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:811-07651
Voya Variable Portfolios, 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
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. | | |
| | 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. | | |
| | 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 MidCap 400® Index* | | | | An index that measures the performance of the mid-size company segment of the U.S. market. | | |
| | S&P SmallCap 600® Index* | | | | An index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
Voya Index Plus LargeCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 22.7% | |
| Health Care | | | 14.3% | |
| Financials | | | 12.9% | |
| Communication Services | | | 9.8% | |
| Consumer Discretionary | | | 9.6% | |
| Industrials | | | 9.6% | |
| Consumer Staples | | | 7.2% | |
| Energy | | | 4.2% | |
| Utilities | | | 3.2% | |
| Real Estate | | | 3.1% | |
| Materials | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| 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) | | |||
| | | | | |
| Microsoft Corp. | | | 4.0% | |
| Apple, Inc. | | | 3.9% | |
| Alphabet, Inc. - Class A | | | 2.9% | |
| Amazon.com, Inc. | | | 2.7% | |
| Procter & Gamble Co. | | | 1.8% | |
| JPMorgan Chase & Co. | | | 1.7% | |
| Facebook, Inc. - Class A | | | 1.7% | |
| Bank of America Corp. | | | 1.5% | |
| AT&T, Inc. | | | 1.4% | |
| Chevron Corp. | | | 1.3% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus LargeCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV(1) | | | | | 29.40% | | | | | | 10.38% | | | | | | 12.17% | | | |
| | Class I | | | | | 30.05% | | | | | | 10.93% | | | | | | 12.73% | | | |
| | Class S | | | | | 29.73% | | | | | | 10.66% | | | | | | 12.44% | | | |
| | S&P 500® Index | | | | | 31.49% | | | | | | 11.70% | | | | | | 13.56% | | | |
| | | | |
Voya Index Plus MidCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 16.5% | |
| Industrials | | | 15.9% | |
| Information Technology | | | 14.9% | |
| Consumer Discretionary | | | 12.8% | |
| Real Estate | | | 11.3% | |
| Health Care | | | 9.6% | |
| Materials | | | 6.0% | |
| Utilities | | | 4.7% | |
| Consumer Staples | | | 2.6% | |
| Communication Services | | | 2.5% | |
| Energy | | | 1.8% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| 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) | | |||
| | | | | |
| Fair Isaac Corp. | | | 1.1% | |
| Domino’s Pizza, Inc. | | | 1.0% | |
| Masimo Corp. | | | 0.9% | |
| Service Corp. International | | | 0.9% | |
| Hill-Rom Holdings, Inc. | | | 0.8% | |
| Lamar Advertising Co. | | | 0.8% | |
| Curtiss-Wright Corp. | | | 0.8% | |
| Reinsurance Group of America, Inc. | | | 0.8% | |
| MKS Instruments, Inc. | | | 0.8% | |
| Old Republic International Corp. | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus MidCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 27.08% | | | | | | 7.48% | | | | | | 11.61% | | | |
| | Class S | | | | | 26.74% | | | | | | 7.21% | | | | | | 11.33% | | | |
| | S&P MidCap 400® Index | | | | | 26.20% | | | | | | 9.03% | | | | | | 12.72% | | | |
| | | | |
Voya Index Plus SmallCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 18.5% | |
| Financials | | | 15.7% | |
| Information Technology | | | 13.9% | |
| Consumer Discretionary | | | 12.8% | |
| Health Care | | | 12.3% | |
| Real Estate | | | 8.5% | |
| Materials | | | 4.4% | |
| Energy | | | 4.3% | |
| Consumer Staples | | | 3.8% | |
| Communication Services | | | 2.1% | |
| Utilities | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 1.8% | |
| 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) | | |||
| | | | | |
| TopBuild Corp. | | | 0.8% | |
| Simpson Manufacturing Co., Inc. | | | 0.8% | |
| Barnes Group, Inc. | | | 0.8% | |
| Universal Forest Products, Inc. | | | 0.7% | |
| United Community Banks, Inc./GA | | | 0.7% | |
| Cogent Communications Holdings, Inc. | | | 0.7% | |
| Skywest, Inc. | | | 0.7% | |
| Plexus Corp. | | | 0.7% | |
| NMI Holdings, Inc. | | | 0.7% | |
| Watts Water Technologies, Inc. | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus SmallCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 21.81% | | | | | | 7.64% | | | | | | 11.54% | | | |
| | Class S | | | | | 21.55% | | | | | | 7.37% | | | | | | 11.26% | | | |
| | S&P SmallCap 600® Index | | | | | 22.78% | | | | | | 9.56% | | | | | | 13.35% | | | |
| | | | |
| | | 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 Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,094.50 | | | | | | 1.00% | | | | | $ | 5.28 | | | | | $ | 1,000.00 | | | | | $ | 1,020.16 | | | | | | 1.00% | | | | | $ | 5.09 | | |
Class I | | | | | 1,000.00 | | | | | | 1,097.30 | | | | | | 0.50 | | | | | | 2.64 | | | | | | 1,000.00 | | | | | | 1,022.68 | | | | | | 0.50 | | | | | | 2.55 | | |
Class S | | | | | 1,000.00 | | | | | | 1,095.80 | | | | | | 0.75 | | | | | | 3.96 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.75 | | | | | | 3.82 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,076.80 | | | | | | 0.55% | | | | | $ | 2.88 | | | | | $ | 1,000.00 | | | | | $ | 1,022.43 | | | | | | 0.55% | | | | | $ | 2.80 | | |
Class S | | | | | 1,000.00 | | | | | | 1,075.30 | | | | | | 0.80 | | | | | | 4.18 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,079.80 | | | | | | 0.57% | | | | | $ | 2.99 | | | | | $ | 1,000.00 | | | | | $ | 1,022.33 | | | | | | 0.57% | | | | | $ | 2.91 | | |
Class S | | | | | 1,000.00 | | | | | | 1,078.70 | | | | | | 0.82 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,021.07 | | | | | | 0.82 | | | | | | 4.18 | | |
Voya Variable Portfolios, Inc.:
February 13, 2020
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 905,742,661 | | | | | $ | 532,606,913 | | | | | $ | 247,526,832 | | |
Short-term investments at fair value** | | | | | 10,090,000 | | | | | | 13,237,286 | | | | | | 10,120,200 | | |
Cash | | | | | 162,351 | | | | | | 124,922 | | | | | | 54,458 | | |
Cash collateral for futures | | | | | 334,250 | | | | | | 229,090 | | | | | | 124,396 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 172,694 | | | | | | 114,462 | | | | | | 205,697 | | |
Dividends | | | | | 781,747 | | | | | | 493,463 | | | | | | 219,707 | | |
Interest | | | | | 122 | | | | | | 31 | | | | | | 30 | | |
Prepaid expenses | | | | | 6,525 | | | | | | 3,769 | | | | | | 1,817 | | |
Other assets | | | | | 98,306 | | | | | | 59,844 | | | | | | 30,123 | | |
Total assets | | | | | 917,388,656 | | | | | | 546,869,780 | | | | | | 258,283,260 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 501,365 | | | | | | 212,754 | | | | | | 276 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 6,443,286 | | | | | | 5,968,200 | | |
Payable for investment management fees | | | | | 346,215 | | | | | | 227,211 | | | | | | 105,988 | | |
Payable for distribution and shareholder service fees | | | | | 27,300 | | | | | | 14,994 | | | | | | 11,165 | | |
Payable for directors fees | | | | | 4,471 | | | | | | 2,628 | | | | | | 1,240 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 98,306 | | | | | | 59,844 | | | | | | 30,123 | | |
Other accrued expenses and liabilities | | | | | 167,117 | | | | | | 157,957 | | | | | | 87,667 | | |
Total liabilities | | | | | 1,144,774 | | | | | | 7,118,674 | | | | | | 6,204,659 | | |
NET ASSETS | | | | $ | 916,243,882 | | | | | $ | 539,751,106 | | | | | $ | 252,078,601 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 643,056,369 | | | | | $ | 467,974,477 | | | | | $ | 225,009,803 | | |
Total distributable earnings | | | | | 273,187,513 | | | | | | 71,776,629 | | | | | | 27,068,798 | | |
NET ASSETS | | | | $ | 916,243,882 | | | | | $ | 539,751,106 | | | | | $ | 252,078,601 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 6,296,387 | | | | | $ | 5,790,669 | | |
* Cost of investments in securities | | | | $ | 715,980,179 | | | | | $ | 464,973,788 | | | | | $ | 224,690,082 | | |
** Cost of short-term investments | | | | $ | 10,090,000 | | | | | $ | 13,237,286 | | | | | $ | 10,120,200 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,247,168 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 43,957 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 28.37 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 788,580,922 | | | | | $ | 468,981,457 | | | | | $ | 199,122,400 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 27,408,452 | | | | | | 24,055,640 | | | | | | 9,520,875 | | |
Net asset value and redemption price per share | | | | $ | 28.77 | | | | | $ | 19.50 | | | | | $ | 20.91 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 126,415,792 | | | | | $ | 70,769,649 | | | | | $ | 52,956,201 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,437,072 | | | | | | 3,698,056 | | | | | | 2,568,158 | | |
Net asset value and redemption price per share | | | | $ | 28.49 | | | | | $ | 19.14 | | | | | $ | 20.62 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | |||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 17,301,085 | | | | | $ | 9,483,179 | | | | | $ | 3,748,420 | | |
Interest | | | | | 3,523 | | | | | | 1,829 | | | | | | 1,268 | | |
Securities lending income, net | | | | | 44,206 | | | | | | 44,842 | | | | | | 95,177 | | |
Total investment income | | | | | 17,348,814 | | | | | | 9,529,850 | | | | | | 3,844,865 | | |
EXPENSES: | | | | | |||||||||||||||
Investment management fees | | | | | 4,024,012 | | | | | | 2,627,620 | | | | | | 1,239,835 | | |
Distribution and shareholder service fees: | | | | | |||||||||||||||
Class ADV | | | | | 6,113 | | | | | | — | | | | | | — | | |
Class S | | | | | 321,292 | | | | | | 177,733 | | | | | | 132,723 | | |
Transfer agent fees | | | | | 1,391 | | | | | | 662 | | | | | | 402 | | |
Shareholder reporting expense | | | | | 65,855 | | | | | | 49,430 | | | | | | 30,765 | | |
Professional fees | | | | | 71,700 | | | | | | 39,859 | | | | | | 24,021 | | |
Custody and accounting expense | | | | | 119,495 | | | | | | 63,950 | | | | | | 53,480 | | |
Directors fees | | | | | 35,769 | | | | | | 21,021 | | | | | | 9,919 | | |
Licensing fee (Note 7) | | | | | 134,027 | | | | | | 78,768 | | | | | | 37,165 | | |
Miscellaneous expense | | | | | 44,410 | | | | | | 26,048 | | | | | | 18,043 | | |
Interest expense | | | | | 1,212 | | | | | | 943 | | | | | | 507 | | |
Total expenses | | | | | 4,825,276 | | | | | | 3,086,034 | | | | | | 1,546,860 | | |
Net expenses | | | | | 4,825,276 | | | | | | 3,086,034 | | | | | | 1,546,860 | | |
Net investment income | | | | | 12,523,538 | | | | | | 6,443,816 | | | | | | 2,298,005 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | |||||||||||||||
Net realized gain (loss) on: | | | | | |||||||||||||||
Investments | | | | | 70,810,086 | | | | | | (2,905,134) | | | | | | 1,782,745 | | |
Futures | | | | | 582,157 | | | | | | 908,698 | | | | | | 409,784 | | |
Net realized gain (loss) | | | | | 71,392,243 | | | | | | (1,996,436) | | | | | | 2,192,529 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | |||||||||||||||
Investments | | | | | 151,412,904 | | | | | | 118,204,646 | | | | | | 43,648,963 | | |
Futures | | | | | 569,494 | | | | | | 207,172 | | | | | | 81,967 | | |
Net change in unrealized appreciation (depreciation) | | | | | 151,982,398 | | | | | | 118,411,818 | | | | | | 43,730,930 | | |
Net realized and unrealized gain | | | | | 223,374,641 | | | | | | 116,415,382 | | | | | | 45,923,459 | | |
Increase in net assets resulting from operations | | | | $ | 235,898,179 | | | | | $ | 122,859,198 | | | | | $ | 48,221,464 | | |
* Foreign taxes withheld | | | | $ | 1,815 | | | | | $ | 1,750 | | | | | $ | 3,379 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap 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 | | | | $ | 12,523,538 | | | | | $ | 13,161,082 | | | | | $ | 6,443,816 | | | | | $ | 6,885,010 | | |
Net realized gain (loss) | | | | | 71,392,243 | | | | | | 74,971,388 | | | | | | (1,996,436) | | | | | | 50,777,280 | | |
Net change in unrealized appreciation (depreciation) | | | | | 151,982,398 | | | | | | (151,391,525) | | | | | | 118,411,818 | | | | | | (137,650,217) | | |
Increase (decrease) in net assets resulting from operations | | | | | 235,898,179 | | | | | | (63,259,055) | | | | | | 122,859,198 | | | | | | (79,987,927) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (122,819) | | | | | | (8) | | | | | | — | | | | | | — | | |
Class I | | | | | (74,563,767) | | | | | | (76,085,743) | | | | | | (49,293,203) | | | | | | (66,959,054) | | |
Class S | | | | | (12,986,058) | | | | | | (8,470,148) | | | | | | (7,655,712) | | | | | | (10,364,053) | | |
Total distributions | | | | | (87,672,644) | | | | | | (84,555,899) | | | | | | (56,948,915) | | | | | | (77,323,107) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 44,872,709 | | | | | | 92,588,714 | | | | | | 6,229,490 | | | | | | 8,091,470 | | |
Proceeds from shares issued in merger (Note 12) | | | | | — | | | | | | 77,041,560 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | 87,672,644 | | | | | | 84,555,899 | | | | | | 56,948,915 | | | | | | 77,323,107 | | |
| | | | | 132,545,353 | | | | | | 254,186,173 | | | | | | 63,178,405 | | | | | | 85,414,577 | | |
Cost of shares redeemed | | | | | (213,077,080) | | | | | | (132,226,578) | | | | | | (70,102,967) | | | | | | (95,227,288) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (80,531,727) | | | | | | 121,959,595 | | | | | | (6,924,562) | | | | | | (9,812,711) | | |
Net increase (decrease) in net assets | | | | | 67,693,808 | | | | | | (25,855,359) | | | | | | 58,985,721 | | | | | | (167,123,745) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 848,550,074 | | | | | | 874,405,433 | | | | | | 480,765,385 | | | | | | 647,889,130 | | ��� |
End of year or period | | | | $ | 916,243,882 | | | | | $ | 848,550,074 | | | | | $ | 539,751,106 | | | | | $ | 480,765,385 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,298,005 | | | | | $ | 2,372,757 | | |
Net realized gain | | | | | 2,192,529 | | | | | | 36,513,044 | | |
Net change in unrealized appreciation (depreciation) | | | | | 43,730,930 | | | | | | (71,400,331) | | |
Increase (decrease) in net assets resulting from operations | | | | | 48,221,464 | | | | | | (32,514,530) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class I | | | | | (30,446,788) | | | | | | (30,862,874) | | |
Class S | | | | | (8,279,392) | | | | | | (8,502,547) | | |
Total distributions | | | | | (38,726,180) | | | | | | (39,365,421) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,480,308 | | | | | | 10,663,284 | | |
Reinvestment of distributions | | | | | 38,726,180 | | | | | | 39,365,421 | | |
| | | | | 42,206,488 | | | | | | 50,028,705 | | |
Cost of shares redeemed | | | | | (35,033,124) | | | | | | (39,735,096) | | |
Net increase in net assets resulting from capital share transactions | | | | | 7,173,364 | | | | | | 10,293,609 | | |
Net increase (decrease) in net assets | | | | | 16,668,648 | | | | | | (61,586,342) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 235,409,953 | | | | | | 296,996,295 | | |
End of year or period | | | | $ | 252,078,601 | | | | | $ | 235,409,953 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.41 | | | | | | 0.25 | | | | | | 6.52 | | | | | | 6.77 | | | | | | 0.40 | | | | | | 2.41 | | | | | | — | | | | | | 2.81 | | | | | | — | | | | | | 28.37 | | | | | | 29.40 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.95 | | | | | | 1,247 | | | | | | 45 | | |
08-24-18(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.07 | | | | | | 0.10• | | | | | | (3.76) | | | | | | (3.66) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 24.41 | | | | | | (13.04) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.08 | | | | | | 1,016 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.64 | | | | | | 0.39• | | | | | | 6.59 | | | | | | 6.98 | | | | | | 0.44 | | | | | | 2.41 | | | | | | — | | | | | | 2.85 | | | | | | — | | | | | | 28.77 | | | | | | 30.05 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.44 | | | | | | 788,581 | | | | | | 45 | | |
12-31-18 | | | | | 29.11 | | | | | | 0.41• | | | | | | (2.18) | | | | | | (1.77) | | | | | | 0.43 | | | | | | 2.27 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 24.64 | | | | | | (6.82) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.47 | | | | | | 728,383 | | | | | | 72 | | |
12-31-17 | | | | | 24.19 | | | | | | 0.42• | | | | | | 5.41 | | | | | | 5.83 | | | | | | 0.42 | | | | | | 0.49 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 29.11 | | | | | | 24.64 | | | | | | 0.48 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.58 | | | | | | 774,135 | | | | | | 56 | | |
12-31-16 | | | | | 22.32 | | | | | | 0.42• | | | | | | 1.83 | | | | | | 2.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 24.19 | | | | | | 10.27 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.85 | | | | | | 678,267 | | | | | | 96 | | |
12-31-15 | | | | | 22.48 | | | | | | 0.39• | | | | | | (0.19) | | | | | | 0.20 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 22.32 | | | | | | 0.84 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.74 | | | | | | 565,257 | | | | | | 66 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 24.43 | | | | | | 0.32• | | | | | | 6.53 | | | | | | 6.85 | | | | | | 0.38 | | | | | | 2.41 | | | | | | — | | | | | | 2.79 | | | | | | — | | | | | | 28.49 | | | | | | 29.73 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 1.19 | | | | | | 126,416 | | | | | | 45 | | |
12-31-18 | | | | | 28.87 | | | | | | 0.34• | | | | | | (2.16) | | | | | | (1.82) | | | | | | 0.35 | | | | | | 2.27 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 24.43 | | | | | | (7.04) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.23 | | | | | | 119,150 | | | | | | 72 | | |
12-31-17 | | | | | 24.00 | | | | | | 0.35• | | | | | | 5.37 | | | | | | 5.72 | | | | | | 0.36 | | | | | | 0.49 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 28.87 | | | | | | 24.30 | | | | | | 0.73 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.33 | | | | | | 100,271 | | | | | | 56 | | |
12-31-16 | | | | | 22.14 | | | | | | 0.36• | | | | | | 1.82 | | | | | | 2.18 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 24.00 | | | | | | 9.99 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.59 | | | | | | 104,129 | | | | | | 96 | | |
12-31-15 | | | | | 22.29 | | | | | | 0.33• | | | | | | (0.18) | | | | | | 0.15 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 22.14 | | | | | | 0.63 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.49 | | | | | | 109,690 | | | | | | 66 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 17.22 | | | | | | 0.23• | | | | | | 4.18 | | | | | | 4.41 | | | | | | 0.26 | | | | | | 1.87 | | | | | | — | | | | | | 2.13 | | | | | | — | | | | | | 19.50 | | | | | | 27.08 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.26 | | | | | | 468,981 | | | | | | 38 | | |
12-31-18 | | | | | 22.95 | | | | | | 0.25• | | | | | | (3.12) | | | | | | (2.87) | | | | | | 0.23 | | | | | | 2.63 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 17.22 | | | | | | (14.34) | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.18 | | | | | | 415,219 | | | | | | 68 | | |
12-31-17 | | | | | 21.87 | | | | | | 0.21• | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.30 | | | | | | 1.45 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 22.95 | | | | | | 13.58 | | | | | | 0.53 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 0.96 | | | | | | 559,342 | | | | | | 75 | | |
12-31-16 | | | | | 20.74 | | | | | | 0.23 | | | | | | 3.18 | | | | | | 3.41 | | | | | | 0.22 | | | | | | 2.06 | | | | | | — | | | | | | 2.28 | | | | | | — | | | | | | 21.87 | | | | | | 18.14 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.11 | | | | | | 561,057 | | | | | | 99 | | |
12-31-15 | | | | | 24.58 | | | | | | 0.22 | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 3.38 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.74 | | | | | | (1.79) | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.94 | | | | | | 513,583 | | | | | | 90 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 16.93 | | | | | | 0.18• | | | | | | 4.11 | | | | | | 4.29 | | | | | | 0.21 | | | | | | 1.87 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 19.14 | | | | | | 26.74 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.01 | | | | | | 70,770 | | | | | | 38 | | |
12-31-18 | | | | | 22.59 | | | | | | 0.19• | | | | | | (3.05) | | | | | | (2.86) | | | | | | 0.17 | | | | | | 2.63 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 16.93 | | | | | | (14.52) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.93 | | | | | | 65,547 | | | | | | 68 | | |
12-31-17 | | | | | 21.55 | | | | | | 0.15• | | | | | | 2.58 | | | | | | 2.73 | | | | | | 0.24 | | | | | | 1.45 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 22.59 | | | | | | 13.29 | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.71 | | | | | | 88,547 | | | | | | 75 | | |
12-31-16 | | | | | 20.46 | | | | | | 0.19 | | | | | | 3.12 | | | | | | 3.31 | | | | | | 0.16 | | | | | | 2.06 | | | | | | — | | | | | | 2.22 | | | | | | — | | | | | | 21.55 | | | | | | 17.83 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.86 | | | | | | 104,140 | | | | | | 99 | | |
12-31-15 | | | | | 24.29 | | | | | | 0.15• | | | | | | (0.44) | | | | | | (0.29) | | | | | | 0.16 | | | | | | 3.38 | | | | | | — | | | | | | 3.54 | | | | | | — | | | | | | 20.46 | | | | | | (2.06) | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 102,389 | | | | | | 90 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 20.36 | | | | | | 0.21 | | | | | | 3.86 | | | | | | 4.07 | | | | | | 0.23 | | | | | | 3.29 | | | | | | — | | | | | | 3.52 | | | | | | — | | | | | | 20.91 | | | | | | 21.81 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.98 | | | | | | 199,122 | | | | | | 43 | | |
12-31-18 | | | | | 26.78 | | | | | | 0.22• | | | | | | (2.95) | | | | | | (2.73) | | | | | | 0.24 | | | | | | 3.45 | | | | | | — | | | | | | 3.69 | | | | | | — | | | | | | 20.36 | | | | | | (12.40 | ) (a) | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.86(b) | | | | | | 185,212 | | | | | | 67 | | | |
12-31-17 | | | | | 26.91 | | | | | | 0.22• | | | | | | 2.25 | | | | | | 2.47 | | | | | | 0.25 | | | | | | 2.35 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 26.78 | | | | | | 9.91 | | | | | | 0.54 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 0.83 | | | | | | 231,351 | | | | | | 65 | | |
12-31-16 | | | | | 21.97 | | | | | | 0.23 | | | | | | 5.57 | | | | | | 5.80 | | | | | | 0.20 | | | | | | 0.66 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 26.91 | | | | | | 27.32 | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.95 | | | | | | 243,530 | | | | | | 60 | | |
12-31-15 | | | | | 22.90 | | | | | | 0.19• | | | | | | (0.92) | | | | | | (0.73) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 21.97 | | | | | | (3.21) | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.81 | | | | | | 199,425 | | | | | | 46 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 20.10 | | | | | | 0.16 | | | | | | 3.82 | | | | | | 3.98 | | | | | | 0.17 | | | | | | 3.29 | | | | | | — | | | | | | 3.46 | | | | | | — | | | | | | 20.62 | | | | | | 21.55 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.73 | | | | | | 52,956 | | | | | | 43 | | |
12-31-18 | | | | | 26.47 | | | | | | 0.15• | | | | | | (2.91) | | | | | | (2.76) | | | | | | 0.16 | | | | | | 3.45 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.10 | | | | | | (12.62 | ) (a) | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.61(b) | | | | | | 50,198 | | | | | | 67 | | | |
12-31-17 | | | | | 26.63 | | | | | | 0.15• | | | | | | 2.22 | | | | | | 2.37 | | | | | | 0.18 | | | | | | 2.35 | | | | | | — | | | | | | 2.53 | | | | | | — | | | | | | 26.47 | | | | | | 9.60 | | | | | | 0.79 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.58 | | | | | | 65,645 | | | | | | 65 | | |
12-31-16 | | | | | 21.74 | | | | | | 0.16• | | | | | | 5.53 | | | | | | 5.69 | | | | | | 0.14 | | | | | | 0.66 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 26.63 | | | | | | 27.01 | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 82,654 | | | | | | 60 | | |
12-31-15 | | | | | 22.66 | | | | | | 0.13• | | | | | | (0.91) | | | | | | (0.78) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.74 | | | | | | (3.47) | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.55 | | | | | | 75,891 | | | | | | 46 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 397,102,041 | | | | | $ | 548,047,664 | | |
Index Plus MidCap | | | | | 200,398,522 | | | | | | 259,026,106 | | |
Index Plus SmallCap | | | | | 104,330,639 | | | | | | 135,422,761 | | |
| Index Plus LargeCap | | | 0.45% | |
| Index Plus MidCap | | | 0.50% | |
| Index Plus SmallCap | | | 0.50% | |
Subsidiary | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Index Plus SmallCap | | | | | 5.11% | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 63.68 | | |
| | | Index Plus MidCap | | | | | 79.72 | | |
| | | Index Plus SmallCap | | | | | 70.26 | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | |||||||||
Index Plus LargeCap | | | | | 1.05% | | | | | | 0.55% | | | | | | 0.80% | | |
Index Plus MidCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Index Plus SmallCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 7 | | | | | $ | 1,931,857 | | | | | | 3.27% | | |
Index Plus MidCap | | | | | 4 | | | | | | 1,998,000 | | | | | | 3.40 | | |
Index Plus SmallCap | | | | | 4 | | | | | | 1,142,000 | | | | | | 3.40 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Plus LargeCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 16,031 | | | | | | — | | | | | | 4,965 | | | | | | (18,680) | | | | | | 2,316 | | | | | | 424,461 | | | | | | — | | | | | | 122,819 | | | | | | (503,758) | | | | | | 43,522 | | |
8/24/2018(1) - 12/31/2018 | | | | | 10,912 | | | | | | 36,788 | | | | | | — * | | | | | | (6,058) | | | | | | 41,642 | | | | | | 295,322 | | | | | | 1,032,756 | | | | | | 8 | | | | | | (163,885) | | | | | | 1,164,201 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,539,575 | | | | | | — | | | | | | 2,981,358 | | | | | | (6,672,757) | | | | | | (2,151,824) | | | | | | 42,191,239 | | | | | | — | | | | | | 74,563,767 | | | | | | (184,665,108) | | | | | | (67,910,102) | | |
12/31/2018 | | | | | 3,236,628 | | | | | | 840,937 | | | | | | 2,841,126 | | | | | | (3,949,938) | | | | | | 2,968,753 | | | | | | 91,675,762 | | | | | | 23,790,644 | | | | | | 76,085,743 | | | | | | (110,079,915) | | | | | | 81,472,234 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2019 | | | | | 86,790 | | | | | | — | | | | | | 523,631 | | | | | | (1,050,601) | | | | | | (440,180) | | | | | | 2,257,009 | | | | | | — | | | | | | 12,986,058 | | | | | | (27,908,214) | | | | | | (12,665,147) | | |
12/31/2018 | | | | | 21,423 | | | | | | 1,860,084 | | | | | | 318,424 | | | | | | (795,373) | | | | | | 1,404,558 | | | | | | 617,630 | | | | | | 52,218,160 | | | | | | 8,470,148 | | | | | | (21,982,778) | | | | | | 39,323,160 | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 315,634 | | | | | | — | | | | | | 2,819,977 | | | | | | (3,187,156) | | | | | | (51,545) | | | | | | 5,940,704 | | | | | | — | | | | | | 49,293,203 | | | | | | (58,431,383) | | | | | | (3,197,476) | | |
12/31/2018 | | | | | 306,478 | | | | | | — | | | | | | 3,311,523 | | | | | | (3,885,302) | | | | | | (267,301) | | | | | | 6,571,479 | | | | | | — | | | | | | 66,959,054 | | | | | | (81,805,772) | | | | | | (8,275,239) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 15,643 | | | | | | — | | | | | | 445,618 | | | | | | (634,380) | | | | | | (173,119) | | | | | | 288,786 | | | | | | — | | | | | | 7,655,712 | | | | | | (11,671,584) | | | | | | (3,727,086) | | |
12/31/2018 | | | | | 81,385 | | | | | | — | | | | | | 520,545 | | | | | | (649,663) | | | | | | (47,733) | | | | | | 1,519,991 | | | | | | — | | | | | | 10,364,053 | | | | | | (13,421,516) | | | | | | (1,537,472) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 150,822 | | | | | | — | | | | | | 1,605,856 | | | | | | (1,332,473) | | | | | | 424,205 | | | | | | 3,089,456 | | | | | | — | | | | | | 30,446,788 | | | | | | (27,163,921) | | | | | | 6,372,323 | | |
12/31/2018 | | | | | 361,431 | | | | | | — | | | | | | 1,273,746 | | | | | | (1,178,100) | | | | | | 457,077 | | | | | | 9,111,104 | | | | | | — | | | | | | 30,862,874 | | | | | | (29,610,704) | | | | | | 10,363,274 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 19,114 | | | | | | — | | | | | | 442,279 | | | | | | (390,115) | | | | | | 71,278 | | | | | | 390,852 | | | | | | — | | | | | | 8,279,392 | | | | | | (7,869,203) | | | | | | 801,041 | | |
12/31/2018 | | | | | 67,590 | | | | | | — | | | | | | 354,864 | | | | | | (405,294) | | | | | | 17,160 | | | | | | 1,552,180 | | | | | | — | | | | | | 8,502,547 | | | | | | (10,124,392) | | | | | | (69,665) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 1,182,372 | | | | | $ | (1,182,372) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 186,536 | | | | | | (186,536) | | | | | | — | | |
Credit Suisse AG | | | | | 345,032 | | | | | | (345,032) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 478,890 | | | | | | (478,890) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 764,753 | | | | | | (764,753) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 2,034,263 | | | | | | (2,034,263) | | | | | | — | | |
National Financial Services LLC | | | | | 3,082 | | | | | | (3,082) | | | | | | — | | |
Natixis Securities America LLC | | | | | 757,250 | | | | | | (757,250) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 544,209 | | | | | | (544,209) | | | | | | — | | |
Total | | | | $ | 6,296,387 | | | | | $ | (6,296,387) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 15,836 | | | | | $ | (15,836) | | | | | $ | — | | |
BofA Securities Inc | | | | | 87,670 | | | | | | (87,670) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 24,592 | | | | | | (24,592) | | | | | | — | | |
Citadel Securities LLC | | | | | 1,500,208 | | | | | | (1,500,208) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 64,476 | | | | | | (64,476) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman Sachs & Co. LLC | | | | | 906,244 | | | | | | (906,244) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 24,384 | | | | | | (24,384) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 717,976 | | | | | | (717,976) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 736,214 | | | | | | (736,214) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 18,800 | | | | | | (18,800) | | | | | | — | | |
National Financial Services LLC | | | | | 278,224 | | | | | | (278,224) | | | | | | — | | |
Natixis Securities America LLC | | | | | 629,546 | | | | | | (629,546) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,745 | | | | | | (3,745) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 782,754 | | | | | | (782,754) | | | | | | — | | |
Total | | | | $ | 5,790,669 | | | | | $ | (5,790,669) | | | | | $ | — | | |
|
| Net investment income | | | | $ | 14,429,784 | | |
| Net realized and unrealized loss on investments | | | | $ | (79,829,045) | | |
| Net decrease in net assets resulting from operations | | | | $ | (65,399,261) | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $77,042 | | | | $ | 938,800 | | | | | $ | 0 | | | | | $ | 4,563 | | | | | | 0.1753 | | |
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 13,244,895 | | | | | $ | 74,427,749 | | | | | $ | 30,158,081 | | | | | $ | 54,397,818 | | |
Index Plus MidCap | | | | | 18,895,101 | | | | | | 38,053,814 | | | | | | 20,844,956 | | | | | | 56,478,151 | | |
Index Plus SmallCap | | | | | 7,968,849 | | | | | | 30,757,331 | | | | | | 7,344,381 | | | | | | 32,021,040 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||
Index Plus LargeCap | | | | $ | 24,251,173 | | | | | $ | 60,281,782 | | | | | $ | 188,803,861 | | | | | $ | — | | | | | | — | | | | | | — | | |
Index Plus MidCap | | | | | 6,435,413 | | | | | | — | | | | | | 66,912,490 | | | | | | (1,494,871) | | | | | | Short-term | | | | | | None | | |
Index Plus SmallCap | | | | | 2,294,402 | | | | | | 2,526,456 | | | | | | 22,286,953 | | | | | | — | | | | | | — | | | | | | — | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 9.8% | | ||||||||||||
19,828 (1) | | | Alphabet, Inc. - Class A | | | | $ | 26,557,425 | | | | | | 2.9 | | |
330,446 | | | AT&T, Inc. | | | | | 12,913,829 | | | | | | 1.4 | | |
255,470 | | | Comcast Corp. – Class A | | | | | 11,488,486 | | | | | | 1.3 | | |
76,375 (1) | | | Facebook, Inc. - Class A | | | | | 15,675,969 | | | | | | 1.7 | | |
554,186 (2) | | | Other Securities | | | | | 23,265,426 | | | | | | 2.5 | | |
| | | | | | | | 89,901,135 | | | | | | 9.8 | | |
| | | Consumer Discretionary: 9.6% | | ||||||||||||
13,326 (1) | | | Amazon.com, Inc. | | | | | 24,624,316 | | | | | | 2.7 | | |
3,104 (1) | | | Booking Holdings, Inc. | | | | | 6,374,778 | | | | | | 0.7 | | |
37,043 | | | Home Depot, Inc. | | | | | 8,089,450 | | | | | | 0.9 | | |
94,728 | | | Starbucks Corp. | | | | | 8,328,486 | | | | | | 0.9 | | |
354,872 (2) | | | Other Securities | | | | | 40,623,876 | | | | | | 4.4 | | |
| | | | | | | | 88,040,906 | | | | | | 9.6 | | |
| | | Consumer Staples: 7.2% | | ||||||||||||
115,508 | | | Altria Group, Inc. | | | | | 5,765,004 | | | | | | 0.6 | | |
40,295 | | | Hershey Co. | | | | | 5,922,559 | | | | | | 0.7 | | |
101,349 | | | Mondelez International, Inc. | | | | | 5,582,303 | | | | | | 0.6 | | |
54,638 | | | PepsiCo, Inc. | | | | | 7,467,376 | | | | | | 0.8 | | |
91,266 | | | Philip Morris International, Inc. | | | | | 7,765,824 | | | | | | 0.9 | | |
133,132 | | | Procter & Gamble Co. | | | | | 16,628,187 | | | | | | 1.8 | | |
231,117 (2) | | | Other Securities | | | | | 16,561,341 | | | | | | 1.8 | | |
| | | | | | | | 65,692,594 | | | | | | 7.2 | | |
| | | Energy: 4.2% | | ||||||||||||
100,064 | | | Chevron Corp. | | | | | 12,058,713 | | | | | | 1.3 | | |
114,485 | | | ConocoPhillips | | | | | 7,444,960 | | | | | | 0.8 | | |
89,598 | | | Exxon Mobil Corp. | | | | | 6,252,148 | | | | | | 0.7 | | |
160,181 | | | Other Securities | | | | | 12,708,377 | | | | | | 1.4 | | |
| | | | | | | | 38,464,198 | | | | | | 4.2 | | |
| | | Financials: 12.9% | | ||||||||||||
33,819 | | | Ameriprise Financial, Inc. | | | | | 5,633,569 | | | | | | 0.6 | | |
373,398 | | | Bank of America Corp. | | | | | 13,151,078 | | | | | | 1.5 | | |
41,422 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 9,382,083 | | | | | | 1.0 | | |
107,165 | | | Citigroup, Inc. | | | | | 8,561,412 | | | | | | 0.9 | | |
113,718 | | | JPMorgan Chase & Co. | | | | | 15,852,289 | | | | | | 1.7 | | |
22,906 | | | S&P Global, Inc. | | | | | 6,254,483 | | | | | | 0.7 | | |
1,256,730 | | | Other Securities | | | | | 59,375,207 | | | | | | 6.5 | | |
| | | | | | | | 118,210,121 | | | | | | 12.9 | | |
| | | Health Care: 14.3% | | ||||||||||||
34,367 | | | Amgen, Inc. | | | | | 8,284,853 | | | | | | 0.9 | | |
41,618 | | | Eli Lilly & Co. | | | | | 5,469,854 | | | | | | 0.6 | | |
39,959 | | | HCA Healthcare, Inc. | | | | | 5,906,340 | | | | | | 0.6 | | |
65,797 | | | Johnson & Johnson | | | | | 9,597,808 | | | | | | 1.1 | | |
97,142 | | | Merck & Co., Inc. | | | | | 8,835,065 | | | | | | 1.0 | | |
168,335 | | | Pfizer, Inc. | | | | | 6,595,365 | | | | | | 0.7 | | |
31,345 | | | UnitedHealth Group, Inc. | | | | | 9,214,803 | | | | | | 1.0 | | |
594,124 (2) | | | Other Securities | | | | | 76,505,612 | | | | | | 8.4 | | |
| | | | | | | | 130,409,700 | | | | | | 14.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 9.6% | | ||||||||||||
17,115 | | | Boeing Co. | | | | $ | 5,575,382 | | | | | | 0.6 | | |
28,748 | | | Cummins, Inc. | | | | | 5,144,742 | | | | | | 0.6 | | |
54,229 | | | Honeywell International, Inc. | | | | | 9,598,533 | | | | | | 1.0 | | |
48,587 | | | Ingersoll-Rand PLC - Class A | | | | | 6,458,184 | | | | | | 0.7 | | |
45,312 | | | Union Pacific Corp. | | | | | 8,191,957 | | | | | | 0.9 | | |
52,864 | | | Waste Management, Inc. | | | | | 6,024,381 | | | | | | 0.7 | | |
527,769 (2) | | | Other Securities | | | | | 46,539,647 | | | | | | 5.1 | | |
| | | | | | | | 87,532,826 | | | | | | 9.6 | | |
| | | Information Technology: 22.7% | | ||||||||||||
25,595 (1) | | | Adobe, Inc. | | | | | 8,441,487 | | | | | | 0.9 | | |
121,279 | | | Apple, Inc. | | | | | 35,613,578 | | | | | | 3.9 | | |
202,188 | | | Cisco Systems, Inc. | | | | | 9,696,936 | | | | | | 1.1 | | |
52,791 (1) | | | Fortinet, Inc. | | | | | 5,635,967 | | | | | | 0.6 | | |
95,707 | | | Intel Corp. | | | | | 5,728,064 | | | | | | 0.6 | | |
20,980 | | | Intuit, Inc. | | | | | 5,495,291 | | | | | | 0.6 | | |
232,117 | | | Microsoft Corp. | | | | | 36,604,851 | | | | | | 4.0 | | |
54,922 (1) | | | PayPal Holdings, Inc. | | | | | 5,940,913 | | | | | | 0.6 | | |
65,586 | | | Texas Instruments, Inc. | | | | | 8,414,028 | | | | | | 0.9 | | |
27,495 (1) | | | VeriSign, Inc. | | | | | 5,297,737 | | | | | | 0.6 | | |
27,883 | | | Visa, Inc. - Class A | | | | | 5,239,216 | | | | | | 0.6 | | |
939,016 (2) | | | Other Securities | | | | | 75,856,925 | | | | | | 8.3 | | |
| | | | | | | | 207,964,993 | | | | | | 22.7 | | |
| | | Materials: 2.3% | | ||||||||||||
25,919 | | | Air Products & Chemicals, Inc. | | | | | 6,090,706 | | | | | | 0.7 | | |
172,571 | | | Other Securities | | | | | 15,135,778 | | | | | | 1.6 | | |
| | | | | | | | 21,226,484 | | | | | | 2.3 | | |
| | | Real Estate: 3.1% | | ||||||||||||
518,710 (2) | | | Other Securities | | | | | 28,688,480 | | | | | | 3.1 | | |
| | | Utilities: 3.2% | | ||||||||||||
76,457 | | | Ameren Corp. | | | | | 5,871,898 | | | | | | 0.6 | | |
142,207 | | | Exelon Corp. | | | | | 6,483,217 | | | | | | 0.7 | | |
510,036 | | | Other Securities | | | | | 17,168,271 | | | | | | 1.9 | | |
| | | | | | | | 29,523,386 | | | | | | 3.2 | | |
| | | Total Common Stock (Cost $715,913,060) | | | | | 905,654,823 | | | | | | 98.9 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
29,182 (2) | | | Other Securities | | | | | 87,838 | | | | | | 0.0 | | |
| | | Total Rights (Cost $67,119) | | | | | 87,838 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $715,980,179) | | | | | 905,742,661 | | | | | | 98.9 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
10,090,000 (3) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $10,090,000) | | | | $ | 10,090,000 | | | | | | 1.1 | | |
| | | Total Short-Term Investments (Cost $10,090,000) | | | | | 10,090,000 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $726,070,179) | | | | $ | 915,832,661 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 411,221 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 916,243,882 | | | | | | 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* | | | | $ | 905,654,823 | | | | | $ | — | | | | | $ | — | | | | | $ | 905,654,823 | | |
Rights | | | | | 87,838 | | | | | | — | | | | | | — | | | | | | 87,838 | | |
Short-Term Investments | | | | | 10,090,000 | | | | | | — | | | | | | — | | | | | | 10,090,000 | | |
Total Investments, at fair value | | | | $ | 915,832,661 | | | | | $ | — | | | | | $ | — | | | | | $ | 915,832,661 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 84,068 | | | | | | — | | | | | | — | | | | | | 84,068 | | |
Total Assets | | | | $ | 915,916,729 | | | | | $ | — | | | | | $ | — | | | | | $ | 915,916,729 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
S&P 500® E-Mini | | | | | 50 | | | | | | 03/20/20 | | | | | $ | 8,077,750 | | | | | $ | 84,068 | | |
| | | | | | | | | | | | | | | | $ | 8,077,750 | | | | | $ | 84,068 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap 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 | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 84,068 | | |
Total Asset Derivatives | | | | | | | $ | 84,068 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 582,157 | | |
Total | | | | $ | 582,157 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 569,494 | | |
Total | | | | $ | 569,494 | | |
| Gross Unrealized Appreciation | | | | $ | 197,335,134 | | |
| Gross Unrealized Depreciation | | | | | (8,531,273) | | |
| Net Unrealized Appreciation | | | | $ | 188,803,861 | | |
Voya Index Plus MidCap Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.6% | | |||||||||||||||
| | | Communication Services: 2.5% | | ||||||||||||
378,702 (1)(2) | | | Other Securities | | | | $ | 13,749,686 | | | | | | 2.5 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 12.8% | | ||||||||||||
22,791 (3) | | | Deckers Outdoor Corp. | | | | | 3,848,488 | | | | | | 0.7 | | |
18,697 | | | Domino’s Pizza, Inc. | | | | | 5,492,805 | | | | | | 1.0 | | |
104,535 | | | Gentex Corp. | | | | | 3,029,424 | | | | | | 0.6 | | |
103,939 | | | Service Corp. International | | | | | 4,784,312 | | | | | | 0.9 | | |
64,092 | | | Wyndham Destinations, Inc. | | | | | 3,312,915 | | | | | | 0.6 | | |
1,236,079 (1)(2) | | | Other Securities | | | | | 48,678,157 | | | | | | 9.0 | | |
| | | | | | | | 69,146,101 | | | | | | 12.8 | | |
| | | Consumer Staples: 2.6% | | ||||||||||||
35,905 (3) | | | Post Holdings, Inc. | | | | | 3,917,235 | | | | | | 0.7 | | |
209,930 (2) | | | Other Securities | | | | | 10,191,350 | | | | | | 1.9 | | |
| | | | | | | | 14,108,585 | | | | | | 2.6 | | |
| | | Energy: 1.8% | | ||||||||||||
506,234 (1)(2) | | | Other Securities | | | | | 9,803,638 | | | | | | 1.8 | | |
| | | Financials: 16.5% | | ||||||||||||
78,099 | | | East West Bancorp, Inc. | | | | | 3,803,421 | | | | | | 0.7 | | |
64,413 | | | First American Financial Corp. | | | | | 3,756,566 | | | | | | 0.7 | | |
69,508 | | | Hancock Whitney Corp. | | | | | 3,050,011 | | | | | | 0.6 | | |
189,341 | | | Old Republic International Corp. | | | | | 4,235,558 | | | | | | 0.8 | | |
30,458 | | | Primerica, Inc. | | | | | 3,976,596 | | | | | | 0.7 | | |
27,583 | | | Reinsurance Group of America, Inc. | | | | | 4,497,684 | | | | | | 0.8 | | |
24,869 | | | Signature Bank | | | | | 3,397,354 | | | | | | 0.6 | | |
92,648 | | | Synovus Financial Corp. | | | | | 3,631,802 | | | | | | 0.7 | | |
47,021 | | | Wintrust Financial Corp. | | | | | 3,333,789 | | | | | | 0.6 | | |
1,454,364 (2) | | | Other Securities | | | | | 55,446,836 | | | | | | 10.3 | | |
| | | | | | | | 89,129,617 | | | | | | 16.5 | | |
| | | Health Care: 9.6% | | ||||||||||||
8,413 (3) | | | Bio-Rad Laboratories, Inc. | | | | | 3,113,062 | | | | | | 0.6 | | |
27,542 (3) | | | Charles River Laboratories International, Inc. | | | | | 4,207,316 | | | | | | 0.8 | | |
9,166 | | | Chemed Corp. | | | | | 4,026,257 | | | | | | 0.7 | | |
41,062 | | | Hill-Rom Holdings, Inc. | | | | | 4,661,769 | | | | | | 0.8 | | |
30,349 (3) | | | Masimo Corp. | | | | | 4,796,963 | | | | | | 0.9 | | |
483,331 (2) | | | Other Securities | | | | | 31,217,552 | | | | | | 5.8 | | |
| | | | | | | | 52,022,919 | | | | | | 9.6 | | |
| | | Industrials: 15.9% | | ||||||||||||
32,710 | | | Curtiss-Wright Corp. | | | | | 4,608,512 | | | | | | 0.8 | | |
41,688 | | | EMCOR Group, Inc. | | | | | 3,597,674 | | | | | | 0.7 | | |
21,838 | | | Hubbell, Inc. | | | | | 3,228,093 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
41,967 | | | ITT, Inc. | | | | $ | 3,101,781 | | | | | | 0.6 | | |
31,538 | | | Manpowergroup, Inc. | | | | | 3,062,340 | | | | | | 0.6 | | |
33,970 | | | Oshkosh Corp. | | | | | 3,215,261 | | | | | | 0.6 | | |
63,376 | | | Timken Co. | | | | | 3,568,703 | | | | | | 0.6 | | |
47,839 | | | Toro Co. | | | | | 3,811,333 | | | | | | 0.7 | | |
858,259 (2) | | | Other Securities | | | | | 57,568,980 | | | | | | 10.7 | | |
| | | | | | | | 85,762,677 | | | | | | 15.9 | | |
| | | Information Technology: 14.9% | | ||||||||||||
41,698 (3) | | | Arrow Electronics, Inc. | | | | | 3,533,488 | | | | | | 0.7 | | |
88,104 | | | Avnet, Inc. | | | | | 3,739,134 | | | | | | 0.7 | | |
47,298 (3) | | | Cirrus Logic, Inc. | | | | | 3,897,828 | | | | | | 0.7 | | |
15,513 (3) | | | Fair Isaac Corp. | | | | | 5,812,411 | | | | | | 1.1 | | |
98,012 | | | Jabil, Inc. | | | | | 4,050,836 | | | | | | 0.7 | | |
39,754 | | | MKS Instruments, Inc. | | | | | 4,373,338 | | | | | | 0.8 | | |
59,999 | | | Teradyne, Inc. | | | | | 4,091,332 | | | | | | 0.8 | | |
831,970 (2) | | | Other Securities | | | | | 50,713,467 | | | | | | 9.4 | | |
| | | | | | | | 80,211,834 | | | | | | 14.9 | | |
| | | Materials: 6.0% | | ||||||||||||
27,974 | | | Reliance Steel & Aluminum Co. | | | | | 3,350,166 | | | | | | 0.6 | | |
119,256 | | | Steel Dynamics, Inc. | | | | | 4,059,474 | | | | | | 0.8 | | |
563,807 (2) | | | Other Securities | | | | | 24,781,773 | | | | | | 4.6 | | |
| | | | | | | | 32,191,413 | | | | | | 6.0 | | |
| | | Real Estate: 11.3% | | ||||||||||||
31,414 | | | Camden Property Trust | | | | | 3,333,025 | | | | | | 0.6 | | |
90,400 | | | Cousins Properties, Inc. | | | | | 3,724,480 | | | | | | 0.7 | | |
70,830 | | | Douglas Emmett, Inc. | | | | | 3,109,437 | | | | | | 0.6 | | |
22,802 | | | EastGroup Properties, Inc. | | | | | 3,025,141 | | | | | | 0.6 | | |
96,699 | | | First Industrial Realty Trust, Inc. | | | | | 4,013,976 | | | | | | 0.7 | | |
76,326 | | | Highwoods Properties, Inc. | | | | | 3,733,105 | | | | | | 0.7 | | |
19,199 | | | Jones Lang LaSalle, Inc. | | | | | 3,342,354 | | | | | | 0.6 | | |
51,808 | | | Lamar Advertising Co. | | | | | 4,624,382 | | | | | | 0.8 | | |
124,708 | | | Service Properties Trust | | | | | 3,034,146 | | | | | | 0.6 | | |
912,392 (2) | | | Other Securities | | | | | 29,152,250 | | | | | | 5.4 | | |
| | | | | | | | 61,092,296 | | | | | | 11.3 | | |
| | | Utilities: 4.7% | | ||||||||||||
37,400 | | | Idacorp, Inc. | | | | | 3,994,320 | | | | | | 0.7 | | |
45,788 | | | NorthWestern Corp. | | | | | 3,281,626 | | | | | | 0.6 | | |
60,956 | | | PNM Resources, Inc. | | | | | 3,091,079 | | | | | | 0.6 | | |
87,414 | | | UGI Corp. | | | | | 3,947,616 | | | | | | 0.7 | | |
239,656 | | | Other Securities | | | | | 11,073,506 | | | | | | 2.1 | | |
| | | | | | | | 25,388,147 | | | | | | 4.7 | | |
| | | Total Common Stock (Cost $464,973,788) | | | | | 532,606,913 | | | | | | 98.6 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.5% | | |||||||||||||||
| | | Repurchase Agreements: 1.2% | | ||||||||||||
1,499,737 (4) | | | Bank of Montreal, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,499,866, collateralized by various U.S. Government Agency Obligations, 2.500%-5.000%, Market Value plus accrued interest $1,529,732, due 04/20/49-12/01/49) | | | | $ | 1,499,737 | | | | | | 0.3 | | |
444,338 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $444,377, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $453,265, due 01/15/20-11/15/48) | | | | | 444,338 | | | | | | 0.1 | | |
1,499,737 (4) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,499,866, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,529,732, due 02/13/20-09/20/69) | | | | | 1,499,737 | | | | | | 0.3 | | |
1,499,737 (4) | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,499,867, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.030%, Market Value plus accrued interest $1,529,732, due 01/14/20-12/20/49) | | | | | 1,499,737 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,499,737 (4) | | | Jefferies LLC, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,499,867, collateralized by various U.S. Government Securities, 0.000%-2.875%, Market Value plus accrued interest $1,529,732, due 01/28/20-05/15/27) | | | | $ | 1,499,737 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $6,443,286) | | | | | 6,443,286 | | | | | | 1.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.3% | | ||||||||||||
6,794,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $6,794,000) | | | | | 6,794,000 | | | | | | 1.3 | | |
| | | Total Short-Term Investments (Cost $13,237,286) | | | | | 13,237,286 | | | | | | 2.5 | | |
| | | Total Investments in Securities (Cost $478,211,074) | | | | $ | 545,844,199 | | | | | | 101.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (6,093,093) | | | | | | (1.1) | | |
| | | Net Assets | | | | $ | 539,751,106 | | | | | | 100.0 | | |
Voya Index Plus MidCap 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* | | | | $ | 532,606,913 | | | | | $ | — | | | | | $ | — | | | | | $ | 532,606,913 | | |
Short-Term Investments | | | | | 6,794,000 | | | | | | 6,443,286 | | | | | | — | | | | | | 13,237,286 | | |
Total Investments, at fair value | | | | $ | 539,400,913 | | | | | $ | 6,443,286 | | | | | $ | — | | | | | $ | 545,844,199 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 112,921 | | | | | | — | | | | | | — | | | | | | 112,921 | | |
Total Assets | | | | $ | 539,513,834 | | | | | $ | 6,443,286 | | | | | $ | — | | | | | $ | 545,957,120 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 31 | | | | | | 03/20/20 | | | | | $ | 6,400,880 | | | | | $ | 112,921 | | |
| | | | | | | | | | | | | | | | $ | 6,400,880 | | | | | $ | 112,921 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 112,921 | | |
Total Asset Derivatives | | | | | | | $ | 112,921 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 908,698 | | |
Total | | | | $ | 908,698 | | |
Voya Index Plus MidCap Portfolio | as of December 31, 2019 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 207,172 | | |
Total | | | | $ | 207,172 | | |
| Gross Unrealized Appreciation | | | | $ | 89,893,297 | | |
| Gross Unrealized Depreciation | | | | | (22,980,807) | | |
| Net Unrealized Appreciation | | | | $ | 66,912,490 | | |
Voya Index Plus SmallCap Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.2% | | |||||||||||||||
| | | Communication Services: 2.1% | | ||||||||||||
27,367 | | | Cogent Communications Holdings, Inc. | | | | $ | 1,801,022 | | | | | | 0.7 | | |
193,625 (1) | | | Other Securities | | | | | 3,616,042 | | | | | | 1.4 | | |
| | | | | | | | 5,417,064 | | | | | | 2.1 | | |
| | | Consumer Discretionary: 12.8% | | ||||||||||||
56,891 | | | Callaway Golf Co. | | | | | 1,206,089 | | | | | | 0.5 | | |
35,872 (2) | | | CROCS, Inc. | | | | | 1,502,678 | | | | | | 0.6 | | |
36,355 | | | La-Z-Boy, Inc. | | | | | 1,144,455 | | | | | | 0.4 | | |
30,211 (2) | | | M/I Homes, Inc. | | | | | 1,188,803 | | | | | | 0.5 | | |
417,734 | | | Office Depot, Inc. | | | | | 1,144,591 | | | | | | 0.4 | | |
7,061 (2)(3) | | | RH | | | | | 1,507,524 | | | | | | 0.6 | | |
34,155 | | | Steven Madden Ltd. | | | | | 1,469,007 | | | | | | 0.6 | | |
19,188 (2) | | | TopBuild Corp. | | | | | 1,977,899 | | | | | | 0.8 | | |
854,376 (1)(4) | | | Other Securities | | | | | 21,172,677 | | | | | | 8.4 | | |
| | | | | | | | 32,313,723 | | | | | | 12.8 | | |
| | | Consumer Staples: 3.8% | | ||||||||||||
59,728 (2) | | | Darling Ingredients, Inc. | | | | | 1,677,162 | | | | | | 0.7 | | |
205,865 (1)(4) | | | Other Securities | | | | | 7,830,475 | | | | | | 3.1 | | |
| | | | | | | | 9,507,637 | | | | | | 3.8 | | |
| | | Energy: 4.3% | | ||||||||||||
1,471,212 (1)(4) | | | Other Securities | | | | | 10,866,792 | | | | | | 4.3 | | |
| | | | | ||||||||||||
| | | Financials: 15.7% | | ||||||||||||
56,195 | | | American Equity Investment Life Holding Co. | | | | | 1,681,916 | | | | | | 0.7 | | |
142,871 | | | First BanCorp. Puerto Rico | | | | | 1,513,004 | | | | | | 0.6 | | |
33,055 | | | Flagstar Bancorp, Inc. | | | | | 1,264,354 | | | | | | 0.5 | | |
53,302 (2) | | | NMI Holdings, Inc. | | | | | 1,768,560 | | | | | | 0.7 | | |
53,488 | | | OFG Bancorp | | | | | 1,262,852 | | | | | | 0.5 | | |
72,660 | | | Redwood Trust, Inc. | | | | | 1,201,796 | | | | | | 0.5 | | |
57,138 | | | Simmons First National Corp. | | | | | 1,530,727 | | | | | | 0.6 | | |
60,190 | | | United Community Banks, Inc./GA | | | | | 1,858,667 | | | | | | 0.7 | | |
42,198 | | | United Community Financial Corp. | | | | | 492,029 | | | | | | 0.2 | | |
963,928 (1)(4) | | | Other Securities | | | | | 27,044,884 | | | | | | 10.7 | | |
| | | | | | | | 39,618,789 | | | | | | 15.7 | | |
| | | Health Care: 12.3% | | ||||||||||||
26,105 (2) | | | AMN Healthcare Services, Inc. | | | | | 1,626,603 | | | | | | 0.6 | | |
21,250 (2) | | | Emergent Biosolutions, Inc. | | | | | 1,146,437 | | | | | | 0.5 | | |
19,533 (2) | | | Integer Holdings Corp. | | | | | 1,571,039 | | | | | | 0.6 | | |
13,513 (2) | | | Medpace Holdings, Inc. | | | | | 1,135,903 | | | | | | 0.5 | | |
14,297 (2) | | | Omnicell, Inc. | | | | | 1,168,351 | | | | | | 0.5 | | |
1,377,354 (1)(4) | | | Other Securities | | | | | 24,293,774 | | | | | | 9.6 | | |
| | | | | | | | 30,942,107 | | | | | | 12.3 | | |
| | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 18.5% | | ||||||||||||
27,491 (2) | | | Aerojet Rocketdyne Holdings, Inc. | | | | $ | 1,255,239 | | | | | | 0.5 | | |
18,025 | | | Applied Industrial Technologies, Inc. | | | | | 1,202,087 | | | | | | 0.5 | | |
31,803 | | | Barnes Group, Inc. | | | | | 1,970,514 | | | | | | 0.8 | | |
24,594 | | | Brady Corp. | | | | | 1,408,252 | | | | | | 0.5 | | |
20,086 | | | EnPro Industries, Inc. | | | | | 1,343,352 | | | | | | 0.5 | | |
43,752 | | | Federal Signal Corp. | | | | | 1,411,002 | | | | | | 0.6 | | |
44,197 | | | Hillenbrand, Inc. | | | | | 1,472,202 | | | | | | 0.6 | | |
23,693 (2) | | | HUB Group, Inc. | | | | | 1,215,214 | | | | | | 0.5 | | |
33,265 | | | Korn Ferry | | | | | 1,410,436 | | | | | | 0.6 | | |
24,577 | | | Simpson Manufacturing Co., Inc. | | | | | 1,971,813 | | | | | | 0.8 | | |
27,817 | | | Skywest, Inc. | | | | | 1,797,813 | | | | | | 0.7 | | |
28,345 (2) | | | SPX Corp. | | | | | 1,442,194 | | | | | | 0.6 | | |
35,568 (2) | | | SPX FLOW, Inc. | | | | | 1,738,208 | | | | | | 0.7 | | |
5,671 | | | Unifirst Corp. | | | | | 1,145,428 | | | | | | 0.4 | | |
39,418 | | | Universal Forest Products, Inc. | | | | | 1,880,239 | | | | | | 0.7 | | |
17,683 | | | Watts Water Technologies, Inc. | | | | | 1,764,056 | | | | | | 0.7 | | |
706,851 (1) | | | Other Securities | | | | | 22,329,255 | | | | | | 8.8 | | |
| | | | | | | | 46,757,304 | | | | | | 18.5 | | |
| | | Information Technology: 13.9% | | ||||||||||||
25,426 (2) | | | Diodes, Inc. | | | | | 1,433,264 | | | | | | 0.6 | | |
20,176 (2) | | | Fabrinet | | | | | 1,308,212 | | | | | | 0.5 | | |
19,886 (2) | | | Insight Enterprises, Inc. | | | | | 1,397,787 | | | | | | 0.5 | | |
43,822 (2) | | | Onto Innovation, Inc. | | | | | 1,601,256 | | | | | | 0.6 | | |
25,803 (2) | | | Perficient, Inc. | | | | | 1,188,744 | | | | | | 0.5 | | |
23,333 (2) | | | Plexus Corp. | | | | | 1,795,241 | | | | | | 0.7 | | |
39,848 | | | Progress Software Corp. | | | | | 1,655,684 | | | | | | 0.7 | | |
912,180 (1)(4) | | | Other Securities | | | | | 24,625,078 | | | | | | 9.8 | | |
| | | | | | | | 35,005,266 | | | | | | 13.9 | | |
| | | Materials: 4.4% | | ||||||||||||
15,530 | | | Stepan Co. | | | | | 1,590,893 | | | | | | 0.6 | | |
311,818 (1) | | | Other Securities | | | | | 9,414,208 | | | | | | 3.8 | | |
| | | | | | | | 11,005,101 | | | | | | 4.4 | | |
| | | Real Estate: 8.5% | | ||||||||||||
28,202 | | | American Assets Trust, Inc. | | | | | 1,294,472 | | | | | | 0.5 | | |
142,127 | | | DiamondRock Hospitality Co. | | | | | 1,574,767 | | | | | | 0.6 | | |
54,729 | | | Essential Properties Realty Trust, Inc. | | | | | 1,357,827 | | | | | | 0.6 | | |
36,138 | | | National Storage Affiliates Trust | | | | | 1,214,960 | | | | | | 0.5 | | |
1,250,110 (1)(4) | | | Other Securities | | | | | 15,922,175 | | | | | | 6.3 | | |
| | | | | | | | 21,364,201 | | | | | | 8.5 | | |
| | | Utilities: 1.9% | | ||||||||||||
82,751 | | | Other Securities | | | | | 4,728,848 | | | | | | 1.9 | | |
| | | Total Common Stock (Cost $224,690,082) | | | | | 247,526,832 | | | | | | 98.2 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.0% | | |||||||||||||||
| | | Repurchase Agreements: 2.4% | | ||||||||||||
1,389,144 (5) | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $1,417,050, due 09/01/24-11/01/49) | | | | $ | 1,389,144 | | | | | | 0.5 | | |
411,624 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $411,660, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $419,894, due 01/15/20-11/15/48) | | | | | 411,624 | | | | | | 0.2 | | |
1,389,144 (5) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,416,927, due 02/13/20-09/20/69) | | | | | 1,389,144 | | | | | | 0.6 | | |
1,389,144 (5) | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.030%, Market Value plus accrued interest $1,416,927, due 01/14/20-12/20/49) | | | | | 1,389,144 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,389,144 (5) | | | Jefferies LLC, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government Securities, 0.000%-2.875%, Market Value plus accrued interest $1,416,927, due 01/28/20-05/15/27) | | | | $ | 1,389,144 | | | | | | 0.6 | | |
| | | Total Repurchase Agreements (Cost $5,968,200) | | | | | 5,968,200 | | | | | | 2.4 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.6% | | ||||||||||||
| | | 4,152,000 (6 | ) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $4,152,000) | | | | | 4,152,000 | | | | | | 1.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $10,120,200) | | | | | 10,120,200 | | | | | | 4.0 | | |
| | | | | | | Total Investments in Securities (Cost $234,810,282) | | | | $ | 257,647,032 | | | | | | 102.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (5,568,431) | | | | | | (2.2) | | |
| | | | | | | Net Assets | | | | $ | 252,078,601 | | | | | | 100.0 | | |
Voya Index Plus SmallCap 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* | | | | $ | 247,526,832 | | | | | $ | — | | | | | $ | — | | | | | $ | 247,526,832 | | |
Short-Term Investments | | | | | 4,152,000 | | | | | | 5,968,200 | | | | | | — | | | | | | 10,120,200 | | |
Total Investments, at fair value | | | | $ | 251,678,832 | | | | | $ | 5,968,200 | | | | | $ | — | | | | | $ | 257,647,032 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 54,329 | | | | | | — | | | | | | — | | | | | | 54,329 | | |
Total Assets | | | | $ | 251,733,161 | | | | | $ | 5,968,200 | | | | | $ | — | | | | | $ | 257,701,361 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 40 | | | | | | 03/20/20 | | | | | $ | 3,341,200 | | | | | $ | 54,329 | | |
| | | | | | | | | | | | | | | | $ | 3,341,200 | | | | | $ | 54,329 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 54,329 | | |
Total Asset Derivatives | | | | | | | $ | 54,329 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 409,784 | | |
Total | | | | $ | 409,784 | | |
Voya Index Plus SmallCap Portfolio | as of December 31, 2019 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 81,967 | | |
Total | | | | $ | 81,967 | | |
| Gross Unrealized Appreciation | | | | $ | 42,909,156 | | |
| Gross Unrealized Depreciation | | | | | (20,622,203) | | |
| Net Unrealized Appreciation | | | | $ | 22,286,953 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | |
Class ADV | | | NII | | | | $ | 0.3959 | | |
Class I | | | NII | | | | $ | 0.4377 | | |
Class S | | | NII | | | | $ | 0.3792 | | |
All Classes | | | LTCG | | | | $ | 2.4097 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.2633 | | |
Class S | | | NII | | | | $ | 0.2075 | | |
All Classes | | | STCG | | | | $ | 0.4507 | | |
All Classes | | | LTCG | | | | $ | 1.4225 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.2289 | | |
Class S | | | NII | | | | $ | 0.1627 | | |
All Classes | | | STCG | | | | $ | 0.5029 | | |
All Classes | | | LTCG | | | | $ | 2.7897 | | |
| Voya Index Plus LargeCap Portfolio | | | | | 100.00% | | |
| Voya Index Plus MidCap Portfolio | | | | | 38.79% | | |
| Voya Index Plus SmallCap Portfolio | | | | | 29.83% | | |
| Voya Index Plus LargeCap Portfolio | | | | $ | 74,427,749 | | |
| Voya Index Plus MidCap Portfolio | | | | $ | 38,053,814 | | |
| Voya Index Plus SmallCap Portfolio | | | | $ | 30,757,331 | | |
Name, Address and Age | | | Position(s) Held with the Company | | | 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(2) | | | Other Board Positions Held by Director | |
Independent Directors*: | | | | | | | ||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Director 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 | | | 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 | | | 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 | | | 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 | | | 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 | | | 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 | | | October 2015 – Present | | | Retired. | | | 146 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company | | | 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(2) | | | Other Board Positions Held by Director | |
Director who is an “interested person”: | | | | | | |||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 46 | | | Director | | | 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 | | | 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). | |
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). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
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). | |
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
| | 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. | | |
| | EURO STOXX 50® Index | | | | Covers 50 stocks from 12 euro zone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. | | |
| | FTSE 100 Index® | | | | A share index of the 100 most highly capitalized U.K. companies listed on the London Stock Exchange. | | |
| | Hang Seng Index | | | | A free float-adjusted market capitalization-weighted stock market index in Hong Kong. | | |
| | 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 Emerging Markets IndexSM | | | | An index that measures the performance of securities listed on exchanges in developing nations throughout the world. It includes the reinvestment of dividends and distributions 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 Midcap® Growth Index | | | | An index that measures the performance of those companies included in the Russell Midcap® Index with relatively higher price-to-book ratios and higher forecasted growth values. | | |
| | Russell Midcap® Index | | | | An index that measures the performance of the 800 smallest companies in the Russell 1000® Index, which represents approximately 26% of the total market capitalization of the Russell 1000® Index. | | |
| | Russell Top 200® Growth Index | | | | Measures the performance of the especially large cap segment of the U.S. equity universe represented by stocks in the largest 200 by market cap that exhibit growth characteristics. It includes Russell Top 200R Index companies with higher price-to-book ratios and higher forecasted growth values. | | |
| | Russell Top 200® Index | | | | An index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
| | Russell Top 200® Value Index | | | | Measures the performance of the especially large cap segment of the U.S. equity universe represented by stocks in the largest 200 by market cap that exhibit value characteristics. It includes Russell Top 200 Index companies with lower price-to-book ratios and lower forecasted growth values. | | |
| | 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. | | |
| | Tokyo Stock Price Index® | | | | A composite index for the Tokyo Stock Exchange tracking all domestic stocks from the first section of the exchange. | | |
Voya Emerging Markets Index Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 33.7% | |
| Taiwan | | | 11.6% | |
| South Korea | | | 11.5% | |
| India | | | 8.5% | |
| Brazil | | | 7.4% | |
| South Africa | | | 4.6% | |
| Russia | | | 3.9% | |
| Saudi Arabia | | | 2.5% | |
| Thailand | | | 2.5% | |
| Mexico | | | 2.3% | |
| Countries between 0.0% – 1.9%^ | | | 10.0% | |
| Assets in Excess of Other Liabilities* | | | 1.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 18 countries, which each represents 0.0% – 1.9% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019* (as a percentage of net assets) | | |||
| | | | | |
| Alibaba Group Holding Ltd. ADR | | | 5.7% | |
| Tencent Holdings Ltd. | | | 4.4% | |
| Taiwan Semiconductor Manufacturing Co., Ltd. | | | 4.3% | |
| Samsung Electronics Co., Ltd. | | | 3.6% | |
| China Construction Bank - H Shares | | | 1.3% | |
| Naspers Ltd. | | | 1.1% | |
| Ping An Insurance Group Co. of China Ltd. - H Shares | | | 1.1% | |
| Reliance Industries Ltd. | | | 1.0% | |
| Housing Development Finance Corp. | | | 0.9% | |
| China Mobile Ltd. | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Emerging Markets Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 year | | | Since Inception of Classes I and S December 19, 2011 | | | |||||||||
| | Class I | | | | | 17.76% | | | | | | 5.05% | | | | | | 4.20% | | | |
| | Class P2(1) | | | | | 18.29% | | | | | | 5.30% | | | | | | 4.35% | | | |
| | Class S | | | | | 17.55% | | | | | | 4.92% | | | | | | 4.02% | | | |
| | MSCI EM IndexSM | | | | | 18.42% | | | | | | 5.61% | | | | | | 5.40% | | | |
| | | | |
Voya Euro Stoxx 50® Index Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| France | | | 31.8% | |
| Germany | | | 24.9% | |
| Netherlands | | | 12.0% | |
| Spain | | | 8.0% | |
| Italy | | | 4.2% | |
| United Kingdom | | | 3.4% | |
| Belgium | | | 2.0% | |
| Ireland | | | 0.9% | |
| Finland | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 12.2% | |
| 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) | | |||
| | | | | |
| Total SA | | | 4.3% | |
| SAP SE | | | 4.3% | |
| ASML Holding NV | | | 3.7% | |
| LVMH Moet Hennessy Louis Vuitton SE | | | 3.6% | |
| Linde PLC | | | 3.4% | |
| Sanofi | | | 3.3% | |
| Siemens AG | | | 3.0% | |
| Allianz SE | | | 3.0% | |
| Airbus SE | | | 2.4% | |
| Unilever NV | | | 2.4% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Euro STOXX 50® Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 25.22% | | | | | | 4.36% | | | | 2.54% | | |
| | Class I | | | | | 25.72% | | | | | | 4.86% | | | | 3.03% | | |
| | EURO STOXX 50® Index | | | | | 25.89% | | | | | | 4.74% | | | | 2.85% | | |
| | | | |
Voya FTSE 100 Index® Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| United Kingdom | | | 83.8% | |
| Netherlands | | | 9.3% | |
| Australia | | | 1.9% | |
| Switzerland | | | 1.6% | |
| Ireland | | | 1.1% | |
| Germany | | | 0.2% | |
| Russia | | | 0.2% | |
| United Arab Emirates | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 1.8% | |
| 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) | | |||
| | | | | |
| HSBC Holdings PLC | | | 6.2% | |
| AstraZeneca PLC | | | 5.2% | |
| BP PLC | | | 4.9% | |
| Royal Dutch Shell PLC - Class A | | | 4.9% | |
| GlaxoSmithKline PLC | | | 4.5% | |
| Royal Dutch Shell PLC - Class B | | | 4.4% | |
| Diageo PLC | | | 3.8% | |
| British American Tobacco PLC | | | 3.8% | |
| Rio Tinto PLC | | | 2.6% | |
| Unilever PLC | | | 2.4% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya FTSE 100 Index® Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 20.82% | | | | | | 2.82% | | | | 4.35% | | |
| | FTSE 100 Index® | | | | | 22.03% | | | | | | 3.66% | | | | 5.28% | | |
| | | | |
Voya Hang Seng Index Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 53.8% | |
| Hong Kong | | | 30.3% | |
| United Kingdom | | | 9.5% | |
| Macau | | | 2.5% | |
| Assets in Excess of Other Liabilities* | | | 3.9% | |
| 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) | | |||
| | | | | |
| Tencent Holdings Ltd. | | | 10.2% | |
| HSBC Holdings PLC (HKD) | | | 9.5% | |
| AIA Group Ltd. | | | 9.3% | |
| China Construction Bank - H Shares | | | 7.5% | |
| Ping An Insurance Group Co. of China Ltd. - H Shares | | | 5.3% | |
| Industrial & Commercial Bank of China - H Shares | | | 4.6% | |
| China Mobile Ltd. | | | 4.2% | |
| Hong Kong Exchanges and Clearing Ltd. | | | 3.1% | |
| Bank of China Ltd. - H Shares | | | 2.7% | |
| CNOOC Ltd. | | | 2.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Hang Seng Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 12.02% | | | | | | 5.94% | | | | 4.78% | | |
| | Class S | | | | | 12.32% | | | | | | 6.22% | | | | 5.04% | | |
| | Hang Seng Index | | | | | 13.59% | | | | | | 7.34% | | | | 6.23% | | |
| | | | |
Voya International Index Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 24.0% | |
| United Kingdom | | | 14.3% | |
| France | | | 10.5% | |
| Switzerland | | | 9.6% | |
| Germany | | | 8.4% | |
| Australia | | | 7.0% | |
| Netherlands | | | 6.2% | |
| Hong Kong | | | 3.0% | |
| Spain | | | 2.8% | |
| Sweden | | | 2.5% | |
| Countries between 0.0% – 2.0%^ | | | 9.9% | |
| Assets in Excess of Other Liabilities* | | | 1.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 15 countries, which each represents 0.0% – 2.0% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2019* (as a percentage of net assets) | | |||
| | | | | |
| Nestle SA | | | 2.1% | |
| Roche Holding AG | | | 1.5% | |
| Novartis AG | | | 1.4% | |
| Toyota Motor Corp. | | | 1.1% | |
| HSBC Holdings PLC | | | 1.0% | |
| Total SA | | | 0.9% | |
| SAP SE | | | 0.9% | |
| AstraZeneca PLC | | | 0.9% | |
| LVMH Moet Hennessy Louis Vuitton SE | | | 0.9% | |
| BP PLC | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | | |||
| | | |
Portfolio Managers’ Report | Voya International Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 20.86% | | | | | | 4.99% | | | | 4.81% | | |
| | Class I | | | | | 21.44% | | | | | | 5.51% | | | | 5.32% | | |
| | Class P2(1) | | | | | 21.78% | | | | | | 5.68% | | | | 5.41% | | |
| | Class S | | | | | 21.04% | | | | | | 5.24% | | | | 5.06% | | |
| | Class S2 | | | | | 20.93% | | | | | | 5.09% | | | | 4.90% | | |
| | MSCI EAFE® Index | | | | | 22.01% | | | | | | 5.67% | | | | 5.50% | | |
| | | | |
Voya Japan TOPIX Index® Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 21.7% | |
| Consumer Discretionary | | | 16.1% | |
| Information Technology | | | 11.1% | |
| Financials | | | 10.4% | |
| Health Care | | | 9.0% | |
| Consumer Staples | | | 8.5% | |
| Communication Services | | | 8.0% | |
| Materials | | | 6.1% | |
| Real Estate | | | 2.6% | |
| Utilities | | | 1.5% | |
| Energy | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 4.1% | |
| 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) | | |||
| | | | | |
| Toyota Motor Corp. | | | 3.3% | |
| Sony Corp. | | | 1.8% | |
| Mitsubishi UFJ Financial Group, Inc. | | | 1.5% | |
| Keyence Corp. | | | 1.5% | |
| SoftBank Group Corp. | | | 1.5% | |
| Nippon Telegraph & Telephone Corp. | | | 1.4% | |
| Takeda Pharmaceutical Co., Ltd. | | | 1.4% | |
| Nintendo Co., Ltd. | | | 1.1% | |
| Recruit Holdings Co. Ltd. | | | 1.1% | |
| Sumitomo Mitsui Financial Group, Inc. | | | 1.1% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Japan TOPIX Index® Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 17.00% | | | | | | 7.28% | | | | 5.87% | | |
| | TOPIX Index® | | | | | 19.67% | | | | | | 8.36% | | | | 7.18% | | |
| | | | |
Voya Russell™ Large Cap Growth Index Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 40.0% | |
| Health Care | | | 14.5% | |
| Consumer Discretionary | | | 13.5% | |
| Communication Services | | | 13.2% | |
| Industrials | | | 7.2% | |
| Consumer Staples | | | 5.0% | |
| Financials | | | 2.8% | |
| Real Estate | | | 2.2% | |
| Materials | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| 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) | | |||
| | | | | |
| Apple, Inc. | | | 10.7% | |
| Microsoft Corp. | | | 9.8% | |
| Amazon.com, Inc. | | | 6.3% | |
| Facebook, Inc. - Class A | | | 4.0% | |
| Alphabet, Inc. - Class A | | | 3.3% | |
| Alphabet, Inc. - Class C | | | 3.3% | |
| Visa, Inc. - Class A | | | 2.7% | |
| UnitedHealth Group, Inc. | | | 2.3% | |
| Mastercard, Inc. - Class A | | | 2.2% | |
| Merck & Co., Inc. | | | 1.8% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Growth Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 35.19% | | | | | | — | | | | | | — | | | | | | 14.98% | | | |
| | Class I | | | | | 35.84% | | | | | | 15.15% | | | | | | 15.06% | | | | | | — | | | |
| | Class S | | | | | 35.47% | | | | | | 14.87% | | | | | | 14.77% | | | | | | — | | | |
| | Russell Top 200® Growth Index | | | | | 36.48% | | | | | | 15.69% | | | | | | 15.58% | | | | | | 16.04% | | | |
| | | | |
Voya Russell™ Large Cap Index Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 24.8% | |
| Health Care | | | 15.2% | |
| Financials | | | 13.3% | |
| Communication Services | | | 11.9% | |
| Consumer Discretionary | | | 9.4% | |
| Industrials | | | 7.8% | |
| Consumer Staples | | | 7.6% | |
| Energy | | | 4.2% | |
| Materials | | | 1.9% | |
| Utilities | | | 1.9% | |
| Real Estate | | | 1.6% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| 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) | | |||
| | | | | |
| Apple, Inc. | | | 6.0% | |
| Microsoft Corp. | | | 5.5% | |
| Amazon.com, Inc. | | | 3.5% | |
| Facebook, Inc. - Class A | | | 2.3% | |
| Berkshire Hathaway, Inc. – Class B | | | 2.0% | |
| JPMorgan Chase & Co. | | | 2.0% | |
| Alphabet, Inc. - Class A | | | 1.8% | |
| Alphabet, Inc. - Class C | | | 1.8% | |
| Johnson & Johnson | | | 1.8% | |
| Visa, Inc. - Class A | | | 1.5% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 30.66% | | | | | | 11.41% | | | | 12.75% | | |
| | Class I | | | | | 31.34% | | | | | | 11.98% | | | | 13.32% | | |
| | Class S | | | | | 30.96% | | | | | | 11.69% | | | | 13.02% | | |
| | Class S2 | | | | | 30.80% | | | | | | 11.53% | | | | 12.84% | | |
| | Russell Top 200® Index | | | | | 31.75% | | | | | | 12.34% | | | | 13.67% | | |
| | | | |
Voya Russell™ Large Cap Value Index Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 26.4% | |
| Health Care | | | 15.9% | |
| Consumer Staples | | | 10.9% | |
| Communication Services | | | 10.2% | |
| Energy | | | 9.4% | |
| Industrials | | | 8.5% | |
| Information Technology | | | 5.5% | |
| Utilities | | | 4.2% | |
| Consumer Discretionary | | | 4.2% | |
| Materials | | | 3.0% | |
| Real Estate | | | 0.7% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| 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) | | |||
| | | | | |
| Berkshire Hathaway, Inc. – Class B | | | 4.6% | |
| JPMorgan Chase & Co. | | | 4.5% | |
| Johnson & Johnson | | | 3.4% | |
| Exxon Mobil Corp. | | | 3.1% | |
| Procter & Gamble Co. | | | 3.0% | |
| Bank of America Corp. | | | 3.0% | |
| AT&T, Inc. | | | 3.0% | |
| Intel Corp. | | | 2.7% | |
| Verizon Communications, Inc. | | | 2.6% | |
| Walt Disney Co. | | | 2.6% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Value Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 25.30% | | | | | | — | | | | | | — | | | | | | 8.75% | | | |
| | Class I | | | | | 25.92% | | | | | | 8.28% | | | | | | 11.16% | | | | | | — | | | |
| | Class S | | | | | 25.61% | | | | | | 8.00% | | | | | | 10.88% | | | | | | — | | | |
| | Russell Top 200® Value Index | | | | | 26.36% | | | | | | 8.65% | | | | | | 11.56% | | | | | | 9.70% | | | |
| | | | |
Voya Russell™ Mid Cap Growth Index Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 33.7% | |
| Industrials | | | 16.9% | |
| Health Care | | | 15.3% | |
| Consumer Discretionary | | | 14.7% | |
| Communication Services | | | 4.9% | |
| Financials | | | 4.5% | |
| Consumer Staples | | | 3.2% | |
| Materials | | | 2.8% | |
| Real Estate | | | 2.7% | |
| Energy | | | 1.2% | |
| Assets in Excess of Other Liabilities* | | | 0.1% | |
| 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) | | |||
| | | | | |
| Fiserv, Inc. | | | 2.0% | |
| Global Payments, Inc. | | | 1.7% | |
| Advanced Micro Devices, Inc. | | | 1.5% | |
| Dollar General Corp. | | | 1.2% | |
| Lam Research Corp. | | | 1.2% | |
| O’Reilly Automotive, Inc. | | | 1.0% | |
| Amphenol Corp. | | | 1.0% | |
| Hilton Worldwide Holdings, Inc. | | | 1.0% | |
| Ingersoll-Rand PLC - Class A | | | 0.9% | |
| KLA Corp. | | | 0.9% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Growth Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class I | | | | | 34.87% | | | | | | 11.17% | | | | 13.87% | | |
| | Class S | | | | | 34.53% | | | | | | 10.90% | | | | 13.59% | | |
| | Class S2 | | | | | 34.36% | | | | | | 10.73% | | | | 13.42% | | |
| | Russell Midcap® Growth Index | | | | | 35.47% | | | | | | 11.60% | | | | 14.24% | | |
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Voya Russell™ Mid Cap Index Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 17.9% | |
| Industrials | | | 13.8% | |
| Financials | | | 12.8% | |
| Consumer Discretionary | | | 11.3% | |
| Health Care | | | 10.2% | |
| Real Estate | | | 9.5% | |
| Utilities | | | 6.7% | |
| Materials | | | 5.1% | |
| Communication Services | | | 4.3% | |
| Consumer Staples | | | 4.1% | |
| Energy | | | 3.9% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| 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) | | |||
| | | | | |
| Fiserv, Inc. | | | 0.8% | |
| Global Payments, Inc. | | | 0.7% | |
| Advanced Micro Devices, Inc. | | | 0.6% | |
| L3Harris Technologies, Inc. | | | 0.6% | |
| Sempra Energy | | | 0.5% | |
| Lam Research Corp. | | | 0.5% | |
| Dollar General Corp. | | | 0.5% | |
| Newmont Goldcorp Corp. | | | 0.4% | |
| Xcel Energy, Inc. | | | 0.4% | |
| Welltower, Inc. | | | 0.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 29.32% | | | | | | 8.36% | | | | 12.22% | | |
| | Class I | | | | | 29.95% | | | | | | 8.91% | | | | 12.79% | | |
| | Class P2(1) | | | | | 30.43% | | | | | | 9.07% | | | | 12.87% | | |
| | Class S | | | | | 29.74% | | | | | | 8.65% | | | | 12.52% | | |
| | Class S2 | | | | | 29.56% | | | | | | 8.48% | | | | 12.33% | | |
| | Russell Midcap® Index | | | | | 30.54% | | | | | | 9.33% | | | | 13.19% | | |
| | | | |
Voya Russell™ Small Cap Index Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Health Care | | | 17.9% | |
| Financials | | | 17.5% | |
| Industrials | | | 15.6% | |
| Information Technology | | | 13.4% | |
| Consumer Discretionary | | | 10.7% | |
| Real Estate | | | 7.6% | |
| Materials | | | 3.8% | |
| Utilities | | | 3.6% | |
| Energy | | | 3.1% | |
| Consumer Staples | | | 3.0% | |
| Communication Services | | | 2.2% | |
| Consumer, Non-cyclical | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| 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) | | |||
| | | | | |
| Novocure Ltd. | | | 0.4% | |
| Medicines Co. | | | 0.3% | |
| Generac Holdings, Inc. | | | 0.3% | |
| Lumentum Holdings, Inc. | | | 0.3% | |
| Teladoc Health, Inc. | | | 0.3% | |
| Arrowhead Pharmaceuticals, Inc. | | | 0.3% | |
| Haemonetics Corp. | | | 0.3% | |
| Marriott Vacations Worldwide Corp. | | | 0.3% | |
| First Industrial Realty Trust, Inc. | | | 0.3% | |
| Amedisys, Inc. | | | 0.3% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Russell™ Small Cap Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 24.57% | | | | | | 7.44% | | | | 11.10% | | |
| | Class I | | | | | 25.17% | | | | | | 7.96% | | | | 11.65% | | |
| | Class P2(1) | | | | | 25.49% | | | | | | 8.15% | | | | 11.75% | | |
| | Class S | | | | | 24.77% | | | | | | 7.69% | | | | 11.37% | | |
| | Class S2 | | | | | 24.70% | | | | | | 7.55% | | | | 11.20% | | |
| | Russell 2000® Index | | | | | 25.52% | | | | | | 8.23% | | | | 11.83% | | |
| | | | |
Voya U.S. Bond Index Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2019 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 38.0% | |
| U.S. Government Agency Obligations | | | 27.8% | |
| Corporate Bonds/Notes | | | 27.3% | |
| Sovereign Bonds | | | 2.4% | |
| Commercial Mortgage-Backed Securities | | | 2.1% | |
| Municipal Bonds | | | 1.0% | |
| Supranational Bonds | | | 0.9% | |
| Asset-Backed Securities | | | 0.6% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Convertible Bonds/Notes | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (0.2)% | |
| 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) | | |||
| | | | | |
| United States Treasury Note, 1.625%, 12/31/21 | | | 4.5% | |
| United States Treasury Note, 1.750%, 12/31/26 | | | 2.9% | |
| United States Treasury Note, 1.750%, 12/31/24 | | | 2.9% | |
| United States Treasury Note, 1.625%, 12/15/22 | | | 2.8% | |
| United States Treasury Note, 1.750%, 11/15/29 | | | 2.6% | |
| United States Treasury Bond, 2.250%, 08/15/49 | | | 2.6% | |
| Ginnie Mae, 4.000%, 01/20/50 | | | 1.8% | |
| Uniform Mortgage-Backed Securities, 3.000%, 12/01/34 | | | 1.5% | |
| United States Treasury Note, 2.750%, 02/15/24 | | | 1.2% | |
| United States Treasury Note, 2.750%, 11/15/23 | | | 1.2% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2019 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 7.69% | | | | | | 2.17% | | | | 2.84% | | |
| | Class I | | | | | 8.30% | | | | | | 2.70% | | | | 3.36% | | |
| | Class P2(1) | | | | | 8.57% | | | | | | 2.84% | | | | 3.42% | | |
| | Class S | | | | | 7.95% | | | | | | 2.43% | | | | 3.10% | | |
| | Class S2 | | | | | 7.89% | | | | | | 2.28% | | | | 2.96% | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 8.72% | | | | | | 3.05% | | | | 3.75% | | |
| | | | |
| | | 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 Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,067.10 | | | | | | 0.60% | | | | | $ | 3.13 | | | | | $ | 1,000.00 | | | | | $ | 1,022.18 | | | | | | 0.60% | | | | | $ | 3.06 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,069.90 | | | | | | 0.16 | | | | | | 0.83 | | | | | | 1,000.00 | | | | | | 1,024.40 | | | | | | 0.16 | | | | | | 0.82 | | |
Class S | | | | | 1,000.00 | | | | | | 1,065.80 | | | | | | 0.85 | | | | | | 4.43 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya Euro STOXX 50® Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,065.40 | | | | | | 0.94% | | | | | $ | 4.89 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 1,067.40 | | | | | | 0.44 | | | | | | 2.29 | | | | | | 1,000.00 | | | | | | 1,022.99 | | | | | | 0.44 | | | | | | 2.24 | | |
Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,076.40 | | | | | | 0.93% | | | | | $ | 4.87 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Voya Hang Seng Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.90 | | | | | | 1.03% | | | | | $ | 5.18 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class S | | | | | 1,000.00 | | | | | | 997.00 | | | | | | 0.78 | | | | | | 3.93 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.78 | | | | | | 3.97 | | |
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,062.40 | | | | | | 0.94% | | | | | $ | 4.89 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 1,065.30 | | | | | | 0.45 | | | | | | 2.34 | | | | | | 1,000.00 | | | | | | 1,022.94 | | | | | | 0.45 | | | | | | 2.29 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,067.90 | | | | | | 0.15 | | | | | | 0.78 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,063.60 | | | | | | 0.70 | | | | | | 3.64 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,063.80 | | | | | | 0.85 | | | | | | 4.42 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya Japan TOPIX Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,094.40 | | | | | | 0.95% | | | | | $ | 5.02 | | | | | $ | 1,000.00 | | | | | $ | 1,020.42 | | | | | | 0.95% | | | | | $ | 4.84 | | |
| | | 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 Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,130.20 | | | | | | 0.93% | | | | | $ | 4.99 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 1,133.20 | | | | | | 0.43 | | | | | | 2.31 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,131.80 | | | | | | 0.68 | | | | | | 3.65 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,112.70 | | | | | | 0.86% | | | | | $ | 4.58 | | | | | $ | 1,000.00 | | | | | $ | 1,020.87 | | | | | | 0.86% | | | | | $ | 4.38 | | |
Class I | | | | | 1,000.00 | | | | | | 1,115.50 | | | | | | 0.36 | | | | | | 1.92 | | | | | | 1,000.00 | | | | | | 1,023.39 | | | | | | 0.36 | | | | | | 1.84 | | |
Class S | | | | | 1,000.00 | | | | | | 1,114.00 | | | | | | 0.61 | | | | | | 3.25 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.61 | | | | | | 3.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,113.20 | | | | | | 0.76 | | | | | | 4.05 | | | | | | 1,000.00 | | | | | | 1,021.37 | | | | | | 0.76 | | | | | | 3.87 | | |
Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,090.50 | | | | | | 0.91% | | | | | $ | 4.79 | | | | | $ | 1,000.00 | | | | | $ | 1,020.62 | | | | | | 0.91% | | | | | $ | 4.63 | | |
Class I | | | | | 1,000.00 | | | | | | 1,092.80 | | | | | | 0.41 | | | | | | 2.16 | | | | | | 1,000.00 | | | | | | 1,023.14 | | | | | | 0.41 | | | | | | 2.09 | | |
Class S | | | | | 1,000.00 | | | | | | 1,091.60 | | | | | | 0.66 | | | | | | 3.48 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.66 | | | | | | 3.36 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,071.90 | | | | | | 0.40% | | | | | $ | 2.09 | | | | | $ | 1,000.00 | | | | | $ | 1,023.19 | | | | | | 0.40% | | | | | $ | 2.04 | | |
Class S | | | | | 1,000.00 | | | | | | 1,070.60 | | | | | | 0.65 | | | | | | 3.39 | | | | | | 1,000.00 | | | | | | 1,021.93 | | | | | | 0.65 | | | | | | 3.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,069.80 | | | | | | 0.80 | | | | | | 4.17 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,071.40 | | | | | | 0.90% | | | | | $ | 4.70 | | | | | $ | 1,000.00 | | | | | $ | 1,020.67 | | | | | | 0.90% | | | | | $ | 4.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,073.30 | | | | | | 0.40 | | | | | | 2.09 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.40 | | | | | | 2.04 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,076.00 | | | | | | 0.15 | | | | | | 0.78 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,072.80 | | | | | | 0.65 | | | | | | 3.40 | | | | | | 1,000.00 | | | | | | 1,021.93 | | | | | | 0.65 | | | | | | 3.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,071.60 | | | | | | 0.80 | | | | | | 4.18 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,069.30 | | | | | | 0.95% | | | | | $ | 4.95 | | | | | $ | 1,000.00 | | | | | $ | 1,020.42 | | | | | | 0.95% | | | | | $ | 4.84 | | |
Class I | | | | | 1,000.00 | | | | | | 1,071.30 | | | | | | 0.45 | | | | | | 2.35 | | | | | | 1,000.00 | | | | | | 1,022.94 | | | | | | 0.45 | | | | | | 2.29 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,072.90 | | | | | | 0.15 | | | | | | 0.78 | | | | | | 1,000.00 | | | �� | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,069.70 | | | | | | 0.70 | | | | | | 3.65 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,069.60 | | | | | | 0.85 | | | | | | 4.43 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,019.50 | | | | | | 0.88% | | | | | $ | 4.48 | | | | | $ | 1,000.00 | | | | | $ | 1,020.77 | | | | | | 0.88% | | | | | $ | 4.48 | | |
Class I | | | | | 1,000.00 | | | | | | 1,023.00 | | | | | | 0.38 | | | | | | 1.94 | | | | | | 1,000.00 | | | | | | 1,023.29 | | | | | | 0.38 | | | | | | 1.94 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,024.30 | | | | | | 0.15 | | | | | | 0.77 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,020.80 | | | | | | 0.63 | | | | | | 3.21 | | | | | | 1,000.00 | | | | | | 1,022.03 | | | | | | 0.63 | | | | | | 3.21 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,020.90 | | | | | | 0.78 | | | | | | 3.97 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.78 | | | | | | 3.97 | | |
Voya Variable Portfolios, Inc.:
February 26, 2020
| | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | | Voya Hang Seng Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 615,700,408 | | | | | $ | 15,141,592 | | | | | $ | 4,452,276 | | | | | $ | 20,121,816 | | |
Short-term investments at fair value** | | | | | 11,516,017 | | | | | | 224,000 | | | | | | 51,729 | | | | | | 709,000 | | |
Cash | | | | | 1,029 | | | | | | 257 | | | | | | 486 | | | | | | 608 | | |
Cash collateral for futures | | | | | 466,083 | | | | | | 181,708 | | | | | | — | | | | | | 99,941 | | |
Foreign currencies at value*** | | | | | 1,087,829 | | | | | | 10,555 | | | | | | 35,976 | | | | | | 6,118 | | |
Foreign cash collateral for futures**** | | | | | — | | | | | | 3,505 | | | | | | — | | | | | | 10,850 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities and currencies sold | | | | | 13,969 | | | | | | — | | | | | | 39,816 | | | | | | — | | |
Fund shares sold | | | | | 195,722 | | | | | | 1,213 | | | | | | 1,593 | | | | | | 40,851 | | |
Dividends | | | | | 1,511,230 | | | | | | 493 | | | | | | 12,100 | | | | | | 636 | | |
Foreign tax reclaims | | | | | 17,373 | | | | | | 1,836,610 | | | | | | 34,440 | | | | | | — | | |
Other | | | | | 23,231 | | | | | | — | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 2,978 | | | | | | 511 | | | | | | 654 | | |
Prepaid expenses | | | | | 5,669 | | | | | | 2,614 | | | | | | 1,626 | | | | | | 323 | | |
Reimbursement due from manager | | | | | 105,510 | | | | | | — | | | | | | 14,095 | | | | | | — | | |
Other assets | | | | | 17,662 | | | | | | 15,741 | | | | | | 11,581 | | | | | | 3,105 | | |
Total assets | | | | | 630,661,732 | | | | | | 17,421,266 | | | | | | 4,656,229 | | | | | | 20,993,902 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities and currencies purchased | | | | | 13,931 | | | | | | — | | | | | | 39,737 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 409,156 | | | | | | 5,051 | | | | | | 5,316 | | | | | | 22 | | |
Payable upon receipt of securities loaned | | | | | 3,998,017 | | | | | | — | | | | | | 3,729 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 2,592 | | | | | | 443 | | | | | | 35 | | |
Payable for investment management fees | | | | | 195,620 | | | | | | 5,110 | | | | | | 1,337 | | | | | | 6,109 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | 7,279 | | | | | | 1,911 | | | | | | 4,496 | | |
Payable for directors fees | | | | | 3,256 | | | | | | 1,172 | | | | | | 717 | | | | | | 189 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 17,662 | | | | | | 15,741 | | | | | | 11,581 | | | | | | 3,105 | | |
Other accrued expenses and liabilities | | | | | 689,786 | | | | | | 131,492 | | | | | | 132,590 | | | | | | 44,094 | | |
Total liabilities | | | | | 5,327,428 | | | | | | 168,437 | | | | | | 197,361 | | | | | | 58,050 | | |
NET ASSETS | | | | $ | 625,334,304 | | | | | $ | 17,252,829 | | | | | $ | 4,458,868 | | | | | $ | 20,935,852 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 575,636,353 | | | | | $ | 8,423,724 | | | | | $ | 16,919,255 | | | | | $ | 10,472,457 | | |
Total distributable earnings (loss) | | | | | 49,697,951 | | | | | | 8,829,105 | | | | | | (12,460,387) | | | | | | 10,463,395 | | |
NET ASSETS | | | | $ | 625,334,304 | | | | | $ | 17,252,829 | | | | | $ | 4,458,868 | | | | | $ | 20,935,852 | | |
+ Including securities loaned at value | | | | $ | 3,589,946 | | | | | $ | — | | | | | $ | 3,549 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 550,140,451 | | | | | $ | 14,094,017 | | | | | $ | 4,171,569 | | | | | $ | 11,844,573 | | |
** Cost of short-term investments | | | | $ | 11,516,017 | | | | | $ | 224,000 | | | | | $ | 51,729 | | | | | $ | 709,000 | | |
*** Cost of foreign currencies | | | | $ | 1,072,836 | | | | | $ | 10,410 | | | | | $ | 35,935 | | | | | $ | 6,094 | | |
**** Cost of foreign cash collateral for futures | | | | $ | — | | | | | $ | 3,505 | | | | | $ | — | | | | | $ | 10,850 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | | Voya Hang Seng Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 17,203,115 | | | | | $ | 4,458,868 | | | | | $ | 683,798 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,685,544 | | | | | | 578,319 | | | | | | 65,939 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.21 | | | | | $ | 7.71 | | | | | $ | 10.37 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 321,682,416 | | | | | $ | 49,714 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 26,274,536 | | | | | | 4,851 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 12.24 | | | | | $ | 10.25 | | | | | | n/a | | | | | | n/a | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 303,648,195 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 24,514,380 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 12.39 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,693 | | | | | | n/a | | | | | | n/a | | | | | $ | 20,252,054 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 300 | | | | | | n/a | | | | | | n/a | | | | | | 1,950,066 | | |
Net asset value and redemption price per share | | | | $ | 12.31 | | | | | | n/a | | | | | | n/a | | | | | $ | 10.39 | | |
| | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 2,292,440,147 | | | | | $ | 6,826,137 | | | | | $ | 1,139,929,963 | | | | | $ | 1,015,613,253 | | |
Short-term investments at fair value** | | | | | 93,164,837 | | | | | | 77,971 | | | | | | 9,963,000 | | | | | | 5,018,000 | | |
Cash | | | | | 148 | | | | | | — | | | | | | 193,370 | | | | | | 154,122 | | |
Cash collateral for futures | | | | | 1,746,773 | | | | | | 32,266 | | | | | | 485,033 | | | | | | 137,421 | | |
Foreign currencies at value*** | | | | | 1,270,454 | | | | | | 1,687 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 274,100 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 1,916,730 | | | | | | 2,494 | | | | | | 73,905 | | | | | | 169,671 | | |
Dividends | | | | | 2,299,801 | | | | | | 9,969 | | | | | | 438,634 | | | | | | 796,202 | | |
Interest | | | | | 39 | | | | | | — | | | | | | 96 | | | | | | 93 | | |
Foreign tax reclaims | | | | | 3,499,527 | | | | | | 90,492 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 12,502 | | | | | | 1,683 | | | | | | 5,078 | | | | | | 6,498 | | |
Reimbursement due from manager | | | | | 370,232 | | | | | | 1,865 | | | | | | — | | | | | | 24,037 | | |
Receivable due from manager | | | | | — | | | | | | — | | | | | | 17,151 | | | | | | — | | |
Other assets | | | | | 76,502 | | | | | | 11,020 | | | | | | 20,668 | | | | | | 82,207 | | |
Total assets | | | | | 2,396,797,692 | | | | | | 7,329,684 | | | | | | 1,151,126,898 | | | | | | 1,022,001,504 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 1,088,776 | | | | | | 30 | | | | | | 3,582,109 | | | | | | 1,950,723 | | |
Payable for foreign cash collateral for futures**** | | | | | — | | | | | | 1,091 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 60,420,837 | | | | | | 77,971 | | | | | | — | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 694 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 872,708 | | | | | | 2,155 | | | | | | 323,326 | | | | | | 298,467 | | |
Payable for distribution and shareholder service fees | | | | | 240,904 | | | | | | 3,078 | | | | | | 115,996 | | | | | | 157,773 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 1,932 | | | | | | — | | | | | | — | | |
Payable for directors fees | | | | | 9,140 | | | | | | 757 | | | | | | 3,824 | | | | | | 4,745 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 76,502 | | | | | | 11,020 | | | | | | 20,668 | | | | | | 82,207 | | |
Other accrued expenses and liabilities | | | | | 469,595 | | | | | | 116,416 | | | | | | 152,119 | | | | | | 197,255 | | |
Total liabilities | | | | | 63,178,462 | | | | | | 215,144 | | | | | | 4,198,042 | | | | | | 2,691,170 | | |
NET ASSETS | | | | $ | 2,333,619,230 | | | | | $ | 7,114,540 | | | | | $ | 1,146,928,856 | | | | | $ | 1,019,310,334 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,010,702,748 | | | | | $ | 4,548,042 | | | | | $ | 551,174,893 | | | | | $ | 271,003,419 | | |
Total distributable earnings | | | | | 322,916,482 | | | | | | 2,566,498 | | | | | | 595,753,963 | | | | | | 748,306,915 | | |
NET ASSETS | | | | $ | 2,333,619,230 | | | | | $ | 7,114,540 | | | | | $ | 1,146,928,856 | | | | | $ | 1,019,310,334 | | |
+ Including securities loaned at value | | | | $ | 57,453,345 | | | | | $ | 74,198 | | | | | $ | — | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 1,919,619,315 | | | | | $ | 6,604,821 | | | | | $ | 602,954,940 | | | | | $ | 317,564,114 | | |
** Cost of short-term investments | | | | $ | 93,164,837 | | | | | $ | 77,971 | | | | | $ | 9,963,000 | | | | | $ | 5,018,000 | | |
*** Cost of foreign currencies | | | | $ | 1,251,665 | | | | | $ | 1,683 | | | | | $ | — | | | | | $ | — | | |
**** Cost of payable for foreign cash collateral for futures | | | | $ | — | | | | | $ | 1,091 | | | | | $ | — | | | | | $ | — | | |
| | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 542,257,226 | | | | | $ | 7,114,540 | | | | | $ | 5,670 | | | | | $ | 78,253,567 | | |
Shares authorized | | | | | 250,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 52,188,356 | | | | | | 830,829 | | | | | | 133 | | | | | | 3,210,326 | | |
Net asset value and redemption price per share | | | | $ | 10.39 | | | | | $ | 8.56 | | | | | $ | 42.54 | | | | | $ | 24.38 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 700,567,877 | | | | | | n/a | | | | | $ | 446,528,437 | | | | | $ | 347,629,982 | | |
Shares authorized | | | | | 200,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 400,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 65,999,184 | | | | | | n/a | | | | | | 10,394,565 | | | | | | 13,952,346 | | |
Net asset value and redemption price per share | | | | $ | 10.61 | | | | | | n/a | | | | | $ | 42.96 | | | | | $ | 24.92 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,011,708,497 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 300,000,000 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 94,565,985 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 10.70 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 77,949,537 | | | | | | n/a | | | | | $ | 700,394,749 | | | | | $ | 592,415,127 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,399,204 | | | | | | n/a | | | | | | 16,409,004 | | | | | | 23,952,537 | | |
Net asset value and redemption price per share | | | | $ | 10.53 | | | | | | n/a | | | | | $ | 42.68 | | | | | $ | 24.73 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,136,093 | | | | | | n/a | | | | | | n/a | | | | | $ | 1,011,658 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 108,092 | | | | | | n/a | | | | | | n/a | | | | | | 39,720 | | |
Net asset value and redemption price per share | | | | $ | 10.51 | | | | | | n/a | | | | | | n/a | | | | | $ | 25.47 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 980,436,557 | | | | | $ | 610,527,846 | | | | | $ | 1,411,464,303 | | | | | $ | 1,038,958,260 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 108,422 | | | | | | 1,443,580 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 11,329,000 | | | | | | 12,165,535 | | | | | | 116,700,953 | | | | | | 239,739,483 | | |
Cash | | | | | 72,731 | | | | | | 263,560 | | | | | | 1,500,789 | | | | | | 150,496 | | |
Cash collateral for futures | | | | | 546,387 | | | | | | 125,206 | | | | | | 220,369 | | | | | | 673,077 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | — | | | | | | — | | | | | | 586,438 | | |
Fund shares sold | | | | | 24,447 | | | | | | 2,265 | | | | | | 439,726 | | | | | | 178,442 | | |
Dividends | | | | | 864,739 | | | | | | 446,768 | | | | | | 2,478,697 | | | | | | 1,213,082 | | |
Interest | | | | | 916 | | | | | | 638 | | | | | | 114 | | | | | | — | | |
Foreign tax reclaims | | | | | 920 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 5,003 | | | | | | 2,049 | | | | | | 10,477 | | | | | | 5,964 | | |
Reimbursement due from manager | | | | | — | | | | | | 12,088 | | | | | | 94,765 | | | | | | 46,624 | | |
Receivable due from manager | | | | | 79,238 | | | | | | 33,273 | | | | | | — | | | | | | 102,687 | | |
Other assets | | | | | 11,750 | | | | | | 11,430 | | | | | | 68,803 | | | | | | 39,057 | | |
Total assets | | | | | 993,371,688 | | | | | | 623,699,080 | | | | | | 1,534,422,576 | | | | | | 1,281,693,610 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | — | | | | | | — | | | | | | 90,922 | | |
Payable for fund shares redeemed | | | | | 1,546,006 | | | | | | 2,620,143 | | | | | | 2,666,832 | | | | | | 2,469,570 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 9,743,535 | | | | | | 112,318,953 | | | | | | 222,576,483 | | |
Payable for investment management fees | | | | | 184,624 | | | | | | 152,561 | | | | | | 488,455 | | | | | | 337,098 | | |
Payable for distribution and shareholder service fees | | | | | 124,327 | | | | | | 91,323 | | | | | | 143,160 | | | | | | 114,720 | | |
Payable for directors fees | | | | | 2,015 | | | | | | 1,537 | | | | | | 7,052 | | | | | | 4,087 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 11,750 | | | | | | 11,430 | | | | | | 68,803 | | | | | | 39,057 | | |
Other accrued expenses and liabilities | | | | | 96,131 | | | | | | 132,362 | | | | | | 354,629 | | | | | | 190,264 | | |
Total liabilities | | | | | 1,964,853 | | | | | | 12,752,891 | | | | | | 116,047,884 | | | | | | 225,822,201 | | |
NET ASSETS | | | | $ | 991,406,835 | | | | | $ | 610,946,189 | | | | | $ | 1,418,374,692 | | | | | $ | 1,055,871,409 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 827,897,946 | | | | | $ | 427,735,699 | | | | | $ | 508,200,249 | | | | | $ | 707,531,772 | | |
Total distributable earnings | | | | | 163,508,889 | | | | | | 183,210,490 | | | | | | 910,174,443 | | | | | | 348,339,637 | | |
NET ASSETS | | | | $ | 991,406,835 | | | | | $ | 610,946,189 | | | | | $ | 1,418,374,692 | | | | | $ | 1,055,871,409 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 9,460,154 | | | | | $ | 109,660,111 | | | | | $ | 216,885,941 | | |
* Cost of investments in securities | | | | $ | 846,626,713 | | | | | $ | 465,010,676 | | | | | $ | 687,858,015 | | | | | $ | 745,477,313 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 82,055 | | | | | $ | 638,540 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 11,329,000 | | | | | $ | 12,165,535 | | | | | $ | 116,700,953 | | | | | $ | 239,739,483 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,406 | | | | | | n/a | | | | | $ | 189,561,422 | | | | | $ | 111,010,401 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 184 | | | | | | n/a | | | | | | 14,491,098 | | | | | | 8,074,844 | | ��� |
Net asset value and redemption price per share | | | | $ | 23.99 | | | | | | n/a | | | | | $ | 13.08 | | | | | $ | 13.75 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 97,085,767 | | | | | $ | 22,120,976 | | | | | $ | 754,716,172 | | | | | $ | 390,841,743 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 300,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,001,500 | | | | | | 614,989 | | | | | | 55,279,046 | | | | | | 27,329,333 | | |
Net asset value and redemption price per share | | | | $ | 24.26 | | | | | $ | 35.97 | | | | | $ | 13.65 | | | | | $ | 14.30 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 183,282,007 | | | | | $ | 117,340,817 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 13,314,654 | | | | | | 8,123,857 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 13.77 | | | | | $ | 14.44 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 894,316,662 | | | | | $ | 586,966,276 | | | | | $ | 275,980,153 | | | | | $ | 429,299,506 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 37,135,032 | | | | | | 16,367,352 | | | | | | 20,525,429 | | | | | | 30,329,318 | | |
Net asset value and redemption price per share | | | | $ | 24.08 | | | | | $ | 35.86 | | | | | $ | 13.45 | | | | | $ | 14.15 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,858,937 | | | | | $ | 14,834,938 | | | | | $ | 7,378,942 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 51,972 | | | | | | 1,123,195 | | | | | | 532,557 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 35.77 | | | | | $ | 13.21 | | | | | $ | 13.86 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
ASSETS: | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,135,105,520 | | |
Short-term investments at fair value** | | | | | 268,048,807 | | |
Cash | | | | | 1,039,225 | | |
Cash collateral for futures | | | | | 13,247 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 350,000 | | |
Receivables: | | | | | | | |
Investment securities sold | | | | | 1,681 | | |
Fund shares sold | | | | | 3,591,259 | | |
Dividends | | | | | 3,544 | | |
Interest | | | | | 16,191,898 | | |
Variation margin receivable on centrally cleared swaps | | | | | 3,168 | | |
Prepaid expenses | | | | | 24,229 | | |
Reimbursement due from manager | | | | | 206,274 | | |
Other assets | | | | | 137,988 | | |
Total assets | | | | | 3,424,716,840 | | |
LIABILITIES: | | | | | | | |
Payable for investment securities purchased | | | | | 9,952,735 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 57,631,328 | | |
Payable for fund shares redeemed | | | | | 1,755,710 | | |
Payable upon receipt of securities loaned | | | | | 226,859,456 | | |
Payable for investment management fees | | | | | 952,080 | | |
Payable for distribution and shareholder service fees | | | | | 49,449 | | |
Payable for directors fees | | | | | 16,043 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 137,988 | | |
Other accrued expenses and liabilities | | | | | 432,465 | | |
Total liabilities | | | | | 297,787,254 | | |
NET ASSETS | | | | $ | 3,126,929,586 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | |
Paid-in capital | | | | $ | 2,978,574,370 | | |
Total distributable earnings | | | | | 148,355,216 | | |
NET ASSETS | | | | $ | 3,126,929,586 | | |
+ Including securities loaned at value | | | | $ | 222,053,040 | | |
* Cost of investments in securities | | | | $ | 3,019,608,109 | | |
** Cost of short-term investments | | | | $ | 268,050,049 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
Class ADV | | | | | | | |
Net assets | | | | $ | 26,982,793 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,486,552 | | |
Net asset value and redemption price per share | | | | $ | 10.85 | | |
Class I | | | | | | | |
Net assets | | | | $ | 1,808,833,972 | | |
Shares authorized | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 166,023,866 | | |
Net asset value and redemption price per share | | | | $ | 10.90 | | |
Class P2 | | | | | | | |
Net assets | | | | $ | 1,112,415,112 | | |
Shares authorized | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 102,089,060 | | |
Net asset value and redemption price per share | | | | $ | 10.90 | | |
Class S | | | | | | | |
Net assets | | | | $ | 177,235,595 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,313,478 | | |
Net asset value and redemption price per share | | | | $ | 10.86 | | |
Class S2 | | | | | | | |
Net assets | | | | $ | 1,462,114 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 134,521 | | |
Net asset value and redemption price per share | | | | $ | 10.87 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | | Voya Hang Seng Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 16,450,123 | | | | | $ | 9,810,791 | | | | | $ | 8,004,668 | | | | | $ | 1,394,433 | | |
Interest, net of foreign taxes withheld* | | | | | 14,687 | | | | | | 3,391 | | | | | | 3,306 | | | | | | 1,697 | | |
Securities lending income, net | | | | | 127,197 | | | | | | 191,264 | | | | | | 15,511 | | | | | | 176 | | |
Total investment income | | | | | 16,592,007 | | | | | | 10,005,446 | | | | | | 8,023,485 | | | | | | 1,396,306 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 4,233,226 | | | | | | 1,639,710 | | | | | | 1,004,116 | | | | | | 264,921 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 88,593 | | | | | | 22,932 | | | | | | 3,474 | | |
Class S | | | | | 7 | | | | | | — | | | | | | — | | | | | | 55,612 | | |
Transfer agent fees | | | | | 2,051 | | | | | | 510 | | | | | | 369 | | | | | | 209 | | |
Shareholder reporting expense | | | | | 25,550 | | | | | | 7,760 | | | | | | 5,210 | | | | | | 1,686 | | |
Professional fees | | | | | 74,585 | | | | | | 21,140 | | | | | | 14,945 | | | | | | 7,784 | | |
Custody and accounting expense | | | | | 977,941 | | | | | | 87,152 | | | | | | 48,989 | | | | | | 34,477 | | |
Directors fees | | | | | 26,051 | | | | | | 9,370 | | | | | | 5,738 | | | | | | 1,514 | | |
Licensing fee (Note 8) | | | | | 195,376 | | | | | | 70,272 | | | | | | 44,127 | | | | | | 15,139 | | |
Miscellaneous expense | | | | | 43,990 | | | | | | 19,043 | | | | | | 11,999 | | | | | | 9,773 | | |
Interest expense | | | | | 78,919 | | | | | | 1,177 | | | | | | 727 | | | | | | 400 | | |
Total expenses | | | | | 5,657,696 | | | | | | 1,944,727 | | | | | | 1,159,152 | | | | | | 394,989 | | |
Waived and reimbursed fees | | | | | (2,912,278) | | | | | | (819,851) | | | | | | (516,151) | | | | | | (132,460) | | |
Net expenses | | | | | 2,745,418 | | | | | | 1,124,876 | | | | | | 643,001 | | | | | | 262,529 | | |
Net investment income | | | | | 13,846,589 | | | | | | 8,880,570 | | | | | | 7,380,484 | | | | | | 1,133,777 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of Brazilian and Indian capital gains tax withheld^^) | | | | | 48,642,528 | | | | | | 35,025,193 | | | | | | (5,005,674) | | | | | | 7,392,636 | | |
Forward foreign currency contracts | | | | | (85,677) | | | | | | (151,413) | | | | | | 162,016 | | | | | | 2,525 | | |
Foreign currency related transactions | | | | | (294,081) | | | | | | 454,150 | | | | | | 206,514 | | | | | | (7,582) | | |
Futures | | | | | 1,867,168 | | | | | | 743,284 | | | | | | 681,338 | | | | | | 9,785 | | |
Net realized gain (loss) | | | | | 50,129,938 | | | | | | 36,071,214 | | | | | | (3,955,806) | | | | | | 7,397,364 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 60,605,514 | | | | | | 11,036,213 | | | | | | 19,223,580 | | | | | | (5,294,768) | | |
Forward foreign currency contracts | | | | | (13,190) | | | | | | (23,529) | | | | | | (37,216) | | | | | | 1,842 | | |
Foreign currency related transactions | | | | | 3,544 | | | | | | (28,531) | | | | | | (12,259) | | | | | | (2) | | |
Futures | | | | | 266,758 | | | | | | 41,597 | | | | | | 6,877 | | | | | | (959) | | |
Net change in unrealized appreciation (depreciation) | | | | | 60,862,626 | | | | | | 11,025,750 | | | | | | 19,180,982 | | | | | | (5,293,887) | | |
Net realized and unrealized gain | | | | | 110,992,564 | | | | | | 47,096,964 | | | | | | 15,225,176 | | | | | | 2,103,477 | | |
Increase in net assets resulting from operations | | | | $ | 124,839,153 | | | | | $ | 55,977,534 | | | | | $ | 22,605,660 | | | | | $ | 3,237,254 | | |
* Foreign taxes withheld | | | | $ | 1,999,982 | | | | | $ | 1,568,273 | | | | | $ | 92,645 | | | | | $ | 66,874 | | |
^^ Foreign taxes on sale of Brazilian investments | | | | $ | 42,661 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 57,779,290 | | | | | $ | 2,901,120 | | | | | $ | 10,529,971 | | | | | $ | 19,196,582 | | |
Interest | | | | | 64,164 | | | | | | 1,813 | | | | | | 6,821 | | | | | | 7,368 | | |
Securities lending income, net | | | | | 626,202 | | | | | | 39,330 | | | | | | 30,534 | | | | | | 33,672 | | |
Total investment income | | | | | 58,469,656 | | | | | | 2,942,263 | | | | | | 10,567,326 | | | | | | 19,237,622 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 8,276,850 | | | | | | 1,059,178 | | | | | | 3,770,022 | | | | | | 3,321,360 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 2,710,091 | | | | | | 36,464 | | | | | | 24 | | | | | | 333,279 | | |
Class S | | | | | 185,253 | | | | | | — | | | | | | 969,938 | | | | | | 1,426,736 | | |
Class S2 | | | | | 5,413 | | | | | | — | | | | | | — | | | | | | 3,906 | | |
Transfer agent fees | | | | | 4,128 | | | | | | 434 | | | | | | 1,595 | | | | | | 1,502 | | |
Shareholder reporting expense | | | | | 72,998 | | | | | | 6,740 | | | | | | 40,104 | | | | | | 43,945 | | |
Professional fees | | | | | 110,111 | | | | | | 16,255 | | | | | | 44,940 | | | | | | 54,489 | | |
Custody and accounting expense | | | | | 508,528 | | | | | | 107,864 | | | | | | 88,315 | | | | | | 96,344 | | |
Directors fees | | | | | 73,114 | | | | | | 6,052 | | | | | | 30,594 | | | | | | 37,960 | | |
Licensing fee (Note 8) | | | | | 548,335 | | | | | | 9,079 | | | | | | 104,671 | | | | | | 123,089 | | |
Miscellaneous expense | | | | | 82,618 | | | | | | 16,756 | | | | | | 29,704 | | | | | | 32,306 | | |
Interest expense | | | | | 42,939 | | | | | | 255 | | | | | | 735 | | | | | | 80 | | |
Total expenses | | | | | 12,620,378 | | | | | | 1,259,077 | | | | | | 5,080,642 | | | | | | 5,474,996 | | |
Waived and reimbursed fees | | | | | (4,084,459) | | | | | | (531,451) | | | | | | (804,082) | | | | | | (274,439) | | |
Net expenses | | | | | 8,535,919 | | | | | | 727,626 | | | | | | 4,276,560 | | | | | | 5,200,557 | | |
Net investment income | | | | | 49,933,737 | | | | | | 2,214,637 | | | | | | 6,290,766 | | | | | | 14,037,065 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (39,433,240) | | | | | | 52,403,810 | | | | | | 50,429,703 | | | | | | 36,879,562 | | |
Forward foreign currency contracts | | | | | (644,044) | | | | | | 156,192 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 834,707 | | | | | | 161,483 | | | | | | — | | | | | | — | | |
Futures | | | | | 13,435,475 | | | | | | 344,173 | | | | | | 1,770,054 | | | | | | 1,911,306 | | |
Net realized gain (loss) | | | | | (25,807,102) | | | | | | 53,065,658 | | | | | | 52,199,757 | | | | | | 38,790,868 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 350,531,625 | | | | | | (34,846,324) | | | | | | 174,728,264 | | | | | | 199,513,946 | | |
Forward foreign currency contracts | | | | | 421 | | | | | | (90,751) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 49,637 | | | | | | (3,581) | | | | | | — | | | | | | — | | |
Futures | | | | | 2,124,625 | | | | | | 131,749 | | | | | | 438,812 | | | | | | 520,877 | | |
Net change in unrealized appreciation (depreciation) | | | | | 352,706,308 | | | | | | (34,808,907) | | | | | | 175,167,076 | | | | | | 200,034,823 | | |
Net realized and unrealized gain | | | | | 326,899,206 | | | | | | 18,256,751 | | | | | | 227,366,833 | | | | | | 238,825,691 | | |
Increase in net assets resulting from operations | | | | $ | 376,832,943 | | | | | $ | 20,471,388 | | | | | $ | 233,657,599 | | | | | $ | 252,862,756 | | |
* Foreign taxes withheld | | | | $ | 5,040,351 | | | | | $ | 357,304 | | | | | $ | 99 | | | | | $ | 1,245 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 10,989,296 | | | | | $ | 2,898,984 | | | | | $ | 24,342,630 | | | | | $ | 11,214,370 | | |
Dividends from affiliates | | | | | — | | | | | | 305 | | | | | | 8,120 | | | | | | — | | |
Interest | | | | | 3,608 | | | | | | 2,690 | | | | | | 13,193 | | | | | | 10,415 | | |
Securities lending income, net | | | | | 8,616 | | | | | | 33,893 | | | | | | 322,510 | | | | | | 1,082,971 | | |
Total investment income | | | | | 11,001,520 | | | | | | 2,935,872 | | | | | | 24,686,453 | | | | | | 12,307,756 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,852,283 | | | | | | 1,535,733 | | | | | | 5,782,144 | | | | | | 3,514,233 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 22 | | | | | | — | | | | | | 880,874 | | | | | | 541,157 | | |
Class S | | | | | 777,263 | | | | | | 710,740 | | | | | | 687,386 | | | | | | 515,480 | | |
Class S2 | | | | | — | | | | | | 6,987 | | | | | | 56,394 | | | | | | 30,583 | | |
Transfer agent fees | | | | | 865 | | | | | | 522 | | | | | | 2,440 | | | | | | 1,485 | | |
Shareholder reporting expense | | | | | 27,946 | | | | | | 14,056 | | | | | | 54,750 | | | | | | 39,811 | | |
Professional fees | | | | | 27,566 | | | | | | 12,884 | | | | | | 83,950 | | | | | | 50,285 | | |
Custody and accounting expense | | | | | 47,368 | | | | | | 20,305 | | | | | | 162,625 | | | | | | 100,454 | | |
Directors fees | | | | | 16,124 | | | | | | 12,294 | | | | | | 56,411 | | | | | | 32,695 | | |
Licensing fee (Note 8) | | | | | 68,495 | | | | | | 58,917 | | | | | | 169,219 | | | | | | 109,925 | | |
Miscellaneous expense | | | | | 18,260 | | | | | | 9,052 | | | | | | 56,972 | | | | | | 37,839 | | |
Interest expense | | | | | — | | | | | | 1,982 | | | | | | 14,659 | | | | | | 2,009 | | |
Total expenses | | | | | 2,836,192 | | | | | | 2,383,472 | | | | | | 8,007,824 | | | | | | 4,975,956 | | |
Waived and reimbursed fees | | | | | (403,106) | | | | | | (431,234) | | | | | | (1,115,123) | | | | | | (489,726) | | |
Net expenses | | | | | 2,433,086 | | | | | | 1,952,238 | | | | | | 6,892,701 | | | | | | 4,486,230 | | |
Net investment income | | | | | 8,568,434 | | | | | | 983,634 | | | | | | 17,793,752 | | | | | | 7,821,526 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 23,552,373 | | | | | | 36,477,529 | | | | | | 174,191,858 | | | | | | 45,228,009 | | |
Affiliates | | | | | — | | | | | | 1,365 | | | | | | 230,739 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | — | | | | | | 4 | | |
Futures | | | | | 693,863 | | | | | | 650,218 | | | | | | 2,700,059 | | | | | | 2,644,041 | | |
Net realized gain | | | | | 24,246,236 | | | | | | 37,129,112 | | | | | | 177,122,656 | | | | | | 47,872,054 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 60,796,363 | | | | | | 51,250,877 | | | | | | 177,823,259 | | | | | | 128,990,672 | | |
Affiliated underlying funds | | | | | — | | | | | | 22,527 | | | | | | 384,894 | | | | | | — | | |
Futures | | | | | 427,015 | | | | | | 9,514 | | | | | | 1,557,670 | | | | | | 1,564,268 | | |
Net change in unrealized appreciation (depreciation) | | | | | 61,223,378 | | | | | | 51,282,918 | | | | | | 179,765,823 | | | | | | 130,554,940 | | |
Net realized and unrealized gain | | | | | 85,469,614 | | | | | | 88,412,030 | | | | | | 356,888,479 | | | | | | 178,426,994 | | |
Increase in net assets resulting from operations | | | | $ | 94,038,048 | | | | | $ | 89,395,664 | | | | | $ | 374,682,231 | | | | | $ | 186,248,520 | | |
* Foreign taxes withheld | | | | $ | 1,025 | | | | | $ | — | | | | | $ | 2,500 | | | | | $ | 3,498 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
INVESTMENT INCOME: | | | | | | | |
Dividends | | | | $ | 155,181 | | |
Interest | | | | | 91,086,528 | | |
Securities lending income, net | | | | | 507,825 | | |
Total investment income | | | | | 91,749,534 | | |
EXPENSES: | | | | | | | |
Investment management fees | | | | | 11,288,162 | | |
Distribution and shareholder service fees: | | | | | | | |
Class ADV | | | | | 134,845 | | |
Class S | | | | | 439,639 | | |
Class S2 | | | | | 5,494 | | |
Transfer agent fees | | | | | 4,627 | | |
Shareholder reporting expense | | | | | 91,250 | | |
Professional fees | | | | | 181,115 | | |
Custody and accounting expense | | | | | 341,743 | | |
Directors fees | | | | | 128,342 | | |
Miscellaneous expense | | | | | 113,806 | | |
Total expenses | | | | | 12,729,023 | | |
Waived and reimbursed fees | | | | | (2,201,215) | | |
Net expenses | | | | | 10,527,808 | | |
Net investment income | | | | | 81,221,726 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
Net realized gain (loss) on: | | | | | | | |
Investments | | | | | 45,772,173 | | |
Futures | | | | | 64,714 | | |
Swaps | | | | | (729,740) | | |
Net realized gain | | | | | 45,107,147 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | |
Investments | | | | | 134,637,130 | | |
Futures | | | | | (2,230) | | |
Swaps | | | | | (152,800) | | |
Net change in unrealized appreciation (depreciation) | | | | | 134,482,100 | | |
Net realized and unrealized gain | | | | | 179,589,247 | | |
Increase in net assets resulting from operations | | | | $ | 260,810,973 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index 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 | | | | $ | 13,846,589 | | | | | $ | 17,218,140 | | | | | $ | 8,880,570 | | | | | $ | 10,014,412 | | |
Net realized gain (loss) | | | | | 50,129,938 | | | | | | (5,785,938) | | | | | | 36,071,214 | | | | | | 3,270,724 | | |
Net change in unrealized appreciation (depreciation) | | | | | 60,862,626 | | | | | | (140,986,605) | | | | | | 11,025,750 | | | | | | (77,542,114) | | |
Increase (decrease) in net assets resulting from operations | | | | | 124,839,153 | | | | | | (129,554,403) | | | | | | 55,977,534 | | | | | | (64,256,978) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (1,860,313) | | | | | | (965,077) | | |
Class I | | | | | (9,468,409) | | | | | | (10,859,398) | | | | | | (17,041,063) | | | | | | (15,782,116) | | |
Class P2 | | | | | (5,628,982) | | | | | | (6,287,864) | | | | | | — | | | | | | — | | |
Class S | | | | | (74) | | | | | | (82) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (15,097,465) | | | | | | (17,147,344) | | | | | | (18,901,376) | | | | | | (16,747,193) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 163,340,384 | | | | | | 401,017,287 | | | | | | 5,817,756 | | | | | | 88,282,361 | | |
Reinvestment of distributions | | | | | 15,097,391 | | | | | | 17,147,262 | | | | | | 18,901,376 | | | | | | 16,747,193 | | |
| | | | | 178,437,775 | | | | | | 418,164,549 | | | | | | 24,719,132 | | | | | | 105,029,554 | | |
Cost of shares redeemed | | | | | (434,069,780) | | | | | | (222,543,062) | | | | | | (389,407,364) | | | | | | (57,239,918) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (255,632,005) | | | | | | 195,621,487 | | | | | | (364,688,232) | | | | | | 47,789,636 | | |
Net increase (decrease) in net assets | | | | | (145,890,317) | | | | | | 48,919,740 | | | | | | (327,612,074) | | | | | | (33,214,535) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 771,224,621 | | | | | | 722,304,881 | | | | | | 344,864,903 | | | | | | 378,079,438 | | |
End of year or period | | | | $ | 625,334,304 | | | | | $ | 771,224,621 | | | | | $ | 17,252,829 | | | | | $ | 344,864,903 | | |
| | | Voya FTSE 100 Index® Portfolio | | | Voya Hang Seng Index 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 | | | | $ | 7,380,484 | | | | | $ | 9,609,834 | | | | | $ | 1,133,777 | | | | | $ | 1,453,169 | | |
Net realized gain (loss) | | | | | (3,955,806) | | | | | | 7,030,453 | | | | | | 7,397,364 | | | | | | 9,705,232 | | |
Net change in unrealized appreciation (depreciation) | | | | | 19,180,982 | | | | | | (50,811,957) | | | | | | (5,293,887) | | | | | | (16,083,827) | | |
Increase (decrease) in net assets resulting from operations | | | | | 22,605,660 | | | | | | (34,171,670) | | | | | | 3,237,254 | | | | | | (4,925,426) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (894,041) | | | | | | (420,703) | | | | | | (215,788) | | | | | | (148,035) | | |
Class I(1) | | | | | (23,564,610) | | | | | | (18,187,648) | | | | | | (5,364,923) | | | | | | (6,342,613) | | |
Class S | | | | | — | | | | | | — | | | | | | (7,121,190) | | | | | | (4,834,095) | | |
Total distributions | | | | | (24,458,651) | | | | | | (18,608,351) | | | | | | (12,701,901) | | | | | | (11,324,743) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,956,338 | | | | | | 31,479,884 | | | | | | 6,814,769 | | | | | | 6,579,130 | | |
Reinvestment of distributions | | | | | 24,458,651 | | | | | | 18,608,351 | | | | | | 12,701,901 | | | | | | 11,324,607 | | |
| | | | | 31,414,989 | | | | | | 50,088,235 | | | | | | 19,516,670 | | | | | | 17,903,737 | | |
Cost of shares redeemed | | | | | (240,197,814) | | | | | | (59,906,351) | | | | | | (31,618,730) | | | | | | (32,733,639) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (208,782,825) | | | | | | (9,818,116) | | | | | | (12,102,060) | | | | | | (14,829,902) | | |
Net decrease in net assets | | | | | (210,635,816) | | | | | | (62,598,137) | | | | | | (21,566,707) | | | | | | (31,080,071) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 215,094,684 | | | | | | 277,692,821 | | | | | | 42,502,559 | | | | | | 73,582,630 | | |
End of year or period | | | | $ | 4,458,868 | | | | | $ | 215,094,684 | | | | | $ | 20,935,852 | | | | | $ | 42,502,559 | | |
| | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® 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 | | | | $ | 49,933,737 | | | | | $ | 43,160,760 | | | | | $ | 2,214,637 | | | | | $ | 4,110,077 | | |
Net realized gain (loss) | | | | | (25,807,102) | | | | | | (11,478,221) | | | | | | 53,065,658 | | | | | | 19,364,816 | | |
Net change in unrealized appreciation (depreciation) | | | | | 352,706,308 | | | | | | (283,529,197) | | | | | | (34,808,907) | | | | | | (59,802,799) | | |
Increase (decrease) in net assets resulting from operations | | | | | 376,832,943 | | | | | | (251,846,658) | | | | | | 20,471,388 | | | | | | (36,327,906) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (14,191,996) | | | | | | (14,583,530) | | | | | | (1,847,112) | | | | | | (995,866) | | |
Class I(1) | | | | | (3,328,047) | | | | | | (9,657,691) | | | | | | (33,455,868) | | | | | | (26,605,844) | | |
Class P2 | | | | | (25,244,979) | | | | | | (18,624,875) | | | | | | — | | | | | | — | | |
Class S | | | | | (2,107,770) | | | | | | (1,907,343) | | | | | | — | | | | | | — | | |
Class S2 | | | | | (39,451) | | | | | | (33,601) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (44,912,243) | | | | | | (44,807,040) | | | | | | (35,302,980) | | | | | | (27,601,710) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 861,054,531 | | | | | | 411,607,669 | | | | | | 14,147,875 | | | | | | 26,123,838 | | |
Reinvestment of distributions | | | | | 44,912,243 | | | | | | 44,807,040 | | | | | | 35,302,980 | | | | | | 27,601,710 | | |
| | | | | 905,966,774 | | | | | | 456,414,709 | | | | | | 49,450,855 | | | | | | 53,725,548 | | |
Cost of shares redeemed | | | | | (506,419,475) | | | | | | (241,224,528) | | | | | | (251,526,678) | | | | | | (68,932,052) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 399,547,299 | | | | | | 215,190,181 | | | | | | (202,075,823) | | | | | | (15,206,504) | | |
Net increase (decrease) in net assets | | | | | 731,467,999 | | | | | | (81,463,517) | | | | | | (216,907,415) | | | | | | (79,136,120) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,602,151,231 | | | | | | 1,683,614,748 | | | | | | 224,021,955 | | | | | | 303,158,075 | | |
End of year or period | | | | $ | 2,333,619,230 | | | | | $ | 1,602,151,231 | | | | | $ | 7,114,540 | | | | | $ | 224,021,955 | | |
| | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index 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 | | | | $ | 6,290,766 | | | | | $ | 6,356,116 | | | | | $ | 14,037,065 | | | | | $ | 13,074,300 | | |
Net realized gain | | | | | 52,199,757 | | | | | | 33,680,914 | | | | | | 38,790,868 | | | | | | 39,950,123 | | |
Net change in unrealized appreciation (depreciation) | | | | | 175,167,076 | | | | | | (45,139,688) | | | | | | 200,034,823 | | | | | | (83,241,566) | | |
Increase (decrease) in net assets resulting from operations | | | | | 233,657,599 | | | | | | (5,102,658) | | | | | | 252,862,756 | | | | | | (30,217,143) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (247) | | | | | | (178) | | | | | | (2,864,310) | | | | | | (582,782) | | |
Class I | | | | | (20,214,615) | | | | | | (15,890,149) | | | | | | (14,732,643) | | | | | | (4,457,407) | | |
Class S | | | | | (19,598,471) | | | | | | (14,748,818) | | | | | | (25,966,997) | | | | | | (7,830,458) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (37,491) | | | | | | (9,816) | | |
Total distributions | | | | | (39,813,333) | | | | | | (30,639,145) | | | | | | (43,601,441) | | | | | | (12,880,463) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 368,140,347 | | | | | | 65,389,731 | | | | | | 86,682,983 | | | | | | 90,167,086 | | |
Reinvestment of distributions | | | | | 39,813,333 | | | | | | 30,639,145 | | | | | | 43,601,441 | | | | | | 12,880,463 | | |
| | | | | 407,953,680 | | | | | | 96,028,876 | | | | | | 130,284,424 | | | | | | 103,047,549 | | |
Cost of shares redeemed | | | | | (105,499,344) | | | | | | (107,246,548) | | | | | | (152,021,884) | | | | | | (135,402,170) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 302,454,336 | | | | | | (11,217,672) | | | | | | (21,737,460) | | | | | | (32,354,621) | | |
Net increase (decrease) in net assets | | | | | 496,298,602 | | | | | | (46,959,475) | | | | | | 187,523,855 | | | | | | (75,452,227) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 650,630,254 | | | | | | 697,589,729 | | | | | | 831,786,479 | | | | | | 907,238,706 | | |
End of year or period | | | | $ | 1,146,928,856 | | | | | $ | 650,630,254 | | | | | $ | 1,019,310,334 | | | | | $ | 831,786,479 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index 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 | | | | $ | 8,568,434 | | | | | $ | 8,164,897 | | | | | $ | 983,634 | | | | | $ | 1,689,698 | | |
Net realized gain | | | | | 24,246,236 | | | | | | 14,817,302 | | | | | | 37,129,112 | | | | | | 27,512,695 | | |
Net change in unrealized appreciation (depreciation) | | | | | 61,223,378 | | | | | | (48,694,958) | | | | | | 51,282,918 | | | | | | (42,612,412) | | |
Increase (decrease) in net assets resulting from operations | | | | | 94,038,048 | | | | | | (25,712,759) | | | | | | 89,395,664 | | | | | | (13,410,019) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (227) | | | | | | (197) | | | | | | — | | | | | | — | | |
Class I | | | | | (5,759,075) | | | | | | (5,593,289) | | | | | | (2,227,224) | | | | | | (1,994,532) | | |
Class S | | | | | (17,231,205) | | | | | | (16,284,468) | | | | | | (26,707,539) | | | | | | (32,016,234) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (168,840) | | | | | | (183,519) | | |
Total distributions | | | | | (22,990,507) | | | | | | (21,877,954) | | | | | | (29,103,603) | | | | | | (34,194,285) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 620,047,616 | | | | | | 13,423,772 | | | | | | 329,604,556 | | | | | | 23,291,023 | | |
Reinvestment of distributions | | | | | 22,990,507 | | | | | | 21,877,954 | | | | | | 29,103,603 | | | | | | 34,194,285 | | |
| | | | | 643,038,123 | | | | | | 35,301,726 | | | | | | 358,708,159 | | | | | | 57,485,308 | | |
Cost of shares redeemed | | | | | (73,686,731) | | | | | | (63,052,579) | | | | | | (68,880,279) | | | | | | (53,463,586) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 569,351,392 | | | | | | (27,750,853) | | | | | | 289,827,880 | | | | | | 4,021,722 | | |
Net increase (decrease) in net assets | | | | | 640,398,933 | | | | | | (75,341,566) | | | | | | 350,119,941 | | | | | | (43,582,582) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 351,007,902 | | | | | | 426,349,468 | | | | | | 260,826,248 | | | | | | 304,408,830 | | |
End of year or period | | | | $ | 991,406,835 | | | | | $ | 351,007,902 | | | | | $ | 610,946,189 | | | | | $ | 260,826,248 | | |
| | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index 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 | | | | $ | 17,793,752 | | | | | $ | 20,528,125 | | | | | $ | 7,821,526 | | | | | $ | 7,257,588 | | |
Net realized gain | | | | | 177,122,656 | | | | | | 249,746,166 | | | | | | 47,872,054 | | | | | | 89,006,104 | | |
Net change in unrealized appreciation (depreciation) | | | | | 179,765,823 | | | | | | (400,533,441) | | | | | | 130,554,940 | | | | | | (186,603,003) | | |
Increase (decrease) in net assets resulting from operations | | | | | 374,682,231 | | | | | | (130,259,150) | | | | | | 186,248,520 | | | | | | (90,339,311) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (32,819,919) | | | | | | (21,932,754) | | | | | | (12,875,871) | | | | | | (7,219,605) | | |
Class I | | | | | (151,546,642) | | | | | | (139,465,666) | | | | | | (47,253,152) | | | | | | (30,423,046) | | |
Class P2 | | | | | (28,203,174) | | | | | | (21,984,898) | | | | | | (10,970,670) | | | | | | (5,231,806) | | |
Class S | | | | | (51,839,237) | | | | | | (37,435,605) | | | | | | (23,432,979) | | | | | | (15,340,373) | | |
Class S2 | | | | | (2,702,608) | | | | | | (1,985,993) | | | | | | (941,927) | | | | | | (497,689) | | |
Total distributions | | | | | (267,111,580) | | | | | | (222,804,916) | | | | | | (95,474,599) | | | | | | (58,712,519) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 135,608,085 | | | | | | 188,609,464 | | | | | | 332,331,620 | | | | | | 140,399,863 | | |
Reinvestment of distributions | | | | | 267,111,580 | | | | | | 222,804,916 | | | | | | 95,474,599 | | | | | | 58,712,519 | | |
| | | | | 402,719,665 | | | | | | 411,414,380 | | | | | | 427,806,219 | | | | | | 199,112,382 | | |
Cost of shares redeemed | | | | | (453,108,397) | | | | | | (636,206,115) | | | | | | (225,081,351) | | | | | | (238,196,909) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (50,388,732) | | | | | | (224,791,735) | | | | | | 202,724,868 | | | | | | (39,084,527) | | |
Net increase (decrease) in net assets | | | | | 57,181,919 | | | | | | (577,855,801) | | | | | | 293,498,789 | | | | | | (188,136,357) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,361,192,773 | | | | | | 1,939,048,574 | | | | ��� | | 762,372,620 | | | | | | 950,508,977 | | |
End of year or period | | | | $ | 1,418,374,692 | | | | | $ | 1,361,192,773 | | | | | $ | 1,055,871,409 | | | | | $ | 762,372,620 | | |
| | | Voya U.S. Bond Index Portfolio | | |||||||||
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 81,221,726 | | | | | $ | 82,815,202 | | |
Net realized gain (loss) | | | | | 45,107,147 | | | | | | (20,406,139) | | |
Net change in unrealized appreciation (depreciation) | | | | | 134,482,100 | | | | | | (73,630,085) | | |
Increase (decrease) in net assets resulting from operations | | | | | 260,810,973 | | | | | | (11,221,022) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | (518,427) | | | | | | (537,178) | | |
Class I | | | | | (48,182,986) | | | | | | (55,171,052) | | |
Class P2 | | | | | (26,983,015) | | | | | | (20,551,311) | | |
Class S | | | | | (3,819,948) | | | | | | (3,722,878) | | |
Class S2 | | | | | (27,863) | | | | | | (47,855) | | |
Total distributions | | | | | (79,532,239) | | | | | | (80,030,274) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 778,754,093 | | | | | | 865,531,749 | | |
Reinvestment of distributions | | | | | 79,430,922 | | | | | | 80,016,392 | | |
| | | | | 858,185,015 | | | | | | 945,548,141 | | |
Cost of shares redeemed | | | | | (1,115,039,001) | | | | | | (1,032,277,005) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (256,853,986) | | | | | | (86,728,864) | | |
Net decrease in net assets | | | | | (75,575,252) | | | | | | (177,980,160) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,202,504,838 | | | | | | 3,380,484,998 | | |
End of year or period | | | | $ | 3,126,929,586 | | | | | $ | 3,202,504,838 | | |
| | | | | | | | | 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 Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.66 | | | | | | 0.21• | | | | | | 1.65 | | | | | | 1.86 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 12.24 | | | | | | 17.76 | | | | | | 0.87 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.88 | | | | | | 321,682 | | | | | | 20 | | |
12-31-18 | | | | | 12.85 | | | | | | 0.25 | | | | | | (2.14) | | | | | | (1.89) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.66 | | | | | | (15.07) | | | | | | 0.81 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.05 | | | | | | 499,268 | | | | | | 12 | | |
12-31-17 | | | | | 9.56 | | | | | | 0.19• | | | | | | 3.28 | | | | | | 3.47 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.85 | | | | | | 36.65 | | | | | | 0.82 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.71 | | | | | | 502,979 | | | | | | 18 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.18 | | | | | | 0.73 | | | | | | 0.91 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.56 | | | | | | 10.48 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.80 | | | | | | 528,461 | | | | | | 34 | | |
12-31-15 | | | | | 10.65 | | | | | | 0.20• | | | | | | (1.78) | | | | | | (1.58) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.85 | | | | | | (15.28) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.92 | | | | | | 510,962 | | | | | | 19 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.74 | | | | | | 0.29• | | | | | | 1.64 | | | | | | 1.93 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 12.39 | | | | | | 18.29 | | | | | | 0.87 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.49 | | | | | | 303,648 | | | | | | 20 | | |
12-31-18 | | | | | 12.88 | | | | | | 0.29• | | | | | | (2.13) | | | | | | (1.84) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.74 | | | | | | (14.64) | | | | | | 0.81 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.44 | | | | | | 271,954 | | | | | | 12 | | |
05-03-17(5) - 12-31-17 | | | | | 10.99 | | | | | | 0.20• | | | | | | 1.87 | | | | | | 2.07 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.88 | | | | | | 19.15 | | | | | | 0.82 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.56 | | | | | | 219,322 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.71 | | | | | | 0.21 | | | | | | 1.64 | | | | | | 1.85 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.31 | | | | | | 17.55 | | | | | | 1.12 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.83 | | | | | | 4 | | | | | | 20 | | |
12-31-18 | | | | | 12.91 | | | | | | 0.21 | | | | | | (2.14) | | | | | | (1.93) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.71 | | | | | | (15.26) | | | | | | 1.06 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.71 | | | | | | 3 | | | | | | 12 | | |
12-31-17 | | | | | 9.55 | | | | | | 0.17 | | | | | | 3.28 | | | | | | 3.45 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 12.91 | | | | | | 36.35 | | | | | | 1.07 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.52 | | | | | | 4 | | | | | | 18 | | |
12-31-16 | | | | | 8.82 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.55 | | | | | | 10.66 | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.16 | | | | | | 3 | | | | | | 34 | | |
12-31-15 | | | | | 10.61 | | | | | | 0.17• | | | | | | (1.76) | | | | | | (1.59) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.82 | | | | | | (15.43) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.73 | | | | | | 11 | | | | | | 19 | | |
Voya Euro STOXX 50® Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.14 | | | | | | 0.22• | | | | | | 1.98 | | | | | | 2.20 | | | | | | 1.11 | | | | | | 0.02 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.21 | | | | | | 25.22 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.24 | | | | | | 17,203 | | | | | | 1 | | |
12-31-18 | | | | | 11.38 | | | | | | 0.24• | | | | | | (2.03) | | | | | | (1.79) | | | | | | 0.26 | | | | | | 0.19 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.14 | | | | | | (16.43) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.27 | | | | | | 17,714 | | | | | | 11 | | |
12-31-17 | | | | | 9.48 | | | | | | 0.20• | | | | | | 2.04 | | | | | | 2.24 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.38 | | | | | | 23.83 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.83 | | | | | | 25,514 | | | | | | 2 | | |
