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, 2020
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. 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. | | |
| | | | | 1 | | | |
| | | | | 3 | | | |
| | | | | 16 | | | |
| | | | | 18 | | | |
| | | | | 19 | | | |
| | | | | 23 | | | |
| | | | | 25 | | | |
| | | | | 28 | | | |
| | | | | 32 | | | |
| | | | | 52 | | | |
| | | | | 116 | | | |
| | | | | 117 | | | |
| | | | | 121 | | |
President
Voya Family of Funds
January 22, 2021
| | 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. | | |
| | 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 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. | | |
| | MSCI World Value IndexSM | | | | The index captures large and mid cap securities exhibiting overall value style characteristics across 23 Developed Markets countries. | | |
| | 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. | | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
| Investment Type Allocation as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 39.5% | |
| Exchange-Traded Funds | | | 29.0% | |
| Mutual Funds | | | 10.4% | |
| Corporate Bonds/Notes | | | 6.6% | |
| Collateralized Mortgage Obligations | | | 3.5% | |
| U.S. Treasury Obligations | | | 3.0% | |
| Asset-Backed Securities | | | 2.7% | |
| U.S. Government Agency Obligations | | | 2.1% | |
| Commercial Mortgage-Backed Securities | | | 1.7% | |
| Sovereign Bonds | | | 0.2% | |
| Preferred Stock | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.3% | |
| 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, 2020* (as a percentage of net assets) | | |||
| | | | | |
| SPDR S&P 500 ETF Trust | | | 18.0% | |
| Voya High Yield Bond Fund - Class P | | | 8.5% | |
| iShares Core MSCI Emerging Markets ETF | | | 4.1% | |
| Vanguard Value ETF | | | 4.0% | |
| iShares 20+ Year Treasury Bond ETF | | | 1.9% | |
| Apple, Inc. | | | 1.7% | |
| Microsoft Corp. | | | 1.5% | |
| Amazon.com, Inc. | | | 1.3% | |
| Voya Short Term Bond Fund - Class R6 | | | 1.2% | |
| iShares Russell 2000 ETF | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya Balanced Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 10.85% | | | | | | 8.76% | | | | | | 7.57% | | | |
| | Class S | | | | | 10.57% | | | | | | 8.49% | | | | | | 7.31% | | | |
| | S&P Target Risk® Growth Index | | | | | 11.83% | | | | | | 9.25% | | | | | | 7.94% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 7.51% | | | | | | 4.44% | | | | | | 3.84% | | | |
| | MSCI EAFE® Index | | | | | 7.82% | | | | | | 7.45% | | | | | | 5.51% | | | |
| | Russell 3000® Index | | | | | 20.89% | | | | | | 15.43% | | | | | | 13.79% | | | |
| | | | |
Voya Global High Dividend Low Volatility Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 61.7% | |
| Japan | | | 8.6% | |
| United Kingdom | | | 5.0% | |
| Canada | | | 3.9% | |
| Australia | | | 3.2% | |
| Italy | | | 2.5% | |
| Switzerland | | | 2.1% | |
| Denmark | | | 1.7% | |
| Hong Kong | | | 1.6% | |
| Ireland | | | 1.4% | |
| Countries between 0.1% – 1.3%^ | | | 6.1% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| ^ Includes 12 countries, which each represents 0.1% – 1.3% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Johnson & Johnson | | | 1.4% | |
| Verizon Communications, Inc. | | | 1.3% | |
| AbbVie, Inc. | | | 1.2% | |
| Procter & Gamble Co. | | | 1.2% | |
| PepsiCo, Inc. | | | 1.1% | |
| Cisco Systems, Inc. | | | 1.0% | |
| Honeywell International, Inc. | | | 1.0% | |
| Pfizer, Inc. | | | 1.0% | |
| Texas Instruments, Inc. | | | 1.0% | |
| Merck & Co., Inc. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Global High Dividend Low Volatility Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -1.27% | | | | | | 7.10% | | | | | | 5.98% | | | | | | — | | | |
| | Class I(1) | | | | | -0.83% | | | | | | 7.61% | | | | | | 6.40% | | | | | | — | | | |
| | Class S | | | | | -1.09% | | | | | | 7.34% | | | | | | 6.24% | | | | | | — | | | |
| | Class S2 | | | | | -1.25% | | | | | | 7.19% | | | | | | — | | | | | | 4.82% | | | |
| | Class T | | | | | -1.48% | | | | | | 6.96% | | | | | | — | | | | | | 4.63% | | | |
| | MSCI World Value IndexSM | | | | | -1.16% | | | | | | 7.15% | | | | | | 6.76% | | | | | | 4.92% | | | |
| | MSCI World IndexSM | | | | | 15.90% | | | | | | 12.19% | | | | | | 9.87% | | | | | | 9.58% | | | |
| | | | |
Voya Government Money Market Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Debt | | | 57.9% | |
| U.S. Government Agency Debt | | | 27.1% | |
| U.S. Treasury Repurchase Agreement | | | 13.4% | |
| Assets in Excess of Other Liabilities | | | 1.6% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 25.2% | |
| Health Care | | | 14.1% | |
| Communication Services | | | 13.1% | |
| Financials | | | 10.7% | |
| Consumer Discretionary | | | 10.3% | |
| Industrials | | | 8.2% | |
| Consumer Staples | | | 7.1% | |
| Materials | | | 2.8% | |
| Utilities | | | 2.8% | |
| Real Estate | | | 2.3% | |
| Energy | | | 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, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 5.9% | |
| Alphabet, Inc. - Class A | | | 5.7% | |
| Fiserv, Inc. | | | 3.0% | |
| Intuit, Inc. | | | 2.6% | |
| Walt Disney Co. | | | 2.4% | |
| Broadcom, Inc. | | | 2.3% | |
| Amazon.com, Inc. | | | 2.3% | |
| Medtronic PLC | | | 2.2% | |
| Comcast Corp. - Class A | | | 2.1% | |
| Johnson & Johnson | | | 2.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 16.74% | | | | | | 13.27% | | | | | | 11.62% | | | |
| | Class I | | | | | 17.26% | | | | | | 13.79% | | | | | | 12.12% | | | |
| | Class S | | | | | 16.93% | | | | | | 13.49% | | | | | | 11.84% | | | |
| | Class S2 | | | | | 16.81% | | | | | | 13.33% | | | | | | 11.69% | | | |
| | S&P 500® Index | | | | | 18.40% | | | | | | 15.22% | | | | | | 13.88% | | | |
| | | | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| Investment Type Allocation as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 25.8% | |
| Mutual Funds | | | 22.3% | |
| Collateralized Mortgage Obligations | | | 18.8% | |
| U.S. Government Agency Obligations | | | 12.1% | |
| Asset-Backed Securities | | | 9.3% | |
| Commercial Mortgage-Backed Securities | | | 5.9% | |
| U.S. Treasury Obligations | | | 5.0% | |
| Municipal Bonds | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Other | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Voya Securitized Credit Fund - Class P | | | 5.2% | |
| Voya Investment Grade Credit Fund - Class P | | | 5.0% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 4.0% | |
| Voya High Yield Bond Fund - Class P | | | 3.7% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.7% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.7% | |
| United States Treasury Note, 0.125%, 12/15/23 | | | 1.3% | |
| United States Treasury Bond, 1.375%, 11/15/40 | | | 1.1% | |
| Ginnie Mae, 2.500%, 02/01/51 | | | 1.0% | |
| United States Treasury Note, 0.125%, 12/31/22 | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 7.32% | | | | | | 4.74% | | | | | | 4.48% | | | |
| | Class I | | | | | 7.81% | | | | | | 5.24% | | | | | | 4.99% | | | |
| | Class S | | | | | 7.57% | | | | | | 4.99% | | | | | | 4.73% | | | |
| | Class S2 | | | | | 7.42% | | | | | | 4.83% | | | | | | 4.58% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 7.51% | | | | | | 4.44% | | | | | | 3.84% | | | |
| | | | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.9% | |
| Consumer Discretionary | | | 17.7% | |
| Health Care | | | 16.5% | |
| Industrials | | | 15.6% | |
| Information Technology | | | 14.8% | |
| Real Estate | | | 4.4% | |
| Materials | | | 4.2% | |
| Utilities | | | 2.4% | |
| Consumer Staples | | | 1.8% | |
| Communication Services | | | 1.6% | |
| Energy | | | 1.6% | |
| 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, 2020* (as a percentage of net assets) | | |||
| | | | | |
| j2 Global, Inc. | | | 1.3% | |
| Werner Enterprises, Inc. | | | 1.3% | |
| Caesars Entertainment, Inc. | | | 1.2% | |
| Stifel Financial Corp. | | | 1.2% | |
| Builders FirstSource, Inc. | | | 1.1% | |
| Marriott Vacations Worldwide Corp. | | | 1.1% | |
| Cantel Medical Corp. | | | 1.1% | |
| EMCOR Group, Inc. | | | 1.1% | |
| Onto Innovation, Inc. | | | 1.1% | |
| Envestnet, Inc. | | | 1.1% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 11.73% | | | | | | 10.01% | | | | | | 9.84% | | | |
| | Class I | | | | | 12.28% | | | | | | 10.56% | | | | | | 10.39% | | | |
| | Class R6(1) | | | | | 12.34% | | | | | | 10.56% | | | | | | 10.39% | | | |
| | Class S | | | | | 12.04% | | | | | | 10.29% | | | | | | 10.12% | | | |
| | Russell 2000® Index | | | | | 19.96% | | | | | | 13.26% | | | | | | 11.20% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,167.70 | | | | | | 0.69% | | | | | $ | 3.76 | | | | | $ | 1,000.00 | | | | | $ | 1,021.67 | | | | | | 0.69% | | | | | $ | 3.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,166.30 | | | | | | 0.94 | | | | | | 5.12 | | | | | | 1,000.00 | | | | | | 1,020.41 | | | | | | 0.94 | | | | | | 4.77 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,142.00 | | | | | | 1.10% | | | | | $ | 5.92 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.10% | | | | | $ | 5.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,145.40 | | | | | | 0.60 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.60 | | | | | | 3.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,143.70 | | | | | | 0.85 | | | | | | 4.58 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,142.20 | | | | | | 1.00 | | | | | | 5.38 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.00 | | | | | | 5.08 | | |
Class T | | | | | 1,000.00 | | | | | | 1,141.00 | | | | | | 1.20 | | | | | | 6.46 | | | | | | 1,000.00 | | | | | | 1,019.10 | | | | | | 1.20 | | | | | | 6.09 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.10 | | | | | | 0.17% | | | | | $ | 0.85 | | | | | $ | 1,000.00 | | | | | $ | 1,024.28 | | | | | | 0.17% | | | | | $ | 0.87 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.10 | | | | | | 0.17 | | | | | | 0.85 | | | | | | 1,000.00 | | | | | | 1,024.28 | | | | | | 0.17 | | | | | | 0.87 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,236.20 | | | | | | 1.07% | | | | | $ | 6.01 | | | | | $ | 1,000.00 | | | | | $ | 1,019.76 | | | | | | 1.07% | | | | | $ | 5.43 | | |
Class I | | | | | 1,000.00 | | | | | | 1,238.90 | | | | | | 0.62 | | | | | | 3.49 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.62 | | | | | | 3.15 | | |
Class S | | | | | 1,000.00 | | | | | | 1,237.60 | | | | | | 0.87 | | | | | | 4.89 | | | | | | 1,000.00 | | | | | | 1,020.76 | | | | | | 0.87 | | | | | | 4.42 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,236.80 | | | | | | 1.02 | | | | | | 5.74 | | | | | | 1,000.00 | | | | | | 1,020.01 | | | | | | 1.02 | | | | | | 5.18 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,031.20 | | | | | | 1.03% | | | | | $ | 5.26 | | | | | $ | 1,000.00 | | | | | $ | 1,019.96 | | | | | | 1.03% | | | | | $ | 5.23 | | |
Class I | | | | | 1,000.00 | | | | | | 1,033.60 | | | | | | 0.53 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,022.47 | | | | | | 0.53 | | | | | | 2.69 | | |
Class S | | | | | 1,000.00 | | | | | | 1,032.40 | | | | | | 0.78 | | | | | | 3.98 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.78 | | | | | | 3.96 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,031.70 | | | | | | 0.93 | | | | | | 4.75 | | | | | | 1,000.00 | | | | | | 1,020.46 | | | | | | 0.93 | | | | | | 4.72 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,346.80 | | | | | | 1.40% | | | | | $ | 8.26 | | | | | $ | 1,000.00 | | | | | $ | 1,018.10 | | | | | | 1.40% | | | | | $ | 7.10 | | |
Class I | | | | | 1,000.00 | | | | | | 1,350.00 | | | | | | 0.90 | | | | | | 5.32 | | | | | | 1,000.00 | | | | | | 1,020.61 | | | | | | 0.90 | | | | | | 4.57 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,349.80 | | | | | | 0.89 | | | | | | 5.26 | | | | | | 1,000.00 | | | | | | 1,020.66 | | | | | | 0.89 | | | | | | 4.52 | | |
Class S | | | | | 1,000.00 | | | | | | 1,348.60 | | | | | | 1.15 | | | | | | 6.79 | | | | | | 1,000.00 | | | | | | 1,019.36 | | | | | | 1.15 | | | | | | 5.84 | | |
February 24, 2021
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 329,712,317 | | | | | $ | 602,429,654 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 38,918,608 | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 21,471,061 | | | | | | 7,073,902 | | | | | | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 484,712,497 | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 76,315,000 | | |
Cash | | | | | 359,523 | | | | | | 93,612 | | | | | | 752 | | |
Cash collateral for futures contracts | | | | | 538,855 | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 13,004 | | | | | | 79,984 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 1,061,724 | | | | | | — | | | | | | 8,999,191 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 3,195,651 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 161,175 | | | | | | 6,697,327 | | | | | | 176,620 | | |
Dividends | | | | | 430,016 | | | | | | 1,063,161 | | | | | | — | | |
Interest | | | | | 338,013 | | | | | | — | | | | | | 25,314 | | |
Foreign tax reclaims | | | | | 130,891 | | | | | | 1,300,054 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 957 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,550 | | | | | | 2,809 | | | | | | 2,308 | | |
Reimbursement due from Investment Adviser | | | | | 15,999 | | | | | | 28,636 | | | | | | 184,356 | | |
Other assets | | | | | 53,356 | | | | | | 57,173 | | | | | | 131,795 | | |
Total assets | | | | | 396,402,700 | | | | | | 618,826,312 | | | | | | 570,547,833 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,337,088 | | | | | | 97,288 | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 5,649,341 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 346 | | | | | | 34,983 | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 15,321,205 | | | | | | 6,668,901 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | ��� | | | | 37,491 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 187,869 | | | | | | 282,283 | | | | | | 159,426 | | |
Payable for distribution and shareholder service fees | | | | | 586 | | | | | | 103,634 | | | | | | 6 | | |
Payable for directors/trustees fees | | | | | 1,743 | | | | | | 2,980 | | | | | | 2,897 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 53,356 | | | | | | 57,173 | | | | | | 131,795 | | |
Other accrued expenses and liabilities | | | | | 188,971 | | | | | | 184,291 | | | | | | 258,235 | | |
Written options, at fair value^ | | | | | 2,393 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 22,780,389 | | | | | | 7,431,533 | | | | | | 552,359 | | |
NET ASSETS | | | | $ | 373,622,311 | | | | | $ | 611,394,779 | | | | | $ | 569,995,474 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 309,031,736 | | | | | $ | 603,259,068 | | | | | $ | 570,068,691 | | |
Total distributable earnings (loss) | | | | | 64,590,575 | | | | | | 8,135,711 | | | | | | (73,217) | | |
NET ASSETS | | | | $ | 373,622,311 | | | | | $ | 611,394,779 | | | | | $ | 569,995,474 | | |
+ Including securities loaned at value | | | | $ | 14,981,190 | | | | | $ | 6,349,839 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 277,320,594 | | | | | $ | 543,876,325 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 36,851,751 | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 21,470,880 | | | | | $ | 7,073,902 | | | | | $ | — | | |
‡ Cost of foreign currencies | | | | $ | 14,571 | | | | | $ | 80,092 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 14,752 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 13,683,520 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,308,782 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.46 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 370,828,145 | | | | | $ | 129,379,141 | | | | | $ | 569,944,854 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 22,565,395 | | | | | | 12,396,409 | | | | | | 569,826,198 | | |
Net asset value and redemption price per share | | | | $ | 16.43 | | | | | $ | 10.44 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,794,166 | | | | | $ | 465,404,615 | | | | | $ | 50,620 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 170,985 | | | | | | 44,380,615 | | | | | | 50,611 | | |
Net asset value and redemption price per share | | | | $ | 16.34 | | | | | $ | 10.49 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 354,109 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 34,210 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.35 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,573,394 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 245,800 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.47 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,196,230,258 | | | | | $ | 2,754,688,246 | | | | | $ | 443,580,585 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 799,299,636 | | | | | | — | | |
Short-term investments at fair value† | | | | | 92,569,280 | | | | | | 37,952,399 | | | | | | 31,663,347 | | |
Cash | | | | | 1,025,725 | | | | | | 122,182 | | | | | | 32,298 | | |
Cash collateral for futures contracts | | | | | — | | | | | | 7,104,892 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 4,816,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 1,820,000 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 4,295,648 | | | | | | 693,988 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 39,599,634 | | | | | | — | | |
Fund shares sold | | | | | 19,110 | | | | | | 34,510,917 | | | | | | 79,159 | | |
Dividends | | | | | 4,469,665 | | | | | | 134 | | | | | | 434,683 | | |
Interest | | | | | 716 | | | | | | 14,397,728 | | | | | | — | | |
Foreign tax reclaims | | | | | 228,536 | | | | | | — | | | | | | 877 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 70,172 | | | | | | — | | |
Prepaid expenses | | | | | 12,823 | | | | | | 15,937 | | | | | | 1,981 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 134,336 | | | | | | 23,634 | | |
Other assets | | | | | 264,876 | | | | | | 373,240 | | | | | | 47,842 | | |
Total assets | | | | | 3,294,820,989 | | | | | | 3,699,201,101 | | | | | | 476,558,394 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 652 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 1,679,565 | | | | | | 14,624,866 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 97,380,944 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 3,848,425 | | | | | | 1,646,150 | | | | | | 778,971 | | |
Payable upon receipt of securities loaned | | | | | 56,373,200 | | | | | | 10,433,390 | | | | | | 14,750,338 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 2,297,873 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 138,682 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 270,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,504,634 | | | | | | 1,501,399 | | | | | | 315,453 | | |
Payable for distribution and shareholder service fees | | | | | 443,375 | | | | | | 584,454 | | | | | | 19,606 | | |
Payable for directors/trustees fees | | | | | 14,557 | | | | | | 17,624 | | | | | | 2,002 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 264,876 | | | | | | 373,240 | | | | | | 47,842 | | |
Other accrued expenses and liabilities | | | | | 558,514 | | | | | | 803,560 | | | | | | 185,917 | | |
Written options, at fair value^ | | | | | — | | | | | | 104,600 | | | | | | — | | |
Total liabilities | | | | | 63,007,581 | | | | | | 117,232,133 | | | | | | 30,724,995 | | |
NET ASSETS | | | | $ | 3,231,813,408 | | | | | $ | 3,581,968,968 | | | | | $ | 445,833,399 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,335,277,945 | | | | | $ | 3,443,089,818 | | | | | $ | 376,842,102 | | |
Total distributable earnings | | | | | 896,535,463 | | | | | | 138,879,150 | | | | | | 68,991,297 | | |
NET ASSETS | | | | $ | 3,231,813,408 | | | | | $ | 3,581,968,968 | | | | | $ | 445,833,399 | | |
+ Including securities loaned at value | | | | $ | 55,126,553 | | | | | $ | 10,067,577 | | | | | $ | 14,391,924 | | |
* Cost of investments in securities | | | | $ | 2,362,800,484 | | | | | $ | 2,624,294,312 | | | | | $ | 367,871,184 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 778,219,592 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 92,569,280 | | | | | $ | 37,952,399 | | | | | $ | 31,663,347 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 644,755 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 903,118,122 | | | | | $ | 312,654,242 | | | | | $ | 6,851,253 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 30,834,566 | | | | | | 23,709,084 | | | | | | 394,720 | | |
Net asset value and redemption price per share | | | | $ | 29.29 | | | | | $ | 13.19 | | | | | $ | 17.36 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,845,795,638 | | | | | $ | 1,108,593,029 | | | | | $ | 347,004,423 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 61,737,885 | | | | | | 83,147,596 | | | | | | 18,670,647 | | |
Net asset value and redemption price per share | | | | $ | 29.90 | | | | | $ | 13.33 | | | | | $ | 18.59 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 11,465,827 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 616,588 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 18.60 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 482,532,209 | | | | | $ | 2,139,405,973 | | | | | $ | 80,511,896 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,456,429 | | | | | | 161,578,018 | | | | | | 4,476,302 | | |
Net asset value and redemption price per share | | | | $ | 29.32 | | | | | $ | 13.24 | | | | | $ | 17.99 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 367,439 | | | | | $ | 21,315,724 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 12,725 | | | | | | 1,616,101 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 28.88 | | | | | $ | 13.19 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 4,505,010 | | | | | $ | 17,642,244 | | | | | $ | 97,184 | | |
Dividends from affiliated underlying funds | | | | | 2,408,144 | | | | | | — | | | | | | — | | |
Interest | | | | | 1,858,663 | | | | | | — | | | | | | 2,093,356 | | |
Securities lending income, net | | | | | 49,384 | | | | | | 50,903 | | | | | | — | | |
Total investment income | | | | | 8,821,201 | | | | | | 17,693,147 | | | | | | 2,190,540 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,091,007 | | | | | | 3,308,145 | | | | | | 2,028,942 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 65,507 | | | | | | — | | |
Class S | | | | | 6,308 | | | | | | 1,132,646 | | | | | | 76 | | |
Class S2 | | | | | — | | | | | | 1,238 | | | | | | — | | |
Class T | | | | | — | | | | | | 18,723 | | | | | | — | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 7,184 | | | | | | — | | |
Class I | | | | | 303,895 | | | | | | 69,640 | | | | | | 754,682 | | |
Class S | | | | | 2,217 | | | | | | 248,531 | | | | | | 38 | | |
Class S2 | | | | | — | | | | | | 169 | | | | | | — | | |
Class T | | | | | — | | | | | | 1,369 | | | | | | — | | |
Shareholder reporting expense | | | | | 34,980 | | | | | | 76,645 | | | | | | 46,098 | | |
