 919,958 | | | | | | 0.5 | | |
4,488 (1) | | | Karuna Therapeutics, Inc. | | | | | 567,777 | | | | | | 0.3 | | |
62,256 | | | LeMaitre Vascular, Inc. | | | | | 2,835,761 | | | | | | 1.5 | | |
11,121 (1) | | | LHC Group, Inc. | | | | | 1,731,985 | | | | | | 0.9 | | |
22,379 (1) | | | ModivCare, Inc. | | | | | 1,891,025 | | | | | | 1.0 | | |
14,758 (1) | | | Pacira BioSciences, Inc. | | | | | 860,391 | | | | | | 0.5 | | |
78,547 (1) | | | Progyny, Inc. | | | | | 2,281,790 | | | | | | 1.2 | | |
137,557 (1) | | | R1 RCM, Inc. | | | | | 2,883,195 | | | | | | 1.5 | | |
| | | | | | | | 33,657,252 | | | | | | 18.0 | | |
| | | Industrials: 23.7% | | ||||||||||||
28,776 (1) | | | ASGN, Inc. | | | | | 2,597,034 | | | | | | 1.4 | | |
26,277 (1) | | | Axon Enterprise, Inc. | | | | | 2,448,228 | | | | | | 1.3 | | |
20,177 (1) | | | CACI International, Inc. | | | | | 5,685,475 | | | | | | 3.0 | | |
59,948 (1) | | | Casella Waste Systems, Inc. | | | | | 4,357,021 | | | | | | 2.3 | | |
35,240 (1) | | | Chart Industries, Inc. | | | | | 5,898,471 | | | | | | 3.2 | | |
53,643 (1) | | | Clean Harbors, Inc. | | | | | 4,702,882 | | | | | | 2.5 | | |
63,307 | | | H&E Equipment Services, Inc. | | | | | 1,834,004 | | | | | | 1.0 | | |
54,437 (1) | | | Kirby Corp. | | | | | 3,311,947 | | | | | | 1.8 | | |
14,510 | | | Quanta Services, Inc. | | | | | 1,818,683 | | | | | | 1.0 | | |
81,162 | | | Spirit Aerosystems Holdings, Inc. | | | | | 2,378,047 | | | | | | 1.3 | | |
104,913 (1) | | | Sterling Infrastructure, Inc. | | | | | 2,299,693 | | | | | | 1.2 | | |
38,377 (2) | | | TFI International, Inc. | | | | | 3,080,905 | | | | | | 1.7 | | |
117,060 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 3,795,085 | | | | | | 2.0 | | |
| | | | | | | | 44,207,475 | | | | | | 23.7 | | |
| | | Information Technology: 25.8% | | ||||||||||||
93,091 (1) | | | Cohu, Inc. | | | | | 2,583,275 | | | | | | 1.4 | | |
21,373 (1) | | | CyberArk Software Ltd. | | | | | 2,734,889 | | | | | | 1.5 | | |
13,684 (1) | | | Diodes, Inc. | | | | | 883,576 | | | | | | 0.5 | | |
21,920 (1) | | | ExlService Holdings, Inc. | ��� | | | | 3,229,474 | | | | | | 1.7 | | |
34,133 (1) | | | Fabrinet | | | | | 2,768,186 | | | | | | 1.5 | | |
27,916 (1) | | | Five9, Inc. | | | | | 2,544,264 | | | | | | 1.4 | | |
123,782 | | | Genpact Ltd. | | | | | 5,243,406 | | | | | | 2.8 | | |
75,754 (1) | | | I3 Verticals, Inc. | | | | | 1,895,365 | | | | | | 1.0 | | |
194,476 (1)(2) | | | indie Semiconductor, Inc. | | | | | 1,108,513 | | | | | | 0.6 | | |
40,982 | | | Kulicke & Soffa Industries, Inc. | | | | | 1,754,439 | | | | | | 0.9 | | |
11,226 | | | Littelfuse, Inc. | | | | | 2,851,853 | | | | | | 1.5 | | |
33,026 | | | MAXIMUS, Inc. | | | | | 2,064,455 | | | | | | 1.1 | | |
26,637 (1) | | | Onto Innovation, Inc. | | | | | 1,857,664 | | | | | | 1.0 | | |
33,911 (1) | | | Perficient, Inc. | | | | | 3,109,300 | | | | | | 1.7 | | |
23,799 (1) | | | Rapid7, Inc. | | | | | 1,589,773 | | | | | | 0.8 | | |
16,386 (1) | | | SiTime Corp. | | | | | 2,671,410 | | | | | | 1.4 | | |
35,809 (1) | | | Tower Semiconductor Ltd. | | | | | 1,653,660 | | | | | | 0.9 | | |
228,853 (1) | | | Viavi Solutions, Inc. | | | | | 3,027,725 | | | | | | 1.6 | | |
62,931 (1) | | | WNS Holdings Ltd. ADR | | | | | 4,697,170 | | | | | | 2.5 | | |
| | | | | | | | 48,268,397 | | | | | | 25.8 | | |
Voya SmallCap | PORTFOLIO OF INVESTMENTS |
Opportunities Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials: 2.4% | | ||||||||||||