12-31-16 | | | | | 9.64 | | | | | | 0.25• | | | | | | (0.24) | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.48 | | | | | | 0.16 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.75 | | | | | | 22,343 | | | | | | 37 | | |
12-31-15 | | | | | 10.39 | | | | | | 0.24• | | | | | | (0.69) | | | | | | (0.45) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.64 | | | | | | (4.64) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.26 | | | | | | 31,758 | | | | | | 15 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.23 | | | | | | 0.40• | | | | | | 1.85 | | | | | | 2.25 | | | | | | 1.21 | | | | | | 0.02 | | | | | | — | | | | | | 1.23 | | | | | | — | | | | | | 10.25 | | | | | | 25.72 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.92 | | | | | | 50 | | | | | | 1 | | |
12-31-18 | | | | | 11.49 | | | | | | 0.27 | | | | | | (2.02) | | | | | | (1.75) | | | | | | 0.32 | | | | | | 0.19 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 9.23 | | | | | | (16.00) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.65 | | | | | | 327,151 | | | | | | 11 | | |
12-31-17 | | | | | 9.58 | | | | | | 0.27• | | | | | | 2.04 | | | | | | 2.31 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.49 | | | | | | 24.34 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.51 | | | | | | 352,566 | | | | | | 2 | | |
12-31-16 | | | | | 9.74 | | | | | | 0.31• | | | | | | (0.25) | | | | | | 0.06 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.58 | | | | | | 0.78 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.32 | | | | | | 382,834 | | | | | | 37 | | |
12-31-15 | | | | | 10.49 | | | | | | 0.28• | | | | | | (0.68) | | | | | | (0.40) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.74 | | | | | | (4.21) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.63 | | | | | | 397,346 | | | | | | 15 | | |
Voya FTSE 100 Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 7.89 | | | | | | 0.34• | | | | | | 1.13 | | | | | | 1.47 | | | | | | 1.37 | | | | | | 0.28 | | | | | | — | | | | | | 1.65 | | | | | | — | | | | | | 7.71 | | | | | | 20.82 | | | | | | 1.60 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 4.21 | | | | | | 4,459 | | | | | | 3 | | |
12-31-18 | | | | | 9.85 | | | | | | 0.32• | | | | | | (1.61) | | | | | | (1.29) | | | | | | 0.42 | | | | | | 0.25 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 7.89 | | | | | | (14.28) | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.47 | | | | | | 4,369 | | | | | | 9 | | |
12-31-17 | | | | | 8.66 | | | | | | 0.30• | | | | | | 1.50 | | | | | | 1.80 | | | | | | 0.30 | | | | | | 0.31 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.85 | | | | | | 21.60 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.32 | | | | | | 5,376 | | | | | | 4 | | |
12-31-16 | | | | | 9.56 | | | | | | 0.30• | | | | | | (0.47) | | | | | | (0.17) | | | | | | 0.40 | | | | | | 0.33 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 8.66 | | | | | | (1.67) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.41 | | | | | | 4,826 | | | | | | 22 | | |
12-31-15 | | | | | 11.29 | | | | | | 0.32 | | | | | | (1.01) | | | | | | (0.69) | | | | | | 0.73 | | | | | | 0.31 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 9.56 | | | | | | (7.22) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.06 | | | | | | 6,484 | | | | | | 8 | | |
| | | | | | | | | 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 Hang Seng Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 13.09 | | | | | | 0.28* | | | | | | 1.09 | | | | | | 1.37 | | | | | | 0.80 | | | | | | 3.29 | | | | | | — | | | | | | 4.09 | | | | | | — | | | | | | 10.37 | | | | | | 12.02 | | | | | | 1.38 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.36 | | | | | | 684 | | | | | | 14 | | |
12-31-18 | | | | | 17.59 | | | | | | 0.34• | | | | | | (1.98) | | | | | | (1.64) | | | | | | 0.74 | | | | | | 2.12 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 13.09 | | | | | | (11.78) | | | | | | 1.42 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 2.18 | | | | | | 692 | | | | | | 6 | | |
12-31-17 | | | | | 12.73 | | | | | | 0.40• | | | | | | 4.54 | | | | | | 4.94 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 17.59 | | | | | | 38.97 | | | | | | 1.37 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.60 | | | | | | 1,026 | | | | | | 9 | | |
12-31-16 | | | | | 13.14 | | | | | | 0.30• | | | | | | 0.00* | | | | | | 0.30 | | | | | | 0.50 | | | | | | 0.21 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 12.73 | | | | | | 2.85 | | | | | | 1.36 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 2.41 | | | | | | 905 | | | | | | 17 | | |
12-31-15 | | | | | 14.22 | | | | | | 0.31• | | | | | | (1.02) | | | | | | (0.71) | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 13.14 | | | | | | (5.52) | | | | | | 1.37 | | | | | | 1.19 | | | | | | 1.19 | | | | | | 2.09 | | | | | | 1,192 | | | | | | 7 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 13.14 | | | | | | 0.43* | | | | | | 0.98 | | | | | | 1.41 | | | | | | 0.87 | | | | | | 3.29 | | | | | | — | | | | | | 4.16 | | | | | | — | | | | | | 10.39 | | | | | | 12.32 | | | | | | 1.13 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.64 | | | | | | 20,252 | | | | | | 14 | | |
12-31-18 | | | | | 17.65 | | | | | | 0.39• | | | | | | (1.99) | | | | | | (1.60) | | | | | | 0.79 | | | | | | 2.12 | | | | | | — | | | | | | 2.91 | | | | | | — | | | | | | 13.14 | | | | | | (11.53) | | | | | | 1.17 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.52 | | | | | | 22,515 | | | | | | 6 | | |
12-31-17 | | | | | 12.78 | | | | | | 0.45• | | | | | | 4.55 | | | | | | 5.00 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 17.65 | | | | | | 39.33 | | | | | | 1.12 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.90 | | | | | | 30,686 | | | | | | 9 | | |
12-31-16 | | | | | 13.21 | | | | | | 0.33• | | | | | | 0.00* | | | | | | 0.33 | | | | | | 0.55 | | | | | | 0.21 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 12.78 | | | | | | 3.07 | | | | | | 1.11 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 2.62 | | | | | | 25,423 | | | | | | 17 | | |
12-31-15 | | | | | 14.30 | | | | | | 0.35• | | | | | | (1.01) | | | | | | (0.66) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.21 | | | | | | (5.23) | | | | | | 1.12 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.40 | | | | | | 30,748 | | | | | | 7 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 8.83 | | | | | | 0.23• | | | | | | 1.58 | | | | | | 1.81 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.39 | | | | | | 20.86 | | | | | | 1.03 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.39 | | | | | | 542,257 | | | | | | 15 | | |
12-31-18 | | | | | 10.51 | | | | | | 0.21• | | | | | | (1.66) | | | | | | (1.45) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.83 | | | | | | (14.11) | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.11 | | | | | | 524,307 | | | | | | 3 | | |
12-31-17 | | | | | 8.63 | | | | | | 0.19• | | | | | | 1.88 | | | | | | 2.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.51 | | | | | | 24.19 | | | | | | 1.03 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.00 | | | | | | 692,747 | | | | | | 4 | | |
12-31-16 | | | | | 8.83 | | | | | | 0.20• | | | | | | (0.18) | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.63 | | | | | | 0.37 | | | | | | 1.05 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.30 | | | | | | 692,197 | | | | | | 3 | | |
12-31-15 | | | | | 9.19 | | | | | | 0.19• | | | | | | (0.30) | | | | | | (0.11) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.83 | | | | | | (1.43)(a) | | | | | | 1.06 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.03 | | | | | | 803,990 | | | | | | 2 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.02 | | | | | | 0.24• | | | | | | 1.66 | | | | | | 1.90 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.61 | | | | | | 21.44 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.38 | | | | | | 700,568 | | | | | | 15 | | |
12-31-18 | | | | | 10.74 | | | | | | 0.26• | | | | | | (1.69) | | | | | | (1.43) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.02 | | | | | | (13.73) | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.58 | | | | | | 299,378 | | | | | | 3 | | |
12-31-17 | | | | | 8.81 | | | | | | 0.26• | | | | | | 1.91 | | | | | | 2.17 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.74 | | | | | | 24.88 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.65 | | | | | | 319,369 | | | | | | 4 | | |
12-31-16 | | | | | 9.02 | | | | | | 0.24• | | | | | | (0.17) | | | | | | 0.07 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 8.81 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.72 | | | | | | 557,788 | | | | | | 3 | | |
12-31-15 | | | | | 9.37 | | | | | | 0.24• | | | | | | (0.29) | | | | | | (0.05) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.02 | | | | | | (0.88)(a) | | | | | | 0.56 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.51 | | | | | | 473,681 | | | | | | 2 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.07 | | | | | | 0.31• | | | | | | 1.63 | | | | | | 1.94 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.70 | | | | | | 21.78 | | | | | | 0.53 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 3.10 | | | | | | 1,011,708 | | | | | | 15 | | |
12-31-18 | | | | | 10.76 | | | | | | 0.29• | | | | | | (1.69) | | | | | | (1.40) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.07 | | | | | | (13.42) | | | | | | 0.54 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.84 | | | | | | 708,457 | | | | | | 3 | | |
05-03-17(5) - 12-31-17 | | | | | 9.79 | | | | | | 0.16• | | | | | | 1.05 | | | | | | 1.21 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.76 | | | | | | 12.59 | | | | | | 0.53 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.42 | | | | | | 589,019 | | | | | | 4 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 8.96 | | | | | | 0.27 | | | | | | 1.58 | | | | | | 1.85 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.53 | | | | | | 21.04 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.60 | | | | | | 77,950 | | | | | | 15 | | |
12-31-18 | | | | | 10.66 | | | | | | 0.24 | | | | | | (1.68) | | | | | | (1.44) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 8.96 | | | | | | (13.86) | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.33 | | | | | | 68,720 | | | | | | 3 | | |
12-31-17 | | | | | 8.75 | | | | | | 0.22• | | | | | | 1.90 | | | | | | 2.12 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.66 | | | | | | 24.51 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.23 | | | | | | 81,188 | | | | | | 4 | | |
12-31-16 | | | | | 8.96 | | | | | | 0.22• | | | | | | (0.18) | | | | | | 0.04 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.75 | | | | | | 0.55 | | | | | | 0.80 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.55 | | | | | | 73,054 | | | | | | 3 | | |
12-31-15 | | | | | 9.30 | | | | | | 0.21• | | | | | | (0.28) | | | | | | (0.07) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 8.96 | | | | | | (1.07)(a) | | | | | | 0.81 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.25 | | | | | | 86,837 | | | | | | 2 | | |
| | | | | | | | | 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 International Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 8.94 | | | | | | 0.25• | | | | | | 1.59 | | | | | | 1.84 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.51 | | | | | | 20.93 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.57 | | | | | | 1,136 | | | | | | 15 | | |
12-31-18 | | | | | 10.65 | | | | | | 0.22• | | | | | | (1.68) | | | | | | (1.46) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.94 | | | | | | (14.07) | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.19 | | | | | | 1,289 | | | | | | 3 | | |
12-31-17 | | | | | 8.71 | | | | | | 0.20• | | | | | | 1.91 | | | | | | 2.11 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.65 | | | | | | 24.44 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.03 | | | | | | 1,292 | | | | | | 4 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | (0.19) | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.71 | | | | | | 0.37 | | | | | | 0.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.50 | | | | | | 1,424 | | | | | | 3 | | |
12-31-15 | | | | | 9.26 | | | | | | 0.19• | | | | | | (0.28) | | | | | | (0.09) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.94 | | | | | | (1.25)(a) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.99 | | | | | | 1,498 | | | | | | 2 | | |
Voya Japan TOPIX Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 9.72 | | | | | | 0.12• | | | | | | 1.31 | | | | | | 1.43 | | | | | | 0.64 | | | | | | 1.95 | | | | | | — | | | | | | 2.59 | | | | | | — | | | | | | 8.56 | | | | | | 17.00 | | | | | | 1.33 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 1.28 | | | | | | 7,115 | | | | | | 4 | | |
12-31-18 | | | | | 12.57 | | | | | | 0.12• | | | | | | (1.78) | | | | | | (1.66) | | | | | | 0.23 | | | | | | 0.96 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 9.72 | | | | | | (14.83) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.04 | | | | | | 7,450 | | | | | | 5 | | |
12-31-17 | | | | | 10.43 | | | | | | 0.11• | | | | | | 2.47 | | | | | | 2.58 | | | | | | 0.16 | | | | | | 0.28 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.57 | | | | | | 25.41 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.95 | | | | | | 11,532 | | | | | | 8 | | |
12-31-16 | | | | | 10.70 | | | | | | 0.11• | | | | | | 0.16 | | | | | | 0.27 | | | | | | 0.09 | | | | | | 0.45 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.43 | | | | | | 2.92 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.04 | | | | | | 10,944 | | | | | | 1 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.07• | | | | | | 0.97 | | | | | | 1.04 | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.70 | | | | | | 10.50 | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.69 | | | | | | 23,399 | | | | | | 16 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 33.18 | | | | | | 0.17• | | | | | | 11.14 | | | | | | 11.31 | | | | | | 0.20 | | | | | | 1.75 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 42.54 | | | | | | 35.19 | | | | | | 1.04 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.45 | | | | | | 6 | | | | | | 19 | | |
12-31-18 | | | | | 35.05 | | | | | | 0.17 | | | | | | (0.57) | | | | | | (0.40) | | | | | | 0.23 | | | | | | 1.24 | | | | | | — | | | | | | 1.47 | | | | | | — | | | | | | 33.18 | | | | | | (1.44) | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.49 | | | | | | 4 | | | | | | 9 | | |
12-31-17 | | | | | 27.04 | | | | | | 0.20 | | | | | | 8.04 | | | | | | 8.24 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 35.05 | | | | | | 30.60 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.64 | | | | | | 4 | | | | | | 14 | | |
12-31-16 | | | | | 25.76 | | | | | | 0.24 | | | | | | 1.32 | | | | | | 1.56 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.04 | | | | | | 6.13 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 3 | | | | | | 19 | | |
07-13-15(5) - 12-31-15 | | | | | 25.51 | | | | | | 0.10• | | | | | | 0.15 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.76 | | | | | | 0.98 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.86 | | | | | | 3 | | | | | | 19 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 33.49 | | | | | | 0.36 | | | | | | 11.24 | | | | | | 11.60 | | | | | | 0.38 | | | | | | 1.75 | | | | | | — | | | | | | 2.13 | | | | | | — | | | | | | 42.96 | | | | | | 35.84 | | | | | | 0.54 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.96 | | | | | | 446,528 | | | | | | 19 | | |
12-31-18 | | | | | 35.35 | | | | | | 0.37• | | | | | | (0.60) | | | | | | (0.23) | | | | | | 0.39 | | | | | | 1.24 | | | | | | — | | | | | | 1.63 | | | | | | — | | | | | | 33.49 | | | | | | (0.97) | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.00 | | | | | | 329,022 | | | | | | 9 | | |
12-31-17 | | | | | 27.24 | | | | | | 0.36• | | | | | | 8.10 | | | | | | 8.46 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 35.35 | | | | | | 31.26 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.15 | | | | | | 354,275 | | | | | | 14 | | |
12-31-16 | | | | | 25.90 | | | | | | 0.37 | | | | | | 1.31 | | | | | | 1.68 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.24 | | | | | | 6.57 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 284,194 | | | | | | 19 | | |
12-31-15 | | | | | 24.35 | | | | | | 0.35 | | | | | | 1.49 | | | | | | 1.84 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 25.90 | | | | | | 7.60 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 283,736 | | | | | | 19 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 33.29 | | | | | | 0.26• | | | | | | 11.16 | | | | | | 11.42 | | | | | | 0.28 | | | | | | 1.75 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 42.68 | | | | | | 35.47 | | | | | | 0.79 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.69 | | | | | | 700,395 | | | | | | 19 | | |
12-31-18 | | | | | 35.15 | | | | | | 0.27• | | | | | | (0.59) | | | | | | (0.32) | | | | | | 0.30 | | | | | | 1.24 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 33.29 | | | | | | (1.21) | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.75 | | | | | | 321,604 | | | | | | 9 | | |
12-31-17 | | | | | 27.10 | | | | | | 0.28• | | | | | | 8.06 | | | | | | 8.34 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.15 | | | | | | 30.93 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.90 | | | | | | 343,310 | | | | | | 14 | | |
12-31-16 | | | | | 25.77 | | | | | | 0.28 | | | | | | 1.33 | | | | | | 1.61 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.10 | | | | | | 6.31 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 281,265 | | | | | | 19 | | |
12-31-15 | | | | | 24.23 | | | | | | 0.28 | | | | | | 1.50 | | | | | | 1.78 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 25.77 | | | | | | 7.37 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 275,410 | | | | | | 19 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 19.55 | | | | | | 0.26• | | | | | | 5.57 | | | | | | 5.83 | | | | | | 0.30 | | | | | | 0.70 | | | | | | — | | | | | | 1.00 | | | | | | — | | | | | | 24.38 | | | | | | 30.66 | | | | | | 0.89 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.16 | | | | | | 78,254 | | | | | | 5 | | |
12-31-18 | | | | | 20.60 | | | | | | 0.24• | | | | | | (1.03) | | | | | | (0.79) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 19.55 | | | | | | (3.92) | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.13 | | | | | | 54,275 | | | | | | 5 | | |
12-31-17 | | | | | 17.10 | | | | | | 0.22• | | | | | | 3.51 | | | | | | 3.73 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.60 | | | | | | 21.96 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.17 | | | | | | 43,874 | | | | | | 6 | | |
12-31-16 | | | | | 15.71 | | | | | | 0.22 | | | | | | 1.40 | | | | | | 1.62 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 17.10 | | | | | | 10.45 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.37 | | | | | | 34,466 | | | | | | 5 | | |
12-31-15 | | | | | 15.66 | | | | | | 0.20• | | | | | | 0.04 | | | | | | 0.24 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.71 | | | | | | 1.52 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.27 | | | | | | 32,065 | | | | | | 6 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Large Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 19.94 | | | | | | 0.36 | | | | | | 5.70 | | | | | | 6.06 | | | | | | 0.38 | | | | | | 0.70 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 24.92 | | | | | | 31.34 | | | | | | 0.39 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.66 | | | | | | 347,630 | | | | | | 5 | | |
12-31-18 | | | | | 20.99 | | | | | | 0.35• | | | | | | (1.05) | | | | | | (0.70) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 19.94 | | | | | | (3.46) | | | | | | 0.38 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.62 | | | | | | 260,309 | | | | | | 5 | | |
12-31-17 | | | | | 17.41 | | | | | | 0.32 | | | | | | 3.57 | | | | | | 3.89 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 20.99 | | | | | | 22.57 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.68 | | | | | | 272,429 | | | | | | 6 | | |
12-31-16 | | | | | 16.00 | | | | | | 0.31• | | | | | | 1.41 | | | | | | 1.72 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.41 | | | | | | 10.95 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.87 | | | | | | 220,228 | | | | | | 5 | | |
12-31-15 | | | | | 15.93 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.00 | | | | | | 2.09 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.78 | | | | | | 186,401 | | | | | | 6 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 19.80 | | | | | | 0.32• | | | | | | 5.63 | | | | | | 5.95 | | | | | | 0.32 | | | | | | 0.70 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 24.73 | | | | | | 30.96 | | | | | | 0.64 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.42 | | | | | | 592,415 | | | | | | 5 | | |
12-31-18 | | | | | 20.84 | | | | | | 0.29• | | | | | | (1.04) | | | | | | (0.75) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 19.80 | | | | | | (3.69) | | | | | | 0.63 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.37 | | | | | | 516,424 | | | | | | 5 | | |
12-31-17 | | | | | 17.29 | | | | | | 0.27• | | | | | | 3.55 | | | | | | 3.82 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 20.84 | | | | | | 22.27 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.43 | | | | | | 589,672 | | | | | | 6 | | |
12-31-16 | | | | | 15.88 | | | | | | 0.28 | | | | | | 1.40 | | | | | | 1.68 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.29 | | | | | | 10.74 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.63 | | | | | | 578,600 | | | | | | 5 | | |
12-31-15 | | | | | 15.82 | | | | | | 0.24• | | | | | | 0.05 | | | | | | 0.29 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.88 | | | | | | 1.79 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.53 | | | | | | 566,225 | | | | | | 6 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 20.35 | | | | | | 0.29• | | | | | | 5.81 | | | | | | 6.10 | | | | | | 0.28 | | | | | | 0.70 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 25.47 | | | | | | 30.80 | | | | | | 0.79 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.26 | | | | | | 1,012 | | | | | | 5 | | |
12-31-18 | | | | | 21.38 | | | | | | 0.27• | | | | | | (1.07) | | | | | | (0.80) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.35 | | | | | | (3.81) | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.22 | | | | | | 779 | | | | | | 5 | | |
12-31-17 | | | | | 17.74 | | | | | | 0.25• | | | | | | 3.64 | | | | | | 3.89 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 21.38 | | | | | | 22.08 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.27 | | | | | | 1,264 | | | | | | 6 | | |
12-31-16 | | | | | 16.05 | | | | | | 0.25• | | | | | | 1.44 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.74 | | | | | | 10.53 | | | | | | 0.81 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.48 | | | | | | 1,230 | | | | | | 5 | | |
12-31-15 | | | | | 15.99 | | | | | | 0.22• | | | | | | 0.04 | | | | | | 0.26 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 16.05 | | | | | | 1.64 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.37 | | | | | | 1,290 | | | | | | 6 | | |
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 20.34 | | | | | | 0.40 | | | | | | 4.57 | | | | | | 4.97 | | | | | | 0.45 | | | | | | 0.87 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 23.99 | | | | | | 25.30 | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.87 | | | | | | 4 | | | | | | 24 | | |
12-31-18 | | | | | 23.13 | | | | | | 0.38 | | | | | | (1.96) | | | | | | (1.58) | | | | | | 0.44 | | | | | | 0.77 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 20.34 | | | | | | (7.18) | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.73 | | | | | | 4 | | | | | | 14 | | |
12-31-17 | | | | | 20.81 | | | | | | 0.35• | | | | | | 2.33 | | | | | | 2.68 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 23.13 | | | | | | 13.05 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.62 | | | | | | 4 | | | | | | 13 | | |
12-31-16 | | | | | 18.64 | | | | | | 0.36• | | | | | | 2.37 | | | | | | 2.73 | | | | | | 0.27 | | | | | | 0.29 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 20.81 | | | | | | 15.10 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.91 | | | | | | 3 | | | | | | 16 | | |
07-13-15(5) - 12-31-15 | | | | | 19.40 | | | | | | 0.16• | | | | | | (0.92) | | | | | | (0.76) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.64 | | | | | | (3.92) | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.84 | | | | | | 3 | | | | | | 23 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 20.57 | | | | | | 0.53• | | | | | | 4.60 | | | | | | 5.13 | | | | | | 0.57 | | | | | | 0.87 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 24.26 | | | | | | 25.92 | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.38 | | | | | | 97,086 | | | | | | 24 | | |
12-31-18 | | | | | 23.34 | | | | | | 0.50• | | | | | | (1.97) | | | | | | (1.47) | | | | | | 0.53 | | | | | | 0.77 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 20.57 | | | | | | (6.62) | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.24 | | | | | | 85,885 | | | | | | 14 | | |
12-31-17 | | | | | 21.01 | | | | | | 0.47 | | | | | | 2.31 | | | | | | 2.78 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 23.34 | | | | | | 13.46 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.12 | | | | | | 105,552 | | | | | | 13 | | |
12-31-16 | | | | | 18.77 | | | | | | 0.49 | | | | | | 2.36 | | | | | | 2.85 | | | | | | 0.32 | | | | | | 0.29 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 21.01 | | | | | | 15.64 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.38 | | | | | | 97,341 | | | | | | 16 | | |
12-31-15 | | | | | 20.03 | | | | | | 0.41• | | | | | | (1.08) | | | | | | (0.67) | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 18.77 | | | | | | (3.50) | | | | | | 0.52 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.18 | | | | | | 93,398 | | | | | | 23 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 20.42 | | | | | | 0.46• | | | | | | 4.58 | | | | | | 5.04 | | | | | | 0.51 | | | | | | 0.87 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 24.08 | | | | | | 25.61 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.05 | | | | | | 894,317 | | | | | | 24 | | |
12-31-18 | | | | | 23.17 | | | | | | 0.45• | | | | | | (1.96) | | | | | | (1.51) | | | | | | 0.47 | | | | | | 0.77 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 20.42 | | | | | | (6.85) | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.99 | | | | | | 265,120 | | | | | | 14 | | |
12-31-17 | | | | | 20.86 | | | | | | 0.41• | | | | | | 2.30 | | | | | | 2.71 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 23.17 | | | | | | 13.19 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.88 | | | | | | 320,793 | | | | | | 13 | | |
12-31-16 | | | | | 18.66 | | | | | | 0.42 | | | | | | 2.35 | | | | | | 2.77 | | | | | | 0.28 | | | | | | 0.29 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.86 | | | | | | 15.30 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.12 | | | | | | 338,968 | | | | | | 16 | | |
12-31-15 | | | | | 19.93 | | | | | | 0.37• | | | | | | (1.10) | | | | | | (0.73) | | | | | | 0.28 | | | | | | 0.26 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 18.66 | | | | | | (3.77) | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.94 | | | | | | 314,071 | | | | | | 23 | | |
| | | | | | | | | 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 Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 29.71 | | | | | | 0.18• | | | | | | 9.69 | | | | | | 9.87 | | | | | | 0.29 | | | | | | 3.32 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 35.97 | | | | | | 34.87 | | | | | | 0.54 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.52 | | | | | | 22,121 | | | | | | 38 | | |
12-31-18 | | | | | 35.21 | | | | | | 0.27• | | | | | | (1.68) | | | | | | (1.41) | | | | | | 0.23 | | | | | | 3.86 | | | | | | — | | | | | | 4.09 | | | | | | — | | | | | | 29.71 | | | | | | (5.14) | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.78 | | | | | | 15,151 | | | | | | 31 | | |
12-31-17 | | | | | 28.51 | | | | | | 0.21• | | | | | | 6.78 | | | | | | 6.99 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.21 | | | | | | 24.67 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.67 | | | | | | 17,724 | | | | | | 26 | | |
12-31-16 | | | | | 26.89 | | | | | | 0.23• | | | | | | 1.66 | | | | | | 1.89 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 28.51 | | | | | | 7.11 | | | | | | 0.56 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.86 | | | | | | 9,834 | | | | | | 27 | | |
12-31-15 | | | | | 27.28 | | | | | | 0.20• | | | | | | (0.35) | | | | | | (0.15) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.89 | | | | | | (0.59) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.72 | | | | | | 67,930 | | | | | | 31 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 29.62 | | | | | | 0.10• | | | | | | 9.65 | | | | | | 9.75 | | | | | | 0.19 | | | | | | 3.32 | | | | | | — | | | | | | 3.51 | | | | | | — | | | | | | 35.86 | | | | | | 34.53 | | | | | | 0.79 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.31 | | | | | | 586,966 | | | | | | 38 | | |
12-31-18 | | | | | 35.11 | | | | | | 0.19 | | | | | | (1.68) | | | | | | (1.49) | | | | | | 0.14 | | | | | | 3.86 | | | | | | — | | | | | | 4.00 | | | | | | — | | | | | | 29.62 | | | | | | (5.36) | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.53 | | | | | | 244,214 | | | | | | 31 | | |
12-31-17 | | | | | 28.43 | | | | | | 0.13• | | | | | | 6.76 | | | | | | 6.89 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 35.11 | | | | | | 24.36 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.42 | | | | | | 284,959 | | | | | | 26 | | |
12-31-16 | | | | | 26.81 | | | | | | 0.18 | | | | | | 1.63 | | | | | | 1.81 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 28.43 | | | | | | 6.81 | | | | | | 0.81 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.61 | | | | | | 284,539 | | | | | | 27 | | |
12-31-15 | | | | | 27.19 | | | | | | 0.13 | | | | | | (0.33) | | | | | | (0.20) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 26.81 | | | | | | (0.79) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.47 | | | | | | 295,781 | | | | | | 31 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 29.55 | | | | | | 0.04 | | | | | | 9.65 | | | | | | 9.69 | | | | | | 0.15 | | | | | | 3.32 | | | | | | — | | | | | | 3.47 | | | | | | — | | | | | | 35.77 | | | | | | 34.36 | | | | | | 0.94 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.13 | | | | | | 1,859 | | | | | | 38 | | |
12-31-18 | | | | | 35.05 | | | | | | 0.14 | | | | | | (1.68) | | | | | | (1.54) | | | | | | 0.10 | | | | | | 3.86 | | | | | | — | | | | | | 3.96 | | | | | | — | | | | | | 29.55 | | | | | | (5.54) | | | | | | 0.93 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.39 | | | | | | 1,462 | | | | | | 31 | | |
12-31-17 | | | | | 28.39 | | | | | | 0.08• | | | | | | 6.76 | | | | | | 6.84 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 35.05 | | | | | | 24.19 | | | | | | 0.95 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.27 | | | | | | 1,726 | | | | | | 26 | | |
12-31-16 | | | | | 26.74 | | | | | | 0.12 | | | | | | 1.65 | | | | | | 1.77 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 28.39 | | | | | | 6.65 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.46 | | | | | | 1,475 | | | | | | 27 | | |
12-31-15 | | | | | 27.12 | | | | | | 0.08• | | | | | | (0.33) | | | | | | (0.25) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 26.74 | | | | | | (0.96) | | | | | | 1.05 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.30 | | | | | | 1,366 | | | | | | 31 | | |
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.51 | | | | | | 0.10 | | | | | | 3.23 | | | | | | 3.33 | | | | | | 0.16 | | | | | | 2.60 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 13.08 | | | | | | 29.32 | | | | | | 0.95 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.86 | | | | | | 189,561 | | | | | | 8 | | |
12-31-18 | | | | | 15.79 | | | | | | 0.12 | | | | | | (1.45) | | | | | | (1.33) | | | | | | 0.15 | | | | | | 1.80 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 12.51 | | | | | | (9.80)(b) | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.81(c) | | | | | | 152,323 | | | | | | 11 | | |
12-31-17 | | | | | 14.63 | | | | | | 0.12 | | | | | | 2.29 | | | | | | 2.41 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.79 | | | | | | 17.39 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.81 | | | | | | 181,784 | | | | | | 9 | | |
12-31-16 | | | | | 14.97 | | | | | | 0.12• | | | | | | 1.59 | | | | | | 1.71 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.63 | | | | | | 12.86 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.87 | | | | | | 158,645 | | | | | | 20 | | |
12-31-15 | | | | | 16.92 | | | | | | 0.11• | | | | | | (0.57) | | | | | | (0.46) | | | | | | 0.15 | | | | | | 1.34 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 14.97 | | | | | | (3.33) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.71 | | | | | | 139,302 | | | | | | 11 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.96 | | | | | | 0.18• | | | | | | 3.34 | | | | | | 3.52 | | | | | | 0.23 | | | | | | 2.60 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 13.65 | | | | | | 29.95 | | | | | | 0.45 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.35 | | | | | | 754,716 | | | | | | 8 | | |
12-31-18 | | | | | 16.28 | | | | | | 0.20• | | | | | | (1.49) | | | | | | (1.29) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 12.96 | | | | | | (9.31)(b) | | | | | | 0.45 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.28(c) | | | | | | 765,511 | | | | | | 11 | | |
12-31-17 | | | | | 15.04 | | | | | | 0.20• | | | | | | 2.36 | | | | | | 2.56 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.28 | | | | | | 17.97 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.28 | | | | | | 1,191,269 | | | | | | 9 | | |
12-31-16 | | | | | 15.34 | | | | | | 0.22 | | | | | | 1.60 | | | | | | 1.82 | | | | | | 0.21 | | | | | | 1.91 | | | | | | — | | | | | | 2.12 | | | | | | — | | | | | | 15.04 | | | | | | 13.40 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.38 | | | | | | 1,432,810 | | | | | | 20 | | |
12-31-15 | | | | | 17.28 | | | | | | 0.19• | | | | | | (0.57) | | | | | | (0.38) | | | | | | 0.22 | | | | | | 1.34 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 15.34 | | | | | | (2.82) | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.18 | | | | | | 1,434,791 | | | | | | 11 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 13.01 | | | | | | 0.21• | | | | | | 3.38 | | | | | | 3.59 | | | | | | 0.23 | | | | | | 2.60 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 13.77 | | | | | | 30.43 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.58 | | | | | | 183,282 | | | | | | 8 | | |
12-31-18 | | | | | 16.31 | | | | | | 0.24• | | | | | | (1.51) | | | | | | (1.27) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 13.01 | | | | | | (9.15)(b) | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.55(c) | | | | | | 180,790 | | | | | | 11 | | |
05-03-17(5) - 12-31-17 | | | | | 15.87 | | | | | | 0.17• | | | | | | 1.59 | | | | | | 1.76 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.31 | | | | | | 12.01 | | | | | | 0.44 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.68 | | | | | | 228,215 | | | | | | 9 | | |
| | | | | | | | | 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 Russell™ Mid Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.79 | | | | | | 0.16 | | | | | | 3.29 | | | | | | 3.45 | | | | | | 0.19 | | | | | | 2.60 | | | | | | — | | | | | | 2.79 | | | | | | — | | | | | | 13.45 | | | | | | 29.74 | | | | | | 0.70 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.10 | | | | | | 275,980 | | | | | | 8 | | |
12-31-18 | | | | | 16.09 | | | | | | 0.16• | | | | | | (1.48) | | | | | | (1.32) | | | | | | 0.18 | | | | | | 1.80 | | | | | | — | | | | | | 1.98 | | | | | | — | | | | | | 12.79 | | | | | | (9.57)(b) | | | | | | 0.70 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.06(c) | | | | | | 250,242 | | | | | | 11 | | |
12-31-17 | | | | | 14.88 | | | | | | 0.16• | | | | | | 2.33 | | | | | | 2.49 | | | | | | 0.20 | | | | | | 1.08 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 16.09 | | | | | | 17.67 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.05 | | | | | | 321,478 | | | | | | 9 | | |
12-31-16 | | | | | 15.19 | | | | | | 0.16• | | | | | | 1.61 | | | | | | 1.77 | | | | | | 0.17 | | | | | | 1.91 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 14.88 | | | | | | 13.12 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.12 | | | | | | 364,384 | | | | | | 20 | | |
12-31-15 | | | | | 17.13 | | | | | | 0.15 | | | | | | (0.57) | | | | | | (0.42) | | | | | | 0.18 | | | | | | 1.34 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 15.19 | | | | | | (3.06) | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 323,348 | | | | | | 11 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.60 | | | | | | 0.12 | | | | | | 3.26 | | | | | | 3.38 | | | | | | 0.17 | | | | | | 2.60 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 13.21 | | | | | | 29.56 | | | | | | 0.85 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.96 | | | | | | 14,835 | | | | | | 8 | | |
12-31-18 | | | | | 15.89 | | | | | | 0.13• | | | | | | (1.46) | | | | | | (1.33) | | | | | | 0.16 | | | | | | 1.80 | | | | | | — | | | | | | 1.96 | | | | | | — | | | | | | 12.60 | | | | | | (9.75)(b) | | | | | | 0.85 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.91(c) | | | | | | 12,327 | | | | | | 11 | | |
12-31-17 | | | | | 14.71 | | | | | | 0.15 | | | | | | 2.28 | | | | | | 2.43 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.89 | | | | | | 17.47 | | | | | | 0.84 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.91 | | | | | | 16,303 | | | | | | 9 | | |
12-31-16 | | | | | 15.03 | | | | | | 0.14• | | | | | | 1.59 | | | | | | 1.73 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.71 | | | | | | 12.99 | | | | | | 0.87 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.96 | | | | | | 16,466 | | | | | | 20 | | |
12-31-15 | | | | | 16.97 | | | | | | 0.13 | | | | | | (0.57) | | | | | | (0.44) | | | | | | 0.16 | | | | | | 1.34 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 15.03 | | | | | | (3.23) | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 18,493 | | | | | | 11 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.53 | | | | | | 0.07 | | | | | | 2.84 | | | | | | 2.91 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 13.75 | | | | | | 24.57 | | | | | | 0.98 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.54 | | | | | | 111,010 | | | | | | 22 | | |
12-31-18 | | | | | 15.15 | | | | | | 0.06 | | | | | | (1.67) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.53 | | | | | | (11.68)(d) | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.41(e) | | | | | | 97,210 | | | | | | 17 | | |
12-31-17 | | | | | 14.48 | | | | | | 0.08• | | | | | | 1.78 | | | | | | 1.86 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.15 | | | | | | 13.65 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.53 | | | | | | 110,992 | | | | | | 18 | | |
12-31-16 | | | | | 13.88 | | | | | | 0.09• | | | | | | 2.34 | | | | | | 2.43 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 14.48 | | | | | | 20.56 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.68 | | | | | | 98,458 | | | | | | 11 | | |
12-31-15 | | | | | 16.12 | | | | | | 0.09• | | | | | | (0.79) | | | | | | (0.70) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.88 | | | | | | (5.03) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.62 | | | | | | 80,199 | | | | | | 13 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.98 | | | | | | 0.14• | | | | | | 2.95 | | | | | | 3.09 | | | | | | 0.17 | | | | | | 1.60 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 14.30 | | | | | | 25.17 | | | | | | 0.48 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.04 | | | | | | 390,842 | | | | | | 22 | | |
12-31-18 | | | | | 15.66 | | | | | | 0.14• | | | | | | (1.74) | | | | | | (1.60) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 12.98 | | | | | | (11.27)(d) | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.90(e) | | | | | | 386,854 | | | | | | 17 | | |
12-31-17 | | | | | 14.91 | | | | | | 0.15• | | | | | | 1.85 | | | | | | 2.00 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.66 | | | | | | 14.27 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.03 | | | | | | 463,391 | | | | | | 18 | | |
12-31-16 | | | | | 14.25 | | | | | | 0.17 | | | | | | 2.39 | | | | | | 2.56 | | | | | | 0.20 | | | | | | 1.70 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 14.91 | | | | | | 21.11 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.17 | | | | | | 412,050 | | | | | | 11 | | |
12-31-15 | | | | | 16.50 | | | | | | 0.17• | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.18 | | | | | | 1.43 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 14.25 | | | | | | (4.55) | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.09 | | | | | | 392,955 | | | | | | 13 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 13.06 | | | | | | 0.19• | | | | | | 2.96 | | | | | | 3.15 | | | | | | 0.17 | | | | | | 1.60 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 14.44 | | | | | | 25.49 | | | | | | 0.48 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.36 | | | | | | 117,341 | | | | | | 22 | | |
12-31-18 | | | | | 15.70 | | | | | | 0.19• | | | | | | (1.75) | | | | | | (1.56) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.06 | | | | | | (10.98)(d) | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.18(e) | | | | | | 79,563 | | | | | | 17 | | |
05-03-17(5) - 12-31-17 | | | | | 15.34 | | | | | | 0.14• | | | | | | 1.47 | | | | | | 1.61 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.70 | | | | | | 11.34 | | | | | | 0.46 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.38 | | | | | | 125,069 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.86 | | | | | | 0.11• | | | | | | 2.90 | | | | | | 3.01 | | | | | | 0.12 | | | | | | 1.60 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 14.15 | | | | | | 24.77 | | | | | | 0.73 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.84 | | | | | | 429,300 | | | | | | 22 | | |
12-31-18 | | | | | 15.51 | | | | | | 0.10• | | | | | | (1.71) | | | | | | (1.61) | | | | | | 0.13 | | | | | | 0.91 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 12.86 | | | | | | (11.43)(d) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.65(e) | | | | | | 191,769 | | | | | | 17 | | |
12-31-17 | | | | | 14.78 | | | | | | 0.11• | | | | | | 1.83 | | | | | | 1.94 | | | | | | 0.13 | | | | | | 1.08 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 15.51 | | | | | | 13.97 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.76 | | | | | | 242,692 | | | | | | 18 | | |
12-31-16 | | | | | 14.13 | | | | | | 0.13 | | | | | | 2.38 | | | | | | 2.51 | | | | | | 0.16 | | | | | | 1.70 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 14.78 | | | | | | 20.81 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.92 | | | | | | 277,690 | | | | | | 11 | | |
12-31-15 | | | | | 16.37 | | | | | | 0.13 | | | | | | (0.80) | | | | | | (0.67) | | | | | | 0.14 | | | | | | 1.43 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 14.13 | | | | | | (4.78) | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.85 | | | | | | 259,171 | | | | | | 13 | | |
| | | | | | | | | 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 Russell™ Small Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 12.62 | | | | | | 0.09 | | | | | | 2.86 | | | | | | 2.95 | | | | | | 0.11 | | | | | | 1.60 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 13.86 | | | | | | 24.70 | | | | | | 0.88 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.64 | | | | | | 7,379 | | | | | | 22 | | |
12-31-18 | | | | | 15.24 | | | | | | 0.09 | | | | | | (1.70) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.62 | | | | | | (11.60)(d) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.51(e) | | | | | | 6,975 | | | | | | 17 | | |
12-31-17 | | | | | 14.55 | | | | | | 0.09• | | | | | | 1.79 | | | | | | 1.88 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.24 | | | | | | 13.76 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.61 | | | | | | 8,365 | | | | | | 18 | | |
12-31-16 | | | | | 13.93 | | | | | | 0.11 | | | | | | 2.35 | | | | | | 2.46 | | | | | | 0.14 | | | | | | 1.70 | | | | | | — | | | | | | 1.84 | | | | | | — | | | | | | 14.55 | | | | | | 20.70 | | | | | | 0.89 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.77 | | | | | | 9,170 | | | | | | 11 | | |
12-31-15 | | | | | 16.16 | | | | | | 0.10 | | | | | | (0.79) | | | | | | (0.69) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.93 | | | | | | (4.94) | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 8,946 | | | | | | 13 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.27 | | | | | | 0.21 | | | | | | 0.58 | | | | | | 0.79 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.85 | | | | | | 7.69 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.97 | | | | | | 26,983 | | | | | | 222 | | |
12-31-18 | | | | | 10.55 | | | | | | 0.20 | | | | | | (0.29) | | | | | | (0.09) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.27 | | | | | | (0.84) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.93 | | | | | | 27,118 | | | | | | 234 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.10 | | | | | | 0.28 | | | | | | 0.19 | | | | | | 0.03 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.55 | | | | | | 2.68 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.67 | | | | | | 31,475 | | | | | | 155 | | |
12-31-16 | | | | | 10.48 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.17 | | | | | | 0.02 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.49 | | | | | | 1.87 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.57 | | | | | | 32,600 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.15 | | | | | | (0.19) | | | | | | (0.04) | | | | | | 0.19 | | | | | | 0.02 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.48 | | | | | | (0.34) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.49 | | | | | | 25,747 | | | | | | 213 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.31 | | | | | | 0.27• | | | | | | 0.58 | | | | | | 0.85 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.90 | | | | | | 8.30 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.48 | | | | | | 1,808,834 | | | | | | 222 | | |
12-31-18 | | | | | 10.59 | | | | | | 0.25 | | | | | | (0.29) | | | | | | (0.04) | | | | | | 0.24 | | | �� | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.31 | | | | | | (0.33) | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.44 | | | | | | 2,146,798 | | | | | | 234 | | |
12-31-17 | | | | | 10.53 | | | | | | 0.24 | | | | | | 0.10 | | | | | | 0.34 | | | | | | 0.25 | | | | | | 0.03 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.59 | | | | | | 3.19 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.17 | | | | | | 2,424,885 | | | | | | 155 | | |
12-31-16 | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.53 | | | | | | 2.33 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.07 | | | | | | 3,069,317 | | | | | | 203 | | |
12-31-15 | | | | | 10.76 | | | | | | 0.22 | | | | | | (0.20) | | | | | | 0.02 | | | | | | 0.24 | | | | | | 0.02 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 3,390,992 | | | | | | 213 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.31 | | | | | | 0.28 | | | | | | 0.60 | | | | | | 0.88 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.90 | | | | | | 8.57 | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.70 | | | | | | 1,112,415 | | | | | | 222 | | |
12-31-18 | | | | | 10.59 | | | | | | 0.27 | | | | | | (0.28) | | | | | | (0.01) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.31 | | | | | | (0.08) | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.70 | | | | | | 856,890 | | | | | | 234 | | |
05-03-17(5) - 12-31-17 | | | | | 10.60 | | | | | | 0.17• | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.18 | | | | | | 0.03 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.59 | | | | | | 1.89 | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.34 | | | | | | 731,605 | | | | | | 155 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.28 | | | | | | 0.24 | | | | | | 0.57 | | | | | | 0.81 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.86 | | | | | | 7.95 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.22 | | | | | | 177,236 | | | | | | 222 | | |
12-31-18 | | | | | 10.56 | | | | | | 0.23 | | | | | | (0.29) | | | | | | (0.06) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.28 | | | | | | (0.58) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.18 | | | | | | 170,552 | | | | | | 234 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.21 | | | | | | 0.10 | | | | | | 0.31 | | | | | | 0.22 | | | | | | 0.03 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.56 | | | | | | 2.94 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.92 | | | | | | 190,071 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.20 | | | | | | 0.03 | | | | | | 0.23 | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.50 | | | | | | 2.10 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.82 | | | | | | 237,455 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | ��� | | 0.18 | | | | | | (0.18) | | | | | | 0.00* | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.49 | | | | | | (0.01) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.74 | | | | | | 248,290 | | | | | | 213 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-19 | | | | | 10.28 | | | | | | 0.21 | | | | | | 0.60 | | | | | | 0.81 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.87 | | | | | | 7.89 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.07 | | | | | | 1,462 | | | | | | 222 | | |
12-31-18 | | | | | 10.56 | | | | | | 0.21• | | | | | | (0.29) | | | | | | (0.08) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.28 | | | | | | (0.73) | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 2.03 | | | | | | 1,146 | | | | | | 234 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.19 | | | | | | 0.10 | | | | | | 0.29 | | | | | | 0.20 | | | | | | 0.03 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.56 | | | | | | 2.78 | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.77 | | | | | | 2,449 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.03 | | | | | | 0.21 | | | | | | 0.18 | | | | | | 0.02 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.50 | | | | | | 1.97 | | | | | | 0.84 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.67 | | | | | | 2,959 | | | | | | 203 | | |
12-31-15 | | | | | 10.74 | | | | | | 0.17 | | | | | | (0.20) | | | | | | (0.03) | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (0.26) | | | | | | 0.91 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.58 | | | | | | 2,419 | | | | | | 213 | | |
| | | Purchased | | | Sold | | ||||||
Emerging Markets Index | | | | $ | — | | | | | $ | 3,050,504 | | |
Euro STOXX 50® Index | | | | | 3,534,671 | | | | | | 1,479,843 | | |
FTSE 100 Index® | | | | | 4,048,320 | | | | | | 1,752,176 | | |
Hang Seng Index | | | | | 1,704,017 | | | | | | 353,272 | | |
International Index | | | | | — | | | | | | 52,268 | | |
Japan TOPIX Index® | | | | | 6,371,765 | | | | | | 2,800,312 | | |
| | | Purchased | | | Sold | | ||||||
Emerging Markets Index | | | | $ | 15,282,102 | | | | | $ | — | | |
Euro STOXX 50® Index | | | | | 3,113,893 | | | | | | — | | |
FTSE 100 Index® | | | | | 5,163,490 | | | | | | — | | |
Hang Seng Index | | | | | 631,729 | | | | | | — | | |
International Index | | | | | 62,476,807 | | | | | | — | | |
Japan TOPIX Index® | | | | | 3,120,692 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 9,113,934 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 6,996,219 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 5,347,367 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 2,453,060 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 16,357,044 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 14,652,765 | | | | | | — | | |
U.S. Bond Index | | | | | 2,216,255 | | | | | | 857,269 | | |
| | | Purchases | | | Sales | | ||||||
Emerging Markets Index | | | | $ | 130,042,304 | | | | | $ | 381,970,482 | | |
Euro STOXX 50® Index | | | | | 2,880,627 | | | | | | 374,040,752 | | |
FTSE 100 Index® | | | | | 4,572,852 | | | | | | 221,779,287 | | |
Hang Seng Index | | | | | 5,220,388 | | | | | | 28,841,808 | | |
International Index | | | | | 729,122,327 | | | | | | 267,667,891 | | |
Japan TOPIX Index® | | | | | 5,260,419 | | | | | | 233,535,071 | | |
Russell™ Large Cap Growth Index | | | | | 420,598,126 | | | | | | 147,097,960 | | |
Russell™ Large Cap Index | | | | | 47,628,480 | | | | | | 90,569,351 | | |
Russell™ Large Cap Value Index | | | | | 648,644,741 | | | | | | 100,235,040 | | |
Russell™ Mid Cap Growth Index | | | | | 382,378,465 | | | | | | 118,368,116 | | |
Russell™ Mid Cap Index | | | | | 107,585,692 | | | | | | 378,904,194 | | |
Russell™ Small Cap Index | | | | | 298,931,133 | | | | | | 175,304,823 | | |
U.S. Bond Index | | | | | 71,955,526 | | | | | | 326,161,893 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 7,022,278,711 | | | | | $ | 7,095,549,664 | | |
| | |||
Emerging Markets Index(2) | | | 0.65% | |
Euro STOXX 50® Index(1) | | | 0.70% | |
FTSE 100 Index®(1) | | | 0.70% | |
Hang Seng Index(3) | | | 0.70% on the first $250 million; 0.60% on the next $250 million; and 0.55% thereafter | |
International Index | | | 0.48% on the first $500 million; 0.46% on the next $500 million; 0.44% on the next $500 million; and 0.42% thereafter | |
Japan TOPIX Index®(1) | | | 0.70% | |
Russell™ Large Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
Russell™ Large Cap Index | | | 0.35% on the first $1 billion; 0.33% on the next $1 billion; and 0.31% thereafter | |
Russell™ Large Cap Value Index(4) | | | 0.50% on the first $250 million; 0.40% on the next $250 million; and 0.35% thereafter | |
Russell™ Mid Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
Russell™ Mid Cap Index | | | 0.41% on the first $2 billion; 0.34% on the next $2 billion; and 0.28% thereafter | |
Russell™ Small Cap Index | | | 0.43% on the first $1 billion; 0.41% on the next $1 billion; and 0.39% thereafter | |
U.S. Bond Index(5) | | | 0.39% on the first $500 million; 0.37% on the next $500 million; 0.35% on the next $1 billion; 0.33% on the next $2 billion; 0.31% on the next $2 billion; and 0.29% thereafter | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 18.63% | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 5.32 | | |
Voya Index Solution 2020 Portfolio | | | U.S. Bond Index | | | | | 5.43 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 6.37 | | |
| | | International Index | | | | | 6.59 | | |
| | | U.S. Bond Index | | | | | 10.31 | | |
Voya Index Solution 2030 Portfolio | | | Emerging Markets Index | | | | | 5.11 | | |
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 10.64 | | |
| | | International Index | | | | | 9.19 | | |
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 8.54 | | |
| | | International Index | | | | | 7.27 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 6.74 | | |
Voya Institutional Trust Company | | | FTSE 100 Index® | | | | | 6.62 | | |
| | | Japan TOPIX Index® | | | | | 6.23 | | |
| | | Russell™ Large Cap Growth Index | | | | | 11.24 | | |
| | | Russell™ Large Cap Index | | | | | 19.14 | | |
| | | Russell™ Large Cap Value Index | | | | | 5.88 | | |
| | | Russell™ Mid Cap Index | | | | | 16.47 | | |
| | | Russell™ Small Cap Index | | | | | 11.54 | | |
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 8.16 | | |
Voya Retirement Growth Portfolio | | | Emerging Markets Index | | | | | 25.96 | | |
| | | International Index | | | | | 14.51 | | |
| | | Russell™ Mid Cap Index | | | | | 14.55 | | |
| | | Russell™ Small Cap Index | | | | | 12.29 | | |
| | | Voya U.S. Bond Index | | | | | 17.01 | | |
Voya Retirement Insurance and Annuity Company | | | Russell™ Large Cap Growth Index | | | | | 15.46 | | |
| | | Russell™ Large Cap Index | | | | | 33.43 | | |
| | | Russell™ Large Cap Value Index | | | | | 6.40 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 5.65 | | |
| | | Russell™ Mid Cap Index | | | | | 29.30 | | |
| | | Russell™ Small Cap Index | | | | | 20.27 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Retirement Moderate Growth Portfolio | | | Emerging Markets Index | | | | | 14.92 | | |
| | | International Index | | | | | 6.93 | | |
| | | Russell™ Mid Cap Index | | | | | 6.27 | | |
| | | Russell™ Small Cap Index | | | | | 5.09 | | |
| | | U.S. Bond Index | | | | | 16.21 | | |
Voya Retirement Moderate Portfolio | | | Emerging Markets Index | | | | | 6.89 | | |
| | | U.S. Bond Index | | | | | 13.25 | | |
Portfolio | | | Accrued Expense | | | Amount | | |||
Emerging Markets Index | | | Custody | | | | $ | 530,056 | | |
Euro STOXX 50® Index | | | Audit | | | | | 9,530 | | |
| | | Custody | | | | | 37,600 | | |
| | | Licensing fee | | | | | 64,246 | | |
FTSE 100 Index® | | | Custody | | | | | 22,438 | | |
| | | Licensing fee | | | | | 96,683 | | |
Hang Seng Index | | | Audit | | | | | 3,741 | | |
| | | Custody | | | | | 25,199 | | |
| | | Licensing fee | | | | | 7,683 | | |
| | | Postage | | | | | 3,121 | | |
Japan TOPIX Index® | | | Custody | | | | | 76,928 | | |
| | | Licensing fee | | | | | 19,305 | | |
Portfolio | | | Licensor | |
Emerging Markets Index | | | MSCI Inc. | |
Euro STOXX 50® Index | | | STOXX Limited, Zurich, Switzerland and/or Dow Jones & Company, Inc. | |
FTSE 100 Index® | | | FTSE International Limited | |
Hang Seng Index | | | Hang Seng Data Services Limited | |
International Index | | | MSCI Inc. | |
Japan TOPIX Index® | | | Tokyo Stock Exchange, Inc. | |
Russell™ Large Cap Growth Index, Russell™ Large Cap Index, Russell™ Large Cap Value Index, Russell™ Mid Cap Growth Index, Russell™ Mid Cap Index, and Russell™ Small Cap Index(1) | | | Frank Russell Company | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class S | | | Class S2 | | |||||||||||||||
Emerging Markets Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | |
Euro STOXX 50® Index(1) | | | | | 0.94% | | | | | | 0.44% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
FTSE 100 Index®(1) | | | | | 0.93% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Hang Seng Index(2) | | | | | 1.05% | | | | | | N/A | | | | | | N/A | | | | | | 0.80% | | | | | | N/A | | |
International Index(3) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.15% | | ��� | | | | 0.75% | | | | | | 0.90% | | |
Japan TOPIX Index®(1) | | | | | 0.95% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Growth Index(4) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index(5) | | | | | 0.87% | | | | | | 0.37% | | | | | | N/A | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(4) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index(6) | | | | | N/A | | | | | | 0.43% | | | | | | N/A | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Mid Cap Index(7) | | | | | 0.93% | | | | | | 0.43% | | | | | | 0.15% | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Small Cap Index | | | | | 0.95% | | | | | | 0.45% | | | | | | 0.15% | | | | | | 0.70% | | | | | | 0.85% | | |
U.S. Bond Index(8) | | | | | 0.88% | | | | | | 0.38% | | | | | | 0.15% | | | | | | 0.63% | | | | | | 0.78% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | 485,233 | | | | | $ | 1,013,616 | | | | | $ | 1,153,850 | | | | | $ | 2,652,699 | | |
FTSE 100 Index® | | | | | — | | | | | | — | | | | | | 14,095 | | | | | | 14,095 | | |
International Index | | | | | 2,322,042 | | | | | | 3,543,530 | | | | | | 4,030,252 | | | | | | 9,895,824 | | |
Japan TOPIX Index® | | | | | — | | | | | | — | | | | | | 1,865 | | | | | | 1,865 | | |
Russell™ Large Cap Index | | | | | 78,406 | | | | | | — | | | | | | — | | | | | | 78,406 | | |
Russell™ Mid Cap Growth Index | | | | | 60,399 | | | | | | — | | | | | | — | | | | | | 60,399 | | |
Russell™ Mid Cap Index | | | | | 537,712 | | | | | | 589,155 | | | | | | 503,090 | | | | | | 1,629,957 | | |
Russell™ Small Cap Index | | | | | 300,606 | | | | | | 380,460 | | | | | | 489,726 | | | | | | 1,170,792 | | |
U.S. Bond Index | | | | | 1,293,812 | | | | | | 2,197,274 | | | | | | 2,201,215 | | | | | | 5,692,301 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Emerging Markets Index | | | | | 25 | | | | | $ | 26,099,600 | | | | | | 3.41% | | |
Euro STOXX 50® Index | | | | | 8 | | | | | | 1,065,375 | | | | | | 3.32 | | |
FTSE 100 Index® | | | | | 6 | | | | | | 687,500 | | | | | | 3.32 | | |
Hang Seng Index | | | | | 1 | | | | | | 968,000 | | | | | | 3.40 | | |
International Index | | | | | 12 | | | | | | 27,511,667 | | | | | | 3.43 | | |
Russell™ Mid Cap Growth Index | | | | | 9 | | | | | | 2,205,556 | | | | | | 3.34 | | |
Russell™ Mid Cap Index | | | | | 7 | | | | | | 19,867,000 | | | | | | 3.39 | | |
Russell™ Small Cap Index | | | | | 7 | | | | | | 2,969,286 | | | | | | 3.19 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 5,432,704 | | | | | | — | | | | | | 871,861 | | | | | | (26,851,622) | | | | | | (20,547,057) | | | | | | 59,641,564 | | | | | | — | | | | | | 9,468,409 | | | | | | (312,010,706) | | | | | | (242,900,733) | | |
12/31/2018 | | | | | 21,202,313 | | | | | | — | | | | | | 857,095 | | | | | | (14,393,860) | | | | | | 7,665,548 | | | | | | 256,905,722 | | | | | | — | | | | | | 10,859,398 | | | | | | (173,553,565) | | | | | | 94,211,555 | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 9,161,328 | | | | | | — | | | | | | 513,593 | | | | | | (10,488,023) | | | | | | (813,102) | | | | | | 103,698,820 | | | | | | — | | | | | | 5,628,982 | | | | | | (122,059,074) | | | | | | (12,731,272) | | |
12/31/2018 | | | | | 11,992,172 | | | | | | — | | | | | | 493,941 | | | | | | (4,181,031) | | | | | | 8,305,082 | | | | | | 144,111,565 | | | | | | — | | | | | | 6,287,864 | | | | | | (48,989,497) | | | | | | 101,409,932 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Euro STOXX 50® Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 117,920 | | | | | | — | | | | | | 195,665 | | | | | | (565,354) | | | | | | (251,769) | | | | | | 1,178,141 | | | | | | — | | | | | | 1,860,313 | | | | | | (5,664,168) | | | | | | (2,625,714) | | |
12/31/2018 | | | | | 104,972 | | | | | | — | | | | | | 85,861 | | | | | | (496,248) | | | | | | (305,415) | | | | | | 1,160,533 | | | | | | — | | | | | | 965,077 | | | | | | (5,380,803) | | | | | | (3,255,193) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 493,181 | | | | | | — | | | | | | 1,757,736 | | | | | | (37,671,904) | | | | | | (35,420,987) | | | | | | 4,639,615 | | | | | | — | | | | | | 17,041,063 | | | | | | (383,743,196) | | | | | | (362,062,518) | | |
12/31/2018 | | | | | 8,156,605 | | | | | | — | | | | | | 1,395,413 | | | | | | (4,810,917) | | | | | | 4,741,101 | | | | | | 87,121,828 | | | | | | — | | | | | | 15,782,116 | | | | | | (51,859,115) | | | | | | 51,044,829 | | |
FTSE 100 Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 74,160 | | | | | | — | | | | | | 122,164 | | | | | | (171,774) | | | | | | 24,550 | | | | | | 558,283 | | | | | | — | | | | | | 894,041 | | | | | | (1,320,826) | | | | | | 131,498 | | |
12/31/2018 | | | | | 339,270 | | | | | | — | | | | | | 44,566 | | | | | | (375,772) | | | | | | 8,064 | | | | | | 3,239,300 | | | | | | — | | | | | | 420,703 | | | | | | (3,485,174) | | | | | | 174,829 | | |
Class I(1) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 797,929 | | | | | | — | | | | | | 3,053,904 | | | | | | (30,286,769) | | | | | | (26,434,936) | | | | | | 6,398,055 | | | | | | — | | | | | | 23,564,610 | | | | | | (238,876,988) | | | | | | (208,914,323) | | |
12/31/2018 | | | | | 3,144,828 | | | | | | — | | | | | | 1,914,489 | | | | | | (6,021,913) | | | | | | (962,596) | | | | | | 28,240,584 | | | | | | — | | | | | | 18,187,648 | | | | | | (56,421,177) | | | | | | (9,992,945) | | |
Hang Seng Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,937 | | | | | | — | | | | | | 20,407 | | | | | | (9,256) | | | | | | 13,088 | | | | | | 19,855 | | | | | | — | | | | | | 215,788 | | | | | | (105,557) | | | | | | 130,086 | | |
12/31/2018 | | | | | 1,277 | | | | | | — | | | | | | 9,588 | | | | | | (16,370) | | | | | | (5,505) | | | | | | 17,726 | | | | | | — | | | | | | 148,035 | | | | | | (261,012) | | | | | | (95,251) | | |
Class I(1) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 478,622 | | | | | | — | | | | | | 500,651 | | | | | | (2,445,330) | | | | | | (1,466,057) | | | | | | 5,437,137 | | | | | | — | | | | | | 5,364,923 | | | | | | (25,373,463) | | | | | | (14,571,403) | | |
12/31/2018 | | | | | 302,179 | | | | | | — | | | | | | 409,720 | | | | | | (1,613,907) | | | | | | (902,008) | | | | | | 4,428,235 | | | | | | — | | | | | | 6,342,477 | | | | | | (25,267,744) | | | | | | (14,497,032) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 102,898 | | | | | | — | | | | | | 671,539 | | | | | | (538,358) | | | | | | 236,079 | | | | | | 1,357,777 | | | | | | — | | | | | | 7,121,190 | | | | | | (6,139,710) | | | | | | 2,339,257 | | |
12/31/2018 | | | | | 132,316 | | | | | | — | | | | | | 312,482 | | | | | | (469,634) | | | | | | (24,836) | | | | | | 2,133,169 | | | | | | — | | | | | | 4,834,095 | | | | | | (7,204,883) | | | | | | (237,619) | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 614,606 | | | | | | — | | | | | | 1,526,021 | | | | | | (9,332,473) | | | | | | (7,191,846) | | | | | | 6,014,691 | | | | | | — | | | | | | 14,191,996 | | | | | | (90,482,668) | | | | | | (70,275,981) | | |
12/31/2018 | | | | | 1,740,355 | | | | | | — | | | | | | 1,392,887 | | | | | | (9,637,250) | | | | | | (6,504,008) | | | | | | 16,370,888 | | | | | | — | | | | | | 14,583,530 | | | | | | (97,462,676) | | | | | | (66,508,258) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 60,959,204 | | | | | | — | | | | | | 351,430 | | | | | | (28,491,134) | | | | | | 32,819,500 | | | | | | 599,075,697 | | | | | | — | | | | | | 3,328,047 | | | | | | (287,358,295) | | | | | | 315,045,449 | | |
12/31/2018 | | | | | 8,787,563 | | | | | | — | | | | | | 905,126 | | | | | | (6,241,840) | | | | | | 3,450,849 | | | | | | 92,265,367 | | | | | | — | | | | | | 9,657,691 | | | | | | (63,850,567) | | | | | | 38,072,491 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
International Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 25,240,269 | | | | | | — | | | | | | 2,649,001 | | | | | | (11,472,438) | | | | | | 16,416,832 | | | | | | 248,539,782 | | | | | | — | | | | | | 25,244,979 | | | | | | (115,767,228) | | | | | | 158,017,533 | | |
12/31/2018 | | | | | 28,082,721 | | | | | | — | | | | | | 1,740,642 | | | | | | (6,415,232) | | | | | | 23,408,131 | | | | | | 290,496,228 | | | | | | — | | | | | | 18,624,875 | | | | | | (66,046,799) | | | | | | 243,074,304 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 723,706 | | | | | | — | | | | | | 223,755 | | | | | | (1,221,825) | | | | | | (274,364) | | | | | | 7,047,150 | | | | | | — | | | | | | 2,107,770 | | | | | | (12,031,140) | | | | | | (2,876,220) | | |
12/31/2018 | | | | | 1,202,999 | | | | | | — | | | | | | 179,938 | | | | | | (1,322,539) | | | | | | 60,398 | | | | | | 12,122,066 | | | | | | — | | | | | | 1,907,343 | | | | | | (13,714,210) | | | | | | 315,199 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 39,429 | | | | | | — | | | | | | 4,197 | | | | | | (79,753) | | | | | | (36,127) | | | | | | 377,211 | | | | | | — | | | | | | 39,451 | | | | | | (780,144) | | | | | | (363,482) | | |
12/31/2018 | | | | | 34,159 | | | | | | — | | | | | | 3,173 | | | | | | (14,493) | | | | | | 22,839 | | | | | | 353,120 | | | | | | — | | | | | | 33,601 | | | | | | (150,276) | | | | | | 236,445 | | |
Japan TOPIX Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 189,844 | | | | | | — | | | | | | 218,910 | | | | | | (343,964) | | | | | | 64,790 | | | | | | 1,649,266 | | | | | | — | | | | | | 1,847,112 | | | | | | (3,116,125) | | | | | | 380,253 | | |
12/31/2018 | | | | | 97,486 | | | | | | — | | | | | | 85,117 | | | | | | (334,337) | | | | | | (151,734) | | | | | | 1,214,722 | | | | | | — | | | | | | 995,866 | | | | | | (3,974,306) | | | | | | (1,763,718) | | |
Class I(1) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,313,891 | | | | | | — | | | | | | 3,813,351 | | | | | | (27,128,993) | | | | | | (22,001,751) | | | | | | 12,498,609 | | | | | | — | | | | | | 33,455,868 | | | | | | (248,410,553) | | | | | | (202,456,076) | | |
12/31/2018 | | | | | 2,263,564 | | | | | | — | | | | | | 2,252,823 | | | | | | (5,461,563) | | | | | | (945,176) | | | | | | 24,909,116 | | | | | | — | | | | | | 26,605,844 | | | | | | (64,957,746) | | | | | | (13,442,786) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 247 | | | | | | — | | | | | | 247 | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | 5 | | | | | | — | | | | | | 5 | | | | | | — | | | | | | — | | | | | | 178 | | | | | | — | | | | | | 178 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,137,711 | | | | | | — | | | | | | 560,272 | | | | | | (1,127,886) | | | | | | 570,097 | | | | | | 46,709,748 | | | | | | — | | | | | | 20,214,615 | | | | | | (43,287,079) | | | | | | 23,637,284 | | |
12/31/2018 | | | | | 491,110 | | | | | | — | | | | | | 442,746 | | | | | | (1,130,587) | | | | | | (196,731) | | | | | | 18,263,316 | | | | | | — | | | | | | 15,890,149 | | | | | | (41,629,505) | | | | | | (7,476,040) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 7,809,455 | | | | | | — | | | | | | 545,918 | | | | | | (1,608,392) | | | | | | 6,746,981 | | | | | | 321,430,599 | | | | | | — | | | | | | 19,598,471 | | | | | | (62,212,265) | | | | | | 278,816,805 | | |
12/31/2018 | | | | | 1,277,925 | | | | | | — | | | | | | 412,785 | | | | | | (1,795,727) | | | | | | (105,017) | | | | | | 47,126,415 | | | | | | — | | | | | | 14,748,818 | | | | | | (65,617,043) | | | | | | (3,741,810) | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 836,972 | | | | | | — | | | | | | 137,049 | | | | | | (540,422) | | | | | | 433,599 | | | | | | 18,523,248 | | | | | | — | | | | | | 2,864,310 | | | | | | (12,046,281) | | | | | | 9,341,277 | | |
12/31/2018 | | | | | 943,337 | | | | | | — | | | | | | 27,884 | | | | | | (324,760) | | | | | | 646,461 | | | | | | 19,958,960 | | | | | | — | | | | | | 582,782 | | | | | | (6,879,519) | | | | | | 13,662,223 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 2,097,607 | | | | | | — | | | | | | 691,673 | | | | | | (1,890,236) | | | | | | 899,044 | | | | | | 46,989,669 | | | | | | — | | | | | | 14,732,643 | | | | | | (42,508,308) | | | | | | 19,214,004 | | |
12/31/2018 | | | | | 1,723,718 | | | | | | — | | | | | | 209,761 | | | | | | (1,861,063) | | | | | | 72,416 | | | | | | 37,282,786 | | | | | | — | | | | | | 4,457,407 | | | | | | (40,380,195) | | | | | | 1,359,998 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 964,098 | | | | | | — | | | | | | 1,226,015 | | | | | | (4,321,527) | | | | | | (2,131,414) | | | | | | 20,688,520 | | | | | | — | | | | | | 25,966,997 | | | | | | (96,955,083) | | | | | | (50,299,566) | | |
12/31/2018 | | | | | 1,508,100 | | | | | | — | | | | | | 370,585 | | | | | ��� | (4,094,834) | | | | | | (2,216,149) | | | | | | 32,814,216 | | | | | | — | | | | | | 7,830,458 | | | | | | (87,562,577) | | | | | | (46,917,903) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 20,812 | | | | | | — | | | | | | 1,717 | | | | | | (21,101) | | | | | | 1,428 | | | | | | 481,546 | | | | | | — | | | | | | 37,491 | | | | | | (512,212) | | | | | | 6,825 | | |
12/31/2018 | | | | | 5,037 | | | | | | — | | | | | | 451 | | | | | | (26,308) | | | | | | (20,820) | | | | | | 111,124 | | | | | | — | | | | | | 9,816 | | | | | | (579,879) | | | | | | (458,939) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | — | | | | | | — | | | | | | 11 | | | | | | — | | | | | | 11 | | | | | | — | | | | | | — | | | | | | 227 | | | | | | — | | | | | | 227 | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | 9 | | | | | | — | | | | | | 9 | | | | | | — | | | | | | — | | | | | | 197 | | | | | | — | | | | | | 197 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 236,503 | | | | | | — | | | | | | 271,526 | | | | | | (681,112) | | | | | | (173,083) | | | | | | 5,406,910 | | | | | | — | | | | | | 5,759,075 | | | | | | (15,272,669) | | | | | | (4,106,684) | | |
12/31/2018 | | | | | 118,489 | | | | | | — | | | | | | 255,986 | | | | | | (722,156) | | | | | | (347,681) | | | | | | 2,637,261 | | | | | | — | | | | | | 5,593,289 | | | | | | (16,240,752) | | | | | | (8,010,202) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 25,914,931 | | | | | | — | | | | | | 817,032 | | | | | | (2,577,457) | | | | | | 24,154,506 | | | | | | 614,640,706 | | | | | | — | | | | | | 17,231,205 | | | | | | (58,414,062) | | | | | | 573,457,849 | | |
12/31/2018 | | | | | 480,342 | | | | | | — | | | | | | 749,400 | | | | | | (2,092,499) | | | | | | (862,757) | | | | | | 10,786,511 | | | | | | — | | | | | | 16,284,468 | | | | | | (46,811,827) | | | | | | (19,740,848) | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 252,616 | | | | | | — | | | | | | 70,412 | | | | | | (217,945) | | | | | | 105,083 | | | | | | 8,794,268 | | | | | | — | | | | | | 2,227,224 | | | | | | (7,423,421) | | | | | | 3,598,071 | | |
12/31/2018 | | | | | 121,816 | | | | | | — | | | | | | 60,624 | | | | | | (175,882) | | | | | | 6,558 | | | | | | 4,185,926 | | | | | | — | | | | | | 1,994,532 | | | | | | (5,955,042) | | | | | | 225,416 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 9,088,773 | | | | | | — | | | | | | 845,676 | | | | | | (1,811,992) | | | | | | 8,122,457 | | | | | | 320,785,297 | | | | | | — | | | | | | 26,707,539 | | | | | | (61,336,121) | | | | | | 286,156,715 | | |
12/31/2018 | | | | | 539,306 | | | | | | — | | | | | | 974,619 | | | | | | (1,384,685) | | | | | | 129,240 | | | | | | 19,069,915 | | | | | | — | | | | | | 32,016,234 | | | | | | (47,283,943) | | | | | | 3,802,206 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 732 | | | | | | — | | | | | | 5,355 | | | | | | (3,577) | | | | | | 2,510 | | | | | | 24,991 | | | | | | — | | | | | | 168,840 | | | | | | (120,737) | | | | | | 73,094 | | |
12/31/2018 | | | | | 1,065 | | | | | | — | | | | | | 5,593 | | | | | | (6,447) | | | | | | 211 | | | | | | 35,182 | | | | | | — | | | | | | 183,519 | | | | | | (224,601) | | | | | | (5,900) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,248,071 | | | | | | — | | | | | | 2,812,244 | | | | | | (1,749,648) | | | | | | 2,310,667 | | | | | | 15,832,011 | | | | | | — | | | | | | 32,819,919 | | | | | | (22,693,843) | | | | | | 25,958,087 | | |
12/31/2018 | | | | | 779,016 | | | | | | — | | | | | | 1,555,514 | | | | | | (1,669,539) | | | | | | 664,991 | | | | | | 11,199,992 | | | | | | — | | | | | | 21,932,754 | | | | | | (24,376,646) | | | | | | 8,756,100 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Mid Cap Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 4,311,064 | | | | | | — | | | | | | 12,482,892 | | | | | | (20,603,895) | | | | | | (3,809,939) | | | | | | 56,649,859 | | | | | | — | | | | | | 151,546,642 | | | | | | (276,119,634) | | | | | | (67,923,133) | | |
12/31/2018 | | | | | 6,622,936 | | | | | | — | | | | | | 9,578,686 | | | | | | (30,270,990) | | | | | | (14,069,368) | | | | | | 96,763,845 | | | | | | — | | | | | | 139,465,666 | | | | | | (453,455,685) | | | | | | (217,226,174) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 3,467,619 | | | | | | — | | | | | | 2,307,869 | | | | | | (6,354,724) | | | | | | (579,236) | | | | | | 47,490,361 | | | | | | — | | | | | | 28,203,174 | | | | | | (93,151,989) | | | | | | (17,458,454) | | |
12/31/2018 | | | | | 4,285,267 | | | | | | — | | | | | | 1,505,815 | | | | | | (5,891,046) | | | | | | (99,964) | | | | | | 64,816,126 | | | | | | — | | | | | | 21,984,898 | | | | | | (94,167,590) | | | | | | (7,366,566) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 987,382 | | | | | | — | | | | | | 4,330,630 | | | | | | (4,359,328) | | | | | | 958,684 | | | | | | 13,291,065 | | | | | | — | | | | | | 51,839,237 | | | | | | (57,792,472) | | | | | | 7,337,830 | | |
12/31/2018 | | | | | 932,369 | | | | | | — | | | | | | 2,599,695 | | | | | | (3,942,071) | | | | | | (410,007) | | | | | | 14,054,054 | | | | | | — | | | | | | 37,435,605 | | | | | | (59,671,623) | | | | | | (8,181,964) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 181,354 | | | | | | — | | | | | | 229,611 | | | | | | (265,935) | | | | | | 145,030 | | | | | | 2,344,789 | | | | | | — | | | | | | 2,702,608 | | | | | | (3,350,459) | | | | | | 1,696,938 | | |
12/31/2018 | | | | | 118,248 | | | | | | — | | | | | | 139,859 | | | | | | (305,982) | | | | | | (47,875) | | | | | | 1,775,447 | | | | | | — | | | | | | 1,985,993 | | | | | | (4,534,571) | | | | | | (773,131) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 543,901 | | | | | | — | | | | | | 1,030,913 | | | | | | (1,256,517) | | | | | | 318,297 | | | | | | 7,302,545 | | | | | | — | | | | | | 12,875,871 | | | | | | (16,676,959) | | | | | | 3,501,457 | | |
12/31/2018 | | | | | 886,338 | | | | | | — | | | | | | 485,189 | | | | | | (939,574) | | | | | | 431,953 | | | | | | 13,090,242 | | | | | | — | | | | | | 7,219,605 | | | | | | (13,985,625) | | | | | | 6,324,222 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 3,634,621 | | | | | | — | | | | | | 3,648,945 | | | | | | (9,750,141) | | | | | | (2,466,575) | | | | | | 48,372,625 | | | | | | — | | | | | | 47,253,152 | | | | | | (135,458,828) | | | | | | (39,833,051) | | |
12/31/2018 | | | | | 4,397,081 | | | | | | — | | | | | | 1,980,667 | | | | | | (6,176,106) | | | | | | 201,642 | | | | | | 64,112,367 | | | | | | — | | | | | | 30,423,046 | | | | | | (96,786,273) | | | | | | (2,250,860) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 2,418,801 | | | | | | — | | | | | | 840,034 | | | | | | (1,226,867) | | | | | | 2,031,968 | | | | | | 33,270,651 | | | | | | — | | | | | | 10,970,670 | | | | | | (17,690,288) | | | | | | 26,551,033 | | |
12/31/2018 | | | | | 2,566,452 | | | | | | — | | | | | | 339,287 | | | | | | (4,781,693) | | | | | | (1,875,954) | | | | | | 38,885,121 | | | | | | — | | | | | | 5,231,806 | | | | | | (75,728,565) | | | | | | (31,611,638) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 17,459,987 | | | | | | — | | | | | | 1,825,027 | | | | | | (3,871,600) | | | | | | 15,413,414 | | | | | | 242,358,030 | | | | | | — | | | | | | 23,432,979 | | | | | | (52,994,816) | | | | | | 212,796,193 | | |
12/31/2018 | | | | | 1,430,652 | | | | | | — | | | | | | 1,006,586 | | | | | | (3,168,463) | | | | | | (731,225) | | | | | | 22,186,757 | | | | | | — | | | | | | 15,340,373 | | | | | | (49,114,086) | | | | | | (11,586,956) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 75,275 | | | | | | — | | | | | | 74,876 | | | | | | (170,228) | | | | | | (20,077) | | | | | | 1,027,769 | | | | | | — | | | | | | 941,927 | | | | | | (2,260,460) | | | | | | (290,764) | | |
12/31/2018 | | | | | 140,417 | | | | | | — | | | | | | 33,246 | | | | | | (169,869) | | | | | | 3,794 | | | | | | 2,125,376 | | | | | | — | | | | | | 497,689 | | | | | | (2,582,360) | | | | | | 40,705 | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 207,416 | | | | | | — | | | | | | 48,418 | | | | | | (410,730) | | | | | | (154,896) | | | | | | 2,216,853 | | | | | | — | | | | | | 518,427 | | | | | | (4,363,202) | | | | | | (1,627,922) | | |
12/31/2018 | | | | | 330,810 | | | | | | — | | | | | | 52,488 | | | | | | (726,625) | | | | | | (343,327) | | | | | | 3,372,833 | | | | | | — | | | | | | 537,178 | | | | | | (7,427,402) | | | | | | (3,517,391) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 29,681,752 | | | | | | — | | | | | | 4,481,318 | | | | | | (76,407,580) | | | | | | (42,244,510) | | | | | | 315,231,149 | | | | | | — | | | | | | 48,081,669 | | | | | | (817,253,662) | | | | | | (453,940,844) | | |
12/31/2018 | | | | | 41,765,342 | | | | | | — | | | | | | 5,368,379 | | | | | | (67,886,268) | | | | | | (20,752,547) | | | | | | 430,295,891 | | | | | | — | | | | | | 55,157,325 | | | | | | (696,820,016) | | | | | | (211,366,800) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 41,348,500 | | | | | | — | | | | | | 2,508,108 | | | | | | (24,874,065) | | | | | | 18,982,543 | | | | | | 440,043,697 | | | | | | — | | | | | | 26,983,015 | | | | | | (265,559,546) | | | | | | 201,467,166 | | |
12/31/2018 | | | | | 40,513,543 | | | | | | — | | | | | | 2,000,542 | | | | | | (28,486,261) | | | | | | 14,027,824 | | | | | | 415,649,276 | | | | | | — | | | | | | 20,551,311 | | | | | | (292,384,489) | | | | | | 143,816,098 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 1,962,551 | | | | | | — | | | | | | 356,320 | | | | | | (2,598,945) | | | | | | (280,074) | | | | | | 20,878,300 | | | | | | — | | | | | | 3,819,948 | | | | | | (27,692,438) | | | | | | (2,994,190) | | |
12/31/2018 | | | | | 1,537,598 | | | | | | — | | | | | | 363,381 | | | | | | (3,310,995) | | | | | | (1,410,016) | | | | | | 15,789,215 | | | | | | — | | | | | | 3,722,878 | | | | | | (33,960,354) | | | | | | (14,448,261) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2019 | | | | | 36,402 | | | | | | — | | | | | | 2,596 | | | | | | (15,961) | | | | | | 23,037 | | | | | | 384,094 | | | | | | — | | | | | | 27,863 | | | | | | (170,153) | | | | | | 241,804 | | |
12/31/2018 | | | | | 41,186 | | | | | | — | | | | | | 4,657 | | | | | | (166,284) | | | | | | (120,441) | | | | | | 424,534 | | | | | | — | | | | | | 47,700 | | | | | | (1,684,744) | | | | | | (1,212,510) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 113,144 | | | | | $ | (113,144) | | | | | $ | — | | |
Citigroup Global Markets Inc | | | | | 83,709 | | | | | | (83,709) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 554,779 | | | | | | (554,779) | | | | | | — | | |
Credit Suisse AG | | | | | 58,930 | | | | | | (58,930) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 637,682 | | | | | | (637,682) | | | | | | — | | |
HSBC Bank PLC | | | | | 217,635 | | | | | | (217,635) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 176,223 | | | | | | (176,223) | | | | | | — | | |
Jefferies LLC | | | | | 259,331 | | | | | | (259,331) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 37,984 | | | | | | (37,984) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 548,485 | | | | | | (548,485) | | | | | | — | | |
National Financial Services LLC | | | | | 390,573 | | | | | | (390,573) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 262,861 | | | | | | (262,861) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
SG Americas Securities, LLC | | | | | 498 | | | | | | (498) | | | | | | — | | |
UBS AG | | | | | 248,112 | | | | | | (248,112) | | | | | | — | | |
Total | | | | $ | 3,589,946 | | | | | $ | (3,589,946) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (USA) LLC | | | | $ | 3,549 | | | | | $ | (3,549) | | | | | $ | — | | |
Total | | | | $ | 3,549 | | | | | $ | (3,549) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,601,093 | | | | | $ | (1,601,093) | | | | | $ | — | | |
Citigroup Global Markets Inc | | | | | 653,399 | | | | | | (653,399) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 1,340,730 | | | | | | (1,340,730) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 7,284,057 | | | | | | (7,284,057) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 1,039,134 | | | | | | (1,039,134) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 18,920,690 | | | | | | (18,920,690) | | | | | | — | | |
HSBC Bank PLC | | | | | 4,030,864 | | | | | | (4,030,864) | | | | | | — | | |
Jefferies LLC | | | | | 5,396,091 | | | | | | (5,396,091) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 753,885 | | | | | | (753,885) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 2,980,717 | | | | | | (2,980,717) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 10,295,886 | | | | | | (10,295,886) | | | | | | — | | |
National Financial Services LLC | | | | | 943,907 | | | | | | (943,907) | | | | | | — | | |
Natixis | | | | | 812,697 | | | | | | (812,697) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 325,951 | | | | | | (325,951) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 298,688 | | | | | | (298,688) | | | | | | — | | |
UBS AG | | | | | 266,000 | | | | | | (266,000) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 509,556 | | | | | | (509,556) | | | | | | — | | |
Total | | | | $ | 57,453,345 | | | | | $ | (57,453,345) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman Sachs & Co. LLC | | | | $ | 26,645 | | | | | $ | (26,645) | | | | | $ | — | | |
HSBC Bank PLC | | | | | 37,564 | | | | | | (37,564) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,557 | | | | | | (4,557) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 5,432 | | | | | | (5,432) | | | | | | — | | |
Total | | | | $ | 74,198 | | | | | $ | (74,198) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 164,004 | | | | | $ | (164,004) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 369,174 | | | | | | (369,174) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 463,261 | | | | | | (463,261) | | | | | | — | | |
BofA Securities Inc | | | | | 343,676 | | | | | | (343,676) | | | | | | — | | |
Citadel Securities LLC | | | | | 14,411 | | | | | | (14,411) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 7,300 | | | | | | (7,300) | | | | | | — | | |
Credit Suisse AG | | | | | 536,801 | | | | | | (536,801) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 422,866 | | | | | | (422,866) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 739,622 | | | | | | (739,622) | | | | | | — | | |
HSBC Bank PLC | | | | | 122,807 | | | | | | (122,807) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 599,304 | | | | | | (599,304) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 286,844 | | | | | | (286,844) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 844,875 | | | | | | (844,875) | | | | | | — | | |
National Financial Services LLC | | | | | 362,981 | | | | | | (362,981) | | | | | | — | | |
Natixis Securities America LLC | | | | | 1,055,006 | | | | | | (1,055,006) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 2,025,664 | | | | | | (2,025,664) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 935,297 | | | | | | (935,297) | | | | | | — | | |
UBS Securities LLC | | | | | 140,820 | | | | | | (140,820) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 25,441 | | | | | | (25,441) | | | | | | — | | |
Total | | | | $ | 9,460,154 | | | | | $ | (9,460,154) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 616,604 | | | | | $ | (616,604) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc | | | | | 505,873 | | | | | | (505,873) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 1,653,115 | | | | | | (1,653,115) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 8,033,745 | | | | | | (8,033,745) | | | | | | — | | |
BofA Securities Inc | | | | | 4,951,140 | | | | | | (4,951,140) | | | | | | — | | |
Citadel Clearing LLC | | | | | 4,930,732 | | | | | | (4,930,732) | | | | | | — | | |
Citadel Securities LLC | | | | | 2,513,731 | | | | | | (2,513,731) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 4,638,209 | | | | | | (4,638,209) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 1,616 | | | | | | (1,616) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 7,416,049 | | | | | | (7,416,049) | | | | | | — | | |
HSBC Bank PLC | | | | | 11,951 | | | | | | (11,951) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 12,347,356 | | | | | | (12,347,356) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 500,249 | | | | | | (500,249) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 10,308,140 | | | | | | (10,308,140) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 898,294 | | | | | | (898,294) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 103,492 | | | | | | (103,492) | | | | | | — | | |
National Financial Services LLC | | | | | 5,759,661 | | | | | | (5,759,661) | | | | | | — | | |
Natixis Securities America LLC | | | | | 2,237,168 | | | | | | (2,237,168) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 3,675,860 | | | | | | (3,675,860) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 24,124,289 | | | | | | (24,124,289) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 8,192,124 | | | | | | (8,192,124) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 6,240,713 | | | | | | (6,240,713) | | | | | | — | | |
Total | | | | $ | 109,660,111 | | | | | $ | (109,660,111) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc | | | | $ | 1,887,349 | | | | | $ | (1,887,349) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 550,132 | | | | | | (550,132) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 9,902,111 | | | | | | (9,902,111) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 112,274 | | | | | | (112,274) | | | | | | — | | |
BofA Securities Inc | | | | | 7,200,279 | | | | | | (7,200,279) | | | | | | — | | |
Russell™ Small Cap Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Cantor Fitzgerald & Co | | | | | 264,276 | | | | | | (264,276) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 735,592 | | | | | | (735,592) | | | | | | — | | |
Citadel Clearing LLC | | | | | 6,937,119 | | | | | | (6,937,119) | | | | | | — | | |
Citadel Securities LLC | | | | | 943,589 | | | | | | (943,589) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 19,925,822 | | | | | | (19,925,822) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 370,293 | | | | | | (370,293) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 975,670 | | | | | | (975,670) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 29,698,496 | | | | | | (29,698,496) | | | | | | — | | |
HSBC Bank PLC | | | | | 364,279 | | | | | | (364,279) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 31,092,904 | | | | | | (31,092,904) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 30,488 | | | | | | (30,488) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 113,522 | | | | | | (113,522) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 19,864,765 | | | | | | (19,864,765) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 557,763 | | | | | | (557,763) | | | | | | — | | |
National Financial Services LLC | | | | | 23,274,017 | | | | | | (23,274,017) | | | | | | — | | |
Natixis Securities America LLC | | | | | 652,422 | | | | | | (652,422) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 1,392,816 | | | | | | (1,392,816) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 145,206 | | | | | | (145,206) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 27,136,857 | | | | | | (27,136,857) | | | | | | — | | |
TD Prime Services LLC | | | | | 321,459 | | | | | | (321,459) | | | | | | — | | |
UBS AG | | | | | 287,821 | | | | | | (287,821) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 8,220,564 | | | | | | (8,220,564) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 23,928,056 | | | | | | (23,928,056) | | | | | | — | | |
Total | | | | $ | 216,885,941 | | | | | $ | (216,885,941) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 2,011,955 | | | | | $ | (2,011,955) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 1,095,465 | | | | | | (1,095,465) | | | | | | — | | |
BNP Paribas | | | | | 944,945 | | | | | | (944,945) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,327,066 | | | | | | (1,327,066) | | | | | | — | | |
BofA Securities Inc | | | | | 117,134,493 | | | | | | (117,134,493) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 4,363,574 | | | | | | (4,363,574) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,961,780 | | | | | | (1,961,780) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 1,785,021 | | | | | | (1,785,021) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 3,182,990 | | | | | | (3,182,990) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 9,156,996 | | | | | | (9,156,996) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 453,401 | | | | | | (453,401) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 656,866 | | | | | | (656,866) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 518,344 | | | | | | (518,344) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,806,783 | | | | | | (3,806,783) | | | | | | — | | |
National Bank Financial Inc | | | | | 2,191,524 | | | | | | (2,191,524) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 4,124,078 | | | | | | (4,124,078) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 1,157,908 | | | | | | (1,157,908) | | | | | | — | | |
Societe Generale | | | | | 58,264,317 | | | | | | (58,264,317) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc | | | | | 744,667 | | | | | ��� | (744,667) | | | | | | — | | |
TD Prime Services LLC | | | | | 270,786 | | | | | | (270,786) | | | | | | — | | |
UBS Securities LLC | | | | | 586,867 | | | | | | (586,867) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 6,313,214 | | | | | | (6,313,214) | | | | | | — | | |
Total | | | | $ | 222,053,040 | | | | | $ | (222,053,040) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Distributable Earnings | | ||||||
Euro STOXX 50® Index | | | | $ | 19,637,837 | | | | | $ | (19,637,837) | | |
Hang Seng Index | | | | | 2,347,495 | | | | | | (2,347,495) | | |
Japan TOPIX Index® | | | | | 35,624,353 | | | | | | (35,624,353) | | |
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Long-term Equalization | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||||||||
Emerging Markets Index | | | | $ | 15,097,465 | | | | | $ | — | | | | | $ | — | | | | | $ | 17,147,344 | | | | | $ | — | | |
Euro STOXX 50® Index | | | | | 18,145,734 | | | | | | 755,642 | | | | | | 19,637,837 | | | | | | 10,432,569 | | | | | | 6,314,624 | | |
FTSE 100 Index® | | | | | 17,409,703 | | | | | | 7,048,948 | | | | | | — | | | | | | 12,095,704 | | | | | | 6,512,647 | | |
Hang Seng Index | | | | | 2,692,234 | | | | | | 10,009,667 | | | | | | 2,347,495 | | | | | | 4,078,123 | | | | | | 7,246,620 | | |
International Index | | | | | 44,912,243 | | | | | | — | | | | | | — | | | | | | 44,807,040 | | | | | | — | | |
Japan TOPIX Index® | | | | | 8,940,700 | | | | | | 26,362,280 | | | | | | 35,624,353 | | | | | | 7,401,803 | | | | | | 20,199,907 | | |
Russell™ Large Cap Growth Index | | | | | 7,253,236 | | | | | | 32,560,097 | | | | | | — | | | | | | 10,951,219 | | | | | | 19,687,926 | | |
Russell™ Large Cap Index | | | | | 14,257,522 | | | | | | 29,343,919 | | | | | | — | | | | | | 12,880,463 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 9,151,357 | | | | | | 13,839,150 | | | | | | — | | | | | | 11,709,648 | | | | | | 10,168,306 | | |
Russell™ Mid Cap Growth Index | | | | | 5,378,995 | | | | | | 23,724,609 | | | | | | — | | | | | | 9,125,044 | | | | | | 25,069,241 | | |
Russell™ Mid Cap Index | | | | | 27,997,472 | | | | | | 239,114,108 | | | | | | — | | | | | | 34,072,419 | | | | | | 188,732,497 | | |
Russell™ Small Cap Index | | | | | 16,684,400 | | | | | | 78,790,199 | | | | | | — | | | | | | 15,225,430 | | | | | | 43,487,089 | | |
U.S. Bond Index | | | | | 79,532,239 | | | | | | — | | | | | | — | | | | | | 78,816,716 | | | | | | 1,213,558 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Emerging Markets Index | | | | $ | 18,398,050 | | | | | $ | — | | | | | $ | 37,558,685 | | | | | $ | (6,247,507) | | | | | | Short-term | | | | None | |
Euro STOXX 50® Index | | | | | 2,392,797 | | | | | | 5,608,679 | | | | | | 837,985 | | | | | | — | | | | | | — | | | | — | |
FTSE 100 Index® | | | | | 293,862 | | | | | | — | | | | | | (48,494) | | | | | | (12,698,124) | | | | | | Long-term | | | | None | |
Hang Seng Index | | | | | 53,525 | | | | | | 2,610,863 | | | | | | 7,801,055 | | | | | | — | | | | | | — | | | | — | |
International Index | | | | | 62,198,861 | | | | | | — | | | | | | 338,515,751 | | | | | | (5,498,787) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (72,248,542) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (77,747,329) | | | | | | | | | | ||
Japan TOPIX Index® | | | | | 698,140 | | | | | | 1,700,083 | | | | | | 175,528 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Growth Index | | | | | 7,936,595 | | | | | | 50,947,440 | | | | | | 536,866,013 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Index | | | | | 16,507,117 | | | | | | 36,350,266 | | | | | | 695,484,723 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Value Index | | | | | 9,167,046 | | | | | | 24,435,186 | | | | | | 129,834,885 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Growth Index | | | | | 1,020,324 | | | | | | 37,098,202 | | | | | | 145,065,731 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Index | | | | | 21,431,462 | | | | | | 173,311,284 | | | | | | 715,474,354 | | | | | | — | | | | | | — | | | | — | |
Russell™ Small Cap Index | | | | | 12,958,949 | | | | | | 49,373,626 | | | | | | 285,926,825 | | | | | | — | | | | | | — | | | | — | |
U.S. Bond Index | | | | | 31,781,143 | | | | | | 6,244,971 | | | | | | 110,414,048 | | | | | | — | | | | | | — | | | | — | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | |||||||||
Class ADV | | | | $ | 0.0198 | | | | February 3, 2020 | | | Daily | |
Class I | | | | $ | 0.0246 | | | | February 3, 2020 | | | Daily | |
Class P2 | | | | $ | 0.0269 | | | | February 3, 2020 | | | Daily | |
Class S | | | | $ | 0.0222 | | | | February 3, 2020 | | | Daily | |
Class S2 | | | | $ | 0.0208 | | | | February 3, 2020 | | | Daily | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 95.2% | | |||||||||||||||
| | | Argentina : 0.2% | | ||||||||||||
42,959 (1) | | | Other Securities | | | | $ | 980,536 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Brazil: 4.9% | | ||||||||||||
466,500 | | | Ambev SA | | | | | 2,165,102 | | | | | | 0.3 | | |
204,569 | | | B3 SA - Brasil Bolsa Balcao | | | | | 2,185,182 | | | | | | 0.3 | | |
119,144 | | | Banco Bradesco SA | | | | | 1,009,082 | | | | | | 0.2 | | |
15,600 (2) | | | Hapvida Participacoes e Investimentos SA | | | | | 247,804 | | | | | | 0.0 | | |
293,200 | | | Petroleo Brasileiro SA | | | | | 2,332,364 | | | | | | 0.4 | | |
313,474 | | | Vale SA | | | | | 4,153,470 | | | | | | 0.7 | | |
2,290,576 (1) | | | Other Securities | | | | | 18,533,708 | | | | | | 3.0 | | |
| | | | | | | | 30,626,712 | | | | | | 4.9 | | |
| | | Chile: 0.7% | | ||||||||||||
33,292,625 (1) | | | Other Securities | | | | | 4,182,328 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | China: 33.7% | | ||||||||||||
128,000 (2)(3) | | | 3SBio, Inc. | | | | | 165,825 | | | | | | 0.0 | | |
166,889 (3) | | | Alibaba Group Holding Ltd. ADR | | | | | 35,397,157 | | | | | | 5.7 | | |
360,000 (3) | | | Alibaba Health Information Technology Ltd. | | | | | 415,827 | | | | | | 0.1 | | |
1,470,000 (3) | | | Alibaba Pictures Group Ltd. | | | | | 258,479 | | | | | | 0.1 | | |
28,750 (2) | | | A-Living Services Co. Ltd. | | | | | 99,208 | | | | | | 0.0 | | |
174,500 (2) | | | BAIC Motor Corp. Ltd. - H Shares | | | | | 99,155 | | | | | | 0.0 | | |
27,394 (3) | | | Baidu, Inc. ADR | | | | | 3,462,602 | | | | | | 0.6 | | |
247,900 | | | Bank of China Ltd. - A Shares | | | | | 131,404 | | | | | | 0.0 | | |
7,787,000 | | | Bank of China Ltd. - H Shares | | | | | 3,328,774 | | | | | | 0.5 | | |
1,114,000 (2) | | | CGN Power Co. Ltd. - H Shares | | | | | 297,496 | | | | | | 0.1 | | |
9,445,000 | | | China Construction Bank - H Shares | | | | | 8,189,212 | | | | | | 1.3 | | |
1,045,000 (2) | | | China Huarong Asset Management Co. Ltd. - H Shares | | | | | 165,056 | | | | | | 0.0 | | |
125,600 (2) | | | China International Capital Corp. Ltd. - H Shares | | | | | 242,165 | | | | | | 0.0 | | |
742,000 | | | China Life Insurance Co., Ltd. - H Shares | | | | | 2,063,990 | | | | | | 0.3 | | |
26,400 (2)(3) | | | China Literature Ltd. - H Shares | | | | | 110,004 | | | | | | 0.0 | | |
388,380 | | | China Merchants Bank Co., Ltd. - H Shares | | | | | 1,996,712 | | | | | | 0.3 | | |
608,000 | | | China Mobile Ltd. | | | | | 5,137,513 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
147,000 (2) | | | China Railway Signal & Communication Corp. Ltd. - H Shares | | | | $ | 82,078 | | | | | | 0.0 | | |
146,000 | | | China Resources Beer Holdings Co Ltd. | | | | | 807,611 | | | | | | 0.1 | | |
248,000 | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 315,698 | | | | | | 0.1 | | |
90,000 | | | China Resources Gas Group Ltd. | | | | | 494,529 | | | | | | 0.1 | | |
274,444 | | | China Resources Land Ltd. | | | | | 1,365,451 | | | | | | 0.2 | | |
169,500 (2) | | | China Resources Pharmaceutical Group Ltd. | | | | | 157,135 | | | | | | 0.0 | | |
196,000 | | | China Resources Power Holdings Co. | | | | | 275,203 | | | | | | 0.1 | | |
10,100 | | | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | | | | | 45,947 | | | | | | 0.0 | | |
4,184,000 (2) | | | China Tower Corp. Ltd. - H Shares | | | | | 924,372 | | | | | | 0.2 | | |
1,767,000 | | | CNOOC Ltd. | | | | | 2,938,222 | | | | | | 0.5 | | |
209,000 (2) | | | Dali Foods Group Co. Ltd. | | | | | 154,839 | | | | | | 0.0 | | |
55,600 (2) | | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | | 170,246 | | | | | | 0.0 | | |
65,600 (2) | | | Guotai Junan Securities Co. Ltd. - H Shares | | | | | 116,227 | | | | | | 0.0 | | |
39,000 (2)(4) | | | Haidilao International Holding Ltd. | | | | | 156,633 | | | | | | 0.0 | | |
1,908,000 (3)(5)(6) | | | Hanergy Mobile Energy Holding Group Co Ltd. | | | | | — | | | | | | — | | |
24,000 (2)(3) | | | Hansoh Pharmaceutical Group Co. Ltd. | | | | | 79,928 | | | | | | 0.0 | | |
46,000 (2) | | | Hua Hong Semiconductor Ltd. | | | | | 104,778 | | | | | | 0.0 | | |
164,800 (2) | | | Huatai Securities Co. Ltd. - H Shares | | | | | 291,469 | | | | | | 0.1 | | |
6,404,000 | | | Industrial & Commercial Bank of China - H Shares | | | | | 4,940,872 | | | | | | 0.8 | | |
62,000 (2)(3) | | | Innovent Biologics, Inc. | | | | | 211,617 | | | | | | 0.0 | | |
73,464 (3) | | | JD.com, Inc. ADR | | | | | 2,588,137 | | | | | | 0.4 | | |
37,800 (2) | | | Legend Holdings Corp. - H Shares | | | | | 85,701 | | | | | | 0.0 | | |
179,000 (2) | | | Longfor Group Holdings Ltd. | | | | | 838,253 | | | | | | 0.1 | | |
114,500 (2) | | | Luye Pharma Group Ltd. - H Shares | | | | | 85,844 | | | | | | 0.0 | | |
7,043 | | | NetEase, Inc. ADR | | | | | 2,159,665 | | | | | | 0.4 | | |
14,291 (3) | | | New Oriental Education & Technology Group, Inc. ADR | | | | | 1,732,784 | | | | | | 0.3 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
27,600 (2)(3) | | | Ping An Healthcare and Technology Co. Ltd. | | | | $ | 201,444 | | | | | | 0.0 | | |
63,100 | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 775,438 | | | | | | 0.1 | | |
554,500 | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 6,561,658 | | | | | | 1.1 | | |
801,000 (2) | | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | | 544,750 | | | | | | 0.1 | | |
38,409 (3) | | | TAL Education Group ADR | | | | | 1,851,314 | | | | | | 0.3 | | |
567,500 | | | Tencent Holdings Ltd. | | | | | 27,339,969 | | | | | | 4.4 | | |
11,220 (2) | | | WuXi AppTec Co. Ltd. - H Shares | | | | | 139,109 | | | | | | 0.0 | | |
56,500 (2)(3) | | | Wuxi Biologics Cayman, Inc. - H Shares | | | | | 715,598 | | | | | | 0.1 | | |
776,000 (2)(3) | | | Xiaomi Corp. - B Shares | | | | | 1,074,664 | | | | | | 0.2 | | |
27,100 (2)(3)(4) | | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 97,777 | | | | | | 0.0 | | |
61,851,783 (1)(7)(8) | | | Other Securities | | | | | 88,831,923 | | | | | | 14.2 | | |
| | | | | | | | 210,817,462 | | | | | | 33.7 | | |
| | | Colombia: 0.3% | | ||||||||||||
613,185 | | | Other Securities | | | | | 2,101,503 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Czech Republic: 0.1% | | ||||||||||||
49,805 (2) | | | Moneta Money Bank AS | | | | | 186,876 | | | | | | 0.0 | | |
25,024 | | | Other Securities | | | | | 675,721 | | | | | | 0.1 | | |
| | | | | | | | 862,597 | | | | | | 0.1 | | |
| | | Egypt: 0.1% | | ||||||||||||
299,521 | | | Other Securities | | | | | 865,330 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Greece: 0.3% | | ||||||||||||
537,078 (1)(8) | | | Other Securities | | | | | 1,840,472 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Hungary: 0.3% | | ||||||||||||
77,176 | | | Other Securities | | | | | 1,886,760 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | India: 8.5% | | ||||||||||||
13,000 (2)(3) | | | Avenue Supermarts Ltd. | | | | | 335,010 | | | | | | 0.1 | | |
208,651 | | | Axis Bank Ltd. | | | | | 2,205,627 | | | | | | 0.3 | | |
39,711 (2) | | | Bandhan Bank Ltd. | | | | | 282,873 | | | | | | 0.0 | | |
3,213 (2) | | | HDFC Asset Management Co. Ltd. | | | | | 144,068 | | | | | | 0.0 | | |
47,221 (2) | | | HDFC Life Insurance Co., Ltd. | | | | | 414,339 | | | | | | 0.1 | | |
65,184 | | | Hindustan Unilever Ltd. | | | | | 1,756,645 | | | | | | 0.3 | | |
162,873 | | | Housing Development Finance Corp. | | | | | 5,507,136 | | | | | | 0.9 | | |
456,243 | | | ICICI Bank Ltd. | | | | | 3,460,041 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | India (continued) | | ||||||||||||
14,274 (2) | | | ICICI Lombard General Insurance Co. Ltd. | | | | $ | 277,328 | | | | | | 0.0 | | |
23,315 (2) | | | ICICI Prudential Life Insurance Co. Ltd. | | | | | 157,588 | | | | | | 0.0 | | |
337,531 | | | Infosys Ltd. | | | | | 3,475,907 | | | | | | 0.6 | | |
9,612 (2) | | | InterGlobe Aviation Ltd. | | | | | 179,580 | | | | | | 0.0 | | |
282,764 | | | Reliance Industries Ltd. | | | | | 5,998,022 | | | | | | 1.0 | | |
29,041 (2) | | | SBI Life Insurance Co. Ltd. | | | | | 391,423 | | | | | | 0.1 | | |
89,200 | | | Tata Consultancy Services Ltd. | | | | | 2,701,438 | | | | | | 0.4 | | |
4,531,435 (1) | | | Other Securities | | | | | 25,856,495 | | | | | | 4.1 | | |
| | | | | | | | 53,143,520 | | | | | | 8.5 | | |
| | | Indonesia: 1.9% | | ||||||||||||
981,500 | | | Bank Central Asia Tbk PT | | | | | 2,360,514 | | | | | | 0.4 | | |
5,514,100 | | | Bank Rakyat Indonesia | | | | | 1,745,356 | | | | | | 0.3 | | |
24,055,231 (1) | | | Other Securities | | | | | 7,706,227 | | | | | | 1.2 | | |
| | | | | | | | 11,812,097 | | | | | | 1.9 | | |
| | | Malaysia: 1.8% | | ||||||||||||
6,952,896 (1)(8) | | | Other Securities | | | | | 11,105,107 | | | | | | 1.8 | | |
| | | | | ||||||||||||
| | | Mexico: 2.3% | | ||||||||||||
3,330,300 | | | America Movil SAB de CV | | | | | 2,659,661 | | | | | | 0.4 | | |
193,300 | | | Fomento Economico Mexicano SAB de CV | | | | | 1,823,149 | | | | | | 0.3 | | |
4,538,435 (1) | | | Other Securities | | | | | 9,956,472 | | | | | | 1.6 | | |
| | | | | | | | 14,439,282 | | | | | | 2.3 | | |
| | | Pakistan: 0.0% | | ||||||||||||
153,300 | | | Other Securities | | | | | 162,969 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Peru: 0.3% | | ||||||||||||
28,826 | | | Other Securities | | | | | 1,769,995 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Philippines: 0.9% | | ||||||||||||
5,984,561 (1)(8) | | | Other Securities | | | | | 5,866,111 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Poland: 0.9% | | ||||||||||||
4,930 (2)(3) | | | Dino Polska SA | | | | | 187,058 | | | | | | 0.0 | | |
641,956 (1) | | | Other Securities | | | | | 5,222,010 | | | | | | 0.9 | | |
| | | | | | | | 5,409,068 | | | | | | 0.9 | | |
| | | Qatar: 0.9% | | ||||||||||||
449,026 | | | Qatar National Bank QPSC | | | | | 2,540,755 | | | | | | 0.4 | | |
1,899,606 | | | Other Securities | | | | | 3,119,720 | | | | | | 0.5 | | |
| | | | | | | | 5,660,475 | | | | | | 0.9 | | |
| | | Romania: 0.1% | | ||||||||||||
38,160 | | | Other Securities | | | | | 337,404 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Russia: 3.8% | | ||||||||||||
1,054,023 | | | Gazprom PJSC | | | | | 4,354,887 | | | | | | 0.7 | | |
38,841 | | | Lukoil PJSC | | | | | 3,855,009 | | | | | | 0.6 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Russia (continued) | | ||||||||||||
6,295 | | | MMC Norilsk Nickel OJSC | | | | $ | 1,936,645 | | | | | | 0.3 | | |
9,001 | | | Novatek PJSC GDR | | | | | 1,827,203 | | | | | | 0.3 | | |
1,067,232 | | | Sberbank of Russia PJSC | | | | | 4,383,273 | | | | | | 0.7 | | |
150,397 | | | Tatneft PJSC | | | | | 1,842,433 | | | | | | 0.3 | | |
335,119,048 | | | Other Securities | | | | | 5,428,214 | | | | | | 0.9 | | |
| | | | | | | | 23,627,664 | | | | | | 3.8 | | |
| | | Saudi Arabia: 2.5% | | ||||||||||||
123,393 | | | Al Rajhi Bank | | | | | 2,151,752 | | | | | | 0.3 | | |
98,845 (2)(3) | | | Saudi Arabian Oil Co. | | | | | 928,821 | | | | | | 0.1 | | |
75,142 | | | Saudi Basic Industries Corp. | | | | | 1,882,395 | | | | | | 0.3 | | |
1,256,248 (1) | | | Other Securities | | | | | 10,969,408 | | | | | | 1.8 | | |
| | | | | | | | 15,932,376 | | | | | | 2.5 | | |
| | | Singapore: 0.0% | | ||||||||||||
21,700 (2) | | | BOC Aviation Ltd. | | | | | 220,694 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | South Africa: 4.6% | | ||||||||||||
43,422 | | | Naspers Ltd. | | | | | 7,105,881 | | | | | | 1.1 | | |
3,997,413 (1)(7) | | | Other Securities | | | | | 21,651,864 | | | | | | 3.5 | | |
| | | | | | | | 28,757,745 | | | | | | 4.6 | | |
| | | South Korea: 10.9% | | ||||||||||||
1,379 | | | Hyundai Department Store Co. Ltd. | | | | | 98,887 | | | | | | 0.0 | | |
7,724 | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 281,767 | | | | | | 0.1 | | |
1,929 | | | Hyundai Glovis Co., Ltd. | | | | | 238,011 | | | | | | 0.0 | | |
968 | | | Hyundai Heavy Industries Holdings Co., Ltd. | | | | | 282,510 | | | | | | 0.1 | | |
6,318 | | | Hyundai Marine & Fire Insurance Co., Ltd. | | | | | 147,051 | | | | | | 0.0 | | |
6,599 | | | Hyundai Mobis Co. Ltd. | | | | | 1,459,967 | | | | | | 0.2 | | |
14,743 | | | Hyundai Motor Co. | | | | | 1,535,584 | | | | | | 0.3 | | |
8,147 | | | Hyundai Steel Co. | | | | | 220,883 | | | | | | 0.0 | | |
4,539 | | | LG Chem Ltd. | | | | | 1,243,933 | | | | | | 0.2 | | |
9,342 | | | LG Corp. | | | | | 595,249 | | | | | | 0.1 | | |
22,848 (3) | | | LG Display Co., Ltd. | | | | | 319,646 | | | | | | 0.1 | | |
10,556 (3) | | | LG Electronics, Inc. | | | | | 655,709 | | | | | | 0.1 | | |
923 | | | LG Household & Health Care Ltd. | | | | | 1,002,611 | | | | | | 0.2 | | |
1,483 | | | LG Innotek Co. Ltd. | | | | | 178,747 | | | | | | 0.0 | | |
10,715 | | | LG Uplus Corp. | | | | | 131,422 | | | | | | 0.0 | | |
13,883 | | | NAVER Corp. | | | | | 2,233,704 | | | | | | 0.4 | | |
2,530 (2)(3) | | | Netmarble Corp. | | | | | 201,735 | | | | | | 0.0 | | |
3,198 (2) | | | Orange Life Insurance Ltd. | | | | | 78,038 | | | | | | 0.0 | | |
7,753 | | | POSCO | | | | | 1,575,904 | | | | | | 0.3 | | |
2,454 | | | POSCO Chemtech Co. Ltd. | | | | | 104,279 | | | | | | 0.0 | | |
4,796 | | | Posco International Corp. | | | | | 77,153 | | | | | | 0.0 | | |
1,641 (2)(3) | | | Samsung Biologics Co. Ltd. | | | | | 612,387 | | | | | | 0.1 | | |
8,411 | | | Samsung C&T Corp. | | | | | 787,485 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
3,308 | | | Samsung Card Co. | | | | $ | 110,415 | | | | | | 0.0 | | |
5,552 | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 597,180 | | | | | | 0.1 | | |
472,346 | | | Samsung Electronics Co., Ltd. | | | | | 22,760,881 | | | | | | 3.6 | | |
15,602 (3) | | | Samsung Engineering Co. Ltd. | | | | | 257,842 | | | | | | 0.0 | | |
3,044 | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 639,957 | | | | | | 0.1 | | |
43,817 (3) | | | Samsung Heavy Industries Co., Ltd. | | | | | 274,388 | | | | | | 0.1 | | |
6,809 | | | Samsung Life Insurance Co. Ltd. | | | | | 437,749 | | | | | | 0.1 | | |
5,452 (3) | | | Samsung SDI Co., Ltd. | | | | | 1,110,645 | | | | | | 0.2 | | |
3,406 | | | Samsung SDS Co. Ltd. | | | | | 571,612 | | | | | | 0.1 | | |
6,696 | | | Samsung Securities Co. Ltd. | | | | | 223,012 | | | | | | 0.0 | | |
3,475 | | | SK Holdings Co. Ltd. | | | | | 783,955 | | | | | | 0.1 | | |
53,930 | | | SK Hynix, Inc. | | | | | 4,386,545 | | | | | | 0.7 | | |
5,466 | | | SK Innovation Co. Ltd. | | | | | 707,396 | | | | | | 0.1 | | |
1,996 | | | SK Telecom Co., Ltd. | | | | | 411,273 | | | | | | 0.1 | | |
616,719 (1) | | | Other Securities | | | | | 20,805,420 | | | | | | 3.3 | | |
| | | | | | | | 68,140,932 | | | | | | 10.9 | | |
| | | Taiwan: 11.6% | | ||||||||||||
1,233,170 | | | HON HAI Precision Industry Co., Ltd. | | | | | 3,740,840 | | | | | | 0.6 | | |
149,820 | | | MediaTek, Inc. | | | | | 2,219,896 | | | | | | 0.4 | | |
2,436,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 26,961,233 | | | | | | 4.3 | | |
29,077,473 (1) | | | Other Securities | | | | | 39,380,252 | | | | | | 6.3 | | |
| | | | | | | | 72,302,221 | | | | | | 11.6 | | |
| | | Thailand: 2.5% | | ||||||||||||
14,441,893 (7) | | | Other Securities | | | | | 15,825,932 | | | | | | 2.5 | | |
| | | | | ||||||||||||
| | | Turkey: 0.5% | | ||||||||||||
1,276,993 (1) | | | Other Securities | | | | | 2,983,497 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | United Arab Emirates: 0.6% | | ||||||||||||
1,902,566 | | | Other Securities | | | | | 3,694,552 | | | | | | 0.6 | | |
| | | Total Common Stock (Cost $533,188,664) | | | | | 595,355,341 | | | | | | 95.2 | | |
PREFERRED STOCK: 3.3% | | |||||||||||||||
| | | Brazil: 2.5% | | ||||||||||||
398,805 | | | Banco Bradesco SA | | | | | 3,585,845 | | | | | | 0.6 | | |
478,325 | | | Itau Unibanco Holding S.A. | | | | | 4,411,429 | | | | | | 0.7 | | |
416,300 | | | Petroleo Brasileiro SA | | | | | 3,123,259 | | | | | | 0.5 | | |
813,106 | | | Other Securities | | | | | 4,209,707 | | | | | | 0.7 | | |
| | | | | | | | 15,330,240 | | | | | | 2.5 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
PREFERRED STOCK: 3.3% | | |||||||||||||||
| | | Chile: 0.1% | | ||||||||||||
45,910 | | | Other Securities | | | | $ | 406,051 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Colombia:0.0% | | ||||||||||||
374,664 | | | Other Securities | | | | | 166,404 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Russia: 0.1% | | ||||||||||||
673,166 | | | Other Securities | | | | | 532,318 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | South Korea: 0.6% | | ||||||||||||
734 | | | LG Chem Ltd. | | | | | 109,651 | | | | | | 0.0 | | |
212 | | | LG Household & Health Care Ltd. | | | | | 141,245 | | | | | | 0.0 | | |
81,371 | | | Samsung Electronics Co., Ltd. | | | | | 3,185,825 | | | | | | 0.5 | | |
6,956 (1) | | | Other Securities | | | | | 464,459 | | | | | | 0.1 | | |
| | | | | | | | 3,901,180 | | | | | | 0.6 | | |
| | | Total Preferred Stock (Cost $16,949,341) | | | | | 20,336,193 | | | | | | 3.3 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Brazil: 0.0% | | ||||||||||||
713 (1) | | | Other Securities | | | | | 1,739 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | China: —% | | ||||||||||||
3,223 (1)(8) | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | India: 0.0% | | ||||||||||||
1,153 (1) | | | Other Securities | | | | | 4,683 | | | | | | 0.0 | | |
| | | Total Rights (Cost $—) | | | | | 6,422 | | | | | | 0.0 | | |
WARRANTS: — % | | |||||||||||||||
| | | Thailand: —% | | ||||||||||||
66,040(1) | | | Other Securities | | | | | — | | | | | | — | | |
| | | Total Warrants (Cost $—) | | | | | — | | | | | | — | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | India: 0.0% | | ||||||||||||
INR 171,360 | | | Other Securities | | | | | 2,452 | | | | | | 0.0 | | |
| | | Total Corporate Bonds/ Notes (Cost $2,446) | | | | | 2,452 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $550,140,451) | | | | | 615,700,408 | | | | | | 98.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.8% | | |||||||||||||||
| | | Repurchase Agreements: 0.6% | | ||||||||||||
1,000,000 (9) | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,000,086, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $1,020,089, due 09/01/24-11/01/49) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
998,017 (9) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $998,104, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $1,018,068, due 01/15/20-11/15/48) | | | | | 998,017 | | | | | | 0.1 | | |
1,000,000 (9) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,000,086, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,020,000, due 02/13/20-09/20/69) | | | | | 1,000,000 | | | | | | 0.2 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (9) | | | MUFG Securities America Inc., Repurchase Agreement dated 12/31/ 19, 1.57%, due 01/02/20 (Repurchase Amount $1,000,086, collateralized by various U.S. Government Agency Obligations, 2.000%-4.500%, Market Value plus accrued interest $1,020,000, due 05/01/25-11/01/49) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $3,998,017) | | | | | 3,998,017 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.2% | | ||||||||||||
7,518,000 (10) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $7,518,000) | | | | | 7,518,000 | | | | | | 1.2 | | |
| | | Total Short-Term Investments (Cost $11,516,017) | | | | | 11,516,017 | | | | | | 1.8 | | |
| | | Total Investments in Securities (Cost $561,656,468) | | | | $ | 627,216,425 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,882,121) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 625,334,304 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 23.9% | | |
Information Technology | | | | | 15.5 | | |
Consumer Discretionary | | | | | 13.9 | | |
Communication Services | | | | | 10.9 | | |
Materials | | | | | 7.3 | | |
Energy | | | | | 7.3 | | |
Consumer Staples | | | | | 6.2 | | |
Industrials | | | | | 5.2 | | |
Real Estate | | | | | 2.9 | | |
Health Care | | | | | 2.8 | | |
Utilities | | | | | 2.6 | | |
Consumer, Non-cyclical | | | | | 0.0 | | |
Financial | | | | | 0.0 | | |
Short-Term Investments | | | | | 1.8 | | |
Liabilities in Excess of Other Assets | | | | | (0.3) | | |
Net Assets | | | | | 100.0% | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index 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 | | | | | | | | | | | | | | | | | | | | | | | | | |
Argentina | | | | $ | 980,536 | | | | | $ | — | | | | | $ | — | | | | | $ | 980,536 | | |
Brazil | | | | | 30,626,712 | | | | | | — | | | | | | — | | | | | | 30,626,712 | | |
Chile | | | | | 4,182,328 | | | | | | — | | | | | | — | | | | | | 4,182,328 | | |
China | | | | | 57,421,240 | | | | | | 153,394,302 | | | | | | 1,920 | | | | | | 210,817,462 | | |
Colombia | | | | | 2,101,503 | | | | | | — | | | | | | — | | | | | | 2,101,503 | | |
Czech Republic | | | | | 382,382 | | | | | | 480,215 | | | | | | — | | | | | | 862,597 | | |
Egypt | | | | | 865,330 | | | | | | — | | | | | | — | | | | | | 865,330 | | |
Greece | | | | | 259,644 | | | | | | 1,580,828 | | | | | | — | | | | | | 1,840,472 | | |
Hungary | | | | | 307,361 | | | | | | 1,579,399 | | | | | | — | | | | | | 1,886,760 | | |
India | | | | | 9,632,352 | | | | | | 43,511,168 | | | | | | — | | | | | | 53,143,520 | | |
Indonesia | | | | | — | | | | | | 11,812,097 | | | | | | — | | | | | | 11,812,097 | | |
Malaysia | | | | | 1,011,621 | | | | | | 10,093,486 | | | | | | — | | | | | | 11,105,107 | | |
Mexico | | | | | 14,439,282 | | | | | | — | | | | | | — | | | | | | 14,439,282 | | |
Pakistan | | | | | 112,248 | | | | | | 50,721 | | | | | | — | | | | | | 162,969 | | |
Peru | | | | | 1,769,995 | | | | | | — | | | | | | — | | | | | | 1,769,995 | | |
Philippines | | | | | 2,013,933 | | | | | | 3,852,178 | | | | | | — | | | | | | 5,866,111 | | |
Poland | | | | | 957,302 | | | | | | 4,451,766 | | | | | | — | | | | | | 5,409,068 | | |
Qatar | | | | | 2,518,336 | | | | | | 3,142,139 | | | | | | — | | | | | | 5,660,475 | | |
Romania | | | | | — | | | | | | 337,404 | | | | | | — | | | | | | 337,404 | | |
Russia | | | | | 3,829,655 | | | | | | 19,798,009 | | | | | | — | | | | | | 23,627,664 | | |
Saudi Arabia | | | | | 2,053,054 | | | | | | 13,879,322 | | | | | | — | | | | | | 15,932,376 | | |
Singapore | | | | | — | | | | | | 220,694 | | | | | | — | | | | | | 220,694 | | |
South Africa | | | | | 7,005,289 | | | | | | 21,752,456 | | | | | | — | | | | | | 28,757,745 | | |
South Korea | | | | | 932,752 | | | | | | 67,208,180 | | | | | | — | | | | | | 68,140,932 | | |
Taiwan | | | | | 612,736 | | | | | | 71,689,485 | | | | | | — | | | | | | 72,302,221 | | |
Thailand | | | | | — | | | | | | 15,825,932 | | | | | | — | | | | | | 15,825,932 | | |
Turkey | | | | | 405,875 | | | | | | 2,577,622 | | | | | | — | | | | | | 2,983,497 | | |
United Arab Emirates | | | | | 884,071 | | | | | | 2,810,481 | | | | | | — | | | | | | 3,694,552 | | |
Total Common Stock | | | | | 145,305,537 | | | | | | 450,047,884 | | | | | | 1,920 | | | | | | 595,355,341 | | |
Preferred Stock | | | | | 16,034,733 | | | | | | 4,301,460 | | | | | | — | | | | | | 20,336,193 | | |
Rights | | | | | — | | | | | | 6,422 | | | | | | — | | | | | | 6,422 | | |
Warrants | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Corporate Bonds/Notes | | | | | — | | | | | | 2,452 | | | | | | — | | | | | | 2,452 | | |
Short-Term Investments | | | | | 7,518,000 | | | | | | 3,998,017 | | | | | | — | | | | | | 11,516,017 | | |
Total Investments, at fair value | | | | $ | 168,858,270 | | | | | $ | 458,356,235 | | | | | $ | 1,920 | | | | | $ | 627,216,425 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 248,871 | | | | | | — | | | | | | — | | | | | | 248,871 | | |
Total Assets | | | | $ | 169,107,141 | | | | | $ | 458,356,235 | | | | | $ | 1,920 | | | | | $ | 627,465,296 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Hanergy Mobile Energy Holding Group Co Ltd. | | | | | 6/11/2019 | | | | $951,967 | | | | $ | — | | |
| | | | | | | | | $951,967 | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI Emerging Markets Index | | | 183 | | | | | 03/20/20 | | | | | $ | 10,249,830 | | | | | $ | 248,871 | | |
| | | | | | | | | | | | | $ | 10,249,830 | | | | | $ | 248,871 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 248,871 | | |
Total Asset Derivatives | | | | | | | $ | 248,871 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (85,677) | | | | | $ | — | | | | | $ | (85,677) | | |
Equity contracts | | | | | — | | | | | | 1,867,168 | | | | | | 1,867,168 | | |
Total | | | | $ | (85,677) | | | | | $ | 1,867,168 | | | | | $ | 1,781,491 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (13,190) | | | | | $ | — | | | | | $ | (13,190) | | |
Equity contracts | | | | | — | | | | | | 266,758 | | | | | | 266,758 | | |
Total | | | | $ | (13,190) | | | | | $ | 266,758 | | | | | $ | 253,568 | | |
| Cost for federal income tax purposes was $591,002,060. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 97,096,425 | | |
| Gross Unrealized Depreciation | | | | | (59,537,740) | | |
| Net Unrealized Appreciation | | | | $ | 37,558,685 | | |
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 86.7% | | |||||||||||||||
| | | Belgium: 2.0% | | ||||||||||||
4,227 | | | Anheuser-Busch InBev SA/NV | | | | $ | 346,195 | | | | | | 2.0 | | |
| | | | | ||||||||||||
| | | Finland: 0.6% | | ||||||||||||
28,310 | | | Nokia OYJ - Finland | | | | | 104,715 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | France: 31.8% | | ||||||||||||
2,376 | | | Air Liquide SA | | | | | 336,849 | | | | | | 2.0 | | |
10,382 | | | AXA S.A. | | | | | 293,358 | | | | | | 1.7 | | |
5,793 | | | BNP Paribas | | | | | 344,327 | | | | | | 2.0 | | |
3,257 | | | Danone | | | | | 270,482 | | | | | | 1.6 | | |
9,341 | | | Engie SA | | | | | 151,309 | | | | | | 0.9 | | |
1,491 | | | EssilorLuxottica SA | | | | | 227,947 | | | | | | 1.3 | | |
374 | | | Kering SA | | | | | 246,435 | | | | | | 1.4 | | |
1,218 | | | L’Oreal S.A. | | | | | 360,173 | | | | | | 2.1 | | |
1,343 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 625,779 | | | | | | 3.6 | | |
10,295 | | | Orange SA | | | | | 151,298 | | | | | | 0.9 | | |
1,814 | | | Safran S.A. | | | | | 280,191 | | | | | | 1.6 | | |
5,700 | | | Sanofi | | | | | 572,439 | | | | | | 3.3 | | |
2,761 | | | Schneider Electric SE | | | | | 283,666 | | | | | | 1.6 | | |
4,287 | | | Societe Generale | | | | | 149,608 | | | | | | 0.9 | | |
13,395 | | | Total SA | | | | | 743,299 | | | | | | 4.3 | | |
2,805 | | | Vinci SA | | | | | 312,404 | | | | | | 1.8 | | |
4,518 | | | Vivendi SA | | | | | 130,831 | | | | | | 0.8 | | |
| | | | | | | | 5,480,395 | | | | | | 31.8 | | |
| | | | | ||||||||||||
| | | Germany: 23.8% | | ||||||||||||
926 | | | Adidas AG | | | | | 301,015 | | | | | | 1.8 | | |
2,095 | | | Allianz SE | | | | | 513,336 | | | | | | 3.0 | | |
4,614 | | | BASF SE | | | | | 347,605 | | | | | | 2.0 | | |
4,684 | | | Bayer AG | | | | | 380,795 | | | | | | 2.2 | | |
1,610 | | | Bayerische Motoren Werke AG | | | | | 131,869 | | | | | | 0.8 | | |
4,217 | | | Daimler AG | | | | | 233,135 | | | | | | 1.3 | | |
955 | | | Deutsche Boerse AG | | | | | 149,757 | | | | | | 0.9 | | |
4,936 | | | Deutsche Post AG | | | | | 187,688 | | | | | | 1.1 | | |
16,290 | | | Deutsche Telekom AG | | | | | 266,215 | | | | | | 1.5 | | |
2,064 | | | Fresenius SE & Co. KGaA | | | | | 116,149 | | | | | | 0.7 | | |
725 | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 213,943 | | | | | | 1.2 | | |
5,469 | | | SAP SE | | | | | 736,121 | | | | | | 4.3 | | |
4,014 | | | Siemens AG | | | | | 524,197 | | | | | | 3.0 | | |
| | | | | | | | 4,101,825 | | | | | | 23.8 | | |
| | | | | ||||||||||||
| | | Ireland: 0.9% | | ||||||||||||
3,971 | | | CRH PLC | | | | | 159,273 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Italy: 4.2% | | ||||||||||||
39,022 | | | Enel S.p.A. | | | | | 309,985 | | | | | | 1.8 | | |
12,760 | | | ENI S.p.A. | | | | | 198,180 | | | | | | 1.1 | | |
81,982 | | | Intesa Sanpaolo SpA | | | | | 215,957 | | | | | | 1.3 | | |
| | | | | | | | 724,122 | | | | | | 4.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Netherlands: 12.0% | | ||||||||||||
2,881 | | | Airbus SE | | | | $ | 422,832 | | | | | | 2.4 | | |
2,138 | | | ASML Holding NV | | | | | 632,972 | | | | | | 3.7 | | |
19,572 | | | ING Groep NV | | | | | 235,304 | | | | | | 1.4 | | |
5,529 | | | Koninklijke Ahold Delhaize NV | | | | | 138,626 | | | | | | 0.8 | | |
4,547 | | | Koninklijke Philips NV | | | | | 222,275 | | | | | | 1.3 | | |
7,312 | | | Unilever NV | | | | | 419,643 | | | | | | 2.4 | | |
| | | | | | | | 2,071,652 | | | | | | 12.0 | | |
| | | | | ||||||||||||
| | | Spain: 8.0% | | ||||||||||||
2,166 | | | Amadeus IT Group SA | | | | | 177,389 | | | | | | 1.0 | | |
33,494 | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 188,047 | | | | | | 1.1 | | |
83,471 | | | Banco Santander SA | | | | | 349,975 | | | | | | 2.0 | | |
29,219 | | | Iberdrola S.A. | | | | | 301,120 | | | | | | 1.8 | | |
5,583 | | | Industria de Diseno Textil SA | | | | | 197,307 | | | | | | 1.1 | | |
23,405 | | | Telefonica S.A. | | | | | 163,674 | | | | | | 1.0 | | |
| | | | | | | | 1,377,512 | | | | | | 8.0 | | |
| | | | | ||||||||||||
| | | United Kingdom: 3.4% | | ||||||||||||
2,773 | | | Linde PLC | | | | | 595,008 | | | | | | 3.4 | | |
| | | Total Common Stock (Cost $13,941,518) | | | | | 14,960,697 | | | | | | 86.7 | | |
PREFERRED STOCK: 1.1% | | |||||||||||||||
| | | Germany: 1.1% | | ||||||||||||
919 | | | Volkswagen AG | | | | | 180,895 | | | | | | 1.1 | | |
| | | Total Preferred Stock (Cost $152,499) | | | | | 180,895 | | | | | | 1.1 | | |
| | | Total Long-Term Investments (Cost $14,094,017) | | | | | 15,141,592 | | | | | | 87.8 | | |
SHORT-TERM INVESTMENTS: 1.3% | | |||||||||||||||
| | | Mutual Funds: 1.3% | | ||||||||||||
224,000 (2) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $224,000) | | | | | 224,000 | | | | | | 1.3 | | |
| | | Total Short-Term Investments (Cost $224,000) | | | | | 224,000 | | | | | | 1.3 | | |
| | | Total Investments in Securities (Cost $14,318,017) | | | | $ | 15,365,592 | | | | | | 89.1 | | |
| | | Assets in Excess of Other Liabilities | | | | | 1,887,237 | | | | | | 10.9 | | |
| | | Net Assets | | | | $ | 17,252,829 | | | | | | 100.0 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2019 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 15.4% | | |
Consumer Discretionary | | | | | 12.5 | | |
Industrials | | | | | 11.6 | | |
Information Technology | | | | | 9.6 | | |
Consumer Staples | | | | | 8.9 | | |
Materials | | | | | 8.3 | | |
Health Care | | | | | 7.5 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Energy | | | | | 5.5 | | |
Utilities | | | | | 4.4 | | |
Communication Services | | | | | 4.1 | | |
Short-Term Investments | | | | | 1.3 | | |
Assets in Excess of Other Liabilities | | | | | 10.9 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | |
Belgium | | | | $ | — | | | | | $ | 346,195 | | | | | $ | — | | | | | $ | 346,195 | | |
Finland | | | | | — | | | | | | 104,715 | | | | | | — | | | | | | 104,715 | | |
France | | | | | — | | | | | | 5,480,395 | | | | | | — | | | | | | 5,480,395 | | |
Germany | | | | | 301,015 | | | | | | 3,800,810 | | | | | | — | | | | | | 4,101,825 | | |
Ireland | | | | | — | | | | | | 159,273 | | | | | | — | | | | | | 159,273 | | |
Italy | | | | | — | | | | | | 724,122 | | | | | | — | | | | | | 724,122 | | |
Netherlands | | | | | — | | | | | | 2,071,652 | | | | | | — | | | | | | 2,071,652 | | |
Spain | | | | | — | | | | | | 1,377,512 | | | | | | — | | | | | | 1,377,512 | | |
United Kingdom | | | | | — | | | | | | 595,008 | | | | | | — | | | | | | 595,008 | | |
Total Common Stock | | | | | 301,015 | | | | | | 14,659,682 | | | | | | — | | | | | | 14,960,697 | | |
Preferred Stock | | | | | — | | | | | | 180,895 | | | | | | — | | | | | | 180,895 | | |
Short-Term Investments | | | | | 224,000 | | | | | | — | | | | | | — | | | | | | 224,000 | | |
Total Investments, at fair value | | | | $ | 525,015 | | | | | $ | 14,840,577 | | | | | $ | — | | | | | $ | 15,365,592 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,978 | | | | | | — | | | | | | 2,978 | | |
Futures | | | | | 11,752 | | | | | | — | | | | | | — | | | | | | 11,752 | | |
Total Assets | | | | $ | 536,767 | | | | | $ | 14,843,555 | | | | | $ | — | | | | | $ | 15,380,322 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (2,592) | | | | | $ | — | | | | | $ | (2,592) | | |
Total Liabilities | | | | $ | — | | | | | $ | (2,592) | | | | | $ | — | | | | | $ | (2,592) | | |
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2019 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 57,520 | | | EUR 51,000 | | | Morgan Stanley Capital Services LLC | | | | | 03/18/20 | | | | | $ | 42 | | |
USD 145,830 | | | EUR 131,000 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | (1,807) | | |
EUR 65,000 | | | USD 72,737 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | 519 | | |
USD 106,280 | | | EUR 95,000 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | (785) | | |
EUR 448,000 | | | USD 502,480 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | 2,417 | | |
| | | | | | | | | | | | | | | | $ | 386 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
EURO STOXX 50® Index | | | | | 51 | | | | | | 03/20/20 | | | | | $ | 2,133,247 | | | | | $ | 11,752 | | |
| | | | | | | | | | | | | | | | $ | 2,133,247 | | | | | $ | 11,752 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 2,978 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 11,752 | | |
Total Asset Derivatives | | | | | | | $ | 14,730 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,592 | | |
Total Liability Derivatives | | | | | | | $ | 2,592 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (151,413) | | | | | $ | — | | | | | $ | (151,413) | | |
Equity contracts | | | | | — | | | | | | 743,284 | | | | | | 743,284 | | |
Total | | | | $ | (151,413) | | | | | $ | 743,284 | | | | | $ | 591,871 | | |
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (23,529) | | | | | $ | — | | | | | $ | (23,529) | | |
Equity contracts | | | | | — | | | | | | 41,597 | | | | | | 41,597 | | |
Total | | | | $ | (23,529) | | | | | $ | 41,597 | | | | | $ | 18,068 | | |
| | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 42 | | | | | $ | 2,936 | | | | | $ | 2,978 | | |
Total Assets | | | | $ | 42 | | | | | $ | 2,936 | | | | | $ | 2,978 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 2,592 | | | | | $ | 2,592 | | |
Total Liabilities | | | | $ | — | | | | | $ | 2,592 | | | | | $ | 2,592 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 42 | | | | | $ | 344 | | | | | | 386 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 42 | | | | | $ | 344 | | | | | $ | 386 | | |
| Cost for federal income tax purposes was $14,533,491. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 1,789,313 | | |
| Gross Unrealized Depreciation | | | | | (951,328) | | |
| Net Unrealized Appreciation | | | | $ | 837,985 | | |
Voya FTSE 100 Index® Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.8% | | |||||||||||||||
| | | Australia: 1.9% | | ||||||||||||
3,639 | | | BHP Group PLC | | | | $ | 85,276 | | | | | | 1.9 | | |
| | | | | ||||||||||||
| | | Germany: 0.2% | | ||||||||||||
762 | | | Other Securities | | | | | 9,617 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Ireland: 1.1% | | ||||||||||||
723 | | | Other Securities | | | | | 47,493 | | | | | | 1.1 | | |
| | | | | ||||||||||||
| | | Netherlands: 9.3% | | ||||||||||||
7,364 | | | Royal Dutch Shell PLC - Class A | | | | | 218,081 | | | | | | 4.9 | | |
6,562 | | | Royal Dutch Shell PLC - Class B | | | | | 194,785 | | | | | | 4.4 | | |
| | | | | | | | 412,866 | | | | | | 9.3 | | |
| | | Russia: 0.2% | | ||||||||||||
542 | | | Other Securities | | | | | 8,572 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Switzerland: 1.6% | | ||||||||||||
18,964 | | | Glencore PLC | | | | | 59,049 | | | | | | 1.3 | | |
340 | | | Other Securities | | | | | 11,557 | | | | | | 0.3 | | |
| | | | | | | | 70,606 | | | | | | 1.6 | | |
| | | United Arab Emirates: 0.1% | | ||||||||||||
151 (1) | | | Other Securities | | | | | 3,538 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | United Kingdom: 83.4% | | ||||||||||||
1,666 | | | 3i Group PLC | | | | | 24,243 | | | | | | 0.5 | | |
2,189 | | | Anglo American PLC | | | | | 62,886 | | | | | | 1.4 | | |
796 | | | Ashtead Group PLC | | | | | 25,452 | | | | | | 0.6 | | |
608 | | | Associated British Foods PLC | | | | | 20,916 | | | | | | 0.5 | | |
2,298 | | | AstraZeneca PLC | | | | | 230,013 | | | | | | 5.2 | | |
1,590 (2) | | | Auto Trader Group PLC | | | | | 12,557 | | | | | | 0.3 | | |
6,833 | | | Aviva PLC | | | | | 37,927 | | | | | | 0.8 | | |
5,601 | | | BAE Systems PLC | | | | | 41,937 | | | | | | 0.9 | | |
30,076 | | | Barclays PLC | | | | | 71,716 | | | | | | 1.6 | | |
34,875 | | | BP PLC | | | | | 219,393 | | | | | | 4.9 | | |
3,996 | | | British American Tobacco PLC | | | | | 169,840 | | | | | | 3.8 | | |
15,283 | | | BT Group PLC | | | | | 38,944 | | | | | | 0.9 | | |
714 | | | Burberry Group PLC | | | | | 20,846 | | | | | | 0.5 | | |
2,773 | | | Compass Group PLC | | | | | 69,497 | | | | | | 1.6 | | |
1,395 | | | CRH PLC - London | | | | | 56,263 | | | | | | 1.3 | | |
4,036 | | | Diageo PLC | | | | | 170,065 | | | | | | 3.8 | | |
1,588 | | | Experian PLC | | | | | 53,833 | | | | | | 1.2 | | |
397 | | | Ferguson PLC | | | | | 36,130 | | | | | | 0.8 | | |
8,581 | | | GlaxoSmithKline PLC | | | | | 201,629 | | | | | | 4.5 | | |
35,450 | | | HSBC Holdings PLC | | | | | 277,520 | | | | | | 6.2 | | |
1,667 | | | Imperial Brands PLC | | | | | 41,242 | | | | | | 0.9 | | |
2,181 | | | Informa PLC | | | | | 24,806 | | | | | | 0.6 | | |
319 | | | InterContinental Hotels Group PLC | | | | | 21,920 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
2,776 | | | International Consolidated Airlines Group SA | | | | $ | 22,969 | | | | | | 0.5 | | |
283 | | | Intertek Group PLC | | | | | 21,929 | | | | | | 0.5 | | |
10,359 | | | Legal & General Group PLC | | | | | 41,613 | | | | | | 0.9 | | |
122,406 | | | Lloyds Banking Group Plc | | | | | 101,405 | | | | | | 2.3 | | |
549 | | | London Stock Exchange Group PLC | | | | | 56,422 | | | | | | 1.3 | | |
8,419 | | | Melrose Industries PLC | | | | | 26,817 | | | | | | 0.6 | | |
848 | | | Mondi PLC | | | | | 19,885 | | | | | | 0.4 | | |
6,087 | | | National Grid PLC | | | | | 76,071 | | | | | | 1.7 | | |
224 | | | Next PLC | | | | | 20,873 | | | | | | 0.5 | | |
555 | | | Persimmon PLC | | | | | 19,824 | | | | | | 0.4 | | |
4,548 | | | Prudential PLC | | | | | 87,143 | | | | | | 1.9 | | |
1,101 | | | Reckitt Benckiser Group PLC | | | | | 89,433 | | | | | | 2.0 | | |
3,291 | | | Relx PLC (GBP Exchange) | | | | | 83,076 | | | | | | 1.9 | | |
1,925 | | | Rio Tinto PLC | | | | | 113,951 | | | | | | 2.6 | | |
3,017 | | | Rolls-Royce Holdings PLC | | | | | 27,268 | | | | | | 0.6 | | |
7,948 | | | Royal Bank of Scotland Group PLC | | | | | 25,497 | | | | | | 0.6 | | |
1,907 | | | Segro PLC | | | | | 22,708 | | | | | | 0.5 | | |
1,531 | | | Smith & Nephew PLC | | | | | 36,899 | | | | | | 0.8 | | |
1,812 | | | SSE PLC | | | | | 34,559 | | | | | | 0.8 | | |
4,606 | | | Standard Chartered PLC | | | | | 43,403 | | | | | | 1.0 | | |
16,927 | | | Tesco PLC | | | | | 57,207 | | | | | | 1.3 | | |
1,907 | | | Unilever PLC | | | | | 109,162 | | | | | | 2.4 | | |
46,995 | | | Vodafone Group PLC | | | | | 91,236 | | | | | | 2.0 | | |
2,139 | | | WPP PLC | | | | | 30,101 | | | | | | 0.7 | | |
72,047 (3) | | | Other Securities | | | | | 532,022 | | | | | | 11.9 | | |
| | | | | | | | 3,721,048 | | | | | | 83.4 | | |
| | | Total Common Stock (Cost $4,083,868) | | | | | 4,359,016 | | | | | | 97.8 | | |
EXCHANGE-TRADED FUNDS: 1.6% | | |||||||||||||||
7,447 | | | iShares Core FTSE 100 UCITS ETF | | | | | 73,402 | | | | | | 1.6 | | |
| | | Total Exchange-Traded Funds (Cost $70,385) | | | | | 73,402 | | | | | | 1.6 | | |
PREFERRED STOCK: 0.0% | | |||||||||||||||
| | | United Kingdom: 0.0% | | ||||||||||||
140,254 (3) | | | Other Securities | | | | | 186 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $180) | | | | | 186 | | | | | | 0.0 | | |
CLOSED-END FUNDS: 0.4% | | |||||||||||||||