Registration fees | | | | | 49 | | | | | | — | | | | | | — | | |
Professional fees | | | | | 27,140 | | | | | | 45,858 | | | | | | 30,832 | | |
Custody and accounting expense | | | | | 134,404 | | | | | | 90,424 | | | | | | 52,486 | | |
Directors/trustees fees | | | | | 13,940 | | | | | | 23,836 | | | | | | 23,177 | | |
Licensing fee (Note 7) | | | | | 23,899 | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 19,609 | | | | | | 41,713 | | | | | | 20,787 | | |
Interest expense | | | | | 1,172 | | | | | | 176 | | | | | | 650 | | |
Total expenses | | | | | 2,658,620 | | | | | | 5,131,804 | | | | | | 2,957,768 | | |
Waived and reimbursed fees | | | | | (236,487) | | | | | | (325,130) | | | | | | (1,954,928) | | |
Brokerage commission recapture | | | | | — | | | | | | (22) | | | | | | — | | |
Net expenses | | | | | 2,422,133 | | | | | | 4,806,652 | | | | | | 1,002,840 | | |
Net investment income | | | | | 6,399,068 | | | | | | 12,886,495 | | | | | | 1,187,700 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 6,435,337 | | | | | | (30,386,849) | | | | | | 212,665 | | |
Sale of affiliated underlying funds | | | | | (3,667,719) | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 26,007 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (2,422) | | | | | | (37,160) | | | | | | — | | |
Futures | | | | | 2,169,678 | | | | | | — | | | | | | — | | |
Swaps | | | | | 172,073 | | | | | | — | | | | | | — | | |
Written options | | | | | 21,736 | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 5,154,690 | | | | | | (30,424,009) | | | | | | 212,665 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 22,137,298 | | | | | | 1,628,974 | | | | | | — | | |
Affiliated underlying funds | | | | | 1,715,330 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (26,257) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 19,921 | | | | | | 87,531 | | | | | | — | | |
Futures | | | | | 522,396 | | | | | | — | | | | | | — | | |
Swaps | | | | | (37,159) | | | | | | — | | | | | | — | | |
Written options | | | | | 12,359 | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 24,343,888 | | | | | | 1,716,505 | | | | | | — | | |
Net realized and unrealized gain (loss) | | | | | 29,498,578 | | | | | | (28,707,504) | | | | | | 212,665 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 35,897,646 | | | | | $ | (15,821,009) | | | | | $ | 1,400,365 | | |
* Foreign taxes withheld | | | | $ | 72,505 | | | | | $ | 709,318 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 57,370,423 | | | | | $ | 38,227 | | | | | $ | 4,349,216 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | 30,461,139 | | | | | | — | | |
Interest | | | | | 2,365 | | | | | | 90,439,824 | | | | | | — | | |
Securities lending income, net | | | | | 147,180 | | | | | | 191,969 | | | | | | 31,378 | | |
Total investment income | | | | | 57,519,968 | | | | | | 121,131,159 | | | | | | 4,380,594 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 17,467,618 | | | | | | 17,623,490 | | | | | | 3,401,802 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 4,088,188 | | | | | | 1,474,981 | | | | | | 29,122 | | |
Class S | | | | | 1,095,185 | | | | | | 5,340,696 | | | | | | 173,522 | | |
Class S2 | | | | | 1,185 | | | | | | 90,528 | | | | | | — | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 335,248 | | | | | | 145,335 | | | | | | 8,013 | | |
Class I | | | | | 678,713 | | | | | | 527,923 | | | | | | 435,997 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 39 | | |
Class S | | | | | 179,617 | | | | | | 1,053,661 | | | | | | 95,285 | | |
Class S2 | | | | | 121 | | | | | | 11,153 | | | | | | — | | |
Shareholder reporting expense | | | | | 243,860 | | | | | | 219,600 | | | | | | 43,580 | | |
Professional fees | | | | | 129,274 | | | | | | 144,570 | | | | | | 16,911 | | |
Custody and accounting expense | | | | | 238,234 | | | | | | 290,400 | | | | | | 48,450 | | |
Directors/trustees fees | | | | | 116,451 | | | | | | 140,988 | | | | | | 16,009 | | |
Miscellaneous expense | | | | | 142,594 | | | | | | 183,492 | | | | | | 27,358 | | |
Interest expense | | | | | 424 | | | | | | 1,620 | | | | | | 1,806 | | |
Total expenses | | | | | 24,716,712 | | | | | | 27,248,437 | | | | | | 4,297,894 | | |
Waived and reimbursed fees | | | | | (1,718,879) | | | | | | (1,522,285) | | | | | | (479,096) | | |
Net expenses | | | | | 22,997,833 | | | | | | 25,726,152 | | | | | | 3,818,798 | | |
Net investment income | | | | | 34,522,135 | | | | | | 95,405,007 | | | | | | 561,796 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 300,435,837 | | | | | | 28,713,091 | | | | | | 2,886,066 | | |
Sale of affiliated underlying funds | | | | | — | | | | | | (3,378,056) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | — | | | | | | 7,504,108 | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 2,090,473 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | (520,949) | | | | | | 92 | | |
Futures | | | | | — | | | | | | 34,524,933 | | | | | | — | | |
Swaps | | | | | — | | | | | | 16,075,877 | | | | | | — | | |
Written options | | | | | — | | | | | | 1,123,112 | | | | | | — | | |
Net realized gain | | | | | 300,435,837 | | | | | | 86,132,589 | | | | | | 2,886,158 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 130,647,761 | | | | | | 50,019,477 | | | | | | 25,963,887 | | |
Affiliated underlying funds | | | | | — | | | | | | 20,133,754 | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | (1,542,771) | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | 736,489 | | | | | | 10 | | |
Futures | | | | | — | | | | | | 5,050,757 | | | | | | — | | |
Swaps | | | | | — | | | | | | (437,249) | | | | | | — | | |
Written options | | | | | — | | | | | | 540,155 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 130,647,761 | | | | | | 74,500,612 | | | | | | 25,963,897 | | |
Net realized and unrealized gain | | | | | 431,083,598 | | | | | | 160,633,201 | | | | | | 28,850,055 | | |
Increase in net assets resulting from operations | | | | $ | 465,605,733 | | | | | $ | 256,038,208 | | | | | $ | 29,411,851 | | |
* Foreign taxes withheld | | | | $ | 332,966 | | | | | $ | — | | | | | $ | 6,528 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,399,068 | | | | | $ | 8,211,036 | | | | | $ | 12,886,495 | | | | | $ | 16,797,517 | | |
Net realized gain (loss) | | | | | 5,154,690 | | | | | | 8,827,638 | | | | | | (30,424,009) | | | | | | (1,946,473) | | |
Net change in unrealized appreciation (depreciation) | | | | | 24,343,888 | | | | | | 46,868,609 | | | | | | 1,716,505 | | | | | | 110,133,970 | | |
Increase (decrease) in net assets resulting from operations | | | | | 35,897,646 | | | | | | 63,907,283 | | | | | | (15,821,009) | | | | | | 124,985,014 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (256,442) | | | | | | (1,142,858) | | |
Class I | | | | | (18,138,058) | | | | | | (23,387,273) | | | | | | (3,119,971) | | | | | | (10,887,339) | | |
Class S | | | | | (126,078) | | | | | | (177,792) | | | | | | (9,952,937) | | | | | | (30,582,123) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (6,422) | | | | | | (22,028) | | |
Class T | | | | | — | | | | | | — | | | | | | (44,881) | | | | | | (2,178,172) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (7,056) | | | | | | — | | |
Class I | | | | | — | | | | | | — | | | | | | (68,689) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (243,548) | | | | | | — | | |
Class S2 | | | | | — | | | | | | — | | | | | | (168) | | | | | | — | | |
Class T | | | | | — | | | | | | — | | | | | | (1,310) | | | | | | — | | |
Total distributions | | | | | (18,264,136) | | | | | | (23,565,065) | | | | | | (13,701,424) | | | | | | (44,812,520) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 5,535,434 | | | | | | 5,604,962 | | | | | | 18,903,580 | | | | | | 35,321,065 | | |
Proceeds from shares issued in merger (Note 16) | | | | | — | | | | | | — | | | | | | — | | | | | | 120,666,328 | | |
Reinvestment of distributions | | | | | 18,264,136 | | | | | | 23,565,065 | | | | | | 13,701,424 | | | | | | 44,812,520 | | |
| | | | | 23,799,570 | | | | | | 29,170,027 | | | | | | 32,605,004 | | | | | | 200,799,913 | | |
Cost of shares redeemed | | | | | (41,524,529) | | | | | | (46,279,105) | | | | | | (102,658,244) | | | | | | (125,172,096) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (17,724,959) | | | | | | (17,109,078) | | | | | | (70,053,240) | | | | | | 75,627,817 | | |
Net increase (decrease) in net assets | | | | | (91,449) | | | | | | 23,233,140 | | | | | | (99,575,673) | | | | | | 155,800,311 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 373,713,760 | | | | | | 350,480,620 | | | | | | 710,970,452 | | | | | | 555,170,141 | | |
End of year or period | | | | $ | 373,622,311 | | | | | $ | 373,713,760 | | | | | $ | 611,394,779 | | | | | $ | 710,970,452 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,187,700 | | | | | $ | 8,609,780 | | | | | $ | 34,522,135 | | | | | $ | 44,915,132 | | |
Net realized gain | | | | | 212,665 | | | | | | 336,785 | | | | | | 300,435,837 | | | | | | 259,507,222 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 130,647,761 | | | | | | 467,354,641 | | |
Increase in net assets resulting from operations | | | | | 1,400,365 | | | | | | 8,946,565 | | | | | | 465,605,733 | | | | | | 771,776,995 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (89,633,973) | | | | | | (98,849,016) | | |
Class I | | | | | (1,404,625) | | | | | | (8,951,042) | | | | | | (185,709,436) | | | | | | (200,436,132) | | |
Class S | | | | | (11) | | | | | | — | | | | | | (48,725,698) | | | | | | (54,032,226) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (36,297) | | | | | | (36,281) | | |
Total distributions | | | | | (1,404,636) | | | | | | (8,951,042) | | | | | | (324,105,404) | | | | | | (353,353,655) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 285,044,111 | | | | | | 85,202,977 | | | | | | 16,220,803 | | | | | | 7,667,948 | | |
Reinvestment of distributions | | | | | 1,404,636 | | | | | | 8,951,042 | | | | | | 323,931,465 | | | | | | 353,133,065 | | |
| | | | | 286,448,747 | | | | | | 94,154,019 | | | | | | 340,152,268 | | | | | | 360,801,013 | | |
Cost of shares redeemed | | | | | (185,720,359) | | | | | | (88,069,498) | | | | | | (425,160,048) | | | | | | (483,242,750) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 100,728,388 | | | | | | 6,084,521 | | | | | | (85,007,780) | | | | | | (122,441,737) | | |
Net increase in net assets | | | | | 100,724,117 | | | | | | 6,080,044 | | | | | | 56,492,549 | | | | | | 295,981,603 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 469,271,357 | | | | | | 463,191,313 | | | | | | 3,175,320,859 | | | | | | 2,879,339,256 | | |
End of year or period | | | | $ | 569,995,474 | | | | | $ | 469,271,357 | | | | | $ | 3,231,813,408 | | | | | $ | 3,175,320,859 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 95,405,007 | | | | | $ | 113,302,014 | | | | | $ | 561,796 | | | | | $ | 2,134,465 | | |
Net realized gain | | | | | 86,132,589 | | | | | | 65,999,684 | | | | | | 2,886,158 | | | | | | 7,924,479 | | |
Net change in unrealized appreciation (depreciation) | | | | | 74,500,612 | | | | | | 146,567,084 | | | | | | 25,963,897 | | | | | | 117,688,693 | | |
Increase in net assets resulting from operations | | | | | 256,038,208 | | | | | | 325,868,782 | | | | | | 29,411,851 | | | | | | 127,747,637 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (15,415,594) | | | | | | (8,383,955) | | | | | | (115,866) | | | | | | (1,001,250) | | |
Class I | | | | | (60,842,817) | | | | | | (35,371,437) | | | | | | (7,399,513) | | | | | | (60,093,482) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (113,123) | | | | | | (889,586) | | |
Class S | | | | | (114,239,492) | | | | | | (73,267,399) | | | | | | (1,519,485) | | | | | | (12,637,157) | | |
Class S2 | | | | | (1,162,517) | | | | | | (651,433) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (191,660,420) | | | | | | (117,674,224) | | | | | | (9,147,987) | | | | | | (74,621,475) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 289,580,060 | | | | | | 144,881,394 | | | | | | 35,470,151 | | | | | | 27,464,775 | | |
Reinvestment of distributions | | | | | 191,650,804 | | | | | | 117,666,869 | | | | | | 9,147,987 | | | | | | 74,621,475 | | |
| | | | | 481,230,864 | | | | | | 262,548,263 | | | | | | 44,618,138 | | | | | | 102,086,250 | | |
Cost of shares redeemed | | | | | (498,718,864) | | | | | | (464,637,605) | | | | | | (145,853,074) | | | | | | (156,108,012) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (17,488,000) | | | | | | (202,089,342) | | | | | | (101,234,936) | | | | | | (54,021,762) | | |
Net increase (decrease) in net assets | | | | | 46,889,788 | | | | | | 6,105,216 | | | | | | (80,971,072) | | | | | | (895,600) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,535,079,180 | | | | | | 3,528,973,964 | | | | | | 526,804,471 | | | | | | 527,700,071 | | |
End of year or period | | | | $ | 3,581,968,968 | | | | | $ | 3,535,079,180 | | | | | $ | 445,833,399 | | | | | $ | 526,804,471 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 15.71 | | | | | | 0.29 | | | | | | 1.22 | | | | | | 1.51 | | | | | | 0.36 | | | | | | 0.43 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 16.43 | | | | | | 10.85 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.83 | | | | | | 370,828 | | | | | | 96 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 15.62 | | | | | | 0.23• | | | | | | 1.24 | | | | | | 1.47 | | | | | | 0.32 | | | | | | 0.43 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 16.34 | | | | | | 10.57 | | | | | | 1.01 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.59 | | | | | | 2,794 | | | | | | 96 | | |
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 | | |
Voya Global High Dividend Low Volatility Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.83 | | | | | | 0.18 | | | | | | (0.35) | | | | | | (0.17) | | | | | | 0.19 | | | | | | — | | | | | | 0.01 | | | | | | 0.20 | | | | | | — | | | | | | 10.46 | | | | | | (1.27) | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.86 | | | | | | 13,684 | | | | | | 72 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.82 | | | | | | 0.23 | | | | | | (0.36) | | | | | | (0.13) | | | | | | 0.24 | | | | | | — | | | | | | 0.01 | | | | | | 0.25 | | | | | | — | | | | | | 10.44 | | | | | | (0.83) | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 129,379 | | | | | | 72 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.87 | | | | | | 0.21 | | | | | | (0.37) | | | | | | (0.16) | | | | | | 0.21 | | | | | | — | | | | | | 0.01 | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (1.09) | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 465,405 | | | | | | 72 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.73 | | | | | | 0.19 | | | | | | (0.36) | | | | | | (0.17) | | | | | | 0.20 | | | | | | — | | | | | | 0.01 | | | | | | 0.21 | | | | | | — | | | | | | 10.35 | | | | | | (1.25) | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.95 | | | | | | 354 | | | | | | 72 | | |
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 | | |
| | | | | | | | | 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 High Dividend Low Volatility Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.85 | | | | | | 0.18 | | | | | | (0.37) | | | | | | (0.19) | | | | | | 0.18 | | | | | | — | | | | | | 0.01 | | | | | | 0.19 | | | | | | — | | | | | | 10.47 | | | | | | (1.48) | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.74 | | | | | | 2,573 | | | | | | 72 | | |
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 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.29 | | | | | | 0.51 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.20 | | | | | | 569,945 | | | | | | — | | |
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 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.04 | | | | | | 0.76 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.00* | | | | | | 51 | | | | | | — | | |
06-30-18(5) | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.57 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.14 | | | | | | 46 | | | | | | — | | |
12-31-17 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.46 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 44 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.10 | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.00* | | | | | | 82 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 27.93 | | | | | | 0.26 | | | | | | 4.22 | | | | | | 4.48 | | | | | | 0.26 | | | | | | 2.86 | | | | | | — | | | | | | 3.12 | | | | | | — | | | | | | 29.29 | | | | | | 16.74 | | | | | | 1.17 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.90 | | | | | | 903,118 | | | | | | 92 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 28.44 | | | | | | 0.39 | | | | | | 4.32 | | | | | | 4.71 | | | | | | 0.39 | | | | | | 2.86 | | | | | | — | | | | | | 3.25 | | | | | | — | | | | | | 29.90 | | | | | | 17.26 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.35 | | | | | | 1,845,796 | | | | | | 92 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 27.96 | | | | | | 0.32 | | | | | | 4.22 | | | | | | 4.54 | | | | | | 0.32 | | | | | | 2.86 | | | | | | — | | | | | | 3.18 | | | | | | — | | | | | | 29.32 | | | | | | 16.93 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.10 | | | | | | 482,532 | | | | | | 92 | | |
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 | | |
| | | | | | | | | 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 Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 27.59 | | | | | | 0.25• | | | | | | 4.19 | | | | | | 4.44 | | | | | | 0.29 | | | | | | 2.86 | | | | | | — | | | | | | 3.15 | | | | | | — | | | | | | 28.88 | | | | | | 16.81 | | | | | | 1.07 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 0.95 | | | | | | 367 | | | | | | 92 | | |
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 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 12.94 | | | | | | 0.32 | | | | | | 0.61 | | | | | | 0.93 | | | | | | 0.38 | | | | | | 0.30 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 13.19 | | | | | | 7.32 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.40 | | | | | | 312,654 | | | | | | 99 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.08 | | | | | | 0.39 | | | | | | 0.61 | | | | | | 1.00 | | | | | | 0.45 | | | | | | 0.30 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 13.33 | | | | | | 7.81 | | | | | | 0.58 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.89 | | | | | | 1,108,593 | | | | | | 99 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 12.99 | | | | | | 0.35 | | | | | | 0.62 | | | | | | 0.97 | | | | | | 0.42 | | | | | | 0.30 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 13.24 | | | | | | 7.57 | | | | | | 0.83 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.65 | | | | | | 2,139,406 | | | | | | 99 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 12.94 | | | | | | 0.33 | | | | | | 0.62 | | | | | | 0.95 | | | | | | 0.40 | | | | | | 0.30 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 13.19 | | | | | | 7.42 | | | | | | 0.98 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.50 | | | | | | 21,316 | | | | | | 99 | | |
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 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 15.91 | | | | | | (0.04) | | | | | | 1.77 | | | | | | 1.73 | | | | | | 0.01 | | | | | | 0.27 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 17.36 | | | | | | 11.73 | | | | | | 1.52 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.31) | | | | | | 6,851 | | | | | | 134 | | |
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 | | |
| | | | | | | | | 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 I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 17.04 | | | | | | 0.05 | | | | | | 1.86 | | | | | | 1.91 | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 18.59 | | | | | | 12.28 | | | | | | 1.02 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.19 | | | | | | 347,004 | | | | | | 134 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 17.04 | | | | | | 0.03 | | | | | | 1.89 | | | | | | 1.92 | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 18.60 | | | | | | 12.34 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.25 | | | | | | 11,466 | | | | | | 134 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 16.48 | | | | | | (0.00)* | | | | | | 1.83 | | | | | | 1.83 | | | | | | 0.05 | | | | | | 0.27 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 17.99 | | | | | | 12.04 | | | | | | 1.27 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.06) | | | | | | 80,512 | | | | | | 134 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 143,192 | | | | | $ | 1,095,383 | | |
Intermediate Bond | | | | | 6,859,306 | | | | | | 66,587,198 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 32,912,909 | | | | | $ | 17,764,215 | | |
Intermediate Bond | | | | | 601,766,367 | | | | | | 160,452,960 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 218,303,716 | | | | | $ | 237,675,657 | | |
Global High Dividend Low Volatility | | | | | 429,472,513 | | | | | | 504,626,403 | | |
Growth and Income | | | | | 2,649,215,150 | | | | | | 3,040,842,525 | | |
Intermediate Bond | | | | | 874,392,343 | | | | | | 726,327,035 | | |
Small Company | | | | | 532,579,350 | | | | | | 632,502,595 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 108,446,062 | | | | | $ | 105,524,510 | | |
Intermediate Bond | | | | | 2,589,587,528 | | | | | | 2,789,644,620 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global High Dividend Low Volatility | | | 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% | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Government Money Market | | | | $ | — | | | | | $ | — | | | | | $ | 1,693,989 | | | | | $ | 1,693,989 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 5.25% | | |
| | | Intermediate Bond | | | | | 11.59 | | |
| | | Small Company | | | | | 15.77 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.59 | | |
| | | Global High Dividend Low Volatility | | | | | 19.20 | | |
| | | Government Money Market | | | | | 91.95 | | |
| | | Growth and Income | | | | | 52.81 | | |
| | | Intermediate Bond | | | | | 26.74 | | |
| | | Small Company | | | | | 61.99 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 305,570 | | |
Global High Dividend Low Volatility | | | | | 325,716 | | |
Government Money Market | | | | | 753,823 | | |
Growth and Income | | | | | 1,184,203 | | |
Intermediate Bond | | | | | 1,732,584 | | |
Small Company | | | | | 538,338 | | |
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 High Dividend Low Volatility | | | | | 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) | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.15% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global High Dividend Low Volatility | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Balanced | | | | $ | — | | | | | $ | — | | | | | $ | 236,487 | | | | | $ | 236,487 | | |