83,818 | | | Element Solutions, Inc. | | | | $ | 1,491,960 | | | | | | 0.8 | | |
31,195 | | | Innospec, Inc. | | | | | 2,988,169 | | | | | | 1.6 | | |
| | | | | | | | 4,480,129 | | | | | | 2.4 | | |
| | | Total Common Stock (Cost $205,668,953) | | | | | 176,576,339 | | | | | | 94.5 | | |
EXCHANGE-TRADED FUNDS: 1.7% | | |||||||||||||||
42,321 (1) | | | SPDR S&P Biotech ETF | | | | | 3,143,181 | | | | | | 1.7 | | |
| | | Total Exchange-Traded Funds (Cost $3,839,527) | | | | | 3,143,181 | | | | | | 1.7 | | |
| | | Total Long-Term Investments (Cost $209,508,480) | | | | | 179,719,520 | | | | | | 96.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 7.5% | | |||||||||||||||
| | | Repurchase Agreements: 3.6% | | ||||||||||||
1,584,699 (3) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,584,766, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $1,616,393, due 01/20/24-06/20/52) | | | | | 1,584,699 | | | | | | 0.8 | | |
469,571 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $469,590, collateralized by various U.S. Government Securities, 1.875%-3.250%, Market Value plus accrued interest $478,962, due 06/30/24-05/15/52) | | | | | 469,571 | | | | | | 0.3 | | |
1,584,699 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,584,766, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,616,393, due 07/31/22-07/01/52) | | | | | 1,584,699 | | | | | | 0.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,584,699 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,584,766, collateralized by various U.S. Government Agency Obligations, 3.000%-5.000%, Market Value plus accrued interest $1,616,393, due 11/01/26-07/01/52) | | | | $ | 1,584,699 | | | | | | 0.8 | | |
1,584,699 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,584,766, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,616,393, due 08/16/22-05/20/52) | | | | | 1,584,699 | | | | | | 0.9 | | |
| | | Total Repurchase Agreements (Cost $6,808,367) | | | | | 6,808,367 | | | | | | 3.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 3.9% | | ||||||||||||
7,194,000 (4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $7,194,000) | | | | | 7,194,000 | | | | | | 3.9 | | |
| | | Total Short-Term Investments (Cost $14,002,367) | | | | | 14,002,367 | | | | | | 7.5 | | |
| | | Total Investments in Securities (Cost $223,510,847) | | | | $ | 193,721,887 | | | | | | 103.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (6,972,840) | | | | | | (3.7) | | |
| | | Net Assets | | | | $ | 186,749,047 | | | | | | 100.0 | | |
Voya SmallCap | PORTFOLIO OF INVESTMENTS |
Opportunities Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 176,576,339 | | | | | $ | — | | | | | $ | — | | | | | $ | 176,576,339 | | |
Exchange-Traded Funds | | | | | 3,143,181 | | | | | | — | | | | | | — | | | | | | 3,143,181 | | |
Short-Term Investments | | | | | 7,194,000 | | | | | | 6,808,367 | | | | | | — | | | | | | 14,002,367 | | |
Total Investments, at fair value | | | | $ | 186,913,520 | | | | | $ | 6,808,367 | | | | | $ | — | | | | | $ | 193,721,887 | | |
| Gross Unrealized Appreciation | | | | $ | 4,494,925 | | |
| Gross Unrealized Depreciation | | | | | (35,360,849) | | |
| Net Unrealized Depreciation | | | | $ | (30,865,924) | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Products Trust | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 1, 2022 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 1, 2022 | |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | September 1, 2022 |