| | | United Kingdom: 0.4% | | ||||||||||||
2,560 | | | Other Securities | | | | | 19,672 | | | | | | 0.4 | | |
| | | Total Closed-End Funds (Cost $17,136) | | | | | 19,672 | | | | | | 0.4 | | |
| | | Total Long-Term Investments (Cost $4,171,569) | | | | | 4,452,276 | | | | | | 99.8 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.2% | | |||||||||||||||
| | | Repurchase Agreements: 0.1% | | ||||||||||||
3,729 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.64%, due 01/02/20 (Repurchase Amount $3,729, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $3,804, due 01/15/20-11/15/48) (Cost $3,729) | | | | $ | 3,729 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
48,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $48,000) | | | | | 48,000 | | | | | | 1.1 | | |
| | | Total Short-Term Investments (Cost $51,729) | | | | | 51,729 | | | | | | 1.2 | | |
| | | Total Investments in Securities (Cost $4,223,298) | | | | $ | 4,504,005 | | | | | | 101.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (45,137) | | | | | | (1.0) | | |
| | | Net Assets | | | | $ | 4,458,868 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 19.5% | | |
Consumer Staples | | | | | 15.4 | | |
Energy | | | | | 14.2 | | |
Health Care | | | | | 10.7 | | |
Materials | | | | | 10.6 | | |
Industrials | | | | | 9.9 | | |
Consumer Discretionary | | | | | 6.6 | | |
Communication Services | | | | | 5.3 | | |
Utilities | | | | | 3.4 | | |
Exchange-Traded Funds | | | | | 1.6 | | |
Real Estate | | | | | 1.2 | | |
Information Technology | | | | | 1.0 | | |
Financial | | | | | 0.4 | | |
Short-Term Investments | | | | | 1.2 | | |
Liabilities in Excess of Other Assets | | | | | (1.0) | | |
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 | | | | $ | — | | | | | $ | 85,276 | | | | | $ | — | | | | | $ | 85,276 | | |
Germany | | | | | — | | | | | | 9,617 | | | | | | — | | | | | | 9,617 | | |
Ireland | | | | | — | | | | | | 47,493 | | | | | | — | | | | | | 47,493 | | |
Netherlands | | | | | — | | | | | | 412,866 | | | | | | — | | | | | | 412,866 | | |
Russia | | | | | — | | | | | | 8,572 | | | | | | — | | | | | | 8,572 | | |
Switzerland | | | | | — | | | | | | 70,606 | | | | | | — | | | | | | 70,606 | | |
United Arab Emirates | | | | | — | | | | | | 3,538 | | | | | | — | | | | | | 3,538 | | |
United Kingdom | | | | | 77,365 | | | | | | 3,643,683 | | | | | | — | | | | | | 3,721,048 | | |
Total Common Stock | | | | | 77,365 | | | | | | 4,281,651 | | | | | | — | | | | | | 4,359,016 | | |
Voya FTSE 100 Index® 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 | | ||||||||||||
Exchange-Traded Funds | | | | | — | | | | | | 73,402 | | | | | | — | | | | | | 73,402 | | |
Preferred Stock | | | | | — | | | | | | 186 | | | | | | — | | | | | | 186 | | |
Closed-End Funds | | | | | — | | | | | | 19,672 | | | | | | — | | | | | | 19,672 | | |
Short-Term Investments | | | | | 48,000 | | | | | | 3,729 | | | | | | — | | | | | | 51,729 | | |
Total Investments, at fair value | | | | $ | 125,365 | | | | | $ | 4,378,640 | | | | | $ | — | | | | | $ | 4,504,005 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 511 | | | | | | — | | | | | | 511 | | |
Total Assets | | | | $ | 125,365 | | | | | $ | 4,379,151 | | | | | $ | — | | | | | $ | 4,504,516 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (443) | | | | | $ | — | | | | | $ | (443) | | |
Total Liabilities | | | | $ | — | | | | | $ | (443) | | | | | $ | — | | | | | $ | (443) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
GBP 21,000 | | | USD 27,927 | | | Barclays Bank PLC | | | | | 03/18/20 | | | | | $ | (53) | | |
USD 15,538 | | | GBP 12,000 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | (390) | | |
USD 60,109 | | | GBP 44,900 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | 511 | | |
| | | | | | | | | | | | | | | | $ | 68 | | |
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 | | | | $ | 511 | | |
Total Asset Derivatives | | | | | | | $ | 511 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 443 | | |
Total Liability Derivatives | | | | | | | $ | 443 | | |
Voya FTSE 100 Index® Portfolio | as of December 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 162,016 | | | | | $ | — | | | | | $ | 162,016 | | |
Equity contracts | | | | | — | | | | | | 681,338 | | | | | | 681,338 | | |
Total | | | | $ | 162,016 | | | | | $ | 681,338 | | | | | $ | 843,354 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (37,216) | | | | | $ | — | | | | | $ | (37,216) | | |
Equity contracts | | | | | — | | | | | | 6,877 | | | | | | 6,877 | | |
Total | | | | $ | (37,216) | | | | | $ | 6,877 | | | | | $ | (30,339) | | |
| | | Barlcays Bank PLC | | | The Bank of New York Mellon | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 511 | | | | | $ | 511 | | |
Total Assets | | | | $ | — | | | | | $ | 511 | | | | | $ | 511 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 53 | | | | | $ | 390 | | | | | $ | 443 | | |
Total Liabilities | | | | $ | 53 | | | | | $ | 390 | | | | | $ | 443 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (53) | | | | | $ | 121 | | | | | | 68 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (53) | | | | | $ | 121 | | | | | $ | 68 | | |
| Cost for federal income tax purposes was $4,589,446. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 402,401 | | |
| Gross Unrealized Depreciation | | | | | (450,895) | | |
| Net Unrealized Depreciation | | | | $ | (48,494) | | |
Voya Hang Seng Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.1% | | |||||||||||||||
| | | China: 53.8% | | ||||||||||||
11,000 | | | AAC Technologies Holdings, Inc. | | | | $ | 96,030 | | | | | | 0.4 | | |
1,335,746 | | | Bank of China Ltd. - H Shares | | | | | 571,003 | | | | | | 2.7 | | |
147,451 | | | Bank of Communications Co., Ltd. - H Shares | | | | | 104,776 | | | | | | 0.5 | | |
62,129 | | | BOC Hong Kong Holdings Ltd. | | | | | 215,676 | | | | | | 1.0 | | |
1,819,107 | | | China Construction Bank - H Shares | | | | | 1,577,242 | | | | | | 7.5 | | |
124,911 | | | China Life Insurance Co., Ltd. - H Shares | | | | | 347,460 | | | | | | 1.6 | | |
46,000 | | | China Mengniu Dairy Co., Ltd. | | | | | 186,074 | | | | | | 0.9 | | |
103,101 | | | China Mobile Ltd. | | | | | 871,189 | | | | | | 4.2 | | |
64,991 | | | China Overseas Land & Investment Ltd. | | | | | 253,114 | | | | | | 1.2 | | |
408,438 | | | China Petroleum & Chemical Corp. - H Shares | | | | | 245,933 | | | | | | 1.2 | | |
46,444 | | | China Resources Land Ltd. | | | | | 231,075 | | | | | | 1.1 | | |
57,341 | | | China Shenhua Energy Co., Ltd. - H Shares | | | | | 119,895 | | | | | | 0.6 | | |
103,110 | | | China Unicom Hong Kong Ltd. | | | | | 97,091 | | | | | | 0.5 | | |
121,811 | | | CITIC Ltd. | | | | | 162,583 | | | | | | 0.8 | | |
300,714 | | | CNOOC Ltd. | | | | | 500,036 | | | | | | 2.4 | | |
127,000 | | | Country Garden Holdings Co. Ltd. | | | | | 203,267 | | | | | | 1.0 | | |
78,000 | | | CSPC Pharmaceutical Group Ltd. | | | | | 186,139 | | | | | | 0.9 | | |
92,000 | | | Geely Automobile Holdings Ltd. | | | | | 180,128 | | | | | | 0.8 | | |
12,000 | | | Hengan International Group Co., Ltd. | | | | | 85,477 | | | | | | 0.4 | | |
1,240,340 | | | Industrial & Commercial Bank of China H Shares | | | | | 956,958 | | | | | | 4.6 | | |
354,604 | | | PetroChina Co., Ltd. - H Shares | | | | | 178,506 | | | | | | 0.8 | | |
93,932 | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 1,111,541 | | | | | | 5.3 | | |
13,900 | | | Shenzhou International Group Holdings Ltd. | | | | | 203,150 | | | | | | 1.0 | | |
116,000 | | | Sino Biopharmaceutical Ltd. | | | | | 162,286 | | | | | | 0.8 | | |
12,000 | | | Sunny Optical Technology Group Co. Ltd. | | | | | 207,913 | | | | | | 1.0 | | |
44,275 | | | Tencent Holdings Ltd. | | | | | 2,132,999 | | | | | | 10.2 | | |
94,000 | | | Want Want China Holdings Ltd. | | | | | 87,802 | | | | | | 0.4 | | |
| | | | | | | | 11,275,343 | | | | | | 53.8 | | |
| | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Hong Kong: 30.3% | | ||||||||||||
185,600 | | | AIA Group Ltd. | | | | | 1,952,135 | | | | | | 9.3 | | |
43,536 | | | CK Asset Holdings Ltd. | | | | | 314,166 | | | | | | 1.5 | | |
45,332 | | | CK Hutchison Holdings Ltd. | | | | | 432,263 | | | | | | 2.1 | | |
13,330 | | | CK Infrastructure Holdings Ltd. | | | | | 94,865 | | | | | | 0.4 | | |
31,931 | | | CLP Holdings Ltd. | | | | | 335,193 | | | | | | 1.6 | | |
33,706 | | | Hang Lung Properties Ltd. | | | | | 74,010 | | | | | | 0.3 | | |
12,843 | | | Hang Seng Bank Ltd. | | | | | 265,464 | | | | | | 1.3 | | |
24,828 | | | Henderson Land Development Co., Ltd. | | | | | 121,832 | | | | | | 0.6 | | |
171,043 | | | Hong Kong & China Gas | | | | | 334,196 | | | | | | 1.6 | | |
20,141 | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 654,335 | | | | | | 3.1 | | |
35,000 | | | Link REIT | | | | | 370,789 | | | | | | 1.8 | | |
25,643 | | | MTR Corp. | | | | | 151,538 | | | | | | 0.7 | | |
103,100 | | | New World Development Ltd. | | | | | 141,324 | | | | | | 0.7 | | |
23,322 | | | Power Assets Holdings Ltd. | | | | | 170,615 | | | | | | 0.8 | | |
51,265 | | | Sino Land Co. | | | | | 74,412 | | | | | | 0.4 | | |
19,555 | | | Sun Hung Kai Properties Ltd. | | | | | 299,482 | | | | | | 1.4 | | |
8,591 | | | Swire Pacific Ltd. - Class A | | | | | 79,808 | | | | | | 0.4 | | |
24,500 | | | Techtronic Industries Co., Ltd. | | | | | 199,961 | | | | | | 1.0 | | |
148,500 (1) | | | WH Group Ltd. | | | | | 153,545 | | | | | | 0.7 | | |
20,637 | | | Wharf Real Estate Investment Co. Ltd. | | | | | 125,918 | | | | | | 0.6 | | |
| | | | | | | | 6,345,851 | | | | | | 30.3 | | |
| | | | | ||||||||||||
| | | Macau: 2.5% | | ||||||||||||
36,000 | | | Galaxy Entertainment Group Ltd. | | | | | 265,018 | | | | | | 1.3 | | |
47,600 | | | Sands China Ltd. | | | | | 254,330 | | | | | | 1.2 | | |
| | | | | | | | 519,348 | | | | | | 2.5 | | |
| | | | | ||||||||||||
| | | United Kingdom: 9.5% | | ||||||||||||
253,228 | | | HSBC Holdings PLC (HKD) | | | | | 1,981,274 | | | | | | 9.5 | | |
| | | Total Common Stock (Cost $11,844,573) | | | | | 20,121,816 | | | | | | 96.1 | | |
SHORT-TERM INVESTMENTS: 3.4% | | |||||||||||||||
| | | Mutual Funds: 3.4% | | ||||||||||||
709,000 (2) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $709,000) | | | | | 709,000 | | | | | | 3.4 | | |
| | | Total Short-Term Investments (Cost $709,000) | | | | | 709,000 | | | | | | 3.4 | | |
| | | Total Investments in Securities (Cost $12,553,573) | | | | $ | 20,830,816 | | | | | | 99.5 | | |
| | | Assets in Excess of Other Liabilities | | | | | 105,036 | | | | | | 0.5 | | |
| | | Net Assets | | | | $ | 20,935,852 | | | | | | 100.0 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2019 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 46.5% | | |
Communication Services | | | | | 14.8 | | |
Real Estate | | | | | 10.9 | | |
Energy | | | | | 5.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Utilities | | | | | 4.5 | | |
Industrials | | | | | 4.5 | | |
Consumer Discretionary | | | | | 4.3 | | |
Consumer Staples | | | | | 2.4 | | |
Health Care | | | | | 1.7 | | |
Information Technology | | | | | 1.5 | | |
Short-Term Investments | | | | | 3.4 | | |
Assets in Excess of Other Liabilities | | | | | 0.5 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | |
China | | | | $ | — | | | | | $ | 11,275,343 | | | | | $ | — | | | | | $ | 11,275,343 | | |
Hong Kong | | | | | — | | | | | | 6,345,851 | | | | | | — | | | | | | 6,345,851 | | |
Macau | | | | | — | | | | | | 519,348 | | | | | | — | | | | | | 519,348 | | |
United Kingdom | | | | | — | | | | | | 1,981,274 | | | | | | — | | | | | | 1,981,274 | | |
Total Common Stock | | | | | — | | | | | | 20,121,816 | | | | | | — | | | | | | 20,121,816 | | |
Short-Term Investments | | | | | 709,000 | | | | | | — | | | | | | — | | | | | | 709,000 | | |
Total Investments, at fair value | | | | $ | 709,000 | | | | | $ | 20,121,816 | | | | | $ | — | | | | | $ | 20,830,816 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 654 | | | | | | — | | | | | | 654 | | |
Futures | | | | | 7,193 | | | | | | — | | | | | | — | | | | | | 7,193 | | |
Total Assets | | | | $ | 716,193 | | | | | $ | 20,122,470 | | | | | $ | — | | | | | $ | 20,838,663 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (35) | | | | | $ | — | | | | | $ | (35) | | |
Total Liabilities | | | | $ | — | | | | | $ | (35) | | | | | $ | — | | | | | $ | (35) | | |
Voya Hang Seng Index Portfolio | as of December 31, 2019 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 110,726 | | | HKD 863,000 | | | BNP Paribas | | | | | 03/18/20 | | | | | $ | 42 | | |
HKD 6,807,000 | | | USD 872,476 | | | State Street Bank and Trust Co. | | | | | 03/18/20 | | | | | | 555 | | |
HKD 1,884,000 | | | USD 241,575 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | 57 | | |
USD 231,721 | | | HKD 1,807,000 | | | UBS AG | | | | | 03/18/20 | | | | | | (35) | | |
| | | | | | | | | | | | | | | | $ | 619 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini-Hang Seng Index | | | | | 21 | | | | | | 01/30/20 | | | | | $ | 761,867 | | | | | $ | 7,193 | | |
| | | | | | | | | | | | | | | | $ | 761,867 | | | | | $ | 7,193 | | |
| HKD | | | – | | | Hong Kong Sar Dollar | |
| USD | | | – | | | United States Dollar | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 654 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 7,193 | | |
Total Asset Derivatives | | | | | | | $ | 7,847 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 35 | | |
Total Liability Derivatives | | | | | | | $ | 35 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 2,525 | | | | | $ | — | | | | | $ | 2,525 | | |
Equity contracts | | | | | — | | | | | | 9,785 | | | | | | 9,785 | | |
Total | | | | $ | 2,525 | | | | | $ | 9,785 | | | | | $ | 12,310 | | |
Voya Hang Seng Index Portfolio | as of December 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 1,842 | | | | | $ | — | | | | | $ | 1,842 | | |
Equity contracts | | | | | — | | | | | | (959) | | | | | | (959) | | |
Total | | | | $ | 1,842 | | | | | $ | (959) | | | | | $ | 883 | | |
| | | BNP Paribas | | | State Street Bank and Trust Co. | | | The Bank of New York Mellon | | | UBS AG | | | Totals | | |||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 42 | | | | | $ | 555 | | | | | $ | 57 | | | | | $ | — | | | | | $ | 654 | | |
Total Assets | | | | $ | 42 | | | | | $ | 555 | | | | | $ | 57 | | | | | $ | — | | | | | $ | 654 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 35 | | | | | $ | 35 | | |
Total Liabilities | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 35 | | | | | $ | 35 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 42 | | | | | $ | 555 | | | | | $ | 57 | | | | | $ | (35) | | | | | $ | 619 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 42 | | | | | $ | 555 | | | | | $ | 57 | | | | | $ | (35) | | | | | $ | 619 | | |
| Cost for federal income tax purposes was $13,054,540. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 8,280,926 | | |
| Gross Unrealized Depreciation | | | | | (479,871) | | |
| Net Unrealized Appreciation | | | | $ | 7,801,055 | | |
Voya International Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.7% | | |||||||||||||||
| | | Australia: 7.0% | | ||||||||||||
455,029 | | | BHP Group Ltd. | | | | $ | 12,459,736 | | | | | | 0.5 | | |
326,240 | | | BHP Group PLC | | | | | 7,645,130 | | | | | | 0.3 | | |
273,439 | | | Commonwealth Bank of Australia | | | | | 15,339,320 | | | | | | 0.7 | | |
69,989 | | | CSL Ltd. | | | | | 13,569,603 | | | | | | 0.6 | | |
57,340 | | | Rio Tinto Ltd. | | | | | 4,056,805 | | | | | | 0.2 | | |
539,411 | | | Westpac Banking Corp. | | | | | 9,211,380 | | | | | | 0.4 | | |
13,967,112 (1)(2)(3) | | | Other Securities | | | | | 100,085,827 | | | | | | 4.3 | | |
| | | | | | | | 162,367,801 | | | | | | 7.0 | | |
| | | Austria: 0.2% | | ||||||||||||
131,774 (1) | | | Other Securities | | | | | 5,100,825 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Belgium: 1.0% | | ||||||||||||
117,695 | | | Anheuser-Busch InBev SA/NV | | | | | 9,639,311 | | | | | | 0.4 | | |
185,938 (1)(2) | | | Other Securities | | | | | 13,064,361 | | | | | | 0.6 | | |
| | | | | | | | 22,703,672 | | | | | | 1.0 | | |
| | | China: 0.1% | | ||||||||||||
206,900 (4)(5) | | | Budweiser Brewing Co. APAC Ltd. | | | | | 698,314 | | | | | | 0.0 | | |
576,968 (1)(2) | | | Other Securities | | | | | 2,903,766 | | | | | | 0.1 | | |
| | | | | | | | 3,602,080 | | | | | | 0.1 | | |
| | | Denmark: 1.8% | | ||||||||||||
273,315 | | | Novo Nordisk A/S | | | | | 15,838,286 | | | | | | 0.7 | | |
29,220 (5) | | | Orsted A/S | | | | | 3,022,070 | | | | | | 0.1 | | |
344,851 (1)(2) | | | Other Securities | | | | | 23,335,054 | | | | | | 1.0 | | |
| | | | | | | | 42,195,410 | | | | | | 1.8 | | |
| | | Finland: 1.1% | | ||||||||||||
1,938,501 (1) | | | Other Securities | | | | | 25,732,866 | | | | | | 1.1 | | |
| | | | | ||||||||||||
| | | France: 10.5% | | ||||||||||||
72,802 | | | Air Liquide SA | | | | | 10,321,248 | | | | | | 0.4 | | |
9,347 (5) | | | Amundi SA | | | | | 735,019 | | | | | | 0.0 | | |
298,610 | | | AXA S.A. | | | | | 8,437,637 | | | | | | 0.4 | | |
173,744 | | | BNP Paribas | | | | | 10,327,059 | | | | | | 0.4 | | |
39,032 | | | L’Oreal S.A. | | | | | 11,542,104 | | | | | | 0.5 | | |
42,970 (6) | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 20,022,129 | | | | | | 0.9 | | |
174,183 | | | Sanofi | | | | | 17,492,835 | | | | | | 0.8 | | |
85,537 | | | Schneider Electric SE | | | | | 8,788,088 | | | | | | 0.4 | | |
370,789 | | | Total SA | | | | | 20,575,364 | | | | | | 0.9 | | |
78,822 | | | Vinci SA | | | | | 8,778,731 | | | | | | 0.4 | | |
15,518 (4)(5) | | | Worldline SA/France | | | | | 1,100,091 | | | | | | 0.0 | | |
2,820,585 (1)(2) | | | Other Securities | | | | | 125,941,334 | | | | | | 5.4 | | |
| | | | | | | | 244,061,639 | | | | | | 10.5 | | |
| | | Germany: 7.9% | | ||||||||||||
27,861 | | | Adidas AG | | | | | 9,056,778 | | | | | | 0.4 | | |
65,564 | | | Allianz SE | | | | | 16,065,073 | | | | | | 0.7 | | |
141,872 | | | BASF SE | | | | | 10,688,207 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Germany (continued) | | ||||||||||||
144,046 | | | Bayer AG | | | | $ | 11,710,509 | | | | | | 0.5 | | |
26,854 (5) | | | Covestro AG | | | | | 1,249,525 | | | | | | 0.0 | | |
17,486 (4)(5) | | | Delivery Hero SE | | | | | 1,385,934 | | | | | | 0.1 | | |
151,808 | | | SAP SE | | | | | 20,433,184 | | | | | | 0.9 | | |
118,165 | | | Siemens AG | | | | | 15,431,421 | | | | | | 0.7 | | |
23,170 (5) | | | Siemens Healthineers AG | | | | | 1,110,706 | | | | | | 0.0 | | |
21,328 (4)(5) | | | Zalando SE | | | | | 1,075,580 | | | | | | 0.0 | | |
3,043,577 (1)(2) | | | Other Securities | | | | | 97,237,265 | | | | | | 4.2 | | |
| | | | | | | | 185,444,182 | | | | | | 7.9 | | |
| | | Hong Kong: 3.0% | | ||||||||||||
1,867,099 | | | AIA Group Ltd. | | | | | 19,638,085 | | | | | | 0.8 | | |
1,477,000 (5) | | | WH Group Ltd. | | | | | 1,527,180 | | | | | | 0.1 | | |
9,611,081 (1) | | | Other Securities | | | | | 49,949,130 | | | | | | 2.1 | | |
| | | | | | | | 71,114,395 | | | | | | 3.0 | | |
| | | Ireland: 0.6% | | ||||||||||||
516,425 | | | Other Securities | | | | | 13,734,365 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Israel: 0.5% | | ||||||||||||
933,287 (1)(2) | | | Other Securities | | | | | 12,909,465 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | Italy: 2.0% | | ||||||||||||
1,256,311 | | | Enel S.p.A. | | | | | 9,979,960 | | | | | | 0.4 | | |
61,786 (5) | | | Pirelli & C SpA | | | | | 356,610 | | | | | | 0.0 | | |
80,699 (5) | | | Poste Italiane SpA | | | | | 916,977 | | | | | | 0.0 | | |
6,562,821 (2) | | | Other Securities | | | | | 36,214,659 | | | | | | 1.6 | | |
| | | | | | | | 47,468,206 | | | | | | 2.0 | | |
| | | Japan: 24.0% | | ||||||||||||
28,188 | | | Keyence Corp. | | | | | 9,897,894 | | | | | | 0.4 | | |
197,748 | | | Mitsubishi Chemical Holdings Corp. | | | | | 1,473,457 | | | | | | 0.1 | | |
208,793 | | | Mitsubishi Corp. | | | | | 5,531,212 | | | | | | 0.2 | | |
281,961 | | | Mitsubishi Electric Corp. | | | | | 3,839,094 | | | | | | 0.2 | | |
182,627 | | | Mitsubishi Estate Co., Ltd. | | | | | 3,494,545 | | | | | | 0.2 | | |
24,739 | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 376,879 | | | | | | 0.0 | | |
49,519 | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,920,191 | | | | | | 0.1 | | |
17,251 | | | Mitsubishi Materials Corp. | | | | | 468,187 | | | | | | 0.0 | | |
103,615 | | | Mitsubishi Motors Corp. | | | | | 431,895 | | | | | | 0.0 | | |
34,713 | | | Mitsubishi Tanabe Pharma Corp. | | | | | 636,813 | | | | | | 0.0 | | |
1,900,106 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 10,272,613 | | | | | | 0.4 | | |
62,276 | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 400,914 | | | | | | 0.0 | | |
258,800 | | | Softbank Corp. | | | | | 3,470,425 | | | | | | 0.1 | | |
242,192 | | | SoftBank Group Corp. | | | | | 10,515,262 | | | | | | 0.5 | | |
196,370 | | | Sony Corp. | | | | | 13,333,075 | | | | | | 0.6 | | |
Voya International Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
205,351 | | | Sumitomo Mitsui Financial Group, Inc. | | | | $ | 7,584,715 | | | | | | 0.3 | | |
51,285 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 2,027,345 | | | | | | 0.1 | | |
231,522 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 9,157,210 | | | | | | 0.4 | | |
22,605 | | | Toyota Industries Corp. | | | | | 1,300,693 | | | | | | 0.1 | | |
352,858 | | | Toyota Motor Corp. | | | | | 24,862,907 | | | | | | 1.1 | | |
32,854 | | | Toyota Tsusho Corp. | | | | | 1,154,083 | | | | | | 0.0 | | |
21,595,022 (1)(2) | | | Other Securities | | | | | 447,101,723 | | | | | | 19.2 | | |
| | | | | | | | 559,251,132 | | | | | | 24.0 | | |
| | | Luxembourg: 0.1% | | ||||||||||||
129,209 | | | Other Securities | | | | | 1,615,374 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Macau: 0.2% | | ||||||||||||
1,256,205 (1) | | | Other Securities | | | | | 5,404,946 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Netherlands: 6.2% | | ||||||||||||
65,338 (5) | | | ABN AMRO Bank NV | | | | | 1,190,878 | | | | | | 0.0 | | |
1,599 (4)(5) | | | Adyen NV | | | | | 1,315,337 | | | | | | 0.1 | | |
90,141 | | | Airbus SE | | | | | 13,229,626 | | | | | | 0.6 | | |
65,749 | | | ASML Holding NV | | | | | 19,465,511 | | | | | | 0.8 | | |
182,843 | | | Koninklijke Ahold Delhaize NV | | | | | 4,584,333 | | | | | | 0.2 | | |
28,024 | | | Koninklijke DSM NV | | | | | 3,664,032 | | | | | | 0.2 | | |
551,811 | | | Koninklijke KPN NV | | | | | 1,633,024 | | | | | | 0.1 | | |
140,067 | | | Koninklijke Philips NV | | | | | 6,847,025 | | | | | | 0.3 | | |
10,860 | | | Koninklijke Vopak NV | | | | | 590,139 | | | | | | 0.0 | | |
662,992 | | | Royal Dutch Shell PLC - Class A | | | | | 19,634,123 | | | | | | 0.8 | | |
575,134 | | | Royal Dutch Shell PLC - Class B | | | | | 17,072,204 | | | | | | 0.7 | | |
226,797 | | | Unilever NV | | | | | 13,016,102 | | | | | | 0.6 | | |
1,475,239 (2) | | | Other Securities | | | | | 41,437,609 | | | | | | 1.8 | | |
| | | | | | | | 143,679,943 | | | | | | 6.2 | | |
| | | New Zealand: 0.3% | | ||||||||||||
1,133,277 (2) | | | Other Securities | | | | | 6,344,381 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Norway: 0.6% | | ||||||||||||
893,933 | | | Other Securities | | | | | 14,304,832 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Portugal: 0.1% | | ||||||||||||
511,671 | | | Other Securities | | | | | 3,656,233 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Singapore: 1.3% | | ||||||||||||
7,827,126 | | | Other Securities | | | | | 29,447,728 | | | | | | 1.3 | | |
| | | | | ||||||||||||
| | | Spain: 2.8% | | ||||||||||||
10,426 (5) | | | Aena SME SA | | | | | 1,998,860 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Spain (continued) | | ||||||||||||
2,567,670 (6) | | | Banco Santander SA | | | | $ | 10,765,643 | | | | | | 0.5 | | |
38,690 (5) | | | Cellnex Telecom SA | | | | | 1,668,926 | | | | | | 0.1 | | |
933,982 | | | Iberdrola S.A. | | | | | 9,625,259 | | | | | | 0.4 | | |
36,824 (6) | | | Siemens Gamesa Renewable Energy SA | | | | | 648,499 | | | | | | 0.0 | | |
4,466,389 (1)(3) | | | Other Securities | | | | | 40,421,613 | | | | | | 1.7 | | |
| | | | | | | | 65,128,800 | | | | | | 2.8 | | |
| | | Sweden: 2.5% | | ||||||||||||
3,324,887 (1) | | | Other Securities | | | | | 57,500,501 | | | | | | 2.5 | | |
| | | | | ||||||||||||
| | | Switzerland: 9.6% | | ||||||||||||
459,869 | | | Nestle SA | | | | | 49,787,842 | | | | | | 2.1 | | |
331,831 | | | Novartis AG | | | | | 31,420,947 | | | | | | 1.4 | | |
108,521 | | | Roche Holding AG | | | | | 35,269,631 | | | | | | 1.5 | | |
23,149 | | | Zurich Insurance Group AG | | | | | 9,495,710 | | | | | | 0.4 | | |
3,585,574 (2) | | | Other Securities | | | | | 97,537,576 | | | | | | 4.2 | | |
| | | | | | | | 223,511,706 | | | | | | 9.6 | | |
| | | United Arab Emirates: 0.0% | | ||||||||||||
14,508 (1) | | | Other Securities | | | | | 339,916 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | United Kingdom: 14.3% | | ||||||||||||
202,620 | | | AstraZeneca PLC | | | | | 20,280,762 | | | | | | 0.9 | | |
143,531 (5) | | | Auto Trader Group PLC | | | | | 1,133,493 | | | | | | 0.1 | | |
3,147,142 | | | BP PLC | | | | | 19,798,193 | | | | | | 0.8 | | |
354,306 | | | British American Tobacco PLC | | | | | 15,058,844 | | | | | | 0.6 | | |
365,574 | | | Diageo PLC | | | | | 15,404,181 | | | | | | 0.7 | | |
770,438 | | | GlaxoSmithKline PLC | | | | | 18,103,134 | | | | | | 0.8 | | |
3,119,223 | | | HSBC Holdings PLC | | | | | 24,418,822 | | | | | | 1.0 | | |
10,834,897 | | | Lloyds Banking Group Plc | | | | | 8,975,926 | | | | | | 0.4 | | |
109,682 | | | Reckitt Benckiser Group PLC | | | | | 8,909,361 | | | | | | 0.4 | | |
174,581 | | | Rio Tinto PLC | | | | | 10,334,385 | | | | | | 0.4 | | |
171,431 | | | Unilever PLC | | | | | 9,813,231 | | | | | | 0.4 | | |
24,472,513 (1)(2) | | | Other Securities | | | | | 180,985,915 | | | | | | 7.8 | | |
| | | | | | | | 333,216,247 | | | | | | 14.3 | | |
| | | Total Common Stock (Cost $1,908,347,226) | | | | | 2,279,836,645 | | | | | | 97.7 | | |
PREFERRED STOCK: 0.5% | | |||||||||||||||
| | | Germany: 0.5% | | ||||||||||||
104,737 | | | Other Securities | | | | | 12,481,895 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | United Kingdom: 0.0% | | ||||||||||||
12,179,282 (2) | | | Other Securities | | | | | 16,133 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $11,167,035) | | | | | 12,498,028 | | | | | | 0.5 | | |
|
Voya International Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
RIGHTS: 0.0% | | |||||||||||||||
| | | Spain: 0.0% | | ||||||||||||
222,293 (2) | | | Other Securities | | | | $ | 105,474 | | | | | | 0.0 | | |
| | | Total Rights (Cost $105,054) | | | | | 105,474 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $1,919,619,315) | | | | | 2,292,440,147 | | | | | | 98.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.0% | | |||||||||||||||
| | | Commercial Paper: 0.3% | | ||||||||||||
425,000 (7) | | | Australia & New Zealand Banking, 1.830%, 03/13/2020 | | | | | 423,417 | | | | | | 0.0 | | |
575,000 (7) | | | Banco Santander S.A., 1.950%, 02/05/2020 | | | | | 573,966 | | | | | | 0.0 | | |
625,000 (7) | | | DBS Bank Ltd., 1.820%, 02/18/2020 | | | | | 623,479 | | | | | | 0.1 | | |
400,000 (7) | | | Flex Co. LLC, 1.910%, 01/31/2020 | | | | | 399,380 | | | | | | 0.0 | | |
300,000 (7) | | | Le Mouvement Des Caisses Desjardins, 1.850%, 02/10/2020 | | | | | 299,412 | | | | | | 0.0 | | |
550,000 (7) | | | Le Mouvement Des Caisses Desjardins, 1.860%, 02/14/2020 | | | | | 548,811 | | | | | | 0.1 | | |
600,000 (7) | | | LMA Americas LLC, 1.810%, 01/23/2020 | | | | | 599,221 | | | | | | 0.0 | | |
550,000 (7) | | | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | | | | | 548,866 | | | | | | 0.0 | | |
554,000 (7) | | | Societe Generale, 1.970%, 01/09/2020 | | | | | 553,751 | | | | | | 0.0 | | |
425,000 (7) | | | Starbird Funding Corp., 1.840%, 03/02/2020 | | | | | 423,644 | | | | | | 0.0 | | |
550,000 (7) | | | Starbird Funding Corp., 1.910%, 02/20/2020 | | | | | 548,558 | | | | | | 0.1 | | |
450,000 (7) | | | United Overseas Bnk Group, 1.900%, 01/24/2020 | | | | | 449,515 | | | | | | 0.0 | | |
| | | Total Commercial Paper (Cost $5,992,020) | | | | | 5,992,020 | | | | | | 0.3 | | |
| | | | |||||||||||||
��� | | | Floating Rate Notes: 0.5% | | ||||||||||||
525,000 (7) | | | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | | | | | 525,152 | | | | | | 0.0 | | |
550,000 (7) | | | Bank of America Corp., 1.910%, 05/07/2020 | | | | | 550,000 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
475,000 (7) | | | Bedford Row Funding, 1.960%, 05/18/2020 | | | | $ | 475,080 | | | | | | 0.0 | | |
500,000 (7) | | | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | | | | | 500,140 | | | | | | 0.0 | | |
425,000 (7) | | | Crédit Industriel et Commercial, 1.950%, 04/09/2020 | | | | | 425,071 | | | | | | 0.0 | | |
525,000 (7) | | | Credit Suisse Group AG, 1.890%, 04/17/2020 | | | | | 525,235 | | | | | | 0.0 | | |
475,000 (7) | | | DNB ASA, 1.930%, 02/14/2020 | | | | | 475,068 | | | | | | 0.0 | | |
675,000 (7) | | | HSBC Holdings PLC, 1.940%, 04/02/2020 | | | | | 675,109 | | | | | | 0.0 | | |
375,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | | | | | 375,096 | | | | | | 0.0 | | |
575,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 2.050%, 02/25/2020 | | | | | 575,199 | | | | | | 0.1 | | |
525,000 (7) | | | Mizuho Financial Group Inc., 1.960%, 05/05/2020 | | | | | 525,022 | | | | | | 0.1 | | |
425,000 (7) | | | Mizuho Financial Group Inc., 1.970%, 05/06/2020 | | | | | 425,021 | | | | | | 0.0 | | |
675,000 (7) | | | National Bank Of Canada, 1.990%, 05/01/2020 | | | | | 675,087 | | | | | | 0.0 | | |
475,000 (7) | | | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | | | | | 475,015 | | | | | | 0.0 | | |
475,000 (7) | | | Skandinaviska Enskilda Banken AB, 2.010%, 05/26/2020 | | | | | 475,057 | | | | | | 0.1 | | |
550,000 (7) | | | Sumitomo Mitsui Trust Holdings, Inc., 1.920%, 02/12/2020 | | | | | 550,091 | | | | | | 0.1 | | |
400,000 (7) | | | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | | | | | 399,997 | | | | | | 0.0 | | |
525,000 (7) | | | The Norinchukin Bank, 2.050%, 04/24/2020 | | | | | 525,189 | | | | | | 0.0 | | |
550,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | | | | | 549,958 | | | | | | 0.1 | | |
400,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.970%, 05/12/2020 | | | | | 399,933 | | | | | | 0.0 | | |
675,000 (7) | | | Toronto-Dominion Bank, 1.850%, 02/13/2020 | | | | | 675,019 | | | | | | 0.0 | | |
375,000 (7) | | | Westpac Banking Corp, 1.830%, 02/10/2020 | | | | | 375,030 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes (Cost $11,151,569) | | | | | 11,151,569 | | | | | | 0.5 | | |
|
Voya International Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 1.5% | | ||||||||||||
14,068,265 (7) | | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/19, 1.65%, due 01/02/20 (Repurchase Amount $14,069,537, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $14,349,630, due 11/01/32-01/01/49) | | | | $ | 14,068,265 | | | | | | 0.6 | | |
2,514,798 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $2,515,016, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $2,565,094, due 01/25/20-10/15/60) | | | | | 2,514,798 | | | | | | 0.1 | | |
14,068,265 (7) | | | Millennium Fixed Income Ltd., Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $14,069,614, collateralized by various U.S. Government Securities, 0.125%-2.250%, Market Value plus accrued interest $14,349,632, due 04/15/20-03/31/21) | | | | | 14,068,265 | | | | | | 0.6 | | |
4,510,712 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $4,511,145, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,601,050, due 04/15/21-02/15/47) | | | | | 4,510,712 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | Total Repurchase Agreements (Cost $35,162,040) | | | | $ | 35,162,040 | | | | | | 1.5 | | |
| | | | | ||||||||||||
| | | Certificates of Deposit: 0.1% | | ||||||||||||
800,000 (7) | | | Deutscher Sparkassen- und Giroverband, 1.860%, 02/13/2020 | | | | | 800,226 | | | | | | 0.0 | | |
575,000 (7) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.830%, 02/13/2020 | | | | | 574,953 | | | | | | 0.1 | | |
350,000 (7) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.850%, 02/27/2020 | | | | | 349,951 | | | | | | 0.0 | | |
550,000 (7) | | | Landesbank Baden-Wurttemberg, 1.830%, 01/14/2020 | | | | | 550,022 | | | | | | 0.0 | | |
300,000 (7) | | | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | | | | | 300,011 | | | | | | 0.0 | | |
300,000 (7) | | | Toronto-Dominion Bank, 1.850%, 03/18/2020 | | | | | 300,045 | | | | | | 0.0 | | |
| | | Total Certificates of Deposit (Cost $2,875,208) | | | | | 2,875,208 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7): 1.6% | | ||||||||||||
1,370,000 (7) | | | Fidelity Investments Money Market Government Portfolio - Institutional Class, 1.520% | | | | | 1,370,000 | | | | | | 0.0 | | |
35,114,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 35,114,000 | | | | | | 1.5 | | |
1,500,000 (7)(8) | | | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 1.510% | | | | | 1,500,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $37,984,000) | | | | | 37,984,000 | | | | | | 1.6 | | |
|
Voya International Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $93,164,837) | | | | $ | 93,164,837 | | | | | | 4.0 | | |
| | | Total Investments in Securities (Cost $2,012,784,152) | | | | $ | 2,385,604,984 | | | | | | 102.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (51,985,754) | | | | | | (2.2) | | |
| | | Net Assets | | | | $ | 2,333,619,230 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.2% | | |
Industrials | | | | | 14.8 | | |
Health Care | | | | | 12.0 | | |
Consumer Discretionary | | | | | 11.3 | | |
Consumer Staples | | | | | 11.0 | | |
Materials | | | | | 7.0 | | |
Information Technology | | | | | 6.9 | | |
Communication Services | | | | | 5.1 | | |
Energy | | | | | 4.8 | | |
Utilities | | | | | 3.7 | | |
Real Estate | | | | | 3.4 | | |
Short-Term Investments | | | | | 4.0 | | |
Liabilities in Excess of Other Assets | | | | | (2.2) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 162,367,801 | | | | | $ | — | | | | | $ | 162,367,801 | | |
Austria | | | | | 527,847 | | | | | | 4,572,978 | | | | | | — | | | | | | 5,100,825 | | |
Belgium | | | | | 444,727 | | | | | | 22,258,945 | | | | | | — | | | | | | 22,703,672 | | |
China | | | | | 1,618,448 | | | | | | 1,983,632 | | | | | | — | | | | | | 3,602,080 | | |
Denmark | | | | | 14,407,576 | | | | | | 27,787,834 | | | | | | — | | | | | | 42,195,410 | | |
Finland | | | | | 3,487,547 | | | | | | 22,245,319 | | | | | | — | | | | | | 25,732,866 | | |
France | | | | | 9,008,683 | | | | | | 235,052,956 | | | | | | — | | | | | | 244,061,639 | | |
Germany | | | | | 15,724,984 | | | | | | 169,719,198 | | | | | | — | | | | | | 185,444,182 | | |
Hong Kong | | | | | 1,485,410 | | | | | | 69,628,985 | | | | | | — | | | | | | 71,114,395 | | |
Ireland | | | | | 6,410,203 | | | | | | 7,324,162 | | | | | | — | | | | | | 13,734,365 | | |
Israel | | | | | 5,313,768 | | | | | | 7,595,697 | | | | | | — | | | | | | 12,909,465 | | |
Italy | | | | | — | | | | | | 47,468,206 | | | | | | — | | | | | | 47,468,206 | | |
Japan | | | | | — | | | | | | 559,251,132 | | | | | | — | | | | | | 559,251,132 | | |
Luxembourg | | | | | 788,965 | | | | | | 826,409 | | | | | | — | | | | | | 1,615,374 | | |
Macau | | | | | — | | | | | | 5,404,946 | | | | | | — | | | | | | 5,404,946 | | |
Netherlands | | | | | 6,653,621 | | | | | | 137,026,322 | | | | | | — | | | | | | 143,679,943 | | |
New Zealand | | | | | — | | | | | | 6,344,381 | | | | | | — | | | | | | 6,344,381 | | |
Norway | | | | | — | | | | | | 14,304,832 | | | | | | — | | | | | | 14,304,832 | | |
Portugal | | | | | — | | | | | | 3,656,233 | | | | | | — | | | | | | 3,656,233 | | |
Voya International Index 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 | | ||||||||||||
Singapore | | | | | — | | | | | | 29,447,728 | | | | | | — | | | | | | 29,447,728 | | |
Spain | | | | | 893,581 | | | | | | 64,235,219 | | | | | | — | | | | | | 65,128,800 | | |
Sweden | | | | | 2,364,069 | | | | | | 55,136,432 | | | | | | — | | | | | | 57,500,501 | | |
Switzerland | | | | | 2,686,981 | | | | | | 220,824,725 | | | | | | — | | | | | | 223,511,706 | | |
United Arab Emirates | | | | | — | | | | | | 339,916 | | | | | | — | | | | | | 339,916 | | |
United Kingdom | | | | | 9,706,863 | | | | | | 323,509,384 | | | | | | — | | | | | | 333,216,247 | | |
Total Common Stock | | | | | 81,523,273 | | | | | | 2,198,313,372 | | | | | | — | | | | | | 2,279,836,645 | | |
Preferred Stock | | | | | — | | | | | | 12,498,028 | | | | | | — | | | | | | 12,498,028 | | |
Rights | | | | | 105,474 | | | | | | — | | | | | | — | | | | | | 105,474 | | |
Short-Term Investments | | | | | 37,984,000 | | | | | | 55,180,837 | | | | | | — | | | | | | 93,164,837 | | |
Total Investments, at fair value | | | | $ | 119,612,747 | | | | | $ | 2,265,992,237 | | | | | $ | — | | | | | $ | 2,385,604,984 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 369,130 | | | | | | — | | | | | | — | | | | | | 369,130 | | |
Total Assets | | | | $ | 119,981,877 | | | | | $ | 2,265,992,237 | | | | | $ | — | | | | | $ | 2,385,974,114 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | 371 | | | | | | 03/20/20 | | | | | $ | 37,777,075 | | | | | $ | 369,130 | | |
| | | | | | | | | | | | | | | | $ | 37,777,075 | | | | | $ | 369,130 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 369,130 | | |
Total Asset Derivatives | | | | | | | $ | 369,130 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (644,044) | | | | | $ | — | | | | | $ | (644,044) | | |
Equity contracts | | | | | — | | | | | | 13,435,475 | | | | | | 13,435,475 | | |
Total | | | | $ | (644,044) | | | | | $ | 13,435,475 | | | | | $ | 12,791,431 | | |
Voya International Index Portfolio | as of December 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | | | | | | | | | | | | | | | | |
Equity contracts | | | | $ | 421 | | | | | $ | — | | | | | $ | 421 | | |
Total | | | | | — | | | | | | 2,124,625 | | | | | | 2,124,625 | | |
| | | | $ | 421 | | | | | $ | 2,124,625 | | | | | $ | 2,125,046 | | |
| Gross Unrealized Appreciation | | | | $ | 457,310,345 | | |
| Gross Unrealized Depreciation | | | | | (118,794,594) | | |
| Net Unrealized Appreciation | | | | $ | 338,515,751 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2019 |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 95.9% | | |||||||||||||||
| | | Communication Services: 8.0% | | ||||||||||||
2,200 | | | KDDI Corp. | | | | $ | 65,640 | | | | | | 0.9 | | |
200 | | | Nintendo Co., Ltd. | | | | | 79,992 | | | | | | 1.1 | | |
4,000 | | | Nippon Telegraph & Telephone Corp. | | | | | 101,095 | | | | | | 1.4 | | |
2,200 | | | NTT DoCoMo, Inc. | | | | | 61,283 | | | | | | 0.9 | | |
2,700 | | | Softbank Corp. | | | | | 36,206 | | | | | | 0.5 | | |
2,400 | | | SoftBank Group Corp. | | | | | 104,201 | | | | | | 1.5 | | |
9,223 (1) | | | Other Securities | | | | | 123,403 | | | | | | 1.7 | | |
| | | | | | | | 571,820 | | | | | | 8.0 | | |
| | | Consumer Discretionary: 16.1% | | ||||||||||||
900 | | | Bridgestone Corp. | | | | | 33,435 | | | | | | 0.5 | | |
2,400 | | | Honda Motor Co., Ltd. | | | | | 67,924 | | | | | | 0.9 | | |
1,300 | | | Mitsubishi Motors Corp. | | | | | 5,419 | | | | | | 0.1 | | |
300 | | | Oriental Land Co., Ltd. | | | | | 40,932 | | | | | | 0.6 | | |
3,650 | | | Panasonic Corp. | | | | | 34,234 | | | | | | 0.5 | | |
1,912 | | | Sony Corp. | | | | | 129,820 | | | | | | 1.8 | | |
300 | | | Toyota Industries Corp. | | | | | 17,262 | | | | | | 0.2 | | |
3,382 | | | Toyota Motor Corp. | | | | | 238,301 | | | | | | 3.3 | | |
31,210 (1) | | | Other Securities | | | | | 581,372 | | | | | | 8.2 | | |
| | | | | | | | 1,148,699 | | | | | | 16.1 | | |
| | | Consumer Staples: 8.5% | | ||||||||||||
1,700 (2) | | | Japan Tobacco, Inc. | | | | | 37,904 | | | | | | 0.5 | | |
700 | | | Kao Corp. | | | | | 57,733 | | | | | | 0.8 | | |
1,300 (2) | | | Kirin Holdings Co., Ltd. | | | | | 28,375 | | | | | | 0.4 | | |
1,143 | | | Seven & I Holdings Co., Ltd. | | | | | 41,897 | | | | | | 0.6 | | |
600 | | | Shiseido Co., Ltd. | | | | | 42,606 | | | | | | 0.6 | | |
12,086 (3) | | | Other Securities | | | | | 396,517 | | | | | | 5.6 | | |
| | | | | | | | 605,032 | | | | | | 8.5 | | |
| | | Energy: 0.9% | | ||||||||||||
7,265 | | | Other Securities | | | | | 63,955 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Financials: 10.4% | | ||||||||||||
1,700 | | | Dai-ichi Life Holdings, Inc. | | | | | 28,016 | | | | | | 0.4 | | |
20,300 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 109,749 | | | | | | 1.5 | | |
900 | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 5,794 | | | | | | 0.1 | | |
40,000 | | | Mizuho Financial Group, Inc. | | | | | 61,617 | | | | | | 0.9 | | |
5,500 | | | Nomura Holdings, Inc. | | | | | 28,302 | | | | | | 0.4 | | |
1,900 | | | ORIX Corp. | | | | | 31,486 | | | | | | 0.4 | | |
2,052 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 75,791 | | | | | | 1.1 | | |
644 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 25,458 | | | | | | 0.3 | | |
1,100 | | | Tokio Marine Holdings, Inc. | | | | | 61,588 | | | | | | 0.9 | | |
36,743 | | | Other Securities | | | | | 315,079 | | | | | | 4.4 | | |
| | | | | | | | 742,880 | | | | | | 10.4 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 9.0% | | ||||||||||||
2,800 | | | Astellas Pharma, Inc. | | | | $ | 47,796 | | | | | | 0.7 | | |
900 | | | Daiichi Sankyo Co., Ltd. | | | | | 59,440 | | | | | | 0.8 | | |
400 | | | Eisai Co., Ltd. | | | | | 29,930 | | | | | | 0.4 | | |
600 | | | Hoya Corp. | | | | | 57,277 | | | | | | 0.8 | | |
500 | | | Mitsubishi Tanabe Pharma Corp. | | | | | 9,172 | | | | | | 0.1 | | |
600 | | | Otsuka Holdings Co. Ltd. | | | | | 26,745 | | | | | | 0.4 | | |
2,500 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 98,881 | | | | | | 1.4 | | |
900 | | | Terumo Corp. | | | | | 31,927 | | | | | | 0.5 | | |
9,230 (1) | | | Other Securities | | | | | 277,417 | | | | | | 3.9 | | |
| | | | | | | | 638,585 | | | | | | 9.0 | | |
| | | Industrials: 21.7% | | ||||||||||||
200 | | | Central Japan Railway Co. | | | | | 40,214 | | | | | | 0.5 | | |
400 | | | Daikin Industries Ltd. | | | | | 56,436 | | | | | | 0.8 | | |
500 | | | East Japan Railway Co. | | | | | 45,131 | | | | | | 0.6 | | |
300 | | | Fanuc Ltd. | | | | | 55,400 | | | | | | 0.8 | | |
200 | | | Hitachi Construction Machinery Co., Ltd. | | | | | 5,957 | | | | | | 0.1 | | |
2,100 | | | Itochu Corp. | | | | | 48,671 | | | | | | 0.7 | | |
1,400 | | | Komatsu Ltd. | | | | | 33,602 | | | | | | 0.5 | | |
2,100 | | | Mitsubishi Corp. | | | | | 55,632 | | | | | | 0.8 | | |
3,200 | | | Mitsubishi Electric Corp. | | | | | 43,570 | | | | | | 0.6 | | |
500 | | | Mitsubishi Heavy Industries Ltd. | | | | | 19,388 | | | | | | 0.3 | | |
200 | | | Mitsubishi Logistics Corp. | | | | | 5,202 | | | | | | 0.1 | | |
2,500 | | | Mitsui & Co., Ltd. | | | | | 44,439 | | | | | | 0.6 | | |
414 | | | Nidec Corp. | | | | | 56,546 | | | | | | 0.8 | | |
400 | | | Nomura Co., Ltd. | | | | | 5,300 | | | | | | 0.1 | | |
2,100 | | | Recruit Holdings Co. Ltd. | | | | | 78,656 | | | | | | 1.1 | | |
100 | | | SMC Corp. | | | | | 45,732 | | | | | | 0.6 | | |
400 | | | Toyota Tsusho Corp. | | | | | 14,051 | | | | | | 0.2 | | |
44,362 | | | Other Securities | | | | | 888,437 | | | | | | 12.5 | | |
| | | | | | | | 1,542,364 | | | | | | 21.7 | | |
| | | Information Technology: 11.1% | | ||||||||||||
200 | | | Canon Marketing Japan, Inc. | | | | | 4,628 | | | | | | 0.1 | | |
1,666 | | | Canon, Inc. | | | | | 45,596 | | | | | | 0.6 | | |
600 | | | Fuji Film Holdings Corp. | | | | | 28,653 | | | | | | 0.4 | | |
300 | | | Fujitsu Ltd. | | | | | 28,217 | | | | | | 0.4 | | |
100 | | | Hitachi High-Technologies Corp. | | | | | 7,082 | | | | | | 0.1 | | |
1,429 | | | Hitachi Ltd. | | | | | 60,298 | | | | | | 0.8 | | |
200 | | | Itochu Techno-Solutions Corp. | | | | | 5,632 | | | | | | 0.1 | | |
300 | | | Keyence Corp. | | | | | 105,342 | | | | | | 1.5 | | |
865 | | | Murata Manufacturing Co., Ltd. | | | | | 53,239 | | | | | | 0.8 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2019 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
596 | | | Nomura Research Institute Ltd. | | | | $ | 12,746 | | | | | | 0.2 | | |
200 | | | Otsuka Corp. | | | | | 7,987 | | | | | | 0.1 | | |
200 | | | Tokyo Electron Ltd. | | | | | 43,666 | | | | | | 0.6 | | |
14,671 (1) | | | Other Securities | | | | | 386,325 | | | | | | 5.4 | | |
| | | | | | | | 789,411 | | | | | | 11.1 | | |
| | | Materials: 6.1% | | ||||||||||||
200 | | | Hitachi Chemical Co., Ltd. | | | | | 8,379 | | | | | | 0.1 | | |
420 | | | Hitachi Metals Ltd. | | | | | 6,183 | | | | | | 0.1 | | |
1,900 | | | Mitsubishi Chemical Holdings Corp. | | | | | 14,157 | | | | | | 0.2 | | |
300 | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 4,570 | | | | | | 0.1 | | |
152 | | | Mitsubishi Materials Corp. | | | | | 4,125 | | | | | | 0.0 | | |
500 | | | Shin-Etsu Chemical Co., Ltd. | | | | | 54,987 | | | | | | 0.8 | | |
22,236 (3) | | | Other Securities | | | | | 341,397 | | | | | | 4.8 | | |
| | | | | | | | 433,798 | | | | | | 6.1 | | |
| | | Real Estate: 2.6% | | ||||||||||||
960 | | | Daiwa House Industry Co., Ltd. | | | | | 29,719 | | | | | | 0.4 | | |
2,100 | | | Mitsubishi Estate Co., Ltd. | | | | | 40,183 | | | | | | 0.6 | | |
1,500 | | | Mitsui Fudosan Co., Ltd. | | | | | 36,660 | | | | | | 0.5 | | |
200 | | | Nomura Real Estate Holdings, Inc. | | | | | 4,797 | | | | | | 0.1 | | |
3,566 | | | Other Securities | | | | | 74,400 | | | | | | 1.0 | | |
| | | | | | | | 185,759 | | | | | | 2.6 | | |
| | | Utilities: 1.5% | | ||||||||||||
8,800 (1) | | | Other Securities | | | | | 103,834 | | | | | | 1.5 | | |
| | | Total Common Stock (Cost $6,604,821) | | | | | 6,826,137 | | | | | | 95.9 | | |
|
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
77,971 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $77,978, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 8.500%, Market Value plus accrued interest $79,530, due 01/25/20-10/15/60) (Cost $77,971) | | | | $ | 77,971 | | | | | | 1.1 | | |
| | | Total Short-Term Investments (Cost $77,971) | | | | | 77,971 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $6,682,792) | | | | $ | 6,904,108 | | | | | | 97.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 210,432 | | | | | | 3.0 | | |
| | | Net Assets | | | | $ | 7,114,540 | | | | | | 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 | | | | $ | — | | | | | $ | 571,820 | | | | | $ | — | | | | | $ | 571,820 | | |
Consumer Discretionary | | | | | — | | | | | | 1,148,699 | | | | | | — | | | | | | 1,148,699 | | |
Consumer Staples | | | | | — | | | | | | 605,032 | | | | | | — | | | | | | 605,032 | | |
Energy | | | | | — | | | | | | 63,955 | | | | | | — | | | | | | 63,955 | | |
Financials | | | | | — | | | | | | 742,880 | | | | | | — | | | | | | 742,880 | | |
Voya Japan TOPIX Index® 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 | | ||||||||||||
Health Care | | | | | — | | | | | | 638,585 | | | | | | — | | | | | | 638,585 | | |
Industrials | | | | | — | | | | | | 1,542,364 | | | | | | — | | | | | | 1,542,364 | | |
Information Technology | | | | | — | | | | | | 789,411 | | | | | | — | | | | | | 789,411 | | |
Materials | | | | | — | | | | | | 433,798 | | | | | | — | | | | | | 433,798 | | |
Real Estate | | | | | — | | | | | | 185,759 | | | | | | — | | | | | | 185,759 | | |
Utilities | | | | | — | | | | | | 103,834 | | | | | | — | | | | | | 103,834 | | |
Total Common Stock | | | | | — | | | | | | 6,826,137 | | | | | | — | | | | | | 6,826,137 | | |
Short-Term Investments | | | | | — | | | | | | 77,971 | | | | | | — | | | | | | 77,971 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 6,904,108 | | | | | $ | — | | | | | $ | 6,904,108 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (694) | | | | | $ | — | | | | | $ | (694) | | |
Futures | | | | | (744) | | | | | | — | | | | | | — | | | | | | (744) | | |
Total Liabilities | | | | $ | (744) | | | | | $ | (694) | | | | | $ | — | | | | | $ | (1,438) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 18,330 | | | JPY 2,000,000 | | | Brown Brothers Harriman & Co. | | | | | 03/18/20 | | | | | $ | (156) | | |
USD 18,346 | | | JPY 2,000,000 | | | Morgan Stanley Capital Services LLC | | | | | 03/18/20 | | | | | | (141) | | |
USD 55,060 | | | JPY 6,000,000 | | | The Bank of New York Mellon | | | | | 03/18/20 | | | | | | (397) | | |
| | | | | | | | | | | | | | | | $ | (694) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini-Tokyo Price Index (TOPIX) | | | | | 19 | | | | | | 03/12/20 | | | | | $ | 300,943 | | | | | $ | (744) | | |
| | | | | | | | | | | | | | | | $ | 300,943 | | | | | $ | (744) | | |
USD – United States Dollar
Voya Japan TOPIX Index® 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 | | | | $ | 694 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 744 | | |
Total Liability Derivatives | | | | | | | $ | 1,438 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 156,192 | | | | | $ | — | | | | | $ | 156,192 | | |
Equity contracts | | | | | — | | | | | | 344,173 | | | | | | 344,173 | | |
Total | | | | $ | 156,192 | | | | | $ | 344,173 | | | | | $ | 500,365 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (90,751) | | | | | $ | — | | | | | $ | (90,751) | | |
Equity contracts | | | | | — | | | | | | 131,749 | | | | | | 131,749 | | |
Total | | | | $ | (90,751) | | | | | $ | 131,749 | | | | | $ | 40,998 | | |
| | | Brown Brothers Harriman & Co. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | ||||||||||||
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 156 | | | | | $ | 141 | | | | | $ | 397 | | | | | $ | 694 | | |
Total Liabilities | | | | $ | 156 | | | | | $ | 141 | | | | | $ | 397 | | | | | $ | 694 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (156) | | | | | $ | (141) | | | | | $ | (397) | | | | | | (694) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (156) | | | | | $ | (141) | | | | | $ | (397) | | | | | $ | (694) | | |
| Gross Unrealized Appreciation | | | | $ | 631,286 | | |
| Gross Unrealized Depreciation | | | | | (455,758) | | |
| Net Unrealized Appreciation | | | | $ | 175,528 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.4% | | |||||||||||||||
| | | Communication Services: 13.2% | | ||||||||||||
28,197 (1) | | | Alphabet, Inc. - Class A | | | | $ | 37,766,780 | | | | | | 3.3 | | |
28,236 (1) | | | Alphabet, Inc. - Class C | | | | | 37,752,097 | | | | | | 3.3 | | |
199,347 | | | Comcast Corp. – Class A | | | | | 8,964,634 | | | | | | 0.8 | | |
225,061 (1) | | | Facebook, Inc. - Class A | | | | | 46,193,770 | | | | | | 4.0 | | |
39,663 (1) | | | Netflix, Inc. | | | | | 12,833,757 | | | | | | 1.1 | | |
52,346 (2) | | | Other Securities | | | | | 8,203,965 | | | | | | 0.7 | | |
| | | | | | | | 151,715,003 | | | | | | 13.2 | | |
| | | Consumer Discretionary: 13.5% | | ||||||||||||
38,950 (1) | | | Amazon.com, Inc. | | | | | 71,973,368 | | | | | | 6.3 | | |
3,933 (1) | | | Booking Holdings, Inc. | | | | | 8,077,320 | | | | | | 0.7 | | |
59,163 | | | Home Depot, Inc. | | | | | 12,920,016 | | | | | | 1.1 | | |
72,738 | | | Lowe’s Cos, Inc. | | | | | 8,711,103 | | | | | | 0.8 | | |
116,154 | | | Nike, Inc. | | | | | 11,767,562 | | | | | | 1.0 | | |
111,183 | | | Starbucks Corp. | | | | | 9,775,209 | | | | | | 0.8 | | |
114,310 | | | TJX Cos., Inc. | | | | | 6,979,769 | | | | | | 0.6 | | |
228,492 (2) | | | Other Securities | | | | | 25,073,769 | | | | | | 2.2 | | |
| | | | | | | | 155,278,116 | | | | | | 13.5 | | |
| | | Consumer Staples: 5.0% | | ||||||||||||
246,206 | | | Coca-Cola Co. | | | | | 13,627,502 | | | | | | 1.2 | | |
41,377 | | | Costco Wholesale Corp. | | | | | 12,161,528 | | | | | | 1.1 | | |
110,802 | | | PepsiCo, Inc. | | | | | 15,143,309 | | | | | | 1.3 | | |
200,811 (2) | | | Other Securities | | | | | 16,337,115 | | | | | | 1.4 | | |
| | | | | | | | 57,269,454 | | | | | | 5.0 | | |
| | | Financials: 2.8% | | ||||||||||||
23,158 | | | S&P Global, Inc. | | | | | 6,323,292 | | | | | | 0.6 | | |
243,763 | | | Other Securities | | | | | 25,226,934 | | | | | | 2.2 | | |
| | | | | | | | 31,550,226 | | | | | | 2.8 | | |
| | | Health Care: 14.5% | | ||||||||||||
70,218 | | | Abbott Laboratories | | | | | 6,099,135 | | | | | | 0.5 | | |
139,255 | | | AbbVie, Inc. | | | | | 12,329,638 | | | | | | 1.1 | | |
51,945 | | | Amgen, Inc. | | | | | 12,522,381 | | | | | | 1.1 | | |
130,709 (1) | | | Boston Scientific Corp. | | | | | 5,910,661 | | | | | | 0.5 | | |
129,258 | | | Bristol-Myers Squibb Co. | | | | | 8,297,071 | | | | | | 0.7 | | |
80,097 | | | Eli Lilly & Co. | | | | | 10,527,149 | | | | | | 0.9 | | |
10,785 (1) | | | Intuitive Surgical, Inc. | | | | | 6,375,553 | | | | | | 0.6 | | |
227,398 | | | Merck & Co., Inc. | | | | | 20,681,848 | | | | | | 1.8 | | |
32,292 | | | Stryker Corp. | | | | | 6,779,382 | | | | | | 0.6 | | |
25,569 | | | Thermo Fisher Scientific, Inc. | | | | | 8,306,601 | | | | | | 0.7 | | |
89,006 | | | UnitedHealth Group, Inc. | | | | | 26,165,984 | | | | | | 2.3 | | |
45,082 | | | Zoetis, Inc. | | | | | 5,966,603 | | | | | | 0.5 | | |
199,662 (2) | | | Other Securities | | | | | 36,310,391 | | | | | | 3.2 | | |
| | | | | | | | 166,272,397 | | | | | | 14.5 | | |
| | | Industrials: 7.2% | | ||||||||||||
40,301 | | | 3M Co. | | | | | 7,109,902 | | | | | | 0.6 | | |
49,842 | | | Boeing Co. | | | | | 16,236,530 | | | | | | 1.4 | | |
23,284 | | | Lockheed Martin Corp. | | | | | 9,066,324 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
65,392 | | | Union Pacific Corp. | | | | $ | 11,822,220 | | | | | | 1.0 | | |
65,753 | | | United Parcel Service, Inc. - Class B | | | | | 7,697,046 | | | | | | 0.7 | | |
216,686 (2) | | | Other Securities | | | | | 30,715,590 | | | | | | 2.7 | | |
| | | | | | | | 82,647,612 | | | | | | 7.2 | | |
| | | Information Technology: 40.0% | | ||||||||||||
60,020 | | | Accenture PLC | | | | | 12,638,411 | | | | | | 1.1 | | |
45,856 (1) | | | Adobe, Inc. | | | | | 15,123,767 | | | | | | 1.3 | | |
418,649 | | | Apple, Inc. | | | | | 122,936,279 | | | | | | 10.7 | | |
40,967 | | | Automatic Data Processing, Inc. | | | | | 6,984,873 | | | | | | 0.6 | | |
36,372 | | | Broadcom, Inc. | | | | | 11,494,279 | | | | | | 1.0 | | |
403,457 | | | Cisco Systems, Inc. | | | | | 19,349,798 | | | | | | 1.7 | | |
50,532 | | | International Business Machines Corp. | | | | | 6,773,309 | | | | | | 0.6 | | |
23,433 | | | Intuit, Inc. | | | | | 6,137,806 | | | | | | 0.5 | | |
83,493 | | | Mastercard, Inc. - Class A | | | | | 24,930,175 | | | | | | 2.2 | | |
712,310 | | | Microsoft Corp. | | | | | 112,331,287 | | | | | | 9.8 | | |
54,945 | | | Nvidia Corp. | | | | | 12,928,559 | | | | | | 1.1 | | |
193,375 | | | Oracle Corp. | | | | | 10,245,008 | | | | | | 0.9 | | |
110,638 (1) | | | PayPal Holdings, Inc. | | | | | 11,967,712 | | | | | | 1.1 | | |
107,552 | | | Qualcomm, Inc. | | | | | 9,489,313 | | | | | | 0.8 | | |
78,179 (1) | | | Salesforce.com, Inc. | | | | | 12,715,033 | | | | | | 1.1 | | |
88,287 | | | Texas Instruments, Inc. | | | | | 11,326,339 | | | | | | 1.0 | | |
161,353 | | | Visa, Inc. - Class A | | | | | 30,318,229 | | | | | | 2.7 | | |
163,841 (2) | | | Other Securities | | | | | 20,701,870 | | | | | | 1.8 | | |
| | | | | | | | 458,392,047 | | | | | | 40.0 | | |
| | | Materials: 1.0% | | ||||||||||||
47,240 | | | Other Securities | | | | | 11,019,733 | | | | | | 1.0 | | |
| | | | | ||||||||||||
| | | | |||||||||||||
| | | Real Estate: 2.2% | | ||||||||||||
41,358 | | | American Tower Corp. | | | | | 9,504,895 | | | | | | 0.8 | | |
83,198 | | | Other Securities | | | | | 16,280,480 | | | | | | 1.4 | | |
| | | | | | | | 25,785,375 | | | | | | 2.2 | | |
| | | Total Common Stock (Cost $602,954,940) | | | | | 1,139,929,963 | | | | | | 99.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.9% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.9% | | ||||||||||||
| | | 9,963,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $9,963,000) | | | | | 9,963,000 | | | | | | 0.9 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $9,963,000) | | | | $ | 9,963,000 | | | | | | 0.9 | | |
| | | Total Investments in Securities (Cost $612,917,940) | | | | $ | 1,149,892,963 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (2,964,107) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 1,146,928,856 | | | | | | 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* | | | | $ | 1,139,929,963 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,139,929,963 | | |
Short-Term Investments | | | | | 9,963,000 | | | | | | — | | | | | | — | | | | | | 9,963,000 | | |
Total Investments, at fair value | | | | $ | 1,149,892,963 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,149,892,963 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 246,260 | | | | | | — | | | | | | — | | | | | | 246,260 | | |
Total Assets | | | | $ | 1,150,139,223 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,150,139,223 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 68 | | | | | | 03/20/20 | | | | | $ | 10,985,740 | | | | | $ | 246,260 | | |
| | | | | | | | | | | | | | | | $ | 10,985,740 | | | | | $ | 246,260 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 246,260 | | |
Total Asset Derivatives | | | | | | | $ | 246,260 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2019 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,770,054 | | |
Total | | | | $ | 1,770,054 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | | 438,812 | | |
Total | | | | $ | 438,812 | | |
| Gross Unrealized Appreciation | | | | $ | 540,037,383 | | |
| Gross Unrealized Depreciation | | | | | (3,171,370) | | |
| Net Unrealized Appreciation | | | | $ | 536,866,013 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.6% | | |||||||||||||||
| | | Communication Services: 11.9% | | ||||||||||||
14,032 (1) | | | Alphabet, Inc. - Class A | | | | $ | 18,794,320 | | | | | | 1.8 | | |
14,051 (1) | | | Alphabet, Inc. - Class C | | | | | 18,786,468 | | | | | | 1.8 | | |
342,138 | | | AT&T, Inc. | | | | | 13,370,753 | | | | | | 1.3 | | |
211,065 | | | Comcast Corp. – Class A | | | | | 9,491,593 | | | | | | 0.9 | | |
111,997 (1) | | | Facebook, Inc. - Class A | | | | | 22,987,384 | | | | | | 2.3 | | |
19,737 (1) | | | Netflix, Inc. | | | | | 6,386,301 | | | | | | 0.6 | | |
193,949 | | | Verizon Communications, Inc. | | | | | 11,908,469 | | | | | | 1.2 | | |
81,817 | | | Walt Disney Co. | | | | | 11,833,193 | | | | | | 1.2 | | |
70,859 (2) | | | Other Securities | | | | | 8,201,234 | | | | | | 0.8 | | |
| | | | | | | | 121,759,715 | | | | | | 11.9 | | |
| | | Consumer Discretionary: 9.4% | | ||||||||||||
19,382 (1) | | | Amazon.com, Inc. | | | | | 35,814,835 | | | | | | 3.5 | | |
51,651 | | | Home Depot, Inc. | | | | | 11,279,545 | | | | | | 1.1 | | |
35,313 | | | McDonald’s Corp. | | | | | 6,978,202 | | | | | | 0.7 | | |
57,802 | | | Nike, Inc. | | | | | 5,855,921 | | | | | | 0.6 | | |
550,214 (2) | | | Other Securities | | | | | 36,390,680 | | | | | | 3.5 | | |
| | | | | | | | 96,319,183 | | | | | | 9.4 | | |
| | | Consumer Staples: 7.6% | | ||||||||||||
179,647 | | | Coca-Cola Co. | | | | | 9,943,461 | | | | | | 1.0 | | |
20,590 | | | Costco Wholesale Corp. | | | | | 6,051,813 | | | | | | 0.6 | | |
65,641 | | | PepsiCo, Inc. | | | | | 8,971,156 | | | | | | 0.9 | | |
72,831 | | | Philip Morris International, Inc. | | | | | 6,197,190 | | | | | | 0.6 | | |
115,838 | | | Procter & Gamble Co. | | | | | 14,468,166 | | | | | | 1.4 | | |
65,807 | | | Walmart, Inc. | | | | | 7,820,504 | | | | | | 0.7 | | |
369,524 (2) | | | Other Securities | | | | | 24,317,656 | | | | | | 2.4 | | |
| | | | | | | | 77,769,946 | | | | | | 7.6 | | |
| | | Energy: 4.2% | | ||||||||||||
89,340 | | | Chevron Corp. | | | | | 10,766,364 | | | | | | 1.1 | | |
198,380 | | | Exxon Mobil Corp. | | | | | 13,842,956 | | | | | | 1.4 | | |
347,188 | | | Other Securities | | | | | 17,848,920 | | | | | | 1.7 | | |
| | | | | | | | 42,458,240 | | | | | | 4.2 | | |
| | | Financials: 13.3% | | ||||||||||||
381,354 | | | Bank of America Corp. | | | | | 13,431,288 | | | | | | 1.3 | | |
91,673 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 20,763,934 | | | | | | 2.0 | | |
102,261 | | | Citigroup, Inc. | | | | | 8,169,631 | | | | | | 0.8 | | |
146,144 | | | JPMorgan Chase & Co. | | | | | 20,372,474 | | | | | | 2.0 | | |
178,590 | | | Wells Fargo & Co. | | | | | 9,608,142 | | | | | | 1.0 | | |
685,363 | | | Other Securities | | | | | 62,825,990 | | | | | | 6.2 | | |
| | | | | | | | 135,171,459 | | | | | | 13.3 | | |
| | | Health Care: 15.2% | | ||||||||||||
80,699 | | | Abbott Laboratories | | | | | 7,009,515 | | | | | | 0.7 | | |
69,297 | | | AbbVie, Inc. | | | | | 6,135,556 | | | | | | 0.6 | | |
28,097 | | | Amgen, Inc. | | | | | 6,773,344 | | | | | | 0.6 | | |
109,579 | | | Bristol-Myers Squibb Co. | | | | | 7,033,876 | | | | | | 0.7 | | |
124,492 | | | Johnson & Johnson | | | | | 18,159,648 | | | | | | 1.8 | | |
62,890 | | | Medtronic PLC | | | | | 7,134,871 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
119,367 | | | Merck & Co., Inc. | | | | $ | 10,856,429 | | | | | | 1.1 | | |
260,721 | | | Pfizer, Inc. | | | | | 10,215,049 | | | | | | 1.0 | | |
18,684 | | | Thermo Fisher Scientific, Inc. | | | | | 6,069,871 | | | | | | 0.6 | | |
44,292 | | | UnitedHealth Group, Inc. | | | | | 13,020,962 | | | | | | 1.3 | | |
447,519 (2) | | | Other Securities | | | | | 62,207,145 | | | | | | 6.1 | | |
| | | | | | | | 154,616,266 | | | | | | 15.2 | | |
| | | Industrials: 7.8% | | ||||||||||||
24,803 | | | Boeing Co. | | | | | 8,079,825 | | | | | | 0.8 | | |
33,696 | | | Honeywell International, Inc. | | | | | 5,964,192 | | | | | | 0.6 | | |
32,541 | | | Union Pacific Corp. | | | | | 5,883,087 | | | | | | 0.6 | | |
38,006 | | | United Technologies Corp. | | | | | 5,691,779 | | | | | | 0.5 | | |
824,350 (2) | | | Other Securities | | | | | 54,148,266 | | | | | | 5.3 | | |
| | | | | | | | 79,767,149 | | | | | | 7.8 | | |
| | | Information Technology: 24.8% | | ||||||||||||
29,868 | | | Accenture PLC | | | | | 6,289,305 | | | | | | 0.6 | | |
22,819 (1) | | | Adobe, Inc. | | | | | 7,525,934 | | | | | | 0.7 | | |
208,332 | | | Apple, Inc. | | | | | 61,176,692 | | | | | | 6.0 | | |
18,100 | | | Broadcom, Inc. | | | | | 5,719,962 | | | | | | 0.6 | | |
200,771 | | | Cisco Systems, Inc. | | | | | 9,628,977 | | | | | | 0.9 | | |
204,016 | | | Intel Corp. | | | | | 12,210,358 | | | | | | 1.2 | | |
41,549 | | | Mastercard, Inc. - Class A | | | | | 12,406,116 | | | | | | 1.2 | | |
354,466 | | | Microsoft Corp. | | | | | 55,899,288 | | | | | | 5.5 | | |
27,342 | | | Nvidia Corp. | | | | | 6,433,573 | | | | | | 0.6 | | |
55,056 (1) | | | PayPal Holdings, Inc. | | | | | 5,955,407 | | | | | | 0.6 | | |
38,904 (1) | | | Salesforce.com, Inc. | | | | | 6,327,346 | | | | | | 0.6 | | |
80,294 | | | Visa, Inc. - Class A | | | | | 15,087,243 | | | | | | 1.5 | | |
540,576 (2) | | | Other Securities | | | | | 48,540,220 | | | | | | 4.8 | | |
| | | | | | | | 253,200,421 | | | | | | 24.8 | | |
| | | Materials: 1.9% | | ||||||||||||
148,321 | | | Other Securities | | | | | 19,289,168 | | | | | | 1.9 | | |
| | | | | ||||||||||||
| | | Real Estate: 1.6% | | ||||||||||||
94,709 | | | Other Securities | | | | | 16,055,589 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Utilities: 1.9% | | ||||||||||||
212,831 | | | Other Securities | | | | | 19,206,117 | | | | | | 1.9 | | |
| | | Total Common Stock (Cost $317,564,114) | | | | | 1,015,613,253 | | | | | | 99.6 | | |
| | | | | ||||||||||||
SHORT-TERM INVESTMENTS: 0.5% | | |||||||||||||||
| | | Mutual Funds: 0.5% | | ||||||||||||
5,018,000 (3) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $5,018,000) | | | | | 5,018,000 | | | | | | 0.5 | | |
| | | Total Short-Term Investments (Cost $5,018,000) | | | | | 5,018,000 | | | | | | 0.5 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $322,582,114) | | | | $ | 1,020,631,253 | | | | | | 100.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,320,919) | | | | | | (0.1) | | |
| | | Net Assets | | | | $ | 1,019,310,334 | | | | | | 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* | | | | $ | 1,015,613,253 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,015,613,253 | | |
Short-Term Investments | | | | | 5,018,000 | | | | | | — | | | | | | — | | | | | | 5,018,000 | | |
Total Investments, at fair value | | | | $ | 1,020,631,253 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,020,631,253 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 86,783 | | | | | | — | | | | | | — | | | | | | 86,783 | | |
Total Assets | | | | $ | 1,020,718,036 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,020,718,036 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 37 | | | | | | 03/20/20 | | | | | $ | 5,977,535 | | | | | $ | 86,783 | | |
| | | | | | | | | | | | | | | | $ | 5,977,535 | | | | | $ | 86,783 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 86,783 | | |
Total Asset Derivatives | | | | | | | $ | 86,783 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,911,306 | | |
Total | | | | $ | 1,911,306 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 520,877 | | |
Total | | | | $ | 520,877 | | |
| Cost for federal income tax purposes was $325,233,313. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 701,803,657 | | |
| Gross Unrealized Depreciation | | | | | (6,318,934) | | |
| Net Unrealized Appreciation | | | | $ | 695,484,723 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 10.2% | | ||||||||||||
748,171 | | | AT&T, Inc. | | | | $ | 29,238,523 | | | | | | 3.0 | | |
244,620 | | | Comcast Corp. – Class A | | | | | 11,000,561 | | | | | | 1.1 | | |
424,118 | | | Verizon Communications, Inc. | | | | | 26,040,845 | | | | | | 2.6 | | |
178,914 | | | Walt Disney Co. | | | | | 25,876,332 | | | | | | 2.6 | | |
98,070 (1) | | | Other Securities | | | | | 9,013,285 | | | | | | 0.9 | | |
| | | | | | | | 101,169,546 | | | | | | 10.2 | | |
| | | Consumer Discretionary: 4.2% | | ||||||||||||
48,567 | | | Home Depot, Inc. | | | | | 10,606,061 | | | | | | 1.1 | | |
64,789 | | | McDonald’s Corp. | | | | | 12,802,954 | | | | | | 1.3 | | |
48,352 | | | Target Corp. | | | | | 6,199,210 | | | | | | 0.6 | | |
589,977 | | | Other Securities | | | | | 12,050,728 | | | | | | 1.2 | | |
| | | | | | | | 41,658,953 | | | | | | 4.2 | | |
| | | Consumer Staples: 10.9% | | ||||||||||||
124,924 | | | Coca-Cola Co. | | | | | 6,914,544 | | | | | | 0.7 | | |
86,118 | | | Colgate-Palmolive Co. | | | | | 5,928,363 | | | | | | 0.6 | | |
145,627 | | | Mondelez International, Inc. | | | | | 8,021,135 | | | | | | 0.8 | | |
159,264 | | | Philip Morris International, Inc. | | | | | 13,551,774 | | | | | | 1.4 | | |
238,617 | | | Procter & Gamble Co. | | | | | 29,803,263 | | | | | | 3.0 | | |
143,904 | | | Walmart, Inc. | | | | | 17,101,551 | | | | | | 1.7 | | |
395,540 | | | Other Securities | | | | | 26,418,796 | | | | | | 2.7 | | |
| | | | | | | | 107,739,426 | | | | | | 10.9 | | |
| | | Energy: 9.4% | | ||||||||||||
195,365 | | | Chevron Corp. | | | | | 23,543,436 | | | | | | 2.4 | | |
112,529 | | | ConocoPhillips | | | | | 7,317,761 | | | | | | 0.7 | | |
433,808 | | | Exxon Mobil Corp. | | | | | 30,271,122 | | | | | | 3.1 | | |
646,686 | | | Other Securities | | | | | 31,713,415 | | | | | | 3.2 | | |
| | | | | | | | 92,845,734 | | | | | | 9.4 | | |
| | | Financials: 26.4% | | ||||||||||||
833,927 | | | Bank of America Corp. | | | | | 29,370,909 | | | | | | 3.0 | | |
200,466 (2) | | | Berkshire Hathaway, Inc. – Class B | | | | | 45,405,549 | | | | | | 4.6 | | |
12,133 | | | BlackRock, Inc. | | | | | 6,099,259 | | | | | | 0.6 | | |
46,166 | | | Chubb Ltd. | | | | | 7,186,200 | | | | | | 0.7 | | |
223,621 | | | Citigroup, Inc. | | | | | 17,865,082 | | | | | | 1.8 | | |
36,272 | | | CME Group, Inc. | | | | | 7,280,516 | | | | | | 0.7 | | |
32,638 | | | Goldman Sachs Group, Inc. | | | | | 7,504,455 | | | | | | 0.8 | | |
319,581 | | | JPMorgan Chase & Co. | | | | | 44,549,591 | | | | | | 4.5 | | |
119,227 | | | Morgan Stanley | | | | | 6,094,884 | | | | | | 0.6 | | |
44,835 | | | PNC Financial Services Group, Inc. | | | | | 7,157,011 | | | | | | 0.7 | | |
137,107 | | | Truist Financial Corp. | | | | | 7,721,866 | | | | | | 0.8 | | |
146,597 | | | US Bancorp | | | | | 8,691,736 | | | | | | 0.9 | | |
390,532 | | | Wells Fargo & Co. | | | | | 21,010,622 | | | | | | 2.1 | | |
633,357 | | | Other Securities | | | | | 45,322,484 | | | | | | 4.6 | | |
| | | | | | | | 261,260,164 | | | | | | 26.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 15.9% | | ||||||||||||
100,058 | | | Abbott Laboratories | | | | $ | 8,691,038 | | | | | | 0.9 | | |
33,600 | | | Allergan plc | | | | | 6,423,312 | | | | | | 0.7 | | |
25,099 | | | Becton Dickinson & Co. | | | | | 6,826,175 | | | | | | 0.7 | | |
98,964 | | | Bristol-Myers Squibb Co. | | | | | 6,352,499 | | | | | | 0.6 | | |
133,008 | | | CVS Health Corp. | | | | | 9,881,164 | | | | | | 1.0 | | |
59,787 | | | Danaher Corp. | | | | | 9,176,109 | | | | | | 0.9 | | |
111,878 | | | Gilead Sciences, Inc. | | | | | 7,269,832 | | | | | | 0.7 | | |
231,125 | | | Johnson & Johnson | | | | | 33,714,204 | | | | | | 3.4 | | |
137,524 | | | Medtronic PLC | | | | | 15,602,098 | | | | | | 1.6 | | |
570,133 | | | Pfizer, Inc. | | | | | 22,337,811 | | | | | | 2.3 | | |
145,192 (1) | | | Other Securities | | | | | 30,880,935 | | | | | | 3.1 | | |
| | | | | | | | 157,155,177 | | | | | | 15.9 | | |
| | | Industrials: 8.5% | | ||||||||||||
50,633 | | | Caterpillar, Inc. | | | | | 7,477,481 | | | | | | 0.7 | | |
886,647 | | | General Electric Co. | | | | | 9,894,981 | | | | | | 1.0 | | |
37,727 | | | Honeywell International, Inc. | | | | | 6,677,679 | | | | | | 0.7 | | |
83,109 | | | United Technologies Corp. | | | | | 12,446,404 | | | | | | 1.3 | | |
524,933 (1) | | | Other Securities | | | | | 48,016,077 | | | | | | 4.8 | | |
| | | | | | | | 84,512,622 | | | | | | 8.5 | | |
| | | Information Technology: 5.5% | | ||||||||||||
446,132 | | | Intel Corp. | | | | | 26,701,000 | | | | | | 2.7 | | |
113,301 (2) | | | Micron Technology, Inc. | | | | | 6,093,328 | | | | | | 0.6 | | |
341,954 (1) | | | Other Securities | | | | | 22,072,712 | | | | | | 2.2 | | |
| | | | | | | | 54,867,040 | | | | | | 5.5 | | |
| | | Materials: 3.0% | | ||||||||||||
55,034 | | | Linde Public Ltd. | | | | | 11,716,739 | | | | | | 1.2 | | |
217,878 | | | Other Securities | | | | | 18,467,518 | | | | | | 1.8 | | |
| | | | | | | | 30,184,257 | | | | | | 3.0 | | |
| | | Real Estate: 0.7% | | ||||||||||||
71,535 | | | Other Securities | | | | | 7,044,415 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Utilities: 4.2% | | ||||||||||||
84,212 | | | Dominion Energy, Inc. | | | | | 6,974,438 | | | | | | 0.7 | | |
74,625 | | | Duke Energy Corp. | | | | | 6,806,546 | | | | | | 0.7 | | |
50,036 | | | NextEra Energy, Inc. | | | | | 12,116,718 | | | | | | 1.2 | | |
106,593 | | | Southern Co. | | | | | 6,789,974 | | | | | | 0.7 | | |
149,943 | | | Other Securities | | | | | 9,311,547 | | | | | | 0.9 | | |
| | | | | | | | 41,999,223 | | | | | | 4.2 | | |
| | | Total Common Stock (Cost $846,626,713) | | | | | 980,436,557 | | | | | | 98.9 | | |
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
11,329,000 (3) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $11,329,000) | | | | | 11,329,000 | | | | | | 1.1 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | �� | Total Short-Term Investments (Cost $11,329,000) | | | | $ | 11,329,000 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $857,955,713) | | | | $ | 991,765,557 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (358,722) | | | | | | — | | |
| | | Net Assets | | | | $ | 991,406,835 | | | | | | 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* | | | | $ | 980,436,557 | | | | | $ | — | | | | | $ | — | | | | | $ | 980,436,557 | | |
Short-Term Investments | | | | | 11,329,000 | | | | | | — | | | | | | — | | | | | | 11,329,000 | | |
Total Investments, at fair value | | | | $ | 991,765,557 | | | | | $ | — | | | | | $ | — | | | | | $ | 991,765,557 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 242,463 | | | | | | — | | | | | | — | | | | | | 242,463 | | |
Total Assets | | | | $ | 992,008,020 | | | | | $ | — | | | | | $ | — | | | | | $ | 992,008,020 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 79 | | | | | | 03/20/20 | | | | | $ | 12,762,845 | | | | | $ | 242,463 | | |
| | | | | | | | | | | | | | | | $ | 12,762,845 | | | | | $ | 242,463 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 242,463 | | |
Total Asset Derivatives | | | | | | | $ | 242,463 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2019 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 693,863 | | |
Total | | | | $ | 693,863 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 427,015 | | |
Total | | | | $ | 427,015 | | |
| Cost for federal income tax purposes was $862,173,136. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 144,142,028 | | |
| Gross Unrealized Depreciation | | | | | (14,307,143) | | |
| Net Unrealized Appreciation | | | | $ | 129,834,885 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.9% | | |||||||||||||||
| | | Communication Services: 4.9% | | ||||||||||||
22,628 (1) | | | Spotify Technology SA | | | | $ | 3,384,017 | | | | | | 0.5 | | |
145,896 (1) | | | Twitter, Inc. | | | | | 4,675,967 | | | | | | 0.8 | | |
624,291 (2)(3) | | | Other Securities | | | | | 22,081,288 | | | | | | 3.6 | | |
| | | | | | | | 30,141,272 | | | | | | 4.9 | | |
| | | Consumer Discretionary: 14.7% | | ||||||||||||
4,551 (1) | | | Autozone, Inc. | | | | | 5,421,652 | | | | | | 0.9 | | |
4,904 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 4,105,187 | | | | | | 0.7 | | |
46,786 | | | Dollar General Corp. | | | | | 7,297,680 | | | | | | 1.2 | | |
2,269 (1) | | | Hilton Grand Vacations, Inc. | | | | | 78,031 | | | | | | 0.0 | | |
53,427 | | | Hilton Worldwide Holdings, Inc. | | | | | 5,925,589 | | | | | | 1.0 | | |
22,635 (1) | | | Lululemon Athletica, Inc. | | | | | 5,243,850 | | | | | | 0.9 | | |
4,295 (1) | | | O’Reilly Automotive, Inc. | | | | | 6,264,927 | | | | | | 1.0 | | |
741,613 (2)(3) | | | Other Securities | | | | | 55,316,847 | | | | | | 9.0 | | |
| | | | | | | | 89,653,763 | | | | | | 14.7 | | |
| | | Consumer Staples: 3.2% | | ||||||||||||
24,180 | | | Hershey Co. | | | | | 3,553,977 | | | | | | 0.6 | | |
191,767 (3) | | | Other Securities | | | | | 15,760,492 | | | | | | 2.6 | | |
| | | | | | | | 19,314,469 | | | | | | 3.2 | | |
| | | Energy: 1.2% | | ||||||||||||
152,131 (3) | | | Other Securities | | | | | 7,536,720 | | | | | | 1.2 | | |
| | | | | ||||||||||||
| | | Financials: 4.5% | | ||||||||||||
15,777 | | | MSCI, Inc. - Class A | | | | | 4,073,306 | | | | | | 0.7 | | |
1,778 (4) | | | Voya Financial, Inc. | | | | | 108,422 | | | | | | 0.0 | | |
25,866 (2)(3) | | | Other Securities | | | | | 22,997,228 | | | | | | 3.8 | | |
| | | | | | | | 27,178,956 | | | | | | 4.5 | | |
| | | Health Care: 15.3% | | ||||||||||||
14,955 (1) | | | Align Technology, Inc. | | | | | 4,173,043 | | | | | | 0.7 | | |
65,592 (1) | | | Centene Corp. | | | | | 4,123,769 | | | | | | 0.7 | | |
59,932 | | | Cerner Corp. | | | | | 4,398,410 | | | | | | 0.7 | | |
17,362 (1) | | | DexCom, Inc. | | | | | 3,797,764 | | | | | | 0.6 | | |
16,294 (1) | | | Idexx Laboratories, Inc. | | | | | 4,254,852 | | | | | | 0.7 | | |
4,605 (1) | | | Mettler Toledo International, Inc. | | | | | 3,653,055 | | | | | | 0.6 | | |
27,225 | | | Resmed, Inc. | | | | | 4,219,058 | | | | | | 0.7 | | |
25,126 (1) | | | Veeva Systems, Inc. | | | | | 3,534,223 | | | | | | 0.6 | | |
632,836 (2)(3) | | | Other Securities | | | | | 61,501,431 | | | | | | 10.0 | | |
| | | | | | | | 93,655,605 | | | | | | 15.3 | | |
| | | Industrials: 16.9% | | ||||||||||||
34,653 | | | Ametek, Inc. | | | | | 3,456,290 | | | | | | 0.6 | | |
16,051 | | | Cintas Corp. | | | | | 4,319,003 | | | | | | 0.7 | | |
38,551 (1) | | | Copart, Inc. | | | | | 3,505,828 | | | | | | 0.6 | | |
6,900 (1) | | | CoStar Group, Inc. | | | | | 4,128,270 | | | | | | 0.7 | | |
99,237 | | | Fastenal Co. | | | | | 3,666,807 | | | | | | 0.6 | | |
47,765 (1) | | | IHS Markit Ltd. | | | | | 3,599,093 | | | | | | 0.6 | | |
43,465 | | | Ingersoll-Rand PLC - Class A | | | | | 5,777,368 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
21,317 | | | L3Harris Technologies, Inc. | | | | $ | 4,217,995 | | | | | | 0.7 | | |
22,074 | | | Rockwell Automation, Inc. | | | | | 4,473,738 | | | | | | 0.7 | | |
7,663 | | | TransDigm Group, Inc. | | | | | 4,291,280 | | | | | | 0.7 | | |
30,612 | | | Verisk Analytics, Inc. | | | | | 4,571,596 | | | | | | 0.7 | | |
667,031 (2)(3) | | | Other Securities | | | | | 57,515,374 | | | | | | 9.4 | | |
| | | | | | | | 103,522,642 | | | | | | 16.9 | | |
| | | Information Technology: 33.7% | | ||||||||||||
197,919 (1) | | | Advanced Micro Devices, Inc. | | | | | 9,076,565 | | | | | | 1.5 | | |
55,938 | | | Amphenol Corp. | | | | | 6,054,170 | | | | | | 1.0 | | |
16,029 (1) | | | ANSYS, Inc. | | | | | 4,126,025 | | | | | | 0.7 | | |
53,346 (1) | | | Cadence Design Systems, Inc. | | | | | 3,700,078 | | | | | | 0.6 | | |
27,335 | | | CDW Corp. | | | | | 3,904,531 | | | | | | 0.6 | | |
108,278 (1) | | | Fiserv, Inc. | | | | | 12,520,185 | | | | | | 2.0 | | |
16,350 (1) | | | FleetCor Technologies, Inc. | | | | | 4,704,222 | | | | | | 0.8 | | |
57,205 | | | Global Payments, Inc. | | | | | 10,443,345 | | | | | | 1.7 | | |
35,966 (1) | | | Keysight Technologies, Inc. | | | | | 3,691,191 | | | | | | 0.6 | | |
30,571 | | | KLA Corp. | | | | | 5,446,835 | | | | | | 0.9 | | |
24,319 | | | Lam Research Corp. | | | | | 7,110,876 | | | | | | 1.2 | | |
24,266 | | | Motorola Solutions, Inc. | | | | | 3,910,223 | | | | | | 0.6 | | |
18,176 (1) | | | Palo Alto Networks, Inc. | | | | | 4,203,200 | | | | | | 0.7 | | |
61,596 | | | Paychex, Inc. | | | | | 5,239,356 | | | | | | 0.9 | | |
29,571 (1) | | | Splunk, Inc. | | | | | 4,428,849 | | | | | | 0.7 | | |
65,923 (1) | | | Square, Inc. | | | | | 4,124,143 | | | | | | 0.7 | | |
28,581 (1) | | | Synopsys, Inc. | | | | | 3,978,475 | | | | | | 0.6 | | |
48,765 | | | Xilinx, Inc. | | | | | 4,767,754 | | | | | | 0.8 | | |
1,305,075 (2)(3) | | | Other Securities | | | | | 104,626,741 | | | | | | 17.1 | | |
| | | | | | | | 206,056,764 | | | | | | 33.7 | | |
| | | Materials: 2.8% | | ||||||||||||
61,931 | | | Ball Corp. | | | | | 4,005,078 | | | | | | 0.7 | | |
23,154 | | | Vulcan Materials Co. | | | | | 3,333,945 | | | | | | 0.5 | | |
116,738 (3) | | | Other Securities | | | | | 9,456,539 | | | | | | 1.6 | | |
| | | | | | | | 16,795,562 | | | | | | 2.8 | | |
| | | Real Estate: 2.7% | | ||||||||||||
21,508 | | | SBA Communications Corp. | | | | | 5,183,213 | | | | | | 0.8 | | |
194,684 (3) | | | Other Securities | | | | | 11,597,302 | | | | | | 1.9 | | |
| | | | | | | | 16,780,515 | | | | | | 2.7 | | |
| | | Total Common Stock (Cost $465,092,731) | | | | | 610,636,268 | | | | | | 99.9 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.0% | | |||||||||||||||
| | | Repurchase Agreements: 1.6% | | ||||||||||||
2,267,931 (5) | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,268,126, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $2,313,491, due 09/01/24-11/01/49) | | | | $ | 2,267,931 | | | | | | 0.3 | | |
671,811 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $671,870, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $685,308, due 01/15/20-11/15/48) | | | | | 671,811 | | | | | | 0.1 | | |
2,267,931 (5) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,268,126, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,313,290, due 02/13/20-09/20/69) | | | | | 2,267,931 | | | | | | 0.4 | | |
2,267,931 (5) | | | HSBC Securities USA, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,268,126, collateralized by various U.S. Government Agency Obligations, 3.000%-4.000%, Market Value plus accrued interest $2,313,290, due 07/20/47-06/20/48) | | | | | 2,267,931 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,267,931 (5) | | | Jefferies LLC, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $2,268,127, collateralized by various U.S. Government Securities, 0.000%-2.875%, Market Value plus accrued interest $2,313,290, due 01/28/20-05/15/27) | | | | $ | 2,267,931 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements (Cost $9,743,535) | | | | | 9,743,535 | | | | | | 1.6 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 2,422,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $2,422,000) | | | | | 2,422,000 | | | | | | 0.4 | | | |
| | | | | | | Total Short-Term Investments (Cost $12,165,535) | | | | | 12,165,535 | | | | | | 2.0 | | |
| | | | | | | Total Investments in Securities (Cost $477,258,266) | | | | $ | 622,801,803 | | | | | | 101.9 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,855,614) | | | | | | (1.9) | | |
| | | | | | | Net Assets | | | | $ | 610,946,189 | | | | | | 100.0 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index 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* | | | | $ | 610,636,268 | | | | | $ | — | | | | | $ | — | | | | | $ | 610,636,268 | | |
Short-Term Investments | | | | | 2,422,000 | | | | | | 9,743,535 | | | | | | — | | | | | | 12,165,535 | | |
Total Investments, at fair value | | | | $ | 613,058,268 | | | | | $ | 9,743,535 | | | | | $ | — | | | | | $ | 622,801,803 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 58,725 | | | | | | — | | | | | | — | | | | | | 58,725 | | |
Total Assets | | | | $ | 613,116,993 | | | | | $ | 9,743,535 | | | | | $ | — | | | | | $ | 622,860,528 | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | ��� | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/19 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 43,833 | | | | | $ | 53,886 | | | | | $ | (11,824) | | | | | $ | 22,527 | | | | | $ | 108,422 | | | | | $ | 305 | | | | | $ | 1,365 | | | | | $ | — | | |
| | | | $ | 43,833 | | | | | $ | 53,886 | | | | | $ | (11,824) | | | | | $ | 22,527 | | | | | $ | 108,422 | | | | | $ | 305 | | | | | $ | 1,365 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 15 | | | | | | 03/20/20 | | | | | $ | 3,097,200 | | | | | $ | 58,725 | | |
| | | | | | | | | | | | | | | | $ | 3,097,200 | | | | | $ | 58,725 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 58,725 | | |
Total Asset Derivatives | | | | | | | $ | 58,725 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2019 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 650,218 | | |
Total | | | | $ | 650,218 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 9,514 | | |
Total | | | | $ | 9,514 | | |
| Cost for federal income tax purposes was $477,794,797. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 150,577,451 | | |
| Gross Unrealized Depreciation | | | | | (5,511,720) | | |
| Net Unrealized Appreciation | | | | $ | 145,065,731 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.6% | | |||||||||||||||
| | | Communication Services: 4.3% | | ||||||||||||
1,839,361 (1)(2) | | | Other Securities | | | | $ | 60,546,876 | | | | | | 4.3 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 11.3% | | ||||||||||||
4,181 (3) | | | Autozone, Inc. | | | | | 4,980,867 | | | | | | 0.4 | | |
45,720 | | | Dollar General Corp. | | | | | 7,131,406 | | | | | | 0.5 | | |
15,081 (3) | | | Hilton Grand Vacations, Inc. | | | | | 518,635 | | | | | | 0.0 | | |
49,077 | | | Hilton Worldwide Holdings, Inc. | | | | | 5,443,130 | | | | | | 0.4 | | |
20,792 (3) | | | Lululemon Athletica, Inc. | | | | | 4,816,883 | | | | | | 0.3 | | |
13,132 (3) | | | O’Reilly Automotive, Inc | | | | | 5,755,230 | | | | | | 0.4 | | |
2,323,203 (1)(2) | | | Other Securities | | | | | 131,351,658 | | | | | | 9.3 | | |
| | | | | | | | 159,997,809 | | | | | | 11.3 | | |
| | | Consumer Staples: 4.1% | | ||||||||||||
98,136 | | | Archer-Daniels-Midland Co. | | | | | 4,548,604 | | | | | | 0.3 | | |
50,701 | | | Tyson Foods, Inc. | | | | | 4,615,819 | | | | | | 0.4 | | |
864,364 (1)(2) | | | Other Securities | | | | | 48,409,674 | | | | | | 3.4 | | |
| | | | | | | | 57,574,097 | | | | | | 4.1 | | |
| | | Energy: 3.9% | | ||||||||||||
72,457 | | | Oneok, Inc. | | | | | 5,482,821 | | | | | | 0.4 | | |
29,018 | | | Pioneer Natural Resources Co. | | | | | 4,392,455 | | | | | | 0.3 | | |
213,850 | | | Williams Cos., Inc. | | | | | 5,072,522 | | | | | | 0.3 | | |
1,890,007 (1)(2) | | | Other Securities | | | | | 40,780,093 | | | | | | 2.9 | | |
| | | | | | | | 55,727,891 | | | | | | 3.9 | | |
| | | Financials: 12.8% | | ||||||||||||
55,145 | | | Discover Financial Services | | | | | 4,677,399 | | | | | | 0.3 | | |
63,961 | | | State Street Corp. | | | | | 5,059,315 | | | | | | 0.4 | | |
40,154 | | | T. Rowe Price Group, Inc. | | | | | 4,892,363 | | | | | | 0.3 | | |
23,673 (4) | | | Voya Financial, Inc. | | | | | 1,443,580 | | | | | | 0.1 | | |
22,725 | | | Willis Towers Watson PLC | | | | | 4,589,086 | | | | | | 0.3 | | |
3,915,621 (1)(2) | | | Other Securities | | | | | 161,091,633 | | | | | | 11.4 | | |
| | | | | | | | 181,753,376 | | | | | | 12.8 | | |
| | | Health Care: 10.2% | | ||||||||||||
54,638 | | | Agilent Technologies, Inc. | | | | | 4,661,168 | | | | | | 0.3 | | |
72,071 (3) | | | Centene Corp. | | | | | 4,531,104 | | | | | | 0.3 | | |
31,124 (3) | | | IQVIA Holdings, Inc. | | | | | 4,808,969 | | | | | | 0.4 | | |
31,747 | | | McKesson Corp. | | | | | 4,391,245 | | | | | | 0.3 | | |
36,145 | | | Zimmer Biomet Holdings, Inc. | | | | | 5,410,183 | | | | | | 0.4 | | |
1,460,564 (1)(2) | | | Other Securities | | | | | 120,688,937 | | | | | | 8.5 | | |
| | | | | | | | 144,491,606 | | | | | | 10.2 | | |
| | | Industrials: 13.8% | | ||||||||||||
26,359 | | | Cummins, Inc. | | | | | 4,717,207 | | | | | | 0.3 | | |
69,756 (3) | | | IHS Markit Ltd. | | | | | 5,256,115 | | | | | | 0.4 | | |
42,430 | | | Ingersoll-Rand PLC - Class A | | | | | 5,639,796 | | | | | | 0.4 | | |
38,929 | | | L3Harris Technologies, Inc. | | | | | 7,702,881 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
59,765 | | | Paccar, Inc. | | | | $ | 4,727,411 | | | | | | 0.3 | | |
22,552 | | | Parker Hannifin Corp. | | | | | 4,641,653 | | | | | | 0.3 | | |
26,690 | | | Stanley Black & Decker, Inc. | | | | | 4,423,600 | | | | | | 0.3 | | |
8,668 | | | TransDigm Group, Inc. | | | | | 4,854,080 | | | | | | 0.4 | | |
2,122,801 (1)(2) | | | Other Securities | | | | | 153,695,940 | | | | | | 10.8 | | |
| | | | | | | | 195,658,683 | | | | | | 13.8 | | |
| | | Information Technology: 17.9% | | ||||||||||||
181,805 (3) | | | Advanced Micro Devices, Inc. | | | | | 8,337,577 | | | | | | 0.6 | | |
51,384 | | | Amphenol Corp. | | | | | 5,561,290 | | | | | | 0.4 | | |
99,462 (3) | | | Fiserv, Inc. | | | | | 11,500,791 | | | | | | 0.8 | | |
52,548 | | | Global Payments, Inc. | | | | | 9,593,163 | | | | | | 0.7 | | |
28,082 | | | KLA Corp. | | | | | 5,003,370 | | | | | | 0.4 | | |
25,443 | | | Lam Research Corp. | | | | | 7,439,533 | | | | | | 0.5 | | |
30,163 | | | Motorola Solutions, Inc. | | | | | 4,860,466 | | | | | | 0.3 | | |
56,581 | | | Paychex, Inc. | | | | | 4,812,780 | | | | | | 0.3 | | |
3,036,528 (1)(2) | | | Other Securities | | | | | 196,970,078 | | | | | | 13.9 | | |
| | | | | | | | 254,079,048 | | | | | | 17.9 | | |
| | | Materials: 5.1% | | ||||||||||||
144,092 | | | Newmont Goldcorp Corp. | | | | | 6,260,797 | | | | | | 0.4 | | |
1,489,893 (1)(2) | | | Other Securities | | | | | 66,616,836 | | | | | | 4.7 | | |
| | | | | | | | 72,877,633 | | | | | | 5.1 | | |
| | | Real Estate: 9.5% | | ||||||||||||
24,530 | | | AvalonBay Communities, Inc. | | | | | 5,143,941 | | | | | | 0.4 | | |
36,604 (5) | | | Digital Realty Trust, Inc. | | | | | 4,382,963 | | | | | | 0.3 | | |
64,449 | | | Equity Residential | | | | | 5,215,213 | | | | | | 0.4 | | |
19,757 | | | SBA Communications Corp. | | | | | 4,761,239 | | | | | | 0.3 | | |
71,407 | | | Welltower, Inc. | | | | | 5,839,665 | | | | | | 0.4 | | |
2,676,465 (1)(2) | | | Other Securities | | | | | 109,173,608 | | | | | | 7.7 | | |
| | | | | | | | 134,516,629 | | | | | | 9.5 | | |
| | | Utilities: 6.7% | | ||||||||||||
58,647 | | | Consolidated Edison, Inc. | | | | | 5,305,794 | | | | | | 0.4 | | |
61,697 | | | Edison International | | | | | 4,652,571 | | | | | | 0.3 | | |
57,080 | | | Eversource Energy | | | | | 4,855,796 | | | | | | 0.3 | | |
95,171 | | | FirstEnergy Corp. | | | | | 4,625,311 | | | | | | 0.3 | | |
127,413 | | | PPL Corp. | | | | | 4,571,578 | | | | | | 0.3 | | |
88,948 | | | Public Service Enterprise Group, Inc. | | | | | 5,252,379 | | | | | | 0.4 | | |
49,720 | | | Sempra Energy | | | | | 7,531,586 | | | | | | 0.5 | | |
55,590 | | | WEC Energy Group, Inc. | | | | | 5,127,066 | | | | | | 0.4 | | |
92,403 | | | Xcel Energy, Inc. | | | | | 5,866,666 | | | | | | 0.4 | | |
995,127 (1)(2) | | | Other Securities | | | | | 47,895,488 | | | | | | 3.4 | | |
| | | | | | | | 95,684,235 | | | | | | 6.7 | | |
| | | Total Common Stock (Cost $688,496,555) | | | | | 1,412,907,883 | | | | | | 99.6 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 8.2% | | |||||||||||||||
| | | Commercial Paper: 0.7% | | ||||||||||||
1,300,000 (6) | | | Banco Santander S.A., 1.950%, 02/05/2020 | | | | $ | 1,297,663 | | | | | | 0.1 | | |
1,125,000 (6) | | | DBS Bank Ltd., 1.710%, 01/07/2020 | | | | | 1,124,646 | | | | | | 0.1 | | |
850,000 (6) | | | DBS Bank Ltd., 1.860%, 02/28/2020 | | | | | 847,481 | | | | | | 0.0 | | |
325,000 (6) | | | Le Mouvement Des Caisses Desjardins, 1.860%, 02/14/2020 | | | | | 324,297 | | | | | | 0.0 | | |
1,200,000 (6) | | | LMA Americas LLC, 1.810%, 01/23/2020 | | | | | 1,198,442 | | | | | | 0.1 | | |
1,075,000 (6) | | | Matchpoint Finance PLC, 1.850%, 02/03/2020 | | | | | 1,073,178 | | | | | | 0.1 | | |
1,275,000 (6) | | | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | | | | | 1,272,371 | | | | | | 0.1 | | |
1,333,000 (6) | | | Societe Generale, 1.970%, 01/09/2020 | | | | | 1,332,400 | | | | | | 0.1 | | |
1,000,000 (6) | | | United Overseas Bnk Group, 1.900%, 01/24/2020 | | | | | 998,923 | | | | | | 0.1 | | |
| | | Total Commercial Paper (Cost $9,469,401) | | | | | 9,469,401 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 1.9% | | ||||||||||||
1,200,000 (6) | | | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | | | | | 1,200,347 | | | | | | 0.1 | | |
1,250,000 (6) | | | Bank of America Corp., 1.910%, 05/07/2020 | | | | | 1,250,000 | | | | | | 0.1 | | |
900,000 (6) | | | Bank of Nova Scotia, 1.940%, 05/08/2020 | | | | | 899,933 | | | | | | 0.0 | | |
1,525,000 (6) | | | Bedford Row Funding, 1.820%, 01/07/2020 | | | | | 1,525,082 | | | | | | 0.1 | | |
1,225,000 (6) | | | BNP Paribas, 1.950%, 05/14/2020 | | | | | 1,225,091 | | | | | | 0.1 | | |
875,000 (6) | | | Commonwealth Bank of Australia, 1.920%, 03/16/2020 | | | | | 875,012 | | | | | | 0.0 | | |
1,150,000 (6) | | | Commonwealth Bank of Australia, 1.940%, 06/10/2020 | | | | | 1,149,997 | | | | | | 0.1 | | |
1,200,000 (6) | | | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | | | | | 1,200,336 | | | | | | 0.1 | | |
1,300,000 (6) | | | Crédit Industriel et Commercial, 1.950%, 04/09/2020 | | | | | 1,300,218 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
1,000,000 (6) | | | Credit Suisse Group AG, 1.890%, 04/17/2020 | | | | $ | 1,000,448 | | | | | | 0.1 | | |
1,525,000 (6) | | | Credit Suisse Group AG, 1.720%, 01/16/2020 | | | | | 1,525,113 | | | | | | 0.1 | | |
1,100,000 (6) | | | HSBC Bank PLC, 1.970%, 06/03/2020 | | | | | 1,099,997 | | | | | | 0.1 | | |
1,250,000 (6) | | | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | | | | | 1,250,318 | | | | | | 0.1 | | |
375,000 (6) | | | Mizuho Financial Group Inc., 1.850%, 01/06/2020 | | | | | 375,020 | | | | | | 0.0 | | |
1,050,000 (6) | | | Royal Bank Of Canada, 1.820%, 01/10/2020 | | | | | 1,050,067 | | | | | | 0.1 | | |
1,300,000 (6) | | | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | | | | | 1,300,042 | | | | | | 0.1 | | |
1,000,000 (6) | | | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | | | | | 999,988 | | | | | | 0.1 | | |
300,000 (6) | | | Svenska Handelsbanken AB, 1.850%, 03/04/2020 | | | | | 300,050 | | | | | | 0.0 | | |
1,000,000 (6) | | | Svenska Handelsbanken AB, 1.970%, 05/20/2020 | | | | | 1,000,034 | | | | | | 0.1 | | |
1,250,000 (6) | | | The Norinchukin Bank, 2.050%, 04/24/2020 | | | | | 1,250,449 | | | | | | 0.1 | | |
425,000 (6) | | | The Sumitomo Mitsui Financial Group, 1.930%, 06/05/2020 | | | | | 424,907 | | | | | | 0.0 | | |
675,000 (6) | | | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | | | | | 674,948 | | | | | | 0.0 | | |
1,200,000 (6) | | | The Sumitomo Mitsui Financial Group, 1.970%, 05/12/2020 | | | | | 1,199,797 | | | | | | 0.1 | | |
950,000 (6) | | | Toronto-Dominion Bank, 1.850%, 02/13/2020 | | | | | 950,027 | | | | | | 0.1 | | |
850,000 (6) | | | Westpac Banking Corp, 1.830%, 02/10/2020 | | | | | 850,067 | | | | | | 0.0 | | |
975,000 (6) | | | Westpac Banking Corp, 1.970%, 06/03/2020 | | | | | 975,038 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $26,852,326) | | | | | 26,852,326 | | | | | | 1.9 | | |
| | | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 4.5% | | ||||||||||||
26,153,791 (6) | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $26,156,041, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $26,679,194, due 09/01/24-11/01/49) | | | | $ | 26,153,791 | | | | | | 1.8 | | |
3,523,617 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $3,523,926, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $3,594,409, due 01/15/20-11/15/48) | | | | | 3,523,617 | | | | | | 0.3 | | |
26,153,791 (6) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $26,156,041, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $26,676,867, due 02/13/20-09/20/69) | | | | | 26,153,791 | | | | | | 1.8 | | |
8,212,795 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $8,213,583, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,377,277, due 04/15/21-02/15/47) | | | | | 8,212,795 | | | | | | 0.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | Total Repurchase Agreements (Cost $64,043,994) | | | | $ | 64,043,994 | | | | | | 4.5 | | |
| | | | | ||||||||||||
| | | Certificates of Deposit: 0.4% | | ||||||||||||
1,275,000 (6) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.830%, 02/13/2020 | | | | | 1,274,897 | | | | | | 0.1 | | |
1,225,000 (6) | | | Landesbank Baden-Wurttemberg, 1.830%, 01/14/2020 | | | | | 1,225,049 | | | | | | 0.1 | | |
1,275,000 (6) | | | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | | | | | 1,275,045 | | | | | | 0.1 | | |
525,000 (6) | | | The Norinchukin Bank, 1.890%, 03/13/2020 | | | | | 525,025 | | | | | | 0.0 | | |
325,000 (6) | | | The Norinchukin Bank, 1.900%, 03/05/2020 | | | | | 325,027 | | | | | | 0.0 | | |
1,250,000 (6) | | | Toronto-Dominion Bank, 1.850%, 03/18/2020 | | | | | 1,250,189 | | | | | | 0.1 | | |
| | | Total Certificates of Deposit (Cost $5,875,232) | | | | | 5,875,232 | | | | | | 0.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(6): 0.7% | | ||||||||||||
7,216,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 7,216,000 | | | | | | 0.5 | | |
3,244,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | | | | | 3,244,000 | | | | | | 0.2 | | |
| | | Total Mutual Funds (Cost $10,460,000) | | | | | 10,460,000 | | | | | | 0.7 | | |
| | | Total Short-Term Investments (Cost $116,700,953) | | | | | 116,700,953 | | | | | | 8.2 | | |
| | | Total Investments in Securities (Cost $805,197,508) | | | | $ | 1,529,608,836 | | | | | | 107.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (111,234,144) | | | | | | (7.8) | | |
| | | Net Assets | | | | $ | 1,418,374,692 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index 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* | | | | $ | 1,412,907,883 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,412,907,883 | | |
Short-Term Investments | | | | | 10,460,000 | | | | | | 106,240,953 | | | | | | — | | | | | | 116,700,953 | | |
Total Investments, at fair value | | | | $ | 1,423,367,883 | | | | | $ | 106,240,953 | | | | | $ | — | | | | | $ | 1,529,608,836 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 97,927 | | | | | | — | | | | | | — | | | | | | 97,927 | | |
Total Assets | | | | $ | 1,423,465,810 | | | | | $ | 106,240,953 | | | | | $ | — | | | | | $ | 1,529,706,763 | | |
| | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/19 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Issuer | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Voya Financial, Inc. | | | | $ | 1,309,648 | | | | | $ | — | | | | | $ | (250,962) | | | | | $ | 384,894 | | | | | $ | 1,443,580 | | | | | $ | 8,120 | | | | | $ | 230,739 | | | | | $ | — | | |
| | | | $ | 1,309,648 | | | | | $ | — | | | | | $ | (250,962) | | | | | $ | 384,894 | | | | | $ | 1,443,580 | | | | | $ | 8,120 | | | | | $ | 230,739 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 41 | | | | | | 03/20/20 | | | | | $ | 8,465,680 | | | | | $ | 97,927 | | |
| | | | | | | | | | | | | | | | $ | 8,465,680 | | | | | $ | 97,927 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index 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 | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 97,927 | | |
Total Asset Derivatives | | | | | | | $ | 97,927 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,700,059 | | |
Total | | | | $ | 2,700,059 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,557,670 | | |
Total | | | | $ | 1,557,670 | | |
| Cost for federal income tax purposes was $814,232,409. | | |||||||||
| Net unrealized appreciation consisted of: | | |||||||||
| Gross Unrealized Appreciation | | | | $ | 773,337,162 | | | | ||
| Gross Unrealized Depreciation | | | | | (57,862,808) | | | | ||
| Net Unrealized Appreciation | | | | $ | 715,474,354 | | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.4% | | |||||||||||||||
| | | Communication Services: 2.2% | | ||||||||||||
1,831,980 (1)(2) | | | Other Securities | | | | $ | 23,603,956 | | | | | | 2.2 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 10.7% | | ||||||||||||
58,012 (3)(4) | | | Chegg, Inc. | | | | | 2,199,235 | | | | | | 0.2 | | |
17,621 | | | Churchill Downs, Inc. | | | | | 2,417,601 | | | | | | 0.2 | | |
13,916 (4) | | | Deckers Outdoor Corp. | | | | | 2,349,856 | | | | | | 0.2 | | |
12,465 (4) | | | Helen of Troy Ltd. | | | | | 2,241,082 | | | | | | 0.2 | | |
20,643 (3) | | | Marriott Vacations Worldwide Corp. | | | | | 2,657,993 | | | | | | 0.3 | | |
4,410,850 (1)(2) | | | Other Securities | | | | | 101,013,635 | | | | | | 9.6 | | |
| | | | | | | | 112,879,402 | | | | | | 10.7 | | |
| | | Consumer Staples: 3.0% | | ||||||||||||
81,585 (4) | | | Darling Ingredients, Inc. | | | | | 2,290,907 | | | | | | 0.2 | | |
50,730 (4) | | | Performance Food Group Co. | | | | | 2,611,580 | | | | | | 0.3 | | |
804,923 (1)(2) | | | Other Securities | | | | | 26,410,812 | | | | | | 2.5 | | |
| | | | | | | | 31,313,299 | | | | | | 3.0 | | |
| | | Energy: 3.1% | | ||||||||||||
4,571,770 (1)(2) | | | Other Securities | | | | | 32,969,474 | | | | | | 3.1 | | |
| | | | | ||||||||||||
| | | Financials: 17.5% | | ||||||||||||
64,081 (3) | | | Blackstone Mortgage Trust, Inc. | | | | | 2,385,095 | | | | | | 0.2 | | |
48,234 | | | Essent Group Ltd. | | | | | 2,507,686 | | | | | | 0.2 | | |
64,229 (3) | | | First Financial Bankshares, Inc. | | | | | 2,254,438 | | | | | | 0.2 | | |
101,421 | | | Radian Group, Inc. | | | | | 2,551,752 | | | | | | 0.3 | | |
192,218 (3) | | | Valley National Bancorp | | | | | 2,200,896 | | | | | | 0.2 | | |
6,821,389 (1)(2) | | | Other Securities | | | | | 172,515,941 | | | | | | 16.4 | | |
| | | | | | | | 184,415,808 | | | | | | 17.5 | | |
| | | Health Care: 17.9% | | ||||||||||||
55,424 (4) | | | Acadia Pharmaceuticals, Inc. | | | | | 2,371,039 | | | | | | 0.2 | | |
15,730 (4) | | | Amedisys, Inc. | | | | | 2,625,652 | | | | | | 0.3 | | |
46,302 (3)(4) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 2,936,936 | | | | | | 0.3 | | |
28,819��(3)(4) | | | Global Blood Therapeutics, Inc. | | | | | 2,290,822 | | | | | | 0.2 | | |
37,803 (4) | | | Globus Medical, Inc. | | | | | 2,225,841 | | | | | | 0.2 | | |
25,496 (4) | | | Haemonetics Corp. | | | | | 2,929,490 | | | | | | 0.3 | | |
34,534 (4) | | | HealthEquity, Inc. | | | | | 2,557,933 | | | | | | 0.2 | | |
15,066 (3)(4) | | | LHC Group, Inc. | | | | | 2,075,492 | | | | | | 0.2 | | |
37,522 (3)(4) | | | Medicines Co. | | | | | 3,187,119 | | | | | | 0.3 | | |
43,154 (3)(4) | | | Novocure Ltd. | | | | | 3,636,588 | | | | | | 0.4 | | |
11,009 (4) | | | Reata Pharmaceuticals, Inc. | | | | | 2,250,570 | | | | | | 0.2 | | |
26,003 (3)(4) | | | Repligen Corp. | | | | | 2,405,277 | | | | | | 0.2 | | |
35,649 (3)(4) | | | Teladoc Health, Inc. | | | | | 2,984,534 | | | | | | 0.3 | | |
9,252,081 (1)(2) | | | Other Securities | | | | | 154,072,669 | | | | | | 14.6 | | |
| | | | | | | | 188,549,962 | | | | | | 17.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 15.6% | | ||||||||||||
28,890 (4) | | | Axon Enterprise, Inc. | | | | $ | 2,117,059 | | | | | | 0.2 | | |
24,902 (3) | | | Brink’s Co. | | | | | 2,258,113 | | | | | | 0.2 | | |
27,738 | | | EMCOR Group, Inc. | | | | | 2,393,789 | | | | | | 0.2 | | |
30,354 (4) | | | Generac Holdings, Inc. | | | | | 3,053,309 | | | | | | 0.3 | | |
17,566 (3) | | | MSA Safety, Inc. | | | | | 2,219,640 | | | | | | 0.2 | | |
21,790 (4) | | | SPX Corp. | | | | | 1,108,675 | | | | | | 0.1 | | |
20,718 (4) | | | SPX FLOW, Inc. | | | | | 1,012,489 | | | | | | 0.1 | | |
27,229 | | | Tetra Tech, Inc. | | | | | 2,346,051 | | | | | | 0.2 | | |
29,191 (3)(4) | | | Trex Co., Inc. | | | | | 2,623,687 | | | | | | 0.3 | | |
4,571,305 (1)(2) | | | Other Securities | | | | | 145,454,579 | | | | | | 13.8 | | |
| | | | | | | | 164,587,391 | | | | | | 15.6 | | |
| | | Information Technology: 13.4% | | ||||||||||||
57,377 (4) | | | ACI Worldwide, Inc. | | | | | 2,173,728 | | | | | | 0.2 | | |
14,384 | | | Cabot Microelectronics Corp. | | | | | 2,075,899 | | | | | | 0.2 | | |
28,862 (4) | | | Cirrus Logic, Inc. | | | | | 2,378,518 | | | | | | 0.2 | | |
23,531 (3) | | | j2 Global, Inc. | | | | | 2,205,090 | | | | | | 0.2 | | |
71,118 | | | KBR, Inc. | | | | | 2,169,099 | | | | | | 0.2 | | |
38,354 (4) | | | Lumentum Holdings, Inc. | | | | | 3,041,472 | | | | | | 0.3 | | |
31,688 | | | MAXIMUS, Inc. | | | | | 2,357,270 | | | | | | 0.2 | | |
28,921 (3) | | | Science Applications International Corp. | | | | | 2,516,705 | | | | | | 0.3 | | |
21,262 (4) | | | Silicon Laboratories, Inc. | | | | | 2,465,967 | | | | | | 0.2 | | |
17,514 (4) | | | Tech Data Corp. | | | | | 2,515,010 | | | | | | 0.3 | | |
4,587,136 (1)(2) | | | Other Securities | | | | | 117,206,607 | | | | | | 11.1 | | |
| | | | | | | | 141,105,365 | | | | | | 13.4 | | |
| | | Materials: 3.8% | | ||||||||||||
30,512 (4)(5)(6) | | | Ferroglobe PLC | | | | | — | | | | | | — | | |
2,146,095 (1)(2) | | | Other Securities | | | | | 40,530,021 | | | | | | 3.8 | | |
| | | | | | | | 40,530,021 | | | | | | 3.8 | | |
| | | Real Estate: 7.6% | | ||||||||||||
18,711 | | | EastGroup Properties, Inc. | | | | | 2,482,388 | | | | | | 0.2 | | |
63,641 | | | First Industrial Realty Trust, Inc. | | | | | 2,641,738 | | | | | | 0.3 | | |
63,697 | | | Healthcare Realty Trust, Inc. | | | | | 2,125,569 | | | | | | 0.2 | | |
55,195 | | | Rexford Industrial Realty, Inc. | | | | | 2,520,755 | | | | | | 0.2 | | |
3,532,193 (1)(2) | | | Other Securities | | | | | 70,749,973 | | | | | | 6.7 | | |
| | | | | | | | 80,520,423 | | | | | | 7.6 | | |
| | | Utilities: 3.6% | | ||||||||||||
25,851 | | | ALLETE, Inc. | | | | | 2,098,326 | | | | | | 0.2 | | |
30,561 | | | Black Hills Corp. | | | | | 2,400,261 | | | | | | 0.2 | | |
26,027 | | | ONE Gas, Inc. | | | | | 2,435,346 | | | | | | 0.2 | | |
45,070 | | | Portland General Electric Co. | | | | | 2,514,455 | | | | | | 0.2 | | |
680,912 (1)(2) | | | Other Securities | | | | | 28,987,558 | | | | | | 2.8 | | |
| | | | | | | | 38,435,946 | | | | | | 3.6 | | |
| | | Total Common Stock (Cost $745,470,475) | | | | | 1,038,911,047 | | | | | | 98.4 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
RIGHTS: 0.0% | | |||||||||||||||
| | | Communication Services: —% | | ||||||||||||
46,399 (4)(5)(6) | | | Media General, Inc. - CVR | | | | $ | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer, Non-cyclical: —% | | ||||||||||||
390 (4)(5)(6) | | | GTX, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
27,410 (4)(5)(6) | | | Alder Biopharmaceuticals, Inc. - CVR | | | | | 24,121 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Materials: 0.0% | | ||||||||||||
11,546 (4)(5)(6) | | | A Schulman, Inc. - CVR | | | | | 23,092 | | | | | | 0.0 | | |
| | | Total Rights (Cost $6,838) | | | | | 47,213 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $745,477,313) | | | | | 1,038,958,260 | | | | | | 98.4 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 22.7% | | |||||||||||||||
| | | Commercial Paper: 1.7% | | ||||||||||||
850,000 (7) | | | Albion Capital LLC, 1.900%, 01/21/2020 | | | | | 849,181 | | | | | | 0.1 | | |
1,825,000 (7) | | | Banco Santander S.A., 1.950%, 02/05/2020 | | | | | 1,821,719 | | | | | | 0.2 | | |
1,900,000 (7) | | | DBS Bank Ltd., 1.820%, 02/18/2020 | | | | | 1,895,375 | | | | | | 0.2 | | |
625,000 (7) | | | DBS Bank Ltd., 1.860%, 02/28/2020 | | | | | 623,148 | | | | | | 0.0 | | |
1,325,000 (7) | | | Flex Co. LLC, 1.910%, 01/31/2020 | | | | | 1,322,946 | | | | | | 0.1 | | |
2,225,000 (7) | | | LMA Americas LLC, 1.810%, 01/23/2020 | | | | | 2,222,112 | | | | | | 0.2 | | |
1,825,000 (7) | | | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | | | | | 1,821,237 | | | | | | 0.2 | | |
1,250,000 (7) | | | Sheffield Receivables Company LLC, 1.950%, 02/27/2020 | | | | | 1,246,282 | | | | | | 0.1 | | |
950,000 (7) | | | Sheffield Receivables Company LLC, 2.000%, 03/16/2020 | | | | | 946,280 | | | | | | 0.1 | | |
1,838,000 (7) | | | Societe Generale, 1.970%, 01/09/2020 | | | | | 1,837,173 | | | | | | 0.2 | | |
1,900,000 (7) | | | Starbird Funding Corp., 1.910%, 02/20/2020 | | | | | 1,895,020 | | | | | | 0.2 | | |
1,475,000 (7) | | | United Overseas Bnk Group, 1.900%, 01/24/2020 | | | | | 1,473,411 | | | | | | 0.1 | | |
| | | Total Commercial Paper (Cost $17,953,884) | | | | | 17,953,884 | | | | | | 1.7 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes: 4.2% | | ||||||||||||
1,825,000 (7) | | | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | | | | $ | 1,825,528 | | | | | | 0.1 | | |
1,900,000 (7) | | | Australia & New Zealand Banking Group Ltd., 1.940%, 05/20/2020 | | | | | 1,899,916 | | | | | | 0.2 | | |
1,850,000 (7) | | | Bank of America Corp., 1.910%, 05/07/2020 | | | | | 1,850,000 | | | | | | 0.2 | | |
1,750,000 (7) | | | Bedford Row Funding, 1.960%, 05/18/2020 | | | | | 1,750,295 | | | | | | 0.2 | | |
625,000 (7) | | | BNP Paribas, 1.950%, 05/14/2020 | | | | | 625,047 | | | | | | 0.0 | | |
1,100,000 (7) | | | Commonwealth Bank of Australia, 1.920%, 03/16/2020 | | | | | 1,100,015 | | | | | | 0.1 | | |
1,700,000 (7) | | | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | | | | | 1,700,475 | | | | | | 0.2 | | |
800,000 (7) | | | Crédit Industriel et Commercial, 1.890%, 02/14/2020 | | | | | 800,095 | | | | | | 0.1 | | |
1,750,000 (7) | | | Crédit Industriel et Commercial, 1.950%, 04/09/2020 | | | | | 1,750,293 | | | | | | 0.1 | | |
1,775,000 (7) | | | Credit Suisse Group AG, 1.890%, 04/17/2020 | | | | | 1,775,795 | | | | | | 0.2 | | |
2,050,000 (7) | | | DNB ASA, 1.930%, 02/14/2020 | | | | | 2,050,294 | | | | | | 0.2 | | |
725,000 (7) | | | HSBC Bank PLC, 1.970%, 06/03/2020 | | | | | 724,998 | | | | | | 0.1 | | |
425,000 (7) | | | Lloyds Bank PLC, 1.900%, 02/10/2020 | | | | | 425,073 | | | | | | 0.0 | | |
600,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.930%, 01/16/2020 | | | | | 600,071 | | | | | | 0.0 | | |
775,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.930%, 02/18/2020 | | | | | 775,149 | | | | | | 0.1 | | |
1,625,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.970%, 03/18/2020 | | | | | 1,625,309 | | | | | | 0.1 | | |
775,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | | | | | 775,197 | | | | | | 0.1 | | |
1,000,000 (7) | | | Mizuho Financial Group Inc., 1.960%, 05/05/2020 | | | | | 1,000,042 | | | | | | 0.1 | | |
775,000 (7) | | | Mizuho Financial Group Inc., 2.010%, 05/22/2020 | | | | | 775,036 | | | | | | 0.1 | | |
700,000 (7) | | | Mizuho Financial Group Inc., 2.020%, 05/26/2020 | | | | | 700,060 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
1,925,000 (7) | | | National Bank Of Canada, 1.990%, 05/01/2020 | | | | $ | 1,925,248 | | | | | | 0.2 | | |
650,000 (7) | | | Royal Bank Of Canada, 1.860%, 04/29/2020 | | | | | 650,040 | | | | | | 0.1 | | |
1,925,000 (7) | | | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | | | | | 1,925,062 | | | | | | 0.2 | | |
1,025,000 (7) | | | Skandinaviska Enskilda Banken AB, 2.010%, 05/26/2020 | | | | | 1,025,123 | | | | | | 0.1 | | |
700,000 (7) | | | Starbird Funding Corp., 2.070%, 04/24/2020 | | | | | 700,280 | | | | | | 0.1 | | |
1,050,000 (7) | | | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | | | | | 1,049,987 | | | | | | 0.1 | | |
1,850,000 (7) | | | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | | | | | 1,849,988 | | | | | | 0.2 | | |
1,850,000 (7) | | | The Norinchukin Bank, 2.050%, 04/24/2020 | | | | | 1,850,665 | | | | | | 0.2 | | |
275,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.880%, 02/03/2020 | | | | | 275,010 | | | | | | 0.0 | | |
1,275,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | | | | | 1,274,902 | | | | | | 0.1 | | |
1,000,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.970%, 05/12/2020 | | | | | 999,831 | | | | | | 0.1 | | |
675,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.990%, 01/31/2020 | | | | | 675,056 | | | | | | 0.1 | | |
2,075,000 (7) | | | Toronto-Dominion Bank, 1.850%, 02/13/2020 | | | | | 2,075,059 | | | | | | 0.2 | | |
1,200,000 (7) | | | Toronto-Dominion Bank, 2.000%, 04/30/2020 | | | | | 1,200,076 | | | | | | 0.1 | | |
1,275,000 (7) | | | Westpac Banking Corp, 1.830%, 02/10/2020 | | | | | 1,275,101 | | | | | | 0.1 | | |
625,000 (7) | | | Westpac Banking Corp, 1.970%, 06/03/2020 | | | | | 625,024 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $43,905,140) | | | | | 43,905,140 | | | | | | 4.2 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 12.5% | | ||||||||||||
51,822,602 (7) | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $51,827,060, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $52,863,665, due 09/01/24-11/01/49) | | | | | 51,822,602 | | | | | | 4.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
11,343,134 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $11,344,128, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $11,571,026, due 01/15/20-11/15/48) | | | | $ | 11,343,134 | | | | | | 1.1 | | |
51,822,602 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $51,827,060, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $52,859,057, due 06/30/21-12/01/49) | | | | | 51,822,602 | | | | | | 4.9 | | |
16,967,548 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $16,969,175, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $17,307,365, due 04/15/21-02/15/47) | | | | | 16,967,548 | | | | | | 1.6 | | |
| | | Total Repurchase Agreements (Cost $131,955,886) | | | | | 131,955,886 | | | | | | 12.5 | | |
| | | | | ||||||||||||
| | | Certificates of Deposit: 0.7% | | ||||||||||||
625,000 (7) | | | Deutscher Sparkassen - und Giroverband, 1.860%, 02/20/2020 | | | | | 625,199 | | | | | | 0.0 | | |
1,000,000 (7) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.830%, 02/13/2020 | | | | | 999,919 | | | | | | 0.1 | | |
975,000 (7) | | | Landesbank Baden-Wurttemberg, 1.830%, 01/14/2020 | | | | | 975,039 | | | | | | 0.1 | | |
1,900,000 (7) | | | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | | | | | 1,900,067 | | | | | | 0.2 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Certificates of Deposit (continued) | | ||||||||||||
1,900,000 (7) | | | The Norinchukin Bank, 1.900%, 03/05/2020 | | | | $ | 1,900,160 | | | | | | 0.2 | | |
1,250,000 (7) | | | Toronto-Dominion Bank, 1.850%, 03/18/2020 | | | | | 1,250,189 | | | | | | 0.1 | | |
| | | Total Certificates of Deposit (Cost $7,650,573) | | | | | 7,650,573 | | | | | | 0.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7): 3.6% | | ||||||||||||
2,720,000 (7) | | | Fidelity Investments Money Market Government Portfolio - Institutional Class, 1.520% | | | | | 2,720,000 | | | | | | 0.3 | | |
22,922,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | | 22,922,000 | | | | | | 2.2 | | |
7,860,000 (7)(8) | | | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 1.510% | | | | | 7,860,000 | | | | | | 0.7 | | |
4,772,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | | | | | 4,772,000 | | | | | | 0.4 | | |
| | | Total Mutual Funds (Cost $38,274,000) | | | | | 38,274,000 | | | | | | 3.6 | | |
| | | Total Short-Term Investments (Cost $239,739,483) | | | | | 239,739,483 | | | | | | 22.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $985,216,796) | | | | $ | 1,278,697,743 | | | | | | 121.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (222,826,334) | | | | | | (21.1) | | |
| | | Net Assets | | | | $ | 1,055,871,409 | | | | | | 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 | | | | $ | 23,603,956 | | | | | $ | — | | | | | $ | — | | | | | $ | 23,603,956 | | |
Consumer Discretionary | | | | | 112,879,402 | | | | | | — | | | | | | — | | | | | | 112,879,402 | | |
Consumer Staples | | | | | 31,313,299 | | | | | | — | | | | | | — | | | | | | 31,313,299 | | |
Energy | | | | | 32,969,474 | | | | | | — | | | | | | — | | | | | | 32,969,474 | | |
Financials | | | | | 184,415,808 | | | | | | — | | | | | | — | | | | | | 184,415,808 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index 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 | | ||||||||||||
Health Care | | | | | 188,549,962 | | | | | | — | | | | | | — | | | | | | 188,549,962 | | |
Industrials | | | | | 164,587,391 | | | | | | — | | | | | | — | | | | | | 164,587,391 | | |
Information Technology | | | | | 141,105,365 | | | | | | — | | | | | | — | | | | | | 141,105,365 | | |
Materials | | | | | 40,530,021 | | | | | | — | | | | | | — | | | | | | 40,530,021 | | |
Real Estate | | | | | 80,520,423 | | | | | | — | | | | | | — | | | | | | 80,520,423 | | |
Utilities | | | | | 38,435,946 | | | | | | — | | | | | | — | | | | | | 38,435,946 | | |
Total Common Stock | | | | | 1,038,911,047 | | | | | | — | | | | | | — | | | | | | 1,038,911,047 | | |
Rights | | | | | — | | | | | | — | | | | | | 47,213 | | | | | | 47,213 | | |
Short-Term Investments | | | | | 38,274,000 | | | | | | 201,465,483 | | | | | | — | | | | | | 239,739,483 | | |
Total Investments, at fair value | | | | $ | 1,077,185,047 | | | | | $ | 201,465,483 | | | | | $ | 47,213 | | | | | $ | 1,278,697,743 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 260,643 | | | | | | — | | | | | | — | | | | | | 260,643 | | |
Total Assets | | | | $ | 1,077,445,690 | | | | | $ | 201,465,483 | | | | | $ | 47,213 | | | | | $ | 1,278,958,386 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
A Schulman, Inc. - CVR | | | | | 8/22/2018 | | | | | $ | 6,039 | | | | | $ | 23,092 | | |
Alder Biopharmaceuticals, Inc. - CVR | | | | | 12/19/2019 | | | | | | — | | | | | | 24,121 | | |
Ferroglobe PLC | | | | | 6/26/2018 | | | | | | — | | | | | | — | | |
GTX, Inc. - CVR | | | | | 6/10/2019 | | | | | | 799 | | | | | | — | | |
Media General, Inc. - CVR | | | | | 1/18/2017 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 6,838 | | | | | $ | 47,213 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 237 | | | | | | 03/20/20 | | | | | $ | 19,796,610 | | | | | $ | 260,643 | | |
| | | | | | | | | | | | | | | | $ | 19,796,610 | | | | | $ | 260,643 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 260,643 | | |
Total Asset Derivatives | | | | | | | $ | 260,643 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2019 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,644,041 | | |
Total | | | | $ | 2,644,041 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,564,268 | | |
Total | | | | $ | 1,564,268 | | |
| Cost for federal income tax purposes was $993,031,798. | | ||||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 367,569,518 | | |
| Gross Unrealized Depreciation | | | | | (81,642,693) | | |
| Net Unrealized Appreciation | | | | $ | 285,926,825 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 27.3% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
500,000 (1) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | $ | 529,345 | | | | | | 0.0 | | |
17,923,000 (2) | | | Other Securities | | | | | 19,956,195 | | | | | | 0.7 | | |
| | | | | | | | 20,485,540 | | | | | | 0.7 | | |
| | | Communications: 2.6% | | ||||||||||||
12,394,000 (3) | | | AT&T, Inc., 3.200%-6.000%, 03/01/2022-03/09/2048 | | | | | 13,985,881 | | | | | | 0.5 | | |
8,559,000 | | | Comcast Corp., 3.000%-6.500%, 02/01/2024-10/15/2048 | | | | | 9,851,480 | | | | | | 0.3 | | |
1,000,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 1,015,306 | | | | | | 0.0 | | |
9,871,000 | | | Verizon Communications, Inc., 2.625%-4.862%, 08/15/2026-08/21/2046 | | | | | 11,490,195 | | | | | | 0.4 | | |
5,000,000 (3) | | | Vodafone Group PLC, 2.950%-6.150%, 02/19/2023-02/27/2037 | | | | | 5,561,125 | | | | | | 0.2 | | |
35,028,000 (2) | | | Other Securities | | | | | 38,581,815 | | | | | | 1.2 | | |
| | | | | | | | 80,485,802 | | | | | | 2.6 | | |
| | | Consumer, Cyclical: 1.6% | | ||||||||||||
1,000,000 (1) | | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 1,001,983 | | | | | | 0.0 | | |
750,000 | | | General Motors Co., 6.600%, 04/01/2036 | | | | | 884,834 | | | | | | 0.0 | | |
4,250,000 | | | General Motors Financial Co., Inc., 3.150%-5.250%, 06/30/2022-01/05/2028 | | | | | 4,451,386 | | | | | | 0.2 | | |
5,000,000 | | | Walmart, Inc., 1.900%-3.700%, 12/15/2020-06/26/2028 | | | | | 5,281,055 | | | | | | 0.2 | | |
36,433,949 (2) | | | Other Securities | | | | | 38,912,909 | | | | | | 1.2 | | |
| | | | | | | | 50,532,167 | | | | | | 1.6 | | |
| | | Consumer, Non-cyclical: 4.4% | | ||||||||||||
1,000,000 (1) | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 1,017,934 | | | | | | 0.0 | | |
1,000,000 (1) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,060,396 | | | | | | 0.1 | | |
1,000,000 (1) | | | AbbVie, Inc., 4.250%, 11/21/2049 | | | | | 1,056,939 | | | | | | 0.0 | | |
6,500,000 (3) | | | AbbVie, Inc., 2.300%-4.700%, 05/14/2020-05/14/2046 | | | | | 6,887,109 | | | | | | 0.2 | | |
3,500,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 4,145,639 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,000,000 | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%-8.200%, 01/15/2039-07/15/2042 | | | | $ | 1,438,406 | | | | | | 0.1 | | |
250,000 (1) | | | Bristol-Myers Squibb Co., 3.625%, 05/15/2024 | | | | | 264,163 | | | | | | 0.0 | | |
500,000 (1) | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 540,902 | | | | | | 0.0 | | |
1,000,000 (1) | | | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | | | | | 1,102,078 | | | | | | 0.1 | | |
1,000,000 (1) | | | Bristol-Myers Squibb Co., 4.000%, 08/15/2023 | | | | | 1,065,390 | | | | | | 0.0 | | |
500,000 (1) | | | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | | | | | 605,844 | | | | | | 0.0 | | |
500,000 (1) | | | Bristol-Myers Squibb Co., 5.000%, 08/15/2045 | | | | | 641,051 | | | | | | 0.0 | | |
750,000 (1) | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 778,010 | | | | | | 0.1 | | |
500,000 (1) | | | Cigna Corp., 3.400%, 03/01/2027 | | | | | 519,882 | | | | | | 0.0 | | |
250,000 (1) | | | Cigna Corp., 3.500%, 06/15/2024 | | | | | 261,172 | | | | | | 0.0 | | |
500,000 (1) | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 580,956 | | | | | | 0.0 | | |
8,393,000 (3) | | | CVS Health Corp., 2.750%-5.300%, 07/20/2020-03/25/2048 | | | | | 9,319,340 | | | | | | 0.3 | | |
500,000 (1) | | | ERAC USA Finance LLC, 3.850%, 11/15/2024 | | | | | 529,255 | | | | | | 0.0 | | |
6,250,000 (3) | | | Pfizer, Inc., 3.400%-4.300%, 05/15/2024-12/15/2046 | | | | | 7,012,066 | | | | | | 0.2 | | |
6,800,000 | | | UnitedHealth Group, Inc., 2.375%-4.750%, 12/15/2021-04/15/2047 | | | | | 7,302,692 | | | | | | 0.2 | | |
84,696,000 (2) | | | Other Securities | | | | | 91,803,418 | | | | | | 3.0 | | |
| | | | | | | | 137,932,642 | | | | | | 4.4 | | |
| | | Energy: 2.8% | | ||||||||||||
4,250,000 | | | BP Capital Markets America, Inc., 2.112%-3.937%, 09/16/2021-09/21/2028 | | | | | 4,436,718 | | | | | | 0.1 | | |
1,750,000 | | | BP Capital Markets PLC, 2.315%-3.814%, 02/13/2020-11/04/2024 | | | | | 1,812,617 | | | | | | 0.1 | | |
4,750,000 | | | Enterprise Products Operating LLC, 2.850%-4.900%, 04/15/2021-05/15/2046 | | | | | 5,341,938 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
3,292,000 | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/2021-09/01/2044 | | | | $ | 3,844,250 | | | | | | 0.1 | | |
1,500,000 | | | Kinder Morgan, Inc./DE, 4.300%-5.550%, 06/01/2025-02/15/2046 | | | | | 1,703,751 | | | | | | 0.1 | | |
5,625,000 (3) | | | Petroleos Mexicanos, 4.250%-6.625%, 01/18/2024-06/27/2044 | | | | | 5,602,426 | | | | | | 0.2 | | |
1,000,000 | | | Phillips 66, 2.517%, (US0003M + 0.600%), 02/26/2021 | | | | | 1,000,067 | | | | | | 0.0 | | |
5,290,000 | | | Shell International Finance BV, 1.750%-4.375%, 11/10/2020-09/12/2046 | | | | | 5,739,196 | | | | | | 0.2 | | |
52,432,000 (2) | | | Other Securities | | | | | 58,071,616 | | | | | | 1.8 | | |
| | | | | | | | 87,552,579 | | | | | | 2.8 | | |
| | | Financial: 9.4% | | ||||||||||||
16,934,000 (4) | | | Bank of America Corp., 2.738%-4.450%, 01/23/2022-12/20/2028 | | | | | 17,922,713 | | | | | | 0.6 | | |
3,500,000 (3)(4) | | | Bank of New York Mellon Corp./The, 2.600%-3.442%, 02/07/2022-02/07/2028 | | | | | 3,614,727 | | | | | | 0.1 | | |
1,700,000 | | | Bank of New York Mellon Corp., 2.200%-3.000%, 04/15/2021-10/30/2028 | | | | | 1,725,955 | | | | | | 0.1 | | |
1,000,000 | | | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | | | | | 1,181,786 | | | | | | 0.0 | | |
2,000,000 (3) | | | Berkshire Hathaway, Inc., 2.750%-3.125%, 03/15/2023-03/15/2026 | | | | | 2,079,192 | | | | | | 0.1 | | |
1,000,000 (1)(3) | | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 1,044,954 | | | | | | 0.0 | | |
1,000,000 (1)(3) | | | BPCE SA, 3.250%, 01/11/2028 | | | | | 1,038,338 | | | | | | 0.0 | | |
500,000 | | | Citibank NA, 2.100%, 06/12/2020 | | | | | 500,278 | | | | | | 0.0 | | |
14,108,000 (4) | | | Citigroup, Inc., 2.700%-8.125%, 07/30/2022-05/06/2044 | | | | | 15,617,718 | | | | | | 0.5 | | |
10,000,000 (1) | | | CPPIB Capital, Inc., 3.125%, 09/25/2023 | | | | | 10,462,790 | | | | | | 0.3 | | |
750,000 (1) | | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 770,531 | | | | | | 0.0 | | |
750,000 (1) | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 815,814 | | | | | | 0.1 | | |
800,000 (1) | | | Dexia Credit Local SA, 2.500%, 01/25/2021 | | | | | 805,431 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
5,801,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | $ | 6,187,077 | | | | | | 0.2 | | |
4,580,000 (4) | | | Goldman Sachs Group, Inc./The, 2.875%-3.850%, 02/25/2021-04/23/2029 | | | | | 4,744,760 | | | | | | 0.1 | | |
6,250,000 | | | Goldman Sachs Group, Inc., 3.750%-6.750%, 01/24/2022-10/01/2037 | | | | | 7,944,650 | | | | | | 0.3 | | |
250,000 | | | HSBC USA, Inc., 3.500%, 06/23/2024 | | | | | 263,952 | | | | | | 0.0 | | |
8,350,000 (4) | | | HSBC Holdings PLC, 2.633%-6.500%, 03/08/2021-12/31/2199 | | | | | 9,912,828 | | | | | | 0.3 | | |
1,000,000 (4) | | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 1,000,532 | | | | | | 0.1 | | |
14,875,000 (4) | | | JPMorgan Chase & Co., 2.950%-5.500%, 01/24/2022-02/22/2048 | | | | | 16,622,921 | | | | | | 0.5 | | |
16,000,000 | | | Kreditanstalt fuer Wiederaufbau, 1.625%-2.625%, 11/30/2020-03/07/2022 | | | | | 16,226,054 | | | | | | 0.5 | | |
500,000 (1) | | | Metropolitan Life Global Funding I, 1.950%, 09/15/2021 | | | | | 500,463 | | | | | | 0.0 | | |
750,000 (1) | | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 804,861 | | | | | | 0.0 | | |
13,300,000 (4) | | | Morgan Stanley, 2.500%-5.000%, 04/21/2021-01/24/2029 | | | | | 14,114,574 | | | | | | 0.5 | | |
2,000,000 (1) | | | Ontario Teachers’ Finance Trust, 1.625%, 09/12/2024 | | | | | 1,970,967 | | | | | | 0.1 | | |
750,000 (1) | | | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | | | | | 759,557 | | | | | | 0.0 | | |
500,000 (1) | | | UBS Group AG, 2.950%, 09/24/2020 | | | | | 503,549 | | | | | | 0.0 | | |
500,000 (1) | | | UBS Group AG, 3.000%, 04/15/2021 | | | | | 506,687 | | | | | | 0.0 | | |
10,983,000 (4) | | | Wells Fargo & Co., 2.879%-5.606%, 04/01/2021-11/17/2045 | | | | | 11,819,062 | | | | | | 0.4 | | |
1,750,000 | | | Wells Fargo Bank NA, 2.600%-6.600%, 01/15/2021-01/15/2038 | | | | | 2,094,536 | | | | | | 0.1 | | |
133,499,000 (2) | | | Other Securities | | | | | 140,176,394 | | | | | | 4.5 | | |
| | | | | | | | 293,733,651 | | | | | | 9.4 | | |
| | | Industrial: 2.0% | | ||||||||||||
800,000 (1) | | | L3Harris Technologies, Inc., 4.950%, 02/15/2021 | | | | | 819,730 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
57,700,000 (2) | | | Other Securities | | | | $ | 62,677,976 | | | | | | 2.0 | | |
| | | | | | | | 63,497,706 | | | | | | 2.0 | | |
| | | Technology: 1.8% | | ||||||||||||
10,900,000 | | | Apple, Inc., 2.150%-4.450%, 02/23/2021-05/13/2045 | | | | | 11,535,914 | | | | | | 0.4 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 411,651 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 433,866 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 460,387 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 550,596 | | | | | | 0.1 | | |
11,250,000 | | | Microsoft Corp., 1.550%-4.875%, 08/08/2021-08/08/2056 | | | | | 12,403,531 | | | | | | 0.4 | | |
9,080,000 (3) | | | Oracle Corp., 1.900%-5.375%, 07/08/2021-05/15/2045 | | | | | 9,959,218 | | | | | | 0.3 | | |
18,153,000 (2) | | | Other Securities | | | | | 19,131,060 | | | | | | 0.6 | | |
| | | | | | | | 54,886,223 | | | | | | 1.8 | | |
| | | Utilities: 2.0% | | ||||||||||||
1,668,000 | | | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | | | | | 2,298,551 | | | | | | 0.1 | | |
1,000,000 (1) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 1,091,575 | | | | | | 0.0 | | |
250,000 (1) | | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | | 322,965 | | | | | | 0.0 | | |
54,525,234 (2) | | | Other Securities | | | | | 60,277,612 | | | | | | 1.9 | | |
| | | | | | | | 63,990,703 | | | | | | 2.0 | | |
| | | Total Corporate Bonds/Notes (Cost $791,788,824) | | | | | 853,097,013 | | | | | | 27.3 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | |||||||||||||||
1,379,013 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,412,965 | | | | | | 0.1 | | |
1,112,641 | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 1,253,659 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $2,619,150) | | | | | 2,666,624 | | | | | | 0.1 | | |
MUNICIPAL BONDS: 1.0% | | |||||||||||||||
| | | California: 0.2% | | ||||||||||||
4,335,000 | | | State of California, 7.550%, 04/01/2039 | | | | | 6,961,836 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Connecticut: 0.1% | | ||||||||||||
3,735,000 | | | Other Securities | | | | | 4,813,780 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
MUNICIPAL BONDS: (continued) | | |||||||||||||||
| | | New Jersey: 0.3% | | ||||||||||||
3,425,000 | | | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | | | | $ | 5,229,530 | | | | | | 0.2 | | |
2,335,000 | | | Other Securities | | | | | 3,030,106 | | | | | | 0.1 | | |
| | | | | | | | 8,259,636 | | | | | | 0.3 | | |
| | | New York: 0.2% | | ||||||||||||
3,495,000 | | | Other Securities | | | | | 4,968,737 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Washington: 0.2% | | ||||||||||||
3,900,000 | | | Other Securities | | | | | 4,984,746 | | | | | | 0.2 | | |
| | | Total Municipal Bonds (Cost $22,857,911) | | | | | 29,988,735 | | | | | | 1.0 | | |
U.S. TREASURY OBLIGATIONS: 38.0% | | |||||||||||||||
| | | U.S. Treasury Bonds: 6.5% | | ||||||||||||
10,659,000 | | | 2.250%,08/15/2046 | | | | | 10,349,688 | | | | | | 0.3 | | |
84,724,000 (3) | | | 2.250%,08/15/2049 | | | | | 82,117,602 | | | | | | 2.6 | | |
10,042,000 | | | 3.000%,11/15/2045 | | | | | 11,224,410 | | | | | | 0.4 | | |
13,888,000 | | | 3.625%,08/15/2043 | | | | | 17,016,846 | | | | | | 0.5 | | |
14,092,000 | | | 3.625%,02/15/2044 | | | | | 17,303,623 | | | | | | 0.6 | | |
13,251,000 | | | 3.750%,11/15/2043 | | | | | 16,556,997 | | | | | | 0.5 | | |
43,870,600 | | | 2.500%-6.000%, 02/15/2026-02/15/2049 | | | | | 49,136,961 | | | | | | 1.6 | | |
| | | | | | | | 203,706,127 | | | | | | 6.5 | | |
| | | U.S. Treasury Notes: 31.5% | | ||||||||||||
13,040,000 | | | 1.250%,10/31/2021 | | | | | 12,960,710 | | | | | | 0.4 | | |
37,540,000 | | | 1.375%,04/30/2021 | | | | | 37,424,924 | | | | | | 1.2 | | |
24,847,000 | | | 1.625%,02/15/2026 | | | | | 24,607,079 | | | | | | 0.8 | | |
18,000,000 | | | 1.750%,09/30/2022 | | | | | 18,067,009 | | | | | | 0.6 | | |
12,097,000 | | | 2.000%,02/28/2021 | | | | | 12,146,591 | | | | | | 0.4 | | |
17,133,000 | | | 2.000%,11/15/2026 | | | | | 17,314,468 | | | | | | 0.6 | | |
10,105,000 | | | 2.125%,06/30/2022 | | | | | 10,236,175 | | | | | | 0.3 | | |
20,000,000 | | | 2.125%,05/15/2025 | | | | | 20,397,140 | | | | | | 0.7 | | |
26,457,000 | | | 2.250%,11/15/2024 | | | | | 27,131,904 | | | | | | 0.9 | | |
19,590,000 | | | 2.375%,12/31/2020 | | | | | 19,728,703 | | | | | | 0.6 | | |
9,874,000 | | | 2.500%,05/15/2024 | | | | | 10,210,560 | | | | | | 0.3 | | |
11,396,000 | | | 2.750%,09/15/2021 | | | | | 11,614,401 | | | | | | 0.4 | | |
36,569,500 | | | 2.750%,11/15/2023 | | | | | 38,042,433 | | | | | | 1.2 | | |
37,052,000 | | | 2.750%,02/15/2024 | | | | | 38,625,530 | | | | | | 1.2 | | |
16,545,000 | | | 2.875%,10/31/2020 | | | | | 16,710,346 | | | | | | 0.5 | | |
156,465,000 | | | 1.125%-3.500%, 01/31/2020-05/15/2029 | | | | | 156,694,319 | | | | | | 5.0 | | |
456,000 (3) | | | 1.500%,10/31/2024 | | | | | 451,836 | | | | | | 0.0 | | |
140,440,000 (3) | | | 1.625%,12/31/2021 | | | | | 140,581,708 | | | | | | 4.5 | | |
86,939,000 | | | 1.625%,12/15/2022 | | | | | 86,980,284 | | | | | | 2.8 | | |
90,454,000 | | | 1.750%,12/31/2024 | | | | | 90,659,200 | | | | | | 2.9 | | |
92,431,000 | | | 1.750%,12/31/2026 | | | | | 91,896,485 | | | | | | 2.9 | | |
83,733,000 (3) | | | 1.750%,11/15/2029 | | | | | 82,414,842 | | | | | | 2.6 | | |
20,498,000 | | | 2.125%,01/31/2021 | | | | | 20,605,378 | | | | | | 0.7 | | |
| | | | | | | | 985,502,025 | | | | | | 31.5 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Total U.S. Treasury Obligations (Cost $1,169,654,753) | | | | $ | 1,189,208,152 | | | | | | 38.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.8% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 6.5%(5) | | ||||||||||||
24,934,727 | | | 3.000%,05/01/2045 | | | | | 25,544,508 | | | | | | 0.8 | | |
22,960,712 | | | 3.500%,04/01/2043 | | | | | 24,150,273 | | | | | | 0.8 | | |
24,209,304 | | | 3.500%,02/01/2044 | | | | | 25,459,765 | | | | | | 0.8 | | |
25,519,294 | | | 3.500%,03/01/2048 | | | | | 26,944,402 | | | | | | 0.9 | | |
814,070 | | | 5.008%, (US0012M + 1.900)%,02/01/2042 | | | | | 850,391 | | | | | | 0.0 | | |
95,824,505 | | | 3.000%-6.500%, 04/01/2023-07/01/2048 | | | | | 101,810,674 | | | | | | 3.2 | | |
| | | | | | | | 204,760,013 | | | | | | 6.5 | | |
| | | Federal National Mortgage Association: 1.2%(5) | | ||||||||||||
19,804,852 | | | 3.500%,11/01/2051 | | | | | 20,780,017 | | | | | | 0.7 | | |
13,113,969 | | | 1.500%-7.125%, 06/22/2020-09/01/2046 | | | | | 15,129,716 | | | | | | 0.5 | | |
| | | | | | | | 35,909,733 | | | | | | 1.2 | | |
| | | Government National Mortgage Association: 8.5% | | ||||||||||||
11,396,853 | | | 3.000%,04/15/2045 | | | | | 11,733,032 | | | | | | 0.4 | | |
17,410,877 | | | 3.000%,07/20/2046 | | | | | 17,966,721 | | | | | | 0.6 | | |
24,178,560 | | | 3.000%,04/20/2048 | | | | | 24,862,893 | | | | | | 0.8 | | |
22,817,663 | | | 3.500%,03/20/2047 | | | | | 23,846,396 | | | | | | 0.7 | | |
12,466,143 | | | 3.500%,09/20/2047 | | | | | 12,985,429 | | | | | | 0.4 | | |
23,053,412 | | | 3.500%,02/20/2048 | | | | | 24,094,085 | | | | | | 0.8 | | |
23,321,905 | | | 3.500%,03/20/2048 | | | | | 24,501,128 | | | | | | 0.8 | | |
55,500,000 (6) | | | 4.000%,01/20/2050 | | | | | 57,445,575 | | | | | | 1.8 | | |
63,021,792 | | | 3.000%-6.000%, 10/15/2036-06/20/2048 | | | | | 66,813,164 | | | | | | 2.2 | | |
| | | | | | | | 264,248,423 | | | | | | 8.5 | | |
| | | Other U.S. Agency Obligations: 0.8% | | ||||||||||||
12,500,000 | | | 2.390%,11/01/2034 | | | | | 12,307,867 | | | | | | 0.4 | | |
11,510,000 | | | 1.875%-7.125%, 08/15/2022-01/15/2038 | | | | | 13,859,973 | | | | | | 0.4 | | |
| | | | | | | | 26,167,840 | | | | | | 0.8 | | |
| | | Uniform Mortgage-Backed Securities: 10.8% | | ||||||||||||
17,728,452 | | | 2.500%,04/01/2037 | | | | | 17,922,472 | | | | | | 0.6 | | |
45,689,381 | | | 3.000%,12/01/2034 | | | | | 46,926,635 | | | | | | 1.5 | | |
18,458,617 | | | 3.000%,12/01/2042 | | | | | 19,041,777 | | | | | | 0.6 | | |
10,244,227 | | | 3.000%,07/01/2043 | | | | | 10,545,798 | | | | | ��� | 0.3 | | |
21,154,538 | | | 3.000%,12/01/2046 | | | | | 21,652,954 | | | | | | 0.7 | | |
13,694,158 | | | 3.500%,11/01/2042 | | | | | 14,432,002 | | | | | | 0.5 | | |
14,790,980 | | | 4.000%,11/01/2040 | | | | | 15,866,542 | | | | | | 0.5 | | |
181,101,714 | | | 2.500%-6.500%, 04/01/2021-03/01/2048 | | | | | 191,773,264 | | | | | | 6.1 | | |
| | | | | | | | 338,161,444 | | | | | | 10.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Total U.S. Government Agency Obligations (Cost $846,475,124) | | | | $ | 869,247,453 | | | | | | 27.8 | | |
SOVEREIGN BONDS: 2.4% | | |||||||||||||||
4,950,000 | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/2024-09/18/2037 | | | | | 5,939,768 | | | | | | 0.2 | | |
6,000,000 | | | Japan Bank for International Cooperation, 1.750%-2.125%, 05/28/2020-11/16/2020 | | | | | 6,012,677 | | | | | | 0.2 | | |
3,000,000 (1) | | | Kommunalbanken AS, 2.250%, 01/25/2022 | | | | | 3,029,808 | | | | | | 0.1 | | |
1,800,000 (1) | | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | | 1,841,654 | | | | | | 0.0 | | |
5,000,000 | | | Mexico Government International Bond, 4.750%, 03/08/2044 | | | | | 5,542,175 | | | | | | 0.2 | | |
4,000,000 (3) | | | Peruvian Government International Bond, 6.550%, 03/14/2037 | | | | | 5,863,740 | | | | | | 0.2 | | |
4,000,000 | | | Philippine Government International Bond, 6.375%, 01/15/2032 | | | | | 5,456,552 | | | | | | 0.2 | | |
1,000,000 | | | Province of Ontario Canada, 1.875%, 05/21/2020 | | | | | 1,000,095 | | | | | | 0.1 | | |
13,308,000 | | | Province of Ontario Canada, 4.400%, 04/14/2020 | | | | | 13,405,125 | | | | | | 0.4 | | |
24,525,000 (2) | | | Other Securities | | | | | 26,043,792 | | | | | | 0.8 | | |
| | | Total Sovereign Bonds (Cost $70,616,326) | | | | | 74,135,386 | | | | | | 2.4 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | | |||||||||||||||
2,000,000 (1) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | | | | | 2,075,566 | | | | | | 0.1 | | |
3,000,000 | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | | 3,190,329 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | | | | | 1,066,528 | | | | | | 0.1 | | |
650,000 | | | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | | | | | 676,273 | | | | | | 0.0 | | |
315,000 (4) | | | COMM 2015-PC1 B, 4.436%, 07/10/2050 | | | | | 334,772 | | | | | | 0.0 | | |
1,000,000 | | | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | | | | | 1,032,760 | | | | | | 0.0 | | |
1,000,000 | | | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | | | | | 1,036,393 | | | | | | 0.0 | | |
1,000,000 | | | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | | | | | 1,068,300 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,000,000 (4) | | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | $ | 2,008,536 | | | | | | 0.1 | | |
6,000,000 (4) | | | Ginnie Mae 2011-142 B, 3.485%, 02/16/2044 | | | | | 6,099,985 | | | | | | 0.2 | | |
2,000,000 (4) | | | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | | | | | 2,039,563 | | | | | | 0.1 | | |
5,000,000 (4) | | | Ginnie Mae 2011-38 D, 3.618%, 01/16/2051 | | | | | 5,128,195 | | | | | | 0.2 | | |
90,261 (4) | | | Ginnie Mae 2011-53 B, 3.934%, 05/16/2051 | | | | | 92,013 | | | | | | 0.0 | | |
5,000,000 | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 5,107,889 | | | | | | 0.1 | | |
3,000,000 | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 3,081,545 | | | | | | 0.1 | | |
6,379,463 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | | | | | 6,813,975 | | | | | | 0.2 | | |
3,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 3,070,367 | | | | | | 0.1 | | |
2,065,000 (1) | | | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | | | | | 2,241,960 | | | | | | 0.1 | | |
3,200,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 3,277,356 | | | | | | 0.1 | | |
2,000,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | | | | | 2,101,397 | | | | | | 0.1 | | |
1,250,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | | | | | 1,327,486 | | | | | | 0.0 | | |
220,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.153%, 03/15/2048 | | | | | 226,211 | | | | | | 0.0 | | |
100,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | | | | | 102,503 | | | | | | 0.0 | | |