Intermediate Bond | | | | | 900 | | | | | | — | | | | | | 1,522,285 | | | | | | 1,523,185 | | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | 7,102 | | | | | $ | 7,102 | | |
Class I | | | | | — | | | | | | — | | | | | | 387,425 | | | | | | 387,425 | | |
Class S | | | | | — | | | | | | — | | | | | | 84,569 | | | | | | 84,569 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 12 | | | | | $ | 828,167 | | | | | | 1.10% | | |
Global High Dividend Low Volatility | | | | | 6 | | | | | | 872,167 | | | | | | 1.21 | | |
Growth and Income | | | | | 3 | | | | | | 2,782,000 | | | | | | 1.83 | | |
Intermediate Bond | | | | | 2 | | | | | | 5,732,500 | | | | | | 2.11 | | |
Small Company | | | | | 21 | | | | | | 1,947,476 | | | | | | 1.59 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 360,697 | | | | | | — | | | | | | 1,372,016 | | | | | | (2,792,001) | | | | | | (1,059,288) | | | | | | 5,254,763 | | | | | | — | | | | | | 18,138,058 | | | | | | (41,220,433) | | | | | | (17,827,612) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 20,580 | | | | | | — | | | | | | 9,573 | | | | | | (19,934) | | | | | | 10,219 | | | | | | 280,671 | | | | | | — | | | | | | 126,078 | | | | | | (304,096) | | | | | | 102,653 | | |
12/31/2019 | | | | | 18,032 | | | | | | — | | | | | | 12,538 | | | | | | (61,920) | | | | | | (31,350) | | | | | | 271,738 | | | | | | — | | | | | | 177,792 | | | | | | (928,052) | | | | | | (478,522) | | |
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 77,076 | | | | | | — | | | | | | 30,013 | | | | | | (244,244) | | | | | | (137,155) | | | | | | 752,065 | | | | | | — | | | | | | 263,498 | | | | | | (2,345,996) | | | | | | (1,330,433) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 588,767 | | | | | | — | | | | | | 360,415 | | | | | | (2,364,608) | | | | | | (1,415,426) | | | | | | 5,540,929 | | | | | | — | | | | | | 3,188,660 | | | | | | (22,573,731) | | | | | | (13,844,142) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,269,817 | | | | | | — | | | | | | 1,152,590 | | | | | | (7,942,696) | | | | | | (5,520,289) | | | | | | 12,292,843 | | | | | | — | | | | | | 10,196,485 | | | | | | (76,860,734) | | | | | | (54,371,406) | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 5,033 | | | | | | — | | | | | | 752 | | | | | | (2,502) | | | | | | 3,283 | | | | | | 47,069 | | | | | | — | | | | | | 6,590 | | | | | | (24,262) | | | | | | 29,397 | | |
12/31/2019 | | | | | 3,476 | | | | | | — | | | | | | 2,199 | | | | | | (3,322) | | | | | | 2,353 | | | | | | 35,649 | | | | | | — | | | | | | 22,028 | | | | | | (34,559) | | | | | | 23,118 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 29,187 | | | | | | — | | | | | | 5,244 | | | | | | (86,581) | | | | | | (52,150) | | | | | | 270,674 | | | | | | — | | | | | | 46,191 | | | | | | (853,521) | | | | | | (536,656) | | |
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) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 284,993,081 | | | | | | — | | | | | | 1,404,627 | | | | | | (185,720,025) | | | | | | 100,677,683 | | | | | | 284,993,082 | | | | | | — | | | | | | 1,404,625 | | | | | | (185,720,024) | | | | | | 100,677,683 | | |
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 | | |
Class S(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 50,935 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,611 | | | | | | 51,029 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,705 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 381,685 | | | | | | — | | | | | | 3,200,778 | | | | | | (4,837,747) | | | | | | (1,255,284) | | | | | | 10,173,687 | | | | | | — | | | | | | 89,633,973 | | | | | | (131,329,069) | | | | | | (31,521,409) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 131,725 | | | | | | — | | | | | | 6,481,755 | | | | | | (8,128,307) | | | | | | (1,514,827) | | | | | | 3,542,024 | | | | | | — | | | | | | 185,535,497 | | | | | | (224,852,134) | | | | | | (35,774,613) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 96,683 | | | | | | — | | | | | | 1,737,030 | | | | | | (2,535,098) | | | | | | (701,385) | | | | | | 2,469,446 | | | | | | — | | | | | | 48,725,698 | | | | | | (68,964,645) | | | | | | (17,769,501) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,276 | | | | | | — | | | | | | 1,309 | | | | | | (504) | | | | | | 2,081 | | | | | | 35,646 | | | | | | — | | | | | | 36,297 | | | | | | (14,200) | | | | | | 57,743 | | |
12/31/2019 | | | | | 767 | | | | | | — | | | | | | 1,344 | | | | | | (8,337) | | | | | | (6,226) | | | | | | 20,564 | | | | | | — | | | | | | 36,282 | | | | | | (234,187) | | | | | | (177,341) | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 3,515,325 | | | | | | — | | | | | | 1,167,978 | | | | | | (3,483,158) | | | | | | 1,200,145 | | | | | | 46,668,825 | | | | | | — | | | | | | 15,415,594 | | | | | | (44,766,871) | | | | | | 17,317,548 | | |
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 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Intermediate Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 9,821,445 | | | | | | — | | | | | | 4,557,628 | | | | | | (9,507,807) | | | | | | 4,871,266 | | | | | | 130,462,764 | | | | | | — | | | | | | 60,833,201 | | | | | | (125,955,725) | | | | | | 65,340,240 | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 7,846,255 | | | | | | — | | | | | | 8,618,670 | | | | | | (24,172,230) | | | | | | (7,707,305) | | | | | | 104,534,355 | | | | | | — | | | | | | 114,239,492 | | | | | | (318,422,414) | | | | | | (99,648,567) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 601,174 | | | | | | — | | | | | | 88,025 | | | | | | (726,972) | | | | | | (37,773) | | | | | | 7,914,116 | | | | | | — | | | | | | 1,162,517 | | | | | | (9,573,854) | | | | | | (497,221) | | |
12/31/2019 | | | | | 329,802 | | | | | | — | | | | | | 51,005 | | | | | | (532,795) | | | | | | (151,988) | | | | | | 4,218,768 | | | | | | — | | | | | | 651,433 | | | | | | (6,738,567) | | | | | | (1,868,366) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 51,983 | | | | | | — | | | | | | 10,173 | | | | | | (121,718) | | | | | | (59,562) | | | | | | 701,057 | | | | | | — | | | | | | 115,866 | | | | | | (1,719,028) | | | | | | (902,105) | | |
12/31/2019 | | | | | 60,519 | | | | | | — | | | | | | 69,580 | | | | | | (102,697) | | | | | | 27,402 | | | | | | 932,918 | | | | | | — | | | | | | 1,001,250 | | | | | | (1,592,828) | | | | | | 341,340 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,920,657 | | | | | | — | | | | | | 608,513 | | | | | | (8,972,526) | | | | | | (6,443,356) | | | | | | 24,446,642 | | | | | | — | | | | | | 7,399,513 | | | | | | (126,402,402) | | | | | | (94,556,247) | | |
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) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 414,831 | | | | | | — | | | | | | 9,295 | | | | | | (139,912) | | | | | | 284,214 | | | | | | 7,085,914 | | | | | | — | | | | | | 113,123 | | | | | | (2,086,431) | | | | | | 5,112,606 | | |
12/31/2019 | | | | | 35,249 | | | | | | — | | | | | | 57,878 | | | | | | (148,954) | | | | | | (55,827) | | | | | | 599,447 | | | | | | — | | | | | | 889,586 | | | | | | (2,490,506) | | | | | | (1,001,473) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 226,261 | | | | | | — | | | | | | 128,879 | | | | | | (1,098,470) | | | | | | (743,330) | | | | | | 3,236,538 | | | | | | — | | | | | | 1,519,485 | | | | | | (15,645,213) | | | | | | (10,889,190) | | |
12/31/2019 | | | | | 173,730 | | | | | | — | | | | | | 848,701 | | | | | | (1,047,423) | | | | | | (24,992) | | | | | | 3,000,039 | | | | | | — | | | | | | 12,637,157 | | | | | | (16,783,214) | | | | | | (1,146,018) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
Barclays Bank PLC | | | | $ | 1,863,294 | | | | | $ | (1,863,294) | | | | | $ | — | | | | | |
BMO Capital Markets Corp | | | | | 25,183 | | | | | | (25,183) | | | | | | — | | | | | |
BofA Securities Inc. | | | | | 6,363 | | | | | | (6,363) | | | | | | — | | | | | |
Citigroup Global Markets Inc. | | | | | 5,055 | | | | | | (5,055) | | | | | | — | | | | | |
Credit Suisse AG | | | | | 47,731 | | | | | | (47,731) | | | | | | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 57,840 | | | | | | (57,840) | | | | | | — | | | | | |
Industrial And Commercial Bank Of China | | | | | 5,874,764 | | | | | | (5,874,764) | | | | | | — | | | | | |
J.P. Morgan Securities LLC | | | | | 1,924,716 | | | | | | (1,924,716) | | | | | | — | | | | | |
Jefferies LLC | | | | | 112,492 | | | | | | (112,492) | | | | | | — | | | | | |
Mizuho Securities USA LLC | | | | | 26,915 | | | | | | (26,915) | | | | | | — | | | | | |
Morgan Stanley & Co. LLC | | | | | 1,010,106 | | | | | | (1,010,106) | | | | | | — | | | | | |
National Bank of Canada Financial Inc. | | | | | 18,924 | | | | | | (18,924) | | | | | | — | | | | | |
National Financial Services LLC | | | | | 2,615,716 | | | | | | (2,615,716) | | | | | | — | | | | | |
Natixis Securities America LLC | | | | | 66,270 | | | | | | (66,270) | | | | | | — | | | | | |
Nomura Securities International, Inc. | | | | | 14,909 | | | | | | (14,909) | | | | | | — | | | | | |
RBC Capital Markets, LLC | | | | | 1,167,507 | | | | | | (1,167,507) | | | | | | — | | | | | |
State Street Bank and Trust Company | | | | | 89,254 | | | | | | (89,254) | | | | | | — | | | | | |
Wells Fargo Securities LLC | | | | | 54,151 | | | | | | (54,151) | | | | | | — | | | | | |
Total | | | | $ | 14,981,190 | | | | | $ | (14,981,190) | | | | | $ | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
Citigroup Global Markets Inc. | | | | $ | 2,054,620 | | | | | $ | (2,054,620) | | | | | $ | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 1,617,338 | | | | | | (1,617,338) | | | | | | — | | | | | |
Scotia Capital (USA) Inc. | | | | | 2,136,111 | | | | | | (2,136,111) | | | | | | — | | | | | |
State Street Bank and Trust Company | | | | | 541,770 | | | | | | (541,770) | | | | | | — | | | | | |
Total | | | | $ | 6,349,839 | | | | | $ | (6,349,839) | | | | | $ | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
BofA Securities Inc. | | | | $ | 20,707,131 | | | | | $ | (20,707,131) | | | | | $ | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 6,117,783 | | | | | | (6,117,783) | | | | | | — | | | | | |
State Street Bank and Trust Company | | | | | 27,096,855 | | | | | | (27,096,855) | | | | | | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
Wells Fargo Bank NA | | | | | 1,204,784 | | | | | | (1,204,784) | | | | | | — | | | | | |
Total | | | | $ | 55,126,553 | | | | | $ | (55,126,553) | | | | | $ | — | | | | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | | | |||||||||
BNP Paribas | | | | $ | 41,760 | | | | | $ | (41,760) | | | | | $ | — | | | | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 3,967,699 | | | | | | (3,967,699) | | | | | | — | | | | | |
CIBC World Markets Inc. | | | | | 1,253,891 | | | | | | (1,253,891) | | | | | | — | | | | | |
Daiwa Capital Markets America Inc. | | | | | 608,186 | | | | | | (608,186) | | | | | | — | | | | | |
Morgan Stanley & Co. LLC | | | | | 218,381 | | | | | | (218,381) | | | | | | — | | | | | |
National Bank Financial Inc. | | | | | 112,712 | | | | | | (112,712) | | | | | | — | | | | | |
RBC Capital Markets, LLC | | | | | 428,674 | | | | | | (428,674) | | | | | | — | | | | | |
Scotia Capital (USA) Inc. | | | | | 599,910 | | | | | | (599,910) | | | | | | — | | | | | |
SunTrust Robinson Humphrey, Inc. | | | | | 1,392,074 | | | | | | (1,392,074) | | | | | | — | | | | | |
UBS Securities LLC | | | | | 1,444,290 | | | | | | (1,444,290) | | | | | | — | | | | | |
Total | | | | $ | 10,067,577 | | | | | $ | (10,067,577) | | | | | $ | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | | | |||||||||
Barclays Capital Inc. | | | | $ | 55,464 | | | | | $ | (55,464) | | | | | $ | — | | | | | |
BofA Securities Inc. | | | | | 841,349 | | | | | | (841,349) | | | | | | — | | | | | |
CIBC World Markets Corporation | | | | | 2,355,332 | | | | | | (2,355,332) | | | | | | — | | | | | |
Citadel Securities LLC | | | | | 45,228 | | | | | | (45,228) | | | | | | — | | | | | |
Citigroup Global Markets Inc. | | | | | 324,221 | | | | | | (324,221) | | | | | | — | | | | | |
Deutsche Bank Securities Inc. | | | | | 1,107,469 | | | | | | (1,107,469) | | | | | | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 1,543,945 | | | | | | (1,543,945) | | | | | | — | | | | | |
J.P. Morgan Securities LLC | | | | | 1,667,452 | | | | | | (1,667,452) | | | | | | — | | | | | |
Jefferies LLC | | | | | 64,835 | | | | | | (64,835) | | | | | | — | | | | | |
Morgan Stanley & Co. LLC | | | | | 1,325,286 | | | | | | (1,325,286) | | | | | | — | | | | | |
National Bank of Canada Financial Inc. | | | | | 1,234,567 | | | | | | (1,234,567) | | | | | | — | | | | | |
National Financial Services LLC | | | | | 1,782,596 | | | | | | (1,782,596) | | | | | | — | | | | | |
Nomura Securities International, Inc. | | | | | 3,000 | | | | | | (3,000) | | | | | | — | | | | | |
SG Americas Securities, LLC | | | | | 1,935,926 | | | | | | (1,935,926) | | | | | | — | | | | | |
Wells Fargo Securities LLC | | | | | 105,254 | | | | | | (105,254) | | | | | | — | | | | | |
Total | | | | $ | 14,391,924 | | | | | $ | (14,391,924) | | | | | $ | — | | | | | |
| | | Paid-in Capital | | | Distributable Earnings | | ||||||
Government Money Market | | | | $ | (66,383) | | | | | $ | 66,383 | | |
Intermediate Bond | | | | | 287,961 | | | | | | (287,961) | | |
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Return Of Capital | | | Ordinary Income | | | Long-term Capital Gain | | |||||||||||||||
Balanced | | | | $ | 13,587,908 | | | | | $ | 4,676,228 | | | | | $ | — | | | | | $ | 8,811,831 | | | | | $ | 14,753,234 | | |
Global High Dividend Low Volatility | | | | | 13,380,653 | | | | | | — | | | | | | 320,771 | | | | | | 16,108,952 | | | | | | 28,703,568 | | |
Government Money Market | | | | | 1,404,636 | | | | | | — | | | | | | — | | | | | | 8,951,042 | | | | | | — | | |
Growth and Income | | | | | 34,554,841 | | | | | | 289,550,563 | | | | | | — | | | | | | 44,737,928 | | | | | | 308,615,727 | | |
Intermediate Bond | | | | | 161,769,148 | | | | | | 29,891,272 | | | | | | — | | | | | | 117,674,224 | | | | | | — | | |
Small Company | | | | | 4,343,405 | | | | | | 4,804,582 | | | | | | — | | | | | | 17,627,644 | | | | | | 56,993,831 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | | | | |||||||||||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | | | | | |||||||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 9,654,626 | | | | | $ | 2,536,015 | | | | | $ | — | | | | | $ | 53,217,389 | | | | | $ | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Global High Dividend Low Volatility | | | | | — | | �� | | | | — | | | | | | — | | | | | | 58,140,126 | | | | | | (24,259,378) | | | | | | Short-term | | | | | | None | | | | | | | ||||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (25,706,795) | | | | | | Long-term | | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (49,966,173) | | | | | | | | | | | | | | | | | | | | | | | | | | |
Government Money Market | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Growth and Income | | | | | — | | | | | | 89,150,638 | | | | | | — | | | | | | 807,614,186 | | | | | | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Intermediate Bond | | | | | — | | | | | | 91,902 | | | | | | (9,385,706) | | | | | | 148,383,317 | | | | | | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Small Company | | | | | 2,423,773 | | | | | | — | | | | | | — | | | | | | 66,597,837 | | | | | | — | | | | | | — | | | | | | — | | | | | | |
| 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’ Capital Losss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ 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 | | | STCG | | | | $ | 0.0000* | | | | February 1, 2021 | | | January 28, 2021 | |
Class S | | | STCG | | | | $ | 0.0000* | | | | February 1, 2021 | | | January 28, 2021 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0332 | | | | February 1, 2021 | | | Daily | |
Class I | | | NII | | | | $ | 0.0393 | | | | February 1, 2021 | | | Daily | |
Class S | | | NII | | | | $ | 0.0362 | | | | February 1, 2021 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0344 | | | | February 1, 2021 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 39.5% | | |||||||||||||||
| | | Communication Services: 3.5% | | ||||||||||||
1,941 (1) | | | Alphabet, Inc. - Class A | | | | $ | 3,401,874 | | | | | | 0.9 | | |
12,481 | | | Comcast Corp. - Class A | | | | | 654,004 | | | | | | 0.2 | | |
9,290 (1) | | | Facebook, Inc. - Class A | | | | | 2,537,656 | | | | | | 0.7 | | |
1,430 (1) | | | NetFlix, Inc. | | | | | 773,244 | | | | | | 0.2 | | |
713 (2) | | | Scout24 AG | | | | | 58,262 | | | | | | 0.0 | | |
14,849 | | | Verizon Communications, Inc. | | | | | 872,379 | | | | | | 0.2 | | |
328,350 (3)(4) | | | Other Securities | | | | | 4,628,606 | | | | | | 1.3 | | |
| | | | | | | | 12,926,025 | | | | | | 3.5 | | |
| | | Consumer Discretionary: 5.0% | | ||||||||||||
1,454 (1) | | | Amazon.com, Inc. | | | | | 4,735,576 | | | | | | 1.3 | | |
870 (2) | | | Evolution Gaming Group AB | | | | | 87,465 | | | | | | 0.0 | | |
3,883 | | | Home Depot, Inc. | | | | | 1,031,403 | | | | | | 0.3 | | |
491 (1)(2) | | | Just Eat Takeaway.com NV | | | | | 55,361 | | | | | | 0.0 | | |
2,342 (1) | | | Tesla, Inc. | | | | | 1,652,679 | | | | | | 0.4 | | |
209 (1)(2) | | | Zalando SE | | | | | 23,247 | | | | | | 0.0 | | |
481,057 (3)(4) | | | Other Securities | | | | | 11,067,049 | | | | | | 3.0 | | |
| | | | | | | | 18,652,780 | | | | | | 5.0 | | |
| | | Consumer Staples: 2.8% | | ||||||||||||
7,486 | | | PepsiCo, Inc. | | | | | 1,110,174 | | | | | | 0.3 | | |
9,740 | | | Philip Morris International, Inc. | | | | | 806,374 | | | | | | 0.2 | | |
139,000 (2) | | | WH Group Ltd. | | | | | 116,559 | | | | | | 0.1 | | |
167,097 (3)(4) | | | Other Securities | | | | | 8,236,659 | | | | | | 2.2 | | |
| | | | | | | | 10,269,766 | | | | | | 2.8 | | |
| | | Energy: 0.9% | | ||||||||||||
227,290 (4) | | | Other Securities | | | | | 3,519,641 | | | | | | 0.9 | | |
| | |||||||||||||||
| | | Financials: 4.8% | | ||||||||||||
4,777 (1)(2) | | | ABN AMRO Bank NV | | | | | 46,809 | | | | | | 0.0 | | |
3,748 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 869,049 | | | | | | 0.2 | | |
12,973 | | | Citigroup, Inc. | | | | | 799,915 | | | | | | 0.2 | | |
14,618 | | | JPMorgan Chase & Co. | | | | | 1,857,509 | | | | | | 0.5 | | |
11,297 (2) | | | Poste Italiane SpA | | | | | 115,554 | | | | | | 0.0 | | |
2,371 | | | S&P Global, Inc. | | | | | 779,419 | | | | | | 0.2 | | |
22,453 | | | Wells Fargo & Co. | | | | | 677,631 | | | | | | 0.2 | | |
751,001 (4) | | | Other Securities | | | | | 12,969,669 | | | | | | 3.5 | | |
| | | | | | | | 18,115,555 | | | | | | 4.8 | | |
| | | Health Care: 5.2% | | ||||||||||||
2,400 | | | AbbVie, Inc. | | | | | 257,160 | | | | | | 0.1 | | |
12,671 | | | Bristol-Myers Squibb Co. | | | | | 785,982 | | | | | | 0.2 | | |
2,343 | | | Cigna Corp. | | | | | 487,766 | | | | | | 0.1 | | |
7,150 (1) | | | Edwards Lifesciences Corp. | | | | | 652,294 | | | | | | 0.2 | | |
8,484 | | | Johnson & Johnson | | | | | 1,335,212 | | | | | | 0.4 | | |
9,758 | | | Medtronic PLC | | | | | 1,143,052 | | | | | | 0.3 | | |
11,321 | | | Merck & Co., Inc. | | | | | 926,058 | | | | | | 0.2 | | |
1,928 | | | Thermo Fisher Scientific, Inc. | | | | | 898,024 | | | | | | 0.2 | | |
3,976 | | | UnitedHealth Group, Inc. | | | | | 1,394,304 | | | | | | 0.4 | | |
122,714 (3)(4) | | | Other Securities | | | | | 11,505,110 | | | | | | 3.1 | | |
| | | | | | | | 19,384,962 | | | | | | 5.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 4.2% | | ||||||||||||
3,139 | | | Honeywell International, Inc. | | | | | 667,665 | | | | | | 0.2 | | |
353,027 (3)(4) | | | Other Securities | | | | $ | 15,187,323 | | | | | | 4.0 | | |
| | | | | | | | 15,854,988 | | | | | | 4.2 | | |
| | | Information Technology: 8.9% | | ||||||||||||
1,537 (1) | | | Adobe, Inc. | | | | | 768,684 | | | | | | 0.2 | | |
46,495 | | | Apple, Inc. | | | | | 6,169,422 | | | | | | 1.7 | | |
7,670 | | | Applied Materials, Inc. | | | | | 661,921 | | | | | | 0.2 | | |
20,163 | | | Cisco Systems, Inc. | | | | | 902,294 | | | | | | 0.3 | | |
2,102 | | | Intuit, Inc. | | | | | 798,445 | | | | | | 0.2 | | |
25,346 | | | Microsoft Corp. | | | | | 5,637,457 | | | | | | 1.5 | | |
1,752 | | | Nvidia Corp. | | | | | 914,894 | | | | | | 0.3 | | |
5,409 (1) | | | PayPal Holdings, Inc. | | | | | 1,266,788 | | | | | | 0.3 | | |
5,659 | | | Qualcomm, Inc. | | | | | 862,092 | | | | | | 0.2 | | |
772 (1)(2) | | | TeamViewer AG | | | | | 41,470 | | | | | | 0.0 | | |
214,599 (3)(4) | | | Other Securities | | | | | 15,094,304 | | | | | | 4.0 | | |
| | | | | | | | 33,117,771 | | | | | | 8.9 | | |
| | | Materials: 1.6% | | ||||||||||||
141,218 (4) | | | Other Securities | | | | | 6,003,100 | | | | | | 1.6 | | |
| | |||||||||||||||
| | | Real Estate: 1.3% | | ||||||||||||
169,496 (4) | | | Other Securities | | | | | 4,891,851 | | | | | | 1.3 | | |
| | |||||||||||||||
| | | Utilities: 1.3% | | ||||||||||||
5,530 | | | Entergy Corp. | | | | | 552,115 | | | | | | 0.1 | | |
164,862 | | | Other Securities | | | | | 4,321,388 | | | | | | 1.2 | | |
| | | | | | | | 4,873,503 | | | | | | 1.3 | | |
| | | Total Common Stock (Cost $117,796,487) | | | | | 147,609,942 | | | | | | 39.5 | | |
EXCHANGE-TRADED FUNDS: 29.0% | | |||||||||||||||
45,473 | | | iShares 20+ Year Treasury Bond ETF | | | | | 7,172,456 | | | | | | 1.9 | | |
243,549 | | | iShares Core MSCI Emerging Markets ETF | | | | | 15,109,780 | | | | | | 4.1 | | |
1,219 | | | iShares MSCI EAFE ETF | | | | | 88,938 | | | | | | 0.0 | | |
18,969 (5) | | | iShares Russell 2000 ETF | | | | | 3,719,062 | | | | | | 1.0 | | |
179,849 | | | SPDR S&P 500 ETF Trust | | | | | 67,241,944 | | | | | | 18.0 | | |
124,536 (5) | | | Vanguard Value ETF | | | | | 14,814,803 | | | | | | 4.0 | | |
| | | Total Exchange-Traded Funds (Cost $88,218,712) | | | | | 108,146,983 | | | | | | 29.0 | | |
MUTUAL FUNDS: 10.4% | | |||||||||||||||
| | | Affiliated Investment Companies: 10.4% | | ||||||||||||
124,833 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 895,049 | | | | | | 0.3 | | |
179,863 | | | Voya Floating Rate Fund - Class P | | | | | 1,611,575 | | | | | | 0.4 | | |
3,943,363 | | | Voya High Yield Bond Fund - Class P | | | | | 31,783,502 | | | | | | 8.5 | | |
462,848 | | | Voya Short Term Bond Fund - Class R6 | | | | | 4,628,482 | | | | | | 1.2 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $36,851,751) | | | | | S38,918,608 | | | | | | 10.4 | | |
PREFERRED STOCK:0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
214 | | | Other Securities | | | | | 39,993 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $32,979) | | | | | 39,993 | | | | | | 0.0 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
14,812 (4) | | | Other Securities | | | | | 5,079 | | | | | | 0.0 | | |
| | | Total Rights (Cost $5,231) | | | | | 5,079 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 6.6% | | |||||||||||||||
| | | Basic Materials: 0.1% | | ||||||||||||
10,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 10,888 | | | | | | 0.0 | | |