100,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | | | | | 102,541 | | | | | | 0.0 | | |
1,000,000 (1)(4) | | | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/2035 | | | | | 1,022,665 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,350,000 | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | $ | 2,489,337 | | | | | | 0.1 | | |
2,000,000 | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | | | | | 2,100,039 | | | | | | 0.0 | | |
7,000,000 | | | Other Securities | | | | | 7,648,970 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $66,037,228) | | | | | 66,563,454 | | | | | | 2.1 | | |
SUPRANATIONAL BONDS: 0.9% | | |||||||||||||||
6,506,000 | | | Asian Development Bank, 1.625%-2.125%, 03/16/2021-03/19/2025 | | | | | 6,520,668 | | | | | | 0.2 | | |
13,771,000 (3) | | | European Investment Bank, 1.625%-4.000%, 05/15/2020-03/15/2022 | | | | | 13,854,985 | | | | | | 0.4 | | |
8,964,000 | | | Other Securities | | | | | 9,237,810 | | | | | | 0.3 | | |
| | | Total Supranational Bonds (Cost $29,152,529) | | | | | 29,613,463 | | | | | | 0.9 | | |
ASSET-BACKED SECURITIES: 0.6% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
1,000,000 | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 1,003,178 | | | | | | 0.0 | | |
350,000 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | | | | | 351,656 | | | | | | 0.0 | | |
1,000,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | | | | | 1,016,237 | | | | | | 0.0 | | |
592,000 (1) | | | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | | | | | 595,938 | | | | | | 0.0 | | |
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | | | | | 351,251 | | | | | | 0.0 | | |
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 351,555 | | | | | | 0.0 | | |
600,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 596,294 | | | | | | 0.1 | | |
9,337,209 | | | Other Securities | | | | | 9,437,596 | | | | | | 0.3 | | |
| | | | | | | | 13,703,705 | | | | | | 0.4 | | |
| | | Credit Card Asset-Backed Securities: 0.1% | | ||||||||||||
4,600,000 | | | Other Securities | | | | | 4,639,419 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
1,650,000 (1) | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | $ | 1,651,971 | | | | | | 0.1 | | |
79,668 | | | Other Securities | | | | | 79,615 | | | | | | 0.0 | | |
| | | | | | | | 1,731,586 | | | | | | 0.1 | | |
| | | Total Asset-Backed Securities (Cost $19,905,514) | | | | | 20,074,710 | | | | | | 0.6 | | |
CONVERTIBLE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | Financial: 0.0% | | ||||||||||||
500,000 | | | Other Securities | | | | | 510,530 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/Notes (Cost $500,750) | | | | | 510,530 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $3,019,608,109) | | | | | 3,135,105,520 | | | | | | 100.2 | | |
SHORT-TERM INVESTMENTS: 8.6% | | |||||||||||||||
| | | Commercial Paper: 1.4% | | ||||||||||||
1,805,000 | | | Consolidated Edison Inc., 1.950%, 01/24/2020 | | | | | 1,802,692 | | | | | | 0.1 | | |
17,000,000 | | | Crown Point, 1.830%, 01/03/2020 | | | | | 16,997,450 | | | | | | 0.5 | | |
2,860,000 (7) | | | DBS Bank Ltd., 1.710%, 01/07/2020 | | | | | 2,859,099 | | | | | | 0.1 | | |
3,250,000 (7) | | | DBS Bank Ltd., 1.820%, 02/18/2020 | | | | | 3,242,089 | | | | | | 0.1 | | |
8,000,000 | | | Exelon Corp., 1.800%, 01/02/2020 | | | | | 7,999,209 | | | | | | 0.3 | | |
1,325,000 (7) | | | Flex Co. LLC, 1.910%, 01/31/2020 | | | | | 1,322,946 | | | | | | 0.0 | | |
2,735,000 (7) | | | LMA Americas LLC, 1.800%, 01/27/2020 | | | | | 2,730,988 | | | | | | 0.1 | | |
2,250,000 (7) | | | Matchpoint Finance PLC, 1.850%, 02/03/2020 | | | | | 2,246,186 | | | | | | 0.1 | | |
3,000,000 (7) | | | Sheffield Receivables Company LLC, 2.000%, 03/16/2020 | | | | | 2,988,252 | | | | | | 0.1 | | |
700,000 (7) | | | Starbird Funding Corp., 1.910%, 02/20/2020 | | | | | 698,165 | | | | | | 0.0 | | |
1,475,000 (7) | | | United Overseas Bnk Group, 1.900%, 01/24/2020 | | | | | 1,473,411 | | | | | | 0.0 | | |
| | | Total Commercial Paper (Cost $44,361,729) | | | | | 44,360,487 | | | | | | 1.4 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 2.3% | | ||||||||||||
1,525,000 (7) | | | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | | | | | 1,525,442 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
3,250,000 (7) | | | Australia & New Zealand Banking Group Ltd., 1.940%, 05/20/2020 | | | | $ | 3,249,856 | | | | | | 0.1 | | |
1,450,000 (7) | | | Bank of Montreal, 1.920%, 01/21/2020 | | | | | 1,450,121 | | | | | | 0.0 | | |
3,000,000 (7) | | | Bank of Nova Scotia, 1.940%, 05/08/2020 | | | | | 2,999,776 | | | | | | 0.1 | | |
2,975,000 (7) | | | Bedford Row Funding, 1.920%, 03/13/2020 | | | | | 2,975,260 | | | | | | 0.1 | | |
2,995,000 (7) | | | BNP Paribas, 1.880%, 03/04/2020 | | | | | 2,995,702 | | | | | | 0.1 | | |
3,275,000 (7) | | | Citibank N.A., 1.960%, 05/01/2020 | | | | | 3,277,155 | | | | | | 0.1 | | |
3,050,000 (7) | | | Commonwealth Bank of Australia, 1.940%, 06/10/2020 | | | | | 3,049,993 | | | | | | 0.1 | | |
1,100,000 (7) | | | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | | | | | 1,100,308 | | | | | | 0.0 | | |
1,950,000 (7) | | | Crédit Industriel et Commercial, 1.990%, 04/24/2020 | | | | | 1,950,149 | | | | | | 0.1 | | |
1,575,000 (7) | | | DNB ASA, 1.880%, 03/04/2020 | | | | | 1,575,307 | | | | | | 0.1 | | |
1,125,000 (7) | | | DNB ASA, 1.930%, 02/14/2020 | | | | | 1,125,161 | | | | | | 0.0 | | |
2,675,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.970%, 03/18/2020 | | | | | 2,675,509 | | | | | | 0.1 | | |
1,350,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 1.980%, 05/26/2020 | | | | | 1,350,103 | | | | | | 0.0 | | |
250,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 2.050%, 02/25/2020 | | | | | 250,086 | | | | | | 0.0 | | |
2,325,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 2.000%, 02/28/2020 | | | | | 2,325,659 | | | | | | 0.1 | | |
3,300,000 (7) | | | Mizuho Financial Group Inc., 2.010%, 05/22/2020 | | | | | 3,300,155 | | | | | | 0.1 | | |
3,100,000 (7) | | | Mizuho Financial Group Inc., 2.020%, 05/26/2020 | | | | | 3,100,266 | | | | | | 0.1 | | |
1,000,000 (7) | | | National Australia Bank Ltd., 1.890%, 02/10/2020 | | | | | 1,000,021 | | | | | | 0.0 | | |
600,000 (7) | | | National Bank Of Canada, 1.950%, 02/27/2020 | | | | | 600,123 | | | | | | 0.0 | | |
3,375,000 (7) | | | National Bank Of Canada, 1.990%, 05/01/2020 | | | | | 3,375,434 | | | | | | 0.1 | | |
2,725,000 (7) | | | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | | | | | 2,725,088 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
3,050,000 (7) | | | Skandinaviska Enskilda Banken AB, 2.010%, 05/26/2020 | | | | $ | 3,050,367 | | | | | | 0.1 | | |
1,300,000 (7) | | | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | | | | | 1,299,984 | | | | | | 0.1 | | |
1,050,000 (7) | | | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | | | | | 1,049,993 | | | | | | 0.0 | | |
3,200,000 (7) | | | Svenska Handelsbanken AB, 1.970%, 05/20/2020 | | | | | 3,200,108 | | | | | | 0.1 | | |
2,600,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.930%, 06/05/2020 | | | | | 2,599,430 | | | | | | 0.1 | | |
1,200,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | | | | | 1,199,907 | | | | | | 0.0 | | |
2,025,000 (7) | | | The Sumitomo Mitsui Financial Group, 1.990%, 01/31/2020 | | | | | 2,025,168 | | | | | | 0.1 | | |
2,375,000 (7) | | | Toronto-Dominion Bank, 1.850%, 02/13/2020 | | | | | 2,375,068 | | | | | | 0.1 | | |
600,000 (7) | | | Toronto-Dominion Bank, 1.850%, 02/27/2020 | | | | | 600,033 | | | | | | 0.0 | | |
2,200,000 (7) | | | Toronto-Dominion Bank, 2.000%, 04/30/2020 | | | | | 2,200,139 | | | | | | 0.1 | | |
3,050,000 (7) | | | Toyota Motor Corp., 1.900%, 03/02/2020 | | | | | 3,050,771 | | | | | | 0.1 | | |
791,000 (7) | | | Wells Fargo & Co., 1.860%, 02/14/2020 | | | | | 791,094 | | | | | | 0.0 | | |
724,000 (7) | | | Wells Fargo Bank N.A., 1.830%, 03/06/2020 | | | | | 724,135 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes (Cost $72,142,871) | | | | | 72,142,871 | | | | | | 2.3 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 3.8% | | ||||||||||||
49,524,047 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $49,528,389, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $50,519,020, due 01/15/20-11/15/48) | | | | | 49,524,047 | | | | | | 1.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
52,881,398 (7) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $52,885,947, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $53,939,026, due 02/13/20-09/20/69) | | | | $ | 52,881,398 | | | | | | 1.7 | | |
15,032,446 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $15,033,887, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $15,333,508, due 04/15/21-02/15/47) | | | | | 15,032,446 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $117,437,891) | | | | | 117,437,891 | | | | | | 3.8 | | |
| | | | | | | ||||||||||
| | | Certificates of Deposit: 0.4% | | ||||||||||||
2,750,000 (7) | | | Deutscher Sparkassen- und Giroverband, 1.860%, 02/20/2020 | | | | | 2,750,877 | | | | | | 0.1 | | |
2,700,000 (7) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.850%, 02/27/2020 | | | | | 2,699,622 | | | | | | 0.1 | | |
1,850,000 (7) | | | Dz Bank Ag Deutsche Zentral- Genossenschaftsbank, 1.870%, 03/12/2020 | | | | | 1,849,839 | | | | | | 0.1 | | |
2,325,000 (7) | | | The Norinchukin Bank, 1.870%, 03/05/2020 | | | | | 2,325,081 | | | | | | 0.1 | | |
1,650,000 (7) | | | The Norinchukin Bank, 1.900%, 03/05/2020 | | | | | 1,650,139 | | | | | | 0.0 | | |
| | | Total Certificates of Deposit (Cost $11,275,558) | | | | | 11,275,558 | | | | | | 0.4 | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.7% | | ||||||||||||
14,390,000(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | | | | $ | 14,390,000 | | | | | | 0.4 | | |
8,442,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | | | | | 8,442,000 | | | | | | 0.3 | | |
| | | Total Mutual Funds (Cost $22,832,000) | | | | | 22,832,000 | | | | | | 0.7 | | |
| | | Total Short-Term Investments (Cost $268,050,049) | | | | | 268,048,807 | | | | | | 8.6 | | |
| | | Total Investments in Securities (Cost $3,287,658,158) | | | | $ | 3,403,154,327 | | | | | | 108.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (276,224,741) | | | | | | (8.8) | | |
| | | Net Assets | | | | $ | 3,126,929,586 | | | | | | 100.0 | | |
US0003M 3-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 | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 853,097,013 | | | | | $ | — | | | | | $ | 853,097,013 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 2,666,624 | | | | | | — | | | | | | 2,666,624 | | |
Municipal Bonds | | | | | — | | | | | | 29,988,735 | | | | | | — | | | | | | 29,988,735 | | |
Asset-Backed Securities | | | | | — | | | | | | 20,074,710 | | | | | | — | | | | | | 20,074,710 | | |
Sovereign Bonds | | | | | — | | | | | | 74,135,386 | | | | | | — | | | | | | 74,135,386 | | |
Supranational Bonds | | | | | — | | | | | | 29,613,463 | | | | | | — | | | | | | 29,613,463 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 66,563,454 | | | | | | — | | | | | | 66,563,454 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 869,247,453 | | | | | | — | | | | | | 869,247,453 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 510,530 | | | | | | — | | | | | | 510,530 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,189,208,152 | | | | | | — | | | | | | 1,189,208,152 | | |
Short-Term Investments | | | | | 22,832,000 | | | | | | 245,216,807 | | | | | | — | | | | | | 268,048,807 | | |
Total Investments, at fair value | | | | $ | 22,832,000 | | | | | $ | 3,380,322,327 | | | | | $ | — | | | | | $ | 3,403,154,327 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 305 | | | | | | — | | | | | | — | | | | | | 305 | | |
Total Assets | | | | $ | 22,832,305 | | | | | $ | 3,380,322,327 | | | | | $ | — | | | | | $ | 3,403,154,632 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (152,800) | | | | | $ | — | | | | | $ | (152,800) | | |
Futures | | | | | (8,293) | | | | | | — | | | | | | — | | | | | | (8,293) | | |
Total Liabilities | | | | $ | (8,293) | | | | | $ | (152,800) | | | | | $ | — | | | | | $ | (161,093) | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | 22 | | | | | | 03/31/20 | | | | | $ | 2,609,406 | | | | | $ | (8,293) | | |
| | | | | | | | | | | | | | | | $ | 2,609,406 | | | | | $ | (8,293) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (4) | | | | | | 03/31/20 | | | | | | (862,000) | | | | | | 305 | | |
| | | | | | | | | | | | | | | | $ | (862,000) | | | | | $ | 305 | | |
Centrally Cleared Credit Default Swaps on Credit Indices — Buy Protection(1) | | ||||||||||||||||||||||||||||||||||||
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 Investment Grade Index, Series 33, Version 1 | | | | | Buy | | | | | | (1.000) | | | | | | 12/20/24 | | | | | | USD25,000,000 | | | | | $ | (648,150) | | | | | $ | (152,800) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (648,150) | | | | | $ | (152,800) | | |
USD — United States Dollar
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 305 | | |
Total Asset Derivatives | | | | | | | $ | 305 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 8,293 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 152,800 | | |
Total Liability Derivatives | | | | | | | $ | 161,093 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2019 (continued) |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 64,714 | | | | | $ | — | | | | | $ | 64,714 | | |
Credit Contracts | | | | | — | | | | | | (729,740) | | | | | | (729,740) | | |
Total | | | | $ | 64,714 | | | | | $ | (729,740) | | | | | $ | (665,026) | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit Contracts | | | | $ | — | | | | | $ | (152,800) | | | | | $ | (152,800) | | |
Interest Rate Contracts | | | | | (2,230) | | | | | | — | | | | | | (2,230) | | |
Total | | | | $ | (2,230) | | | | | $ | (152,800) | | | | | $ | (155,030) | | |
| Cost for federal income tax purposes was $3,292,084,142. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 119,252,275 | | |
| Gross Unrealized Depreciation | | | | | (8,838,227) | | |
| Net Unrealized Appreciation | | | | $ | 110,414,048 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Emerging Markets Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2781 | | |
Class P2 | | | NII | | | | $ | 0.2781 | | |
Class S | | | NII | | | | $ | 0.2481 | | |
Voya Euro STOXX 50® Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 1.1079 | | |
Class I | | | NII | | | | $ | 1.2138 | | |
All Classes | | | LTCG | | | | $ | 0.0214 | | |
Voya FTSE 100 Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 1.3686 | | |
All Classes | | | LTCG | | | | $ | 0.2798 | | |
Voya Hang Seng Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.8041 | | |
Class S | | | NII | | | | $ | 0.8686 | | |
All Classes | | | LTCG | | | | $ | 3.2917 | | |
Voya International Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2526 | | |
Class I | | | NII | | | | $ | 0.3073 | | |
Class P2 | | | NII | | | | $ | 0.3074 | | |
Class S | | | NII | | | | $ | 0.2820 | | |
Class S2 | | | NII | | | | $ | 0.2697 | | |
Voya Japan TOPIX Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.6371 | | |
All Classes | | | STCG | | | | $ | 0.0016 | | |
All Classes | | | LTCG | | | | $ | 1.9500 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2033 | | |
Class I | | | NII | | | | $ | 0.3765 | | |
Class S | | | NII | | | | $ | 0.2838 | | |
All Classes | | | STCG | | | | $ | 0.0490 | | |
All Classes | | | LTCG | | | | $ | 1.7006 | | |
Voya Russell™ Large Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2950 | | |
Class I | | | NII | | | | $ | 0.3822 | | |
Class S | | | NII | | | | $ | 0.3248 | | |
Class S2 | | | NII | | | | $ | 0.2813 | | |
All Classes | | | LTCG | | | | $ | 0.7026 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Russell™ Large Cap Value Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4462 | | |
Class I | | | NII | | | | $ | 0.5692 | | |
Class S | | | NII | | | | $ | 0.5095 | | |
All Classes | | | STCG | | | | $ | 0.0291 | | |
All Classes | | | LTCG | | | | $ | 0.8364 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2898 | | |
Class S | | | NII | | | | $ | 0.1945 | | |
Class S2 | | | NII | | | | $ | 0.1511 | | |
All Classes | | | STCG | | | | $ | 0.4488 | | |
All Classes | | | LTCG | | | | $ | 2.8674 | | |
Voya Russell™ Mid Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1579 | | |
Class I | | | NII | | | | $ | 0.2326 | | |
Class P2 | | | NII | | | | $ | 0.2326 | | |
Class S | | | NII | | | | $ | 0.1918 | | |
Class S2 | | | NII | | | | $ | 0.1691 | | |
All Classes | | | STCG | | | | $ | 0.0808 | | |
All Classes | | | LTCG | | | | $ | 2.5245 | | |
Voya Russell™ Small Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0927 | | |
Class I | | | NII | | | | $ | 0.1671 | | |
Class P2 | | | NII | | | | $ | 0.1671 | | |
Class S | | | NII | | | | $ | 0.1239 | | |
Class S2 | | | NII | | | | $ | 0.1079 | | |
All Classes | | | STCG | | | | $ | 0.1587 | | |
All Classes | | | LTCG | | | | $ | 1.4369 | | |
Voya U.S. Bond Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2052 | | |
Class I | | | NII | | | | $ | 0.2594 | | |
Class P2 | | | NII | | | | $ | 0.2864 | | |
Class S | | | NII | | | | $ | 0.2319 | | |
Class S2 | | | NII | | | | $ | 0.2162 | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | | 56.83% | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | | 74.97% | | |
| Voya Russell™ Small Cap Index Portfolio | | | | | 39.09% | | |
| Voya Euro STOXX 50® Index Portfolio | | | | $ | 755,642 | | |
| Voya FTSE 100 Index® Portfolio | | | | $ | 7,048,948 | | |
| Voya Hang Seng Index Portfolio | | | | $ | 10,009,667 | | |
| Voya Japan TOPIX Index® Portfolio | | | | $ | 26,362,280 | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | $ | 32,560,097 | | |
| Voya Russell™ Large Cap Index Portfolio | | | | $ | 29,343,919 | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | $ | 13,839,150 | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | $ | 23,724,609 | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | $ | 239,114,108 | | |
| Voya Russell™ Small Cap Index Portfolio | | | | $ | 78,790,199 | | |
| Voya Euro STOXX 50® Index Portfolio | | | | $ | 19,637,837 | | |
| Voya Hang Seng Index Portfolio | | | | $ | 2,347,495 | | |
| Voya Japan TOPIX Index® Portfolio | | | | $ | 35,624,353 | | |
| | | Creditable Foreign Taxes Paid | | | Per Share Amount | | | Portion of Ordinary Income Distribution Derived from Foreign Sourced Income* | | |||||||||
Voya Emerging Markets Index Portfolio | | | | $ | 1,640,708 | | | | | $ | 0.0323 | | | | | | 96.20% | | |
Voya Euro STOXX 50® Index Portfolio | | | | $ | 181,708 | | | | | $ | 0.1075 | | | | | | 80.30% | | |
Voya Hang Seng Index Portfolio | | | | $ | 52,386 | | | | | $ | 0.0260 | | | | | | 95.73% | | |
Voya International Index Portfolio | | | | $ | 1,767,288 | | | | | $ | 0.0080 | | | | | | 81.43% | | |
Voya Japan TOPIX Index® Portfolio | | | | $ | 270,208 | | | | | $ | 0.3253 | | | | | | 59.45% | | |
Name, Address and Age | | | Position(s) Held with the Company | | | 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(2) | | | Other Board Positions Held by Director | |
Independent Directors*: | | | | | | | ||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Director 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 | | | 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 | | | 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 | | | 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 | | | 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 | | | 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 | | | October 2015 – Present | | | Retired. | | | 146 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company | | | 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(2) | | | Other Board Positions Held by Director | |
Director who is an “interested person”: | | |||||||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 46 | | | Director | | | 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 | | | 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). | |
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). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
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). | |
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). | |
SUB-ADVISORY CONTRACTS
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 $415,884 for the year ended December 31, 2019 and $439,980 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 $51,300 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 $93,979 for the year ended December 31, 2019 and $114,889 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 $5,206 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 Variable Portfolios, Inc. | $ | 99,185 | $ | 166,189 | ||||
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, as applicable, is included as part of the reports to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Report of Independent Registered Public Accounting Firm
To the Shareholders of the Funds and Board of Directors
Voya Variable Portfolios, Inc.:
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya Global Equity Portfolio, Voya Small Company Portfolio, Voya Emerging Markets Index Portfolio, Voya FTSE 100 Index® Portfolio, Voya International Index Portfolio, Voya Japan TOPIX Index® Portfolio, Voya RussellTM Large Cap Growth Index Portfolio, Voya RussellTM Large Cap Index Portfolio, Voya RussellTM Large Cap Value Index Portfolio, Voya RussellTM Mid Cap Growth Index Portfolio, Voya RussellTM Mid Cap Index Portfolio, Voya RussellTM Small Cap Index Portfolio, Voya U.S. Bond Index Portfolio, Voya Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio and Voya Index Plus SmallCap Portfolio (the “Funds”), each a series of Voya Variable Portfolios, Inc., including the summary portfolios of investments, as of December 31, 2019, the related statements of operations for the year then ended, the statements of changes in net assets for each of the years or periods in the two-year period then ended and the related notes (collectively, the financial statements) the financial highlights for each of the years or periods 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 portfolios 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 portfolios of investments present fairly, in all material respects, the financial position of the Funds as of December 31, 2019, the results of their operations for the year then ended, the changes in their net assets for each of the years or periods in the two-year period then ended, and the financial highlights for each of the years or periods 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 portfolios of investments are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolios 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 Funds 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 portfolios 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 portfolios 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 portfolios 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 Global Equity Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 99.5% | |||||||||||
Australia: 3.3% | |||||||||||
88,555 | AGL Energy Ltd. | $ | 1,274,623 | 0.2 | |||||||
568,516 | Aurizon Holdings Ltd. | 2,086,411 | 0.3 | ||||||||
49,289 | Australia & New Zealand Banking Group Ltd. | 850,037 | 0.1 | ||||||||
134,296 | BHP Group Ltd. | 3,677,332 | 0.5 | ||||||||
234,496 | Coca-Cola Amatil Ltd. | 1,821,014 | 0.3 | ||||||||
163,052 | Crown Resorts Ltd. | 1,374,724 | 0.2 | ||||||||
11,005 | Macquarie Group Ltd. | 1,065,770 | 0.2 | ||||||||
112,076 | Newcrest Mining Ltd. | 2,366,928 | 0.3 | ||||||||
80,686 | Rio Tinto Ltd. | 5,708,534 | 0.8 | ||||||||
42,389 | Sonic Healthcare Ltd. | 854,686 | 0.1 | ||||||||
346,571 | Sydney Airport | 2,105,668 | 0.3 | ||||||||
23,185,727 | 3.3 | ||||||||||
Belgium: 0.3% | |||||||||||
26,846 | UCB S.A. | 2,136,269 | 0.3 | ||||||||
Canada: 4.4% | |||||||||||
41,012 | Bank of Nova Scotia | 2,316,607 | 0.3 | ||||||||
84,072(1) | BCE, Inc. | 3,894,938 | 0.5 | ||||||||
50,111(1) | Canadian Imperial Bank of Commerce - XTSE | 4,170,032 | 0.6 | ||||||||
84,307 | CI Financial Corp. | 1,409,499 | 0.2 | ||||||||
30,246 | Empire Co. Ltd. | 709,478 | 0.1 | ||||||||
73,463 | Great-West Lifeco, Inc. | 1,881,621 | 0.3 | ||||||||
19,894 | iA Financial Corp., Inc. | 1,092,787 | 0.2 | ||||||||
17,451 | Kirkland Lake Gold Ltd. | 769,239 | 0.1 | ||||||||
68,693(1) | National Bank Of Canada | 3,813,016 | 0.5 | ||||||||
54,953 | Open Text Corp. | 2,421,478 | 0.3 | ||||||||
19,559 | Rogers Communications, Inc. | 971,210 | 0.1 | ||||||||
102,512 | TELUS Corp. | 3,969,276 | 0.6 | ||||||||
45,590 | Waste Connections, Inc. | 4,139,116 | 0.6 | ||||||||
31,558,297 | 4.4 | ||||||||||
China: 0.3% | |||||||||||
660,500 | BOC Hong Kong Holdings Ltd. | 2,292,878 | 0.3 | ||||||||
Denmark: 1.2% | |||||||||||
17,100 | Carlsberg A/S | 2,551,935 | 0.3 | ||||||||
18,714 | H Lundbeck A/S | 715,446 | 0.1 | ||||||||
94,792 | Novo Nordisk A/S | 5,493,086 | 0.8 | ||||||||
8,760,467 | 1.2 | ||||||||||
Finland: 0.7% | |||||||||||
31,741 | Neste OYJ | 1,104,437 | 0.1 | ||||||||
22,907 | Orion Oyj | 1,060,866 | 0.2 | ||||||||
69,785 | Sampo OYJ | 3,047,045 | 0.4 | ||||||||
5,212,348 | 0.7 | ||||||||||
France: 1.9% | |||||||||||
8,548 | Danone | 709,880 | 0.1 | ||||||||
41,816 | Edenred | 2,167,102 | 0.3 | ||||||||
11,174 | Eiffage SA | 1,281,964 | 0.2 | ||||||||
71,379 | Eutelsat Communications | 1,160,159 | 0.2 | ||||||||
88,606 | Getlink SE | 1,544,842 | 0.2 | ||||||||
225,322(2) | Orange SA | 3,311,395 | 0.4 | ||||||||
25,315 | Renault S.A. | 1,202,150 | 0.2 | ||||||||
20,704 | Societe Generale | 722,531 | 0.1 | ||||||||
11,711 | Sodexo SA | 1,387,849 | 0.2 | ||||||||
13,487,872 | 1.9 | ||||||||||
Germany: 1.1% | |||||||||||
6,345 | Allianz SE | 1,554,708 | 0.2 | ||||||||
56,403 | Deutsche Lufthansa AG | 1,038,220 | 0.1 | ||||||||
103,516 | Deutsche Post AG | 3,936,129 | 0.6 | ||||||||
441,753(2) | Telefonica Deutschland Holding AG | 1,280,415 | 0.2 | ||||||||
7,809,472 | 1.1 | ||||||||||
Guernsey: 0.5% | |||||||||||
54,103 | Amdocs Ltd. | 3,905,695 | 0.5 | ||||||||
Hong Kong: 1.1% | |||||||||||
421,000 | CK Hutchison Holdings Ltd. | 4,014,440 | 0.6 | ||||||||
841,000 | HKT Trust / HKT Ltd. | 1,185,211 | 0.2 | ||||||||
16,300 | Jardine Matheson Holdings Ltd. | 907,058 | 0.1 | ||||||||
207,000 | Power Assets Holdings Ltd. | 1,514,333 | 0.2 | ||||||||
7,621,042 | 1.1 | ||||||||||
Israel: 0.3% | |||||||||||
282,886 | Bank Leumi Le-Israel BM | 2,063,069 | 0.3 | ||||||||
Italy: 0.7% | |||||||||||
103,370 | Enel S.p.A. | 821,157 | 0.1 | ||||||||
737,438 | Snam SpA | 3,877,320 | 0.6 | ||||||||
4,698,477 | 0.7 | ||||||||||
Japan: 8.9% | |||||||||||
60,700 | ANA Holdings, Inc. | 2,026,381 | 0.3 | ||||||||
152,400(1) | Canon, Inc. | 4,170,956 | 0.6 | ||||||||
14,400 | Central Japan Railway Co. | 2,895,390 | 0.4 | ||||||||
7,700 | East Japan Railway Co. | 695,017 | 0.1 | ||||||||
82,800 | Fuji Film Holdings Corp. | 3,954,189 | 0.5 | ||||||||
3,100 | Hikari Tsushin, Inc. | 779,024 | 0.1 | ||||||||
47,100 | Hitachi Ltd. | 1,987,420 | 0.3 | ||||||||
12,700 | Hoya Corp. | 1,212,368 | 0.2 | ||||||||
115,000 | Japan Airlines Co. Ltd. | 3,580,626 | 0.5 | ||||||||
45,900 | Kamigumi Co., Ltd. | 1,008,968 | 0.1 | ||||||||
31,100 | Konami Holdings Corp. | 1,277,978 | 0.2 | ||||||||
13,900 | Kyocera Corp. | 947,364 | 0.1 | ||||||||
20,700 | Kyushu Railway Co. | 692,986 | 0.1 | ||||||||
13,700 | Lawson, Inc. | 777,648 | 0.1 | ||||||||
116,400 | LIXIL Group Corp. | 2,008,698 | 0.3 | ||||||||
32,900 | Medipal Holdings Corp. | 726,115 | 0.1 | ||||||||
19,300 | MEIJI Holdings Co., Ltd. | 1,304,298 | 0.2 | ||||||||
35,400 | Mitsubishi Corp. | 937,795 | 0.1 | ||||||||
18,000 | Mitsubishi Heavy Industries Ltd. | 697,984 | 0.1 | ||||||||
105,700 | MS&AD Insurance Group Holdings, Inc. | 3,489,019 | 0.5 | ||||||||
111,000 | Nippon Telegraph & Telephone Corp. | 2,805,380 | 0.4 | ||||||||
26,000 | NTT DoCoMo, Inc. | 724,260 | 0.1 | ||||||||
181,100 | ORIX Corp. | 3,001,075 | 0.4 | ||||||||
25,800 | Sankyo Co., Ltd. | 856,889 | 0.1 | ||||||||
130,500 | Seiko Epson Corp. | 1,970,402 | 0.3 | ||||||||
192,100 | Sekisui House Ltd. | 4,102,268 | 0.6 | ||||||||
92,400 | Softbank Corp. | 1,239,054 | 0.2 | ||||||||
252,500 | Sumitomo Corp. | 3,750,469 | 0.5 | ||||||||
54,000 | Sumitomo Mitsui Financial Group, Inc. | 1,994,510 | 0.3 | ||||||||
19,600 | Sundrug Co., Ltd. | 709,167 | 0.1 | ||||||||
17,100 | Suzuken Co., Ltd. | 696,960 | 0.1 |
See Accompanying Notes to Financial Statements
1
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Japan: (continued) |
24,300(2) | Trend Micro, Inc. | 1,243,427 | 0.2 | ||||||||
788 | United Urban Investment Corp. | 1,479,910 | 0.2 | ||||||||
41,700 | West Japan Railway Co. | 3,606,782 | 0.5 | ||||||||
63,350,777 | 8.9 | ||||||||||
Netherlands: 3.2% | |||||||||||
191,596(3) | ABN AMRO Bank NV | 3,492,109 | 0.5 | ||||||||
188,842 | ING Groep NV | 2,270,346 | 0.3 | ||||||||
347,465 | Koninklijke KPN NV | 1,028,284 | 0.2 | ||||||||
93,602 | NN Group NV | 3,559,026 | 0.5 | ||||||||
241,536 | Royal Dutch Shell PLC - Class A | 7,152,949 | 1.0 | ||||||||
86,114 | Unilever NV | 4,942,167 | 0.7 | ||||||||
22,444,881 | 3.2 | ||||||||||
New Zealand: 0.1% | |||||||||||
274,203 | Spark New Zealand Ltd. | 799,581 | 0.1 | ||||||||
Norway: 0.2% | |||||||||||
130,639 | Orkla ASA | 1,324,786 | 0.2 | ||||||||
Singapore: 0.9% | |||||||||||
755,300 | ComfortDelgro Corp., Ltd. | 1,336,434 | 0.2 | ||||||||
1,297,600 | Genting Singapore Ltd. | 888,582 | 0.1 | ||||||||
212,600 | SATS Ltd. | 800,252 | 0.1 | ||||||||
245,300 | Singapore Exchange Ltd. | 1,615,579 | 0.2 | ||||||||
342,200 | Singapore Technologies Engineering Ltd. | 1,002,181 | 0.2 | ||||||||
964,900 | Yangzijiang Shipbuilding Holdings Ltd. | 804,310 | 0.1 | ||||||||
6,447,338 | 0.9 | ||||||||||
Spain: 2.2% | |||||||||||
11,791(3) | Aena SME SA | 2,260,557 | 0.3 | ||||||||
56,565 | Amadeus IT Group SA | 4,632,511 | 0.6 | ||||||||
– | Banco Bilbao Vizcaya Argentaria SA | – | – | ||||||||
94,879 | Enagas | 2,420,133 | 0.4 | ||||||||
134,847 | Ferrovial SA - FERE | 4,085,498 | 0.6 | ||||||||
56,379 | Red Electrica Corp. SA | 1,136,029 | 0.2 | ||||||||
127,256 | Telefonica S.A. | 889,918 | 0.1 | ||||||||
15,424,646 | 2.2 | ||||||||||
Sweden: 0.2% | |||||||||||
14,292 | Swedish Match AB | 736,277 | 0.1 | ||||||||
77,142 | Telefonaktiebolaget LM Ericsson | 674,052 | 0.1 | ||||||||
1,410,329 | 0.2 | ||||||||||
Switzerland: 2.8% | |||||||||||
18,231 | LafargeHolcim Ltd.-CHF | 1,011,410 | 0.1 | ||||||||
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 | ||||||||
19,766,806 | 2.8 | ||||||||||
United Kingdom: 4.3% | |||||||||||
255,968(3) | Auto Trader Group PLC | 2,021,431 | 0.3 | ||||||||
379,385 | Aviva PLC | 2,105,809 | 0.3 | ||||||||
862,465 | BT Group PLC | 2,197,740 | 0.3 | ||||||||
127,210 | Compass Group PLC | 3,188,129 | 0.4 | ||||||||
475,501 | Direct Line Insurance Group PLC | 1,967,422 | 0.3 | ||||||||
276,691 | Evraz PLC | 1,481,640 | 0.2 | ||||||||
249,839 | GlaxoSmithKline PLC | 5,870,517 | 0.8 | ||||||||
1,190,269 | Legal & General Group PLC | 4,781,410 | 0.7 | ||||||||
107,300 | Persimmon PLC | 3,832,685 | 0.5 | ||||||||
365,372 | Royal Bank of Scotland Group PLC | 1,172,101 | 0.2 | ||||||||
909,969 | Vodafone Group PLC | 1,766,602 | 0.3 | ||||||||
30,385,486 | 4.3 | ||||||||||
United States: 60.9% | |||||||||||
75,098 | AbbVie, Inc. | 6,649,177 | 0.9 | ||||||||
10,469 | Accenture PLC | 2,204,457 | 0.3 | ||||||||
85,190 | Aflac, Inc. | 4,506,551 | 0.6 | ||||||||
22,849 | Air Products & Chemicals, Inc. | 5,369,287 | 0.8 | ||||||||
17,018 | Allison Transmission Holdings, Inc. | 822,310 | 0.1 | ||||||||
26,199 | Allstate Corp. | 2,946,078 | 0.4 | ||||||||
106,295 | Altria Group, Inc. | 5,305,183 | 0.8 | ||||||||
39,893 | Ameren Corp. | 3,063,782 | 0.4 | ||||||||
21,106 | Amgen, Inc. | 5,088,023 | 0.7 | ||||||||
147,216 | Annaly Capital Management, Inc. | 1,386,775 | 0.2 | ||||||||
4,232 | Anthem, Inc. | 1,278,191 | 0.2 | ||||||||
117,350 | Apple Hospitality REIT, Inc. | 1,906,938 | 0.3 | ||||||||
203,992 | AT&T, Inc. | 7,972,007 | 1.1 | ||||||||
24,187 | Avnet, Inc. | 1,026,496 | 0.1 | ||||||||
79,240 | Bank of America Corp. | 2,790,833 | 0.4 | ||||||||
52,771 | Booz Allen Hamilton Holding Corp. | 3,753,601 | 0.5 | ||||||||
99,721 | Bristol-Myers Squibb Co. | 6,401,091 | 0.9 | ||||||||
30,671 | Broadridge Financial Solutions, Inc. ADR | 3,789,095 | 0.5 | ||||||||
6,916 | Camden Property Trust | 733,788 | 0.1 | ||||||||
4,637 | Carlisle Cos., Inc. | 750,452 | 0.1 | ||||||||
32,470 | CDK Global, Inc. | 1,775,460 | 0.3 | ||||||||
8,990 | CDW Corp. | 1,284,132 | 0.2 | ||||||||
4,320 | Chemed Corp. | 1,897,603 | 0.3 | ||||||||
54,526 | Chevron Corp. | 6,570,928 | 0.9 | ||||||||
74,651(1) | Chimera Investment Corp. | 1,534,825 | 0.2 | ||||||||
57,732 | Cinemark Holdings, Inc. | 1,954,228 | 0.3 | ||||||||
145,093 | Cisco Systems, Inc. | 6,958,660 | 1.0 | ||||||||
10,051 | Citigroup, Inc. | 802,974 | 0.1 | ||||||||
38,474 | Citrix Systems, Inc. | 4,266,767 | 0.6 | ||||||||
60,365 | CMS Energy Corp. | 3,793,337 | 0.5 | ||||||||
10,169 | Colgate-Palmolive Co. | 700,034 | 0.1 | ||||||||
12,788 | Columbia Sportswear Co. | 1,281,230 | 0.2 | ||||||||
33,109 | Comerica, Inc. | 2,375,571 | 0.3 | ||||||||
78,927 | CoreCivic, Inc. | 1,371,751 | 0.2 | ||||||||
34,373 | Corporate Office Properties Trust SBI MD | 1,009,879 | 0.1 | ||||||||
11,567 | CSX Corp. | 836,988 | 0.1 | ||||||||
32,390 | Darden Restaurants, Inc. | 3,530,834 | 0.5 | ||||||||
23,244 | Dolby Laboratories, Inc. | 1,599,187 | 0.2 | ||||||||
22,296 | DTE Energy Co. | 2,895,582 | 0.4 | ||||||||
25,952 | Eaton Corp. PLC | 2,458,173 | 0.4 | ||||||||
46,031 | Eli Lilly & Co. | 6,049,854 | 0.9 | ||||||||
11,160 | Encompass Health Corp. | 773,053 | 0.1 | ||||||||
243,638 | Equitrans Midstream Corp. | 3,255,004 | 0.5 | ||||||||
4,247 | Everest Re Group Ltd. | 1,175,739 | 0.2 | ||||||||
52,618 | Evergy, Inc. | 3,424,906 | 0.5 | ||||||||
20,088 | Exelon Corp. | 915,812 | 0.1 | ||||||||
30,505 | Expedia Group, Inc. | 3,298,811 | 0.5 |
See Accompanying Notes to Financial Statements
2
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
United States: (continued) |
203,608 | Extended Stay America, Inc. | 3,025,615 | 0.4 | ||||||||
19,021 | Exxon Mobil Corp. | 1,327,285 | 0.2 | ||||||||
7,778 | Federal Realty Investment Trust | 1,001,262 | 0.1 | ||||||||
28,200 | Fidelity National Financial, Inc. | 1,278,870 | 0.2 | ||||||||
57,983 | Flir Systems, Inc. | 3,019,175 | 0.4 | ||||||||
44,266 | Flowers Foods, Inc. | 962,343 | 0.1 | ||||||||
74,146 | Gaming and Leisure Properties, Inc. | 3,191,985 | 0.5 | ||||||||
79,801 | General Mills, Inc. | 4,274,142 | 0.6 | ||||||||
28,242 | General Motors Co. | 1,033,657 | 0.1 | ||||||||
23,063 | Genuine Parts Co. | 2,449,983 | 0.3 | ||||||||
100,286 | Geo Group, Inc./The | 1,665,750 | 0.2 | ||||||||
16,780 | Gilead Sciences, Inc. | 1,090,364 | 0.2 | ||||||||
12,211 | Hanover Insurance Group, Inc. | 1,668,877 | 0.2 | ||||||||
67,129 | Hartford Financial Services Group, Inc. | 4,079,429 | 0.6 | ||||||||
9,274 | HCA Healthcare, Inc. | 1,370,790 | 0.2 | ||||||||
29,357 | Hershey Co. | 4,314,892 | 0.6 | ||||||||
167,067 | Hewlett Packard Enterprise Co. | 2,649,683 | 0.4 | ||||||||
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 | ||||||||
15,095 | Intuit, Inc. | 3,953,833 | 0.6 | ||||||||
80,317 | Jabil, Inc. | 3,319,502 | 0.5 | ||||||||
69,918 | Johnson & Johnson | 10,198,939 | 1.4 | ||||||||
48,216 | JPMorgan Chase & Co. | 6,721,310 | 0.9 | ||||||||
126,983 | Juniper Networks, Inc. | 3,127,591 | 0.4 | ||||||||
7,560 | Kansas City Southern | 1,157,890 | 0.2 | ||||||||
27,113 | Kimberly-Clark Corp. | 3,729,393 | 0.5 | ||||||||
37,389 | Kohl's Corp. | 1,904,970 | 0.3 | ||||||||
13,798 | Lamar Advertising Co. | 1,231,609 | 0.2 | ||||||||
45,118 | Leidos Holdings, Inc. | 4,416,601 | 0.6 | ||||||||
9,789 | Life Storage, Inc. | 1,059,953 | 0.2 | ||||||||
8,331 | Lockheed Martin Corp. | 3,243,925 | 0.5 | ||||||||
42,218 | LogMeIn, Inc. | 3,619,771 | 0.5 | ||||||||
65,538 | Maxim Integrated Products | 4,031,242 | 0.6 | ||||||||
33,190 | MAXIMUS, Inc. | 2,469,004 | 0.4 | ||||||||
22,628 | McDonald's Corp. | 4,471,519 | 0.6 | ||||||||
86,573 | Merck & Co., Inc. | 7,873,814 | 1.1 | ||||||||
173,013 | MFA Financial, Inc. | 1,323,549 | 0.2 | ||||||||
59,630 | MGIC Investment Corp. | 844,957 | 0.1 | ||||||||
144,430 | Microsoft Corp. | 22,776,611 | 3.2 | ||||||||
7,919 | Motorola Solutions, Inc. | 1,276,068 | 0.2 | ||||||||
42,969 | National Instruments Corp. | 1,819,307 | 0.3 | ||||||||
50,160 | New Residential Investment Corp. | 808,078 | 0.1 | ||||||||
47,594 | Nielsen Holdings PLC | 966,158 | 0.1 | ||||||||
6,804 | Norfolk Southern Corp. | 1,320,861 | 0.2 | ||||||||
15,184 | NorthWestern Corp. | 1,088,237 | 0.2 | ||||||||
35,992 | OGE Energy Corp. | 1,600,564 | 0.2 | ||||||||
130,483 | Old Republic International Corp. | 2,918,905 | 0.4 | ||||||||
45,680 | Omnicom Group | 3,700,994 | 0.5 | ||||||||
59,072 | Oneok, Inc. | 4,469,978 | 0.6 | ||||||||
112,086 | Oracle Corp. | 5,938,316 | 0.8 | ||||||||
37,762 | Outfront Media, Inc. | 1,012,777 | 0.1 | ||||||||
50,655 | Paychex, Inc. | 4,308,714 | 0.6 | ||||||||
49,941 | PepsiCo, Inc. | 6,825,436 | 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 | ||||||||
15,555 | Pinnacle West Capital Corp. | 1,398,861 | 0.2 | ||||||||
32,086 | Popular, Inc. | 1,885,053 | 0.3 | ||||||||
60,522 | Procter & Gamble Co. | 7,559,198 | 1.1 | ||||||||
14,629 | Public Storage, Inc. | 3,115,392 | 0.4 | ||||||||
21,048 | Qualcomm, Inc. | 1,857,065 | 0.3 | ||||||||
41,330 | Quest Diagnostics, Inc. | 4,413,631 | 0.6 | ||||||||
48,058 | Republic Services, Inc. | 4,307,439 | 0.6 | ||||||||
114,754 | Retail Properties of America, Inc. | 1,537,704 | 0.2 | ||||||||
2,034 | Roper Technologies, Inc. | 720,504 | 0.1 | ||||||||
29,053 | Royal Gold, Inc. | 3,551,729 | 0.5 | ||||||||
108,942 | Sabre Corp. | 2,444,658 | 0.3 | ||||||||
79,611 | Santander Consumer USA Holdings, Inc. | 1,860,509 | 0.3 | ||||||||
63,455 | Service Corp. International | 2,920,834 | 0.4 | ||||||||
20,002 | Simon Property Group, Inc. | 2,979,498 | 0.4 | ||||||||
15,399 | Six Flags Entertainment Corp. | 694,649 | 0.1 | ||||||||
32,909 | Sonoco Products Co. | 2,031,143 | 0.3 | ||||||||
40,476 | Southern Co. | 2,578,321 | 0.4 | ||||||||
48,826 | Starbucks Corp. | 4,292,782 | 0.6 | ||||||||
60,501 | Switch, Inc. | 896,625 | 0.1 | ||||||||
32,759 | Synchrony Financial | 1,179,652 | 0.2 | ||||||||
23,583 | Target Corp. | 3,023,576 | 0.4 | ||||||||
44,429 | Texas Instruments, Inc. | 5,699,796 | 0.8 | ||||||||
156,964 | Two Harbors Investment Corp. | 2,294,814 | 0.3 | ||||||||
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 | ||||||||
147,828 | Western Union Co. | 3,958,834 | 0.6 | ||||||||
158,642 | Williams Cos., Inc. | 3,762,988 | 0.5 | ||||||||
54,957 | Xerox Holdings Corp. | 2,026,265 | 0.3 | ||||||||
38,391 | Yum! Brands, Inc. | 3,867,125 | 0.5 | ||||||||
18,016 | Zions Bancorp NA | 935,391 | 0.1 | ||||||||
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(4) | 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 |
See Accompanying Notes to Financial Statements
3
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Repurchase Agreements: (continued) |
2,974,853(4) | 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 | ||||||||
341,390(4) | 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(4) | 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(4) | 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(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | 847,000 | 0.1 | ||||||||
540,000(4),(5) | 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 | ||||||||
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
4
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 97.9% | |||||||||||
Communication Services: 1.9% | |||||||||||
132,725(1) | Gray Television, Inc. | $ | 2,845,624 | 0.5 | |||||||
217,925(1) | Imax Corp. | 4,452,208 | 0.9 | ||||||||
367,219(1) | Vonage Holdings Corp. | 2,721,093 | 0.5 | ||||||||
10,018,925 | 1.9 | ||||||||||
Consumer Discretionary: 11.6% | |||||||||||
212,233 | American Eagle Outfitters, Inc. | 3,119,825 | 0.6 | ||||||||
242,987 | Callaway Golf Co. | 5,151,324 | 1.0 | ||||||||
31,764 | Carter's, Inc. | 3,473,076 | 0.7 | ||||||||
79,199(2) | Cheesecake Factory | 3,077,673 | 0.6 | ||||||||
83,192(1) | CROCS, Inc. | 3,484,913 | 0.7 | ||||||||
179,702 | Dana, Inc. | 3,270,576 | 0.6 | ||||||||
26,006(1) | Deckers Outdoor Corp. | 4,391,373 | 0.8 | ||||||||
29,448(1) | Five Below, Inc. | 3,765,221 | 0.7 | ||||||||
31,635(1) | Helen of Troy Ltd. | 5,687,657 | 1.1 | ||||||||
43,885 | Jack in the Box, Inc. | 3,424,347 | 0.6 | ||||||||
140,347 | La-Z-Boy, Inc. | 4,418,124 | 0.8 | ||||||||
35,894 | LCI Industries | 3,845,324 | 0.7 | ||||||||
18,400 | Lithia Motors, Inc. | 2,704,800 | 0.5 | ||||||||
67,941(1) | Meritage Homes Corp. | 4,151,875 | 0.8 | ||||||||
50,470 | Red Rock Resorts, Inc. | 1,208,756 | 0.2 | ||||||||
6,800(1),(2) | RH | 1,451,800 | 0.3 | ||||||||
78,681(2) | Shoe Carnival, Inc. | 2,933,228 | 0.6 | ||||||||
48,042(1),(2) | YETI Holdings, Inc. | 1,670,901 | 0.3 | ||||||||
61,230,793 | 11.6 | ||||||||||
Consumer Staples: 3.8% | |||||||||||
217,668(1) | BJ's Wholesale Club Holdings, Inc. | 4,949,770 | 0.9 | ||||||||
76,921(2) | Energizer Holdings, Inc. | 3,862,973 | 0.7 | ||||||||
313,941(1) | Hostess Brands, Inc. | 4,564,702 | 0.9 | ||||||||
129,742(1) | Performance Food Group Co. | 6,679,118 | 1.3 | ||||||||
20,056,563 | 3.8 | ||||||||||
Energy: 3.0% | |||||||||||
793,142(1) | Callon Petroleum Co. | 3,830,876 | 0.7 | ||||||||
60,377(1) | Dril-Quip, Inc. | 2,832,285 | 0.5 | ||||||||
236,127 | Parsley Energy, Inc. | 4,465,162 | 0.9 | ||||||||
354,183(1) | WPX Energy, Inc. | 4,866,474 | 0.9 | ||||||||
15,994,797 | 3.0 | ||||||||||
Financials: 18.8% | |||||||||||
75,818 | Atlantic Union Bankshares Corp. | 2,846,966 | 0.5 | ||||||||
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 | ||||||||
88,428 | Enterprise Financial Services Corp. | 4,263,114 | 0.8 | ||||||||
86,430 | Essent Group Ltd. | 4,493,496 | 0.9 | ||||||||
39,676 | Evercore, Inc. | 2,966,178 | 0.6 | ||||||||
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 | ||||||||
17,282 | Hanover Insurance Group, Inc. | 2,361,931 | 0.5 | ||||||||
171,228 | Heritage Insurance Holdings, Inc. | 2,268,771 | 0.4 | ||||||||
64,448 | Houlihan Lokey, Inc. | 3,149,574 | 0.6 | ||||||||
35,422 | Kemper Corp. | 2,745,205 | 0.5 | ||||||||
88,297 | Lakeland Financial Corp. | 4,320,372 | 0.8 | ||||||||
213,824 | OFG Bancorp | 5,048,385 | 1.0 | ||||||||
40,426 | Pinnacle Financial Partners, Inc. | 2,587,264 | 0.5 | ||||||||
41,014 | Piper Jaffray Cos. | 3,278,659 | 0.6 | ||||||||
132,995 | Radian Group, Inc. | 3,346,154 | 0.6 | ||||||||
302,090 | Redwood Trust, Inc. | 4,996,569 | 1.0 | ||||||||
73,850 | Selective Insurance Group | 4,814,281 | 0.9 | ||||||||
80,751 | Stifel Financial Corp. | 4,897,548 | 0.9 | ||||||||
36,900 | Western Alliance Bancorp. | 2,103,300 | 0.4 | ||||||||
53,883 | Wintrust Financial Corp. | 3,820,305 | 0.7 | ||||||||
105,983 | WSFS Financial Corp. | 4,662,192 | 0.9 | ||||||||
98,737,484 | 18.8 | ||||||||||
Health Care: 14.0% | |||||||||||
77,823(1),(2) | Aerie Pharmaceuticals, Inc. | 1,880,982 | 0.4 | ||||||||
31,492(1) | Amedisys, Inc. | 5,256,645 | 1.0 | ||||||||
156,195(1) | Amicus Therapeutics, Inc. | 1,521,339 | 0.3 | ||||||||
69,043(1) | Amphastar Pharmaceuticals, Inc. | 1,331,839 | 0.3 | ||||||||
40,149(1) | Arena Pharmaceuticals, Inc. | 1,823,568 | 0.3 | ||||||||
39,130(1) | Arrowhead Pharmaceuticals, Inc. | 2,482,016 | 0.5 | ||||||||
33,755(1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,837,622 | 0.3 | ||||||||
25,219(1) | Blueprint Medicines Corp. | 2,020,294 | 0.4 | ||||||||
115,181(1),(2) | Change Healthcare, Inc. | 1,887,817 | 0.4 | ||||||||
35,484 | Conmed Corp. | 3,968,176 | 0.8 | ||||||||
20,914(1) | Emergent Biosolutions, Inc. | 1,128,310 | 0.2 | ||||||||
59,706 | Encompass Health Corp. | 4,135,835 | 0.8 | ||||||||
42,773(1) | Epizyme, Inc. | 1,052,216 | 0.2 | ||||||||
41,833(1) | FibroGen, Inc. | 1,794,217 | 0.3 | ||||||||
17,980(1) | Global Blood Therapeutics, Inc. | 1,429,230 | 0.3 | ||||||||
38,627 | Hill-Rom Holdings, Inc. | 4,385,323 | 0.8 | ||||||||
136,953(1) | HMS Holdings Corp. | 4,053,809 | 0.8 | ||||||||
80,188(1) | Immunomedics, Inc. | 1,696,778 | 0.3 | ||||||||
44,533(1) | Insmed, Inc. | 1,063,448 | 0.2 | ||||||||
71,521(1) | Iovance Biotherapeutics, Inc. | 1,979,701 | 0.4 | ||||||||
56,025(1) | Magellan Health, Inc. | 4,383,956 | 0.8 | ||||||||
84,512(1) | Merit Medical Systems, Inc. | 2,638,465 | 0.5 | ||||||||
26,141(1) | Novocure Ltd. | 2,202,902 | 0.4 | ||||||||
26,765(1) | PTC Therapeutics, Inc. | 1,285,523 | 0.2 | ||||||||
12,267(1) | Reata Pharmaceuticals, Inc. | 2,507,743 | 0.5 | ||||||||
52,672(1) | Repligen Corp. | 4,872,160 | 0.9 | ||||||||
112,733(1) | Select Medical Holdings Corp. | 2,631,188 | 0.5 | ||||||||
87,096(1) | Syneos Health, Inc. | 5,180,035 | 1.0 |
See Accompanying Notes to Financial Statements
5
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
26,318(1) | Ultragenyx Pharmaceutical, Inc. | 1,124,042 | 0.2 | ||||||||
73,555,179 | 14.0 | ||||||||||
Industrials: 19.0% | |||||||||||
166,278(1) | Air Transport Services Group, Inc. | 3,900,882 | 0.7 | ||||||||
42,984 | Alamo Group, Inc. | 5,396,641 | 1.0 | ||||||||
96,365 | Altra Industrial Motion Corp. | 3,489,377 | 0.7 | ||||||||
74,799(1) | Casella Waste Systems, Inc. | 3,442,998 | 0.7 | ||||||||
44,051 | Crane Co. | 3,805,125 | 0.7 | ||||||||
27,052 | Curtiss-Wright Corp. | 3,811,356 | 0.7 | ||||||||
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 | 0.9 | ||||||||
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 | ||||||||
70,509 | Matthews International Corp. | 2,691,328 | 0.5 | ||||||||
48,859 | Regal Beloit Corp. | 4,182,819 | 0.8 | ||||||||
35,127(1) | Saia, Inc. | 3,271,026 | 0.6 | ||||||||
88,539(1) | SP Plus Corp. | 3,756,710 | 0.7 | ||||||||
51,821 | Tetra Tech, Inc. | 4,464,897 | 0.9 | ||||||||
55,573(1) | Trex Co., Inc. | 4,994,901 | 1.0 | ||||||||
87,531 | Universal Forest Products, Inc. | 4,175,229 | 0.8 | ||||||||
74,915 | US Ecology, Inc. | 4,338,328 | 0.8 | ||||||||
44,365 | Watts Water Technologies, Inc. | 4,425,852 | 0.8 | ||||||||
217,652(1) | Welbilt, Inc. | 3,397,548 | 0.6 | ||||||||
58,407 | Werner Enterprises, Inc. | 2,125,431 | 0.4 | ||||||||
42,362 | Woodward, Inc. | 5,017,355 | 1.0 | ||||||||
100,004,386 | 19.0 | ||||||||||
Information Technology: 12.8% | |||||||||||
14,736(1) | CACI International, Inc. | 3,683,853 | 0.7 | ||||||||
74,516(1) | Cornerstone OnDemand, Inc. | 4,362,912 | 0.8 | ||||||||
33,729 | CSG Systems International, Inc. | 1,746,488 | 0.3 | ||||||||
28,811 | Entegris, Inc. | 1,443,143 | 0.3 | ||||||||
69,693(1) | Envestnet, Inc. | 4,852,723 | 0.9 | ||||||||
123,151(1) | Evo Payments, Inc. | 3,252,418 | 0.6 | ||||||||
30,943(1) | ExlService Holdings, Inc. | 2,149,301 | 0.4 | ||||||||
215,166(1) | Harmonic, Inc. | 1,678,295 | 0.3 | ||||||||
65,546 | j2 Global, Inc. | 6,142,316 | 1.2 | ||||||||
39,272(1) | Lumentum Holdings, Inc. | 3,114,269 | 0.6 | ||||||||
23,583 | Mantech International Corp. | 1,883,810 | 0.4 | ||||||||
141,006(1) | Onto Innovation, Inc. | 5,152,359 | 1.0 | ||||||||
54,052(1) | Plexus Corp. | 4,158,761 | 0.8 | ||||||||
86,247(1) | Semtech Corp. | 4,562,466 | 0.9 | ||||||||
41,130(1) | Silicon Laboratories, Inc. | 4,770,257 | 0.9 | ||||||||
20,454 | SYNNEX Corp. | 2,634,475 | 0.5 | ||||||||
89,510(1) | Verint Systems, Inc. | 4,955,274 | 0.9 | ||||||||
286,513(1) | Viavi Solutions, Inc. | 4,297,695 | 0.8 | ||||||||
60,571(1) | Virtusa Corp. | 2,745,683 | 0.5 | ||||||||
67,586,498 | 12.8 | ||||||||||
Materials: 3.2% | |||||||||||
61,268 | Carpenter Technology Corp. | 3,049,921 | 0.6 | ||||||||
82,621 | Commercial Metals Co. | 1,839,970 | 0.3 | ||||||||
66,927 | Minerals Technologies, Inc. | 3,857,003 | 0.7 | ||||||||
81,518 | PolyOne Corp. | 2,999,047 | 0.6 | ||||||||
77,914 | Sensient Technologies Corp. | 5,149,336 | 1.0 | ||||||||
16,895,277 | 3.2 | ||||||||||
Real Estate: 7.3% | |||||||||||
121,948 | Americold Realty Trust | 4,275,497 | 0.8 | ||||||||
211,601 | Columbia Property Trust, Inc. | 4,424,577 | 0.8 | ||||||||
97,886 | Cousins Properties, Inc. | 4,032,903 | 0.8 | ||||||||
131,868 | Easterly Government Properties, Inc. | 3,129,227 | 0.6 | ||||||||
25,183 | EastGroup Properties, Inc. | 3,341,028 | 0.6 | ||||||||
107,138 | Hudson Pacific Properties, Inc. | 4,033,746 | 0.8 | ||||||||
209,222 | Physicians Realty Trust | 3,962,665 | 0.8 | ||||||||
63,091 | Ryman Hospitality Properties | 5,467,466 | 1.0 | ||||||||
176,882 | STAG Industrial, Inc. | 5,584,165 | 1.1 | ||||||||
38,251,274 | 7.3 | ||||||||||
Utilities: 2.5% | |||||||||||
49,131 | Black Hills Corp. | 3,858,749 | 0.7 | ||||||||
19,809 | Idacorp, Inc. | 2,115,601 | 0.4 | ||||||||
42,977 | NorthWestern Corp. | 3,080,162 | 0.6 | ||||||||
69,890 | Portland General Electric Co. | 3,899,163 | 0.8 | ||||||||
12,953,675 | 2.5 | ||||||||||
Total Common Stock | |||||||||||
(Cost $465,539,337) | 515,284,851 | 97.9 | |||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 2.5% | |||||||||||
Repurchase Agreements: 2.1% | |||||||||||
2,131,358(3) | 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(3) | 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 |
See Accompanying Notes to Financial Statements
6
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Repurchase Agreements: (continued) | |||||||||||
807,926(3) | 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(3) | 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 | ||||||||
2,777,373(3) | 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(3): 0.4% | |||||||||||
1,818,000(3),(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | 1,818,000 | 0.3 | ||||||||
318,000(3),(4) | 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 | ||||||||
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
7
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 98.9% | �� | ||||||||||
Communication Services: 9.8% | |||||||||||
19,828(1) | Alphabet, Inc. - Class A | $ | 26,557,425 | 2.9 | |||||||
130,027(1) | Altice USA, Inc. | 3,554,938 | 0.4 | ||||||||
43,393(1) | AMC Networks, Inc. | 1,714,023 | 0.2 | ||||||||
330,446 | AT&T, Inc. | 12,913,830 | 1.4 | ||||||||
255,470 | Comcast Corp. – Class A | 11,488,486 | 1.3 | ||||||||
76,375(1) | Facebook, Inc. - Class A | 15,675,969 | 1.7 | ||||||||
36,372 | Fox Corp. - Class A | 1,348,310 | 0.1 | ||||||||
60,027 | Interpublic Group of Cos., Inc. | 1,386,624 | 0.1 | ||||||||
60,316(1) | Liberty Global PLC - Class A | 1,371,586 | 0.1 | ||||||||
21,004(1) | Live Nation Entertainment, Inc. | 1,501,156 | 0.2 | ||||||||
18,141 | Omnicom Group | 1,469,784 | 0.2 | ||||||||
47,173 | Sinclair Broadcast Group, Inc. | 1,572,748 | 0.2 | ||||||||
75,141 | Verizon Communications, Inc. | 4,613,657 | 0.5 | ||||||||
23,247 | Walt Disney Co. | 3,362,213 | 0.4 | ||||||||
39,345(1) | Yelp, Inc. | 1,370,386 | 0.1 | ||||||||
89,901,135 | 9.8 | ||||||||||
Consumer Discretionary: 9.6% | |||||||||||
13,326(1) | Amazon.com, Inc. | 24,624,316 | 2.7 | ||||||||
4,299(1) | Autozone, Inc. | 5,121,442 | 0.6 | ||||||||
3,104(1) | Booking Holdings, Inc. | 6,374,778 | 0.7 | ||||||||
19,777 | Darden Restaurants, Inc. | 2,155,891 | 0.2 | ||||||||
11,594(1) | Deckers Outdoor Corp. | 1,957,763 | 0.2 | ||||||||
29,798 | Expedia Group, Inc. | 3,222,356 | 0.4 | ||||||||
20,756 | Hilton Worldwide Holdings, Inc. | 2,302,048 | 0.2 | ||||||||
37,043 | Home Depot, Inc. | 8,089,450 | 0.9 | ||||||||
7,704 | McDonald's Corp. | 1,522,387 | 0.2 | ||||||||
79,387(1) | Norwegian Cruise Line Holdings Ltd. | 4,636,995 | 0.5 | ||||||||
7,236(1) | O'Reilly Automotive, Inc. | 3,171,249 | 0.3 | ||||||||
17,820 | Ralph Lauren Corp. | 2,088,860 | 0.2 | ||||||||
42,165 | Ross Stores, Inc. | 4,908,849 | 0.5 | ||||||||
94,728 | Starbucks Corp. | 8,328,486 | 0.9 | ||||||||
28,601 | Target Corp. | 3,666,934 | 0.4 | ||||||||
16,293 | Tractor Supply Co. | 1,522,418 | 0.2 | ||||||||
54,001 | Wyndham Destinations, Inc. | 2,791,312 | 0.3 | ||||||||
15,441 | Yum! Brands, Inc. | 1,555,372 | 0.2 | ||||||||
88,040,906 | 9.6 | ||||||||||
Consumer Staples: 7.2% | |||||||||||
115,508 | Altria Group, Inc. | 5,765,004 | 0.6 | ||||||||
41,434 | Coca-Cola Co. | 2,293,372 | 0.3 | ||||||||
32,036 | General Mills, Inc. | 1,715,848 | 0.2 | ||||||||
40,295 | Hershey Co. | 5,922,559 | 0.7 | ||||||||
101,349 | Mondelez International, Inc. | 5,582,303 | 0.6 | ||||||||
33,826(1) | Monster Beverage Corp. | 2,149,642 | 0.2 | ||||||||
40,051 | Nu Skin Enterprises, Inc. | 1,641,290 | 0.2 | ||||||||
54,638 | PepsiCo, Inc. | 7,467,376 | 0.8 | ||||||||
91,266 | Philip Morris International, Inc. | 7,765,824 | 0.9 | ||||||||
133,132 | Procter & Gamble Co. | 16,628,187 | 1.8 | ||||||||
42,951 | Tyson Foods, Inc. | 3,910,259 | 0.4 | ||||||||
40,819 | Walmart, Inc. | 4,850,930 | 0.5 | ||||||||
65,692,594 | 7.2 | ||||||||||
Energy: 4.2% | |||||||||||
100,064 | Chevron Corp. | 12,058,713 | 1.3 | ||||||||
114,485 | ConocoPhillips | 7,444,960 | 0.8 | ||||||||
21,551 | EOG Resources, Inc. | 1,805,112 | 0.2 | ||||||||
89,598 | Exxon Mobil Corp. | 6,252,148 | 0.7 | ||||||||
28,336 | HollyFrontier Corp. | 1,436,919 | 0.2 | ||||||||
38,346 | Marathon Petroleum Corp. | 2,310,346 | 0.2 | ||||||||
23,540 | Phillips 66 | 2,622,591 | 0.3 | ||||||||
48,408 | Valero Energy Corp. | 4,533,409 | 0.5 | ||||||||
38,464,198 | 4.2 | ||||||||||
Financials: 12.9% | |||||||||||
25,387 | Aflac, Inc. | 1,342,972 | 0.1 | ||||||||
12,250 | Allstate Corp. | 1,377,513 | 0.2 | ||||||||
59,396 | Ally Financial, Inc. | 1,815,142 | 0.2 | ||||||||
33,819 | Ameriprise Financial, Inc. | 5,633,569 | 0.6 | ||||||||
85,741 | AXA Equitable Holdings, Inc. | 2,124,662 | 0.2 | ||||||||
373,398 | Bank of America Corp. | 13,151,078 | 1.4 | ||||||||
41,422(1) | Berkshire Hathaway, Inc. – Class B | 9,382,083 | 1.0 | ||||||||
22,628 | Capital One Financial Corp. | 2,328,647 | 0.3 | ||||||||
107,165 | Citigroup, Inc. | 8,561,412 | 0.9 | ||||||||
48,277 | Discover Financial Services | 4,094,855 | 0.5 | ||||||||
84,398 | E*Trade Financial Corp. | 3,829,137 | 0.4 | ||||||||
11,338 | Goldman Sachs Group, Inc. | 2,606,946 | 0.3 | ||||||||
12,582 | Hanover Insurance Group, Inc. | 1,719,582 | 0.2 | ||||||||
51,813 | Hartford Financial Services Group, Inc. | 3,148,676 | 0.3 | ||||||||
113,718 | JPMorgan Chase & Co. | 15,852,289 | 1.7 | ||||||||
57,901 | Lincoln National Corp. | 3,416,738 | 0.4 | ||||||||
25,568 | LPL Financial Holdings, Inc. | 2,358,648 | 0.3 | ||||||||
26,271 | Metlife, Inc. | 1,339,033 | 0.1 | ||||||||
246,470 | MGIC Investment Corp. | 3,492,480 | 0.4 | ||||||||
97,522 | Morgan Stanley | 4,985,325 | 0.5 | ||||||||
58,419 | Popular, Inc. | 3,432,116 | 0.4 | ||||||||
62,326 | Progressive Corp. | 4,511,779 | 0.5 | ||||||||
24,497 | Prudential Financial, Inc. | 2,296,349 | 0.3 | ||||||||
22,906 | S&P Global, Inc. | 6,254,483 | 0.7 | ||||||||
80,823 | Synchrony Financial | 2,910,436 | 0.3 | ||||||||
99,979 | Unum Group | 2,915,388 | 0.3 | ||||||||
26,780 | Wells Fargo & Co. | 1,440,764 | 0.2 | ||||||||
36,364 | Zions Bancorp NA | 1,888,019 | 0.2 | ||||||||
118,210,121 | 12.9 | ||||||||||
Health Care: 14.3% | |||||||||||
15,037 | AbbVie, Inc. | 1,331,376 | 0.1 | ||||||||
30,632 | Agilent Technologies, Inc. | 2,613,216 | 0.3 | ||||||||
7,404(1) | Align Technology, Inc. | 2,066,012 | 0.2 | ||||||||
36,500 | AmerisourceBergen Corp. | 3,103,230 | 0.3 | ||||||||
34,367 | Amgen, Inc. | 8,284,853 | 0.9 | ||||||||
11,985 | Anthem, Inc. | 3,619,829 | 0.4 | ||||||||
18,370 | Baxter International, Inc. | 1,536,099 | 0.2 | ||||||||
14,383(1) | Biogen, Inc. | 4,267,868 | 0.5 | ||||||||
28,804 | Bristol-Myers Squibb Co. | 1,848,929 | 0.2 | ||||||||
37,086 | Bruker Corp. | 1,890,273 | 0.2 |
See Accompanying Notes to Financial Statements
8
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
31,736 | Cardinal Health, Inc. | 1,605,207 | 0.2 | ||||||||
34,459(1) | Centene Corp. | 2,166,437 | 0.2 | ||||||||
12,462(1) | Charles River Laboratories International, Inc. | 1,903,695 | 0.2 | ||||||||
6,937 | Chemed Corp. | 3,047,147 | 0.3 | ||||||||
9,785 | Cigna Corp. | 2,000,935 | 0.2 | ||||||||
8,268(1) | Edwards Lifesciences Corp. | 1,928,842 | 0.2 | ||||||||
41,618 | Eli Lilly & Co. | 5,469,854 | 0.6 | ||||||||
49,493 | Gilead Sciences, Inc. | 3,216,055 | 0.4 | ||||||||
39,959 | HCA Healthcare, Inc. | 5,906,340 | 0.6 | ||||||||
29,389 | Hill-Rom Holdings, Inc. | 3,336,533 | 0.4 | ||||||||
25,566(1) | Hologic, Inc. | 1,334,801 | 0.1 | ||||||||
6,729 | Humana, Inc. | 2,466,313 | 0.3 | ||||||||
15,207(1) | Idexx Laboratories, Inc. | 3,971,004 | 0.4 | ||||||||
4,558(1) | Illumina, Inc. | 1,512,071 | 0.2 | ||||||||
14,732(1) | Incyte Corp., Ltd. | 1,286,398 | 0.1 | ||||||||
65,797 | Johnson & Johnson | 9,597,808 | 1.1 | ||||||||
8,557(1) | Masimo Corp. | 1,352,519 | 0.2 | ||||||||
19,504 | McKesson Corp. | 2,697,793 | 0.3 | ||||||||
97,142 | Merck & Co., Inc. | 8,835,065 | 1.0 | ||||||||
2,081(1) | Mettler Toledo International, Inc. | 1,650,816 | 0.2 | ||||||||
12,332(1) | Molina Healthcare, Inc. | 1,673,329 | 0.2 | ||||||||
168,335 | Pfizer, Inc. | 6,595,365 | 0.7 | ||||||||
19,832(1) | PRA Health Sciences, Inc. | 2,204,327 | 0.2 | ||||||||
12,426 | Thermo Fisher Scientific, Inc. | 4,036,835 | 0.4 | ||||||||
31,345 | UnitedHealth Group, Inc. | 9,214,803 | 1.0 | ||||||||
23,104(1) | Veeva Systems, Inc. | 3,249,809 | 0.4 | ||||||||
13,035(1) | Vertex Pharmaceuticals, Inc. | 2,854,013 | 0.3 | ||||||||
15,557 | Zimmer Biomet Holdings, Inc. | 2,328,572 | 0.3 | ||||||||
18,174 | Zoetis, Inc. | 2,405,329 | 0.3 | ||||||||
130,409,700 | 14.3 | ||||||||||
Industrials: 9.6% | |||||||||||
82,433 | Allison Transmission Holdings, Inc. | 3,983,163 | 0.4 | ||||||||
42,766 | Ametek, Inc. | 4,265,481 | 0.5 | ||||||||
17,115 | Boeing Co. | 5,575,382 | 0.6 | ||||||||
2,293(1) | CoStar Group, Inc. | 1,371,902 | 0.1 | ||||||||
22,271 | CSX Corp. | 1,611,530 | 0.2 | ||||||||
28,748 | Cummins, Inc. | 5,144,742 | 0.6 | ||||||||
20,081 | Curtiss-Wright Corp. | 2,829,212 | 0.3 | ||||||||
44,938 | Delta Air Lines, Inc. | 2,627,974 | 0.3 | ||||||||
54,229 | Honeywell International, Inc. | 9,598,533 | 1.0 | ||||||||
9,936 | IDEX Corp. | 1,708,992 | 0.2 | ||||||||
48,587 | Ingersoll-Rand PLC - Class A | 6,458,184 | 0.7 | ||||||||
12,945 | Kansas City Southern | 1,982,656 | 0.2 | ||||||||
8,155 | L3Harris Technologies, Inc. | 1,613,630 | 0.2 | ||||||||
5,377 | Lockheed Martin Corp. | 2,093,696 | 0.2 | ||||||||
25,079 | Norfolk Southern Corp. | 4,868,586 | 0.5 | ||||||||
69,754 | nVent Electric PLC | 1,784,307 | 0.2 | ||||||||
20,660 | Oshkosh Corp. | 1,955,469 | 0.2 | ||||||||
7,330 | Parker Hannifin Corp. | 1,508,661 | 0.2 | ||||||||
41,420 | Regal Beloit Corp. | 3,545,966 | 0.4 | ||||||||
26,131 | Robert Half International, Inc. | 1,650,173 | 0.2 | ||||||||
4,534 | Roper Technologies, Inc. | 1,606,079 | 0.2 | ||||||||
45,312 | Union Pacific Corp. | 8,191,956 | 0.9 | ||||||||
23,764(1) | United Airlines Holdings, Inc. | 2,093,371 | 0.2 | ||||||||
52,864 | Waste Management, Inc. | 6,024,381 | 0.7 | ||||||||
57,902(1) | Wesco International, Inc. | 3,438,800 | 0.4 | ||||||||
87,532,826 | 9.6 | ||||||||||
Information Technology: 22.7% | |||||||||||
25,595(1) | Adobe, Inc. | 8,441,487 | 0.9 | ||||||||
42,998(1) | Akamai Technologies, Inc. | 3,714,167 | 0.4 | ||||||||
121,279 | Apple, Inc. | 35,613,578 | 3.9 | ||||||||
30,396 | Applied Materials, Inc. | 1,855,372 | 0.2 | ||||||||
13,618(1) | Atlassian Corp. PLC | 1,638,790 | 0.2 | ||||||||
61,267 | Booz Allen Hamilton Holding Corp. | 4,357,922 | 0.5 | ||||||||
15,666 | Broadcom, Inc. | 4,950,769 | 0.5 | ||||||||
14,493(1) | CACI International, Inc. | 3,623,105 | 0.4 | ||||||||
69,204(1) | Cadence Design Systems, Inc. | �� | 4,799,989 | 0.5 | |||||||
33,654 | CDW Corp. | 4,807,137 | 0.5 | ||||||||
202,188 | Cisco Systems, Inc. | 9,696,937 | 1.1 | ||||||||
78,095(1) | Dropbox, Inc. | 1,398,681 | 0.1 | ||||||||
7,246(1) | EPAM Systems, Inc. | 1,537,311 | 0.2 | ||||||||
14,088(1) | Euronet Worldwide, Inc. | 2,219,705 | 0.2 | ||||||||
20,536(1) | F5 Networks, Inc. | 2,867,852 | 0.3 | ||||||||
3,965(1) | Fair Isaac Corp. | 1,485,606 | 0.2 | ||||||||
52,791(1) | Fortinet, Inc. | 5,635,967 | 0.6 | ||||||||
23,181 | Global Payments, Inc. | 4,231,923 | 0.5 | ||||||||
95,707 | Intel Corp. | 5,728,064 | 0.6 | ||||||||
20,980 | Intuit, Inc. | 5,495,291 | 0.6 | ||||||||
74,699 | Jabil, Inc. | 3,087,310 | 0.3 | ||||||||
16,352 | Lam Research Corp. | 4,781,325 | 0.5 | ||||||||
9,952 | Mastercard, Inc. - Class A | 2,971,568 | 0.3 | ||||||||
27,546 | Maxim Integrated Products | 1,694,355 | 0.2 | ||||||||
42,511(1) | Micron Technology, Inc. | 2,286,242 | 0.2 | ||||||||
232,117 | Microsoft Corp. | 36,604,851 | 4.0 | ||||||||
14,014 | Nvidia Corp. | 3,297,494 | 0.4 | ||||||||
29,796 | Oracle Corp. | 1,578,592 | 0.2 | ||||||||
54,922(1) | PayPal Holdings, Inc. | 5,940,913 | 0.6 | ||||||||
112,416(1) | Pure Storage, Inc. - Class A | 1,923,438 | 0.2 | ||||||||
40,370 | Qualcomm, Inc. | 3,561,845 | 0.4 | ||||||||
11,047(1) | Salesforce.com, Inc. | 1,796,684 | 0.2 | ||||||||
105,850 | Switch, Inc. | 1,568,697 | 0.2 | ||||||||
10,643(1) | Synopsys, Inc. | 1,481,506 | 0.2 | ||||||||
65,586 | Texas Instruments, Inc. | 8,414,028 | 0.9 | ||||||||
27,495(1) | VeriSign, Inc. | 5,297,737 | 0.6 | ||||||||
27,883 | Visa, Inc. - Class A | 5,239,216 | 0.6 | ||||||||
15,413(1) | VMware, Inc. | 2,339,539 | 0.3 | ||||||||
207,964,993 | 22.7 | ||||||||||
Materials: 2.3% | |||||||||||
25,919 | Air Products & Chemicals, Inc. | 6,090,706 | 0.7 | ||||||||
14,480 | Avery Dennison Corp. | 1,894,274 | 0.2 | ||||||||
41,476 | Celanese Corp. - Series A | 5,106,525 | 0.5 | ||||||||
37,713 | Domtar Corp. | 1,442,145 | 0.1 | ||||||||
37,836 | LyondellBasell Industries NV - Class A | 3,574,745 | 0.4 | ||||||||
28,355 | Nucor Corp. | 1,595,820 | 0.2 | ||||||||
12,711 | Reliance Steel & Aluminum Co. | 1,522,269 | 0.2 | ||||||||
21,226,484 | 2.3 | ||||||||||
Real Estate: 3.1% | |||||||||||
11,179 | American Tower Corp. | 2,569,158 | 0.3 | ||||||||
30,023 | Boston Properties, Inc. | 4,138,971 | 0.4 | ||||||||
14,655 | Camden Property Trust | 1,554,895 | 0.2 | ||||||||
68,253(1) | CBRE Group, Inc. | 4,183,226 | 0.4 |
See Accompanying Notes to Financial Statements
9
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Real Estate: (continued) | |||||||||||
62,028 | Corporate Office Properties Trust SBI MD | 1,822,383 | 0.2 | ||||||||
20,554 | Equity Lifestyle Properties, Inc. | 1,446,796 | 0.2 | ||||||||
7,192 | Essex Property Trust, Inc. | 2,163,785 | 0.2 | ||||||||
19,398 | Mid-America Apartment Communities, Inc. | 2,557,820 | 0.3 | ||||||||
79,255 | Outfront Media, Inc. | 2,125,619 | 0.2 | ||||||||
181,364 | Retail Properties of America, Inc. | 2,430,278 | 0.3 | ||||||||
24,809 | Simon Property Group, Inc. | 3,695,549 | 0.4 | ||||||||
28,688,480 | 3.1 | ||||||||||
Utilities: 3.2% | |||||||||||
237,918 | AES Corp. | 4,734,568 | 0.5 | ||||||||
76,457 | Ameren Corp. | 5,871,898 | 0.6 | ||||||||
22,622 | Edison International | 1,705,925 | 0.2 | ||||||||
142,207 | Exelon Corp. | 6,483,217 | 0.7 | ||||||||
10,086 | NextEra Energy, Inc. | 2,442,426 | 0.3 | ||||||||
122,853 | NRG Energy, Inc. | 4,883,407 | 0.5 | ||||||||
26,057 | PNM Resources, Inc. | 1,321,350 | 0.2 | ||||||||
90,500 | Vistra Energy Corp. | 2,080,595 | 0.2 | ||||||||
29,523,386 | 3.2 | ||||||||||
Total Common Stock | |||||||||||
(Cost $715,913,060) | 905,654,823 | 98.9 | |||||||||
RIGHTS: 0.0% | |||||||||||
Health Care: 0.0% | |||||||||||
29,182(1) | Bristol-Myers Squibb Co. | 87,838 | 0.0 | ||||||||
Total Rights | |||||||||||
(Cost $67,119) | 87,838 | 0.0 | |||||||||
Total Long-Term Investments | |||||||||||
(Cost $715,980,179) | 905,742,661 | 98.9 | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | |||||||||||
Mutual Funds: 1.1% | |||||||||||
10,090,000(2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | ||||||||||
(Cost $10,090,000) | 10,090,000 | 1.1 | |||||||||
Total Short-Term Investments | |||||||||||
(Cost $10,090,000) | 10,090,000 | 1.1 | |||||||||
Total Investments in Securities (Cost $726,070,179) | $ | 915,832,661 | 100.0 | ||||||||
Assets in Excess of Other Liabilities | 411,221 | 0.0 | |||||||||
Net Assets | $ | 916,243,882 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
10
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 98.6% | |||||||||||
Communication Services: 2.5% | |||||||||||
31,534(1) | Altice USA, Inc. | $ | 862,140 | 0.1 | |||||||
37,863(1) | AMC Networks, Inc. | 1,495,588 | 0.3 | ||||||||
62,556 | Cinemark Holdings, Inc. | 2,117,521 | 0.4 | ||||||||
35,753(1) | Live Nation Entertainment, Inc. | 2,555,267 | 0.5 | ||||||||
16,009 | Meredith Corp. | 519,812 | 0.1 | ||||||||
25,110 | Sinclair Broadcast Group, Inc. | 837,167 | 0.1 | ||||||||
59,405 | Telephone & Data Systems, Inc. | 1,510,669 | 0.3 | ||||||||
54,930 | TripAdvisor, Inc. | 1,668,773 | 0.3 | ||||||||
8,263(2) | World Wrestling Entertainment, Inc. | 536,021 | 0.1 | ||||||||
47,279(1) | Yelp, Inc. | 1,646,728 | 0.3 | ||||||||
13,749,686 | 2.5 | ||||||||||
Consumer Discretionary: 12.8% | |||||||||||
21,652 | Aarons, Inc. | 1,236,546 | 0.2 | ||||||||
32,430(1) | Adtalem Global Education, Inc. | 1,134,077 | 0.2 | ||||||||
101,080 | American Eagle Outfitters, Inc. | 1,485,876 | 0.3 | ||||||||
719(1) | Autozone, Inc. | 856,552 | 0.2 | ||||||||
39,542(2) | Bed Bath & Beyond, Inc. | 684,077 | 0.1 | ||||||||
11,700 | BorgWarner, Inc. | 507,546 | 0.1 | ||||||||
37,967 | Boyd Gaming Corp. | 1,136,732 | 0.2 | ||||||||
48,468 | Brunswick Corp. | 2,907,111 | 0.5 | ||||||||
49,337(1) | Caesars Entertainment Corp. | 670,983 | 0.1 | ||||||||
14,168(2) | Cheesecake Factory | 550,568 | 0.1 | ||||||||
4,735(2) | Cracker Barrel Old Country Store, Inc. | 727,959 | 0.1 | ||||||||
155,511 | Dana, Inc. | 2,830,300 | 0.5 | ||||||||
12,404 | Darden Restaurants, Inc. | 1,352,160 | 0.3 | ||||||||
22,791(1) | Deckers Outdoor Corp. | 3,848,488 | 0.7 | ||||||||
53,204 | Delphi Technologies PLC | 682,607 | 0.1 | ||||||||
41,961(2) | Dick's Sporting Goods, Inc. | 2,076,650 | 0.4 | ||||||||
18,697 | Domino's Pizza, Inc. | 5,492,805 | 1.0 | ||||||||
17,848(1),(2) | Eldorado Resorts, Inc. | 1,064,455 | 0.2 | ||||||||
38,620(1) | Etsy, Inc. | 1,710,866 | 0.3 | ||||||||
6,521 | Expedia Group, Inc. | 705,181 | 0.1 | ||||||||
13,664(1) | Five Below, Inc. | 1,747,079 | 0.3 | ||||||||
46,973 | Foot Locker, Inc. | 1,831,477 | 0.3 | ||||||||
104,535 | Gentex Corp. | 3,029,424 | 0.6 | ||||||||
4,623(1) | Helen of Troy Ltd. | 831,169 | 0.2 | ||||||||
16,189 | Jack in the Box, Inc. | 1,263,228 | 0.2 | ||||||||
77,994 | KB Home | 2,672,854 | 0.5 | ||||||||
9,033 | Lear Corp. | 1,239,328 | 0.2 | ||||||||
32,090(1) | Norwegian Cruise Line Holdings Ltd. | 1,874,377 | 0.4 | ||||||||
420(1) | NVR, Inc. | 1,599,532 | 0.3 | ||||||||
9,857(1),(2) | Ollie's Bargain Outlet Holdings, Inc. | 643,761 | 0.1 | ||||||||
60,352(1) | Penn National Gaming, Inc. | 1,542,597 | 0.3 | ||||||||
5,480 | Pool Corp. | 1,163,842 | 0.2 | ||||||||
21,056 | Pulte Group, Inc. | 816,973 | 0.2 | ||||||||
4,445 | Ralph Lauren Corp. | 521,043 | 0.1 | ||||||||
46,016(1) | Sally Beauty Holdings, Inc. | 839,792 | 0.2 | ||||||||
103,939 | Service Corp. International | 4,784,312 | 0.9 | ||||||||
16,973 | Six Flags Entertainment Corp. | 765,652 | 0.1 | ||||||||
56,810(1) | Skechers USA, Inc. | 2,453,624 | 0.5 | ||||||||
5,998(1) | Tempur Sealy International, Inc. | 522,186 | 0.1 | ||||||||
36,990 | Toll Brothers, Inc. | 1,461,475 | 0.3 | ||||||||
69,215 | Wendy's Company | 1,537,265 | 0.3 | ||||||||
14,034 | Williams-Sonoma, Inc. | 1,030,657 | 0.2 | ||||||||
64,092 | Wyndham Destinations, Inc. | 3,312,915 | 0.6 | ||||||||
69,146,101 | 12.8 | ||||||||||
Consumer Staples: 2.6% | |||||||||||
83,412(1) | BJ's Wholesale Club Holdings, Inc. | 1,896,789 | 0.4 | ||||||||
5,958 | Hershey Co. | 875,707 | 0.2 | ||||||||
30,906 | Ingredion, Inc. | 2,872,713 | 0.5 | ||||||||
3,597 | Lancaster Colony Corp. | 575,880 | 0.1 | ||||||||
40,381 | Nu Skin Enterprises, Inc. | 1,654,813 | 0.3 | ||||||||
31,597(1) | Pilgrim's Pride Corp. | 1,033,696 | 0.2 | ||||||||
35,905(1) | Post Holdings, Inc. | 3,917,235 | 0.7 | ||||||||
14,079 | Tyson Foods, Inc. | 1,281,752 | 0.2 | ||||||||
14,108,585 | 2.6 | ||||||||||
Energy: 1.8% | |||||||||||
25,211(1) | Apergy Corp. | 851,628 | 0.2 | ||||||||
155,547 | EQT Corp. | 1,695,462 | 0.3 | ||||||||
24,119 | HollyFrontier Corp. | 1,223,074 | 0.2 | ||||||||
120,663(2) | Patterson-UTI Energy, Inc. | 1,266,961 | 0.2 | ||||||||
73,856 | PBF Energy, Inc. | 2,316,863 | 0.4 | ||||||||
33,076 | World Fuel Services Corp. | 1,436,160 | 0.3 | ||||||||
73,762(1) | WPX Energy, Inc. | 1,013,490 | 0.2 | ||||||||
9,803,638 | 1.8 | ||||||||||
Financials: 16.5% | |||||||||||
878(1) | Alleghany Corp. | 702,022 | 0.1 | ||||||||
37,563 | Ally Financial, Inc. | 1,147,925 | 0.2 | ||||||||
16,808 | American Financial Group, Inc. | 1,842,997 | 0.3 | ||||||||
12,669 | Ameriprise Financial, Inc. | 2,110,402 | 0.4 | ||||||||
35,532 | AXA Equitable Holdings, Inc. | 880,483 | 0.2 | ||||||||
75,846 | Bank OZK | 2,313,682 | 0.4 | ||||||||
42,502(1) | Brighthouse Financial, Inc. | 1,667,353 | 0.3 | ||||||||
14,656 | Brown & Brown, Inc. | 578,619 | 0.1 | ||||||||
69,394 | Cathay General Bancorp. | 2,640,442 | 0.5 | ||||||||
42,654 | Citizens Financial Group, Inc. | 1,732,179 | 0.3 | ||||||||
25,735 | Comerica, Inc. | 1,846,486 | 0.3 | ||||||||
17,709 | Discover Financial Services | 1,502,077 | 0.3 | ||||||||
30,888 | E*Trade Financial Corp. | 1,401,389 | 0.3 | ||||||||
78,099 | East West Bancorp, Inc. | 3,803,421 | 0.7 | ||||||||
33,201 | Evercore, Inc. | 2,482,107 | 0.5 | ||||||||
7,325 | Factset Research Systems, Inc. | 1,965,298 | 0.4 | ||||||||
64,413 | First American Financial Corp. | 3,756,566 | 0.7 |
See Accompanying Notes to Financial Statements
11
Voya Index Plus Midcap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
69,508 | Hancock Whitney Corp. | 3,050,011 | 0.6 | ||||||||
17,375 | Hanover Insurance Group, Inc. | 2,374,641 | 0.4 | ||||||||
30,544 | Hartford Financial Services Group, Inc. | 1,856,159 | 0.3 | ||||||||
30,648 | International Bancshares Corp. | 1,320,009 | 0.2 | ||||||||
12,633 | Kemper Corp. | 979,058 | 0.2 | ||||||||
24,527 | Legg Mason, Inc. | 880,765 | 0.2 | ||||||||
17,345 | LPL Financial Holdings, Inc. | 1,600,076 | 0.3 | ||||||||
128,340 | MGIC Investment Corp. | 1,818,578 | 0.3 | ||||||||
185,682 | Navient Corp. | 2,540,130 | 0.5 | ||||||||
189,341 | Old Republic International Corp. | 4,235,558 | 0.8 | ||||||||
32,681 | Popular, Inc. | 1,920,009 | 0.4 | ||||||||
30,458 | Primerica, Inc. | 3,976,597 | 0.7 | ||||||||
27,583 | Reinsurance Group of America, Inc. | 4,497,684 | 0.8 | ||||||||
2,701 | RenaissanceRe Holdings Ltd. | 529,450 | 0.1 | ||||||||
7,900 | SEI Investments Co. | 517,292 | 0.1 | ||||||||
10,208 | Selective Insurance Group | 665,460 | 0.1 | ||||||||
24,869 | Signature Bank | 3,397,354 | 0.6 | ||||||||
234,691 | SLM Corp. | 2,091,097 | 0.4 | ||||||||
37,618 | Sterling Bancorp | 792,987 | 0.2 | ||||||||
42,576 | Stifel Financial Corp. | 2,582,234 | 0.5 | ||||||||
30,972 | Synchrony Financial | 1,115,302 | 0.2 | ||||||||
92,648 | Synovus Financial Corp. | 3,631,802 | 0.7 | ||||||||
18,133 | UMB Financial Corp. | 1,244,649 | 0.2 | ||||||||
36,739 | Unum Group | 1,071,309 | 0.2 | ||||||||
53,759 | Webster Financial Corp. | 2,868,580 | 0.5 | ||||||||
47,021 | Wintrust Financial Corp. | 3,333,789 | 0.6 | ||||||||
35,932 | Zions Bancorp NA | 1,865,589 | 0.4 | ||||||||
89,129,617 | 16.5 | ||||||||||
Health Care: 9.6% | |||||||||||
16,387(1) | Amedisys, Inc. | 2,735,318 | 0.5 | ||||||||
6,665 | AmerisourceBergen Corp. | 566,658 | 0.1 | ||||||||
15,432(1) | Arrowhead Pharmaceuticals, Inc. | 978,852 | 0.2 | ||||||||
8,413(1) | Bio-Rad Laboratories, Inc. | 3,113,062 | 0.6 | ||||||||
4,858 | Bio-Techne Corp. | 1,066,380 | 0.2 | ||||||||
37,202 | Bruker Corp. | 1,896,186 | 0.4 | ||||||||
11,802(1) | Catalent, Inc. | 664,453 | 0.1 | ||||||||
11,422(1) | Centene Corp. | 718,101 | 0.1 | ||||||||
27,542(1) | Charles River Laboratories International, Inc. | 4,207,316 | 0.8 | ||||||||
9,166 | Chemed Corp. | 4,026,257 | 0.7 | ||||||||
27,151 | Encompass Health Corp. | 1,880,750 | 0.3 | ||||||||
115,499(1) | Exelixis, Inc. | 2,035,092 | 0.4 | ||||||||
23,210(1) | Haemonetics Corp. | 2,666,829 | 0.5 | ||||||||
15,489(1) | HealthEquity, Inc. | 1,147,270 | 0.2 | ||||||||
41,062 | Hill-Rom Holdings, Inc. | 4,661,769 | 0.9 | ||||||||
10,198(1) | Ligand Pharmaceuticals, Inc. | 1,063,549 | 0.2 | ||||||||
30,349(1) | Masimo Corp. | 4,796,963 | 0.9 | ||||||||
19,827(1) | Molina Healthcare, Inc. | 2,690,326 | 0.5 | ||||||||
24,188(1) | PRA Health Sciences, Inc. | 2,688,496 | 0.5 | ||||||||
28,354(1) | Prestige Consumer Healthcare, Inc. | 1,148,337 | 0.2 | ||||||||
12,354(1) | Repligen Corp. | 1,142,745 | 0.2 | ||||||||
31,452(1) | Syneos Health, Inc. | 1,870,608 | 0.3 | ||||||||
57,594(1) | Tenet Healthcare Corp. | 2,190,300 | 0.4 | ||||||||
7,699(1) | Veeva Systems, Inc. | 1,082,941 | 0.2 | ||||||||
6,548 | West Pharmaceutical Services, Inc. | 984,361 | 0.2 | ||||||||
52,022,919 | 9.6 | ||||||||||
Industrials: 15.9% | |||||||||||
9,809 | Acuity Brands, Inc. | 1,353,642 | 0.3 | ||||||||
33,184(1) | AECOM | 1,431,226 | 0.3 | ||||||||
20,695 | AGCO Corp. | 1,598,689 | 0.3 | ||||||||
35,374 | Allison Transmission Holdings, Inc. | 1,709,272 | 0.3 | ||||||||
13,951 | Ametek, Inc. | 1,391,473 | 0.3 | ||||||||
7,994 | Armstrong World Industries, Inc. | 751,196 | 0.1 | ||||||||
29,915(1) | ASGN, Inc. | 2,123,068 | 0.4 | ||||||||
23,851(1) | Avis Budget Group, Inc. | 768,956 | 0.1 | ||||||||
10,892 | Brink's Co. | 987,687 | 0.2 | ||||||||
12,590 | Carlisle Cos., Inc. | 2,037,566 | 0.4 | ||||||||
33,026 | Crane Co. | 2,852,786 | 0.5 | ||||||||
32,710 | Curtiss-Wright Corp. | 4,608,512 | 0.9 | ||||||||
40,824 | Deluxe Corp. | 2,037,934 | 0.4 | ||||||||
41,688 | EMCOR Group, Inc. | 3,597,674 | 0.7 | ||||||||
14,964 | Graco, Inc. | 778,128 | 0.1 | ||||||||
65,283 | Herman Miller, Inc. | 2,719,037 | 0.5 | ||||||||
32,804 | HNI Corp. | 1,228,838 | 0.2 | ||||||||
21,838 | Hubbell, Inc. | 3,228,093 | 0.6 | ||||||||
13,639 | IDEX Corp. | 2,345,908 | 0.4 | ||||||||
18,886 | Ingersoll-Rand PLC - Class A | 2,510,327 | 0.5 | ||||||||
6,214 | Insperity, Inc. | 534,653 | 0.1 | ||||||||
41,967 | ITT, Inc. | 3,101,781 | 0.6 | ||||||||
42,831(1) | JetBlue Airways Corp. | 801,796 | 0.1 | ||||||||
4,313 | Kansas City Southern | 660,579 | 0.1 | ||||||||
8,631 | Landstar System, Inc. | 982,812 | 0.2 | ||||||||
3,098 | Lennox International, Inc. | 755,819 | 0.1 | ||||||||
31,538 | Manpowergroup, Inc. | 3,062,340 | 0.6 | ||||||||
29,273(1) | Mastec, Inc. | 1,878,156 | 0.3 | ||||||||
33,011 | MSC Industrial Direct Co. | 2,590,373 | 0.5 | ||||||||
3,228 | Nordson Corp. | 525,648 | 0.1 | ||||||||
94,304 | nVent Electric PLC | 2,412,296 | 0.4 | ||||||||
12,819 | Old Dominion Freight Line | 2,432,790 | 0.4 | ||||||||
33,970 | Oshkosh Corp. | 3,215,260 | 0.6 | ||||||||
8,094 | Owens Corning, Inc. | 527,081 | 0.1 | ||||||||
33,174 | Regal Beloit Corp. | 2,840,026 | 0.5 | ||||||||
10,717 | Ryder System, Inc. | 582,040 | 0.1 | ||||||||
3,223(1) | Teledyne Technologies, Inc. | 1,116,898 | 0.2 | ||||||||
22,665 | Tetra Tech, Inc. | 1,952,816 | 0.4 | ||||||||
63,376 | Timken Co. | 3,568,703 | 0.7 | ||||||||
47,839 | Toro Co. | 3,811,333 | 0.7 | ||||||||
14,978(1) | United Airlines Holdings, Inc. | 1,319,412 | 0.2 | ||||||||
55,905 | Werner Enterprises, Inc. | 2,034,383 | 0.4 | ||||||||
14,936(1) | Wesco International, Inc. | 887,049 | 0.2 | ||||||||
25,484 | Woodward, Inc. | 3,018,325 | 0.6 | ||||||||
13,680(1) | XPO Logistics, Inc. | 1,090,296 | 0.2 | ||||||||
85,762,677 | 15.9 | ||||||||||
Information Technology: 14.9% | |||||||||||
37,399(1) | ACI Worldwide, Inc. | 1,416,861 | 0.3 | ||||||||
41,698(1) | Arrow Electronics, Inc. | 3,533,489 | 0.7 | ||||||||
88,104 | Avnet, Inc. | 3,739,134 | 0.7 | ||||||||
38,040 | Belden, Inc. | 2,092,200 | 0.4 | ||||||||
7,585 | Booz Allen Hamilton Holding Corp. | 539,521 | 0.1 | ||||||||
12,000(1) | CACI International, Inc. | 2,999,880 | 0.6 |
See Accompanying Notes to Financial Statements
12
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
22,893(1) | Cadence Design Systems, Inc. | 1,587,858 | 0.3 | ||||||||
21,819 | CDK Global, Inc. | 1,193,063 | 0.2 | ||||||||
12,099 | CDW Corp. | 1,728,221 | 0.3 | ||||||||
49,802(1) | Ciena Corp. | 2,126,047 | 0.4 | ||||||||
47,298(1) | Cirrus Logic, Inc. | 3,897,828 | 0.7 | ||||||||
14,881 | Cognex Corp. | 833,931 | 0.1 | ||||||||
26,225(1) | Commvault Systems, Inc. | 1,170,684 | 0.2 | ||||||||
30,746(1) | Dropbox, Inc. | 550,661 | 0.1 | ||||||||
3,406(1) | Euronet Worldwide, Inc. | 536,649 | 0.1 | ||||||||
15,513(1) | Fair Isaac Corp. | 5,812,411 | 1.1 | ||||||||
26,069(1) | Fortinet, Inc. | 2,783,126 | 0.5 | ||||||||
29,825 | j2 Global, Inc. | 2,794,901 | 0.5 | ||||||||
98,012 | Jabil, Inc. | 4,050,836 | 0.7 | ||||||||
81,486 | KBR, Inc. | 2,485,323 | 0.5 | ||||||||
26,726(1) | Lumentum Holdings, Inc. | 2,119,372 | 0.4 | ||||||||
9,691 | Maxim Integrated Products | 596,093 | 0.1 | ||||||||
12,798 | MAXIMUS, Inc. | 952,043 | 0.2 | ||||||||
39,754 | MKS Instruments, Inc. | 4,373,338 | 0.8 | ||||||||
31,101(1) | NCR Corp. | 1,093,511 | 0.2 | ||||||||
58,983 | Perspecta, Inc. | 1,559,511 | 0.3 | ||||||||
31,016(1) | Pure Storage, Inc. - Class A | 530,684 | 0.1 | ||||||||
77,980 | Sabre Corp. | 1,749,871 | 0.3 | ||||||||
40,013(1) | Semtech Corp. | 2,116,688 | 0.4 | ||||||||
9,092(1) | Silicon Laboratories, Inc. | 1,054,490 | 0.2 | ||||||||
9,403(1) | SolarEdge Technologies, Inc. | 894,131 | 0.2 | ||||||||
8,068(1) | Synaptics, Inc. | 530,632 | 0.1 | ||||||||
20,360 | SYNNEX Corp. | 2,622,368 | 0.5 | ||||||||
59,999 | Teradyne, Inc. | 4,091,332 | 0.8 | ||||||||
45,879(1) | Trimble, Inc. | 1,912,696 | 0.3 | ||||||||
2,280(1) | Tyler Technologies, Inc. | 684,046 | 0.1 | ||||||||
9,601 | Universal Display Corp. | 1,978,478 | 0.4 | ||||||||
4,010(1) | VeriSign, Inc. | 772,647 | 0.1 | ||||||||
12,588(1) | WEX, Inc. | 2,636,682 | 0.5 | ||||||||
8,106(1) | Zebra Technologies Corp. | 2,070,597 | 0.4 | ||||||||
80,211,834 | 14.9 | ||||||||||
Materials: 6.0% | |||||||||||
10,002 | Avery Dennison Corp. | 1,308,462 | 0.2 | ||||||||
18,586 | Carpenter Technology Corp. | 925,211 | 0.2 | ||||||||
9,098 | Celanese Corp. - Series A | 1,120,146 | 0.2 | ||||||||
58,454 | Chemours Co. | 1,057,433 | 0.2 | ||||||||
50,745 | Commercial Metals Co. | 1,130,091 | 0.2 | ||||||||
49,155 | Domtar Corp. | 1,879,687 | 0.3 | ||||||||
22,231 | Greif, Inc. - Class A | 982,610 | 0.2 | ||||||||
35,453 | Huntsman Corp. | 856,545 | 0.2 | ||||||||
12,284(1) | Ingevity Corp. | 1,073,376 | 0.2 | ||||||||
34,642 | Louisiana-Pacific Corp. | 1,027,828 | 0.2 | ||||||||
26,345 | Minerals Technologies, Inc. | 1,518,262 | 0.3 | ||||||||
30,341 | Olin Corp. | 523,382 | 0.1 | ||||||||
8,663 | Packaging Corp. of America | 970,169 | 0.2 | ||||||||
80,790 | PolyOne Corp. | 2,972,264 | 0.5 | ||||||||
27,974 | Reliance Steel & Aluminum Co. | 3,350,166 | 0.6 | ||||||||
6,166 | Royal Gold, Inc. | 753,794 | 0.1 | ||||||||
8,414 | RPM International, Inc. | 645,859 | 0.1 | ||||||||
5,455 | Scotts Miracle-Gro Co. | 579,212 | 0.1 | ||||||||
24,846 | Sensient Technologies Corp. | 1,642,072 | 0.3 | ||||||||
39,541 | Sonoco Products Co. | 2,440,471 | 0.5 | ||||||||
119,256 | Steel Dynamics, Inc. | 4,059,474 | 0.8 | ||||||||
32,596 | Worthington Industries, Inc. | 1,374,899 | 0.3 | ||||||||
32,191,413 | 6.0 | ||||||||||
Real Estate: 11.3% | |||||||||||
54,913 | Alexander & Baldwin, Inc. | 1,150,977 | 0.2 | ||||||||
49,656 | American Campus Communities, Inc. | 2,335,322 | 0.4 | ||||||||
4,472 | Boston Properties, Inc. | 616,510 | 0.1 | ||||||||
66,342 | Brixmor Property Group, Inc. | 1,433,651 | 0.3 | ||||||||
41,848 | Brookfield Property REIT, Inc. | 771,886 | 0.1 | ||||||||
31,414 | Camden Property Trust | 3,333,025 | 0.6 | ||||||||
27,797(1) | CBRE Group, Inc. | 1,703,678 | 0.3 | ||||||||
26,956 | Columbia Property Trust, Inc. | 563,650 | 0.1 | ||||||||
129,109 | CoreCivic, Inc. | 2,243,914 | 0.4 | ||||||||
78,003 | Corporate Office Properties Trust SBI MD | 2,291,728 | 0.4 | ||||||||
90,400 | Cousins Properties, Inc. | 3,724,480 | 0.7 | ||||||||
14,846 | CyrusOne, Inc. | 971,374 | 0.2 | ||||||||
70,830 | Douglas Emmett, Inc. | 3,109,437 | 0.6 | ||||||||
22,802 | EastGroup Properties, Inc. | 3,025,141 | 0.6 | ||||||||
39,911 | Equity Lifestyle Properties, Inc. | 2,809,335 | 0.5 | ||||||||
96,699 | First Industrial Realty Trust, Inc. | 4,013,976 | 0.7 | ||||||||
113,045 | Geo Group, Inc./The | 1,877,677 | 0.4 | ||||||||
76,326 | Highwoods Properties, Inc. | 3,733,105 | 0.7 | ||||||||
19,199 | Jones Lang LaSalle, Inc. | 3,342,354 | 0.6 | ||||||||
51,808 | Lamar Advertising Co. | 4,624,382 | 0.9 | ||||||||
9,711 | Liberty Property Trust | 583,146 | 0.1 | ||||||||
16,830 | Life Storage, Inc. | 1,822,352 | 0.3 | ||||||||
38,657 | Medical Properties Trust, Inc. | 816,049 | 0.2 | ||||||||
13,394 | National Retail Properties, Inc. | 718,186 | 0.1 | ||||||||
18,375 | Omega Healthcare Investors, Inc. | 778,181 | 0.1 | ||||||||
51,303 | Outfront Media, Inc. | 1,375,947 | 0.3 | ||||||||
13,415 | PS Business Parks, Inc. | 2,211,731 | 0.4 | ||||||||
95,069 | Retail Properties of America, Inc. | 1,273,925 | 0.2 | ||||||||
124,708 | Service Properties Trust | 3,034,146 | 0.6 | ||||||||
8,740 | SL Green Realty Corp. | 803,031 | 0.2 | ||||||||
61,092,296 | 11.3 | ||||||||||
Utilities: 4.7% | |||||||||||
57,365 | AES Corp. | 1,141,564 | 0.2 | ||||||||
28,999 | Ameren Corp. | 2,227,123 | 0.4 | ||||||||
11,751 | Aqua America, Inc. | 551,592 | 0.1 | ||||||||
16,767 | Black Hills Corp. | 1,316,880 | 0.3 | ||||||||
37,400 | Idacorp, Inc. | 3,994,320 | 0.7 | ||||||||
29,937 | MDU Resources Group, Inc. | 889,428 | 0.2 | ||||||||
45,788 | NorthWestern Corp. | 3,281,626 | 0.6 | ||||||||
37,667 | NRG Energy, Inc. | 1,497,263 | 0.3 | ||||||||
34,490 | OGE Energy Corp. | 1,533,771 | 0.3 | ||||||||
13,817 | Pinnacle West Capital Corp. | 1,242,563 | 0.2 | ||||||||
60,956 | PNM Resources, Inc. | 3,091,079 | 0.6 | ||||||||
8,863 | Southwest Gas Holdings, Inc. | 673,322 | 0.1 |
See Accompanying Notes to Financial Statements
13
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
87,414 | UGI Corp. | 3,947,616 | 0.7 | ||||||||
25,388,147 | 4.7 | ||||||||||
Total Common Stock | |||||||||||
(Cost $464,973,788) | 532,606,913 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 2.5% | |||||||||||
Repurchase Agreements: 1.2% | |||||||||||
1,499,737(3) | Bank of Montreal, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,499,866, collateralized by various U.S. Government Agency Obligations, 2.500%-5.000%, Market Value plus accrued interest $1,529,732, due 04/20/49-12/01/49) | 1,499,737 | 0.3 | ||||||||
444,338(3) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $444,377, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $453,265, due 01/15/20-11/15/48) | 444,338 | 0.1 | ||||||||
1,499,737(3) | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,499,866, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,529,732, due 02/13/20-09/20/69) | 1,499,737 | 0.3 | ||||||||
1,499,737(3) | Daiwa Capital Markets, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,499,867, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.030%, Market Value plus accrued interest $1,529,732, due 01/14/20-12/20/49) | 1,499,737 | 0.2 | ||||||||
1,499,737(3) | Jefferies LLC, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,499,867, collateralized by various U.S. Government Securities, 0.000%-2.875%, Market Value plus accrued interest $1,529,732, due 01/28/20-05/15/27) | 1,499,737 | 0.3 |
Total Repurchase Agreements | |||||||||
(Cost $6,443,286) | 6,443,286 | 1.2 |
Shares | Value | Percentage of Net Assets |
Mutual Funds: 1.3% |
6,794,000(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | ||||||||||
(Cost $6,794,000) | 6,794,000 | 1.3 |
Total Short-Term Investments | |||||||||
(Cost $13,237,286) | 13,237,286 | 2.5 | |||||||
Total Investments in Securities (Cost $478,211,074) | $ | 545,844,199 | 101.1 | ||||||
Liabilities in Excess of Other Assets | (6,093,093) | (1.1) | |||||||
Net Assets | $ | 539,751,106 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
14
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 98.2% | |||||||||||
Communication Services: 2.1% | |||||||||||
27,367 | Cogent Communications Holdings, Inc. | $ | 1,801,022 | 0.7 | |||||||
24,649 | EW Scripps Co. | 387,236 | 0.2 | ||||||||
14,594(1) | Gray Television, Inc. | 312,895 | 0.1 | ||||||||
16,297(1) | Imax Corp. | 332,948 | 0.1 | ||||||||
42,708(1) | Iridium Communications, Inc. | 1,052,325 | 0.4 | ||||||||
18,940 | Marcus Corp. | 601,724 | 0.3 | ||||||||
22,632(1) | QuinStreet, Inc. | 346,496 | 0.1 | ||||||||
9,830(1) | TechTarget, Inc. | 256,563 | 0.1 | ||||||||
43,975(1) | Vonage Holdings Corp. | 325,855 | 0.1 | ||||||||
5,417,064 | 2.1 | ||||||||||
Consumer Discretionary: 12.8% | |||||||||||
31,330 | Abercrombie & Fitch Co. - Class A | 541,696 | 0.2 | ||||||||
90,829(1) | American Axle & Manufacturing Holdings, Inc. | 977,320 | 0.4 | ||||||||
8,570(1) | Asbury Automotive Group, Inc. | 958,040 | 0.4 | ||||||||
77,694(1) | Barnes & Noble Education, Inc. | 331,753 | 0.1 | ||||||||
10,194 | BJ's Restaurants, Inc. | 386,964 | 0.2 | ||||||||
15,102 | Bloomin Brands, Inc. | 333,301 | 0.1 | ||||||||
15,775(1) | Boot Barn Holdings, Inc. | 702,461 | 0.3 | ||||||||
13,177 | Caleres, Inc. | 312,954 | 0.1 | ||||||||
56,891 | Callaway Golf Co. | 1,206,089 | 0.5 | ||||||||
60,117(1) | Career Education Corp. | 1,105,552 | 0.4 | ||||||||
1,615(1) | Cavco Industries, Inc. | 315,539 | 0.1 | ||||||||
11,339(1) | Chegg, Inc. | 429,861 | 0.2 | ||||||||
29,241 | Clarus Corp. | 396,508 | 0.2 | ||||||||
19,824(1) | Conn's, Inc. | 245,619 | 0.1 | ||||||||
26,529 | Core-Mark Holding Co., Inc. | 721,324 | 0.3 | ||||||||
35,872(1) | CROCS, Inc. | 1,502,678 | 0.6 | ||||||||
42,446 | Dana, Inc. | 772,517 | 0.3 | ||||||||
16,386 | Dave & Buster's Entertainment, Inc. | 658,226 | 0.3 | ||||||||
4,612(1) | Deckers Outdoor Corp. | 778,782 | 0.3 | ||||||||
21,646 | Designer Brands, Inc. | 340,708 | 0.1 | ||||||||
19,281 | Ethan Allen Interiors, Inc. | 367,496 | 0.1 | ||||||||
25,391(1) | Everi Holdings, Inc. | 341,001 | 0.1 | ||||||||
5,124(1) | Fox Factory Holding Corp. | 356,477 | 0.1 | ||||||||
27,045(1) | Garrett Motion, Inc. | 270,180 | 0.1 | ||||||||
11,029(1) | Genesco, Inc. | 528,510 | 0.2 | ||||||||
22,449(1) | G-III Apparel Group Ltd. | 752,041 | 0.3 | ||||||||
10,877 | Group 1 Automotive, Inc. | 1,087,700 | 0.4 | ||||||||
36,355 | La-Z-Boy, Inc. | 1,144,455 | 0.5 | ||||||||
6,382 | Lithia Motors, Inc. | 938,154 | 0.4 | ||||||||
30,211(1) | M/I Homes, Inc. | 1,188,803 | 0.5 | ||||||||
15,754(1) | MarineMax, Inc. | 262,934 | 0.1 | ||||||||
28,425 | MDC Holdings, Inc. | 1,084,698 | 0.4 | ||||||||
11,633(1) | Meritage Homes Corp. | 710,893 | 0.3 | ||||||||
417,734 | Office Depot, Inc. | 1,144,591 | 0.5 | ||||||||
16,415(2) | PetMed Express, Inc. | 386,081 | 0.1 | ||||||||
24,454 | Rent-A-Center, Inc. | 705,253 | 0.3 | ||||||||
7,061(1),(2) | RH | 1,507,523 | 0.6 | ||||||||
4,396(1) | Shake Shack, Inc. | 261,870 | 0.1 | ||||||||
16,501(2) | Shoe Carnival, Inc. | 615,157 | 0.2 | ||||||||
5,535(1) | Stamps.com, Inc. | 462,283 | 0.2 | ||||||||
34,155 | Steven Madden Ltd. | 1,469,007 | 0.6 | ||||||||
2,613 | Strategic Education, Inc. | 415,206 | 0.2 | ||||||||
82,133(2) | Tailored Brands, Inc. | 340,031 | 0.1 | ||||||||
19,188(1) | TopBuild Corp. | 1,977,899 | 0.8 | ||||||||
3,869 | Wingstop, Inc. | 333,624 | 0.1 | ||||||||
18,644(1) | Zumiez, Inc. | 643,964 | 0.3 | ||||||||
32,313,723 | 12.8 | ||||||||||
Consumer Staples: 3.8% | |||||||||||
18,646(1) | Central Garden & Pet Co. | 579,331 | 0.2 | ||||||||
7,046(1) | Chefs' Warehouse Holdings, Inc. | 268,523 | 0.1 | ||||||||
1,010 | Coca-Cola Consolidated, Inc. | 286,891 | 0.1 | ||||||||
59,728(1) | Darling Ingredients, Inc. | 1,677,162 | 0.7 | ||||||||
10,737 | Fresh Del Monte Produce, Inc. | 375,580 | 0.1 | ||||||||
6,139 | Inter Parfums, Inc. | 446,367 | 0.2 | ||||||||
3,857 | J&J Snack Foods Corp. | 710,729 | 0.3 | ||||||||
9,987 | John B Sanfilippo & Son, Inc. | 911,613 | 0.4 | ||||||||
9,182(2) | Medifast, Inc. | 1,006,164 | 0.4 | ||||||||
17,366(1) | Performance Food Group Co. | 894,002 | 0.3 | ||||||||
32,917 | SpartanNash Co. | 468,738 | 0.2 | ||||||||
15,826 | Universal Corp. | 903,032 | 0.4 | ||||||||
73,152 | Vector Group Ltd. | 979,505 | 0.4 | ||||||||
9,507,637 | 3.8 | ||||||||||
Energy: 4.3% | |||||||||||
5,164 | Arch Coal, Inc. | 370,465 | 0.2 | ||||||||
10,322 | Cactus, Inc. | 354,251 | 0.1 | ||||||||
189,916(1) | Callon Petroleum Co. | 917,294 | 0.4 | ||||||||
20,960(1) | CONSOL Energy, Inc. | 304,130 | 0.1 | ||||||||
262,953(1) | Denbury Resources, Inc. | 370,764 | 0.2 | ||||||||
8,266(2) | DMC Global, Inc. | 371,474 | 0.2 | ||||||||
11,785(1) | Dril-Quip, Inc. | 552,834 | 0.2 | ||||||||
35,992(1) | Exterran Corp. | 281,817 | 0.1 | ||||||||
92,804(1) | Gulfport Energy Corp. | 282,124 | 0.1 | ||||||||
70,633(1) | Helix Energy Solutions Group, Inc. | 680,196 | 0.3 | ||||||||
36,204(1) | KLX Energy Services Holdings, Inc. | 233,154 | 0.1 | ||||||||
160,375(1) | Laredo Petroleum, Inc. | 460,276 | 0.2 | ||||||||
31,689 | Liberty Oilfield Services, Inc. | 352,382 | 0.1 | ||||||||
43,499(1) | Matrix Service Co. | 995,257 | 0.4 | ||||||||
86,243(1) | NexTier Oilfield Solutions, Inc. | 577,828 | 0.2 | ||||||||
26,371(1) | PDC Energy, Inc. | 690,129 | 0.3 | ||||||||
33,920 | Peabody Energy Corp. | 309,350 | 0.1 | ||||||||
8,590(1) | Penn Virginia Corp. | 260,707 | 0.1 | ||||||||
71,384(1) | ProPetro Holding Corp. | 803,070 | 0.3 | ||||||||
59,188 | QEP Resources, Inc. | 266,346 | 0.1 | ||||||||
4,436(1) | REX American Resources Corp. | 363,575 | 0.1 | ||||||||
109,204(1) | SRC Energy, Inc. | 449,920 | 0.2 | ||||||||
42,686 | US Silica Holdings, Inc. | 262,519 | 0.1 | ||||||||
48,628(1),(2) | Whiting Petroleum Corp. | 356,930 | 0.1 | ||||||||
10,866,792 | 4.3 | ||||||||||
Financials: 15.7% | |||||||||||
15,229 | Amalgamated Bank | 296,204 | 0.1 |
See Accompanying Notes to Financial Statements
15
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
56,195 | American Equity Investment Life Holding Co. | 1,681,916 | 0.7 | ||||||||
12,430 | Ameris Bancorp. | 528,772 | 0.2 | ||||||||
11,298 | Amerisafe, Inc. | 746,007 | 0.3 | ||||||||
18,249(1) | Axos Financial, Inc. | 552,580 | 0.2 | ||||||||
50,560(1) | Bancorp, Inc. | 655,763 | 0.3 | ||||||||
20,199 | Bank of NT Butterfield & Son Ltd. | 747,767 | 0.3 | ||||||||
32,349 | Brightsphere Investment Group, Inc. | 330,607 | 0.1 | ||||||||
40,603 | Cadence BanCorp | 736,132 | 0.3 | ||||||||
35,767 | Central Pacific Financial Corp. | 1,057,988 | 0.4 | ||||||||
7,389 | Cohen & Steers, Inc. | 463,734 | 0.2 | ||||||||
12,069 | Columbia Banking System, Inc. | 491,027 | 0.2 | ||||||||
4,438 | Community Bank System, Inc. | 314,832 | 0.1 | ||||||||
41,167(1) | Customers Bancorp, Inc. | 980,186 | 0.4 | ||||||||
16,800 | CVB Financial Corp. | 362,544 | 0.2 | ||||||||
19,601 | Eagle Bancorp, Inc. | 953,197 | 0.4 | ||||||||
25,468 | Employers Holdings, Inc. | 1,063,289 | 0.4 | ||||||||
7,377(1) | Encore Capital Group, Inc. | 260,851 | 0.1 | ||||||||
32,820(1) | Enova International, Inc. | 789,649 | 0.3 | ||||||||
17,707 | Essent Group Ltd. | 920,587 | 0.4 | ||||||||
142,871 | First BanCorp. Puerto Rico | 1,513,004 | 0.6 | ||||||||
46,206 | First Commonwealth Financial Corp. | 670,449 | 0.3 | ||||||||
13,025 | First Financial Bancorp. | 331,356 | 0.1 | ||||||||
11,268 | First of Long Island Corp. | 282,601 | 0.1 | ||||||||
33,055 | Flagstar Bancorp, Inc. | 1,264,354 | 0.5 | ||||||||
6,805 | Glacier Bancorp., Inc. | 312,962 | 0.1 | ||||||||
4,120 | Great Southern Bancorp., Inc. | 260,878 | 0.1 | ||||||||
31,204 | Great Western Bancorp, Inc. | 1,084,027 | 0.4 | ||||||||
15,023(1) | Hallmark Financial Services | 263,954 | 0.1 | ||||||||
30,563 | Hanmi Financial Corp. | 611,107 | 0.2 | ||||||||
9,709 | HCI Group, Inc. | 443,216 | 0.2 | ||||||||
9,799(1) | HomeStreet, Inc. | 333,166 | 0.1 | ||||||||
47,653 | Hope Bancorp, Inc. | 708,124 | 0.3 | ||||||||
17,664 | Horace Mann Educators Corp. | 771,210 | 0.3 | ||||||||
6,222 | Houlihan Lokey, Inc. | 304,069 | 0.1 | ||||||||
5,824 | Iberiabank Corp. | 435,810 | 0.2 | ||||||||
2,875 | Independent Bank Corp. | 239,344 | 0.1 | ||||||||
22,773 | Independent Bank Corp. Michigan | 515,808 | 0.2 | ||||||||
20,480 | Navient Corp. | 280,166 | 0.1 | ||||||||
53,302(1) | NMI Holdings, Inc. | 1,768,560 | 0.7 | ||||||||
53,488 | OFG Bancorp | 1,262,852 | 0.5 | ||||||||
13,630 | Old National Bancorp. | 249,293 | 0.1 | ||||||||
15,395 | Oppenheimer Holdings, Inc. | 423,055 | 0.2 | ||||||||
8,135 | Federal Agricultural Mortgage Corp. | 679,273 | 0.3 | ||||||||
8,494 | Piper Jaffray Cos. | 679,010 | 0.3 | ||||||||
21,234 | Provident Financial Services, Inc. | 523,418 | 0.2 | ||||||||
39,717 | Radian Group, Inc. | 999,280 | 0.4 | ||||||||
72,660 | Redwood Trust, Inc. | 1,201,796 | 0.5 | ||||||||
12,701(1) | Regional Management Corp. | 381,411 | 0.2 | ||||||||
30,745(1) | Seacoast Banking Corp. of Florida | 939,875 | 0.4 | ||||||||
57,138 | Simmons First National Corp. | 1,530,727 | 0.6 | ||||||||
13,758 | Stewart Information Services Corp. | 561,189 | 0.2 | ||||||||
1 | TCF Financial Corp. | 47 | 0.0 | ||||||||
30,664(1) | Third Point Reinsurance Ltd. | 322,585 | 0.1 | ||||||||
60,190 | United Community Banks, Inc./GA | 1,858,667 | 0.7 | ||||||||
42,198 | United Community Financial Corp. | 492,029 | 0.2 | ||||||||
29,451 | Universal Insurance Holdings, Inc. | 824,333 | 0.3 | ||||||||
17,270(2) | Victory Capital Holdings, Inc. | 362,152 | 0.1 | ||||||||
39,618,789 | 15.7 | ||||||||||
Health Care: 12.3% | |||||||||||
5,709(1) | Acadia Pharmaceuticals, Inc. | 244,231 | 0.1 | ||||||||
153,754(1) | Acorda Therapeutics, Inc. | 313,658 | 0.1 | ||||||||
29,752(1),(2) | AMAG Pharmaceuticals, Inc. | 362,082 | 0.1 | ||||||||
6,680(1) | Amedisys, Inc. | 1,115,026 | 0.4 | ||||||||
25,620(1) | Amicus Therapeutics, Inc. | 249,539 | 0.1 | ||||||||
26,105(1) | AMN Healthcare Services, Inc. | 1,626,603 | 0.7 | ||||||||
7,832(1) | Anika Therapeutics, Inc. | 406,089 | 0.2 | ||||||||
5,739(1) | Arrowhead Pharmaceuticals, Inc. | 364,025 | 0.1 | ||||||||
10,726(1) | BioTelemetry, Inc. | 496,614 | 0.2 | ||||||||
16,844(1) | Cardiovascular Systems, Inc. | 818,450 | 0.3 | ||||||||
199,999(1) | Castlight Health, Inc. | 265,999 | 0.1 | ||||||||
14,121(1) | Coherus Biosciences, Inc. | 254,249 | 0.1 | ||||||||
5,413 | Conmed Corp. | 605,336 | 0.2 | ||||||||
22,532(1) | Corcept Therapeutics, Inc. | 272,637 | 0.1 | ||||||||
10,053(1) | Corvel Corp. | 878,230 | 0.4 | ||||||||
3,793(1) | CRISPR Therapeutics AG | 231,013 | 0.1 | ||||||||
37,320(1) | Cross Country Healthcare, Inc. | 433,658 | 0.2 | ||||||||
10,254(1) | Cutera, Inc. | 367,196 | 0.2 | ||||||||
8,739(1) | Eagle Pharmaceuticals, Inc./DE | 525,039 | 0.2 | ||||||||
21,250(1) | Emergent Biosolutions, Inc. | 1,146,437 | 0.5 | ||||||||
4,645(1) | Enanta Pharmaceuticals, Inc. | 286,968 | 0.1 | ||||||||
109,332(1) | Endo International PLC | 512,767 | 0.2 | ||||||||
18,423 | Ensign Group, Inc. | 835,851 | 0.3 | ||||||||
3,789(1) | Haemonetics Corp. | 435,356 | 0.2 | ||||||||
19,616(1) | Hanger Orthopedic Group, Inc. | 541,598 | 0.2 | ||||||||
30,408(1) | HMS Holdings Corp. | 900,077 | 0.4 | ||||||||
19,533(1) | Integer Holdings Corp. | 1,571,039 | 0.6 | ||||||||
30,199 | Invacare Corp. | 272,395 | 0.1 | ||||||||
34,947(1),(2) | Lannett Co., Inc. | 308,233 | 0.1 | ||||||||
34,165(1) | Lantheus Holdings, Inc. | 700,724 | 0.3 | ||||||||
2,631(1) | LHC Group, Inc. | 362,447 | 0.1 | ||||||||
26,464 | Luminex Corp. | 612,906 | 0.2 |
See Accompanying Notes to Financial Statements
16
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
10,352(1) | Magellan Health, Inc. | 810,044 | 0.3 | ||||||||
13,513(1) | Medpace Holdings, Inc. | 1,135,903 | 0.5 | ||||||||
36,840 | Meridian Bioscience, Inc. | 359,927 | 0.1 | ||||||||
27,606(1) | Merit Medical Systems, Inc. | 861,859 | 0.3 | ||||||||
14,248(1) | Momenta Pharmaceuticals, Inc. | 281,113 | 0.1 | ||||||||
22,812(1) | Myriad Genetics, Inc. | 621,171 | 0.3 | ||||||||
10,496(1) | Natera, Inc. | 353,610 | 0.1 | ||||||||
8,994(1) | Natus Medical, Inc. | 296,712 | 0.1 | ||||||||
5,464(1) | Neogen Corp. | 356,581 | 0.1 | ||||||||
22,765(1) | NeoGenomics, Inc. | 665,876 | 0.3 | ||||||||
3,024(1) | Novocure Ltd. | 254,832 | 0.1 | ||||||||
14,297(1) | Omnicell, Inc. | 1,168,351 | 0.5 | ||||||||
31,292(1) | OraSure Technologies, Inc. | 251,275 | 0.1 | ||||||||
14,605(1) | Orthofix Medical, Inc. | 674,459 | 0.3 | ||||||||
70,642 | Owens & Minor, Inc. | 365,219 | 0.2 | ||||||||
19,497(1) | Pfenex, Inc. | 214,077 | 0.1 | ||||||||
16,405 | Phibro Animal Health Corp. | 407,336 | 0.2 | ||||||||
12,084(1) | Radius Health, Inc. | 243,613 | 0.1 | ||||||||
10,152(1) | REGENXBIO, Inc. | 415,927 | 0.2 | ||||||||
6,041(1) | Repligen Corp. | 558,792 | 0.2 | ||||||||
10,839(1) | Select Medical Holdings Corp. | 252,982 | 0.1 | ||||||||
37,529(1),(2) | Spectrum Pharmaceuticals, Inc. | 136,606 | 0.1 | ||||||||
24,587(1) | Supernus Pharmaceuticals, Inc. | 583,204 | 0.2 | ||||||||
38,175(1) | Tivity Health, Inc. | 776,670 | 0.3 | ||||||||
15,050(1) | Triple-S Management Corp. | 278,274 | 0.1 | ||||||||
18,356(1) | Vanda Pharmaceuticals, Inc. | 301,222 | 0.1 | ||||||||
30,942,107 | 12.3 | ||||||||||
Industrials: 18.5% | |||||||||||
7,217 | AAR Corp. | 325,487 | 0.1 | ||||||||
8,537 | ABM Industries, Inc. | 321,930 | 0.1 | ||||||||
27,491(1) | Aerojet Rocketdyne Holdings, Inc. | 1,255,239 | 0.5 | ||||||||
4,271 | Albany International Corp. | 324,254 | 0.1 | ||||||||
4,714(1) | American Woodmark Corp. | 492,660 | 0.2 | ||||||||
18,025 | Applied Industrial Technologies, Inc. | 1,202,087 | 0.5 | ||||||||
29,306 | ArcBest Corp. | 808,846 | 0.3 | ||||||||
5,970(1) | ASGN, Inc. | 423,691 | 0.2 | ||||||||
24,505(1) | Atkore International Group, Inc. | 991,472 | 0.4 | ||||||||
13,169(1) | Atlas Air Worldwide Holdings, Inc. | 363,069 | 0.1 | ||||||||
8,390 | AZZ, Inc. | 385,521 | 0.1 | ||||||||
31,803 | Barnes Group, Inc. | 1,970,514 | 0.8 | ||||||||
24,594 | Brady Corp. | 1,408,252 | 0.6 | ||||||||
4,264(1) | Chart Industries, Inc. | 287,777 | 0.1 | ||||||||
10,647 | Columbus McKinnon Corp. | 426,199 | 0.2 | ||||||||
13,331 | Comfort Systems USA, Inc. | 664,550 | 0.3 | ||||||||
46,152(1) | Commercial Vehicle Group, Inc. | 293,065 | 0.1 | ||||||||
10,450 | CSW Industrials, Inc. | 804,650 | 0.3 | ||||||||
9,520(1) | DXP Enterprises, Inc. | 378,991 | 0.1 | ||||||||
7,850 | EMCOR Group, Inc. | 677,455 | 0.3 | ||||||||
4,520 | Encore Wire Corp. | 259,448 | 0.1 | ||||||||
20,086 | EnPro Industries, Inc. | 1,343,352 | 0.5 | ||||||||
13,750 | Exponent, Inc. | 948,888 | 0.4 | ||||||||
43,752 | Federal Signal Corp. | 1,411,002 | 0.6 | ||||||||
5,445(1) | FTI Consulting, Inc. | 602,544 | 0.2 | ||||||||
4,789(1) | Gibraltar Industries, Inc. | 241,557 | 0.1 | ||||||||
19,400(1) | GMS, Inc. | 525,352 | 0.2 | ||||||||
37,774(1) | Great Lakes Dredge & Dock Corp. | 427,979 | 0.2 | ||||||||
13,853 | Griffon Corp. | 281,631 | 0.1 | ||||||||
33,347(1) | Harsco Corp. | 767,314 | 0.3 | ||||||||
29,030 | Hawaiian Holdings, Inc. | 850,289 | 0.3 | ||||||||
28,658 | Heidrick & Struggles International, Inc. | 931,385 | 0.4 | ||||||||
17,891 | Herman Miller, Inc. | 745,160 | 0.3 | ||||||||
44,197 | Hillenbrand, Inc. | 1,472,202 | 0.6 | ||||||||
23,693(1) | HUB Group, Inc. | 1,215,214 | 0.5 | ||||||||
5,711 | John Bean Technologies Corp. | 643,401 | 0.3 | ||||||||
27,543 | Kelly Services, Inc. | 621,921 | 0.2 | ||||||||
11,186 | Knoll, Inc. | 282,558 | 0.1 | ||||||||
33,265 | Korn Ferry | 1,410,436 | 0.6 | ||||||||
14,524 | Marten Transport Ltd. | 312,121 | 0.1 | ||||||||
3,566 | Moog, Inc. | 304,287 | 0.1 | ||||||||
7,479 | Patrick Industries, Inc. | 392,124 | 0.2 | ||||||||
23,734(1) | PGT Innovations, Inc. | 353,874 | 0.1 | ||||||||
8,230 | Powell Industries, Inc. | 403,188 | 0.2 | ||||||||
34,766 | Quanex Building Products Corp. | 593,803 | 0.2 | ||||||||
79,121 | RR Donnelley & Sons Co. | 312,528 | 0.1 | ||||||||
12,017(1) | Saia, Inc. | 1,119,023 | 0.4 | ||||||||
24,577 | Simpson Manufacturing Co., Inc. | 1,971,813 | 0.8 | ||||||||
27,817 | Skywest, Inc. | 1,797,813 | 0.7 | ||||||||
28,345(1) | SPX Corp. | 1,442,194 | 0.6 | ||||||||
35,568(1) | SPX FLOW, Inc. | 1,738,208 | 0.7 | ||||||||
18,434(1) | Sterling Construction Co., Inc. | 259,551 | 0.1 | ||||||||
10,002 | Tennant Co. | 779,356 | 0.3 | ||||||||
7,605 | Tetra Tech, Inc. | 655,247 | 0.3 | ||||||||
15,666(1) | Trimas Corp. | 492,069 | 0.2 | ||||||||
10,517(1) | TrueBlue, Inc. | 253,039 | 0.1 | ||||||||
5,671 | Unifirst Corp. | 1,145,429 | 0.5 | ||||||||
39,418 | Universal Forest Products, Inc. | 1,880,239 | 0.7 | ||||||||
17,683 | Watts Water Technologies, Inc. | 1,764,056 | 0.7 | ||||||||
46,757,304 | 18.5 | ||||||||||
Information Technology: 13.9% | |||||||||||
13,141(1) | Advanced Energy Industries, Inc. | 935,639 | 0.4 | ||||||||
7,312(1) | Alarm.com Holdings, Inc. | 314,197 | 0.1 | ||||||||
33,700(1) | Axcelis Technologies, Inc. | 812,002 | 0.3 | ||||||||
14,762 | Bel Fuse, Inc. | 302,621 | 0.1 | ||||||||
4,744 | Belden, Inc. | 260,920 | 0.1 | ||||||||
29,466 | Benchmark Electronics, Inc. | 1,012,452 | 0.4 | ||||||||
13,492(1) | Bottomline Technologies de, Inc. | 723,171 | 0.3 | ||||||||
9,427 | Brooks Automation, Inc. | 395,557 | 0.2 | ||||||||
16,612(1) | Cardtronics plc | 741,726 | 0.3 | ||||||||
24,771 | Cohu, Inc. | 566,017 | 0.2 | ||||||||
45,967(1) | Diebold Nixdorf, Inc. | 485,412 | 0.2 | ||||||||
31,795(1) | Digital Turbine, Inc. | 226,698 | 0.1 | ||||||||
25,426(1) | Diodes, Inc. | 1,433,264 | 0.6 | ||||||||
4,815(1) | ePlus, Inc. | 405,856 | 0.2 | ||||||||
32,975 | EVERTEC, Inc. | 1,122,469 | 0.4 |
See Accompanying Notes to Financial Statements
17
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
8,922(1) | ExlService Holdings, Inc. | 619,722 | 0.2 | ||||||||
125,871(1) | Extreme Networks, Inc. | 927,669 | 0.4 | ||||||||
20,176(1) | Fabrinet | 1,308,212 | 0.5 | ||||||||
41,680(1) | Formfactor, Inc. | 1,082,430 | 0.4 | ||||||||
26,122(1) | Ichor Holdings Ltd. | 869,079 | 0.3 | ||||||||
19,886(1) | Insight Enterprises, Inc. | 1,397,787 | 0.6 | ||||||||
3,123(1) | Itron, Inc. | 262,176 | 0.1 | ||||||||
33,966(1) | Knowles Corp. | 718,381 | 0.3 | ||||||||
33,372 | Kulicke & Soffa Industries, Inc. | 907,718 | 0.4 | ||||||||
9,382 | Mantech International Corp. | 749,434 | 0.3 | ||||||||
45,096 | NIC, Inc. | 1,007,896 | 0.4 | ||||||||
43,822(1) | Onto Innovation, Inc. | 1,601,256 | 0.6 | ||||||||
25,803(1) | Perficient, Inc. | 1,188,744 | 0.5 | ||||||||
23,333(1) | Plexus Corp. | 1,795,241 | 0.7 | ||||||||
3,947 | Power Integrations, Inc. | 390,398 | 0.2 | ||||||||
39,848 | Progress Software Corp. | 1,655,684 | 0.7 | ||||||||
11,020(1) | Qualys, Inc. | 918,737 | 0.4 | ||||||||
34,469(1) | Rambus, Inc. | 474,810 | 0.2 | ||||||||
2,333(1) | Rogers Corp. | 290,995 | 0.1 | ||||||||
27,340(1) | Sanmina Corp. | 936,122 | 0.4 | ||||||||
19,894(1) | Scansource, Inc. | 735,083 | 0.3 | ||||||||
23,132(1) | SecureWorks Corp. | 385,379 | 0.1 | ||||||||
12,351(1) | SMART Global Holdings, Inc. | 468,597 | 0.2 | ||||||||
4,703(1),(2) | SolarEdge Technologies, Inc. | 447,208 | 0.2 | ||||||||
10,907(1) | SPS Commerce, Inc. | 604,466 | 0.2 | ||||||||
11,197(1) | SYKES Enterprises, Inc. | 414,177 | 0.2 | ||||||||
57,520(1) | TTM Technologies, Inc. | 865,676 | 0.3 | ||||||||
25,440(1) | Ultra Clean Holdings, Inc. | 597,077 | 0.2 | ||||||||
30,599(1) | Viavi Solutions, Inc. | 458,985 | 0.2 | ||||||||
18,462(1) | Virtusa Corp. | 836,882 | 0.3 | ||||||||
8,353(1) | Workiva, Inc. | 351,244 | 0.1 | ||||||||
35,005,266 | 13.9 | ||||||||||
Materials: 4.4% | |||||||||||
12,669(1) | AdvanSix, Inc. | 252,873 | 0.1 | ||||||||
2,528 | Balchem Corp. | 256,921 | 0.1 | ||||||||
24,272 | Boise Cascade Co. | 886,656 | 0.4 | ||||||||
25,775(1) | Ferro Corp. | 382,243 | 0.2 | ||||||||
25,860 | FutureFuel Corp. | 320,405 | 0.1 | ||||||||
6,705 | Hawkins, Inc. | 307,156 | 0.1 | ||||||||
9,364 | Innospec, Inc. | 968,612 | 0.4 | ||||||||
3,367 | Kaiser Aluminum Corp. | 373,367 | 0.2 | ||||||||
17,955(1) | Koppers Holdings, Inc. | 686,240 | 0.3 | ||||||||
30,649(1) | Kraton Corp. | 776,033 | 0.3 | ||||||||
11,684 | Materion Corp. | 694,614 | 0.3 | ||||||||
20,234 | Myers Industries, Inc. | 337,503 | 0.1 | ||||||||
17,059 | Olympic Steel, Inc. | 305,697 | 0.1 | ||||||||
15,821 | PolyOne Corp. | 582,055 | 0.2 | ||||||||
1,951 | Quaker Chemical Corp. | 320,979 | 0.1 | ||||||||
15,530 | Stepan Co. | 1,590,893 | 0.6 | ||||||||
14,499 | Tredegar Corp. | 324,053 | 0.1 | ||||||||
11,634 | Trinseo SA | 432,901 | 0.2 | ||||||||
18,550(1) | Verso Corp. | 334,457 | 0.1 | ||||||||
41,242 | Warrior Met Coal, Inc. | 871,443 | 0.4 | ||||||||
11,005,101 | 4.4 | ||||||||||
Real Estate: 8.5% | |||||||||||
5,033 | Agree Realty Corp. | 353,166 | 0.1 | ||||||||
2,033 | Alexander's, Inc. | 671,601 | 0.3 | ||||||||
28,202 | American Assets Trust, Inc. | 1,294,472 | 0.5 | ||||||||
47,097 | Armada Hoffler Properties, Inc. | 864,230 | 0.3 | ||||||||
112,581 | Ashford Hospitality Trust, Inc. | 314,101 | 0.1 | ||||||||
20,976 | CareTrust REIT, Inc. | 432,735 | 0.2 | ||||||||
297,031(2) | CBL & Associates Properties, Inc. | 311,883 | 0.1 | ||||||||
100,785 | Cedar Realty Trust, Inc. | 297,316 | 0.1 | ||||||||
40,469 | Chatham Lodging Trust | 742,201 | 0.3 | ||||||||
29,921 | CoreCivic, Inc. | 520,027 | 0.2 | ||||||||
8,599 | Corporate Office Properties Trust SBI MD | 252,639 | 0.1 | ||||||||
12,653(1) | Cushman & Wakefield PLC | 258,627 | 0.1 | ||||||||
142,127 | DiamondRock Hospitality Co. | 1,574,767 | 0.6 | ||||||||
6,963 | EastGroup Properties, Inc. | 923,781 | 0.4 | ||||||||
54,729 | Essential Properties Realty Trust, Inc. | 1,357,826 | 0.5 | ||||||||
8,996 | First Industrial Realty Trust, Inc. | 373,424 | 0.2 | ||||||||
13,402(1) | Forestar Group, Inc. | 279,432 | 0.1 | ||||||||
85,845 | Franklin Street Properties Corp. | 734,833 | 0.3 | ||||||||
21,554 | Geo Group, Inc./The | 358,012 | 0.1 | ||||||||
21,818 | Hersha Hospitality Trust | 317,452 | 0.1 | ||||||||
6,226(2) | Innovative Industrial Properties, Inc. | 472,367 | 0.2 | ||||||||
28,534(2) | iStar, Inc. | 414,028 | 0.2 | ||||||||
6,758 | LTC Properties, Inc. | 302,556 | 0.1 | ||||||||
26,001(1) | Marcus & Millichap, Inc. | 968,537 | 0.4 | ||||||||
36,138 | National Storage Affiliates Trust | 1,214,960 | 0.5 | ||||||||
26,806 | Newmark Group, Inc. | 360,675 | 0.1 | ||||||||
18,237 | Piedmont Office Realty Trust, Inc. | 405,591 | 0.2 | ||||||||
4,623 | PS Business Parks, Inc. | 762,194 | 0.3 | ||||||||
11,993 | RE/MAX Holdings, Inc. | 461,611 | 0.2 | ||||||||
18,592 | Retail Opportunity Investments Corp. | 328,335 | 0.1 | ||||||||
15,368 | Retail Value, Inc. | 565,542 | 0.2 | ||||||||
6,182 | Ryman Hospitality Properties | 535,732 | 0.2 | ||||||||
12,901 | Saul Centers, Inc. | 680,915 | 0.3 | ||||||||
30,571 | Summit Hotel Properties, Inc. | 377,246 | 0.2 | ||||||||
25,835 | Urstadt Biddle Properties, Inc. | 641,741 | 0.3 | ||||||||
175,727(2) | Washington Prime Group, Inc. | 639,646 | 0.3 | ||||||||
21,364,201 | 8.5 | ||||||||||
Utilities: 1.9% | |||||||||||
3,238 | American States Water Co. | 280,540 | 0.1 | ||||||||
5,715 | Avista Corp. | 274,834 | 0.1 | ||||||||
8,225 | Black Hills Corp. | 645,991 | 0.3 | ||||||||
6,544 | California Water Service Group | 337,409 | 0.1 | ||||||||
12,210 | NorthWestern Corp. | 875,091 | 0.4 | ||||||||
11,631 | Otter Tail Corp. | 596,554 | 0.2 | ||||||||
12,672 | PNM Resources, Inc. | 642,597 | 0.3 | ||||||||
14,610 | Portland General Electric Co. | 815,092 | 0.3 |
See Accompanying Notes to Financial Statements
18
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
7,906 | South Jersey Industries, Inc. | 260,740 | 0.1 | ||||||||
4,728,848 | 1.9 | ||||||||||
Total Common Stock | |||||||||||
(Cost $224,690,082) | 247,526,832 | 98.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 4.0% | |||||||||||
Repurchase Agreements: 2.4% | |||||||||||
1,389,144(3) | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $1,417,050, due 09/01/24-11/01/49) | 1,389,144 | 0.5 | ||||||||
411,624(3) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $411,660, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $419,894, due 01/15/20-11/15/48) | 411,624 | 0.2 | ||||||||
1,389,144(3) | Citigroup,Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,416,927, due 02/13/20-09/20/69) | 1,389,144 | 0.6 | ||||||||
1,389,144(3) | Daiwa Capital Markets, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.030%, Market Value plus accrued interest $1,416,927, due 01/14/20-12/20/49) | 1,389,144 | 0.5 | ||||||||
1,389,144(3) | Jefferies LLC, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $1,389,264, collateralized by various U.S. Government Securities, 0.000%-2.875%, Market Value plus accrued interest $1,416,927, due 01/28/20-05/15/27) | 1,389,144 | 0.6 | ||||||||
Total Repurchase Agreements | |||||||||||
| (Cost $5,968,200) | 5,968,200 | 2.4 |
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds: 1.6% | |||||||||||
4,152,000(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | ||||||||||
(Cost $4,152,000) | 4,152,000 | 1.6 | |||||||||
Total Short-Term Investments | |||||||||||
(Cost $10,120,200) | 10,120,200 | 4.0 | |||||||||
Total Investments in Securities (Cost $234,810,282) | $ | 257,647,032 | 102.2 | ||||||||
Liabilities in Excess of Other Assets | (5,568,431) | (2.2) | |||||||||
Net Assets | $ | 252,078,601 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
19
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 95.2% | |||||||||||
Argentina: 0.2% | |||||||||||
4,482 | Banco Macro SA ADR | $ | 162,473 | 0.0 | |||||||
3,469(1) | Globant SA | 367,887 | 0.1 | ||||||||
10,033 | Grupo Financiero Galicia SA ADR | 162,836 | 0.0 | ||||||||
8,132 | Telecom Argentina SA ADR | 92,298 | 0.0 | ||||||||
16,843 | YPF SA ADR | 195,042 | 0.1 | ||||||||
980,536 | 0.2 | ||||||||||
Brazil: 4.9% | |||||||||||
466,500 | Ambev SA | 2,165,102 | 0.3 | ||||||||
40,500 | Atacadao Distribuicao Comercio e Industria Ltd. | 235,085 | 0.0 | ||||||||
20,993(1) | B2W Cia Digital | 328,043 | 0.1 | ||||||||
204,569 | B3 SA - Brasil Bolsa Balcao | 2,185,182 | 0.3 | ||||||||
119,144 | Banco Bradesco SA | 1,009,083 | 0.2 | ||||||||
22,000 | Banco BTG Pactual SA | 416,352 | 0.1 | ||||||||
85,000 | Banco do Brasil S.A. | 1,116,091 | 0.2 | ||||||||
40,500 | Banco Santander Brasil SA | 498,561 | 0.1 | ||||||||
69,900 | BB Seguridade Participacoes SA | 655,090 | 0.1 | ||||||||
80,233 | BR Malls Participacoes SA | 360,208 | 0.1 | ||||||||
56,600(1) | BRF - Brasil Foods SA | 495,269 | 0.1 | ||||||||
22,600 | Centrais Eletricas Brasileiras SA | 212,365 | 0.0 | ||||||||
4,626(1) | Centrais Eletricas Brasileiras SA | 43,469 | 0.0 | ||||||||
120,500 | CCR SA | 568,546 | 0.1 | ||||||||
34,200 | Cia de Saneamento Basico do Estado de Sao Paulo | 514,866 | 0.1 | ||||||||
62,300 | Cia Siderurgica Nacional S.A. | 218,523 | 0.0 | ||||||||
117,456 | Cielo SA | 244,390 | 0.0 | ||||||||
149,104 | Cogna Educacao | 423,660 | 0.1 | ||||||||
16,600 | Cosan SA | 287,086 | 0.0 | ||||||||
72,600 | Embraer SA | 356,079 | 0.1 | ||||||||
13,500 | Energisa SA | 179,644 | 0.0 | ||||||||
21,050 | Engie Brasil Energia SA | 265,826 | 0.0 | ||||||||
89,000 | Equatorial Energia SA | 504,216 | 0.1 | ||||||||
15,600(2) | Hapvida Participacoes e Investimentos SA | 247,804 | 0.0 | ||||||||
38,800 | Hypera S.A. | 344,239 | 0.1 | ||||||||
70,277 | IRB Brasil Resseguros S/A | 680,461 | 0.1 | ||||||||
108,700 | JBS SA | 697,159 | 0.1 | ||||||||
70,400 | Klabin SA | 322,188 | 0.0 | ||||||||
61,789 | Localiza Rent a Car SA | 728,221 | 0.1 | ||||||||
79,676 | Lojas Renner SA | 1,112,933 | 0.2 | ||||||||
73,065 | Magazine Luiza SA | 866,383 | 0.1 | ||||||||
29,400 | Multiplan Empreendimentos Imobiliarios SA | 241,912 | 0.0 | ||||||||
38,900 | Natura & Co. Holding SA | 373,944 | 0.1 | ||||||||
47,800 | Notre Dame Intermedica Participacoes SA | 810,985 | 0.1 | ||||||||
70,323 | Petrobras Distribuidora SA | 525,670 | 0.1 | ||||||||
293,200 | Petroleo Brasileiro SA | 2,332,364 | 0.4 | ||||||||
9,800 | Porto Seguro SA | 152,846 | 0.0 | ||||||||
23,200 | Raia Drogasil SA | 643,858 | 0.1 | ||||||||
111,500(1) | Rumo SA | 723,432 | 0.1 | ||||||||
23,386 | Sul America SA | 348,345 | 0.1 | ||||||||
53,644 | Suzano SA | 529,146 | 0.1 | ||||||||
85,000 | Tim Participacoes SA | 331,108 | 0.1 | ||||||||
71,700 | Ultrapar Participacoes SA | 454,152 | 0.1 | ||||||||
313,474 | Vale SA | 4,153,470 | 0.7 | ||||||||
83,954 | Weg S.A. | 723,356 | 0.1 | ||||||||
30,626,712 | 4.9 | ||||||||||
Chile: 0.7% | |||||||||||
259,786 | Aguas Andinas SA | 110,209 | 0.0 | ||||||||
3,918,632 | Banco de Chile | 415,340 | 0.1 | ||||||||
5,315 | Banco de Credito e Inversiones SA | 241,029 | 0.0 | ||||||||
6,715,871 | Banco Santander Chile | 384,045 | 0.1 | ||||||||
146,489 | Cencosud SA | 192,864 | 0.0 | ||||||||
15,875 | Cia Cervecerias Unidas SA | 155,594 | 0.0 | ||||||||
820,427 | Colbun SA | 130,928 | 0.0 | ||||||||
15,533(1) | Empresa Nacional de Telecomunicaciones SA | 110,474 | 0.0 | ||||||||
109,716 | Empresas CMPC SA | 268,472 | 0.0 | ||||||||
38,763 | Empresas COPEC SA | 347,962 | 0.1 | ||||||||
3,802,737 | Enel Americas SA | 844,547 | 0.1 | ||||||||
2,867,440 | Enel Chile SA | 268,840 | 0.1 | ||||||||
14,471,049 | Itau CorpBanca | 83,907 | 0.0 | ||||||||
30,677 | Latam Airlines Group SA | 307,810 | 0.1 | ||||||||
74,315 | SACI Falabella | 320,307 | 0.1 | ||||||||
4,182,328 | 0.7 | ||||||||||
China: 33.7% | |||||||||||
8,400 | 360 Security Technology, Inc. - A Shares | 28,399 | 0.0 | ||||||||
128,000(1),(2) | 3SBio, Inc. | 165,825 | 0.0 | ||||||||
2,697(1) | 51job, Inc. ADR | 228,975 | 0.0 | ||||||||
9,513(1) | 58.com, Inc. ADR | 615,776 | 0.1 | ||||||||
72,500 | AAC Technologies Holdings, Inc. | 632,924 | 0.1 | ||||||||
19,200 | AECC Aviation Power Co. Ltd. - A Shares | 59,839 | 0.0 | ||||||||
140,000 | Agile Group Holdings, Ltd. | 210,380 | 0.1 | ||||||||
425,100 | Agricultural Bank of China Ltd. - A Shares | 225,309 | 0.1 | ||||||||
2,891,000 | Agricultural Bank of China Ltd. - H Shares | 1,272,506 | 0.2 | ||||||||
19,400 | Aier Eye Hospital Group Co. Ltd. - A Shares | 110,352 | 0.0 | ||||||||
204,000 | Air China Ltd. - H Shares | 206,963 | 0.1 | ||||||||
12,300 | Aisino Corp. - A Shares | 40,965 | 0.0 | ||||||||
166,889(1) | Alibaba Group Holding Ltd. ADR | 35,397,157 | 5.7 | ||||||||
360,000(1) | Alibaba Health Information Technology Ltd. | 415,827 | 0.1 | ||||||||
1,470,000(1) | Alibaba Pictures Group Ltd. | 258,479 | 0.1 | ||||||||
28,750(2) | A-Living Services Co. Ltd. | 99,208 | 0.0 |
See Accompanying Notes to Financial Statements
20
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
71,000(1) | Aluminum Corp. of China Ltd. - A Shares | 36,133 | 0.0 | ||||||||
406,000(1) | Aluminum Corp. of China Ltd. - H Shares | 139,137 | 0.0 | ||||||||
58,100 | Angang Steel Co. Ltd. - A Shares | 27,974 | 0.0 | ||||||||
22,400 | Anhui Conch Cement Co., Ltd. - A Shares | 176,366 | 0.0 | ||||||||
124,000 | Anhui Conch Cement Co., Ltd. - H Shares | 903,480 | 0.2 | ||||||||
2,800 | Anhui Gujing Distillery Co. Ltd. | 54,667 | 0.0 | ||||||||
4,600 | Anhui Kouzi Distillery Co. Ltd. | 36,312 | 0.0 | ||||||||
108,000 | Anta Sports Products Ltd. | 966,944 | 0.2 | ||||||||
39,200(1) | Anxin Trust Co. Ltd. - A Shares | 25,013 | 0.0 | ||||||||
2,000 | Asymchem Laboratories Tianjin Co. Ltd. | 37,209 | 0.0 | ||||||||
2,200 | Autobio Diagnostics Co. Ltd. | 30,489 | 0.0 | ||||||||
5,904(1),(3) | Autohome, Inc. ADR | 472,379 | 0.1 | ||||||||
22,500 | AVIC Aircraft Co. Ltd. - A Shares | 52,975 | 0.0 | ||||||||
52,500 | Avic Capital Co. Ltd. - A Shares | 36,614 | 0.0 | ||||||||
35,900 | AVIC Electromechanical Systems Co. Ltd. | 35,803 | 0.0 | ||||||||
8,000 | AVIC Jonhon Optronic Technology Co. Ltd. | 44,881 | 0.0 | ||||||||
9,700(1) | AVIC Shenyang Aircraft Co. Ltd. - A Shares | 44,042 | 0.0 | ||||||||
223,000 | AviChina Industry & Technology Co. Ltd. - H Shares | 100,490 | 0.0 | ||||||||
6,300 | AVICOPTER PLC | 43,191 | 0.0 | ||||||||
174,500(2) | BAIC Motor Corp. Ltd. - H Shares | 99,155 | 0.0 | ||||||||
27,394(1) | Baidu, Inc. ADR | 3,462,602 | 0.6 | ||||||||
128,700 | Bank of Beijing Co. Ltd. - A Shares | 105,034 | 0.0 | ||||||||
33,400 | Bank of Chengdu Co. Ltd. - A Shares | 43,556 | 0.0 | ||||||||
247,900 | Bank of China Ltd. - A Shares | 131,404 | 0.0 | ||||||||
7,787,000 | Bank of China Ltd. - H Shares | 3,328,774 | 0.5 | ||||||||
220,800 | Bank of Communications Co. Ltd. - A Shares | 178,595 | 0.0 | ||||||||
889,000 | Bank of Communications Co., Ltd. - H Shares | 631,709 | 0.1 | ||||||||
22,300 | Bank of Guiyang Co. Ltd. - A Shares | 30,639 | 0.0 | ||||||||
34,800 | Bank of Hangzhou Co. Ltd. - A Shares | 45,805 | 0.0 | ||||||||
77,900 | Bank of Jiangsu Co. Ltd. - A Shares | 81,069 | 0.0 | ||||||||
57,157 | Bank of Nanjing Co. Ltd. - A Shares | 72,040 | 0.0 | ||||||||
35,300 | Bank of Ningbo Co. Ltd. - A Shares | 142,919 | 0.0 | ||||||||
87,300 | Bank of Shanghai Co. Ltd. - A Shares | 119,080 | 0.0 | ||||||||
116,200 | Baoshan Iron & Steel Co. Ltd. - A Shares | 95,873 | 0.0 | ||||||||
4,053(1),(3) | Baozun, Inc. ADR | 134,235 | 0.0 | ||||||||
55,300 | BBMG Corp. - A Shares | 29,636 | 0.0 | ||||||||
212,000 | BBMG Corp. - H Shares | 65,058 | 0.0 | ||||||||
176,000 | Beijing Capital International Airport Co., Ltd. - H Shares | 170,482 | 0.0 | ||||||||
21,100 | Beijing Enlight Media Co. Ltd. | 35,794 | 0.0 | ||||||||
53,500 | Beijing Enterprises Holdings Ltd. | 245,488 | 0.1 | ||||||||
510,000 | Beijing Enterprises Water Group Ltd. | 257,952 | 0.1 | ||||||||
12,700 | Beijing New Building Materials PLC | 46,426 | 0.0 | ||||||||
10,800 | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. | 40,829 | 0.0 | ||||||||
9,100 | Beijing Shiji Information Technology Co. Ltd. - A Shares | 51,040 | 0.0 | ||||||||
5,500 | Beijing Shunxin Agriculture Co. Ltd. | 41,625 | 0.0 | ||||||||
11,300 | Beijing Sinnet Technology Co. Ltd. | 32,591 | 0.0 | ||||||||
9,600 | Beijing Tiantan Biological Products Corp. Ltd. | 38,545 | 0.0 | ||||||||
9,700 | Beijing Tongrentang Co. Ltd. - A Shares | 39,266 | 0.0 | ||||||||
14,650(1) | BEST, Inc. ADR | 81,454 | 0.0 | ||||||||
2,900 | Betta Pharmaceuticals Co. Ltd. | 27,393 | 0.0 | ||||||||
3,400 | BGI Genomics Co. Ltd. | 33,580 | 0.0 | ||||||||
210,800 | BOE Technology Group Co. Ltd. - A Shares | 137,773 | 0.0 | ||||||||
326,000 | Bosideng International Holdings Ltd. | 117,604 | 0.0 | ||||||||
306,000 | Brilliance China Automotive Holdings Ltd. | 317,584 | 0.1 | ||||||||
9,000 | BYD Co. Ltd. - A Shares | 61,650 | 0.0 | ||||||||
66,500(3) | Byd Co., Ltd. - H Shares | 331,657 | 0.1 | ||||||||
67,500 | BYD Electronic International Co. Ltd. | 129,949 | 0.0 | ||||||||
27,500 | Caitong Securities Co. Ltd. - A Shares | 44,909 | 0.0 | ||||||||
16,200 | Centre Testing International Group Co. Ltd. | 34,728 | 0.0 | ||||||||
1,114,000(2) | CGN Power Co. Ltd. - H Shares | 297,496 | 0.1 | ||||||||
1,100 | Changchun High & New Technology Industry Group, Inc. | 70,658 | 0.0 | ||||||||
39,800 | Changjiang Securities Co. Ltd. - A Shares | 40,873 | 0.0 | ||||||||
2,500 | Changzhou Xingyu Automotive Lighting Systems Co. Ltd. | 34,129 | 0.0 | ||||||||
11,300 | Chaozhou Three-Circle Group Co. Ltd. - A Shares | 36,175 | 0.0 | ||||||||
5,200 | Chengdu Kanghong Pharmaceutical Group Co. Ltd. | 27,579 | 0.0 | ||||||||
193,000 | China Agri-Industries Holdings Ltd. - H Shares | 102,230 | 0.0 | ||||||||
106,000 | China Aoyuan Group Ltd. | 172,964 | 0.0 | ||||||||
15,000 | China Avionics Systems Co. Ltd. | 30,691 | 0.0 |
See Accompanying Notes to Financial Statements
21
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
953,000 | China Cinda Asset Management Co. Ltd. - H Shares | 216,620 | 0.1 | ||||||||
959,000 | China CITIC Bank Corp. Ltd. - H Shares | 575,022 | 0.1 | ||||||||
198,000 | China Coal Energy Co. - H Shares | 78,577 | 0.0 | ||||||||
472,000 | China Communications Construction Co., Ltd. - H Shares | 384,658 | 0.1 | ||||||||
244,000 | China Communications Services Corp., Ltd. - H Shares | 177,872 | 0.0 | ||||||||
167,000 | China Conch Venture Holdings Ltd. | 728,439 | 0.1 | ||||||||
93,600 | China Construction Bank Corp. - A Shares | 97,244 | 0.0 | ||||||||
9,445,000 | China Construction Bank - H Shares | 8,189,212 | 1.3 | ||||||||
136,000(4) | China Ding Yi Feng Holdings Ltd. | 1,920 | 0.0 | ||||||||
80,200(1) | China Eastern Airlines Corp. Ltd. - A Shares | 67,030 | 0.0 | ||||||||
148,000(1) | China Eastern Airlines Corp. Ltd. - H Shares | 82,000 | 0.0 | ||||||||
58,000(3) | China Education Group Holdings Ltd. | 75,954 | 0.0 | ||||||||
264,200 | China Everbright Bank Co. Ltd. - A Shares | 167,409 | 0.0 | ||||||||
234,000 | China Everbright Bank Co. Ltd. - H Shares | 108,682 | 0.0 | ||||||||
388,000 | China Everbright International Ltd. | 311,137 | 0.1 | ||||||||
94,000 | China Everbright Ltd. | 175,557 | 0.0 | ||||||||
182,000(1),(3) | China Evergrande Group | 504,616 | 0.1 | ||||||||
308,000(1) | China First Capital Group Ltd. | 10,671 | 0.0 | ||||||||
18,200 | China Fortune Land Development Co. Ltd. - A Shares | 75,098 | 0.0 | ||||||||
361,500 | China Galaxy Securities Co. Ltd. - H Shares | 212,960 | 0.1 | ||||||||
182,200 | China Gas Holdings Ltd. | 682,196 | 0.1 | ||||||||
33,500 | China Gezhouba Group Co. Ltd. - A Shares | 32,140 | 0.0 | ||||||||
65,700 | China Grand Automotive Services Group Co. Ltd. - A Shares | 30,761 | 0.0 | ||||||||
20,300 | China Greatwall Technology Group Co. Ltd. | 45,464 | 0.0 | ||||||||
182,500 | China Hongqiao Group Ltd. | 110,063 | 0.0 | ||||||||
1,045,000(2) | China Huarong Asset Management Co. Ltd. - H Shares | 165,056 | 0.0 | ||||||||
480,000(1),(4) | China Huishan Dairy Holdings Co. Ltd. | – | – | ||||||||
125,600(2) | China International Capital Corp. Ltd. - H Shares | 242,165 | 0.1 | ||||||||
11,912 | China International Travel Service Corp. Ltd. - A Shares | 152,337 | 0.0 | ||||||||
544,000 | China Jinmao Holdings Group Ltd. | 423,500 | 0.1 | ||||||||
47,000 | China Lesso Group Holdings Ltd. | 60,302 | 0.0 | ||||||||
15,500 | China Life Insurance Co. Ltd. - A Shares | 77,776 | 0.0 | ||||||||
742,000 | China Life Insurance Co., Ltd. - H Shares | 2,063,990 | 0.3 | ||||||||
26,400(1),(2) | China Literature Ltd. - H Shares | 110,004 | 0.0 | ||||||||
326,000 | China Longyuan Power Group Corp. Ltd. - H Shares | 206,160 | 0.1 | ||||||||
137,000 | China Medical System Holdings Ltd. | 197,198 | 0.0 | ||||||||
275,000 | China Mengniu Dairy Co., Ltd. | 1,112,401 | 0.2 | ||||||||
121,200 | China Merchants Bank Co. Ltd. - A Shares | 655,014 | 0.1 | ||||||||
388,380 | China Merchants Bank Co., Ltd. - H Shares | 1,996,712 | 0.3 | ||||||||
40,300 | China Merchants Energy Shipping Co. Ltd. | 47,907 | 0.0 | ||||||||
143,232 | China Merchants Port Holdings Co. Ltd. | 242,352 | 0.1 | ||||||||
36,900 | China Merchants Securities Co. Ltd. - A Shares | 97,103 | 0.0 | ||||||||
46,600 | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | 132,984 | 0.0 | ||||||||
206,580 | China Minsheng Banking Corp. Ltd. - A Shares | 187,253 | 0.0 | ||||||||
705,100 | China Minsheng Banking Corp. Ltd. - H Shares | 532,895 | 0.1 | ||||||||
608,000 | China Mobile Ltd. | 5,137,513 | 0.8 | ||||||||
109,000 | China Molybdenum Co. Ltd. - A Shares | 68,375 | 0.0 | ||||||||
387,000 | China Molybdenum Co. Ltd. - H Shares | 166,047 | 0.0 | ||||||||
388,000 | China National Building Material Co., Ltd. - H Shares | 432,862 | 0.1 | ||||||||
46,600 | China National Chemical Engineering Co. Ltd. - A Shares | 43,122 | 0.0 | ||||||||
95,800 | China National Nuclear Power Co. Ltd. - A Shares | 68,821 | 0.0 | ||||||||
3,400 | China National Software & Service Co. Ltd. | 35,047 | 0.0 | ||||||||
21,600 | China Northern Rare Earth Group High-Tech Co. Ltd. - A Shares | 33,531 | 0.0 | ||||||||
162,000 | China Oilfield Services Ltd. - H Shares | 254,343 | 0.1 | ||||||||
380,000 | China Overseas Land & Investment Ltd. | 1,479,946 | 0.3 | ||||||||
35,803 | China Pacific Insurance Group Co. Ltd. - A Shares | 194,838 | 0.0 | ||||||||
266,400 | China Pacific Insurance Group Co., Ltd. - H Shares | 1,049,620 | 0.2 |
See Accompanying Notes to Financial Statements
22
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
130,200 | China Petroleum & Chemical Corp. - A Shares | 95,724 | 0.0 | ||||||||
2,535,600 | China Petroleum & Chemical Corp. - H Shares | 1,526,764 | 0.3 | ||||||||
463,000 | China Power International Development Ltd. - H Shares | 99,241 | 0.0 | ||||||||
60,500 | China Railway Construction Corp. Ltd. - A Shares | 88,143 | 0.0 | ||||||||
204,500 | China Railway Construction Corp. Ltd. - H Shares | 223,971 | 0.1 | ||||||||
93,700 | China Railway Group Ltd. - A Shares | 79,999 | 0.0 | ||||||||
400,000 | China Railway Group Ltd. - H Shares | 246,837 | 0.1 | ||||||||
147,000(2) | China Railway Signal & Communication Corp. Ltd. - H Shares | 82,078 | 0.0 | ||||||||
571,000 | China Reinsurance Group Corp. - H Shares | 93,848 | 0.0 | ||||||||
146,000 | China Resources Beer Holdings Co Ltd. | 807,611 | 0.1 | ||||||||
248,000 | China Resources Cement Holdings Ltd. - H Shares | 315,698 | 0.1 | ||||||||
90,000 | China Resources Gas Group Ltd. | 494,529 | 0.1 | ||||||||
274,444 | China Resources Land Ltd. | 1,365,451 | 0.2 | ||||||||
169,500(2) | China Resources Pharmaceutical Group Ltd. | 157,135 | 0.0 | ||||||||
196,000 | China Resources Power Holdings Co. | 275,203 | 0.1 | ||||||||
10,100 | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | 45,947 | 0.0 | ||||||||
21,870 | China Shenhua Energy Co. Ltd. - A Shares | 57,354 | 0.0 | ||||||||
342,500 | China Shenhua Energy Co., Ltd. - H Shares | 716,135 | 0.1 | ||||||||
142,300 | China Shipbuilding Industry Co. Ltd. - A Shares | 107,201 | 0.0 | ||||||||
40,100 | China Southern Airlines Co. Ltd. - A Shares | 41,425 | 0.0 | ||||||||
168,000 | China Southern Airlines Co., Ltd. - H Shares | 112,960 | 0.0 | ||||||||
12,000 | China Spacesat Co. Ltd. - A Shares | 36,850 | 0.0 | ||||||||
241,440 | China State Construction Engineering Corp. Ltd. - A Shares | 194,972 | 0.0 | ||||||||
214,000 | China State Construction International Holdings Ltd. | 194,294 | 0.0 | ||||||||
163,428 | China Taiping Insurance Holdings Co., Ltd. | 405,391 | 0.1 | ||||||||
1,380,000 | China Telecom Corp., Ltd. - H Shares | 568,545 | 0.1 | ||||||||
4,184,000(2) | China Tower Corp. Ltd. - H Shares | 924,372 | 0.2 | ||||||||
232,000 | China Traditional Chinese Medicine Holdings Co. Ltd. | 111,961 | 0.0 | ||||||||
10,800 | China TransInfo Technology Co. Ltd. | 28,036 | 0.0 | ||||||||
608,000 | China Unicom Hong Kong Ltd. | 572,505 | 0.1 | ||||||||
191,600 | China United Network Communications Ltd. - A Shares | 162,258 | 0.0 | ||||||||
55,000 | China Vanke Co. Ltd. - A Shares | 254,538 | 0.1 | ||||||||
152,700 | China Vanke Co. Ltd. - H Shares | 651,433 | 0.1 | ||||||||
131,900 | China Yangtze Power Co. Ltd. - A Shares | 348,356 | 0.1 | ||||||||
159,600 | China Zhongwang Holdings Ltd. - H Shares | 63,761 | 0.0 | ||||||||
4,100 | Chongqing Brewery Co. Ltd. | 30,601 | 0.0 | ||||||||
22,300 | Chongqing Changan Automobile Co. Ltd. - A Shares | 32,131 | 0.0 | ||||||||
256,000 | Chongqing Rural Commercial Bank Co. Ltd. - H Shares | 130,775 | 0.0 | ||||||||
8,800 | Chongqing Zhifei Biological Products Co. Ltd. - A Shares | 62,809 | 0.0 | ||||||||
278,000 | CIFI Holdings Group Co. Ltd. | 235,059 | 0.1 | ||||||||
578,000 | CITIC Ltd. | 771,467 | 0.1 | ||||||||
56,600 | CITIC Securities Co. Ltd. - A Shares | 206,019 | 0.0 | ||||||||
211,000 | CITIC Securities Co. Ltd. - H Shares | 481,382 | 0.1 | ||||||||
1,767,000 | CNOOC Ltd. | 2,938,222 | 0.5 | ||||||||
13,100 | Contemporary Amperex Technology Co. Ltd. - A Shares | 200,377 | 0.0 | ||||||||
136,000 | COSCO Shipping Energy Transportation Co. Ltd. - H Shares | 64,235 | 0.0 | ||||||||
295,500(1) | COSCO SHIPPING Holdings Co., Ltd. - H Shares | 119,906 | 0.0 | ||||||||
186,000 | COSCO Shipping Ports, Ltd. | 152,338 | 0.0 | ||||||||
755,133 | Country Garden Holdings Co. Ltd. | 1,208,608 | 0.2 | ||||||||
122,000 | Country Garden Services Holdings Co. Ltd. - H Shares | 410,753 | 0.1 | ||||||||
131,900 | CRRC Corp. Ltd. - A Shares | 135,383 | 0.0 | ||||||||
458,000 | CRRC Corp. Ltd. - H Shares | 333,905 | 0.1 | ||||||||
17,100 | CSC Financial Co. Ltd. | 75,034 | 0.0 | ||||||||
466,000 | CSPC Pharmaceutical Group Ltd. | 1,112,062 | 0.2 | ||||||||
209,000(2) | Dali Foods Group Co. Ltd. | 154,839 | 0.0 | ||||||||
94,600 | Daqin Railway Co. Ltd. - A Shares | 111,558 | 0.0 | ||||||||
294,000 | Datang International Power Generation Co., Ltd. - H Shares | 56,210 | 0.0 | ||||||||
6,700 | Dawning Information Industry Co. Ltd. | 33,328 | 0.0 |
See Accompanying Notes to Financial Statements
23
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
27,500 | Dongfang Electric Corp. Ltd. - A Shares | 36,344 | 0.0 | ||||||||
276,000 | Dongfeng Motor Group Co., Ltd. - H Shares | 259,657 | 0.1 | ||||||||
24,100 | Dongxing Securities Co. Ltd. - A Shares | 45,578 | 0.0 | ||||||||
43,500 | East Money Information Co. Ltd. - A Shares | 98,700 | 0.0 | ||||||||
78,600 | ENN Energy Holdings Ltd. | 858,721 | 0.2 | ||||||||
6,600(1) | Eve Energy Co. Ltd. | 47,661 | 0.0 | ||||||||
25,900 | Everbright Securities Co. Ltd. - A Shares | 48,840 | 0.0 | ||||||||
18,000(1) | Fangda Carbon New Material Co. Ltd. | 31,478 | 0.0 | ||||||||
238,000 | Far East Horizon Ltd. | 223,014 | 0.1 | ||||||||
10,400 | Fiberhome Telecommunication Technologies Co. Ltd. | 41,049 | 0.0 | ||||||||
24,200 | Financial Street Holdings Co. Ltd. - A Shares | 28,205 | 0.0 | ||||||||
27,300 | First Capital Securities Co. Ltd. | 32,556 | 0.0 | ||||||||
84,100 | Focus Media Information Technology Co. Ltd. - A Shares | 75,720 | 0.0 | ||||||||
13,400 | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | 207,178 | 0.1 | ||||||||
260,968 | Fosun International Ltd. | 380,668 | 0.1 | ||||||||
56,000 | Founder Securities Co. Ltd. - A Shares | 69,851 | 0.0 | ||||||||
25,900 | Foxconn Industrial Internet Co. Ltd. - A Shares | 68,177 | 0.0 | ||||||||
10,400 | Fuyao Glass Industry Group Co. Ltd. - A Shares | 35,833 | 0.0 | ||||||||
55,600(2) | Fuyao Glass Industry Group Co. Ltd. - H Shares | 170,246 | 0.0 | ||||||||
7,900 | Ganfeng Lithium Co. Ltd. | 39,612 | 0.0 | ||||||||
600 | G-bits Network Technology Xiamen Co. Ltd. | 25,723 | 0.0 | ||||||||
33,800(1) | GCL System Integration Technology Co. Ltd. | 28,689 | 0.0 | ||||||||
115,000 | GD Power Development Co. Ltd. - A Shares | 38,664 | 0.0 | ||||||||
6,151(1),(3) | GDS Holdings Ltd. ADR | 317,269 | 0.1 | ||||||||
497,000 | Geely Automobile Holdings Ltd. | 973,080 | 0.2 | ||||||||
24,600 | Gemdale Corp. - A Shares | 51,233 | 0.0 | ||||||||
96,000(1) | Genscript Biotech Corp. - H Shares | 218,134 | 0.1 | ||||||||
37,300 | GF Securities Co. Ltd. - A Shares | 81,380 | 0.0 | ||||||||
137,800 | GF Securities Co. Ltd. - H Shares | 167,838 | 0.0 | ||||||||
10,000 | Giant Network Group Co. Ltd. | 25,950 | 0.0 | ||||||||
2,000 | Gigadevice Semiconductor Beijing, Inc. | 58,796 | 0.0 | ||||||||
8,100 | Glodon Co. Ltd. | 39,570 | 0.0 | ||||||||
22,400 | GoerTek, Inc. - A Shares | 64,251 | 0.0 | ||||||||
1,051,000(1),(3) | GOME Retail Holdings Ltd. | 97,177 | 0.0 | ||||||||
29,400 | Grandjoy Holdings Group Co. Ltd. | 30,318 | 0.0 | ||||||||
313,500 | Great Wall Motor Co. Ltd. - H Shares | 231,960 | 0.1 | ||||||||
18,400 | Gree Electric Appliances, Inc. of Zhuhai - A Shares | 173,526 | 0.0 | ||||||||
42,600 | Greenland Holdings Corp. Ltd. - A Shares | 42,515 | 0.0 | ||||||||
108,000 | Greentown Service Group Co. Ltd. | 117,892 | 0.0 | ||||||||
10,500 | Guangdong Haid Group Co. Ltd. | 54,303 | 0.0 | ||||||||
27,100 | Guangdong HEC Technology Holding Co. Ltd. | 39,896 | 0.0 | ||||||||
294,000 | Guangdong Investment Ltd. | 614,919 | 0.1 | ||||||||
74,400 | Guanghui Energy Co. Ltd. - A Shares | 35,405 | 0.0 | ||||||||
62,900 | Guangshen Railway Co. Ltd. - A Shares | 27,653 | 0.0 | ||||||||
301,200 | Guangzhou Automobile Group Co. Ltd. - H Shares | 374,992 | 0.1 | ||||||||
14,600 | Guangzhou Baiyun International Airport Co. Ltd. | 36,659 | 0.0 | ||||||||
9,300 | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. - A Shares | 47,625 | 0.0 | ||||||||
27,900 | Guangzhou Haige Communications Group, Inc. Co. - A Shares | 43,429 | 0.0 | ||||||||
3,800 | Guangzhou Kingmed Diagnostics Group Co. Ltd. | 27,936 | 0.0 | ||||||||
107,200 | Guangzhou R&F Properties Co., Ltd. - H Shares | 197,954 | 0.0 | ||||||||
23,900 | Guosen Securities Co. Ltd. - A Shares | 43,176 | 0.0 | ||||||||
50,200 | Guotai Junan Securities Co. Ltd. - A Shares | 133,528 | 0.0 | ||||||||
65,600(2) | Guotai Junan Securities Co. Ltd. - H Shares | 116,227 | 0.0 | ||||||||
30,800 | Guoyuan Securities Co. Ltd. - A Shares | 41,054 | 0.0 | ||||||||
39,000(2),(3) | Haidilao International Holding Ltd. | 156,633 | 0.0 | ||||||||
129,000 | Haier Electronics Group Co. Ltd. | 403,040 | 0.1 | ||||||||
38,500 | Haier Smart Home Co. Ltd. - A Shares | 107,964 | 0.0 | ||||||||
66,000 | Haitian International Holdings Ltd. | 159,858 | 0.0 | ||||||||
48,500 | Haitong Securities Co. Ltd. - A Shares | 107,904 | 0.0 | ||||||||
295,600 | Haitong Securities Co. Ltd. - H Shares | 349,204 | 0.1 | ||||||||
1,908,000(1),(4),(5) | Hanergy Mobile Energy Holding Group Co Ltd. | – | – |
See Accompanying Notes to Financial Statements
24
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
55,800 | Hangzhou Hikvision Digital Technology Co. Ltd. - A Shares | 263,043 | 0.1 | ||||||||
7,400 | Hangzhou Robam Appliances Co. Ltd. - A Shares | 35,982 | 0.0 | ||||||||
6,300 | Hangzhou Tigermed Consulting Co. Ltd. - A Shares | 57,184 | 0.0 | ||||||||
24,000(1),(2) | Hansoh Pharmaceutical Group Co. Ltd. | 79,928 | 0.0 | ||||||||
6,300 | Hefei Meiya Optoelectronic Technology, Inc. | 35,411 | 0.0 | ||||||||
16,400 | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | 68,396 | 0.0 | ||||||||
72,000 | Hengan International Group Co., Ltd. | 512,861 | 0.1 | ||||||||
38,220 | Hengli Petrochemical Co. Ltd. - A Shares | 88,431 | 0.0 | ||||||||
17,800 | Hengtong Optic-electric Co. Ltd. - A Shares | 41,644 | 0.0 | ||||||||
21,900 | Hengyi Petrochemical Co. Ltd. - A Shares | 43,876 | 0.0 | ||||||||
95,100 | Hesteel Co. Ltd. - A Shares | 35,253 | 0.0 | ||||||||
3,600 | Hithink RoyalFlush Information Network Co. Ltd. - A Shares | 56,637 | 0.0 | ||||||||
46,000(2) | Hua Hong Semiconductor Ltd. | 104,778 | 0.0 | ||||||||
27,800 | Huaan Securities Co. Ltd. - A Shares | 29,208 | 0.0 | ||||||||
166,000 | Huadian Power International Co. - H Shares | 63,075 | 0.0 | ||||||||
10,440 | Huadong Medicine Co. Ltd. - A Shares | 36,619 | 0.0 | ||||||||
10,100 | Hualan Biological Engineering, Inc. | 51,048 | 0.0 | ||||||||
418,000 | Huaneng Power International, Inc. - H Shares | 211,365 | 0.1 | ||||||||
494,000 | Huaneng Renewables Corp. Ltd. | 192,096 | 0.0 | ||||||||
43,100 | Huatai Securities Co. Ltd. - A Shares | 125,886 | 0.0 | ||||||||
164,800(2) | Huatai Securities Co. Ltd. - H Shares | 291,469 | 0.1 | ||||||||
26,600 | Huaxi Securities Co. Ltd. - A Shares | 42,158 | 0.0 | ||||||||
79,300 | Huaxia Bank Co. Ltd. - A Shares | 87,368 | 0.0 | ||||||||
9,800 | Huaxin Cement Co. Ltd. | 37,217 | 0.0 | ||||||||
20,000 | Huayu Automotive Systems Co. Ltd. - A Shares | 74,689 | 0.0 | ||||||||
13,240 | Huazhu Group Ltd. ADR | 530,527 | 0.1 | ||||||||
43,300 | Hubei Biocause Pharmaceutical Co. Ltd. | 43,794 | 0.0 | ||||||||
5,500 | Hundsun Technologies, Inc. - A Shares | 61,522 | 0.0 | ||||||||
5,716(1) | Hutchison China MediTech Ltd. ADR | 143,300 | 0.0 | ||||||||
5,092(1),(3) | HUYA, Inc. ADR | 91,401 | 0.0 | ||||||||
14,600 | Iflytek Co. Ltd. - A Shares | 72,432 | 0.0 | ||||||||
337,000 | Industrial & Commercial Bank of China Ltd. - A Shares | 284,714 | 0.1 | ||||||||
6,404,000 | Industrial & Commercial Bank of China - H Shares | 4,940,872 | 0.8 | ||||||||
123,400 | Industrial Bank Co. Ltd. - A Shares | 351,040 | 0.1 | ||||||||
46,400 | Industrial Securities Co. Ltd. - A Shares | 47,272 | 0.0 | ||||||||
335,300 | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | 63,610 | 0.0 | ||||||||
35,900 | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares - XSSC | 159,715 | 0.0 | ||||||||
102,100(1) | Inner Mongolia Yitai Coal Co. - A Shares | 82,822 | 0.0 | ||||||||
62,000(1),(2) | Innovent Biologics, Inc. | 211,617 | 0.1 | ||||||||
8,900 | Inspur Electronic Information Industry Co. Ltd. | 38,518 | 0.0 | ||||||||
12,387(1),(3) | iQIYI, Inc. ADR | 261,490 | 0.0 | ||||||||
3,200 | Jafron Biomedical Co. Ltd. | 33,032 | 0.0 | ||||||||
73,464(1) | JD.com, Inc. ADR | 2,588,137 | 0.4 | ||||||||
24,500 | Jiangsu Changshu Rural Commercial Bank Co. Ltd. - A Shares | 32,095 | 0.0 | ||||||||
128,000 | Jiangsu Expressway Co. Ltd. - H Shares | 175,401 | 0.0 | ||||||||
6,600 | Jiangsu Hengli Hydraulic Co. Ltd. | 47,248 | 0.0 | ||||||||
26,540 | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | 333,892 | 0.1 | ||||||||
9,600 | Jiangsu King's Luck Brewery JSC Ltd. | 45,153 | 0.0 | ||||||||
9,176 | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | 145,850 | 0.0 | ||||||||
11,100 | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. | 32,408 | 0.0 | ||||||||
26,700 | Jiangsu Zhongnan Construction Group Co. Ltd. | 40,520 | 0.0 | ||||||||
138,000 | Jiangxi Copper Co., Ltd. - H Shares | 189,801 | 0.0 | ||||||||
16,100 | Jiangxi Zhengbang Technology Co. Ltd. | 37,443 | 0.0 | ||||||||
45,400 | Jinke Properties Group Co. Ltd. - A Shares | 50,048 | 0.0 | ||||||||
10,000 | Jinyu Bio-Technology Co. Ltd. | 26,910 | 0.0 | ||||||||
16,200 | Jointown Pharmaceutical Group Co. Ltd. | 32,939 | 0.0 | ||||||||
5,200 | Jonjee Hi-Tech Industrial And Commercial Holding Co. Ltd. | 29,398 | 0.0 | ||||||||
5,264(1) | JOYY, Inc. ADR | 277,887 | 0.1 | ||||||||
4,600 | Juewei Food Co. Ltd. | 30,673 | 0.0 | ||||||||
244,000 | Kaisa Group Holdings Ltd. - H Shares | 116,479 | 0.0 | ||||||||
67,000 | Kingboard Holdings Ltd. | 212,499 | 0.1 | ||||||||
111,500 | Kingboard Laminates Holdings Ltd. | 138,211 | 0.0 |
See Accompanying Notes to Financial Statements
25
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
231,000 | Kingdee International Software Group Co., Ltd. | 231,102 | 0.1 | ||||||||
82,000(1) | Kingsoft Corp. Ltd. | 212,660 | 0.1 | ||||||||
342,000 | Kunlun Energy Co. Ltd. | 302,136 | 0.1 | ||||||||
7,500 | Kweichow Moutai Co. Ltd. - A Shares | 1,276,330 | 0.2 | ||||||||
132,000 | KWG Group Holdings Ltd. | 184,943 | 0.0 | ||||||||
133,000 | Lee & Man Paper Manufacturing Ltd. | 100,746 | 0.0 | ||||||||
37,800(2) | Legend Holdings Corp. - H Shares | 85,701 | 0.0 | ||||||||
722,000 | Lenovo Group Ltd. | 484,862 | 0.1 | ||||||||
21,300 | Lens Technology Co. Ltd. - A Shares | 42,368 | 0.0 | ||||||||
12,100 | Lepu Medical Technology Beijing Co. Ltd. - A Shares | 57,567 | 0.0 | ||||||||
198,500 | Li Ning Co. Ltd. | 595,358 | 0.1 | ||||||||
12,600(1) | Liaoning Cheng Da Co. Ltd. - A Shares | 27,572 | 0.0 | ||||||||
36,600(1) | Lingyi iTech Guangdong Co. - A Shres | 57,267 | 0.0 | ||||||||
142,000 | Logan Property Holdings Co. Ltd. - H Shares | 238,263 | 0.1 | ||||||||
16,400 | Lomon Billions Group Co. Ltd. | 36,286 | 0.0 | ||||||||
179,000(2) | Longfor Group Holdings Ltd. | 838,253 | 0.2 | ||||||||
22,200 | LONGi Green Energy Technology Co. Ltd. - A Shares | 79,229 | 0.0 | ||||||||
33,898 | Luxshare Precision Industry Co. Ltd. - A Shares | 178,161 | 0.0 | ||||||||
114,500(2) | Luye Pharma Group Ltd. - H Shares | 85,844 | 0.0 | ||||||||
9,400 | Luzhou Laojiao Co. Ltd. - A Shares | 117,183 | 0.0 | ||||||||
90,000 | Maanshan Iron & Steel Co. Ltd. - H Shares | 36,492 | 0.0 | ||||||||
11,390(1) | Mango Excellent Media Co. Ltd. - A Shares | 57,156 | 0.0 | ||||||||
24,480 | Meinian Onehealth Healthcare Holdings Co. Ltd. - A Shares | 52,391 | 0.0 | ||||||||
100,800(1) | Meituan Dianping- Class B | 1,317,068 | 0.2 | ||||||||
84,800 | Metallurgical Corp. of China Ltd. - A Shares | 34,121 | 0.0 | ||||||||
265,000 | Metallurgical Corp. of China Ltd. - H Shares | 59,509 | 0.0 | ||||||||
21,100 | Midea Group Co. Ltd. - A Shares | 176,907 | 0.0 | ||||||||
14,951 | Momo, Inc. ADR | 500,859 | 0.1 | ||||||||
10,600 | Muyuan Foodstuff Co. Ltd. - A Shares | 135,121 | 0.0 | ||||||||
17,400(1) | NanJi E-Commerce Co. Ltd. | 27,287 | 0.0 | ||||||||
5,200 | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 30,959 | 0.0 | ||||||||
22,800 | Nanjing Securities Co. Ltd. | 42,369 | 0.0 | ||||||||
28,900 | NARI Technology Co. Ltd. - A Shares | 87,992 | 0.0 | ||||||||
3,200 | NAURA Technology Group Co. Ltd. | 40,482 | 0.0 | ||||||||
14,800 | NavInfo Co. Ltd. | 34,262 | 0.0 | ||||||||
7,043 | NetEase, Inc. ADR | 2,159,666 | 0.4 | ||||||||
10,700 | New China Life Insurance Co. Ltd. - A Shares | 75,661 | 0.0 | ||||||||
87,100 | New China Life Insurance Co. Ltd. - H Shares | 374,452 | 0.1 | ||||||||
26,800 | New Hope Liuhe Co. Ltd. - A Shares | 76,880 | 0.0 | ||||||||
14,291(1) | New Oriental Education & Technology Group, Inc. ADR | 1,732,784 | 0.3 | ||||||||
95,000 | Nexteer Automotive Group Ltd. | 86,107 | 0.0 | ||||||||
165,000 | Nine Dragons Paper Holdings Ltd. | 171,588 | 0.0 | ||||||||
11,000 | Ninestar Corp. - A Shares | 52,059 | 0.0 | ||||||||
67,353(1),(3) | NIO, Inc. ADR | 270,759 | 0.0 | ||||||||
3,119(1),(3) | Noah Holdings Ltd. ADR | 110,319 | 0.0 | ||||||||
28,300 | Offshore Oil Engineering Co. Ltd. | 30,036 | 0.0 | ||||||||
19,100(1) | OFILM Group Co. Ltd. - A Shares | 42,869 | 0.0 | ||||||||
2,600 | Oppein Home Group, Inc. - A Shares | 43,678 | 0.0 | ||||||||
41,500 | Orient Securities Co. Ltd./China - A Shares | 64,255 | 0.0 | ||||||||
28,200 | Oriental Pearl Group Co. Ltd. - A Shares | 37,942 | 0.0 | ||||||||
4,000 | Ovctek China, Inc. | 27,197 | 0.0 | ||||||||
59,200(1) | Pacific Securities Co. Ltd./The/China | 32,294 | 0.0 | ||||||||
838,000 | Peoples Insurance Co. Group of China Ltd. - H Shares | 348,418 | 0.1 | ||||||||
8,600 | Perfect World Co. Ltd./China - A Shares | 54,630 | 0.0 | ||||||||
76,000 | PetroChina Co. Ltd. - A Shares | 63,689 | 0.0 | ||||||||
2,096,000 | PetroChina Co., Ltd. - H Shares | 1,055,117 | 0.2 | ||||||||
693,244 | PICC Property & Casualty Co., Ltd. - H Shares | 835,580 | 0.2 | ||||||||
19,256(1) | Pinduoduo, Inc. ADR | 728,262 | 0.1 | ||||||||
103,800 | Ping An Bank Co. Ltd. - A Shares | 245,599 | 0.1 | ||||||||
27,600(1),(2) | Ping An Healthcare and Technology Co. Ltd. | 201,444 | 0.0 | ||||||||
63,100 | Ping An Insurance Group Co. of China Ltd. - A Shares | 775,438 | 0.1 | ||||||||
554,500 | Ping An Insurance Group Co. of China Ltd. - H Shares | 6,561,658 | 1.1 | ||||||||
70,600 | Poly Developments and Holdings Group Co. Ltd. - A Shares | 164,127 | 0.0 | ||||||||
801,000(2) | Postal Savings Bank of China Co. Ltd. - H Shares | 544,750 | 0.1 | ||||||||
82,800 | Power Construction Corp. of China Ltd. - A Shares | 51,648 | 0.0 |
See Accompanying Notes to Financial Statements
26
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
12,369(1) | Qudian, Inc. ADR | 58,258 | 0.0 | ||||||||
30,100 | RiseSun Real Estate Development Co. Ltd. - A Shares | 42,517 | 0.0 | ||||||||
30,800 | Rongsheng Petro Chemical Co. Ltd. - A Shares | 54,861 | 0.0 | ||||||||
45,000 | SAIC Motor Corp. Ltd. - A Shares | 154,206 | 0.0 | ||||||||
24,600 | Sanan Optoelectronics Co. Ltd. - A Shares | 64,928 | 0.0 | ||||||||
2,300 | Sangfor Technologies, Inc. | 37,770 | 0.0 | ||||||||
53,900 | Sany Heavy Industry Co. Ltd. - A Shares | 132,241 | 0.0 | ||||||||
25,100 | SDIC Capital Co. Ltd. - A Shares | 54,730 | 0.0 | ||||||||
46,400 | SDIC Power Holdings Co. Ltd. - A Shares | 61,177 | 0.0 | ||||||||
180,000 | Seazen Group Ltd. | 219,216 | 0.1 | ||||||||
13,600 | Seazen Holdings Co. Ltd. - A Shares | 75,593 | 0.0 | ||||||||
304,400(1),(3) | Semiconductor Manufacturing International Corp. | 466,317 | 0.1 | ||||||||
11,200 | SF Holding Co. Ltd. - A Shares | 59,870 | 0.0 | ||||||||
53,300 | Shaanxi Coal Industry Co. Ltd. - A Shares | 68,869 | 0.0 | ||||||||
16,760 | Shandong Gold Mining Co. Ltd. - A Shares | 77,831 | 0.0 | ||||||||
13,300 | Shandong Hualu Hengsheng Chemical Co. Ltd. | 37,960 | 0.0 | ||||||||
9,300 | Shandong Linglong Tyre Co. Ltd. - A Shares | 30,665 | 0.0 | ||||||||
9,400 | Shandong Sinocera Functional Material Co. Ltd. | 30,835 | 0.0 | ||||||||
208,000 | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | 249,236 | 0.1 | ||||||||
6,700 | Shanghai Baosight Software Co. Ltd. | 31,660 | 0.0 | ||||||||
50,700 | Shanghai Construction Group Co. Ltd. - A Shares | 25,786 | 0.0 | ||||||||
54,300 | Shanghai Electric Group Co. Ltd. - A Shares | 38,878 | 0.0 | ||||||||
266,000 | Shanghai Electric Group Co., Ltd. - H Shares | 87,406 | 0.0 | ||||||||
11,200 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | 42,867 | 0.0 | ||||||||
52,000 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | 156,934 | 0.0 | ||||||||
46,000 | Shanghai Industrial Holdings Ltd. | 88,554 | 0.0 | ||||||||
5,900 | Shanghai International Airport Co. Ltd. - A Shares | 66,839 | 0.0 | ||||||||
51,500 | Shanghai International Port Group Co. Ltd. - A Shares | 42,772 | 0.0 | ||||||||
118,533(1) | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - A Shares | 114,555 | 0.0 | ||||||||
7,200 | Shanghai M&G Stationery, Inc. | 50,437 | 0.0 | ||||||||
92,500 | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | 180,003 | 0.0 | ||||||||
174,300 | Shanghai Pudong Development Bank Co. Ltd. - A Shares | 309,808 | 0.1 | ||||||||
30,900 | Shanghai Tunnel Engineering Co. Ltd. - A Shares | 26,821 | 0.0 | ||||||||
28,064 | Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 31,586 | 0.0 | ||||||||
28,000(1) | Shanxi Meijin Energy Co. Ltd. | 38,081 | 0.0 | ||||||||
23,400 | Shanxi Securities Co. Ltd. - A Shares | 27,907 | 0.0 | ||||||||
6,000 | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - A Shares | 77,342 | 0.0 | ||||||||
48,800 | Shenergy Co. Ltd. - A Shares | 40,726 | 0.0 | ||||||||
15,800 | Shengyi Technology Co. Ltd. | 47,522 | 0.0 | ||||||||
2,300 | Shennan Circuits Co. Ltd. | 46,963 | 0.0 | ||||||||
147,300 | Shenwan Hongyuan Group Co. Ltd. - A Shares | 108,431 | 0.0 | ||||||||
2,400 | Shenzhen Goodix Technology Co. Ltd. | 71,198 | 0.0 | ||||||||
12,500 | Shenzhen Inovance Technology Co. Ltd. - A Shares | 55,072 | 0.0 | ||||||||
101,366 | Shenzhen International Holdings Ltd. | 222,694 | 0.1 | ||||||||
320,000 | Shenzhen Investment Ltd. | 128,249 | 0.0 | ||||||||
5,600 | Shenzhen Kangtai Biological Products Co. Ltd. - A Shares | 70,645 | 0.0 | ||||||||
2,600 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | 68,010 | 0.0 | ||||||||
53,200 | Shenzhen Overseas Chinese Town Co. Ltd. - A Shares | 59,571 | 0.0 | ||||||||
7,300(1) | Shenzhen Sunway Communication Co. Ltd. | 47,617 | 0.0 | ||||||||
75,000 | Shenzhou International Group Holdings Ltd. | 1,096,131 | 0.2 | ||||||||
117,000 | Shimao Property Holdings Ltd. | 453,420 | 0.1 | ||||||||
370,000 | Shui On Land Ltd. - H Shares | 81,314 | 0.0 | ||||||||
32,500 | Sichuan Chuantou Energy Co. Ltd. - A Shares | 45,960 | 0.0 | ||||||||
9,900 | Sichuan Kelun Pharmaceutical Co. Ltd. - A Shares | 33,403 | 0.0 | ||||||||
4,000 | Sichuan Swellfun Co. Ltd. | 29,765 | 0.0 | ||||||||
6,489(1) | Sina Corp. | 259,106 | 0.0 | ||||||||
690,500 | Sino Biopharmaceutical Ltd. | 966,022 | 0.2 | ||||||||
30,700 | Sinolink Securities Co. Ltd. - A Shares | 41,092 | 0.0 |
See Accompanying Notes to Financial Statements
27
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
312,000 | Sino-Ocean Group Holding Ltd. | 125,244 | 0.0 | ||||||||
136,500 | Sinopec Engineering Group Co. Ltd. - H Shares | 81,700 | 0.0 | ||||||||
362,000 | Sinopec Shanghai Petrochemical Co. Ltd. - H Shares | 109,280 | 0.0 | ||||||||
120,800 | Sinopharm Group Co. - H Shares | 440,786 | 0.1 | ||||||||
217,000 | Sinotrans Ltd. - H Shares | 73,808 | 0.0 | ||||||||
68,000 | Sinotruk Hong Kong Ltd. | 145,131 | 0.0 | ||||||||
220,500 | Soho China Ltd. | 83,182 | 0.0 | ||||||||
13,300 | Songcheng Performance Development Co. Ltd. - A Shares | 59,086 | 0.0 | ||||||||
28,300 | SooChow Securities Co. Ltd. - A Shares | 40,705 | 0.0 | ||||||||
55,000 | Southwest Securities Co. Ltd. - A Shares | 41,040 | 0.0 | ||||||||
6,800 | Spring Airlines Co. Ltd. - A Shares | 42,909 | 0.0 | ||||||||
154,000 | SSY Group Ltd. | 124,737 | 0.0 | ||||||||
240,500 | Sun Art Retail Group Ltd. | 291,822 | 0.1 | ||||||||
243,000 | Sunac China Holdings Ltd. | 1,450,718 | 0.2 | ||||||||
63,000 | Suning.com Co. Ltd. - A Shares | 91,536 | 0.0 | ||||||||
71,000 | Sunny Optical Technology Group Co. Ltd. | 1,230,154 | 0.2 | ||||||||
12,200 | Sunwoda Electronic Co. Ltd. | 34,234 | 0.0 | ||||||||
12,700 | Suzhou Dongshan Precision Manufacturing Co. Ltd. - A Shares | 42,323 | 0.0 | ||||||||
18,600 | Suzhou Gold Mantis Construction Decoration Co. Ltd. - A Shares | 23,568 | 0.0 | ||||||||
38,409(1) | TAL Education Group ADR | 1,851,314 | 0.3 | ||||||||
14,900 | Tasly Pharmaceutical Group Co. Ltd. - A Shares | 33,003 | 0.0 | ||||||||
39,100 | TBEA Co. Ltd. - A Shares | 37,375 | 0.0 | ||||||||
86,300 | TCL Corp. - A Shares | 55,484 | 0.0 | ||||||||
567,500 | Tencent Holdings Ltd. | 27,339,969 | 4.4 | ||||||||
9,067(1) | Tencent Music Entertainment Group ADR | 106,447 | 0.0 | ||||||||
20,200 | Tianjin Zhonghuan Semiconductor Co. Ltd. | 34,261 | 0.0 | ||||||||
12,700 | Tianma Microelectronics Co. Ltd. - A Shares | 29,796 | 0.0 | ||||||||
10,140 | Tianqi Lithium Corp. | 44,012 | 0.0 | ||||||||
198,000 | Tingyi Cayman Islands Holding Corp. | 337,934 | 0.1 | ||||||||
3,900 | Toly Bread Co. Ltd. | 23,788 | 0.0 | ||||||||
10,700 | Tonghua Dongbao Pharmaceutical Co. Ltd. - A Shares | 19,462 | 0.0 | ||||||||
156,300 | Tongling Nonferrous Metals Group Co. Ltd. - A Shares | 52,343 | 0.0 | ||||||||
24,800 | Tongwei Co. Ltd. - A Shares | 46,774 | 0.0 | ||||||||
96,000 | Towngas China Co. Ltd. | 66,501 | 0.0 | ||||||||
25,300 | Transfar Zhilian Co. Ltd. - A Shares | 25,395 | 0.0 | ||||||||
92,000 | Travelsky Technology Ltd. - H Shares | 224,590 | 0.1 | ||||||||
46,974(1) | Trip.com Group Ltd. ADR | 1,575,508 | 0.3 | ||||||||
5,900 | Tsingtao Brewery Co. Ltd. - A Shares | 43,252 | 0.0 | ||||||||
38,000 | Tsingtao Brewery Co., Ltd. - H Shares | 255,290 | 0.1 | ||||||||
38,300 | Tunghsu Optoelectronic Technology Co. Ltd. - A Shares | 18,501 | 0.0 | ||||||||
4,700 | Unigroup Guoxin Microelectronics Co. Ltd. | 34,334 | 0.0 | ||||||||
138,000 | Uni-President China Holdings Ltd. | 144,979 | 0.0 | ||||||||
5,300 | Unisplendour Corp. Ltd. - A Shares | 24,073 | 0.0 | ||||||||
7,600 | Venustech Group, Inc. | 36,924 | 0.0 | ||||||||
44,066(1) | Vipshop Holdings Ltd. ADR | 624,415 | 0.1 | ||||||||
11,800 | Walvax Biotechnology Co. Ltd. - A Shares | 54,999 | 0.0 | ||||||||
13,800(1) | Wanda Film Holding Co. Ltd. | 36,018 | 0.0 | �� | |||||||
19,500 | Wanhua Chemical Group Co. Ltd. - A Shares | 157,697 | 0.0 | ||||||||
503,000 | Want Want China Holdings Ltd. | 469,835 | 0.1 | ||||||||
5,641(1),(3) | Weibo Corp. ADR | 261,460 | 0.0 | ||||||||
33,300 | Weichai Power Co. Ltd. - A Shares | 76,073 | 0.0 | ||||||||
201,000 | Weichai Power Co. Ltd. - H Shares | 424,256 | 0.1 | ||||||||
5,300 | Weihai Guangwei Composites Co. Ltd. | 34,654 | 0.0 | ||||||||
31,900 | Wens Foodstuffs Group Co. Ltd. - A Shares | 153,972 | 0.0 | ||||||||
29,000 | Western Securities Co. Ltd. - A Shares | 40,917 | 0.0 | ||||||||
106,000 | Wharf Holdings Ltd. | 269,419 | 0.1 | ||||||||
3,700 | Will Semiconductor Ltd. | 76,410 | 0.0 | ||||||||
13,300 | Winning Health Technology Group Co. Ltd. | 28,676 | 0.0 | ||||||||
11,700 | Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. - A Shares | 45,298 | 0.0 | ||||||||
23,500 | Wuliangye Yibin Co. Ltd. - A Shares | 449,731 | 0.1 | ||||||||
12,100 | WUS Printed Circuit Kunshan Co. Ltd. | 38,614 | 0.0 | ||||||||
11,200 | WuXi AppTec Co. Ltd. - A Shares | 148,232 | 0.0 | ||||||||
11,220(2) | WuXi AppTec Co. Ltd. - H Shares | 139,109 | 0.0 | ||||||||
56,500(1),(2) | Wuxi Biologics Cayman, Inc. - H Shares | 715,598 | 0.1 | ||||||||
5,500 | Wuxi Lead Intelligent Equipment Co. Ltd. - A Shares | 35,526 | 0.0 |
See Accompanying Notes to Financial Statements
28
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
China: (continued) | |||||||||||
74,800 | XCMG Construction Machinery Co. Ltd. | 58,871 | 0.0 | ||||||||
776,000(1),(2) | Xiaomi Corp. - B Shares | 1,074,664 | 0.2 | ||||||||
87,300 | Xinhu Zhongbao Co. Ltd. - A Shares | 47,447 | 0.0 | ||||||||
20,700 | Xinjiang Goldwind Science & Technology Co. Ltd. - A Shares | 35,551 | 0.0 | ||||||||
79,252 | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | 92,095 | 0.0 | ||||||||
316,000 | Xinyi Solar Holdings Ltd. | 224,524 | 0.1 | ||||||||
6,800 | Yantai Jereh Oilfield Services Group Co. Ltd. | 36,256 | 0.0 | ||||||||
188,000 | Yanzhou Coal Mining Co., Ltd. - H Shares | 168,907 | 0.0 | ||||||||
4,400 | Yealink Network Technology Corp. Ltd. | 45,802 | 0.0 | ||||||||
3,000 | Yifeng Pharmacy Chain Co. Ltd. - A Shares | 31,565 | 0.0 | ||||||||
47,000 | Yihai International Holding Ltd. | 275,899 | 0.1 | ||||||||
15,300 | Yintai Gold Co. Ltd. | 29,646 | 0.0 | ||||||||
60,400 | Yonghui Superstores Co. Ltd. - A Shares | 65,441 | 0.0 | ||||||||
16,200 | Yonyou Network Technology Co. Ltd. - A Shares | 66,226 | 0.0 | ||||||||
706,000 | Yuexiu Property Co. Ltd. - H Shares | 163,094 | 0.0 | ||||||||
35,633 | Yum China Holdings, Inc. | 1,710,740 | 0.3 | ||||||||
11,200 | Yunda Holding Co. Ltd. - A Shares | 53,657 | 0.0 | ||||||||
7,900 | Yunnan Baiyao Group Co. Ltd. - A Shares | 101,589 | 0.0 | ||||||||
4,700 | Yunnan Energy New Material Co. Ltd. | 34,130 | 0.0 | ||||||||
170,000 | Yuzhou Properties Co. Ltd. - H Shares | 93,528 | 0.0 | ||||||||
4,100 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | 64,762 | 0.0 | ||||||||
108,000 | Zhaojin Mining Industry Co. Ltd. - H Shares | 118,477 | 0.0 | ||||||||
12,200 | Zhejiang Chint Electrics Co. Ltd. - A Shares | 46,988 | 0.0 | ||||||||
23,000 | Zhejiang Dahua Technology Co. Ltd. - A Shares | 65,846 | 0.0 | ||||||||
2,800 | Zhejiang Dingli Machinery Co. Ltd. | 28,810 | 0.0 | ||||||||
154,000 | Zhejiang Expressway Co., Ltd. - H Shares | 140,399 | 0.0 | ||||||||
9,600(1) | Zhejiang Huahai Pharmaceutical Co. Ltd. | 23,831 | 0.0 | ||||||||
7,300 | Zhejiang Huayou Cobalt Co. Ltd. - A Shares | 41,280 | 0.0 | ||||||||
22,600 | Zhejiang Longsheng Group Co. Ltd. - A Shares | 47,035 | 0.0 | ||||||||
14,800 | Zhejiang NHU Co. Ltd. | 49,474 | 0.0 | ||||||||
19,500 | Zhejiang Sanhua Intelligent Controls Co. Ltd. | 48,580 | 0.0 | ||||||||
4,000 | Zhejiang Supor Co. Ltd. | 44,165 | 0.0 | ||||||||
4,100 | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 26,031 | 0.0 | ||||||||
27,100(1),(2),(3) | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | 97,777 | 0.0 | ||||||||
4,400 | Zhongji Innolight Co. Ltd. | 32,985 | 0.0 | ||||||||
28,300 | Zhongjin Gold Corp. Ltd. - A Shares | 34,273 | 0.0 | ||||||||
58,000 | Zhongsheng Group Holdings Ltd. | 237,539 | 0.1 | ||||||||
55,400 | Zhuzhou CSR Times Electric Co., Ltd. - H Shares | 200,442 | 0.0 | ||||||||
123,900 | Zijin Mining Group Co. Ltd. - A Shares | 81,362 | 0.0 | ||||||||
586,000 | Zijin Mining Group Co., Ltd. - H Shares | 291,049 | 0.1 | ||||||||
95,300 | Zoomlion Heavy Industry Science and Technology Co. Ltd. - A Shares | 91,592 | 0.0 | ||||||||
19,700(1) | ZTE Corp. - A Shares | 100,377 | 0.0 | ||||||||
78,640(1) | ZTE Corp. - H Shares | 240,692 | 0.1 | ||||||||
32,632 | ZTO Express Cayman, Inc. ADR | 761,957 | 0.1 | ||||||||
210,817,462 | 33.7 | ||||||||||
Colombia: 0.3% | |||||||||||
20,968 | Bancolombia SA | 280,659 | 0.1 | ||||||||
11,896 | BanColombia SA ADR | 651,782 | 0.1 | ||||||||
480,950 | Ecopetrol SA | 485,013 | 0.1 | ||||||||
29,707 | Grupo Argos SA/Colombia | 160,860 | 0.0 | ||||||||
24,613 | Grupo de Inversiones Suramericana SA | 254,574 | 0.0 | ||||||||
45,051 | Interconexion Electrica SA ESP | 268,615 | 0.0 | ||||||||
2,101,503 | 0.3 | ||||||||||
Czech Republic: 0.1% | |||||||||||
17,014 | CEZ AS | 382,382 | 0.0 | ||||||||
8,010 | Komercni Banka AS | 293,339 | 0.1 | ||||||||
49,805(2) | Moneta Money Bank AS | 186,876 | 0.0 | ||||||||
862,597 | 0.1 | ||||||||||
Egypt: 0.1% | |||||||||||
140,688 | Commercial International Bank Egypt SAE | 727,721 | 0.1 | ||||||||
93,638 | Eastern Co. SAE | 90,896 | 0.0 | ||||||||
65,195 | ElSewedy Electric Co. | 46,713 | 0.0 | ||||||||
865,330 | 0.1 | ||||||||||
Greece: 0.3% | |||||||||||
142,163(1) | Alpha Bank AE | 307,100 | 0.1 | ||||||||
273,533(1) | Eurobank Ergasias SA | 282,863 | 0.1 | ||||||||
4,349(1),(4) | FF Group | – | – | ||||||||
25,540 | Hellenic Telecommunications Organization SA | 408,811 | 0.1 | ||||||||
11,355 | Jumbo SA | 236,270 | 0.0 | ||||||||
6,303 | Motor Oil Hellas Corinth Refineries SA | 145,883 | 0.0 | ||||||||
53,055(1) | National Bank of Greece SA | 180,110 | 0.0 | ||||||||
19,681 | OPAP S.A. | 256,062 | 0.0 | ||||||||
1,099(1) | Titan Cement International SA | 23,373 | 0.0 | ||||||||
1,840,472 | 0.3 |
See Accompanying Notes to Financial Statements
29
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Hungary: 0.3% | |||||||||||
40,605 | MOL Hungarian Oil & Gas PLC | 404,755 | 0.1 | ||||||||
22,434 | OTP Bank Nyrt | 1,174,644 | 0.2 | ||||||||
14,137 | Richter Gedeon Nyrt | 307,361 | 0.0 | ||||||||
1,886,760 | 0.3 | ||||||||||
India: 8.5% | |||||||||||
62,654 | Adani Ports & Special Economic Zone, Ltd. | 321,392 | 0.1 | ||||||||
61,604 | Ambuja Cements Ltd. | 169,410 | 0.0 | ||||||||
122,331 | Ashok Leyland Ltd. | 139,839 | 0.0 | ||||||||
30,077 | Asian Paints Ltd. | 752,296 | 0.1 | ||||||||
27,746 | Aurobindo Pharma Ltd. | 177,586 | 0.0 | ||||||||
13,000(1),(2) | Avenue Supermarts Ltd. | 335,010 | 0.1 | ||||||||
208,651 | Axis Bank Ltd. | 2,205,627 | 0.4 | ||||||||
8,776 | Bajaj Auto Ltd. | 391,743 | 0.1 | ||||||||
17,738 | Bajaj Finance Ltd. | 1,052,888 | 0.2 | ||||||||
3,938 | Bajaj Finserv Ltd. | 518,477 | 0.1 | ||||||||
39,711(2) | Bandhan Bank Ltd. | 282,873 | 0.0 | ||||||||
8,321 | Berger Paints India Ltd. | 60,101 | 0.0 | ||||||||
20,751 | Bharat Forge Ltd. | 140,539 | 0.0 | ||||||||
65,803 | Bharat Petroleum Corp. Ltd. | 452,622 | 0.1 | ||||||||
202,509 | Bharti Airtel Ltd. | 1,293,163 | 0.2 | ||||||||
33,400 | Bharti Infratel Ltd. | 118,152 | 0.0 | ||||||||
731 | Bosch Ltd. | 157,498 | 0.0 | ||||||||
6,051 | Britannia Industries Ltd. | 256,776 | 0.0 | ||||||||
36,913 | Cipla Ltd. | 247,339 | 0.0 | ||||||||
126,663 | Coal India Ltd. | 375,520 | 0.1 | ||||||||
1,101 | Colgate-Palmolive India Ltd. | 22,574 | 0.0 | ||||||||
21,500 | Container Corp. Of India Ltd. | 172,264 | 0.0 | ||||||||
54,610 | Dabur India Ltd. | 350,859 | 0.1 | ||||||||
8,057 | Divis Laboratories Ltd. | 208,498 | 0.0 | ||||||||
41,582 | DLF Ltd. | 134,538 | 0.0 | ||||||||
11,999 | Dr Reddys Laboratories Ltd. | 483,620 | 0.1 | ||||||||
1,357 | Eicher Motors Ltd. | 428,537 | 0.1 | ||||||||
159,880 | GAIL India Ltd. | 271,015 | 0.0 | ||||||||
37,451 | Godrej Consumer Products Ltd. | 359,279 | 0.1 | ||||||||
30,230 | Grasim Industries Ltd. | 314,999 | 0.0 | ||||||||
26,637 | Havells India Ltd. | 241,504 | 0.0 | ||||||||
108,926 | HCL Technologies Ltd. | 866,944 | 0.1 | ||||||||
3,213(2) | HDFC Asset Management Co. Ltd. | 144,068 | 0.0 | ||||||||
47,221(2) | HDFC Life Insurance Co., Ltd. | 414,339 | 0.1 | ||||||||
7,774 | Hero Motocorp Ltd. | 266,145 | 0.0 | ||||||||
123,893 | Hindalco Industries Ltd. | 375,598 | 0.1 | ||||||||
63,995 | Hindustan Petroleum Corp. Ltd. | 236,707 | 0.0 | ||||||||
65,184 | Hindustan Unilever Ltd. | 1,756,645 | 0.3 | ||||||||
162,873 | Housing Development Finance Corp. | 5,507,136 | 0.9 | ||||||||
456,243 | ICICI Bank Ltd. | 3,460,041 | 0.6 | ||||||||
14,274(2) | ICICI Lombard General Insurance Co. Ltd. | 277,328 | 0.1 | ||||||||
23,315(2) | ICICI Prudential Life Insurance Co. Ltd. | 157,588 | 0.0 | ||||||||
191,556 | Indian Oil Corp. Ltd. | 336,613 | 0.1 | ||||||||
5,106 | Info Edge India Ltd. | 180,986 | 0.0 | ||||||||
337,531 | Infosys Ltd. | 3,475,906 | 0.6 | ||||||||
9,612(2) | InterGlobe Aviation Ltd. | 179,580 | 0.0 | ||||||||
345,675 | ITC Ltd. | 1,151,386 | 0.2 | ||||||||
90,120 | JSW Steel Ltd. | 341,427 | 0.1 | ||||||||
49,184 | Larsen & Toubro Ltd. | 894,681 | 0.1 | ||||||||
32,301 | LIC Housing Finance Ltd. | 196,544 | 0.0 | ||||||||
23,517 | Lupin Ltd. | 251,697 | 0.0 | ||||||||
31,680 | Mahindra & Mahindra Financial Services Ltd. | 143,193 | 0.0 | ||||||||
75,982 | Mahindra & Mahindra Ltd. | 566,183 | 0.1 | ||||||||
46,472 | Marico Ltd. | 222,452 | 0.0 | ||||||||
10,618 | Maruti Suzuki India Ltd. | 1,096,322 | 0.2 | ||||||||
99,886 | Motherson Sumi Systems Ltd. | 205,272 | 0.0 | ||||||||
2,382 | Nestle India Ltd. | 493,410 | 0.1 | ||||||||
244,602 | NTPC Ltd. | 407,966 | 0.1 | ||||||||
254,349 | Oil & Natural Gas Corp., Ltd. | 459,291 | 0.1 | ||||||||
579 | Page Industries Ltd. | 189,839 | 0.0 | ||||||||
63,293 | Petronet LNG Ltd. | 237,679 | 0.0 | ||||||||
12,592 | Pidilite Industries Ltd. | 244,667 | 0.0 | ||||||||
8,704 | Piramal Enterprises, Ltd. | 185,971 | 0.0 | ||||||||
186,971 | Power Grid Corp. of India Ltd. | 498,349 | 0.1 | ||||||||
72,911 | REC Ltd. | 146,216 | 0.0 | ||||||||
282,764 | Reliance Industries Ltd. | 5,998,022 | 1.0 | ||||||||
29,041(2) | SBI Life Insurance Co. Ltd. | 391,423 | 0.1 | ||||||||
878 | Shree Cement Ltd. | 250,504 | 0.0 | ||||||||
15,396 | Shriram Transport Finance Co. Ltd. | 252,602 | 0.1 | ||||||||
1,633 | Siemens, Ltd. | 34,255 | 0.0 | ||||||||
178,959(1) | State Bank of India | 837,484 | 0.1 | ||||||||
84,762 | Sun Pharmaceutical Industries Ltd. | 513,656 | 0.1 | ||||||||
89,200 | Tata Consultancy Services Ltd. | 2,701,438 | 0.4 | ||||||||
159,520(1) | Tata Motors Ltd. | 413,146 | 0.1 | ||||||||
117,894 | Tata Power Co. Ltd. | 93,352 | 0.0 | ||||||||
37,621 | Tata Steel Ltd. | 249,202 | 0.0 | ||||||||
46,979 | Tech Mahindra Ltd. | 501,723 | 0.1 | ||||||||
31,744 | Titan Co., Ltd. | 528,580 | 0.1 | ||||||||
10,037 | Ultratech Cement Ltd. | 569,144 | 0.1 | ||||||||
30,883(1) | United Spirits Ltd. | 259,497 | 0.0 | ||||||||
54,578 | UPL Ltd. | 446,864 | 0.1 | ||||||||
189,422 | Vedanta Ltd. | 405,170 | 0.1 | ||||||||
115,993 | Wipro Ltd. | 399,405 | 0.1 | ||||||||
71,658 | Zee Entertainment Enterprises Ltd. | 293,346 | 0.1 | ||||||||
53,143,520 | 8.5 | ||||||||||
Indonesia: 1.9% | |||||||||||
1,520,300 | Adaro Energy Tbk PT | 169,896 | 0.0 | ||||||||
2,002,500 | Astra International Tbk PT | 997,431 | 0.2 | ||||||||
981,500 | Bank Central Asia Tbk PT | 2,360,514 | 0.4 | ||||||||
1,857,800 | Bank Mandiri Persero TBK PT | 1,026,553 | 0.2 | ||||||||
752,500 | Bank Negara Indonesia Persero Tbk PT | 424,799 | 0.1 | ||||||||
5,514,100 | Bank Rakyat Indonesia | 1,745,356 | 0.3 | ||||||||
416,400 | Bank Tabungan Negara Persero Tbk PT | 63,482 | 0.0 | ||||||||
2,440,100 | Barito Pacific Tbk PT | 265,115 | 0.1 | ||||||||
301,200 | Bukit Asam Tbk PT | 57,611 | 0.0 | ||||||||
840,300(1) | Bumi Serpong Damai PT | 75,731 | 0.0 |
See Accompanying Notes to Financial Statements
30
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Indonesia:(continued) | |||||||||||
732,100 | Charoen Pokphand Indonesia Tbk PT | 342,384 | 0.1 | ||||||||
48,300 | Gudang Garam Tbk PT | 184,247 | 0.0 | ||||||||
908,200 | Hanjaya Mandala Sampoerna Tbk PT | 137,176 | 0.0 | ||||||||
277,600 | Indah Kiat Pulp and Paper Corp. Tbk PT | 153,633 | 0.0 | ||||||||
184,300 | Indocement Tunggal Prakarsa Tbk PT | 252,072 | 0.0 | ||||||||
238,400 | Indofood CBP Sukses Makmur TBK PT | 191,441 | 0.0 | ||||||||
443,000 | Indofood Sukses Makmur Tbk PT | 252,592 | 0.0 | ||||||||
210,831 | Jasa Marga Persero Tbk PT | 78,486 | 0.0 | ||||||||
2,195,800 | Kalbe Farma Tbk PT | 256,012 | 0.1 | ||||||||
139,300 | Pabrik Kertas Tjiwi Kimia Tbk PT | 102,951 | 0.0 | ||||||||
1,721,600 | Pakuwon Jati Tbk PT | 70,470 | 0.0 | ||||||||
1,063,200 | Perusahaan Gas Negara Tbk PT | 165,775 | 0.0 | ||||||||
296,200 | Semen Indonesia Persero Tbk PT | 255,425 | 0.0 | ||||||||
4,937,300 | Telekomunikasi Indonesia Persero Tbk PT | 1,414,425 | 0.2 | ||||||||
153,200 | Unilever Indonesia Tbk PT | 463,112 | 0.1 | ||||||||
166,800 | United Tractors Tbk PT | 258,256 | 0.1 | ||||||||
208,000(1) | XL Axiata Tbk PT | 47,152 | 0.0 | ||||||||
11,812,097 | 1.9 | ||||||||||
Malaysia: 1.8% | |||||||||||
154,600 | AirAsia Group Bhd | 64,280 | 0.0 | ||||||||
165,200 | AMMB Holdings Bhd | 158,007 | 0.0 | ||||||||
277,000 | Axiata Group Bhd | 280,581 | 0.1 | ||||||||
15,300 | British American Tobacco Malaysia Bhd | 56,445 | 0.0 | ||||||||
482,300 | CIMB Group Holdings Bhd | 607,466 | 0.1 | ||||||||
370,642 | Dialog Group BHD | 313,268 | 0.1 | ||||||||
317,000 | Digi.Com BHD | 346,005 | 0.1 | ||||||||
11,500 | Fraser & Neave Holdings Bhd | 97,949 | 0.0 | ||||||||
184,400 | Gamuda BHD | 175,862 | 0.0 | ||||||||
213,200 | Genting Bhd | 315,484 | 0.1 | ||||||||
300,800 | Genting Malaysia BHD | 242,119 | 0.0 | ||||||||
26,100 | Genting Plantations Bhd | 67,601 | 0.0 | ||||||||
59,300 | HAP Seng Consolidated Bhd | 144,680 | 0.0 | ||||||||
146,500 | Hartalega Holdings Bhd | 196,430 | 0.0 | ||||||||
65,972 | Hong Leong Bank BHD | 279,170 | 0.1 | ||||||||
19,592 | Hong Leong Financial Group Bhd | 80,945 | 0.0 | ||||||||
222,500 | IHH Healthcare Bhd | 297,900 | 0.1 | ||||||||
273,100 | IJM Corp. Bhd | 144,990 | 0.0 | ||||||||
187,700 | IOI Corp. Bhd | 211,635 | 0.0 | ||||||||
42,300 | Kuala Lumpur Kepong Bhd | 256,658 | 0.0 | ||||||||
388,000 | Malayan Banking BHD | 819,912 | 0.1 | ||||||||
99,200 | Malaysia Airports Holdings Bhd | 184,363 | 0.0 | ||||||||
241,600 | Maxis Bhd | 314,537 | 0.1 | ||||||||
112,300 | MISC Bhd | 229,447 | 0.0 | ||||||||
6,700 | Nestle Malaysia Bhd | 240,918 | 0.0 | ||||||||
238,300 | Petronas Chemicals Group Bhd | 428,250 | 0.1 | ||||||||
23,000 | Petronas Dagangan BHD | 129,886 | 0.0 | ||||||||
78,400 | Petronas Gas BHD | 318,545 | 0.1 | ||||||||
58,080 | PPB Group Bhd | 267,649 | 0.1 | ||||||||
139,900 | Press Metal Aluminium Holdings Bhd | 159,282 | 0.0 | ||||||||
307,000 | Public Bank BHD | 1,460,134 | 0.2 | ||||||||
59,200 | QL Resources Bhd | 117,686 | 0.0 | ||||||||
169,576 | RHB Bank Bhd | 239,616 | 0.1 | ||||||||
77,500(1),(4) | RHB Bank Bhd | – | – | ||||||||
249,800 | Sime Darby Bhd | 135,595 | 0.0 | ||||||||
204,400 | Sime Darby Plantation Bhd | 272,426 | 0.1 | ||||||||
117,700 | Telekom Malaysia BHD | 109,969 | 0.0 | ||||||||
308,700 | Tenaga Nasional BHD | 1,001,270 | 0.2 | ||||||||
153,500 | Top Glove Corp. Bhd | 176,465 | 0.0 | ||||||||
87,800 | Westports Holdings Bhd | 90,461 | 0.0 | ||||||||
297,234 | YTL Corp. Bhd | 71,221 | 0.0 | ||||||||
11,105,107 | 1.8 | ||||||||||
Mexico: 2.3% | |||||||||||
302,600 | Alfa SA de CV | 250,626 | 0.0 | ||||||||
49,700(1) | Alsea SAB de CV | 130,982 | 0.0 | ||||||||
3,330,300 | America Movil SAB de CV | 2,659,660 | 0.4 | ||||||||
46,300 | Arca Continental SAB de CV | 244,901 | 0.0 | ||||||||
1,485,121 | Cemex SA de CV | 556,110 | 0.1 | ||||||||
53,900 | Coca-Cola Femsa SAB de CV | 327,263 | 0.1 | ||||||||
18,300 | El Puerto de Liverpool SAB de CV | 90,786 | 0.0 | ||||||||
322,400 | Fibra Uno Administracion SA de CV | 499,266 | 0.1 | ||||||||
193,300 | Fomento Economico Mexicano SAB de CV | 1,823,149 | 0.3 | ||||||||
20,690 | Gruma SAB de CV | 212,060 | 0.0 | ||||||||
36,165 | Grupo Aeroportuario del Pacifico SA de CV | 429,887 | 0.1 | ||||||||
20,740 | Grupo Aeroportuario del Sureste SA de CV | 388,573 | 0.1 | ||||||||
159,300 | Grupo Bimbo SAB de CV | 290,249 | 0.1 | ||||||||
46,900 | Grupo Carso SAB de CV | 173,362 | 0.0 | ||||||||
256,877 | Grupo Financiero Banorte | 1,434,137 | 0.2 | ||||||||
231,000 | Grupo Financiero Inbursa SA | 283,443 | 0.1 | ||||||||
348,000 | Grupo Mexico SA de CV Series B | 956,712 | 0.2 | ||||||||
236,500 | Grupo Televisa S.A. | 554,491 | 0.1 | ||||||||
14,430 | Industrias Penoles, S.A. de C.V. | 151,127 | 0.0 | ||||||||
52,900 | Infraestructura Energetica Nova SAB de CV | 248,391 | 0.0 | ||||||||
154,300 | Kimberly-Clark de Mexico SA de CV | 307,090 | 0.1 | ||||||||
29,100 | Megacable Holdings SAB de CV | 119,186 | 0.0 | ||||||||
103,750 | Orbia Advance Corp. SAB de CV | 221,246 | 0.0 | ||||||||
23,225 | Promotora y Operadora de Infraestructura SAB de CV | 237,710 | 0.0 | ||||||||
8,537 | Southern Copper Corp. | 362,652 | 0.1 | ||||||||
517,700 | Wal-Mart de Mexico SAB de CV | 1,486,223 | 0.2 | ||||||||
14,439,282 | 2.3 |
See Accompanying Notes to Financial Statements
31
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Pakistan: 0.0% | |||||||||||
57,700 | Habib Bank Ltd. | 58,652 | 0.0 | ||||||||
40,500 | MCB Bank Ltd. | 53,596 | 0.0 | ||||||||
55,100 | Oil & Gas Development Co. Ltd. | 50,721 | 0.0 | ||||||||
162,969 | 0.0 | ||||||||||
Peru: 0.3% | |||||||||||
22,086 | Cia de Minas Buenaventura SAA ADR | 333,499 | 0.1 | ||||||||
6,740 | Credicorp Ltd. | 1,436,496 | 0.2 | ||||||||
1,769,995 | 0.3 | ||||||||||
Philippines: 0.9% | |||||||||||
196,050 | Aboitiz Equity Ventures, Inc. | 199,038 | 0.0 | ||||||||
139,200 | Aboitiz Power Corp. | 94,000 | 0.0 | ||||||||
3,548(1),(4) | Altus San Nicolas Corp. | – | – | ||||||||
28,085 | Ayala Corp. | 435,015 | 0.1 | ||||||||
730,990 | Ayala Land, Inc. | 655,633 | 0.1 | ||||||||
91,270 | Bank of the Philippine Islands | 158,409 | 0.0 | ||||||||
197,239 | BDO Unibank, Inc. | 615,337 | 0.1 | ||||||||
3,350 | Globe Telecom, Inc. | 133,616 | 0.0 | ||||||||
10,100 | GT Capital Holdings, Inc. | 168,915 | 0.0 | ||||||||
100,050 | International Container Terminal Services, Inc. | 253,561 | 0.1 | ||||||||
287,170 | JG Summit Holdings, Inc. | 457,678 | 0.1 | ||||||||
43,500 | Jollibee Foods Corp. | 185,346 | 0.0 | ||||||||
22,390 | Manila Electric Co. | 140,145 | 0.0 | ||||||||
1,159,400 | Megaworld Corp. | 91,695 | 0.0 | ||||||||
1,440,100 | Metro Pacific Investments Corp. | 98,954 | 0.0 | ||||||||
184,682 | Metropolitan Bank & Trust Co. | 241,770 | 0.1 | ||||||||
8,630 | PLDT, Inc. | 169,272 | 0.0 | ||||||||
207,595 | Robinsons Land Corp. | 112,928 | 0.0 | ||||||||
22,280 | Security Bank Corp. | 85,719 | 0.0 | ||||||||
23,862 | SM Investments Corp. | 491,037 | 0.1 | ||||||||
997,800 | SM Prime Holdings, Inc. | 828,183 | 0.1 | ||||||||
87,270 | Universal Robina Corp. | 249,860 | 0.1 | ||||||||
5,866,111 | 0.9 | ||||||||||
Poland: 0.9% | |||||||||||
62,003(1) | Bank Millennium SA | 95,423 | 0.0 | ||||||||
17,115 | Bank Polska Kasa Opieki SA | 452,923 | 0.1 | ||||||||
2,724 | CCC SA | 78,975 | 0.0 | ||||||||
6,740 | CD Projekt SA | 497,006 | 0.1 | ||||||||
25,999 | Cyfrowy Polsat SA | 191,136 | 0.0 | ||||||||
4,930(1),(2) | Dino Polska SA | 187,058 | 0.0 | ||||||||
9,552 | Grupa Lotos SA | 210,431 | 0.0 | ||||||||
14,215(1) | KGHM Polska Miedz SA | 358,574 | 0.1 | ||||||||
130 | LPP SA | 302,222 | 0.1 | ||||||||
1,540(1) | mBank SA | 158,063 | 0.0 | ||||||||
82,900(1) | PGE Polska Grupa Energetyczna SA | 173,715 | 0.0 | ||||||||
29,621 | Polski Koncern Naftowy Orlen | 670,014 | 0.1 | ||||||||
169,343 | Polskie Gornictwo Naftowe I Gazownictwo SA | 193,151 | 0.1 | ||||||||
86,706 | Powszechna Kasa Oszczednosci Bank Polski SA | 787,174 | 0.1 | ||||||||
60,223 | Powszechny Zaklad Ubezpieczen SA | 636,042 | 0.1 | ||||||||
3,537 | Santander Bank Polska SA | 286,585 | 0.1 | ||||||||
69,608(1) | Orange Polska SA | 130,576 | 0.0 | ||||||||
5,409,068 | 0.9 | ||||||||||
Qatar: 0.9% | |||||||||||
193,120 | Barwa Real Estate Co. | 187,688 | 0.0 | ||||||||
202,567 | Commercial Bank PQSC | 261,896 | 0.1 | ||||||||
181,383 | Industries Qatar QSC | 512,117 | 0.1 | ||||||||
384,035 | Masraf Al Rayan | 417,682 | 0.1 | ||||||||
446,646 | Mesaieed Petrochemical Holding Co. | 307,905 | 0.1 | ||||||||
78,100 | Ooredoo QPSC | 151,800 | 0.0 | ||||||||
58,774 | Qatar Electricity & Water Co. QSC | 259,729 | 0.0 | ||||||||
47,632 | Qatar Fuel QSC | 299,580 | 0.0 | ||||||||
158,050 | Qatar Insurance Co. SAQ | 137,171 | 0.0 | ||||||||
28,647 | Qatar International Islamic Bank QSC | 76,161 | 0.0 | ||||||||
120,652 | Qatar Islamic Bank SAQ | 507,991 | 0.1 | ||||||||
449,026 | Qatar National Bank QPSC | 2,540,755 | 0.4 | ||||||||
5,660,475 | 0.9 | ||||||||||
Romania: 0.1% | |||||||||||
38,160 | NEPI Rockcastle PLC | 337,404 | 0.1 | ||||||||
Russia: 3.8% | |||||||||||
258,530 | Alrosa PJSC | 351,226 | 0.1 | ||||||||
1,054,023 | Gazprom PJSC | 4,354,887 | 0.7 | ||||||||
3,553,000 | Inter RAO UES PJSC | 288,980 | 0.1 | ||||||||
38,841 | Lukoil PJSC | 3,855,009 | 0.6 | ||||||||
35,331 | Magnit PJSC GDR | 425,915 | 0.1 | ||||||||
228,200 | Magnitogorsk Iron & Steel Works PJSC | 154,332 | 0.0 | ||||||||
6,295 | MMC Norilsk Nickel OJSC | 1,936,645 | 0.3 | ||||||||
50,126 | Mobile TeleSystems PJSC ADR | 508,779 | 0.1 | ||||||||
140,975 | Moscow Exchange MICEX-RTS PJ | 244,739 | 0.0 | ||||||||
9,001 | Novatek PJSC GDR | 1,827,203 | 0.3 | ||||||||
119,490 | Novolipetsk Steel PJSC | 276,931 | 0.0 | ||||||||
11,970 | PhosAgro OJSC GDR | 152,019 | 0.0 | ||||||||
20,563 | Polymetal International PLC | 321,475 | 0.1 | ||||||||
2,794 | Polyus PJSC | 319,774 | 0.0 | ||||||||
112,936 | Rosneft Oil Co. PJSC | 819,137 | 0.1 | ||||||||
1,067,232 | Sberbank of Russia PJSC | 4,383,273 | 0.7 | ||||||||
21,120 | Severstal PJSC | 319,411 | 0.1 | ||||||||
713,851 | Surgutneftegas PJSC | 580,713 | 0.1 | ||||||||
150,397 | Tatneft PJSC | 1,842,433 | 0.3 | ||||||||
329,837,930 | VTB Bank PJSC | 244,186 | 0.0 | ||||||||
1,245 | X5 Retail Group N.V. - FIVEL GDR | 42,970 | 0.0 | ||||||||
10,987 | X5 Retail Group NV - FIVE GDR | 377,627 | 0.1 | ||||||||
23,627,664 | 3.8 | ||||||||||
Saudi Arabia: 2.5% | |||||||||||
10,425 | Advanced Petrochemical Co. | 137,469 | 0.0 |
See Accompanying Notes to Financial Statements
32
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Saudi Arabia: (continued) | |||||||||||
123,393 | Al Rajhi Bank | 2,151,753 | 0.4 | ||||||||
73,125 | Alinma Bank | 494,136 | 0.1 | ||||||||
24,274 | Almarai Co. JSC | 320,612 | 0.1 | ||||||||
42,070 | Arab National Bank | 307,285 | 0.1 | ||||||||
38,238 | Bank AlBilad | 274,094 | 0.1 | ||||||||
34,117 | Bank Al-Jazira | 136,907 | 0.0 | ||||||||
54,939 | Banque Saudi Fransi | 555,085 | 0.1 | ||||||||
3,062 | Bupa Arabia for Cooperative Insurance Co. | 83,645 | 0.0 | ||||||||
6,464(1) | Co for Cooperative Insurance/The | 132,245 | 0.0 | ||||||||
53,849(1) | Dar Al Arkan Real Estate Development Co. | 158,023 | 0.0 | ||||||||
41,723(1) | Emaar Economic City | 106,266 | 0.0 | ||||||||
38,400(1) | Etihad Etisalat Co. | 255,866 | 0.0 | ||||||||
6,064 | Jarir Marketing Co. | 267,711 | 0.0 | ||||||||
120,856 | National Commercial Bank | 1,586,627 | 0.3 | ||||||||
33,634(1) | National Industrialization Co. | 122,695 | 0.0 | ||||||||
23,146(1) | Rabigh Refining & Petrochemical Co. | 133,692 | 0.0 | ||||||||
123,201 | Riyad Bank | 788,520 | 0.1 | ||||||||
37,214 | Sahara International Petrochemical Co. | 178,168 | 0.0 | ||||||||
99,135 | Samba Financial Group | 857,691 | 0.1 | ||||||||
4,028 | Saudi Airlines Catering Co. | 110,362 | 0.0 | ||||||||
16,194 | Saudi Arabian Fertilizer Co. | 334,599 | 0.1 | ||||||||
41,131(1) | Saudi Arabian Mining Co. | 486,981 | 0.1 | ||||||||
98,845(1),(2) | Saudi Arabian Oil Co. | 928,821 | 0.1 | ||||||||
75,142 | Saudi Basic Industries Corp. | 1,882,395 | 0.3 | ||||||||
60,209 | Saudi British Bank/The | 556,762 | 0.1 | ||||||||
7,795 | Saudi Cement Co. | 145,664 | 0.0 | ||||||||
79,903 | Saudi Electricity Co. | 430,688 | 0.1 | ||||||||
23,074 | Saudi Industrial Investment Group | 147,673 | 0.0 | ||||||||
72,896(1) | Saudi Kayan Petrochemical Co. | 215,923 | 0.0 | ||||||||
40,616 | Saudi Telecom Co. | 1,102,090 | 0.2 | ||||||||
26,275(1) | Savola Group/The | 240,595 | 0.0 | ||||||||
20,191 | Yanbu National Petrochemical Co. | 301,333 | 0.1 | ||||||||
15,932,376 | 2.5 | ||||||||||
Singapore: 0.0% | |||||||||||
21,700(2) | BOC Aviation Ltd. | 220,694 | 0.0 | ||||||||
South Africa: 4.6% | |||||||||||
71,611 | Absa Group Ltd. | 763,353 | 0.1 | ||||||||
5,444 | Anglo American Platinum Ltd. | 508,147 | 0.1 | ||||||||
41,349 | AngloGold Ashanti Ltd. | 939,277 | 0.2 | ||||||||
38,436(1) | Aspen Pharmacare Holdings Ltd. | 327,793 | 0.1 | ||||||||
33,573 | Bid Corp. Ltd. | 791,703 | 0.1 | ||||||||
28,506 | Bidvest Group Ltd. | 416,762 | 0.1 | ||||||||
4,664 | Capitec Bank Holdings Ltd. | 481,578 | 0.1 | ||||||||
26,380 | Clicks Group Ltd. | 483,282 | 0.1 | ||||||||
39,166 | Discovery Ltd. | 337,327 | 0.1 | ||||||||
25,491 | Exxaro Resources Ltd. | 238,676 | 0.0 | ||||||||
332,164 | FirstRand Ltd. | 1,490,415 | 0.2 | ||||||||
110,211 | Fortress REIT Ltd. - Class A | 151,554 | 0.0 | ||||||||
24,749(3) | Foschini Group Ltd./The | 264,357 | 0.0 | ||||||||
82,471 | Gold Fields Ltd. | 562,919 | 0.1 | ||||||||
301,885 | Growthpoint Properties Ltd. | 476,558 | 0.1 | ||||||||
74,854(1) | Impala Platinum Holdings Ltd. | 764,809 | 0.1 | ||||||||
29,264 | Investec Ltd. | 173,512 | 0.0 | ||||||||
6,435 | Kumba Iron Ore Ltd. | 191,456 | 0.0 | ||||||||
11,367 | Liberty Holdings Ltd. | 89,801 | 0.0 | ||||||||
143,811 | Life Healthcare Group Holdings Ltd. | 253,102 | 0.0 | ||||||||
92,504 | MMI Holdings | 144,244 | 0.0 | ||||||||
25,715 | Mr Price Group Ltd. | 335,725 | 0.1 | ||||||||
168,622(3) | MTN Group Ltd. | 994,051 | 0.2 | ||||||||
43,751(1) | MultiChoice Group | 364,501 | 0.1 | ||||||||
43,422 | Naspers Ltd. | 7,105,881 | 1.1 | ||||||||
37,010 | Nedbank Group Ltd. | 566,689 | 0.1 | ||||||||
29,215(1) | Northam Platinum Ltd. | 257,858 | 0.0 | ||||||||
479,802(3) | Old Mutual Ltd. | 673,490 | 0.1 | ||||||||
38,747 | Pick n Pay Stores Ltd. | 176,749 | 0.0 | ||||||||
15,776 | PSG Group Ltd. | 263,752 | 0.0 | ||||||||
72,701 | Rand Merchant Investment Holdings Ltd. | 160,081 | 0.0 | ||||||||
557,910 | Redefine Properties Ltd. | 301,142 | 0.1 | ||||||||
15,150 | Reinet Investments SCA | 300,166 | 0.1 | ||||||||
52,568 | Remgro Ltd. | 733,024 | 0.1 | ||||||||
78,697 | RMB Holdings Ltd. | 452,643 | 0.1 | ||||||||
184,911 | Sanlam Ltd. | 1,044,725 | 0.2 | ||||||||
55,564 | Sasol Ltd. | 1,205,496 | 0.2 | ||||||||
46,920 | Shoprite Holdings Ltd. | 422,001 | 0.1 | ||||||||
215,048(1) | Sibanye Gold Ltd | 549,479 | 0.1 | ||||||||
19,898 | Spar Group Ltd. | 281,100 | 0.0 | ||||||||
128,000 | Standard Bank Group Ltd. | 1,539,580 | 0.2 | ||||||||
28,601 | Telkom SA Ltd. | 71,203 | 0.0 | ||||||||
15,778 | Tiger Brands Ltd. | 237,500 | 0.0 | ||||||||
64,098 | Vodacom Group Pty Ltd. | 527,667 | 0.1 | ||||||||
98,596 | Woolworths Holdings Ltd./South Africa | 342,617 | 0.1 | ||||||||
28,757,745 | 4.6 | ||||||||||
South Korea: 10.9% | |||||||||||
3,201 | Amorepacific Corp. | 551,266 | 0.1 | ||||||||
2,809 | AMOREPACIFIC Group | 200,675 | 0.0 | ||||||||
824 | BGF retail Co. Ltd. | 120,773 | 0.0 | ||||||||
28,381 | BNK Financial Group, Inc. | 187,592 | 0.0 | ||||||||
5,241(1) | Celltrion Healthcare Co. Ltd. | 238,768 | 0.0 | ||||||||
9,381(1) | Celltrion, Inc. | 1,462,325 | 0.2 | ||||||||
6,670 | Cheil Worldwide, Inc. | 138,712 | 0.0 | ||||||||
802 | CJ CheilJedang Corp. | 174,875 | 0.0 | ||||||||
1,439 | CJ Corp. | 119,987 | 0.0 | ||||||||
1,102 | CJ ENM Co. Ltd. | 151,924 | 0.0 | ||||||||
842(1) | CJ Logistics Corp. | 112,679 | 0.0 | ||||||||
5,194 | Woongjin Coway Co. Ltd. | 418,143 | 0.1 | ||||||||
2,796 | Daelim Industrial Co., Ltd. | 218,730 | 0.0 | ||||||||
18,721(1) | Daewoo Engineering & Construction Co., Ltd. | 76,683 | 0.0 | ||||||||
3,666(1) | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 87,972 | 0.0 | ||||||||
4,958 | DB Insurance Co. Ltd. | 223,961 | 0.0 | ||||||||
4,629 | Doosan Bobcat, Inc. | 137,466 | 0.0 | ||||||||
2,057 | E-Mart, Inc. | 226,312 | 0.0 | ||||||||
4,896 | Fila Korea Ltd. | 223,717 | 0.0 |
See Accompanying Notes to Financial Statements
33
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
South Korea: (continued) | |||||||||||
5,956 | GS Engineering & Construction Corp. | 159,394 | 0.0 | ||||||||
5,192 | GS Holdings Corp. | 231,636 | 0.0 | ||||||||
2,753 | GS Retail Co. Ltd. | 93,449 | 0.0 | ||||||||
29,650 | Hana Financial Group, Inc. | 943,107 | 0.2 | ||||||||
7,352 | Hankook Tire & Technology Co. Ltd. | 212,908 | 0.0 | ||||||||
649 | Hanmi Pharm Co. Ltd. | 165,892 | 0.0 | ||||||||
18,565 | Hanon Systems Corp. | 178,712 | 0.0 | ||||||||
10,578(1) | Hanwha Chemical Corp. | 171,964 | 0.0 | ||||||||
4,067 | Hanwha Corp. | 87,712 | 0.0 | ||||||||
26,381 | Hanwha Life Insurance Co. Ltd. | 52,583 | 0.0 | ||||||||
2,848 | HDC Hyundai Development Co-Engineering & Construction | 62,973 | 0.0 | ||||||||
1,857(1) | Helixmith Co. Ltd. | 147,952 | 0.0 | ||||||||
3,313(1) | HLB, Inc. | 329,366 | 0.1 | ||||||||
3,168 | Hotel Shilla Co. Ltd. | 247,612 | 0.1 | ||||||||
1,379 | Hyundai Department Store Co. Ltd. | 98,887 | 0.0 | ||||||||
7,724 | Hyundai Engineering & Construction Co. Ltd. | 281,767 | 0.1 | ||||||||
1,929 | Hyundai Glovis Co., Ltd. | 238,011 | 0.0 | ||||||||
968 | Hyundai Heavy Industries Holdings Co., Ltd. | 282,510 | 0.1 | ||||||||
6,318 | Hyundai Marine & Fire Insurance Co., Ltd. | 147,051 | 0.0 | ||||||||
6,599 | Hyundai Mobis Co. Ltd. | 1,459,967 | 0.2 | ||||||||
14,743 | Hyundai Motor Co. | 1,535,584 | 0.3 | ||||||||
8,147 | Hyundai Steel Co. | 220,883 | 0.0 | ||||||||
25,209(1) | Industrial Bank Of Korea | 256,963 | 0.1 | ||||||||
5,030(1) | Kakao Corp. | 666,197 | 0.1 | ||||||||
11,693 | Kangwon Land, Inc. | 299,131 | 0.1 | ||||||||
39,187(1) | KB Financial Group, Inc. | 1,614,424 | 0.3 | ||||||||
590 | KCC Corp. | 119,127 | 0.0 | ||||||||
26,093 | Kia Motors Corp. | 996,505 | 0.2 | ||||||||
2,088(1) | KMW Co. Ltd. | 92,163 | 0.0 | ||||||||
7,306 | Korea Aerospace Industries Ltd. | 215,028 | 0.0 | ||||||||
25,168(1) | Korea Electric Power Corp. | 603,846 | 0.1 | ||||||||
2,718 | Korea Gas Corp. | 88,815 | 0.0 | ||||||||
4,222 | Korea Investment Holdings Co., Ltd. | 263,670 | 0.1 | ||||||||
3,840(1) | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 417,849 | 0.1 | ||||||||
872 | Korea Zinc Co., Ltd. | 320,439 | 0.1 | ||||||||
4,597 | Korean Air Lines Co. Ltd. | 113,023 | 0.0 | ||||||||
11,533(1) | KT&G Corp. | 933,107 | 0.2 | ||||||||
1,846 | Kumho Petrochemical Co. Ltd. | 123,454 | 0.0 | ||||||||
4,539 | LG Chem Ltd. | 1,243,933 | 0.2 | ||||||||
9,342 | LG Corp. | 595,249 | 0.1 | ||||||||
22,848(1) | LG Display Co., Ltd. | 319,646 | 0.1 | ||||||||
10,556(1) | LG Electronics, Inc. | 655,709 | 0.1 | ||||||||
923 | LG Household & Health Care Ltd. | 1,002,611 | 0.2 | ||||||||
1,483 | LG Innotek Co. Ltd. | 178,747 | 0.0 | ||||||||
10,715 | LG Uplus Corp. | 131,422 | 0.0 | ||||||||
1,697 | Lotte Chemical Corp. | 327,866 | 0.1 | ||||||||
2,599 | Lotte Corp. | 87,356 | 0.0 | ||||||||
1,059 | Lotte Shopping Co. Ltd. | 123,893 | 0.0 | ||||||||
443 | Medy-Tox, Inc. | 115,179 | 0.0 | ||||||||
22,623 | Meritz Securities Co. Ltd. | 73,953 | 0.0 | ||||||||
39,964 | Mirae Asset Daewoo Co., Ltd. | 260,016 | 0.1 | ||||||||
13,883 | NAVER Corp. | 2,233,704 | 0.4 | ||||||||
1,631 | NCSoft Corp. | 761,033 | 0.1 | ||||||||
2,530(1),(2) | Netmarble Corp. | 201,735 | 0.0 | ||||||||
14,596 | NH Investment & Securities Co., Ltd. | 159,669 | 0.0 | ||||||||
1,851 | OCI Co. Ltd. | 100,019 | 0.0 | ||||||||
3,198(2) | Orange Life Insurance Ltd. | 78,038 | 0.0 | ||||||||
2,341 | Orion Corp./Republic of Korea | 213,501 | 0.0 | ||||||||
129 | Ottogi Corp. | 61,828 | 0.0 | ||||||||
26,179(1) | Pan Ocean Co. Ltd. | 102,580 | 0.0 | ||||||||
663(1) | Pearl Abyss Corp. | 106,218 | 0.0 | ||||||||
7,753 | POSCO | 1,575,904 | 0.3 | ||||||||
2,454 | POSCO Chemtech Co. Ltd. | 104,279 | 0.0 | ||||||||
4,796 | Posco International Corp. | 77,153 | 0.0 | ||||||||
1,786 | S-1 Corp. | 144,709 | 0.1 | ||||||||
1,641(1),(2) | Samsung Biologics Co. Ltd. | 612,387 | 0.1 | ||||||||
8,411 | Samsung C&T Corp. | 787,485 | 0.1 | ||||||||
3,308 | Samsung Card Co. | 110,414 | 0.0 | ||||||||
5,552 | Samsung Electro-Mechanics Co. Ltd. | 597,180 | 0.1 | ||||||||
472,346 | Samsung Electronics Co., Ltd. | 22,760,881 | 3.7 | ||||||||
15,602(1) | Samsung Engineering Co. Ltd. | 257,842 | 0.1 | ||||||||
3,044 | Samsung Fire & Marine Insurance Co. Ltd. | 639,957 | 0.1 | ||||||||
43,817(1) | Samsung Heavy Industries Co., Ltd. | 274,388 | 0.1 | ||||||||
6,809 | Samsung Life Insurance Co. Ltd. | 437,749 | 0.1 | ||||||||
5,452(1) | Samsung SDI Co., Ltd. | 1,110,645 | 0.2 | ||||||||
3,406 | Samsung SDS Co. Ltd. | 571,612 | 0.1 | ||||||||
6,696 | Samsung Securities Co. Ltd. | 223,012 | 0.0 | ||||||||
44,485(1) | Shinhan Financial Group Co., Ltd. | 1,667,867 | 0.3 | ||||||||
731 | Shinsegae, Inc. | 182,231 | 0.0 | ||||||||
3,475 | SK Holdings Co. Ltd. | 783,955 | 0.1 | ||||||||
53,930(1) | SK Hynix, Inc. | 4,386,545 | 0.7 | ||||||||
5,466 | SK Innovation Co. Ltd. | 707,396 | 0.1 | ||||||||
1,996 | SK Telecom Co., Ltd. | 411,273 | 0.1 | ||||||||
4,458 | S-Oil Corp. | 366,144 | 0.1 | ||||||||
46,557 | Woori Financial Group, Inc. | 466,131 | 0.1 | ||||||||
998 | Yuhan Corp. | 203,667 | 0.0 | ||||||||
68,140,932 | 10.9 | ||||||||||
Taiwan: 11.6% | |||||||||||
41,000 | Accton Technology Corp. | 230,154 | 0.0 | ||||||||
306,462 | Acer, Inc. | 182,659 | 0.0 | ||||||||
35,694 | Advantech Co. Ltd. | 359,929 | 0.1 | ||||||||
12,000 | Airtac International Group | 187,572 | 0.0 | ||||||||
341,243 | ASE Industrial Holding Co. Ltd. | 951,080 | 0.2 | ||||||||
216,356 | Asia Cement Corp. | 346,321 | 0.1 | ||||||||
70,000 | Asustek Computer, Inc. | 540,250 | 0.1 |
See Accompanying Notes to Financial Statements
34
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Taiwan: (continued) | |||||||||||
857,000 | AU Optronics Corp. | 287,001 | 0.1 | ||||||||
65,000 | Catcher Technology Co., Ltd. | 492,337 | 0.1 | ||||||||
789,079 | Cathay Financial Holding Co., Ltd. | 1,120,391 | 0.2 | ||||||||
120,241 | Chailease Holding Co. Ltd. | 554,292 | 0.1 | ||||||||
567,785 | Chang Hwa Commercial Bank Ltd. | 430,256 | 0.1 | ||||||||
198,650 | Cheng Shin Rubber Industry Co. Ltd. | 277,097 | 0.0 | ||||||||
57,816 | Chicony Electronics Co. Ltd. | 171,811 | 0.0 | ||||||||
233,000 | China Airlines Ltd. | 70,422 | 0.0 | ||||||||
1,299,000 | China Development Financial Holding Corp. | 421,924 | 0.1 | ||||||||
278,514(1) | China Life Insurance Co., Ltd. | 237,782 | 0.0 | ||||||||
1,185,535 | China Steel Corp. | 945,919 | 0.2 | ||||||||
374,000 | Chunghwa Telecom Co., Ltd. | 1,371,986 | 0.2 | ||||||||
441,000 | Compal Electronics, Inc. | 277,768 | 0.0 | ||||||||
1,830,170 | CTBC Financial Holding Co. Ltd. | 1,369,228 | 0.2 | ||||||||
193,703 | Delta Electronics, Inc. | 980,210 | 0.2 | ||||||||
1,052,327 | E.Sun Financial Holding Co., Ltd. | 980,681 | 0.2 | ||||||||
19,386 | Eclat Textile Co. Ltd. | 260,963 | 0.0 | ||||||||
224,013 | Eva Airways Corp. | 102,745 | 0.0 | ||||||||
241,142(1) | Evergreen Marine Corp. Taiwan Ltd. | 99,924 | 0.0 | ||||||||
319,685 | Far Eastern New Century Corp. | 318,394 | 0.1 | ||||||||
164,000 | Far EasTone Telecommunications Co., Ltd. | 394,444 | 0.1 | ||||||||
32,243 | Feng TAY Enterprise Co., Ltd. | 209,854 | 0.0 | ||||||||
1,008,031 | First Financial Holding Co., Ltd. | 797,634 | 0.1 | ||||||||
344,600 | Formosa Chemicals & Fibre Co. | 1,006,781 | 0.2 | ||||||||
118,000 | Formosa Petrochemical Corp. | 383,790 | 0.1 | ||||||||
438,600 | Formosa Plastics Corp. | 1,460,714 | 0.2 | ||||||||
80,000 | Formosa Taffeta Co. Ltd. | 91,261 | 0.0 | ||||||||
91,849 | Foxconn Technology Co., Ltd. | 203,063 | 0.0 | ||||||||
653,000 | Fubon Financial Holding Co., Ltd. | 1,011,258 | 0.2 | ||||||||
30,000 | Giant Manufacturing Co., Ltd. | 213,561 | 0.0 | ||||||||
22,000 | Globalwafers Co. Ltd. | 281,741 | 0.0 | ||||||||
81,300 | Highwealth Construction Corp. | 125,646 | 0.0 | ||||||||
22,916 | Hiwin Technologies Corp. | 215,019 | 0.0 | ||||||||
1,233,170 | HON HAI Precision Industry Co., Ltd. | 3,740,840 | 0.6 | ||||||||
30,000 | Hotai Motor Co. Ltd. | 683,617 | 0.1 | ||||||||
815,888 | Hua Nan Financial Holdings Co. Ltd. | 599,268 | 0.1 | ||||||||
836,439 | Innolux Corp. | 232,913 | 0.0 | ||||||||
253,000 | Inventec Co., Ltd. | 193,084 | 0.0 | ||||||||
10,000 | Largan Precision Co. Ltd. | 1,670,382 | 0.3 | ||||||||
215,538 | Lite-On Technology Corp. | 354,873 | 0.1 | ||||||||
149,820 | MediaTek, Inc. | 2,219,896 | 0.4 | ||||||||
1,081,826 | Mega Financial Holdings Co., Ltd. | 1,104,674 | 0.2 | ||||||||
69,000 | Micro-Star International Co., Ltd. | 199,503 | 0.0 | ||||||||
507,890 | Nan Ya Plastics Corp. | 1,234,249 | 0.2 | ||||||||
120,000 | Nanya Technology Corp. | 335,831 | 0.1 | ||||||||
15,000 | Nien Made Enterprise Co. Ltd. | 138,757 | 0.0 | ||||||||
58,000 | Novatek Microelectronics Corp., Ltd. | 424,966 | 0.1 | ||||||||
196,000 | Pegatron Corp. | 448,234 | 0.1 | ||||||||
14,000 | Phison Electronics Corp. | 159,250 | 0.0 | ||||||||
226,000 | Pou Chen Corp. | 295,627 | 0.1 | ||||||||
74,000 | Powertech Technology, Inc. | 246,288 | 0.0 | ||||||||
57,000 | President Chain Store Corp. | 578,816 | 0.1 | ||||||||
273,000 | Quanta Computer, Inc. | 586,435 | 0.1 | ||||||||
48,760 | Realtek Semiconductor Corp. | 383,168 | 0.1 | ||||||||
52,819 | Ruentex Development Co. Ltd. | 79,711 | 0.0 | ||||||||
33,048 | Ruentex Industries Ltd. | 81,126 | 0.0 | ||||||||
333,349 | Shanghai Commercial & Savings Bank Ltd./The | 579,394 | 0.1 | ||||||||
1,077,884 | Shin Kong Financial Holding Co., Ltd. | 372,513 | 0.1 | ||||||||
1,103,454 | SinoPac Financial Holdings Co., Ltd. | 478,698 | 0.1 | ||||||||
40,914 | Standard Foods Corp. | 95,076 | 0.0 | ||||||||
140,800 | Synnex Technology International Corp. | 176,202 | 0.0 | ||||||||
992,782 | Taishin Financial Holdings Co., Ltd. | 480,496 | 0.1 | ||||||||
424,392 | Taiwan Business Bank | 178,524 | 0.0 | ||||||||
486,774 | Taiwan Cement Corp. | 710,037 | 0.1 | ||||||||
927,582 | Taiwan Cooperative Financial Holding Co. Ltd. | 642,019 | 0.1 | ||||||||
194,000 | Taiwan High Speed Rail Corp. | 248,727 | 0.0 | ||||||||
164,000 | Taiwan Mobile Co., Ltd. | 612,736 | 0.1 | ||||||||
2,436,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 26,961,233 | 4.3 | ||||||||
184,000(1) | Tatung Co., Ltd. | 129,244 | 0.0 | ||||||||
474,209 | Uni-President Enterprises Corp. | 1,175,957 | 0.2 | ||||||||
1,102,000 | United Microelectronics Corp. | 603,840 | 0.1 | ||||||||
89,000 | Vanguard International Semiconductor Corp. | 235,437 | 0.0 | ||||||||
32,000 | Walsin Technology Corp. | 255,429 | 0.0 | ||||||||
34,000 | Win Semiconductors Corp. | 335,019 | 0.1 | ||||||||
299,000 | Winbond Electronics Corp. | 195,402 | 0.0 | ||||||||
299,382 | Wistron Corp. | 283,433 | 0.1 | ||||||||
6,000 | Wiwynn Corp. | 126,848 | 0.0 | ||||||||
155,280 | WPG Holdings Ltd. | 202,612 | 0.0 | ||||||||
25,537 | Yageo Corp. | 372,048 | 0.1 | ||||||||
1,001,586 | Yuanta Financial Holding Co., Ltd. | 675,216 | 0.1 | ||||||||
46,000 | Zhen Ding Technology Holding Ltd. | 220,711 | 0.0 | ||||||||
72,302,221 | 11.6 |
See Accompanying Notes to Financial Statements
35
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Thailand: 2.5% | |||||||||||
121,900 | Advanced Info Service PCL | 865,593 | 0.1 | ||||||||
430,000 | Airports of Thailand PCL | 1,064,411 | 0.2 | ||||||||
41,400 | B Grimm Power PCL | 72,428 | 0.0 | ||||||||
48,800 | Bangkok Bank PCL - Foreign Reg | 260,389 | 0.0 | ||||||||
950,800 | Bangkok Dusit Medical Services PCL | 824,065 | 0.1 | ||||||||
819,000 | Bangkok Expressway & Metro PCL | 297,641 | 0.1 | ||||||||
440,100(3) | Banpu PCL (Foreign) | 174,576 | 0.0 | ||||||||
124,900 | Berli Jucker PCL | 174,906 | 0.0 | ||||||||
660,400 | BTS Group Holdings PCL | 290,694 | 0.1 | ||||||||
44,000 | Bumrungrad Hospital PCL | 215,699 | 0.0 | ||||||||
231,000 | Central Pattana PCL | 478,769 | 0.1 | ||||||||
390,500 | Charoen Pokphand Foods PCL | 357,985 | 0.1 | ||||||||
591,400 | CP ALL PCL (Foreign) | 1,425,021 | 0.2 | ||||||||
29,300 | Electricity Generating PCL | 320,441 | 0.1 | ||||||||
174,700(3) | Energy Absolute PCL | 254,480 | 0.0 | ||||||||
50,600 | Global Power Synergy PCL | 144,585 | 0.0 | ||||||||
52,400 | Gulf Energy Development PCL | 289,887 | 0.1 | ||||||||
609,651 | Home Product Center PCL | 325,139 | 0.1 | ||||||||
171,800 | Indorama Ventures PCL | 200,230 | 0.0 | ||||||||
212,100 | Intouch Holdings PCL | 404,967 | 0.1 | ||||||||
1,144,400 | IRPC PCL | 140,309 | 0.0 | ||||||||
201,900 | Kasikornbank PCL - Foreign | 1,016,395 | 0.2 | ||||||||
377,300 | Krung Thai Bank PCL | 206,458 | 0.0 | ||||||||
755,300 | Land & House Pub Co. Ltd. | 247,031 | 0.0 | ||||||||
287,400 | Minor International PCL (Foreign) | 344,937 | 0.1 | ||||||||
63,500 | Muangthai Capital PCL | 134,958 | 0.0 | ||||||||
231,700 | PTT Global Chemical PCL (Foreign) | 440,251 | 0.1 | ||||||||
141,900 | PTT Exploration & Production PCL | 588,932 | 0.1 | ||||||||
1,145,100 | PTT PCL (Foreign) | 1,680,200 | 0.3 | ||||||||
65,700 | Ratch Group PCL | 150,804 | 0.0 | ||||||||
48,900 | Robinson PCL | 107,676 | 0.0 | ||||||||
78,900 | Siam Cement PCL | 1,031,250 | 0.2 | ||||||||
88,800 | Siam Commercial Bank PCL | 361,101 | 0.1 | ||||||||
46,800 | Srisawad Corp. PCL | 106,758 | 0.0 | ||||||||
116,100 | Thai Oil PCL | 269,868 | 0.0 | ||||||||
334,500 | Thai Union Group PCL | 150,482 | 0.0 | ||||||||
1,876,552 | TMB Bank PCL | 105,098 | 0.0 | ||||||||
68,600 | Total Access Communication PCL | 121,760 | 0.0 | ||||||||
1,173,790(3) | True Corp. PCL | 179,758 | 0.0 | ||||||||
15,825,932 | 2.5 | ||||||||||
Turkey: 0.5% | |||||||||||
280,955(1) | Akbank Turk AS | 382,694 | 0.1 | ||||||||
20,024 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 77,686 | 0.0 | ||||||||
19,557(1) | Arcelik A/S | 68,488 | 0.0 | ||||||||
35,004 | Aselsan Elektronik Sanayi Ve Ticaret AS | 123,125 | 0.0 | ||||||||
41,843 | BIM Birlesik Magazalar AS | 328,189 | 0.1 | ||||||||
137,103 | Eregli Demir ve Celik Fabrikalari TAS | 208,220 | 0.0 | ||||||||
6,679 | Ford Otomotiv Sanayi AS | 79,522 | 0.0 | ||||||||
90,022 | Haci Omer Sabanci Holding AS | 144,382 | 0.0 | ||||||||
74,206 | KOC Holding AS | 253,598 | 0.1 | ||||||||
16,984 | TAV Havalimanlari Holding AS | 83,247 | 0.0 | ||||||||
12,282 | Tupras Turkiye Petrol Rafine | 261,695 | 0.1 | ||||||||
54,052(1) | Turk Hava Yollari | 131,302 | 0.0 | ||||||||
108,472 | Turkcell Iletisim Hizmet AS | 251,580 | 0.0 | ||||||||
227,091(1) | Turkiye Garanti Bankasi A/S | 425,301 | 0.1 | ||||||||
152,719(1) | Turkiye Is Bankasi | 164,468 | 0.0 | ||||||||
2,983,497 | 0.5 | ||||||||||
United Arab Emirates: 0.6% | |||||||||||
277,659 | Abu Dhabi Commercial Bank PJSC | 599,477 | 0.1 | ||||||||
398,810 | Aldar Properties PJSC | 234,737 | 0.0 | ||||||||
16,222 | DP World Ltd. | 212,658 | 0.0 | ||||||||
172,936 | Dubai Islamic Bank PJSC | 259,563 | 0.1 | ||||||||
244,807 | Emaar Malls PJSC | 121,966 | 0.0 | ||||||||
350,028 | Emaar Properties PJSC | 383,494 | 0.1 | ||||||||
171,108 | Emirates Telecommunications Group Co. PJSC | 762,105 | 0.1 | ||||||||
270,996 | First Abu Dhabi Bank PJSC | 1,120,552 | 0.2 | ||||||||
3,694,552 | 0.6 |
Total Common Stock | |||||||||
(Cost $533,188,664) | 595,355,341 | 95.2 |
PREFERRED STOCK: 3.3% | |||||||||||
Brazil: 2.5% | |||||||||||
398,805 | Banco Bradesco SA | 3,585,845 | 0.6 | ||||||||
18,100 | Braskem SA | 134,309 | 0.0 | ||||||||
24,500 | Centrais Eletricas Brasileiras SA | 232,898 | 0.0 | ||||||||
15,900 | Cia Brasileira de Distribuicao | 346,443 | 0.1 | ||||||||
92,459 | Cia Energetica de Minas Gerais | 316,954 | 0.1 | ||||||||
109,100 | Gerdau SA | 542,422 | 0.1 | ||||||||
434,887 | Investimentos Itau SA | 1,523,245 | 0.2 | ||||||||
478,325 | Itau Unibanco Holding S.A. | 4,411,429 | 0.7 | ||||||||
73,960 | Lojas Americanas SA | 476,372 | 0.1 | ||||||||
416,300 | Petroleo Brasileiro SA | 3,123,259 | 0.5 | ||||||||
44,200 | Telefonica Brasil SA | 637,064 | 0.1 | ||||||||
15,330,240 | 2.5 | ||||||||||
Chile: 0.1% | |||||||||||
34,461 | Embotelladora Andina SA | 99,861 | 0.0 | ||||||||
11,449 | Sociedad Quimica y Minera de Chile SA | 306,190 | 0.1 | ||||||||
406,051 | 0.1 |
See Accompanying Notes to Financial Statements
36
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
PREFERRED STOCK: (continued) | |||||||||||
Colombia: 0.0% | |||||||||||
374,664 | Grupo Aval Acciones y Valores | 166,404 | 0.0 | ||||||||
Russia: 0.1% | |||||||||||
673,123 | Surgutneftegas PJSC | 409,864 | 0.1 | ||||||||
43 | Transneft PJSC | 122,454 | 0.0 | ||||||||
532,318 | 0.1 | ||||||||||
South Korea: 0.6% | |||||||||||
825 | Amorepacific Corp. | 63,739 | 0.0 | ||||||||
203(1) | AMOREPACIFIC Group | 9,584 | 0.0 | ||||||||
2,331 | Hyundai Motor Co. | 144,375 | 0.0 | ||||||||
3,597 | Hyundai Motor Co.- Series 2 | 246,761 | 0.1 | ||||||||
734 | LG Chem Ltd. | 109,651 | 0.0 | ||||||||
212 | LG Household & Health Care Ltd. | 141,245 | 0.0 | ||||||||
81,371 | Samsung Electronics Co., Ltd. | 3,185,825 | 0.5 | ||||||||
3,901,180 | 0.6 | ||||||||||
Total Preferred Stock | |||||||||||
(Cost $16,949,341) | 20,336,193 | 3.3 | |||||||||
RIGHTS: 0.0% | |||||||||||
Brazil: 0.0% | |||||||||||
713(1) | Lojas Americanas SA | 1,739 | 0.0 | ||||||||
China: –% | |||||||||||
3,223(1),(4) | Zhengqi Financial Investment Holding Co. Ltd. | – | – | ||||||||
India: 0.0% | |||||||||||
1,153(1) | Piramal Enterprises, Ltd. | 4,683 | 0.0 |
Total Rights | |||||||||
(Cost $–) | 6,422 | 0.0 |
WARRANTS: –% |
Thailand: –% | |||||||||||
66,040(1) | BTS Group Holdings PCL | – | – |
Total Warrants | |||||||||
(Cost $–) | – | – |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: 0.0% | |||||||||||
India: 0.0% | |||||||||||
INR171,360 | Britannia Industries Ltd., 8.000%, 08/28/2022 | 2,452 | 0.0 |
Total Corporate Bonds/Notes | |||||||||
(Cost $2,446) | 2,452 | 0.0 | |||||||
Total Long-Term Investments | |||||||||
(Cost $550,140,451) | 615,700,408 | 98.5 |
SHORT-TERM INVESTMENTS: 1.8% |
Repurchase Agreements: 0.6% | |||||||||||
1,000,000(6) | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,000,086, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $1,020,089, due 09/01/24-11/01/49) | 1,000,000 | 0.1 | ||||||||
998,017(6) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $998,104, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $1,018,068, due 01/15/20-11/15/48) | 998,017 | 0.1 | ||||||||
1,000,000(6) | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,000,086, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,020,000, due 02/13/20-09/20/69) | 1,000,000 | 0.2 | ||||||||
1,000,000(6) | MUFG Securities America Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $1,000,086, collateralized by various U.S. Government Agency Obligations, 2.000%-4.500%, Market Value plus accrued interest $1,020,000, due 05/01/25-11/01/49) | 1,000,000 | 0.2 |
Total Repurchase Agreements | |||||||||
(Cost $3,998,017) | 3,998,017 | 0.6 |
See Accompanying Notes to Financial Statements
37
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets |
Mutual Funds: 1.2% | |||||||||||
7,518,000(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | ||||||||||
(Cost $7,518,000) | 7,518,000 | 1.2 |
Total Short-Term Investments | |||||||||
(Cost $11,516,017) | 11,516,017 | 1.8 | |||||||
Total Investments in Securities (Cost $561,656,468) | $ | 627,216,425 | 100.3 | ||||||
Liabilities in Excess of Other Assets | (1,882,121) | (0.3) | |||||||
Net Assets | $ | 625,334,304 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of December 31, 2019, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of December 31, 2019. |
Currency Abbreviations:
INR Indian Rupee
See Accompanying Notes to Financial Statements
38
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 97.8% |
Australia: 1.9% | |||||||||||
3,639 | BHP Group PLC | $ | 85,276 | 1.9 | |||||||
Germany: 0.2% | |||||||||||
762 | TUI AG | 9,617 | 0.2 | ||||||||
Ireland: 1.1% | |||||||||||
172 | DCC PLC | 14,919 | 0.3 | ||||||||
135 | Flutter Entertainment PLC | 16,508 | 0.4 | ||||||||
416 | Smurfit Kappa PLC | 16,066 | 0.4 | ||||||||
47,493 | 1.1 | ||||||||||
Netherlands: 9.3% | |||||||||||
7,364 | Royal Dutch Shell PLC - Class A | 218,081 | 4.9 | ||||||||
6,562 | Royal Dutch Shell PLC - Class B | 194,785 | 4.4 | ||||||||
412,866 | 9.3 | ||||||||||
Russia: 0.2% | |||||||||||
542 | Polymetal International PLC | 8,572 | 0.2 | ||||||||
Switzerland: 1.6% | |||||||||||
340 | Coca-Cola HBC AG | 11,557 | 0.3 | ||||||||
18,964 | Glencore PLC | 59,049 | 1.3 | ||||||||
70,606 | 1.6 | ||||||||||
United Arab Emirates: 0.1% | |||||||||||
151(1) | NMC Health PLC | 3,538 | 0.1 | ||||||||
United Kingdom: 83.4% | |||||||||||
1,666 | 3i Group PLC | 24,243 | 0.5 | ||||||||
360 | Admiral Group PLC | 11,001 | 0.2 | ||||||||
2,189 | Anglo American PLC | 62,886 | 1.4 | ||||||||
606 | Antofagasta PLC | 7,337 | 0.2 | ||||||||
796 | Ashtead Group PLC | 25,452 | 0.6 | ||||||||
608 | Associated British Foods PLC | 20,916 | 0.5 | ||||||||
2,298 | AstraZeneca PLC | 230,013 | 5.2 | ||||||||
1,590(2) | Auto Trader Group PLC | 12,557 | 0.3 | ||||||||
111 | AVEVA Group PLC | 6,848 | 0.2 | ||||||||
6,833 | Aviva PLC | 37,927 | 0.8 | ||||||||
5,601 | BAE Systems PLC | 41,937 | 0.9 | ||||||||
30,076 | Barclays PLC | 71,716 | 1.6 | ||||||||
1,764 | Barratt Developments PLC | 17,466 | 0.4 | ||||||||
205 | Berkeley Group Holdings PLC | 13,194 | 0.3 | ||||||||
34,875 | BP PLC | 219,393 | 4.9 | ||||||||
3,996 | British American Tobacco PLC | 169,840 | 3.8 | ||||||||
1,627 | British Land Co. PLC | 13,767 | 0.3 | ||||||||
15,283 | BT Group PLC | 38,944 | 0.9 | ||||||||
588 | Bunzl PLC | 16,082 | 0.4 | ||||||||
714 | Burberry Group PLC | 20,846 | 0.5 | ||||||||
275 | Carnival PLC | 13,182 | 0.3 | ||||||||
10,176 | Centrica PLC | 12,037 | 0.3 | ||||||||
2,773 | Compass Group PLC | 69,497 | 1.6 | ||||||||
1,395 | CRH PLC - London | 56,263 | 1.3 | ||||||||
218 | Croda International PLC | 14,809 | 0.3 | ||||||||
4,036 | Diageo PLC | 170,065 | 3.8 | ||||||||
2,229 | DS Smith PLC | 11,337 | 0.3 | ||||||||
433 | easyJet PLC | 8,156 | 0.2 | ||||||||
956 | Evraz PLC | 5,119 | 0.1 | ||||||||
1,588 | Experian PLC | 53,833 | 1.2 | ||||||||
397 | Ferguson PLC | 36,130 | 0.8 | ||||||||
8,581 | GlaxoSmithKline PLC | 201,629 | 4.5 | ||||||||
663 | Halma PLC | 18,566 | 0.4 | ||||||||
472 | Hargreaves Lansdown PLC | 12,107 | 0.3 | ||||||||
246 | Hikma Pharmaceuticals PLC | 6,488 | 0.1 | ||||||||
35,450 | HSBC Holdings PLC | 277,520 | 6.2 | ||||||||
1,667 | Imperial Brands PLC | 41,242 | 0.9 | ||||||||
2,181 | Informa PLC | 24,806 | 0.6 | ||||||||
319 | InterContinental Hotels Group PLC | 21,920 | 0.5 | ||||||||
2,776 | International Consolidated Airlines Group SA | 22,969 | 0.5 | ||||||||
283 | Intertek Group PLC | 21,929 | 0.5 | ||||||||
6,519 | ITV PLC | 13,043 | 0.3 | ||||||||
2,842 | J Sainsbury PLC | 8,666 | 0.2 | ||||||||
631 | JD Sports Fashion PLC | 7,009 | 0.2 | ||||||||
332 | Johnson Matthey PLC | 13,201 | 0.3 | ||||||||
1,009(3) | Just Eat PLC | 11,164 | 0.2 | ||||||||
3,694 | Kingfisher PLC | 10,634 | 0.2 | ||||||||
1,247 | Land Securities Group PLC | 16,369 | 0.4 | ||||||||
10,359 | Legal & General Group PLC | 41,613 | 0.9 | ||||||||
122,406 | Lloyds Banking Group Plc | 101,405 | 2.3 | ||||||||
549 | London Stock Exchange Group PLC | 56,422 | 1.3 | ||||||||
4,548(3) | M&G PLC | 14,290 | 0.3 | ||||||||
1,356 | Meggitt PLC | 11,811 | 0.3 | ||||||||
8,419 | Melrose Industries PLC | 26,817 | 0.6 | ||||||||
848 | Mondi PLC | 19,885 | 0.4 | ||||||||
6,087 | National Grid PLC | 76,071 | 1.7 | ||||||||
224 | Next PLC | 20,873 | 0.5 | ||||||||
792(3) | Ocado Group PLC | 13,438 | 0.3 | ||||||||
1,364 | Pearson PLC | 11,523 | 0.3 | ||||||||
555 | Persimmon PLC | 19,824 | 0.4 | ||||||||
920 | Phoenix Group Holdings PLC | 9,140 | 0.2 | ||||||||
4,548 | Prudential PLC | 87,143 | 2.0 | ||||||||
1,101 | Reckitt Benckiser Group PLC | 89,433 | 2.0 | ||||||||
3,291 | Relx PLC (GBP Exchange) | 83,076 | 1.9 | ||||||||
3,238 | Rentokil Initial PLC | 19,407 | 0.4 | ||||||||
1,530 | Rightmove PLC | 12,839 | 0.3 | ||||||||
1,925 | Rio Tinto PLC | 113,951 | 2.6 | ||||||||
3,017 | Rolls-Royce Holdings PLC | 27,268 | 0.6 | ||||||||
7,948 | Royal Bank of Scotland Group PLC | 25,497 | 0.6 | ||||||||
1,802 | RSA Insurance Group PLC | 13,506 | 0.3 | ||||||||
1,902 | Sage Group PLC/The | 18,869 | 0.4 | ||||||||
196 | Schroders PLC | 8,655 | 0.2 | ||||||||
1,907 | Segro PLC | 22,708 | 0.5 | ||||||||
416 | Severn Trent PLC | 13,859 | 0.3 | ||||||||
1,531 | Smith & Nephew PLC | 36,899 | 0.8 | ||||||||
693 | Smiths Group PLC | 15,478 | 0.3 | ||||||||
128 | Spirax-Sarco Engineering PLC | 15,067 | 0.3 | ||||||||
1,812 | SSE PLC | 34,559 | 0.8 |
See Accompanying Notes to Financial Statements
39
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK:(CONTINUED) | |||||||||||
United Kingdom: (continued) | |||||||||||
916 | St. James's Place PLC | 14,120 | 0.3 | ||||||||
4,606 | Standard Chartered PLC | 43,403 | 1.0 | ||||||||
4,058 | Standard Life Aberdeen PLC | 17,655 | 0.4 | ||||||||
5,696 | Taylor Wimpey PLC | 14,605 | 0.3 | ||||||||
16,927 | Tesco PLC | 57,207 | 1.3 | ||||||||
1,907 | Unilever PLC | 109,162 | 2.4 | ||||||||
1,194 | United Utilities Group PLC | 14,942 | 0.3 | ||||||||
46,995 | Vodafone Group PLC | 91,236 | 2.0 | ||||||||
234 | Whitbread PLC | 15,018 | 0.3 | ||||||||
3,861 | WM Morrison Supermarkets PLC | 10,218 | 0.2 | ||||||||
2,139 | WPP PLC | 30,101 | 0.7 | ||||||||
3,721,048 | 83.4 | ||||||||||
Total Common Stock (Cost $4,083,868) | 4,359,016 | 97.8 | |||||||||
EXCHANGE-TRADED FUNDS: 1.6% | |||||||||||
7,447 | iShares Core FTSE 100 UCITS ETF | 73,402 | 1.6 | ||||||||
Total Exchange-Traded Funds (Cost $70,385) | 73,402 | 1.6 | |||||||||
PREFERRED STOCK: 0.0% | |||||||||||
United Kingdom: 0.0% | |||||||||||
140,254(3) | Rolls-Royce Holdings PLC - C Shares | 186 | 0.0 | ||||||||
Total Preferred Stock (Cost $180) | 186 | 0.0 | |||||||||
CLOSED-END FUNDS: 0.4% | |||||||||||
United Kingdom: 0.4% | |||||||||||
2,560 | Scottish Mortgage Investment Trust PLC | 19,672 | 0.4 | ||||||||
Total Closed-End Funds (Cost $17,136) | 19,672 | 0.4 | |||||||||
Total Long-Term Investments (Cost $4,171,569) | 4,452,276 | 99.8 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 1.2% | |||||||||||
Repurchase Agreements: 0.1% | |||||||||||
3,729(4) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.64%, due 01/02/20 (Repurchase Amount $3,729, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $3,804, due 01/15/20-11/15/48) (Cost $3,729) | 3,729 | 0.1 | ||||||||
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds: 1.1% | |||||||||||
48,000(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $48,000) | 48,000 | 1.1 | ||||||||
Total Short-Term Investments (Cost $51,729) | 51,729 | 1.2 | |||||||||
Total Investments in Securities (Cost $4,223,298) | $ | 4,504,005 | 101.0 | ||||||||
Liabilities in Excess of Other Assets | (45,137) | (1.0) | |||||||||
Net Assets | $ | 4,458,868 | 100.0 | ||||||||
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(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) | Non-income producing security. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
40
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 97.7% | |||||||||||
Australia: 7.0% | |||||||||||
101,302 | AGL Energy Ltd. | $ | 1,458,098 | 0.1 | |||||||
378,108 | Alumina Ltd. | 610,722 | 0.0 | ||||||||
517,879 | AMP Ltd. | 696,649 | 0.0 | ||||||||
182,251 | APA Group | 1,418,722 | 0.1 | ||||||||
88,769 | Aristocrat Leisure Ltd. | 2,097,534 | 0.1 | ||||||||
29,904 | ASX Ltd. | 1,646,518 | 0.1 | ||||||||
307,404 | Aurizon Holdings Ltd. | 1,128,149 | 0.1 | ||||||||
282,103 | AusNet Services | 336,404 | 0.0 | ||||||||
437,624 | Australia & New Zealand Banking Group Ltd. | 7,547,253 | 0.3 | ||||||||
75,931 | Bendigo and Adelaide Bank Ltd. | 521,027 | 0.0 | ||||||||
874,585(1),(2) | BGP Holdings PLC | – | – | ||||||||
455,029 | BHP Group Ltd. | 12,459,736 | 0.5 | ||||||||
326,240 | BHP Group PLC | 7,645,130 | 0.3 | ||||||||
80,681 | BlueScope Steel Ltd. | 854,540 | 0.0 | ||||||||
181,083 | Boral Ltd. | 569,702 | 0.0 | ||||||||
243,348 | Brambles Ltd. | 2,002,925 | 0.1 | ||||||||
38,571 | Caltex Australia Ltd. | 919,700 | 0.0 | ||||||||
85,023 | Challenger Ltd. | 483,825 | 0.0 | ||||||||
15,026 | CIMIC Group Ltd. | 349,349 | 0.0 | ||||||||
78,282 | Coca-Cola Amatil Ltd. | 607,911 | 0.0 | ||||||||
8,915 | Cochlear Ltd. | 1,405,058 | 0.1 | ||||||||
175,138 | Coles Group Ltd. | 1,823,144 | 0.1 | ||||||||
273,439 | Commonwealth Bank of Australia | 15,339,320 | 0.7 | ||||||||
75,481 | Computershare Ltd. | 889,913 | 0.0 | ||||||||
57,528 | Crown Resorts Ltd. | 485,030 | 0.0 | ||||||||
69,989 | CSL Ltd. | 13,569,603 | 0.6 | ||||||||
168,610 | Dexus | 1,387,961 | 0.1 | ||||||||
8,589 | Flight Centre Travel Group Ltd. | 265,658 | 0.0 | ||||||||
214,016 | Fortescue Metals Group Ltd. | 1,613,328 | 0.1 | ||||||||
254,824 | Goodman Group | 2,394,628 | 0.1 | ||||||||
299,149 | GPT Group | 1,178,360 | 0.1 | ||||||||
85,291 | Harvey Norman Holdings Ltd. | 243,600 | 0.0 | ||||||||
248,036 | Incitec Pivot Ltd. | 554,133 | 0.0 | ||||||||
356,974 | Insurance Australia Group Ltd. | 1,918,062 | 0.1 | ||||||||
87,138 | Lend Lease Corp., Ltd. | 1,077,332 | 0.0 | ||||||||
49,948 | Macquarie Group Ltd. | 4,837,175 | 0.2 | ||||||||
19,894 | Magellan Financial Group Ltd. | 797,051 | 0.0 | ||||||||
425,395 | Medibank Pvt Ltd. | 942,769 | 0.0 | ||||||||
604,132 | Mirvac Group | 1,352,227 | 0.1 | ||||||||
445,732 | National Australia Bank Ltd. | 7,712,987 | 0.3 | ||||||||
118,702 | Newcrest Mining Ltd. | 2,506,863 | 0.1 | ||||||||
211,967 | Oil Search Ltd. | 1,080,828 | 0.1 | ||||||||
58,687 | Orica Ltd. | 904,982 | 0.0 | ||||||||
272,044 | Origin Energy Ltd. | 1,613,013 | 0.1 | ||||||||
113,656 | Qantas Airways Ltd. | 566,518 | 0.0 | ||||||||
204,108 | QBE Insurance Group Ltd. | 1,844,414 | 0.1 | ||||||||
24,971 | Ramsay Health Care Ltd. | 1,270,470 | 0.1 | ||||||||
8,138 | REA Group Ltd. | 591,199 | 0.0 | ||||||||
57,340 | Rio Tinto Ltd. | 4,056,805 | 0.2 | ||||||||
273,482 | Santos Ltd. | 1,573,330 | 0.1 | ||||||||
821,286 | Scentre Group | 2,210,289 | 0.1 | ||||||||
51,526 | Seek Ltd. | 815,537 | 0.0 | ||||||||
69,539 | Sonic Healthcare Ltd. | 1,402,109 | 0.1 | ||||||||
777,053 | South32 Ltd. - AUD | 1,467,166 | 0.1 | ||||||||
368,297 | Stockland | 1,194,962 | 0.1 | ||||||||
194,755 | Suncorp Group Ltd. | 1,769,121 | 0.1 | ||||||||
170,833 | Sydney Airport | 1,037,933 | 0.0 | ||||||||
311,909 | TABCORP Holdings Ltd. | 991,591 | 0.0 | ||||||||
642,981 | Telstra Corp., Ltd. | 1,597,158 | 0.1 | ||||||||
57,325 | TPG Telecom Ltd. | 270,098 | 0.0 | ||||||||
419,892 | Transurban Group - Stapled Security | 4,395,028 | 0.2 | ||||||||
111,075 | Treasury Wine Estates Ltd. | 1,265,227 | 0.1 | ||||||||
495,221 | Vicinity Centres | 866,172 | 0.0 | ||||||||
18,489 | Washington H Soul Pattinson & Co. Ltd. | 278,925 | 0.0 | ||||||||
175,138 | Wesfarmers Ltd. | 5,089,810 | 0.2 | ||||||||
539,411 | Westpac Banking Corp. | 9,211,380 | 0.4 | ||||||||
22,241(3) | WiseTech Global Ltd. | 365,245 | 0.0 | ||||||||
144,602 | Woodside Petroleum Ltd. | 3,496,272 | 0.2 | ||||||||
194,422 | Woolworths Group Ltd. | 4,931,213 | 0.2 | ||||||||
52,109 | Worley Ltd. | 562,910 | 0.0 | ||||||||
162,367,801 | 7.0 | ||||||||||
Austria: 0.2% | |||||||||||
11,245 | Andritz AG | 483,428 | 0.0 | ||||||||
46,472 | Erste Group Bank AG | 1,745,597 | 0.1 | ||||||||
22,748 | OMV AG | 1,274,458 | 0.1 | ||||||||
22,864 | Raiffeisen International Bank Holding AG | 572,276 | 0.0 | ||||||||
10,518 | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | 527,847 | 0.0 | ||||||||
17,927(3) | Voestalpine AG | 497,219 | 0.0 | ||||||||
5,100,825 | 0.2 | ||||||||||
Belgium: 1.0% | |||||||||||
27,578 | Ageas | 1,630,766 | 0.1 | ||||||||
117,695 | Anheuser-Busch InBev SA/NV | 9,639,311 | 0.4 | ||||||||
8,530 | Colruyt S.A. | 444,727 | 0.0 | ||||||||
6,727(2),(3) | Galapagos NV | 1,400,888 | 0.1 | ||||||||
12,462 | Groupe Bruxelles Lambert S.A. | 1,315,008 | 0.0 | ||||||||
38,569 | KBC Group NV | 2,907,909 | 0.1 | ||||||||
23,496 | Proximus SADP | 673,251 | 0.0 | ||||||||
11,448 | Solvay S.A. | 1,332,472 | 0.1 | ||||||||
7,151 | Telenet Group Holding NV | 321,461 | 0.0 | ||||||||
19,529 | UCB S.A. | 1,554,019 | 0.1 | ||||||||
30,448(3) | Umicore SA | 1,483,860 | 0.1 | ||||||||
22,703,672 | 1.0 | ||||||||||
China: 0.1% | |||||||||||
5,551(2),(3) | BeiGene Ltd. ADR | 920,134 | 0.0 | ||||||||
571,417 | BOC Hong Kong Holdings Ltd. | 1,983,633 | 0.1 | ||||||||
206,900(2),(4) | Budweiser Brewing Co. APAC Ltd. | 698,313 | 0.0 | ||||||||
3,602,080 | 0.1 | ||||||||||
Denmark: 1.8% | |||||||||||
582 | AP Moller - Maersk A/S - Class A | 788,889 | 0.0 | ||||||||
1,010 | AP Moller - Maersk A/S - Class B | 1,456,664 | 0.1 | ||||||||
16,523 | Carlsberg A/S | 2,465,826 | 0.1 | ||||||||
16,293 | Chr Hansen Holding A/S | 1,294,763 | 0.1 |
See Accompanying Notes to Financial Statements
41
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Denmark: (continued) | |||||||||||
18,350 | Coloplast A/S | 2,276,520 | 0.1 | ||||||||
99,883 | Danske Bank A/S | 1,615,937 | 0.1 | ||||||||
33,699 | DSV PANALPINA A/S | 3,883,920 | 0.2 | ||||||||
10,034(2) | Genmab A/S | 2,231,597 | 0.1 | ||||||||
10,766 | H Lundbeck A/S | 411,590 | 0.0 | ||||||||
24,377 | ISS A/S | 584,922 | 0.0 | ||||||||
273,315 | Novo Nordisk A/S | 15,838,286 | 0.7 | ||||||||
32,983 | Novozymes A/S | 1,614,035 | 0.1 | ||||||||
29,220(4) | Orsted A/S | 3,022,071 | 0.1 | ||||||||
15,446 | Pandora A/S | 671,923 | 0.0 | ||||||||
18,668 | Tryg A/S | 553,439 | 0.0 | ||||||||
29,187 | Vestas Wind Systems A/S | 2,948,077 | 0.1 | ||||||||
17,050(2),(3) | Demant A/S | 536,951 | 0.0 | ||||||||
42,195,410 | 1.8 | ||||||||||
Finland: 1.1% | |||||||||||
21,970 | Elisa OYJ | 1,213,710 | 0.0 | ||||||||
68,605 | Fortum OYJ | 1,693,415 | 0.1 | ||||||||
52,501 | Kone OYJ | 3,432,942 | 0.2 | ||||||||
16,256 | Metso Oyj | 642,197 | 0.0 | ||||||||
65,349 | Neste OYJ | 2,273,838 | 0.1 | ||||||||
868,705 | Nokia OYJ - Finland | 3,213,240 | 0.2 | ||||||||
19,198(3) | Nokian Renkaat OYJ | 552,173 | 0.0 | ||||||||
500,458 | Nordea Bank Abp | 4,048,799 | 0.2 | ||||||||
16,131 | Orion Oyj | 747,057 | 0.0 | ||||||||
68,477 | Sampo OYJ | 2,989,934 | 0.1 | ||||||||
89,858 | Stora Enso OYJ | 1,307,510 | 0.1 | ||||||||
82,443 | UPM-Kymmene OYJ | 2,860,331 | 0.1 | ||||||||
68,550 | Wartsila OYJ | 757,720 | 0.0 | ||||||||
25,732,866 | 1.1 | ||||||||||
France: 10.5% | |||||||||||
27,245 | Accor S.A. | 1,278,853 | 0.1 | ||||||||
4,586 | Aeroports de Paris | 908,003 | 0.0 | ||||||||
72,802 | Air Liquide SA | 10,321,248 | 0.4 | ||||||||
29,450 | Alstom SA | 1,399,443 | 0.1 | ||||||||
9,347(4) | Amundi SA | 735,019 | 0.0 | ||||||||
10,632 | Arkema SA | 1,136,859 | 0.1 | ||||||||
15,180 | Atos SE | 1,268,491 | 0.1 | ||||||||
298,610 | AXA S.A. | 8,437,637 | 0.4 | ||||||||
6,399 | BioMerieux | 570,500 | 0.0 | ||||||||
173,744 | BNP Paribas | 10,327,058 | 0.4 | ||||||||
135,009 | Bollore SA | 589,980 | 0.0 | ||||||||
34,435 | Bouygues SA | 1,467,866 | 0.1 | ||||||||
45,746 | Bureau Veritas SA | 1,195,894 | 0.1 | ||||||||
24,549 | Capgemini SE | 3,002,476 | 0.1 | ||||||||
93,630 | Carrefour S.A. | 1,574,738 | 0.1 | ||||||||
8,475(3) | Casino Guichard Perrachon S.A. | 396,419 | 0.0 | ||||||||
75,985 | Cie de Saint-Gobain | 3,112,805 | 0.1 | ||||||||
26,391 | Cie Generale des Etablissements Michelin SCA | 3,247,668 | 0.1 | ||||||||
26,515 | CNP Assurances | 528,318 | 0.0 | ||||||||
7,437 | Covivio | 844,623 | 0.0 | ||||||||
178,900 | Credit Agricole SA | 2,603,248 | 0.1 | ||||||||
95,376 | Danone | 7,920,626 | 0.3 | ||||||||
387 | Dassault Aviation SA | 507,897 | 0.0 | ||||||||
20,306 | Dassault Systemes SE | 3,348,991 | 0.1 | ||||||||
37,691 | Edenred | 1,953,325 | 0.1 | ||||||||
12,110 | Eiffage SA | 1,389,349 | 0.1 | ||||||||
95,433 | Electricite de France SA | 1,064,873 | 0.0 | ||||||||
282,123 | Engie SA | 4,569,942 | 0.2 | ||||||||
43,782 | EssilorLuxottica SA | 6,693,490 | 0.3 | ||||||||
6,205 | Eurazeo SE | 425,920 | 0.0 | ||||||||
1,772(3) | Eurofins Scientific SE | 982,302 | 0.0 | ||||||||
26,967 | Eutelsat Communications | 438,308 | 0.0 | ||||||||
11,727(3) | Faurecia SE | 636,634 | 0.0 | ||||||||
7,068 | Gecina S.A. | 1,265,343 | 0.1 | ||||||||
67,964 | Getlink SE | 1,184,949 | 0.1 | ||||||||
4,892 | Hermes International | 3,664,655 | 0.2 | ||||||||
4,605 | ICADE | 501,427 | 0.0 | ||||||||
4,090(3) | Iliad SA | 531,997 | 0.0 | ||||||||
9,266 | Ingenico Group SA | 1,007,945 | 0.0 | ||||||||
5,825 | Ipsen SA | 517,069 | 0.0 | ||||||||
13,270 | JC Decaux SA | 410,018 | 0.0 | ||||||||
11,703 | Kering SA | 7,711,318 | 0.3 | ||||||||
30,866 | Klepierre SA | 1,174,270 | 0.1 | ||||||||
41,212 | Legrand S.A. | 3,365,545 | 0.1 | ||||||||
39,032 | L'Oreal S.A. | 11,542,104 | 0.5 | ||||||||
42,970(3) | LVMH Moet Hennessy Louis Vuitton SE | 20,022,129 | 0.9 | ||||||||
146,111 | Natixis SA | 650,857 | 0.0 | ||||||||
308,163(2) | Orange SA | 4,528,850 | 0.2 | ||||||||
32,799 | Pernod Ricard SA | 5,869,004 | 0.3 | ||||||||
90,846 | Peugeot S.A. | 2,187,324 | 0.1 | ||||||||
33,470 | Publicis Groupe | 1,517,584 | 0.1 | ||||||||
3,486(3) | Remy Cointreau SA | 428,174 | 0.0 | ||||||||
29,691 | Renault S.A. | 1,409,956 | 0.1 | ||||||||
50,555 | Safran S.A. | 7,808,728 | 0.3 | ||||||||
174,183 | Sanofi | 17,492,835 | 0.8 | ||||||||
4,272 | Sartorius Stedim Biotech | 709,102 | 0.0 | ||||||||
85,537 | Schneider Electric SE | 8,788,088 | 0.4 | ||||||||
24,492 | SCOR SE | 1,031,016 | 0.0 | ||||||||
3,487 | SEB SA | 518,616 | 0.0 | ||||||||
125,252 | Societe Generale | 4,371,062 | 0.2 | ||||||||
13,666 | Sodexo SA | 1,619,532 | 0.1 | ||||||||
52,788 | SUEZ | 799,914 | 0.0 | ||||||||
9,049 | Teleperformance | 2,210,842 | 0.1 | ||||||||
16,458 | Thales S.A. | 1,712,543 | 0.1 | ||||||||
370,789 | Total SA | 20,575,364 | 0.9 | ||||||||
12,928(2) | UbiSoft Entertainment | 895,697 | 0.0 | ||||||||
21,365(3) | Unibail-Rodamco-Westfield | 3,370,709 | 0.2 | ||||||||
37,111 | Valeo SA | 1,315,342 | 0.1 | ||||||||
83,030 | Veolia Environnement | 2,209,301 | 0.1 | ||||||||
78,822 | Vinci SA | 8,778,731 | 0.4 | ||||||||
132,179 | Vivendi SA | 3,827,596 | 0.2 | ||||||||
4,183 | Wendel | 557,209 | 0.0 | ||||||||
15,518(2),(4) | Worldline SA/France | 1,100,091 | 0.1 | ||||||||
244,061,639 | 10.5 | ||||||||||
Germany: 7.9% | |||||||||||
27,861 | Adidas AG | 9,056,778 | 0.4 | ||||||||
65,564 | Allianz SE | 16,065,073 | 0.7 | ||||||||
140,475 | Aroundtown SA | 1,261,721 | 0.1 | ||||||||
141,872 | BASF SE | 10,688,206 | 0.5 | ||||||||
144,046 | Bayer AG | 11,710,509 | 0.5 | ||||||||
51,143 | Bayerische Motoren Werke AG | 4,188,923 | 0.2 | ||||||||
15,570 | Beiersdorf AG | 1,862,637 | 0.1 | ||||||||
23,865 | Brenntag AG | 1,294,842 | 0.1 | ||||||||
6,217 | Carl Zeiss Meditec AG | 790,368 | 0.0 | ||||||||
154,756 | Commerzbank AG | 955,780 | 0.0 | ||||||||
16,992 | Continental AG | 2,195,891 | 0.1 | ||||||||
26,854(4) | Covestro AG | 1,249,525 | 0.1 | ||||||||
140,464 | Daimler AG | 7,765,490 | 0.3 | ||||||||
17,486(2),(4) | Delivery Hero SE | 1,385,934 | 0.1 | ||||||||
303,280 | Deutsche Bank AG | 2,349,982 | 0.1 | ||||||||
29,348 | Deutsche Boerse AG | 4,602,158 | 0.2 | ||||||||
36,702 | Deutsche Lufthansa AG | 675,580 | 0.0 | ||||||||
152,797 | Deutsche Post AG | 5,810,007 | 0.2 | ||||||||
514,833 | Deutsche Telekom AG | 8,413,534 | 0.4 |
See Accompanying Notes to Financial Statements
42
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Germany: (continued) | |||||||||||
55,797 | Deutsche Wohnen SE | 2,269,654 | 0.1 | ||||||||
346,909 | E.ON AG | 3,707,391 | 0.2 | ||||||||
28,792 | Evonik Industries AG | 879,379 | 0.0 | ||||||||
6,427 | Fraport AG Frankfurt Airport Services Worldwide | 545,559 | 0.0 | ||||||||
64,464 | Fresenius SE & Co. KGaA | 3,627,630 | 0.2 | ||||||||
32,946 | Fresenius Medical Care AG & Co. KGaA | 2,425,753 | 0.1 | ||||||||
23,698 | GEA Group AG | 783,642 | 0.1 | ||||||||
9,314 | Hannover Rueck SE | 1,795,884 | 0.1 | ||||||||
22,986 | HeidelbergCement AG | 1,670,283 | 0.1 | ||||||||
16,052 | Henkel AG & Co. KGaA | 1,508,775 | 0.1 | ||||||||
3,819 | Hochtief AG | 486,222 | 0.0 | ||||||||
193,109 | Infineon Technologies AG | 4,363,194 | 0.2 | ||||||||
10,032 | KION Group AG | 689,877 | 0.0 | ||||||||
7,470 | Knorr-Bremse AG | 760,407 | 0.0 | ||||||||
12,902 | LANXESS AG | 866,287 | 0.0 | ||||||||
– | MAN SE | – | – | ||||||||
19,963 | Merck KGaA | 2,353,523 | 0.1 | ||||||||
27,813 | METRO AG | 447,546 | 0.0 | ||||||||
8,032 | MTU Aero Engines AG | 2,288,534 | 0.1 | ||||||||
22,292 | Muenchener Rueckversicherungs-Gesellschaft AG | 6,578,242 | 0.3 | ||||||||
12,813 | Puma SE | 982,531 | 0.0 | ||||||||
90,296 | RWE AG | 2,766,861 | 0.1 | ||||||||
151,808 | SAP SE | 20,433,184 | 0.9 | ||||||||
118,165 | Siemens AG | 15,431,421 | 0.7 | ||||||||
23,170(4) | Siemens Healthineers AG | 1,110,706 | 0.0 | ||||||||
19,873 | Symrise AG | 2,088,838 | 0.1 | ||||||||
137,839(2) | Telefonica Deutschland Holding AG | 399,524 | 0.0 | ||||||||
62,503 | ThyssenKrupp AG | 839,863 | 0.0 | ||||||||
68,107 | TUI AG | 859,534 | 0.0 | ||||||||
31,090 | Uniper SE | 1,027,580 | 0.0 | ||||||||
18,999 | United Internet AG | 622,206 | 0.0 | ||||||||
5,014 | Volkswagen AG | 971,141 | 0.0 | ||||||||
79,652 | Vonovia SE | 4,278,077 | 0.2 | ||||||||
18,132(3) | Wirecard AG | 2,186,416 | 0.1 | ||||||||
21,328(2),(4) | Zalando SE | 1,075,580 | 0.0 | ||||||||
185,444,182 | 7.9 | ||||||||||
Hong Kong: 3.0% | |||||||||||
1,867,099 | AIA Group Ltd. | 19,638,085 | 0.8 | ||||||||
47,100 | ASM Pacific Technology Ltd. | 653,765 | 0.0 | ||||||||
201,352 | Bank of East Asia Ltd. | 449,545 | 0.0 | ||||||||
399,199 | CK Asset Holdings Ltd. | 2,880,710 | 0.1 | ||||||||
417,199 | CK Hutchison Holdings Ltd. | 3,978,196 | 0.2 | ||||||||
102,402 | CK Infrastructure Holdings Ltd. | 728,763 | 0.0 | ||||||||
253,865 | CLP Holdings Ltd. | 2,664,928 | 0.1 | ||||||||
52,187 | Dairy Farm International Holdings Ltd. | 297,205 | 0.0 | ||||||||
312,823 | Hang Lung Properties Ltd. | 686,880 | 0.0 | ||||||||
118,136 | Hang Seng Bank Ltd. | 2,441,868 | 0.1 | ||||||||
224,059 | Henderson Land Development Co., Ltd. | 1,099,470 | 0.1 | ||||||||
409,500 | HK Electric Investments & HK Electric Investments Ltd. | 403,598 | 0.0 | ||||||||
584,867 | HKT Trust / HKT Ltd. | 824,246 | 0.0 | ||||||||
1,568,218 | Hong Kong & China Gas | 3,064,093 | 0.1 | ||||||||
184,588 | Hong Kong Exchanges and Clearing Ltd. | 5,996,845 | 0.3 | ||||||||
180,233 | Hongkong Land Holdings Ltd. - HKHGF | 1,036,711 | 0.0 | ||||||||
34,204 | Jardine Matheson Holdings Ltd. | 1,903,374 | 0.1 | ||||||||
34,200 | Jardine Strategic Holdings Ltd. | 1,048,849 | 0.1 | ||||||||
101,060 | Kerry Properties Ltd. | 320,975 | 0.0 | ||||||||
326,032 | Link REIT | 3,453,976 | 0.2 | ||||||||
32,462 | Melco Resorts & Entertainment Ltd. ADR | 784,607 | 0.0 | ||||||||
237,144 | MTR Corp. | 1,401,406 | 0.1 | ||||||||
947,094 | New World Development Ltd. | 1,298,222 | 0.1 | ||||||||
241,660 | NWS Holdings Ltd. | 338,702 | 0.0 | ||||||||
656,000 | PCCW Ltd. | 388,153 | 0.0 | ||||||||
214,345 | Power Assets Holdings Ltd. | 1,568,067 | 0.1 | ||||||||
474,626 | Sino Land Co. | 688,924 | 0.0 | ||||||||
245,971 | Sun Hung Kai Properties Ltd. | 3,767,017 | 0.2 | ||||||||
77,120 | Swire Pacific Ltd. - Class A | 716,421 | 0.0 | ||||||||
180,625 | Swire Properties Ltd. | 598,383 | 0.0 | ||||||||
212,000 | Techtronic Industries Co., Ltd. | 1,730,280 | 0.1 | ||||||||
114,000(3) | Vitasoy International Holdings Ltd. | 413,548 | 0.0 | ||||||||
1,477,000(4) | WH Group Ltd. | 1,527,180 | 0.1 | ||||||||
187,857 | Wharf Real Estate Investment Co. Ltd. | 1,146,221 | 0.1 | ||||||||
126,504 | Wheelock & Co., Ltd. | 843,312 | 0.0 | ||||||||
112,449 | Yue Yuen Industrial Holdings | 331,870 | 0.0 | ||||||||
71,114,395 | 3.0 | ||||||||||
Ireland: 0.6% | |||||||||||
125,782 | AIB Group PLC | 438,226 | 0.0 | ||||||||
149,516 | Bank of Ireland Group PLC | 822,881 | 0.0 | ||||||||
62,462 | CRH PLC | 2,505,295 | 0.1 | ||||||||
15,183 | DCC PLC | 1,316,970 | 0.0 | ||||||||
68,315 | James Hardie Industries SE | 1,335,178 | 0.1 | ||||||||
24,527 | Kerry Group PLC - KYG | 3,056,590 | 0.1 | ||||||||
23,719 | Kingspan Group Plc | 1,448,682 | 0.1 | ||||||||
12,068 | Flutter Entertainment PLC | 1,466,705 | 0.1 | ||||||||
34,853 | Smurfit Kappa PLC | 1,343,838 | 0.1 | ||||||||
13,734,365 | 0.6 | ||||||||||
Israel: 0.5% | |||||||||||
6,556 | Azrieli Group Ltd. | 480,242 | 0.0 | ||||||||
175,229 | Bank Hapoalim BM | 1,455,240 | 0.1 | ||||||||
227,158 | Bank Leumi Le-Israel BM | 1,656,649 | 0.1 | ||||||||
18,812(2) | Check Point Software Technologies | 2,087,380 | 0.1 | ||||||||
5,809(2) | CyberArk Software Ltd. | 677,213 | 0.0 | ||||||||
3,752 | Elbit Systems Ltd. | 584,612 | 0.0 | ||||||||
108,768 | Israel Chemicals Ltd. | 513,659 | 0.0 | ||||||||
179,799 | Israel Discount Bank Ltd. | 835,025 | 0.0 | ||||||||
21,726 | Mizrahi Tefahot Bank Ltd. | 579,530 | 0.0 | ||||||||
9,614(2) | Nice Ltd. | 1,490,740 | 0.1 | ||||||||
168,747(2),(3) | Teva Pharmaceutical Industries Ltd. ADR | 1,653,721 | 0.1 | ||||||||
7,317(2) | Wix.com Ltd. | 895,454 | 0.0 | ||||||||
12,909,465 | 0.5 |
See Accompanying Notes to Financial Statements
43
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Italy: 2.0% | |||||||||||
169,713 | Assicurazioni Generali S.p.A. | 3,503,706 | 0.2 | ||||||||
76,532 | Atlantia S.p.A | 1,786,182 | 0.1 | ||||||||
89,713 | Davide Campari-Milano SpA | 819,738 | 0.0 | ||||||||
1,256,311 | Enel S.p.A. | 9,979,960 | 0.4 | ||||||||
392,946 | ENI S.p.A. | 6,102,962 | 0.3 | ||||||||
18,649 | Ferrari NV | 3,096,413 | 0.1 | ||||||||
94,055 | FinecoBank Banca Fineco SpA | 1,128,271 | 0.1 | ||||||||
62,512 | Leonardo SpA | 733,103 | 0.0 | ||||||||
2,298,933 | Intesa Sanpaolo SpA | 6,055,854 | 0.3 | ||||||||
95,930 | Mediobanca Banca di Credito Finanziario SpA | 1,056,246 | 0.0 | ||||||||
27,891 | Moncler SpA | 1,255,309 | 0.1 | ||||||||
61,786(4) | Pirelli & C SpA | 356,610 | 0.0 | ||||||||
80,699(4) | Poste Italiane SpA | 916,977 | 0.0 | ||||||||
37,277 | Prysmian SpA | 899,842 | 0.0 | ||||||||
16,151 | Recordati S.p.A. | 680,844 | 0.0 | ||||||||
314,629 | Snam SpA | 1,654,264 | 0.1 | ||||||||
1,409,003(2) | Telecom Italia S.p.A. - TIT | 879,940 | 0.0 | ||||||||
931,078 | Telecom Italia S.p.A. - TITR | 570,211 | 0.0 | ||||||||
217,330 | Terna Rete Elettrica Nazionale SpA | 1,453,491 | 0.1 | ||||||||
310,479 | UniCredit SpA | 4,538,283 | 0.2 | ||||||||
47,468,206 | 2.0 | ||||||||||
Japan: 24.0% | |||||||||||
5,100 | ABC-Mart, Inc. | 348,133 | 0.0 | ||||||||
61,643 | Acom Co., Ltd. | 279,684 | 0.0 | ||||||||
30,800 | Advantest Corp. | 1,737,062 | 0.1 | ||||||||
15,842 | Aeon Mall Co., Ltd. | 280,998 | 0.0 | ||||||||
100,980 | Aeon Co., Ltd. | 2,083,863 | 0.1 | ||||||||
17,398 | AEON Financial Service Co., Ltd. | 274,134 | 0.0 | ||||||||
27,943 | Air Water, Inc. | 407,734 | 0.0 | ||||||||
25,011 | Aisin Seiki Co., Ltd. | 926,400 | 0.1 | ||||||||
67,828 | Ajinomoto Co., Inc. | 1,129,154 | 0.1 | ||||||||
29,068 | Alfresa Holdings Corp. | 590,517 | 0.0 | ||||||||
17,789 | ANA Holdings, Inc. | 593,860 | 0.0 | ||||||||
32,200 | Alps Alpine Co. Ltd. | 730,919 | 0.0 | ||||||||
51,189 | Amada Holdings Co., Ltd. | 582,211 | 0.0 | ||||||||
18,268 | Aozora Bank Ltd. | 482,618 | 0.0 | ||||||||
28,121 | AGC, Inc. | 1,005,550 | 0.1 | ||||||||
56,058 | Asahi Group Holdings, Ltd. | 2,557,395 | 0.1 | ||||||||
30,100 | Asahi Intecc Co. Ltd. | 881,365 | 0.0 | ||||||||
194,953 | Asahi Kasei Corp. | 2,189,013 | 0.1 | ||||||||
291,720 | Astellas Pharma, Inc. | 4,979,657 | 0.2 | ||||||||
30,893 | Bandai Namco Holdings, Inc. | 1,879,289 | 0.1 | ||||||||
8,211 | Bank of Kyoto Ltd./The | 350,124 | 0.0 | ||||||||
11,037 | Benesse Holdings, Inc. | 290,105 | 0.0 | ||||||||
88,243(3) | Bridgestone Corp. | 3,278,237 | 0.2 | ||||||||
34,386 | Brother Industries Ltd. | 710,182 | 0.0 | ||||||||
12,401 | Calbee, Inc. | 404,041 | 0.0 | ||||||||
154,493(3) | Canon, Inc. | 4,228,239 | 0.2 | ||||||||
29,987 | Casio Computer Co., Ltd. | 599,245 | 0.0 | ||||||||
22,328 | Central Japan Railway Co. | 4,489,463 | 0.2 | ||||||||
84,366 | Chiba Bank Ltd. | 485,100 | 0.0 | ||||||||
99,542 | Chubu Electric Power Co., Inc. | 1,407,111 | 0.1 | ||||||||
34,606 | Chugai Pharmaceutical Co., Ltd. | 3,187,048 | 0.1 | ||||||||
42,972(3) | Chugoku Electric Power Co., Inc. | 564,872 | 0.0 | ||||||||
19,100(3) | Coca-Cola Bottlers Japan, Inc. | 488,011 | 0.0 | ||||||||
163,509 | Concordia Financial Group Ltd. | 671,482 | 0.0 | ||||||||
24,324 | Credit Saison Co., Ltd. | 421,870 | 0.0 | ||||||||
15,600 | CyberAgent, Inc. | 543,438 | 0.0 | ||||||||
37,574 | Dai Nippon Printing Co., Ltd. | 1,016,285 | 0.1 | ||||||||
38,484 | Daicel Corp. | 367,921 | 0.0 | ||||||||
15,600 | Daifuku Co., Ltd. | 942,784 | 0.1 | ||||||||
166,583 | Dai-ichi Life Holdings, Inc. | 2,745,334 | 0.1 | ||||||||
87,593 | Daiichi Sankyo Co., Ltd. | 5,785,016 | 0.3 | ||||||||
38,498 | Daikin Industries Ltd. | 5,431,676 | 0.2 | ||||||||
11,081 | Daito Trust Construction Co., Ltd. | 1,369,349 | 0.1 | ||||||||
87,454 | Daiwa House Industry Co., Ltd. | 2,707,301 | 0.1 | ||||||||
288 | Daiwa House REIT Investment Corp. | 753,073 | 0.0 | ||||||||
236,221 | Daiwa Securities Group, Inc. | 1,192,541 | 0.1 | ||||||||
66,967 | Denso Corp. | 3,024,386 | 0.1 | ||||||||
33,403(3) | Dentsu, Inc. | 1,150,929 | 0.1 | ||||||||
4,200 | Disco Corp. | 986,265 | 0.1 | ||||||||
68,468 | Pan Pacific International Holdings Corp. | 1,135,972 | 0.1 | ||||||||
46,833 | East Japan Railway Co. | 4,227,240 | 0.2 | ||||||||
38,979 | Eisai Co., Ltd. | 2,916,643 | 0.1 | ||||||||
22,642 | Electric Power Development Co., Ltd. | 549,580 | 0.0 | ||||||||
39,152(3) | FamilyMart Co. Ltd. | 937,679 | 0.1 | ||||||||
29,893 | Fanuc Ltd. | 5,520,188 | 0.2 | ||||||||
8,942(3) | Fast Retailing Co., Ltd. | 5,312,212 | 0.2 | ||||||||
19,623 | Fuji Electric Co. Ltd. | 596,094 | 0.0 | ||||||||
55,660 | Fuji Film Holdings Corp. | 2,658,093 | 0.1 | ||||||||
30,413 | Fujitsu Ltd. | 2,860,520 | 0.1 | ||||||||
26,543 | Fukuoka Financial Group, Inc. | 507,132 | 0.0 | ||||||||
6,300 | GMO Payment Gateway, Inc. | 431,432 | 0.0 | ||||||||
36,000 | Hakuhodo DY Holdings, Inc. | 579,277 | 0.0 | ||||||||
21,642 | Hamamatsu Photonics KK | 886,899 | 0.0 | ||||||||
35,357 | Hankyu Hanshin Holdings, Inc. | 1,512,420 | 0.1 | ||||||||
3,200 | Hikari Tsushin, Inc. | 804,153 | 0.0 | ||||||||
44,332 | Hino Motors Ltd. | 468,833 | 0.0 | ||||||||
5,064 | Hirose Electric Co., Ltd. | 647,339 | 0.0 | ||||||||
8,129 | Hisamitsu Pharmaceutical Co., Inc. | 395,894 | 0.0 | ||||||||
16,100 | Hitachi Chemical Co., Ltd. | 674,522 | 0.0 | ||||||||
16,610 | Hitachi Construction Machinery Co., Ltd. | 494,768 | 0.0 | ||||||||
10,600 | Hitachi High-Technologies Corp. | 750,687 | 0.0 | ||||||||
149,291 | Hitachi Ltd. | 6,299,446 | 0.3 | ||||||||
33,110 | Hitachi Metals Ltd. | 487,370 | 0.0 | ||||||||
251,842 | Honda Motor Co., Ltd. | 7,127,516 | 0.3 | ||||||||
8,400 | Hoshizaki Corp. | 748,945 | 0.0 | ||||||||
58,937 | Hoya Corp. | 5,626,247 | 0.3 | ||||||||
46,864 | Hulic Co. Ltd. | 564,252 | 0.0 |
See Accompanying Notes to Financial Statements
44
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Japan: (continued) | |||||||||||
30,355 | Idemitsu Kosan Co., Ltd. | 838,761 | 0.0 | ||||||||
22,742 | IHI Corp. | 532,185 | 0.0 | ||||||||
22,691 | Iida Group Holdings Co. Ltd. | 397,672 | 0.0 | ||||||||
158,116 | Inpex Corp. | 1,638,039 | 0.1 | ||||||||
51,966 | Isetan Mitsukoshi Holdings Ltd. | 466,640 | 0.0 | ||||||||
85,168 | Isuzu Motors Ltd. | 1,006,751 | 0.1 | ||||||||
208,116 | Itochu Corp. | 4,823,439 | 0.2 | ||||||||
14,800 | Itochu Techno-Solutions Corp. | 416,800 | 0.0 | ||||||||
35,552 | J Front Retailing Co., Ltd. | 495,854 | 0.0 | ||||||||
17,778 | Japan Airlines Co. Ltd. | 553,534 | 0.0 | ||||||||
7,800 | Japan Airport Terminal Co., Ltd. | 432,784 | 0.0 | ||||||||
78,714 | Japan Exchange Group, Inc. | 1,385,766 | 0.1 | ||||||||
62,600(3) | Japan Post Bank Co. Ltd. | 600,634 | 0.0 | ||||||||
243,300 | Japan Post Holdings Co. Ltd. | 2,288,106 | 0.1 | ||||||||
34,900 | Japan Post Insurance Co. Ltd. | 594,924 | 0.0 | ||||||||
121 | Japan Prime Realty Investment Corp. | 532,022 | 0.0 | ||||||||
203 | Japan Real Estate Investment Corp. | 1,347,208 | 0.1 | ||||||||
404 | Japan Retail Fund Investment Corp. | 869,370 | 0.0 | ||||||||
185,402(3) | Japan Tobacco, Inc. | 4,133,826 | 0.2 | ||||||||
75,902 | JFE Holdings, Inc. | 973,932 | 0.1 | ||||||||
34,039 | JGC Holdings Corp. | 541,766 | 0.0 | ||||||||
29,735 | JSR Corp. | 543,931 | 0.0 | ||||||||
31,865 | JTEKT Corp. | 376,425 | 0.0 | ||||||||
489,564 | JXTG Holdings, Inc. | 2,221,925 | 0.1 | ||||||||
69,454 | Kajima Corp. | 923,404 | 0.1 | ||||||||
21,023 | Kakaku.com, Inc. | 536,782 | 0.0 | ||||||||
16,560 | Kamigumi Co., Ltd. | 364,020 | 0.0 | ||||||||
108,762 | Kansai Electric Power Co., Inc. | 1,259,987 | 0.1 | ||||||||
27,353(3) | Kansai Paint Co., Ltd. | 668,210 | 0.0 | ||||||||
74,575 | Kao Corp. | 6,150,581 | 0.3 | ||||||||
21,953 | Kawasaki Heavy Industries Ltd. | 479,821 | 0.0 | ||||||||
272,901 | KDDI Corp. | 8,142,376 | 0.4 | ||||||||
14,900 | Keihan Holdings Co., Ltd. | 723,493 | 0.0 | ||||||||
34,108 | Keikyu Corp. | 657,567 | 0.0 | ||||||||
15,868 | Keio Corp. | 960,161 | 0.1 | ||||||||
19,998 | Keisei Electric Railway Co., Ltd. | 774,910 | 0.0 | ||||||||
28,188 | Keyence Corp. | 9,897,894 | 0.4 | ||||||||
22,434 | Kikkoman Corp. | 1,098,252 | 0.1 | ||||||||
26,497 | Kintetsu Group Holdings Co., Ltd. | 1,437,192 | 0.1 | ||||||||
127,056(3) | Kirin Holdings Co., Ltd. | 2,773,199 | 0.1 | ||||||||
7,600 | Kobayashi Pharmaceutical Co., Ltd. | 643,729 | 0.0 | ||||||||
16,100 | Koito Manufacturing Co., Ltd. | 745,526 | 0.0 | ||||||||
142,683 | Komatsu Ltd. | 3,424,600 | 0.2 | ||||||||
14,366 | Konami Holdings Corp. | 590,335 | 0.0 | ||||||||
69,923 | Konica Minolta, Inc. | 455,485 | 0.0 | ||||||||
5,100 | Kose Corp. | 743,396 | 0.0 | ||||||||
161,822 | Kubota Corp. | 2,541,131 | 0.1 | ||||||||
49,367 | Kuraray Co., Ltd. | 598,222 | 0.0 | ||||||||
15,248 | Kurita Water Industries, Ltd. | 452,484 | 0.0 | ||||||||
49,594 | Kyocera Corp. | 3,380,114 | 0.2 | ||||||||
37,514 | Kyowa Kirin Co., Ltd. | 883,843 | 0.0 | ||||||||
58,560 | Kyushu Electric Power Co., Inc. | 508,065 | 0.0 | ||||||||
24,700 | Kyushu Railway Co. | 826,897 | 0.0 | ||||||||
7,764 | Lawson, Inc. | 440,705 | 0.0 | ||||||||
9,300(2) | LINE Corp. | 456,930 | 0.0 | ||||||||
34,700 | Lion Corp. | 674,522 | 0.0 | ||||||||
41,092 | LIXIL Group Corp. | 709,119 | 0.0 | ||||||||
68,100 | M3, Inc. | 2,053,597 | 0.1 | ||||||||
34,608 | Makita Corp. | 1,195,183 | 0.1 | ||||||||
241,556 | Marubeni Corp. | 1,784,706 | 0.1 | ||||||||
29,319(3) | Marui Group Co., Ltd. | 714,872 | 0.0 | ||||||||
8,700 | Maruichi Steel Tube Ltd. | 244,492 | 0.0 | ||||||||
87,866 | Mazda Motor Corp. | 748,745 | 0.0 | ||||||||
10,300 | McDonald's Holdings Co. Japan Ltd. | 496,241 | 0.0 | ||||||||
136,562 | Mebuki Financial Group, Inc. | 348,173 | 0.0 | ||||||||
28,300 | Medipal Holdings Corp. | 624,592 | 0.0 | ||||||||
17,688 | MEIJI Holdings Co., Ltd. | 1,195,359 | 0.1 | ||||||||
11,600(2) | Mercari, Inc. | 237,150 | 0.0 | ||||||||
56,100 | Minebea Mitsumi, Inc. | 1,158,810 | 0.1 | ||||||||
43,800 | MISUMI Group, Inc. | 1,084,056 | 0.1 | ||||||||
197,748 | Mitsubishi Chemical Holdings Corp. | 1,473,457 | 0.1 | ||||||||
208,793 | Mitsubishi Corp. | 5,531,212 | 0.2 | ||||||||
281,961 | Mitsubishi Electric Corp. | 3,839,094 | 0.2 | ||||||||
182,627 | Mitsubishi Estate Co., Ltd. | 3,494,545 | 0.2 | ||||||||
24,739 | Mitsubishi Gas Chemical Co., Inc. | 376,879 | 0.0 | ||||||||
49,519 | Mitsubishi Heavy Industries Ltd. | 1,920,191 | 0.1 | ||||||||
17,251 | Mitsubishi Materials Corp. | 468,187 | 0.0 | ||||||||
103,615 | Mitsubishi Motors Corp. | 431,895 | 0.0 | ||||||||
34,713 | Mitsubishi Tanabe Pharma Corp. | 636,813 | 0.0 | ||||||||
1,900,106 | Mitsubishi UFJ Financial Group, Inc. | 10,272,612 | 0.5 | ||||||||
62,276 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 400,914 | 0.0 | ||||||||
255,701 | Mitsui & Co., Ltd. | 4,545,220 | 0.2 | ||||||||
28,414 | Mitsui Chemicals, Inc. | 692,146 | 0.0 | ||||||||
137,819 | Mitsui Fudosan Co., Ltd. | 3,368,286 | 0.2 | ||||||||
17,693 | Mitsui OSK Lines Ltd. | 486,565 | 0.0 | ||||||||
73,354 | MS&AD Insurance Group Holdings, Inc. | 2,421,320 | 0.1 | ||||||||
3,726,161 | Mizuho Financial Group, Inc. | 5,739,852 | 0.3 | ||||||||
19,300(3) | MonotaRO Co. Ltd. | 513,785 | 0.0 | ||||||||
88,744 | Murata Manufacturing Co., Ltd. | 5,462,069 | 0.2 | ||||||||
17,421 | Nabtesco Corp. | 513,344 | 0.0 | ||||||||
28,800 | Nagoya Railroad Co., Ltd. | 894,325 | 0.0 | ||||||||
38,220 | NEC Corp. | 1,581,714 | 0.1 | ||||||||
76,100(2) | Nexon Co. Ltd. | 1,009,489 | 0.1 | ||||||||
40,469 | NGK Insulators Ltd. | 704,000 | 0.0 | ||||||||
24,185 | NGK Spark Plug Co., Ltd. | 468,802 | 0.0 | ||||||||
12,709 | NH Foods Ltd. | 526,451 | 0.0 | ||||||||
34,492 | Nidec Corp. | 4,711,049 | 0.2 | ||||||||
49,569 | Nikon Corp. | 606,212 | 0.0 | ||||||||
17,294 | Nintendo Co., Ltd. | 6,916,911 | 0.3 | ||||||||
307 | Nippon Prologis REIT, Inc. | 781,901 | 0.0 | ||||||||
207 | Nippon Building Fund, Inc. | 1,517,362 | 0.1 | ||||||||
12,122 | Nippon Express Co., Ltd. | 710,580 | 0.0 |
See Accompanying Notes to Financial Statements
45
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Japan: (continued) | |||||||||||
22,617(3) | Nippon Paint Holdings Co., Ltd. | 1,164,361 | 0.1 | ||||||||
7,100 | Nippon Shinyaku Co., Ltd. | 614,814 | 0.0 | ||||||||
124,780 | Nippon Steel Corp. | 1,880,800 | 0.1 | ||||||||
198,796 | Nippon Telegraph & Telephone Corp. | 5,024,309 | 0.2 | ||||||||
23,603 | Nippon Yusen KK | 425,413 | 0.0 | ||||||||
19,400 | Nissan Chemical Corp. | 812,430 | 0.0 | ||||||||
358,592 | Nissan Motor Co., Ltd. | 2,077,947 | 0.1 | ||||||||
30,567 | Nisshin Seifun Group, Inc. | 533,317 | 0.0 | ||||||||
9,817 | Nissin Food Products Co., Ltd. | 729,136 | 0.0 | ||||||||
12,406 | Nitori Co., Ltd. | 1,958,304 | 0.1 | ||||||||
24,542 | Nitto Denko Corp. | 1,379,943 | 0.1 | ||||||||
512,626 | Nomura Holdings, Inc. | 2,637,866 | 0.1 | ||||||||
19,345 | Nomura Real Estate Holdings, Inc. | 463,995 | 0.0 | ||||||||
632 | Nomura Real Estate Master Fund, Inc. | 1,081,056 | 0.1 | ||||||||
52,368 | Nomura Research Institute Ltd. | 1,119,944 | 0.1 | ||||||||
55,349 | NSK Ltd. | 523,225 | 0.0 | ||||||||
97,520 | NTT Data Corp. | 1,304,231 | 0.1 | ||||||||
206,054 | NTT DoCoMo, Inc. | 5,739,869 | 0.3 | ||||||||
100,315 | Obayashi Corp. | 1,114,165 | 0.1 | ||||||||
10,000 | Obic Co., Ltd. | 1,347,008 | 0.1 | ||||||||
45,527 | Odakyu Electric Railway Co., Ltd. | 1,062,100 | 0.1 | ||||||||
133,226 | Oji Holdings Corp. | 720,484 | 0.0 | ||||||||
180,028 | Olympus Corp. | 2,774,718 | 0.1 | ||||||||
29,723 | Omron Corp. | 1,732,500 | 0.1 | ||||||||
58,790 | Ono Pharmaceutical Co., Ltd. | 1,342,194 | 0.1 | ||||||||
5,900 | Oracle Corp. Japan | 535,477 | 0.0 | ||||||||
30,880 | Oriental Land Co., Ltd. | 4,213,309 | 0.2 | ||||||||
204,563 | ORIX Corp. | 3,389,889 | 0.2 | ||||||||
411 | Orix JREIT, Inc. | 890,860 | 0.0 | ||||||||
57,965 | Osaka Gas Co., Ltd. | 1,108,476 | 0.1 | ||||||||
16,122 | Otsuka Corp. | 643,831 | 0.0 | ||||||||
60,346 | Otsuka Holdings Co. Ltd. | 2,689,878 | 0.1 | ||||||||
341,031 | Panasonic Corp. | 3,198,594 | 0.1 | ||||||||
17,899 | Park24 Co., Ltd. | 438,276 | 0.0 | ||||||||
14,400(2) | PeptiDream, Inc. | 735,888 | 0.0 | ||||||||
27,400 | Persol Holdings Co. Ltd. | 513,507 | 0.0 | ||||||||
17,900(3) | Pigeon Corp. | 655,430 | 0.0 | ||||||||
14,200(3) | Pola Orbis Holdings, Inc. | 338,231 | 0.0 | ||||||||
132,970(2),(3) | Rakuten, Inc. | 1,135,987 | 0.1 | ||||||||
209,600 | Recruit Holdings Co. Ltd. | 7,850,642 | 0.3 | ||||||||
117,600(2) | Renesas Electronics Corp. | 803,437 | 0.0 | ||||||||
323,113 | Resona Holdings, Inc. | 1,408,298 | 0.1 | ||||||||
103,532 | Ricoh Co., Ltd. | 1,126,584 | 0.1 | ||||||||
5,166 | Rinnai Corp. | 403,719 | 0.0 | ||||||||
14,450 | Rohm Co., Ltd. | 1,152,952 | 0.1 | ||||||||
36,900 | Ryohin Keikaku Co., Ltd. | 860,004 | 0.0 | ||||||||
6,888 | Sankyo Co., Ltd. | 228,770 | 0.0 | ||||||||
55,545 | Santen Pharmaceutical Co., Ltd. | 1,057,752 | 0.1 | ||||||||
36,570 | SBI Holdings, Inc. | 772,076 | 0.0 | ||||||||
32,406 | Secom Co., Ltd. | 2,892,000 | 0.1 | ||||||||
26,710 | Sega Sammy Holdings, Inc. | 386,751 | 0.0 | ||||||||
30,800 | Seibu Holdings, Inc. | 506,650 | 0.0 | ||||||||
43,216(3) | Seiko Epson Corp. | 652,512 | 0.0 | ||||||||
56,119 | Sekisui Chemical Co., Ltd. | 973,659 | 0.1 | ||||||||
95,985 | Sekisui House Ltd. | 2,049,746 | 0.1 | ||||||||
116,371 | Seven & I Holdings Co., Ltd. | 4,265,630 | 0.2 | ||||||||
92,107 | Seven Bank Ltd. | 301,751 | 0.0 | ||||||||
22,300 | SG Holdings Co. Ltd. | 502,325 | 0.0 | ||||||||
32,900 | Sharp Corp. | 502,794 | 0.0 | ||||||||
34,272 | Shimadzu Corp. | 1,071,795 | 0.1 | ||||||||
3,461 | Shimamura Co., Ltd. | 263,119 | 0.0 | ||||||||
11,455 | Shimano, Inc. | 1,858,356 | 0.1 | ||||||||
91,392 | Shimizu Corp. | 930,994 | 0.1 | ||||||||
56,189 | Shin-Etsu Chemical Co., Ltd. | 6,179,279 | 0.3 | ||||||||
29,994 | Shinsei Bank Ltd. | 457,624 | 0.0 | ||||||||
41,632 | Shionogi & Co., Ltd. | 2,575,419 | 0.1 | ||||||||
61,762 | Shiseido Co., Ltd. | 4,385,719 | 0.2 | ||||||||
70,081 | Shizuoka Bank Ltd. | 521,280 | 0.0 | ||||||||
20,800(3) | Showa Denko KK | 548,195 | 0.0 | ||||||||
8,836 | SMC Corp. | 4,040,839 | 0.2 | ||||||||
258,800 | Softbank Corp. | 3,470,425 | 0.2 | ||||||||
242,192 | SoftBank Group Corp. | 10,515,261 | 0.5 | ||||||||
11,000 | Sohgo Security Services Co., Ltd. | 595,374 | 0.0 | ||||||||
51,913 | Sompo Holdings, Inc. | 2,038,603 | 0.1 | ||||||||
196,370 | Sony Corp. | 13,333,074 | 0.6 | ||||||||
23,498 | Sony Financial Holdings, Inc. | 564,066 | 0.0 | ||||||||
14,300 | Square Enix Holdings Co., Ltd. | 712,053 | 0.0 | ||||||||
20,288 | Stanley Electric Co., Ltd. | 585,943 | 0.0 | ||||||||
95,035 | Subaru Corp. | 2,354,001 | 0.1 | ||||||||
38,500 | Sumco Corp. | 637,898 | 0.0 | ||||||||
230,171 | Sumitomo Chemical Co., Ltd. | 1,045,107 | 0.1 | ||||||||
183,555 | Sumitomo Corp. | 2,726,406 | 0.1 | ||||||||
24,609 | Sumitomo Dainippon Pharma Co. Ltd. | 476,803 | 0.0 | ||||||||
116,533 | Sumitomo Electric Industries Ltd. | 1,750,111 | 0.1 | ||||||||
17,096 | Sumitomo Heavy Industries | 485,609 | 0.0 | ||||||||
35,980 | Sumitomo Metal Mining Co., Ltd. | 1,158,556 | 0.1 | ||||||||
205,351 | Sumitomo Mitsui Financial Group, Inc. | 7,584,715 | 0.3 | ||||||||
51,285 | Sumitomo Mitsui Trust Holdings, Inc. | 2,027,345 | 0.1 | ||||||||
51,496 | Sumitomo Realty & Development Co., Ltd. | 1,796,669 | 0.1 | ||||||||
26,459 | Sumitomo Rubber Industries, Inc. | 322,634 | 0.0 | ||||||||
11,100 | Sundrug Co., Ltd. | 401,620 | 0.0 | ||||||||
21,434 | Suntory Beverage & Food Ltd. | 894,841 | 0.0 | ||||||||
11,217 | Suzuken Co., Ltd. | 457,182 | 0.0 | ||||||||
56,844 | Suzuki Motor Corp. | 2,372,780 | 0.1 | ||||||||
25,838 | Sysmex Corp. | 1,759,179 | 0.1 | ||||||||
86,011 | T&D Holdings, Inc. | 1,087,670 | 0.1 | ||||||||
18,700 | Taiheiyo Cement Corp. | 548,903 | 0.0 | ||||||||
31,261 | Taisei Corp. | 1,294,863 | 0.1 | ||||||||
5,200 | Taisho Pharmaceutical Holdings Co. Ltd. | 383,735 | 0.0 | ||||||||
20,025 | Taiyo Nippon Sanso Corp. | 443,232 | 0.0 | ||||||||
231,522 | Takeda Pharmaceutical Co., Ltd. | 9,157,210 | 0.4 | ||||||||
20,012 | TDK Corp. | 2,248,931 | 0.1 | ||||||||
27,501 | Teijin Ltd. | 513,778 | 0.0 | ||||||||
99,728 | Terumo Corp. | 3,537,783 | 0.2 |
See Accompanying Notes to Financial Statements
46
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Japan: (continued) | |||||||||||
18,578 | THK Co., Ltd. | 498,787 | 0.0 | ||||||||
29,485 | Tobu Railway Co., Ltd. | 1,067,386 | 0.1 | ||||||||
17,500 | Toho Co., Ltd. | 729,263 | 0.0 | ||||||||
11,500 | Toho Gas Co., Ltd. | 469,570 | 0.0 | ||||||||
66,013 | Tohoku Electric Power Co., Inc. | 654,426 | 0.0 | ||||||||
98,688 | Tokio Marine Holdings, Inc. | 5,525,426 | 0.2 | ||||||||
6,600 | Tokyo Century Corp. | 351,410 | 0.0 | ||||||||
235,766(2) | Tokyo Electric Power Co., Inc. | 1,009,210 | 0.1 | ||||||||
24,265 | Tokyo Electron Ltd. | 5,297,779 | 0.2 | ||||||||
58,172 | Tokyo Gas Co., Ltd. | 1,413,516 | 0.1 | ||||||||
77,194 | Tokyu Corp. | 1,427,525 | 0.1 | ||||||||
94,535 | Tokyu Fudosan Holdings Corp. | 652,794 | 0.0 | ||||||||
43,216 | Toppan Printing Co., Ltd. | 892,767 | 0.0 | ||||||||
214,203 | Toray Industries, Inc. | 1,451,338 | 0.1 | ||||||||
76,661 | Toshiba Corp. | 2,602,008 | 0.1 | ||||||||
40,200 | Tosoh Corp. | 619,313 | 0.0 | ||||||||
21,834 | Toto Ltd. | 921,987 | 0.1 | ||||||||
21,885 | Toyo Seikan Group Holdings, Ltd. | 376,733 | 0.0 | ||||||||
13,688 | Toyo Suisan Kaisha Ltd. | 581,272 | 0.0 | ||||||||
10,000 | Toyoda Gosei Co., Ltd. | 249,694 | 0.0 | ||||||||
22,605 | Toyota Industries Corp. | 1,300,693 | 0.1 | ||||||||
352,858 | Toyota Motor Corp. | 24,862,907 | 1.1 | ||||||||
32,854 | Toyota Tsusho Corp. | 1,154,083 | 0.1 | ||||||||
19,553(2) | Trend Micro, Inc. | 1,000,524 | 0.1 | ||||||||
5,700 | Tsuruha Holdings, Inc. | 731,869 | 0.0 | ||||||||
62,378 | Unicharm Corp. | 2,106,331 | 0.1 | ||||||||
464 | United Urban Investment Corp. | 871,419 | 0.0 | ||||||||
33,826 | USS Co., Ltd. | 639,423 | 0.0 | ||||||||
7,300 | Welcia Holdings Co. Ltd. | 463,764 | 0.0 | ||||||||
25,021 | West Japan Railway Co. | 2,164,155 | 0.1 | ||||||||
411,644 | Z Holdings Corp. | 1,738,008 | 0.1 | ||||||||
18,485 | Yakult Honsha Co., Ltd. | 1,018,755 | 0.1 | ||||||||
97,037 | Yamada Denki Co., Ltd. | 514,881 | 0.0 | ||||||||
22,207 | Yamaha Corp. | 1,231,234 | 0.1 | ||||||||
43,204 | Yamaha Motor Co., Ltd. | 865,505 | 0.0 | ||||||||
47,701 | Yamato Holdings Co., Ltd. | 813,283 | 0.0 | ||||||||
18,700 | Yamazaki Baking Co., Ltd. | 334,156 | 0.0 | ||||||||
37,042 | Yaskawa Electric Corp. | 1,395,409 | 0.1 | ||||||||
35,273 | Yokogawa Electric Corp. | 619,432 | 0.0 | ||||||||
18,369 | Yokohama Rubber Co., Ltd. | 356,266 | 0.0 | ||||||||
16,800 | ZOZO, Inc. | 321,297 | 0.0 | ||||||||
559,251,132 | 24.0 | ||||||||||
Luxembourg: 0.1% | |||||||||||
56,269 | SES S.A. - Luxembourg | 788,965 | 0.0 | ||||||||
72,940 | Tenaris S.A. | 826,409 | 0.1 | ||||||||
1,615,374 | 0.1 | ||||||||||
Macau: 0.2% | |||||||||||
334,159 | Galaxy Entertainment Group Ltd. | 2,459,950 | 0.1 | ||||||||
374,802 | Sands China Ltd. | 2,002,594 | 0.1 | ||||||||
306,365 | SJM Holdings Ltd. | 348,846 | 0.0 | ||||||||
240,879(3) | Wynn Macau Ltd. | 593,556 | 0.0 | ||||||||
5,404,946 | 0.2 | ||||||||||
Netherlands: 6.2% | |||||||||||
65,338(4) | ABN AMRO Bank NV | 1,190,878 | 0.0 | ||||||||
1,599(2),(4) | Adyen NV | 1,315,337 | 0.1 | ||||||||
275,147 | Aegon NV | 1,259,521 | 0.1 | ||||||||
18,990(2) | AerCap Holdings NV | 1,167,315 | 0.1 | ||||||||
90,141 | Airbus SE | 13,229,626 | 0.6 | ||||||||
35,179 | Akzo Nobel NV | 3,592,634 | 0.2 | ||||||||
104,522(2) | Altice NV | 676,835 | 0.0 | ||||||||
102,601 | ArcelorMittal SA | 1,807,805 | 0.1 | ||||||||
65,749 | ASML Holding NV | 19,465,511 | 0.8 | ||||||||
16,752 | EXOR NV | 1,298,813 | 0.1 | ||||||||
17,796 | Heineken Holding NV | 1,729,645 | 0.1 | ||||||||
40,037 | Heineken NV | 4,273,084 | 0.2 | ||||||||
601,852 | ING Groep NV | 7,235,745 | 0.3 | ||||||||
182,843 | Koninklijke Ahold Delhaize NV | 4,584,333 | 0.2 | ||||||||
28,024 | Koninklijke DSM NV | 3,664,032 | 0.2 | ||||||||
551,811 | Koninklijke KPN NV | 1,633,024 | 0.1 | ||||||||
140,067 | Koninklijke Philips NV | 6,847,025 | 0.3 | ||||||||
10,860 | Koninklijke Vopak NV | 590,139 | 0.0 | ||||||||
47,299 | NN Group NV | 1,798,448 | 0.1 | ||||||||
43,111 | NXP Semiconductor NV - NXPI - US | 5,486,306 | 0.2 | ||||||||
75,285(2) | Prosus NV | 5,634,474 | 0.2 | ||||||||
35,058(2) | QIAGEN NV | 1,194,548 | 0.0 | ||||||||
18,404 | Randstad NV | 1,127,713 | 0.0 | ||||||||
662,992 | Royal Dutch Shell PLC - Class A | 19,634,123 | 0.8 | ||||||||
575,134 | Royal Dutch Shell PLC - Class B | 17,072,205 | 0.7 | ||||||||
226,797 | Unilever NV | 13,016,102 | 0.6 | ||||||||
43,206 | Wolters Kluwer NV | 3,154,722 | 0.1 | ||||||||
143,679,943 | 6.2 | ||||||||||
New Zealand: 0.3% | |||||||||||
113,515(2) | a2 Milk Co. Ltd. | 1,149,384 | 0.1 | ||||||||
149,684 | Auckland International Airport Ltd. | 882,296 | 0.1 | ||||||||
88,632 | Fisher & Paykel Healthcare Corp. Ltd. | 1,326,467 | 0.1 | ||||||||
131,812 | Fletcher Building Ltd. | 451,811 | 0.0 | ||||||||
106,276 | Mercury NZ Ltd. | 361,517 | 0.0 | ||||||||
197,946 | Meridian Energy Ltd. | 666,784 | 0.0 | ||||||||
61,786 | Ryman Healthcare Ltd. | 679,064 | 0.0 | ||||||||
283,626 | Spark New Zealand Ltd. | 827,058 | 0.0 | ||||||||
6,344,381 | 0.3 | ||||||||||
Norway: 0.6% | |||||||||||
16,687 | Det Norske Oljeselskap ASA | 547,674 | 0.0 | ||||||||
146,665 | DNB ASA | 2,744,528 | 0.1 | ||||||||
154,711 | Equinor ASA | 3,085,291 | 0.1 | ||||||||
30,893 | Gjensidige Forsikring ASA | 648,473 | 0.0 | ||||||||
67,753 | Mowi ASA | 1,761,641 | 0.1 | ||||||||
207,731 | Norsk Hydro ASA | 772,471 | 0.0 | ||||||||
115,421 | Orkla ASA | 1,170,463 | 0.1 | ||||||||
15,140 | Schibsted ASA - Class B | 432,657 | 0.0 | ||||||||
111,500 | Telenor ASA | 1,998,713 | 0.1 | ||||||||
27,432 | Yara International ASA | 1,142,921 | 0.1 | ||||||||
14,304,832 | 0.6 | ||||||||||
Portugal: 0.1% | |||||||||||
395,363 | EDP - Energias de Portugal SA | 1,715,644 | 0.1 | ||||||||
77,427 | Galp Energia SGPS SA | 1,299,855 | 0.0 | ||||||||
38,881 | Jeronimo Martins SGPS SA | 640,734 | 0.0 | ||||||||
3,656,233 | 0.1 | ||||||||||
Singapore: 1.3% | |||||||||||
445,956 | Ascendas Real Estate Investment Trust | 985,275 | 0.1 |
See Accompanying Notes to Financial Statements
47
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Singapore: (continued) | |||||||||||
422,742 | CapitaLand Commercial Trust | 626,082 | 0.0 | ||||||||
396,096 | CapitaLand Ltd. | 1,105,313 | 0.1 | ||||||||
398,801 | CapitaLand Mall Trust | 730,031 | 0.0 | ||||||||
70,181 | City Developments Ltd. | 571,192 | 0.0 | ||||||||
334,602 | ComfortDelgro Corp., Ltd. | 592,048 | 0.0 | ||||||||
277,220 | DBS Group Holdings Ltd. | 5,345,146 | 0.2 | ||||||||
934,012 | Genting Singapore Ltd. | 639,601 | 0.0 | ||||||||
15,270 | Jardine Cycle & Carriage Ltd. | 341,479 | 0.0 | ||||||||
224,704 | Keppel Corp., Ltd. | 1,132,187 | 0.1 | ||||||||
314,000 | Mapletree Commercial Trust | 558,372 | 0.0 | ||||||||
501,822 | Oversea-Chinese Banking Corp., Ltd. | 4,105,186 | 0.2 | ||||||||
104,200 | SATS Ltd. | 392,221 | 0.0 | ||||||||
151,894 | SembCorp Industries Ltd. | 258,675 | 0.0 | ||||||||
83,360 | Singapore Airlines Ltd. | 560,454 | 0.0 | ||||||||
124,151 | Singapore Exchange Ltd. | 817,675 | 0.1 | ||||||||
249,727 | Singapore Press Holdings Ltd. | 404,532 | 0.0 | ||||||||
1,261,150 | Singapore Telecommunications Ltd. | 3,161,852 | 0.2 | ||||||||
241,206 | Singapore Technologies Engineering Ltd. | 706,406 | 0.0 | ||||||||
302,200 | Suntec Real Estate Investment Trust | 413,694 | 0.0 | ||||||||
194,656 | United Overseas Bank Ltd. | 3,828,228 | 0.2 | ||||||||
71,600 | UOL Group Ltd. | 443,133 | 0.0 | ||||||||
42,500 | Venture Corp. Ltd. | 512,710 | 0.0 | ||||||||
296,776 | Wilmar International Ltd. | 909,233 | 0.1 | ||||||||
368,300 | Yangzijiang Shipbuilding Holdings Ltd. | 307,003 | 0.0 | ||||||||
29,447,728 | 1.3 | ||||||||||
Spain: 2.8% | |||||||||||
–(1) | Abertis Infraestructuras SA | – | – | ||||||||
40,439 | ACS Actividades de Construccion y Servicios SA | 1,622,184 | 0.1 | ||||||||
10,426(4) | Aena SME SA | 1,998,860 | 0.1 | ||||||||
66,748 | Amadeus IT Group SA | 5,466,470 | 0.2 | ||||||||
1,029,950 | Banco Bilbao Vizcaya Argentaria SA | 5,782,503 | 0.2 | ||||||||
882,293 | Banco de Sabadell SA | 1,033,089 | 0.0 | ||||||||
–(1) | Banco Popular Espanol S.A. | – | – | ||||||||
2,567,670(3) | Banco Santander SA | 10,765,643 | 0.5 | ||||||||
189,653(3) | Bankia SA | 406,077 | 0.0 | ||||||||
104,132 | Bankinter S.A. | 764,874 | 0.0 | ||||||||
38,690(4) | Cellnex Telecom SA | 1,668,926 | 0.1 | ||||||||
554,351 | CaixaBank SA | 1,745,693 | 0.1 | ||||||||
35,032 | Enagas | 893,581 | 0.0 | ||||||||
49,062 | Endesa S.A. | 1,310,194 | 0.1 | ||||||||
77,314 | Ferrovial SA - FERE | 2,342,404 | 0.1 | ||||||||
46,075(3) | Grifols SA | 1,627,906 | 0.1 | ||||||||
933,982 | Iberdrola S.A. | 9,625,259 | 0.4 | ||||||||
168,494 | Industria de Diseno Textil SA | 5,954,690 | 0.3 | ||||||||
166,488 | Mapfre SA | 441,452 | 0.0 | ||||||||
45,404 | Naturgy Energy Group SA | 1,143,324 | 0.0 | ||||||||
66,862 | Red Electrica Corp. SA | 1,347,259 | 0.1 | ||||||||
222,293 | Repsol SA | 3,492,274 | 0.2 | ||||||||
36,824(3) | Siemens Gamesa Renewable Energy SA | 648,499 | 0.0 | ||||||||
721,799 | Telefonica S.A. | 5,047,639 | 0.2 | ||||||||
65,128,800 | 2.8 | ||||||||||
Sweden: 2.5% | |||||||||||
48,593 | Alfa Laval AB | 1,223,779 | 0.1 | ||||||||
154,819 | Assa Abloy AB | 3,618,965 | 0.2 | ||||||||
103,725 | Atlas Copco AB - A Shares | 4,140,253 | 0.2 | ||||||||
60,275 | Atlas Copco AB - B Shares | 2,092,811 | 0.1 | ||||||||
42,248 | Boliden AB - BOLS | 1,122,051 | 0.1 | ||||||||
34,839 | Electrolux AB | 856,459 | 0.0 | ||||||||
101,794 | Epiroc AB - A Shares | 1,244,865 | 0.1 | ||||||||
60,237 | Epiroc AB - B Shares | 715,899 | 0.0 | ||||||||
93,681 | Essity AB | 3,017,112 | 0.1 | ||||||||
13,981(3) | ICA Gruppen AB | 653,080 | 0.0 | ||||||||
124,092(3) | Hennes & Mauritz AB | 2,531,172 | 0.1 | ||||||||
40,683 | Hexagon AB - B Shares | 2,280,335 | 0.1 | ||||||||
64,512 | Husqvarna AB - B Shares | 516,980 | 0.0 | ||||||||
25,799 | Industrivarden AB-Class C | 622,157 | 0.0 | ||||||||
70,356 | Investor AB - B Shares | 3,841,003 | 0.2 | ||||||||
37,367 | Kinnevik AB | 915,680 | 0.0 | ||||||||
11,739 | Lundbergforetagen AB | 515,325 | 0.0 | ||||||||
28,918 | Lundin Petroleum AB | 981,895 | 0.0 | ||||||||
15,341(3) | Millicom International Cellular S.A. | 736,735 | 0.0 | ||||||||
174,382 | Sandvik AB | 3,396,502 | 0.1 | ||||||||
48,367 | Securitas AB | 833,326 | 0.0 | ||||||||
251,393 | Skandinaviska Enskilda Banken AB | 2,364,069 | 0.1 | ||||||||
52,540 | Skanska AB | 1,188,540 | 0.1 | ||||||||
58,699 | SKF AB - B Shares | 1,188,439 | 0.1 | ||||||||
236,593 | Svenska Handelsbanken AB | 2,548,167 | 0.1 | ||||||||
139,884 | Swedbank AB | 2,079,513 | 0.1 | ||||||||
26,251 | Swedish Match AB | 1,352,365 | 0.1 | ||||||||
77,136 | Tele2 AB | 1,119,555 | 0.0 | ||||||||
474,575 | Telefonaktiebolaget LM Ericsson | 4,146,749 | 0.2 | ||||||||
422,645 | Telia Co. AB | 1,815,905 | 0.1 | ||||||||
229,423 | Volvo AB - B Shares | 3,840,815 | 0.2 | ||||||||
57,500,501 | 2.5 | ||||||||||
Switzerland: 9.6% | |||||||||||
284,666 | ABB Ltd. | 6,867,039 | 0.3 | ||||||||
24,038 | Adecco Group AG | 1,519,736 | 0.1 | ||||||||
64,164(2) | Alcon, Inc. | 3,634,353 | 0.2 | ||||||||
7,538 | Baloise Holding AG | 1,364,268 | 0.1 | ||||||||
466 | Barry Callebaut AG | 1,028,689 | 0.0 | ||||||||
16 | Chocoladefabriken Lindt & Sprungli AG - REG - LISN | 1,413,515 | 0.1 | ||||||||
164 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 1,273,466 | 0.0 | ||||||||
80,630 | Cie Financiere Richemont SA | 6,301,309 | 0.3 | ||||||||
30,764 | Clariant AG | 687,526 | 0.0 | ||||||||
30,801 | Coca-Cola HBC AG | 1,046,933 | 0.0 | ||||||||
394,812 | Credit Suisse Group AG | 5,336,941 | 0.2 | ||||||||
6,289 | Dufry Group | 623,625 | 0.0 | ||||||||
1,264 | EMS-Chemie Holding AG | 830,998 | 0.0 | ||||||||
5,722 | Geberit AG - Reg | 3,211,652 | 0.1 |
See Accompanying Notes to Financial Statements
48
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Switzerland: (continued) | |||||||||||
1,426 | Givaudan | 4,467,651 | 0.2 | ||||||||
1,674,995 | Glencore PLC | 5,215,499 | 0.2 | ||||||||
76,265 | LafargeHolcim Ltd.-CHF | 4,230,990 | 0.2 | ||||||||
34,571 | Julius Baer Group Ltd. | 1,782,236 | 0.1 | ||||||||
8,341 | Kuehne & Nagel International AG | 1,406,849 | 0.1 | ||||||||
11,503 | Lonza Group AG | 4,196,380 | 0.2 | ||||||||
459,869 | Nestle SA | 49,787,842 | 2.1 | ||||||||
331,831 | Novartis AG | 31,420,947 | 1.3 | ||||||||
5,963 | Pargesa Holding SA | 495,414 | 0.0 | ||||||||
2,887 | Partners Group | 2,646,014 | 0.1 | ||||||||
108,521 | Roche Holding AG | 35,269,631 | 1.5 | ||||||||
6,289 | Schindler Holding AG - Part Cert | 1,599,300 | 0.1 | ||||||||
3,108 | Schindler Holding AG - Reg | 761,125 | 0.0 | ||||||||
815 | SGS SA | 2,232,019 | 0.1 | ||||||||
19,710 | Sika AG | 3,701,450 | 0.2 | ||||||||
8,578 | Sonova Holding AG - Reg | 1,961,004 | 0.1 | ||||||||
105,487 | STMicroelectronics NV-STM1 | 2,846,118 | 0.1 | ||||||||
1,594 | Straumann Holding AG | 1,563,606 | 0.1 | ||||||||
4,394 | Swatch Group AG - BR | 1,226,828 | 0.1 | ||||||||
8,622 | Swatch Group AG - Reg | 456,102 | 0.0 | ||||||||
5,218 | Swiss Life Holding AG | 2,617,716 | 0.1 | ||||||||
11,731 | Swiss Prime Site AG | 1,357,209 | 0.1 | ||||||||
45,586 | Swiss Re Ltd. | 5,121,247 | 0.2 | ||||||||
4,001 | Swisscom AG | 2,118,033 | 0.1 | ||||||||
10,051 | Temenos AG | 1,589,961 | 0.1 | ||||||||
596,077 | UBS Group AG | 7,522,127 | 0.3 | ||||||||
7,028 | Vifor Pharma AG | 1,282,648 | 0.1 | ||||||||
23,149 | Zurich Insurance Group AG | 9,495,710 | 0.4 | ||||||||
223,511,706 | 9.6 | ||||||||||
United Arab Emirates: 0.0% | |||||||||||
14,508 (3) | NMC Health PLC | 339,916 | 0.0 | ||||||||
United Kingdom: 14.3% | |||||||||||
150,295 | 3i Group PLC | 2,187,065 | 0.1 | ||||||||
29,212 | Admiral Group PLC | 892,677 | 0.0 | ||||||||
160,256 | Anglo American PLC | 4,603,855 | 0.2 | ||||||||
60,912 | Antofagasta PLC | 737,511 | 0.0 | ||||||||
71,311 | Ashtead Group PLC | 2,280,164 | 0.1 | ||||||||
55,028 | Associated British Foods PLC | 1,893,025 | 0.1 | ||||||||
202,620 | AstraZeneca PLC | 20,280,762 | 0.9 | ||||||||
143,531(4) | Auto Trader Group PLC | 1,133,493 | 0.0 | ||||||||
10,106 | AVEVA Group PLC | 623,470 | 0.0 | ||||||||
604,981 | Aviva PLC | 3,357,999 | 0.1 | ||||||||
494,691 | BAE Systems PLC | 3,703,934 | 0.2 | ||||||||
2,663,111 | Barclays PLC | 6,350,165 | 0.3 | ||||||||
156,669 | Barratt Developments PLC | 1,551,259 | 0.1 | ||||||||
18,491 | Berkeley Group Holdings PLC | 1,190,131 | 0.1 | ||||||||
3,147,142 | BP PLC | 19,798,193 | 0.8 | ||||||||
354,306 | British American Tobacco PLC | 15,058,844 | 0.6 | ||||||||
135,417 | British Land Co. PLC | 1,145,844 | 0.0 | ||||||||
1,302,818 | BT Group PLC | 3,319,851 | 0.1 | ||||||||
51,980 | Bunzl PLC | 1,421,700 | 0.1 | ||||||||
63,556 | Burberry Group PLC | 1,855,569 | 0.1 | ||||||||
24,688 | Carnival PLC | 1,183,392 | 0.1 | ||||||||
906,379 | Centrica PLC | 1,072,134 | 0.0 | ||||||||
156,893 | CNH Industrial NV | 1,722,677 | 0.1 | ||||||||
23,965 | Coca-Cola European Partners PLC - EUR | 1,200,266 | 0.1 | ||||||||
11,869(3) | Coca-Cola European Partners PLC - USD | 603,895 | 0.0 | ||||||||
245,020 | Compass Group PLC | 6,140,676 | 0.3 | ||||||||
60,857 | CRH PLC - London | 2,454,495 | 0.1 | ||||||||
19,850 | Croda International PLC | 1,348,392 | 0.1 | ||||||||
365,574 | Diageo PLC | 15,404,182 | 0.7 | ||||||||
212,388 | Direct Line Insurance Group PLC | 878,772 | 0.0 | ||||||||
24,542 | easyJet PLC | 462,297 | 0.0 | ||||||||
78,494 | Evraz PLC | 420,324 | 0.0 | ||||||||
140,567 | Experian PLC | 4,765,179 | 0.2 | ||||||||
35,433 | Ferguson PLC | 3,224,668 | 0.1 | ||||||||
167,660 | Fiat Chrysler Automobiles NV | 2,485,828 | 0.1 | ||||||||
239,666 | G4S PLC | 693,086 | 0.0 | ||||||||
770,438 | GlaxoSmithKline PLC | 18,103,135 | 0.8 | ||||||||
89,882 | GVC Holdings PLC | 1,052,715 | 0.0 | ||||||||
58,642 | Halma PLC | 1,642,142 | 0.1 | ||||||||
43,959 | Hargreaves Lansdown PLC | 1,127,609 | 0.0 | ||||||||
3,119,223 | HSBC Holdings PLC | 24,418,822 | 1.0 | ||||||||
147,782 | Imperial Brands PLC | 3,656,195 | 0.2 | ||||||||
193,358 | Informa PLC | 2,199,197 | 0.1 | ||||||||
26,712 | InterContinental Hotels Group PLC | 1,835,521 | 0.1 | ||||||||
24,929 | Intertek Group PLC | 1,931,715 | 0.1 | ||||||||
559,604 | ITV PLC | 1,119,650 | 0.0 | ||||||||
272,760 | J Sainsbury PLC | 831,719 | 0.0 | ||||||||
68,047 | JD Sports Fashion PLC | 755,843 | 0.0 | ||||||||
29,894 | Johnson Matthey PLC | 1,188,635 | 0.1 | ||||||||
325,937 | Kingfisher PLC | 938,290 | 0.0 | ||||||||
108,803 | Land Securities Group PLC | 1,428,214 | 0.1 | ||||||||
920,753 | Legal & General Group PLC | 3,698,742 | 0.2 | ||||||||
10,834,897 | Lloyds Banking Group Plc | 8,975,926 | 0.4 | ||||||||
48,596 | London Stock Exchange Group PLC | 4,994,344 | 0.2 | ||||||||
395,383(2) | M&G PLC | 1,242,282 | 0.1 | ||||||||
301,209 | Marks & Spencer Group PLC | 854,072 | 0.0 | ||||||||
120,009 | Meggitt PLC | 1,045,281 | 0.0 | ||||||||
750,427 | Melrose Industries PLC | 2,390,296 | 0.1 | ||||||||
52,926 | Micro Focus International PLC | 742,854 | 0.0 | ||||||||
75,001 | Mondi PLC | 1,758,725 | 0.1 | ||||||||
537,630 | National Grid PLC | 6,718,897 | 0.3 | ||||||||
20,618 | Next PLC | 1,921,254 | 0.1 | ||||||||
70,242(2) | Ocado Group PLC | 1,191,805 | 0.1 | ||||||||
120,701(3) | Pearson PLC | 1,019,701 | 0.0 | ||||||||
49,200 | Persimmon PLC | 1,757,391 | 0.1 | ||||||||
401,790 | Prudential PLC | 7,698,602 | 0.3 | ||||||||
109,682 | Reckitt Benckiser Group PLC | 8,909,361 | 0.4 | ||||||||
300,290 | Relx PLC (GBP Exchange) | 7,580,375 | 0.3 | ||||||||
285,656 | Rentokil Initial PLC | 1,712,111 | 0.1 | ||||||||
174,581 | Rio Tinto PLC | 10,334,385 | 0.4 | ||||||||
267,446 | Rolls-Royce Holdings PLC | 2,417,196 | 0.1 | ||||||||
747,063 | Royal Bank of Scotland Group PLC | 2,396,552 | 0.1 | ||||||||
159,300 | RSA Insurance Group PLC | 1,193,914 | 0.1 | ||||||||
167,838 | Sage Group PLC/The | 1,665,080 | 0.1 | ||||||||
19,202 | Schroders PLC | 847,892 | 0.0 | ||||||||
168,868 | Segro PLC | 2,010,804 | 0.1 | ||||||||
36,670 | Severn Trent PLC | 1,221,621 | 0.1 | ||||||||
135,114 | Smith & Nephew PLC | 3,256,368 | 0.1 |
See Accompanying Notes to Financial Statements
49
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
United Kingdom: (continued) | |||||||||||
61,160 | Smiths Group PLC | 1,366,027 | 0.1 | ||||||||
11,370 | Spirax-Sarco Engineering PLC | 1,338,412 | 0.1 | ||||||||
157,813 | SSE PLC | 3,009,867 | 0.1 | ||||||||
82,009 | St. James's Place PLC | 1,264,156 | 0.1 | ||||||||
421,511 | Standard Chartered PLC | 3,971,963 | 0.2 | ||||||||
369,222 | Standard Life Aberdeen PLC | 1,606,358 | 0.1 | ||||||||
506,571 | Taylor Wimpey PLC | 1,298,894 | 0.1 | ||||||||
1,512,745 | Tesco PLC | 5,112,559 | 0.2 | ||||||||
171,431 | Unilever PLC | 9,813,231 | 0.4 | ||||||||
105,327 | United Utilities Group PLC | 1,318,061 | 0.1 | ||||||||
4,140,252 | Vodafone Group PLC | 8,037,833 | 0.3 | ||||||||
40,099 | Weir Group PLC | 801,985 | 0.0 | ||||||||
20,645 | Whitbread PLC | 1,324,977 | 0.1 | ||||||||
369,526 | WM Morrison Supermarkets PLC | 977,976 | 0.0 | ||||||||
194,917 | WPP PLC | 2,742,941 | 0.1 | ||||||||
333,216,247 | 14.3 | ||||||||||
Total Common Stock | |||||||||||
(Cost $1,908,347,226) | 2,279,836,645 | 97.7 | |||||||||
PREFERRED STOCK: 0.5% | |||||||||||
Germany: 0.5% | |||||||||||
8,670 | Bayerische Motoren Werke AG | 533,745 | 0.0 | ||||||||
10,735 | Fuchs Petrolub AG | 533,354 | 0.0 | ||||||||
27,520 | Henkel AG & Co. KGaA | 2,842,843 | 0.1 | ||||||||
23,652 | Porsche AG | 1,754,946 | 0.1 | ||||||||
5,494 | Sartorius AG | 1,174,414 | 0.1 | ||||||||
28,666 | Volkswagen AG | 5,642,593 | 0.2 | ||||||||
12,481,895 | 0.5 | ||||||||||
United Kingdom: 0.0% | |||||||||||
12,179,282(2) | Rolls-Royce Holdings PLC - C Shares | 16,133 | 0.0 | ||||||||
Total Preferred Stock | |||||||||||
(Cost $11,167,035) | 12,498,028 | 0.5 | |||||||||
RIGHTS: 0.0% | |||||||||||
Spain: 0.0% | |||||||||||
222,293(2) | Repsol SA | 105,474 | 0.0 | ||||||||
Total Rights | |||||||||||
(Cost $105,054) | 105,474 | 0.0 | |||||||||
Total Long-Term Investments | |||||||||||
(Cost $1,919,619,315) | 2,292,440,147 | 98.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 4.0% | |||||||||||
Commercial Paper: 0.3% | |||||||||||
425,000(5) | Australia & New Zealand Banking, 1.830%, 03/13/2020 | 423,417 | 0.0 | ||||||||
575,000(5) | Banco Santander S.A., 1.950%, 02/05/2020 | 573,966 | 0.1 | ||||||||
625,000(5) | DBS Bank Ltd., 1.820%, 02/18/2020 | 623,479 | 0.1 | ||||||||
400,000(5) | Flex Co. LLC, 1.910%, 01/31/2020 | 399,380 | 0.0 | ||||||||
300,000(5) | Le Mouvement Des Caisses Desjardins, 1.850%, 02/10/2020 | 299,412 | 0.0 | ||||||||
550,000(5) | Le Mouvement Des Caisses Desjardins, 1.860%, 02/14/2020 | 548,811 | 0.0 | ||||||||
600,000(5) | LMA Americas LLC, 1.810%, 01/23/2020 | 599,221 | 0.1 | ||||||||
550,000(5) | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | 548,866 | 0.0 | ||||||||
554,000(5) | Societe Generale, 1.970%, 01/09/2020 | 553,751 | 0.0 | ||||||||
425,000(5) | Starbird Funding Corp., 1.840%, 03/02/2020 | 423,644 | 0.0 | ||||||||
550,000(5) | Starbird Funding Corp., 1.910%, 02/20/2020 | 548,558 | 0.0 | ||||||||
450,000(5) | United Overseas Bnk Group, 1.900%, 01/24/2020 | 449,515 | 0.0 | ||||||||
Total Commercial Paper | |||||||||||
(Cost $5,992,020) | 5,992,020 | 0.3 | |||||||||
Floating Rate Notes: 0.5% | |||||||||||
525,000(5) | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | 525,152 | 0.0 | ||||||||
550,000(5) | Bank of America Corp., 1.910%, 05/07/2020 | 550,000 | 0.0 | ||||||||
475,000(5) | Bedford Row Funding, 1.960%, 05/18/2020 | 475,080 | 0.0 | ||||||||
500,000(5) | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | 500,140 | 0.0 | ||||||||
425,000(5) | Crédit Industriel et Commercial, 1.950%, 04/09/2020 | 425,071 | 0.0 | ||||||||
525,000(5) | Credit Suisse Group AG, 1.890%, 04/17/2020 | 525,235 | 0.0 | ||||||||
475,000(5) | DNB ASA, 1.930%, 02/14/2020 | 475,068 | 0.0 | ||||||||
675,000(5) | HSBC Holdings PLC, 1.940%, 04/02/2020 | 675,109 | 0.1 | ||||||||
375,000(5) | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | 375,096 | 0.0 | ||||||||
575,000(5) | Mitsubishi UFJ Financial Group, Inc., 2.050%, 02/25/2020 | 575,199 | 0.1 | ||||||||
525,000(5) | Mizuho Financial Group Inc., 1.960%, 05/05/2020 | 525,022 | 0.0 | ||||||||
425,000(5) | Mizuho Financial Group Inc., 1.970%, 05/06/2020 | 425,021 | 0.0 | ||||||||
675,000(5) | National Bank Of Canada, 1.990%, 05/01/2020 | 675,087 | 0.1 | ||||||||
475,000(5) | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | 475,015 | 0.0 | ||||||||
475,000(5) | Skandinaviska Enskilda Banken AB, 2.010%, 05/26/2020 | 475,057 | 0.0 | ||||||||
550,000(5) | Sumitomo Mitsui Trust Holdings, Inc., 1.920%, 02/12/2020 | 550,091 | 0.1 |
See Accompanying Notes to Financial Statements
50
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Floating Rate Notes: (continued) | |||||||||||
400,000(5) | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | 399,997 | 0.0 | ||||||||
525,000(5) | The Norinchukin Bank, 2.050%, 04/24/2020 | 525,189 | 0.0 | ||||||||
550,000(5) | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | 549,958 | 0.0 | ||||||||
400,000(5) | The Sumitomo Mitsui Financial Group, 1.970%, 05/12/2020 | 399,933 | 0.0 | ||||||||
675,000(5) | Toronto-Dominion Bank, 1.850%, 02/13/2020 | 675,019 | 0.1 | ||||||||
375,000(5) | Westpac Banking Corp, 1.830%, 02/10/2020 | 375,030 | 0.0 | ||||||||
Total Floating Rate Notes | |||||||||||
(Cost $11,151,569) | 11,151,569 | 0.5 | |||||||||
Repurchase Agreements: 1.5% | |||||||||||
14,068,265(5) | Bethesda Securities LLC, Repurchase Agreement dated 12/31/19, 1.65%, due 01/02/20 (Repurchase Amount $14,069,537, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $14,349,630, due 11/01/32-01/01/49) | 14,068,265 | 0.6 | ||||||||
2,514,798(5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $2,515,016, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $2,565,094, due 01/25/20-10/15/60) | 2,514,798 | 0.1 | ||||||||
14,068,265(5) | Millennium Fixed Income Ltd., Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $14,069,614, collateralized by various U.S. Government Securities, 0.125%-2.250%, Market Value plus accrued interest $14,349,632, due 04/15/20-03/31/21) | 14,068,265 | 0.6 | ||||||||
4,510,712(5) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $4,511,145, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,601,050, due 04/15/21-02/15/47) | 4,510,712 | 0.2 | ||||||||
Total Repurchase Agreements | |||||||||||
(Cost $35,162,040) | 35,162,040 | 1.5 | |||||||||
Certificates of Deposit: 0.1% | |||||||||||
800,000(5) | Deutscher Sparkassen- und Giroverband, 1.860%, 02/13/2020 | 800,226 | 0.1 | ||||||||
575,000(5) | Dz Bank Ag Deutsche Zentral-Genossenschaftsbank, 1.830%, 02/13/2020 | 574,953 | 0.0 | ||||||||
350,000(5) | Dz Bank Ag Deutsche Zentral-Genossenschaftsbank, 1.850%, 02/27/2020 | 349,951 | 0.0 | ||||||||
550,000(5) | Landesbank Baden-Wurttemberg, 1.830%, 01/14/2020 | 550,022 | 0.0 | ||||||||
300,000(5) | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | 300,011 | 0.0 | ||||||||
300,000(5) | Toronto-Dominion Bank, 1.850%, 03/18/2020 | 300,045 | 0.0 | ||||||||
Total Certificates of Deposit | |||||||||||
(Cost $2,875,208) | 2,875,208 | 0.1 |
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds(5): 1.6% | |||||||||||
1,370,000(5) | Fidelity Investments Money Market Government Portfolio - Institutional Class, 1.520% | 1,370,000 | 0.0 | ||||||||
35,114,000(5),(6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | 35,114,000 | 1.5 | ||||||||
1,500,000(5),(6) | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 1.510% | 1,500,000 | 0.1 | ||||||||
Total Mutual Funds | |||||||||||
(Cost $37,984,000) | 37,984,000 | 1.6 | |||||||||
Total Short-Term Investments | |||||||||||
(Cost $93,164,837) | 93,164,837 | 4.0 |
See Accompanying Notes to Financial Statements
51
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds(5): (continued) | |||||||||||
Total Investments in Securities (Cost $2,012,784,152) | $ | 2,385,604,984 | 102.2 | ||||||||
Liabilities in Excess of Other Assets | (51,985,754) | (2.2) | |||||||||
Net Assets | $ | 2,333,619,230 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(2) | Non-income producing security. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
52
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 95.9% | |||||||||||
Communication Services: 8.0% | |||||||||||
200 | Capcom Co., Ltd. | $ | 5,536 | 0.1 | |||||||
200 | CyberAgent, Inc. | 6,967 | 0.1 | ||||||||
100 | Daiichikosho Co., Ltd. | 5,242 | 0.1 | ||||||||
300 | Dena Co., Ltd. | 4,835 | 0.1 | ||||||||
300 | Dentsu, Inc. | 10,337 | 0.1 | ||||||||
500 | Fuji Media Holdings, Inc. | 7,099 | 0.1 | ||||||||
500 | Hakuhodo DY Holdings, Inc. | 8,046 | 0.1 | ||||||||
300 | Kakaku.com, Inc. | 7,660 | 0.1 | ||||||||
2,200 | KDDI Corp. | 65,640 | 0.9 | ||||||||
123 | Konami Holdings Corp. | 5,054 | 0.1 | ||||||||
100(1) | LINE Corp. | 4,913 | 0.1 | ||||||||
900(1) | Nexon Co. Ltd. | 11,939 | 0.2 | ||||||||
200 | Nintendo Co., Ltd. | 79,992 | 1.1 | ||||||||
4,000 | Nippon Telegraph & Telephone Corp. | 101,095 | 1.4 | ||||||||
500 | Nippon Television Holdings, Inc. | 6,671 | 0.1 | ||||||||
2,200 | NTT DoCoMo, Inc. | 61,283 | 0.8 | ||||||||
2,700 | Softbank Corp. | 36,206 | 0.5 | ||||||||
2,400 | SoftBank Group Corp. | 104,201 | 1.4 | ||||||||
100 | Square Enix Holdings Co., Ltd. | 4,979 | 0.1 | ||||||||
200 | Toho Co., Ltd. | 8,334 | 0.1 | ||||||||
400 | Tokyo Broadcasting System Holdings, Inc. | 6,791 | 0.1 | ||||||||
4,500 | Z Holdings Corp. | 19,000 | 0.3 | ||||||||
571,820 | 8.0 | ||||||||||
Consumer Discretionary: 16.1% | |||||||||||
100 | ABC-Mart, Inc. | 6,826 | 0.1 | ||||||||
270 | Aisin Seiki Co., Ltd. | 10,001 | 0.1 | ||||||||
300 | Asics Corp. | 4,977 | 0.1 | ||||||||
400 | Autobacs Seven Co., Ltd. | 6,299 | 0.1 | ||||||||
300 | Bandai Namco Holdings, Inc. | 18,250 | 0.2 | ||||||||
200 | Benesse Holdings, Inc. | 5,257 | 0.1 | ||||||||
500 | BIC Camera, Inc. | 5,693 | 0.1 | ||||||||
900 | Bridgestone Corp. | 33,435 | 0.5 | ||||||||
400 | Casio Computer Co., Ltd. | 7,993 | 0.1 | ||||||||
200 | Colowide Co., Ltd. | 4,135 | 0.1 | ||||||||
600 | Denso Corp. | 27,097 | 0.4 | ||||||||
800 | Pan Pacific International Holdings Corp. | 13,273 | 0.2 | ||||||||
100 | Fuji Kyuko Co., Ltd. | 3,867 | 0.0 | ||||||||
435 | H2O Retailing Corp. | 4,862 | 0.1 | ||||||||
600 | Haseko Corp. | 8,054 | 0.1 | ||||||||
288 | Heiwa Corp. | 6,031 | 0.1 | ||||||||
2,400 | Honda Motor Co., Ltd. | 67,924 | 0.9 | ||||||||
– | Hoosiers Holdings Co. Ltd. | – | – | ||||||||
420 | Iida Group Holdings Co. Ltd. | 7,361 | 0.1 | ||||||||
800 | Isetan Mitsukoshi Holdings Ltd. | 7,184 | 0.1 | ||||||||
1,000 | Isuzu Motors Ltd. | 11,821 | 0.2 | ||||||||
100 | Izumi Co., Ltd. | 3,602 | 0.0 | ||||||||
500 | J Front Retailing Co., Ltd. | 6,974 | 0.1 | ||||||||
200 | Koito Manufacturing Co., Ltd. | 9,261 | 0.1 | ||||||||
440 | Ks Holdings Corp. | 5,753 | 0.1 | ||||||||
120 | Kyoritsu Maintenance Co., Ltd. | 5,683 | 0.1 | ||||||||
300 | Marui Group Co., Ltd. | 7,315 | 0.1 | ||||||||
1,100 | Mazda Motor Corp. | 9,374 | 0.1 | ||||||||
1,300 | Mitsubishi Motors Corp. | 5,419 | 0.1 | ||||||||
300 | NGK Spark Plug Co., Ltd. | 5,815 | 0.1 | ||||||||
600 | NHK Spring Co., Ltd. | 5,430 | 0.1 | ||||||||
200 | Nifco, Inc. | 5,462 | 0.1 | ||||||||
600 | Nikon Corp. | 7,338 | 0.1 | ||||||||
3,400 | Nissan Motor Co., Ltd. | 19,702 | 0.3 | ||||||||
100 | Nitori Co., Ltd. | 15,785 | 0.2 | ||||||||
400 | NOK Corp. | 5,966 | 0.1 | ||||||||
300 | Oriental Land Co., Ltd. | 40,932 | 0.6 | ||||||||
100 | Paltac Corp. | 4,777 | 0.1 | ||||||||
3,650 | Panasonic Corp. | 34,234 | 0.5 | ||||||||
1,500(1) | Rakuten, Inc. | 12,815 | 0.2 | ||||||||
300 | Resorttrust, Inc. | 5,086 | 0.1 | ||||||||
100 | Rinnai Corp. | 7,815 | 0.1 | ||||||||
500 | Ryohin Keikaku Co., Ltd. | 11,653 | 0.2 | ||||||||
300 | Sangetsu Co., Ltd. | 5,657 | 0.1 | ||||||||
200 | Sankyo Co., Ltd. | 6,643 | 0.1 | ||||||||
300 | Sanrio Co., Ltd. | 5,891 | 0.1 | ||||||||
400 | Sega Sammy Holdings, Inc. | 5,792 | 0.1 | ||||||||
800 | Sekisui Chemical Co., Ltd. | 13,880 | 0.2 | ||||||||
1,100 | Sekisui House Ltd. | 23,490 | 0.3 | ||||||||
400 | Sharp Corp. | 6,113 | 0.1 | ||||||||
100 | Shimamura Co., Ltd. | 7,602 | 0.1 | ||||||||
100 | Shimano, Inc. | 16,223 | 0.2 | ||||||||
400 | Skylark Holdings Co. Ltd. | 7,842 | 0.1 | ||||||||
1,912 | Sony Corp. | 129,820 | 1.8 | ||||||||
300 | Stanley Electric Co., Ltd. | 8,664 | 0.1 | ||||||||
1,000 | Subaru Corp. | 24,770 | 0.3 | ||||||||
1,200 | Sumitomo Electric Industries Ltd. | 18,022 | 0.2 | ||||||||
500 | Sumitomo Forestry Co., Ltd. | 7,363 | 0.1 | ||||||||
405 | Sumitomo Rubber Industries, Inc. | 4,938 | 0.1 | ||||||||
600 | Suzuki Motor Corp. | 25,045 | 0.3 | ||||||||
400 | Takashimaya Co., Ltd. | 4,487 | 0.1 | ||||||||
300 | Toyo Tire & Rubber Co., Ltd. | 4,303 | 0.1 | ||||||||
200 | Toyoda Gosei Co., Ltd. | 4,994 | 0.1 | ||||||||
300 | Toyota Industries Corp. | 17,262 | 0.2 | ||||||||
3,382 | Toyota Motor Corp. | 238,301 | 3.3 | ||||||||
100 | TS Tech Co., Ltd. | 3,104 | 0.0 | ||||||||
500 | USS Co., Ltd. | 9,452 | 0.1 | ||||||||
200 | Wacoal Holdings Corp. | 5,363 | 0.1 | ||||||||
1,232 | Yamada Denki Co., Ltd. | 6,537 | 0.1 | ||||||||
200 | Yamaha Corp. | 11,089 | 0.1 | ||||||||
500 | Yamaha Motor Co., Ltd. | 10,017 | 0.1 | ||||||||
300 | Yokohama Rubber Co., Ltd. | 5,818 | 0.1 | ||||||||
200 | Yoshinoya D&C Co., Ltd. | 5,333 | 0.1 | ||||||||
200 | Zensho Holdings Co., Ltd. | 4,528 | 0.1 | ||||||||
200 | ZOZO, Inc. | 3,825 | 0.0 | ||||||||
1,148,699 | 16.1 | ||||||||||
Consumer Staples: 8.5% | |||||||||||
1,245 | Aeon Co., Ltd. | 25,692 | 0.3 |
See Accompanying Notes to Financial Statements
53
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Consumer Staples: (continued) | |||||||||||