12,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 15,303 | | | | | | 0.0 | | |
35,000 (2) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 37,446 | | | | | | 0.0 | | |
13,000 (2) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 14,380 | | | | | | 0.0 | | |
10,000 (2) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 12,257 | | | | | | 0.0 | | |
255,000 | | | Other Securities | | | | | 290,391 | | | | | | 0.1 | | |
| | | | | | | | 380,665 | | | | | | 0.1 | | |
| | | Communications: 0.8% | | ||||||||||||
165,000 (2) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 165,823 | | | | | | 0.1 | | |
120,000 (2) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 122,550 | | | | | | 0.0 | | |
200,000 (2) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 208,239 | | | | | | 0.1 | | |
18,000 (2) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 18,746 | | | | | | 0.0 | | |
33,000 (2) | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 34,013 | | | | | | 0.0 | | |
21,000 (2) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 22,330 | | | | | | 0.0 | | |
309,000 (2) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 358,211 | | | | | | 0.1 | | |
12,000 (2) | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 12,080 | | | | | | 0.0 | | |
290,000 | | | Verizon Communications, Inc., 2.650%-4.812%, 03/15/2039-11/20/2060 | | | | | 317,611 | | | | | | 0.1 | | |
1,419,000 | | | Other Securities | | | | | 1,588,199 | | | | | | 0.4 | | |
| | | | | | | | 2,847,802 | | | | | | 0.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical: 0.2% | | ||||||||||||
31,000 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | $ | 34,243 | | | | | | 0.0 | | |
90,000 (2) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 95,964 | | | | | | 0.0 | | |
19,000 (2) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 20,350 | | | | | | 0.0 | | |
10,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 10,692 | | | | | | 0.0 | | |
11,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 12,016 | | | | | | 0.0 | | |
33,000 (2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 35,767 | | | | | | 0.0 | | |
498,081 | | | Other Securities | | | | | 540,231 | | | | | | 0.2 | | |
| | | | | | | | 749,263 | | | | | | 0.2 | | |
| | | Consumer, Non-cyclical: 1.0% | | ||||||||||||
414,000 | | | AbbVie, Inc., 2.600%-4.625%, 11/21/2024-11/06/2042 | | | | | 481,717 | | | | | | 0.1 | | |
19,000 (2) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 20,260 | | | | | | 0.0 | | |
48,000 (2) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 58,772 | | | | | | 0.0 | | |
129,000 | | | Cigna Corp., 4.800%-4.900%, 08/15/2038-12/15/2048 | | | | | 175,482 | | | | | | 0.1 | | |
18,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 18,483 | | | | | | 0.0 | | |
8,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 8,663 | | | | | | 0.0 | | |
25,000 (2)(5) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 25,108 | | | | | | 0.0 | | |
75,000 (2) | | | Mars, Inc., 2.375%, 07/16/2040 | | | | | 76,875 | | | | | | 0.1 | | |
42,000 (2) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 55,599 | | | | | | 0.0 | | |
19,000 | | | Philip Morris International, Inc., 4.375%, 11/15/2041 | | | | | 23,751 | | | | | | 0.0 | | |
11,000 (2) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 11,178 | | | | | | 0.0 | | |
14,000 (2) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 14,417 | | | | | | 0.0 | | |
25,000 (2) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 26,325 | | | | | | 0.0 | | |
13,000 | | | S&P Global, Inc., 2.300%, 08/15/2060 | | | | | 12,373 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
66,000 (2) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | S74,495 | | | | | | 0.0 | | |
20,000 (2) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 22,915 | | | | | | 0.0 | | |
2,298,000 | | | Other Securities | | | | | 2,673,588 | | | | | | 0.7 | | |
| | | | | | | | 3,780,001 | | | | | | 1.0 | | |
| | | Energy: 0.6% | | ||||||||||||
200,000 (2) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 228,500 | | | | | | 0.0 | | |
200,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 229,916 | | | | | | 0.1 | | |
19,000 (2) | | | Schlumberger Holdings Corp., 4.000%, 12/21/2025 | | | | | 21,614 | | | | | | 0.0 | | |
1,729,000 | | | Other Securities | | | | | 1,893,624 | | | | | | 0.5 | | |
| | | | | | | | 2,373,654 | | | | | | 0.6 | | |
| | | Financial: 2.5% | | ||||||||||||
200,000 (2) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 230,625 | | | | | | 0.1 | | |
78,000 (2) | | | Athene Global Funding, 2.550%, 11/19/2030 | | | | | 78,115 | | | | | | 0.0 | | |
40,000 (2) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 41,773 | | | | | | 0.0 | | |
25,000 (2) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 26,843 | | | | | | 0.0 | | |
8,000 (2) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 8,341 | | | | | | 0.0 | | |
6,000 (2) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 6,337 | | | | | | 0.0 | | |
36,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 39,882 | | | | | | 0.0 | | |
900,000 (6) | | | Bank of America Corp., 0.981%-5.125%, 01/22/2024-12/31/2199 | | | | | 980,116 | | | | | | 0.3 | | |
80,000 (2) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 83,211 | | | | | | 0.0 | | |
200,000 (2)(6) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 209,416 | | | | | | 0.0 | | |
206,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 233,296 | | | | | | 0.1 | | |
80,000 (6) | | | Citigroup, Inc., 1.678%-5.500%, 05/15/2024-06/03/2031 | | | | | 90,742 | | | | | | 0.0 | | |
250,000 (2)(6) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 261,485 | | | | | | 0.1 | | |
26,000 (2)(6) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 30,602 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 201,085 | | | | | | 0.0 | | |
12,000 (2) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 12,096 | | | | | | 0.0 | | |
34,000 (2) | | | Fairfax US, Inc., 4.875%, 08/13/2024 | | | | | 37,314 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
200,000 (2) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | $ | 210,339 | | | | | | 0.1 | | |
18,000 (2) | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 21,224 | | | | | | 0.0 | | |
560,000 (6) | | | JPMorgan Chase & Co., 2.182%-5.000%, 07/23/2024-12/31/2199 | | | | | 599,492 | | | | | | 0.2 | | |
21,000 (2) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 23,440 | | | | | | 0.0 | | |
13,000 (2) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 15,597 | | | | | | 0.0 | | |
566,000 (6) | | | Morgan Stanley, 1.794%-4.457%, 07/23/2025-04/22/2039 | | | | | 646,256 | | | | | | 0.2 | | |
55,000 (2) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 59,168 | | | | | | 0.0 | | |
28,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 32,571 | | | | | | 0.0 | | |
38,000 (2) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 39,759 | | | | | | 0.0 | | |
70,000 | | | Royal Bank of Canada, 0.898%, (US0003M + 0.660%), 10/05/2023 | | | | | 70,736 | | | | | | 0.0 | | |
40,000 (2) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 44,033 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 209,455 | | | | | | 0.1 | | |
25,000 (2) | | | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | | | | | 27,244 | | | | | | 0.0 | | |
306,000 (6) | | | Wells Fargo & Co., 1.654%-4.750%, 01/24/2024-12/07/2046 | | | | | 333,797 | | | | | | 0.1 | | |
4,235,000 | | | Other Securities | | | | | 4,588,945 | | | | | | 1.2 | | |
| | | | | | | | 9,493,335 | | | | | | 2.5 | | |
| | | Industrial: 0.3% | | ||||||||||||
37,000 (2) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 40,410 | | | | | | 0.0 | | |
24,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 24,222 | | | | | | 0.0 | | |
829,000 | | | Other Securities | | | | | 944,486 | | | | | | 0.3 | | |
| | | | | | | | 1,009,118 | | | | | | 0.3 | | |
| | | Technology: 0.3% | | ||||||||||||
195,000 | | | Apple, Inc., 2.550%-3.750%, 09/12/2047-08/20/2060 | | | | $ | 232,594 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
25,000 (2) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 30,539 | | | | | | 0.0 | | |
15,000 (2) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 15,251 | | | | | | 0.0 | | |
18,000 (2) | | | Infor, Inc., 1.750%, 07/15/2025 | | | | | 18,714 | | | | | | 0.0 | | |
22,000 (2) | | | Leidos, Inc., 2.300%, 02/15/2031 | | | | | 22,442 | | | | | | 0.0 | | |
37,000 (2) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 38,719 | | | | | | 0.0 | | |
31,000 (2) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 37,388 | | | | | | 0.0 | | |
20,000 (2) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 22,713 | | | | | | 0.0 | | |
613,000 | | | Other Securities | | | | | 707,712 | | | | | | 0.2 | | |
| | | | | | | | 1,126,072 | | | | | | 0.3 | | |
| | | Utilities: 0.8% | | ||||||||||||
13,000 (2) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 13,125 | | | | | | 0.0 | | |
16,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 18,117 | | | | | | 0.0 | | |
74,000 (2) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 79,335 | | | | | | 0.0 | | |
50,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 61,322 | | | | | | 0.0 | | |
50,000 (2) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 52,125 | | | | | | 0.0 | | |
26,000 (2) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 26,029 | | | | | | 0.0 | | |
39,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 41,515 | | | | | | 0.0 | | |
17,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 17,612 | | | | | | 0.0 | | |
24,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 24,617 | | | | | | 0.0 | | |
13,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 14,055 | | | | | | 0.0 | | |
9,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 11,620 | | | | | | 0.0 | | |
73,000 | | | Entergy Mississippi LLC, 3.100%, 07/01/2023 | | | | | 77,657 | | | | | | 0.1 | | |
33,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 38,548 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
12,000 (2) | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | $ | 13,899 | | | | | | 0.0 | | |
50,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 55,973 | | | | | | 0.0 | | |
50,000 (2) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 54,730 | | | | | | 0.0 | | |
12,000 (2) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 13,106 | | | | | | 0.0 | | |
15,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 17,023 | | | | | | 0.0 | | |
18,000 (2) | | | NRG Energy, Inc., 2.000%, 12/02/2025 | | | | | 18,665 | | | | | | 0.0 | | |
15,000 (2) | | | NRG Energy, Inc., 2.450%, 12/02/2027 | | | | | 15,796 | | | | | | 0.0 | | |
20,000 (2) | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 21,552 | | | | | | 0.0 | | |
2,089,000 (3) | | | Other Securities | | | | | 2,372,635 | | | | | | 0.7 | | |
| | | | | | | | 3,059,056 | | | | | | 0.8 | | |
| | | Total Corporate Bonds/Notes (Cost $23,065,413) | | | | | 24,818,966 | | | | | | 6.6 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.5% | | |||||||||||||||
90,011 | | | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020%), 10/25/2034 | | | | | 87,228 | | | | | | 0.0 | | |
65,438 | | | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500%), 05/25/2035 | | | | | 51,510 | | | | | | 0.0 | | |
52,396 | | | Alternative Loan Trust 2005-51 3A2A, 1.899%, (12MTA + 1.290%), 11/20/2035 | | | | | 48,784 | | | | | | 0.0 | | |
107,436 | | | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400%), 04/25/2035 | | | | | 87,614 | | | | | | 0.1 | | |
100,230 | | | Alternative Loan Trust 2006-19CB A12, 0.548%, (US0001M + 0.400%), 08/25/2036 | | | | | 52,041 | | | | | | 0.0 | | |
75,060 | | | Alternative Loan Trust 2006-HY11 A1, 0.388%, (US0001M + 0.120%), 06/25/2036 | | | | | 72,709 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
28,129 | | | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500%), 09/25/2037 | | | | $ | 12,380 | | | | | | 0.0 | | |
134,691 | | | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600%), 03/25/2037 | | | | | 62,895 | | | | | | 0.0 | | |
56,991 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190%), 01/25/2037 | | | | | 51,596 | | | | | | 0.0 | | |
72,274 (6) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.490%, 03/25/2036 | | | | | 63,970 | | | | | | 0.0 | | |
42,695 (6) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.361%, 09/25/2037 | | | | | 41,553 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 203,697 | | | | | | 0.1 | | |
200,000 (2)(6) | | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | �� | | | | 201,314 | | | | | | 0.0 | | |
504,002 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 548,515 | | | | | | 0.2 | | |
407,558 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 487,581 | | | | | | 0.1 | | |
106,074 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000%), 05/25/2025 | | | | | 108,389 | | | | | | 0.0 | | |
75,082 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650%), 09/25/2029 | | | | | 77,114 | | | | | | 0.0 | | |
181,920 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000%), 10/25/2029 | | | | | 184,725 | | | | | | 0.1 | | |
172,633 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850%), 11/25/2029 | | | | | 174,520 | | | | | | 0.0 | | |
62,063 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800%), 02/25/2030 | | | | | 62,810 | | | | | | 0.0 | | |
169,176 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000%), 03/25/2031 | | | | | 168,748 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
107,356 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300%), 08/25/2031 | | | | $ | 107,639 | | | | | | 0.0 | | |
154,893 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100%), 09/25/2039 | | | | | 155,234 | | | | | | 0.0 | | |
200,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050%), 01/25/2040 | | | | | 199,991 | | | | | | 0.1 | | |
239,049 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 269,483 | | | | | | 0.1 | | |
215,378 (6) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.541%, 02/25/2049 | | | | | 246,612 | | | | | | 0.1 | | |
160,628 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 174,969 | | | | | | 0.1 | | |
192,597 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 214,831 | | | | | | 0.1 | | |
368,745 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 397,191 | | | | | | 0.1 | | |
95,740 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 108,679 | | | | | | 0.0 | | |
377,151 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 389,914 | | | | | | 0.1 | | |
108,943 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 114,911 | | | | | | 0.0 | | |
93,710 (2)(6) | | | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | | | | | 98,765 | | | | | | 0.0 | | |
93,710 (2)(6) | | | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | | | | | 96,862 | | | | | | 0.0 | | |
508,380 (2)(6) | | | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 12/25/2049 | | | | | 518,084 | | | | | | 0.2 | | |
245,196 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 332,768 | | | | | | 0.1 | | |
76,805 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 86,182 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
62,888 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | $ | 72,723 | | | | | | 0.0 | | |
17,104 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 20,197 | | | | | | 0.0 | | |
46,870 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 53,589 | | | | | | 0.0 | | |
141,381 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 163,394 | | | | | | 0.0 | | |
56,439 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 66,022 | | | | | | 0.0 | | |
52,023 (6) | | | Freddie Mac REMIC Trust 3524 LA, 5.148%, 03/15/2033 | | | | | 59,105 | | | | | | 0.0 | | |
54,818 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 62,548 | | | | | | 0.0 | | |
11,059 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 12,397 | | | | | | 0.0 | | |
254,224 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 276,849 | | | | | | 0.1 | | |
528,880 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 614,845 | | | | | | 0.2 | | |
528,880 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 619,695 | | | | | | 0.2 | | |
333,855 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 349,633 | | | | | | 0.1 | | |
14,676 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 14,999 | | | | | | 0.0 | | |
308,557 | | | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | | | | | 309,375 | | | | | | 0.1 | | |
250,000 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.077%, (SOFR30A + 2.000%), 12/25/2050 | | | | | 251,233 | | | | | | 0.1 | | |
200,000 (2) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.248%, (US0001M + 3.100%), 03/25/2050 | | | | | 202,672 | | | | | | 0.1 | | |
200,000 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600%), 07/25/2050 | | | | | 202,384 | | | | | | 0.1 | | |
93,290 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700%), 04/25/2028 | | | | | 97,513 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
238,587 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.700%, (US0001M + 5.550%), 07/25/2028 | | | | $ | 249,978 | | | | | | 0.1 | | |
145,909 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350%), 04/25/2030 | | | | | 148,657 | | | | | | 0.0 | | |
78,924 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300%), 09/25/2030 | | | | | 78,984 | | | | | | 0.0 | | |
564,649 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 578,441 | | | | | | 0.2 | | |
47,895 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 54,275 | | | | | | 0.0 | | |
357,508 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 392,087 | | | | | | 0.1 | | |
16,221 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 17,945 | | | | | | 0.0 | | |
70,566 (2)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 72,074 | | | | | | 0.0 | | |
173,976 (2)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 178,244 | | | | | | 0.1 | | |
40,817 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860%), 08/25/2029 | | | | | 39,674 | | | | | | 0.0 | | |
37,578 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.568%, (US0001M + 0.420%), 04/25/2046 | | | | | 34,867 | | | | | | 0.0 | | |
400,000 (2)(6) | | | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | | | | | 418,653 | | | | | | 0.1 | | |
37,856 | | | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360%), 11/25/2035 | | | | | 34,621 | | | | | | 0.0 | | |
50,133 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 39,009 | | | | | | 0.0 | | |
62,707 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.168%, (US0001M + 0.510%), 08/25/2045 | | | | | 63,231 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
34,020 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.128%, (US0001M + 0.490%), 10/25/2045 | | | | $ | 33,211 | | | | | | 0.0 | | |
165,030 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.569%, (12MTA + 0.960%), 08/25/2046 | | | | | 110,510 | | | | | | 0.1 | | |
18,069 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430%), 06/25/2037 | | | | | 14,578 | | | | | | 0.0 | | |
17,117 (6) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | | | | | 16,261 | | | | | | 0.0 | | |
24,549 (6) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.910%, 12/28/2037 | | | | | 22,988 | | | | | | 0.0 | | |
100,000 (2)(6) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | | | | | 104,083 | | | | | | 0.1 | | |
435,113 | | | Other Securities | | | | | 415,934 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $12,489,799) | | | | | 12,929,286 | | | | | | 3.5 | | |
U.S. TREASURY OBLIGATIONS: 3.0% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.5% | | ||||||||||||
1,000 | | | 1.250%,05/15/2050 | | | | | 906 | | | | | | 0.0 | | |
1,048,000 | | | 1.375%,11/15/2040 | | | | | 1,034,654 | | | | | | 0.3 | | |
1,033,000 | | | 1.375%,08/15/2050 | | | | | 965,532 | | | | | | 0.2 | | |
| | | | | | | | 2,001,092 | | | | | | 0.5 | | |
| | | U.S. Treasury Notes: 2.5% | | ||||||||||||
855,000 | | | 0.125%,12/31/2022 | | | | | 855,067 | | | | | | 0.2 | | |
2,265,000 | | | 0.125%,12/15/2023 | | | | | 2,262,257 | | | | | | 0.6 | | |
2,196,000 | | | 0.625%,11/30/2027 | | | | | 2,194,971 | | | | | | 0.6 | | |
3,185,000 | | | 1.500%,11/30/2021 | | | | | 3,225,103 | | | | | | 0.9 | | |
654,000 | | | 0.125%-0.875%, 10/15/2023-11/15/2030 | | | | | 653,900 | | | | | | 0.2 | | |
| | | | | | | | 9,191,298 | | | | | | 2.5 | | |
| | | Total U.S. Treasury Obligations (Cost $11,190,668) | | | | | 11,192,390 | | | | | | 3.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.1% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.2%(7) | | ||||||||||||
815,633 | | | 2.500%-6.500%, 05/01/2030-09/01/2045 | | | | | 896,711 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association: 0.2% | | ||||||||||||
648,751 | | | 4.500%,09/01/2047 | | | | $ | 745,988 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Government National Mortgage Association: 0.4% | | ||||||||||||
1,011,000 (8) | | | 2.500%,02/01/2051 | | | | | 1,068,067 | | | | | | 0.3 | | |
412,895 | | | 4.000%-4.500%, 11/20/2040-09/15/2047 | | | | | 456,634 | | | | | | 0.1 | | |
| | | | | | | | 1,524,701 | | | | | | 0.4 | | |
| | | Uniform Mortgage-Backed Securities: 1.3% | | ||||||||||||
1,386,000 (8) | | | 1.500%,02/01/2051 | | | | | 1,398,559 | | | | | | 0.4 | | |
1,121,286 | | | 3.000%,04/01/2050 | | | | | 1,176,044 | | | | | | 0.3 | | |
1,996,489 | | | 2.500%-7.000%, 06/01/2029-08/01/2046 | | | | | 2,209,114 | | | | | | 0.6 | | |
| | | | | | | | 4,783,717 | | | | | | 1.3 | | |
| | | Total U.S. Government Agency Obligations (Cost $7,725,789) | | | | | 7,951,117 | | | | | | 2.1 | | |
ASSET-BACKED SECURITIES: 2.7% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
100,000 (2) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 101,925 | | | | | | 0.0 | | |
100,000 (2) | | | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | | | | | 103,113 | | | | | | 0.0 | | |
850,000 | | | Other Securities | | | | | 883,476 | | | | | | 0.3 | | |
| | | | | | | | 1,088,514 | | | | | | 0.3 | | |
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
144,171 (6)(9) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 151,972 | | | | | | 0.0 | | |
246,931 | | | Other Securities | | | | | 195,870 | | | | | | 0.1 | | |
| | | | | | | | 347,842 | | | | | | 0.1 | | |
| | | Other Asset-Backed Securities: 2.0% | | ||||||||||||
91,800 (2) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 92,318 | | | | | | 0.0 | | |
300,000 (2) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.467%, (US0003M + 1.230%), 01/15/2030 | | | | | 296,980 | | | | | | 0.1 | | |
250,000 (2) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.418%, (US0003M + 1.200%), 01/20/2031 | | | | | 247,543 | | | | | | 0.1 | | |
250,000 (2) | | | BlueMountain CLO 2015-1A BR, 2.724%, (US0003M + 2.500%), 04/13/2027 | | | | | 250,007 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