100 | Ain Holdings, Inc. | 6,360 | 0.1 | ||||||||
700 | Ajinomoto Co., Inc. | 11,653 | 0.2 | ||||||||
100 | Ariake Japan Co., Ltd. | 7,433 | 0.1 | ||||||||
600 | Asahi Group Holdings, Ltd. | 27,372 | 0.4 | ||||||||
200 | Calbee, Inc. | 6,516 | 0.1 | ||||||||
252 | Coca-Cola Bottlers Japan, Inc. | 6,439 | 0.1 | ||||||||
120 | Cocokara fine, Inc. | 6,968 | 0.1 | ||||||||
100 | Ezaki Glico Co., Ltd. | 4,458 | 0.0 | ||||||||
260 | FamilyMart Co. Ltd. | 6,227 | 0.1 | ||||||||
200 | FANCL Corp. | 5,325 | 0.1 | ||||||||
200 | Fuji Oil Holdings, Inc. | 5,380 | 0.1 | ||||||||
200 | House Foods Group, Inc. | 6,823 | 0.1 | ||||||||
100 | Ito En Ltd. | 5,013 | 0.1 | ||||||||
1,700(2) | Japan Tobacco, Inc. | 37,904 | 0.5 | ||||||||
200 | Kagome Co., Ltd. | 4,789 | 0.1 | ||||||||
700 | Kao Corp. | 57,733 | 0.8 | ||||||||
200 | Kewpie Corp. | 4,494 | 0.0 | ||||||||
200 | Kikkoman Corp. | 9,791 | 0.1 | ||||||||
1,300(2) | Kirin Holdings Co., Ltd. | 28,375 | 0.4 | ||||||||
100 | Kobayashi Pharmaceutical Co., Ltd. | 8,470 | 0.1 | ||||||||
100 | Kobe Bussan Co. Ltd. | 3,440 | 0.0 | ||||||||
100 | Kose Corp. | 14,576 | 0.2 | ||||||||
100 | Kotobuki Spirits Co. Ltd. | 7,383 | 0.1 | ||||||||
100 | Kusuri no Aoki Holdings Co. Ltd. | 6,262 | 0.1 | ||||||||
100 | Lawson, Inc. | 5,676 | 0.1 | ||||||||
400 | Lion Corp. | 7,776 | 0.1 | ||||||||
200 | Mandom Corp. | 5,468 | 0.1 | ||||||||
200 | Matsumotokiyoshi Holdings Co., Ltd. | 7,743 | 0.1 | ||||||||
200 | Megmilk Snow Brand Co., Ltd. | 4,554 | 0.1 | ||||||||
200 | MEIJI Holdings Co., Ltd. | 13,516 | 0.2 | ||||||||
24 | Milbon Co., Ltd. | 1,361 | 0.0 | ||||||||
100 | Morinaga & Co., Ltd. | 4,802 | 0.1 | ||||||||
100 | Morinaga Milk Industry Co., Ltd. | 4,077 | 0.0 | ||||||||
100 | NH Foods Ltd. | 4,142 | 0.0 | ||||||||
200 | Nichirei Corp. | 4,672 | 0.1 | ||||||||
800 | Nippon Suisan Kaisha Ltd. | 4,778 | 0.1 | ||||||||
345 | Nisshin Seifun Group, Inc. | 6,019 | 0.1 | ||||||||
100 | Nissin Food Products Co., Ltd. | 7,427 | 0.1 | ||||||||
200 | Pigeon Corp. | 7,323 | 0.1 | ||||||||
200(2) | Pola Orbis Holdings, Inc. | 4,764 | 0.1 | ||||||||
200 | Rohto Pharmaceutical Co., Ltd. | 6,052 | 0.1 | ||||||||
100 | Sakata Seed Corp. | 3,353 | 0.0 | ||||||||
200 | Sapporo Holdings Ltd. | 4,724 | 0.1 | ||||||||
1,143 | Seven & I Holdings Co., Ltd. | 41,897 | 0.6 | ||||||||
600 | Shiseido Co., Ltd. | 42,606 | 0.6 | ||||||||
100 | Sugi Holdings Co., Ltd. | 5,276 | 0.1 | ||||||||
200 | Sundrug Co., Ltd. | 7,236 | 0.1 | ||||||||
200 | Suntory Beverage & Food Ltd. | 8,350 | 0.1 | ||||||||
500 | Takara Holdings, Inc. | 4,588 | 0.1 | ||||||||
200 | Toyo Suisan Kaisha Ltd. | 8,493 | 0.1 | ||||||||
100 | Tsuruha Holdings, Inc. | 12,840 | 0.2 | ||||||||
600 | Unicharm Corp. | 20,260 | 0.3 | ||||||||
140 | Welcia Holdings Co. Ltd. | 8,894 | 0.1 | ||||||||
200 | Yakult Honsha Co., Ltd. | 11,023 | 0.1 | ||||||||
300 | Yamazaki Baking Co., Ltd. | 5,361 | 0.1 | ||||||||
100 | Yaoko Co., Ltd. | 5,105 | 0.1 | ||||||||
605,032 | 8.5 | ||||||||||
Energy: 0.9% | |||||||||||
200 | Cosmo Energy Holdings Co. Ltd. | 4,579 | 0.1 | ||||||||
305 | Idemitsu Kosan Co., Ltd. | 8,428 | 0.1 | ||||||||
1,700 | Inpex Corp. | 17,611 | 0.2 | ||||||||
200 | Iwatani Corp. | 6,801 | 0.1 | ||||||||
200 | Japan Petroleum Exploration Co., Ltd. | 5,386 | 0.1 | ||||||||
4,660 | JXTG Holdings, Inc. | 21,150 | 0.3 | ||||||||
63,955 | 0.9 | ||||||||||
Financials: 10.4% | |||||||||||
1,400 | Acom Co., Ltd. | 6,352 | 0.1 | ||||||||
400 | AEON Financial Service Co., Ltd. | 6,303 | 0.1 | ||||||||
300 | Aozora Bank Ltd. | 7,926 | 0.1 | ||||||||
200 | Bank of Kyoto Ltd./The | 8,528 | 0.1 | ||||||||
1,600 | Chiba Bank Ltd. | 9,200 | 0.1 | ||||||||
700 | Chugoku Bank Ltd. | 7,094 | 0.1 | ||||||||
2,428 | Concordia Financial Group Ltd. | 9,971 | 0.1 | ||||||||
400 | Credit Saison Co., Ltd. | 6,938 | 0.1 | ||||||||
1,700 | Dai-ichi Life Holdings, Inc. | 28,017 | 0.4 | ||||||||
2,600 | Daiwa Securities Group, Inc. | 13,126 | 0.2 | ||||||||
384 | Fukuoka Financial Group, Inc. | 7,337 | 0.1 | ||||||||
100 | Fuyo General Lease Co., Ltd. | 6,726 | 0.1 | ||||||||
1,400 | Gunma Bank Ltd. | 4,910 | 0.1 | ||||||||
1,600 | Hachijuni Bank Ltd. | 6,959 | 0.1 | ||||||||
1,300 | Hiroshima Bank Ltd. | 6,324 | 0.1 | ||||||||
600 | Hokuhoku Financial Group, Inc. | 6,289 | 0.1 | ||||||||
1,200 | Iyo Bank Ltd. | 6,769 | 0.1 | ||||||||
100 | Jafco Co., Ltd. | 3,920 | 0.0 | ||||||||
900 | Japan Exchange Group, Inc. | 15,845 | 0.2 | ||||||||
800 | Japan Post Bank Co. Ltd. | 7,676 | 0.1 | ||||||||
2,100 | Japan Post Holdings Co. Ltd. | 19,749 | 0.3 | ||||||||
300 | Kiyo Bank Ltd. | 4,531 | 0.1 | ||||||||
1,320 | Kyushu Financial Group, Inc. | 5,677 | 0.1 | ||||||||
3,090 | Mebuki Financial Group, Inc. | 7,878 | 0.1 | ||||||||
20,300 | Mitsubishi UFJ Financial Group, Inc. | 109,749 | 1.5 | ||||||||
900 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 5,794 | 0.1 | ||||||||
811 | MS&AD Insurance Group Holdings, Inc. | 26,770 | 0.4 | ||||||||
40,000 | Mizuho Financial Group, Inc. | 61,617 | 0.9 | ||||||||
5,500 | Nomura Holdings, Inc. | 28,302 | 0.4 | ||||||||
1,900 | ORIX Corp. | 31,486 | 0.4 | ||||||||
3,600 | Resona Holdings, Inc. | 15,691 | 0.2 | ||||||||
360 | SBI Holdings, Inc. | 7,600 | 0.1 | ||||||||
2,300 | Seven Bank Ltd. | 7,535 | 0.1 | ||||||||
400 | Shinsei Bank Ltd. | 6,103 | 0.1 | ||||||||
1,200 | Shizuoka Bank Ltd. | 8,926 | 0.1 | ||||||||
550 | Sompo Holdings, Inc. | 21,598 | 0.3 | ||||||||
300 | Sony Financial Holdings, Inc. | 7,201 | 0.1 |
See Accompanying Notes to Financial Statements
54
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials:(continued) | |||||||||||
2,052 | Sumitomo Mitsui Financial Group, Inc. | 75,791 | 1.1 | ||||||||
644 | Sumitomo Mitsui Trust Holdings, Inc. | 25,458 | 0.3 | ||||||||
1,000 | T&D Holdings, Inc. | 12,646 | 0.2 | ||||||||
1,100 | Tokio Marine Holdings, Inc. | 61,588 | 0.9 | ||||||||
100 | Tokyo Century Corp. | 5,324 | 0.1 | ||||||||
800 | Yamaguchi Financial Group, Inc. | 5,410 | 0.1 | ||||||||
100 | Zenkoku Hosho Co. Ltd. | 4,246 | 0.0 | ||||||||
742,880 | 10.4 | ||||||||||
Health Care: 9.0% | |||||||||||
400 | Alfresa Holdings Corp. | 8,126 | 0.1 | ||||||||
300 | Asahi Intecc Co. Ltd. | 8,784 | 0.1 | ||||||||
2,800 | Astellas Pharma, Inc. | 47,796 | 0.7 | ||||||||
300 | Chugai Pharmaceutical Co., Ltd. | 27,629 | 0.4 | ||||||||
900 | Daiichi Sankyo Co., Ltd. | 59,440 | 0.8 | ||||||||
400 | Eisai Co., Ltd. | 29,930 | 0.4 | ||||||||
100 | Hisamitsu Pharmaceutical Co., Inc. | 4,870 | 0.1 | ||||||||
600 | Hoya Corp. | 57,277 | 0.8 | ||||||||
100 | Kaken Pharmaceutical Co., Ltd. | 5,518 | 0.1 | ||||||||
400 | Kyowa Kirin Co., Ltd. | 9,424 | 0.1 | ||||||||
700 | M3, Inc. | 21,109 | 0.3 | ||||||||
200 | Mani, Inc. | 5,717 | 0.1 | ||||||||
400 | Medipal Holdings Corp. | 8,828 | 0.1 | ||||||||
200 | Miraca Holdings, Inc. | 4,899 | 0.1 | ||||||||
500 | Mitsubishi Tanabe Pharma Corp. | 9,173 | 0.1 | ||||||||
100 | Mochida Pharmaceutical Co., Ltd. | 4,026 | 0.1 | ||||||||
200 | Nihon Kohden Corp. | 5,547 | 0.1 | ||||||||
100 | Nippon Shinyaku Co., Ltd. | 8,659 | 0.1 | ||||||||
400 | Nipro Corp. | 4,812 | 0.1 | ||||||||
1,800 | Olympus Corp. | 27,743 | 0.4 | ||||||||
800 | Ono Pharmaceutical Co., Ltd. | 18,264 | 0.3 | ||||||||
600 | Otsuka Holdings Co. Ltd. | 26,745 | 0.4 | ||||||||
200(1) | PeptiDream, Inc. | 10,221 | 0.1 | ||||||||
700 | Santen Pharmaceutical Co., Ltd. | 13,330 | 0.2 | ||||||||
100 | Sawai Pharmaceutical Co., Ltd. | 6,335 | 0.1 | ||||||||
400 | Shionogi & Co., Ltd. | 24,745 | 0.3 | ||||||||
100 | Ship Healthcare Holdings, Inc. | 4,613 | 0.1 | ||||||||
200 | Sumitomo Dainippon Pharma Co. Ltd. | 3,875 | 0.0 | ||||||||
130 | Suzuken Co., Ltd. | 5,298 | 0.1 | ||||||||
200 | Sysmex Corp. | 13,617 | 0.2 | ||||||||
100 | Taisho Pharmaceutical Holdings Co. Ltd. | 7,379 | 0.1 | ||||||||
200 | Takara Bio, Inc. | 3,767 | 0.0 | ||||||||
2,500 | Takeda Pharmaceutical Co., Ltd. | 98,881 | 1.4 | ||||||||
900 | Terumo Corp. | 31,927 | 0.4 | ||||||||
200 | Toho Holdings Co., Ltd. | 4,431 | 0.1 | ||||||||
200 | Tsumura & Co. | 5,850 | 0.1 | ||||||||
638,585 | 9.0 | ||||||||||
Industrials: 21.7% | |||||||||||
200 | Aica Kogyo Co., Ltd. | 6,600 | 0.1 | ||||||||
600 | ANA Holdings, Inc. | 20,030 | 0.3 | ||||||||
600 | Amada Holdings Co., Ltd. | 6,824 | 0.1 | ||||||||
300 | AGC, Inc. | 10,727 | 0.1 | ||||||||
200 | Central Japan Railway Co. | 40,214 | 0.6 | ||||||||
200 | COMSYS Holdings Corp. | 5,729 | 0.1 | ||||||||
500 | Dai Nippon Printing Co., Ltd. | 13,524 | 0.2 | ||||||||
200 | Daifuku Co., Ltd. | 12,087 | 0.2 | ||||||||
400 | Daikin Industries Ltd. | 56,436 | 0.8 | ||||||||
300 | DMG Mori Co. Ltd. | 4,590 | 0.1 | ||||||||
200 | Duskin Co., Ltd. | 5,532 | 0.1 | ||||||||
500 | East Japan Railway Co. | 45,131 | 0.6 | ||||||||
200 | Ebara Corp. | 6,039 | 0.1 | ||||||||
100 | en-japan, Inc. | 4,346 | 0.0 | ||||||||
300 | Fanuc Ltd. | 55,399 | 0.8 | ||||||||
200 | Fuji Electric Co. Ltd. | 6,075 | 0.1 | ||||||||
300 | Fuji Machine Manufacturing Co., Ltd. | 5,482 | 0.1 | ||||||||
200 | Furukawa Electric Co., Ltd. | 5,120 | 0.1 | ||||||||
200 | Glory Ltd. | 6,044 | 0.1 | ||||||||
200 | GS Yuasa Corp. | 4,311 | 0.0 | ||||||||
400 | Hankyu Hanshin Holdings, Inc. | 17,110 | 0.2 | ||||||||
600 | Hazama Ando Corp. | 5,218 | 0.1 | ||||||||
500 | Hino Motors Ltd. | 5,288 | 0.1 | ||||||||
200 | Hitachi Construction Machinery Co., Ltd. | 5,957 | 0.1 | ||||||||
200 | Hitachi Transport System Ltd. | 5,630 | 0.1 | ||||||||
100 | Hoshizaki Corp. | 8,916 | 0.1 | ||||||||
200 | IHI Corp. | 4,680 | 0.1 | ||||||||
200 | Inaba Denki Sangyo Co., Ltd. | 5,073 | 0.1 | ||||||||
2,100 | Itochu Corp. | 48,671 | 0.7 | ||||||||
500 | Japan Airlines Co. Ltd. | 15,568 | 0.2 | ||||||||
100 | Japan Airport Terminal Co., Ltd. | 5,549 | 0.1 | ||||||||
200 | Japan Steel Works Ltd. | 3,907 | 0.0 | ||||||||
300 | JGC Holdings Corp. | 4,775 | 0.1 | ||||||||
500 | JTEKT Corp. | 5,907 | 0.1 | ||||||||
800 | Kajima Corp. | 10,636 | 0.1 | ||||||||
300 | Kamigumi Co., Ltd. | 6,595 | 0.1 | ||||||||
300 | Kawasaki Heavy Industries Ltd. | 6,557 | 0.1 | ||||||||
200 | Keihan Holdings Co., Ltd. | 9,711 | 0.1 | ||||||||
500 | Keikyu Corp. | 9,639 | 0.1 | ||||||||
200 | Keio Corp. | 12,102 | 0.2 | ||||||||
300 | Keisei Electric Railway Co., Ltd. | 11,625 | 0.1 | ||||||||
400 | Kinden Corp. | 6,215 | 0.1 | ||||||||
300 | Kintetsu Group Holdings Co., Ltd. | 16,272 | 0.2 | ||||||||
400 | Kokuyo Co., Ltd. | 5,968 | 0.1 | ||||||||
1,400 | Komatsu Ltd. | 33,602 | 0.5 | ||||||||
1,600 | Kubota Corp. | 25,125 | 0.3 | ||||||||
300 | Kurita Water Industries, Ltd. | 8,902 | 0.1 | ||||||||
216 | Kyowa Exeo Corp. | 5,464 | 0.1 | ||||||||
100 | Kyudenko Corp. | 2,946 | 0.0 | ||||||||
300 | Kyushu Railway Co. | 10,043 | 0.1 | ||||||||
470 | LIXIL Group Corp. | 8,111 | 0.1 | ||||||||
100 | Mabuchi Motor Co., Ltd. | 3,776 | 0.0 | ||||||||
500 | Maeda Corp. | 4,868 | 0.1 |
See Accompanying Notes to Financial Statements
55
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Industrials: (continued) | |||||||||||
200 | Maeda Road Construction Co., Ltd. | 4,883 | 0.1 | ||||||||
400 | Makita Corp. | 13,814 | 0.2 | ||||||||
3,200 | Marubeni Corp. | 23,643 | 0.3 | ||||||||
100 | Meitec Corp. | 5,619 | 0.1 | ||||||||
658 | Minebea Mitsumi, Inc. | 13,592 | 0.2 | ||||||||
310 | Mirait Holdings Corp. | 4,685 | 0.1 | ||||||||
400 | MISUMI Group, Inc. | 9,900 | 0.1 | ||||||||
2,100 | Mitsubishi Corp. | 55,632 | 0.8 | ||||||||
3,200 | Mitsubishi Electric Corp. | 43,570 | 0.6 | ||||||||
500 | Mitsubishi Heavy Industries Ltd. | 19,388 | 0.3 | ||||||||
200 | Mitsubishi Logistics Corp. | 5,202 | 0.1 | ||||||||
2,500 | Mitsui & Co., Ltd. | 44,439 | 0.6 | ||||||||
200 | Mitsui OSK Lines Ltd. | 5,500 | 0.1 | ||||||||
200 | Miura Co., Ltd. | 6,911 | 0.1 | ||||||||
200 | MonotaRO Co. Ltd. | 5,324 | 0.1 | ||||||||
200 | Nabtesco Corp. | 5,893 | 0.1 | ||||||||
500 | Nagase & Co., Ltd. | 7,415 | 0.1 | ||||||||
300 | Nagoya Railroad Co., Ltd. | 9,316 | 0.1 | ||||||||
200 | Nankai Electric Railway Co., Ltd. | 5,427 | 0.1 | ||||||||
500 | NGK Insulators Ltd. | 8,698 | 0.1 | ||||||||
414 | Nidec Corp. | 56,546 | 0.8 | ||||||||
300 | Nihon M&A Center, Inc. | 10,324 | 0.1 | ||||||||
200 | Nippo Corp. | 4,298 | 0.0 | ||||||||
100 | Nippon Express Co., Ltd. | 5,862 | 0.1 | ||||||||
300 | Nikkon Holdings Co. Ltd. | 7,501 | 0.1 | ||||||||
288 | Nippon Yusen KK | 5,191 | 0.1 | ||||||||
200 | Nishi-Nippon Railroad Co., Ltd. | 4,607 | 0.1 | ||||||||
480 | Nisshinbo Holdings, Inc. | 4,567 | 0.0 | ||||||||
400 | Nomura Co., Ltd. | 5,300 | 0.1 | ||||||||
800 | NSK Ltd. | 7,563 | 0.1 | ||||||||
1,600 | NTN Corp. | 5,003 | 0.1 | ||||||||
1,100 | Obayashi Corp. | 12,217 | 0.2 | ||||||||
500 | Odakyu Electric Railway Co., Ltd. | 11,665 | 0.1 | ||||||||
100 | Okuma Corp. | 5,259 | 0.1 | ||||||||
300 | OSG Corp. | 5,705 | 0.1 | ||||||||
400 | Outsourcing, Inc. | 4,208 | 0.0 | ||||||||
200 | Park24 Co., Ltd. | 4,897 | 0.1 | ||||||||
800 | Penta-Ocean Construction Co., Ltd. | 4,953 | 0.1 | ||||||||
300 | Persol Holdings Co. Ltd. | 5,622 | 0.1 | ||||||||
100 | Pilot Corp. | 4,022 | 0.0 | ||||||||
2,100 | Recruit Holdings Co. Ltd. | 78,656 | 1.1 | ||||||||
100 | Sankyu, Inc. | 5,025 | 0.1 | ||||||||
600 | Sanwa Holdings Corp. | 6,723 | 0.1 | ||||||||
300 | Secom Co., Ltd. | 26,773 | 0.4 | ||||||||
400 | Seibu Holdings, Inc. | 6,580 | 0.1 | ||||||||
400 | Seino Holdings Co. Ltd. | 5,404 | 0.1 | ||||||||
300 | SG Holdings Co. Ltd. | 6,758 | 0.1 | ||||||||
1,100 | Shimizu Corp. | 11,205 | 0.1 | ||||||||
100 | SHO-BOND Holdings Co., Ltd. | 4,144 | 0.0 | ||||||||
100 | SMC Corp. | 45,732 | 0.6 | ||||||||
200 | SMS Co. Ltd. | 5,524 | 0.1 | ||||||||
100 | Sohgo Security Services Co., Ltd. | 5,412 | 0.1 | ||||||||
2,200 | Sojitz Corp. | 7,091 | 0.1 | ||||||||
200 | Sotetsu Holdings, Inc. | 5,422 | 0.1 | ||||||||
1,800 | Sumitomo Corp. | 26,736 | 0.4 | ||||||||
240 | Sumitomo Heavy Industries | 6,817 | 0.1 | ||||||||
300 | Taisei Corp. | 12,426 | 0.2 | ||||||||
100 | TechnoPro Holdings, Inc. | 6,979 | 0.1 | ||||||||
200 | THK Co., Ltd. | 5,370 | 0.1 | ||||||||
400 | Tobu Railway Co., Ltd. | 14,480 | 0.2 | ||||||||
800 | Toda Corp. | 5,281 | 0.1 | ||||||||
800 | Tokyu Corp. | 14,794 | 0.2 | ||||||||
500 | Toppan Printing Co., Ltd. | 10,329 | 0.1 | ||||||||
300 | Toto Ltd. | 12,668 | 0.2 | ||||||||
400 | Toyota Tsusho Corp. | 14,051 | 0.2 | ||||||||
400 | Ushio, Inc. | 5,931 | 0.1 | ||||||||
300 | West Japan Railway Co. | 25,948 | 0.4 | ||||||||
600 | Yamato Holdings Co., Ltd. | 10,230 | 0.1 | ||||||||
400 | Yaskawa Electric Corp. | 15,068 | 0.2 | ||||||||
1,542,364 | 21.7 | ||||||||||
Information Technology: 11.1% | |||||||||||
200 | Advantest Corp. | 11,280 | 0.2 | ||||||||
364 | Alps Alpine Co. Ltd. | 8,263 | 0.1 | ||||||||
200 | Amano Corp. | 6,094 | 0.1 | ||||||||
300 | Anritsu Corp. | 5,938 | 0.1 | ||||||||
300 | Azbil Corp. | 8,450 | 0.1 | ||||||||
500 | Brother Industries Ltd. | 10,327 | 0.1 | ||||||||
200 | Canon Marketing Japan, Inc. | 4,628 | 0.1 | ||||||||
1,666 | Canon, Inc. | 45,596 | 0.6 | ||||||||
1,000 | Citizen Watch Co., Ltd. | 5,446 | 0.1 | ||||||||
100 | Digital Garage, Inc. | 4,179 | 0.1 | ||||||||
100 | Fuji Soft, Inc. | 3,851 | 0.1 | ||||||||
600 | Fuji Film Holdings Corp. | 28,654 | 0.4 | ||||||||
300 | Fujitsu Ltd. | 28,217 | 0.4 | ||||||||
200 | GMO internet, Inc. | 3,783 | 0.0 | ||||||||
100 | GMO Payment Gateway, Inc. | 6,848 | 0.1 | ||||||||
300 | Hamamatsu Photonics KK | 12,294 | 0.2 | ||||||||
63 | Hirose Electric Co., Ltd. | 8,053 | 0.1 | ||||||||
100 | Hitachi High-Technologies Corp. | 7,082 | 0.1 | ||||||||
1,429 | Hitachi Ltd. | 60,298 | 0.8 | ||||||||
100 | Horiba Ltd. | 6,667 | 0.1 | ||||||||
300 | Ibiden Co., Ltd. | 7,142 | 0.1 | ||||||||
600 | Infomart Corp. | 5,415 | 0.1 | ||||||||
200 | Itochu Techno-Solutions Corp. | 5,632 | 0.1 | ||||||||
300 | Keyence Corp. | 105,342 | 1.5 | ||||||||
800 | Konica Minolta, Inc. | 5,211 | 0.1 | ||||||||
400 | Kyocera Corp. | 27,262 | 0.4 | ||||||||
200 | Lasertec Corp. | 10,143 | 0.1 | ||||||||
865 | Murata Manufacturing Co., Ltd. | 53,240 | 0.7 | ||||||||
400 | NEC Corp. | 16,554 | 0.2 | ||||||||
200 | Net One systems Co., Ltd. | 5,106 | 0.1 | ||||||||
200 | Nihon Unisys Ltd. | 6,274 | 0.1 | ||||||||
200 | Nippon Electric Glass Co., Ltd. | 4,440 | 0.1 | ||||||||
596 | Nomura Research Institute Ltd. | 12,746 | 0.2 | ||||||||
800 | NTT Data Corp. | 10,699 | 0.1 | ||||||||
100 | Obic Co., Ltd. | 13,470 | 0.2 | ||||||||
300 | Oki Electric Industry Ltd. | 4,172 | 0.1 | ||||||||
300 | Omron Corp. | 17,487 | 0.2 | ||||||||
100 | Oracle Corp. Japan | 9,076 | 0.1 | ||||||||
200 | Otsuka Corp. | 7,987 | 0.1 | ||||||||
1,600(1) | Renesas Electronics Corp. | 10,931 | 0.1 | ||||||||
900 | Ricoh Co., Ltd. | 9,793 | 0.1 | ||||||||
200 | Rohm Co., Ltd. | 15,958 | 0.2 | ||||||||
100 | Screen Holdings Co. Ltd. | 6,820 | 0.1 | ||||||||
144 | SCSK Corp. | 7,467 | 0.1 | ||||||||
500 | Seiko Epson Corp. | 7,549 | 0.1 |
See Accompanying Notes to Financial Statements
56
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
400 | Shimadzu Corp. | 12,509 | 0.2 | ||||||||
400 | Sumco Corp. | 6,628 | 0.1 | ||||||||
200 | Taiyo Yuden Co., Ltd. | 6,100 | 0.1 | ||||||||
200 | TDK Corp. | 22,476 | 0.3 | ||||||||
100 | TIS, Inc. | 5,911 | 0.1 | ||||||||
200 | Tokyo Electron Ltd. | 43,666 | 0.6 | ||||||||
100 | Tokyo Seimitsu Co., Ltd. | 3,883 | 0.1 | ||||||||
400 | Topcon Corp. | 5,170 | 0.1 | ||||||||
200(1) | Trend Micro, Inc. | 10,234 | 0.1 | ||||||||
100 | Ulvac, Inc. | 3,946 | 0.1 | ||||||||
400 | Yokogawa Electric Corp. | 7,024 | 0.1 | ||||||||
789,411 | 11.1 | ||||||||||
Materials: 6.1% | |||||||||||
300 | ADEKA Corp. | 4,519 | 0.1 | ||||||||
300 | Air Water, Inc. | 4,377 | 0.1 | ||||||||
2,000 | Asahi Kasei Corp. | 22,457 | 0.3 | ||||||||
500 | Daicel Corp. | 4,780 | 0.1 | ||||||||
100 | Daido Steel Co., Ltd. | 4,369 | 0.0 | ||||||||
400(2) | Daio Paper Corp. | 5,453 | 0.1 | ||||||||
200 | Denka Co., Ltd. | 5,945 | 0.1 | ||||||||
200 | DIC Corp. | 5,520 | 0.1 | ||||||||
100 | Dowa Holdings Co., Ltd. | 3,712 | 0.0 | ||||||||
100 | FP Corp. | 5,940 | 0.1 | ||||||||
200 | Fuji Seal International, Inc. | 4,436 | 0.1 | ||||||||
200 | Hitachi Chemical Co., Ltd. | 8,379 | 0.1 | ||||||||
420 | Hitachi Metals Ltd. | 6,182 | 0.1 | ||||||||
747 | JFE Holdings, Inc. | 9,585 | 0.1 | ||||||||
300 | JSR Corp. | 5,488 | 0.1 | ||||||||
100 | Kaneka Corp. | 3,203 | 0.0 | ||||||||
400 | Kansai Paint Co., Ltd. | 9,772 | 0.1 | ||||||||
900 | Kobe Steel Ltd. | 4,822 | 0.1 | ||||||||
500 | Kuraray Co., Ltd. | 6,059 | 0.1 | ||||||||
100 | Kureha Corp. | 6,005 | 0.1 | ||||||||
200 | Maruichi Steel Tube Ltd. | 5,620 | 0.1 | ||||||||
1,900 | Mitsubishi Chemical Holdings Corp. | 14,157 | 0.2 | ||||||||
300 | Mitsubishi Gas Chemical Co., Inc. | 4,570 | 0.1 | ||||||||
152 | Mitsubishi Materials Corp. | 4,125 | 0.0 | ||||||||
300 | Mitsui Chemicals, Inc. | 7,308 | 0.1 | ||||||||
200 | Mitsui Mining & Smelting Co., Ltd. | 5,304 | 0.1 | ||||||||
400 | Nihon Parkerizing Co., Ltd. | 4,267 | 0.0 | ||||||||
400 | Nippon Kayaku Co., Ltd. | 4,954 | 0.1 | ||||||||
300 | Nippon Paint Holdings Co., Ltd. | 15,444 | 0.2 | ||||||||
329 | Nippon Paper Industries Co. Ltd. | 5,552 | 0.1 | ||||||||
100 | Nippon Shokubai Co., Ltd. | 6,197 | 0.1 | ||||||||
1,148 | Nippon Steel Corp. | 17,304 | 0.2 | ||||||||
200 | Nissan Chemical Corp. | 8,376 | 0.1 | ||||||||
200 | Nitto Denko Corp. | 11,246 | 0.1 | ||||||||
200 | NOF Corp. | 6,651 | 0.1 | ||||||||
1,400 | Oji Holdings Corp. | 7,571 | 0.1 | ||||||||
600 | Rengo Co., Ltd. | 4,571 | 0.1 | ||||||||
500 | Shin-Etsu Chemical Co., Ltd. | 54,987 | 0.8 | ||||||||
200 | Showa Denko KK | 5,271 | 0.1 | ||||||||
100 | Sumitomo Bakelite Co., Ltd. | 3,736 | 0.0 | ||||||||
2,100 | Sumitomo Chemical Co., Ltd. | 9,535 | 0.1 | ||||||||
400 | Sumitomo Metal Mining Co., Ltd. | 12,880 | 0.2 | ||||||||
100 | Sumitomo Osaka Cement Co., Ltd. | 4,356 | 0.0 | ||||||||
212 | Taiheiyo Cement Corp. | 6,223 | 0.1 | ||||||||
300 | Taiyo Nippon Sanso Corp. | 6,640 | 0.1 | ||||||||
300 | Teijin Ltd. | 5,605 | 0.1 | ||||||||
400 | Toagosei Co., Ltd. | 4,612 | 0.1 | ||||||||
500 | Tokai Carbon Co., Ltd. | 4,988 | 0.1 | ||||||||
200 | Tokuyama Corp. | 5,204 | 0.1 | ||||||||
100 | Tokyo Ohka Kogyo Co., Ltd. | 3,902 | 0.0 | ||||||||
2,200 | Toray Industries, Inc. | 14,906 | 0.2 | ||||||||
500 | Tosoh Corp. | 7,703 | 0.1 | ||||||||
300 | Toyo Seikan Group Holdings, Ltd. | 5,164 | 0.1 | ||||||||
300 | Toyobo Co., Ltd. | 4,556 | 0.1 | ||||||||
200 | Ube Industries Ltd. | 4,332 | 0.0 | ||||||||
400 | Zeon Corp. | 4,978 | 0.1 | ||||||||
433,798 | 6.1 | ||||||||||
Real Estate: 2.6% | |||||||||||
270 | Aeon Mall Co., Ltd. | 4,789 | 0.1 | ||||||||
100 | Daito Trust Construction Co., Ltd. | 12,358 | 0.2 | ||||||||
960 | Daiwa House Industry Co., Ltd. | 29,719 | 0.4 | ||||||||
700 | Hulic Co. Ltd. | 8,428 | 0.1 | ||||||||
2,100 | Mitsubishi Estate Co., Ltd. | 40,183 | 0.5 | ||||||||
1,500 | Mitsui Fudosan Co., Ltd. | 36,660 | 0.5 | ||||||||
200 | Nomura Real Estate Holdings, Inc. | 4,797 | 0.1 | ||||||||
200 | Open House Co. Ltd. | 5,718 | 0.1 | ||||||||
200 | Relo Holdings, Inc. | 5,563 | 0.1 | ||||||||
700 | Sumitomo Realty & Development Co., Ltd. | 24,423 | 0.3 | ||||||||
400 | Tokyo Tatemono Co., Ltd. | 6,243 | 0.1 | ||||||||
996 | Tokyu Fudosan Holdings Corp. | 6,878 | 0.1 | ||||||||
185,759 | 2.6 | ||||||||||
Utilities: 1.5% | |||||||||||
900 | Chubu Electric Power Co., Inc. | 12,722 | 0.2 | ||||||||
400 | Chugoku Electric Power Co., Inc. | 5,258 | 0.1 | ||||||||
300 | Electric Power Development Co., Ltd. | 7,282 | 0.1 | ||||||||
700(1) | Hokuriku Electric Power Co. | 5,108 | 0.1 | ||||||||
1,100 | Kansai Electric Power Co., Inc. | 12,743 | 0.2 | ||||||||
600 | Kyushu Electric Power Co., Inc. | 5,206 | 0.1 | ||||||||
600 | Osaka Gas Co., Ltd. | 11,474 | 0.1 | ||||||||
500 | Shikoku Electric Power Co., Inc. | 4,939 | 0.1 | ||||||||
200 | Toho Gas Co., Ltd. | 8,166 | 0.1 | ||||||||
700 | Tohoku Electric Power Co., Inc. | 6,940 | 0.1 | ||||||||
2,200(1) | Tokyo Electric Power Co., Inc. | 9,417 | 0.1 |
See Accompanying Notes to Financial Statements
57
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
600 | Tokyo Gas Co., Ltd. | 14,579 | 0.2 | ||||||||
103,834 | 1.5 | ||||||||||
Total Common Stock | |||||||||||
(Cost $6,604,821) | 6,826,137 | 95.9 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | |||||||||||
Repurchase Agreements: 1.1% | |||||||||||
77,971(3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $77,978, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $79,530, due 01/25/20-10/15/60) (Cost $77,971) | 77,971 | 1.1 | ||||||||
Total Short-Term Investments | |||||||||||
(Cost $77,971) | 77,971 | 1.1 | |||||||||
Total Investments in Securities (Cost $6,682,792) | $ | 6,904,108 | 97.0 | ||||||||
Assets in Excess of Other Liabilities | 210,432 | 3.0 | |||||||||
Net Assets | $ | 7,114,540 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
58
Voya RussellTM Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 99.4% | |||||||||||
Communication Services: 13.2% | |||||||||||
3,830 | Activision Blizzard, Inc. | $ | 227,579 | 0.0 | |||||||
28,197(1) | Alphabet, Inc. - Class A | 37,766,780 | 3.3 | ||||||||
28,236(1) | Alphabet, Inc. - Class C | 37,752,097 | 3.3 | ||||||||
8,495(1) | Charter Communications, Inc. | 4,120,755 | 0.4 | ||||||||
199,347 | Comcast Corp. – Class A | 8,964,634 | 0.8 | ||||||||
24,654(1) | Electronic Arts, Inc. | 2,650,551 | 0.2 | ||||||||
225,061(1) | Facebook, Inc. - Class A | 46,193,770 | 4.0 | ||||||||
39,663(1) | Netflix, Inc. | 12,833,757 | 1.1 | ||||||||
15,367(1) | T-Mobile US, Inc. | 1,205,080 | 0.1 | ||||||||
151,715,003 | 13.2 | ||||||||||
Consumer Discretionary: 13.5% | |||||||||||
38,950(1) | Amazon.com, Inc. | 71,973,368 | 6.3 | ||||||||
3,933(1) | Booking Holdings, Inc. | 8,077,320 | 0.7 | ||||||||
72,471 | eBay, Inc. | 2,616,928 | 0.2 | ||||||||
59,163 | Home Depot, Inc. | 12,920,016 | 1.1 | ||||||||
15,346 | Las Vegas Sands Corp. | 1,059,488 | 0.1 | ||||||||
72,738 | Lowe's Cos, Inc. | 8,711,103 | 0.8 | ||||||||
25,822 | Marriott International, Inc. | 3,910,226 | 0.3 | ||||||||
11,425 | McDonald's Corp. | 2,257,694 | 0.2 | ||||||||
116,154 | Nike, Inc. | 11,767,562 | 1.0 | ||||||||
33,317 | Ross Stores, Inc. | 3,878,765 | 0.3 | ||||||||
111,183 | Starbucks Corp. | 9,775,209 | 0.9 | ||||||||
2,473 | Target Corp. | 317,063 | 0.0 | ||||||||
13,386(1) | Tesla, Inc. | 5,599,765 | 0.5 | ||||||||
114,310 | TJX Cos., Inc. | 6,979,769 | 0.6 | ||||||||
28,938 | VF Corp. | 2,883,961 | 0.3 | ||||||||
25,314 | Yum! Brands, Inc. | 2,549,879 | 0.2 | ||||||||
155,278,116 | 13.5 | ||||||||||
Consumer Staples: 5.0% | |||||||||||
85,975 | Altria Group, Inc. | 4,291,012 | 0.4 | ||||||||
246,206 | Coca-Cola Co. | 13,627,502 | 1.2 | ||||||||
41,377 | Costco Wholesale Corp. | 12,161,528 | 1.1 | ||||||||
20,514 | Estee Lauder Cos., Inc. | 4,236,962 | 0.4 | ||||||||
35,951(1) | Monster Beverage Corp. | 2,284,686 | 0.2 | ||||||||
110,802 | PepsiCo, Inc. | 15,143,309 | 1.3 | ||||||||
13,501 | Procter & Gamble Co. | 1,686,275 | 0.1 | ||||||||
44,870 | Sysco Corp. | 3,838,180 | 0.3 | ||||||||
57,269,454 | 5.0 | ||||||||||
Financials: 2.8% | |||||||||||
35,219 | American Express Co. | 4,384,413 | 0.4 | ||||||||
22,027 | Aon PLC | 4,588,004 | 0.4 | ||||||||
64,787 | Charles Schwab Corp. | 3,081,270 | 0.3 | ||||||||
20,580 | Intercontinental Exchange, Inc. | 1,904,679 | 0.2 | ||||||||
41,899 | Marsh & McLennan Cos., Inc. | 4,667,967 | 0.4 | ||||||||
15,463 | Moody's Corp. | 3,671,071 | 0.3 | ||||||||
17,940 | Progressive Corp. | 1,298,676 | 0.1 | ||||||||
23,158 | S&P Global, Inc. | 6,323,292 | 0.6 | ||||||||
21,880 | TD Ameritrade Holding Corp. | 1,087,436 | 0.1 | ||||||||
3,968 | Travelers Cos, Inc. | 543,418 | 0.0 | ||||||||
31,550,226 | 2.8 | ||||||||||
Health Care: 14.5% | |||||||||||
70,218 | Abbott Laboratories | 6,099,135 | 0.5 | ||||||||
139,255 | AbbVie, Inc. | 12,329,638 | 1.1 | ||||||||
15,164(1) | Alexion Pharmaceuticals, Inc. | 1,639,987 | 0.1 | ||||||||
51,945 | Amgen, Inc. | 12,522,381 | 1.1 | ||||||||
6,974 | Anthem, Inc. | 2,106,357 | 0.2 | ||||||||
21,339 | Baxter International, Inc. | 1,784,367 | 0.2 | ||||||||
2,131 | Becton Dickinson & Co. | 579,568 | 0.0 | ||||||||
5,812(1) | Biogen, Inc. | 1,724,595 | 0.1 | ||||||||
130,709(1) | Boston Scientific Corp. | 5,910,661 | 0.5 | ||||||||
129,258 | Bristol-Myers Squibb Co. | 8,297,071 | 0.7 | ||||||||
10,557 | Cigna Corp. | 2,158,801 | 0.2 | ||||||||
3,058 | Danaher Corp. | 469,342 | 0.0 | ||||||||
19,533(1) | Edwards Lifesciences Corp. | 4,556,854 | 0.4 | ||||||||
80,097 | Eli Lilly & Co. | 10,527,149 | 0.9 | ||||||||
17,295 | Gilead Sciences, Inc. | 1,123,829 | 0.1 | ||||||||
15,160 | HCA Healthcare, Inc. | 2,240,800 | 0.2 | ||||||||
5,342 | Humana, Inc. | 1,957,950 | 0.2 | ||||||||
13,811(1) | Illumina, Inc. | 4,581,661 | 0.4 | ||||||||
10,785(1) | Intuitive Surgical, Inc. | 6,375,553 | 0.6 | ||||||||
37,776 | Johnson & Johnson | 5,510,385 | 0.5 | ||||||||
227,398 | Merck & Co., Inc. | 20,681,848 | 1.8 | ||||||||
1,576(1) | Regeneron Pharmaceuticals, Inc. | 591,756 | 0.1 | ||||||||
32,292 | Stryker Corp. | 6,779,382 | 0.6 | ||||||||
25,569 | Thermo Fisher Scientific, Inc. | 8,306,601 | 0.7 | ||||||||
89,006 | UnitedHealth Group, Inc. | 26,165,984 | 2.3 | ||||||||
24,134(1) | Vertex Pharmaceuticals, Inc. | 5,284,139 | 0.5 | ||||||||
45,082 | Zoetis, Inc. | 5,966,603 | 0.5 | ||||||||
166,272,397 | 14.5 | ||||||||||
Industrials: 7.2% | |||||||||||
40,301 | 3M Co. | 7,109,902 | 0.6 | ||||||||
49,842 | Boeing Co. | 16,236,530 | 1.4 | ||||||||
3,985 | Caterpillar, Inc. | 588,505 | 0.1 | ||||||||
25,273 | CSX Corp. | 1,828,754 | 0.2 | ||||||||
3,277 | Deere & Co. | 567,773 | 0.1 | ||||||||
10,962 | Delta Air Lines, Inc. | 641,058 | 0.1 | ||||||||
4,988 | Emerson Electric Co. | 380,385 | 0.0 | ||||||||
1,599 | General Dynamics Corp. | 281,984 | 0.0 | ||||||||
33,044 | Honeywell International, Inc. | 5,848,788 | 0.5 | ||||||||
30,133 | Illinois Tool Works, Inc. | 5,412,791 | 0.5 | ||||||||
23,284 | Lockheed Martin Corp. | 9,066,324 | 0.8 | ||||||||
3,337 | Norfolk Southern Corp. | 647,812 | 0.1 | ||||||||
14,900 | Northrop Grumman Corp. | 5,125,153 | 0.4 | ||||||||
16,326 | Raytheon Co. | 3,587,475 | 0.3 | ||||||||
1,485 | Roper Technologies, Inc. | 526,032 | 0.0 | ||||||||
26,474 | Southwest Airlines Co. | 1,429,066 | 0.1 | ||||||||
9,633(1) | Uber Technologies, Inc. | 286,485 | 0.0 | ||||||||
65,392 | Union Pacific Corp. | 11,822,220 | 1.0 | ||||||||
65,753 | United Parcel Service, Inc.- Class B | 7,697,046 | 0.7 | ||||||||
31,270 | Waste Management, Inc. | 3,563,529 | 0.3 | ||||||||
82,647,612 | 7.2 | ||||||||||
Information Technology: 40.0% | |||||||||||
60,020 | Accenture PLC | 12,638,411 | 1.1 | ||||||||
45,856(1) | Adobe, Inc. | 15,123,767 | 1.3 | ||||||||
4,646 | Analog Devices, Inc. | 552,131 | 0.1 | ||||||||
418,649 | Apple, Inc. | 122,936,279 | 10.7 |
See Accompanying Notes to Financial Statements
59
Voya RussellTM Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
46,528 | Applied Materials, Inc. | 2,840,069 | 0.3 | ||||||||
16,004(1) | Autodesk, Inc. | 2,936,094 | 0.3 | ||||||||
40,967 | Automatic Data Processing, Inc. | 6,984,873 | 0.6 | ||||||||
36,372 | Broadcom, Inc. | 11,494,279 | 1.0 | ||||||||
403,457 | Cisco Systems, Inc. | 19,349,798 | 1.7 | ||||||||
4,018 | Cognizant Technology Solutions Corp. | 249,196 | 0.0 | ||||||||
10,264(1) | Dell Technologies, Inc. | 527,467 | 0.1 | ||||||||
35,143 | Fidelity National Information Services, Inc. | 4,888,040 | 0.4 | ||||||||
7,192 | HP, Inc. | 147,796 | 0.0 | ||||||||
50,532 | International Business Machines Corp. | 6,773,309 | 0.6 | ||||||||
23,433 | Intuit, Inc. | 6,137,806 | 0.5 | ||||||||
83,493 | Mastercard, Inc. - Class A | 24,930,175 | 2.2 | ||||||||
712,310 | Microsoft Corp. | 112,331,287 | 9.8 | ||||||||
54,945 | Nvidia Corp. | 12,928,558 | 1.1 | ||||||||
193,375 | Oracle Corp. | 10,245,008 | 0.9 | ||||||||
110,638(1) | PayPal Holdings, Inc. | 11,967,712 | 1.1 | ||||||||
107,552 | Qualcomm, Inc. | 9,489,313 | 0.8 | ||||||||
78,179(1) | Salesforce.com, Inc. | 12,715,033 | 1.1 | ||||||||
17,536(1) | ServiceNow, Inc. | 4,950,764 | 0.4 | ||||||||
88,287 | Texas Instruments, Inc. | 11,326,339 | 1.0 | ||||||||
161,353 | Visa, Inc. - Class A | 30,318,229 | 2.6 | ||||||||
7,224(1) | VMware, Inc. | 1,096,531 | 0.1 | ||||||||
15,286(1) | Workday, Inc. | 2,513,783 | 0.2 | ||||||||
458,392,047 | 40.0 | ||||||||||
Materials: 1.0% | |||||||||||
2,925 | Air Products & Chemicals, Inc. | 687,346 | 0.1 | ||||||||
23,732 | Ecolab, Inc. | 4,580,039 | 0.4 | ||||||||
7,209 | PPG Industries, Inc. | 962,329 | 0.1 | ||||||||
7,803 | Sherwin-Williams Co. | 4,553,363 | 0.4 | ||||||||
5,571 | Southern Copper Corp. | 236,656 | 0.0 | ||||||||
11,019,733 | 1.0 | ||||||||||
Real Estate: 2.2% | |||||||||||
41,358 | American Tower Corp. | 9,504,895 | 0.8 | ||||||||
39,031 | Crown Castle International Corp. | 5,548,257 | 0.5 | ||||||||
8,001 | Equinix, Inc. | 4,670,184 | 0.4 | ||||||||
10,543 | Public Storage, Inc. | 2,245,237 | 0.2 | ||||||||
25,623 | Simon Property Group, Inc. | 3,816,802 | 0.3 | ||||||||
25,785,375 | 2.2 | ||||||||||
Total Common Stock (Cost $602,954,940) | 1,139,929,963 | 99.4 | |||||||||
SHORT-TERM INVESTMENTS: 0.9% | |||||||||||
Mutual Funds: 0.9% | |||||||||||
9,963,000(2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $9,963,000) | 9,963,000 | 0.9 | ||||||||
Total Short-Term Investments (Cost $9,963,000) | 9,963,000 | 0.9 | |||||||||
Total Investments in Securities (Cost $612,917,940) | $ | 1,149,892,963 | 100.3 | ||||||||
Liabilities in Excess of Other Assets | (2,964,107) | (0.3) | |||||||||
Net Assets | $ | 1,146,928,856 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
60
Voya RussellTM Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 99.6% | |||||||||||
Communication Services: 11.9% | |||||||||||
35,487 | Activision Blizzard, Inc. | $ | 2,108,638 | 0.2 | |||||||
14,032(1) | Alphabet, Inc. - Class A | 18,794,320 | 1.9 | ||||||||
14,051(1) | Alphabet, Inc. - Class C | 18,786,468 | 1.8 | ||||||||
342,138 | AT&T, Inc. | 13,370,753 | 1.3 | ||||||||
7,189(1) | Charter Communications, Inc. | 3,487,240 | 0.3 | ||||||||
211,065 | Comcast Corp. – Class A | 9,491,593 | 0.9 | ||||||||
13,587(1) | Electronic Arts, Inc. | 1,460,738 | 0.1 | ||||||||
111,997(1) | Facebook, Inc. - Class A | 22,987,384 | 2.3 | ||||||||
19,737(1) | Netflix, Inc. | 6,386,301 | 0.6 | ||||||||
14,596(1) | T-Mobile US, Inc. | 1,144,618 | 0.1 | ||||||||
193,949 | Verizon Communications, Inc. | 11,908,469 | 1.2 | ||||||||
81,817 | Walt Disney Co. | 11,833,193 | 1.2 | ||||||||
121,759,715 | 11.9 | ||||||||||
Consumer Discretionary: 9.4% | |||||||||||
19,382(1) | Amazon.com, Inc. | 35,814,835 | 3.5 | ||||||||
1,957(1) | Booking Holdings, Inc. | 4,019,150 | 0.4 | ||||||||
18,542 | Carnival Corp. | 942,490 | 0.1 | ||||||||
36,064 | eBay, Inc. | 1,302,271 | 0.1 | ||||||||
183,148 | Ford Motor Co. | 1,703,276 | 0.2 | ||||||||
58,125 | General Motors Co. | 2,127,375 | 0.2 | ||||||||
51,651 | Home Depot, Inc. | 11,279,545 | 1.1 | ||||||||
15,865 | Las Vegas Sands Corp. | 1,095,320 | 0.1 | ||||||||
36,196 | Lowe's Cos, Inc. | 4,334,833 | 0.4 | ||||||||
12,850 | Marriott International, Inc. | 1,945,875 | 0.2 | ||||||||
35,313 | McDonald's Corp. | 6,978,202 | 0.7 | ||||||||
57,802 | Nike, Inc. | 5,855,921 | 0.6 | ||||||||
16,579 | Ross Stores, Inc. | 1,930,127 | 0.2 | ||||||||
55,328 | Starbucks Corp. | 4,864,438 | 0.5 | ||||||||
23,349 | Target Corp. | 2,993,575 | 0.3 | ||||||||
6,661(1) | �� | Tesla, Inc. | 2,786,496 | 0.3 | |||||||
56,884 | TJX Cos., Inc. | 3,473,337 | 0.3 | ||||||||
14,401 | VF Corp. | 1,435,204 | 0.1 | ||||||||
14,265 | Yum! Brands, Inc. | 1,436,913 | 0.1 | ||||||||
96,319,183 | 9.4 | ||||||||||
Consumer Staples: 7.6% | |||||||||||
87,672 | Altria Group, Inc. | 4,375,710 | 0.4 | ||||||||
179,647 | Coca-Cola Co. | 9,943,461 | 1.0 | ||||||||
39,382 | Colgate-Palmolive Co. | 2,711,057 | 0.3 | ||||||||
7,421 | Constellation Brands, Inc. | 1,408,135 | 0.1 | ||||||||
20,590 | Costco Wholesale Corp. | 6,051,813 | 0.6 | ||||||||
10,208 | Estee Lauder Cos., Inc. | 2,108,360 | 0.2 | ||||||||
28,058 | General Mills, Inc. | 1,502,786 | 0.1 | ||||||||
9,500 | Keurig Dr Pepper, Inc. | 275,025 | 0.0 | ||||||||
15,991 | Kimberly-Clark Corp. | 2,199,562 | 0.2 | ||||||||
29,075 | Kraft Heinz Co. | 934,180 | 0.1 | ||||||||
66,595 | Mondelez International, Inc. | 3,668,053 | 0.4 | ||||||||
17,998(1) | Monster Beverage Corp. | 1,143,773 | 0.1 | ||||||||
65,641 | PepsiCo, Inc. | 8,971,155 | 0.9 | ||||||||
72,831 | Philip Morris International, Inc. | 6,197,190 | 0.6 | ||||||||
115,838 | Procter & Gamble Co. | 14,468,166 | 1.4 | ||||||||
22,329 | Sysco Corp. | 1,910,023 | 0.2 | ||||||||
35,295 | Walgreens Boots Alliance, Inc. | 2,080,993 | 0.2 | ||||||||
65,807 | Walmart, Inc. | 7,820,504 | 0.8 | ||||||||
77,769,946 | 7.6 | ||||||||||
Energy: 4.2% | |||||||||||
89,340 | Chevron Corp. | 10,766,363 | 1.1 | ||||||||
51,460 | ConocoPhillips | 3,346,444 | 0.3 | ||||||||
27,180 | EOG Resources, Inc. | 2,276,597 | 0.2 | ||||||||
198,380 | Exxon Mobil Corp. | 13,842,956 | 1.4 | ||||||||
91,380 | Kinder Morgan, Inc. | 1,934,515 | 0.2 | ||||||||
30,136 | Marathon Petroleum Corp. | 1,815,694 | 0.2 | ||||||||
41,936 | Occidental Petroleum Corp. | 1,728,183 | 0.2 | ||||||||
21,013 | Phillips 66 | 2,341,058 | 0.2 | ||||||||
64,882 | Schlumberger Ltd. | 2,608,256 | 0.2 | ||||||||
19,201 | Valero Energy Corp. | 1,798,174 | 0.2 | ||||||||
42,458,240 | 4.2 | ||||||||||
Financials: 13.3% | |||||||||||
34,013 | Aflac, Inc. | 1,799,288 | 0.2 | ||||||||
15,143 | Allstate Corp. | 1,702,830 | 0.2 | ||||||||
31,408 | American Express Co. | 3,909,982 | 0.4 | ||||||||
40,765 | American International Group, Inc. | 2,092,467 | 0.2 | ||||||||
10,961 | Aon PLC | 2,283,067 | 0.2 | ||||||||
381,354 | Bank of America Corp. | 13,431,288 | 1.3 | ||||||||
38,423 | Bank of New York Mellon Corp. | 1,933,829 | 0.2 | ||||||||
91,673(1) | Berkshire Hathaway, Inc. – Class B | 20,763,934 | 2.0 | ||||||||
5,548 | BlackRock, Inc. | 2,788,980 | 0.3 | ||||||||
21,889 | Capital One Financial Corp. | 2,252,597 | 0.2 | ||||||||
53,823 | Charles Schwab Corp. | 2,559,822 | 0.3 | ||||||||
21,112 | Chubb Ltd. | 3,286,294 | 0.3 | ||||||||
102,261 | Citigroup, Inc. | 8,169,631 | 0.8 | ||||||||
16,587 | CME Group, Inc. | 3,329,343 | 0.3 | ||||||||
14,925 | Goldman Sachs Group, Inc. | 3,431,705 | 0.3 | ||||||||
25,732 | Intercontinental Exchange, Inc. | 2,381,497 | 0.2 | ||||||||
146,144 | JPMorgan Chase & Co. | 20,372,474 | 2.0 | ||||||||
23,747 | Marsh & McLennan Cos., Inc. | 2,645,653 | 0.3 | ||||||||
36,428 | Metlife, Inc. | 1,856,735 | 0.2 | ||||||||
7,695 | Moody's Corp. | 1,826,870 | 0.2 | ||||||||
54,523 | Morgan Stanley | 2,787,216 | 0.3 | ||||||||
20,503 | PNC Financial Services Group, Inc. | 3,272,894 | 0.3 | ||||||||
27,301 | Progressive Corp. | 1,976,319 | 0.2 | ||||||||
18,997 | Prudential Financial, Inc. | 1,780,779 | 0.2 | ||||||||
11,524 | S&P Global, Inc. | 3,146,628 | 0.3 | ||||||||
12,501 | TD Ameritrade Holding Corp. | 621,300 | 0.1 | ||||||||
12,077 | Travelers Cos, Inc. | 1,653,945 | 0.2 | ||||||||
62,699 | Truist Financial Corp. | 3,531,208 | 0.3 | ||||||||
67,039 | US Bancorp | 3,974,742 | 0.4 | ||||||||
178,590 | Wells Fargo & Co. | 9,608,142 | 0.9 | ||||||||
135,171,459 | 13.3 | ||||||||||
Health Care: 15.2% | |||||||||||
80,699 | Abbott Laboratories | 7,009,515 | 0.7 | ||||||||
69,297 | AbbVie, Inc. | 6,135,556 | 0.6 | ||||||||
10,052(1) | Alexion Pharmaceuticals, Inc. | 1,087,124 | 0.1 |
See Accompanying Notes to Financial Statements
61
Voya RussellTM Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
15,365 | Allergan plc | 2,937,327 | 0.3 | ||||||||
28,097 | Amgen, Inc. | 6,773,344 | 0.7 | ||||||||
11,885 | Anthem, Inc. | 3,589,627 | 0.4 | ||||||||
22,594 | Baxter International, Inc. | 1,889,310 | 0.2 | ||||||||
12,544 | Becton Dickinson & Co. | 3,411,592 | 0.3 | ||||||||
8,433(1) | Biogen, Inc. | 2,502,324 | 0.3 | ||||||||
65,044(1) | Boston Scientific Corp. | 2,941,290 | 0.3 | ||||||||
109,579 | Bristol-Myers Squibb Co. | 7,033,876 | 0.7 | ||||||||
17,168 | Cigna Corp. | 3,510,684 | 0.3 | ||||||||
60,824 | CVS Health Corp. | 4,518,615 | 0.4 | ||||||||
28,871 | Danaher Corp. | 4,431,121 | 0.4 | ||||||||
9,720(1) | Edwards Lifesciences Corp. | 2,267,579 | 0.2 | ||||||||
39,858 | Eli Lilly & Co. | 5,238,537 | 0.5 | ||||||||
59,768 | Gilead Sciences, Inc. | 3,883,725 | 0.4 | ||||||||
12,615 | HCA Healthcare, Inc. | 1,864,623 | 0.2 | ||||||||
6,197 | Humana, Inc. | 2,271,324 | 0.2 | ||||||||
6,873(1) | Illumina, Inc. | 2,280,049 | 0.2 | ||||||||
5,367(1) | Intuitive Surgical, Inc. | 3,172,702 | 0.3 | ||||||||
124,492 | Johnson & Johnson | 18,159,648 | 1.8 | ||||||||
62,890 | Medtronic PLC | 7,134,871 | 0.7 | ||||||||
119,367 | Merck & Co., Inc. | 10,856,429 | 1.1 | ||||||||
260,721 | Pfizer, Inc. | 10,215,049 | 1.0 | ||||||||
3,828(1) | Regeneron Pharmaceuticals, Inc. | 1,437,337 | 0.1 | ||||||||
16,069 | Stryker Corp. | 3,373,526 | 0.3 | ||||||||
18,684 | Thermo Fisher Scientific, Inc. | 6,069,871 | 0.6 | ||||||||
44,292 | UnitedHealth Group, Inc. | 13,020,962 | 1.3 | ||||||||
12,010(1) | Vertex Pharmaceuticals, Inc. | 2,629,589 | 0.3 | ||||||||
22,434 | Zoetis, Inc. | 2,969,140 | 0.3 | ||||||||
154,616,266 | 15.2 | ||||||||||
Industrials: 7.8% | |||||||||||
26,215 | 3M Co. | 4,624,850 | 0.5 | ||||||||
24,803 | Boeing Co. | 8,079,825 | 0.8 | ||||||||
25,113 | Caterpillar, Inc. | 3,708,688 | 0.4 | ||||||||
34,935 | CSX Corp. | 2,527,897 | 0.2 | ||||||||
14,735 | Deere & Co. | 2,552,986 | 0.2 | ||||||||
26,959 | Delta Air Lines, Inc. | 1,576,562 | 0.2 | ||||||||
19,330 | Eaton Corp. PLC | 1,830,938 | 0.2 | ||||||||
28,684 | Emerson Electric Co. | 2,187,442 | 0.2 | ||||||||
11,293 | FedEx Corp. | 1,707,614 | 0.2 | ||||||||
11,940 | General Dynamics Corp. | 2,105,619 | 0.2 | ||||||||
405,463 | General Electric Co. | 4,524,967 | 0.4 | ||||||||
33,696 | Honeywell International, Inc. | 5,964,192 | 0.6 | ||||||||
14,995 | Illinois Tool Works, Inc. | 2,693,552 | 0.3 | ||||||||
36,427 | Johnson Controls International plc | 1,482,943 | 0.1 | ||||||||
11,587 | Lockheed Martin Corp. | 4,511,746 | 0.4 | ||||||||
12,214 | Norfolk Southern Corp. | 2,371,104 | 0.2 | ||||||||
7,414 | Northrop Grumman Corp. | 2,550,194 | 0.2 | ||||||||
13,104 | Raytheon Co. | 2,879,473 | 0.3 | ||||||||
4,795 | Roper Technologies, Inc. | 1,698,533 | 0.2 | ||||||||
22,142 | Southwest Airlines Co. | 1,195,225 | 0.1 | ||||||||
44,386(1) | Uber Technologies, Inc. | 1,320,040 | 0.1 | ||||||||
32,541 | Union Pacific Corp. | 5,883,087 | 0.6 | ||||||||
32,720 | United Parcel Service, Inc. - Class B | 3,830,203 | 0.4 | ||||||||
38,006 | United Technologies Corp. | 5,691,779 | 0.6 | ||||||||
19,899 | Waste Management, Inc. | 2,267,690 | 0.2 | ||||||||
79,767,149 | 7.8 | ||||||||||
Information Technology: 24.8% | |||||||||||
29,868 | Accenture PLC | 6,289,305 | 0.6 | ||||||||
22,819(1) | Adobe, Inc. | 7,525,934 | 0.7 | ||||||||
17,221 | Analog Devices, Inc. | 2,046,544 | 0.2 | ||||||||
208,332 | Apple, Inc. | 61,176,692 | 6.0 | ||||||||
43,197 | Applied Materials, Inc. | 2,636,745 | 0.3 | ||||||||
10,316(1) | Autodesk, Inc. | 1,892,573 | 0.2 | ||||||||
20,386 | Automatic Data Processing, Inc. | 3,475,813 | 0.3 | ||||||||
18,100 | Broadcom, Inc. | 5,719,962 | 0.6 | ||||||||
200,771 | Cisco Systems, Inc. | 9,628,977 | 0.9 | ||||||||
25,772 | Cognizant Technology Solutions Corp. | 1,598,379 | 0.2 | ||||||||
7,059(1) | Dell Technologies, Inc. | 362,762 | 0.0 | ||||||||
28,575 | Fidelity National Information Services, Inc. | 3,974,497 | 0.4 | ||||||||
69,418 | HP, Inc. | 1,426,540 | 0.1 | ||||||||
204,016 | Intel Corp. | 12,210,358 | 1.2 | ||||||||
41,563 | International Business Machines Corp. | 5,571,104 | 0.5 | ||||||||
11,661 | Intuit, Inc. | 3,054,366 | 0.3 | ||||||||
41,549 | Mastercard, Inc. - Class A | 12,406,116 | 1.2 | ||||||||
51,813(1) | Micron Technology, Inc. | 2,786,503 | 0.3 | ||||||||
354,466 | Microsoft Corp. | 55,899,288 | 5.5 | ||||||||
27,342 | Nvidia Corp. | 6,433,573 | 0.6 | ||||||||
96,229 | Oracle Corp. | 5,098,212 | 0.5 | ||||||||
55,056(1) | PayPal Holdings, Inc. | 5,955,407 | 0.6 | ||||||||
53,521 | Qualcomm, Inc. | 4,722,158 | 0.5 | ||||||||
38,904(1) | Salesforce.com, Inc. | 6,327,346 | 0.6 | ||||||||
8,727(1) | ServiceNow, Inc. | 2,463,807 | 0.2 | ||||||||
43,934 | Texas Instruments, Inc. | 5,636,293 | 0.6 | ||||||||
80,294 | Visa, Inc. - Class A | 15,087,243 | 1.5 | ||||||||
3,577(1) | VMware, Inc. | 542,953 | 0.1 | ||||||||
7,607(1) | Workday, Inc. | 1,250,971 | 0.1 | ||||||||
253,200,421 | 24.8 | ||||||||||
Materials: 1.9% | |||||||||||
10,307 | Air Products & Chemicals, Inc. | 2,422,042 | 0.3 | ||||||||
35,079 | Dow, Inc. | 1,919,874 | 0.2 | ||||||||
34,744 | DowDuPont, Inc. | 2,230,565 | 0.2 | ||||||||
11,810 | Ecolab, Inc. | 2,279,212 | 0.2 | ||||||||
25,167 | Linde Public Ltd. | 5,358,054 | 0.5 | ||||||||
12,450 | LyondellBasell Industries NV - Class A | 1,176,276 | 0.1 | ||||||||
11,044 | PPG Industries, Inc. | 1,474,263 | 0.2 | ||||||||
3,883 | Sherwin-Williams Co. | 2,265,886 | 0.2 | ||||||||
3,837 | Southern Copper Corp. | 162,996 | 0.0 | ||||||||
19,289,168 | 1.9 | ||||||||||
Real Estate: 1.6% | |||||||||||
20,581 | American Tower Corp. | 4,729,926 | 0.5 | ||||||||
19,423 | Crown Castle International Corp. | 2,760,980 | 0.3 | ||||||||
3,982 | Equinix, Inc. | 2,324,293 | 0.2 | ||||||||
29,402 | ProLogis, Inc. | 2,620,894 | 0.3 | ||||||||
6,930 | Public Storage, Inc. | 1,475,813 | 0.1 | ||||||||
14,391 | Simon Property Group, Inc. | 2,143,683 | 0.2 | ||||||||
16,055,589 | 1.6 | ||||||||||
Utilities: 1.9% | |||||||||||
23,142 | American Electric Power Co., Inc. | 2,187,150 | 0.2 | ||||||||
38,510 | Dominion Energy, Inc. | 3,189,398 | 0.3 | ||||||||
34,126 | Duke Energy Corp. | 3,112,632 | 0.3 | ||||||||
45,427 | Exelon Corp. | 2,071,017 | 0.2 |
See Accompanying Notes to Financial Statements
62
Voya RussellTM Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Utilities: (continued) | |||||||||||
22,881 | NextEra Energy, Inc. | 5,540,863 | 0.6 | ||||||||
48,745 | Southern Co. | 3,105,057 | 0.3 | ||||||||
19,206,117 | 1.9 | ||||||||||
Total Common Stock (Cost $317,564,114) | 1,015,613,253 | 99.6 | |||||||||
SHORT-TERM INVESTMENTS: 0.5% | |||||||||||
Mutual Funds: 0.5% | |||||||||||
5,018,000(2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $5,018,000) | 5,018,000 | 0.5 | ||||||||
Total Short-Term Investments (Cost $5,018,000) | 5,018,000 | 0.5 | |||||||||
Total Investments in Securities (Cost $322,582,114) | $ | 1,020,631,253 | 100.1 | ||||||||
Liabilities in Excess of Other Assets | (1,320,919) | (0.1) | |||||||||
Net Assets | $ | 1,019,310,334 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
63
Voya RussellTM Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 98.9% | |||||||||||
Communication Services: 10.2% | |||||||||||
73,410 | Activision Blizzard, Inc. | $ | 4,362,022 | 0.5 | |||||||
748,171 | AT&T, Inc. | 29,238,523 | 3.0 | ||||||||
6,477(1) | Charter Communications, Inc. | 3,141,863 | 0.3 | ||||||||
244,620 | Comcast Corp. – Class A | 11,000,561 | 1.1 | ||||||||
2,870(1) | Electronic Arts, Inc. | 308,554 | 0.0 | ||||||||
15,313(1) | T-Mobile US, Inc. | 1,200,846 | 0.1 | ||||||||
424,118 | Verizon Communications, Inc. | 26,040,845 | 2.6 | ||||||||
178,914 | Walt Disney Co. | 25,876,332 | 2.6 | ||||||||
101,169,546 | 10.2 | ||||||||||
Consumer Discretionary: 4.2% | |||||||||||
40,745 | Carnival Corp. | 2,071,068 | 0.2 | ||||||||
400,500 | Ford Motor Co. | 3,724,650 | 0.4 | ||||||||
127,104 | General Motors Co. | 4,652,006 | 0.5 | ||||||||
48,567 | Home Depot, Inc. | 10,606,062 | 1.1 | ||||||||
18,163 | Las Vegas Sands Corp. | 1,253,974 | 0.1 | ||||||||
64,789 | McDonald's Corp. | 12,802,954 | 1.3 | ||||||||
48,352 | Target Corp. | 6,199,210 | 0.6 | ||||||||
3,465 | Yum! Brands, Inc. | 349,029 | 0.0 | ||||||||
41,658,953 | 4.2 | ||||||||||
Consumer Staples: 10.9% | |||||||||||
98,159 | Altria Group, Inc. | 4,899,116 | 0.5 | ||||||||
124,924 | Coca-Cola Co. | 6,914,543 | 0.7 | ||||||||
86,118 | Colgate-Palmolive Co. | 5,928,363 | 0.6 | ||||||||
16,229 | Constellation Brands, Inc. | 3,079,453 | 0.3 | ||||||||
61,356 | General Mills, Inc. | 3,286,227 | 0.3 | ||||||||
20,789 | Keurig Dr Pepper, Inc. | 601,842 | 0.1 | ||||||||
34,969 | Kimberly-Clark Corp. | 4,809,986 | 0.5 | ||||||||
63,891 | Kraft Heinz Co. | 2,052,818 | 0.2 | ||||||||
145,627 | Mondelez International, Inc. | 8,021,135 | 0.8 | ||||||||
22,966 | PepsiCo, Inc. | 3,138,763 | 0.3 | ||||||||
159,264 | Philip Morris International, Inc. | 13,551,774 | 1.4 | ||||||||
238,617 | Procter & Gamble Co. | 29,803,263 | 3.0 | ||||||||
77,181 | Walgreens Boots Alliance, Inc. | 4,550,592 | 0.5 | ||||||||
143,904 | Walmart, Inc. | 17,101,551 | 1.7 | ||||||||
107,739,426 | 10.9 | ||||||||||
Energy: 9.4% | |||||||||||
195,365 | Chevron Corp. | 23,543,436 | 2.4 | ||||||||
112,529 | ConocoPhillips | 7,317,761 | 0.7 | ||||||||
59,436 | EOG Resources, Inc. | 4,978,359 | 0.5 | ||||||||
433,808 | Exxon Mobil Corp. | 30,271,122 | 3.1 | ||||||||
199,826 | Kinder Morgan, Inc. | 4,230,317 | 0.4 | ||||||||
65,901 | Marathon Petroleum Corp. | 3,970,535 | 0.4 | ||||||||
91,704 | Occidental Petroleum Corp. | 3,779,122 | 0.4 | ||||||||
45,950 | Phillips 66 | 5,119,290 | 0.5 | ||||||||
141,881 | Schlumberger Ltd. | 5,703,616 | 0.6 | ||||||||
41,988 | Valero Energy Corp. | 3,932,176 | 0.4 | ||||||||
92,845,734 | 9.4 | ||||||||||
Financials: 26.4% | |||||||||||
74,377 | Aflac, Inc. | 3,934,543 | 0.4 | ||||||||
33,115 | Allstate Corp. | 3,723,782 | 0.4 | ||||||||
30,358 | American Express Co. | 3,779,267 | 0.4 | ||||||||
89,142 | American International Group, Inc. | 4,575,659 | 0.5 | ||||||||
833,927 | Bank of America Corp. | 29,370,909 | 3.0 | ||||||||
84,022 | Bank of New York Mellon Corp. | 4,228,827 | 0.4 | ||||||||
200,466(1) | Berkshire Hathaway, Inc. – Class B | 45,405,549 | 4.6 | ||||||||
12,133 | BlackRock, Inc. | 6,099,259 | 0.6 | ||||||||
47,866 | Capital One Financial Corp. | 4,925,890 | 0.5 | ||||||||
47,197 | Charles Schwab Corp. | 2,244,689 | 0.2 | ||||||||
46,166 | Chubb Ltd. | 7,186,200 | 0.7 | ||||||||
223,621 | Citigroup, Inc. | 17,865,082 | 1.8 | ||||||||
36,272 | CME Group, Inc. | 7,280,516 | 0.7 | ||||||||
32,638 | Goldman Sachs Group, Inc. | 7,504,455 | 0.8 | ||||||||
33,874 | Intercontinental Exchange, Inc. | 3,135,039 | 0.3 | ||||||||
319,581 | JPMorgan Chase & Co. | 44,549,591 | 4.5 | ||||||||
6,309 | Marsh & McLennan Cos., Inc. | 702,886 | 0.1 | ||||||||
79,659 | Metlife, Inc. | 4,060,219 | 0.4 | ||||||||
119,227 | Morgan Stanley | 6,094,884 | 0.6 | ||||||||
44,835 | PNC Financial Services Group, Inc. | 7,157,011 | 0.7 | ||||||||
40,179 | Progressive Corp. | 2,908,558 | 0.3 | ||||||||
41,542 | Prudential Financial, Inc. | 3,894,147 | 0.4 | ||||||||
3,587 | TD Ameritrade Holding Corp. | 178,274 | 0.0 | ||||||||
22,130 | Travelers Cos, Inc. | 3,030,704 | 0.3 | ||||||||
137,107 | Truist Financial Corp. | 7,721,866 | 0.8 | ||||||||
146,597 | US Bancorp | 8,691,736 | 0.9 | ||||||||
390,532 | Wells Fargo & Co. | 21,010,622 | 2.1 | ||||||||
261,260,164 | 26.4 | ||||||||||
Health Care: 15.9% | |||||||||||
100,058 | Abbott Laboratories | 8,691,038 | 0.9 | ||||||||
5,345(1) | Alexion Pharmaceuticals, Inc. | 578,062 | 0.1 | ||||||||
33,600 | Allergan plc | 6,423,312 | 0.6 | ||||||||
4,915 | Amgen, Inc. | 1,184,859 | 0.1 | ||||||||
18,401 | Anthem, Inc. | 5,557,654 | 0.6 | ||||||||
26,186 | Baxter International, Inc. | 2,189,673 | 0.2 | ||||||||
25,099 | Becton Dickinson & Co. | 6,826,175 | 0.7 | ||||||||
12,115(1) | Biogen, Inc. | 3,594,884 | 0.4 | ||||||||
98,964 | Bristol-Myers Squibb Co. | 6,352,499 | 0.6 | ||||||||
26,054 | Cigna Corp. | 5,327,782 | 0.5 | ||||||||
133,008 | CVS Health Corp. | 9,881,164 | 1.0 | ||||||||
59,787 | Danaher Corp. | 9,176,109 | 0.9 | ||||||||
111,878 | Gilead Sciences, Inc. | 7,269,832 | 0.7 | ||||||||
11,090 | HCA Healthcare, Inc. | 1,639,213 | 0.2 | ||||||||
7,737 | Humana, Inc. | 2,835,765 | 0.3 | ||||||||
231,125 | Johnson & Johnson | 33,714,204 | 3.4 | ||||||||
137,524 | Medtronic PLC | 15,602,098 | 1.6 | ||||||||
13,669 | Merck & Co., Inc. | 1,243,196 | 0.1 | ||||||||
570,133 | Pfizer, Inc. | 22,337,811 | 2.3 | ||||||||
6,647(1) | Regeneron Pharmaceuticals, Inc. | 2,495,816 | 0.3 | ||||||||
13,033 | Thermo Fisher Scientific, Inc. | 4,234,031 | 0.4 | ||||||||
157,155,177 | 15.9 |
See Accompanying Notes to Financial Statements
64
Voya RussellTM Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Industrials: 8.5% | |||||||||||
13,472 | 3M Co. | 2,376,730 | 0.2 | ||||||||
50,633 | Caterpillar, Inc. | 7,477,481 | 0.8 | ||||||||
48,893 | CSX Corp. | 3,537,898 | 0.4 | ||||||||
28,678 | Deere & Co. | 4,968,750 | 0.5 | ||||||||
47,103 | Delta Air Lines, Inc. | 2,754,583 | 0.3 | ||||||||
42,271 | Eaton Corp. PLC | 4,003,909 | 0.4 | ||||||||
57,268 | Emerson Electric Co. | 4,367,258 | 0.4 | ||||||||
24,696 | FedEx Corp. | 3,734,282 | 0.4 | ||||||||
24,360 | General Dynamics Corp. | 4,295,886 | 0.4 | ||||||||
886,647 | General Electric Co. | 9,894,981 | 1.0 | ||||||||
37,727 | Honeywell International, Inc. | 6,677,679 | 0.7 | ||||||||
79,657 | Johnson Controls International plc | 3,242,836 | 0.3 | ||||||||
23,131 | Norfolk Southern Corp. | 4,490,421 | 0.4 | ||||||||
10,889 | Raytheon Co. | 2,392,749 | 0.2 | ||||||||
8,860 | Roper Technologies, Inc. | 3,138,478 | 0.3 | ||||||||
19,609 | Southwest Airlines Co. | 1,058,494 | 0.1 | ||||||||
86,578(1) | Uber Technologies, Inc. | 2,574,830 | 0.3 | ||||||||
83,109 | United Technologies Corp. | 12,446,404 | 1.3 | ||||||||
9,468 | Waste Management, Inc. | 1,078,973 | 0.1 | ||||||||
84,512,622 | 8.5 | ||||||||||
Information Technology: 5.5% | |||||||||||
32,575 | Analog Devices, Inc. | 3,871,213 | 0.4 | ||||||||
43,830 | Applied Materials, Inc. | 2,675,383 | 0.3 | ||||||||
5,122(1) | Autodesk, Inc. | 939,682 | 0.1 | ||||||||
51,960 | Cognizant Technology Solutions Corp. | 3,222,559 | 0.3 | ||||||||
4,263(1) | Dell Technologies, Inc. | 219,076 | 0.0 | ||||||||
24,245 | Fidelity National Information Services, Inc. | 3,372,237 | 0.3 | ||||||||
144,058 | HP, Inc. | 2,960,392 | 0.3 | ||||||||
446,132 | Intel Corp. | 26,701,000 | 2.7 | ||||||||
35,901 | International Business Machines Corp. | 4,812,170 | 0.5 | ||||||||
113,301(1) | Micron Technology, Inc. | 6,093,328 | 0.6 | ||||||||
54,867,040 | 5.5 | ||||||||||
Materials: 3.0% | |||||||||||
19,338 | Air Products & Chemicals, Inc. | 4,544,237 | 0.4 | ||||||||
76,709 | Dow, Inc. | 4,198,284 | 0.4 | ||||||||
75,977 | DowDuPont, Inc. | 4,877,723 | 0.5 | ||||||||
55,034 | Linde Public Ltd. | 11,716,739 | 1.2 | ||||||||
27,226 | LyondellBasell Industries NV - Class A | 2,572,312 | 0.3 | ||||||||
16,302 | PPG Industries, Inc. | 2,176,154 | 0.2 | ||||||||
2,326 | Southern Copper Corp. | 98,808 | 0.0 | ||||||||
30,184,257 | 3.0 | ||||||||||
Real Estate: 0.7% | |||||||||||
64,295 | ProLogis, Inc. | 5,731,256 | 0.6 | ||||||||
3,667 | Public Storage, Inc. | 780,925 | 0.1 | ||||||||
3,573 | Simon Property Group, Inc. | 532,234 | 0.0 | ||||||||
7,044,415 | 0.7 | ||||||||||
Utilities: 4.2% | |||||||||||
50,606 | American Electric Power Co., Inc. | 4,782,773 | 0.5 | ||||||||
84,212 | Dominion Energy, Inc. | 6,974,438 | 0.7 | ||||||||
74,625 | Duke Energy Corp. | 6,806,546 | 0.7 | ||||||||
99,337 | Exelon Corp. | 4,528,774 | 0.4 | ||||||||
50,036 | NextEra Energy, Inc. | 12,116,718 | 1.2 | ||||||||
106,593 | Southern Co. | 6,789,974 | 0.7 | ||||||||
41,999,223 | 4.2 | ||||||||||
Total Common Stock (Cost $846,626,713) | 980,436,557 | 98.9 | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | |||||||||||
Mutual Funds: 1.1% | |||||||||||
11,329,000(2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% (Cost $11,329,000) | 11,329,000 | 1.1 | ||||||||
Total Short-Term Investments (Cost $11,329,000) | 11,329,000 | 1.1 | |||||||||
Total Investments in Securities (Cost $857,955,713) | $ | 991,765,557 | 100.0 | ||||||||
Liabilities in Excess of Other Assets | (358,722) | – | |||||||||
Net Assets | $ | 991,406,835 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
65
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as ofDecember 31, 2019 |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 99.9% | |||||||||||
Communication Services: 4.9% | |||||||||||
57,848(1) | Altice USA, Inc. | $ | 1,581,564 | 0.3 | |||||||
8,106(1) | AMC Networks, Inc. | 320,187 | 0.1 | ||||||||
837 | Cable One, Inc. | 1,245,849 | 0.2 | ||||||||
6,531 | Fox Corp. - Class A | 242,104 | 0.0 | ||||||||
3,033 | Fox Corp. - Class B | 110,401 | 0.0 | ||||||||
8,280(1) | IAC/InterActiveCorp | 2,062,631 | 0.3 | ||||||||
6,878 | Interpublic Group of Cos., Inc. | 158,882 | 0.0 | ||||||||
24,734(1) | Live Nation Entertainment, Inc. | 1,767,739 | 0.3 | ||||||||
327(1) | Madison Square Garden Co. | 96,200 | 0.0 | ||||||||
10,322(1),(2) | Match Group, Inc. | 847,539 | 0.1 | ||||||||
5,839 | New York Times Co. | 187,841 | 0.0 | ||||||||
6,641 | Nexstar Media Group, Inc. | 778,657 | 0.1 | ||||||||
21,996 | Omnicom Group | 1,782,116 | 0.3 | ||||||||
16,360(1) | Roku, Inc. | 2,190,604 | 0.4 | ||||||||
11,029 | Sinclair Broadcast Group, Inc. | 367,707 | 0.1 | ||||||||
262,372(2) | Sirius XM Holdings, Inc. | 1,875,960 | 0.3 | ||||||||
22,628(1) | Spotify Technology SA | 3,384,017 | 0.6 | ||||||||
9,964(1) | Take-Two Interactive Software, Inc. | 1,219,892 | 0.2 | ||||||||
18,236 | TripAdvisor, Inc. | 554,010 | 0.1 | ||||||||
145,896(1) | Twitter, Inc. | 4,675,967 | 0.8 | ||||||||
57,144 | ViacomCBS, Inc. | 2,398,334 | 0.4 | ||||||||
621 | ViacomCBS, Inc. | 27,864 | 0.0 | ||||||||
8,449(2) | World Wrestling Entertainment, Inc. | 548,087 | 0.1 | ||||||||
43,295(1) | Zayo Group Holdings, Inc. | 1,500,172 | 0.2 | ||||||||
35,449(1) | Zynga, Inc. - Class A | 216,948 | 0.0 | ||||||||
30,141,272 | 4.9 | ||||||||||
Consumer Discretionary: 14.7% | |||||||||||
3,036 | Advance Auto Parts, Inc. | 486,246 | 0.1 | ||||||||
3,310 | Aptiv PLC | 314,351 | 0.1 | ||||||||
4,551(1) | Autozone, Inc. | 5,421,652 | 0.9 | ||||||||
8,860 | Best Buy Co., Inc. | 777,908 | 0.1 | ||||||||
11,013(1) | Bright Horizons Family Solutions, Inc. | 1,655,144 | 0.3 | ||||||||
12,531(1) | Burlington Stores, Inc. | 2,857,444 | 0.5 | ||||||||
11,331(1) | Capri Holdings Ltd. | 432,278 | 0.1 | ||||||||
14,898(1) | Carmax, Inc. | 1,306,108 | 0.2 | ||||||||
3,723 | Carter's, Inc. | 407,073 | 0.1 | ||||||||
8,646(1) | Carvana Co. | 795,864 | 0.1 | ||||||||
4,904(1) | Chipotle Mexican Grill, Inc. | 4,105,187 | 0.7 | ||||||||
2,784(2) | Choice Hotels International, Inc. | 287,949 | 0.0 | ||||||||
3,704 | Columbia Sportswear Co. | 371,104 | 0.1 | ||||||||
23,602 | Darden Restaurants, Inc. | 2,572,854 | 0.4 | ||||||||
46,786 | Dollar General Corp. | 7,297,680 | 1.2 | ||||||||
24,507(1) | Dollar Tree, Inc. | 2,304,883 | 0.4 | ||||||||
7,856 | Domino's Pizza, Inc. | 2,307,936 | 0.4 | ||||||||
14,781 | Dunkin Brands Group, Inc. | 1,116,557 | 0.2 | ||||||||
22,556(1) | Etsy, Inc. | 999,231 | 0.2 | ||||||||
23,033 | Expedia Group, Inc. | 2,490,789 | 0.4 | ||||||||
10,488(1) | Five Below, Inc. | 1,340,996 | 0.2 | ||||||||
13,124(1) | Floor & Decor Holdings, Inc. | 666,830 | 0.1 | ||||||||
846(1) | Grand Canyon Education, Inc. | 81,038 | 0.0 | ||||||||
17,479(1),(2) | GrubHub, Inc. | 850,179 | 0.1 | ||||||||
5,859 | H&R Block, Inc. | 137,569 | 0.0 | ||||||||
53,506 | Hanesbrands, Inc. | 794,564 | 0.1 | ||||||||
24,187 | Hasbro, Inc. | 2,554,389 | 0.4 | ||||||||
2,269(1) | Hilton Grand Vacations, Inc. | 78,031 | 0.0 | ||||||||
53,427 | Hilton Worldwide Holdings, Inc. | 5,925,589 | 1.0 | ||||||||
6,863 | L Brands, Inc. | 124,358 | 0.0 | ||||||||
21,818 | Lennar Corp. - Class A | 1,217,226 | 0.2 | ||||||||
1,225 | Lennar Corp. - Class B | 54,757 | 0.0 | ||||||||
8,367(1) | LKQ Corp. | 298,702 | 0.0 | ||||||||
22,635(1) | Lululemon Athletica, Inc. | 5,243,850 | 0.9 | ||||||||
45,367(1),(2) | Mattel, Inc. | 614,723 | 0.1 | ||||||||
8,028 | MGM Resorts International | 267,092 | 0.0 | ||||||||
20,725 | Nordstrom, Inc. | 848,274 | 0.1 | ||||||||
8,251(1) | Norwegian Cruise Line Holdings Ltd. | 481,941 | 0.1 | ||||||||
627(1) | NVR, Inc. | 2,387,873 | 0.4 | ||||||||
10,093(1),(2) | Ollie's Bargain Outlet Holdings, Inc. | 659,174 | 0.1 | ||||||||
14,295(1) | O'Reilly Automotive, Inc. | 6,264,927 | 1.0 | ||||||||
15,717(1) | Planet Fitness, Inc. | 1,173,746 | 0.2 | ||||||||
9,874 | Polaris, Inc. | 1,004,186 | 0.2 | ||||||||
7,381 | Pool Corp. | 1,567,577 | 0.3 | ||||||||
12,242 | Service Corp. International | 563,499 | 0.1 | ||||||||
4,131(1) | ServiceMaster Global Holdings, Inc. | 159,704 | 0.0 | ||||||||
1,397 | Six Flags Entertainment Corp. | 63,019 | 0.0 | ||||||||
9,127(1) | Skechers USA, Inc. | 394,195 | 0.1 | ||||||||
8,690(1) | Tempur Sealy International, Inc. | 756,551 | 0.1 | ||||||||
22,847 | Tractor Supply Co. | 2,134,824 | 0.3 | ||||||||
10,816(1) | Ulta Beauty, Inc. | 2,737,962 | 0.4 | ||||||||
23,697(1) | Under Armour, Inc. - Class A | 511,855 | 0.1 | ||||||||
24,447(1) | Under Armour, Inc. - Class C | 468,893 | 0.1 | ||||||||
6,878 | Vail Resorts, Inc. | 1,649,551 | 0.3 | ||||||||
12,097(1),(2) | Wayfair, Inc. | 1,093,206 | 0.2 | ||||||||
35,593 | Wendy's Company | 790,520 | 0.1 | ||||||||
2,759 | Williams-Sonoma, Inc. | 202,621 | 0.0 | ||||||||
5,330 | Wyndham Hotels & Resorts, Inc. | 334,777 | 0.1 | ||||||||
15,528 | Wynn Resorts Ltd. | 2,156,373 | 0.4 | ||||||||
56,038 | Yum China Holdings, Inc. | 2,690,384 | 0.4 | ||||||||
89,653,763 | 14.7 | ||||||||||
Consumer Staples: 3.2% | |||||||||||
8,082 | Brown-Forman Corp. - Class A | 507,307 | 0.1 | ||||||||
30,785 | Brown-Forman Corp. - Class B | 2,081,066 | 0.3 | ||||||||
18,216 | Campbell Soup Co. | 900,235 | 0.2 | ||||||||
1,768 | Casey's General Stores, Inc. | 281,094 | 0.1 | ||||||||
47,191 | Church & Dwight Co., Inc. | 3,319,415 | 0.6 | ||||||||
19,682 | Clorox Co. | 3,021,974 | 0.5 |
See Accompanying Notes to Financial Statements
66
Voya Russell™Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK (continued) | |||||||||||
Consumer Staples: (continued) | |||||||||||
949(1) | Grocery Outlet Holding Corp. | 30,795 | 0.0 | ||||||||
2,878(1) | Herbalife Nutrition Ltd. | 137,194 | 0.0 | ||||||||
24,180 | Hershey Co. | 3,553,977 | 0.6 | ||||||||
18,083 | Kellogg Co. | 1,250,620 | 0.2 | ||||||||
7,263 | Lamb Weston Holdings, Inc. | 624,836 | 0.1 | ||||||||
15,228 | McCormick & Co., Inc. | 2,584,649 | 0.4 | ||||||||
3,614(1) | Pilgrim's Pride Corp. | 118,232 | 0.0 | ||||||||
5,591(1) | Post Holdings, Inc. | 609,978 | 0.1 | ||||||||
10,638(1) | Sprouts Farmers Market, Inc. | 205,845 | 0.0 | ||||||||
1,799(1) | TreeHouse Foods, Inc. | 87,252 | 0.0 | ||||||||
19,314,469 | 3.2 | ||||||||||
Energy: 1.2% | |||||||||||
48,288 | Cabot Oil & Gas Corp. | 840,694 | 0.1 | ||||||||
25,408(1) | Cheniere Energy, Inc. | 1,551,667 | 0.3 | ||||||||
6,386 | Diamondback Energy, Inc. | 593,004 | 0.1 | ||||||||
3,928 | Equitrans Midstream Corp. | 52,478 | 0.0 | ||||||||
25,162 | Oneok, Inc. | 1,904,008 | 0.3 | ||||||||
29,502 | Parsley Energy, Inc. | 557,883 | 0.1 | ||||||||
13,457 | Pioneer Natural Resources Co. | 2,036,986 | 0.3 | ||||||||
7,536,720 | 1.2 | ||||||||||
Financials: 4.5% | |||||||||||
279(1) | Alleghany Corp. | 223,080 | 0.1 | ||||||||
3,350 | Ameriprise Financial, Inc. | 558,043 | 0.1 | ||||||||
10,000(1) | Arch Capital Group Ltd. | 428,900 | 0.1 | ||||||||
7,479 | Arthur J. Gallagher & Co. | 712,225 | 0.1 | ||||||||
11,022(1) | Athene Holding Ltd. | 518,365 | 0.1 | ||||||||
1,566 | Axis Capital Holdings Ltd. | 93,083 | 0.0 | ||||||||
2,622 | Brown & Brown, Inc. | 103,517 | 0.0 | ||||||||
5,249 | Cboe Global Markets, Inc. | 629,880 | 0.1 | ||||||||
1,487 | CIT Group, Inc. | 67,852 | 0.0 | ||||||||
1,624 | Comerica, Inc. | 116,522 | 0.0 | ||||||||
1,772(1) | Credit Acceptance Corp. | 783,809 | 0.1 | ||||||||
21,072 | Discover Financial Services | 1,787,327 | 0.3 | ||||||||
7,978 | E*Trade Financial Corp. | 361,962 | 0.1 | ||||||||
3,130 | Erie Indemnity Co. | 519,580 | 0.1 | ||||||||
2,649 | Evercore, Inc. | 198,039 | 0.0 | ||||||||
2,344 | Everest Re Group Ltd. | 648,913 | 0.1 | ||||||||
7,186 | Factset Research Systems, Inc. | 1,928,004 | 0.3 | ||||||||
5,773 | First Republic Bank | 678,039 | 0.1 | ||||||||
3,858 | Interactive Brokers Group, Inc. | 179,860 | 0.0 | ||||||||
2,244 | Kemper Corp. | 173,910 | 0.0 | ||||||||
7,280 | Lazard Ltd. | 290,909 | 0.1 | ||||||||
1,479(1),(2) | LendingTree, Inc. | 448,788 | 0.1 | ||||||||
15,426 | LPL Financial Holdings, Inc. | 1,423,049 | 0.2 | ||||||||
216(1) | Markel Corp. | 246,925 | 0.1 | ||||||||
7,059 | MarketAxess Holdings, Inc. | 2,676,137 | 0.5 | ||||||||
3,765 | Morningstar, Inc. | 569,682 | 0.1 | ||||||||
15,777 | MSCI, Inc. - Class A | 4,073,306 | 0.7 | ||||||||
5,693 | Primerica, Inc. | 743,278 | 0.1 | ||||||||
1,924 | Prosperity Bancshares, Inc. | 138,316 | 0.0 | ||||||||
5,557 | Raymond James Financial, Inc. | 497,129 | 0.1 | ||||||||
3,194 | RenaissanceRe Holdings Ltd. | 626,088 | 0.1 | ||||||||
11,605 | SEI Investments Co. | 759,895 | 0.1 | ||||||||
5,003 | Signature Bank | 683,460 | 0.1 | ||||||||
737(1) | SVB Financial Group | 185,016 | 0.0 | ||||||||
33,561 | Synchrony Financial | 1,208,532 | 0.2 | ||||||||
2,012 | Synovus Financial Corp. | 78,870 | 0.0 | ||||||||
12,589 | T. Rowe Price Group, Inc. | 1,533,844 | 0.3 | ||||||||
4,152(2) | Virtu Financial, Inc. | 66,390 | 0.0 | ||||||||
1,778(3) | Voya Financial, Inc. | 108,422 | 0.0 | ||||||||
1,930 | Western Alliance Bancorp. | 110,010 | 0.0 | ||||||||
27,178,956 | 4.5 | ||||||||||
Health Care: 15.3% | |||||||||||
8,504(1) | Abiomed, Inc. | 1,450,697 | 0.2 | ||||||||
2,239(1),(2) | Adaptive Biotechnologies Corp. | 66,991 | 0.0 | ||||||||
5,714 | Agilent Technologies, Inc. | 487,461 | 0.1 | ||||||||
1,231(1) | Agios Pharmaceuticals, Inc. | 58,780 | 0.0 | ||||||||
14,955(1) | Align Technology, Inc. | 4,173,043 | 0.7 | ||||||||
16,999(1) | Alnylam Pharmaceuticals, Inc. | 1,957,775 | 0.3 | ||||||||
29,105 | AmerisourceBergen Corp. | 2,474,507 | 0.4 | ||||||||
42,852(1) | Avantor, Inc. | 777,764 | 0.1 | ||||||||
34,273(1) | BioMarin Pharmaceutical, Inc. | 2,897,782 | 0.5 | ||||||||
7,186 | Bio-Techne Corp. | 1,577,399 | 0.3 | ||||||||
19,573 | Bruker Corp. | 997,636 | 0.2 | ||||||||
4,030(2) | Cantel Medical Corp. | 285,727 | 0.1 | ||||||||
65,592(1) | Centene Corp. | 4,123,769 | 0.7 | ||||||||
59,932 | Cerner Corp. | 4,398,410 | 0.7 | ||||||||
4,706(1),(2) | Change Healthcare, Inc. | 77,131 | 0.0 | ||||||||
9,233(1) | Charles River Laboratories International, Inc. | 1,410,433 | 0.2 | ||||||||
2,981 | Chemed Corp. | 1,309,434 | 0.2 | ||||||||
1,270 | Cooper Cos., Inc. | 408,038 | 0.1 | ||||||||
17,362(1) | DexCom, Inc. | 3,797,764 | 0.6 | ||||||||
9,502 | Encompass Health Corp. | 658,204 | 0.1 | ||||||||
17,812(1) | Envista Holdings Corp. | 527,948 | 0.1 | ||||||||
26,814(1) | Exact Sciences Corp. | 2,479,759 | 0.4 | ||||||||
23,419(1) | Exelixis, Inc. | 412,643 | 0.1 | ||||||||
7,014(1) | Guardant Health, Inc. | 548,074 | 0.1 | ||||||||
3,563(1) | Henry Schein, Inc. | 237,723 | 0.0 | ||||||||
6,628 | Hill-Rom Holdings, Inc. | 752,477 | 0.1 | ||||||||
41,063(1) | Hologic, Inc. | 2,143,899 | 0.4 | ||||||||
4,048(1) | Horizon Therapeutics Plc | 146,538 | 0.0 | ||||||||
1,124(1) | ICU Medical, Inc. | 210,323 | 0.0 | ||||||||
16,294(1) | Idexx Laboratories, Inc. | 4,254,852 | 0.7 | ||||||||
34,078(1) | Incyte Corp., Ltd. | 2,975,691 | 0.5 | ||||||||
11,377(1) | Insulet Corp. | 1,947,742 | 0.3 | ||||||||
24,532(1) | Ionis Pharmaceuticals, Inc. | 1,481,978 | 0.2 | ||||||||
14,468(1) | IQVIA Holdings, Inc. | 2,235,451 | 0.4 | ||||||||
9,423(1) | Jazz Pharmaceuticals PLC | 1,406,665 | 0.2 | ||||||||
1,113(1) | Laboratory Corp. of America Holdings | 188,286 | 0.0 | ||||||||
9,027(1) | Masimo Corp. | 1,426,808 | 0.2 |
See Accompanying Notes to Financial Statements
67
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK (continued) | |||||||||||
Health Care: (continued) | |||||||||||
3,802 | McKesson Corp. | 525,893 | 0.1 | ||||||||
4,605(1) | Mettler Toledo International, Inc. | 3,653,054 | 0.6 | ||||||||
35,748(1),(2) | Moderna, Inc. | 699,231 | 0.1 | ||||||||
9,294(1) | Molina Healthcare, Inc. | 1,261,103 | 0.2 | ||||||||
4,925(1) | Nektar Therapeutics | 106,306 | 0.0 | ||||||||
17,324(1) | Neurocrine Biosciences, Inc. | 1,862,157 | 0.3 | ||||||||
6,026(1) | Penumbra, Inc. | 989,891 | 0.2 | ||||||||
4,654 | PerkinElmer, Inc. | 451,903 | 0.1 | ||||||||
12,033(1) | PRA Health Sciences, Inc. | 1,337,468 | 0.2 | ||||||||
27,225 | Resmed, Inc. | 4,219,058 | 0.7 | ||||||||
9,793(1),(2) | Sage Therapeutics, Inc. | 706,957 | 0.1 | ||||||||
13,526(1) | Sarepta Therapeutics, Inc. | 1,745,395 | 0.3 | ||||||||
22,028(1) | Seattle Genetics, Inc. | 2,516,919 | 0.4 | ||||||||
933 | STERIS Public Ltd. Co. | 142,208 | 0.0 | ||||||||
8,851 | Teleflex, Inc. | 3,331,871 | 0.5 | ||||||||
17,435(1) | Varian Medical Systems, Inc. | 2,475,944 | 0.4 | ||||||||
25,126(1) | Veeva Systems, Inc. | 3,534,223 | 0.6 | ||||||||
12,247(1) | Waters Corp. | 2,861,512 | 0.5 | ||||||||
8,701(1) | WellCare Health Plans, Inc. | 2,873,157 | 0.5 | ||||||||
10,615 | West Pharmaceutical Services, Inc. | 1,595,753 | 0.3 | ||||||||
93,655,605 | 15.3 | ||||||||||
Industrials: 16.9% | |||||||||||
2,004 | Acuity Brands, Inc. | 276,552 | 0.0 | ||||||||
1,416 | Air Lease Corp. | 67,288 | 0.0 | ||||||||
10,607 | Alaska Air Group, Inc. | 718,624 | 0.1 | ||||||||
13,420 | Allegion Public Ltd. | 1,671,327 | 0.3 | ||||||||
20,947 | Allison Transmission Holdings, Inc. | 1,012,159 | 0.2 | ||||||||
7,603 | American Airlines Group, Inc. | 218,054 | 0.0 | ||||||||
34,653 | Ametek, Inc. | 3,456,290 | 0.6 | ||||||||
4,271 | AO Smith Corp. | 203,470 | 0.0 | ||||||||
9,378 | Armstrong World Industries, Inc. | 881,251 | 0.1 | ||||||||
13,550 | BWX Technologies, Inc. | 841,184 | 0.1 | ||||||||
9,324 | Carlisle Cos., Inc. | 1,508,996 | 0.3 | ||||||||
19,753(2) | CH Robinson Worldwide, Inc. | 1,544,685 | 0.3 | ||||||||
16,051 | Cintas Corp. | 4,319,003 | 0.7 | ||||||||
38,551(1) | Copart, Inc. | 3,505,828 | 0.6 | ||||||||
6,900(1) | CoStar Group, Inc. | 4,128,270 | 0.7 | ||||||||
24,191 | Donaldson Co., Inc. | 1,393,885 | 0.2 | ||||||||
12,170 | Dover Corp. | 1,402,714 | 0.2 | ||||||||
19,544 | Equifax, Inc. | 2,738,505 | 0.5 | ||||||||
23,408 | Expeditors International Washington, Inc. | 1,826,292 | 0.3 | ||||||||
99,237 | Fastenal Co. | 3,666,807 | 0.6 | ||||||||
5,431 | Flowserve Corp. | 270,301 | 0.0 | ||||||||
12,689 | Fortive Corp. | 969,313 | 0.2 | ||||||||
8,532 | Fortune Brands Home & Security, Inc. | 557,481 | 0.1 | ||||||||
31,619 | Graco, Inc. | 1,644,188 | 0.3 | ||||||||
7,471 | Heico Corp. | 852,815 | 0.1 | ||||||||
14,622 | Heico Corp. - Class A | 1,309,108 | 0.2 | ||||||||
15,154 | Hexcel Corp. | 1,110,940 | 0.2 | ||||||||
5,729 | Hubbell, Inc. | 846,861 | 0.1 | ||||||||
6,089 | Huntington Ingalls Industries, Inc. | 1,527,608 | 0.3 | ||||||||
23,198(1) | IAA, Inc. | 1,091,698 | 0.2 | ||||||||
7,244 | IDEX Corp. | 1,245,968 | 0.2 | ||||||||
47,765(1) | IHS Markit Ltd. | 3,599,093 | 0.6 | ||||||||
43,465 | Ingersoll-Rand PLC - Class A | 5,777,368 | 0.9 | ||||||||
4,998 | JB Hunt Transport Services, Inc. | 583,666 | 0.1 | ||||||||
4,859(1) | JetBlue Airways Corp. | 90,960 | 0.0 | ||||||||
22,414 | KAR Auction Services, Inc. | 488,401 | 0.1 | ||||||||
21,317 | L3Harris Technologies, Inc. | 4,217,995 | 0.7 | ||||||||
6,832 | Landstar System, Inc. | 777,960 | 0.1 | ||||||||
6,136 | Lennox International, Inc. | 1,497,000 | 0.2 | ||||||||
10,601 | Lincoln Electric Holdings, Inc. | 1,025,435 | 0.2 | ||||||||
3,939(1) | Lyft, Inc. | 169,456 | 0.0 | ||||||||
10,618(1) | Middleby Corp. | 1,162,883 | 0.2 | ||||||||
8,524 | Nielsen Holdings PLC | 173,037 | 0.0 | ||||||||
9,989 | Nordson Corp. | 1,626,609 | 0.3 | ||||||||
5,261 | Old Dominion Freight Line | 998,433 | 0.2 | ||||||||
6,213 | Quanta Services, Inc. | 252,931 | 0.0 | ||||||||
2,617 | Republic Services, Inc. | 234,562 | 0.0 | ||||||||
21,743 | Robert Half International, Inc. | 1,373,070 | 0.2 | ||||||||
22,074 | Rockwell Automation, Inc. | 4,473,738 | 0.7 | ||||||||
27,144 | Rollins, Inc. | 900,095 | 0.2 | ||||||||
12,609(1) | Sensata Technologies Holding PLC | 679,247 | 0.1 | ||||||||
17,756 | Spirit Aerosystems Holdings, Inc. | 1,294,057 | 0.2 | ||||||||
20,265 | Toro Co. | 1,614,512 | 0.3 | ||||||||
7,663 | TransDigm Group, Inc. | 4,291,280 | 0.7 | ||||||||
35,877 | TransUnion | 3,071,430 | 0.5 | ||||||||
9,771(1) | United Airlines Holdings, Inc. | 860,727 | 0.1 | ||||||||
10,206(1) | United Rentals, Inc. | 1,702,055 | 0.3 | ||||||||
30,612 | Verisk Analytics, Inc. | 4,571,596 | 0.8 | ||||||||
8,209(1) | WABCO Holdings, Inc. | 1,112,319 | 0.2 | ||||||||
9,612 | Westinghouse Air Brake Technologies Corp. | 747,814 | 0.1 | ||||||||
8,638 | Woodward, Inc. | 1,023,085 | 0.2 | ||||||||
8,286 | WW Grainger, Inc. | 2,804,977 | 0.5 | ||||||||
10,210(1) | XPO Logistics, Inc. | 813,737 | 0.1 | ||||||||
34,340 | Xylem, Inc. | 2,705,649 | 0.4 | ||||||||
103,522,642 | 16.9 | ||||||||||
Information Technology: 33.7% | |||||||||||
3,945(1) | 2U, Inc. | 94,641 | 0.0 | ||||||||
197,919(1) | Advanced Micro Devices, Inc. | 9,076,565 | 1.5 | ||||||||
27,742(1) | Akamai Technologies, Inc. | 2,396,354 | 0.4 | ||||||||
827 | Alliance Data Systems Corp. | 92,789 | 0.0 | ||||||||
8,710(1) | Alteryx, Inc. | 871,610 | 0.1 | ||||||||
55,938 | Amphenol Corp. | 6,054,170 | 1.0 | ||||||||
16,388(1) | Anaplan, Inc. | 858,731 | 0.1 | ||||||||
16,029(1) | ANSYS, Inc. | 4,126,025 | 0.7 | ||||||||
11,371(1) | Arista Networks, Inc. | 2,312,861 | 0.4 | ||||||||
13,071(1) | Aspen Technology, Inc. | 1,580,676 | 0.3 | ||||||||
22,502(1) | Atlassian Corp. PLC | 2,707,891 | 0.4 | ||||||||
8,983(1) | Avalara, Inc. | 658,005 | 0.1 | ||||||||
27,538(1) | Black Knight, Inc. | 1,775,650 | 0.3 | ||||||||
26,137 | Booz Allen Hamilton Holding Corp. | 1,859,125 | 0.3 | ||||||||
21,806 | Broadridge Financial Solutions, Inc. ADR | 2,693,913 | 0.4 | ||||||||
53,346(1) | Cadence Design Systems, Inc. | 3,700,079 | 0.6 |
See Accompanying Notes to Financial Statements
68
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
23,315 | CDK Global, Inc. | 1,274,864 | 0.2 | ||||||||
27,335 | CDW Corp. | 3,904,531 | 0.6 | ||||||||
14,469(1) | Ceridian HCM Holding, Inc. | 982,156 | 0.2 | ||||||||
21,179 | Citrix Systems, Inc. | 2,348,751 | 0.4 | ||||||||
31,425 | Cognex Corp. | 1,761,057 | 0.3 | ||||||||
851(1) | CoreLogic, Inc. | 37,197 | 0.0 | ||||||||
45,879 | Corning, Inc. | 1,335,538 | 0.2 | ||||||||
12,013(1) | Coupa Software, Inc. | 1,756,901 | 0.3 | ||||||||
1,533(1) | Cree, Inc. | 70,748 | 0.0 | ||||||||
29,735(1) | DocuSign, Inc. | 2,203,661 | 0.4 | ||||||||
1,602 | Dolby Laboratories, Inc. | 110,218 | 0.0 | ||||||||
40,577(1) | Dropbox, Inc. | 726,734 | 0.1 | ||||||||
10,011(1) | Dynatrace, Inc. | 253,278 | 0.0 | ||||||||
8,673(1) | Elastic NV | 557,674 | 0.1 | ||||||||
25,795 | Entegris, Inc. | 1,292,071 | 0.2 | ||||||||
9,942(1) | EPAM Systems, Inc. | 2,109,295 | 0.3 | ||||||||
9,579(1) | Euronet Worldwide, Inc. | 1,509,267 | 0.3 | ||||||||
10,805(1) | F5 Networks, Inc. | 1,508,918 | 0.2 | ||||||||
5,436(1) | Fair Isaac Corp. | 2,036,760 | 0.3 | ||||||||
38,226(1) | FireEye, Inc. | 631,876 | 0.1 | ||||||||
108,278(1) | Fiserv, Inc. | 12,520,185 | 2.1 | ||||||||
16,350(1) | FleetCor Technologies, Inc. | 4,704,222 | 0.8 | ||||||||
2,174 | Flir Systems, Inc. | 113,200 | 0.0 | ||||||||
27,452(1) | Fortinet, Inc. | 2,930,775 | 0.5 | ||||||||
16,750(1) | Gartner, Inc. | 2,581,175 | 0.4 | ||||||||
35,832 | Genpact Ltd. | 1,511,035 | 0.3 | ||||||||
57,205 | Global Payments, Inc. | 10,443,345 | 1.7 | ||||||||
32,775(1) | GoDaddy, Inc. | 2,226,078 | 0.4 | ||||||||
15,861(1) | Guidewire Software, Inc. | 1,741,062 | 0.3 | ||||||||
7,758(1) | HubSpot, Inc. | 1,229,643 | 0.2 | ||||||||
483(1) | IPG Photonics Corp. | 69,996 | 0.0 | ||||||||
6,140 | Jabil, Inc. | 253,766 | 0.0 | ||||||||
13,001 | Jack Henry & Associates, Inc. | 1,893,856 | 0.3 | ||||||||
35,966(1) | Keysight Technologies, Inc. | 3,691,191 | 0.6 | ||||||||
30,571 | KLA Corp. | 5,446,835 | 0.9 | ||||||||
24,319 | Lam Research Corp. | 7,110,876 | 1.2 | ||||||||
12,201(1) | Manhattan Associates, Inc. | 973,030 | 0.2 | ||||||||
19,567 | Maxim Integrated Products | 1,203,566 | 0.2 | ||||||||
2,433(1),(2) | Medallia, Inc. | 75,691 | 0.0 | ||||||||
12,529 | Microchip Technology, Inc. | 1,312,037 | 0.2 | ||||||||
8,013(1),(2) | MongoDB, Inc. | 1,054,591 | 0.2 | ||||||||
8,011 | Monolithic Power Systems, Inc. | 1,426,118 | 0.2 | ||||||||
24,266 | Motorola Solutions, Inc. | 3,910,223 | 0.6 | ||||||||
1,351 | National Instruments Corp. | 57,201 | 0.0 | ||||||||
24,413(1) | NCR Corp. | 858,361 | 0.1 | ||||||||
45,871 | NetApp, Inc. | 2,855,470 | 0.5 | ||||||||
9,515(1) | New Relic, Inc. | 625,231 | 0.1 | ||||||||
32,400(1) | Nutanix, Inc. | 1,012,824 | 0.2 | ||||||||
20,085(1) | Okta, Inc. | 2,317,206 | 0.4 | ||||||||
8,059(1),(2) | PagerDuty, Inc. | 188,500 | 0.0 | ||||||||
18,176(1) | Palo Alto Networks, Inc. | 4,203,200 | 0.7 | ||||||||
61,596 | Paychex, Inc. | 5,239,356 | 0.9 | ||||||||
9,438(1) | Paycom Software, Inc. | 2,498,805 | 0.4 | ||||||||
6,608(1) | Paylocity Holding Corp. | 798,379 | 0.1 | ||||||||
7,308 | Pegasystems, Inc. | 582,082 | 0.1 | ||||||||
11,939(1) | Pluralsight, Inc. | 205,470 | 0.0 | ||||||||
10,670(1) | Proofpoint, Inc. | 1,224,703 | 0.2 | ||||||||
19,925(1) | PTC, Inc. | 1,492,183 | 0.2 | ||||||||
44,388(1) | Pure Storage, Inc. - Class A | 759,479 | 0.1 | ||||||||
15,213(1) | RealPage, Inc. | 817,699 | 0.1 | ||||||||
14,268(1) | RingCentral, Inc. | 2,406,584 | 0.4 | ||||||||
9,227 | Sabre Corp. | 207,054 | 0.0 | ||||||||
1,631 | Skyworks Solutions, Inc. | 197,155 | 0.0 | ||||||||
16,744(1) | Smartsheet, Inc. | 752,140 | 0.1 | ||||||||
2,434(1),(2) | SolarWinds Corp. | 45,151 | 0.0 | ||||||||
29,571(1) | Splunk, Inc. | 4,428,849 | 0.7 | ||||||||
65,923(1) | Square, Inc. | 4,124,143 | 0.7 | ||||||||
38,362 | SS&C Technologies Holdings, Inc. | 2,355,427 | 0.4 | ||||||||
11,249 | Switch, Inc. | 166,710 | 0.0 | ||||||||
28,581(1) | Synopsys, Inc. | 3,978,475 | 0.7 | ||||||||
21,460(1) | Teradata Corp. | 574,484 | 0.1 | ||||||||
32,015 | Teradyne, Inc. | 2,183,103 | 0.4 | ||||||||
7,515(1) | Trade Desk, Inc./The | 1,952,247 | 0.3 | ||||||||
8,248(1) | Trimble, Inc. | 343,859 | 0.1 | ||||||||
23,507(1) | Twilio, Inc. | 2,310,268 | 0.4 | ||||||||
7,351(1) | Tyler Technologies, Inc. | 2,205,447 | 0.4 | ||||||||
1,641 | Ubiquiti, Inc. | 310,116 | 0.1 | ||||||||
8,173 | Universal Display Corp. | 1,684,210 | 0.3 | ||||||||
13,660(1) | VeriSign, Inc. | 2,632,009 | 0.4 | ||||||||
17,591 | Western Union Co. | 471,087 | 0.1 | ||||||||
8,246(1) | WEX, Inc. | 1,727,207 | 0.3 | ||||||||
48,765 | Xilinx, Inc. | 4,767,754 | 0.8 | ||||||||
10,251(1) | Zebra Technologies Corp. | 2,618,515 | 0.4 | ||||||||
21,185(1) | Zendesk, Inc. | 1,623,407 | 0.3 | ||||||||
12,089(1),(2) | Zscaler, Inc. | 562,138 | 0.1 | ||||||||
206,056,764 | 33.7 | ||||||||||
Materials: 2.8% | |||||||||||
4,923 | Aptargroup, Inc. | 569,197 | 0.1 | ||||||||
14,938 | Avery Dennison Corp. | 1,954,189 | 0.3 | ||||||||
12,193(1) | Axalta Coating Systems Ltd. | 370,667 | 0.1 | ||||||||
61,931 | Ball Corp. | 4,005,078 | 0.7 | ||||||||
9,708(1) | Berry Global Group, Inc. | 461,033 | 0.1 | ||||||||
4,142 | CF Industries Holdings, Inc. | 197,739 | 0.0 | ||||||||
14,393(1) | Crown Holdings, Inc. | 1,044,068 | 0.2 | ||||||||
6,626 | Eagle Materials, Inc. | 600,713 | 0.1 | ||||||||
16,168(1) | Element Solutions, Inc. | 188,842 | 0.0 | ||||||||
3,675 | Martin Marietta Materials, Inc. | 1,027,677 | 0.2 | ||||||||
1,207 | NewMarket Corp. | 587,230 | 0.1 | ||||||||
3,970 | Royal Gold, Inc. | 485,333 | 0.1 | ||||||||
4,090 | RPM International, Inc. | 313,948 | 0.1 | ||||||||
7,569 | Scotts Miracle-Gro Co. | 803,677 | 0.1 | ||||||||
2,176 | Sealed Air Corp. | 86,670 | 0.0 | ||||||||
23,154 | Vulcan Materials Co. | 3,333,945 | 0.5 | ||||||||
10,960 | WR Grace & Co. | 765,556 | 0.1 | ||||||||
16,795,562 | 2.8 | ||||||||||
Real Estate: 2.7% | |||||||||||
21,147 | American Homes 4 Rent | 554,263 | 0.1 | ||||||||
36,702 | Americold Realty Trust | 1,286,772 | 0.2 | ||||||||
12,579 | Brookfield Property REIT, Inc. | 232,020 | 0.0 | ||||||||
23,682(1) | CBRE Group, Inc. | 1,451,470 | 0.2 | ||||||||
4,965 | Colony Capital, Inc. | 23,584 | 0.0 | ||||||||
5,598 | Coresite Realty Corp. | 627,648 | 0.1 | ||||||||
33,224 | Equity Lifestyle Properties, Inc. | 2,338,637 | 0.4 | ||||||||
19,505 | Extra Space Storage, Inc. | 2,060,118 | 0.3 | ||||||||
2,397(1) | Howard Hughes Corp. | 303,940 | 0.1 |
See Accompanying Notes to Financial Statements
69
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Real Estate: (continued) | |||||||||||
6,122 | Iron Mountain, Inc. | 195,108 | 0.0 | ||||||||
1,103 | Jones Lang LaSalle, Inc. | 192,021 | 0.0 | ||||||||
16,302 | Lamar Advertising Co. | 1,455,116 | 0.3 | ||||||||
4,244 | Outfront Media, Inc. | 113,824 | 0.0 | ||||||||
21,508 | SBA Communications Corp. | 5,183,213 | 0.9 | ||||||||
4,164 | Sun Communities, Inc. | 625,016 | 0.1 | ||||||||
2,950 | UDR, Inc. | 137,765 | 0.0 | ||||||||
16,780,515 | 2.7 | ||||||||||
Total Common Stock | |||||||||||
(Cost $465,092,731) | 610,636,268 | 99.9 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 2.0% | |||||||||||
Repurchase Agreements: 1.6% | |||||||||||
2,267,931(4) | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,268,126, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $2,313,491, due 09/01/24-11/01/49) | 2,267,931 | 0.3 | ||||||||
671,811(4) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $671,870, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $685,308, due 01/15/20-11/15/48) | 671,811 | 0.1 | ||||||||
2,267,931(4) | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,268,126, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,313,290, due 02/13/20-09/20/69) | 2,267,931 | 0.4 | ||||||||
2,267,931(4) | HSBC Securities USA, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $2,268,126, collateralized by various U.S. Government Agency Obligations, 3.000%-4.000%, Market Value plus accrued interest $2,313,290, due 07/20/47-06/20/48) | 2,267,931 | 0.4 | ||||||||
2,267,931(4) | Jefferies LLC, Repurchase Agreement dated 12/31/19, 1.58%, due 01/02/20 (Repurchase Amount $2,268,127, collateralized by various U.S. Government Securities, 0.000%-2.875%, Market Value plus accrued interest $2,313,290, due 01/28/20-05/15/27) | 2,267,931 | 0.4 | ||||||||
Total Repurchase Agreements | |||||||||||
(Cost $9,743,535) | 9,743,535 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||
Mutual Funds: 0.4% | ||||||||||||
2,422,000(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | |||||||||||
(Cost $2,422,000) | 2,422,000 | 0.4 | ||||||||||
Total Short-Term Investments | ||||||||||||
(Cost $12,165,535) | 12,165,535 | 2.0 | ||||||||||
Total Investments in Securities (Cost $477,258,266) | $ | 622,801,803 | 101.9 | |||||||||
Liabilities in Excess of Other Assets | (11,855,614) | (1.9) | ||||||||||
Net Assets | $ | 610,946,189 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
70
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 99.6% | |||||||||||
Communication Services: 4.3% | |||||||||||
53,138(1) | Altice USA, Inc. | $ | 1,452,793 | 0.1 | |||||||
7,435(1),(2) | AMC Networks, Inc. | 293,682 | 0.0 | ||||||||
768 | Cable One, Inc. | 1,143,145 | 0.1 | ||||||||
191,694 | CenturyLink, Inc. | 2,532,278 | 0.2 | ||||||||
18,799(2) | Cinemark Holdings, Inc. | 636,346 | 0.1 | ||||||||
27,443(1),(2) | Discovery Communications, Inc. - Class A | 898,484 | 0.1 | ||||||||
59,445(1) | Discovery Communications, Inc. - Class C | 1,812,478 | 0.1 | ||||||||
45,759(1) | Dish Network Corp. - Class A | 1,623,072 | 0.1 | ||||||||
61,760 | Fox Corp. - Class A | 2,289,443 | 0.2 | ||||||||
28,683 | Fox Corp. - Class B | 1,044,061 | 0.1 | ||||||||
17,267(1) | GCI Liberty, Inc. | 1,223,367 | 0.1 | ||||||||
13,081(1) | IAC/InterActiveCorp | 3,258,608 | 0.2 | ||||||||
67,839 | Interpublic Group of Cos., Inc. | 1,567,081 | 0.1 | ||||||||
7,674 | John Wiley & Sons, Inc. | 372,342 | 0.0 | ||||||||
4,408(1) | Liberty Media Corp. - Media A | 192,982 | 0.0 | ||||||||
34,745(1) | Liberty Media Corp. - Media C | 1,597,054 | 0.1 | ||||||||
14,849(1) | Liberty Media Corp. - SiriusXM A | 717,801 | 0.1 | ||||||||
4,321(1) | Liberty Broadband Corp. - Series A | 538,224 | 0.0 | ||||||||
18,564(1) | Liberty Broadband Corp. - Series C | 2,334,423 | 0.2 | ||||||||
27,146(1) | Liberty Media Corp. - SiriusXM C | 1,306,808 | 0.1 | ||||||||
8,907(1),(2) | Lions Gate Entertainment Corp. - Class A | 94,949 | 0.0 | ||||||||
20,118(1) | Lions Gate Entertainment Corp. - Class B | 199,772 | 0.0 | ||||||||
22,704(1) | Live Nation Entertainment, Inc. | 1,622,655 | 0.1 | ||||||||
3,263(1) | Madison Square Garden Co. | 959,942 | 0.1 | ||||||||
9,631(1),(2) | Match Group, Inc. | 790,801 | 0.1 | ||||||||
28,486(2) | New York Times Co. | 916,395 | 0.1 | ||||||||
67,641 | News Corp - Class A | 956,444 | 0.1 | ||||||||
21,324 | News Corp - Class B | 309,411 | 0.0 | ||||||||
7,870 | Nexstar Media Group, Inc. | 922,757 | 0.1 | ||||||||
37,951(2) | Omnicom Group | 3,074,790 | 0.2 | ||||||||
15,017(1),(2) | Roku, Inc. | 2,010,776 | 0.1 | ||||||||
10,781 | Sinclair Broadcast Group, Inc. | 359,439 | 0.0 | ||||||||
240,833(2) | Sirius XM Holdings, Inc. | 1,721,956 | 0.1 | ||||||||
20,770(1) | Spotify Technology SA | 3,106,154 | 0.2 | ||||||||
99,690(1) | Sprint Corp. | 519,385 | 0.0 | ||||||||
19,754(1) | Take-Two Interactive Software, Inc. | 2,418,482 | 0.2 | ||||||||
17,618 | Telephone & Data Systems, Inc. | 448,026 | 0.0 | ||||||||
18,544(2) | TripAdvisor, Inc. | 563,367 | 0.0 | ||||||||
134,018(1) | Twitter, Inc. | 4,295,277 | 0.3 | ||||||||
2,697(1) | United States Cellular Corp. | 97,712 | 0.0 | ||||||||
95,438 | ViacomCBS, Inc. | 4,005,533 | 0.3 | ||||||||
1,059 | ViacomCBS, Inc. | 47,517 | 0.0 | ||||||||
7,755(2) | World Wrestling Entertainment, Inc. | 503,067 | 0.0 | ||||||||
39,741(1) | Zayo Group Holdings, Inc. | 1,377,026 | 0.1 | ||||||||
9,914(1) | Zillow Group, Inc. - Class A | 453,466 | 0.0 | ||||||||
22,060(1),(2) | Zillow Group, Inc. - Class C | 1,013,436 | 0.1 | ||||||||
150,959(1) | Zynga, Inc. - Class A | 923,869 | 0.1 | ||||||||
60,546,876 | 4.3 | ||||||||||
Consumer Discretionary: 11.3% | |||||||||||
11,670 | Advance Auto Parts, Inc. | 1,869,067 | 0.1 | ||||||||
45,354 | Aptiv PLC | 4,307,269 | 0.3 | ||||||||
43,061 | Aramark | 1,868,847 | 0.1 | ||||||||
9,466(1),(2) | Autonation, Inc. | 460,332 | 0.0 | ||||||||
4,181(1) | Autozone, Inc. | 4,980,867 | 0.3 | ||||||||
39,701 | Best Buy Co., Inc. | 3,485,748 | 0.2 | ||||||||
36,302 | BorgWarner, Inc. | 1,574,781 | 0.1 | ||||||||
10,109(1) | Bright Horizons Family Solutions, Inc. | 1,519,282 | 0.1 | ||||||||
14,253 | Brunswick Corp. | 854,895 | 0.1 | ||||||||
11,502(1) | Burlington Stores, Inc. | 2,622,801 | 0.2 | ||||||||
101,391(1) | Caesars Entertainment Corp. | 1,378,918 | 0.1 | ||||||||
25,043(1) | Capri Holdings Ltd. | 955,390 | 0.1 | ||||||||
28,933(1),(2) | Carmax, Inc. | 2,536,556 | 0.2 | ||||||||
7,747(2) | Carter's, Inc. | 847,057 | 0.1 | ||||||||
7,942(1),(2) | Carvana Co. | 731,061 | 0.1 | ||||||||
4,505(1) | Chipotle Mexican Grill, Inc. | 3,771,180 | 0.3 | ||||||||
5,897(2) | Choice Hotels International, Inc. | 609,927 | 0.0 | ||||||||
5,203(2) | Columbia Sportswear Co. | 521,289 | 0.0 | ||||||||
21,665 | Darden Restaurants, Inc. | 2,361,702 | 0.2 | ||||||||
11,485 | Dick's Sporting Goods, Inc. | 568,393 | 0.0 | ||||||||
45,720 | Dollar General Corp. | 7,131,406 | 0.5 | ||||||||
41,535(1) | Dollar Tree, Inc. | 3,906,367 | 0.3 | ||||||||
7,211 | Domino's Pizza, Inc. | 2,118,448 | 0.1 | ||||||||
59,150 | D.R. Horton, Inc. | 3,120,162 | 0.2 | ||||||||
14,526(2) | Dunkin Brands Group, Inc. | 1,097,294 | 0.1 | ||||||||
21,001(1),(2) | Etsy, Inc. | 930,344 | 0.1 | ||||||||
24,357 | Expedia Group, Inc. | 2,633,966 | 0.2 | ||||||||
32,061 | Extended Stay America, Inc. | 476,426 | 0.0 | ||||||||
9,627(1) | Five Below, Inc. | 1,230,908 | 0.1 | ||||||||
12,056(1),(2) | Floor & Decor Holdings, Inc. | 612,565 | 0.0 | ||||||||
18,729 | Foot Locker, Inc. | 730,244 | 0.1 | ||||||||
14,930(1) | frontdoor, Inc. | 707,981 | 0.0 | ||||||||
38,150(2) | Gap, Inc. | 674,492 | 0.0 | ||||||||
25,532 | Garmin Ltd. | 2,490,902 | 0.2 | ||||||||
45,023 | Gentex Corp. | 1,304,766 | 0.1 | ||||||||
24,747 | Genuine Parts Co. | 2,628,874 | 0.2 | ||||||||
40,890 | Goodyear Tire & Rubber Co. | 636,044 | 0.0 | ||||||||
738 | Graham Holdings Co. | 471,575 | 0.0 | ||||||||
8,349(1),(2) | Grand Canyon Education, Inc. | 799,751 | 0.1 | ||||||||
16,044(1),(2) | GrubHub, Inc. | 780,380 | 0.1 |
See Accompanying Notes to Financial Statements
71
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Consumer Discretionary: (continued) | |||||||||||
35,835 | H&R Block, Inc. | 841,406 | 0.1 | ||||||||
63,244(2) | Hanesbrands, Inc. | 939,173 | 0.1 | ||||||||
27,015(2) | Harley-Davidson, Inc. | 1,004,688 | 0.1 | ||||||||
22,218 | Hasbro, Inc. | 2,346,443 | 0.2 | ||||||||
15,081(1) | Hilton Grand Vacations, Inc. | 518,636 | 0.0 | ||||||||
49,077 | Hilton Worldwide Holdings, Inc. | 5,443,130 | 0.4 | ||||||||
6,361(2) | Hyatt Hotels Corp. | 570,645 | 0.0 | ||||||||
17,263(2) | International Game Technology PLC | 258,427 | 0.0 | ||||||||
27,947 | Kohl's Corp. | 1,423,900 | 0.1 | ||||||||
40,095 | L Brands, Inc. | 726,521 | 0.1 | ||||||||
10,733 | Lear Corp. | 1,472,568 | 0.1 | ||||||||
23,049(2) | Leggett & Platt, Inc. | 1,171,581 | 0.1 | ||||||||
48,528 | Lennar Corp. - Class A | 2,707,377 | 0.2 | ||||||||
2,784 | Lennar Corp. - Class B | 124,445 | 0.0 | ||||||||
54,044(1) | LKQ Corp. | 1,929,371 | 0.1 | ||||||||
20,792(1) | Lululemon Athletica, Inc. | 4,816,883 | 0.3 | ||||||||
54,363(2) | Macy's, Inc. | 924,171 | 0.1 | ||||||||
60,394(1),(2) | Mattel, Inc. | 818,339 | 0.1 | ||||||||
87,797 | MGM Resorts International | 2,921,006 | 0.2 | ||||||||
10,373(1) | Mohawk Industries, Inc. | 1,414,670 | 0.1 | ||||||||
66,779 | Newell Brands, Inc. | 1,283,492 | 0.1 | ||||||||
19,023(2) | Nordstrom, Inc. | 778,611 | 0.1 | ||||||||
37,336(1) | Norwegian Cruise Line Holdings Ltd. | 2,180,796 | 0.2 | ||||||||
576(1) | NVR, Inc. | 2,193,644 | 0.2 | ||||||||
9,257(1),(2) | Ollie's Bargain Outlet Holdings, Inc. | 604,575 | 0.0 | ||||||||
13,132(1) | O'Reilly Automotive, Inc. | 5,755,230 | 0.4 | ||||||||
6,014(2) | Penske Auto Group, Inc. | 302,023 | 0.0 | ||||||||
14,437(1) | Planet Fitness, Inc. | 1,078,155 | 0.1 | ||||||||
10,115 | Polaris, Inc. | 1,028,695 | 0.1 | ||||||||
6,775 | Pool Corp. | 1,438,874 | 0.1 | ||||||||
44,372 | Pulte Group, Inc. | 1,721,634 | 0.1 | ||||||||
12,959 | PVH Corp. | 1,362,639 | 0.1 | ||||||||
67,360(1) | Qurate Retail, Inc. | 567,845 | 0.0 | ||||||||
8,649 | Ralph Lauren Corp. | 1,013,836 | 0.1 | ||||||||
30,214 | Royal Caribbean Cruises Ltd. | 4,033,871 | 0.3 | ||||||||
31,192 | Service Corp. International | 1,435,768 | 0.1 | ||||||||
23,984(1) | ServiceMaster Global Holdings, Inc. | 927,221 | 0.1 | ||||||||
13,986 | Six Flags Entertainment Corp. | 630,908 | 0.0 | ||||||||
23,125(1) | Skechers USA, Inc. | 998,769 | 0.1 | ||||||||
48,664 | Tapestry, Inc. | 1,312,468 | 0.1 | ||||||||
8,071(1) | Tempur Sealy International, Inc. | 702,661 | 0.0 | ||||||||
9,311(2) | Thor Industries, Inc. | 691,714 | 0.0 | ||||||||
21,249 | Tiffany & Co. | 2,839,929 | 0.2 | ||||||||
22,805 | Toll Brothers, Inc. | 901,026 | 0.1 | ||||||||
20,971 | Tractor Supply Co. | 1,959,530 | 0.1 | ||||||||
9,928(1) | Ulta Beauty, Inc. | 2,513,174 | 0.2 | ||||||||
33,033(1),(2) | Under Armour, Inc. - Class A | 713,513 | 0.0 | ||||||||
34,078(1),(2) | Under Armour, Inc. - Class C | 653,616 | 0.0 | ||||||||
12,081(1) | Urban Outfitters, Inc. | 335,489 | 0.0 | ||||||||
7,069(2) | Vail Resorts, Inc. | 1,695,358 | 0.1 | ||||||||
11,112(1),(2) | Wayfair, Inc. | 1,004,191 | 0.1 | ||||||||
32,646 | Wendy's Company | 725,068 | 0.0 | ||||||||
10,900 | Whirlpool Corp. | 1,608,077 | 0.1 | ||||||||
13,753(2) | Williams-Sonoma, Inc. | 1,010,020 | 0.1 | ||||||||
16,013 | Wyndham Destinations, Inc. | 827,712 | 0.1 | ||||||||
16,485 | Wyndham Hotels & Resorts, Inc. | 1,035,423 | 0.1 | ||||||||
17,214 | Wynn Resorts Ltd. | 2,390,508 | 0.2 | ||||||||
63,739 | Yum China Holdings, Inc. | 3,060,109 | 0.2 | ||||||||
159,997,809 | 11.3 | ||||||||||
Consumer Staples: 4.1% | |||||||||||
98,136 | Archer-Daniels-Midland Co. | 4,548,603 | 0.3 | ||||||||
8,350(1),(2) | Beyond Meat, Inc. | 631,260 | 0.1 | ||||||||
7,937 | Brown-Forman Corp. - Class A | 498,205 | 0.0 | ||||||||
30,255(2) | Brown-Forman Corp. - Class B | 2,045,238 | 0.2 | ||||||||
24,219 | Bunge Ltd. | 1,393,803 | 0.1 | ||||||||
29,438 | Campbell Soup Co. | 1,454,826 | 0.1 | ||||||||
6,435 | Casey's General Stores, Inc. | 1,023,101 | 0.1 | ||||||||
43,317 | Church & Dwight Co., Inc. | 3,046,918 | 0.2 | ||||||||
22,180 | Clorox Co. | 3,405,517 | 0.2 | ||||||||
84,908 | Conagra Brands, Inc. | 2,907,250 | 0.2 | ||||||||
50,783(2) | Coty, Inc - Class A | 571,309 | 0.0 | ||||||||
11,040(2) | Energizer Holdings, Inc. | 554,429 | 0.0 | ||||||||
34,265 | Flowers Foods, Inc. | 744,921 | 0.1 | ||||||||
5,677(1),(2) | Grocery Outlet Holding Corp. | 184,219 | 0.0 | ||||||||
14,624(1),(2) | Hain Celestial Group, Inc. | 379,566 | 0.0 | ||||||||
17,505(1) | Herbalife Nutrition Ltd. | 834,463 | 0.1 | ||||||||
25,443 | Hershey Co. | 3,739,612 | 0.3 | ||||||||
48,906(2) | Hormel Foods Corp. | 2,206,150 | 0.2 | ||||||||
11,747 | Ingredion, Inc. | 1,091,884 | 0.1 | ||||||||
19,329 | JM Smucker Co. | 2,012,729 | 0.2 | ||||||||
43,338 | Kellogg Co. | 2,997,256 | 0.2 | ||||||||
140,021 | Kroger Co. | 4,059,209 | 0.3 | ||||||||
25,723 | Lamb Weston Holdings, Inc. | 2,212,950 | 0.2 | ||||||||
21,620 | McCormick & Co., Inc. | 3,669,563 | 0.3 | ||||||||
30,630 | Molson Coors Brewing Co. | 1,650,957 | 0.1 | ||||||||
9,655 | Nu Skin Enterprises, Inc. | 395,662 | 0.0 | ||||||||
9,364(1) | Pilgrim's Pride Corp. | 306,343 | 0.0 | ||||||||
11,421(1) | Post Holdings, Inc. | 1,246,031 | 0.1 | ||||||||
45 | Seaboard Corp. | 191,275 | 0.0 | ||||||||
7,362 | Spectrum Brands Holdings, Inc. | 473,303 | 0.0 | ||||||||
20,673(1),(2) | Sprouts Farmers Market, Inc. | 400,022 | 0.0 | ||||||||
9,763(1),(2) | TreeHouse Foods, Inc. | 473,505 | 0.0 | ||||||||
50,701 | Tyson Foods, Inc. | 4,615,819 | 0.3 | ||||||||
38,391(1) | US Foods Holding Corp. | 1,608,199 | 0.1 | ||||||||
57,574,097 | 4.1 | ||||||||||
Energy: 3.9% | |||||||||||
44,582(2) | Antero Midstream Corp. | 338,377 | 0.0 | ||||||||
46,825(1),(2) | Antero Resources Corp. | 133,451 | 0.0 | ||||||||
66,140(2) | Apache Corp. | 1,692,523 | 0.1 | ||||||||
13,585(1) | Apergy Corp. | 458,901 | 0.0 | ||||||||
114,588 | Baker Hughes Co. | 2,936,891 | 0.2 | ||||||||
70,744 | Cabot Oil & Gas Corp. | 1,231,653 | 0.1 | ||||||||
33,533(1),(2) | Centennial Resource Development, Inc./DE | 154,923 | 0.0 | ||||||||
40,590(1) | Cheniere Energy, Inc. | 2,478,831 | 0.2 | ||||||||
231,200(1) | Chesapeake Energy Corp. | 190,879 | 0.0 | ||||||||
17,594 | Cimarex Energy Co. | 923,509 | 0.1 | ||||||||
35,005 | Concho Resources, Inc./Midland TX | 3,065,388 | 0.2 |
See Accompanying Notes to Financial Statements
72
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Energy: (continued) | |||||||||||
15,284 | Continental Resources, Inc. | 524,241 | 0.0 | ||||||||
67,453 | Devon Energy Corp. | 1,751,754 | 0.1 | ||||||||
28,203 | Diamondback Energy, Inc. | 2,618,931 | 0.2 | ||||||||
44,726(2) | EQT Corp. | 487,513 | 0.0 | ||||||||
35,858(2) | Equitrans Midstream Corp. | 479,063 | 0.0 | ||||||||
153,399 | Halliburton Co. | 3,753,674 | 0.3 | ||||||||
18,756 | Helmerich & Payne, Inc. | 852,085 | 0.1 | ||||||||
47,303 | Hess Corp. | 3,160,313 | 0.2 | ||||||||
26,299 | HollyFrontier Corp. | 1,333,622 | 0.1 | ||||||||
63,642(2) | Kosmos Energy Ltd. | 362,759 | 0.0 | ||||||||
141,188 | Marathon Oil Corp. | 1,917,333 | 0.1 | ||||||||
26,297(2) | Murphy Oil Corp. | 704,760 | 0.1 | ||||||||
67,883 | National Oilwell Varco, Inc. | 1,700,469 | 0.1 | ||||||||
83,395 | Noble Energy, Inc. | 2,071,532 | 0.1 | ||||||||
72,457 | Oneok, Inc. | 5,482,821 | 0.4 | ||||||||
47,307 | Parsley Energy, Inc. | 894,575 | 0.1 | ||||||||
35,028(2) | Patterson-UTI Energy, Inc. | 367,794 | 0.0 | ||||||||
20,980 | PBF Energy, Inc. | 658,143 | 0.1 | ||||||||
29,018 | Pioneer Natural Resources Co. | 4,392,455 | 0.3 | ||||||||
36,792(2) | Range Resources Corp. | 178,441 | 0.0 | ||||||||
40,261 | Targa Resources Corp. | 1,643,857 | 0.1 | ||||||||
101,805(1),(2) | Transocean Ltd. | 700,418 | 0.1 | ||||||||
213,850 | Williams Cos., Inc. | 5,072,522 | 0.4 | ||||||||
73,762(1) | WPX Energy, Inc. | 1,013,490 | 0.1 | ||||||||
55,727,891 | 3.9 | ||||||||||
Financials: 12.8% | |||||||||||
8,624 | Affiliated Managers Group, Inc. | 730,798 | 0.1 | ||||||||
95,240 | AGNC Investment Corp. | 1,683,843 | 0.1 | ||||||||
2,461(1) | Alleghany Corp. | 1,967,742 | 0.1 | ||||||||
67,011 | Ally Financial, Inc. | 2,047,856 | 0.1 | ||||||||
12,950 | American Financial Group, Inc. | 1,419,968 | 0.1 | ||||||||
1,311 | American National Insurance Co. | 154,278 | 0.0 | ||||||||
22,300 | Ameriprise Financial, Inc. | 3,714,734 | 0.3 | ||||||||
251,704 | Annaly Capital Management, Inc. | 2,371,052 | 0.2 | ||||||||
67,444(1) | Arch Capital Group Ltd. | 2,892,673 | 0.2 | ||||||||
32,360 | Arthur J. Gallagher & Co. | 3,081,643 | 0.2 | ||||||||
28,171 | Associated Banc-Corp. | 620,889 | 0.0 | ||||||||
10,657 | Assurant, Inc. | 1,396,920 | 0.1 | ||||||||
16,404 | Assured Guaranty Ltd. | 804,124 | 0.1 | ||||||||
25,311(1) | Athene Holding Ltd. | 1,190,376 | 0.1 | ||||||||
72,935 | AXA Equitable Holdings, Inc. | 1,807,329 | 0.1 | ||||||||
14,513 | Axis Capital Holdings Ltd. | 862,653 | 0.1 | ||||||||
7,103(2) | Bank of Hawaii Corp. | 675,921 | 0.0 | ||||||||
21,363 | Bank OZK | 651,678 | 0.0 | ||||||||
16,497 | BankUnited, Inc. | 603,130 | 0.0 | ||||||||
51,733 | BGC Partners, Inc. | 307,294 | 0.0 | ||||||||
5,687(2) | BOK Financial Corp. | 497,044 | 0.0 | ||||||||
19,019(1) | Brighthouse Financial, Inc. | 746,115 | 0.1 | ||||||||
41,465 | Brown & Brown, Inc. | 1,637,038 | 0.1 | ||||||||
19,492 | Cboe Global Markets, Inc. | 2,339,040 | 0.2 | ||||||||
32,762(2) | Chimera Investment Corp. | 673,587 | 0.0 | ||||||||
26,788 | Cincinnati Financial Corp. | 2,816,758 | 0.2 | ||||||||
16,639 | CIT Group, Inc. | 759,238 | 0.1 | ||||||||
76,530 | Citizens Financial Group, Inc. | 3,107,883 | 0.2 | ||||||||
4,998 | CNA Financial Corp. | 223,960 | 0.0 | ||||||||
25,283 | Comerica, Inc. | 1,814,055 | 0.1 | ||||||||
17,868(2) | Commerce Bancshares, Inc. | 1,213,952 | 0.1 | ||||||||
1,840(1) | Credit Acceptance Corp. | 813,887 | 0.1 | ||||||||
9,932(2) | Cullen/Frost Bankers, Inc. | 971,151 | 0.1 | ||||||||
55,145 | Discover Financial Services | 4,677,399 | 0.3 | ||||||||
39,827 | E*Trade Financial Corp. | 1,806,951 | 0.1 | ||||||||
25,528 | East West Bancorp, Inc. | 1,243,214 | 0.1 | ||||||||
19,647 | Eaton Vance Corp. | 917,318 | 0.1 | ||||||||
4,330(2) | Erie Indemnity Co. | 718,780 | 0.1 | ||||||||
6,949 | Evercore, Inc. | 519,507 | 0.0 | ||||||||
7,072 | Everest Re Group Ltd. | 1,957,812 | 0.1 | ||||||||
6,596(2) | Factset Research Systems, Inc. | 1,769,707 | 0.1 | ||||||||
46,484 | Fidelity National Financial, Inc. | 2,108,049 | 0.1 | ||||||||
124,866 | Fifth Third Bancorp | 3,838,381 | 0.3 | ||||||||
19,195 | First American Financial Corp. | 1,119,452 | 0.1 | ||||||||
1,231 | First Citizens BancShares, Inc. | 655,151 | 0.0 | ||||||||
23,479 | First Hawaiian, Inc. | 677,369 | 0.0 | ||||||||
54,861 | First Horizon National Corp. | 908,498 | 0.1 | ||||||||
29,278 | First Republic Bank | 3,438,701 | 0.2 | ||||||||
56,969 | FNB Corp. | 723,506 | 0.1 | ||||||||
48,650(2) | Franklin Resources, Inc. | 1,263,927 | 0.1 | ||||||||
18,789 | Globe Life, Inc. | 1,977,542 | 0.1 | ||||||||
6,940(2) | Hanover Insurance Group, Inc. | 948,490 | 0.1 | ||||||||
63,465 | Hartford Financial Services Group, Inc. | 3,856,768 | 0.3 | ||||||||
181,058 | Huntington Bancshares, Inc. | 2,730,355 | 0.2 | ||||||||
13,107(2) | Interactive Brokers Group, Inc. | 611,048 | 0.0 | ||||||||
67,111(2) | Invesco Ltd. | 1,206,656 | 0.1 | ||||||||
27,695(2) | Janus Henderson Group PLC | 677,143 | 0.0 | ||||||||
46,587 | Jefferies Financial Group, Inc. | 995,564 | 0.1 | ||||||||
11,065 | Kemper Corp. | 857,538 | 0.1 | ||||||||
172,678 | Keycorp | 3,495,003 | 0.2 | ||||||||
18,232 | Lazard Ltd. | 728,551 | 0.1 | ||||||||
15,096 | Legg Mason, Inc. | 542,097 | �� | 0.0 | |||||||
1,356(1),(2) | LendingTree, Inc. | 411,465 | 0.0 | ||||||||
35,119 | Lincoln National Corp. | 2,072,372 | 0.1 | ||||||||
45,101 | Loews Corp. | 2,367,351 | 0.2 | ||||||||
14,170 | LPL Financial Holdings, Inc. | 1,307,183 | 0.1 | ||||||||
23,188 | M&T Bank Corp. | 3,936,163 | 0.3 | ||||||||
2,386(1) | Markel Corp. | 2,727,604 | 0.2 | ||||||||
6,480 | MarketAxess Holdings, Inc. | 2,456,633 | 0.2 | ||||||||
4,847 | Mercury General Corp. | 236,194 | 0.0 | ||||||||
78,931 | MFA Financial, Inc. | 603,822 | 0.0 | ||||||||
61,082 | MGIC Investment Corp. | 865,532 | 0.1 | ||||||||
3,453 | Morningstar, Inc. | 522,473 | 0.0 | ||||||||
14,493 | MSCI, Inc. - Class A | 3,741,803 | 0.3 | ||||||||
20,185 | Nasdaq, Inc. | 2,161,814 | 0.2 |
See Accompanying Notes to Financial Statements
73
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
34,214 | Navient Corp. | 468,048 | 0.0 | ||||||||
72,971(2) | New Residential Investment Corp. | 1,175,563 | 0.1 | ||||||||
79,730 | New York Community Bancorp., Inc. | 958,355 | 0.1 | ||||||||
34,318 | Northern Trust Corp. | 3,645,944 | 0.3 | ||||||||
49,588 | Old Republic International Corp. | 1,109,284 | 0.1 | ||||||||
11,465 | OneMain Holdings, Inc. | 483,250 | 0.0 | ||||||||
20,724 | PacWest Bancorp | 793,107 | 0.1 | ||||||||
77,529 | People's United Financial, Inc. | 1,310,240 | 0.1 | ||||||||
13,180(2) | Pinnacle Financial Partners, Inc. | 843,520 | 0.1 | ||||||||
16,755 | Popular, Inc. | 984,356 | 0.1 | ||||||||
7,329 | Primerica, Inc. | 956,874 | 0.1 | ||||||||
48,621 | Principal Financial Group, Inc. | 2,674,155 | 0.2 | ||||||||
16,041(2) | Prosperity Bancshares, Inc. | 1,153,187 | 0.1 | ||||||||
21,875 | Raymond James Financial, Inc. | 1,956,938 | 0.1 | ||||||||
169,920 | Regions Financial Corp. | 2,915,827 | 0.2 | ||||||||
11,000 | Reinsurance Group of America, Inc. | 1,793,660 | 0.1 | ||||||||
7,670 | RenaissanceRe Holdings Ltd. | 1,503,473 | 0.1 | ||||||||
18,352 | Santander Consumer USA Holdings, Inc. | 428,886 | 0.0 | ||||||||
22,395 | SEI Investments Co. | 1,466,425 | 0.1 | ||||||||
9,323 | Signature Bank | 1,273,615 | 0.1 | ||||||||
74,963 | SLM Corp. | 667,920 | 0.0 | ||||||||
47,909 | Starwood Property Trust, Inc. | 1,191,018 | 0.1 | ||||||||
63,961 | State Street Corp. | 5,059,315 | 0.4 | ||||||||
35,610 | Sterling Bancorp | 750,659 | 0.1 | ||||||||
9,140(1) | SVB Financial Group | 2,294,506 | 0.2 | ||||||||
113,758 | Synchrony Financial | 4,096,426 | 0.3 | ||||||||
24,644 | Synovus Financial Corp. | 966,045 | 0.1 | ||||||||
40,154 | T. Rowe Price Group, Inc. | 4,892,363 | 0.3 | ||||||||
26,885 | TCF Financial Corp. | 1,258,218 | 0.1 | ||||||||
8,824(1) | Texas Capital Bancshares, Inc. | 500,938 | 0.0 | ||||||||
8,627(2) | TFS Financial Corp. | 169,779 | 0.0 | ||||||||
47,732(2) | Two Harbors Investment Corp. | 697,842 | 0.0 | ||||||||
38,742 | Umpqua Holdings Corp. | 685,733 | 0.0 | ||||||||
36,681 | Unum Group | 1,069,618 | 0.1 | ||||||||
9,022(2) | Virtu Financial, Inc. | 144,262 | 0.0 | ||||||||
23,673(3) | Voya Financial, Inc. | 1,443,580 | 0.1 | ||||||||
16,073 | Webster Financial Corp. | 857,655 | 0.1 | ||||||||
16,726 | Western Alliance Bancorp. | 953,382 | 0.1 | ||||||||
543 | White Mountains Insurance Group Ltd. | 605,722 | 0.0 | ||||||||
22,725 | Willis Towers Watson PLC | 4,589,087 | 0.3 | ||||||||
9,881 | Wintrust Financial Corp. | 700,563 | 0.1 | ||||||||
25,300 | WR Berkley Corp. | 1,748,230 | 0.1 | ||||||||
29,590 | Zions Bancorp NA | 1,536,313 | 0.1 | ||||||||
181,753,376 | 12.8 | ||||||||||
Health Care: 10.2% | |||||||||||
7,805(1) | Abiomed, Inc. | 1,331,455 | 0.1 | ||||||||
15,279(1),(2) | Acadia Healthcare Co., Inc. | 507,568 | 0.0 | ||||||||
2,916(1),(2) | Adaptive Biotechnologies Corp. | 87,247 | 0.0 | ||||||||
54,638 | Agilent Technologies, Inc. | 4,661,168 | 0.3 | ||||||||
10,573(1),(2) | Agios Pharmaceuticals, Inc. | 504,861 | 0.0 | ||||||||
13,737(1) | Align Technology, Inc. | 3,833,172 | 0.3 | ||||||||
27,428(1) | Alkermes PLC | 559,531 | 0.0 | ||||||||
18,642(1),(2) | Alnylam Pharmaceuticals, Inc. | 2,146,999 | 0.2 | ||||||||
26,716 | AmerisourceBergen Corp. | 2,271,394 | 0.2 | ||||||||
55,440(1) | Avantor, Inc. | 1,006,236 | 0.1 | ||||||||
31,459(1) | BioMarin Pharmaceutical, Inc. | 2,659,858 | 0.2 | ||||||||
3,736(1) | Bio-Rad Laboratories, Inc. | 1,382,432 | 0.1 | ||||||||
6,596 | Bio-Techne Corp. | 1,447,888 | 0.1 | ||||||||
9,688(1),(2) | Bluebird Bio, Inc. | 850,122 | 0.1 | ||||||||
17,967 | Bruker Corp. | 915,778 | 0.1 | ||||||||
6,638(2) | Cantel Medical Corp. | 470,634 | 0.0 | ||||||||
51,532 | Cardinal Health, Inc. | 2,606,489 | 0.2 | ||||||||
25,511(1) | Catalent, Inc. | 1,436,269 | 0.1 | ||||||||
72,071(1) | Centene Corp. | 4,531,104 | 0.3 | ||||||||
55,052 | Cerner Corp. | 4,040,266 | 0.3 | ||||||||
8,594(1),(2) | Change Healthcare, Inc. | 140,856 | 0.0 | ||||||||
8,475(1) | Charles River Laboratories International, Inc. | 1,294,641 | 0.1 | ||||||||
2,736 | Chemed Corp. | 1,201,815 | 0.1 | ||||||||
8,566 | Cooper Cos., Inc. | 2,752,170 | 0.2 | ||||||||
17,188(1),(2) | Covetrus, Inc. | 226,882 | 0.0 | ||||||||
17,450(1) | DaVita, Inc. | 1,309,273 | 0.1 | ||||||||
39,244 | Dentsply Sirona, Inc. | 2,220,818 | 0.2 | ||||||||
15,949(1) | DexCom, Inc. | 3,488,684 | 0.2 | ||||||||
65,765(1) | Elanco Animal Health, Inc. | 1,936,779 | 0.1 | ||||||||
17,225 | Encompass Health Corp. | 1,193,176 | 0.1 | ||||||||
25,327(1) | Envista Holdings Corp. | 750,692 | 0.1 | ||||||||
24,613(1) | Exact Sciences Corp. | 2,276,210 | 0.2 | ||||||||
52,520(1) | Exelixis, Inc. | 925,402 | 0.1 | ||||||||
6,503(1),(2) | Guardant Health, Inc. | 508,144 | 0.0 | ||||||||
25,773(1) | Henry Schein, Inc. | 1,719,575 | 0.1 | ||||||||
11,758 | Hill-Rom Holdings, Inc. | 1,334,886 | 0.1 | ||||||||
46,880(1) | Hologic, Inc. | 2,447,605 | 0.2 | ||||||||
32,734(1) | Horizon Therapeutics Plc | 1,184,971 | 0.1 | ||||||||
3,380(1) | ICU Medical, Inc. | 632,466 | 0.0 | ||||||||
14,968(1) | Idexx Laboratories, Inc. | 3,908,594 | 0.3 | ||||||||
31,280(1) | Incyte Corp., Ltd. | 2,731,370 | 0.2 | ||||||||
10,443(1) | Insulet Corp. | 1,787,842 | 0.1 | ||||||||
12,463(1),(2) | Integra LifeSciences Holdings Corp. | 726,344 | 0.1 | ||||||||
22,518(1) | Ionis Pharmaceuticals, Inc. | 1,360,312 | 0.1 | ||||||||
31,124(1) | IQVIA Holdings, Inc. | 4,808,969 | 0.3 | ||||||||
9,741(1) | Jazz Pharmaceuticals PLC | 1,454,136 | 0.1 | ||||||||
17,042(1) | Laboratory Corp. of America Holdings | 2,882,995 | 0.2 | ||||||||
8,286(1) | Masimo Corp. | 1,309,685 | 0.1 | ||||||||
31,747 | McKesson Corp. | 4,391,245 | 0.3 | ||||||||
14,374(1) | Mednax, Inc. | 399,453 | 0.0 | ||||||||
4,230(1) | Mettler Toledo International, Inc. | 3,355,574 | 0.2 | ||||||||
36,405(1),(2) | Moderna, Inc. | 712,082 | 0.1 | ||||||||
10,965(1) | Molina Healthcare, Inc. | 1,487,841 | 0.1 | ||||||||
90,538(1) | Mylan NV | 1,819,814 | 0.1 | ||||||||
29,524(1),(2) | Nektar Therapeutics | 637,276 | 0.0 | ||||||||
15,902(1) | Neurocrine Biosciences, Inc. | 1,709,306 | 0.1 | ||||||||
5,531(1),(2) | Penumbra, Inc. | 908,577 | 0.1 | ||||||||
19,405 | PerkinElmer, Inc. | 1,884,226 | 0.1 |
See Accompanying Notes to Financial Statements
74
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
22,195 | Perrigo Co. PLC | 1,146,594 | 0.1 | ||||||||
11,054(1) | PRA Health Sciences, Inc. | 1,228,652 | 0.1 | ||||||||
10,831(1),(2) | Premier, Inc. | 410,278 | 0.0 | ||||||||
38,928(1) | QIAGEN NV | 1,315,766 | 0.1 | ||||||||
23,626 | Quest Diagnostics, Inc. | 2,523,021 | 0.2 | ||||||||
25,008 | Resmed, Inc. | 3,875,490 | 0.3 | ||||||||
8,996(1),(2) | Sage Therapeutics, Inc. | 649,421 | 0.0 | ||||||||
12,416(1),(2) | Sarepta Therapeutics, Inc. | 1,602,161 | 0.1 | ||||||||
20,219(1) | Seattle Genetics, Inc. | 2,310,223 | 0.2 | ||||||||
14,749 | STERIS Public Ltd. Co. | 2,248,043 | 0.2 | ||||||||
8,130 | Teleflex, Inc. | 3,060,457 | 0.2 | ||||||||
7,597(1) | United Therapeutics Corp. | 669,144 | 0.0 | ||||||||
13,784 | Universal Health Services, Inc. | 1,977,453 | 0.1 | ||||||||
16,004(1) | Varian Medical Systems, Inc. | 2,272,728 | 0.2 | ||||||||
23,081(1) | Veeva Systems, Inc. | 3,246,573 | 0.2 | ||||||||
11,250(1),(2) | Waters Corp. | 2,628,563 | 0.2 | ||||||||
8,815(1) | WellCare Health Plans, Inc. | 2,910,801 | 0.2 | ||||||||
12,871 | West Pharmaceutical Services, Inc. | 1,934,897 | 0.1 | ||||||||
36,145 | Zimmer Biomet Holdings, Inc. | 5,410,184 | 0.4 | ||||||||
144,491,606 | 10.2 | ||||||||||
Industrials: 13.8% | |||||||||||
6,963 | Acuity Brands, Inc. | 960,894 | 0.1 | ||||||||
19,430(2) | ADT, Inc. | 154,080 | 0.0 | ||||||||
27,415(1) | AECOM | 1,182,409 | 0.1 | ||||||||
11,184 | AGCO Corp. | 863,964 | 0.1 | ||||||||
18,586 | Air Lease Corp. | 883,207 | 0.1 | ||||||||
21,243 | Alaska Air Group, Inc. | 1,439,213 | 0.1 | ||||||||
16,349 | Allegion Public Ltd. | 2,036,104 | 0.1 | ||||||||
19,433 | Allison Transmission Holdings, Inc. | 939,003 | 0.1 | ||||||||
1,558 | AMERCO | 585,528 | 0.0 | ||||||||
69,153(2) | American Airlines Group, Inc. | 1,983,308 | 0.1 | ||||||||
40,039 | Ametek, Inc. | 3,993,490 | 0.3 | ||||||||
23,886(2) | AO Smith Corp. | 1,137,929 | 0.1 | ||||||||
67,760 | Arconic, Inc. | 2,084,975 | 0.1 | ||||||||
8,608 | Armstrong World Industries, Inc. | 808,894 | 0.1 | ||||||||
16,717(2) | BWX Technologies, Inc. | 1,037,791 | 0.1 | ||||||||
9,883 | Carlisle Cos., Inc. | 1,599,465 | 0.1 | ||||||||
23,701(2) | CH Robinson Worldwide, Inc. | 1,853,418 | 0.1 | ||||||||
14,744 | Cintas Corp. | 3,967,315 | 0.3 | ||||||||
9,062(1) | Clean Harbors, Inc. | 777,066 | 0.1 | ||||||||
16,317(1),(2) | Colfax Corp. | 593,612 | 0.0 | ||||||||
5,512 | Copa Holdings S.A.- Class A | 595,737 | 0.0 | ||||||||
35,413(1) | Copart, Inc. | 3,220,458 | 0.2 | ||||||||
6,338(1) | CoStar Group, Inc. | 3,792,025 | 0.3 | ||||||||
8,819 | Crane Co. | 761,785 | 0.0 | ||||||||
26,359 | Cummins, Inc. | 4,717,207 | 0.3 | ||||||||
7,483 | Curtiss-Wright Corp. | 1,054,280 | 0.1 | ||||||||
22,462 | Donaldson Co., Inc. | 1,294,260 | 0.1 | ||||||||
25,505 | Dover Corp. | 2,939,706 | 0.2 | ||||||||
21,180 | Equifax, Inc. | 2,967,742 | 0.2 | ||||||||
30,177 | Expeditors International Washington, Inc. | 2,354,410 | 0.2 | ||||||||
100,726 | Fastenal Co. | 3,721,826 | 0.3 | ||||||||
23,062 | Flowserve Corp. | 1,147,796 | 0.1 | ||||||||
24,586 | Fluor Corp. | 464,184 | 0.0 | ||||||||
52,035 | Fortive Corp. | 3,974,954 | 0.3 | ||||||||
24,532 | Fortune Brands Home & Security, Inc. | 1,602,921 | 0.1 | ||||||||
23,185(1) | Gardner Denver Holdings, Inc. | 850,426 | 0.1 | ||||||||
8,132(1),(2) | Gates Industrial Corp. PLC | 111,896 | 0.0 | ||||||||
29,023 | Graco, Inc. | 1,509,196 | 0.1 | ||||||||
10,866(2) | GrafTech International Ltd. | 126,263 | 0.0 | ||||||||
29,179(1) | HD Supply Holdings, Inc. | 1,173,579 | 0.1 | ||||||||
6,857(2) | Heico Corp. | 782,727 | 0.1 | ||||||||
13,421 | Heico Corp. - Class A | 1,201,582 | 0.1 | ||||||||
14,908 | Hexcel Corp. | 1,092,905 | 0.1 | ||||||||
9,543 | Hubbell, Inc. | 1,410,646 | 0.1 | ||||||||
7,044 | Huntington Ingalls Industries, Inc. | 1,767,199 | 0.1 | ||||||||
23,348(1) | IAA, Inc. | 1,098,757 | 0.1 | ||||||||
13,298 | IDEX Corp. | 2,287,256 | 0.2 | ||||||||
69,756(1) | IHS Markit Ltd. | 5,256,115 | 0.4 | ||||||||
42,430 | Ingersoll-Rand PLC - Class A | 5,639,796 | 0.4 | ||||||||
15,431 | ITT, Inc. | 1,140,505 | 0.1 | ||||||||
23,207 | Jacobs Engineering Group, Inc. | 2,084,685 | 0.1 | ||||||||
14,982 | JB Hunt Transport Services, Inc. | 1,749,598 | 0.1 | ||||||||
50,725(1) | JetBlue Airways Corp. | 949,572 | 0.1 | ||||||||
17,406 | Kansas City Southern | 2,665,903 | 0.2 | ||||||||
22,575(2) | KAR Auction Services, Inc. | 491,909 | 0.0 | ||||||||
10,441(1) | Kirby Corp. | 934,783 | 0.1 | ||||||||
21,676(2) | Knight-Swift Transportation Holdings, Inc. | 776,868 | 0.1 | ||||||||
38,929 | L3Harris Technologies, Inc. | 7,702,881 | 0.5 | ||||||||
6,921(2) | Landstar System, Inc. | 788,094 | 0.1 | ||||||||
6,169(2) | Lennox International, Inc. | 1,505,051 | 0.1 | ||||||||
10,426(2) | Lincoln Electric Holdings, Inc. | 1,008,507 | 0.1 | ||||||||
33,503(1),(2) | Lyft, Inc. | 1,441,299 | 0.1 | ||||||||
12,909 | Macquarie Infrastructure Co. LLC | 553,022 | 0.0 | ||||||||
10,478 | Manpowergroup, Inc. | 1,017,414 | 0.1 | ||||||||
50,216 | Masco Corp. | 2,409,866 | 0.2 | ||||||||
9,746(1),(2) | Middleby Corp. | 1,067,382 | 0.1 | ||||||||
7,679 | MSC Industrial Direct Co. | 602,571 | 0.0 | ||||||||
62,551 | Nielsen Holdings PLC | 1,269,785 | 0.1 | ||||||||
10,076 | Nordson Corp. | 1,640,776 | 0.1 | ||||||||
26,643 | nVent Electric PLC | 681,528 | 0.0 | ||||||||
11,417 | Old Dominion Freight Line | 2,166,718 | 0.1 | ||||||||
11,955 | Oshkosh Corp. | 1,131,541 | 0.1 | ||||||||
18,894 | Owens Corning, Inc. | 1,230,377 | 0.1 | ||||||||
59,765 | Paccar, Inc. | 4,727,411 | 0.3 | ||||||||
22,552 | Parker Hannifin Corp. | 4,641,653 | 0.3 | ||||||||
29,436 | Pentair PLC | 1,350,229 | 0.1 | ||||||||
24,885 | Quanta Services, Inc. | 1,013,068 | 0.1 | ||||||||
7,171 | Regal Beloit Corp. | 613,909 | 0.0 | ||||||||
37,541 | Republic Services, Inc. | 3,364,800 | 0.2 | ||||||||
21,815(1) | Resideo Technologies, Inc. | 260,253 | 0.0 | ||||||||
19,973 | Robert Half International, Inc. | 1,261,295 | 0.1 |
See Accompanying Notes to Financial Statements
75
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Industrials: (continued) | |||||||||||
20,277 | Rockwell Automation, Inc. | 4,109,540 | 0.3 | ||||||||
24,916 | Rollins, Inc. | 826,215 | 0.1 | ||||||||
9,145 | Ryder System, Inc. | 496,665 | 0.0 | ||||||||
9,822 | Schneider National, Inc. | 214,316 | 0.0 | ||||||||
27,512(1) | Sensata Technologies Holding PLC | 1,482,071 | 0.1 | ||||||||
9,567 | Snap-On, Inc. | 1,620,650 | 0.1 | ||||||||
18,109 | Spirit Aerosystems Holdings, Inc. | 1,319,784 | 0.1 | ||||||||
26,690 | Stanley Black & Decker, Inc. | 4,423,601 | 0.3 | ||||||||
15,700(1),(2) | Stericycle, Inc. | 1,001,817 | 0.1 | ||||||||
6,297(1) | Teledyne Technologies, Inc. | 2,182,162 | 0.2 | ||||||||
40,526 | Textron, Inc. | 1,807,460 | 0.1 | ||||||||
11,806 | Timken Co. | 664,796 | 0.0 | ||||||||
18,602 | Toro Co. | 1,482,021 | 0.1 | ||||||||
8,668 | TransDigm Group, Inc. | 4,854,080 | 0.3 | ||||||||
32,931 | TransUnion | 2,819,223 | 0.2 | ||||||||
17,708(2) | Trinity Industries, Inc. | 392,232 | 0.0 | ||||||||
40,800(1) | United Airlines Holdings, Inc. | 3,594,072 | 0.2 | ||||||||
13,222(1) | United Rentals, Inc. | 2,205,033 | 0.2 | ||||||||
29,822(1),(2) | Univar Solutions, Inc. | 722,885 | 0.0 | ||||||||
3,733 | Valmont Industries, Inc. | 559,129 | 0.0 | ||||||||
28,119 | Verisk Analytics, Inc. | 4,199,291 | 0.3 | ||||||||
8,992(1) | WABCO Holdings, Inc. | 1,218,416 | 0.1 | ||||||||
31,601 | Westinghouse Air Brake Technologies Corp. | 2,458,558 | 0.2 | ||||||||
5,710(2) | Watsco, Inc. | 1,028,656 | 0.1 | ||||||||
7,439(1) | Wesco International, Inc. | 441,802 | 0.0 | ||||||||
9,681 | Woodward, Inc. | 1,146,618 | 0.1 | ||||||||
7,612 | WW Grainger, Inc. | 2,576,814 | 0.2 | ||||||||
16,119(1),(2) | XPO Logistics, Inc. | 1,284,684 | 0.1 | ||||||||
31,521 | Xylem, Inc. | 2,483,540 | 0.2 | ||||||||
195,658,683 | 13.8 | ||||||||||
Information Technology: 17.9% | |||||||||||
9,888(1),(2) | 2U, Inc. | 237,213 | 0.0 | ||||||||
181,805(1) | Advanced Micro Devices, Inc. | 8,337,577 | 0.6 | ||||||||
27,881(1) | Akamai Technologies, Inc. | 2,408,361 | 0.2 | ||||||||
7,089 | Alliance Data Systems Corp. | 795,386 | 0.1 | ||||||||
7,995(1),(2) | Alteryx, Inc. | 800,060 | 0.1 | ||||||||
23,835 | Amdocs Ltd. | 1,720,649 | 0.1 | ||||||||
51,384 | Amphenol Corp. | 5,561,290 | 0.4 | ||||||||
15,054(1) | Anaplan, Inc. | 788,830 | 0.1 | ||||||||
14,724(1) | ANSYS, Inc. | 3,790,105 | 0.3 | ||||||||
10,437(1) | Arista Networks, Inc. | 2,122,886 | 0.1 | ||||||||
14,222(1) | Arrow Electronics, Inc. | 1,205,172 | 0.1 | ||||||||
12,006(1) | Aspen Technology, Inc. | 1,451,886 | 0.1 | ||||||||
20,670(1) | Atlassian Corp. PLC | 2,487,428 | 0.2 | ||||||||
8,252(1) | Avalara, Inc. | 604,459 | 0.0 | ||||||||
17,617 | Avnet, Inc. | 747,665 | 0.1 | ||||||||
25,277(1) | Black Knight, Inc. | 1,629,861 | 0.1 | ||||||||
23,991 | Booz Allen Hamilton Holding Corp. | 1,706,480 | 0.1 | ||||||||
20,016 | Broadridge Financial Solutions, Inc. ADR | 2,472,777 | 0.2 | ||||||||
4,323(1) | CACI International, Inc. | 1,080,707 | 0.1 | ||||||||
49,003(1) | Cadence Design Systems, Inc. | 3,398,848 | 0.2 | ||||||||
21,401 | CDK Global, Inc. | 1,170,207 | 0.1 | ||||||||
25,110 | CDW Corp. | 3,586,712 | 0.3 | ||||||||
6,338(1) | Cerence, Inc. | 143,429 | 0.0 | ||||||||
16,409(1) | Ceridian HCM Holding, Inc. | 1,113,843 | 0.1 | ||||||||
27,251(1) | Ciena Corp. | 1,163,345 | 0.1 | ||||||||
21,859 | Citrix Systems, Inc. | 2,424,163 | 0.2 | ||||||||
28,845 | Cognex Corp. | 1,616,474 | 0.1 | ||||||||
4,222(1) | Coherent, Inc. | 702,330 | 0.0 | ||||||||
33,584(1),(2) | CommScope Holding Co., Inc. | 476,557 | 0.0 | ||||||||
14,145(1) | CoreLogic, Inc. | 618,278 | 0.0 | ||||||||
133,367 | Corning, Inc. | 3,882,313 | 0.3 | ||||||||
11,035(1),(2) | Coupa Software, Inc. | 1,613,869 | 0.1 | ||||||||
18,948(1),(2) | Cree, Inc. | 874,450 | 0.1 | ||||||||
64,845 | Cypress Semiconductor Corp. | 1,512,834 | 0.1 | ||||||||
27,314(1) | DocuSign, Inc. | 2,024,241 | 0.1 | ||||||||
11,046 | Dolby Laboratories, Inc. | 759,965 | 0.1 | ||||||||
37,218(1) | Dropbox, Inc. | 666,574 | 0.0 | ||||||||
45,056 | DXC Technology Co. | 1,693,655 | 0.1 | ||||||||
11,252(1) | Dynatrace, Inc. | 284,676 | 0.0 | ||||||||
8,669(1) | EchoStar Corp. | 375,454 | 0.0 | ||||||||
7,967(1) | Elastic NV | 512,278 | �� | 0.0 | |||||||
23,677 | Entegris, Inc. | 1,185,981 | 0.1 | ||||||||
9,126(1) | EPAM Systems, Inc. | 1,936,172 | 0.1 | ||||||||
8,793(1) | Euronet Worldwide, Inc. | 1,385,425 | 0.1 | ||||||||
10,718(1) | F5 Networks, Inc. | 1,496,769 | 0.1 | ||||||||
4,990(1) | Fair Isaac Corp. | 1,869,653 | 0.1 | ||||||||
35,062(1) | FireEye, Inc. | 579,575 | 0.0 | ||||||||
14,490(1),(2) | First Solar, Inc. | 810,860 | 0.1 | ||||||||
99,462(1) | Fiserv, Inc. | 11,500,791 | 0.8 | ||||||||
15,019(1) | FleetCor Technologies, Inc. | 4,321,267 | 0.3 | ||||||||
23,735 | Flir Systems, Inc. | 1,235,881 | 0.1 | ||||||||
25,198(1) | Fortinet, Inc. | 2,690,138 | 0.2 | ||||||||
15,375(1) | Gartner, Inc. | 2,369,287 | 0.2 | ||||||||
32,894 | Genpact Ltd. | 1,387,140 | 0.1 | ||||||||
52,548 | Global Payments, Inc. | 9,593,163 | 0.7 | ||||||||
30,106(1) | GoDaddy, Inc. | 2,044,800 | 0.1 | ||||||||
14,570(1) | Guidewire Software, Inc. | 1,599,349 | 0.1 | ||||||||
230,318 | Hewlett Packard Enterprise Co. | 3,652,843 | 0.3 | ||||||||
7,127(1) | HubSpot, Inc. | 1,129,629 | 0.1 | ||||||||
6,242(1),(2) | IPG Photonics Corp. | 904,591 | 0.1 | ||||||||
26,196 | Jabil, Inc. | 1,082,681 | 0.1 | ||||||||
13,515 | Jack Henry & Associates, Inc. | 1,968,730 | 0.1 | ||||||||
58,481 | Juniper Networks, Inc. | 1,440,387 | 0.1 | ||||||||
33,038(1) | Keysight Technologies, Inc. | 3,390,690 | 0.2 | ||||||||
28,082 | KLA Corp. | 5,003,370 | 0.4 | ||||||||
25,443 | Lam Research Corp. | 7,439,533 | 0.5 | ||||||||
23,533 | Leidos Holdings, Inc. | 2,303,645 | 0.2 | ||||||||
4,209 | Littelfuse, Inc. | 805,182 | 0.1 | ||||||||
8,461 | LogMeIn, Inc. | 725,446 | 0.0 | ||||||||
11,321(1) | Manhattan Associates, Inc. | 902,850 | 0.1 | ||||||||
116,863 | Marvell Technology Group Ltd. | 3,103,881 | 0.2 | ||||||||
47,767 | Maxim Integrated Products | 2,938,148 | 0.2 | ||||||||
2,758(1),(2) | Medallia, Inc. | 85,801 | 0.0 | ||||||||
40,958(2) | Microchip Technology, Inc. | 4,289,122 | 0.3 | ||||||||
9,498 | MKS Instruments, Inc. | 1,044,875 | 0.1 | ||||||||
7,356(1),(2) | MongoDB, Inc. | 968,123 | 0.1 | ||||||||
7,353 | Monolithic Power Systems, Inc. | 1,308,981 | 0.1 | ||||||||
30,163 | Motorola Solutions, Inc. | 4,860,466 | 0.3 | ||||||||
22,875 | National Instruments Corp. | 968,527 | 0.1 | ||||||||
22,426(1) | NCR Corp. | 788,498 | 0.1 | ||||||||
42,105 | NetApp, Inc. | 2,621,036 | 0.2 | ||||||||
8,728(1) | New Relic, Inc. | 573,517 | 0.0 |
See Accompanying Notes to Financial Statements
76
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
101,911 | NortonLifeLock, Inc. | 2,600,769 | 0.2 | ||||||||
50,288(1) | Nuance Communications, Inc. | 896,635 | 0.1 | ||||||||
29,762(1) | Nutanix, Inc. | 930,360 | 0.1 | ||||||||
18,450(1) | Okta, Inc. | 2,128,576 | 0.1 | ||||||||
71,751(1) | ON Semiconductor Corp. | 1,749,289 | 0.1 | ||||||||
7,403(1),(2) | PagerDuty, Inc. | 173,156 | 0.0 | ||||||||
16,696(1) | Palo Alto Networks, Inc. | 3,860,950 | 0.3 | ||||||||
56,581 | Paychex, Inc. | 4,812,780 | 0.3 | ||||||||
8,664(1) | Paycom Software, Inc. | 2,293,881 | 0.2 | ||||||||
6,070(1) | Paylocity Holding Corp. | 733,377 | 0.1 | ||||||||
6,703(2) | Pegasystems, Inc. | 533,894 | 0.0 | ||||||||
11,042(1),(2) | Pluralsight, Inc. | 190,033 | 0.0 | ||||||||
9,801(1) | Proofpoint, Inc. | 1,124,959 | 0.1 | ||||||||
18,289(1) | PTC, Inc. | 1,369,663 | 0.1 | ||||||||
40,774(1) | Pure Storage, Inc. - Class A | 697,643 | 0.0 | ||||||||
20,430(1) | Qorvo, Inc. | 2,374,579 | 0.2 | ||||||||
13,965(1) | RealPage, Inc. | 750,619 | 0.1 | ||||||||
13,107(1),(2) | RingCentral, Inc. | 2,210,758 | 0.2 | ||||||||
48,361 | Sabre Corp. | 1,085,221 | 0.1 | ||||||||
29,967 | Skyworks Solutions, Inc. | 3,622,411 | 0.3 | ||||||||
15,358(1) | Smartsheet, Inc. | 689,881 | 0.0 | ||||||||
7,963(1),(2) | SolarWinds Corp. | 147,714 | 0.0 | ||||||||
27,164(1) | Splunk, Inc. | 4,068,352 | 0.3 | ||||||||
60,556(1) | Square, Inc. | 3,788,383 | 0.3 | ||||||||
38,952 | SS&C Technologies Holdings, Inc. | 2,391,653 | 0.2 | ||||||||
10,404 | Switch, Inc. | 154,187 | 0.0 | ||||||||
7,262 | SYNNEX Corp. | 935,346 | 0.1 | ||||||||
26,254(1) | Synopsys, Inc. | 3,654,557 | 0.3 | ||||||||
19,978(1) | Teradata Corp. | 534,811 | 0.0 | ||||||||
29,408 | Teradyne, Inc. | 2,005,332 | 0.1 | ||||||||
6,903(1),(2) | Trade Desk, Inc./The | 1,793,261 | 0.1 | ||||||||
44,243(1) | Trimble, Inc. | 1,844,491 | 0.1 | ||||||||
21,593(1),(2) | Twilio, Inc. | 2,122,160 | 0.1 | ||||||||
6,752(1) | Tyler Technologies, Inc. | 2,025,735 | 0.1 | ||||||||
1,508 | Ubiquiti, Inc. | 284,982 | 0.0 | ||||||||
7,502 | Universal Display Corp. | 1,545,937 | 0.1 | ||||||||
18,237(1) | VeriSign, Inc. | 3,513,905 | 0.2 | ||||||||
9,925(1) | Viasat, Inc. | 726,460 | 0.0 | ||||||||
52,422 | Western Digital Corp. | 3,327,224 | 0.2 | ||||||||
73,783(2) | Western Union Co. | 1,975,909 | 0.1 | ||||||||
7,569(1) | WEX, Inc. | 1,585,403 | 0.1 | ||||||||
31,548 | Xerox Holdings Corp. | 1,163,175 | 0.1 | ||||||||
44,794 | Xilinx, Inc. | 4,379,509 | 0.3 | ||||||||
9,409(1) | Zebra Technologies Corp. | 2,403,435 | 0.2 | ||||||||
19,460(1) | Zendesk, Inc. | 1,491,220 | 0.1 | ||||||||
11,105(1),(2) | Zscaler, Inc. | 516,383 | 0.0 | ||||||||
254,079,048 | 17.9 | ||||||||||
Materials: 5.1% | |||||||||||
18,509(2) | Albemarle Corp. | 1,351,897 | 0.1 | ||||||||
32,683(1) | Alcoa Corp. | 703,011 | 0.1 | ||||||||
11,261 | Aptargroup, Inc. | 1,301,997 | 0.1 | ||||||||
3,276(2) | Ardagh Group SA | 64,144 | 0.0 | ||||||||
10,584 | Ashland Global Holdings, Inc. | 809,994 | 0.1 | ||||||||
14,675 | Avery Dennison Corp. | 1,919,783 | 0.1 | ||||||||
36,310(1) | Axalta Coating Systems Ltd. | 1,103,824 | 0.1 | ||||||||
56,889 | Ball Corp. | 3,679,012 | 0.3 | ||||||||
23,188(1) | Berry Global Group, Inc. | 1,101,198 | 0.1 | ||||||||
10,028 | Cabot Corp. | 476,531 | 0.0 | ||||||||
21,228 | Celanese Corp. - Series A | 2,613,591 | 0.2 | ||||||||
38,372 | CF Industries Holdings, Inc. | 1,831,879 | 0.1 | ||||||||
28,739(2) | Chemours Co. | 519,889 | 0.0 | ||||||||
132,212 | Corteva, Inc. | 3,908,187 | 0.3 | ||||||||
22,897(1) | Crown Holdings, Inc. | 1,660,948 | 0.1 | ||||||||
10,018 | Domtar Corp. | 383,088 | 0.0 | ||||||||
7,340(2) | Eagle Materials, Inc. | 665,444 | 0.1 | ||||||||
24,061 | Eastman Chemical Co. | 1,907,075 | 0.1 | ||||||||
39,745(1),(2) | Element Solutions, Inc. | 464,222 | 0.0 | ||||||||
22,778 | FMC Corp. | 2,273,700 | 0.2 | ||||||||
255,238 | Freeport-McMoRan, Inc. | 3,348,723 | 0.2 | ||||||||
50,890 | Graphic Packaging Holding Co. | 847,319 | 0.1 | ||||||||
37,989 | Huntsman Corp. | 917,814 | 0.1 | ||||||||
18,789(2) | International Flavors & Fragrances, Inc. | 2,424,157 | 0.2 | ||||||||
69,143 | International Paper Co. | 3,184,035 | 0.2 | ||||||||
10,988 | Martin Marietta Materials, Inc. | 3,072,684 | 0.2 | ||||||||
60,837 | Mosaic Co. | 1,316,513 | 0.1 | ||||||||
1,205(2) | NewMarket Corp. | 586,257 | 0.0 | ||||||||
144,092 | Newmont Goldcorp Corp. | 6,260,797 | 0.4 | ||||||||
53,653 | Nucor Corp. | 3,019,591 | 0.2 | ||||||||
27,229 | O-I Glass, Inc. | 324,842 | 0.0 | ||||||||
28,053 | Olin Corp. | 483,914 | 0.0 | ||||||||
16,467(2) | Packaging Corp. of America | 1,844,139 | 0.1 | ||||||||
11,453 | Reliance Steel & Aluminum Co. | 1,371,611 | 0.1 | ||||||||
11,488 | Royal Gold, Inc. | 1,404,408 | 0.1 | ||||||||
22,465 | RPM International, Inc. | 1,724,413 | 0.1 | ||||||||
6,948 | Scotts Miracle-Gro Co. | 737,739 | 0.1 | ||||||||
27,339 | Sealed Air Corp. | 1,088,912 | 0.1 | ||||||||
13,674 | Silgan Holdings, Inc. | 424,988 | 0.0 | ||||||||
17,456 | Sonoco Products Co. | 1,077,384 | 0.1 | ||||||||
36,248 | Steel Dynamics, Inc. | 1,233,882 | 0.1 | ||||||||
30,227(2) | United States Steel Corp. | 344,890 | 0.0 | ||||||||
33,149 | Valvoline, Inc. | 709,720 | 0.1 | ||||||||
23,127 | Vulcan Materials Co. | 3,330,057 | 0.2 | ||||||||
6,210(2) | Westlake Chemical Corp. | 435,632 | 0.0 | ||||||||
44,782 | WestRock Co. | 1,921,596 | 0.1 | ||||||||
10,053 | WR Grace & Co. | 702,202 | 0.1 | ||||||||
72,877,633 | 5.1 | ||||||||||
Real Estate: 9.5% | |||||||||||
20,046 | Alexandria Real Estate Equities, Inc. | 3,239,033 | 0.2 | ||||||||
24,041 | American Campus Communities, Inc. | 1,130,648 | 0.1 | ||||||||
45,214 | American Homes 4 Rent | 1,185,059 | 0.1 | ||||||||
33,689(2) | Americold Realty Trust | 1,181,136 | 0.1 | ||||||||
25,984 | Apartment Investment & Management Co. | 1,342,074 | 0.1 | ||||||||
36,931 | Apple Hospitality REIT, Inc. | 600,129 | 0.0 | ||||||||
24,530 | AvalonBay Communities, Inc. | 5,143,941 | 0.4 | ||||||||
27,237 | Boston Properties, Inc. | 3,754,893 | 0.3 | ||||||||
30,644 | Brandywine Realty Trust | 482,643 | 0.0 | ||||||||
52,199 | Brixmor Property Group, Inc. | 1,128,020 | 0.1 | ||||||||
11,554(2) | Brookfield Property REIT, Inc. | 213,114 | 0.0 | ||||||||
16,422 | Camden Property Trust | 1,742,374 | 0.1 | ||||||||
58,953(1) | CBRE Group, Inc. | 3,613,229 | 0.3 |
See Accompanying Notes to Financial Statements
77
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Real Estate: (continued) | |||||||||||
84,043(2) | Colony Capital, Inc. | 399,204 | 0.0 | ||||||||
20,471 | Columbia Property Trust, Inc. | 428,049 | 0.0 | ||||||||
6,592 | Coresite Realty Corp. | 739,095 | 0.1 | ||||||||
19,695 | Corporate Office Properties Trust SBI MD | 578,639 | 0.0 | ||||||||
25,608 | Cousins Properties, Inc. | 1,055,050 | 0.1 | ||||||||
33,784 | CubeSmart | 1,063,520 | 0.1 | ||||||||
19,683 | CyrusOne, Inc. | 1,287,859 | 0.1 | ||||||||
36,604(2) | Digital Realty Trust, Inc. | 4,382,963 | 0.3 | ||||||||
29,169 | Douglas Emmett, Inc. | 1,280,519 | 0.1 | ||||||||
64,724 | Duke Realty Corp. | 2,243,981 | 0.2 | ||||||||
26,328 | Empire State Realty Trust, Inc. | 367,539 | 0.0 | ||||||||
13,701 | EPR Properties | 967,839 | 0.1 | ||||||||
21,168 | Equity Commonwealth | 694,945 | 0.0 | ||||||||
30,497 | Equity Lifestyle Properties, Inc. | 2,146,684 | 0.2 | ||||||||
64,449 | Equity Residential | 5,215,213 | 0.4 | ||||||||
11,526 | Essex Property Trust, Inc. | 3,467,712 | 0.2 | ||||||||
22,119 | Extra Space Storage, Inc. | 2,336,209 | 0.2 | ||||||||
13,130 | Federal Realty Investment Trust | 1,690,225 | 0.1 | ||||||||
35,589 | Gaming and Leisure Properties, Inc. | 1,532,106 | 0.1 | ||||||||
36,223(2) | Healthcare Trust of America, Inc. | 1,096,832 | 0.1 | ||||||||
86,555 | Healthpeak Properties, Inc. | 2,983,551 | 0.2 | ||||||||
17,949 | Highwoods Properties, Inc. | 877,886 | 0.1 | ||||||||
125,197 | Host Hotels & Resorts, Inc. | 2,322,404 | 0.2 | ||||||||
7,046(1),(2) | Howard Hughes Corp. | 893,433 | 0.1 | ||||||||
26,710 | Hudson Pacific Properties, Inc. | 1,005,632 | 0.1 | ||||||||
94,136 | Invitation Homes, Inc. | 2,821,256 | 0.2 | ||||||||
50,136(2) | Iron Mountain, Inc. | 1,597,834 | 0.1 | ||||||||
21,490 | JBG SMITH Properties | 857,236 | 0.1 | ||||||||
9,031 | Jones Lang LaSalle, Inc. | 1,572,207 | 0.1 | ||||||||
18,292 | Kilroy Realty Corp. | 1,534,699 | 0.1 | ||||||||
71,006(2) | Kimco Realty Corp. | 1,470,534 | 0.1 | ||||||||
14,964 | Lamar Advertising Co. | 1,335,687 | 0.1 | ||||||||
27,390 | Liberty Property Trust | 1,644,770 | 0.1 | ||||||||
8,162 | Life Storage, Inc. | 883,781 | 0.1 | ||||||||
24,845 | Macerich Co. | 668,827 | 0.0 | ||||||||
90,355 | Medical Properties Trust, Inc. | 1,907,394 | 0.1 | ||||||||
19,984 | Mid-America Apartment Communities, Inc. | 2,635,090 | 0.2 | ||||||||
30,100 | National Retail Properties, Inc. | 1,613,962 | 0.1 | ||||||||
38,309 | Omega Healthcare Investors, Inc. | 1,622,386 | 0.1 | ||||||||
25,135 | Outfront Media, Inc. | 674,121 | 0.0 | ||||||||
34,376 | Paramount Group, Inc. | 478,514 | 0.0 | ||||||||
41,946 | Park Hotels & Resorts, Inc. | 1,085,143 | 0.1 | ||||||||
22,773 | Rayonier, Inc. | 746,044 | 0.1 | ||||||||
57,433 | Realty Income Corp. | 4,228,792 | 0.3 | ||||||||
29,259 | Regency Centers Corp. | 1,845,950 | 0.1 | ||||||||
37,460 | Retail Properties of America, Inc. | 501,964 | 0.0 | ||||||||
19,757 | SBA Communications Corp. | 4,761,239 | 0.3 | ||||||||
28,636 | Service Properties Trust | 696,714 | 0.0 | ||||||||
26,392 | SITE Centers Corp. | 370,016 | 0.0 | ||||||||
14,053 | SL Green Realty Corp. | 1,291,190 | 0.1 | ||||||||
17,451 | Spirit Realty Capital, Inc. | 858,240 | 0.1 | ||||||||
37,709 | STORE Capital Corp. | 1,404,283 | 0.1 | ||||||||
15,936 | Sun Communities, Inc. | 2,391,994 | 0.2 | ||||||||
10,272 | Taubman Centers, Inc. | 319,356 | 0.0 | ||||||||
51,049 | UDR, Inc. | 2,383,988 | 0.2 | ||||||||
65,603 | Ventas, Inc. | 3,787,917 | 0.3 | ||||||||
188,124 | VEREIT, Inc. | 1,738,266 | 0.1 | ||||||||
81,237(2) | VICI Properties, Inc. | 2,075,605 | 0.1 | ||||||||
30,411 | Vornado Realty Trust | 2,022,332 | 0.1 | ||||||||
21,278 | Weingarten Realty Investors | 664,725 | 0.0 | ||||||||
71,407 | Welltower, Inc. | 5,839,664 | 0.4 | ||||||||
131,216 | Weyerhaeuser Co. | 3,962,723 | 0.3 | ||||||||
30,095 | WP Carey, Inc. | 2,408,804 | 0.2 | ||||||||
134,516,629 | 9.5 | ||||||||||
Utilities: 6.7% | |||||||||||
116,759 | AES Corp. | 2,323,504 | 0.2 | ||||||||
42,324 | Alliant Energy Corp. | 2,315,969 | 0.2 | ||||||||
43,117 | Ameren Corp. | 3,311,386 | 0.2 | ||||||||
31,820 | American Water Works Co., Inc. | 3,909,087 | 0.3 | ||||||||
37,977(2) | Aqua America, Inc. | 1,782,640 | 0.1 | ||||||||
20,570 | Atmos Energy Corp. | 2,300,960 | 0.2 | ||||||||
9,885(2) | Avangrid, Inc. | 505,717 | 0.0 | ||||||||
88,409 | Centerpoint Energy, Inc. | 2,410,913 | 0.2 | ||||||||
49,812 | CMS Energy Corp. | 3,130,186 | 0.2 | ||||||||
58,647 | Consolidated Edison, Inc. | 5,305,794 | 0.4 | ||||||||
32,648 | DTE Energy Co. | 4,239,996 | 0.3 | ||||||||
61,697 | Edison International | 4,652,571 | 0.3 | ||||||||
35,021 | Entergy Corp. | 4,195,516 | 0.3 | ||||||||
40,095 | Evergy, Inc. | 2,609,784 | 0.2 | ||||||||
57,080 | Eversource Energy | 4,855,796 | 0.3 | ||||||||
95,171 | FirstEnergy Corp. | 4,625,311 | 0.3 | ||||||||
19,044(2) | Hawaiian Electric Industries | 892,402 | 0.1 | ||||||||
8,843 | Idacorp, Inc. | 944,432 | 0.1 | ||||||||
35,016 | MDU Resources Group, Inc. | 1,040,325 | 0.1 | ||||||||
14,387(2) | National Fuel Gas Co. | 669,571 | 0.0 | ||||||||
65,610 | NiSource, Inc. | 1,826,582 | 0.1 | ||||||||
44,398 | NRG Energy, Inc. | 1,764,821 | 0.1 | ||||||||
35,152 | OGE Energy Corp. | 1,563,209 | 0.1 | ||||||||
93,284(1) | PG&E Corp. | 1,013,997 | 0.1 | ||||||||
19,732 | Pinnacle West Capital Corp. | 1,774,499 | 0.1 | ||||||||
127,413 | PPL Corp. | 4,571,578 | 0.3 | ||||||||
88,948 | Public Service Enterprise Group, Inc. | 5,252,379 | 0.4 | ||||||||
49,720 | Sempra Energy | 7,531,586 | 0.5 | ||||||||
36,669 | UGI Corp. | 1,655,972 | 0.1 | ||||||||
74,555 | Vistra Energy Corp. | 1,714,019 | 0.1 | ||||||||
55,590 | WEC Energy Group, Inc. | 5,127,066 | 0.4 | ||||||||
92,403 | Xcel Energy, Inc. | 5,866,667 | 0.4 | ||||||||
95,684,235 | 6.7 |
Total Common Stock | |||||||||
(Cost $688,496,555) | 1,412,907,883 | 99.6 |
Principal Amount† | Value | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 8.2% |
Commercial Paper: 0.7% | |||||||||||
1,300,000(4) | Banco Santander S.A., 1.950%, 02/05/2020 | 1,297,663 | 0.1 |
See Accompanying Notes to Financial Statements
78
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets |
SHORT-TERM INVESTMENTS:(CONTINUED) |
Commercial Paper: (continued) | |||||||||||
1,125,000(4) | DBS Bank Ltd., 1.710%, 01/07/2020 | 1,124,646 | 0.1 | ||||||||
850,000(4) | DBS Bank Ltd., 1.860%, 02/28/2020 | 847,481 | 0.0 | ||||||||
325,000(4) | Le Mouvement Des Caisses Desjardins, 1.860%, 02/14/2020 | 324,297 | 0.0 | ||||||||
1,200,000(4) | LMA Americas LLC, 1.810%, 01/23/2020 | 1,198,442 | 0.1 | ||||||||
1,075,000(4) | Matchpoint Finance PLC, 1.850%, 02/03/2020 | 1,073,178 | 0.1 | ||||||||
1,275,000(4) | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | 1,272,371 | 0.1 | ||||||||
1,333,000(4) | Societe Generale, 1.970%, 01/09/2020 | 1,332,400 | 0.1 | ||||||||
1,000,000(4) | United Overseas Bnk Group, 1.900%, 01/24/2020 | 998,923 | 0.1 |
Total Commercial Paper | |||||||||
(Cost $9,469,401) | 9,469,401 | 0.7 |
Floating Rate Notes: 1.9% | |||||||||||
1,200,000(4) | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | 1,200,347 | 0.1 | ||||||||
1,250,000(4) | Bank of America Corp., 1.910%, 05/07/2020 | 1,250,000 | 0.1 | ||||||||
900,000(4) | Bank of Nova Scotia, 1.940%, 05/08/2020 | 899,933 | 0.0 | ||||||||
1,525,000(4) | Bedford Row Funding, 1.820%, 01/07/2020 | 1,525,082 | 0.1 | ||||||||
1,225,000(4) | BNP Paribas, 1.950%, 05/14/2020 | 1,225,091 | 0.1 | ||||||||
875,000(4) | Commonwealth Bank of Australia, 1.920%, 03/16/2020 | 875,012 | 0.0 | ||||||||
1,150,000(4) | Commonwealth Bank of Australia, 1.940%, 06/10/2020 | 1,149,997 | 0.1 | ||||||||
1,200,000(4) | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | 1,200,336 | 0.1 | ||||||||
1,300,000(4) | Crédit Industriel et Commercial, 1.950%, 04/09/2020 | 1,300,218 | 0.1 | ||||||||
1,000,000(4) | Credit Suisse Group AG, 1.890%, 04/17/2020 | 1,000,448 | 0.1 | ||||||||
1,525,000(4) | Credit Suisse Group AG, 1.720%, 01/16/2020 | 1,525,113 | 0.1 | ||||||||
1,100,000(4) | HSBC Bank PLC, 1.970%, 06/03/2020 | 1,099,997 | 0.1 | ||||||||
1,250,000(4) | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | 1,250,318 | 0.1 | ||||||||
375,000(4) | Mizuho Financial Group Inc., 1.850%, 01/06/2020 | 375,020 | 0.0 | ||||||||
1,050,000(4) | Royal Bank Of Canada, 1.820%, 01/10/2020 | 1,050,067 | 0.1 | ||||||||
1,300,000(4) | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | 1,300,042 | 0.1 | ||||||||
1,000,000(4) | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | 999,988 | 0.1 | ||||||||
300,000(4) | Svenska Handelsbanken AB, 1.850%, 03/04/2020 | 300,050 | 0.0 | ||||||||
1,000,000(4) | Svenska Handelsbanken AB, 1.970%, 05/20/2020 | 1,000,034 | 0.1 | ||||||||
1,250,000(4) | The Norinchukin Bank, 2.050%, 04/24/2020 | 1,250,449 | 0.1 | ||||||||
425,000(4) | The Sumitomo Mitsui Financial Group, 1.930%, 06/05/2020 | 424,907 | 0.0 | ||||||||
675,000(4) | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | 674,948 | 0.0 | ||||||||
1,200,000(4) | The Sumitomo Mitsui Financial Group, 1.970%, 05/12/2020 | 1,199,797 | 0.1 | ||||||||
950,000(4) | Toronto-Dominion Bank, 1.850%, 02/13/2020 | 950,027 | 0.1 | ||||||||
850,000(4) | Westpac Banking Corp, 1.830%, 02/10/2020 | 850,067 | 0.0 | ||||||||
975,000(4) | Westpac Banking Corp, 1.970%, 06/03/2020 | 975,038 | 0.1 | ||||||||
Total Floating Rate Notes | |||||||||
(Cost $26,852,326) | 26,852,326 | 1.9 |
Repurchase Agreements: 4.5% | |||||||||||
26,153,791(4) | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $26,156,041, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $26,679,194, due 09/01/24-11/01/49) | 26,153,791 | 1.8 | ||||||||
3,523,617(4) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $3,523,926, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $3,594,409, due 01/15/20-11/15/48) | 3,523,617 | 0.3 | ||||||||
26,153,791(4) | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $26,156,041, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $26,676,867, due 02/13/20-09/20/69) | 26,153,791 | 1.8 |
See Accompanying Notes to Financial Statements
79
Voya RussellTM Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets |
SHORT-TERM INVESTMENTS:(CONTINUED) |
Repurchase Agreements: (continued) | |||||||||||
8,212,795(4) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $8,213,583, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,377,277, due 04/15/21-02/15/47) | 8,212,795 | 0.6 |
Total Repurchase Agreements | |||||||||
(Cost $64,043,994) | 64,043,994 | 4.5 |
Certificates of Deposit: 0.4% | |||||||||||
1,275,000(4) | Dz Bank Ag Deutsche Zentral-Genossenschaftsbank, 1.830%, 02/13/2020 | 1,274,897 | 0.1 | ||||||||
1,225,000(4) | Landesbank Baden-Wurttemberg, 1.830%, 01/14/2020 | 1,225,049 | 0.1 | ||||||||
1,275,000(4) | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | 1,275,045 | 0.1 | ||||||||
525,000(4) | The Norinchukin Bank, 1.890%, 03/13/2020 | 525,025 | 0.0 | ||||||||
325,000(4) | The Norinchukin Bank, 1.900%, 03/05/2020 | 325,027 | 0.0 | ||||||||
1,250,000(4) | Toronto-Dominion Bank, 1.850%, 03/18/2020 | 1,250,189 | 0.1 |
Total Certificates of Deposit | |||||||||
(Cost $5,875,232) | 5,875,232 | 0.4 |
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds(4): 0.7% | |||||||||||
7,216,000(4),(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | 7,216,000 | 0.5 | ||||||||
3,244,000(4),(5) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | 3,244,000 | 0.2 |
Total Mutual Funds | |||||||||
(Cost $10,460,000) | 10,460,000 | 0.7 | |||||||
Total Short-Term Investments (Cost $116,700,953) | 116,700,953 | 8.2 | |||||||
Total Investments in Securities (Cost $805,197,508) | $ | 1,529,608,836 | 107.8 | ||||||
Liabilities in Excess of Other Assets | (111,234,144 | ) | (7.8 | ) | |||||
Net Assets | $ | 1,418,374,692 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
80
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 98.4% | |||||||||||
Communication Services: 2.2% | |||||||||||
26,179(1) | AMC Entertainment Holdings, Inc. | $ | 189,536 | 0.0 | |||||||
5,120(1),(2) | Anterix, Inc. | 221,235 | 0.0 | ||||||||
5,461 | ATN International, Inc. | 302,485 | 0.0 | ||||||||
7,702(1),(2) | Bandwidth, Inc. | 493,313 | 0.1 | ||||||||
21,275(1),(2) | Boingo Wireless, Inc. | 232,961 | 0.0 | ||||||||
5,708(2) | Boston Omaha Corp. | 120,096 | 0.0 | ||||||||
6,919(1),(2) | Cardlytics, Inc. | 434,928 | 0.1 | ||||||||
11,277(2) | Care.com, Inc. | 169,493 | 0.0 | ||||||||
36,554(1),(2) | Cargurus, Inc. | 1,285,970 | 0.1 | ||||||||
32,321(1),(2) | Cars.com, Inc. | 394,963 | 0.1 | ||||||||
49,086(2) | Central European Media Enterprises Ltd. | 222,360 | 0.0 | ||||||||
24,604(1),(2) | Cincinnati Bell, Inc. | 257,604 | 0.0 | ||||||||
28,225(2) | Clear Channel Outdoor Holdings, Inc. | 80,724 | 0.0 | ||||||||
20,230(1) | Cogent Communications Holdings, Inc. | 1,331,336 | 0.1 | ||||||||
23,605(2) | comScore, Inc. | 116,609 | 0.0 | ||||||||
36,493(1) | Consolidated Communications Holdings, Inc. | 141,593 | 0.0 | ||||||||
7,202(2) | Cumulus Media, Inc. Class-A | 126,539 | 0.0 | ||||||||
676(1),(2) | Daily Journal Corp. | 196,324 | 0.0 | ||||||||
28,281(2) | DHI Group, Inc. | 85,126 | 0.0 | ||||||||
13,802 | Emerald Expositions Events, Inc. | 145,611 | 0.0 | ||||||||
59,912(1) | Entercom Communications Corp. | 277,992 | 0.0 | ||||||||
34,202 | Entravision Communications Corp. | 89,609 | 0.0 | ||||||||
36,079(1),(2) | Eros International PLC | 122,308 | 0.0 | ||||||||
17,621(1),(2) | Eventbrite, Inc. | 355,416 | 0.1 | ||||||||
4,565(1),(2) | EverQuote, Inc. | 156,808 | 0.0 | ||||||||
25,682(1) | EW Scripps Co. | 403,464 | 0.1 | ||||||||
22,955(2) | Fluent, Inc. | 57,388 | 0.0 | ||||||||
54,026(1),(2) | Frontier Communications Corp. | 48,062 | 0.0 | ||||||||
6,561(2) | Gaia, Inc. | 52,422 | 0.0 | ||||||||
57,080(1) | Gannett Co., Inc. | 364,170 | 0.1 | ||||||||
57,044(1),(2) | Glu Mobile, Inc. | 345,116 | 0.0 | ||||||||
28,235(1),(2) | Gogo, Inc. | 180,704 | 0.0 | ||||||||
44,546(2) | Gray Television, Inc. | 955,066 | 0.1 | ||||||||
6,172(2) | Hemisphere Media Group, Inc. | 91,654 | 0.0 | ||||||||
8,723(2) | IDT Corp. | 62,893 | 0.0 | ||||||||
25,525(2) | Imax Corp. | 521,476 | 0.1 | ||||||||
33,134(1),(2) | Intelsat SA | 232,932 | 0.0 | ||||||||
48,518(1),(2) | Iridium Communications, Inc. | 1,195,484 | 0.1 | ||||||||
22,235(2) | Liberty Media Corp. - Braves C | 656,822 | 0.1 | ||||||||
35,486(2) | Liberty TripAdvisor Holdings, Inc. | 260,822 | 0.0 | ||||||||
52,083(1),(2) | Liberty Latin America Ltd. | 1,013,535 | 0.1 | ||||||||
24,222(2) | Liberty Latin America Ltd. - Class A | 467,485 | 0.1 | ||||||||
19,345(2) | LiveXLive Media, Inc. | 29,888 | 0.0 | ||||||||
7,149(2) | Loral Space & Communications, Inc. | 231,056 | 0.0 | ||||||||
21,270(2) | Marchex, Inc. | 80,401 | 0.0 | ||||||||
10,943 | Marcus Corp. | 347,659 | 0.0 | ||||||||
33,654(1),(2) | MDC Partners, Inc. | 93,558 | 0.0 | ||||||||
36,019(2) | Meet Group, Inc./The | 180,455 | 0.0 | ||||||||
19,203(1) | Meredith Corp. | 623,521 | 0.1 | ||||||||
22,561(1),(2) | MSG Networks, Inc. | 392,561 | 0.1 | ||||||||
32,949 | National CineMedia, Inc. | 240,198 | 0.0 | ||||||||
10,414(2) | Ooma, Inc. | 137,777 | 0.0 | ||||||||
39,535(1),(2) | Orbcomm, Inc. | 166,442 | 0.0 | ||||||||
72,514(2) | Pareteum Corp. | 31,710 | 0.0 | ||||||||
22,159(2) | QuinStreet, Inc. | 339,254 | 0.0 | ||||||||
7,120(2) | Reading International, Inc. | 79,673 | 0.0 | ||||||||
14,057 | Scholastic Corp. | 540,492 | 0.1 | ||||||||
22,976 | Shenandoah Telecommunications Co. | 956,031 | 0.1 | ||||||||
9,771 | Spok Holdings, Inc. | 119,499 | 0.0 | ||||||||
11,350(2) | TechTarget, Inc. | 296,235 | 0.0 | ||||||||
108,181 | TEGNA, Inc. | 1,805,541 | 0.2 | ||||||||
9,737 | Tribune Publishing Co. | 128,139 | 0.0 | ||||||||
49,451(1),(2) | TrueCar, Inc. | 234,892 | 0.0 | ||||||||
108,846(2) | Vonage Holdings Corp. | 806,549 | 0.1 | ||||||||
13,524(2) | WideOpenWest, Inc. | 100,348 | 0.0 | ||||||||
33,926(1),(2) | Yelp, Inc. | 1,181,643 | 0.1 | ||||||||
23,603,956 | 2.2 | ||||||||||
Consumer Discretionary: 10.7% | |||||||||||
13,239(2) | 1-800-Flowers.com, Inc. | 191,966 | 0.0 | ||||||||
33,509 | Aarons, Inc. | 1,913,699 | 0.2 | ||||||||
31,855(1) | Abercrombie & Fitch Co. - Class A | 550,773 | 0.1 | ||||||||
17,446 | Acushnet Holdings Corp. | 566,995 | 0.1 | ||||||||
43,260(2) | Adient plc | 919,275 | 0.1 | ||||||||
27,499(2) | Adtalem Global Education, Inc. | 961,640 | 0.1 | ||||||||
54,725(2) | American Axle & Manufacturing Holdings, Inc. | 588,841 | 0.1 | ||||||||
79,760(1) | American Eagle Outfitters, Inc. | 1,172,472 | 0.1 | ||||||||
27,701(2) | American Outdoor Brands Corp. | 257,065 | 0.0 | ||||||||
8,436(2) | American Public Education, Inc. | 231,062 | 0.0 | ||||||||
3,106(2) | America's Car-Mart, Inc. | 340,604 | 0.0 | ||||||||
9,489(2) | Asbury Automotive Group, Inc. | 1,060,775 | 0.1 | ||||||||
4,980(1),(2) | Ascena Retail Group, Inc. | 38,172 | 0.0 | ||||||||
24,086(1),(2) | At Home Group, Inc. | 132,473 | 0.0 | ||||||||
19,791(2) | Barnes & Noble Education, Inc. | 84,508 | 0.0 | ||||||||
5,303 | Bassett Furniture Industries, Inc. | 88,454 | 0.0 | ||||||||
35,485 | BBX Capital Corp. | 169,264 | 0.0 | ||||||||
14,547(2) | Beazer Homes USA, Inc. | 205,549 | 0.0 | ||||||||
60,285(1) | Bed Bath & Beyond, Inc. | 1,042,931 | 0.1 | ||||||||
19,001(1) | Big Lots, Inc. | 545,709 | 0.1 | ||||||||
504(2) | Biglari Holdings, Inc. - Class B | 57,668 | 0.0 | ||||||||
9,789 | BJ's Restaurants, Inc. | 371,590 | 0.0 | ||||||||
42,670 | Bloomin Brands, Inc. | 941,727 | 0.1 | ||||||||
13,681(2) | Boot Barn Holdings, Inc. | 609,215 | 0.1 | ||||||||
39,858 | Boyd Gaming Corp. | 1,193,349 | 0.1 | ||||||||
18,246(1) | Brinker International, Inc. | 766,332 | 0.1 | ||||||||
14,178(1) | Buckle, Inc. | 383,373 | 0.0 | ||||||||
19,672 | Caleres, Inc. | 467,210 | 0.1 |
See Accompanying Notes to Financial Statements
81
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Consumer Discretionary: (continued) | |||||||||||
45,549(1) | Callaway Golf Co. | 965,639 | 0.1 | ||||||||
16,093(1) | Camping World Holdings, Inc. | 237,211 | 0.0 | ||||||||
33,882(2) | Career Education Corp. | 623,090 | 0.1 | ||||||||
7,418 | Carriage Services, Inc. | 189,901 | 0.0 | ||||||||
18,909(2) | Carrols Restaurant Group, Inc. | 133,308 | 0.0 | ||||||||
11,188(1) | Cato Corp. | 194,671 | 0.0 | ||||||||
4,170(2) | Cavco Industries, Inc. | 814,735 | 0.1 | ||||||||
13,896(2) | Century Casinos, Inc. | 110,056 | 0.0 | ||||||||
13,175(1),(2) | Century Communities, Inc. | 360,336 | 0.0 | ||||||||
20,283(1) | Cheesecake Factory | 788,197 | 0.1 | ||||||||
58,012(1),(2) | Chegg, Inc. | 2,199,235 | 0.2 | ||||||||
57,644(1) | Chico's FAS, Inc. | 219,624 | 0.0 | ||||||||
7,520(1) | Childrens Place, Inc./The | 470,150 | 0.1 | ||||||||
17,621 | Churchill Downs, Inc. | 2,417,601 | 0.2 | ||||||||
8,571(2) | Chuy's Holdings, Inc. | 222,160 | 0.0 | ||||||||
6,052 | Citi Trends, Inc. | 139,922 | 0.0 | ||||||||
11,711 | Clarus Corp. | 158,801 | 0.0 | ||||||||
4,069 | Collectors Universe, Inc. | 93,790 | 0.0 | ||||||||
9,420(2) | Conn's, Inc. | 116,714 | 0.0 | ||||||||
8,777(1),(2) | Container Store Group, Inc. | 37,039 | 0.0 | ||||||||
24,736 | Cooper Tire & Rubber Co. | 711,160 | 0.1 | ||||||||
8,037(2) | Cooper-Standard Holdings, Inc. | 266,507 | 0.0 | ||||||||
21,998 | Core-Mark Holding Co., Inc. | 598,126 | 0.1 | ||||||||
10,761(1) | Cracker Barrel Old Country Store, Inc. | 1,654,396 | 0.2 | ||||||||
32,985(2) | CROCS, Inc. | 1,381,742 | 0.1 | ||||||||
5,719 | Culp, Inc. | 77,893 | 0.0 | ||||||||
70,834 | Dana, Inc. | 1,289,179 | 0.1 | ||||||||
15,642(1) | Dave & Buster's Entertainment, Inc. | 628,339 | 0.1 | ||||||||
13,916(2) | Deckers Outdoor Corp. | 2,349,856 | 0.2 | ||||||||
16,945(2) | Del Taco Restaurants, Inc. | 133,950 | 0.0 | ||||||||
2,764(2) | Delta Apparel, Inc. | 85,960 | 0.0 | ||||||||
28,925(2) | Denny's Corp. | 575,029 | 0.1 | ||||||||
31,404(1) | Designer Brands, Inc. | 494,299 | 0.1 | ||||||||
5,080(1) | Dillards, Inc. | 373,278 | 0.0 | ||||||||
7,969(1) | Dine Brands Global, Inc. | 665,571 | 0.1 | ||||||||
13,385(1),(2) | Dorman Products, Inc. | 1,013,512 | 0.1 | ||||||||
32,594(1),(2) | Drive Shack, Inc. | 119,294 | 0.0 | ||||||||
5,792(1),(2) | Duluth Holdings, Inc. | 60,990 | 0.0 | ||||||||
11,241(1),(2) | El Pollo Loco Holdings, Inc. | 170,189 | 0.0 | ||||||||
32,818(1),(2) | Eldorado Resorts, Inc. | 1,957,266 | 0.2 | ||||||||
12,612(1) | Ethan Allen Interiors, Inc. | 240,385 | 0.0 | ||||||||
33,662(2) | Everi Holdings, Inc. | 452,081 | 0.1 | ||||||||
32,684(1),(2) | Express, Inc. | 159,171 | 0.0 | ||||||||
12,454(2) | Fiesta Restaurant Group, Inc. | 123,170 | 0.0 | ||||||||
4,225 | Flexsteel Industries, Inc. | 84,162 | 0.0 | ||||||||
23,891(1),(2) | Fossil Group, Inc. | 188,261 | 0.0 | ||||||||
18,564(1),(2) | Fox Factory Holding Corp. | 1,291,498 | 0.1 | ||||||||
9,303(1),(2) | Funko, Inc. | 159,640 | 0.0 | ||||||||
43,517(1) | GameStop Corp. | 264,583 | 0.0 | ||||||||
7,277(1),(2) | Genesco, Inc. | 348,714 | 0.0 | ||||||||
16,115(2) | Gentherm, Inc. | 715,345 | 0.1 | ||||||||
21,924(1),(2) | G-III Apparel Group Ltd. | 734,454 | 0.1 | ||||||||
40,532(1),(2) | GNC Holdings, Inc. | 109,436 | 0.0 | ||||||||
9,376(2) | Golden Entertainment, Inc. | 180,207 | 0.0 | ||||||||
61,740(1),(2) | GoPro, Inc. | 267,952 | 0.0 | ||||||||
14,192(2) | Green Brick Partners, Inc. | 162,924 | 0.0 | ||||||||
8,621 | Group 1 Automotive, Inc. | 862,100 | 0.1 | ||||||||
216,923(1),(2) | Groupon, Inc. | 518,446 | 0.1 | ||||||||
22,977 | Guess?, Inc. | 514,225 | 0.1 | ||||||||
11,690(1),(2) | Habit Restaurants, Inc. | 121,927 | 0.0 | ||||||||
3,650(1) | Hamilton Beach Brands Holding Co. | 69,715 | 0.0 | ||||||||
9,212(1) | Haverty Furniture Cos., Inc. | 185,714 | 0.0 | ||||||||
12,465(2) | Helen of Troy Ltd. | 2,241,082 | 0.2 | ||||||||
8,785(1),(2) | Hibbett Sports, Inc. | 246,331 | 0.0 | ||||||||
6,103 | Hooker Furniture Corp. | 156,786 | 0.0 | ||||||||
51,087(2) | Houghton Mifflin Harcourt Co. | 319,294 | 0.0 | ||||||||
19,578(2) | Hudson Ltd. | 300,327 | 0.0 | ||||||||
11,130(2) | Installed Building Products, Inc. | 766,523 | 0.1 | ||||||||
13,540(1),(2) | iRobot Corp. | 685,530 | 0.1 | ||||||||
8,569(2) | J Alexander's Holdings, Inc. | 81,920 | 0.0 | ||||||||
8,169(1) | J. Jill, Inc. | 9,231 | 0.0 | ||||||||
12,710 | Jack in the Box, Inc. | 991,761 | 0.1 | ||||||||
157,328(2) | JC Penney Co., Inc. | 176,207 | 0.0 | ||||||||
2,642 | Johnson Outdoors, Inc. | 202,641 | 0.0 | ||||||||
19,007(2) | K12, Inc. | 386,792 | 0.0 | ||||||||
42,314 | KB Home | 1,450,101 | 0.1 | ||||||||
21,901(1) | Kontoor Brands, Inc. | 919,623 | 0.1 | ||||||||
5,808(2) | Lands' End, Inc. | 97,574 | 0.0 | ||||||||
52,683(2) | Laureate Education Inc. - Class A | 927,748 | 0.1 | ||||||||
21,816 | La-Z-Boy, Inc. | 686,768 | 0.1 | ||||||||
12,048 | LCI Industries | 1,290,702 | 0.1 | ||||||||
10,082(2) | Leaf Group Ltd. | 40,328 | 0.0 | ||||||||
9,755(2) | LGI Homes, Inc. | 689,191 | 0.1 | ||||||||
6,421 | Lifetime Brands, Inc. | 44,626 | 0.0 | ||||||||
10,104(2) | Lindblad Expeditions Holdings, Inc. | 165,200 | 0.0 | ||||||||
16,079(2) | Liquidity Services, Inc. | 95,831 | 0.0 | ||||||||
11,023 | Lithia Motors, Inc. | 1,620,381 | 0.2 | ||||||||
4,978(1),(2) | Lovesac Co/The | 79,897 | 0.0 | ||||||||
14,475(2) | Lumber Liquidators Holdings, Inc. | 141,421 | 0.0 | ||||||||
13,142(2) | M/I Homes, Inc. | 517,138 | 0.1 | ||||||||
10,236(2) | Malibu Boats, Inc. | 419,164 | 0.1 | ||||||||
4,132 | Marine Products Corp. | 59,501 | 0.0 | ||||||||
10,691(2) | MarineMax, Inc. | 178,433 | 0.0 | ||||||||
20,643(1) | Marriott Vacations Worldwide Corp. | 2,657,993 | 0.3 | ||||||||
9,997(2) | MasterCraft Boat Holdings, Inc. | 157,453 | 0.0 | ||||||||
24,152 | MDC Holdings, Inc. | 921,640 | 0.1 | ||||||||
17,755(2) | Meritage Homes Corp. | 1,085,008 | 0.1 | ||||||||
41,747(1),(2) | Michaels Cos, Inc. | 337,733 | 0.0 | ||||||||
23,917(2) | Modine Manufacturing Co. | 184,161 | 0.0 | ||||||||
6,019(2) | Monarch Casino & Resort, Inc. | 292,222 | 0.0 | ||||||||
16,056 | Monro, Inc. | 1,255,579 | 0.1 | ||||||||
9,670(1),(2) | Motorcar Parts of America, Inc. | 213,030 | 0.0 | ||||||||
7,993(1) | Movado Group, Inc. | 173,768 | 0.0 | ||||||||
14,513(2) | Murphy USA, Inc. | 1,698,021 | 0.2 | ||||||||
1,657 | Nathan's Famous, Inc. | 117,448 | 0.0 | ||||||||
38,728(2) | National Vision Holdings, Inc. | 1,255,949 | 0.1 | ||||||||
15,332(1),(2) | Noodles & Co. | 84,939 | 0.0 |
See Accompanying Notes to Financial Statements
82
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Consumer Discretionary: (continued) | |||||||||||
264,736 | Office Depot, Inc. | 725,377 | 0.1 | ||||||||
21,626(1),(2) | OneSpaWorld Holdings Ltd. | 364,182 | 0.0 | ||||||||
13,671(2) | Overstock.com, Inc. | 96,381 | 0.0 | ||||||||
8,276(1) | Oxford Industries, Inc. | 624,176 | 0.1 | ||||||||
10,882 | Papa Johns International, Inc. | 687,198 | 0.1 | ||||||||
27,491(1),(2) | Party City Holdco, Inc. | 64,329 | 0.0 | ||||||||
54,274(2) | Penn National Gaming, Inc. | 1,387,243 | 0.1 | ||||||||
9,760(1) | PetMed Express, Inc. | 229,555 | 0.0 | ||||||||
13,358(2) | PlayAGS, Inc. | 162,033 | 0.0 | ||||||||
12,548(1),(2) | Potbelly Corp. | 52,953 | 0.0 | ||||||||
36,233(2) | Quotient Technology, Inc. | 357,257 | 0.0 | ||||||||
4,990 | RCI Hospitality Holdings, Inc. | 102,295 | 0.0 | ||||||||
8,331(1),(2) | RealReal, Inc./The | 157,039 | 0.0 | ||||||||
15,219(2) | Red Lion Hotels Corp. | 56,767 | 0.0 | ||||||||
6,717(2) | Red Robin Gourmet Burgers, Inc. | 221,795 | 0.0 | ||||||||
34,019(1) | Red Rock Resorts, Inc. | 814,755 | 0.1 | ||||||||
12,512(1),(2) | Regis Corp. | 223,589 | 0.0 | ||||||||
23,717 | Rent-A-Center, Inc. | 683,998 | 0.1 | ||||||||
8,201(1),(2) | RH | 1,750,914 | 0.2 | ||||||||
3,609 | Rocky Brands, Inc. | 106,213 | 0.0 | ||||||||
24,358(2) | Rubicon Project, Inc. | 198,761 | 0.0 | ||||||||
14,709 | Ruth's Hospitality Group, Inc. | 320,141 | 0.0 | ||||||||
59,837(1),(2) | Sally Beauty Holdings, Inc. | 1,092,025 | 0.1 | ||||||||
27,475(1),(2) | Scientific Games Corp. | 735,781 | 0.1 | ||||||||
23,215(1),(2) | SeaWorld Entertainment, Inc. | 736,148 | 0.1 | ||||||||
11,080(2) | Select Interior Concepts, Inc. | 99,609 | 0.0 | ||||||||
14,428(1),(2) | Shake Shack, Inc. | 859,476 | 0.1 | ||||||||
4,639(1) | Shoe Carnival, Inc. | 172,942 | 0.0 | ||||||||
9,464(1),(2) | Shutterstock, Inc. | 405,816 | 0.1 | ||||||||
25,264(1) | Signet Jewelers Ltd. | 549,239 | 0.1 | ||||||||
24,612(2) | Skyline Champion Corp. | 780,200 | 0.1 | ||||||||
13,918(1),(2) | Sleep Number Corp. | 685,322 | 0.1 | ||||||||
12,018(1) | Sonic Automotive, Inc. | 372,558 | 0.0 | ||||||||
34,400(1),(2) | Sonos, Inc. | 537,328 | 0.1 | ||||||||
22,293(2) | Sportsman's Warehouse Holdings, Inc. | 179,013 | 0.0 | ||||||||
8,144(1),(2) | Stamps.com, Inc. | 680,187 | 0.1 | ||||||||
10,324 | Standard Motor Products, Inc. | 549,443 | 0.1 | ||||||||
41,717 | Steven Madden Ltd. | 1,794,248 | 0.2 | ||||||||
20,489(1),(2) | Stitch Fix, Inc. | 525,748 | 0.1 | ||||||||
12,827(2) | Stoneridge, Inc. | 376,088 | 0.0 | ||||||||
10,548 | Strategic Education, Inc. | 1,676,077 | 0.2 | ||||||||
8,371 | Sturm Ruger & Co., Inc. | 393,688 | 0.0 | ||||||||
5,252 | Superior Group of Cos, Inc. | 71,112 | 0.0 | ||||||||
24,801(1) | Tailored Brands, Inc. | 102,676 | 0.0 | ||||||||
17,084(2) | Target Hospitality Corp. | 85,420 | 0.0 | ||||||||
51,412(2) | Taylor Morrison Home Corp. | 1,123,866 | 0.1 | ||||||||
24,692(1) | Tenneco, Inc. | 323,465 | 0.0 | ||||||||
32,903 | Texas Roadhouse, Inc. | 1,853,097 | 0.2 | ||||||||
11,480 | Tilly's, Inc. | 140,630 | 0.0 | ||||||||
16,929(2) | TopBuild Corp. | 1,745,041 | 0.2 | ||||||||
68,828(2) | TRI Pointe Group, Inc. | 1,072,340 | 0.1 | ||||||||
25,068(1) | Tupperware Brands Corp. | 215,083 | 0.0 | ||||||||
9,493(1) | Twin River Worldwide Holdings, Inc. | 243,495 | 0.0 | ||||||||
7,286(2) | Unifi, Inc. | 184,044 | 0.0 | ||||||||
6,608(2) | Universal Electronics, Inc. | 345,334 | 0.0 | ||||||||
10,528(2) | Vera Bradley, Inc. | 124,230 | 0.0 | ||||||||
28,587(1),(2) | Vista Outdoor, Inc. | 213,831 | 0.0 | ||||||||
13,788(1),(2) | Visteon Corp. | 1,193,903 | 0.1 | ||||||||
44,163(2) | Waitr Holdings, Inc. | 14,221 | 0.0 | ||||||||
3,261 | Weyco Group, Inc. | 86,253 | 0.0 | ||||||||
16,109(2) | William Lyon Homes - Class A | 321,858 | 0.0 | ||||||||
14,527 | Wingstop, Inc. | 1,252,663 | 0.1 | ||||||||
1,221 | Winmark Corp. | 242,124 | 0.0 | ||||||||
15,403(1) | Winnebago Industries | 816,051 | 0.1 | ||||||||
39,752(1) | Wolverine World Wide, Inc. | 1,341,233 | 0.1 | ||||||||
23,307(2) | WW International, Inc. | 890,561 | 0.1 | ||||||||
20,015(1),(2) | YETI Holdings, Inc. | 696,122 | 0.1 | ||||||||
15,080(1),(2) | Zagg, Inc. | 122,299 | 0.0 | ||||||||
9,903(2) | Zumiez, Inc. | 342,050 | 0.0 | ||||||||
112,879,402 | 10.7 | ||||||||||
Consumer Staples: 3.0% | |||||||||||
59,727(1),(2) | 22nd Century Group, Inc. | 65,700 | 0.0 | ||||||||
2,035 | Alico, Inc. | 72,914 | 0.0 | ||||||||
14,860 | Andersons, Inc. | 375,661 | 0.0 | ||||||||
31,458(1) | B&G Foods, Inc. | 564,042 | 0.1 | ||||||||
17,762(2) | BellRing Brands, Inc. | 378,153 | 0.0 | ||||||||
55,332(1),(2) | BJ's Wholesale Club Holdings, Inc. | 1,258,250 | 0.1 | ||||||||
4,162(1),(2) | Boston Beer Co., Inc. | 1,572,612 | 0.2 | ||||||||
7,992(1) | Calavo Growers, Inc. | 723,995 | 0.1 | ||||||||
15,355(1) | Cal-Maine Foods, Inc. | 656,426 | 0.1 | ||||||||
13,636(1),(2) | Celsius Holdings, Inc. | 65,862 | 0.0 | ||||||||
3,006(2) | Central Garden & Pet Co. | 93,396 | 0.0 | ||||||||
23,434(2) | Central Garden & Pet Co. - Class A | 688,022 | 0.1 | ||||||||
11,476(1),(2) | Chefs' Warehouse Holdings, Inc. | 437,350 | 0.0 | ||||||||
2,294 | Coca-Cola Consolidated, Inc. | 651,611 | 0.1 | ||||||||
6,380(1),(2) | Craft Brew Alliance, Inc. | 105,270 | 0.0 | ||||||||
81,585(2) | Darling Ingredients, Inc. | 2,290,907 | 0.2 | ||||||||
26,494(1),(2) | Edgewell Personal Care Co. | 820,254 | 0.1 | ||||||||
13,606(2) | elf Beauty, Inc. | 219,465 | 0.0 | ||||||||
5,428(2) | Farmer Bros Co. | 81,746 | 0.0 | ||||||||
15,187 | Fresh Del Monte Produce, Inc. | 531,241 | 0.1 | ||||||||
16,994(2) | Freshpet, Inc. | 1,004,175 | 0.1 | ||||||||
3,972(1),(2) | HF Foods Group, Inc. | 77,454 | 0.0 | ||||||||
57,851(1),(2) | Hostess Brands, Inc. | 841,154 | 0.1 | ||||||||
7,164 | Ingles Markets, Inc. | 340,362 | 0.0 | ||||||||
8,856 | Inter Parfums, Inc. | 643,920 | 0.1 | ||||||||
7,534 | J&J Snack Foods Corp. | 1,388,290 | 0.1 | ||||||||
4,365 | John B Sanfilippo & Son, Inc. | 398,437 | 0.0 | ||||||||
9,421(1) | Lancaster Colony Corp. | 1,508,302 | 0.2 | ||||||||
12,765(1),(2) | Landec Corp. | 144,372 | 0.0 | ||||||||
7,790(2) | Lifevantage Corp. | 121,602 | 0.0 | ||||||||
8,229 | Limoneira Co. | 158,244 | 0.0 | ||||||||
5,535(1) | Medifast, Inc. | 606,525 | 0.1 | ||||||||
6,477(1) | MGP Ingredients, Inc. | 313,811 | 0.0 | ||||||||
5,875(1),(2) | National Beverage Corp. | 299,743 | 0.0 | ||||||||
5,105(1) | Natural Grocers by Vitamin Cottage, Inc. | 50,386 | 0.0 | ||||||||
41,671(1),(2) | New Age Beverages Corp. | 75,841 | 0.0 | ||||||||
2,281 | Oil-Dri Corp. of America | 82,686 | 0.0 | ||||||||
50,730(2) | Performance Food Group Co. | 2,611,580 | 0.3 |
See Accompanying Notes to Financial Statements
83
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Consumer Stapies: (continued) | |||||||||||
10,772(1) | Pricesmart, Inc. | 765,027 | 0.1 | ||||||||
18,223(1),(2) | Primo Water Corp. | 204,553 | 0.0 | ||||||||
4,642(1),(2) | Pyxus International, Inc. | 41,499 | 0.0 | ||||||||
4,147(1),(2) | Revlon, Inc. - Class A | 88,829 | 0.0 | ||||||||
26,521(1),(2) | Rite Aid Corp. | 410,280 | 0.0 | ||||||||
9,895 | Sanderson Farms, Inc. | 1,743,697 | 0.2 | ||||||||
3,541(2) | Seneca Foods Corp. | 144,437 | 0.0 | ||||||||
40,577(2) | Simply Good Foods Co/The | 1,158,068 | 0.1 | ||||||||
17,551 | SpartanNash Co. | 249,926 | 0.0 | ||||||||
8,706(1) | Tootsie Roll Industries, Inc. | 297,223 | 0.0 | ||||||||
4,635(1) | Turning Point Brands, Inc. | 132,561 | 0.0 | ||||||||
25,842(1),(2) | United Natural Foods, Inc. | 226,376 | 0.0 | ||||||||
11,993 | Universal Corp. | 684,321 | 0.1 | ||||||||
6,487(1),(2) | USANA Health Sciences, Inc. | 509,554 | 0.1 | ||||||||
54,647(1) | Vector Group Ltd. | 731,723 | 0.1 | ||||||||
3,225 | Village Super Market, Inc. | 74,820 | 0.0 | ||||||||
6,797(1) | WD-40 Co. | 1,319,570 | 0.1 | ||||||||
5,213(1) | Weis Markets, Inc. | 211,074 | 0.0 | ||||||||
31,313,299 | 3.0 | ||||||||||
Energy: 3.1% | |||||||||||
86,687(2) | Abraxas Petroleum Corp. | 30,436 | 0.0 | ||||||||
27,831(1),(2) | Altus Midstream Co. | 79,597 | 0.0 | ||||||||
7,429 | Amplify Energy Corp. | 49,106 | 0.0 | ||||||||
7,755(1) | Arch Coal, Inc. | 556,344 | 0.1 | ||||||||
61,625 | Archrock, Inc. | 618,715 | 0.1 | ||||||||
18,002(2) | Ardmore Shipping Corp. | 162,918 | 0.0 | ||||||||
30,467(1) | Berry Petroleum Corp. | 287,304 | 0.0 | ||||||||
9,871(2) | Bonanza Creek Energy, Inc. | 230,389 | 0.0 | ||||||||
7,741 | Brigham Minerals, Inc. | 165,967 | 0.0 | ||||||||
22,548 | Cactus, Inc. | 773,847 | 0.1 | ||||||||
24,179(1),(2) | California Resources Corp. | 218,336 | 0.0 | ||||||||
187,767(1),(2) | Callon Petroleum Co. | 906,915 | 0.1 | ||||||||
16,253(2) | Chaparral Energy, Inc. | 28,605 | 0.0 | ||||||||
75,344(2) | Clean Energy Fuels Corp. | 176,305 | 0.0 | ||||||||
90,761(1),(2) | CNX Resources Corp. | 803,235 | 0.1 | ||||||||
9,451(1),(2) | Comstock Resources, Inc. | 77,782 | 0.0 | ||||||||
13,864(2) | CONSOL Energy, Inc. | 201,167 | 0.0 | ||||||||
9,515(2) | Contura Energy, Inc. | 86,111 | 0.0 | ||||||||
22,987(2) | Covia Holdings Corp. | 46,893 | 0.0 | ||||||||
14,549(1) | CVR Energy, Inc. | 588,216 | 0.1 | ||||||||
37,225(1) | Delek US Holdings, Inc. | 1,248,154 | 0.1 | ||||||||
230,194(2) | Denbury Resources, Inc. | 324,574 | 0.0 | ||||||||
44,753(1) | DHT Holdings, Inc. | 370,555 | 0.1 | ||||||||
31,970(1),(2) | Diamond Offshore Drilling | 229,864 | 0.0 | ||||||||
10,923(2) | Diamond S Shipping, Inc. | 182,851 | 0.0 | ||||||||
6,912(1) | DMC Global, Inc. | 310,625 | 0.0 | ||||||||
14,560(2) | Dorian L.P.G Ltd. | 225,389 | 0.0 | ||||||||
17,384(1),(2) | Dril-Quip, Inc. | 815,483 | 0.1 | ||||||||
10,816(2) | Earthstone Energy, Inc. | 68,465 | 0.0 | ||||||||
51,164(1),(2) | Energy Fuels, Inc./Canada | 97,723 | 0.0 | ||||||||
10,689(2) | Era Group, Inc. | 108,707 | 0.0 | ||||||||
17,805 | Evolution Petroleum Corp. | 97,393 | 0.0 | ||||||||
15,847(2) | Exterran Corp. | 124,082 | 0.0 | ||||||||
42,671(1),(2) | Extraction Oil & Gas, Inc. | 90,462 | 0.0 | ||||||||
18,695(1) | Falcon Minerals Corp. | 131,987 | 0.0 | ||||||||
45,852(2) | Forum Energy Technologies, Inc. | 77,031 | 0.0 | ||||||||
49,844(1),(2) | Frank's International N.V. | 257,693 | 0.0 | ||||||||
18,645(2) | FTS International, Inc. | 19,391 | 0.0 | ||||||||
20,987 | GasLog Ltd. | 205,463 | 0.0 | ||||||||
6,933(2) | Geospace Technologies Corp. | 116,266 | 0.0 | ||||||||
45,544 | Golar LNG Ltd. | 647,636 | 0.1 | ||||||||
17,806(1) | Green Plains, Inc. | 274,747 | 0.0 | ||||||||
79,674(1),(2) | Gulfport Energy Corp. | 242,209 | 0.0 | ||||||||
68,118(1),(2) | Helix Energy Solutions Group, Inc. | 655,976 | �� | 0.1 | |||||||
58,509(1),(2) | HighPoint Resources Corp. | 98,880 | 0.0 | ||||||||
34,267(2) | Independence Contract Drilling, Inc. | 34,157 | 0.0 | ||||||||
12,375(2) | International Seaways, Inc. | 368,280 | 0.1 | ||||||||
33,944(1),(2) | Jagged Peak Energy, Inc. | 288,185 | 0.0 | ||||||||
12,157(2) | KLX Energy Services Holdings, Inc. | 78,291 | 0.0 | ||||||||
87,874(2) | Laredo Petroleum, Inc. | 252,198 | 0.0 | ||||||||
25,257(1) | Liberty Oilfield Services, Inc. | 280,858 | 0.0 | ||||||||
47,220(1),(2) | Magnolia Oil & Gas Corp. | 594,028 | 0.1 | ||||||||
12,513 | Mammoth Energy Services, Inc. | 27,529 | 0.0 | ||||||||
53,779(1),(2) | Matador Resources Co. | 966,409 | 0.1 | ||||||||
13,182(2) | Matrix Service Co. | 301,604 | 0.0 | ||||||||
96,335(1),(2) | McDermott International, Inc. | 65,180 | 0.0 | ||||||||
11,343(1),(2) | Montage Resources Corp. | 90,063 | 0.0 | ||||||||
170,685(1) | Nabors Industries Ltd. | 491,573 | 0.1 | ||||||||
2,081 | Nacco Industries, Inc. | 97,453 | 0.0 | ||||||||
12,482(2) | National Energy Services Reunited Corp. | 113,836 | 0.0 | ||||||||
8,175(2) | Natural Gas Services Group, Inc. | 100,225 | 0.0 | ||||||||
11,042(2) | NCS Multistage Holdings, Inc. | 23,188 | 0.0 | ||||||||
44,898(1),(2) | Newpark Resources, Inc. | 281,510 | 0.0 | ||||||||
76,882(2) | NexTier Oilfield Solutions, Inc. | 515,109 | 0.1 | ||||||||
8,873(2) | Nine Energy Service, Inc. | 69,387 | 0.0 | ||||||||
126,545(1),(2) | Noble Corp. PLC | 154,385 | 0.0 | ||||||||
68,221 | Nordic American Tankers Ltd. | 335,647 | 0.0 | ||||||||
140,312(1),(2) | Northern Oil And Gas, Inc. | 328,330 | 0.0 | ||||||||
154,152(1),(2) | Oasis Petroleum, Inc. | 502,535 | 0.1 | ||||||||
47,836(2) | Oceaneering International, Inc. | 713,235 | 0.1 | ||||||||
28,273(2) | Oil States International, Inc. | 461,133 | 0.1 | ||||||||
35,869(2) | Overseas Shipholding Group, Inc. | 82,499 | 0.0 | ||||||||
17,688(2) | Pacific Drilling SA | 72,167 | 0.0 | ||||||||
9,840 | Panhandle Oil and Gas, Inc. | 110,306 | 0.0 | ||||||||
17,679(2) | Par Pacific Holdings, Inc. | 410,860 | 0.1 | ||||||||
4,986(2) | Parker Drilling Co. | 112,185 | 0.0 | ||||||||
30,499(2) | PDC Energy, Inc. | 798,159 | 0.1 | ||||||||
32,359(1) | Peabody Energy Corp. | 295,114 | 0.0 | ||||||||
7,031(2) | Penn Virginia Corp. | 213,391 | 0.0 |
See Accompanying Notes to Financial Statements
84
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Energy: (continued) | |||||||||||
38,935(2) | ProPetro Holding Corp. | 438,019 | 0.1 | ||||||||
114,098(1) | QEP Resources, Inc. | 513,441 | 0.1 | ||||||||
17,945(1),(2) | Renewable Energy Group, Inc. | 483,618 | 0.1 | ||||||||
2,976(2) | REX American Resources Corp. | 243,913 | 0.0 | ||||||||
9,826(2) | RigNet, Inc. | 64,852 | 0.0 | ||||||||
31,843(2) | Ring Energy, Inc. | 84,066 | 0.0 | ||||||||
26,615(1) | RPC, Inc. | 139,463 | 0.0 | ||||||||
18,004(2) | SandRidge Energy, Inc. | 76,337 | 0.0 | ||||||||
21,239(1) | Scorpio Tankers, Inc. | 835,542 | 0.1 | ||||||||
8,747(2) | SEACOR Holdings, Inc. | 377,433 | 0.1 | ||||||||
10,588(1),(2) | SEACOR Marine Holdings, Inc. | 146,009 | 0.0 | ||||||||
34,634(1),(2) | Seadrill Ltd. | 87,970 | 0.0 | ||||||||
28,334(1),(2) | Select Energy Services, Inc. | 262,940 | 0.0 | ||||||||
38,938(1) | SFL Corp. Ltd. | 566,159 | 0.1 | ||||||||
4,217(2) | SilverBow Resources, Inc. | 41,748 | 0.0 | ||||||||
54,011(1) | SM Energy Co. | 607,084 | 0.1 | ||||||||
12,048(2) | Smart Sand Inc. | 30,361 | 0.0 | ||||||||
16,002(1) | Solaris Oilfield Infrastructure, Inc. | 224,028 | 0.0 | ||||||||
263,811(2) | Southwestern Energy Co. | 638,423 | 0.1 | ||||||||
117,517(2) | SRC Energy, Inc. | 484,170 | 0.1 | ||||||||
10,339(1),(2) | Talos Energy, Inc. | 311,721 | 0.0 | ||||||||
34,554(1) | Teekay Corp. | 183,827 | 0.0 | ||||||||
11,844(2) | Teekay Tankers Ltd. | 283,901 | 0.0 | ||||||||
45,912(1),(2) | Tellurian, Inc. | 334,239 | 0.0 | ||||||||
62,304(2) | Tetra Technologies, Inc. | 122,116 | 0.0 | ||||||||
17,308(2) | Tidewater, Inc. | 333,698 | 0.0 | ||||||||
39,838(2) | Unit Corp. | 27,711 | 0.0 | ||||||||
104,463(2) | Uranium Energy Corp. | 96,022 | 0.0 | ||||||||
36,013(1) | US Silica Holdings, Inc. | 221,480 | 0.0 | ||||||||
48,209(2) | W&T Offshore, Inc. | 268,042 | 0.0 | ||||||||
44,108(1),(2) | Whiting Petroleum Corp. | 323,753 | 0.0 | ||||||||
31,750 | World Fuel Services Corp. | 1,378,585 | 0.1 | ||||||||
32,969,474 | 3.1 | ||||||||||
Financials: 17.5% | |||||||||||
3,453 | 1st Constitution Bancorp | 76,415 | 0.0 | ||||||||
8,021 | 1st Source Corp. | 416,129 | 0.1 | ||||||||
3,457 | ACNB Corp. | 130,744 | 0.0 | ||||||||
19,394 | AG Mortgage Investment Trust, Inc. | 299,055 | 0.0 | ||||||||
9,058(1),(2) | Allegiance Bancshares, Inc. | 340,581 | 0.0 | ||||||||
7,170 | Amalgamated Bank | 139,456 | 0.0 | ||||||||
22,476(2) | Ambac Financial Group, Inc. | 484,807 | 0.1 | ||||||||
9,819(2) | Amerant Bancorp, Inc. | 213,956 | 0.0 | ||||||||
44,188 | American Equity Investment Life Holding Co. | 1,322,547 | 0.1 | ||||||||
5,681 | American National Bankshares, Inc. | 224,797 | 0.0 | ||||||||
29,554 | Ameris Bancorp. | 1,257,227 | 0.1 | ||||||||
9,519 | Amerisafe, Inc. | 628,540 | 0.1 | ||||||||
5,296 | Ames National Corp. | 148,606 | 0.0 | ||||||||
64,870 | Anworth Mortgage Asset Corp. | 228,342 | 0.0 | ||||||||
75,586(1) | Apollo Commercial Real Estate Finance, Inc. | 1,382,468 | 0.1 | ||||||||
15,612(1) | Ares Commercial Real Estate Corp. | 247,294 | 0.0 | ||||||||
34,229 | Ares Management Corp. | 1,221,633 | 0.1 | ||||||||
15,988 | Argo Group International Holdings Ltd. | 1,051,211 | 0.1 | ||||||||
17,338(1) | Arlington Asset Investment Corp. | 96,573 | 0.0 | ||||||||
24,971(1) | ARMOUR Residential REIT, Inc. | 446,232 | 0.1 | ||||||||
7,417 | Arrow Financial Corp. | 280,363 | 0.0 | ||||||||
25,010 | Artisan Partners Asset Management, Inc. | 808,323 | 0.1 | ||||||||
6,421(2) | Assetmark Financial Holdings, Inc. | 186,337 | 0.0 | ||||||||
1,287(1) | Associated Capital Group, Inc. | 50,450 | 0.0 | ||||||||
12,315(2) | Atlantic Capital Bancshares, Inc. | 225,980 | 0.0 | ||||||||
38,947 | Atlantic Union Bankshares Corp. | 1,462,460 | 0.2 | ||||||||
28,126(1),(2) | Axos Financial, Inc. | 851,655 | 0.1 | ||||||||
10,414 | B. Riley Financial, Inc. | 262,225 | 0.0 | ||||||||
22,077(1) | Banc of California, Inc. | 379,283 | 0.0 | ||||||||
9,791 | Bancfirst Corp. | 611,350 | 0.1 | ||||||||
26,552(2) | Bancorp, Inc. | 344,379 | 0.0 | ||||||||
46,015(1) | BancorpSouth Bank | 1,445,331 | 0.1 | ||||||||
2,863(1) | Bank First Corp. | 200,439 | 0.0 | ||||||||
6,490 | Bank of Commerce Holdings | 75,089 | 0.0 | ||||||||
7,468 | Bank of Marin Bancorp | 336,433 | 0.0 | ||||||||
26,339 | Bank of NT Butterfield & Son Ltd. | 975,070 | 0.1 | ||||||||
2,402 | Bank of Princeton/The | 75,639 | 0.0 | ||||||||
8,387 | BankFinancial Corp. | 109,702 | 0.0 | ||||||||
2,648 | Bankwell Financial Group, Inc. | 76,368 | 0.0 | ||||||||
16,014 | Banner Corp. | 906,232 | 0.1 | ||||||||
8,575 | Bar Harbor Bankshares | 217,719 | 0.0 | ||||||||
6,289(2) | Baycom Corp. | 143,012 | 0.0 | ||||||||
8,621 | BCB Bancorp, Inc. | 118,884 | 0.0 | ||||||||
21,566 | Berkshire Hills Bancorp, Inc. | 709,090 | 0.1 | ||||||||
64,081(1) | Blackstone Mortgage Trust, Inc. | 2,385,095 | 0.2 | ||||||||
16,152(1) | Banco Latinoamericano de Comercio Exterior SA | 345,330 | 0.0 | ||||||||
23,671(2) | Blucora, Inc. | 618,760 | 0.1 | ||||||||
40,497 | Boston Private Financial Holdings, Inc. | 487,179 | 0.1 | ||||||||
9,393 | Bridge Bancorp, Inc. | 314,947 | 0.0 | ||||||||
8,089(2) | Bridgewater Bancshares, Inc. | 111,466 | 0.0 | ||||||||
33,111 | Brightsphere Investment Group, Inc. | 338,394 | 0.0 | ||||||||
38,786 | Brookline Bancorp, Inc. | 638,418 | 0.1 | ||||||||
4,630(2) | BRP Group, Inc. | 74,311 | 0.0 | ||||||||
10,680 | Bryn Mawr Bank Corp. | 440,443 | 0.1 | ||||||||
5,856 | Business First Bancshares, Inc. | 145,990 | 0.0 | ||||||||
11,642 | Byline Bancorp, Inc. | 227,834 | 0.0 | ||||||||
1,418 | C&F Financial Corp. | 78,458 | 0.0 | ||||||||
60,585 | Cadence BanCorp | 1,098,406 | 0.1 | ||||||||
2,265 | Cambridge Bancorp | 181,540 | 0.0 | ||||||||
8,528 | Camden National Corp. | 392,800 | 0.0 | ||||||||
33,469(2) | Cannae Holdings, Inc. | 1,244,712 | 0.1 | ||||||||
5,568 | Capital City Bank Group, Inc. | 169,824 | 0.0 | ||||||||
63,493(1) | Capitol Federal Financial, Inc. | 871,759 | 0.1 | ||||||||
8,649 | Capstar Financial Holdings, Inc. | 144,006 | 0.0 | ||||||||
48,374(1) | Capstead Mortgage Corp. | 383,122 | 0.0 |
See Accompanying Notes to Financial Statements
85
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
11,535 | Carolina Financial Corp. | 498,658 | 0.1 | ||||||||
9,841(2) | Carter Bank & Trust | 233,429 | 0.0 | ||||||||
36,235 | Cathay General Bancorp. | 1,378,742 | 0.1 | ||||||||
10,292 | CBTX, Inc. | 320,287 | 0.0 | ||||||||
59,759 | CenterState Bank Corp. | 1,492,780 | 0.2 | ||||||||
14,557 | Central Pacific Financial Corp. | 430,596 | 0.1 | ||||||||
6,783 | Central Valley Community Bancorp | 146,988 | 0.0 | ||||||||
1,399 | Century Bancorp, Inc./MA | 125,854 | 0.0 | ||||||||
1,673 | Chemung Financial Corp. | 71,103 | 0.0 | ||||||||
5,313(1) | Cherry Hill Mortgage Investment Corp. | 77,517 | 0.0 | ||||||||
6,871 | Citizens & Northern Corp. | 194,106 | 0.0 | ||||||||
25,595(2) | Citizens, Inc. | 172,766 | 0.0 | ||||||||
8,124(1) | City Holding Co. | 665,762 | 0.1 | ||||||||
8,469 | Civista Bancshares, Inc. | 203,256 | 0.0 | ||||||||
8,058 | CNB Financial Corp. | 263,335 | 0.0 | ||||||||
75,675 | CNO Financial Group, Inc. | 1,371,988 | 0.1 | ||||||||
4,126(2) | Coastal Financial Corp./WA | 67,955 | 0.0 | ||||||||
5,729 | Codorus Valley Bancorp, Inc. | 131,939 | 0.0 | ||||||||
11,496(1) | Cohen & Steers, Inc. | 721,489 | 0.1 | ||||||||
40,969(1) | Colony Credit Real Estate, Inc. | 539,152 | 0.1 | ||||||||
35,113 | Columbia Banking System, Inc. | 1,428,572 | 0.1 | ||||||||
28,237(2) | Columbia Financial, Inc. | 478,335 | 0.1 | ||||||||
25,020(1) | Community Bank System, Inc. | 1,774,919 | 0.2 | ||||||||
13,396 | Community Bankers Trust Corp. | 118,956 | 0.0 | ||||||||
2,185 | Community Financial Corp./The | 77,720 | 0.0 | ||||||||
8,857 | Community Trust Bancorp, Inc. | 413,090 | 0.1 | ||||||||
17,405 | ConnectOne Bancorp, Inc. | 447,657 | 0.1 | ||||||||
14,836(1),(2) | Cowen, Inc. | 233,667 | 0.0 | ||||||||
7,574 | Crawford & Co. | 86,874 | 0.0 | ||||||||
8,258(1),(2) | Curo Group Holdings Corp. | 100,582 | 0.0 | ||||||||
14,887(2) | Customers Bancorp, Inc. | 354,459 | 0.0 | ||||||||
63,947 | CVB Financial Corp. | 1,379,976 | 0.1 | ||||||||
1,715 | Diamond Hill Investment Group, Inc. | 240,889 | 0.0 | ||||||||
17,000 | Dime Community Bancshares | 355,130 | 0.0 | ||||||||
5,105 | Donegal Group, Inc. | 75,656 | 0.0 | ||||||||
15,627(1),(2) | Donnelley Financial Solutions, Inc. | 163,615 | 0.0 | ||||||||
13,607(1) | Dynex Capital, Inc. | 230,503 | 0.0 | ||||||||
16,052 | Eagle Bancorp, Inc. | 780,609 | 0.1 | ||||||||
11,167(1),(2) | eHealth, Inc. | 1,072,925 | 0.1 | ||||||||
12,804(2) | Elevate Credit, Inc. | 56,978 | 0.0 | ||||||||
14,857 | Ellington Financial, Inc. | 272,329 | 0.0 | ||||||||
15,623 | Employers Holdings, Inc. | 652,260 | 0.1 | ||||||||
14,893(1),(2) | Encore Capital Group, Inc. | 526,616 | 0.1 | ||||||||
16,130(2) | Enova International, Inc. | 388,088 | 0.0 | ||||||||
5,830(2) | Enstar Group Ltd. | 1,205,994 | 0.1 | ||||||||
4,784 | Enterprise Bancorp, Inc./MA | 162,034 | 0.0 | ||||||||
11,937 | Enterprise Financial Services Corp. | 575,483 | 0.1 | ||||||||
7,814(2) | Equity Bancshares, Inc. | 241,218 | 0.0 | ||||||||
4,046(2) | Esquire Financial Holdings, Inc. | 105,479 | 0.0 | ||||||||
4,323 | ESSA Bancorp, Inc. | 73,275 | 0.0 | ||||||||
48,234 | Essent Group Ltd. | 2,507,686 | 0.2 | ||||||||
3,029 | Evans Bancorp, Inc. | 121,463 | 0.0 | ||||||||
21,203(1) | Exantas Capital Corp. | 250,407 | 0.0 | ||||||||
26,353(1),(2) | Ezcorp, Inc. | 179,727 | 0.0 | ||||||||
5,340(1) | Farmers & Merchants Bancorp, Inc./Archbold OH | 161,001 | 0.0 | ||||||||
15,114 | Farmers National Banc Corp. | 246,660 | 0.0 | ||||||||
9,378 | FB Financial Corp. | 371,275 | 0.0 | ||||||||
5,047 | FBL Financial Group, Inc. | 297,420 | 0.0 | ||||||||
48,568 | Federated Investors, Inc. | 1,582,831 | 0.2 | ||||||||
6,115 | FedNat Holding Co. | 101,692 | 0.0 | ||||||||
72,867 | FGL Holdings | 776,034 | 0.1 | ||||||||
1,595 | Fidelity D&D Bancorp, Inc. | 99,225 | 0.0 | ||||||||
9,062 | Financial Institutions, Inc. | 290,890 | 0.0 | ||||||||
103,189 | First BanCorp. Puerto Rico | 1,092,772 | 0.1 | ||||||||
15,188 | First BanCorp. Southern Pines NC | 606,153 | 0.1 | ||||||||
3,110 | First Bancorp, Inc./ME | 94,015 | 0.0 | ||||||||
8,669 (1) | First Bancshares, Inc./The | 307,923 | 0.0 | ||||||||
6,743 | First Bank/Hamilton NJ | 74,510 | 0.0 | ||||||||
24,645 | First Busey Corp. | 677,738 | 0.1 | ||||||||
3,221 | First Business Financial Services, Inc. | 84,809 | 0.0 | ||||||||
1,342 | First Capital, Inc. | 97,966 | 0.0 | ||||||||
3,559 | First Choice Bancorp | 95,951 | 0.0 | ||||||||
48,063 | First Commonwealth Financial Corp. | 697,394 | 0.1 | ||||||||
8,527 | First Community Bancshares, Inc. | 264,508 | 0.0 | ||||||||
11,644 | First Defiance Financial Corp. | 366,670 | 0.0 | ||||||||
46,078(1) | First Financial Bancorp. | 1,172,224 | 0.1 | ||||||||
64,229(1) | First Financial Bankshares, Inc. | 2,254,438 | 0.2 | ||||||||
7,007 | First Financial Corp. | 320,360 | 0.0 | ||||||||
21,729 | First Foundation, Inc. | 378,085 | 0.0 | ||||||||
5,248 | First Internet Bancorp | 124,430 | 0.0 | ||||||||
17,222 | First Interstate Bancsystem, Inc. | 721,946 | 0.1 | ||||||||
25,802 | First Merchants Corp. | 1,073,105 | 0.1 | ||||||||
7,914 | First Mid Bancshares, Inc. | 278,969 | 0.0 | ||||||||
50,210 | First Midwest Bancorp., Inc. | 1,157,843 | 0.1 | ||||||||
4,085 | First Northwest Bancorp | 74,061 | 0.0 | ||||||||
13,090 | First of Long Island Corp. | 328,297 | 0.0 | ||||||||
20,874 | FirstCash, Inc. | 1,683,071 | 0.2 | ||||||||
14,761 | Flagstar Bancorp, Inc. | 564,608 | 0.1 | ||||||||
15,319 | Flushing Financial Corp. | 330,967 | 0.0 | ||||||||
8,571 | FNCB Bancorp, Inc. | 72,425 | 0.0 | ||||||||
14,854(1),(2) | Focus Financial Partners, Inc. | 437,747 | 0.1 | ||||||||
6,824 | Franklin Financial Network, Inc. | 234,268 | 0.0 | ||||||||
1,904 | Franklin Financial Services Corp. | 73,666 | 0.0 |
See Accompanying Notes to Financial Statements
86
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
2,049 | FS Bancorp, Inc. | 130,706 | 0.0 | ||||||||
77,259(1) | Fulton Financial Corp. | 1,346,624 | 0.1 | ||||||||
6,225(2) | FVCBankcorp, Inc. | 108,751 | 0.0 | ||||||||
11,629(1) | GAIN Capital Holdings, Inc. | 45,935 | 0.0 | ||||||||
3,447 | GAMCO Investors, Inc. | 67,182 | 0.0 | ||||||||
251,201(2) | Genworth Financial, Inc. | 1,105,284 | 0.1 | ||||||||
12,069 | German American Bancorp, Inc. | 429,898 | 0.1 | ||||||||
42,687(1) | Glacier Bancorp., Inc. | 1,963,175 | 0.2 | ||||||||
4,569 | Global Indemnity Ltd. | 135,379 | 0.0 | ||||||||
5,839(1) | Goosehead Insurance, Inc. | 247,574 | 0.0 | ||||||||
27,371 | Granite Point Mortgage Trust, Inc. | 503,079 | 0.1 | ||||||||
6,494 | Great Ajax Corp. | 96,176 | 0.0 | ||||||||
6,381 | Great Southern Bancorp., Inc. | 404,045 | 0.1 | ||||||||
26,886 | Great Western Bancorp, Inc. | 934,020 | 0.1 | ||||||||
23,328(2) | Green Dot Corp. | 543,542 | 0.1 | ||||||||
8,031 | Greenhill & Co., Inc. | 137,169 | 0.0 | ||||||||
16,170(1),(2) | Greenlight Capital Re Ltd. | 163,479 | 0.0 | ||||||||
4,373 | Guaranty Bancshares, Inc./TX | 143,784 | 0.0 | ||||||||
5,671(2) | Hallmark Financial Services | 99,639 | 0.0 | ||||||||
10,745 | Hamilton Lane, Inc. | 640,402 | 0.1 | ||||||||
43,873 | Hancock Whitney Corp. | 1,925,147 | 0.2 | ||||||||
15,977 | Hanmi Financial Corp. | 319,460 | 0.0 | ||||||||
16,064(2) | HarborOne Bancorp, Inc. | 176,543 | 0.0 | ||||||||
2,881 | Hawthorn Bancshares, Inc. | 73,466 | 0.0 | ||||||||
3,275(1) | HCI Group, Inc. | 149,504 | 0.0 | ||||||||
4,847(1),(2) | Health Insurance Innovations, Inc. | 93,499 | 0.0 | ||||||||
15,611 | Heartland Financial USA, Inc. | 776,491 | 0.1 | ||||||||
23,500 | Heritage Commerce Corp. | 301,505 | 0.0 | ||||||||
18,562(1) | Heritage Financial Corp. | 525,305 | 0.1 | ||||||||
13,324 | Heritage Insurance Holdings, Inc. | 176,543 | 0.0 | ||||||||
34,670 | Hilltop Holdings, Inc. | 864,323 | 0.1 | ||||||||
767 | Hingham Institution for Savings | 161,223 | 0.0 | ||||||||
3,607 | Home Bancorp, Inc. | 141,358 | 0.0 | ||||||||
73,997(1) | Home Bancshares, Inc./Conway AR | 1,454,781 | 0.1 | ||||||||
11,458(2) | HomeStreet, Inc. | 389,572 | 0.0 | ||||||||
9,482 | HomeTrust Bancshares, Inc. | 254,402 | 0.0 | ||||||||
57,973(1) | Hope Bancorp, Inc. | 861,479 | 0.1 | ||||||||
20,290 | Horace Mann Educators Corp. | 885,861 | 0.1 | ||||||||
22,209 | Horizon Bancorp, Inc. | 421,971 | 0.1 | ||||||||
20,474 | Houlihan Lokey, Inc. | 1,000,564 | 0.1 | ||||||||
7,375(2) | Howard Bancorp, Inc. | 124,490 | 0.0 | ||||||||
25,787 | Iberiabank Corp. | 1,929,641 | 0.2 | ||||||||
2,066 | Independence Holding Co. | 86,937 | 0.0 | ||||||||
16,005 | Independent Bank Corp. | 1,332,416 | 0.1 | ||||||||
12,966 | Independent Bank Corp. Michigan | 293,680 | 0.0 | ||||||||
16,933 | Independent Bank Group, Inc. | 938,766 | 0.1 | ||||||||
26,378 | International Bancshares Corp. | 1,136,100 | 0.1 | ||||||||
8,024(2) | Intl. FCStone, Inc. | 391,812 | 0.0 | ||||||||
68,320 | Invesco Mortgage Capital, Inc. | 1,137,528 | 0.1 | ||||||||
5,679 | Investar Holding Corp. | 136,296 | 0.0 | ||||||||
113,513 | Investors Bancorp, Inc. | 1,352,507 | 0.1 | ||||||||
788 | Investors Title Co. | 125,450 | 0.0 | ||||||||
14,388 | James River Group Holdings Ltd. | 592,929 | 0.1 | ||||||||
42,454 | Kearny Financial Corp./MD | 587,139 | 0.1 | ||||||||
10,183(1) | Kinsale Capital Group, Inc. | 1,035,204 | 0.1 | ||||||||
12,838(1) | KKR Real Estate Finance Trust, Inc. | 262,152 | 0.0 | ||||||||
49,590 | Ladder Capital Corp. | 894,604 | 0.1 | ||||||||
60,121 | Ladenburg Thalmann Financial Services, Inc. | 209,221 | 0.0 | ||||||||
25,353 | Lakeland Bancorp, Inc. | 440,635 | 0.1 | ||||||||
12,864 | Lakeland Financial Corp. | 629,436 | 0.1 | ||||||||
4,287 | LCNB Corp. | 82,739 | 0.0 | ||||||||
31,908(2) | LendingClub Corp. | 402,679 | 0.1 | ||||||||
2,831 | Level One Bancorp, Inc. | 71,228 | 0.0 | ||||||||
13,631(1) | Live Oak Bancshares, Inc. | 259,125 | 0.0 | ||||||||
7,501 | Luther Burbank Corp. | 86,487 | 0.0 | ||||||||
8,260 | Macatawa Bank Corp. | 91,934 | 0.0 | ||||||||
4,519 | Mackinac Financial Corp. | 78,902 | 0.0 | ||||||||
3,216(2) | MainStreet Bancshares, Inc. | 73,968 | 0.0 | ||||||||
4,956(2) | Malvern Bancorp, Inc. | 114,434 | 0.0 | ||||||||
5,065 | Marlin Business Services Corp. | 111,329 | 0.0 | ||||||||
39,638(1),(2) | MBIA, Inc. | 368,633 | 0.0 | ||||||||
11,643(2) | Medallion Financial Corp. | 84,645 | 0.0 | ||||||||
9,246 | Mercantile Bank Corp. | 337,202 | 0.0 | ||||||||
5,081 | Merchants Bancorp/IN | 100,147 | 0.0 | ||||||||
26,042 | Meridian Bancorp, Inc. | 523,184 | 0.1 | ||||||||
17,053 | Meta Financial Group, Inc. | 622,605 | 0.1 | ||||||||
5,139 | Metrocity Bankshares, Inc. | 89,984 | 0.0 | ||||||||
3,920(2) | Metropolitan Bank Holding Corp. | 189,062 | 0.0 | ||||||||
2,823 | Mid Penn Bancorp, Inc. | 81,302 | 0.0 | ||||||||
12,033 | Midland States Bancorp, Inc. | 348,476 | 0.0 | ||||||||
6,294 | MidWestOne Financial Group, Inc. | 228,032 | 0.0 | ||||||||
2,455(2) | MMA Capital Holdings, Inc. | 78,069 | 0.0 | ||||||||
23,587 | Moelis & Co. | 752,897 | 0.1 | ||||||||
36,727(1),(2) | Mr Cooper Group, Inc. | 459,455 | 0.1 | ||||||||
2,424 | MutualFirst Financial, Inc. | 96,160 | 0.0 | ||||||||
3,987 | MVB Financial Corp. | 99,356 | 0.0 | ||||||||
14,607 | National Bank Holdings Corp. | 514,459 | 0.1 | ||||||||
3,411 | National Bankshares, Inc. | 153,256 | 0.0 | ||||||||
33,190 | National General Holdings Corp. | 733,499 | 0.1 | ||||||||
1,150 | National Western Life Group, Inc. | 334,512 | 0.0 | ||||||||
20,814 | NBT Bancorp., Inc. | 844,216 | 0.1 | ||||||||
9,062 | Nelnet, Inc. | 527,771 | 0.1 | ||||||||
110,855(1) | New York Mortgage Trust, Inc. | 690,627 | 0.1 | ||||||||
4,385(2) | NI Holdings, Inc. | 75,422 | 0.0 | ||||||||
4,681(2) | Nicolet Bankshares, Inc. | 345,692 | 0.0 | ||||||||
31,976(2) | NMI Holdings, Inc. | 1,060,964 | 0.1 | ||||||||
3,453 | Northeast Bank | 75,931 | 0.0 |
See Accompanying Notes to Financial Statements
87
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
25,680 | Northfield Bancorp, Inc. | 435,533 | 0.1 | ||||||||
2,248 | Northrim BanCorp, Inc. | 86,098 | 0.0 | ||||||||
47,973 | Northwest Bancshares, Inc. | 797,791 | 0.1 | ||||||||
3,308 | Norwood Financial Corp. | 128,681 | 0.0 | ||||||||
3,655 | Oak Valley Bancorp | 71,126 | 0.0 | ||||||||
26,974 | OceanFirst Financial Corp. | 688,916 | 0.1 | ||||||||
72,593(2) | Ocwen Financial Corp. | 99,452 | 0.0 | ||||||||
24,264 | OFG Bancorp | 572,873 | 0.1 | ||||||||
1,894 | Ohio Valley Banc Corp. | 75,040 | 0.0 | ||||||||
82,275 | Old National Bancorp. | 1,504,810 | 0.2 | ||||||||
16,858 | Old Second Bancorp, Inc. | 227,077 | 0.0 | ||||||||
32,620(2) | On Deck Capital, Inc. | 135,047 | 0.0 | ||||||||
7,044 | OP Bancorp | 73,046 | 0.0 | ||||||||
5,370 | Oppenheimer Holdings, Inc. | 147,568 | 0.0 | ||||||||
11,757 | Opus Bank | 304,154 | 0.0 | ||||||||
33,623 | Orchid Island Capital, Inc. | 196,695 | 0.0 | ||||||||
9,729 | Origin Bancorp, Inc. | 368,145 | 0.0 | ||||||||
6,069 | Orrstown Financial Services, Inc. | 137,281 | 0.0 | ||||||||
4,681 | Federal Agricultural Mortgage Corp. | 390,864 | 0.0 | ||||||||
9,601(2) | Pacific Mercantile Bancorp | 77,960 | 0.0 | ||||||||
27,822 | Pacific Premier Bancorp, Inc. | 907,136 | 0.1 | ||||||||
5,617(2) | Palomar Holdings, Inc. | 283,602 | 0.0 | ||||||||
6,486(1) | Park National Corp. | 664,037 | 0.1 | ||||||||
3,609 | Parke Bancorp, Inc. | 91,633 | 0.0 | ||||||||
5,151 | PCB Bancorp | 89,009 | 0.0 | ||||||||
8,592 | PCSB Financial Corp. | 173,988 | 0.0 | ||||||||
10,371 | Peapack Gladstone Financial Corp. | 320,464 | 0.0 | ||||||||
2,442 | Penns Woods Bancorp, Inc. | 86,838 | 0.0 | ||||||||
12,529(1) | PennyMac Financial Services, Inc. | 426,487 | 0.1 | ||||||||
42,154(1) | PennyMac Mortgage Investment Trust | 939,613 | 0.1 | ||||||||
10,811 | Peoples Bancorp., Inc. | 374,709 | 0.0 | ||||||||
2,300 | Peoples Bancorp of North Carolina, Inc. | 75,555 | 0.0 | ||||||||
3,905 | Peoples Financial Services Corp. | 196,617 | 0.0 | ||||||||
8,557 | People's Utah Bancorp | 257,737 | 0.0 | ||||||||
5,567(2) | Pioneer Bancorp, Inc./NY | 85,231 | 0.0 | ||||||||
7,034 | Piper Jaffray Cos. | 562,298 | 0.1 | ||||||||
11,123 | PJT Partners, Inc. | 501,981 | 0.1 | ||||||||
21,594(1),(2) | PRA Group, Inc. | 783,862 | 0.1 | ||||||||
7,260(1) | Preferred Bank/Los Angeles CA | 436,253 | 0.1 | ||||||||
4,865 | Premier Financial Bancorp, Inc. | 88,251 | 0.0 | ||||||||
25,831 | ProAssurance Corp. | 933,532 | 0.1 | ||||||||
4,544(2) | ProSight Global, Inc. | 73,295 | 0.0 | ||||||||
4,383 | Protective Insurance Corp. | 70,522 | 0.0 | ||||||||
3,112 | Provident Financial Holdings, Inc. | 68,153 | 0.0 | ||||||||
30,257 | Provident Financial Services, Inc. | 745,835 | 0.1 | ||||||||
3,857 | Prudential Bancorp, Inc. | 71,470 | 0.0 | ||||||||
8,610 | Pzena Investment Management, Inc. | 74,218 | 0.0 | ||||||||
7,985 | QCR Holdings, Inc. | 350,222 | 0.0 | ||||||||
101,421 | Radian Group, Inc. | 2,551,752 | 0.3 | ||||||||
9,582 | RBB Bancorp | 202,851 | 0.0 | ||||||||
17,758(1) | Ready Capital Corp. | 273,828 | 0.0 | ||||||||
46,895 | Redwood Trust, Inc. | 775,643 | 0.1 | ||||||||
4,656(2) | Regional Management Corp. | 139,820 | 0.0 | ||||||||
5,965 | Reliant Bancorp, Inc. | 132,662 | 0.0 | ||||||||
26,556 | Renasant Corp. | 940,614 | 0.1 | ||||||||
5,401 | Republic Bancorp., Inc. | 252,767 | 0.0 | ||||||||
25,400(2) | Republic First Bancorp, Inc. | 106,172 | 0.0 | ||||||||
5,590(2) | Richmond Mutual Bancorporation, Inc. | 89,216 | 0.0 | ||||||||
9,297 | Riverview Bancorp, Inc. | 76,328 | 0.0 | ||||||||
20,159(1) | RLI Corp. | 1,814,713 | 0.2 | ||||||||
18,570 | S&T Bancorp, Inc. | 748,185 | 0.1 | ||||||||
11,204 | Safeguard Scientifics, Inc. | 123,020 | 0.0 | ||||||||
7,420 | Safety Insurance Group, Inc. | 686,573 | 0.1 | ||||||||
17,533 | Sandy Spring Bancorp, Inc. | 664,150 | 0.1 | ||||||||
3,276 | SB One Bancorp | 81,638 | 0.0 | ||||||||
8,532 | Sculptor Capital Management, Inc. | 188,557 | 0.0 | ||||||||
23,843(2) | Seacoast Banking Corp. of Florida | 728,881 | 0.1 | ||||||||
6,556(2) | Select Bancorp, Inc. | 80,639 | 0.0 | ||||||||
29,341 | Selective Insurance Group | 1,912,740 | 0.2 | ||||||||
22,670(1) | ServisFirst Bancshares, Inc. | 854,206 | 0.1 | ||||||||
4,942 | Shore Bancshares, Inc. | 85,793 | 0.0 | ||||||||
4,032(2) | Siebert Financial Corp. | 34,877 | 0.0 | ||||||||
7,384 | Sierra Bancorp. | 215,022 | 0.0 | ||||||||
5,134 | Silvercrest Asset Management Group, Inc. | 64,586 | 0.0 | ||||||||
43,497(1) | Simmons First National Corp. | 1,165,285 | 0.1 | ||||||||
6,832 | SmartFinancial, Inc. | 161,577 | 0.0 | ||||||||
16,217 | South State Corp. | 1,406,825 | 0.1 | ||||||||
4,167(2) | Southern First Bancshares, Inc. | 177,056 | 0.0 | ||||||||
2,640 | Southern Missouri Bancorp, Inc. | 101,270 | 0.0 | ||||||||
10,194 | Southern National Bancorp of Virginia, Inc. | 166,672 | 0.0 | ||||||||
16,358(1) | Southside Bancshares, Inc. | 607,536 | 0.1 | ||||||||
6,102(2) | Spirit of Texas Bancshares, Inc. | 140,346 | 0.0 | ||||||||
8,645 | State Auto Financial Corp. | 268,168 | 0.0 | ||||||||
10,115 | Sterling Bancorp, Inc./MI | 81,932 | 0.0 | ||||||||
11,740 | Stewart Information Services Corp. | 478,875 | 0.1 | ||||||||
33,333 | Stifel Financial Corp. | 2,021,646 | 0.2 | ||||||||
11,091 | Stock Yards Bancorp, Inc. | 455,396 | 0.1 | ||||||||
5,577 | Summit Financial Group, Inc. | 151,081 | 0.0 | ||||||||
4,924 | Territorial Bancorp, Inc. | 152,349 | 0.0 | ||||||||
37,900(2) | Third Point Reinsurance Ltd. | 398,708 | 0.0 | ||||||||
3,004 | Timberland Bancorp, Inc./WA | 89,339 | 0.0 | ||||||||
14,099 | Tiptree Financial, Inc. | 114,766 | 0.0 |
See Accompanying Notes to Financial Statements
88
Voya RussellTM Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as ofDecember 31, 2019 (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: (continued) | |||||||||||
7,110(1) | Tompkins Financial Corp. | 650,565 | 0.1 | ||||||||
32,160 | TowneBank/Portsmouth VA | 894,691 | 0.1 | ||||||||
21,772 | TPG RE Finance Trust, Inc. | 441,318 | 0.1 | ||||||||
13,557 | Trico Bancshares | 553,261 | 0.1 | ||||||||
13,620(2) | Tristate Capital Holdings, Inc. | 355,754 | 0.0 | ||||||||
12,023(2) | Triumph Bancorp, Inc. | 457,114 | 0.1 | ||||||||
13,964(1),(2) | Trupanion, Inc. | 523,091 | 0.1 | ||||||||
51,655 | Trustco Bank Corp. | 447,849 | 0.1 | ||||||||
30,363 | Trustmark Corp. | 1,047,827 | 0.1 | ||||||||
21,231 | UMB Financial Corp. | 1,457,296 | 0.1 | ||||||||
1,970 | Union Bankshares, Inc./Morrisville VT | 71,432 | 0.0 | ||||||||
48,020(1) | United Bankshares, Inc. | 1,856,453 | 0.2 | ||||||||
37,648 | United Community Banks, Inc./GA | 1,162,570 | 0.1 | ||||||||
27,352 | United Community Financial Corp. | 318,924 | 0.0 | ||||||||
10,435 | United Fire Group, Inc. | 456,323 | 0.1 | ||||||||
11,722 | United Insurance Holdings Corp. | 147,814 | 0.0 | ||||||||
6,834 | United Security Bancshares/Fresno CA | 73,329 | 0.0 | ||||||||
3,421 | Unity Bancorp, Inc. | 77,212 | 0.0 | ||||||||
15,314(1) | Universal Insurance Holdings, Inc. | 428,639 | 0.1 | ||||||||
15,689 | Univest Financial Corp. | 420,151 | 0.1 | ||||||||
192,218(1) | Valley National Bancorp | 2,200,896 | 0.2 | ||||||||
24,048 | Veritex Holdings, Inc. | 700,518 | 0.1 | ||||||||
3,385 | Virtus Investment Partners, Inc. | 412,022 | 0.1 | ||||||||
35,178(1) | Waddell & Reed Financial, Inc. | 588,176 | 0.1 | ||||||||
13,463 | Walker & Dunlop, Inc. | 870,787 | 0.1 | ||||||||
38,293 | Washington Federal, Inc. | 1,403,438 | 0.1 | ||||||||
8,471 | Washington Trust Bancorp, Inc. | 455,655 | 0.1 | ||||||||
14,130 | Waterstone Financial, Inc. | 268,894 | 0.0 | ||||||||
9,717(2) | Watford Holdings Ltd. | 244,480 | 0.0 | ||||||||
30,723 | WesBanco, Inc. | 1,161,022 | 0.1 | ||||||||
4,794 | West Bancorporation, Inc. | 122,870 | 0.0 | ||||||||
12,544(1) | Westamerica Bancorp. | 850,107 | 0.1 | ||||||||
30,475 | Western Asset Mortgage Capital Corp. | 314,807 | 0.0 | ||||||||
14,221 | Western New England Bancorp, Inc. | 136,948 | 0.0 | ||||||||
4,336 | Westwood Holdings Group, Inc. | 128,432 | 0.0 | ||||||||
65,221(1) | WisdomTree Investments, Inc. | 315,670 | 0.0 | ||||||||
2,890(1),(2) | World Acceptance Corp. | 249,696 | 0.0 | ||||||||
25,024 | WSFS Financial Corp. | 1,100,806 | 0.1 | ||||||||
184,415,808 | 17.5 | ||||||||||
Health Care: 17.9% | |||||||||||
17,942(2) | Abeona Therapeutics, Inc. | 58,670 | 0.0 | ||||||||
55,424(2) | Acadia Pharmaceuticals, Inc. | 2,371,039 | 0.2 | ||||||||
13,890(1),(2) | Accelerate Diagnostics, Inc. | 234,741 | 0.0 | ||||||||
21,940(2) | Acceleron Pharma, Inc. | 1,163,259 | 0.1 | ||||||||
46,463(2) | Accuray, Inc. | 131,026 | 0.0 | ||||||||
41,306(1),(2) | AcelRx Pharmaceuticals, Inc. | 87,156 | 0.0 | ||||||||
66,434(2) | Achillion Pharmaceuticals, Inc. | 400,597 | 0.1 | ||||||||
16,490(2) | Aclaris Therapeutics, Inc. | 31,166 | 0.0 | ||||||||
26,561(2) | Acorda Therapeutics, Inc. | 54,184 | 0.0 | ||||||||
12,347(2) | Adamas Pharmaceuticals, Inc. | 46,795 | 0.0 | ||||||||
5,382(2) | Addus HomeCare Corp. | 523,238 | 0.1 | ||||||||
26,535(1),(2) | Adverum Biotechnologies, Inc. | 305,683 | 0.0 | ||||||||
26,029(2) | ADMA Biologics, Inc. | 104,116 | 0.0 | ||||||||
41,631(2) | Aduro Biotech, Inc. | 49,125 | 0.0 | ||||||||
13,699(2) | Aeglea BioTherapeutics, Inc. | 104,660 | 0.0 | ||||||||
20,673(1),(2) | Aerie Pharmaceuticals, Inc. | 499,666 | 0.1 | ||||||||
33,996(2) | Affimed NV | 93,149 | 0.0 | ||||||||
53,183(1),(2) | Agenus, Inc. | 216,455 | 0.0 | ||||||||
18,053(2) | AgeX Therapeutics, Inc. | 32,856 | 0.0 | ||||||||
21,942(1),(2) | Aimmune Therapeutics, Inc. | 734,399 | 0.1 | ||||||||
6,796(1),(2) | Akcea Therapeutics, Inc. | 115,124 | 0.0 | ||||||||
56,811(2) | Akebia Therapeutics, Inc. | 359,046 | 0.0 | ||||||||
2,814(1),(2) | Akero Therapeutics, Inc. | 62,457 | 0.0 | ||||||||
46,783(2) | Akorn, Inc. | 70,174 | 0.0 | ||||||||
5,543(2) | Albireo Pharma, Inc. | 140,903 | 0.0 | ||||||||
14,390(2) | Aldeyra Therapeutics, Inc. | 83,606 | 0.0 | ||||||||
14,630(1),(2) | Alector, Inc. | 252,075 | 0.0 | ||||||||
9,693(1),(2) | Allakos, Inc. | 924,324 | 0.1 | ||||||||
18,904(1),(2) | Allogene Therapeutics, Inc. | 491,126 | 0.1 | ||||||||
79,252(1),(2) | Allscripts Healthcare Solutions, Inc. | 777,858 | 0.1 | ||||||||
19,696(2) | Alphatec Holdings, Inc. | 139,743 | 0.0 | ||||||||
16,679(1),(2) | AMAG Pharmaceuticals, Inc. | 202,983 | 0.0 | ||||||||
15,730(2) | Amedisys, Inc. | 2,625,652 | 0.3 | ||||||||
10,199(2) | American Renal Associates Holdings, Inc. | 105,764 | 0.0 | ||||||||
125,399(1),(2) | Amicus Therapeutics, Inc. | 1,221,386 | 0.1 | ||||||||
22,862(2) | AMN Healthcare Services, Inc. | 1,424,531 | 0.1 | ||||||||
57,412(2) | Amneal Pharmaceuticals, Inc. | 276,726 | 0.0 | ||||||||
17,999(2) | Amphastar Pharmaceuticals, Inc. | 347,201 | 0.0 | ||||||||
11,957(2) | AnaptysBio, Inc. | 194,301 | 0.0 | ||||||||
26,163(2) | Anavex Life Sciences Corp. | 67,762 | 0.0 | ||||||||
18,409(2) | Angiodynamics, Inc. | 294,728 | 0.0 | ||||||||
4,534(2) | ANI Pharmaceuticals, Inc. | 279,612 | 0.0 | ||||||||
6,663(1),(2) | Anika Therapeutics, Inc. | 345,477 | 0.0 | ||||||||
78,400(2) | Antares Pharma, Inc. | 368,480 | 0.0 | ||||||||
23,987(2) | Apellis Pharmaceuticals, Inc. | 734,482 | 0.1 | ||||||||
3,889(2) | Apollo Medical Holdings, Inc. | 71,596 | 0.0 | ||||||||
2,953(2) | Aprea Therapeutics, Inc. | 135,513 | 0.0 | ||||||||
16,582(2) | Apyx Medical Corp. | 140,284 | 0.0 | ||||||||
16,828(2) | Arcus Biosciences, Inc. | 169,963 | 0.0 | ||||||||
23,848(2) | Ardelyx, Inc. | 178,979 | 0.0 | ||||||||
24,580(1),(2) | Arena Pharmaceuticals, Inc. | 1,116,424 | 0.1 | ||||||||
55,700(2) | Arqule, Inc. | 1,111,772 | 0.1 | ||||||||
46,302(1),(2) | Arrowhead Pharmaceuticals, Inc. | 2,936,936 | 0.3 | ||||||||
10,313(2) | Arvinas, Inc. | 423,761 | 0.1 |
See Accompanying Notes to Financial Statements
89
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
11,098(2) | Assembly Biosciences, Inc. | 227,065 | 0.0 | ||||||||
38,259(2) | Assertio Therapeutics, Inc. | 47,824 | 0.0 | ||||||||
24,431(1),(2) | Atara Biotherapeutics, Inc. | 402,379 | 0.1 | ||||||||
33,677(1),(2) | Athenex, Inc. | 514,248 | 0.1 | ||||||||
73,514(2) | Athersys, Inc. | 90,422 | 0.0 | ||||||||
4,014(2) | Atreca, Inc. | 62,097 | 0.0 | ||||||||
17,787(2) | AtriCure, Inc. | 578,255 | 0.1 | ||||||||
703(1) | Atrion Corp. | 528,304 | 0.1 | ||||||||
22,329(2) | Audentes Therapeutics, Inc. | 1,336,167 | 0.1 | ||||||||
23,028(2) | Avanos Medical, Inc. | 776,044 | 0.1 | ||||||||
28,038(1),(2) | Avid Bioservices, Inc. | 215,051 | 0.0 | ||||||||
9,999(2) | Avrobio, Inc. | 201,280 | 0.0 | ||||||||
16,561(2) | AxoGen, Inc. | 296,276 | 0.0 | ||||||||
7,728(1),(2) | Axonics Modulation Technologies, Inc. | 214,143 | 0.0 | ||||||||
12,390(1),(2) | Axsome Therapeutics, Inc. | 1,280,630 | 0.1 | ||||||||
6,248(1),(2) | Baudax Bio, Inc. | 43,236 | 0.0 | ||||||||
6,399(2) | Beyondspring, Inc. | 99,185 | 0.0 | ||||||||
72,238(2) | BioCryst Pharmaceuticals, Inc. | 249,221 | �� | 0.0 | |||||||
39,910(2) | BioDelivery Sciences International, Inc. | 252,231 | 0.0 | ||||||||
19,348(2) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,053,305 | 0.1 | ||||||||
4,283(1),(2) | BioLife Solutions, Inc. | 69,299 | 0.0 | ||||||||
9,760(2) | BioSig Technologies, Inc. | 57,779 | 0.0 | ||||||||
3,375(2) | BioSpecifics Technologies Corp. | 192,172 | 0.0 | ||||||||
16,143(1),(2) | BioTelemetry, Inc. | 747,421 | 0.1 | ||||||||
24,342(2) | Blueprint Medicines Corp. | 1,950,038 | 0.2 | ||||||||
10,839(2) | Bridgebio Pharma, Inc. | 379,907 | 0.0 | ||||||||
89,885(2) | Brookdale Senior Living, Inc. | 653,464 | 0.1 | ||||||||
24,393(2) | Calithera Biosciences, Inc. | 139,284 | 0.0 | ||||||||
6,184(2) | Calyxt, Inc. | 43,350 | 0.0 | ||||||||
19,062(1),(2) | Cara Therapeutics, Inc. | 307,089 | 0.0 | ||||||||
16,561(2) | Cardiovascular Systems, Inc. | 804,699 | 0.1 | ||||||||
20,025(1),(2) | CareDx, Inc. | 431,939 | 0.1 | ||||||||
29,993(1),(2) | CASI Pharmaceuticals, Inc. | 92,678 | 0.0 | ||||||||
2,156(1),(2) | Castle Biosciences, Inc. | 74,102 | 0.0 | ||||||||
59,004(2) | Castlight Health, Inc. | 78,475 | 0.0 | ||||||||
48,207(2) | Catalyst Pharmaceuticals, Inc. | 180,776 | 0.0 | ||||||||
4,534(2) | Catasys, Inc. | 73,950 | 0.0 | ||||||||
4,604(2) | Celcuity, Inc. | 48,987 | 0.0 | ||||||||
7,029(2) | Cellular Biomedicine Group, Inc. | 114,151 | 0.0 | ||||||||
14,130(1),(2) | CEL-SCI Corp. | 129,289 | 0.0 | ||||||||
12,991(1),(2) | Cerecor, Inc. | 70,021 | 0.0 | ||||||||
69,005(1),(2) | Cerus Corp. | 291,201 | 0.0 | ||||||||
18,930(2) | Checkpoint Therapeutics, Inc. | 32,560 | 0.0 | ||||||||
19,975(2) | ChemoCentryx, Inc. | 790,011 | 0.1 | ||||||||
17,934(2) | Chiasma, Inc. | 88,953 | 0.0 | ||||||||
30,741(2) | Chimerix, Inc. | 62,404 | 0.0 | ||||||||
22,404(1),(2) | ChromaDex Corp. | 96,561 | 0.0 | ||||||||
24,705(1),(2) | Clovis Oncology, Inc. | 257,550 | 0.0 | ||||||||
25,829(1),(2) | Codexis, Inc. | 413,006 | 0.1 | ||||||||
30,745(1),(2) | Coherus Biosciences, Inc. | 553,564 | 0.1 | ||||||||
15,712(2) | Collegium Pharmaceutical, Inc. | 323,353 | 0.0 | ||||||||
44,017(1),(2) | Community Health Systems, Inc. | 127,649 | 0.0 | ||||||||
6,417 | Computer Programs & Systems, Inc. | 169,409 | 0.0 | ||||||||
11,741(2) | Concert Pharmaceuticals, Inc. | 108,311 | 0.0 | ||||||||
36,671(2) | ConforMIS, Inc. | 55,006 | 0.0 | ||||||||
13,421 | Conmed Corp. | 1,500,870 | 0.2 | ||||||||
7,617(1),(2) | Constellation Pharmaceuticals, Inc. | 358,837 | 0.0 | ||||||||
30,665(1),(2) | Corbus Pharmaceuticals Holdings, Inc. | 167,431 | 0.0 | ||||||||
46,614(1),(2) | Corcept Therapeutics, Inc. | 564,029 | 0.1 | ||||||||
12,976(1),(2) | CorMedix, Inc. | 94,465 | 0.0 | ||||||||
5,542(1),(2) | Cortexyme, Inc. | 311,128 | 0.0 | ||||||||
4,613(2) | Corvel Corp. | 402,992 | 0.1 | ||||||||
5,676(2) | Crinetics Pharmaceuticals, Inc. | 142,411 | 0.0 | ||||||||
18,397(2) | Cross Country Healthcare, Inc. | 213,773 | 0.0 | ||||||||
17,594(2) | CryoLife, Inc. | 476,621 | 0.1 | ||||||||
15,447(1),(2) | CryoPort, Inc. | 254,258 | 0.0 | ||||||||
10,514(2) | Cue Biopharma, Inc. | 166,910 | 0.0 | ||||||||
6,929(2) | Cutera, Inc. | 248,127 | 0.0 | ||||||||
16,782(2) | Cyclerion Therapeutics, Inc. | 45,647 | 0.0 | ||||||||
40,413(2) | Cymabay Therapeutics, Inc. | 79,209 | 0.0 | ||||||||
26,675(1),(2) | Cytokinetics, Inc. | 283,022 | 0.0 | ||||||||
23,199(2) | CytomX Therapeutics, Inc. | 192,784 | 0.0 | ||||||||
19,921(1),(2) | CytoSorbents Corp. | 76,696 | 0.0 | ||||||||
9,626(1),(2) | Deciphera Pharmaceuticals, Inc. | 599,122 | 0.1 | ||||||||
23,297(1),(2) | Denali Therapeutics, Inc. | 405,834 | 0.1 | ||||||||
22,892(1),(2) | Dermira, Inc. | 347,043 | 0.0 | ||||||||
25,189(2) | Dicerna Pharmaceuticals, Inc. | 554,914 | 0.1 | ||||||||
31,013(2) | Diplomat Pharmacy, Inc. | 124,052 | 0.0 | ||||||||
41,593(1),(2) | Dynavax Technologies Corp. | 237,912 | 0.0 | ||||||||
4,698(2) | Eagle Pharmaceuticals, Inc./DE | 282,256 | 0.0 | ||||||||
25,118(1),(2) | Editas Medicine, Inc. | 743,744 | 0.1 | ||||||||
5,416(1),(2) | Eidos Therapeutics, Inc. | 310,824 | 0.0 | ||||||||
11,297(2) | Eiger BioPharmaceuticals, Inc. | 168,325 | 0.0 | ||||||||
5,830(1),(2) | ElectroCore, Inc. | 9,270 | 0.0 | ||||||||
12,988(1),(2) | Eloxx Pharmaceuticals, Inc. | 95,592 | 0.0 | ||||||||
22,658(2) | Emergent Biosolutions, Inc. | 1,222,399 | 0.1 | ||||||||
8,323(1),(2) | Enanta Pharmaceuticals, Inc. | 514,195 | 0.1 | ||||||||
110,340(2) | Endo International PLC | 517,495 | 0.1 | ||||||||
24,915 | Ensign Group, Inc. | 1,130,394 | 0.1 | ||||||||
24,754(2) | Enzo Biochem, Inc. | 65,103 | 0.0 | ||||||||
38,008(1),(2) | Epizyme, Inc. | 934,997 | 0.1 | ||||||||
12,262(1),(2) | Esperion Therapeutics, Inc. | 731,183 | 0.1 | ||||||||
9,109(1),(2) | Evelo Biosciences, Inc. | 36,983 | 0.0 | ||||||||
9,527(2) | Evofem Biosciences, Inc. | 58,782 | 0.0 | ||||||||
35,987(1),(2) | Evolent Health, Inc. | 325,682 | 0.0 |
See Accompanying Notes to Financial Statements
90
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
8,690(1),(2) | Evolus, Inc. | 105,757 | 0.0 | ||||||||
36,241(2) | EyePoint Pharmaceuticals, Inc. | 56,174 | 0.0 | ||||||||
29,519(2) | Fate Therapeutics, Inc. | 577,687 | 0.1 | ||||||||
38,604(1),(2) | FibroGen, Inc. | 1,655,726 | 0.2 | ||||||||
19,122(2) | Five Prime Therapeutics, Inc. | 87,770 | 0.0 | ||||||||
16,510(1),(2) | Flexion Therapeutics, Inc. | 341,757 | 0.0 | ||||||||
36,411(2) | Fluidigm Corp. | 126,710 | 0.0 | ||||||||
10,860(2) | Forty Seven, Inc. | 427,558 | 0.1 | ||||||||
16,422(1),(2) | G1 Therapeutics, Inc. | 434,033 | 0.1 | ||||||||
22,974(1),(2) | Galectin Therapeutics, Inc. | 65,706 | 0.0 | ||||||||
52,204(1),(2) | Genesis Healthcare, Inc. | 85,615 | 0.0 | ||||||||
28,782(2) | GenMark Diagnostics, Inc. | 138,441 | 0.0 | ||||||||
92,874(1),(2) | Geron Corp. | 126,309 | 0.0 | ||||||||
19,249(2) | Glaukos Corp. | 1,048,493 | 0.1 | ||||||||
28,819(1),(2) | Global Blood Therapeutics, Inc. | 2,290,822 | 0.2 | ||||||||
37,803(2) | Globus Medical, Inc. | 2,225,841 | 0.2 | ||||||||
18,476(1),(2) | GlycoMimetics, Inc. | 97,738 | 0.0 | ||||||||
20,839(1),(2) | Gossamer Bio, Inc. | 325,714 | 0.0 | ||||||||
12,342(1),(2) | Gritstone Oncology, Inc. | 110,708 | 0.0 | ||||||||
25,496(2) | Haemonetics Corp. | 2,929,490 | 0.3 | ||||||||
70,314(1),(2) | Halozyme Therapeutics, Inc. | 1,246,667 | 0.1 | ||||||||
17,497(2) | Hanger Orthopedic Group, Inc. | 483,092 | 0.1 | ||||||||
4,850(2) | Harpoon Therapeutics, Inc. | 71,731 | 0.0 | ||||||||
3,946(1),(2) | Health Catalyst, Inc. | 136,926 | 0.0 | ||||||||
34,534(2) | HealthEquity, Inc. | 2,557,933 | 0.3 | ||||||||
13,256(2) | HealthStream, Inc. | 360,563 | 0.0 | ||||||||
41,077(1),(2) | Heron Therapeutics, Inc. | 965,309 | 0.1 | ||||||||
3,438(1),(2) | Heska Corp. | 329,842 | 0.0 | ||||||||
42,401(2) | HMS Holdings Corp. | 1,255,070 | 0.1 | ||||||||
11,818(2) | Homology Medicines, Inc. | 244,633 | 0.0 | ||||||||
2,207(2) | IGM Biosciences, Inc. | 84,219 | 0.0 | ||||||||
71,058(1),(2) | Immunogen, Inc. | 362,751 | 0.0 | ||||||||
87,117(1),(2) | Immunomedics, Inc. | 1,843,396 | 0.2 | ||||||||
31,943(2) | Innoviva, Inc. | 452,313 | 0.1 | ||||||||
8,918(2) | Inogen, Inc. | 609,367 | 0.1 | ||||||||
34,381(1),(2) | Inovalon Holdings, Inc. | 647,050 | 0.1 | ||||||||
48,918(1),(2) | Inovio Pharmaceuticals, Inc. | 161,429 | 0.0 | ||||||||
44,012(1),(2) | Insmed, Inc. | 1,051,007 | 0.1 | ||||||||
6,499(1),(2) | Inspire Medical Systems, Inc. | 482,291 | 0.1 | ||||||||
15,823(2) | Integer Holdings Corp. | 1,272,644 | 0.1 | ||||||||
18,567(1),(2) | Intellia Therapeutics, Inc. | 272,378 | 0.0 | ||||||||
12,483(1),(2) | Intercept Pharmaceuticals, Inc. | 1,546,893 | 0.2 | ||||||||
15,031(1),(2) | Intersect ENT, Inc. | 374,272 | 0.0 | ||||||||
22,137(2) | Intra-Cellular Therapies, Inc. | 759,520 | 0.1 | ||||||||
35,591(1),(2) | Intrexon Corp. | 195,039 | 0.0 | ||||||||
4,325(1),(2) | IntriCon Corp. | 77,850 | 0.0 | ||||||||
16,880(1) | Invacare Corp. | 152,258 | 0.0 | ||||||||
42,353(1),(2) | Invitae Corp. | 683,154 | 0.1 | ||||||||
57,461(1),(2) | Iovance Biotherapeutics, Inc. | 1,590,520 | 0.2 | ||||||||
2,490(2) | iRadimed Corp. | 58,216 | 0.0 | ||||||||
12,479(1),(2) | iRhythm Technologies, Inc. | 849,695 | 0.1 | ||||||||
75,396(1),(2) | Ironwood Pharmaceuticals, Inc. | 1,003,521 | 0.1 | ||||||||
7,040(1),(2) | Joint Corp./The | 113,626 | 0.0 | ||||||||
8,757(2) | Jounce Therapeutics, Inc. | 76,449 | 0.0 | ||||||||
76,187(1),(2) | Kadmon Holdings, Inc. | 345,127 | 0.0 | ||||||||
13,211(1),(2) | Kala Pharmaceuticals, Inc. | 48,749 | 0.0 | ||||||||
6,292(1),(2) | KalVista Pharmaceuticals, Inc. | 112,061 | 0.0 | ||||||||
2,228(2) | Karuna Therapeutics, Inc. | 167,858 | 0.0 | ||||||||
29,262(1),(2) | Karyopharm Therapeutics, Inc. | 560,953 | 0.1 | ||||||||
12,363(2) | Kezar Life Sciences, Inc. | 49,576 | 0.0 | ||||||||
18,544(2) | Kindred Biosciences, Inc. | 157,253 | 0.0 | ||||||||
7,500(2) | Kiniksa Pharmaceuticals Ltd. | 82,950 | 0.0 | ||||||||
11,656(1),(2) | Kodiak Sciences, Inc. | 838,649 | 0.1 | ||||||||
5,087(2) | Krystal Biotech, Inc. | 281,718 | 0.0 | ||||||||
16,231(2) | Kura Oncology, Inc. | 223,176 | 0.0 | ||||||||
13,515(1),(2) | La Jolla Pharmaceutical Co. | 53,114 | 0.0 | ||||||||
16,198(1),(2) | Lannett Co., Inc. | 142,866 | 0.0 | ||||||||
18,757(2) | Lantheus Holdings, Inc. | 384,706 | 0.0 | ||||||||
8,408(1) | LeMaitre Vascular, Inc. | 302,268 | 0.0 | ||||||||
21,927(1),(2) | Lexicon Pharmaceuticals, Inc. | 90,997 | 0.0 | ||||||||
15,066(1),(2) | LHC Group, Inc. | 2,075,492 | 0.2 | ||||||||
8,709(1),(2) | Ligand Pharmaceuticals, Inc. | 908,262 | 0.1 | ||||||||
71,725(1),(2) | Lineage Cell Therapeutics, Inc. | 63,835 | 0.0 | ||||||||
9,380(2) | Liquidia Technologies, Inc. | 40,099 | 0.0 | ||||||||
24,060(2) | LivaNova PLC | 1,814,846 | 0.2 | ||||||||
6,978(1),(2) | Livongo Health, Inc. | 174,869 | 0.0 | ||||||||
5,832(2) | LogicBio Therapeutics, Inc. | 41,990 | 0.0 | ||||||||
20,544 | Luminex Corp. | 475,799 | 0.1 | ||||||||
22,549(2) | MacroGenics, Inc. | 245,333 | 0.0 | ||||||||
3,788(1),(2) | Madrigal Pharmaceuticals, Inc. | 345,125 | 0.0 | ||||||||
10,704(2) | Magellan Health, Inc. | 837,588 | 0.1 | ||||||||
9,674(2) | Magenta Therapeutics, Inc. | 146,658 | 0.0 | ||||||||
42,128(1),(2) | Mallinckrodt PLC - W/I | 147,027 | 0.0 | ||||||||
98,582(1),(2) | MannKind Corp. | 127,171 | 0.0 | ||||||||
29,879(2) | Marinus Pharmaceuticals, Inc. | 64,539 | 0.0 | ||||||||
16,012(1),(2) | Marker Therapeutics, Inc. | 46,115 | 0.0 | ||||||||
37,522(1),(2) | Medicines Co. | 3,187,119 | 0.3 | ||||||||
21,237(1),(2) | MediciNova, Inc. | 143,137 | 0.0 | ||||||||
13,781(2) | Medpace Holdings, Inc. | 1,158,431 | 0.1 | ||||||||
38,684(2) | MEI Pharma, Inc. | 95,936 | 0.0 | ||||||||
8,493(2) | MeiraGTx Holdings plc | 170,030 | 0.0 | ||||||||
21,980 | Meridian Bioscience, Inc. | 214,745 | 0.0 | ||||||||
26,165(2) | Merit Medical Systems, Inc. | 816,871 | 0.1 | ||||||||
18,967(2) | Mersana Therapeutics, Inc. | 108,681 | 0.0 | ||||||||
1,824(1) | Mesa Laboratories, Inc. | 454,906 | 0.1 | ||||||||
6,160(2) | Millendo Therapeutics, Inc. | 41,518 | 0.0 | ||||||||
16,344(2) | Minerva Neurosciences, Inc. | 116,206 | 0.0 | ||||||||
13,575(2) | Mirati Therapeutics, Inc. | 1,749,274 | 0.2 | ||||||||
4,278(2) | Misonix, Inc. | 79,614 | 0.0 | ||||||||
9,626(2) | Molecular Templates, Inc. | 134,620 | 0.0 | ||||||||
47,757(2) | Momenta Pharmaceuticals, Inc. | 942,246 | 0.1 |
See Accompanying Notes to Financial Statements
91
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
3,621(2) | Morphic Holding, Inc. | 62,136 | 0.0 | ||||||||
15,614(2) | Mustang Bio, Inc. | 63,705 | 0.0 | ||||||||
21,968(2) | MyoKardia, Inc. | 1,601,138 | 0.2 | ||||||||
34,588(2) | Myriad Genetics, Inc. | 941,831 | 0.1 | ||||||||
16,230(2) | NanoString Technologies, Inc. | 451,519 | 0.1 | ||||||||
30,591(2) | Natera, Inc. | 1,030,611 | 0.1 | ||||||||
6,078 | National Healthcare Corp. | 525,322 | 0.1 | ||||||||
6,026 | National Research Corp. | 397,354 | 0.1 | ||||||||
16,367(2) | Natus Medical, Inc. | 539,947 | 0.1 | ||||||||
25,364(2) | Neogen Corp. | 1,655,255 | 0.2 | ||||||||
47,372(2) | NeoGenomics, Inc. | 1,385,631 | 0.1 | ||||||||
6,933(2) | Neon Therapeutics, Inc. | 8,181 | 0.0 | ||||||||
9,294(2) | Neuronetics, Inc. | 41,730 | 0.0 | ||||||||
14,913(1),(2) | Nevro Corp. | 1,752,874 | 0.2 | ||||||||
6,919(2) | NextCure, Inc. | 389,747 | 0.1 | ||||||||
26,623(2) | NextGen Healthcare, Inc. | 427,832 | 0.1 | ||||||||
11,642(1),(2) | NGM Biopharmaceuticals, Inc. | 215,261 | 0.0 | ||||||||
14,293(1),(2) | Novavax, Inc. | 56,886 | 0.0 | ||||||||
43,154(1),(2) | Novocure Ltd. | 3,636,588 | 0.4 | ||||||||
25,861(2) | NuVasive, Inc. | 2,000,090 | 0.2 | ||||||||
22,561(1),(2) | Ocular Therapeutix, Inc. | 89,116 | 0.0 | ||||||||
5,812(2) | Odonate Therapeutics, Inc. | 188,599 | 0.0 | ||||||||
22,866(1),(2) | Omeros Corp. | 322,182 | 0.0 | ||||||||
20,325(2) | Omnicell, Inc. | 1,660,959 | 0.2 | ||||||||
183,904(1),(2) | Opko Health, Inc. | 270,339 | 0.0 | ||||||||
7,722(2) | OptimizeRx Corp. | 79,305 | 0.0 | ||||||||
13,018(1),(2) | Optinose, Inc. | 120,026 | 0.0 | ||||||||
63,082(2) | Option Care Health, Inc. | 235,296 | 0.0 | ||||||||
31,532(2) | OraSure Technologies, Inc. | 253,202 | 0.0 | ||||||||
8,841(2) | Orthofix Medical, Inc. | 408,277 | 0.1 | ||||||||
4,529(2) | OrthoPediatrics Corp. | 212,818 | 0.0 | ||||||||
30,716(1) | Owens & Minor, Inc. | 158,802 | 0.0 | ||||||||
69,390(2) | Pacific Biosciences of California, Inc. | 356,665 | 0.0 | ||||||||
19,715(2) | Pacira BioSciences, Inc. | 893,089 | 0.1 | ||||||||
124,717(2) | Palatin Technologies, Inc. | 97,554 | 0.0 | ||||||||
19,141(2) | Paratek Pharmaceuticals, Inc. | 77,138 | 0.0 | ||||||||
40,928(1) | Patterson Cos., Inc. | 838,205 | 0.1 | ||||||||
59,329(2) | PDL BioPharma, Inc. | 192,523 | 0.0 | ||||||||
12,352(2) | Pennant Group, Inc./The | 408,481 | 0.1 | ||||||||
5,627(2) | Personalis, Inc. | 61,334 | 0.0 | ||||||||
9,528(1),(2) | PetIQ, Inc. | 238,676 | 0.0 | ||||||||
15,399(2) | Pfenex, Inc. | 169,081 | 0.0 | ||||||||
7,373(2) | PhaseBio Pharmaceuticals, Inc. | 45,049 | 0.0 | ||||||||
4,419(2) | Phathom Pharmaceuticals, Inc. | 137,608 | 0.0 | ||||||||
10,363 | Phibro Animal Health Corp. | 257,313 | 0.0 | ||||||||
4,941(1),(2) | Phreesia, Inc. | 131,628 | 0.0 | ||||||||
26,086(2) | Pieris Pharmaceuticals, Inc. | 94,431 | 0.0 | ||||||||
11,362(1),(2) | PolarityTE, Inc. | 29,541 | 0.0 | ||||||||
37,138(1),(2) | Portola Pharmaceuticals, Inc. | 886,855 | 0.1 | ||||||||
17,537(1),(2) | Precision BioSciences, Inc. | 243,589 | 0.0 | ||||||||
24,194(1),(2) | Prestige Consumer Healthcare, Inc. | 979,857 | 0.1 | ||||||||
4,743(1),(2) | Prevail Therapeutics, Inc. | 75,082 | 0.0 | ||||||||
8,941(2) | Principia Biopharma, Inc. | 489,788 | 0.1 | ||||||||
43,366(2) | Progenics Pharmaceuticals, Inc. | 220,733 | 0.0 | ||||||||
4,725(1),(2) | Progyny, Inc. | 129,701 | 0.0 | ||||||||
9,624(2) | Protagonist Therapeutics, Inc. | 67,849 | 0.0 | ||||||||
19,992(2) | Prothena Corp. PLC | 316,473 | 0.0 | ||||||||
5,819(2) | Providence Service Corp. | 344,368 | 0.0 | ||||||||
29,310(2) | PTC Therapeutics, Inc. | 1,407,759 | 0.1 | ||||||||
6,703(2) | Pulse Biosciences, Inc. | 89,887 | 0.0 | ||||||||
15,770(1),(2) | Puma Biotechnology, Inc. | 137,987 | 0.0 | ||||||||
6,494(2) | Quanterix Corp. | 153,453 | 0.0 | ||||||||
17,427(2) | Quidel Corp. | 1,307,548 | 0.1 | ||||||||
51,260(2) | R1 RCM, Inc. | 665,355 | 0.1 | ||||||||
17,195(2) | Ra Pharmaceuticals, Inc. | 806,961 | 0.1 | ||||||||
21,769(2) | Radius Health, Inc. | 438,863 | 0.1 | ||||||||
20,937(2) | RadNet, Inc. | 425,021 | 0.1 | ||||||||
11,009(2) | Reata Pharmaceuticals, Inc. | 2,250,570 | 0.2 | ||||||||
10,398(2) | Recro Pharma, Inc. | 190,595 | 0.0 | ||||||||
16,261(1),(2) | REGENXBIO, Inc. | 666,213 | 0.1 | ||||||||
26,003(1),(2) | Repligen Corp. | 2,405,277 | 0.2 | ||||||||
6,730(2) | Replimune Group, Inc. | 96,575 | 0.0 | ||||||||
6,077(2) | resTORbio, Inc. | 9,055 | 0.0 | ||||||||
20,575(1),(2) | Retrophin, Inc. | 292,165 | 0.0 | ||||||||
21,838(1),(2) | Revance Therapeutics, Inc. | 354,431 | 0.0 | ||||||||
13,950(1),(2) | Rhythm Pharmaceuticals, Inc. | 320,292 | 0.0 | ||||||||
85,562(2) | Rigel Pharmaceuticals, Inc. | 183,103 | 0.0 | ||||||||
14,188(1),(2) | Rocket Pharmaceuticals, Inc. | 322,919 | 0.0 | ||||||||
34,911(2) | Rockwell Medical, Inc. | 85,183 | 0.0 | ||||||||
32,516(2) | RTI Surgical Holdings, Inc. | 89,094 | 0.0 | ||||||||
17,210(1),(2) | Rubius Therapeutics, Inc. | 163,495 | 0.0 | ||||||||
55,723(1),(2) | Sangamo Therapeutics, Inc. | 466,402 | 0.1 | ||||||||
2,806(2) | Satsuma Pharmaceuticals, Inc. | 55,222 | 0.0 | ||||||||
22,793(1),(2) | Savara, Inc. | 102,113 | 0.0 | ||||||||
9,150(2) | Scholar Rock Holding Corp. | 120,597 | 0.0 | ||||||||
8,758(2) | SeaSpine Holdings Corp. | 105,184 | 0.0 | ||||||||
54,113(2) | Select Medical Holdings Corp. | 1,262,997 | 0.1 | ||||||||
66,807(1),(2) | Senseonics Holdings, Inc. | 61,195 | 0.0 | ||||||||
19,279(2) | Seres Therapeutics, Inc. | 66,513 | 0.0 | ||||||||
12,223(2) | Shockwave Medical, Inc. | 536,834 | 0.1 | ||||||||
7,833(2) | SI-BONE, Inc. | 168,409 | 0.0 | ||||||||
18,576(2) | Sientra, Inc. | 166,069 | 0.0 | ||||||||
30,021(2) | SIGA Technologies, Inc. | 143,200 | 0.0 | ||||||||
7,266(2) | Silk Road Medical, Inc. | 293,401 | 0.0 | ||||||||
6,178(1) | Simulations Plus, Inc. | 179,594 | 0.0 | ||||||||
11,321(1),(2) | Solid Biosciences, Inc. | 50,378 | 0.0 | ||||||||
2,662(1),(2) | Soliton, Inc. | 29,229 | 0.0 | ||||||||
61,218(1),(2) | Sorrento Therapeutics, Inc. | 206,917 | 0.0 | ||||||||
53,662(1),(2) | Spectrum Pharmaceuticals, Inc. | 195,330 | 0.0 | ||||||||
6,703(2) | Spero Therapeutics, Inc. | 64,449 | 0.0 | ||||||||
4,911(2) | SpringWorks Therapeutics, Inc. | 189,024 | 0.0 | ||||||||
21,769(1),(2) | Staar Surgical Co. | 765,616 | 0.1 |
See Accompanying Notes to Financial Statements
92
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
21,713(1),(2) | Stemline Therapeutics, Inc. | 230,809 | 0.0 | ||||||||
4,576(2) | Stoke Therapeutics, Inc. | 129,592 | 0.0 | ||||||||
23,781(1),(2) | Supernus Pharmaceuticals, Inc. | 564,085 | 0.1 | ||||||||
12,183(2) | Surgery Partners, Inc. | 190,725 | 0.0 | ||||||||
6,496(2) | SurModics, Inc. | 269,129 | 0.0 | ||||||||
6,905(2) | Sutro Biopharma, Inc. | 75,955 | 0.0 | ||||||||
11,528(2) | Syndax Pharmaceuticals, Inc. | 101,216 | 0.0 | ||||||||
31,307(2) | Syneos Health, Inc. | 1,861,984 | 0.2 | ||||||||
12,473(2) | Synlogic, Inc. | 32,180 | 0.0 | ||||||||
4,650(2) | Synthorx, Inc. | 324,988 | 0.0 | ||||||||
18,594(2) | Syros Pharmaceuticals, Inc. | 128,485 | 0.0 | ||||||||
9,402(1),(2) | Tabula Rasa HealthCare, Inc. | 457,689 | 0.1 | ||||||||
8,830(1),(2) | Tactile Systems Technology, Inc. | 596,113 | 0.1 | ||||||||
27,966(2) | Tandem Diabetes Care, Inc. | 1,667,053 | 0.2 | ||||||||
6,012(2) | TCR2 Therapeutics, Inc. | 85,851 | 0.0 | ||||||||
35,649(1),(2) | Teladoc Health, Inc. | 2,984,534 | 0.3 | ||||||||
51,099(2) | Tenet Healthcare Corp. | 1,943,295 | 0.2 | ||||||||
41,790(1),(2) | TG Therapeutics, Inc. | 463,869 | 0.1 | ||||||||
107,597(1),(2) | TherapeuticsMD, Inc. | 260,385 | 0.0 | ||||||||
21,232(2) | Theravance Biopharma, Inc. | 549,696 | 0.1 | ||||||||
23,218(1),(2) | Tivity Health, Inc. | 472,370 | 0.1 | ||||||||
8,527(2) | Tocagen, Inc. | 4,547 | 0.0 | ||||||||
11,317(2) | TransEnterix, Inc. | 16,636 | 0.0 | ||||||||
16,802(1),(2) | Translate Bio, Inc. | 136,768 | 0.0 | ||||||||
6,152(1),(2) | TransMedics Group, Inc. | 116,950 | 0.0 | ||||||||
10,536(2) | Tricida, Inc. | 397,629 | 0.1 | ||||||||
11,520(2) | Triple-S Management Corp. | 213,005 | 0.0 | ||||||||
13,518(1),(2) | Turning Point Therapeutics, Inc. | 842,036 | 0.1 | ||||||||
10,515(1),(2) | Twist Bioscience Corp. | 220,815 | 0.0 | ||||||||
39,043(1),(2) | Tyme Technologies, Inc. | 54,660 | 0.0 | ||||||||
26,741(1),(2) | Ultragenyx Pharmaceutical, Inc. | 1,142,108 | 0.1 | ||||||||
14,678(1),(2) | UNITY Biotechnology, Inc. | 105,828 | 0.0 | ||||||||
8,880(2) | UroGen Pharma Ltd. | 296,326 | 0.0 | ||||||||
6,163 | US Physical Therapy, Inc. | 704,739 | 0.1 | ||||||||
1,794 | Utah Medical Products, Inc. | 193,573 | 0.0 | ||||||||
25,253(2) | Vanda Pharmaceuticals, Inc. | 414,402 | 0.1 | ||||||||
7,543(2) | Vapotherm, Inc. | 91,723 | 0.0 | ||||||||
18,219(2) | Varex Imaging Corp. | 543,108 | 0.1 | ||||||||
74,416(2) | VBI Vaccines, Inc. | 102,694 | 0.0 | ||||||||
23,058(2) | Veracyte, Inc. | 643,779 | 0.1 | ||||||||
21,516(1),(2) | Vericel Corp. | 374,378 | 0.0 | ||||||||
6,637(2) | Verrica Pharmaceuticals, Inc. | 105,462 | 0.0 | ||||||||
2,375(2) | Viela Bio, Inc. | 64,481 | 0.0 | ||||||||
35,530(1),(2) | ViewRay, Inc. | 149,937 | 0.0 | ||||||||
32,125(1),(2) | Viking Therapeutics, Inc. | 257,643 | 0.0 | ||||||||
15,143(1),(2) | Vocera Communications, Inc. | 314,369 | 0.0 | ||||||||
12,312(1),(2) | Voyager Therapeutics, Inc. | 171,752 | 0.0 | ||||||||
10,814(1),(2) | WaVe Life Sciences Ltd. | 86,674 | 0.0 | ||||||||
62,728(2) | Wright Medical Group NV | 1,911,949 | 0.2 | ||||||||
6,492(2) | X4 Pharmaceuticals, Inc. | 69,464 | 0.0 | ||||||||
9,907(1),(2) | XBiotech, Inc. | 184,914 | 0.0 | ||||||||
23,068(1),(2) | Xencor, Inc. | 793,309 | 0.1 | ||||||||
13,396(1),(2) | Xeris Pharmaceuticals, Inc. | 94,442 | 0.0 | ||||||||
11,222(2) | Y-mAbs Therapeutics, Inc. | 350,688 | 0.0 | ||||||||
77,544(1),(2) | ZIOPHARM Oncology, Inc. | 366,008 | 0.0 | ||||||||
20,682(1),(2) | Zogenix, Inc. | 1,078,153 | 0.1 | ||||||||
12,238(2) | Zynerba Pharmaceuticals, Inc. | 73,918 | 0.0 | ||||||||
9,131(1),(2) | Zynex, Inc. | 71,861 | 0.0 | ||||||||
188,549,962 | 17.9 | ||||||||||
Industrials: 15.6% | |||||||||||
19,902(1) | AAON, Inc. | 983,358 | 0.1 | ||||||||
16,278 | AAR Corp. | 734,138 | 0.1 | ||||||||
32,357 | ABM Industries, Inc. | 1,220,182 | 0.1 | ||||||||
29,566(2) | Acacia Research Corp. | 78,646 | 0.0 | ||||||||
48,090 | ACCO Brands Corp. | 450,122 | 0.0 | ||||||||
27,326 | Actuant Corp. | 711,296 | 0.1 | ||||||||
36,880(2) | Advanced Disposal Services, Inc. | 1,212,246 | 0.1 | ||||||||
18,796 | Advanced Drainage Systems, Inc. | 730,037 | 0.1 | ||||||||
15,773(2) | Aegion Corp. | 352,842 | 0.0 | ||||||||
36,382(1),(2) | Aerojet Rocketdyne Holdings, Inc. | 1,661,202 | 0.2 | ||||||||
10,361(1),(2) | Aerovironment, Inc. | 639,688 | 0.1 | ||||||||
28,774(2) | Air Transport Services Group, Inc. | 675,038 | 0.1 | ||||||||
26,103 | Aircastle Ltd. | 835,557 | 0.1 | ||||||||
4,844(1) | Alamo Group, Inc. | 608,164 | 0.1 | ||||||||
15,217 | Albany International Corp. | 1,155,275 | 0.1 | ||||||||
6,461(1) | Allegiant Travel Co. | 1,124,472 | 0.1 | ||||||||
3,654 | Allied Motion Technologies, Inc. | 177,219 | 0.0 | ||||||||
31,617 | Altra Industrial Motion Corp. | 1,144,852 | 0.1 | ||||||||
11,488(2) | Ameresco, Inc. | 201,040 | 0.0 | ||||||||
11,633(2) | American Superconductor Corp. | 91,319 | 0.0 | ||||||||
8,237(2) | American Woodmark Corp. | 860,849 | 0.1 | ||||||||
12,639 | Apogee Enterprises, Inc. | 410,767 | 0.0 | ||||||||
18,835 | Applied Industrial Technologies, Inc. | 1,256,106 | 0.1 | ||||||||
12,486 | ArcBest Corp. | 344,614 | 0.0 | ||||||||
23,933 | Arcosa, Inc. | 1,066,215 | 0.1 | ||||||||
7,785(1) | Argan, Inc. | 312,490 | 0.0 | ||||||||
10,573(2) | Armstrong Flooring, Inc. | 45,147 | 0.0 | ||||||||
25,330(2) | ASGN, Inc. | 1,797,670 | 0.2 | ||||||||
11,023 | Astec Industries, Inc. | 462,966 | 0.0 | ||||||||
11,398(2) | Astronics Corp. | 318,574 | 0.0 | ||||||||
23,355(2) | Atkore International Group, Inc. | 944,943 | 0.1 | ||||||||
11,349(2) | Atlas Air Worldwide Holdings, Inc. | 312,892 | 0.0 | ||||||||
28,450(2) | Avis Budget Group, Inc. | 917,228 | 0.1 | ||||||||
28,890(2) | Axon Enterprise, Inc. | 2,117,059 | 0.2 | ||||||||
12,767 | AZZ, Inc. | 586,644 | 0.1 | ||||||||
23,262 | Barnes Group, Inc. | 1,441,314 | 0.1 | ||||||||
3,689 | Barrett Business Services, Inc. | 333,707 | 0.0 | ||||||||
33,467(2) | Beacon Roofing Supply, Inc. | 1,070,275 | 0.1 | ||||||||
5,191 | BG Staffing, Inc. | 113,631 | 0.0 | ||||||||
27,534(1),(2) | Bloom Energy Corp. | 205,679 | 0.0 | ||||||||
7,400(2) | Blue Bird Corp. | 169,608 | 0.0 | ||||||||
4,639(1),(2) | BlueLinx Holdings, Inc. | 66,106 | 0.0 |
See Accompanying Notes to Financial Statements
93
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Industrials: (continued) | |||||||||||
32,938(2) | BMC Stock Holdings, Inc. | 944,991 | 0.1 | ||||||||
23,314 | Brady Corp. | 1,334,960 | 0.1 | ||||||||
19,981(1) | Briggs & Stratton Corp. | 133,073 | 0.0 | ||||||||
16,078(2) | BrightView Holdings, Inc. | 271,236 | 0.0 | ||||||||
24,902(1) | Brink's Co. | 2,258,113 | 0.2 | ||||||||
56,881(2) | Builders FirstSource, Inc. | 1,445,346 | 0.1 | ||||||||
11,477 | Caesarstone Ltd. | 172,958 | 0.0 | ||||||||
8,415(2) | CAI International, Inc. | 243,867 | 0.0 | ||||||||
21,544(2) | Casella Waste Systems, Inc. | 991,670 | 0.1 | ||||||||
25,221(2) | CBIZ, Inc. | 679,958 | 0.1 | ||||||||
16,689(2) | Ceco Environmental Corp. | 127,838 | 0.0 | ||||||||
17,782(2) | Chart Industries, Inc. | 1,200,107 | 0.1 | ||||||||
9,914(1),(2) | Cimpress PLC | 1,246,884 | 0.1 | ||||||||
9,531(2) | CIRCOR International, Inc. | 440,713 | 0.0 | ||||||||
11,602 | Columbus McKinnon Corp. | 464,428 | 0.1 | ||||||||
17,669 | Comfort Systems USA, Inc. | 880,800 | 0.1 | ||||||||
14,585(2) | Commercial Vehicle Group, Inc. | 92,615 | 0.0 | ||||||||
6,797(2) | Construction Partners, Inc. | 114,665 | 0.0 | ||||||||
17,170(2) | Continental Building Products, Inc. | 625,503 | 0.1 | ||||||||
22,622(2) | Cornerstone Building Brands, Inc. | 192,513 | 0.0 | ||||||||
25,653 | Costamare, Inc. | 244,473 | 0.0 | ||||||||
56,545 | Covanta Holding Corp. | 839,128 | 0.1 | ||||||||
5,986(2) | Covenant Transportation Group, Inc. | 77,369 | 0.0 | ||||||||
3,866 | CRA International, Inc. | 210,581 | 0.0 | ||||||||
7,301 | CSW Industrials, Inc. | 562,177 | 0.1 | ||||||||
15,390(1) | Cubic Corp. | 978,342 | 0.1 | ||||||||
23,352(2) | Daseke, Inc. | 73,792 | 0.0 | ||||||||
20,922 | Deluxe Corp. | 1,044,426 | 0.1 | ||||||||
11,131 | Douglas Dynamics, Inc. | 612,205 | 0.1 | ||||||||
5,430(2) | Ducommun, Inc. | 274,378 | 0.0 | ||||||||
8,135(2) | DXP Enterprises, Inc. | 323,854 | 0.0 | ||||||||
14,851(2) | Dycom Industries, Inc. | 700,225 | 0.1 | ||||||||
25,403(1),(2) | Eagle Bulk Shipping, Inc. | 116,854 | 0.0 | ||||||||
2,723 | Eastern Co/The | 83,133 | 0.0 | ||||||||
13,375(2) | Echo Global Logistics, Inc. | 276,862 | 0.0 | ||||||||
27,738 | EMCOR Group, Inc. | 2,393,789 | 0.2 | ||||||||
10,137 | Encore Wire Corp. | 581,864 | 0.1 | ||||||||
20,943(1),(2) | Energous Corp. | 37,069 | 0.0 | ||||||||
18,995(1),(2) | Energy Recovery, Inc. | 185,961 | 0.0 | ||||||||
21,138 | EnerSys | 1,581,757 | 0.2 | ||||||||
13,890(1) | Ennis, Inc. | 300,718 | 0.0 | ||||||||
10,058 | EnPro Industries, Inc. | 672,679 | 0.1 | ||||||||
12,578 | ESCO Technologies, Inc. | 1,163,465 | 0.1 | ||||||||
2,781(1) | EVI Industries, Inc. | 75,198 | 0.0 | ||||||||
37,264(2) | Evoqua Water Technologies Corp. | 706,153 | 0.1 | ||||||||
25,783 | Exponent, Inc. | 1,779,285 | 0.2 | ||||||||
29,602 | Federal Signal Corp. | 954,664 | 0.1 | ||||||||
5,411 | Forrester Research, Inc. | 225,639 | 0.0 | ||||||||
13,683 | Forward Air Corp. | 957,126 | 0.1 | ||||||||
8,451(2) | Foundation Building Materials, Inc. | 163,527 | 0.0 | ||||||||
5,158(2) | Franklin Covey Co. | 166,242 | 0.0 | ||||||||
22,577 | Franklin Electric Co., Inc. | 1,294,114 | 0.1 | ||||||||
18,583(2) | FTI Consulting, Inc. | 2,056,395 | 0.2 | ||||||||
17,491(1) | GATX Corp. | 1,449,129 | 0.1 | ||||||||
7,628 | Genco Shipping & Trading Ltd. | 81,009 | 0.0 | ||||||||
5,303(2) | Gencor Industries, Inc. | 61,886 | 0.0 | ||||||||
30,354(2) | Generac Holdings, Inc. | 3,053,309 | 0.3 | ||||||||
5,982(2) | General Finance Corp. | 66,221 | 0.0 | ||||||||
15,777(1),(2) | Gibraltar Industries, Inc. | 795,792 | 0.1 | ||||||||
17,923(2) | GMS, Inc. | 485,355 | 0.1 | ||||||||
8,593 | Gorman-Rupp Co. | 322,237 | 0.0 | ||||||||
6,172(2) | GP Strategies Corp. | 81,656 | 0.0 | ||||||||
4,757 | Graham Corp. | 104,083 | 0.0 | ||||||||
22,683(1) | Granite Construction, Inc. | 627,639 | 0.1 | ||||||||
30,061(2) | Great Lakes Dredge & Dock Corp. | 340,591 | 0.0 | ||||||||
15,452 | Greenbrier Cos., Inc. | 501,108 | 0.1 | ||||||||
17,954(1) | Griffon Corp. | 365,005 | 0.0 | ||||||||
15,800 | H&E Equipment Services, Inc. | 528,194 | 0.1 | ||||||||
38,670(2) | Harsco Corp. | 889,797 | 0.1 | ||||||||
23,021(1) | Hawaiian Holdings, Inc. | 674,285 | 0.1 | ||||||||
36,034(1) | Healthcare Services Group, Inc. | 876,347 | 0.1 | ||||||||
23,021 | Heartland Express, Inc. | 484,592 | 0.1 | ||||||||
9,475 | Heidrick & Struggles International, Inc. | 307,937 | 0.0 | ||||||||
14,302 | Helios Technologies, Inc. | 661,181 | 0.1 | ||||||||
11,932(2) | Herc Holdings, Inc. | 583,952 | 0.1 | ||||||||
7,820(2) | Heritage-Crystal Clean, Inc. | 245,313 | 0.0 | ||||||||
28,838 | Herman Miller, Inc. | 1,201,103 | 0.1 | ||||||||
50,257(2) | Hertz Global Holdings, Inc. | 791,548 | 0.1 | ||||||||
35,701 | Hillenbrand, Inc. | 1,189,200 | 0.1 | ||||||||
20,464 | HNI Corp. | 766,581 | 0.1 | ||||||||
15,851(2) | HUB Group, Inc. | 812,998 | 0.1 | ||||||||
2,535 | Hurco Cos, Inc. | 97,243 | 0.0 | ||||||||
10,917(2) | Huron Consulting Group, Inc. | 750,216 | 0.1 | ||||||||
4,936 | Hyster-Yale Materials Handling, Inc. - A shares | 291,027 | 0.0 | ||||||||
8,802 | ICF International, Inc. | 806,439 | 0.1 | ||||||||
3,424(2) | IES Holdings, Inc. | 87,860 | 0.0 | ||||||||
22,245(1),(2) | Innerworkings, Inc. | 122,570 | 0.0 | ||||||||
18,585 | Insperity, Inc. | 1,599,053 | 0.2 | ||||||||
8,928 | Insteel Industries, Inc. | 191,863 | 0.0 | ||||||||
28,347 | Interface, Inc. | 470,277 | 0.1 | ||||||||
33,162(2) | JELD-WEN Holding, Inc. | 776,322 | 0.1 | ||||||||
15,380(1) | John Bean Technologies Corp. | 1,732,711 | 0.2 | ||||||||
5,437 | Kadant, Inc. | 572,734 | 0.1 | ||||||||
13,399(1) | Kaman Corp. | 883,262 | 0.1 | ||||||||
16,714 | Kelly Services, Inc. | 377,402 | 0.0 | ||||||||
40,735(1) | Kennametal, Inc. | 1,502,714 | 0.1 | ||||||||
10,044 | Kforce, Inc. | 398,747 | 0.0 | ||||||||
18,591 | Kimball International, Inc. | 384,276 | 0.0 | ||||||||
23,853 | Knoll, Inc. | 602,527 | 0.1 | ||||||||
27,340 | Korn Ferry | 1,159,216 | 0.1 | ||||||||
44,265(2) | Kratos Defense & Security Solutions, Inc. | 797,213 | 0.1 | ||||||||
2,213(2) | Lawson Products | 115,297 | 0.0 | ||||||||
5,164(2) | LB Foster Co. | 100,078 | 0.0 | ||||||||
5,294(1) | Lindsay Corp. | 508,171 | 0.1 | ||||||||
13,013 | Luxfer Holdings PLC | 240,871 | 0.0 | ||||||||
8,367(2) | Lydall, Inc. | 171,691 | �� | 0.0 | |||||||
17,414(2) | Manitowoc Co., Inc./The | 304,745 | 0.0 | ||||||||
19,606 | Marten Transport Ltd. | 421,333 | 0.0 | ||||||||
12,124(2) | Masonite International Corp. | 875,474 | 0.1 |
See Accompanying Notes to Financial Statements
94
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Industrials: (continued) | |||||||||||
29,868(1),(2) | Mastec, Inc. | 1,916,331 | 0.2 | ||||||||
21,155 | Matson, Inc. | 863,124 | 0.1 | ||||||||
14,863 | Matthews International Corp. | 567,321 | 0.1 | ||||||||
29,103 | Maxar Technologies, Inc. | 456,044 | 0.0 | ||||||||
11,755 | McGrath Rentcorp | 899,728 | 0.1 | ||||||||
26,958(2) | Mercury Systems, Inc. | 1,863,067 | 0.2 | ||||||||
36,916(2) | Meritor, Inc. | 966,830 | 0.1 | ||||||||
9,939(2) | Mesa Air Group, Inc. | 88,855 | 0.0 | ||||||||
5,389 | Miller Industries, Inc. | 200,094 | 0.0 | ||||||||
9,016(2) | Mistras Group, Inc. | 128,658 | 0.0 | ||||||||
21,591 | Mobile Mini, Inc. | 818,515 | 0.1 | ||||||||
15,809 | Moog, Inc. | 1,348,982 | 0.1 | ||||||||
39,025(2) | MRC Global, Inc. | 532,301 | 0.1 | ||||||||
17,566(1) | MSA Safety, Inc. | 2,219,640 | 0.2 | ||||||||
27,156 | Mueller Industries, Inc. | 862,203 | 0.1 | ||||||||
77,158 | Mueller Water Products, Inc. | 924,353 | 0.1 | ||||||||
8,059(2) | MYR Group, Inc. | 262,643 | 0.0 | ||||||||
2,558(1) | National Presto Industries, Inc. | 226,102 | 0.0 | ||||||||
24,760(2) | Navistar International Corp. | 716,554 | 0.1 | ||||||||
21,445 | NN, Inc. | 198,366 | 0.0 | ||||||||
5,232(2) | Northwest Pipe Co. | 174,278 | 0.0 | ||||||||
52,945(1),(2) | NOW, Inc. | 595,102 | 0.1 | ||||||||
5,216(1),(2) | NV5 Global, Inc. | 263,147 | 0.0 | ||||||||
1,458(1) | Omega Flex, Inc. | 156,429 | 0.0 | ||||||||
1,032(2) | PAM Transportation Services | 59,557 | 0.0 | ||||||||
9,192 | Park Aerospace Corp. | 149,554 | 0.0 | ||||||||
4,314 | Park-Ohio Holdings Corp. | 145,166 | 0.0 | ||||||||
9,674(2) | Parsons Corp. | 399,343 | 0.0 | ||||||||
10,989(1) | Patrick Industries, Inc. | 576,153 | 0.1 | ||||||||
27,398(2) | PGT Innovations, Inc. | 408,504 | 0.0 | ||||||||
9,886(2) | Pico Holdings, Inc. | 109,932 | 0.0 | ||||||||
84,141(1) | Pitney Bowes, Inc. | 339,088 | 0.0 | ||||||||
116,101(1),(2) | Plug Power, Inc. | 366,879 | 0.0 | ||||||||
4,418 | Powell Industries, Inc. | 216,438 | 0.0 | ||||||||
1,561 | Preformed Line Products Co. | 94,206 | 0.0 | ||||||||
21,677 | Primoris Services Corp. | 482,096 | 0.1 | ||||||||
13,303(2) | Proto Labs, Inc. | 1,350,920 | 0.1 | ||||||||
18,663(1) | Quad/Graphics, Inc. | 87,156 | 0.0 | ||||||||
17,162(1) | Quanex Building Products Corp. | 293,127 | 0.0 | ||||||||
19,589(2) | Radiant Logistics, Inc. | 109,111 | 0.0 | ||||||||
17,446 | Raven Industries, Inc. | 601,189 | 0.1 | ||||||||
11,978(2) | RBC Bearings, Inc. | 1,896,597 | 0.2 | ||||||||
16,013 | Resources Connection, Inc. | 261,492 | 0.0 | ||||||||
14,014 | REV Group, Inc. | 171,391 | 0.0 | ||||||||
52,615(2) | Rexnord Corp. | 1,716,301 | 0.2 | ||||||||
36,523(1) | RR Donnelley & Sons Co. | 144,266 | 0.0 | ||||||||
14,441 | Rush Enterprises, Inc. - Class A | 671,506 | 0.1 | ||||||||
1,467 | Rush Enterprises, Inc. | 67,042 | 0.0 | ||||||||
27,220(2) | Safe Bulkers, Inc. | 46,274 | 0.0 | ||||||||
12,850(1),(2) | Saia, Inc. | 1,196,592 | 0.1 | ||||||||
29,029 | Scorpio Bulkers, Inc. | 184,915 | 0.0 | ||||||||
22,291 | Simpson Manufacturing Co., Inc. | 1,788,407 | 0.2 | ||||||||
20,306(1),(2) | SiteOne Landscape Supply, Inc. | 1,840,739 | 0.2 | ||||||||
24,481 | Skywest, Inc. | 1,582,207 | 0.2 | ||||||||
11,111(2) | SP Plus Corp. | 471,440 | 0.1 | ||||||||
17,092 | Spartan Motors, Inc. | 309,023 | 0.0 | ||||||||
33,973(2) | Spirit Airlines, Inc. | 1,369,452 | 0.1 | ||||||||
21,790(2) | SPX Corp. | 1,108,675 | 0.1 | ||||||||
20,718(2) | SPX FLOW, Inc. | 1,012,489 | 0.1 | ||||||||
6,078 | Standex International Corp. | 482,289 | 0.1 | ||||||||
42,452 | Steelcase, Inc. | 868,568 | 0.1 | ||||||||
13,489(2) | Sterling Construction Co., Inc. | 189,925 | 0.0 | ||||||||
56,009(1),(2) | Sunrun, Inc. | 773,484 | 0.1 | ||||||||
6,219(1) | Systemax, Inc. | 156,470 | 0.0 | ||||||||
15,233(1),(2) | Team, Inc. | 243,271 | 0.0 | ||||||||
8,817 | Tennant Co. | 687,021 | 0.1 | ||||||||
31,365 | Terex Corp. | 934,050 | 0.1 | ||||||||
27,229 | Tetra Tech, Inc. | 2,346,051 | 0.2 | ||||||||
26,172(1),(2) | Textainer Group Holdings Ltd. | 280,302 | 0.0 | ||||||||
16,392(2) | Thermon Group Holdings, Inc. | 439,306 | 0.0 | ||||||||
25,026 | Titan International, Inc. | 90,594 | 0.0 | ||||||||
9,331(2) | Titan Machinery, Inc. | 137,912 | 0.0 | ||||||||
13,901(1),(2) | TPI Composites, Inc. | 257,308 | 0.0 | ||||||||
2,904(2) | Transcat, Inc. | 92,521 | 0.0 | ||||||||
29,191(1),(2) | Trex Co., Inc. | 2,623,687 | 0.3 | ||||||||
22,445(2) | Trimas Corp. | 704,997 | 0.1 | ||||||||
22,197(2) | TriNet Group, Inc. | 1,256,572 | 0.1 | ||||||||
26,816 | Triton International Ltd./Bermuda | 1,078,003 | 0.1 | ||||||||
24,350 | Triumph Group, Inc. | 615,324 | 0.1 | ||||||||
19,045(2) | TrueBlue, Inc. | 458,223 | 0.0 | ||||||||
19,271(1),(2) | Tutor Perini Corp. | 247,825 | 0.0 | ||||||||
5,011(2) | Twin Disc, Inc. | 55,221 | 0.0 | ||||||||
7,520 | Unifirst Corp. | 1,518,890 | 0.2 | ||||||||
29,428 | Universal Forest Products, Inc. | 1,403,716 | 0.1 | ||||||||
3,958 | Universal Logistics Holdings, Inc. | 75,044 | 0.0 | ||||||||
27,695(2) | Upwork, Inc. | 295,506 | 0.0 | ||||||||
11,456(1) | US Ecology, Inc. | 663,417 | 0.1 | ||||||||
10,709(1),(2) | US Xpress Enterprises, Inc. | 53,866 | 0.0 | ||||||||
5,564(2) | Vectrus, Inc. | 285,211 | 0.0 | ||||||||
6,592(2) | Veritiv Corp. | 129,665 | 0.0 | ||||||||
9,844 | Viad Corp. | 664,470 | 0.1 | ||||||||
8,872(2) | Vicor Corp. | 414,500 | 0.0 | ||||||||
22,320(1),(2) | Vivint Solar, Inc. | 162,043 | 0.0 | ||||||||
4,640 | VSE Corp. | 176,506 | 0.0 | ||||||||
26,331(1) | Wabash National Corp. | 386,802 | 0.0 | ||||||||
13,821 | Watts Water Technologies, Inc. | 1,378,783 | 0.1 | ||||||||
64,728(2) | Welbilt, Inc. | 1,010,404 | 0.1 | ||||||||
22,147(1) | Werner Enterprises, Inc. | 805,929 | 0.1 | ||||||||
26,897(2) | Wesco Aircraft Holdings, Inc. | 296,405 | 0.0 | ||||||||
5,343(1),(2) | Willdan Group, Inc. | 169,801 | 0.0 | ||||||||
25,056(2) | Willscot Corp. | 463,285 | 0.1 | ||||||||
1,593(2) | Willis Lease Finance Corp. | 93,844 | 0.0 | ||||||||
14,999(1),(2) | YRC Worldwide, Inc. | 38,247 | 0.0 | ||||||||
164,587,391 | 15.6 | ||||||||||
Information Technology: 13.4% | |||||||||||
56,179(1),(2) | 3D Systems Corp. | 491,566 | 0.1 | ||||||||
45,944(2) | 8x8, Inc. | 840,775 | 0.1 | ||||||||
26,704(2) | A10 Networks, Inc. | 183,456 | 0.0 | ||||||||
18,971(2) | Acacia Communications, Inc. | 1,286,424 | 0.1 | ||||||||
57,377(2) | ACI Worldwide, Inc. | 2,173,728 | 0.2 | ||||||||
14,700(1),(2) | Adesto Technologies Corp. | 124,950 | 0.0 | ||||||||
24,032 | Adtran, Inc. | 237,676 | 0.0 |
See Accompanying Notes to Financial Statements
95
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) |
18,827(1),(2) | Advanced Energy Industries, Inc. | 1,340,482 | 0.1 | ||||||||
10,159(2) | Agilysys, Inc. | 258,140 | 0.0 | ||||||||
4,615(2) | Airgain, Inc. | 49,334 | 0.0 | ||||||||
13,562(2) | Akoustis Technologies, Inc. | 108,496 | 0.0 | ||||||||
18,015(2) | Alarm.com Holdings, Inc. | 774,105 | 0.1 | ||||||||
10,309(2) | Alpha & Omega Co. | 140,409 | 0.0 | ||||||||
19,239(1),(2) | Altair Engineering, Inc. | 690,872 | 0.1 | ||||||||
15,642(1),(2) | Ambarella, Inc. | 947,280 | 0.1 | ||||||||
15,620 | American Software, Inc. | 232,426 | 0.0 | ||||||||
48,749(2) | Amkor Technology, Inc. | 633,737 | 0.1 | ||||||||
15,237(2) | Anixter International, Inc. | 1,403,328 | 0.1 | ||||||||
7,728(1),(2) | Appfolio, Inc. | 849,694 | 0.1 | ||||||||
16,308(1),(2) | Appian Corp. | 623,129 | 0.1 | ||||||||
10,401(1),(2) | Applied Optoelectronics, Inc. | 123,564 | 0.0 | ||||||||
37,957(2) | Arlo Technologies, Inc. | 159,799 | 0.0 | ||||||||
4,017 | AstroNova, Inc. | 55,113 | 0.0 | ||||||||
53,993(1),(2) | Avaya Holdings Corp. | 728,905 | 0.1 | ||||||||
14,278(1),(2) | Avid Technology, Inc. | 122,505 | 0.0 | ||||||||
23,938 | AVX Corp. | 490,011 | 0.1 | ||||||||
16,071(2) | Axcelis Technologies, Inc. | 387,231 | 0.0 | ||||||||
19,123(2) | AXT, Inc. | 83,185 | 0.0 | ||||||||
13,986(1) | Badger Meter, Inc. | 908,111 | 0.1 | ||||||||
4,770 | Bel Fuse, Inc. | 97,785 | 0.0 | ||||||||
19,185(1) | Belden, Inc. | 1,055,175 | 0.1 | ||||||||
18,473 | Benchmark Electronics, Inc. | 634,732 | 0.1 | ||||||||
14,520(1),(2) | Benefitfocus, Inc. | 318,569 | 0.0 | ||||||||
24,422(1) | Blackbaud, Inc. | 1,943,991 | 0.2 | ||||||||
21,116(1),(2) | Blackline, Inc. | 1,088,741 | 0.1 | ||||||||
21,022(2) | Bottomline Technologies de, Inc. | 1,126,779 | 0.1 | ||||||||
70,971(1),(2) | Box, Inc. | 1,190,893 | 0.1 | ||||||||
21,328(2) | Brightcove, Inc. | 185,340 | 0.0 | ||||||||
35,061 | Brooks Automation, Inc. | 1,471,160 | 0.1 | ||||||||
14,384 | Cabot Microelectronics Corp. | 2,075,899 | 0.2 | ||||||||
17,028(2) | CalAmp Corp. | 163,128 | 0.0 | ||||||||
23,414(2) | Calix, Inc. | 187,312 | 0.0 | ||||||||
18,425(1),(2) | Cardtronics plc | 822,676 | 0.1 | ||||||||
15,744(2) | Casa Systems, Inc. | 64,393 | 0.0 | ||||||||
7,318 | Cass Information Systems, Inc. | 422,541 | 0.0 | ||||||||
11,046(2) | Ceva, Inc. | 297,800 | 0.0 | ||||||||
14,474(2) | ChannelAdvisor Corp. | 130,845 | 0.0 | ||||||||
28,862(2) | Cirrus Logic, Inc. | 2,378,517 | 0.2 | ||||||||
44,770(2) | Cision Ltd. | 446,357 | 0.1 | ||||||||
6,625(2) | Clearfield, Inc. | 92,353 | 0.0 | ||||||||
117,393(1),(2) | Cloudera, Inc. | 1,365,281 | 0.1 | ||||||||
19,472 | Cohu, Inc. | 444,935 | 0.1 | ||||||||
19,954(2) | Commvault Systems, Inc. | 890,747 | 0.1 | ||||||||
11,943 | Comtech Telecommunications Corp. | 423,857 | 0.0 | ||||||||
82,580(2) | Conduent, Inc. | 511,996 | 0.1 | ||||||||
28,589(2) | Cornerstone OnDemand, Inc. | 1,673,886 | 0.2 | ||||||||
16,411(1) | CSG Systems International, Inc. | 849,762 | 0.1 | ||||||||
16,085 | CTS Corp. | 482,711 | 0.1 | ||||||||
17,399(1) | Daktronics, Inc. | 105,960 | 0.0 | ||||||||
37,683(1),(2) | Diebold Nixdorf, Inc. | 397,932 | 0.0 | ||||||||
14,071(2) | Digi International, Inc. | 249,338 | 0.0 | ||||||||
5,896(1),(2) | Digimarc Corp. | 197,870 | 0.0 | ||||||||
38,696(1),(2) | Digital Turbine, Inc. | 275,902 | 0.0 | ||||||||
20,269(2) | Diodes, Inc. | 1,142,564 | 0.1 | ||||||||
8,790(2) | Domo, Inc. | 190,919 | 0.0 | ||||||||
9,587(2) | DSP Group, Inc. | 150,899 | 0.0 | ||||||||
11,590(1) | Ebix, Inc. | 387,222 | 0.0 | ||||||||
10,730(2) | eGain Corp. | 84,982 | 0.0 | ||||||||
36,970(2) | Endurance International Group Holdings, Inc. | 173,759 | 0.0 | ||||||||
45,375(1),(2) | Enphase Energy, Inc. | 1,185,649 | 0.1 | ||||||||
23,891(1),(2) | Envestnet, Inc. | 1,663,530 | 0.2 | ||||||||
6,527(2) | ePlus, Inc. | 550,161 | 0.1 | ||||||||
16,540(1),(2) | Everbridge, Inc. | 1,291,443 | 0.1 | ||||||||
29,737 | EVERTEC, Inc. | 1,012,247 | 0.1 | ||||||||
17,420(2) | Evo Payments, Inc. | 460,062 | 0.1 | ||||||||
19,077(2) | Exela Technologies, Inc. | 7,778 | 0.0 | ||||||||
16,439(2) | ExlService Holdings, Inc. | 1,141,853 | 0.1 | ||||||||
58,036(2) | Extreme Networks, Inc. | 427,725 | 0.0 | ||||||||
18,111(2) | Fabrinet | 1,174,317 | 0.1 | ||||||||
8,529(1),(2) | Faro Technologies, Inc. | 429,435 | 0.0 | ||||||||
111,428(1),(2) | Fitbit, Inc. | 732,082 | 0.1 | ||||||||
29,845(2) | Five9, Inc. | 1,957,235 | 0.2 | ||||||||
20,369(2) | ForeScout Technologies, Inc. | 668,103 | 0.1 | ||||||||
36,370(2) | Formfactor, Inc. | 944,529 | 0.1 | ||||||||
9,107(2) | GSI Technology, Inc. | 64,569 | 0.0 | ||||||||
16,535(1),(2) | GTT Communications, Inc. | 187,672 | 0.0 | ||||||||
19,617(2) | GTY Technology Holdings, Inc. | 115,544 | 0.0 | ||||||||
13,103 | Hackett Group, Inc. | 211,482 | 0.0 | ||||||||
43,066(2) | Harmonic, Inc. | 335,915 | 0.0 | ||||||||
6,981(2) | I3 Verticals, Inc. | 197,213 | 0.0 | ||||||||
11,158(1),(2) | Ichor Holdings Ltd. | 371,227 | 0.0 | ||||||||
23,175(2) | Ideanomics, Inc. | 19,831 | 0.0 | ||||||||
44,344(1),(2) | II-VI, Inc. | 1,493,062 | 0.1 | ||||||||
17,708(2) | Immersion Corp. | 131,570 | 0.0 | ||||||||
7,647(2) | Impinj, Inc. | 197,751 | 0.0 | ||||||||
85,316(1),(2) | Infinera Corp. | 677,409 | 0.1 | ||||||||
22,433(2) | Inphi Corp. | 1,660,491 | 0.2 | ||||||||
23,263(1),(2) | Inseego Corp. | 170,518 | 0.0 | ||||||||
17,508(2) | Insight Enterprises, Inc. | 1,230,637 | 0.1 | ||||||||
16,898(2) | Instructure, Inc. | 814,653 | 0.1 | ||||||||
3,580(1),(2) | Intelligent Systems Corp. | 142,985 | 0.0 | ||||||||
15,193 | InterDigital, Inc. | 827,867 | 0.1 | ||||||||
7,453(2) | International Money Express, Inc. | 89,734 | 0.0 | ||||||||
19,834(2) | Iteris, Inc. | 98,972 | 0.0 | ||||||||
17,049(2) | Itron, Inc. | 1,431,264 | 0.1 | ||||||||
23,531(1) | j2 Global, Inc. | 2,205,090 | 0.2 | ||||||||
71,118 | KBR, Inc. | 2,169,099 | 0.2 | ||||||||
28,428(1) | Kemet Corp. | 768,977 | 0.1 | ||||||||
12,652(2) | Kimball Electronics, Inc. | 222,043 | 0.0 | ||||||||
40,329(1),(2) | Knowles Corp. | 852,958 | 0.1 | ||||||||
6,834(2) | KVH Industries, Inc. | 76,062 | 0.0 | ||||||||
62,184(2) | Lattice Semiconductor Corp. | 1,190,202 | 0.1 | ||||||||
55,679(2) | Limelight Networks, Inc. | 227,170 | 0.0 | ||||||||
30,555(1),(2) | LivePerson, Inc. | 1,130,535 | 0.1 | ||||||||
33,357(1),(2) | LiveRamp Holdings, Inc. | 1,603,471 | 0.2 | ||||||||
38,354(2) | Lumentum Holdings, Inc. | 3,041,472 | 0.3 | ||||||||
22,408(1),(2) | MACOM Technology Solutions Holdings, Inc. | 596,053 | 0.1 | ||||||||
13,233 | Mantech International Corp. | 1,057,052 | 0.1 | ||||||||
31,688 | MAXIMUS, Inc. | 2,357,270 | 0.2 | ||||||||
31,722(2) | MaxLinear, Inc. | 673,141 | 0.1 | ||||||||
17,903 | Methode Electronics, Inc. | 704,483 | 0.1 | ||||||||
4,124(2) | MicroStrategy, Inc. | 588,206 | 0.1 |
See Accompanying Notes to Financial Statements
96
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets |
COMMON STOCK: (continued) | |||||||||||
Information Technology: (continued) | |||||||||||
19,972(2) | Mitek Systems, Inc. | 152,786 | 0.0 | ||||||||
48,209(2) | MobileIron, Inc. | 234,296 | 0.0 | ||||||||
16,024(2) | Model N, Inc. | 561,962 | 0.1 | ||||||||
9,008 | MTS Systems Corp. | 432,654 | 0.0 | ||||||||
6,061(1),(2) | Napco Security Technologies, Inc. | 178,133 | 0.0 | ||||||||
19,515(2) | NeoPhotonics Corp. | 172,122 | 0.0 | ||||||||
15,291(2) | Netgear, Inc. | 374,782 | 0.0 | ||||||||
35,282(2) | Netscout Systems, Inc. | 849,238 | 0.1 | ||||||||
32,425 | NIC, Inc. | 724,699 | 0.1 | ||||||||
15,834(2) | nLight, Inc. | 321,114 | 0.0 | ||||||||
16,710(2) | Novanta, Inc. | 1,477,832 | 0.1 | ||||||||
2,476 | NVE Corp. | 176,786 | 0.0 | ||||||||
16,446(2) | OneSpan, Inc. | 281,556 | 0.0 | ||||||||
23,506(2) | Onto Innovation, Inc. | 858,909 | 0.1 | ||||||||
8,254(2) | OSI Systems, Inc. | 831,508 | 0.1 | ||||||||
6,036(1),(2) | PAR Technology Corp. | 185,547 | 0.0 | ||||||||
15,237(1),(2) | Paysign, Inc. | 154,656 | 0.0 | ||||||||
5,799(1) | PC Connection, Inc. | 287,978 | 0.0 | ||||||||
14,334(2) | PDF Solutions, Inc. | 242,101 | 0.0 | ||||||||
16,097(2) | Perficient, Inc. | 741,589 | 0.1 | ||||||||
70,110 | Perspecta, Inc. | 1,853,708 | 0.2 | ||||||||
31,822(2) | Photronics, Inc. | 501,515 | 0.1 | ||||||||
4,826(2) | Ping Identity Holding Corp. | 117,272 | 0.0 | ||||||||
16,324(1) | Plantronics, Inc. | 446,298 | 0.1 | ||||||||
14,249(2) | Plexus Corp. | 1,096,318 | 0.1 | ||||||||
13,884 | Power Integrations, Inc. | 1,373,266 | 0.1 | ||||||||
21,857 | Progress Software Corp. | 908,158 | 0.1 | ||||||||
16,189(2) | PROS Holdings, Inc. | 970,045 | 0.1 | ||||||||
21,647(1),(2) | Q2 Holdings, Inc. | 1,755,139 | 0.2 | ||||||||
5,939 | QAD, Inc. | 302,473 | 0.0 | ||||||||
16,932(1),(2) | Qualys, Inc. | 1,411,621 | 0.1 | ||||||||
53,798(2) | Rambus, Inc. | 741,067 | 0.1 | ||||||||
24,187(2) | Rapid7, Inc. | 1,354,956 | 0.1 | ||||||||
34,038(2) | Ribbon Communications, Inc. | 105,518 | 0.0 | ||||||||
12,334(2) | Rimini Street, Inc. | 47,856 | 0.0 | ||||||||
9,160(2) | Rogers Corp. | 1,142,527 | 0.1 | ||||||||
10,935(2) | Rosetta Stone, Inc. | 198,361 | 0.0 | ||||||||
42,533(1),(2) | SailPoint Technologies Holding, Inc. | 1,003,779 | 0.1 | ||||||||
33,129(2) | Sanmina Corp. | 1,134,337 | 0.1 | ||||||||
12,708(2) | Scansource, Inc. | 469,561 | 0.1 | ||||||||
28,921(1) | Science Applications International Corp. | 2,516,705 | 0.2 | ||||||||
4,439(2) | SecureWorks Corp. | 73,954 | 0.0 | ||||||||
32,486(2) | Semtech Corp. | 1,718,509 | 0.2 | ||||||||
5,916(1),(2) | SharpSpring, Inc. | 67,857 | 0.0 | ||||||||
4,683(2) | ShotSpotter, Inc. | 119,417 | 0.0 | ||||||||
21,262(2) | Silicon Laboratories, Inc. | 2,465,967 | 0.2 | ||||||||
6,698(2) | SMART Global Holdings, Inc. | 254,122 | 0.0 | ||||||||
17,083(2) | SPS Commerce, Inc. | 946,740 | 0.1 | ||||||||
9,877(2) | Startek, Inc. | 78,818 | 0.0 | ||||||||
25,302(1),(2) | Stratasys Ltd. | 511,733 | 0.1 | ||||||||
31,447(1),(2) | SunPower Corp. | 245,287 | 0.0 | ||||||||
42,179(2) | SVMK, Inc. | 753,739 | 0.1 | ||||||||
18,906(2) | SYKES Enterprises, Inc. | 699,333 | 0.1 | ||||||||
16,727(2) | Synaptics, Inc. | 1,100,135 | 0.1 | ||||||||
20,851(1),(2) | Synchronoss Technologies, Inc. | 99,042 | 0.0 | ||||||||
17,514(2) | Tech Data Corp. | 2,515,010 | 0.2 | ||||||||
22,307(2) | Telaria, Inc. | 196,525 | 0.0 | ||||||||
19,647(2) | TeleNav, Inc. | 95,484 | 0.0 | ||||||||
18,284(2) | Tenable Holdings, Inc. | 438,085 | 0.1 | ||||||||
58,939 | TiVo Corp. | 499,803 | 0.1 | ||||||||
7,610 | TTEC Holdings, Inc. | 301,508 | 0.0 | ||||||||
48,339(1),(2) | TTM Technologies, Inc. | 727,502 | 0.1 | ||||||||
4,794(1),(2) | Tucows, Inc. | 296,173 | 0.0 | ||||||||
19,324(2) | Ultra Clean Holdings, Inc. | 453,534 | 0.1 | ||||||||
25,531(2) | Unisys Corp. | 302,798 | 0.0 | ||||||||
11,144(2) | Upland Software, Inc. | 397,952 | 0.0 | ||||||||
14,685(1),(2) | Varonis Systems, Inc. | 1,141,171 | 0.1 | ||||||||
23,647(2) | Veeco Instruments, Inc. | 347,256 | 0.0 | ||||||||
32,449(1),(2) | Verint Systems, Inc. | 1,796,377 | 0.2 | ||||||||
57,517(1),(2) | Verra Mobility Corp. | 804,663 | 0.1 | ||||||||
115,230(2) | Viavi Solutions, Inc. | 1,728,450 | 0.2 | ||||||||
32,205(1),(2) | VirnetX Holding Corp. | 122,379 | 0.0 | ||||||||
14,338(2) | Virtusa Corp. | 649,942 | 0.1 | ||||||||
65,672(1) | Vishay Intertechnology, Inc. | 1,398,157 | 0.1 | ||||||||
5,613(2) | Vishay Precision Group, Inc. | 190,842 | 0.0 | ||||||||
17,966(1),(2) | Workiva, Inc. | 755,470 | 0.1 | ||||||||
24,042(1) | Xperi Corp. | 444,777 | 0.1 | ||||||||
45,333(1),(2) | Yext, Inc. | 653,702 | 0.1 | ||||||||
28,242(1),(2) | Zix Corp. | 191,481 | 0.0 | ||||||||
42,373(1),(2) | Zuora, Inc. | 607,205 | 0.1 | ||||||||
141,105,365 | 13.4 | ||||||||||
Materials: 3.8% | |||||||||||
8,591(1) | Advanced Emissions Solutions, Inc. | 90,205 | 0.0 | ||||||||
13,424(2) | AdvanSix, Inc. | 267,943 | 0.0 | ||||||||
155,527(1),(2) | AK Steel Holding Corp. | 511,684 | 0.1 | ||||||||
62,660(1),(2) | Allegheny Technologies, Inc. | 1,294,556 | 0.1 | ||||||||
14,559 | American Vanguard Corp. | 283,464 | 0.0 | ||||||||
27,730(1),(2) | Amyris, Inc. | 85,686 | 0.0 | ||||||||
15,906 | Balchem Corp. | 1,616,527 | 0.2 | ||||||||
18,954 | Boise Cascade Co. | 692,390 | 0.1 | ||||||||
23,211 | Carpenter Technology Corp. | 1,155,443 | 0.1 | ||||||||
25,891(2) | Century Aluminum Co. | 194,571 | 0.0 | ||||||||
3,572 | Chase Corp. | 423,210 | 0.1 | ||||||||
7,861(2) | Clearwater Paper Corp. | 167,911 | 0.0 | ||||||||
133,073(1) | Cleveland-Cliffs, Inc. | 1,117,813 | 0.1 | ||||||||
115,945(2) | Coeur Mining, Inc. | 936,836 | 0.1 | ||||||||
58,697 | Commercial Metals Co. | 1,307,182 | 0.1 | ||||||||
16,726(1) | Compass Minerals International, Inc. | 1,019,617 | 0.1 | ||||||||
40,055(2) | Ferro Corp. | 594,016 | 0.1 | ||||||||
30,512(2),(3),(4) | Ferroglobe PLC | – | – | ||||||||
28,129(2) | Flotek Industries, Inc. | 56,258 | 0.0 | ||||||||
9,315(2) | Forterra, Inc. | 107,681 | 0.0 | ||||||||
12,720 | FutureFuel Corp. | 157,601 | 0.0 | ||||||||
26,679(2) | GCP Applied Technologies, Inc. | 605,880 | 0.1 | ||||||||
31,499 | Gold Resource Corp. | 174,504 | 0.0 | ||||||||
12,356 | Greif, Inc. - Class A | 546,135 | 0.1 | ||||||||
3,692 | Greif, Inc. - Class B | 191,135 | 0.0 | ||||||||
4,825 | Hawkins, Inc. | 221,033 | 0.0 | ||||||||
6,530 | Haynes International, Inc. | 233,643 | 0.0 | ||||||||
25,079(1) | HB Fuller Co. | 1,293,324 | 0.1 | ||||||||
236,718 | Hecla Mining Co. | 802,474 | 0.1 | ||||||||
20,770(2) | Ingevity Corp. | 1,814,883 | 0.2 | ||||||||
9,914 | Innophos Holdings, Inc. | 317,050 | 0.0 | ||||||||
11,965 | Innospec, Inc. | 1,237,660 | 0.1 | ||||||||
46,946(2) | Intrepid Potash, Inc. | 127,224 | 0.0 | ||||||||
7,892 | Kaiser Aluminum Corp. | 875,144 | 0.1 | ||||||||
9,512(2) | Koppers Holdings, Inc. | 363,549 | 0.0 | ||||||||
15,585(2) | Kraton Corp. | 394,612 | 0.0 | ||||||||
11,614(1) | Kronos Worldwide, Inc. | 155,628 | 0.0 | ||||||||
72,207(1),(2) | Livent Corp. | 617,370 | 0.1 | ||||||||
58,942 | Louisiana-Pacific Corp. | 1,748,809 | 0.2 | ||||||||
11,577(2) | LSB Industries, Inc. | 48,623 | 0.0 |
See Accompanying Notes to Financial Statements
97
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Materials: (continued) | |||||||||||
35,992(2) | Marrone Bio Innovations, Inc. | 36,352 | 0.0 | ||||||||
10,019 | Materion Corp. | 595,629 | 0.1 | ||||||||
17,229 | Minerals Technologies, Inc. | 992,907 | 0.1 | ||||||||
18,290 | Myers Industries, Inc. | 305,077 | 0.0 | ||||||||
8,127 | Neenah, Inc. | 572,385 | 0.1 | ||||||||
113,678(2) | Novagold Resources, Inc. | 1,018,555 | 0.1 | ||||||||
4,886 | Olympic Steel, Inc. | 87,557 | 0.0 | ||||||||
21,625(2) | Omnova Solutions, Inc. | 218,629 | 0.0 | ||||||||
29,435 | Orion Engineered Carbons SA | 568,095 | 0.1 | ||||||||
21,590 | PH Glatfelter Co. | 395,097 | 0.0 | ||||||||
37,603 | PolyOne Corp. | 1,383,414 | 0.1 | ||||||||
19,777(2) | PQ Group Holdings, Inc. | 339,769 | 0.0 | ||||||||
6,422(1) | Quaker Chemical Corp. | 1,056,547 | 0.1 | ||||||||
25,836 | Rayonier Advanced Materials, Inc. | 99,210 | 0.0 | ||||||||
8,641(2) | Ryerson Holding Corp. | 102,223 | 0.0 | ||||||||
13,473(1) | Schnitzer Steel Industries, Inc. | 292,095 | 0.0 | ||||||||
15,161 | Schweitzer-Mauduit International, Inc. | 636,610 | 0.1 | ||||||||
20,842(1) | Sensient Technologies Corp. | 1,377,448 | 0.1 | ||||||||
9,963 | Stepan Co. | 1,020,610 | 0.1 | ||||||||
56,143(2) | Summit Materials, Inc. | 1,341,818 | 0.1 | ||||||||
36,751 | SunCoke Energy, Inc. | 228,959 | 0.0 | ||||||||
21,089(2) | TimkenSteel Corp. | 165,759 | 0.0 | ||||||||
11,010(2) | Trecora Resources | 78,721 | 0.0 | ||||||||
12,738 | Tredegar Corp. | 284,694 | 0.0 | ||||||||
19,371 | Trinseo SA | 720,795 | 0.1 | ||||||||
44,924(1) | Tronox Holdings PLC | 513,032 | 0.1 | ||||||||
3,064(2) | UFP Technologies, Inc. | 152,005 | 0.0 | ||||||||
922 | United States Lime & Minerals, Inc. | 83,257 | 0.0 | ||||||||
7,907(2) | US Concrete, Inc. | 329,406 | 0.0 | ||||||||
14,986 | Valhi, Inc. | 28,024 | 0.0 | ||||||||
16,729(2) | Verso Corp. | 301,624 | 0.0 | ||||||||
25,875 | Warrior Met Coal, Inc. | 546,739 | 0.1 | ||||||||
19,149 | Worthington Industries, Inc. | 807,705 | 0.1 | ||||||||
40,530,021 | 3.8 | ||||||||||
Real Estate: 7.6% | |||||||||||
40,049(1) | Acadia Realty Trust | 1,038,471 | 0.1 | ||||||||
20,085 | Agree Realty Corp. | 1,409,364 | 0.1 | ||||||||
33,142 | Alexander & Baldwin, Inc. | 694,656 | 0.1 | ||||||||
1,172 | Alexander's, Inc. | 387,170 | 0.0 | ||||||||
3,419(1),(2) | Altisource Portfolio Solutions SA | 66,089 | 0.0 | ||||||||
23,236 | American Assets Trust, Inc. | 1,066,532 | 0.1 | ||||||||
51,136 | American Finance Trust, Inc. | 678,063 | 0.1 | ||||||||
26,684 | Armada Hoffler Properties, Inc. | 489,651 | 0.1 | ||||||||
50,652 | Ashford Hospitality Trust, Inc. | 141,319 | 0.0 | ||||||||
13,709(1) | Bluerock Residential Growth REIT, Inc. | 165,193 | 0.0 | ||||||||
16,852 | Braemar Hotels & Resorts, Inc. | 150,488 | 0.0 | ||||||||
5,596 | BRT Apartments Corp. | 94,964 | 0.0 | ||||||||
45,825 | CareTrust REIT, Inc. | 945,370 | 0.1 | ||||||||
26,167 | CatchMark Timber Trust, Inc. | 300,135 | 0.0 | ||||||||
91,042 | CBL & Associates Properties, Inc. | 95,594 | 0.0 | ||||||||
48,606 | Cedar Realty Trust, Inc. | 143,388 | 0.0 | ||||||||
23,615 | Chatham Lodging Trust | 433,099 | 0.0 | ||||||||
22,865 | City Office REIT, Inc. | 309,135 | 0.0 | ||||||||
8,785 | Clipper Realty, Inc. | 93,121 | 0.0 | ||||||||
9,880 | Community Healthcare Trust, Inc. | 423,457 | 0.0 | ||||||||
2,760 | Consolidated-Tomoka Land Co. | 166,483 | 0.0 | ||||||||
57,588 | CoreCivic, Inc. | 1,000,879 | 0.1 | ||||||||
7,102 | CorEnergy Infrastructure Trust, Inc. | 317,530 | 0.0 | ||||||||
20,922 | CorePoint Lodging, Inc. | 223,447 | 0.0 | ||||||||
51,341(2) | Cushman & Wakefield PLC | 1,049,410 | 0.1 | ||||||||
97,327 | DiamondRock Hospitality Co. | 1,078,383 | 0.1 | ||||||||
37,337(1) | Easterly Government Properties, Inc. | 886,007 | 0.1 | ||||||||
18,711 | EastGroup Properties, Inc. | 2,482,388 | 0.2 | ||||||||
37,529 | Essential Properties Realty Trust, Inc. | 931,094 | 0.1 | ||||||||
9,142(1),(2) | eXp World Holdings, Inc. | 103,579 | 0.0 | ||||||||
17,016(1) | Farmland Partners, Inc. | 115,368 | 0.0 | ||||||||
63,641 | First Industrial Realty Trust, Inc. | 2,641,738 | 0.3 | ||||||||
6,800(2) | Forestar Group, Inc. | 141,780 | 0.0 | ||||||||
33,466 | Four Corners Property Trust, Inc. | 943,407 | 0.1 | ||||||||
53,563(1) | Franklin Street Properties Corp. | 458,499 | 0.1 | ||||||||
25,056 | Front Yard Residential Corp. | 309,191 | 0.0 | ||||||||
3,924(2) | FRP Holdings, Inc. | 195,454 | 0.0 | ||||||||
57,589 | Geo Group, Inc./The | 956,553 | 0.1 | ||||||||
17,658 | Getty Realty Corp. | 580,418 | 0.1 | ||||||||
16,623 | Gladstone Commercial Corp. | 363,379 | 0.0 | ||||||||
6,907 | Gladstone Land Corp. | 89,584 | 0.0 | ||||||||
14,960 | Global Medical REIT, Inc. | 197,921 | 0.0 | ||||||||
39,998 | Global Net Lease, Inc. | 811,159 | 0.1 | ||||||||
30,529(1) | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 982,423 | 0.1 | ||||||||
63,697 | Healthcare Realty Trust, Inc. | 2,125,569 | 0.2 | ||||||||
18,441(1) | Hersha Hospitality Trust | 268,317 | 0.0 | ||||||||
45,110 | Independence Realty Trust, Inc. | 635,149 | 0.1 | ||||||||
31,927 | Industrial Logistics Properties Trust | 715,803 | 0.1 | ||||||||
5,445(1) | Innovative Industrial Properties, Inc. | 413,112 | 0.0 | ||||||||
6,022 | Investors Real Estate Trust | 436,595 | 0.1 | ||||||||
30,897 | iStar, Inc. | 448,315 | 0.1 | ||||||||
12,141(1) | Jernigan Capital, Inc. | 232,379 | 0.0 | ||||||||
59,331 | Kennedy-Wilson Holdings, Inc. | 1,323,081 | 0.1 | ||||||||
39,963(1) | Kite Realty Group Trust | 780,477 | 0.1 | ||||||||
112,535 | Lexington Realty Trust | 1,195,122 | 0.1 | ||||||||
19,249(1) | LTC Properties, Inc. | 861,778 | 0.1 |
See Accompanying Notes to Financial Statements
98
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Real Estate: (continued) | |||||||||||
42,393 | Mack-Cali Realty Corp. | 980,550 | 0.1 | ||||||||
11,223(1),(2) | Marcus & Millichap, Inc. | 418,057 | 0.0 | ||||||||
43,743 | Monmouth Real Estate Investment Corp. | 633,399 | 0.1 | ||||||||
20,724 | National Health Investors, Inc. | 1,688,592 | 0.2 | ||||||||
28,246 | National Storage Affiliates Trust | 949,631 | 0.1 | ||||||||
41,695 | New Senior Investment Group, Inc. | 318,967 | 0.0 | ||||||||
70,783 | Newmark Group, Inc. | 952,385 | 0.1 | ||||||||
9,909 | NexPoint Residential Trust, Inc. | 445,905 | 0.1 | ||||||||
22,924(1) | Office Properties Income Trust | 736,777 | 0.1 | ||||||||
9,785 | One Liberty Properties, Inc. | 266,054 | 0.0 | ||||||||
64,246(1) | Pebblebrook Hotel Trust | 1,722,435 | 0.2 | ||||||||
35,435(1) | Pennsylvania Real Estate Investment Trust | 188,869 | 0.0 | ||||||||
92,321 | Physicians Realty Trust | 1,748,560 | 0.2 | ||||||||
60,599 | Piedmont Office Realty Trust, Inc. | 1,347,722 | 0.1 | ||||||||
32,591 | PotlatchDeltic Corp. | 1,410,213 | 0.1 | ||||||||
22,361(1) | Preferred Apartment Communities, Inc. | 297,849 | 0.0 | ||||||||
10,003 | PS Business Parks, Inc. | 1,649,195 | 0.2 | ||||||||
26,916 | QTS Realty Trust, Inc. | 1,460,731 | 0.1 | ||||||||
5,586(2) | Rafael Holdings, Inc. | 99,654 | 0.0 | ||||||||
9,144(1) | RE/MAX Holdings, Inc. | 351,953 | 0.0 | ||||||||
56,198(1) | Realogy Holdings Corp. | 543,997 | 0.1 | ||||||||
43,556(1),(2) | Redfin Corp. | 920,774 | 0.1 | ||||||||
54,674 | Retail Opportunity Investments Corp. | 965,543 | 0.1 | ||||||||
6,556 | Retail Value, Inc. | 241,261 | 0.0 | ||||||||
55,195 | Rexford Industrial Realty, Inc. | 2,520,756 | 0.2 | ||||||||
83,366 | RLJ Lodging Trust | 1,477,246 | 0.1 | ||||||||
7,637 | RMR Group, Inc. | 348,553 | 0.0 | ||||||||
38,973 | RPT Realty | 586,154 | 0.1 | ||||||||
22,998 | Ryman Hospitality Properties | 1,993,007 | 0.2 | ||||||||
94,080 | Sabra Healthcare REIT, Inc. | 2,007,667 | 0.2 | ||||||||
5,550 | Safehold, Inc. | 223,665 | 0.0 | ||||||||
6,297 | Saul Centers, Inc. | 332,356 | 0.0 | ||||||||
115,036 | Senior Housing Properties Trust | 970,904 | 0.1 | ||||||||
16,358(1) | Seritage Growth Properties | 655,629 | 0.1 | ||||||||
17,930(1),(2) | St. Joe Co. | 355,552 | 0.0 | ||||||||
64,350 | STAG Industrial, Inc. | 2,031,529 | 0.2 | ||||||||
3,267(2) | Stratus Properties, Inc. | 101,212 | 0.0 | ||||||||
51,444(1) | Summit Hotel Properties, Inc. | 634,819 | 0.1 | ||||||||
109,807 | Sunstone Hotel Investors, Inc. | 1,528,513 | 0.2 | ||||||||
44,543(1) | Tanger Factory Outlet Centers, Inc. | 656,118 | 0.1 | ||||||||
11,903(2) | Tejon Ranch Co. | 190,210 | 0.0 | ||||||||
32,435 | Terreno Realty Corp. | 1,756,031 | 0.2 | ||||||||
18,693(1) | UMH Properties, Inc. | 294,041 | 0.0 | ||||||||
91,379(1) | Uniti Group, Inc. | 750,222 | 0.1 | ||||||||
6,403 | Universal Health Realty Income Trust | 751,456 | 0.1 | ||||||||
55,883 | Urban Edge Properties | 1,071,836 | 0.1 | ||||||||
16,859 | Urstadt Biddle Properties, Inc. | 418,778 | 0.0 | ||||||||
91,661(1) | Washington Prime Group, Inc. | 333,646 | 0.0 | ||||||||
38,563 | Washington Real Estate Investment Trust | 1,125,268 | 0.1 | ||||||||
21,649 | Whitestone REIT | 294,859 | 0.0 | ||||||||
54,803(1) | Xenia Hotels & Resorts, Inc. | 1,184,293 | 0.1 | ||||||||
80,520,423 | 7.6 | ||||||||||
Utilities: 3.6% | |||||||||||
25,851 | ALLETE, Inc. | 2,098,326 | 0.2 | ||||||||
18,393(1) | American States Water Co. | 1,593,570 | 0.2 | ||||||||
7,177(2) | AquaVenture Holdings Ltd. | 194,640 | 0.0 | ||||||||
4,638 | Artesian Resources Corp. | 172,580 | 0.0 | ||||||||
62,549(2) | Atlantic Power Corp. | 145,739 | 0.0 | ||||||||
32,166 | Avista Corp. | 1,546,863 | 0.2 | ||||||||
30,561 | Black Hills Corp. | 2,400,261 | 0.2 | ||||||||
10,248(1),(2) | Cadiz, Inc. | 112,933 | 0.0 | ||||||||
23,469 | California Water Service Group | 1,210,062 | 0.1 | ||||||||
7,873 | Chesapeake Utilities Corp. | 754,470 | 0.1 | ||||||||
23,120 | Clearway Energy, Inc.-Class A | 442,054 | 0.0 | ||||||||
30,644(1) | Clearway Energy, Inc.-Class C | 611,348 | 0.1 | ||||||||
5,666 | Consolidated Water Co., Ltd. | 92,356 | 0.0 | ||||||||
20,271 | El Paso Electric Co. | 1,376,198 | 0.1 | ||||||||
8,550(1) | Genie Energy Ltd. | 66,091 | 0.0 | ||||||||
5,476 | Global Water Resources, Inc. | 72,009 | 0.0 | ||||||||
16,980 | MGE Energy, Inc. | 1,338,364 | 0.1 | ||||||||
8,127 | Middlesex Water Co. | 516,633 | 0.1 | ||||||||
44,199 | New Jersey Resources Corp. | 1,969,949 | 0.2 | ||||||||
14,439(1) | Northwest Natural Holding Co. | 1,064,587 | 0.1 | ||||||||
25,306 | NorthWestern Corp. | 1,813,681 | 0.2 | ||||||||
26,027 | ONE Gas, Inc. | 2,435,346 | 0.2 | ||||||||
19,967 | Ormat Technologies, Inc. | 1,487,941 | 0.1 | ||||||||
19,125 | Otter Tail Corp. | 980,921 | 0.1 | ||||||||
43,699 | Pattern Energy Group, Inc. | 1,169,167 | 0.1 | ||||||||
39,343 | PNM Resources, Inc. | 1,995,084 | 0.2 | ||||||||
45,070 | Portland General Electric Co. | 2,514,455 | 0.2 | ||||||||
9,895(2) | Purecycle Corp. | 124,578 | 0.0 | ||||||||
4,100 | RGC Resources, Inc. | 117,178 | 0.0 | ||||||||
12,480 | SJW Group | 886,829 | 0.1 | ||||||||
44,708 | South Jersey Industries, Inc. | 1,474,470 | 0.1 | ||||||||
26,981 | Southwest Gas Holdings, Inc. | 2,049,747 | 0.2 | ||||||||
7,109 | Spark Energy, Inc. | 65,616 | 0.0 | ||||||||
24,707 | Spire, Inc. | 2,058,340 | 0.2 | ||||||||
6,960(2) | Sunnova Energy International, Inc. | 77,674 | 0.0 | ||||||||
37,201 | TerraForm Power, Inc. | 572,523 | 0.1 | ||||||||
8,005 | Unitil Corp. | 494,869 | 0.1 | ||||||||
7,341 | York Water Co. | 338,494 | 0.0 | ||||||||
38,435,946 | 3.6 | ||||||||||
Total Common Stock | |||||||||||
(Cost $745,470,475) | 1,038,911,047 | 98.4 |
See Accompanying Notes to Financial Statements
99
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
RIGHTS: 0.0% | |||||||||||
Communication Services: –% | |||||||||||
46,399(2),(3),(4) | Media General, Inc. - CVR | – | – | ||||||||
Consumer, Non-cyclical: –% | |||||||||||
390(2),(3),(4) | GTX, Inc. - CVR | – | – | ||||||||
Health Care: 0.0% | |||||||||||
27,410(2),(3),(4) | Alder Biopharmaceuticals, Inc. - CVR | 24,121 | 0.0 | ||||||||
Materials: 0.0% | |||||||||||
11,546(2),(3),(4) | A Schulman, Inc. - CVR | 23,092 | 0.0 | ||||||||
Total Rights | |||||||||||
(Cost $6,838) | 47,213 | 0.0 | |||||||||
Total Long-Term Investments | |||||||||||
(Cost $745,477,313) | 1,038,958,260 | 98.4 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: 22.7% | |||||||||||
Commercial Paper: 1.7% | |||||||||||
850,000(5) | Albion Capital LLC, 1.900%, 01/21/2020 | 849,181 | 0.1 | ||||||||
1,825,000(5) | Banco Santander S.A., 1.950%, 02/05/2020 | 1,821,719 | 0.2 | ||||||||
1,900,000(5) | DBS Bank Ltd., 1.820%, 02/18/2020 | 1,895,375 | 0.2 | ||||||||
625,000(5) | DBS Bank Ltd., 1.860%, 02/28/2020 | 623,148 | 0.0 | ||||||||
1,325,000(5) | Flex Co. LLC, 1.910%, 01/31/2020 | 1,322,946 | 0.1 | ||||||||
2,225,000(5) | LMA Americas LLC, 1.810%, 01/23/2020 | 2,222,112 | 0.2 | ||||||||
1,825,000(5) | Nederlandse Waterschapsbank, 1.870%, 02/12/2020 | 1,821,237 | 0.2 | ||||||||
1,250,000(5) | Sheffield Receivables Company LLC, 1.950%, 02/27/2020 | 1,246,282 | 0.1 | ||||||||
950,000(5) | Sheffield Receivables Company LLC, 2.000%, 03/16/2020 | 946,280 | 0.1 | ||||||||
1,838,000(5) | Societe Generale, 1.970%, 01/09/2020 | 1,837,173 | 0.2 | ||||||||
1,900,000(5) | Starbird Funding Corp., 1.910%, 02/20/2020 | 1,895,020 | 0.2 | ||||||||
1,475,000(5) | United Overseas Bnk Group, 1.900%, 01/24/2020 | 1,473,411 | 0.1 | ||||||||
Total Commercial Paper | |||||||||||
(Cost $17,953,884) | 17,953,884 | 1.7 | |||||||||
Floating Rate Notes: 4.2% | |||||||||||
1,825,000(5) | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | 1,825,528 | 0.2 | ||||||||
1,900,000(5) | Australia & New Zealand Banking Group Ltd., 1.940%, 05/20/2020 | 1,899,916 | 0.2 | ||||||||
1,850,000(5) | Bank of America Corp., 1.910%, 05/07/2020 | 1,850,000 | 0.2 | ||||||||
1,750,000(5) | Bedford Row Funding, 1.960%, 05/18/2020 | 1,750,295 | 0.2 | ||||||||
625,000(5) | BNP Paribas, 1.950%, 05/14/2020 | 625,047 | 0.0 | ||||||||
1,100,000(5) | Commonwealth Bank of Australia, 1.920%, 03/16/2020 | 1,100,015 | 0.1 | ||||||||
1,700,000(5) | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | 1,700,475 | 0.1 | ||||||||
800,000(5) | Crédit Industriel et Commercial, 1.890%, 02/14/2020 | 800,095 | 0.1 | ||||||||
1,750,000(5) | Crédit Industriel et Commercial, 1.950%, 04/09/2020 | 1,750,293 | 0.2 | ||||||||
1,775,000(5) | Credit Suisse Group AG, 1.890%, 04/17/2020 | 1,775,795 | 0.2 | ||||||||
2,050,000(5) | DNB ASA, 1.930%, 02/14/2020 | 2,050,294 | 0.2 | ||||||||
725,000(5) | HSBC Bank PLC, 1.970%, 06/03/2020 | 724,998 | 0.1 | ||||||||
425,000(5) | Lloyds Bank PLC, 1.900%, 02/10/2020 | 425,073 | 0.0 | ||||||||
600,000(5) | Mitsubishi UFJ Financial Group, Inc., 1.930%, 01/16/2020 | 600,071 | 0.0 | ||||||||
775,000(5) | Mitsubishi UFJ Financial Group, Inc., 1.930%, 02/18/2020 | 775,149 | 0.1 | ||||||||
1,625,000(5) | Mitsubishi UFJ Financial Group, Inc., 1.970%, 03/18/2020 | 1,625,309 | 0.1 | ||||||||
775,000(5) | Mitsubishi UFJ Financial Group, Inc., 1.980%, 03/12/2020 | 775,197 | 0.1 | ||||||||
1,000,000(5) | Mizuho Financial Group Inc., 1.960%, 05/05/2020 | 1,000,042 | 0.1 | ||||||||
775,000(5) | Mizuho Financial Group Inc., 2.010%, 05/22/2020 | 775,036 | 0.1 | ||||||||
700,000(5) | Mizuho Financial Group Inc., 2.020%, 05/26/2020 | 700,060 | 0.1 | ||||||||
1,925,000(5) | National Bank Of Canada, 1.990%, 05/01/2020 | 1,925,248 | 0.2 | ||||||||
650,000(5) | Royal Bank Of Canada, 1.860%, 04/29/2020 | 650,040 | 0.0 | ||||||||
1,925,000(5) | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | 1,925,062 | 0.2 | ||||||||
1,025,000(5) | Skandinaviska Enskilda Banken AB, 2.010%, 05/26/2020 | 1,025,123 | 0.1 | ||||||||
700,000(5) | Starbird Funding Corp., 2.070%, 04/24/2020 | 700,280 | 0.1 | ||||||||
1,050,000(5) | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | 1,049,987 | 0.1 | ||||||||
1,850,000(5) | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | 1,849,988 | 0.2 | ||||||||
1,850,000(5) | The Norinchukin Bank, 2.050%, 04/24/2020 | 1,850,665 | 0.2 | ||||||||
275,000(5) | The Sumitomo Mitsui Financial Group, 1.880%, 02/03/2020 | 275,010 | 0.0 |
See Accompanying Notes to Financial Statements
100
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Floating Rate Notes: (continued) | |||||||||||
1,275,000(5) | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | 1,274,902 | 0.1 | ||||||||
1,000,000(5) | The Sumitomo Mitsui Financial Group, 1.970%, 05/12/2020 | 999,831 | 0.1 | ||||||||
675,000(5) | The Sumitomo Mitsui Financial Group, 1.990%, 01/31/2020 | 675,056 | 0.1 | ||||||||
2,075,000(5) | Toronto-Dominion Bank, 1.850%, 02/13/2020 | 2,075,059 | 0.2 | ||||||||
1,200,000(5) | Toronto-Dominion Bank, 2.000%, 04/30/2020 | 1,200,076 | 0.1 | ||||||||
1,275,000(5) | Westpac Banking Corp, 1.830%, 02/10/2020 | 1,275,101 | 0.1 | ||||||||
625,000(5) | Westpac Banking Corp, 1.970%, 06/03/2020 | 625,024 | 0.0 | ||||||||
Total Floating Rate Notes | |||||||||||
(Cost $43,905,140) | 43,905,140 | 4.2 | |||||||||
Repurchase Agreements: 12.5% | |||||||||||
51,822,602(5) | Bank of Nova Scotia, Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $51,827,060, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $52,863,665, due 09/01/24-11/01/49) | 51,822,602 | 4.9 | ||||||||
11,343,134(5) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $11,344,128, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $11,571,026, due 01/15/20-11/15/48) | 11,343,134 | 1.1 | ||||||||
51,822,602(5) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $51,827,060, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $52,859,057, due 06/30/21-12/01/49) | 51,822,602 | 4.9 | ||||||||
16,967,548(5) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $16,969,175, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $17,307,365, due 04/15/21-02/15/47) | 16,967,548 | 1.6 | ||||||||
Total Repurchase Agreements | |||||||||||
(Cost $131,955,886) | 131,955,886 | 12.5 | |||||||||
Certificates of Deposit: 0.7% | |||||||||||
625,000(5) | Deutscher Sparkassen- und Giroverband, 1.860%, 02/20/2020 | 625,199 | 0.0 | ||||||||
1,000,000(5) | Dz Bank Ag Deutsche Zentral-Genossenschaftsbank, 1.830%, 02/13/2020 | 999,919 | 0.1 | ||||||||
975,000(5) | Landesbank Baden-Wurttemberg, 1.830%, 01/14/2020 | 975,039 | 0.1 | ||||||||
1,900,000(5) | Landesbank Baden-Wurttemberg, 1.830%, 01/16/2020 | 1,900,067 | 0.2 | ||||||||
1,900,000(5) | The Norinchukin Bank, 1.900%, 03/05/2020 | 1,900,160 | 0.2 | ||||||||
1,250,000(5) | Toronto-Dominion Bank, 1.850%, 03/18/2020 | 1,250,189 | 0.1 | ||||||||
Total Certificates of Deposit | |||||||||||
(Cost $7,650,573) | 7,650,573 | 0.7 | |||||||||
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds(5): 3.6% | |||||||||||
2,720,000(5) | Fidelity Investments Money Market Government Portfolio - Institutional Class, 1.520% | 2,720,000 | 0.3 | ||||||||
22,922,000(5),(6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | 22,922,000 | 2.2 | ||||||||
7,860,000(5),(6) | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 1.510% | 7,860,000 | 0.7 |
See Accompanying Notes to Financial Statements
101
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Mutual Funds(5): (continued) | |||||||||||
4,772,000(5),(6) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | 4,772,000 | 0.4 | ||||||||
Total Mutual Funds | |||||||||||
(Cost $38,274,000) | 38,274,000 | 3.6 | |||||||||
Total Short-Term Investments | |||||||||||
(Cost $239,739,483) | 239,739,483 | 22.7 | |||||||||
Total Investments in Securities (Cost $985,216,796) | $ | 1,278,697,743 | 121.1 | ||||||||
Liabilities in Excess of Other Assets | (222,826,334) | (21.1) | |||||||||
Net Assets | $ | 1,055,871,409 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of December 31, 2019, the Portfolio held restricted securities with a fair value of $47,213 or 0.0% of net assets. Please refer to the table below for additional details. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of December 31, 2019. |
See Accompanying Notes to Financial Statements
102
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: 27.3% | |||||||||||
Basic Materials: 0.7% | |||||||||||
500,000 | Airgas, Inc., 2.900%, 11/15/2022 | $ | 509,680 | 0.0 | |||||||
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | 1,014,109 | 0.0 | ||||||||
800,000 | Cabot Corp., 3.700%, 07/15/2022 | 823,458 | 0.0 | ||||||||
500,000(1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 529,345 | 0.0 | ||||||||
500,000 | Dow Chemical Co/The, 4.250%, 10/01/2034 | 547,934 | 0.0 | ||||||||
1,000,000 | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | 1,236,205 | 0.1 | ||||||||
68,000 | Eastman Chemical Co., 4.500%, 01/15/2021 | 69,246 | 0.0 | ||||||||
400,000 | Eastman Chemical Co., 4.650%, 10/15/2044 | 430,032 | 0.0 | ||||||||
900,000(2) | International Paper Co., 3.000%, 02/15/2027 | 927,880 | 0.0 | ||||||||
400,000 | International Paper Co., 3.650%, 06/15/2024 | 419,972 | 0.0 | ||||||||
750,000 | International Paper Co., 3.800%, 01/15/2026 | 800,298 | 0.0 | ||||||||
1,000,000 | International Paper Co., 4.350%, 08/15/2048 | 1,063,283 | 0.1 | ||||||||
500,000 | LYB International Finance BV, 4.000%, 07/15/2023 | 528,857 | 0.0 | ||||||||
1,000,000(2) | Mosaic Co/The, 4.250%, 11/15/2023 | 1,066,689 | 0.1 | ||||||||
250,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 283,691 | 0.0 | ||||||||
250,000 | Newmont Corp., 3.625%, 06/09/2021 | 254,820 | 0.0 | ||||||||
1,000,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 1,021,580 | 0.1 | ||||||||
1,000,000 | Praxair, Inc., 2.200%, 08/15/2022 | 1,009,215 | 0.0 | ||||||||
500,000 | Rio Tinto Finance USA Ltd., 3.750%, 06/15/2025 | 537,417 | 0.0 | ||||||||
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 1,005,203 | 0.0 | ||||||||
1,000,000 | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 1,060,032 | 0.1 | ||||||||
2,000,000 | Southern Copper Corp., 5.375%, 04/16/2020 | 2,017,441 | 0.1 | ||||||||
250,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 313,414 | 0.0 | ||||||||
350,000 | Southern Copper Corp., 6.750%, 04/16/2040 | 467,524 | 0.0 | ||||||||
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/2036 | 2,548,215 | 0.1 | ||||||||
20,485,540 | 0.7 | ||||||||||
Communications: 2.6% | |||||||||||
1,000,000 | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 1,013,816 | 0.0 | ||||||||
1,000,000 | Alibaba Group Holding Ltd., 3.400%, 12/06/2027 | 1,041,538 | 0.0 | ||||||||
300,000(2) | Amazon.com, Inc., 2.500%, 11/29/2022 | 305,980 | 0.0 | ||||||||
1,000,000 | Amazon.com, Inc., 2.800%, 08/22/2024 | 1,035,152 | 0.0 | ||||||||
1,000,000 | Amazon.com, Inc., 3.150%, 08/22/2027 | 1,058,224 | 0.0 | ||||||||
1,000,000 | Amazon.com, Inc., 3.800%, 12/05/2024 | 1,078,893 | 0.0 | ||||||||
1,000,000 | Amazon.com, Inc., 4.800%, 12/05/2034 | 1,260,198 | 0.1 | ||||||||
1,200,000 | America Movil SAB de CV, 5.000%, 03/30/2020 | 1,207,491 | 0.1 | ||||||||
500,000 | AT&T, Inc., 3.200%, 03/01/2022 | 512,111 | 0.0 | ||||||||
1,000,000 | AT&T, Inc., 3.400%, 05/15/2025 | 1,048,214 | 0.0 | ||||||||
500,000 | AT&T, Inc., 3.550%, 06/01/2024 | 525,909 | 0.0 | ||||||||
1,014,000 | AT&T, Inc., 4.100%, 02/15/2028 | 1,102,948 | 0.0 | ||||||||
1,000,000(2) | AT&T, Inc., 4.250%, 03/01/2027 | 1,098,063 | 0.0 | ||||||||
1,000,000 | AT&T, Inc., 4.500%, 05/15/2035 | 1,113,736 | 0.1 | ||||||||
1,260,000 | AT&T, Inc., 4.500%, 03/09/2048 | 1,392,417 | 0.1 | ||||||||
500,000 | AT&T, Inc., 4.650%, 06/01/2044 | 547,077 | 0.0 | ||||||||
1,500,000 | AT&T, Inc., 4.750%, 05/15/2046 | 1,695,425 | 0.1 | ||||||||
2,500,000 | AT&T, Inc., 4.900%, 08/15/2037 | 2,876,558 | 0.1 | ||||||||
1,620,000 | AT&T, Inc., 6.000%, 08/15/2040 | 2,073,423 | 0.1 | ||||||||
300,000 | ViacomCBS, Inc., 3.700%, 08/15/2024 | 317,557 | 0.0 | ||||||||
250,000 | ViacomCBS, Inc., 4.000%, 01/15/2026 | 268,106 | 0.0 | ||||||||
1,000,000 | ViacomCBS, Inc., 4.300%, 02/15/2021 | 1,020,295 | 0.0 | ||||||||
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 525,499 | 0.0 | ||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 1,652,339 | 0.1 | ||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | 1,680,909 | 0.1 | ||||||||
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 1,248,878 | 0.1 | ||||||||
1,000,000 | Cisco Systems, Inc., 2.200%, 02/28/2021 | 1,005,971 | 0.0 | ||||||||
1,000,000 | Cisco Systems, Inc., 2.900%, 03/04/2021 | 1,013,447 | 0.0 | ||||||||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/2024 | 1,068,964 | 0.0 |
See Accompanying Notes to Financial Statements
103
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Communications: (continued) | |||||||||||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/2040 | 2,047,276 | 0.1 | ||||||||
750,000 | Comcast Corp., 3.000%, 02/01/2024 | 777,445 | 0.0 | ||||||||
500,000 | Comcast Corp., 3.375%, 02/15/2025 | 527,557 | 0.0 | ||||||||
1,250,000 | Comcast Corp., 3.600%, 03/01/2024 | 1,325,282 | 0.1 | ||||||||
724,000 | Comcast Corp., 3.969%, 11/01/2047 | 797,493 | 0.0 | ||||||||
750,000 | Comcast Corp., 4.200%, 08/15/2034 | 855,564 | 0.0 | ||||||||
750,000 | Comcast Corp., 4.250%, 01/15/2033 | 868,046 | 0.0 | ||||||||
1,000,000 | Comcast Corp., 4.500%, 01/15/2043 | 1,174,600 | 0.1 | ||||||||
1,000,000 | Comcast Corp., 4.600%, 08/15/2045 | 1,202,003 | 0.1 | ||||||||
1,500,000 | Comcast Corp., 4.700%, 10/15/2048 | 1,848,921 | 0.1 | ||||||||
335,000 | Comcast Corp., 6.500%, 11/15/2035 | 474,568 | 0.0 | ||||||||
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | 2,202,941 | 0.1 | ||||||||
750,000 | Discovery Communications LLC, 3.250%, 04/01/2023 | 771,764 | 0.0 | ||||||||
500,000 | Discovery Communications LLC, 3.500%, 06/15/2022 | 514,045 | 0.0 | ||||||||
250,000 | Discovery Communications LLC, 3.900%, 11/15/2024 | 265,586 | 0.0 | ||||||||
800,000 | Discovery Communications LLC, 4.375%, 06/15/2021 | 826,229 | 0.0 | ||||||||
300,000(2) | eBay, Inc., 2.875%, 08/01/2021 | 303,605 | 0.0 | ||||||||
500,000 | Juniper Networks, Inc., 4.500%, 03/15/2024 | 541,083 | 0.0 | ||||||||
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 106,091 | 0.0 | ||||||||
500,000 | NBCUniversal Media LLC, 2.875%, 01/15/2023 | 513,983 | 0.0 | ||||||||
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 583,012 | 0.0 | ||||||||
1,500,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.625%, 05/01/2022 | 1,553,664 | 0.1 | ||||||||
500,000 | Orange SA, 5.500%, 02/06/2044 | 662,859 | 0.0 | ||||||||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/2044 | 302,569 | 0.0 | ||||||||
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | 541,115 | 0.0 | ||||||||
750,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 832,912 | 0.0 | ||||||||
700,000 | Telefonica Emisiones SAU, 5.134%, 04/27/2020 | 706,670 | 0.0 | ||||||||
1,800,000 | Telefonica Emisiones SAU, 5.462%, 02/16/2021 | 1,868,302 | 0.1 | ||||||||
1,000,000(1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 1,015,305 | 0.0 | ||||||||
750,000 | Time Warner Cable LLC, 4.125%, 02/15/2021 | 762,139 | 0.0 | ||||||||
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/2042 | 1,021,903 | 0.0 | ||||||||
1,000,000 | Verizon Communications, Inc., 2.625%, 08/15/2026 | 1,015,331 | 0.0 | ||||||||
1,000,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 1,109,902 | 0.1 | ||||||||
1,585,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,797,940 | 0.1 | ||||||||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 1,911,872 | 0.1 | ||||||||
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 3,627,442 | 0.1 | ||||||||
1,636,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 2,027,708 | 0.1 | ||||||||
248,000 | ViacomCBS, Inc., 3.875%, 04/01/2024 | 262,583 | 0.0 | ||||||||
390,000 | ViacomCBS, Inc., 4.375%, 03/15/2043 | 413,333 | 0.0 | ||||||||
440,000 | ViacomCBS, Inc., 5.850%, 09/01/2043 | 550,650 | 0.0 | ||||||||
500,000(2) | Vodafone Group PLC, 2.950%, 02/19/2023 | 512,155 | 0.0 | ||||||||
1,500,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 1,586,455 | 0.1 | ||||||||
2,000,000 | Vodafone Group PLC, 4.125%, 05/30/2025 | 2,171,987 | 0.1 | ||||||||
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/2037 | 1,290,529 | 0.1 | ||||||||
300,000 | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | 304,487 | 0.0 | ||||||||
400,000(2) | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | 421,061 | 0.0 | ||||||||
300,000 | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | 353,658 | 0.0 | ||||||||
200,000 | Walt Disney Co/The, 1.750%, 08/30/2024 | 198,248 | 0.0 | ||||||||
250,000 | Walt Disney Co/The, 4.750%, 09/15/2044 | 312,040 | 0.0 | ||||||||
1,000,000 | WPP Finance 2010, 3.625%, 09/07/2022 | 1,034,751 | 0.0 | ||||||||
80,485,802 | 2.6 | ||||||||||
Consumer, Cyclical: 1.6% | |||||||||||
213,625 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 220,209 | 0.0 | ||||||||
871,860 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 890,894 | 0.0 | ||||||||
219,063 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 231,432 | 0.0 |
See Accompanying Notes to Financial Statements
104
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Cyclical: (continued) | |||||||||||
1,115,443 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 1,139,402 | 0.1 | ||||||||
500,000 | American Honda Finance Corp., 2.300%, 09/09/2026 | 499,244 | 0.0 | ||||||||
750,000 | AutoZone, Inc., 3.125%, 07/15/2023 | 771,927 | 0.0 | ||||||||
1,000,000(1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 1,001,983 | 0.0 | ||||||||
702,532 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/2024 | 762,868 | 0.0 | ||||||||
300,000 | Ford Motor Co., 4.750%, 01/15/2043 | 265,934 | 0.0 | ||||||||
500,000 | Ford Motor Co., 7.450%, 07/16/2031 | 593,587 | 0.0 | ||||||||
500,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/2023 | 499,628 | 0.0 | ||||||||
500,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/2021 | 502,826 | 0.0 | ||||||||
250,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 253,462 | 0.0 | ||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.375%, 08/06/2023 | 1,039,823 | 0.1 | ||||||||
500,000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 515,081 | 0.0 | ||||||||
1,300,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/2021 | 1,361,008 | 0.1 | ||||||||
750,000 | General Motors Co., 6.600%, 04/01/2036 | 884,834 | 0.0 | ||||||||
500,000 | General Motors Financial Co., Inc., 3.150%, 06/30/2022 | 509,570 | 0.0 | ||||||||