100,000 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | $ | 102,728 | | | | | | 0.0 | | |
16,450 | | | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600%), 07/25/2033 | | | | | 15,834 | | | | | | 0.0 | | |
250,000 (2) | | | Clear Creek CLO 2015-1A CR, 2.168%, (US0003M + 1.950%), 10/20/2030 | | | | | 245,647 | | | | | | 0.1 | | |
250,000 (2) | | | Deer Creek Clo Ltd. 2017-1A A, 1.398%, (US0003M + 1.180%), 10/20/2030 | | | | | 249,589 | | | | | | 0.1 | | |
97,750 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 106,610 | | | | | | 0.0 | | |
98,250 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 105,012 | | | | | | 0.0 | | |
250,000 (2) | | | Dryden Senior Loan Fund 2017-47A A2, 1.587%, (US0003M + 1.350%), 04/15/2028 | | | | | 249,472 | | | | | | 0.1 | | |
250,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.468%, (US0003M + 1.250%), 01/20/2030 | | | | | 247,684 | | | | | | 0.1 | | |
99,250 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 103,576 | | | | | | 0.0 | | |
24,207 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 25,669 | | | | | | 0.0 | | |
170,917 (2) | | | Invitation Homes 2017-SFR2 A Trust, 1.003%, (US0001M + 0.850%), 12/17/2036 | | | | | 171,025 | | | | | | 0.0 | | |
258,200 (2) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 290,356 | | | | | | 0.1 | | |
250,000 (2) | | | Jay Park CLO Ltd. 2016-1A BR, 2.218%, (US0003M + 2.000%), 10/20/2027 | | | | | 250,007 | | | | | | 0.1 | | |
250,000 (2) | | | LCM XXIV Ltd. 24A A, 1.528%, (US0003M + 1.310%), 03/20/2030 | | | | | 250,009 | | | | | | 0.1 | | |
93,634 (2) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 97,342 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
100,000 (2) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | $ | 101,031 | | | | | | 0.0 | | |
250,000 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 256,232 | | | | | | 0.1 | | |
200,000 (2)(6) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 214,044 | | | | | | 0.1 | | |
57,009 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 61,710 | | | | | | 0.0 | | |
83,718 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 86,884 | | | | | | 0.0 | | |
97,761 (2) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 97,231 | | | | | | 0.1 | | |
250,000 (2) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.317%, (US0003M + 1.100%), 12/21/2029 | | | | | 249,459 | | | | | | 0.1 | | |
500,000 (2) | | | OCP CLO 2020-18A A Ltd., 2.018%, (US0003M + 1.800%), 04/20/2030 | | | | | 501,034 | | | | | | 0.1 | | |
250,000 (2) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.612%, (US0003M + 1.375%), 07/15/2029 | | | | | 249,136 | | | | | | 0.1 | | |
250,000 (2) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.215%, (US0003M + 1.000%), 01/25/2031 | | | | | 248,003 | | | | | | 0.0 | | |
200,000 (2) | | | OHA Loan Funding 2013-1A A1R2 Ltd., 1.299%, (US0003M + 1.090%), 07/23/2031 | | | | | 199,924 | | | | | | 0.0 | | |
250,000 (2) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.318%, (US0003M + 1.100%), 07/20/2030 | | | | | 249,299 | | | | | | 0.1 | | |
200,000 (2) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 201,633 | | | | | | 0.0 | | |
98,409 (2) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 104,535 | | | | | | 0.0 | | |
98,000 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 108,478 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
250,000 (2) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.404%, (US0003M + 1.190%), 11/01/2031 | | | | $ | 249,593 | | | | | | 0.0 | | |
250,000 (2) | | | THL Credit Wind River 2017-2A A CLO Ltd., 1.448%, (US0003M + 1.230%), 07/20/2030 | | | | | 249,999 | | | | | | 0.1 | | |
250,000 (2) | | | Tiaa Clo III Ltd. 2017-2A A, 1.380%, (US0003M + 1.150%), 01/16/2031 | | | | | 248,092 | | | | | | 0.1 | | |
97,000 (2) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 100,113 | | | | | | 0.0 | | |
97,000 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 103,047 | | | | | | 0.1 | | |
100,000 | | | Other Securities | | | | | 103,164 | | | | | | 0.0 | | |
| | | | | | | | 7,380,049 | | | | | | 2.0 | | |
| | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
51,714 (2) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 53,068 | | | | | | 0.0 | | |
43,231 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 44,901 | | | | | | 0.0 | | |
99,472 (2) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 102,770 | | | | | | 0.1 | | |
78,028 (2) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 79,988 | | | | | | 0.0 | | |
96,554 (2) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 100,952 | | | | | | 0.0 | | |
95,828 (2) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 99,683 | | | | | | 0.0 | | |
165,934 (2) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 169,629 | | | | | | 0.1 | | |
7,209 (2) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 7,239 | | | | | | 0.0 | | |
15,307 (2) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 15,439 | | | | | | 0.0 | | |
81,851 (2) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 85,657 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
79,604 (2) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | $ | 81,186 | | | | | | 0.0 | | |
75,149 (2) | | | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | | | | | 75,956 | | | | | | 0.0 | | |
100,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 104,373 | | | | | | 0.0 | | |
100,000 (2) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 101,258 | | | | | | 0.0 | | |
100,000 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 103,860 | | | | | | 0.0 | | |
| | | | | | | | 1,225,959 | | | | | | 0.3 | | |
| | | Total Asset-Backed Securities (Cost $9,814,788) | | | | | 10,042,364 | | | | | | 2.7 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7% | | |||||||||||||||
80,000 (2)(6) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.860%, 05/27/2021 | | | | | 78,808 | | | | | | 0.0 | | |
3,000,000 (6)(10) | | | BANK 2017-BNK8 XB, 0.175%, 11/15/2050 | | | | | 34,533 | | | | | | 0.0 | | |
990,003 (6)(10) | | | BANK 2019-BNK16 XA, 0.962%, 02/15/2052 | | | | | 62,834 | | | | | | 0.0 | | |
3,800,557 (6)(10) | | | BANK 2019-BNK21 XA, 0.873%, 10/15/2052 | | | | | 239,361 | | | | | | 0.1 | | |
2,180,000 (2)(6)(10) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 58,619 | | | | | | 0.0 | | |
4,640,319 (6)(10) | | | Benchmark 2018-B2 XA Mortgage Trust, 0.417%, 02/15/2051 | | | | | 100,309 | | | | | | 0.1 | | |
994,239 (6)(10) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.044%, 03/15/2052 | | | | | 72,145 | | | | | | 0.0 | | |
189,860 (2) | | | BX Commercial Mortgage Trust 2019-XL J, 2.809%, (US0001M + 2.650%), 10/15/2036 | | | | | 187,329 | | | | | | 0.1 | | |
100,000 (2) | | | BX Trust 2019-CALM E, 2.159%, (US0001M + 2.000%), 11/25/2028 | | | | | 95,900 | | | | | | 0.0 | | |
808,320 (6)(10) | | | CD 2017-CD4 Mortgage Trust XA, 1.293%, 05/10/2050 | | | | | 44,897 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
100,000 (6) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.109%, 11/10/2046 | | | | $ | 101,639 | | | | | | 0.1 | | |
958,030 (6)(10) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.958%, 07/10/2049 | | | | | 72,971 | | | | | | 0.0 | | |
1,271,543 (6)(10) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.097%, 10/12/2050 | | | | | 63,055 | | | | | | 0.0 | | |
80,000 (6) | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.267%, 09/15/2050 | | | | | 84,758 | | | | | | 0.1 | | |
980,585 (6)(10) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.905%, 09/15/2050 | | | | | 48,664 | | | | | | 0.0 | | |
1,468,293 (6)(10) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.595%, 06/10/2051 | | | | | 63,257 | | | | | | 0.0 | | |
1,117,170 (6)(10) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.059%, 08/10/2056 | | | | | 78,068 | | | | | | 0.0 | | |
60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 67,694 | | | | | | 0.0 | | |
741,609 (6)(10) | | | COMM 2012-CR4 XA, 1.686%, 10/15/2045 | | | | | 15,910 | | | | | | 0.0 | | |
2,380,000 (2)(6)(10) | | | COMM 2012-CR4 XB, 0.612%, 10/15/2045 | | | | | 25,024 | | | | | | 0.0 | | |
1,494,744 (6)(10) | | | COMM 2016-CR28 XA, 0.694%, 02/10/2049 | | | | | 39,223 | | | | | | 0.0 | | |
747,546 (6)(10) | | | COMM 2017-COR2 XA, 1.164%, 09/10/2050 | | | | | 46,516 | | | | | | 0.1 | | |
110,000 (2) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 C, 1.589%, (US0001M + 1.430%), 05/15/2036 | | | | | 110,119 | | | | | | 0.0 | | |
110,000 (2)(6) | | | DBJPM 16-C3 Mortgage Trust, 3.490%, 08/10/2049 | | | | | 85,898 | | | | | | 0.0 | | |
130,000 (2)(6) | | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | | | | | 108,916 | | | | | | 0.0 | | |
1,650,000 (6)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.884%, 11/25/2030 | | | | | 124,489 | | | | | | 0.0 | | |
799,872 (6)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.334%, 07/25/2035 | | | | | 119,855 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,300,000 (6)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.874%, 10/25/2035 | | | | $ | 118,626 | | | | | | 0.0 | | |
848,000 (10) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | | 81,479 | | | | | | 0.0 | | |
178,000 (2)(6) | | | Grace Trust 2020-GRCE E, 2.680%, 12/10/2040 | | | | | 167,963 | | | | | | 0.1 | | |
100,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.259%, (US0001M + 2.100%), 07/15/2035 | | | | | 84,495 | | | | | | 0.0 | | |
1,143,349 (6)(10) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.980%, 06/10/2047 | | | | | 23,906 | | | | | | 0.0 | | |
1,649,174 (6)(10) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.505%, 11/10/2049 | | | | | 40,030 | | | | | | 0.0 | | |
849,383 (6)(10) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.035%, 05/10/2050 | | | | | 48,017 | | | | | | 0.0 | | |
50,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 59,465 | | | | | | 0.0 | | |
1,223,876 (6)(10) | | | GS Mortgage Securities Trust 2019-GC38 XA, 0.961%, 02/10/2052 | | | | | 79,351 | | | | | | 0.0 | | |
2,061,632 (6)(10) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.811%, 09/01/2052 | | | | | 119,462 | | | | | | 0.1 | | |
90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 101,270 | | | | | | 0.0 | | |
1,300,648 (6)(10) | | | GS Mortgage Securities Trust 2020-GC47 XA, 1.132%, 05/12/2053 | | | | | 117,295 | | | | | | 0.1 | | |
100,000 (2)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 74,427 | | | | | | 0.0 | | |
488,514 (6)(10) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.741%, 04/15/2047 | | | | | 8,134 | | | | | | 0.0 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 95,137 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
150,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.424%, 08/15/2046 | | | | $ | 151,303 | | | | | | 0.1 | | |
40,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 38,801 | | | | | | 0.0 | | |
290,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 D, 5.027%, 12/15/2046 | | | | | 287,505 | | | | | | 0.1 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 105,399 | | | | | | 0.0 | | |
1,268,212 (6)(10) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.680%, 12/15/2049 | | | | | 34,027 | | | | | | 0.0 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 91,484 | | | | | | 0.0 | | |
417,023 (2)(6)(10) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.705%, 11/15/2038 | | | | | 903 | | | | | | 0.0 | | |
1,623,219 (6)(10) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.001%, 12/15/2047 | | | | | 48,569 | | | | | | 0.0 | | |
62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 70,483 | | | | | | 0.0 | | |
4,552,040 (6)(10) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.643%, 11/15/2029 | | | | | 225,647 | | | | | | 0.1 | | |
75,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 65,371 | | | | | | 0.0 | | |
50,000(2) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 49,335 | | | | | | 0.0 | | |
40,000 (2)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | | | | | 23,339 | | | | | | 0.0 | | |
60,000 (2)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | | | | | 29,840 | | | | | | 0.0 | | |
3,092,805 (6)(10) | | | UBS Commercial Mortgage Trust 2018-C9 XA, 0.884%, 03/15/2051 | | | | | 158,820 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
80,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | $ | 94,650 | | | | | | 0.0 | | |
400,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 329,862 | | | | | | 0.1 | | |
1,080,629 (6)(10) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.618%, 08/15/2052 | | | | | 115,926 | | | | | | 0.1 | | |
1,521,483 (2)(6)(10) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.788%, 08/15/2045 | | | | | 28,769 | | | | | | 0.0 | | |
757,000 | | | Other Securities | | | | | 857,857 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $6,277,457) | | | | | 6,257,738 | | | | | | 1.7 | | |
SOVEREIGN BONDS: 0.2% | | |||||||||||||||
145,500 (9) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 59,218 | | | | | | 0.0 | | |
100,000 (2) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 112,875 | | | | | | 0.0 | | |
488,843 | | | Other Securities | | | | | 530,328 | | | | | | 0.2 | | |
| | | Total Sovereign Bonds (Cost $663,887) | | | | | 702,421 | | | | | | 0.2 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | ||||||
PURCHASED OPTIONS(11): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $39,384) | | | | | 16,038 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $314,172,345) | | | | | 368,630,925 | | | | | | 98.7 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 5.7% | | |||||||||||||||
| | | | U.S. Treasury Bills: 1.6% | | ||||||||||||
| 5,875,000 (5)(12) | | | United States Treasury Bill, 0.030%, 01/26/2021 | | | | | 5,874,865 | | | | | | 1.5 | | |
| 275,000 (12) | | | United States Treasury Bill, 0.030%, 02/09/2021 | | | | | 274,991 | | | | | | 0.1 | | |
| | | | Total U.S. Treasury Bills (Cost $6,149,675) | | | | | 6,149,856 | | | | | | 1.6 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements: 3.8% | | ||||||||||||
| 2,449,384 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,449,403, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,498,372, due 01/25/21-10/15/62) | | | | $ | 2,449,384 | | | | | | 0.7 | | |
| 2,391,571 (13) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,391,605, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,439,440, due 01/31/21-05/15/49) | | | | | 2,391,571 | | | | | | 0.6 | | |
| 1,065,594 (13) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,065,609, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,086,906, due 07/01/22-12/01/50) | | | | | 1,065,594 | | | | | | 0.3 | | |
| 1,094,294 (13) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,094,310, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,116,196, due 02/18/21-01/15/62) | | | | | 1,094,294 | | | | | | 0.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| 1,174,429 (13) | | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,174,446, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $1,198,351, due 02/28/25-05/31/25) | | | | $ | 1,174,429 | | | | | | 0.3 | | |
| 3,520,843 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,520,874, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,591,260, due 01/05/21-12/20/50) | | | | | 3,520,843 | | | | | | 0.9 | | |
| 2,431,090 (13) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,431,133, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,485,892, due 07/15/22-02/15/47) | | | | | 2,431,090 | | | | | | 0.7 | | |
| | | | Total Repurchase Agreements (Cost $14,127,205) | | | | | 14,127,205 | | | | | | 3.8 | | |
|
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (13): 0.3% | | ||||||||||||
398,000 (13)(14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 398,000 | | | | | | 0.1 | | |
398,000 (13)(14) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.020% | | | | $ | 398,000 | | | | | | 0.1 | | |
398,000 (13)(14) | | | Morgan Stanley Institutional Liquidity Funds − Government Portfolio (Institutional Share Class), 0.030% | | | | | 398,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,194,000) | | | | | 1,194,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $21,470,880) | | | | | 21,471,061 | | | | | | 5.7 | | |
| | | Total Investments in Securities (Cost $335,643,225) | | | | $ | 390,101,986 | | | | | | 104.4 | | |
| | Liabilities in Excess of Other Assets | | | | | (16,479,675) | | | | | | (4.4) | | | |
| | | Net Assets | | | | $ | 373,622,311 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 11,235,962 | | | | | $ | 1,690,063 | | | | | $ | — | | | | | $ | 12,926,025 | | |
Consumer Discretionary | | | | | 15,037,585 | | | | | | 3,615,195 | | | | | | — | | | | | | 18,652,780 | | |
Consumer Staples | | | | | 7,157,516 | | | | | | 3,112,250 | | | | | | — | | | | | | 10,269,766 | | |
Energy | | | | | 2,568,241 | | | | | | 951,400 | | | | | | — | | | | | | 3,519,641 | | |
Financials | | | | | 13,224,218 | | | | | | 4,891,337 | | | | | | — | | | | | | 18,115,555 | | |
Health Care | | | | | 15,720,733 | | | | | | 3,664,229 | | | | | | — | | | | | | 19,384,962 | | |
Industrials | | | | | 11,690,568 | | | | | | 4,164,420 | | | | | | — | | | | | | 15,854,988 | | |
Information Technology | | | | | 30,818,962 | | | | | | 2,298,809 | | | | | | — | | | | | | 33,117,771 | | |
Voya Balanced Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Materials | | | | | 3,400,614 | | | | | | 2,602,486 | | | | | | — | | | | | | 6,003,100 | | |
Real Estate | | | | | 4,050,605 | | | | | | 841,246 | | | | | | — | | | | | | 4,891,851 | | |
Utilities | | | | | 3,641,302 | | | | | | 1,232,201 | | | | | | — | | | | | | 4,873,503 | | |
Total Common Stock | | | | | 118,546,306 | | | | | | 29,063,636 | | | | | | — | | | | | | 147,609,942 | | |
Exchange-Traded Funds | | | | | 108,146,983 | | | | | | — | | | | | | — | | | | | | 108,146,983 | | |
Mutual Funds | | | | | 38,918,608 | | | | | | — | | | | | | — | | | | | | 38,918,608 | | |
Preferred Stock | | | | | — | | | | | | 39,993 | | | | | | — | | | | | | 39,993 | | |
Rights | | | | | 5,079 | | | | | | — | | | | | | — | | | | | | 5,079 | | |
Purchased Options | | | | | — | | | | | | 16,038 | | | | | | — | | | | | | 16,038 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 24,818,966 | | | | | | — | | | | | | 24,818,966 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 12,929,286 | | | | | | — | | | | | | 12,929,286 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 7,951,117 | | | | | | — | | | | | | 7,951,117 | | |
Asset-Backed Securities | | | | | — | | | | | | 10,042,364 | | | | | | — | | | | | | 10,042,364 | | |
Sovereign Bonds | | | | | — | | | | | | 702,421 | | | | | | — | | | | | | 702,421 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 6,257,738 | | | | | | — | | | | | | 6,257,738 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 11,192,390 | | | | | | — | | | | | | 11,192,390 | | |
Short-Term Investments | | | | | 1,194,000 | | | | | | 20,277,061 | | | | | | — | | | | | | 21,471,061 | | |
Total Investments, at fair value | | | | $ | 266,810,976 | | | | | $ | 123,291,010 | | | | | $ | — | | | | | $ | 390,101,986 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 957 | | | | | | — | | | | | | 957 | | |
Futures | | | | | 263,656 | | | | | | — | | | | | | — | | | | | | 263,656 | | |
Total Assets | | | | $ | 267,074,632 | | | | | $ | 123,291,967 | | | | | $ | — | | | | | $ | 390,366,599 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (37,491) | | | | | $ | — | | | | | $ | (37,491) | | |
Futures | | | | | (161,169) | | | | | | — | | | | | | — | | | | | | (161,169) | | |
Written Options | | | | | — | | | | | | (2,393) | | | | | | — | | | | | | (2,393) | | |
Total Liabilities | | | | $ | (161,169) | | | | | $ | (39,884) | | | | | $ | — | | | | | $ | (201,053) | | |
|
Issuer | | | Beginning Fair Value at 12/31/2019 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2020 | | | Investment Income | | | Realized Gains/(Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 887,452 | | | | | $ | 38,631 | | | | | $ | — | | | | | $ | (31,034) | | | | | $ | 895,049 | | | | | $ | 38,631 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 11,211,748 | | | | | | 2,181,227 | | | | | | (12,133,031) | | | | | | 351,631 | | | | | | 1,611,575 | | | | | | 205,408 | | | | | | (1,693,972) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 14,931,064 | | | | | | 17,100,113 | | | | | | (2,075,426) | | | | | | 1,827,751 | | | | | | 31,783,502 | | | | | | 1,500,841 | | | | | | (62,816) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 7,449,420 | | | | | | 1,601,555 | | | | | | (4,450,705) | | | | | | 28,212 | | | | | | 4,628,482 | | | | | | 110,435 | | | | | | (112,537) | | | | | | — | | |
Voya Small Company Fund - Class R6 | | | | | 9,373,972 | | | | | | 1,164,792 | | | | | | (10,178,584) | | | | | �� | (360,180) | | | | | | — | | | | | | — | | | | | | (1,814,994) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class P | | | | | 11,187,744 | | | | | | 7,028,762 | | | | | | (18,115,456) | | | | | | (101,050) | | | | | | — | | | | | | 552,829 | | | | | | 16,600 | | | | | | — | | |
| | | | $ | 55,041,400 | | | | | $ | 29,115,080 | | | | | $ | (46,953,202) | | | | | $ | 1,715,330 | | | | | $ | 38,918,608 | | | | | $ | 2,408,144 | | | | | $ | (3,667,719) | | | | | $ | — | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 75,834 | | | THB 2,370,100 | | | Barclays Bank PLC | | | 01/08/21 | | | | $ | (3,275) | | |
USD 76,527 | | | MYR 317,910 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (2,558) | | |
USD 20,552 | | | TRY 167,972 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (2,015) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 66,072 | | | RUB 5,209,214 | | | Citibank N.A. | | | 01/15/21 | | | | | (4,263) | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 30,004 | | | HUF 9,282,257 | | | Credit Suisse International | | | 01/08/21 | | | | | (1,266) | | |
USD 34,848 | | | CZK 807,548 | | | Goldman Sachs International | | | 01/08/21 | | | | | (2,751) | | |
USD 91,271 | | | MXN 1,820,970 | | | Goldman Sachs International | | | 02/05/21 | | | | | 102 | | |
USD 75,092 | | | PLN 288,089 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (2,028) | | |
USD 828 | | | PHP 40,551 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (16) | | |
USD 20,520 | | | IDR 304,775,526 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (1,196) | | |
USD 20,525 | | | IDR 304,775,525 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (1,190) | | |
USD 214,553 | | | EUR 179,252 | | | HSBC Bank USA N.A. | | | 02/05/21 | | | | | (4,602) | | |
USD 72,533 | | | BRL 373,929 | | | HSBC Bank USA N.A. | | | 02/05/21 | | | | | 575 | | |
USD 180 | | | ILS 607 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (9) | | |
USD 56,622 | | | ZAR 950,629 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (8,032) | | |
USD 20,517 | | | IDR 304,775,525 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (1,198) | | |
USD 20,522 | | | IDR 304,775,525 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (1,193) | | |
USD 46,049 | | | COP 160,078,860 | | | Standard Chartered Bank | | | 02/05/21 | | | | | (819) | | |
CLP 1,515,016 | | | USD 2,032 | | | Standard Chartered Bank | | | 02/05/21 | | | | | 100 | | |
| | | | | | | | | | | | | $ | (36,534) | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 82 | | | | | | 03/19/21 | | | | | $ | 8,096,680 | | | | | $ | 249,133 | | |
U.S. Treasury 2-Year Note | | | | | 31 | | | | | | 03/31/21 | | | | | | 6,850,273 | | | | | | 5,192 | | |
U.S. Treasury 5-Year Note | | | | | 31 | | | | | | 03/31/21 | | | | | | 3,911,086 | | | | | | 9,331 | | |
U.S. Treasury Long Bond | | | | | 9 | | | | | | 03/22/21 | | | | | | 1,558,687 | | | | | | (2,839) | | |
U.S. Treasury Ultra Long Bond | | | | | 19 | | | | | | 03/22/21 | | | | | | 4,057,688 | | | | | | (32,125) | | |
| | | | | | | | | | | | | | | | $ | 24,474,414 | | | | | $ | 228,692 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | (22) | | | | | | 03/19/21 | | | | | | (4,123,680) | | | | | | (120,547) | | |
U.S. Treasury 10-Year Note | | | | | (42) | | | | | | 03/22/21 | | | | | | (5,799,281) | | | | | | (4,173) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (8) | | | | | | 03/22/21 | | | | | | (1,250,875) | | | | | | (1,485) | | |
| | | | | | | | | | | | | | | | $ | (11,173,836) | | | | | $ | (126,205) | | |
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 5-Year Credit Default Swap | | | JPMorgan Chase Bank N.A. | | | CDX North American High Yield Index, Series 35, Version 1 | | | | | 5.000% | | | | Pay | | | | | 103.500% | | | | 02/17/21 | | | | | USD700,000 | | | | | $ | 8,050 | | | | | $ | 2,167 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 8,050 | | | | | $ | 2,167 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | 03/15/21 | | | 0.728 | | | | | USD3,724,000 | | | | | $ | 31,334 | | | | | $ | 13,871 | | |
| | | | | | | | | | | | | | | | | | | $ | 31,334 | | | | | $ | 13,871 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Standard Chartered Bank | | | 01/15/21 | | | 0.745 | | | | | USD2,314,000 | | | | | $ | 14,752 | | | | | $ | (2,393) | | |
| | | | | | �� | | | | | | | | | | | | | $ | 14,752 | | | | | $ | (2,393) | | |
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
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Investments in securities at value* | | | | $ | 2,167 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 13,871 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 957 | | |
Equity contracts | | | Net Assets — Unrealized appreciation** | | | | | 249,133 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 14,523 | | |
Total Asset Derivatives | | | | | | | $ | 280,651 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 37,491 | | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 120,547 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 40,622 | | |
Foreign exchange contracts | | | Written Options, at fair value | | | | | 2,393 | | |
Total Liability Derivatives | | | | | | | $ | 201,053 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (11,625) | | | | | $ | — | | | | | $ | — | | | | | $ | 237,191 | | | | | $ | 2,261 | | | | | $ | 227,827 | | |
Equity contracts | | | | | (11,197) | | | | | | — | | | | | | 774,962 | | | | | | — | | | | | | — | | | | | | 763,765 | | |
Foreign exchange contracts | | | | | (86,744) | | | | | | 26,007 | | | | | | — | | | | | | (10,151) | | | | | | 28,028 | | | | | | (42,860) | | |
Interest rate contracts | | | | | 21,555 | | | | | | — | | | | | | 1,394,716 | | | | | | (54,967) | | | | | | (8,553) | | | | | | 1,352,751 | | |
Total | | | | $ | (88,011) | | | | | $ | 26,007 | | | | | $ | 2,169,678 | | | | | $ | 172,073 | | | | | $ | 21,736 | | | | | $ | 2,301,483 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (5,883) | | | | | $ | — | | | | | $ | — | | | | | $ | (10,384) | | | | | $ | — | | | | | $ | (16,267) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 286,195 | | | | | | — | | | | | | — | | | | | | 286,195 | | |
Foreign exchange contracts | | | | | (17,463) | | | | | | (26,257) | | | | | | — | | | | | | (781) | | | | | | 12,359 | | | | | | (32,142) | | |
Interest rate contracts | | | | | 10,956 | | | | | | — | | | | | | 236,201 | | | | | | (25,994) | | | | | | — | | | | | | 221,163 | | |
Total | | | | $ | (12,390) | | | | | $ | (26,257) | | | | | $ | 522,396 | | | | | $ | (37,159) | | | | | $ | 12,359 | | | | | $ | 458,949 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
| | | Barclays Bank PLC | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,167 | | | | | $ | 13,871 | | | | | $ | — | | | | | $ | 16,038 | | |
Forward foreign currency contracts | | | | | — | | | | | | 180 | �� | | | | | — | | | | | | 102 | | | | | | 575 | | | | | | — | | | | | | — | | | | | | 100 | | | | | | 957 | | |
Total Assets | | | | $ | — | | | | | $ | 180 | | | | | $ | — | | | | | $ | 102 | | | | | $ | 575 | | | | | $ | 2,167 | | | | | $ | 13,871 | | | | | $ | 100 | | | | | $ | 16,995 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 7,848 | | | | | $ | 5,343 | | | | | $ | 1,266 | | | | | $ | 2,751 | | | | | $ | 9,032 | | | | | $ | — | | | | | $ | 8,041 | | | | | $ | 3,210 | | | | | $ | 37,491 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,393 | | | | | | 2,393 | | |
Total Liabilities | | | | $ | 7,848 | | | | | $ | 5,343 | | | | | $ | 1,266 | | | | | $ | 2,751 | | | | | $ | 9,032 | | | | | $ | — | | | | | $ | 8,041 | | | | | $ | 5,603 | | | | | $ | 39,884 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (7,848) | | | | | $ | (5,163) | | | | | $ | (1,266) | | | | | $ | (2,649) | | | | | $ | (8,457) | | | | | $ | 2,167 | | | | | $ | 5,830 | | | | | $ | (5,503) | | | | | | (22,889) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (7,848) | | | | | $ | (5,163) | | | | | $ | (1,266) | | | | | $ | (2,649) | | | | | $ | (8,457) | | | | | $ | 2,167 | | | | | $ | 5,830 | | | | | $ | (5,503) | | | | | $ | (22,889) | | |
| Gross Unrealized Appreciation | | | | $ | 58,059,220 | | |
| Gross Unrealized Depreciation | | | | | (4,841,831) | | |
| Net Unrealized Appreciation | | | | $ | 53,217,389 | | |
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.8% | | |||||||||||||||
| | | Australia: 3.2% | | ||||||||||||
117,722 | | | BHP Group Ltd. | | | | $ | 3,846,518 | | | | | | 0.6 | | |
215,890 | | | Fortescue Metals Group Ltd. | | | | | 3,899,495 | | | | | | 0.6 | | |
65,928 | | | Rio Tinto Ltd. | | | | | 5,797,814 | | | | | | 1.0 | | |
1,303,275 | | | Other Securities | | | | | 5,955,586 | | | | | | 1.0 | | |
| | | | | | | | 19,499,413 | | | | | | 3.2 | | |
| | | Belgium : 0.4% | | ||||||||||||
23,533 | | | Other Securities | | | | | 2,430,882 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Canada: 3.9% | | ||||||||||||
86,296 | | | BCE, Inc. | | | | | 3,690,071 | | | | | | 0.6 | | |
37,315 | | | Waste Connections, Inc. | | | | | 3,827,400 | | | | | | 0.6 | | |
365,947 (1)(2)(3) | | | Other Securities | | | | | 16,480,913 | | | | | | 2.7 | | |
| | | | | | | | 23,998,384 | | | | | | 3.9 | | |
| | | China: 0.3% | | ||||||||||||
699,000 | | | Other Securities | | | | | 2,118,827 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Denmark: 1.7% | | ||||||||||||
96,034 | | | Other Securities | | | | | 10,090,548 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | Finland: 0.8% | | ||||||||||||
45,255 | | | Kone Oyj | | | | | 3,687,362 | | | | | | 0.6 | | |
21,889 | | | Other Securities | | | | | 1,005,464 | | | | | | 0.2 | | |
| | | | | | | | 4,692,826 | | | | | | 0.8 | | |
| | | France: 1.3% | | ||||||||||||
259,306 (2) | | | Other Securities | | | | | 7,729,954 | | | | | | 1.3 | | |
| | | | | ||||||||||||
| | | Germany: 1.1% | | ||||||||||||
90,744 | | | Deutsche Post AG | | | | | 4,495,047 | | | | | | 0.7 | | |
37,394 | | | Other Securities | | | | | 2,117,141 | | | | | | 0.4 | | |
| | | | | | | | 6,612,188 | | | | | | 1.1 | | |
| | | Hong Kong: 1.6% | | ||||||||||||
1,111,400 | | | Other Securities | | | | | 9,793,951 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Ireland: 1.4% | | ||||||||||||
50,199 | | | Medtronic PLC | | | | | 5,880,311 | | | | | | 1.0 | | |
54,965 | | | Other Securities | | | | | 2,470,113 | | | | | | 0.4 | | |
| | | | | | | | 8,350,424 | | | | | | 1.4 | | |
| | | Israel: 0.2% | | ||||||||||||
247,967 | | | Other Securities | | | | | 1,463,689 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Italy: 2.5% | | ||||||||||||
234,287 | | | Assicurazioni Generali S.p.A. | | | | | 4,101,965 | | | | | | 0.7 | | |
106,898 (4) | | | Poste Italiane SpA | | | | | 1,093,428 | | | | | | 0.2 | | |
2,201,157 (2) | | | Other Securities | | | | | 9,865,384 | | | | | | 1.6 | | |
| | | | | | | | 15,060,777 | | | | | | 2.5 | | |
| | | Japan: 8.6% | | ||||||||||||
40,200 | | | Secom Co., Ltd. | | | | | 3,708,519 | | | | | | 0.6 | | |
321,800 | | | SoftBank Corp. | | | | | 4,039,232 | | | | | | 0.6 | | |
61,300 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 1,900,187 | | | | | | 0.3 | | |
93,200 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 2,875,660 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
2,082,600 (1)(2) | | | Other Securities | | | | $ | 40,165,798 | | | | | | 6.6 | | |
| | | | | | | | 52,689,396 | | | | | | 8.6 | | |
| | | Netherlands: 0.5% | | ||||||||||||
388,438 | | | Other Securities | | | | | 3,291,535 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | New Zealand: 0.1% | | ||||||||||||
240,355 | | | Other Securities | | | | | 814,136 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Norway: 0.1% | | ||||||||||||
86,788 | | | Other Securities | | | | | 881,110 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Singapore: 0.2% | | ||||||||||||
215,100 | | | Other Securities | | | | | 1,510,862 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Spain: 0.9% | | ||||||||||||
217,250 | | | Other Securities | | | | | 5,181,477 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Sweden: 0.2% | | ||||||||||||
15,292 | | | Other Securities | | | | | 1,190,035 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Switzerland: 2.1% | | ||||||||||||
9,830 | | | Zurich Insurance Group AG | | | | | 4,142,571 | | | | | | 0.7 | | |
70,445 | | | Other Securities | | | | | 8,404,337 | | | | | | 1.4 | | |
| | | | | | �� | | 12,546,908 | | | | | | 2.1 | | |
| | | United Kingdom: 5.0% | | ||||||||||||
218,999 | | | GlaxoSmithKline PLC | | | | | 4,007,244 | | | | | | 0.7 | | |
75,487 | | | Unilever PLC | | | | | 4,570,792 | | | | | | 0.7 | | |
2,370,882 (2) | | | Other Securities | | | | | 21,814,835 | | | | | | 3.6 | | |
| | | | | | | | 30,392,871 | | | | | | 5.0 | | |
| | | United States: 61.7% | | ||||||||||||
69,134 | | | AbbVie, Inc. | | | | | 7,407,708 | | | | | | 1.2 | | |
14,727 | | | Air Products & Chemicals, Inc. | | | | | 4,023,711 | | | | | | 0.7 | | |
34,036 | | | Allstate Corp. | | | | | 3,741,577 | | | | | | 0.6 | | |
114,568 | | | Altria Group, Inc. | | | | | 4,697,288 | | | | | | 0.8 | | |
21,873 | | | Amgen, Inc. | | | | | 5,029,040 | | | | | | 0.8 | | |
178,815 | | | AT&T, Inc. | | | | | 5,142,719 | | | | | | 0.8 | | |
6,718 | | | Blackrock, Inc. | | | | | 4,847,306 | | | | | | 0.8 | | |
42,092 | | | Booz Allen Hamilton Holding Corp. | | | | | 3,669,581 | | | | | | 0.6 | | |
84,487 | | | Bristol-Myers Squibb Co. | | | | | 5,240,729 | | | | | | 0.9 | | |
141,310 | | | Cisco Systems, Inc. | | | | | 6,323,622 | | | | | | 1.0 | | |
77,915 | | | eBay, Inc. | | | | | 3,915,229 | | | | | | 0.6 | | |
64,374 | | | General Mills, Inc. | | | | | 3,785,191 | | | | | | 0.6 | | |
68,757 | | | Gilead Sciences, Inc. | | | | | 4,005,783 | | | | | | 0.7 | | |
29,641 | | | Honeywell International, Inc. | | | | | 6,304,641 | | | | | | 1.0 | | |
55,744 | | | Johnson & Johnson | | | | | 8,772,991 | | | | | | 1.4 | | |
42,267 | | | JPMorgan Chase & Co. | | | | | 5,370,868 | | | | | | 0.9 | | |
28,857 | | | Kimberly-Clark Corp. | | | | | 3,890,789 | | | | | | 0.6 | | |
33,871 | | | Leidos Holdings, Inc. | | | | | 3,560,519 | | | | | | 0.6 | | |
19,836 | | | McDonald’s Corp. | | | | | 4,256,409 | | | | | | 0.7 | | |
73,314 | | | Merck & Co., Inc. | | | | | 5,997,085 | | | | | | 1.0 | | |
27,917 | | | Nasdaq, Inc. | | | | | 3,705,703 | | | | | | 0.6 | | |
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
26,304 | | | Packaging Corp. of America | | | | $ | 3,627,585 | | | | | | 0.6 | | |
43,781 | | | PepsiCo, Inc. | | | | | 6,492,722 | | | | | | 1.1 | | |
165,172 | | | Pfizer, Inc. | | | | | 6,079,981 | | | | | | 1.0 | | |
57,592 | | | Philip Morris International, Inc. | | | | | 4,768,042 | | | | | | 0.8 | | |
53,055 | | | Procter & Gamble Co. | | | | | 7,382,073 | | | | | | 1.2 | | |
44,538 | | | Progressive Corp. | | | | | 4,403,917 | | | | | | 0.7 | | |
39,855 | | | Republic Services, Inc. | | | | | 3,838,036 | | | | | | 0.6 | | |
9,010 | | | Roper Technologies, Inc. | | | | | 3,884,121 | | | | | | 0.6 | | |
26,620 | | | T. Rowe Price Group, Inc. | | | | | 4,030,002 | | | | | | 0.7 | | |
29,018 | | | Target Corp. | | | | | 5,122,548 | | | | | | 0.8 | | |
36,663 | | | Texas Instruments, Inc. | | | | | 6,017,498 | | | | | | 1.0 | | |
133,837 | | | Verizon Communications, Inc. | | | | | 7,862,924 | | | | | | 1.3 | | |
34,468 | | | Waste Management, Inc. | | | | | 4,064,811 | | | | | | 0.7 | | |
180,543 | | | Williams Cos., Inc. | | | | | 3,619,887 | | | | | | 0.6 | | |
27,174 | | | Xilinx, Inc. | | | | | 3,852,458 | | | | | | 0.6 | | |
4,132,404 (2) | | | Other Securities | | | | | 198,675,887 | | | | | | 32.5 | | |
| | | | | | | | 377,410,981 | | | | | | 61.7 | | |
| | | Total Common Stock (Cost $539,294,886) | | | | | 597,751,174 | | | | | | 97.8 | | |
EXCHANGE-TRADED FUNDS: 0.7% | | |||||||||||||||
29,495 | | | Other Securities | | | | | 4,678,480 | | | | | | 0.7 | | |
| | | Total Exchange-Traded Funds (Cost $4,581,439) | | | | | 4,678,480 | | | | | | 0.7 | | |
| | | Total Long-Term Investments (Cost $543,876,325) | | | | | 602,429,654 | | | | | | 98.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.2% | | |||||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
1,396,592 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,396,603, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,424,524, due 01/25/21-10/15/62) | | | | | 1,396,592 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,552,200 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,552,222, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,583,268, due 01/31/21-05/15/49) | | | | $ | 1,552,200 | | | | | | 0.3 | | |
1,552,191 (5) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,552,203, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,583,235, due 09/15/21-01/01/51) | | | | | 1,552,191 | | | | | | 0.2 | | |
615,727 (5) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $615,731, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $628,042, due 01/15/21-01/01/51) | | | | | 615,727 | | | | | | 0.1 | | |
1,552,191 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,552,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,583,235, due 01/05/21-12/20/50) | | | | | 1,552,191 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $6,668,901) | | | | | 6,668,901 | | | | | | 1.1 | | |
|
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.1% | | ||||||||||||
405,001 (6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $405,001) | | | | $ | 405,001 | | | | | | 0.1 | | |
| | | Total Short-Term Investments (Cost $7,073,902) | | | | | 7,073,902 | | | | | | 1.2 | | |
| | | Total Investments in Securities (Cost $550,950,227) | | | | $ | 609,503,556 | | | | | | 99.7 | | |
| | | Assets in Excess of Other Liabilities | | | | | 1,891,223 | | | | | | 0.3 | | |
| | | Net Assets | | | | $ | 611,394,779 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.8% | | |
Health Care | | | | | 14.1 | | |
Industrials | | | | | 13.0 | | |
Consumer Staples | | | | | 11.3 | | |
Information Technology | | | | | 9.6 | | |
Communication Services | | | | | 6.9 | | |
Materials | | | | | 6.4 | | |
Utilities | | | | | 6.3 | | |
Consumer Discretionary | | | | | 4.8 | | |
Energy | | | | | 3.7 | | |
Real Estate | | | | | 2.9 | | |
Exchange-Traded Funds | | | | | 0.7 | | |
Short-Term Investments | | | | | 1.2 | | |
Assets in Excess of Other Liabilities | | | | | 0.3 | | |
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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 19,499,413 | | | | | $ | — | | | | | $ | 19,499,413 | | |
Belgium | | | | | — | | | | | | 2,430,882 | | | | | | — | | | | | | 2,430,882 | | |
Canada | | | | | 23,855,775 | | | | | | — | | | | | | 142,609 | | | | | | 23,998,384 | | |
China | | | | | — | | | | | | 2,118,827 | | | | | | — | | | | | | 2,118,827 | | |
Denmark | | | | | — | | | | | | 10,090,548 | | | | | | — | | | | | | 10,090,548 | | |
Finland | | | | | — | | | | | | 4,692,826 | | | | | | — | | | | | | 4,692,826 | | |
France | | | | | — | | | | | | 7,729,954 | | | | | | — | | | | | | 7,729,954 | | |
Germany | | | | | — | | | | | | 6,612,188 | | | | | | — | | | | | | 6,612,188 | | |
Hong Kong | | | | | — | | | | | | 9,793,951 | | | | | | — | | | | | | 9,793,951 | | |
Ireland | | | | | 7,442,955 | | | | | | 907,469 | | | | | | — | | | | | | 8,350,424 | | |
Israel | | | | | — | | | | | | 1,463,689 | | | | | | — | | | | | | 1,463,689 | | |
Italy | | | | | — | | | | | | 15,060,777 | | | | | | — | | | | | | 15,060,777 | | |
Japan | | | | | — | | | | | | 52,689,396 | | | | | | — | | | | | | 52,689,396 | | |
Netherlands | | | | | — | | | | | | 3,291,535 | | | | | | — | | | | | | 3,291,535 | | |
New Zealand | | | | | — | | | | | | 814,136 | | | | | | — | | | | | | 814,136 | | |
Norway | | | | | — | | | | | | 881,110 | | | | | | — | | | | | | 881,110 | | |
Singapore | | | | | — | | | | | | 1,510,862 | | | | | | — | | | | | | 1,510,862 | | |
Spain | | | | | — | | | | | | 5,181,477 | | | | | | — | | | | | | 5,181,477 | | |
Sweden | | | | | — | | | | | | 1,190,035 | | | | | | — | | | | | | 1,190,035 | | |
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Switzerland | | | | | — | | | | | | 12,546,908 | | | | | | — | | | | | | 12,546,908 | | |
United Kingdom | | | | | 6,277,511 | | | | | | 24,115,360 | | | | | | — | | | | | | 30,392,871 | | |
United States | | | | | 377,410,981 | | | | | | — | | | | | | — | | | | | | 377,410,981 | | |
Total Common Stock | | | | | 414,987,222 | | | | | | 182,621,343 | | | | | | 142,609 | | | | | | 597,751,174 | | |
Exchange-Traded Funds | | | | | 4,678,480 | | | | | | — | | | | | | — | | | | | | 4,678,480 | | |
Short-Term Investments | | | | | 405,001 | | | | | | 6,668,901 | | | | | | — | | | | | | 7,073,902 | | |
Total Investments, at fair value | | | | $ | 420,070,703 | | | | | $ | 189,290,244 | | | | | $ | 142,609 | | | | | $ | 609,503,556 | | |
|
| Gross Unrealized Appreciation | | | | $ | 72,460,242 | | |
| Gross Unrealized Depreciation | | | | | (14,320,116) | | |
| Net Unrealized Appreciation | | | | $ | 58,140,126 | | |
Voya Government Money Market Portfolio | as of December 31, 2020 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 27.1% | | |||||||||||||||
16,750,000 | | | Fannie Mae, 0.130%, (SOFRRATE + 0.040%), 01/29/2021 | | | | $ | 16,749,608 | | | | | | 2.9 | | |
70,000,000 | | | Fannie Mae, 0.210%, (SOFRRATE + 0.120%), 03/16/2021 | | | | | 70,000,000 | | | | | | 12.3 | | |
9,000,000 | | | Fannie Mae, 0.370%, (SOFRRATE + 0.280%), 04/26/2021 | | | | | 9,000,000 | | | | | | 1.6 | | |
9,000,000 | | | Federal Farm Credit Banks, 0.153%, (US0001M + 0.005%), 06/25/2021 | | | | | 9,000,000 | | | | | | 1.6 | | |
5,000,000 | | | Federal Farm Credit Banks, 0.210%, (FEDL01 + 0.120%), 04/23/2021 | | | | | 4,997,981 | | | | | | 0.9 | | |
35,000,000 | | | Federal Home Loan Banks, 0.125%, (SOFRRATE + 0.035%), 12/10/2021 | | | | | 35,000,000 | | | | | | 6.1 | | |
10,000,000 | | | Federal Home Loan Banks, 0.170%, (SOFRRATE + 0.080%), 03/04/2021 | | | | | 10,000,000 | | | | | | 1.7 | | |
| | | Total U.S. Government Agency Debt | | | | | | | | | | | | | |
| | | (Cost $154,747,589) | | | | | 154,747,589 | | | | | | 27.1 | | |
U.S. TREASURY DEBT: 57.9% | | |||||||||||||||
17,000,000 (1) | | | United States Cash Management Bill, 0.080%, 03/23/2021 | | | | | 16,996,902 | | | | | | 3.0 | | |
84,000,000 (1) | | | United States Cash Management Bill, 0.080%, 03/30/2021 | | | | | 83,983,080 | | | | | | 14.7 | | |
27,000,000 (1) | | | United States Treasury Bill, 0.070%, 01/12/2021 | | | | | 26,999,406 | | | | | | 4.7 | | |
17,000,000 (1) | | | United States Treasury Bill, 0.070%, 01/21/2021 | | | | | 16,999,292 | | | | | | 3.0 | | |
134,000,000 (1) | | | United States Treasury Bill, 0.070%, 01/28/2021 | | | | | 133,992,347 | | | | | | 23.5 | | |
34,000,000 (1) | | | United States Treasury Bill, 0.070%, 02/09/2021 | | | | | 33,997,311 | | | | | | 6.0 | | |
17,000,000 (1) | | | United States Treasury Bill, 0.090%, 03/25/2021 | | | | | 16,996,570 | | | | | | 3.0 | | |
| | | Total U.S. Treasury Debt | | | | | | | | | | | | | |
| | | (Cost $329,964,908) | | | | | 329,964,908 | | | | | | 57.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 13.4% | | | | | |||||||||||||||||||||
Repurchase Agreement: 13.4% | | | | | | | | | | | |||||||||||||||
30,000,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/2020, 0.07%, due 1/4/2021, $30,000,233 to be received upon repurchase (Collateralized by $30,292,000, U.S. Treasury Note, 2.125%, Market Value plus accrued interest $30,600,062 due 5/31/2021) | | | | $ | 30,000,000 | | | | | | 5.3 | | | | | | ||||||
46,315,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/2020, 0.070%, due 1/4/2021, $46,315,360 to be received upon repurchase (Collateralized by $47,244,700 Bill, 0.000%, Market Value plus accrued interest $47,241,393 due 2/4/2021) | | | | | 46,315,000 | | | | | | 8.1 | | | | | | ||||||
| | | Total U.S. Treasury Repurchase Agreement | | | | | | | | | | | | | | | | | ||||||
| | | (Cost $76,315,000) | | | | | 76,315,000 | | | | | | 13.4 | | | | | | ||||||
| | | Total Investments in Securities (Cost $561,027,497) | | | | $ | 561,027,497 | | | | | | 98.4 | | | | | | ||||||
| | | Assets in Excess of Other Liabilities | | | | | 8,967,977 | | | | | | 1.6 | | | | | | ||||||
| | | Net Assets | | | | $ | 569,995,474 | | | | | | 100.0 | | | | | | ||||||
|
Voya Government Money Market Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 154,747,589 | | | | | $ | — | | | | | $ | 154,747,589 | | |
U.S. Treasury Debt | | | | | — | | | | | | 329,964,908 | | | | | | — | | | | | | 329,964,908 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 76,315,000 | | | | | | — | | | | | | 76,315,000 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 561,027,497 | | | | | $ | — | | | | | $ | 561,027,497 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest (1) | | | Net Amount | | |||||||||
Deutsche Bank | | | | $ | 76,315,000 | | | | | $ | (76,315,000) | | | | | $ | — | | |
Totals | | | | $ | 76,315,000 | | | | | $ | (76,315,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 13.1% | | ||||||||||||
620,856 | | | Activision Blizzard, Inc. | | | | $ | 57,646,480 | | | | | | 1.8 | | |