1,000,000 | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | 1,022,354 | 0.1 | ||||||||
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | 773,381 | 0.0 | ||||||||
500,000 | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | 509,998 | 0.0 | ||||||||
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 525,522 | 0.0 | ||||||||
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 1,110,562 | 0.1 | ||||||||
500,000 | Home Depot, Inc./The, 2.800%, 09/14/2027 | 519,927 | 0.0 | ||||||||
2,350,000 | Home Depot, Inc./The, 5.875%, 12/16/2036 | 3,240,964 | 0.1 | ||||||||
500,000(2) | Kohl's Corp., 4.250%, 07/17/2025 | 531,364 | 0.0 | ||||||||
500,000 | Lear Corp., 4.250%, 05/15/2029 | 516,605 | 0.0 | ||||||||
500,000 | Lear Corp., 5.250%, 05/15/2049 | 518,522 | 0.0 | ||||||||
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/2027 | 1,033,774 | 0.1 | ||||||||
500,000 | Lowe's Cos, Inc., 3.650%, 04/05/2029 | 534,480 | 0.0 | ||||||||
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/2044 | 646,280 | 0.0 | ||||||||
286,000 | Macy's Retail Holdings, Inc., 2.875%, 02/15/2023 | 285,125 | 0.0 | ||||||||
532,000(2) | Macy's Retail Holdings, Inc., 3.625%, 06/01/2024 | 537,381 | 0.0 | ||||||||
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/2022 | 502,328 | 0.0 | ||||||||
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/2023 | 511,550 | 0.0 | ||||||||
1,000,000 | McDonald's Corp., 2.750%, 12/09/2020 | 1,006,988 | 0.0 | ||||||||
500,000 | McDonald's Corp., 3.700%, 01/30/2026 | 539,386 | 0.0 | ||||||||
400,000 | McDonald's Corp., 4.600%, 05/26/2045 | 461,878 | 0.0 | ||||||||
500,000 | McDonald's Corp., 4.700%, 12/09/2035 | 592,594 | 0.0 | ||||||||
325,000 | McDonalds Corp., 6.300%, 10/15/2037 | 441,047 | 0.0 | ||||||||
1,250,000(2) | Mohawk Industries, Inc., 3.850%, 02/01/2023 | 1,303,199 | 0.1 | ||||||||
165,000 | Newell Brands, Inc., 3.850%, 04/01/2023 | 171,466 | 0.0 | ||||||||
193,000 | Newell Brands, Inc., 5.375%, 04/01/2036 | 208,883 | 0.0 | ||||||||
500,000 | NIKE, Inc., 2.375%, 11/01/2026 | 508,239 | 0.0 | ||||||||
500,000 | NIKE, Inc., 3.375%, 11/01/2046 | 527,480 | 0.0 | ||||||||
300,000 | O'Reilly Automotive, Inc., 3.800%, 09/01/2022 | 312,055 | 0.0 | ||||||||
1,000,000 | PACCAR Financial Corp., 2.050%, 11/13/2020 | 1,001,748 | 0.0 | ||||||||
1,750,000(2) | Starbucks Corp., 3.100%, 03/01/2023 | 1,807,074 | 0.1 | ||||||||
500,000 | Starbucks Corp., 3.550%, 08/15/2029 | 542,101 | 0.0 | ||||||||
400,000 | Tapestry, Inc., 4.250%, 04/01/2025 | 423,337 | 0.0 | ||||||||
750,000 | Target Corp., 2.900%, 01/15/2022 | 767,322 | 0.0 | ||||||||
1,000,000(2) | Target Corp., 3.500%, 07/01/2024 | 1,071,631 | 0.1 | ||||||||
500,000(2) | TJX Cos, Inc./The, 2.500%, 05/15/2023 | 509,594 | 0.0 | ||||||||
590,000 | Toyota Motor Credit Corp., 2.250%, 10/18/2023 | 595,730 | 0.0 | ||||||||
1,000,000 | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | 1,020,470 | 0.1 | ||||||||
1,000,000 | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | 1,054,216 | 0.1 | ||||||||
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | 528,895 | 0.0 |
See Accompanying Notes to Financial Statements
105
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Cyclical: (continued) | |||||||||||
415,383 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/2027 | 435,177 | 0.0 | ||||||||
223,618 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | 228,537 | 0.0 | ||||||||
223,616 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 229,755 | 0.0 | ||||||||
957,809 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 987,709 | 0.0 | ||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/2021 | 254,742 | 0.0 | ||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 254,307 | 0.0 | ||||||||
250,000(2) | Walgreens Boots Alliance, Inc., 3.800%, 11/18/2024 | 260,036 | 0.0 | ||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 260,723 | 0.0 | ||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.650%, 06/01/2046 | 251,142 | 0.0 | ||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/2044 | 253,092 | 0.0 | ||||||||
500,000 | Walmart, Inc., 5.250%, 09/01/2035 | 647,953 | 0.0 | ||||||||
1,000,000 | Walmart, Inc., 1.900%, 12/15/2020 | 1,001,523 | 0.0 | ||||||||
1,000,000 | Walmart, Inc., 3.300%, 04/22/2024 | 1,051,476 | 0.1 | ||||||||
1,000,000 | Walmart, Inc., 3.400%, 06/26/2023 | 1,051,391 | 0.1 | ||||||||
1,000,000 | Walmart, Inc., 3.550%, 06/26/2025 | 1,073,946 | 0.1 | ||||||||
1,000,000 | Walmart, Inc., 3.700%, 06/26/2028 | 1,102,719 | 0.1 | ||||||||
300,000 | Whirlpool Corp., 3.700%, 05/01/2025 | 316,904 | 0.0 | ||||||||
200,000 | Whirlpool Corp., 4.000%, 03/01/2024 | 211,873 | 0.0 | ||||||||
50,532,167 | 1.6 | ||||||||||
Consumer, Non-cyclical: 4.4% | |||||||||||
350,000 | Abbott Laboratories, 3.400%, 11/30/2023 | 368,098 | 0.0 | ||||||||
284,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 310,349 | 0.0 | ||||||||
339,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 423,667 | 0.0 | ||||||||
500,000 | Abbott Laboratories, 4.750%, 04/15/2043 | 629,280 | 0.0 | ||||||||
1,000,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,313,864 | 0.1 | ||||||||
500,000 | AbbVie, Inc., 2.300%, 05/14/2021 | 502,255 | 0.0 | ||||||||
500,000 | AbbVie, Inc., 2.500%, 05/14/2020 | 500,777 | 0.0 | ||||||||
500,000(2) | AbbVie, Inc., 2.850%, 05/14/2023 | 509,981 | 0.0 | ||||||||
1,500,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 1,552,784 | 0.1 | ||||||||
1,000,000(1) | AbbVie, Inc., 3.200%, 11/21/2029 | 1,017,934 | 0.0 | ||||||||
1,250,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 1,319,303 | 0.1 | ||||||||
1,000,000(1) | AbbVie, Inc., 4.050%, 11/21/2039 | 1,060,395 | 0.1 | ||||||||
1,000,000(1) | AbbVie, Inc., 4.250%, 11/21/2049 | 1,056,939 | 0.1 | ||||||||
500,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 553,430 | 0.0 | ||||||||
500,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 534,889 | 0.0 | ||||||||
1,000,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,133,498 | 0.1 | ||||||||
250,000 | AbbVie, Inc., 4.700%, 05/14/2045 | 280,193 | 0.0 | ||||||||
500,000 | Allergan Finance LLC, 3.250%, 10/01/2022 | 510,954 | 0.0 | ||||||||
1,000,000 | Allergan Funding SCS, 3.000%, 03/12/2020 | 1,000,767 | 0.0 | ||||||||
500,000 | Allergan Funding SCS, 3.450%, 03/15/2022 | 511,430 | 0.0 | ||||||||
750,000 | Allergan Funding SCS, 3.800%, 03/15/2025 | 787,939 | 0.0 | ||||||||
750,000 | Allergan Funding SCS, 4.550%, 03/15/2035 | 819,391 | 0.0 | ||||||||
500,000 | Allergan, Inc./United States, 2.800%, 03/15/2023 | 503,938 | 0.0 | ||||||||
500,000 | Aetna, Inc., 2.750%, 11/15/2022 | 508,171 | 0.0 | ||||||||
250,000 | Aetna, Inc., 3.500%, 11/15/2024 | 261,661 | 0.0 | ||||||||
300,000 | Aetna, Inc., 4.500%, 05/15/2042 | 323,396 | 0.0 | ||||||||
500,000 | Altria Group, Inc., 2.850%, 08/09/2022 | 509,564 | 0.0 | ||||||||
500,000 | Altria Group, Inc., 2.950%, 05/02/2023 | 510,754 | 0.0 | ||||||||
1,000,000 | Altria Group, Inc., 4.000%, 01/31/2024 | 1,060,853 | 0.1 | ||||||||
300,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 300,039 | 0.0 | ||||||||
750,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 835,583 | 0.0 | ||||||||
500,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 588,026 | 0.0 | ||||||||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/2045 | 257,384 | 0.0 | ||||||||
500,000 | Amgen, Inc., 2.250%, 08/19/2023 | 504,538 | 0.0 | ||||||||
250,000 | Amgen, Inc., 3.625%, 05/22/2024 | 264,224 | 0.0 | ||||||||
1,500,000 | Amgen, Inc., 4.400%, 05/01/2045 | 1,686,475 | 0.1 | ||||||||
3,500,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 4,145,639 | 0.1 | ||||||||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | 258,333 | 0.0 | ||||||||
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | 1,180,073 | 0.1 | ||||||||
250,000 | Anthem, Inc., 3.500%, 08/15/2024 | 262,057 | 0.0 |
See Accompanying Notes to Financial Statements
106
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||
1,000,000 | Anthem, Inc., 3.650%, 12/01/2027 | 1,058,614 | 0.1 | ||||||||
750,000 | Anthem, Inc., 4.101%, 03/01/2028 | 814,627 | 0.0 | ||||||||
250,000 | Anthem, Inc., 4.650%, 08/15/2044 | 283,013 | 0.0 | ||||||||
100,000 | AstraZeneca PLC, 3.500%, 08/17/2023 | 104,644 | 0.0 | ||||||||
1,000,000 | AstraZeneca PLC, 4.000%, 01/17/2029 | 1,110,449 | 0.1 | ||||||||
1,000,000(2) | AstraZeneca PLC, 4.375%, 08/17/2048 | 1,166,142 | 0.1 | ||||||||
1,400,000 | AstraZeneca PLC, 6.450%, 09/15/2037 | 1,978,760 | 0.1 | ||||||||
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | 532,960 | 0.0 | ||||||||
1,000,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 1,022,655 | 0.0 | ||||||||
224,000 | Baxalta, Inc., 4.000%, 06/23/2025 | 241,315 | 0.0 | ||||||||
1,870,000 | Becton Dickinson & Co., 3.125%, 11/08/2021 | 1,905,335 | 0.1 | ||||||||
750,000 | Biogen, Inc., 4.050%, 09/15/2025 | 815,648 | 0.0 | ||||||||
400,000 | Boston Scientific Corp., 3.375%, 05/15/2022 | 413,013 | 0.0 | ||||||||
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | 499,255 | 0.0 | ||||||||
250,000(1) | Bristol-Myers Squibb Co., 3.625%, 05/15/2024 | 264,164 | 0.0 | ||||||||
500,000(1) | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 540,902 | 0.0 | ||||||||
1,000,000(1) | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | 1,102,078 | 0.1 | ||||||||
1,000,000(1) | Bristol-Myers Squibb Co., 4.000%, 08/15/2023 | 1,065,390 | 0.1 | ||||||||
500,000(1) | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | 605,844 | 0.0 | ||||||||
500,000(1) | Bristol-Myers Squibb Co., 5.000%, 08/15/2045 | 641,051 | 0.0 | ||||||||
1,000,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 1,050,380 | 0.1 | ||||||||
500,000(2) | Cardinal Health, Inc., 3.200%, 03/15/2023 | 513,438 | 0.0 | ||||||||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/2045 | 521,223 | 0.0 | ||||||||
750,000(1) | Cigna Corp., 3.250%, 04/15/2025 | 778,010 | 0.0 | ||||||||
500,000(1) | Cigna Corp., 3.400%, 03/01/2027 | 519,881 | 0.0 | ||||||||
250,000(1) | Cigna Corp., 3.500%, 06/15/2024 | 261,172 | 0.0 | ||||||||
1,000,000 | Cigna Corp., 4.800%, 08/15/2038 | 1,167,327 | 0.1 | ||||||||
500,000(1) | Cigna Corp., 4.800%, 07/15/2046 | 580,956 | 0.0 | ||||||||
500,000 | Cigna Corp., 4.900%, 12/15/2048 | 597,856 | 0.0 | ||||||||
750,000 | Clorox Co/The, 3.050%, 09/15/2022 | 767,918 | 0.0 | ||||||||
1,000,000 | Coca-Cola Co., 3.200%, 11/01/2023 | 1,048,658 | 0.0 | ||||||||
1,000,000 | Coca-Cola Co/The, 2.900%, 05/25/2027 | 1,045,269 | 0.0 | ||||||||
750,000(2) | Colgate-Palmolive Co., 2.250%, 11/15/2022 | 760,461 | 0.0 | ||||||||
426,000 | Conagra Brands, Inc., 3.200%, 01/25/2023 | 439,080 | 0.0 | ||||||||
1,000,000(2) | Constellation Brands, Inc., 3.200%, 02/15/2023 | 1,027,411 | 0.0 | ||||||||
1,000,000 | Constellation Brands, Inc., 3.600%, 02/15/2028 | 1,057,735 | 0.1 | ||||||||
1,000,000 | Constellation Brands, Inc., 4.400%, 11/15/2025 | 1,092,400 | 0.1 | ||||||||
500,000 | Covidien International Finance SA, 3.200%, 06/15/2022 | 513,606 | 0.0 | ||||||||
750,000 | CVS Health Corp., 2.750%, 12/01/2022 | 762,217 | 0.0 | ||||||||
500,000 | CVS Health Corp., 2.800%, 07/20/2020 | 501,464 | 0.0 | ||||||||
250,000 | CVS Health Corp., 3.375%, 08/12/2024 | 260,187 | 0.0 | ||||||||
1,000,000 | CVS Health Corp., 3.700%, 03/09/2023 | 1,041,634 | 0.0 | ||||||||
443,000 | CVS Health Corp., 3.875%, 07/20/2025 | 471,743 | 0.0 | ||||||||
250,000 | CVS Health Corp., 4.000%, 12/05/2023 | 264,547 | 0.0 | ||||||||
1,000,000 (2) | CVS Health Corp., 4.300%, 03/25/2028 | 1,092,125 | 0.1 | ||||||||
1,000,000 | CVS Health Corp., 4.780%, 03/25/2038 | 1,135,272 | 0.1 | ||||||||
2,000,000 | CVS Health Corp., 5.050%, 03/25/2048 | 2,366,727 | 0.1 | ||||||||
1,000,000 | CVS Health Corp., 5.125%, 07/20/2045 | 1,184,838 | 0.1 | ||||||||
200,000 | CVS Health Corp., 5.300%, 12/05/2043 | 238,585 | 0.0 | ||||||||
750,000 | Diageo Capital PLC, 2.625%, 04/29/2023 | 765,976 | 0.0 | ||||||||
1,000,000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 1,053,402 | 0.1 | ||||||||
1,000,000 | Diageo Capital PLC, 3.875%, 05/18/2028 | 1,096,192 | 0.1 | ||||||||
500,000 | Diageo Investment Corp., 2.875%, 05/11/2022 | 510,033 | 0.0 | ||||||||
750,000 | Keurig Dr Pepper, Inc., 2.000%, 01/15/2020 | 749,966 | 0.0 | ||||||||
250,000 | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | 261,069 | 0.0 | ||||||||
350,000 | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | 387,385 | 0.0 | ||||||||
591,000 | Ecolab, Inc., 4.350%, 12/08/2021 | 618,885 | 0.0 | ||||||||
500,000 (1) | ERAC USA Finance LLC, 3.850%, 11/15/2024 | 529,255 | 0.0 | ||||||||
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | 315,068 | 0.0 | ||||||||
350,000 | Flowers Foods, Inc., 4.375%, 04/01/2022 | 364,612 | 0.0 | ||||||||
750,000 | General Mills, Inc., 4.150%, 02/15/2043 | 806,489 | 0.0 | ||||||||
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 507,568 | 0.0 | ||||||||
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 795,898 | 0.0 | ||||||||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/2026 | 279,801 | 0.0 | ||||||||
150,000 | Gilead Sciences, Inc., 3.700%, 04/01/2024 | 159,056 | 0.0 |
See Accompanying Notes to Financial Statements
107
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||
250,000(2) | Gilead Sciences, Inc., 4.150%, 03/01/2047 | 278,082 | 0.0 | ||||||||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/2045 | 232,251 | 0.0 | ||||||||
750,000 | Gilead Sciences, Inc., 4.750%, 03/01/2046 | 900,629 | 0.0 | ||||||||
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/2044 | 420,054 | 0.0 | ||||||||
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 717,208 | 0.0 | ||||||||
750,000 | Hershey Co/The, 2.300%, 08/15/2026 | 757,394 | 0.0 | ||||||||
1,750,000 | Humana, Inc., 3.850%, 10/01/2024 | 1,860,000 | 0.1 | ||||||||
500,000 | Humana, Inc., 4.950%, 10/01/2044 | 589,908 | 0.0 | ||||||||
1,000,000 | Johnson & Johnson, 2.450%, 03/01/2026 | 1,016,352 | 0.0 | ||||||||
1,000,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 1,044,989 | 0.0 | ||||||||
500,000 | Johnson & Johnson, 2.950%, 03/03/2027 | 524,830 | 0.0 | ||||||||
1,000,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 1,103,501 | 0.1 | ||||||||
500,000 | Johnson & Johnson, 3.700%, 03/01/2046 | 564,245 | 0.0 | ||||||||
500,000 | Johnson & Johnson, 3.750%, 03/03/2047 | 570,590 | 0.0 | ||||||||
500,000 | Kellogg Co., 3.250%, 04/01/2026 | 519,916 | 0.0 | ||||||||
90,000 | Kellogg Co., 4.000%, 12/15/2020 | 91,667 | 0.0 | ||||||||
750,000 | Kraft Heinz Foods Co., 3.000%, 06/01/2026 | 750,027 | 0.0 | ||||||||
750,000 | Kraft Heinz Foods Co., 3.950%, 07/15/2025 | 793,978 | 0.0 | ||||||||
250,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 246,164 | 0.0 | ||||||||
500,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 555,269 | 0.0 | ||||||||
500,000 | Kraft Heinz Foods Co., 5.200%, 07/15/2045 | 542,365 | 0.0 | ||||||||
1,000,000(2) | Kroger Co., 2.650%, 10/15/2026 | 1,006,520 | 0.0 | ||||||||
1,000,000 | Kroger Co/The, 3.850%, 08/01/2023 | 1,057,666 | 0.1 | ||||||||
250,000 | Kroger Co/The, 4.450%, 02/01/2047 | 265,641 | 0.0 | ||||||||
879,000 | Kroger Co/The, 7.500%, 04/01/2031 | 1,216,811 | 0.1 | ||||||||
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 255,685 | 0.0 | ||||||||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 281,123 | 0.0 | ||||||||
350,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/2020 | 353,130 | 0.0 | ||||||||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | 299,066 | 0.0 | ||||||||
445,000 | Medtronic, Inc., 3.500%, 03/15/2025 | 476,857 | 0.0 | ||||||||
716,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 847,808 | 0.0 | ||||||||
72,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 90,538 | 0.0 | ||||||||
250,000 | Merck & Co., Inc., 1.850%, 02/10/2020 | 249,942 | 0.0 | ||||||||
1,000,000(2) | Merck & Co., Inc., 2.750%, 02/10/2025 | 1,035,566 | 0.0 | ||||||||
250,000 | Merck & Co., Inc., 3.700%, 02/10/2045 | 276,164 | 0.0 | ||||||||
1,000,000 | Merck & Co., Inc., 3.900%, 03/07/2039 | 1,143,000 | 0.1 | ||||||||
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/2043 | 1,191,945 | 0.1 | ||||||||
1,000,000 | Merck & Co., Inc., 4.000%, 03/07/2049 | 1,170,726 | 0.1 | ||||||||
500,000 | Molson Coors Brewing Co., 5.000%, 05/01/2042 | 546,327 | 0.0 | ||||||||
200,000 | Mylan, Inc., 4.200%, 11/29/2023 | 211,764 | 0.0 | ||||||||
500,000 | Novartis Capital Corp., 2.400%, 05/17/2022 | 507,071 | 0.0 | ||||||||
500,000(2) | Novartis Capital Corp., 3.100%, 05/17/2027 | 529,298 | 0.0 | ||||||||
500,000 | Novartis Capital Corp., 3.400%, 05/06/2024 | 529,412 | 0.0 | ||||||||
500,000 | PepsiCo, Inc., 4.000%, 03/05/2042 | 568,687 | 0.0 | ||||||||
500,000 | PepsiCo, Inc., 2.250%, 05/02/2022 | 505,232 | 0.0 | ||||||||
1,000,000(2) | PepsiCo, Inc., 3.600%, 03/01/2024 | 1,064,669 | 0.1 | ||||||||
250,000 | PepsiCo, Inc., 4.250%, 10/22/2044 | 293,059 | 0.0 | ||||||||
750,000(2) | Perrigo Finance Unlimited Co., 3.900%, 12/15/2024 | 770,708 | 0.0 | ||||||||
750,000 | Pfizer, Inc., 3.400%, 05/15/2024 | 793,366 | 0.0 | ||||||||
1,000,000(2) | Pfizer, Inc., 3.450%, 03/15/2029 | 1,077,070 | 0.1 | ||||||||
500,000 | Pfizer, Inc., 3.600%, 09/15/2028 | 548,301 | 0.0 | ||||||||
1,000,000 | Pfizer, Inc., 3.900%, 03/15/2039 | 1,128,470 | 0.1 | ||||||||
1,000,000 | Pfizer, Inc., 4.100%, 09/15/2038 | 1,143,956 | 0.1 | ||||||||
500,000 | Pfizer, Inc., 4.125%, 12/15/2046 | 580,383 | 0.0 | ||||||||
500,000 | Pfizer, Inc., 4.000%, 12/15/2036 | 567,439 | 0.0 | ||||||||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/2043 | 1,173,082 | 0.1 | ||||||||
500,000 | Philip Morris International, Inc., 2.125%, 05/10/2023 | 501,491 | 0.0 | ||||||||
500,000 | Philip Morris International, Inc., 2.000%, 02/21/2020 | 499,940 | 0.0 | ||||||||
750,000 | Philip Morris International, Inc., 2.500%, 11/02/2022 | 760,940 | 0.0 | ||||||||
500,000 | Philip Morris International, Inc., 2.625%, 02/18/2022 | 506,205 | 0.0 | ||||||||
500,000(2) | Philip Morris International, Inc., 3.125%, 03/02/2028 | 514,671 | 0.0 | ||||||||
250,000 | Philip Morris International, Inc., 3.250%, 11/10/2024 | 262,470 | 0.0 | ||||||||
500,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 520,701 | 0.0 | ||||||||
500,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 580,950 | 0.0 | ||||||||
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,467,219 | 0.1 |
See Accompanying Notes to Financial Statements
108
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||
1,000,000 | Sanofi, 3.375%, 06/19/2023 | 1,048,148 | 0.0 | ||||||||
1,000,000 | Sanofi, 3.625%, 06/19/2028 | 1,101,144 | 0.1 | ||||||||
750,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 754,262 | 0.0 | ||||||||
500,000 | Stryker Corp., 3.500%, 03/15/2026 | 532,050 | 0.0 | ||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/2024 | 267,865 | 0.0 | ||||||||
750,000 | Tyson Foods, Inc., 3.550%, 06/02/2027 | 797,861 | 0.0 | ||||||||
150,000 | Unilever Capital Corp., 2.600%, 05/05/2024 | 153,473 | 0.0 | ||||||||
500,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 523,838 | 0.0 | ||||||||
1,000,000(2) | Unilever Capital Corp., 3.500%, 03/22/2028 | 1,084,124 | 0.1 | ||||||||
750,000 | Unilever Capital Corp., 4.250%, 02/10/2021 | 770,152 | 0.0 | ||||||||
1,000,000 | UnitedHealth Group, Inc., 2.375%, 10/15/2022 | 1,012,294 | 0.0 | ||||||||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | 510,017 | 0.0 | ||||||||
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 306,000 | 0.0 | ||||||||
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | 513,651 | 0.0 | ||||||||
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 519,903 | 0.0 | ||||||||
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | 523,555 | 0.0 | ||||||||
1,000,000 | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | 1,047,650 | 0.0 | ||||||||
1,000,000 | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | 1,102,874 | 0.1 | ||||||||
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | 1,155,915 | 0.1 | ||||||||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | 303,477 | 0.0 | ||||||||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | 307,357 | 0.0 | ||||||||
500,000 | Zoetis, Inc., 3.450%, 11/13/2020 | 505,433 | 0.0 | ||||||||
500,000 | Zoetis, Inc., 4.500%, 11/13/2025 | 553,652 | 0.0 | ||||||||
137,932,642 | 4.4 | ||||||||||
Energy: 2.8% | |||||||||||
219,000 | Apache Corp., 3.250%, 04/15/2022 | 223,131 | 0.0 | ||||||||
1,000,000(2) | Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.138%, 11/07/2029 | 1,027,449 | 0.1 | ||||||||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | 270,515 | 0.0 | ||||||||
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 562,126 | 0.0 | ||||||||
500,000 | BP Capital Markets America, Inc., 2.112%, 09/16/2021 | 502,402 | 0.0 | ||||||||
500,000 | BP Capital Markets America, Inc., 2.520%, 09/19/2022 | 506,503 | 0.0 | ||||||||
1,000,000 | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | 1,023,065 | 0.1 | ||||||||
500,000 | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | 517,921 | 0.0 | ||||||||
250,000 | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | 261,173 | 0.0 | ||||||||
500,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 520,895 | 0.0 | ||||||||
1,000,000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 1,104,758 | 0.1 | ||||||||
500,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 500,122 | 0.0 | ||||||||
500,000 | BP Capital Markets PLC, 3.062%, 03/17/2022 | 512,695 | 0.0 | ||||||||
250,000 | BP Capital Markets PLC, 3.535%, 11/04/2024 | 266,089 | 0.0 | ||||||||
500,000 | BP Capital Markets PLC, 3.814%, 02/10/2024 | 533,711 | 0.0 | ||||||||
250,000(2) | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | 264,279 | 0.0 | ||||||||
500,000 | Chevron Corp., 1.991%, 03/03/2020 | 500,036 | 0.0 | ||||||||
500,000(2) | Chevron Corp., 2.100%, 05/16/2021 | 502,402 | 0.0 | ||||||||
300,000 | Chevron Corp., 2.355%, 12/05/2022 | 304,212 | 0.0 | ||||||||
500,000 | Chevron Corp., 2.498%, 03/03/2022 | 508,163 | 0.0 | ||||||||
500,000 | Chevron Corp., 2.566%, 05/16/2023 | 510,423 | 0.0 | ||||||||
500,000 | Chevron Corp., 2.895%, 03/03/2024 | 518,196 | 0.0 | ||||||||
500,000 | Chevron Corp., 2.954%, 05/16/2026 | 522,616 | 0.0 | ||||||||
500,000(2) | Chevron Corp., 3.326%, 11/17/2025 | 534,061 | 0.0 | ||||||||
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/2023 | 508,852 | 0.0 | ||||||||
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/2025 | 784,391 | 0.0 | ||||||||
750,000 | CNOOC Nexen Finance 2014 ULC, 4.250%, 04/30/2024 | 802,532 | 0.0 | ||||||||
250,000 | CNOOC Nexen Finance 2014 ULC, 4.875%, 04/30/2044 | 307,173 | 0.0 | ||||||||
129,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 144,817 | 0.0 | ||||||||
500,000 | ConocoPhillips Co., 4.300%, 11/15/2044 | 587,632 | 0.0 | ||||||||
500,000 | ConocoPhillips Co., 4.950%, 03/15/2026 | 575,256 | 0.0 | ||||||||
2,000,000 | ConocoPhillips, 6.500%, 02/01/2039 | 2,911,904 | 0.1 | ||||||||
500,000 | Ecopetrol SA, 4.125%, 01/16/2025 | 526,462 | 0.0 | ||||||||
250,000(2) | Enbridge, Inc., 3.500%, 06/10/2024 | 261,782 | 0.0 |
See Accompanying Notes to Financial Statements
109
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Energy:(continued) | |||||||||||
250,000 | Enbridge, Inc., 4.500%, 06/10/2044 | 276,145 | 0.0 | ||||||||
500,000(2) | Energy Transfer Operating L.P., 3.600%, 02/01/2023 | 512,147 | 0.0 | ||||||||
500,000 | Energy Transfer Operating L.P., 4.150%, 10/01/2020 | 505,362 | 0.0 | ||||||||
800,000 | Energy Transfer Operating L.P., 6.125%, 12/15/2045 | 926,784 | 0.0 | ||||||||
1,809,000 | Energy Transfer Operating L.P., 6.500%, 02/01/2042 | 2,150,538 | 0.1 | ||||||||
500,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 505,505 | 0.0 | ||||||||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 532,215 | 0.0 | ||||||||
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 106,715 | 0.0 | ||||||||
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | 539,649 | 0.0 | ||||||||
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | 329,889 | 0.0 | ||||||||
1,100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | 1,277,751 | 0.1 | ||||||||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,050,214 | 0.1 | ||||||||
400,000 | EOG Resources, Inc., 2.450%, 04/01/2020 | 400,263 | 0.0 | ||||||||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 1,986,271 | 0.1 | ||||||||
250,000 | EOG Resources, Inc., 4.150%, 01/15/2026 | 274,753 | 0.0 | ||||||||
250,000 | Equinor ASA, 2.750%, 11/10/2021 | 254,409 | 0.0 | ||||||||
500,000(2) | Equinor ASA, 3.625%, 09/10/2028 | 548,762 | 0.0 | ||||||||
500,000 | Equinor ASA, 3.950%, 05/15/2043 | 557,434 | 0.0 | ||||||||
500,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 511,865 | 0.0 | ||||||||
500,000 | Exxon Mobil Corp., 3.043%, 03/01/2026 | 524,469 | 0.0 | ||||||||
500,000 | Exxon Mobil Corp., 4.114%, 03/01/2046 | 586,545 | 0.0 | ||||||||
500,000 | Halliburton Co., 3.500%, 08/01/2023 | 520,063 | 0.0 | ||||||||
500,000 | Halliburton Co., 3.800%, 11/15/2025 | 533,662 | 0.0 | ||||||||
500,000 | Halliburton Co., 4.750%, 08/01/2043 | 555,176 | 0.0 | ||||||||
500,000 | Halliburton Co., 4.850%, 11/15/2035 | 565,398 | 0.0 | ||||||||
1,000,000 | Hess Corp., 5.600%, 02/15/2041 | 1,170,465 | 0.1 | ||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/2021 | 506,946 | 0.0 | ||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | 518,755 | 0.0 | ||||||||
167,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/2022 | 174,031 | 0.0 | ||||||||
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 427,784 | 0.0 | ||||||||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 462,725 | 0.0 | ||||||||
1,325,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | 1,754,010 | 0.1 | ||||||||
500,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/2025 | 542,414 | 0.0 | ||||||||
500,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/2046 | 562,771 | 0.0 | ||||||||
500,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 598,566 | 0.0 | ||||||||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | 1,532,152 | 0.1 | ||||||||
500,000 | Marathon Oil Corp., 2.800%, 11/01/2022 | 508,319 | 0.0 | ||||||||
250,000 | Marathon Oil Corp., 3.850%, 06/01/2025 | 264,712 | 0.0 | ||||||||
500,000(2) | Marathon Oil Corp., 5.200%, 06/01/2045 | 581,032 | 0.0 | ||||||||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 439,209 | 0.0 | ||||||||
1,000,000 | MPLX L.P., 4.000%, 03/15/2028 | 1,035,348 | 0.1 | ||||||||
1,000,000 | MPLX L.P., 4.875%, 12/01/2024 | 1,086,884 | 0.1 | ||||||||
300,000(2) | Noble Energy, Inc., 3.900%, 11/15/2024 | 317,058 | 0.0 | ||||||||
700,000 | Noble Energy, Inc., 5.050%, 11/15/2044 | 780,540 | 0.0 | ||||||||
1,000,000 | Occidental Petroleum Corp., 3.400%, 04/15/2026 | 1,026,605 | 0.1 | ||||||||
500,000 | Occidental Petroleum Corp., 4.100%, 02/15/2047 | 485,382 | 0.0 | ||||||||
1,000,000 | Occidental Petroleum Corp., 4.500%, 07/15/2044 | 1,008,730 | 0.1 | ||||||||
250,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 258,319 | 0.0 | ||||||||
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 1,264,898 | 0.1 | ||||||||
125,000(2) | Petroleos Mexicanos, 4.250%, 01/15/2025 | 127,427 | 0.0 | ||||||||
500,000 | Petroleos Mexicanos, 4.875%, 01/18/2024 | 526,292 | 0.0 | ||||||||
2,500,000 | Petroleos Mexicanos, 5.350%, 02/12/2028 | 2,494,619 | 0.1 | ||||||||
500,000 | Petroleos Mexicanos, 5.500%, 06/27/2044 | 450,217 | 0.0 | ||||||||
2,000,000 | Petroleos Mexicanos, 6.625%, 06/15/2038 | 2,003,870 | 0.1 | ||||||||
1,000,000 | Phillips 66, 2.517%, (US0003M + 0.600%), 02/26/2021 | 1,000,067 | 0.0 | ||||||||
1,500,000(2) | Phillips 66, 3.900%, 03/15/2028 | 1,635,823 | 0.1 | ||||||||
250,000 | Phillips 66, 4.650%, 11/15/2034 | 293,693 | 0.0 |
See Accompanying Notes to Financial Statements
110
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Energy: (continued) | |||||||||||
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | 519,614 | 0.0 | ||||||||
300,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 2.850%, 01/31/2023 | 303,040 | 0.0 | ||||||||
275,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 282,167 | 0.0 | ||||||||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 803,391 | 0.0 | ||||||||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 242,863 | 0.0 | ||||||||
500,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 499,653 | 0.0 | ||||||||
500,000 | Shell International Finance BV, 2.250%, 11/10/2020 | 501,774 | 0.0 | ||||||||
1,040,000 | Shell International Finance BV, 2.875%, 05/10/2026 | 1,077,485 | 0.1 | ||||||||
1,000,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 1,058,237 | 0.1 | ||||||||
500,000 | Shell International Finance BV, 3.750%, 09/12/2046 | 548,931 | 0.0 | ||||||||
1,500,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 1,754,129 | 0.1 | ||||||||
250,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 298,986 | 0.0 | ||||||||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 661,152 | 0.0 | ||||||||
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/2038 | 2,016,492 | 0.1 | ||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/2023 | 508,530 | 0.0 | ||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.400%, 04/01/2021 | 512,047 | 0.0 | ||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/2043 | 495,015 | 0.0 | ||||||||
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/2021 | 2,052,465 | 0.1 | ||||||||
500,000(2) | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 512,861 | 0.0 | ||||||||
500,000 | Total Capital International SA, 2.750%, 06/19/2021 | 506,718 | 0.0 | ||||||||
1,500,000 | Total Capital SA, 4.450%, 06/24/2020 | 1,517,818 | 0.1 | ||||||||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | 2,287,147 | 0.1 | ||||||||
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | 1,499,378 | 0.1 | ||||||||
1,000,000 | Valero Energy Corp., 6.625%, 06/15/2037 | 1,324,342 | 0.1 | ||||||||
400,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 424,342 | 0.0 | ||||||||
500,000 | Williams Cos, Inc./The, 4.300%, 03/04/2024 | 533,527 | 0.0 | ||||||||
500,000 | Williams Cos, Inc./The, 5.100%, 09/15/2045 | 556,835 | 0.0 | ||||||||
500,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 562,994 | 0.0 | ||||||||
400,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 411,255 | 0.0 | ||||||||
87,552,579 | 2.8 | ||||||||||
Financial: 9.4% | |||||||||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/2023 | 1,052,341 | 0.1 | ||||||||
1,000,000 | American International Group, Inc., 3.750%, 07/10/2025 | 1,070,075 | 0.1 | ||||||||
250,000 | American International Group, Inc., 4.700%, 07/10/2035 | 289,628 | 0.0 | ||||||||
500,000 | American International Group, Inc., 4.875%, 06/01/2022 | 533,730 | 0.0 | ||||||||
500,000 | Air Lease Corp., 3.000%, 09/15/2023 | 512,099 | 0.0 | ||||||||
500,000 | Air Lease Corp., 3.500%, 01/15/2022 | 513,804 | 0.0 | ||||||||
1,500,000 | Allstate Corp./The, 3.150%, 06/15/2023 | 1,557,766 | 0.1 | ||||||||
1,000,000 | Allstate Corp., 3.280%, 12/15/2026 | 1,056,233 | 0.1 | ||||||||
750,000 | American Express Co., 3.000%, 10/30/2024 | 775,223 | 0.0 | ||||||||
1,000,000 | American Express Co., 3.400%, 02/27/2023 | 1,038,331 | 0.1 | ||||||||
500,000 | American Express Credit Corp., 2.200%, 03/03/2020 | 500,020 | 0.0 | ||||||||
500,000 | American Express Credit Corp., 2.700%, 03/03/2022 | 508,348 | 0.0 | ||||||||
1,000,000 | American Express Credit Corp., 3.300%, 05/03/2027 | 1,061,957 | 0.1 | ||||||||
500,000 | American International Group, Inc., 3.300%, 03/01/2021 | 507,300 | 0.0 | ||||||||
900,000 | American International Group, Inc., 4.500%, 07/16/2044 | 1,036,775 | 0.1 | ||||||||
500,000 | American Tower Corp., 3.375%, 10/15/2026 | 519,764 | 0.0 | ||||||||
1,000,000 | American Tower Corp., 3.500%, 01/31/2023 | 1,036,762 | 0.1 | ||||||||
750,000 | American Tower Corp., 3.550%, 07/15/2027 | 786,279 | 0.0 | ||||||||
667,000 | American Tower Corp., 4.700%, 03/15/2022 | 703,059 | 0.0 | ||||||||
500,000 | Aon Corp., 3.750%, 05/02/2029 | 535,624 | 0.0 | ||||||||
1,000,000 | Aon PLC, 4.450%, 05/24/2043 | 1,096,040 | 0.1 |
See Accompanying Notes to Financial Statements
111
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial: (continued) | |||||||||||
500,000 | Aon PLC, 4.600%, 06/14/2044 | 578,808 | 0.0 | ||||||||
500,000 | Aon PLC, 4.750%, 05/15/2045 | 588,861 | 0.0 | ||||||||
400,000(2) | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | 444,880 | 0.0 | ||||||||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | 510,527 | 0.0 | ||||||||
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/2022 | 512,017 | 0.0 | ||||||||
600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 612,449 | 0.0 | ||||||||
800,000 | Banco Santander SA, 3.500%, 04/11/2022 | 821,760 | 0.0 | ||||||||
600,000 | Banco Santander SA, 3.800%, 02/23/2028 | 631,454 | 0.0 | ||||||||
400,000 | Banco Santander SA, 4.250%, 04/11/2027 | 430,156 | 0.0 | ||||||||
400,000 | Banco Santander SA, 5.179%, 11/19/2025 | 448,081 | 0.0 | ||||||||
1,000,000(3) | Bank of America Corp., 2.738%, 01/23/2022 | 1,007,621 | 0.0 | ||||||||
500,000(3) | Bank of America Corp., 2.881%, 04/24/2023 | 508,870 | 0.0 | ||||||||
1,000,000(3) | Bank of America Corp., 3.093%, 10/01/2025 | 1,032,324 | 0.1 | ||||||||
2,000,000 | Bank of America Corp., 3.300%, 01/11/2023 | 2,068,454 | 0.1 | ||||||||
1,000,000(3) | Bank of America Corp., 3.366%, 01/23/2026 | 1,046,184 | 0.1 | ||||||||
2,384,000(3) | Bank of America Corp., 3.419%, 12/20/2028 | 2,502,087 | 0.1 | ||||||||
1,000,000 | Bank of America Corp., 3.500%, 04/19/2026 | 1,063,321 | 0.1 | ||||||||
500,000(3) | Bank of America Corp., 3.550%, 03/05/2024 | 519,163 | 0.0 | ||||||||
750,000(3) | Bank of America Corp., 3.705%, 04/24/2028 | 801,689 | 0.0 | ||||||||
1,020,000(3) | Bank of America Corp., 3.824%, 01/20/2028 | 1,097,813 | 0.1 | ||||||||
1,500,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,600,518 | 0.1 | ||||||||
1,280,000 | Bank of America Corp., 4.183%, 11/25/2027 | 1,387,492 | 0.1 | ||||||||
1,000,000 | Bank of America Corp., 4.250%, 10/22/2026 | 1,090,668 | 0.1 | ||||||||
2,000,000 | Bank of America Corp., 4.450%, 03/03/2026 | 2,196,509 | 0.1 | ||||||||
750,000(2) | Bank of Montreal, 2.350%, 09/11/2022 | 760,046 | 0.0 | ||||||||
1,000,000(3) | Bank of Montreal, 3.803%, 12/15/2032 | 1,043,850 | 0.1 | ||||||||
500,000 | Bank of New York Mellon Corp./The, 2.600%, 02/07/2022 | 507,564 | 0.0 | ||||||||
750,000(3) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 761,547 | 0.0 | ||||||||
1,000,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 1,026,996 | 0.1 | ||||||||
750,000(2) | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | 788,261 | 0.0 | ||||||||
500,000(3) | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | 530,358 | 0.0 | ||||||||
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | 505,115 | 0.0 | ||||||||
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/2021 | 503,464 | 0.0 | ||||||||
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | 717,376 | 0.0 | ||||||||
500,000 | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | 507,443 | 0.0 | ||||||||
1,000,000(2) | Bank of Nova Scotia, 1.850%, 04/14/2020 | 999,735 | 0.0 | ||||||||
500,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 549,109 | 0.0 | ||||||||
750,000 | Barclays PLC, 2.875%, 06/08/2020 | 752,126 | 0.0 | ||||||||
750,000 | Barclays PLC, 3.250%, 01/12/2021 | 757,832 | 0.0 | ||||||||
750,000 | Barclays PLC, 4.375%, 01/12/2026 | 812,507 | 0.0 | ||||||||
1,000,000 | Barclays PLC, 5.200%, 05/12/2026 | 1,097,410 | 0.1 | ||||||||
250,000 | Barclays PLC, 5.250%, 08/17/2045 | 306,950 | 0.0 | ||||||||
500,000 | Truist Financial Corp., 2.150%, 02/01/2021 | 501,441 | 0.0 | ||||||||
750,000 | Truist Financial Corp., 2.850%, 10/26/2024 | 775,441 | 0.0 | ||||||||
1,000,000 | Truist Financial Corp., 3.950%, 03/22/2022 | 1,037,664 | 0.1 | ||||||||
1,000,000 | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | 1,181,786 | 0.1 | ||||||||
1,000,000 | Berkshire Hathaway, Inc., 2.750%, 03/15/2023 | 1,025,400 | 0.0 | ||||||||
1,000,000(2) | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 1,053,791 | 0.1 | ||||||||
500,000(2) | BNP Paribas SA, 3.250%, 03/03/2023 | 518,022 | 0.0 | ||||||||
1,000,000(1),(2) | BNP Paribas SA, 3.500%, 11/16/2027 | 1,044,954 | 0.1 | ||||||||
1,000,000(1),(2) | BPCE SA, 3.250%, 01/11/2028 | 1,038,338 | 0.1 | ||||||||
500,000 | Truist Bank, 3.625%, 09/16/2025 | 532,789 | 0.0 | ||||||||
400,000 | Truist Bank, 3.800%, 10/30/2026 | 429,994 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 514,087 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 3.200%, 02/05/2025 | 517,820 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 3.300%, 10/30/2024 | 520,604 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 3.750%, 04/24/2024 | 526,494 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 3.750%, 07/28/2026 | 526,687 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 3.800%, 01/31/2028 | 537,426 | 0.0 | ||||||||
500,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 539,603 | 0.0 |
See Accompanying Notes to Financial Statements
112
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial: (continued) | |||||||||||
250,000 | Capital One NA, 2.150%, 09/06/2022 | 250,481 | 0.0 | ||||||||
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 1,019,584 | 0.0 | ||||||||
1,000,000(2) | Charles Schwab Corp./The, 3.200%, 01/25/2028 | 1,050,329 | 0.1 | ||||||||
1,000,000 | Chubb Corp./The, 6.000%, 05/11/2037 | 1,381,538 | 0.1 | ||||||||
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | 765,992 | 0.0 | ||||||||
500,000 | Citibank NA, 2.100%, 06/12/2020 | 500,278 | 0.0 | ||||||||
750,000 | Citigroup, Inc., 2.700%, 10/27/2022 | 762,327 | 0.0 | ||||||||
500,000(3) | Citigroup, Inc., 2.876%, 07/24/2023 | 508,901 | 0.0 | ||||||||
1,000,000(3) | Citigroup, Inc., 3.142%, 01/24/2023 | 1,020,768 | 0.0 | ||||||||
500,000 | Citigroup, Inc., 3.400%, 05/01/2026 | 525,153 | 0.0 | ||||||||
1,000,000 | Citigroup, Inc., 3.500%, 05/15/2023 | 1,040,902 | 0.1 | ||||||||
1,000,000(3) | Citigroup, Inc., 3.878%, 01/24/2039 | 1,099,204 | 0.1 | ||||||||
1,500,000(3) | Citigroup, Inc., 3.887%, 01/10/2028 | 1,615,824 | 0.1 | ||||||||
1,000,000(3) | Citigroup, Inc., 3.980%, 03/20/2030 | 1,094,021 | 0.1 | ||||||||
750,000 | Citigroup, Inc., 4.050%, 07/30/2022 | 783,841 | 0.0 | ||||||||
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,636,373 | 0.1 | ||||||||
700,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 749,577 | 0.0 | ||||||||
500,000 | Citigroup, Inc., 4.300%, 11/20/2026 | 544,276 | 0.0 | ||||||||
500,000 | Citigroup, Inc., 4.400%, 06/10/2025 | 543,421 | 0.0 | ||||||||
1,000,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 1,101,381 | 0.1 | ||||||||
500,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 550,389 | 0.0 | ||||||||
793,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 1,012,183 | 0.0 | ||||||||
615,000 | Citigroup, Inc., 8.125%, 07/15/2039 | 1,029,176 | 0.1 | ||||||||
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/2021 | 503,859 | 0.0 | ||||||||
300,000 | CNA Financial Corp., 4.500%, 03/01/2026 | 330,763 | 0.0 | ||||||||
500,000 | Comerica Bank, 2.500%, 06/02/2020 | 501,297 | 0.0 | ||||||||
250,000 | Comerica, Inc., 3.800%, 07/22/2026 | 263,460 | 0.0 | ||||||||
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | 520,819 | 0.0 | ||||||||
500,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 522,815 | 0.0 | ||||||||
500,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 542,476 | 0.0 | ||||||||
10,000,000(1) | CPPIB Capital, Inc., 3.125%, 09/25/2023 | 10,462,790 | 0.4 | ||||||||
750,000(1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 770,531 | 0.0 | ||||||||
750,000(1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 815,815 | 0.0 | ||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 1,017,164 | 0.0 | ||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 06/09/2023 | 1,046,918 | 0.1 | ||||||||
1,000,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 1,031,955 | 0.1 | ||||||||
750,000 | Deutsche Bank AG/New York NY, 2.950%, 08/20/2020 | 751,828 | 0.0 | ||||||||
500,000 | Deutsche Bank AG/New York NY, 3.150%, 01/22/2021 | 502,306 | 0.0 | ||||||||
1,000,000(3) | Deutsche Bank AG/New York NY, 3.961%, 11/26/2025 | 1,021,991 | 0.0 | ||||||||
400,000 | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | 405,751 | 0.0 | ||||||||
800,000(1) | Dexia Credit Local SA, 2.500%, 01/25/2021 | 805,431 | 0.0 | ||||||||
500,000 | Discover Bank, 3.100%, 06/04/2020 | 501,892 | 0.0 | ||||||||
500,000 | Discover Bank, 3.200%, 08/09/2021 | 508,753 | 0.0 | ||||||||
500,000 | Discover Bank, 4.200%, 08/08/2023 | 531,687 | 0.0 | ||||||||
400,000 | Discover Bank, 4.250%, 03/13/2026 | 431,973 | 0.0 | ||||||||
500,000 | EPR Properties, 4.500%, 04/01/2025 | 531,047 | 0.0 | ||||||||
500,000 | ERP Operating L.P., 4.500%, 07/01/2044 | 593,548 | 0.0 | ||||||||
750,000 | Fifth Third Bancorp, 2.600%, 06/15/2022 | 759,451 | 0.0 | ||||||||
1,000,000 | Fifth Third Bancorp, 3.500%, 03/15/2022 | 1,031,129 | 0.1 | ||||||||
1,000,000 | Fifth Third Bancorp, 3.950%, 03/14/2028 | 1,099,338 | 0.1 | ||||||||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/2024 | 429,844 | 0.0 | ||||||||
500,000 | Fifth Third Bank/Cincinnati OH, 2.200%, 10/30/2020 | 500,897 | 0.0 | ||||||||
5,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 6,187,077 | 0.2 | ||||||||
500,000 | Goldman Sachs Group, Inc./The, 2.875%, 02/25/2021 | 505,030 | 0.0 | ||||||||
1,580,000(3) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,602,401 | 0.1 | ||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | 514,148 | 0.0 | ||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 525,888 | 0.0 | ||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 529,151 | 0.0 |
See Accompanying Notes to Financial Statements
113
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial: (continued) | |||||||||||
500,000(3) | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | 535,992 | 0.0 | ||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | 532,149 | 0.0 | ||||||||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | 530,645 | 0.0 | ||||||||
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | 1,057,432 | 0.1 | ||||||||
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/2022 | 805,055 | 0.0 | ||||||||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 5,551,518 | 0.2 | ||||||||
250,000 | Healthpeak Properties, Inc., 3.875%, 08/15/2024 | 265,912 | 0.0 | ||||||||
500,000 | Healthpeak Properties, Inc., 4.000%, 06/01/2025 | 537,479 | 0.0 | ||||||||
500,000(2) | Service Properties Trust, 4.500%, 06/15/2023 | 519,785 | 0.0 | ||||||||
500,000 | Service Properties Trust, 5.000%, 08/15/2022 | 525,932 | 0.0 | ||||||||
1,000,000(3) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 1,003,726 | 0.0 | ||||||||
400,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 406,353 | 0.0 | ||||||||
1,000,000(3) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 1,049,574 | 0.1 | ||||||||
750,000(3) | HSBC Holdings PLC, 4.292%, 09/12/2026 | 810,836 | 0.0 | ||||||||
300,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 326,649 | 0.0 | ||||||||
500,000 | HSBC Holdings PLC, 4.375%, 11/23/2026 | 541,644 | 0.0 | ||||||||
500,000(3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 558,831 | 0.0 | ||||||||
500,000(3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 533,260 | 0.0 | ||||||||
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/2037 | 4,681,955 | 0.2 | ||||||||
250,000 | HSBC USA, Inc., 3.500%, 06/23/2024 | 263,952 | 0.0 | ||||||||
1,000,000 | Huntington National Bank/The, 3.550%, 10/06/2023 | 1,049,402 | 0.1 | ||||||||
500,000 | ING Groep NV, 3.150%, 03/29/2022 | 511,298 | 0.0 | ||||||||
1,000,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 1,059,928 | 0.1 | ||||||||
900,000 | Jefferies Group LLC, 5.125%, 01/20/2023 | 971,959 | 0.0 | ||||||||
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 515,247 | 0.0 | ||||||||
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/2025 | 782,947 | 0.0 | ||||||||
750,000(3) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 777,473 | 0.0 | ||||||||
1,000,000(3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,062,379 | 0.1 | ||||||||
750,000(3) | JPMorgan Chase & Co., 3.540%, 05/01/2028 | 796,584 | 0.0 | ||||||||
1,000,000(3) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 1,077,986 | 0.1 | ||||||||
750,000(3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 829,468 | 0.0 | ||||||||
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/2026 | 1,095,250 | 0.1 | ||||||||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 1,106,769 | 0.1 | ||||||||
1,000,000(3) | JPMorgan Chase & Co., 4.260%, 02/22/2048 | 1,185,329 | 0.1 | ||||||||
4,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 4,199,952 | 0.2 | ||||||||
2,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/2040 | 3,193,536 | 0.1 | ||||||||
1,000,000(3) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 1,000,532 | 0.0 | ||||||||
500,000 | Kemper Corp., 4.350%, 02/15/2025 | 531,579 | 0.0 | ||||||||
500,000 | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | 505,451 | 0.0 | ||||||||
750,000 | KeyBank NA/Cleveland OH, 2.400%, 06/09/2022 | 757,766 | 0.0 | ||||||||
1,000,000 | KeyBank NA/Cleveland OH, 3.350%, 06/15/2021 | 1,021,681 | 0.0 | ||||||||
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | 520,678 | 0.0 | ||||||||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/2029 | 436,430 | 0.0 | ||||||||
250,000 | Kilroy Realty L.P., 4.375%, 10/01/2025 | 271,934 | 0.0 | ||||||||
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/2021 | 999,641 | 0.0 | ||||||||
2,000,000 | Kreditanstalt fuer Wiederaufbau, 1.875%, 11/30/2020 | 2,002,646 | 0.1 | ||||||||
3,000,000 | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/2022 | 3,029,472 | 0.1 | ||||||||
10,000,000 | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | 10,194,295 | 0.3 | ||||||||
750,000 | Liberty Property L.P., 3.250%, 10/01/2026 | 783,347 | 0.0 | ||||||||
750,000 | Lincoln National Corp., 3.625%, 12/12/2026 | 792,414 | 0.0 | ||||||||
1,000,000 | Lincoln National Corp., 3.800%, 03/01/2028 | 1,065,604 | 0.1 | ||||||||
500,000 | Lincoln National Corp., 4.200%, 03/15/2022 | 521,188 | 0.0 | ||||||||
500,000(3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 507,495 | 0.0 | ||||||||
750,000 | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 762,031 | 0.0 | ||||||||
500,000(3) | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 522,135 | 0.0 | ||||||||
1,000,000 | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | 1,055,828 | 0.1 | ||||||||
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | 543,708 | 0.0 | ||||||||
250,000 | Loews Corp., 3.750%, 04/01/2026 | 268,505 | 0.0 | ||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.500%, 05/18/2022 | 1,011,630 | 0.0 | ||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 1,006,708 | 0.0 | ||||||||
500,000 (3) | Manulife Financial Corp., 4.061%, 02/24/2032 | 518,755 | 0.0 |
See Accompanying Notes to Financial Statements
114
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial: (continued) | |||||||||||
500,000 | Manulife Financial Corp., 4.150%, 03/04/2026 | 550,289 | 0.0 | ||||||||
500,000 | Manulife Financial Corp., 5.375%, 03/04/2046 | 664,229 | 0.0 | ||||||||
1,000,000 | Markel Corp., 3.625%, 03/30/2023 | 1,045,892 | 0.1 | ||||||||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | 422,162 | 0.0 | ||||||||
1,000,000 | Mastercard, Inc., 3.500%, 02/26/2028 | 1,081,225 | 0.1 | ||||||||
500,000 | MetLife, Inc., 3.048%, 12/15/2022 | 516,633 | 0.0 | ||||||||
500,000 | MetLife, Inc., 4.050%, 03/01/2045 | 579,635 | 0.0 | ||||||||
400,000 | MetLife, Inc., 4.125%, 08/13/2042 | 455,782 | 0.0 | ||||||||
300,000 | MetLife, Inc., 4.721%, 12/15/2044 | 365,782 | 0.0 | ||||||||
500,000(1) | Metropolitan Life Global Funding I, 1.950%, 09/15/2021 | 500,463 | 0.0 | ||||||||
750,000(1) | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | 804,861 | 0.0 | ||||||||
432,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/2021 | 436,701 | 0.0 | ||||||||
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | 518,649 | 0.0 | ||||||||
500,000(2) | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | 534,009 | 0.0 | ||||||||
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | 805,889 | 0.0 | ||||||||
500,000(2) | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | 506,546 | 0.0 | ||||||||
500,000 | Mizuho Financial Group, Inc., 3.170%, 09/11/2027 | 514,941 | 0.0 | ||||||||
500,000(3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 525,557 | 0.0 | ||||||||
500,000(3) | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | 553,303 | 0.0 | ||||||||
1,000,000 | Morgan Stanley, 2.500%, 04/21/2021 | 1,007,815 | 0.0 | ||||||||
750,000 | Morgan Stanley, 2.625%, 11/17/2021 | 758,993 | 0.0 | ||||||||
1,000,000 | Morgan Stanley, 3.125%, 01/23/2023 | 1,028,464 | 0.1 | ||||||||
500,000 | Morgan Stanley, 3.125%, 07/27/2026 | 516,138 | 0.0 | ||||||||
1,750,000(3) | Morgan Stanley, 3.591%, 07/22/2028 | 1,860,019 | 0.1 | ||||||||
750,000 | Morgan Stanley, 3.625%, 01/20/2027 | 798,396 | 0.0 | ||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 531,175 | 0.0 | ||||||||
1,000,000(3) | Morgan Stanley, 3.772%, 01/24/2029 | 1,075,941 | 0.1 | ||||||||
750,000 | Morgan Stanley, 3.875%, 04/29/2024 | 797,835 | 0.0 | ||||||||
500,000 | Morgan Stanley, 3.875%, 01/27/2026 | 536,998 | 0.0 | ||||||||
750,000 | Morgan Stanley, 3.950%, 04/23/2027 | 804,463 | 0.0 | ||||||||
1,000,000 | Morgan Stanley, 4.100%, 05/22/2023 | 1,056,297 | 0.1 | ||||||||
750,000 | Morgan Stanley, 4.000%, 07/23/2025 | 811,562 | 0.0 | ||||||||
500,000 | Morgan Stanley, 4.350%, 09/08/2026 | 546,829 | 0.0 | ||||||||
800,000 | Morgan Stanley, 4.875%, 11/01/2022 | 857,323 | 0.0 | ||||||||
1,000,000 | Morgan Stanley, 5.000%, 11/24/2025 | 1,126,327 | 0.1 | ||||||||
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | 502,263 | 0.0 | ||||||||
500,000 | National Australia Bank Ltd./New York, 2.800%, 01/10/2022 | 508,204 | 0.0 | ||||||||
1,000,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 1,025,043 | 0.0 | ||||||||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/2025 | 321,802 | 0.0 | ||||||||
300,000 | Northern Trust Corp., 2.375%, 08/02/2022 | 303,804 | 0.0 | ||||||||
750,000(3) | Northern Trust Corp., 3.375%, 05/08/2032 | 770,479 | 0.0 | ||||||||
250,000 | Northern Trust Corp., 3.950%, 10/30/2025 | 272,071 | 0.0 | ||||||||
2,000,000(1) | Ontario Teachers' Finance Trust, 1.625%, 09/12/2024 | 1,970,967 | 0.1 | ||||||||
500,000 | PNC Bank NA, 2.450%, 07/28/2022 | 506,744 | 0.0 | ||||||||
500,000 | PNC Bank NA, 2.625%, 02/17/2022 | 506,995 | 0.0 | ||||||||
500,000 | PNC Bank NA, 2.700%, 11/01/2022 | 509,529 | 0.0 | ||||||||
750,000 | PNC Bank NA, 3.100%, 10/25/2027 | 782,527 | 0.0 | ||||||||
500,000 | PNC Bank NA, 3.250%, 06/01/2025 | 524,638 | 0.0 | ||||||||
500,000 | PNC Bank NA, 3.250%, 01/22/2028 | 526,037 | 0.0 | ||||||||
500,000(3) | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | 511,959 | 0.0 | ||||||||
500,000 | PNC Financial Services Group, Inc./The, 3.300%, 03/08/2022 | 513,660 | 0.0 | ||||||||
500,000 | Primerica, Inc., 4.750%, 07/15/2022 | 529,264 | 0.0 | ||||||||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/2023 | 307,955 | 0.0 | ||||||||
1,000,000(2) | Principal Financial Group, Inc., 3.300%, 09/15/2022 | 1,028,294 | 0.1 | ||||||||
1,000,000 | Private Export Funding Corp., 2.250%, 03/15/2020 | 1,001,055 | 0.0 | ||||||||
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/2020 | 1,004,771 | 0.0 | ||||||||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/2025 | 1,065,181 | 0.1 | ||||||||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/2024 | 1,067,687 | 0.1 |
See Accompanying Notes to Financial Statements
115
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial: (continued) | |||||||||||
1,000,000(2) | Progressive Corp./The, 4.000%, 03/01/2029 | 1,117,729 | 0.1 | ||||||||
500,000 | Prologis L.P., 4.250%, 08/15/2023 | 535,446 | 0.0 | ||||||||
1,000,000(2) | Prudential Financial, Inc., 3.878%, 03/27/2028 | 1,096,172 | 0.1 | ||||||||
500,000(2),(3) | Prudential Financial, Inc., 5.375%, 05/15/2045 | 541,295 | 0.0 | ||||||||
1,000,000(3) | Prudential Financial, Inc., 5.625%, 06/15/2043 | 1,076,865 | 0.1 | ||||||||
750,000(2) | Public Storage, 2.370%, 09/15/2022 | 758,212 | 0.0 | ||||||||
250,000 | Public Storage, 3.094%, 09/15/2027 | 260,644 | 0.0 | ||||||||
500,000(2) | Raymond James Financial, Inc., 3.625%, 09/15/2026 | 528,423 | 0.0 | ||||||||
400,000 | Realty Income Corp., 3.875%, 07/15/2024 | 426,702 | 0.0 | ||||||||
300,000 | Realty Income Corp., 4.125%, 10/15/2026 | 330,124 | 0.0 | ||||||||
500,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 500,209 | 0.0 | ||||||||
1,000,000 | Royal Bank of Canada, 2.150%, 10/26/2020 | 1,001,994 | 0.0 | ||||||||
1,000,000(2) | Royal Bank of Canada, 2.750%, 02/01/2022 | 1,018,000 | 0.0 | ||||||||
500,000(2) | Royal Bank of Canada, 4.650%, 01/27/2026 | 554,545 | 0.0 | ||||||||
500,000 | Royal Bank of Scotland Group PLC, 4.800%, 04/05/2026 | 555,466 | 0.0 | ||||||||
500,000 | Santander Holdings USA, Inc., 2.650%, 04/17/2020 | 500,585 | 0.0 | ||||||||
750,000 | Santander UK Group Holdings PLC, 3.125%, 01/08/2021 | 756,952 | 0.0 | ||||||||
500,000 | Simon Property Group L.P., 3.375%, 06/15/2027 | 529,031 | 0.0 | ||||||||
500,000 | Simon Property Group L.P., 4.250%, 10/01/2044 | 565,490 | 0.0 | ||||||||
750,000(3) | State Street Corp., 2.653%, 05/15/2023 | 760,445 | 0.0 | ||||||||
1,500,000 | State Street Corp., 3.100%, 05/15/2023 | 1,547,785 | 0.1 | ||||||||
500,000 | State Street Corp., 3.550%, 08/18/2025 | 537,624 | 0.0 | ||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/2021 | 500,731 | 0.0 | ||||||||
500,000(2) | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 504,557 | 0.0 | ||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | 500,342 | 0.0 | ||||||||
750,000(2) | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | 763,841 | 0.0 | ||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | 508,570 | 0.0 | ||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 521,953 | 0.0 | ||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | 523,472 | 0.0 | ||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | 529,041 | 0.0 | ||||||||
500,000 | Truist Bank, 2.750%, 05/01/2023 | 508,833 | 0.0 | ||||||||
1,000,000 | Truist Bank, 3.000%, 02/02/2023 | 1,025,596 | 0.0 | ||||||||
500,000(2) | Truist Bank, 3.300%, 05/15/2026 | 520,790 | 0.0 | ||||||||
500,000 | Truist Financial Corp., 2.700%, 01/27/2022 | 506,828 | 0.0 | ||||||||
500,000 | Truist Financial Corp., 2.900%, 03/03/2021 | 505,252 | 0.0 | ||||||||
250,000 | Synchrony Financial, 3.750%, 08/15/2021 | 255,677 | 0.0 | ||||||||
300,000 | Synchrony Financial, 4.250%, 08/15/2024 | 320,131 | 0.0 | ||||||||
250,000 | Synchrony Financial, 4.500%, 07/23/2025 | 269,685 | 0.0 | ||||||||
500,000(2) | Tanger Properties L.P., 3.125%, 09/01/2026 | 495,593 | 0.0 | ||||||||
750,000(1) | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | 759,557 | 0.0 | ||||||||
1,000,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 1,008,896 | 0.0 | ||||||||
500,000 | Toronto-Dominion Bank/The, 3.000%, 06/11/2020 | 502,402 | 0.0 | ||||||||
500,000 | Toronto-Dominion Bank/The, 3.250%, 06/11/2021 | 510,662 | 0.0 | ||||||||
1,000,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 1,046,920 | 0.1 | ||||||||
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 848,711 | 0.0 | ||||||||
500,000(1) | UBS Group AG, 2.950%, 09/24/2020 | 503,549 | 0.0 | ||||||||
500,000(1) | UBS Group AG, 3.000%, 04/15/2021 | 506,687 | 0.0 | ||||||||
750,000 | US Bancorp, 2.950%, 07/15/2022 | 767,372 | 0.0 | ||||||||
750,000 | US Bancorp, 3.150%, 04/27/2027 | 788,092 | 0.0 | ||||||||
500,000(3) | US Bancorp, 5.125%, 12/31/2199 | 514,285 | 0.0 | ||||||||
1,000,000(3) | US Bank NA/Cincinnati OH, 3.104%, 05/21/2021 | 1,004,693 | 0.0 | ||||||||
250,000 | Ventas Realty L.P., 3.500%, 02/01/2025 | 261,006 | 0.0 | ||||||||
500,000 | Ventas Realty L.P., 3.750%, 05/01/2024 | 525,101 | 0.0 | ||||||||
500,000 | Ventas Realty L.P., 4.125%, 01/15/2026 | 535,513 | 0.0 | ||||||||
1,100,000 | Visa, Inc., 2.200%, 12/14/2020 | 1,104,115 | 0.1 | ||||||||
750,000(2) | Visa, Inc., 2.750%, 09/15/2027 | 782,833 | 0.0 | ||||||||
1,000,000 | Visa, Inc., 2.800%, 12/14/2022 | 1,029,091 | 0.1 | ||||||||
500,000 | Visa, Inc., 3.150%, 12/14/2025 | 528,445 | 0.0 | ||||||||
500,000 | Visa, Inc., 4.300%, 12/14/2045 | 615,748 | 0.0 |
See Accompanying Notes to Financial Statements
116
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Financial: (continued) | |||||||||||
1,000,000(3) | Wells Fargo & Co., 2.879%, 10/30/2030 | 1,006,709 | 0.0 | ||||||||
1,500,000 | Wells Fargo & Co., 3.069%, 01/24/2023 | 1,531,429 | 0.1 | ||||||||
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 1,024,792 | 0.0 | ||||||||
1,000,000(3) | Wells Fargo & Co., 3.584%, 05/22/2028 | 1,062,758 | 0.1 | ||||||||
500,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 547,816 | 0.0 | ||||||||
4,000,000 | Wells Fargo & Co., 4.600%, 04/01/2021 | 4,130,663 | 0.1 | ||||||||
1,000,000 | Wells Fargo & Co., 4.900%, 11/17/2045 | 1,221,395 | 0.1 | ||||||||
983,000 | Wells Fargo & Co., 5.606%, 01/15/2044 | 1,293,500 | 0.1 | ||||||||
1,000,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 1,007,224 | 0.0 | ||||||||
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/2038 | 1,087,312 | 0.1 | ||||||||
500,000 | Welltower, Inc., 4.000%, 06/01/2025 | 538,214 | 0.0 | ||||||||
1,000,000(2) | Westpac Banking Corp., 2.750%, 01/11/2023 | 1,019,096 | 0.0 | ||||||||
750,000(3) | Westpac Banking Corp., 4.322%, 11/23/2031 | 793,816 | 0.0 | ||||||||
500,000 | Zions Bancorp NA, 3.250%, 10/29/2029 | 490,892 | 0.0 | ||||||||
293,733,651 | 9.4 | ||||||||||
Industrial: 2.0% | |||||||||||
750,000 | 3M Co., 2.250%, 09/19/2026 | 750,792 | 0.0 | ||||||||
1,000,000 | 3M Co., 2.875%, 10/15/2027 | 1,043,548 | 0.1 | ||||||||
100,000 | 3M Co., 3.000%, 08/07/2025 | 105,129 | 0.0 | ||||||||
200,000 | 3M Co., 3.875%, 06/15/2044 | 213,250 | 0.0 | ||||||||
1,000,000 | 3M Co., 4.000%, 09/14/2048 | 1,102,144 | 0.1 | ||||||||
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/2022 | 1,329,990 | 0.1 | ||||||||
1,000,000 | Agilent Technologies, Inc., 3.875%, 07/15/2023 | 1,049,352 | 0.1 | ||||||||
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/2022 | 409,556 | 0.0 | ||||||||
500,000 | Boeing Co/The, 2.125%, 03/01/2022 | 501,295 | 0.0 | ||||||||
500,000 | Boeing Co/The, 2.800%, 03/01/2027 | 507,957 | 0.0 | ||||||||
500,000 | Boeing Co/The, 3.300%, 03/01/2035 | 501,799 | 0.0 | ||||||||
500,000 | Boeing Co/The, 3.600%, 05/01/2034 | 535,575 | 0.0 | ||||||||
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | 514,100 | 0.0 | ||||||||
1,000,000(2) | Burlington Northern Santa Fe LLC, 3.450%, 09/15/2021 | 1,023,208 | 0.0 | ||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 580,546 | 0.0 | ||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 585,259 | 0.0 | ||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.700%, 09/01/2045 | 608,992 | 0.0 | ||||||||
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 498,086 | 0.0 | ||||||||
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/2022 | 1,008,051 | 0.0 | ||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | 892,879 | 0.0 | ||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | 929,289 | 0.0 | ||||||||
200,000 | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | 200,443 | 0.0 | ||||||||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | 305,682 | 0.0 | ||||||||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | 533,643 | 0.0 | ||||||||
500,000 | Caterpillar, Inc., 2.600%, 06/26/2022 | 508,776 | 0.0 | ||||||||
250,000(2) | Caterpillar, Inc., 3.400%, 05/15/2024 | 264,734 | 0.0 | ||||||||
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/2042 | 1,120,962 | 0.1 | ||||||||
1,250,000 | Caterpillar, Inc., 4.300%, 05/15/2044 | 1,476,456 | 0.1 | ||||||||
500,000 | CSX Corp., 3.950%, 05/01/2050 | 539,577 | 0.0 | ||||||||
500,000 | CSX Corp., 4.100%, 03/15/2044 | 545,795 | 0.0 | ||||||||
1,000,000 | CSX Corp., 4.400%, 03/01/2043 | 1,124,541 | 0.1 | ||||||||
500,000 | Deere & Co., 3.900%, 06/09/2042 | 562,059 | 0.0 | ||||||||
1,000,000(2) | FedEx Corp., 3.400%, 02/15/2028 | 1,028,650 | 0.1 | ||||||||
200,000 | FedEx Corp., 3.875%, 08/01/2042 | 192,823 | 0.0 | ||||||||
500,000 | FedEx Corp., 4.750%, 11/15/2045 | 525,875 | 0.0 | ||||||||
500,000 | General Dynamics Corp., 2.250%, 11/15/2022 | 505,390 | 0.0 | ||||||||
500,000 | General Dynamics Corp., 3.600%, 11/15/2042 | 564,358 | 0.0 | ||||||||
500,000 | General Electric Co., 2.700%, 10/09/2022 | 506,811 | 0.0 | ||||||||
430,000 | General Electric Co., 5.875%, 01/14/2038 | 521,004 | 0.0 | ||||||||
2,600,000 | Honeywell International, Inc., 3.812%, 11/21/2047 | 2,952,786 | 0.1 | ||||||||
500,000(2) | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | 530,215 | 0.0 | ||||||||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | 578,171 | 0.0 | ||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 2.625%, 05/01/2020 | 250,326 | 0.0 | ||||||||
500,000 | Ingersoll-Rand Luxembourg Finance SA, 3.800%, 03/21/2029 | 536,700 | 0.0 |
See Accompanying Notes to Financial Statements
117
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Industrial: (continued) | |||||||||||
500,000 | Ingersoll-Rand Luxembourg Finance SA, 4.500%, 03/21/2049 | 561,469 | 0.0 | ||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 4.650%, 11/01/2044 | 282,312 | 0.0 | ||||||||
750,000 | John Deere Capital Corp., 2.800%, 03/04/2021 | 759,347 | 0.0 | ||||||||
1,000,000(2) | John Deere Capital Corp., 2.800%, 03/06/2023 | 1,026,495 | 0.0 | ||||||||
1,000,000(2) | John Deere Capital Corp., 2.800%, 09/08/2027 | 1,028,891 | 0.1 | ||||||||
500,000 | John Deere Capital Corp., 3.350%, 06/12/2024 | 527,460 | 0.0 | ||||||||
1,000,000 | John Deere Capital Corp., 3.450%, 03/07/2029 | 1,086,994 | 0.1 | ||||||||
373,000(3) | Johnson Controls International plc, 3.625%, 07/02/2024 | 389,324 | 0.0 | ||||||||
250,000(3) | Johnson Controls International plc, 4.625%, 07/02/2044 | 274,472 | 0.0 | ||||||||
24,000 | Johnson Controls International plc, 5.125%, 09/14/2045 | 28,000 | 0.0 | ||||||||
800,000(1) | L3Harris Technologies, Inc., 4.950%, 02/15/2021 | 819,730 | 0.0 | ||||||||
500,000 | Lockheed Martin Corp., 2.500%, 11/23/2020 | 502,704 | 0.0 | ||||||||
500,000 | Lockheed Martin Corp., 3.100%, 01/15/2023 | 515,817 | 0.0 | ||||||||
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 1,072,643 | 0.1 | ||||||||
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/2035 | 1,366,341 | 0.1 | ||||||||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/2036 | 592,568 | 0.0 | ||||||||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/2046 | 637,412 | 0.0 | ||||||||
642,000 | Norfolk Southern Corp., 3.942%, 11/01/2047 | 688,398 | 0.0 | ||||||||
1,000,000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 1,066,757 | 0.1 | ||||||||
500,000 | Norfolk Southern Corp., 4.450%, 06/15/2045 | 576,291 | 0.0 | ||||||||
375,000 | Norfolk Southern Corp., 4.800%, 08/15/2043 | 429,070 | 0.0 | ||||||||
750,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 773,162 | 0.0 | ||||||||
500,000 | Northrop Grumman Corp., 3.850%, 04/15/2045 | 538,229 | 0.0 | ||||||||
1,000,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 1,116,800 | 0.1 | ||||||||
200,000 | Packaging Corp. of America, 3.650%, 09/15/2024 | 210,224 | 0.0 | ||||||||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/2034 | 276,671 | 0.0 | ||||||||
2,000,000 | Republic Services, Inc., 5.250%, 11/15/2021 | 2,121,466 | 0.1 | ||||||||
500,000 | Ryder System, Inc., 2.500%, 05/11/2020 | 500,587 | 0.0 | ||||||||
500,000 | Ryder System, Inc., 2.900%, 12/01/2026 | 503,622 | 0.0 | ||||||||
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 306,907 | 0.0 | ||||||||
750,000 | Textron, Inc., 3.650%, 03/01/2021 | 763,696 | 0.0 | ||||||||
500,000 | Union Pacific Corp., 2.750%, 04/15/2023 | 509,458 | 0.0 | ||||||||
500,000 | Union Pacific Corp., 2.750%, 03/01/2026 | 511,140 | 0.0 | ||||||||
250,000 | Union Pacific Corp., 3.375%, 02/01/2035 | 258,968 | 0.0 | ||||||||
250,000 | Union Pacific Corp., 3.750%, 03/15/2024 | 265,202 | 0.0 | ||||||||
250,000 | Union Pacific Corp., 3.799%, 10/01/2051 | 266,087 | 0.0 | ||||||||
750,000 | Union Pacific Corp., 4.050%, 11/15/2045 | 815,269 | 0.0 | ||||||||
500,000 | Union Pacific Corp., 4.250%, 04/15/2043 | 557,404 | 0.0 | ||||||||
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 1,035,473 | 0.1 | ||||||||
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 1,051,435 | 0.1 | ||||||||
500,000 | United Technologies Corp., 3.650%, 08/16/2023 | 527,031 | 0.0 | ||||||||
500,000 | United Technologies Corp., 3.950%, 08/16/2025 | 545,403 | 0.0 | ||||||||
500,000 | United Technologies Corp., 4.125%, 11/16/2028 | 563,235 | 0.0 | ||||||||
500,000 | United Technologies Corp., 4.150%, 05/15/2045 | 572,464 | 0.0 | ||||||||
1,000,000 | United Technologies Corp., 4.450%, 11/16/2038 | 1,183,248 | 0.1 | ||||||||
406,000 | United Technologies Corp., 6.125%, 07/15/2038 | 563,642 | 0.0 | ||||||||
500,000 | United Technologies Corp., 3.350%, 08/16/2021 | 511,997 | 0.0 | ||||||||
500,000 | United Technologies Corp., 4.500%, 06/01/2042 | 598,854 | 0.0 | ||||||||
1,000,000 | United Technologies Corp., 4.625%, 11/16/2048 | 1,250,963 | 0.1 | ||||||||
63,497,706 | 2.0 | ||||||||||
Technology: 1.8% | |||||||||||
500,000 | Analog Devices, Inc., 3.900%, 12/15/2025 | 537,376 | 0.0 | ||||||||
500,000 | Apple, Inc., 2.150%, 02/09/2022 | 504,196 | 0.0 | ||||||||
1,000,000 | Apple, Inc., 2.250%, 02/23/2021 | 1,005,844 | 0.0 | ||||||||
1,000,000 | Apple, Inc., 2.400%, 01/13/2023 | 1,016,617 | 0.0 | ||||||||
1,000,000 | Apple, Inc., 2.400%, 05/03/2023 | 1,017,022 | 0.0 | ||||||||
750,000 | Apple, Inc., 2.500%, 02/09/2022 | 761,236 | 0.0 | ||||||||
750,000 | Apple, Inc., 3.000%, 02/09/2024 | 779,049 | 0.0 | ||||||||
1,000,000 | Apple, Inc., 3.200%, 05/13/2025 | 1,056,413 | 0.1 |
See Accompanying Notes to Financial Statements
118
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Technology: (continued) | |||||||||||
1,000,000 | Apple, Inc., 3.250%, 02/23/2026 | 1,058,858 | 0.1 | ||||||||
1,000,000 | Apple, Inc., 3.350%, 02/09/2027 | 1,064,871 | 0.1 | ||||||||
500,000 | Apple, Inc., 3.450%, 05/06/2024 | 530,894 | 0.0 | ||||||||
500,000 | Apple, Inc., 3.450%, 02/09/2045 | 526,270 | 0.0 | ||||||||
1,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 1,121,497 | 0.1 | ||||||||
400,000 | Apple, Inc., 4.375%, 05/13/2045 | 484,028 | 0.0 | ||||||||
500,000 | Apple, Inc., 4.450%, 05/06/2044 | 609,118 | 0.0 | ||||||||
500,000 | Applied Materials, Inc., 3.900%, 10/01/2025 | 545,022 | 0.0 | ||||||||
400,000 | Autodesk, Inc., 3.600%, 12/15/2022 | 413,774 | 0.0 | ||||||||
250,000 | Autodesk, Inc., 4.375%, 06/15/2025 | 272,985 | 0.0 | ||||||||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 1,036,283 | 0.1 | ||||||||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 1,038,553 | 0.1 | ||||||||
400,000(1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 411,651 | 0.0 | ||||||||
400,000(1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 433,866 | 0.0 | ||||||||
400,000(1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 460,388 | 0.0 | ||||||||
400,000(1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 550,596 | 0.0 | ||||||||
1,000,000 | Hewlett Packard Enterprise Co., 3.500%, 10/05/2021 | 1,025,199 | 0.0 | ||||||||
500,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 505,716 | 0.0 | ||||||||
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | 528,208 | 0.0 | ||||||||
321,000 | HP, Inc., 3.750%, 12/01/2020 | 325,663 | 0.0 | ||||||||
1,000,000 | International Business Machines Corp., 1.625%, 05/15/2020 | 999,747 | 0.0 | ||||||||
1,030,000 | International Business Machines Corp., 2.250%, 02/19/2021 | 1,033,805 | 0.1 | ||||||||
1,020,000 | International Business Machines Corp., 2.500%, 01/27/2022 | 1,031,863 | 0.0 | ||||||||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/2023 | 1,046,865 | 0.1 | ||||||||
1,000,000(2) | International Business Machines Corp., 3.450%, 02/19/2026 | 1,065,863 | 0.1 | ||||||||
500,000 | Intel Corp., 2.450%, 11/15/2029 | 498,514 | 0.0 | ||||||||
1,000,000(2) | Intel Corp., 3.150%, 05/11/2027 | 1,058,314 | 0.1 | ||||||||
1,760,000 | Intel Corp., 3.700%, 07/29/2025 | 1,903,287 | 0.1 | ||||||||
272,000 | Intel Corp., 3.734%, 12/08/2047 | 300,263 | 0.0 | ||||||||
500,000 | Lam Research Corp., 2.800%, 06/15/2021 | 505,399 | 0.0 | ||||||||
400,000 | Lam Research Corp., 3.800%, 03/15/2025 | 426,980 | 0.0 | ||||||||
750,000 | Lam Research Corp., 4.000%, 03/15/2029 | 826,526 | 0.0 | ||||||||
750,000 | Microsoft Corp., 1.550%, 08/08/2021 | 749,010 | 0.0 | ||||||||
1,000,000 | Microsoft Corp., 2.375%, 05/01/2023 | 1,017,476 | 0.0 | ||||||||
1,000,000 | Microsoft Corp., 2.400%, 08/08/2026 | 1,012,942 | 0.0 | ||||||||
1,000,000 | Microsoft Corp., 2.700%, 02/12/2025 | 1,033,501 | 0.0 | ||||||||
500,000 | Microsoft Corp., 2.875%, 02/06/2024 | 518,738 | 0.0 | ||||||||
500,000 | Microsoft Corp., 3.125%, 11/03/2025 | 529,214 | 0.0 | ||||||||
1,500,000 | Microsoft Corp., 3.300%, 02/06/2027 | 1,603,323 | 0.1 | ||||||||
250,000 | Microsoft Corp., 3.500%, 02/12/2035 | 275,251 | 0.0 | ||||||||
750,000 | Microsoft Corp., 3.625%, 12/15/2023 | 798,630 | 0.0 | ||||||||
250,000 | Microsoft Corp., 3.750%, 02/12/2045 | 283,865 | 0.0 | ||||||||
500,000 | Microsoft Corp., 3.950%, 08/08/2056 | 591,203 | 0.0 | ||||||||
1,000,000 | Microsoft Corp., 4.200%, 11/03/2035 | 1,188,645 | 0.1 | ||||||||
1,000,000 | Microsoft Corp., 4.250%, 02/06/2047 | 1,224,806 | 0.1 | ||||||||
1,000,000 | Microsoft Corp., 4.450%, 11/03/2045 | 1,250,090 | 0.1 | ||||||||
250,000 | Microsoft Corp., 4.875%, 12/15/2043 | 326,837 | 0.0 | ||||||||
250,000 | NetApp, Inc., 3.375%, 06/15/2021 | 254,174 | 0.0 | ||||||||
1,000,000 | Oracle Corp., 1.900%, 09/15/2021 | 1,002,090 | 0.0 | ||||||||
500,000 | Oracle Corp., 2.500%, 10/15/2022 | 509,204 | 0.0 | ||||||||
750,000 | Oracle Corp., 2.800%, 07/08/2021 | 761,474 | 0.0 | ||||||||
1,000,000 | Oracle Corp., 2.950%, 11/15/2024 | 1,039,198 | 0.1 | ||||||||
750,000 | Oracle Corp., 2.950%, 05/15/2025 | 780,656 | 0.0 | ||||||||
1,000,000(2) | Oracle Corp., 3.250%, 11/15/2027 | 1,059,848 | 0.1 | ||||||||
500,000 | Oracle Corp., 3.400%, 07/08/2024 | 527,757 | 0.0 | ||||||||
400,000 | Oracle Corp., 3.850%, 07/15/2036 | 438,250 | 0.0 | ||||||||
750,000 | Oracle Corp., 3.900%, 05/15/2035 | 836,033 | 0.0 | ||||||||
750,000 | Oracle Corp., 4.125%, 05/15/2045 | 846,236 | 0.0 | ||||||||
180,000 | Oracle Corp., 4.300%, 07/08/2034 | 210,497 | 0.0 | ||||||||
1,500,000 | Oracle Corp., 5.375%, 07/15/2040 | 1,947,973 | 0.1 |
See Accompanying Notes to Financial Statements
119
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Technology: (continued) | |||||||||||
500,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 512,563 | 0.0 | ||||||||
850,000 | QUALCOMM, Inc., 4.650%, 05/20/2035 | 1,009,890 | 0.0 | ||||||||
350,000 | QUALCOMM, Inc., 4.800%, 05/20/2045 | 428,230 | 0.0 | ||||||||
54,886,223 | 1.8 | ||||||||||
Utilities: 2.0% | |||||||||||
500,000 | Alabama Power Co., 4.150%, 08/15/2044 | 556,650 | 0.0 | ||||||||
300,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 305,313 | 0.0 | ||||||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/2044 | 284,984 | 0.0 | ||||||||
500,000 | Appalachian Power Co., 4.400%, 05/15/2044 | 564,278 | 0.0 | ||||||||
750,000 | Appalachian Power Co., 4.450%, 06/01/2045 | 857,967 | 0.0 | ||||||||
150,000 | Arizona Public Service Co., 2.200%, 01/15/2020 | 150,002 | 0.0 | ||||||||
750,000 | Arizona Public Service Co., 2.950%, 09/15/2027 | 770,000 | 0.0 | ||||||||
400,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 417,952 | 0.0 | ||||||||
500,000 | Atmos Energy Corp., 4.125%, 10/15/2044 | 562,596 | 0.0 | ||||||||
500,000 | Atmos Energy Corp., 4.125%, 03/15/2049 | 573,625 | 0.0 | ||||||||
1,000,000(2) | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,037,016 | 0.1 | ||||||||
500,000 | Baltimore Gas & Electric Co., 3.500%, 08/15/2046 | 508,549 | 0.0 | ||||||||
1,668,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | 2,298,551 | 0.1 | ||||||||
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | 773,026 | 0.0 | ||||||||
250,000 | CMS Energy Corp., 3.875%, 03/01/2024 | 263,153 | 0.0 | ||||||||
250,000 | CMS Energy Corp., 4.875%, 03/01/2044 | 298,167 | 0.0 | ||||||||
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | 225,420 | 0.0 | ||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | 580,172 | 0.0 | ||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | 587,474 | 0.0 | ||||||||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 485,112 | 0.0 | ||||||||
300,000 | Consumers Energy Co., 2.850%, 05/15/2022 | 306,632 | 0.0 | ||||||||
500,000 | Consumers Energy Co., 3.950%, 07/15/2047 | 559,926 | 0.0 | ||||||||
210,000 | Dominion Energy Gas Holdings LLC, 2.800%, 11/15/2020 | 211,503 | 0.0 | ||||||||
200,000 | Dominion Energy Gas Holdings LLC, 3.600%, 12/15/2024 | 209,954 | 0.0 | ||||||||
250,000 | DTE Electric Co., 4.300%, 07/01/2044 | 289,188 | 0.0 | ||||||||
400,000 | DTE Energy Co., 3.500%, 06/01/2024 | 417,565 | 0.0 | ||||||||
400,000 | DTE Energy Co., 3.850%, 12/01/2023 | 419,720 | 0.0 | ||||||||
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | 507,666 | 0.0 | ||||||||
500,000 | Duke Energy Corp., 3.750%, 09/01/2046 | 516,460 | 0.0 | ||||||||
500,000 | Duke Energy Corp., 3.950%, 10/15/2023 | 530,497 | 0.0 | ||||||||
500,000 | Duke Energy Corp., 4.800%, 12/15/2045 | 592,085 | 0.0 | ||||||||
1,000,000 | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 1,094,931 | 0.1 | ||||||||
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/2044 | 169,309 | 0.0 | ||||||||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 852,873 | 0.0 | ||||||||
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/2024 | 527,379 | 0.0 | ||||||||
400,000 | Entergy Arkansas LLC, 3.500%, 04/01/2026 | 421,886 | 0.0 | ||||||||
400,000 | Entergy Arkansas LLC, 3.700%, 06/01/2024 | 424,663 | 0.0 | ||||||||
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 536,131 | 0.0 | ||||||||
1,500,000(2) | Exelon Corp., 4.950%, 06/15/2035 | 1,737,763 | 0.1 | ||||||||
750,000 | Exelon Corp., 5.100%, 06/15/2045 | 902,868 | 0.1 | ||||||||
500,000 | Florida Power & Light Co., 3.250%, 06/01/2024 | 523,655 | 0.0 | ||||||||
750,000 | Florida Power & Light Co., 3.800%, 12/15/2042 | 817,227 | 0.0 | ||||||||
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/2042 | 1,704,320 | 0.1 | ||||||||
500,000(2) | Georgia Power Co., 3.250%, 04/01/2026 | 519,064 | 0.0 | ||||||||
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/2046 | 584,064 | 0.0 | ||||||||
1,000,000(1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 1,091,575 | 0.1 | ||||||||
1,000,000 | ITC Holdings Corp., 3.350%, 11/15/2027 | 1,043,302 | 0.1 | ||||||||
250,000 | ITC Holdings Corp., 3.650%, 06/15/2024 | 261,701 | 0.0 | ||||||||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | 646,227 | 0.0 | ||||||||
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/2040 | 3,101,275 | 0.1 | ||||||||
500,000 | MidAmerican Energy Co., 3.100%, 05/01/2027 | 521,268 | 0.0 | ||||||||
500,000 | MidAmerican Energy Co., 3.950%, 08/01/2047 | 565,901 | 0.0 | ||||||||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,148,713 | 0.1 | ||||||||
250,000(1) | Monongahela Power Co., 5.400%, 12/15/2043 | 322,965 | 0.0 | ||||||||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/2025 | 1,106,197 | 0.1 | ||||||||
250,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/2020 | 250,909 | 0.0 |
See Accompanying Notes to Financial Statements
120
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Utilities:(continued) | |||||||||||
1,000,000(3) | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 1,084,051 | 0.1 | ||||||||
500,000(2) | Northern States Power Co/MN, 4.125%, 05/15/2044 | 574,066 | 0.0 | ||||||||
250,000 | Oklahoma Gas & Electric Co., 4.000%, 12/15/2044 | 262,622 | 0.0 | ||||||||
250,000 | Oklahoma Gas & Electric Co., 4.550%, 03/15/2044 | 283,136 | 0.0 | ||||||||
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 784,039 | 0.0 | ||||||||
1,000,000 | PacifiCorp, 4.150%, 02/15/2050 | 1,147,081 | 0.1 | ||||||||
750,000 | PECO Energy Co., 4.150%, 10/01/2044 | 845,723 | 0.0 | ||||||||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | 282,571 | 0.0 | ||||||||
500,000 | PSEG Power LLC, 3.000%, 06/15/2021 | 505,712 | 0.0 | ||||||||
1,910,000 | Public Service Co. of Colorado, 3.200%, 11/15/2020 | 1,919,821 | 0.1 | ||||||||
1,000,000 | Public Service Co. of Colorado, 3.700%, 06/15/2028 | 1,089,449 | 0.1 | ||||||||
500,000 | Public Service Co. of Colorado, 4.100%, 06/15/2048 | 576,061 | 0.0 | ||||||||
1,000,000 | Public Service Electric & Gas Co., 2.375%, 05/15/2023 | 1,013,416 | 0.1 | ||||||||
750,000 | Public Service Electric & Gas Co., 3.800%, 01/01/2043 | 821,575 | 0.0 | ||||||||
250,000 | Public Service Electric & Gas Co., 4.000%, 06/01/2044 | 275,855 | 0.0 | ||||||||
500,000 | Sempra Energy, 2.850%, 11/15/2020 | 502,873 | 0.0 | ||||||||
750,000 | Sempra Energy, 3.550%, 06/15/2024 | 785,670 | 0.0 | ||||||||
250,000 | Sempra Energy, 3.750%, 11/15/2025 | 264,606 | 0.0 | ||||||||
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 754,061 | 0.0 | ||||||||
250,000 | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | 324,438 | 0.0 | ||||||||
1,372,234 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | 1,500,228 | 0.1 | ||||||||
500,000 | Southern California Edison Co., 3.900%, 03/15/2043 | 512,393 | 0.0 | ||||||||
750,000 | Southern California Edison Co., 4.000%, 04/01/2047 | 788,483 | 0.0 | ||||||||
500,000 | Southern California Edison Co., 4.650%, 10/01/2043 | 566,564 | 0.0 | ||||||||
500,000 | Southern California Gas Co., 4.300%, 01/15/2049 | 569,797 | 0.0 | ||||||||
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 1,105,171 | 0.1 | ||||||||
500,000 | Southern Power Co., 4.150%, 12/01/2025 | 542,233 | 0.0 | ||||||||
250,000 | Union Electric Co., 3.500%, 04/15/2024 | 262,888 | 0.0 | ||||||||
300,000 | Union Electric Co., 3.900%, 09/15/2042 | 326,911 | 0.0 | ||||||||
500,000 | Virginia Electric & Power Co., 4.450%, 02/15/2044 | 580,074 | 0.0 | ||||||||
1,533,000 | Virginia Electric & Power Co., 6.000%, 05/15/2037 | 2,070,285 | 0.1 | ||||||||
1,000,000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 1,111,504 | 0.1 | ||||||||
500,000 | Evergy Kansas Central, Inc., 4.625%, 09/01/2043 | 594,499 | 0.0 | ||||||||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | 280,386 | 0.0 | ||||||||
500,000 | Wisconsin Power & Light Co., 4.100%, 10/15/2044 | 545,092 | 0.0 | ||||||||
63,990,703 | 2.0 | ||||||||||
Total Corporate Bonds/Notes | |||||||||||
(Cost $791,788,825) | 853,097,013 | 27.3 | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | |||||||||||
1,379,013 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,412,965 | 0.1 | ||||||||
1,112,641 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | 1,253,659 | 0.0 | ||||||||
Total Collateralized Mortgage Obligations | |||||||||||
(Cost $2,619,150) | 2,666,624 | 0.1 | |||||||||
MUNICIPAL BONDS: 1.0% | |||||||||||
California: 0.2% | |||||||||||
4,335,000 | State of California, 7.550%, 04/01/2039 | 6,961,836 | 0.2 | ||||||||
Connecticut: 0.1% | |||||||||||
3,735,000 | State of Connecticut, 5.850%, 03/15/2032 | 4,813,780 | 0.1 | ||||||||
New Jersey: 0.3% | |||||||||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | 5,229,530 | 0.2 | ||||||||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | 3,030,106 | 0.1 | ||||||||
8,259,636 | 0.3 | ||||||||||
New York: 0.2% | |||||||||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | 4,968,737 | 0.2 | ||||||||
Washington: 0.2% | |||||||||||
3,900,000 | State of Washington, 5.140%, 08/01/2040 | 4,984,746 | 0.2 | ||||||||
Total Municipal Bonds | |||||||||||
(Cost $22,857,911) | 29,988,735 | 1.0 | |||||||||
U.S. TREASURY OBLIGATIONS: 38.0% | |||||||||||
U.S. Treasury Bonds: 6.5% | |||||||||||
10,659,000 | 2.250%,08/15/2046 | 10,349,688 | 0.3 |
See Accompanying Notes to Financial Statements
121
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
U.S. Treasury Bonds: (continued) | |||||||||||
84,724,000(2) | 2.250 %,08/15/2049 | 82,117,602 | 2.6 | ||||||||
7,000,000 | 2.500 %,02/15/2046 | 7,140,636 | 0.2 | ||||||||
9,072,000 | 2.500 %,05/15/2046 | 9,254,262 | 0.3 | ||||||||
2,000 | 2.750 %,11/15/2042 | 2,132 | 0.0 | ||||||||
9,022,000 | 3.000 %,11/15/2044 | 10,048,441 | 0.3 | ||||||||
10,042,000 | 3.000 %,11/15/2045 | 11,224,410 | 0.4 | ||||||||
26,600 | 3.000 %,02/15/2049 | 29,983 | 0.0 | ||||||||
2,882,000 | 3.125 %,02/15/2043 | 3,265,858 | 0.1 | ||||||||
5,686,000 | 3.125 %,08/15/2044 | 6,462,698 | 0.2 | ||||||||
13,888,000 | 3.625 %,08/15/2043 | 17,016,846 | 0.6 | ||||||||
14,092,000 | 3.625 %,02/15/2044 | 17,303,623 | 0.6 | ||||||||
13,251,000 | 3.750 %,11/15/2043 | 16,556,997 | 0.5 | ||||||||
7,845,000 | 3.875 %,08/15/2040 | 9,880,616 | 0.3 | ||||||||
1,505,000 | 4.375 %,05/15/2040 | 2,019,279 | 0.1 | ||||||||
830,000 | 6.000 %,02/15/2026 | 1,033,056 | 0.0 | ||||||||
203,706,127 | 6.5 | ||||||||||
U.S. Treasury Notes: 31.5% | |||||||||||
10,000,000 | 1.125 %,02/28/2021 | 9,941,385 | 0.3 | ||||||||
8,000,000 | 1.125 %,08/31/2021 | 7,938,248 | 0.3 | ||||||||
13,040,000 | 1.250 %,10/31/2021 | 12,960,710 | 0.4 | ||||||||
933,000 | 1.375 %,01/31/2020 | 932,798 | 0.0 | ||||||||
10,000,000 | 1.375 %,10/31/2020 | 9,977,278 | 0.3 | ||||||||
37,540,000 | 1.375 %,04/30/2021 | 37,424,924 | 1.2 | ||||||||
7,000,000 | 1.375 %,08/31/2023 | 6,930,450 | 0.2 | ||||||||
5,000,000 | 1.375 %,09/30/2023 | 4,946,508 | 0.2 | ||||||||
752,000 | 1.500 %,05/31/2020 | 751,616 | 0.0 | ||||||||
4,833,000 | 1.500 %,01/31/2022 | 4,825,114 | 0.2 | ||||||||
10,000,000 | 1.500 %,02/28/2023 | 9,961,043 | 0.3 | ||||||||
10,000,000 | 1.500 %,03/31/2023 | 9,959,281 | 0.3 | ||||||||
2,976,000 | 1.625 %,08/15/2022 | 2,977,995 | 0.1 | ||||||||
6,480,000 | 1.625 %,04/30/2023 | 6,476,783 | 0.2 | ||||||||
10,184,000 | 1.625 %,05/31/2023 | 10,179,536 | 0.3 | ||||||||
4,046,000 | 1.625 %,10/31/2023 | 4,040,015 | 0.1 | ||||||||
24,847,000 | 1.625 %,02/15/2026 | 24,607,079 | 0.8 | ||||||||
7,810,000 | 1.750 %,04/30/2022 | 7,837,845 | 0.3 | ||||||||
168,000 | 1.750 %,07/15/2022 | 168,606 | 0.0 | ||||||||
18,000,000 | 1.750 %,09/30/2022 | 18,067,008 | 0.6 | ||||||||
69,000 | 1.750 %,01/31/2023 | 69,260 | 0.0 | ||||||||
8,000,000 | 1.875 %,11/30/2021 | 8,045,505 | 0.3 | ||||||||
10,000,000 | 1.875 %,05/31/2022 | 10,066,708 | 0.3 | ||||||||
3,003,000 | 1.875 %,08/31/2022 | 3,024,171 | 0.1 | ||||||||
10,000 | 1.875 %,06/30/2026 | 10,040 | 0.0 | ||||||||
12,097,000 | 2.000 %,02/28/2021 | 12,146,591 | 0.4 | ||||||||
8,063,000 | 2.000 %,12/31/2021 | 8,126,634 | 0.3 | ||||||||
4,000,000 | 2.000 %,07/31/2022 | 4,040,177 | 0.1 | ||||||||
17,133,000 | 2.000 %,11/15/2026 | 17,314,468 | 0.6 | ||||||||
3,700,000 | 2.125 %,09/30/2021 | 3,732,945 | 0.1 | ||||||||
3,774,000 | 2.125 %,12/31/2021 | 3,813,304 | 0.1 | ||||||||
10,105,000 | 2.125 %,06/30/2022 | 10,236,175 | 0.3 | ||||||||
5,000,000 | 2.125 %,11/30/2023 | 5,086,074 | 0.2 | ||||||||
20,000,000 | 2.125 %,05/15/2025 | 20,397,140 | 0.7 | ||||||||
51,000 | 2.250 %,04/30/2021 | 51,435 | 0.0 | ||||||||
3,011,000 | 2.250 %,12/31/2023 | 3,077,650 | 0.1 | ||||||||
19,000 | 2.250 %,04/30/2024 | 19,444 | 0.0 | ||||||||
26,457,000 | 2.250 %,11/15/2024 | 27,131,904 | 0.9 | ||||||||
1,352,000 | 2.250 %,11/15/2025 | 1,387,720 | 0.0 | ||||||||
19,590,000 | 2.375 %,12/31/2020 | 19,728,703 | 0.6 | ||||||||
373,000 | 2.375 %,04/30/2026 | 385,792 | 0.0 | ||||||||
68,000 | 2.375 %,05/15/2029 | 70,636 | 0.0 | ||||||||
9,874,000 | 2.500 %,05/15/2024 | 10,210,560 | 0.3 | ||||||||
11,396,000 | 2.750 %,09/15/2021 | 11,614,401 | 0.4 | ||||||||
36,569,500 | 2.750 %,11/15/2023 | 38,042,433 | 1.2 | ||||||||
37,052,000 | 2.750 %,02/15/2024 | 38,625,530 | 1.2 | ||||||||
16,545,000 | 2.875 %,10/31/2020 | 16,710,346 | 0.5 | ||||||||
7,790,000 | 3.500 %,05/15/2020 | 7,842,323 | 0.3 | ||||||||
456,000(2) | 1.500 %,10/31/2024 | 451,836 | 0.0 | ||||||||
140,440,000(2) | 1.625 %,12/31/2021 | 140,581,708 | 4.5 | ||||||||
86,939,000 | 1.625 %,12/15/2022 | 86,980,284 | 2.8 | ||||||||
90,454,000 | 1.750 %,12/31/2024 | 90,659,200 | 2.9 | ||||||||
92,431,000 | 1.750 %,12/31/2026 | 91,896,485 | 2.9 | ||||||||
83,733,000(2) | 1.750 %,11/15/2029 | 82,414,843 | 2.6 | ||||||||
20,498,000 | 2.125 %,01/31/2021 | 20,605,378 | 0.7 | ||||||||
985,502,025 | 31.5 | ||||||||||
Total U.S. Treasury Obligations | |||||||||||
(Cost $1,169,654,753) | 1,189,208,152 | 38.0 | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.8% | |||||||||||
Federal Home Loan Mortgage Corporation: 6.5%(4) | |||||||||||
5,782,970 | 3.000 %,04/01/2045 | 5,936,883 | 0.2 | ||||||||
6,090,397 | 3.000 %,04/01/2045 | 6,271,290 | 0.2 | ||||||||
24,934,727 | 3.000 %,05/01/2045 | 25,544,508 | 0.8 | ||||||||
8,837,700 | 3.000 %,11/01/2046 | 9,122,275 | 0.3 | ||||||||
9,376,850 | 3.000 %,11/01/2047 | 9,655,061 | 0.3 | ||||||||
331,674 | 3.500 %,01/01/2042 | 349,692 | 0.0 | ||||||||
1,862,759 | 3.500 %,01/01/2042 | 1,964,247 | 0.1 | ||||||||
5,874,871 | 3.500 %,08/01/2042 | 6,178,308 | 0.2 | ||||||||
22,960,712 | 3.500 %,04/01/2043 | 24,150,273 | 0.8 | ||||||||
24,209,304 | 3.500 %,02/01/2044 | 25,459,764 | 0.8 | ||||||||
8,716,746 | 3.500 %,12/01/2046 | 9,145,149 | 0.3 | ||||||||
5,815,854 | 3.500 %,12/01/2047 | 6,097,989 | 0.2 | ||||||||
25,519,294 | 3.500 %,03/01/2048 | 26,944,402 | 0.9 | ||||||||
786,633 | 4.000 %,01/01/2025 | 820,976 | 0.0 | ||||||||
124,544 | 4.000 %,08/01/2040 | 133,661 | 0.0 | ||||||||
1,496,736 | 4.000 %,04/01/2041 | 1,606,525 | 0.1 | ||||||||
1,198,917 | 4.000 %,05/01/2041 | 1,269,992 | 0.1 | ||||||||
62,798 | 4.000 %,08/01/2041 | 67,422 | 0.0 | ||||||||
195,281 | 4.000 %,12/01/2041 | 209,428 | 0.0 | ||||||||
754,926 | 4.000 %,01/01/2042 | 785,927 | 0.0 | ||||||||
2,784,278 | 4.000 %,03/01/2042 | 2,989,516 | 0.1 | ||||||||
78,945 | 4.000 %,12/01/2042 | 84,613 | 0.0 | ||||||||
862,061 | 4.000 %,02/01/2044 | 939,086 | 0.1 | ||||||||
710,618 | 4.000 %,07/01/2045 | 753,655 | 0.0 | ||||||||
792,295 | 4.000 %,09/01/2045 | 840,230 | 0.0 | ||||||||
537,524 | 4.000 %,09/01/2045 | 570,037 | 0.0 | ||||||||
621,012 | 4.000 %,09/01/2045 | 658,592 | 0.0 | ||||||||
1,877,628 | 4.000 %,05/01/2046 | 1,986,517 | 0.1 | ||||||||
692,232 | 4.000 %,11/01/2047 | 723,628 | 0.0 | ||||||||
933,453 | 4.000 %,03/01/2048 | 979,626 | 0.1 | ||||||||
3,717 | 4.500 %,04/01/2023 | 3,854 | 0.0 | ||||||||
70,481 | 4.500 %,03/01/2039 | 76,570 | 0.0 | ||||||||
213,137 | 4.500 %,08/01/2039 | 231,615 | 0.0 | ||||||||
264,966 | 4.500 %,09/01/2039 | 287,890 | 0.0 | ||||||||
341,350 | 4.500 %,09/01/2039 | 370,874 | 0.0 | ||||||||
516,777 | 4.500 %,09/01/2039 | 561,487 | 0.0 | ||||||||
577,187 | 4.500 %,10/01/2039 | 627,044 | 0.0 | ||||||||
726,486 | 4.500 %,12/01/2039 | 789,565 | 0.0 | ||||||||
226,929 | 4.500 %,03/01/2040 | 246,650 | 0.0 | ||||||||
482,280 | 4.500 %,04/01/2040 | 524,272 | 0.0 | ||||||||
97,563 | 4.500 %,06/01/2040 | 106,047 | 0.0 | ||||||||
485,854 | 4.500 %,07/01/2040 | 528,016 | 0.0 | ||||||||
533,116 | 4.500 %,07/01/2040 | 574,034 | 0.0 | ||||||||
493,162 | 4.500 %,08/01/2040 | 535,980 | 0.0 | ||||||||
162,971 | 4.500 %,08/01/2040 | 177,127 | 0.0 | ||||||||
157,337 | 4.500 %,03/01/2041 | 170,992 | 0.0 | ||||||||
553,839 | 4.500 %,03/01/2041 | 601,932 | 0.0 | ||||||||
225,674 | 4.500 %,04/01/2041 | 245,293 | 0.0 | ||||||||
683,309 | 4.500 %,06/01/2041 | 742,825 | 0.0 | ||||||||
578,322 | 4.500 %,07/01/2041 | 628,697 | 0.0 | ||||||||
3,717,609 | 4.500 %,08/01/2041 | 4,041,464 | 0.2 | ||||||||
92,003 | 4.500 %,08/01/2041 | 97,998 | 0.0 | ||||||||
3,594,436 | 4.500 %,07/01/2048 | 3,785,120 | 0.1 | ||||||||
17,061 | 5.000 %,03/01/2034 | 18,817 | 0.0 | ||||||||
109,305 | 5.000 %,12/01/2034 | 120,663 | 0.0 | ||||||||
346,270 | 5.000 %,08/01/2035 | 382,075 | 0.0 | ||||||||
126,991 | 5.000 %,08/01/2035 | 139,974 | 0.0 | ||||||||
116,322 | 5.000 %,10/01/2035 | 128,437 | 0.0 |
See Accompanying Notes to Financial Statements
122
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Federal Home Loan Mortgage Corporation: (continued) | |||||||||||
106,041 | 5.000 %,10/01/2035 | 115,167 | 0.0 | ||||||||
148,885 | 5.000 %,10/01/2035 | 164,229 | 0.0 | ||||||||
271,380 | 5.000 %,12/01/2035 | 299,590 | 0.0 | ||||||||
37,325 | 5.000 %,04/01/2036 | 41,144 | 0.0 | ||||||||
119,836 | 5.000 %,11/01/2036 | 132,199 | 0.0 | ||||||||
85,780 | 5.000 %,02/01/2037 | 94,679 | 0.0 | ||||||||
67,948 | 5.000 %,05/01/2037 | 74,972 | 0.0 | ||||||||
991,349 | 5.000 %,10/01/2037 | 1,093,849 | 0.1 | ||||||||
177,306 | 5.000 %,03/01/2038 | 195,736 | 0.0 | ||||||||
589,082 | 5.000 %,03/01/2038 | 650,328 | 0.0 | ||||||||
513,757 | 5.000 %,03/01/2038 | 567,370 | 0.0 | ||||||||
178,964 | 5.000 %,04/01/2038 | 197,262 | 0.0 | ||||||||
18,273 | 5.000 %,10/01/2038 | 20,158 | 0.0 | ||||||||
69,884 | 5.000 %,06/01/2040 | 77,203 | 0.0 | ||||||||
178,423 | 5.000 %,08/01/2040 | 197,110 | 0.0 | ||||||||
420,085 | 5.000 %,04/01/2041 | 463,445 | 0.0 | ||||||||
814,070 | 5.008%, (US0012M + 1.900%),02/01/2042 | 850,391 | 0.0 | ||||||||
53,919 | 5.490 %,02/01/2037 | 58,036 | 0.0 | ||||||||
115,933 | 5.500 %,12/01/2024 | 120,096 | 0.0 | ||||||||
84,933 | 5.500 %,09/01/2034 | 95,687 | 0.0 | ||||||||
95,909 | 5.500 %,01/01/2035 | 107,513 | 0.0 | ||||||||
979,750 | 5.500 %,09/01/2035 | 1,103,009 | 0.1 | ||||||||
44,871 | 5.500 %,09/01/2035 | 50,445 | 0.0 | ||||||||
833,502 | 5.500 %,10/01/2035 | 937,330 | 0.1 | ||||||||
65,247 | 5.500 %,03/01/2036 | 73,061 | 0.0 | ||||||||
289,034 | 5.500 %,03/01/2036 | 325,384 | 0.0 | ||||||||
49,917 | 5.500 %,05/01/2036 | 56,092 | 0.0 | ||||||||
257,316 | 5.500 %,06/01/2036 | 289,763 | 0.0 | ||||||||
4,171 | 5.500 %,07/01/2036 | 4,699 | 0.0 | ||||||||
103,230 | 5.500 %,07/01/2036 | 116,310 | 0.0 | ||||||||
16,758 | 5.500 %,07/01/2036 | 18,868 | 0.0 | ||||||||
20,637 | 5.500 %,10/01/2036 | 23,215 | 0.0 | ||||||||
113,347 | 5.500 %,11/01/2036 | 127,440 | 0.0 | ||||||||
11,618 | 5.500 %,12/01/2036 | 12,497 | 0.0 | ||||||||
64,905 | 5.500 %,12/01/2036 | 73,001 | 0.0 | ||||||||
85,417 | 5.500 %,12/01/2036 | 96,125 | 0.0 | ||||||||
77,989 | 5.500 %,02/01/2037 | 87,740 | 0.0 | ||||||||
12,324 | 5.500 %,02/01/2037 | 13,791 | 0.0 | ||||||||
26,279 | 5.500 %,05/01/2037 | 29,490 | 0.0 | ||||||||
3,784 | 5.500 %,06/01/2037 | 4,253 | 0.0 | ||||||||
41,797 | 5.500 %,12/01/2037 | 46,886 | 0.0 | ||||||||
22,538 | 5.500 %,03/01/2038 | 25,312 | 0.0 | ||||||||
12,808 | 5.500 %,06/01/2038 | 14,390 | 0.0 | ||||||||
5,425 | 5.500 %,06/01/2038 | 6,083 | 0.0 | ||||||||
10,639 | 5.500 %,08/01/2038 | 11,889 | 0.0 | ||||||||
2,047 | 5.500 %,10/01/2038 | 2,241 | 0.0 | ||||||||
777,619 | 5.500 %,11/01/2038 | 874,300 | 0.1 | ||||||||
17,673 | 5.500 %,12/01/2038 | 19,861 | 0.0 | ||||||||
12,997 | 5.500 %,12/01/2038 | 14,597 | 0.0 | ||||||||
13,524 | 5.500 %,12/01/2038 | 15,156 | 0.0 | ||||||||
22,765 | 5.500 %,01/01/2039 | 25,572 | 0.0 | ||||||||
127,489 | 5.500 %,01/01/2039 | 143,303 | 0.0 | ||||||||
86,174 | 5.500 %,01/01/2040 | 96,187 | 0.0 | ||||||||
87,524 | 5.500 %,01/01/2040 | 98,330 | 0.0 | ||||||||
83,515 | 5.500 %,03/01/2040 | 93,689 | 0.0 | ||||||||
112,482 | 5.500 %,01/01/2041 | 121,258 | 0.0 | ||||||||
62,160 | 5.750 %,05/01/2037 | 67,834 | 0.0 | ||||||||
122,004 | 5.800 %,07/01/2037 | 133,192 | 0.0 | ||||||||
66,941 | 5.800 %,08/01/2037 | 73,238 | 0.0 | ||||||||
75,827 | 5.800 %,09/01/2037 | 82,992 | 0.0 | ||||||||
39,137 | 5.800 %,09/01/2037 | 42,834 | 0.0 | ||||||||
5,409 | 6.000 %,04/01/2028 | 6,053 | 0.0 | ||||||||
48,731 | 6.000 %,07/01/2028 | 53,677 | 0.0 | ||||||||
229 | 6.000 %,04/01/2036 | 253 | 0.0 | ||||||||
3,668 | 6.000 %,04/01/2036 | 4,205 | 0.0 | ||||||||
10,704 | 6.000 %,04/01/2036 | 12,257 | 0.0 | ||||||||
35,473 | 6.000 %,06/01/2036 | 40,694 | 0.0 | ||||||||
11,539 | 6.000 %,07/01/2036 | 13,234 | 0.0 | ||||||||
75,502 | 6.000 %,08/01/2036 | 86,580 | 0.0 | ||||||||
11,180 | 6.000 %,08/01/2036 | 12,840 | 0.0 | ||||||||
4,824 | 6.000 %,08/01/2036 | 5,333 | 0.0 | ||||||||
69,525 | 6.000 %,01/01/2037 | 78,721 | 0.0 | ||||||||
53,437 | 6.000 %,02/01/2037 | 61,368 | 0.0 | ||||||||
3,191 | 6.000 %,04/01/2037 | 3,659 | 0.0 | ||||||||
19,789 | 6.000 %,06/01/2037 | 22,739 | 0.0 | ||||||||
1,550 | 6.000 %,06/01/2037 | 1,776 | 0.0 | ||||||||
338 | 6.000 %,07/01/2037 | 387 | 0.0 | ||||||||
8,531 | 6.000 %,07/01/2037 | 9,795 | 0.0 | ||||||||
2,153 | 6.000 %,08/01/2037 | 2,460 | 0.0 | ||||||||
3,907 | 6.000 %,08/01/2037 | 4,480 | 0.0 | ||||||||
156,855 | 6.000 %,08/01/2037 | 175,912 | 0.0 | ||||||||
27,684 | 6.000 %,08/01/2037 | 31,733 | 0.0 | ||||||||
7,663 | 6.000 %,08/01/2037 | 8,467 | 0.0 | ||||||||
6,680 | 6.000 %,08/01/2037 | 7,362 | 0.0 | ||||||||
8,978 | 6.000 %,08/01/2037 | 10,286 | 0.0 | ||||||||
18,601 | 6.000 %,09/01/2037 | 21,264 | 0.0 | ||||||||
6,696 | 6.000 %,09/01/2037 | 7,691 | 0.0 | ||||||||
3,429 | 6.000 %,09/01/2037 | 3,927 | 0.0 | ||||||||
11,399 | 6.000 %,10/01/2037 | 13,093 | 0.0 | ||||||||
19,512 | 6.000 %,10/01/2037 | 21,515 | 0.0 | ||||||||
15,302 | 6.000 %,10/01/2037 | 17,575 | 0.0 | ||||||||
5,967 | 6.000 %,10/01/2037 | 6,571 | 0.0 | ||||||||
33,480 | 6.000 %,11/01/2037 | 38,375 | 0.0 | ||||||||
3,271 | 6.000 %,11/01/2037 | 3,752 | 0.0 | ||||||||
1,221 | 6.000 %,11/01/2037 | 1,344 | 0.0 | ||||||||
972 | 6.000 %,12/01/2037 | 1,072 | 0.0 | ||||||||
67,090 | 6.000 %,12/01/2037 | 76,822 | 0.0 | ||||||||
21,181 | 6.000 %,01/01/2038 | 24,327 | 0.0 | ||||||||
20,820 | 6.000 %,01/01/2038 | 23,382 | 0.0 | ||||||||
3,151 | 6.000 %,01/01/2038 | 3,614 | 0.0 | ||||||||
2,501 | 6.000 %,02/01/2038 | 2,759 | 0.0 | ||||||||
19,775 | 6.000 %,02/01/2038 | 21,844 | 0.0 | ||||||||
18,015 | 6.000 %,05/01/2038 | 20,014 | 0.0 | ||||||||
1,780 | 6.000 %,06/01/2038 | 2,042 | 0.0 | ||||||||
64,595 | 6.000 %,07/01/2038 | 74,066 | 0.0 | ||||||||
37,349 | 6.000 %,07/01/2038 | 42,856 | 0.0 | ||||||||
11,137 | 6.000 %,09/01/2038 | 12,277 | 0.0 | ||||||||
1,129 | 6.000 %,09/01/2038 | 1,295 | 0.0 | ||||||||
284,669 | 6.000 %,09/01/2038 | 326,130 | 0.0 | ||||||||
10,231 | 6.000 %,09/01/2038 | 11,751 | 0.0 | ||||||||
19,616 | 6.000 %,11/01/2038 | 22,493 | 0.0 | ||||||||
147,789 | 6.000 %,01/01/2039 | 168,640 | 0.0 | ||||||||
185,605 | 6.000 %,04/01/2039 | 212,948 | 0.0 | ||||||||
48,521 | 6.000 %,08/01/2039 | 55,731 | 0.0 | ||||||||
60,205 | 6.000 %,10/01/2039 | 69,153 | 0.0 | ||||||||
53,544 | 6.000 %,11/01/2039 | 59,088 | 0.0 | ||||||||
24,802 | 6.000 %,11/01/2039 | 28,452 | 0.0 | ||||||||
2,189 | 6.000 %,12/01/2039 | 2,514 | 0.0 | ||||||||
78,224 | 6.000 %,05/01/2040 | 89,846 | 0.0 | ||||||||
59,251 | 6.150 %,12/01/2037 | 65,537 | 0.0 | ||||||||
73,350 | 6.150 %,01/01/2038 | 81,222 | 0.0 | ||||||||
157,997 | 6.150 %,02/01/2038 | 175,107 | 0.0 | ||||||||
84,493 | 6.150 %,02/01/2038 | 93,519 | 0.0 | ||||||||
840,000 | 6.250 %,07/15/2032 | 1,209,040 | 0.1 | ||||||||
12,748 | 6.500 %,06/01/2036 | 14,364 | 0.0 | ||||||||
2,441 | 6.500 %,08/01/2036 | 2,803 | 0.0 | ||||||||
45,552 | 6.500 %,10/01/2036 | 51,493 | 0.0 | ||||||||
1,493 | 6.500 %,10/01/2036 | 1,700 | 0.0 | ||||||||
20,714 | 6.500 %,07/01/2037 | 23,203 | 0.0 | ||||||||
6,921 | 6.500 %,09/01/2037 | 7,719 | 0.0 | ||||||||
3,860 | 6.500 %,10/01/2037 | 4,323 | 0.0 | ||||||||
4,561 | 6.500 %,11/01/2037 | 5,142 | 0.0 | ||||||||
10,006 | 6.500 %,04/01/2038 | 11,326 | 0.0 | ||||||||
20,882 | 6.500 %,04/01/2038 | 23,484 | 0.0 | ||||||||
628 | 6.500 %,05/01/2038 | 698 | 0.0 |
See Accompanying Notes to Financial Statements
123
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Federal Home Loan Mortgage Corporation: (continued) | |||||||||||
3,568 | 6.500 %,05/01/2038 | 3,965 | 0.0 | ||||||||
2,164 | 6.500 %,07/01/2038 | 2,405 | 0.0 | ||||||||
1,319 | 6.500 %,08/01/2038 | 1,480 | 0.0 | ||||||||
270 | 6.500 %,10/01/2038 | 301 | 0.0 | ||||||||
7,830 | 6.500 %,11/01/2038 | 8,788 | 0.0 | ||||||||
1,267 | 6.500 %,12/01/2038 | 1,408 | 0.0 | ||||||||
12,285 | 6.500 %,12/01/2038 | 14,079 | 0.0 | ||||||||
599,645 | 6.500 %,12/01/2038 | 686,730 | 0.0 | ||||||||
7,340 | 6.500 %,12/01/2038 | 8,157 | 0.0 | ||||||||
57,282 | 6.500 %,12/01/2038 | 63,656 | 0.0 | ||||||||
2,973 | 6.500 %,01/01/2039 | 3,465 | 0.0 | ||||||||
204,760,013 | 6.5 | ||||||||||
Federal National Mortgage Association: 1.2%(4) | |||||||||||
2,420,000 | 1.500 %,06/22/2020 | 2,418,412 | 0.1 | ||||||||
5,046,726 | 3.000 %,09/01/2046 | 5,076,421 | 0.2 | ||||||||
19,804,852 | 3.500 %,11/01/2051 | 20,780,017 | 0.7 | ||||||||
1,327,424 | 3.720 %,10/01/2029 | 1,437,450 | 0.0 | ||||||||
69,570 | 5.700 %,07/01/2036 | 71,527 | 0.0 | ||||||||
15,249 | 5.700 %,07/01/2036 | 15,271 | 0.0 | ||||||||
805,000 | 6.625 %,11/15/2030 | 1,146,827 | 0.0 | ||||||||
3,430,000 | 7.125 %,01/15/2030 | 4,963,808 | 0.2 | ||||||||
35,909,733 | 1.2 | ||||||||||
Government National Mortgage Association: 8.5% | |||||||||||
11,396,853 | 3.000 %,04/15/2045 | 11,733,032 | 0.4 | ||||||||
9,060,898 | 3.000 %,07/20/2045 | 9,355,175 | 0.3 | ||||||||
4,333,868 | 3.000 %,04/20/2046 | 4,473,447 | 0.2 | ||||||||
17,410,877 | 3.000 %,07/20/2046 | 17,966,721 | 0.6 | ||||||||
8,191,164 | 3.000 %,07/20/2047 | 8,445,092 | 0.3 | ||||||||
24,178,560 | 3.000 %,04/20/2048 | 24,862,893 | 0.8 | ||||||||
22,817,663 | 3.500 %,03/20/2047 | 23,846,396 | 0.8 | ||||||||
12,466,143 | 3.500 %,09/20/2047 | 12,985,429 | 0.4 | ||||||||
3,778,669 | 3.500 %,01/20/2048 | 3,952,763 | 0.1 | ||||||||
23,053,412 | 3.500 %,02/20/2048 | 24,094,085 | 0.8 | ||||||||
23,321,905 | 3.500 %,03/20/2048 | 24,501,128 | 0.8 | ||||||||
5,757,160 | 4.000 %,10/20/2043 | 6,074,911 | 0.2 | ||||||||
3,205,532 | 4.000 %,03/20/2046 | 3,368,783 | 0.1 | ||||||||
5,377,963 | 4.000 %,03/20/2046 | 5,654,394 | 0.2 | ||||||||
55,500,000(5) | 4.000 %,01/20/2050 | 57,445,575 | 1.9 | ||||||||
1,001,910 | 4.500 %,02/20/2041 | 1,082,680 | 0.0 | ||||||||
309,099 | 4.500 %,03/20/2041 | 334,065 | 0.0 | ||||||||
1,180,123 | 4.500 %,05/20/2041 | 1,275,311 | 0.1 | ||||||||
1,324,589 | 4.500 %,06/20/2041 | 1,431,573 | 0.1 | ||||||||
2,481,246 | 4.500 %,07/20/2041 | 2,681,750 | 0.1 | ||||||||
1,024,873 | 4.500 %,09/20/2041 | 1,107,709 | 0.0 | ||||||||
3,119,963 | 4.500 %,10/20/2041 | 3,371,911 | 0.1 | ||||||||
11,432 | 5.000 %,10/15/2037 | 12,746 | 0.0 | ||||||||
2,683 | 5.000 %,04/15/2038 | 2,951 | 0.0 | ||||||||
62,116 | 5.000 %,03/15/2039 | 69,293 | 0.0 | ||||||||
109,488 | 5.000 %,08/15/2039 | 122,007 | 0.0 | ||||||||
895,723 | 5.000 %,09/15/2039 | 997,713 | 0.0 | ||||||||
935,715 | 5.000 %,09/15/2039 | 1,039,102 | 0.0 | ||||||||
756,514 | 5.000 %,02/15/2040 | 843,122 | 0.0 | ||||||||
579,281 | 5.000 %,04/15/2040 | 645,579 | 0.0 | ||||||||
1,181,088 | 5.000 %,06/15/2040 | 1,315,265 | 0.1 | ||||||||
41,549 | 5.000 %,07/15/2040 | 46,281 | 0.0 | ||||||||
304,711 | 5.000 %,04/15/2042 | 327,845 | 0.0 | ||||||||
714,013 | 5.000 %,04/20/2042 | 790,175 | 0.0 | ||||||||
2,911,571 | 5.000 %,06/20/2048 | 3,070,726 | 0.1 | ||||||||
32,102 | 5.500 %,07/20/2038 | 35,785 | 0.0 | ||||||||
418,511 | 5.500 %,09/20/2039 | 466,462 | 0.0 | ||||||||
30,305 | 5.500 %,10/20/2039 | 33,684 | 0.0 | ||||||||
17,664 | 5.500 %,11/20/2039 | 19,634 | 0.0 | ||||||||
704,190 | 5.500 %,11/20/2039 | 785,070 | 0.0 | ||||||||
10,459 | 5.500 %,12/20/2040 | 11,811 | 0.0 | ||||||||
32,950 | 5.500 %,01/20/2041 | 36,854 | 0.0 | ||||||||
226,176 | 5.500 %,03/20/2041 | 252,272 | 0.0 | ||||||||
332,874 | 5.500 %,04/20/2041 | 371,235 | 0.0 | ||||||||
535,400 | 5.500 %,05/20/2041 | 596,986 | 0.0 | ||||||||
512,037 | 5.500 %,06/20/2041 | 580,742 | 0.0 | ||||||||
16,159 | 6.000 %,10/15/2036 | 18,502 | 0.0 | ||||||||
52,440 | 6.000 %,08/15/2037 | 60,017 | 0.0 | ||||||||
41,202 | 6.000 %,11/15/2037 | 46,175 | 0.0 | ||||||||
9,009 | 6.000 %,12/15/2037 | 9,957 | 0.0 | ||||||||
23,553 | 6.000 %,01/15/2038 | 26,878 | 0.0 | ||||||||
24,983 | 6.000 %,01/15/2038 | 28,598 | 0.0 | ||||||||
25,978 | 6.000 %,02/15/2038 | 29,735 | 0.0 | ||||||||
76,700 | 6.000 %,02/15/2038 | 85,942 | 0.0 | ||||||||
515 | 6.000 %,02/15/2038 | 579 | 0.0 | ||||||||
828 | 6.000 %,04/15/2038 | 913 | 0.0 | ||||||||
152,490 | 6.000 %,05/15/2038 | 174,523 | 0.0 | ||||||||
181,678 | 6.000 %,05/15/2038 | 208,021 | 0.0 | ||||||||
26,472 | 6.000 %,07/15/2038 | 30,343 | 0.0 | ||||||||
60,369 | 6.000 %,09/15/2038 | 69,122 | 0.0 | ||||||||
56,839 | 6.000 %,11/15/2038 | 63,201 | 0.0 | ||||||||
766,968 | 6.000 %,08/20/2040 | 877,754 | 0.0 | ||||||||
264,248,423 | 8.5 | ||||||||||
Other U.S. Agency Obligations: 0.8% | |||||||||||
12,500,000 | 2.390 %,11/01/2034 | 12,307,867 | 0.4 | ||||||||
1,500,000 | 1.875 %,08/15/2022 | 1,505,673 | 0.0 | ||||||||
5,000,000 | 2.400 %,09/21/2026 | 5,133,383 | 0.2 | ||||||||
10,000 | 6.150 %,01/15/2038 | 14,808 | 0.0 | ||||||||
5,000,000 | 7.125 %,05/01/2030 | 7,206,109 | 0.2 | ||||||||
26,167,840 | 0.8 | ||||||||||
Uniform Mortgage-Backed Securities: 10.8% | |||||||||||
4,413,076 | 2.500 %,09/01/2027 | 4,470,577 | 0.2 | ||||||||
4,554,764 | 2.500 %,06/01/2030 | 4,614,258 | 0.2 | ||||||||
6,545,242 | 2.500 %,06/01/2030 | 6,630,723 | 0.2 | ||||||||
2,672,291 | 2.500 %,07/01/2030 | 2,707,186 | 0.1 | ||||||||
17,728,452 | 2.500 %,04/01/2037 | 17,922,472 | 0.6 | ||||||||
1,648,743 | 3.000 %,06/01/2026 | 1,689,375 | 0.1 | ||||||||
6,178,755 | 3.000 %,08/01/2030 | 6,372,961 | 0.2 | ||||||||
2,707,327 | 3.000 %,09/01/2030 | 2,798,393 | 0.1 | ||||||||
45,689,381 | 3.000 %,12/01/2034 | 46,926,635 | 1.5 | ||||||||
18,458,617 | 3.000 %,12/01/2042 | 19,041,777 | 0.6 | ||||||||
10,244,227 | 3.000 %,07/01/2043 | 10,545,798 | 0.3 | ||||||||
5,126,355 | 3.000 %,09/01/2043 | 5,277,778 | 0.2 | ||||||||
5,246,229 | 3.000 %,07/01/2046 | 5,405,436 | 0.2 | ||||||||
2,057,010 | 3.000 %,08/01/2046 | 2,116,893 | 0.1 | ||||||||
21,154,538 | 3.000 %,12/01/2046 | 21,652,954 | 0.7 | ||||||||
4,284,740 | 3.500 %,05/01/2029 | 4,445,302 | 0.2 | ||||||||
1,351,994 | 3.500 %,03/01/2041 | 1,424,589 | 0.1 | ||||||||
1,453,323 | 3.500 %,12/01/2041 | 1,531,419 | 0.1 | ||||||||
2,668,346 | 3.500 %,01/01/2042 | 2,812,095 | 0.1 | ||||||||
5,648,575 | 3.500 %,10/01/2042 | 5,951,401 | 0.2 | ||||||||
13,694,158 | 3.500 %,11/01/2042 | 14,432,002 | 0.5 | ||||||||
5,337,771 | 3.500 %,01/01/2046 | 5,646,060 | 0.2 | ||||||||
8,079,894 | 3.500 %,02/01/2046 | 8,546,565 | 0.3 | ||||||||
3,873,261 | 3.500 %,02/01/2046 | 4,096,968 | 0.1 | ||||||||
9,296,098 | 3.500 %,04/01/2046 | 9,745,989 | 0.3 | ||||||||
1,929,618 | 4.000 %,09/01/2026 | 2,012,439 | 0.1 | ||||||||
849,605 | 4.000 %,10/01/2040 | 915,777 | 0.0 | ||||||||
178,621 | 4.000 %,10/01/2040 | 191,650 | 0.0 | ||||||||
14,790,980 | 4.000 %,11/01/2040 | 15,866,542 | 0.5 | ||||||||
1,532,970 | 4.000 %,12/01/2040 | 1,648,518 | 0.1 | ||||||||
1,245,670 | 4.000 %,12/01/2040 | 1,336,667 | 0.1 | ||||||||
2,537,818 | 4.000 %,02/01/2041 | 2,722,136 | 0.1 | ||||||||
398,455 | 4.000 %,03/01/2041 | 427,457 | 0.0 | ||||||||
400,338 | 4.000 %,04/01/2041 | 429,577 | 0.0 | ||||||||
263,018 | 4.000 %,08/01/2041 | 273,632 | 0.0 | ||||||||
302,694 | 4.000 %,09/01/2041 | �� | 324,568 | 0.0 | |||||||
3,349,310 | 4.000 %,11/01/2041 | 3,584,807 | 0.1 | ||||||||
420,801 | 4.000 %,12/01/2041 | 450,539 | 0.0 | ||||||||
1,051,895 | 4.000 %,01/01/2042 | 1,126,944 | 0.0 | ||||||||
701,289 | 4.000 %,07/01/2042 | 750,732 | 0.0 | ||||||||
2,239,075 | 4.000 %,12/01/2042 | 2,398,906 | 0.1 |
See Accompanying Notes to Financial Statements
124
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Uniform Mortgage-Backed Securities: (continued) | |||||||||||
2,076,311 | 4.000 %,07/01/2043 | 2,238,356 | 0.1 | ||||||||
1,165,394 | 4.000 %,02/01/2044 | 1,254,853 | 0.0 | ||||||||
1,859,713 | 4.000 %,02/01/2044 | 2,012,667 | 0.1 | ||||||||
373,688 | 4.000 %,03/01/2044 | 390,004 | 0.0 | ||||||||
1,629,607 | 4.000 %,05/01/2045 | 1,725,974 | 0.1 | ||||||||
9,021,204 | 4.000 %,06/01/2045 | 9,586,180 | 0.3 | ||||||||
3,665,000 | 4.000 %,07/01/2045 | 3,989,212 | 0.1 | ||||||||
2,224,804 | 4.000 %,07/01/2045 | 2,360,827 | 0.1 | ||||||||
2,469,311 | 4.000 %,07/01/2045 | 2,672,471 | 0.1 | ||||||||
1,196,881 | 4.000 %,07/01/2045 | 1,281,866 | 0.0 | ||||||||
3,156,112 | 4.000 %,02/01/2046 | 3,380,447 | 0.1 | ||||||||
9,394,992 | 4.000 %,02/01/2048 | 9,805,173 | 0.3 | ||||||||
847,612 | 4.000 %,03/01/2048 | 886,741 | 0.0 | ||||||||
2,097,745 | 4.000 %,03/01/2048 | 2,198,416 | 0.1 | ||||||||
2,060,946 | 4.500 %,07/01/2026 | 2,149,235 | 0.1 | ||||||||
5,013 | 4.500 %,06/01/2034 | 5,438 | 0.0 | ||||||||
17,478 | 4.500 %,05/01/2035 | 18,941 | 0.0 | ||||||||
1,900 | 4.500 %,03/01/2038 | 2,062 | 0.0 | ||||||||
1,199 | 4.500 %,05/01/2038 | 1,274 | 0.0 | ||||||||
13,182 | 4.500 %,06/01/2038 | 14,294 | 0.0 | ||||||||
8,876 | 4.500 %,07/01/2038 | 9,336 | 0.0 | ||||||||
27,046 | 4.500 %,09/01/2038 | 28,417 | 0.0 | ||||||||
487,925 | 4.500 %,03/01/2039 | 529,533 | 0.0 | ||||||||
18,308 | 4.500 %,04/01/2039 | 19,850 | 0.0 | ||||||||
28,674 | 4.500 %,04/01/2039 | 31,093 | 0.0 | ||||||||
610,413 | 4.500 %,07/01/2039 | 662,602 | 0.0 | ||||||||
1,525,102 | 4.500 %,09/01/2039 | 1,655,076 | 0.1 | ||||||||
1,108,741 | 4.500 %,10/01/2039 | 1,203,644 | 0.0 | ||||||||
341,373 | 4.500 %,12/01/2039 | 370,600 | 0.0 | ||||||||
307,829 | 4.500 %,12/01/2039 | 334,091 | 0.0 | ||||||||
408,594 | 4.500 %,12/01/2039 | 443,751 | 0.0 | ||||||||
219,067 | 4.500 %,03/01/2040 | 237,976 | 0.0 | ||||||||
235,146 | 4.500 %,10/01/2040 | 254,618 | 0.0 | ||||||||
309,345 | 4.500 %,10/01/2040 | 336,036 | 0.0 | ||||||||
287,376 | 4.500 %,10/01/2040 | 312,093 | 0.0 | ||||||||
555,788 | 4.500 %,03/01/2041 | 603,714 | 0.0 | ||||||||
321,336 | 4.500 %,04/01/2041 | 338,360 | 0.0 | ||||||||
2,822,108 | 4.500 %,06/01/2041 | 3,066,003 | 0.1 | ||||||||
242,344 | 4.500 %,06/01/2041 | 263,205 | 0.0 | ||||||||
106,544 | 4.500 %,06/01/2041 | 112,210 | 0.0 | ||||||||
246,491 | 4.500 %,06/01/2041 | 267,790 | 0.0 | ||||||||
4,445,431 | 4.500 %,07/01/2041 | 4,829,646 | 0.2 | ||||||||
113,923 | 4.500 %,07/01/2041 | 123,769 | 0.0 | ||||||||
199,058 | 4.500 %,07/01/2041 | 216,263 | 0.0 | ||||||||
1,433,001 | 4.500 %,08/01/2041 | 1,556,649 | 0.1 | ||||||||
164,767 | 4.500 %,08/01/2041 | 175,389 | 0.0 | ||||||||
1,600,555 | 4.500 %,08/01/2041 | 1,738,868 | 0.1 | ||||||||
876,065 | 5.000 %,03/01/2027 | 907,238 | 0.0 | ||||||||
72,300 | 5.000 %,07/01/2033 | 78,121 | 0.0 | ||||||||
104,012 | 5.000 %,02/01/2034 | 111,238 | 0.0 | ||||||||
16,749 | 5.000 %,11/01/2034 | 18,295 | 0.0 | ||||||||
1,851,687 | 5.000 %,02/01/2035 | 2,041,630 | 0.1 | ||||||||
325,673 | 5.000 %,06/01/2035 | 359,110 | 0.0 | ||||||||
24,695 | 5.000 %,08/01/2035 | 27,198 | 0.0 | ||||||||
213,108 | 5.000 %,09/01/2035 | 234,774 | 0.0 | ||||||||
245,166 | 5.000 %,09/01/2035 | 264,531 | 0.0 | ||||||||
87,032 | 5.000 %,09/01/2035 | 95,860 | 0.0 | ||||||||
25,241 | 5.000 %,10/01/2035 | 27,813 | 0.0 | ||||||||
469,508 | 5.000 %,03/01/2036 | 517,811 | 0.0 | ||||||||
365,651 | 5.000 %,03/01/2036 | 403,372 | 0.0 | ||||||||
3,878 | 5.000 %,05/01/2036 | 4,277 | 0.0 | ||||||||
319,268 | 5.000 %,05/01/2036 | 351,808 | 0.0 | ||||||||
59,324 | 5.000 %,06/01/2036 | 65,434 | 0.0 | ||||||||
49,759 | 5.000 %,12/01/2036 | 54,885 | 0.0 | ||||||||
657,926 | 5.000 %,12/01/2036 | 725,932 | 0.0 | ||||||||
151,848 | 5.000 %,07/01/2037 | 167,480 | 0.0 | ||||||||
109,050 | 5.000 %,01/01/2038 | 120,161 | 0.0 | ||||||||
500,012 | 5.000 %,02/01/2038 | 551,593 | 0.0 | ||||||||
227,194 | 5.000 %,02/01/2038 | 250,607 | 0.0 | ||||||||
469,120 | 5.000 %,08/01/2038 | 517,487 | 0.0 | ||||||||
89,893 | 5.000 %,07/01/2040 | 99,048 | 0.0 | ||||||||
254,986 | 5.000 %,07/01/2040 | 281,440 | 0.0 | ||||||||
164 | 5.500 %,04/01/2021 | 165 | 0.0 | ||||||||
3,783 | 5.500 %,10/01/2021 | 3,827 | 0.0 | ||||||||
49,288 | 5.500 %,11/01/2021 | 50,058 | 0.0 | ||||||||
16,994 | 5.500 %,11/01/2021 | 17,262 | 0.0 | ||||||||
1,367 | 5.500 %,11/01/2021 | 1,377 | 0.0 | ||||||||
97,080 | 5.500 %,12/01/2021 | 98,698 | 0.0 | ||||||||
8,806 | 5.500 %,12/01/2021 | 8,837 | 0.0 | ||||||||
80,948 | 5.500 %,12/01/2021 | 82,694 | 0.0 | ||||||||
2,644 | 5.500 %,01/01/2022 | 2,691 | 0.0 | ||||||||
1,481 | 5.500 %,01/01/2022 | 1,486 | 0.0 | ||||||||
1,379 | 5.500 %,01/01/2022 | 1,404 | 0.0 | ||||||||
12,618 | 5.500 %,02/01/2022 | 12,885 | 0.0 | ||||||||
960 | 5.500 %,04/01/2022 | 980 | 0.0 | ||||||||
7,076 | 5.500 %,06/01/2022 | 7,228 | 0.0 | ||||||||
7,158 | 5.500 %,06/01/2022 | 7,290 | 0.0 | ||||||||
1,103 | 5.500 %,07/01/2022 | 1,134 | 0.0 | ||||||||
15,171 | 5.500 %,07/01/2022 | 15,511 | 0.0 | ||||||||
1,555 | 5.500 %,08/01/2022 | 1,584 | 0.0 | ||||||||
25,875 | 5.500 %,09/01/2022 | 26,492 | 0.0 | ||||||||
3,949 | 5.500 %,09/01/2022 | 4,062 | 0.0 | ||||||||
4,117 | 5.500 %,01/01/2023 | 4,225 | 0.0 | ||||||||
2,477 | 5.500 %,02/01/2023 | 2,542 | 0.0 | ||||||||
5,845 | 5.500 %,03/01/2023 | 6,007 | 0.0 | ||||||||
1,932 | 5.500 %,04/01/2023 | 2,001 | 0.0 | ||||||||
8,421 | 5.500 %,06/01/2023 | 8,671 | 0.0 | ||||||||
8,403 | 5.500 %,08/01/2023 | 8,791 | 0.0 | ||||||||
21,860 | 5.500 %,08/01/2023 | 22,761 | 0.0 | ||||||||
2,719 | 5.500 %,08/01/2023 | 2,800 | 0.0 | ||||||||
1,315 | 5.500 %,08/01/2023 | 1,358 | 0.0 | ||||||||
16,929 | 5.500 %,09/01/2023 | 17,530 | 0.0 | ||||||||
5,479 | 5.500 %,10/01/2023 | 5,503 | 0.0 | ||||||||
989 | 5.500 %,11/01/2023 | 1,025 | 0.0 | ||||||||
2,763 | 5.500 %,11/01/2023 | 2,847 | 0.0 | ||||||||
8,020 | 5.500 %,11/01/2023 | 8,252 | 0.0 | ||||||||
63,709 | 5.500 %,02/01/2024 | 66,150 | 0.0 | ||||||||
1,257 | 5.500 %,03/01/2024 | 1,268 | 0.0 | ||||||||
11,974 | 5.500 %,07/01/2024 | 12,129 | 0.0 | ||||||||
6,824 | 5.500 %,07/01/2024 | 7,145 | 0.0 | ||||||||
1,762 | 5.500 %,05/01/2025 | 1,797 | 0.0 | ||||||||
23,839 | 5.500 %,08/01/2025 | 24,861 | 0.0 | ||||||||
2,200 | 5.500 %,07/01/2027 | 2,372 | 0.0 | ||||||||
540 | 5.500 %,08/01/2027 | 582 | 0.0 | ||||||||
112,054 | 5.500 %,03/01/2034 | 126,037 | 0.0 | ||||||||
92,210 | 5.500 %,04/01/2034 | 103,332 | 0.0 | ||||||||
41,679 | 5.500 %,11/01/2034 | 46,921 | 0.0 | ||||||||
40,536 | 5.500 %,12/01/2034 | 45,641 | 0.0 | ||||||||
511,227 | 5.500 %,02/01/2035 | 575,403 | 0.0 | ||||||||
70,635 | 5.500 %,05/01/2035 | 79,485 | 0.0 | ||||||||
74,781 | 5.500 %,09/01/2035 | 84,056 | 0.0 | ||||||||
487,865 | 5.500 %,09/01/2035 | 539,367 | 0.0 | ||||||||
97,058 | 5.500 %,04/01/2036 | 109,255 | 0.0 | ||||||||
56,400 | 5.500 %,04/01/2036 | 63,360 | 0.0 | ||||||||
19,883 | 5.500 %,05/01/2036 | 22,347 | 0.0 | ||||||||
69,568 | 5.500 %,06/01/2036 | 78,195 | 0.0 | ||||||||
243,263 | 5.500 %,07/01/2036 | 273,850 | 0.0 | ||||||||
133,749 | 5.500 %,11/01/2036 | 150,535 | 0.0 | ||||||||
429,920 | 5.500 %,12/01/2036 | 481,641 | 0.0 | ||||||||
203,428 | 5.500 %,12/01/2036 | 228,888 | 0.0 | ||||||||
67,303 | 5.500 %,01/01/2037 | 75,783 | 0.0 | ||||||||
285,302 | 5.500 %,03/01/2037 | 320,667 | 0.0 | ||||||||
56,068 | 5.500 %,03/01/2037 | 63,015 | 0.0 | ||||||||
646,769 | 5.500 %,03/01/2037 | 726,963 | 0.0 | ||||||||
258,261 | 5.500 %,08/01/2037 | 290,744 | 0.0 | ||||||||
1,012 | 5.500 %,01/01/2038 | 1,133 | 0.0 |
See Accompanying Notes to Financial Statements
125
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Uniform Mortgage-Backed Securities: (continued) | |||||||||||
740 | 5.500%,01/01/2038 | 829 | 0.0 | ||||||||
2,552 | 5.500%,01/01/2038 | 2,851 | 0.0 | ||||||||
10,561 | 5.500%,03/01/2038 | 11,800 | 0.0 | ||||||||
14,945 | 5.500%,05/01/2038 | 16,703 | 0.0 | ||||||||
39,135 | 5.500%,06/01/2038 | 43,941 | 0.0 | ||||||||
1,177,952 | 5.500%,09/01/2038 | 1,317,473 | 0.1 | ||||||||
274,772 | 5.500%,12/01/2038 | 307,875 | 0.0 | ||||||||
69,880 | 5.500%,06/01/2039 | 78,492 | 0.0 | ||||||||
13,853 | 5.500%,04/01/2040 | 14,956 | 0.0 | ||||||||
39,295 | 5.500%,05/01/2040 | 42,324 | 0.0 | ||||||||
240,009 | 5.500%,06/01/2040 | 258,571 | 0.0 | ||||||||
7,974 | 6.000%,01/01/2034 | 8,947 | 0.0 | ||||||||
2,951 | 6.000%,07/01/2034 | 3,254 | 0.0 | ||||||||
55,422 | 6.000%,12/01/2034 | 63,609 | 0.0 | ||||||||
21,545 | 6.000%,05/01/2035 | 23,733 | 0.0 | ||||||||
15,765 | 6.000%,01/01/2036 | 17,365 | 0.0 | ||||||||
32,596 | 6.000%,01/01/2036 | 35,926 | 0.0 | ||||||||
21,300 | 6.000%,02/01/2036 | 24,396 | 0.0 | ||||||||
27,528 | 6.000%,03/01/2036 | 31,096 | 0.0 | ||||||||
15,348 | 6.000%,03/01/2036 | 17,479 | 0.0 | ||||||||
7,088 | 6.000%,04/01/2036 | 8,122 | 0.0 | ||||||||
28,061 | 6.000%,04/01/2036 | 31,692 | 0.0 | ||||||||
61,309 | 6.000%,05/01/2036 | 70,201 | 0.0 | ||||||||
277 | 6.000%,06/01/2036 | 308 | 0.0 | ||||||||
16,380 | 6.000%,08/01/2036 | 18,763 | 0.0 | ||||||||
1,769 | 6.000%,08/01/2036 | 1,947 | 0.0 | ||||||||
44,144 | 6.000%,09/01/2036 | 48,831 | 0.0 | ||||||||
43,925 | 6.000%,09/01/2036 | 48,832 | 0.0 | ||||||||
17,231 | 6.000%,09/01/2036 | 19,643 | 0.0 | ||||||||
44,816 | 6.000%,09/01/2036 | 51,322 | 0.0 | ||||||||
11,700 | 6.000%,10/01/2036 | 13,003 | 0.0 | ||||||||
22,020 | 6.000%,10/01/2036 | 24,398 | 0.0 | ||||||||
165,526 | 6.000%,12/01/2036 | 183,341 | 0.0 | ||||||||
437,911 | 6.000%,12/01/2036 | 501,292 | 0.0 | ||||||||
71,160 | 6.000%,01/01/2037 | 79,077 | 0.0 | ||||||||
5,684 | 6.000%,02/01/2037 | 6,285 | 0.0 | ||||||||
5,421 | 6.000%,04/01/2037 | 5,967 | 0.0 | ||||||||
85,829 | 6.000%,07/01/2037 | 98,405 | 0.0 | ||||||||
26,203 | 6.000%,08/01/2037 | 29,967 | 0.0 | ||||||||
1,078 | 6.000%,08/01/2037 | 1,228 | 0.0 | ||||||||
2,683 | 6.000%,08/01/2037 | 3,067 | 0.0 | ||||||||
50,419 | 6.000%,09/01/2037 | 55,531 | 0.0 | ||||||||
13,059 | 6.000%,09/01/2037 | 14,943 | 0.0 | ||||||||
20,917 | 6.000%,09/01/2037 | 23,322 | 0.0 | ||||||||
346 | 6.000%,09/01/2037 | 396 | 0.0 | ||||||||
5,401 | 6.000%,09/01/2037 | 6,092 | 0.0 | ||||||||
2,003 | 6.000%,09/01/2037 | 2,285 | 0.0 | ||||||||
295 | 6.000%,10/01/2037 | 337 | 0.0 | ||||||||
952 | 6.000%,10/01/2037 | 1,061 | 0.0 | ||||||||
1,549 | 6.000%,10/01/2037 | 1,709 | 0.0 | ||||||||
2,287 | 6.000%,10/01/2037 | 2,529 | 0.0 | ||||||||
25,284 | 6.000%,11/01/2037 | 28,360 | 0.0 | ||||||||
6,091 | 6.000%,11/01/2037 | 6,739 | 0.0 | ||||||||
7,136 | 6.000%,11/01/2037 | 7,854 | 0.0 | ||||||||
1,535 | 6.000%,11/01/2037 | 1,699 | 0.0 | ||||||||
49,667 | 6.000%,11/01/2037 | 56,770 | 0.0 | ||||||||
17,697 | 6.000%,11/01/2037 | 20,234 | 0.0 | ||||||||
5,812 | 6.000%,12/01/2037 | 6,613 | 0.0 | ||||||||
27,827 | 6.000%,12/01/2037 | 31,832 | 0.0 | ||||||||
40,112 | 6.000%,12/01/2037 | 45,887 | 0.0 | ||||||||
13,095 | 6.000%,12/01/2037 | 14,991 | 0.0 | ||||||||
12,113 | 6.000%,01/01/2038 | 13,403 | 0.0 | ||||||||
4,076 | 6.000%,01/01/2038 | 4,499 | 0.0 | ||||||||
762 | 6.000%,02/01/2038 | 839 | 0.0 | ||||||||
82,908 | 6.000%,02/01/2038 | 94,379 | 0.0 | ||||||||
124,524 | 6.000%,03/01/2038 | 137,898 | 0.0 | ||||||||
6,168 | 6.000%,03/01/2038 | 6,910 | 0.0 | ||||||||
19,422 | 6.000%,04/01/2038 | 22,250 | 0.0 | ||||||||
325,452 | 6.000%,04/01/2038 | 373,097 | 0.0 | ||||||||
20,932 | 6.000%,05/01/2038 | 23,183 | 0.0 | ||||||||
23,522 | 6.000%,05/01/2038 | 26,922 | 0.0 | ||||||||
1,885 | 6.000%,06/01/2038 | 2,084 | 0.0 | ||||||||
25,782 | 6.000%,07/01/2038 | 28,528 | 0.0 | ||||||||
14,729 | 6.000%,07/01/2038 | 16,357 | 0.0 | ||||||||
3,128 | 6.000%,08/01/2038 | 3,513 | 0.0 | ||||||||
876 | 6.000%,08/01/2038 | 966 | 0.0 | ||||||||
35,497 | 6.000%,09/01/2038 | 39,254 | 0.0 | ||||||||
17,732 | 6.000%,09/01/2038 | 19,555 | 0.0 | ||||||||
6,839 | 6.000%,09/01/2038 | 7,527 | 0.0 | ||||||||
66,809 | 6.000%,10/01/2038 | 76,381 | 0.0 | ||||||||
21,550 | 6.000%,10/01/2038 | 24,608 | 0.0 | ||||||||
55,993 | 6.000%,10/01/2038 | 62,463 | 0.0 | ||||||||
15,316 | 6.000%,05/01/2039 | 16,857 | 0.0 | ||||||||
611,249 | 6.000%,10/01/2039 | 701,057 | 0.0 | ||||||||
28,204 | 6.000%,11/01/2039 | 32,257 | 0.0 | ||||||||
779 | 6.500%,04/01/2030 | 865 | 0.0 | ||||||||
59,285 | 6.500%,02/01/2034 | 65,840 | 0.0 | ||||||||
8,270 | 6.500%,11/01/2034 | 9,580 | 0.0 | ||||||||
11,228 | 6.500%,01/01/2036 | 12,786 | 0.0 | ||||||||
30,644 | 6.500%,03/01/2036 | 35,793 | 0.0 | ||||||||
47,760 | 6.500%,04/01/2036 | 53,443 | 0.0 | ||||||||
590 | 6.500%,05/01/2036 | 662 | 0.0 | ||||||||
4,226 | 6.500%,06/01/2036 | 4,693 | 0.0 | ||||||||
54,510 | 6.500%,07/01/2036 | 60,778 | 0.0 | ||||||||
1,369 | 6.500%,07/01/2036 | 1,559 | 0.0 | ||||||||
47,883 | 6.500%,07/01/2036 | 53,672 | 0.0 | ||||||||
3,118 | 6.500%,07/01/2036 | 3,582 | 0.0 | ||||||||
21,471 | 6.500%,07/01/2036 | 24,656 | 0.0 | ||||||||
5,300 | 6.500%,07/01/2036 | 5,887 | 0.0 | ||||||||
587 | 6.500%,08/01/2036 | 658 | 0.0 | ||||||||
109,660 | 6.500%,09/01/2036 | 125,483 | 0.0 | ||||||||
8,803 | 6.500%,09/01/2036 | 9,780 | 0.0 | ||||||||
1,208 | 6.500%,09/01/2036 | 1,353 | 0.0 | ||||||||
17,034 | 6.500%,09/01/2036 | 19,552 | 0.0 | ||||||||
852 | 6.500%,11/01/2036 | 956 | 0.0 | ||||||||
3,580 | 6.500%,11/01/2036 | 4,060 | 0.0 | ||||||||
13,269 | 6.500%,12/01/2036 | 14,734 | 0.0 | ||||||||
2,974 | 6.500%,12/01/2036 | 3,304 | 0.0 | ||||||||
342 | 6.500%,01/01/2037 | 386 | 0.0 | ||||||||
21,377 | 6.500%,01/01/2037 | 23,744 | 0.0 | ||||||||
34,929 | 6.500%,01/01/2037 | 39,339 | 0.0 | ||||||||
15,801 | 6.500%,02/01/2037 | 17,557 | 0.0 | ||||||||
6,335 | 6.500%,03/01/2037 | 7,181 | 0.0 | ||||||||
32,769 | 6.500%,03/01/2037 | 36,394 | 0.0 | ||||||||
83,848 | 6.500%,03/01/2037 | 93,679 | 0.0 | ||||||||
12,030 | 6.500%,03/01/2037 | 13,366 | 0.0 | ||||||||
1,715 | 6.500%,04/01/2037 | 1,905 | 0.0 | ||||||||
675 | 6.500%,07/01/2037 | 781 | 0.0 | ||||||||
2,773 | 6.500%,08/01/2037 | 3,080 | 0.0 | ||||||||
3,724 | 6.500%,08/01/2037 | 4,196 | 0.0 | ||||||||
1,997 | 6.500%,08/01/2037 | 2,246 | 0.0 | ||||||||
17,664 | 6.500%,09/01/2037 | 19,661 | 0.0 | ||||||||
1,743 | 6.500%,09/01/2037 | 1,947 | 0.0 | ||||||||
109,150 | 6.500%,09/01/2037 | 121,271 | 0.0 | ||||||||
7,281 | 6.500%,09/01/2037 | 8,285 | 0.0 | ||||||||
492 | 6.500%,09/01/2037 | 551 | 0.0 | ||||||||
75,615 | 6.500%,09/01/2037 | 87,366 | 0.0 | ||||||||
1,282 | 6.500%,09/01/2037 | 1,434 | 0.0 | ||||||||
789 | 6.500%,10/01/2037 | 877 | 0.0 | ||||||||
6,645 | 6.500%,10/01/2037 | 7,383 | 0.0 | ||||||||
27,504 | 6.500%,10/01/2037 | 30,926 | 0.0 | ||||||||
2,264 | 6.500%,10/01/2037 | 2,620 | 0.0 | ||||||||
23,090 | 6.500%,10/01/2037 | 25,651 | 0.0 | ||||||||
126,307 | 6.500%,11/01/2037 | 142,136 | 0.0 | ||||||||
61,638 | 6.500%,12/01/2037 | 68,466 | 0.0 | ||||||||
2,854 | 6.500%,12/01/2037 | 3,171 | 0.0 | ||||||||
1,433 | 6.500%,12/01/2037 | 1,592 | 0.0 | ||||||||
1,520 | 6.500%,12/01/2037 | 1,688 | 0.0 | ||||||||
11,831 | 6.500%,12/01/2037 | 13,448 | 0.0 | ||||||||
8,841 | 6.500%,12/01/2037 | 9,956 | 0.0 |
See Accompanying Notes to Financial Statements
126
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Uniform Mortgage-Backed Securities: (continued) | |||||||||||||||||||||||
1,325 | 6.500%,12/01/2037 | 1,471 | 0.0 | ||||||||||||||||||||
533 | 6.500%,01/01/2038 | 592 | 0.0 | ||||||||||||||||||||
19,875 | 6.500%,01/01/2038 | 22,669 | 0.0 | ||||||||||||||||||||
14,591 | 6.500%,02/01/2038 | 16,200 | 0.0 | ||||||||||||||||||||
44,828 | 6.500%,03/01/2038 | 52,240 | 0.0 | ||||||||||||||||||||
47,219 | 6.500%,04/01/2038 | 53,387 | 0.0 | ||||||||||||||||||||
4,044 | 6.500%,05/01/2038 | 4,492 | 0.0 | ||||||||||||||||||||
68,740 | 6.500%,08/01/2038 | 76,495 | 0.0 | ||||||||||||||||||||
157,529 | 6.500%,08/01/2038 | 174,954 | 0.0 | ||||||||||||||||||||
48,801 | 6.500%,08/01/2038 | 54,209 | 0.0 | ||||||||||||||||||||
20,159 | 6.500%,09/01/2038 | 22,528 | 0.0 | ||||||||||||||||||||
23,125 | 6.500%,09/01/2038 | 25,919 | 0.0 | ||||||||||||||||||||
3,544 | 6.500%,10/01/2038 | 4,061 | 0.0 | ||||||||||||||||||||
13,672 | 6.500%,10/01/2038 | 15,439 | 0.0 | ||||||||||||||||||||
49,761 | 6.500%,10/01/2038 | 55,274 | 0.0 | ||||||||||||||||||||
220,883 | 6.500%,10/01/2038 | 257,029 | 0.0 | ||||||||||||||||||||
23,932 | 6.500%,11/01/2038 | 27,649 | 0.0 | ||||||||||||||||||||
45,940 | 6.500%,01/01/2039 | 53,206 | 0.0 | ||||||||||||||||||||
1,251 | 6.500%,01/01/2039 | 1,424 | 0.0 | ||||||||||||||||||||
15,553 | 6.500%,03/01/2039 | 17,472 | 0.0 | ||||||||||||||||||||
5,348 | 6.500%,09/01/2039 | 5,940 | 0.0 | ||||||||||||||||||||
338,161,444 | 10.8 | ||||||||||||||||||||||
Total U.S. Government Agency Obligations | |||||||||||||||||||||||
(Cost $846,475,124) | 869,247,453 | 27.8 | |||||||||||||||||||||
SOVEREIGN BONDS: 2.4% | |||||||||||||||||||||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/2024 | 3,164,070 | 0.1 | ||||||||||||||||||||
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/2037 | 2,775,698 | 0.1 | ||||||||||||||||||||
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/2020 | 503,194 | 0.0 | ||||||||||||||||||||
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/2026 | 525,338 | 0.0 | ||||||||||||||||||||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/2024 | 1,071,181 | 0.0 | ||||||||||||||||||||
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/2022 | 1,015,990 | 0.0 | ||||||||||||||||||||
1,000,000 | Japan Bank for International Cooperation, 1.750%, 05/28/2020 | 999,831 | 0.0 | ||||||||||||||||||||
5,000,000 | Japan Bank for International Cooperation, 2.125%, 11/16/2020 | 5,012,846 | 0.2 | ||||||||||||||||||||
3,000,000(1) | Kommunalbanken AS, 2.250%, 01/25/2022 | 3,029,808 | 0.1 | ||||||||||||||||||||
1,800,000(1) | Kommunalbanken AS, 2.500%, 01/11/2023 | 1,841,654 | 0.1 | ||||||||||||||||||||
500,000(2) | Korea International Bond, 4.125%, 06/10/2044 | 609,961 | 0.0 | ||||||||||||||||||||
5,000,000 | Mexico Government International Bond, 4.750%, 03/08/2044 | 5,542,175 | 0.2 | ||||||||||||||||||||
1,460,000 | Panama Government International Bond, 8.875%, 09/30/2027 | 2,090,147 | 0.1 | ||||||||||||||||||||
4,000,000(2) | Peruvian Government International Bond, 6.550%, 03/14/2037 | 5,863,740 | 0.2 | ||||||||||||||||||||
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/2032 | 5,456,552 | 0.2 | ||||||||||||||||||||
5,000,000(2) | Province of Alberta Canada, 2.950%, 01/23/2024 | 5,201,090 | 0.2 | ||||||||||||||||||||
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/2026 | 3,039,915 | 0.1 | ||||||||||||||||||||
1,000,000 | Province of Ontario Canada, 1.875%, 05/21/2020 | 1,000,095 | 0.0 | ||||||||||||||||||||
13,308,000 | Province of Ontario Canada, 4.400%, 04/14/2020 | 13,405,125 | 0.4 | ||||||||||||||||||||
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/2021 | 3,551,592 | 0.1 | ||||||||||||||||||||
5,160,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 5,180,639 | 0.2 | ||||||||||||||||||||
3,000,000(2) | Uruguay Government International Bond, 4.500%, 08/14/2024 | 3,254,745 | 0.1 | ||||||||||||||||||||
Total Sovereign Bonds | |||||||||||||||||||||||
(Cost $70,616,326) | 74,135,386 | 2.4 | |||||||||||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | |||||||||||||||||||||||
2,000,000(1) | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | 2,075,566 | 0.1 | ||||||||||||||||||||
4,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 4,418,225 | 0.1 | ||||||||||||||||||||
1,000,000(3) | CFCRE Commercial Mortgage Trust 2016-C7 B, 4.352%, 12/10/2054 | 1,082,561 | 0.0 | ||||||||||||||||||||
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | 3,190,329 | 0.1 | ||||||||||||||||||||
1,000,000(1),(3) | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | 1,066,528 | 0.0 | ||||||||||||||||||||
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | 676,273 | 0.0 | ||||||||||||||||||||
315,000(3) | COMM 2015-PC1 B, 4.436%, 07/10/2050 | 334,772 | 0.0 | ||||||||||||||||||||
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | 1,032,760 | 0.0 | ||||||||||||||||||||
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | 1,036,393 | 0.0 | ||||||||||||||||||||
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | 1,068,300 | 0.0 | ||||||||||||||||||||
2,000,000(3) | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | 2,008,536 | 0.1 | ||||||||||||||||||||
6,000,000(3) | Ginnie Mae 2011-142 B, 3.485%, 02/16/2044 | 6,099,985 | 0.2 | ||||||||||||||||||||
2,000,000(3) | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | 2,039,563 | 0.1 | ||||||||||||||||||||
5,000,000(3) | Ginnie Mae 2011-38 D, 3.618%, 01/16/2051 | 5,128,194 | 0.2 |
See Accompanying Notes to Financial Statements
127
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Uniform Mortgage-Backed Securities: (continued) | |||||||||||
90,261(3) | Ginnie Mae 2011-53 B, 3.934%, 05/16/2051 | 92,013 | 0.0 | ||||||||
5,000,000 | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | 5,107,889 | 0.2 | ||||||||
3,000,000 | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | 3,081,545 | 0.1 | ||||||||
1,000,000 | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/2045 | 1,038,762 | 0.0 | ||||||||
6,379,463 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | 6,813,975 | 0.2 | ||||||||
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | 3,070,367 | 0.1 | ||||||||
2,065,000(1) | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | 2,241,960 | 0.1 | ||||||||
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 3,277,356 | 0.1 | ||||||||
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | 2,101,397 | 0.1 | ||||||||
1,250,000(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | 1,327,486 | 0.1 | ||||||||
220,000(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.153%, 03/15/2048 | 226,211 | 0.0 | ||||||||
100,000(1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | 102,503 | 0.0 | ||||||||
100,000(1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | 102,541 | 0.0 | ||||||||
1,000,000(1),(3) | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/2035 | 1,022,665 | 0.0 | ||||||||
1,000,000(3) | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | 1,109,423 | 0.0 | ||||||||
2,350,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | 2,489,337 | 0.1 | ||||||||
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | 2,100,039 | 0.1 | ||||||||
Total Commercial Mortgage-Backed Securities | |||||||||||
(Cost $66,037,228) | 66,563,454 | 2.1 | |||||||||
SUPRANATIONAL BONDS: 0.9% | |||||||||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/2021 | 4,202,744 | 0.1 | ||||||||
300,000 | Asian Development Bank, 2.125%, 03/19/2025 | 304,557 | 0.0 | ||||||||
2,000,000 | Asian Development Bank, 2.000%, 02/16/2022 | 2,013,367 | 0.1 | ||||||||
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/2021 | 998,240 | 0.0 | ||||||||
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/2022 | 3,117,215 | 0.1 | ||||||||
6,700,000 | European Investment Bank, 1.625%, 06/15/2021 | 6,696,105 | 0.2 | ||||||||
2,071,000 | European Investment Bank, 1.750%, 05/15/2020 | 2,071,273 | 0.1 | ||||||||
3,000,000(2) | European Investment Bank, 2.250%, 03/15/2022 | 3,036,790 | 0.1 | ||||||||
2,000,000 | European Investment Bank, 4.000%, 02/16/2021 | 2,050,817 | 0.1 | ||||||||
3,000,000 | Inter-American Development Bank, 1.750%, 09/14/2022 | 3,006,202 | 0.1 | ||||||||
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/2021 | 1,002,000 | 0.0 | ||||||||
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/2042 | 1,114,153 | 0.0 | ||||||||
Total Supranational Bonds | |||||||||||
(Cost $29,152,529) | 29,613,463 | 0.9 | |||||||||
ASSET-BACKED SECURITIES: 0.6% | |||||||||||
Automobile Asset-Backed Securities: 0.4% | |||||||||||
1,000,000 | Ally Auto Receivables Trust 2019-4 A4, 1.920%, 01/15/2025 | 996,606 | 0.0 | ||||||||
1,000,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 1,002,826 | 0.0 | ||||||||
200,000 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 203,688 | 0.0 | ||||||||
1,150,000 | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | 1,175,208 | 0.1 | ||||||||
1,050,000 | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | 1,069,149 | 0.1 | ||||||||
1,000,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 1,003,178 | 0.1 | ||||||||
350,000 | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | 351,656 | 0.0 | ||||||||
750,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 772,215 | 0.0 | ||||||||
800,000 | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | 811,916 | 0.0 | ||||||||
1,000,000(1) | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | 1,016,237 | 0.1 |
See Accompanying Notes to Financial Statements
128
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
ASSET-BACKED SECURITIES: (continued) | |||||||||||
Automobile Asset-Backed Securities: (continued) | |||||||||||
264,379 | Mercedes-Benz Auto Lease Trust 2019-A A2, 3.010%, 02/16/2021 | 264,892 | 0.0 | ||||||||
150,000 | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | 152,384 | 0.0 | ||||||||
600,000 | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | 610,324 | 0.0 | ||||||||
500,000 | Santander Drive Auto Receivables Trust 2019-1 A3, 3.000%, 12/15/2022 | 501,825 | 0.0 | ||||||||
72,830 | Santander Drive Auto Receivables Trust 2019-2 A2, 2.630%, 07/15/2022 | 73,009 | 0.0 | ||||||||
500,000 | Santander Drive Auto Receivables Trust 2019-2 A3, 2.590%, 05/15/2023 | 502,919 | 0.0 | ||||||||
950,000 | Santander Drive Auto Receivables Trust 2019-3 A3, 2.160%, 11/15/2022 | 951,511 | 0.0 | ||||||||
592,000(1) | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | 595,938 | 0.0 | ||||||||
350,000(1) | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | 351,251 | 0.0 | ||||||||
350,000(1) | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | 351,555 | 0.0 | ||||||||
600,000(1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 596,294 | 0.0 | ||||||||
350,000 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 349,124 | 0.0 | ||||||||
13,703,705 | 0.4 | ||||||||||
Credit Card Asset-Backed Securities: 0.1% | |||||||||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | 1,012,168 | 0.0 | ||||||||
1,100,000 | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | 1,096,773 | 0.1 | ||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/2025 | 1,012,758 | 0.0 | ||||||||
1,000,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 1,010,012 | 0.0 | ||||||||
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | 507,708 | 0.0 | ||||||||
4,639,419 | 0.1 | ||||||||||
Other Asset-Backed Securities: 0.1% | |||||||||||
79,668 | AEP Texas Central Transition Funding III LLC 2012-1 A2, 1.976%, 06/01/2021 | 79,615 | 0.0 | ||||||||
1,650,000(1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 1,651,971 | 0.1 | ||||||||
1,731,586 | 0.1 | ||||||||||
Total Asset-Backed Securities | |||||||||||
(Cost $19,905,514) | 20,074,710 | 0.6 | |||||||||
CONVERTIBLE BONDS/NOTES: 0.0% | |||||||||||
Financial: 0.0% | |||||||||||
500,000 | Santander UK PLC, 3.400%, 06/01/2021 | 510,530 | 0.0 | ||||||||
Total Convertible Bonds/Notes | |||||||||||
(Cost $500,750) | 510,530 | 0.0 | |||||||||
Total Long-Term Investments | |||||||||||
(Cost $3,019,608,110) | 3,135,105,520 | 100.2 | |||||||||
SHORT-TERM INVESTMENTS: 8.6% | |||||||||||
Commercial Paper: 1.4% | |||||||||||
1,805,000 | Consolidated Edison Inc., 1.950%, 01/24/2020 | 1,802,692 | 0.1 | ||||||||
17,000,000 | Crown Point, 1.830%, 01/03/2020 | 16,997,450 | 0.5 | ||||||||
2,860,000(6) | DBS Bank Ltd., 1.710%, 01/07/2020 | 2,859,099 | 0.1 | ||||||||
3,250,000(6) | DBS Bank Ltd., 1.820%, 02/18/2020 | 3,242,089 | 0.1 | ||||||||
8,000,000 | Exelon Corp., 1.800%, 01/02/2020 | 7,999,209 | 0.3 | ||||||||
1,325,000(6) | Flex Co. LLC, 1.910%, 01/31/2020 | 1,322,946 | 0.0 | ||||||||
2,735,000(6) | LMA Americas LLC, 1.800%, 01/27/2020 | 2,730,988 | 0.1 | ||||||||
2,250,000(6) | Matchpoint Finance PLC, 1.850%, 02/03/2020 | 2,246,186 | 0.1 | ||||||||
3,000,000(6) | Sheffield Receivables Company LLC, 2.000%, 03/16/2020 | 2,988,252 | 0.1 | ||||||||
700,000(6) | Starbird Funding Corp., 1.910%, 02/20/2020 | 698,165 | 0.0 | ||||||||
1,475,000(6) | United Overseas Bnk Group, 1.900%, 01/24/2020 | 1,473,411 | 0.0 | ||||||||
Total Commercial Paper | |||||||||||
(Cost $44,361,728) | 44,360,487 | 1.4 | |||||||||
Floating Rate Notes: 2.3% | |||||||||||
1,525,000(6) | Australia & New Zealand Banking Group Ltd., 1.920%, 04/09/2020 | 1,525,442 | 0.1 | ||||||||
3,250,000(6) | Australia & New Zealand Banking Group Ltd., 1.940%, 05/20/2020 | 3,249,856 | 0.1 | ||||||||
1,450,000(6) | Bank of Montreal, 1.920%, 01/21/2020 | 1,450,121 | 0.1 | ||||||||
3,000,000(6) | Bank of Nova Scotia, 1.940%, 05/08/2020 | 2,999,776 | 0.1 | ||||||||
2,975,000(6) | Bedford Row Funding, 1.920%, 03/13/2020 | 2,975,260 | 0.1 | ||||||||
2,995,000(6) | BNP Paribas, 1.880%, 03/04/2020 | 2,995,702 | 0.1 |
See Accompanying Notes to Financial Statements
129
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Floating Rate Notes: (continued) | |||||||||||
3,275,000(6) | Citibank N.A., 1.960%, 05/01/2020 | 3,277,155 | 0.1 | ||||||||
3,050,000(6) | Commonwealth Bank of Australia, 1.940%, 06/10/2020 | 3,049,993 | 0.1 | ||||||||
1,100,000(6) | Coöperatieve Rabobank U.A., 1.980%, 04/20/2020 | 1,100,308 | 0.0 | ||||||||
1,950,000(6) | Crédit Industriel et Commercial, 1.990%, 04/24/2020 | 1,950,149 | 0.1 | ||||||||
1,575,000(6) | DNB ASA, 1.880%, 03/04/2020 | 1,575,307 | 0.1 | ||||||||
1,125,000(6) | DNB ASA, 1.930%, 02/14/2020 | 1,125,161 | 0.0 | ||||||||
2,675,000(6) | Mitsubishi UFJ Financial Group, Inc., 1.970%, 03/18/2020 | 2,675,509 | 0.1 | ||||||||
1,350,000(6) | Mitsubishi UFJ Financial Group, Inc., 1.980%, 05/26/2020 | 1,350,103 | 0.0 | ||||||||
250,000(6) | Mitsubishi UFJ Financial Group, Inc., 2.050%, 02/25/2020 | 250,086 | 0.0 | ||||||||
2,325,000(6) | Mitsubishi UFJ Financial Group, Inc., 2.000%, 02/28/2020 | 2,325,659 | 0.1 | ||||||||
3,300,000(6) | Mizuho Financial Group Inc., 2.010%, 05/22/2020 | 3,300,155 | 0.1 | ||||||||
3,100,000(6) | Mizuho Financial Group Inc., 2.020%, 05/26/2020 | 3,100,266 | 0.1 | ||||||||
1,000,000(6) | National Australia Bank Ltd., 1.890%, 02/10/2020 | 1,000,021 | 0.0 | ||||||||
600,000(6) | National Bank Of Canada, 1.950%, 02/27/2020 | 600,123 | 0.0 | ||||||||
3,375,000(6) | National Bank Of Canada, 1.990%, 05/01/2020 | 3,375,434 | 0.1 | ||||||||
2,725,000(6) | Skandinaviska Enskilda Banken AB, 1.950%, 05/11/2020 | 2,725,088 | 0.1 | ||||||||
3,050,000(6) | Skandinaviska Enskilda Banken AB, 2.010%, 05/26/2020 | 3,050,367 | 0.1 | ||||||||
1,300,000(6) | Sumitomo Mitsui Trust Holdings, Inc., 1.980%, 05/07/2020 | 1,299,984 | 0.0 | ||||||||
1,050,000(6) | Sumitomo Mitsui Trust Holdings, Inc., 2.040%, 04/24/2020 | 1,049,993 | 0.0 | ||||||||
3,200,000(6) | Svenska Handelsbanken AB, 1.970%, 05/20/2020 | 3,200,108 | 0.1 | ||||||||
2,600,000(6) | The Sumitomo Mitsui Financial Group, 1.930%, 06/05/2020 | 2,599,430 | 0.1 | ||||||||
1,200,000(6) | The Sumitomo Mitsui Financial Group, 1.960%, 05/06/2020 | 1,199,907 | 0.0 | ||||||||
2,025,000(6) | The Sumitomo Mitsui Financial Group, 1.990%, 01/31/2020 | 2,025,168 | 0.1 | ||||||||
2,375,000(6) | Toronto-Dominion Bank, 1.850%, 02/13/2020 | 2,375,068 | 0.1 | ||||||||
600,000(6) | Toronto-Dominion Bank, 1.850%, 02/27/2020 | 600,033 | 0.0 | ||||||||
2,200,000(6) | Toronto-Dominion Bank, 2.000%, 04/30/2020 | 2,200,139 | 0.1 | ||||||||
3,050,000(6) | Toyota Motor Corp., 1.900%, 03/02/2020 | 3,050,771 | 0.1 | ||||||||
791,000(6) | Wells Fargo & Co., 1.860%, 02/14/2020 | 791,094 | 0.0 | ||||||||
724,000(6) | Wells Fargo Bank N.A., 1.830%, 03/06/2020 | 724,135 | 0.0 | ||||||||
Total Floating Rate Notes | |||||||||||
(Cost $72,142,871) | 72,142,871 | 2.3 | |||||||||
Repurchase Agreements: 3.8% | |||||||||||
49,524,047(6) | Citadel Securities LLC, Repurchase Agreement dated 12/31/19, 1.60%, due 01/02/20 (Repurchase Amount $49,528,389, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $50,519,020, due 01/15/20-11/15/48) | 49,524,047 | 1.6 | ||||||||
52,881,398(6) | Citigroup, Inc., Repurchase Agreement dated 12/31/19, 1.57%, due 01/02/20 (Repurchase Amount $52,885,947, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $53,939,026, due 02/13/20-09/20/69) | 52,881,398 | 1.7 | ||||||||
15,032,446(6) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/19, 1.75%, due 01/02/20 (Repurchase Amount $15,033,887, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $15,333,508, due 04/15/21-02/15/47) | 15,032,446 | 0.5 | ||||||||
Total Repurchase Agreements | |||||||||||
(Cost $117,437,891) | 117,437,891 | 3.8 | |||||||||
Certificates of Deposit: 0.4% | |||||||||||
2,750,000(6) | Deutscher Sparkassen- und Giroverband, 1.860%, 02/20/2020 | 2,750,877 | 0.1 | ||||||||
2,700,000(6) | Dz Bank Ag Deutsche Zentral-Genossenschaftsbank, 1.850%, 02/27/2020 | 2,699,622 | 0.1 | ||||||||
1,850,000(6) | Dz Bank Ag Deutsche Zentral-Genossenschaftsbank, 1.870%, 03/12/2020 | 1,849,839 | 0.1 | ||||||||
2,325,000(6) | The Norinchukin Bank, 1.870%, 03/05/2020 | 2,325,081 | 0.1 | ||||||||
See Accompanying Notes to Financial Statements
130
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Certificates of Deposit: (continued) | |||||||||||
1,650,000(6) | The Norinchukin Bank, 1.900%, 03/05/2020 | 1,650,139 | 0.0 | ||||||||
Total Certificates of Deposit | |||||||||||
(Cost $11,275,558) | 11,275,558 | 0.4 | |||||||||
Mutual Funds: 0.7% | |||||||||||
14,390,000(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.500% | 14,390,000 | 0.4 | ||||||||
8,442,000(6),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.510% | 8,442,000 | 0.3 | ||||||||
Total Mutual Funds | |||||||||||
(Cost $22,832,000) | 22,832,000 | 0.7 | |||||||||
Total Short-Term Investments | |||||||||||
(Cost $268,050,049) | 268,048,807 | 8.6 | |||||||||
Total Investments in Securities (Cost $3,287,658,158) | $ | 3,403,154,327 | 108.8 | ||||||||
Liabilities in Excess of Other Assets | (276,224,741) | (8.8) | |||||||||
Net Assets | $ | 3,126,929,586 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Variable rate security. Rate shown is the rate in effect as of December 31, 2019. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | Settlement is on a when-issued or delayed-delivery basis. |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of December 31, 2019. |
Reference Rate Abbreviations:
US0003M 3-month LIBOR
US0012M 12-month LIBOR
See Accompanying Notes to Financial Statements
131
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 Variable Portfolios, 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