104,852 (1) | | | Alphabet, Inc. - Class A | | | | | 183,767,809 | | | | | | 5.7 | | |
1,297,845 | | | Comcast Corp. - Class A | | | | | 68,007,078 | | | | | | 2.1 | | |
1,609,425 | | | Interpublic Group of Cos., Inc. | | | | | 37,853,676 | | | | | | 1.1 | | |
426,592 (1) | | | Walt Disney Co. | | | | | 77,289,938 | | | | | | 2.4 | | |
| | | | | | | | 424,564,981 | | | | | | 13.1 | | |
| | | Consumer Discretionary: 10.3% | | ||||||||||||
22,663 (1) | | | Amazon.com, Inc. | | | | | 73,811,805 | | | | | | 2.3 | | |
260,863 | | | Darden Restaurants, Inc. | | | | | 31,074,000 | | | | | | 1.0 | | |
283,568 | | | Expedia Group, Inc. | | | | | 37,544,403 | | | | | | 1.2 | | |
564,301 | | | Hasbro, Inc. | | | | | 52,784,716 | | | | | | 1.6 | | |
782,593 | | | Las Vegas Sands Corp. | | | | | 46,642,543 | | | | | | 1.4 | | |
451,105 | | | Nike, Inc. - Class B | | | | | 63,817,824 | | | | | | 2.0 | | |
353,088 | | | Other Securities | | | | | 26,372,143 | | | | | | 0.8 | | |
| | | | | | | | 332,047,434 | | | | | | 10.3 | | |
| | | Consumer Staples: 7.1% | | ||||||||||||
1,146,609 | | | Coca-Cola Co. | | | | | 62,880,037 | | | | | | 1.9 | | |
235,753 | | | Constellation Brands, Inc. | | | | | 51,641,695 | | | | | | 1.6 | | |
732,864 | | | Philip Morris International, Inc. | | | | | 60,673,811 | | | | | | 1.9 | | |
382,240 | | | Walmart, Inc. | | | | | 55,099,896 | | | | | | 1.7 | | |
| | | | | | | | 230,295,439 | | | | | | 7.1 | | |
| | | Energy: 2.3% | | ||||||||||||
368,515 | | | Chevron Corp. | | | | | 31,121,092 | | | | | | 1.0 | | |
732,190 | | | Other Securities | | | | | 42,275,554 | | | | | | 1.3 | | |
| | | | | | | | 73,396,646 | | | | | | 2.3 | | |
| | | Financials: 10.7% | | ||||||||||||
1,119,524 | | | American International Group, Inc. | | | | | 42,385,179 | | | | | | 1.3 | | |
755,997 (2) | | | Apollo Global Management, Inc. | | | | | 37,028,733 | | | | | | 1.1 | | |
650,077 | | | Citigroup, Inc. | | | | | 40,083,748 | | | | | | 1.2 | | |
177,390 | | | Goldman Sachs Group, Inc. | | | | | 46,779,517 | | | | | | 1.5 | | |
824,495 | | | Hartford Financial Services Group, Inc. | | | | | 40,383,765 | | | | | | 1.3 | | |
487,924 | | | Intercontinental Exchange, Inc. | | | | | 56,252,758 | | | | | | 1.7 | | |
966,858 | | | Truist Financial Corp. | | | | | 46,341,504 | | | | | | 1.4 | | |
794,789 | | | US Bancorp | | | | | 37,029,219 | | | | | | 1.2 | | |
| | | | | | | | 346,284,423 | | | | | | 10.7 | | |
| | | Health Care: 14.1% | | ||||||||||||
566,248 (1)(2) | | | Alcon, Inc. | | | | | 37,361,043 | | | | | | 1.1 | | |
919,769 | | | Bristol-Myers Squibb Co. | | | | | 57,053,271 | | | | | | 1.8 | | |
241,519 | | | Eli Lilly & Co. | | | | | 40,778,068 | | | | | | 1.3 | | |
422,878 | | | Johnson & Johnson | | | | | 66,552,540 | | | | | | 2.1 | | |
595,782 | | | Medtronic PLC | | | | | 69,789,903 | | | | | | 2.2 | | |
128,875 | | | Thermo Fisher Scientific, Inc. | | | | | 60,027,397 | | | | | | 1.8 | | |
146,282 | | | UnitedHealth Group, Inc. | | | | | 51,298,172 | | | | | | 1.6 | | |
266,176 | | | Zimmer Biomet Holdings, Inc. | | | | | 41,015,060 | | | | | | 1.3 | | |
140,353 (3) | | | Other Securities | | | | | 29,814,041 | | | | | | 0.9 | | |
| | | | | | | | 453,689,495 | | | | | | 14.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 8.2% | | ||||||||||||
185,265 | | | L3Harris Technologies, Inc. | | | | $ | 35,018,790 | | | | | | 1.1 | | |
235,397 | | | Norfolk Southern Corp. | | | | | 55,932,681 | | | | | | 1.7 | | |
161,549 | | | Old Dominion Freight Line | | | | | 31,531,134 | | | | | | 1.0 | | |
696,796 | | | Raytheon Technologies Corp. | | | | | 49,827,882 | | | | | | 1.5 | | |
164,607 (1) | | | United Rentals, Inc. | | | | | 38,174,010 | | | | | | 1.2 | | |
473,906 | | | Other Securities | | | | | 54,326,645 | | | | | | 1.7 | | |
| | | | | | | | 264,811,142 | | | | | | 8.2 | | |
| | | Information Technology: 25.2% | | ||||||||||||
114,949 (1) | | | Adobe, Inc. | | | | | 57,488,294 | | | | | | 1.8 | | |
376,790 | | | Apple, Inc. | | | | | 49,996,265 | | | | | | 1.5 | | |
172,215 | | | Broadcom, Inc. | | | | | 75,404,338 | | | | | | 2.3 | | |
838,512 (1) | | | Fiserv, Inc. | | | | | 95,472,976 | | | | | | 3.0 | | |
2,490,727 | | | HP, Inc. | | | | | 61,246,977 | | | | | | 1.9 | | |
222,969 | | | Intuit, Inc. | | | | | 84,694,775 | | | | | | 2.6 | | |
227,205 | | | Microchip Technology, Inc. | | | | | 31,379,282 | | | | | | 1.0 | | |
858,122 | | | Microsoft Corp. | | | | | 190,863,495 | | | | | | 5.9 | | |
304,618 | | | MKS Instruments, Inc. | | | | | 45,829,778 | | | | | | 1.4 | | |
380,563 | | | Motorola Solutions, Inc. | | | | | 64,718,544 | | | | | | 2.0 | | |
362,140 | | | NXP Semiconductor NV - NXPI - US | | | | | 57,583,881 | | | | | | 1.8 | | |
| | | | | | | | 814,678,605 | | | | | | 25.2 | | |
| | | Materials: 2.8% | | ||||||||||||
374,168 | | | Eastman Chemical Co. | | | | | 37,521,567 | | | | | | 1.2 | | |
788,675 | | | Other Securities | | | | | 53,671,994 | | | | | | 1.6 | | |
| | | | | | | | 91,193,561 | | | | | | 2.8 | | |
| | | Real Estate: 2.3% | | ||||||||||||
442,013 | | | ProLogis, Inc. | | | | | 44,051,015 | | | | | | 1.4 | | |
819,597 | | | Other Securities | | | | | 30,972,571 | | | | | | 0.9 | | |
| | | | | | | | 75,023,586 | | | | | | 2.3 | | |
| | | Utilities: 2.8% | | ||||||||||||
321,573 | | | Entergy Corp. | | | | | 32,105,848 | | | | | | 1.0 | | |
408,323 | | | NextEra Energy, Inc. | | | | | 31,502,120 | | | | | | 1.0 | | |
630,909 | | | Other Securities | | | | | 26,636,978 | | | | | | 0.8 | | |
| | | | | | | | 90,244,946 | | | | | | 2.8 | | |
| | | Total Common Stock (Cost $2,362,800,484) | | | | | 3,196,230,258 | | | | | | 98.9 | | |
|
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 $2,362,800,484) | | | | | 3,196,230,258 | | | | 98 .9 | |
Voya Growth and Income Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: 2.9% | | |||||||||||||||
| | | | | | | Repurchase Agreements: 1.6% | | |||||||||
| | | 2,934,666 | (7) | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $2,934,698, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $2,993,359, due 02/03/21-11/20/70) | | | | $ | 2,934,666 | | | | 0 .1 | | |
| | | 1,844,650 | (7) | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $1,844,670, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $1,881,543, due 07/01/24-10/01/50) | | | | | 1,844,650 | | | | 0 .0 | | |
| | | 2,445,614 | (7) | | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $2,445,678, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $2,567,895, due 03/01/21-11/20/40) | | | | | 2,445,614 | | | | 0 .1 | | |
| | | 8,708,840 | (7) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,708,907, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $8,883,017, due 01/25/21-10/15/62) | | | | | 8,708,840 | | | | 0 .3 | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | |||||||||
| | | 2,980,643 | (7) | | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,980,666, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 4.750%, Market Value plus accrued interest $3,040,256, due 01/14/21-01/20/69) | | | | $ | 2,980,643 | | | | 0 .1 | | |
| | | 5,464,371 | (7) | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $5,464,449, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $5,573,743, due 01/31/21-05/15/49) | | | | | 5,464,371 | | | | 0 .2 | | |
| | | 8,090,299 | (7) | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,090,361, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $8,252,105, due 09/15/21-01/01/51) | | | | | 8,090,299 | | | | 0 .2 | | |
| | | 1,202,439 | (7) | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,202,448, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,226,488, due 01/04/21-12/01/50) | | | | | 1,202,439 | | | | 0 .0 | |
Voya Growth and Income Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | |||||||||
| | | 3,405,146 | (7) | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,405,195, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,473,249, due 07/01/22-12/01/50) | | | | $ | 3,405,146 | | | | 0 .1 | | |
| | | 3,890,772 | (7) | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,890,827, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $3,968,645, due 02/18/21-01/15/62) | | | | | 3,890,772 | | | | 0 .1 | | |
| | | 3,063,976 | (7) | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,064,020, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $3,126,387, due 02/28/25-05/31/25) | | | | | 3,063,976 | | | | 0 .1 | | |
| | | 8,643,784 | (7) | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $8,643,936, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,838,635, due 07/15/22-02/15/47) | | | | | 8,643,784 | | | | 0 .3 | | |
| | | | | | | Total Repurchase Agreements (Cost $52,675,200) | | | | | 52,675,200 | | | | 1 .6 | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(7): 1.3% | | ||||||||||||
37,260,080 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | $ | 37,260,080 | | | | | | 1.2 | | |
1,064,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.020% | | | | | 1,064,000 | | | | | | 0.0 | | |
1,570,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds – Government Portfolio (Institutional Share Class), 0.030% | | | | | 1,570,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $39,894,080) | | | | | 39,894,080 | | | | | | 1.3 | | |
| | | Total Short-Term Investments (Cost $92,569,280) | | | | | 92,569,280 | | | | | | 2.9 | | |
| | | Total Investments in Securities (Cost $2,455,369,764) | | | | $ | 3,288,799,538 | | | | | | 101.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (56,986,130) | | | | | | (1.8) | | |
| | | Net Assets | | | | $ | 3,231,813,408 | | | | | | 100.0 | | |
Voya Growth and Income Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,196,230,258 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,196,230,258 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 39,894,080 | | | | | | 52,675,200 | | | | | | — | | | | | | 92,569,280 | | |
Total Investments, at fair value | | | | $ | 3,236,124,338 | | | | | $ | 52,675,200 | | | | | $ | — | | | | | $ | 3,288,799,538 | | |
Security | | | | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Southern Energy (Escrow) | | | | | | | | 11/30/2005 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | | | | $ | — | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | 846,004,379 | | |
| Gross Unrealized Depreciation | | | | | (38,390,193) | | |
| Net Unrealized Appreciation | | | | $ | 807,614,186 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 25.8% | | |||||||||||||||
| | | Basic Materials: 0.6% | | ||||||||||||
1,250,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | $ | 1,361,020 | | | | | | 0.1 | | |
1,073,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | | 1,081,631 | | | | | | 0.0 | | |
476,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 607,012 | | | | | | 0.0 | | |
702,000 (1) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 776,532 | | | | | | 0.0 | | |
561,000 (1) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/ 2050 | | | | | 687,607 | | | | | | 0.0 | | |
13,861,000 | | | Other Securities | | | | | 16,073,621 | | | | | | 0.5 | | |
| | | | | | | | 20,587,423 | | | | | | 0.6 | | |
| | | Communications: 2.7% | | ||||||||||||
801,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 825,434 | | | | | | 0.0 | | |
3,701,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 3,688,627 | | | | | | 0.1 | | |
4,703,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 4,726,452 | | | | | | 0.2 | | |
5,354,000 | | | AT&T, Inc., 1.650%-4.300%, 02/01/2028-02/01/2043 | | | | | 5,552,144 | | | | | | 0.1 | | �� |
9,754,000 | | | Comcast Corp., 2.650%-4.600%, 02/01/2030-11/01/2049 | | | | | 12,147,054 | | | | | | 0.3 | | |
860,000 (1) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | | 991,289 | | | | | | 0.0 | | |
4,885,000 (1) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 4,988,806 | | | | | | 0.2 | | |
2,630,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,738,343 | | | | | | 0.1 | | |
527,000 (1) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 548,823 | | | | | | 0.0 | | |
1,738,000 (1) | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 1,791,365 | | | | | | 0.1 | | |
1,120,000 (1) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 1,190,913 | | | | | | 0.1 | | |
818,000 (1) | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 932,357 | | | | | | 0.0 | | |
462,000 (1) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 535,578 | | | | | | 0.0 | | |
817,000 (1) | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 997,859 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
2,500,000 (1) | | | T-Mobile USA, Inc., 4.500%, 04/15/2050 | | | | $ | 3,088,150 | | | | | | 0.1 | | |
542,000 (1) | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 545,632 | | | | | | 0.0 | | |
12,413,000 | | | Verizon Communications, Inc., 2.650%-4.862%, 08/10/2033-11/20/2060 | | | | | 14,467,246 | | | | | | 0.4 | | |
31,097,000 | | | Other Securities | | | | | 37,062,482 | | | | | | 1.0 | | |
| | | | | | | | 96,818,554 | | | | | | 2.7 | | |
| | | Consumer, Cyclical: 1.2% | | ||||||||||||
778,000 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 859,387 | | | | | | 0.0 | | |
3,500,000 (1) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,731,953 | | | | | | 0.1 | | |
891,000 (1) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 954,322 | | | | | | 0.0 | | |
1,875,000 (1) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 1,971,583 | | | | | | 0.1 | | |
515,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 550,640 | | | | | | 0.0 | | |
515,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 562,547 | | | | | | 0.0 | | |
873,000 (1)(2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 946,209 | | | | | | 0.0 | | |
1,688,000 (1) | | | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | | | | | 1,811,175 | | | | | | 0.1 | | |
877,000 (1) | | | Nissan Motor Co. Ltd., 4.345%, 09/17/2027 | | | | | 969,395 | | | | | | 0.0 | | |
446,000 (1) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 503,329 | | | | | | 0.0 | | |
28,219,025 | | | Other Securities | | | | | 30,110,717 | | | | | | 0.9 | | |
| | | | | | | | 42,971,257 | | | | | | 1.2 | | |
| | | Consumer, Non-cyclical: 4.5% | | ||||||||||||
17,148,000 | | | AbbVie, Inc., 2.300%-4.625%, 11/06/2022-11/06/2042 | | | | | 19,324,456 | | | | | | 0.5 | | |
520,000 (1) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 554,494 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
6,511,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%-4.900%, 02/01/2036-02/01/2046 | | | | $ | 8,412,311 | | | | | | 0.2 | | |
3,169,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.350%-5.450%, 01/23/2039-06/01/2040 | | | | | 4,048,744 | | | | | | 0.1 | | |
2,000,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,448,827 | | | | | | 0.1 | | |
10,596,000 | | | Cigna Corp., 3.250%-4.900%, 07/15/2023-12/15/2048 | | | | | 12,553,472 | | | | | | 0.3 | | |
59,680 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 71,379 | | | | | | 0.0 | | |
10,259,000 | | | CVS Health Corp., 2.700%-5.050%, 07/20/2025-03/25/2048 | | | | | 12,816,309 | | | | | | 0.4 | | |
466,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 504,578 | | | | | | 0.0 | | |
2,113,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,204,110 | | | | | | 0.1 | | |
2,500,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 3,309,468 | | | | | | 0.1 | | |
537,000 (1) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 545,702 | | | | | | 0.0 | | |
796,000 (1) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 819,712 | | | | | | 0.0 | | |
805,000 (1) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 847,666 | | | | | | 0.1 | | |
1,500,000 (1) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 1,693,068 | | | | | | 0.0 | | |
80,041,000 (3) | | | Other Securities | | | | | 91,504,659 | | | | | | 2.6 | | |
| | | | | | | | 161,658,955 | | | | | | 4.5 | | |
| | | Energy: 2.2% | | ||||||||||||
5,514,000 | | | BP Capital Markets America, Inc., 1.749%-3.224%, 04/14/2024-06/04/2051 | | | | | 5,854,363 | | | | | | 0.2 | | |
2,833,000 (4) | | | BP Capital Markets PLC, 4.742%-4.875%, 03/11/2021-12/31/2199 | | | | | 2,957,639 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
498,000 (1) | | | Schlumberger Holdings Corp., 4.000%, 12/21/ 2025 | | | | $ | 566,504 | | | | | | 0.0 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 1,538,322 | | | | | | 0.0 | | |
60,503,000 (3) | | | Other Securities | | | | | 67,123,191 | | | | | | 1.9 | | |
| | | | | | | | 78,040,019 | | | | | | 2.2 | | |
| | | Financial: 9.2% | | ||||||||||||
1,840,000 (1) | | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 1,999,309 | | | | | | 0.1 | | |
3,657,000 (1) | | | Athene Global Funding, 2.550%, 11/19/2030 | | | | | 3,662,403 | | | | | | 0.1 | | |
519,000 (1) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 557,263 | | | | | | 0.0 | | |
452,000 (1) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 471,249 | | | | | | 0.0 | | |
808,000 (1) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 853,342 | | | | | | 0.0 | | |
982,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 1,087,910 | | | | | | 0.1 | | |
30,136,000 (4) | | | Bank of America Corp., 0.981%-5.125%, 05/17/2022-12/31/2199 | | | | | 32,941,597 | | | | | | 0.9 | | |
1,773,000 (1) | | | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | | | | | 1,778,555 | | | | | | 0.1 | | |
1,535,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,627,978 | | | | | | 0.0 | | |
1,000,000 (1) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 1,040,135 | | | | | | 0.0 | | |
455,000 (1)(4) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 465,685 | | | | | | 0.0 | | |
4,115,000 (1)(4) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 4,397,973 | | | | | | 0.1 | | |
1,715,000 (1)(4) | | | BNP Paribas SA, 3.052%, 01/13/2031 | | | | | 1,872,695 | | | | | | 0.1 | | |
3,960,000 (1) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 4,258,666 | | | | | | 0.1 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,081,540 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
12,118,000 (4) | | | Citigroup, Inc., 1.678%-5.500%, 07/24/2023-06/03/2031 | | | | $ | 13,291,709 | | | | | | 0.4 | | |
2,000,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,112,585 | | | | | | 0.1 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 876,897 | | | | | | 0.0 | | |
1,358,000 (1)(4) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 1,368,657 | | | | | | 0.0 | | |
6,252,000 | | | Cooperatieve Rabobank UA, 3.950%-4.375%, 11/09/2022-08/04/2025 | | | | | 7,079,234 | | | | | | 0.2 | | |
1,235,000 (1)(4) | | | Credit Agricole SA/ London, 1.907%, 06/16/2026 | | | | | 1,282,054 | | | | | | 0.0 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,771,852 | | | | | | 0.2 | | |
3,000,000 (1)(4) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,138,723 | | | | | | 0.1 | | |
1,292,000 (1)(4) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 1,520,675 | | | | | | 0.0 | | |
3,053,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%-3.800%, 04/16/2021-09/15/2022 | | | | | 3,116,543 | | | | | | 0.1 | | |
1,870,000 (1)(4) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 1,880,147 | | | | | | 0.1 | | |
4,500,000 (1) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 4,519,564 | | | | | | 0.1 | | |
600,000 (1) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 626,551 | | | | | | 0.0 | | |
609,000 (1) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 613,880 | | | | | | 0.0 | | |
1,925,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 2,024,515 | | | | | | 0.1 | | |
10,517,000 (4) | | | HSBC Holdings PLC, 1.589%-4.950%, 11/07/2025-08/18/2031 | | | | | 11,652,768 | | | | | | 0.3 | | |
16,650,000 (4) | | | JPMorgan Chase & Co., 2.182%-5.000%, 04/01/2023-12/31/2199 | | | | | 18,012,339 | | | | | | 0.5 | | |
702,000 (1) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 783,550 | | | | | | 0.0 | | |
1,841,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 2,208,772 | | | | | | 0.1 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,174,672 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,810,000 (1) | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | $ | 2,827,809 | | | | | | 0.1 | | |
315,000 (1) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 353,205 | | | | | | 0.0 | | |
13,166,000 (4) | | | Morgan Stanley, 1.794%-5.500%, 07/28/2021-02/13/2032 | | | | | 14,578,624 | | | | | | 0.4 | | |
1,341,000 (1) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 1,365,450 | | | | | | 0.0 | | |
1,575,000 (1)(4) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 1,771,147 | | | | | | 0.1 | | |
894,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 923,002 | | | | | | 0.0 | | |
1,004,000 (1)(4) | | | Nationwide Building Society, 3.960%, 07/18/2030 | | | | | 1,170,432 | | | | | | 0.1 | | |
1,576,000 (1) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 1,695,426 | | | | | | 0.0 | | |
2,661,000 (1)(2)(4) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,907,342 | | | | | | 0.1 | | |
174,000 (1) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 202,403 | | | | | | 0.0 | | |
1,986,000 (1) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 2,077,930 | | | | | | 0.1 | | |
2,000,000 | | | Royal Bank of Canada, 0.898%, (US0003M + 0.660)%, 10/05/2023 | | | | | 2,021,031 | | | | | | 0.1 | | |
760,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 836,635 | | | | | | 0.0 | | |
964,000 (1)(4) | | | Scentre Group Trust 2, 5.125%, 09/24/2080 | | | | | 1,018,106 | | | | | | 0.0 | | |
1,360,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | | 1,365,066 | | | | | | 0.0 | | |
1,801,000 (1)(4) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 1,886,146 | | | | | | 0.1 | | |
1,234,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 1,243,370 | | | | | | 0.0 | | |
3,500,000 | | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | | | | 3,874,934 | | | | | | 0.1 | | |
2,470,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,728,733 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
791,000 (1)(4) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | $ | 799,101 | | | | | | 0.0 | | |
750,000 (1)(4) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 758,774 | | | | | | 0.0 | | |
300,000 (1) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 315,665 | | | | | | 0.0 | | |
11,056,000 (4) | | | Wells Fargo & Co., 2.406%-5.013%, 08/15/2023-04/04/2051 | | | | | 12,317,565 | | | | | | 0.3 | | |
8,795,000 (4) | | | Wells Fargo Bank NA, 2.082%-3.625%, 10/22/2021-09/09/2022 | | | | | 8,977,666 | | | | | | 0.3 | | |
1104,085,000 (3) | | | Other Securities | | | | | 114,950,963 | | | | | | 3.2 | | |
| | | | | | | | 330,118,512 | | | | | | 9.2 | | |
| | | Industrial: 1.3% | | ||||||||||||
264,000 (1) | | | BAE Systems PLC, 3.400%, 04/15/2030 | | | | | 299,393 | | | | | | 0.0 | | |
1,295,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/ 2025 | | | | | 1,306,997 | | | | | | 0.0 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,507,250 | | | | | | 0.1 | | |
37,824,000 (3) | | | Other Securities | | | | | 43,756,110 | | | | | | 1.2 | | |
| | | | | | | | 47,869,750 | | | | | | 1.3 | | |
| | | Technology: 1.4% | | ||||||||||||
9,076,000 | | | Apple, Inc., 2.550%-3.850%, 05/04/2043-08/20/2060 | | | | | 11,216,587 | | | | | | 0.3 | | |
1,000,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,221,562 | | | | | | 0.0 | | |
1,210,000 (1) | | | Leidos, Inc., 2.300%, 02/15/2031 | | | | | 1,234,289 | | | | | | 0.0 | | |
900,000 (1) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 941,819 | | | | | | 0.0 | | |
6,400,000 | | | Microsoft Corp., 3.700%, 08/08/2046 | | | | | 8,117,674 | | | | | | 0.2 | | |
5,750,000 | | | Microsoft Corp., 2.400%-2.525%, 08/08/2026-06/01/2050 | | | | | 6,128,131 | | | | | | 0.2 | | |
255,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 289,593 | | | | | | 0.0 | | |
1,000,000 (1) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | | 996,591 | | | | | | 0.0 | | |
1,060,000 (1) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 1,050,651 | | | | | | 0.1 | | |
17,425,000 (3) | | | Other Securities | | | | | 19,696,864 | | | | | | 0.6 | | |
| | | | | | | | 50,893,761 | | | | | | 1.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities: 2.7% | | ||||||||||||
622,000 (1) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | $ | 628,005 | | | | | | 0.0 | | |
1,576,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 1,784,481 | | | | | | 0.1 | | |
2,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,066,124 | | | | | | 0.1 | | |
3,219,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,355,795 | | | | | | 0.1 | | |
1,413,000 (1) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 1,414,591 | | | | | | 0.0 | | |
1,055,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 1,145,023 | | | | | | 0.0 | | |
1,485,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 1,681,938 | | | | | | 0.1 | | |
3,885,000 | | | Duke Energy Carolinas LLC, 3.200%-4.000%, 09/30/2042-08/15/2049 | | | | | 4,650,375 | | | | | | 0.1 | | |
2,043,000 | | | Duke Energy Progress LLC, 3.700%-4.200%, 08/15/2045-10/15/2046 | | | | | 2,565,266 | | | | | | 0.1 | | |
868,000 (1) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 899,231 | | | | | | 0.0 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,136,740 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 448,868 | | | | | | 0.0 | | |
231,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 262,155 | | | | | | 0.0 | | |
845,000 (1) | | | NRG Energy, Inc., 2.000%, 12/02/2025 | | | | | 876,212 | | | | | | 0.1 | | |
704,000 (1) | | | NRG Energy, Inc., 2.450%, 12/02/2027 | | | | | 741,374 | | | | | | 0.0 | | |
842,000 (1) | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 907,325 | | | | | | 0.0 | | |
59,883,000 (3) | | | Other Securities | | | | | 67,335,549 | | | | | | 1.9 | | |
| | | | | | | | 94,899,052 | | | | | | 2.7 | | |
| | | Total Corporate Bonds/Notes (Cost $843,353,739) | | | | | 923,857,283 | | | | | | 25.8 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 18.8% | | |||||||||||||||
3,092,237 (1)(4) | | | Agate Bay Mortgage Trust 2015-6 B2, 3.607%, 09/25/2045 | | | | $ | 3,212,288 | | | | | | 0.1 | | |
4,096,296 | | | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500)%, 05/25/2035 | | | | | 3,224,440 | | | | | | 0.1 | | |
3,343,430 | | | Alternative Loan Trust 2005-51 3A2A, 1.899%, (12MTA + 1.290)%, 11/20/2035 | | | | | 3,112,928 | | | | | | 0.1 | | |
1,439,368 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,334,629 | | | | | | 0.0 | | |
1,826,539 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,790,777 | | | | | | 0.1 | | |
389,499 (5) | | | Alternative Loan Trust 2005-J3 2A2, 4.852%, (-1.000*US0001M + 5.000)%, 05/25/2035 | | | | | 55,614 | | | | | | 0.0 | | |
1,280,094 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 893,349 | | | | | | 0.0 | | |
2,590,714 | | | Alternative Loan Trust 2006-HY11 A1, 0.388%, (US0001M + 0.120)%, 06/25/2036 | | | | | 2,509,567 | | | | | | 0.1 | | |
1,854,923 | | | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500)%, 09/25/2037 | | | | | 816,390 | | | | | | 0.0 | | |
113,122 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 108,874 | | | | | | 0.0 | | |
2,507,606 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190)%, 01/25/2037 | | | | | 2,270,242 | | | | | | 0.1 | | |
2,500,000 (1) | | | Bellemeade Re 2020-4 M2A Ltd., 2.750%, (US0001M + 2.600)%, 06/25/2030 | | | | | 2,501,672 | | | | | | 0.1 | | |
17,189 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 0.828%, (US0001M + 0.680)%, 03/25/2035 | | | | | 15,736 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,487,015 (1)(4) | | | CIM Trust 2020-J1 B3, 3.485%, 07/25/2050 | | | | $ | 1,447,580 | | | | | | 0.0 | | |
1,101,724 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.361%, 09/25/2037 | | | | | 1,072,273 | | | | | | 0.0 | | |
1,109,216 (1)(4) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,174,550 | | | | | | 0.0 | | |
43,603 (4) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.125%, 08/25/2035 | | | | | 44,082 | | | | | | 0.0 | | |
1,880,150 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 1,888,487 | | | | | | 0.1 | | |
2,000,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.148%, (US0001M + 2.000)%, 01/25/2040 | | | | | 1,996,732 | | | | | | 0.1 | | |
889,366 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.648%, (US0001M + 0.500)%, 11/25/2035 | | | | | 411,183 | | | | | | 0.0 | | |
3,832,643 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.868%, (US0001M + 0.720)%, 11/25/2035 | | | | | 3,772,797 | | | | | | 0.1 | | |
2,000,000 (1)(4) | | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 2,046,889 | | | | | | 0.1 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 808,953 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,197,821 | | | | | | 0.0 | | |
12,646,413 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 15,129,516 | | | | | | 0.4 | | |
1,554,221 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,660,215 | | | | | | 0.1 | | |
23,595,445 (5) | | | Fannie Mae 2016-82 SD, 5.902%, (-1.000*US0001M + 6.050)%, 11/25/2046 | | | | | 5,337,863 | | | | | | 0.2 | | |
3,854,513 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 4,028,778 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,251,661 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.398%, (US0001M + 4.250)%, 04/25/2029 | | | | $ | 6,571,626 | | | | | | 0.2 | | |
2,303,218 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 2,353,493 | | | | | | 0.1 | | |
99,473 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 101,411 | | | | | | 0.0 | | |
3,966,586 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.698%, (US0001M + 5.550)%, 04/25/2028 | | | | | 4,188,317 | | | | | | 0.1 | | |
5,322,858 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.398%, (US0001M + 4.250)%, 01/25/2029 | | | | | 5,561,826 | | | | | | 0.2 | | |
6,024,398 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450)%, 01/25/2029 | | | | | 6,296,322 | | | | | | 0.2 | | |
222,863 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350)%, 05/25/2029 | | | | | 233,128 | | | | | | 0.0 | | |
3,360,097 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.698%, (US0001M + 3.550)%, 07/25/2029 | | | | | 3,471,274 | | | | | | 0.1 | | |
4,992,947 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650)%, 09/25/2029 | | | | | 5,128,056 | | | | | | 0.1 | | |
1,364,402 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000)%, 10/25/2029 | | | | | 1,385,440 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,083,190 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850)%, 11/25/2029 | | | | $ | 5,138,741 | | | | | | 0.1 | | |
9,006,993 | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.348%, (US0001M + 2.200)%, 01/25/2030 | | | | | 9,033,078 | | | | | | 0.3 | | |
4,541,181 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.798%, (US0001M + 2.650)%, 02/25/2030 | | | | | 4,572,018 | | | | | | 0.1 | | |
5,316,709 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.648%, (US0001M + 2.500)%, 05/25/2030 | | | | | 5,336,769 | | | | | | 0.2 | | |
2,979,039 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800)%, 02/25/2030 | | | | | 3,014,900 | | | | | | 0.1 | | |
9,072,827 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200)%, 08/25/2030 | | | | | 9,055,534 | | | | | | 0.3 | | |
2,366,248 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.298%, (US0001M + 2.150)%, 10/25/2030 | | | | | 2,371,551 | | | | | | 0.1 | | |
4,909,889 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550)%, 12/25/2030 | | | | | 4,944,949 | | | | | | 0.1 | | |
4,487,356 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350)%, 01/25/2031 | | | | | 4,512,759 | | | | | | 0.1 | | |
3,214,342 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000)%, 03/25/2031 | | | | | 3,206,212 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,484,407 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100)%, 03/25/2031 | | | | $ | 2,463,899 | | | | | | 0.1 | | |
10,205,701 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.398%, (US0001M + 2.250)%, 07/25/2030 | | | | | 10,197,369 | | | | | | 0.3 | | |
1,878,729 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300)%, 08/25/2031 | | | | | 1,883,680 | | | | | | 0.1 | | |
2,428,547 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.248%, (US0001M + 2.100)%, 06/25/2039 | | | | | 2,431,878 | | | | | | 0.1 | | |
1,396,502 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.298%, (US0001M + 2.150)%, 09/25/2031 | | | | | 1,400,199 | | | | | | 0.0 | | |
3,699,361 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.548%, (US0001M + 2.400)%, 04/25/2031 | | | | | 3,711,146 | | | | | | 0.1 | | |
1,245,343 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.598%, (US0001M + 2.450)%, 07/25/2031 | | | | | 1,249,703 | | | | | | 0.0 | | |
3,678,707 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100)%, 09/25/2039 | | | | | 3,686,811 | | | | | | 0.1 | | |
1,800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050)%, 01/25/2040 | | | | | 1,799,920 | | | | | | 0.1 | | |
500,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 506,297 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,595,311 | | | Fannie Mae Connecticut Avenue Securities, 5.848%, (US0001M + 5.700)%, 04/25/2028 | | | | $ | 1,709,611 | | | | | | 0.1 | | |
415,734 (5) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 66,682 | | | | | | 0.0 | | |
368,026 (5) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 56,831 | | | | | | 0.0 | | |
5,878 | | | Fannie Mae REMIC Trust 1994-77 FB, 1.648%, (US0001M + 1.500)%, 04/25/2024 | | | | | 5,940 | | | | | | 0.0 | | |
286,641 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 322,252 | | | | | | 0.0 | | |
22,662 | | | Fannie Mae REMIC Trust 2002-21 FC, 1.048%, (US0001M + 0.900)%, 04/25/2032 | | | | | 22,924 | | | | | | 0.0 | | |
734,060 (5) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 150,439 | | | | | | 0.0 | | |
55,467 | | | Fannie Mae REMIC Trust 2004-11 A, 0.268%, (US0001M + 0.120)%, 03/25/2034 | | | | | 55,279 | | | | | | 0.0 | | |
382,108 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 445,602 | | | | | | 0.0 | | |
200,855 | | | Fannie Mae REMIC Trust 2005-74 DK, 23.408%, (-4.000*US0001M + 24.000)%, 07/25/2035 | | | | | 328,496 | | | | | | 0.0 | | |
4,014,475 (5) | | | Fannie Mae REMIC Trust 2005-92 SC, 6.532%, (-1.000*US0001M + 6.680)%, 10/25/2035 | | | | | 891,497 | | | | | | 0.0 | | |
254,514 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 296,935 | | | | | | 0.0 | | |
782,945 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.710%, (-5.000*US0001M + 33.450)%, 11/25/2036 | | | | | 1,571,903 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,536,552 (5) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.602%, (-1.000*US0001M + 6.750)%, 10/25/2035 | | | | $ | 940,150 | | | | | | 0.0 | | |
2,233,884 (5) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.592%, (-1.000*US0001M + 6.740)%, 01/25/2037 | | | | | 564,053 | | | | | | 0.0 | | |
495,124 (5) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.552%, (-1.000*US0001M + 6.700)%, 08/25/2026 | | | | | 64,249 | | | | | | 0.0 | | |
140,659 | | | Fannie Mae REMIC Trust 2007-73 A1, 0.191%, (US0001M + 0.060)%, 07/25/2037 | | | | | 138,378 | | | | | | 0.0 | | |
405,770 | | | Fannie Mae REMIC Trust 2008-20 SP, 15.130%, (-2.500*US0001M + 15.500)%, 03/25/2038 | | | | | 568,629 | | | | | | 0.0 | | |
1,847,051 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,082,202 | | | | | | 0.1 | | |
6,780,160 (5) | | | Fannie Mae REMIC Trust 2010-102 SB, 6.452%, (-1.000*US0001M + 6.600)%, 09/25/2040 | | | | | 1,707,168 | | | | | | 0.1 | | |
2,139,757 (5) | | | Fannie Mae REMIC Trust 2010-116 SE, 6.452%, (-1.000*US0001M + 6.600)%, 10/25/2040 | | | | | 461,958 | | | | | | 0.0 | | |
5,986,741 (5) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.922%, (-1.000*US0001M + 6.070)%, 11/25/2040 | | | | | 1,206,213 | | | | | | 0.0 | | |
1,379,675 | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 1,397,642 | | | | | | 0.0 | | |
3,238,932 (5) | | | Fannie Mae REMIC Trust 2010-55 AS, 6.272%, (-1.000*US0001M + 6.420)%, 06/25/2040 | | | | | 703,419 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,048,357 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | $ | 9,153,213 | | | | | | 0.3 | | |
952,888 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,064,842 | | | | | | 0.0 | | |
3,203,170 (5) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 393,778 | | | | | | 0.0 | | |
721,256 (5) | | | Fannie Mae REMIC Trust 2012-10 US, 6.302%, (-1.000*US0001M + 6.450)%, 02/25/2042 | | | | | 99,392 | | | | | | 0.0 | | |
643,105 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 669,656 | | | | | | 0.0 | | |
8,230,831 (5) | | | Fannie Mae REMIC Trust 2012-113 SG, 5.952%, (-1.000*US0001M + 6.100)%, 10/25/2042 | | | | | 1,627,876 | | | | | | 0.1 | | |
5,916,611 (5) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.002%, (-1.000*US0001M + 6.150)%, 11/25/2042 | | | | | 1,138,392 | | | | | | 0.0 | | |
2,532,679 (5) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 200,755 | | | | | | 0.0 | | |
2,920,417 | | | Fannie Mae REMIC Trust 2012-131 BS, 5.214%, (-1.200*US0001M + 5.400)%, 12/25/2042 | | | | | 2,950,760 | | | | | | 0.1 | | |
8,899,929 (5) | | | Fannie Mae REMIC Trust 2012-137 SN, 5.952%, (-1.000*US0001M + 6.100)%, 12/25/2042 | | | | | 1,788,443 | | | | | | 0.1 | | |
3,032,220 (5) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.472%, (-1.000*US0001M + 6.620)%, 06/25/2040 | | | | | 212,600 | | | | | | 0.0 | | |
2,128,356 (5) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 294,647 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
318,006 | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | $ | 337,483 | | | | | | 0.0 | | |
7,891,172 (5) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.052%, (-1.000*US0001M + 6.200)%, 06/25/2033 | | | | | 1,473,571 | | | | | | 0.0 | | |
7,337,438 (5) | | | Fannie Mae REMIC Trust 2013-9 DS, 6.002%, (-1.000*US0001M + 6.150)%, 02/25/2043 | | | | | 2,005,162 | | | | | | 0.1 | | |
18,868,153 (5) | | | Fannie Mae REMIC Trust 2013-9 SA, 6.002%, (-1.000*US0001M + 6.150)%, 03/25/2042 | | | | | 3,362,980 | | | | | | 0.1 | | |
1,339,074 (5) | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 32,730 | | | | | | 0.0 | | |
19,097,579 (5) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 4,145,173 | | | | | | 0.1 | | |
3,208,080 (5) | | | Fannie Mae REMICS 2005-66 SY, 6.552%, (-1.000*US0001M + 6.700)%, 07/25/2035 | | | | | 748,158 | | | | | | 0.0 | | |
5,629,220 (5) | | | Fannie Mae REMICS 2006-120 QD, 4.552%, (-1.000*US0001M + 4.700)%, 10/25/2036 | | | | | 703,427 | | | | | | 0.0 | | |
2,660,651 (5) | | | Fannie Mae REMICS 2006-59 XS, 7.052%, (-1.000*US0001M + 7.200)%, 07/25/2036 | | | | | 604,189 | | | | | | 0.0 | | |
2,836,602 (5) | | | Fannie Mae REMICS 2007-53 SX, 5.952%, (-1.000*US0001M + 6.100)%, 06/25/2037 | | | | | 667,177 | | | | | | 0.0 | | |
4,257,242 (5) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 925,647 | | | | | | 0.0 | | |
15,379,273 (5) | | | Fannie Mae REMICS 2010-139 SA, 5.882%, (-1.000*US0001M + 6.030)%, 12/25/2040 | | | | | 3,419,432 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
971,073 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | $ | 1,102,316 | | | | | | 0.0 | | |
99,282 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 105,865 | | | | | | 0.0 | | |
3,590,593 (5) | | | Fannie Mae REMICS 2011-149 ES, 5.852%, (-1.000*US0001M + 6.000)%, 07/25/2041 | | | | | 439,306 | | | | | | 0.0 | | |
457,073 | | | Fannie Mae REMICS 2012-150 CS, 5.778%, (-1.500*US0001M + 6.000)%, 01/25/2043 | | | | | 458,618 | | | | | | 0.0 | | |
9,267,775 (5) | | | Fannie Mae REMICS 2016-62 SC, 5.852%, (-1.000*US0001M + 6.000)%, 09/25/2046 | | | | | 2,309,253 | | | | | | 0.1 | | |
38,883,247 (5) | | | Fannie Mae REMICS 2016-88 CS, 5.902%, (-1.000*US0001M + 6.050)%, 12/25/2046 | | | | | 8,459,291 | | | | | | 0.2 | | |
10,834,982 (5) | | | Fannie Mae REMICS 2016-93 SL, 6.502%, (-1.000*US0001M + 6.650)%, 12/25/2046 | | | | | 2,231,704 | | | | | | 0.1 | | |
2,643,264 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 2,742,414 | | | | | | 0.1 | | |
13,018,328 (5) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 3,021,329 | | | | | | 0.1 | | |
1,889,843 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,007,722 | | | | | | 0.1 | | |
364,470 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 389,139 | | | | | | 0.0 | | |
6,096,486 (5) | | | Fannie Mae REMICS 2018-43 SE, 6.102%, (-1.000*US0001M + 6.250)%, 09/25/2038 | | | | | 1,337,973 | | | | | | 0.0 | | |
1,374,450 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 1,447,549 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,647,308 (5) | | | Fannie Mae REMICS 2019-18 SA, 5.902%, (-1.000*US0001M + 6.050)%, 05/25/2049 | | | | $ | 2,240,915 | | | | | | 0.1 | | |
8,617,205 (5) | | | Fannie Mae REMICS 2019-25 PS, 5.902%, (-1.000*US0001M + 6.050)%, 06/25/2049 | | | | | 2,075,906 | | | | | | 0.1 | | |
1,405,643 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B1, 4.013%, 03/25/2048 | | | | | 1,475,526 | | | | | | 0.0 | | |
1,499,353 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | | | | | 1,580,240 | | | | | | 0.0 | | |
1,967,900 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | | | | | 2,034,091 | | | | | | 0.1 | | |
1,701,515 (1)(4) | | | Flagstar Mortgage Trust 2018-2 B2, 4.049%, 04/25/2048 | | | | | 1,813,898 | | | | | | 0.1 | | |
1,460,143 (1)(4) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,510,089 | | | | | | 0.0 | | |
4,293,943 (5) | | | Freddie Mac 2815 GS, 5.841%, (-1.000*US0001M + 6.000)%, 03/15/2034 | | | | | 891,137 | | | | | | 0.0 | | |
1,174 | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 1,192 | | | | | | 0.0 | | |
192,383 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 218,195 | | | | | | 0.0 | | |
181,175 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 203,294 | | | | | | 0.0 | | |
87,071 | | | Freddie Mac REMIC Trust 2411 FJ, 0.509%, (US0001M + 0.350)%, 12/15/2029 | | | | | 87,044 | | | | | | 0.0 | | |
119,454 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 135,274 | | | | | | 0.0 | | |
153,497 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 158,033 | | | | | | 0.0 | | |
254,792 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 294,637 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
160,692 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | $ | 187,553 | | | | | | 0.0 | | |
286,589 (5) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 58,752 | | | | | | 0.0 | | |
346,638 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 409,313 | | | | | | 0.0 | | |
962,151 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,111,108 | | | | | | 0.0 | | |
681,557 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 778,299 | | | | | | 0.0 | | |
802,280 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 917,284 | | | | | | 0.0 | | |
5,017,932 (5) | | | Freddie Mac REMIC Trust 3045 DI, 6.571%, (-1.000*US0001M + 6.730)%, 10/15/2035 | | | | | 1,148,395 | | | | | | 0.0 | | |
1,749,923 (5) | | | Freddie Mac REMIC Trust 3064 SP, 6.441%, (-1.000*US0001M + 6.600)%, 03/15/2035 | | | | | 108,689 | | | | | | 0.0 | | |
322,673 | | | Freddie Mac REMIC Trust 3065 DC, 19.384%, (-3.000*US0001M + 19.860)%, 03/15/2035 | | | | | 460,205 | | | | | | 0.0 | | |
617,877 (5) | | | Freddie Mac REMIC Trust 3102 IS, 23.985%, (-3.667*US0001M + 24.567)%, 01/15/2036 | | | | | 386,606 | | | | | | 0.0 | | |
2,593,355 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 2,997,154 | | | | | | 0.1 | | |
1,484,152 (5) | | | Freddie Mac REMIC Trust 3170 SA, 6.441%, (-1.000*US0001M + 6.600)%, 09/15/2033 | | | | | 333,941 | | | | | | 0.0 | | |
820,968 (5) | | | Freddie Mac REMIC Trust 3171 PS, 6.326%, (-1.000*US0001M + 6.485)%, 06/15/2036 | | | | | 174,544 | | | | | | 0.0 | | |
1,223,893 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,431,715 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
312,137 (4) | | | Freddie Mac REMIC Trust 3524 LA, 5.148%, 03/15/2033 | | | | $ | 354,630 | | | | | | 0.0 | | |
83,991 | | | Freddie Mac REMIC Trust 3556 NT, 3.259%, (US0001M + 3.100)%, 03/15/2038 | | | | | 85,431 | | | | | | 0.0 | | |
5,721,515 (5) | | | Freddie Mac REMIC Trust 3589 SB, 6.041%, (-1.000*US0001M + 6.200)%, 10/15/2039 | | | | | 1,276,260 | | | | | | 0.0 | | |
916,084 (5) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 122,552 | | | | | | 0.0 | | |
5,844,516 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 6,809,828 | | | | | | 0.2 | | |
2,049,921 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 2,407,478 | | | | | | 0.1 | | |
1,026,976 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,171,775 | | | | | | 0.0 | | |
386,660 (5) | | | Freddie Mac REMIC Trust 3752 WS, 6.441%, (-1.000*US0001M + 6.600)%, 12/15/2039 | | | | | 11,024 | | | | | | 0.0 | | |
1,784,662 (5) | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 29,291 | | | | | | 0.0 | | |
1,302,660 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 1,462,659 | | | | | | 0.0 | | |
4,763,598 (5) | | | Freddie Mac REMIC Trust 3856 KS, 6.391%, (-1.000*US0001M + 6.550)%, 05/15/2041 | | | | | 916,478 | | | | | | 0.0 | | |
1,523,000 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,747,904 | | | | | | 0.1 | | |
1,355,419 (5) | | | Freddie Mac REMIC Trust 3925 SD, 5.891%, (-1.000*US0001M + 6.050)%, 07/15/2040 | | | | | 138,042 | | | | | | 0.0 | | |
6,549,945 (5) | | | Freddie Mac REMIC Trust 3925 SL, 5.891%, (-1.000*US0001M + 6.050)%, 01/15/2041 | | | | | 647,193 | | | | | | 0.0 | | |
656,300 (5) | | | Freddie Mac REMIC Trust 3936 GS, 6.541%, (-1.000*US0001M + 6.700)%, 11/15/2025 | | | | | 10,626 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
11,229,606 (5) | | | Freddie Mac REMIC Trust 3951 SN, 6.391%, (-1.000*US0001M + 6.550)%, 11/15/2041 | | | | $ | 2,604,339 | | | | | | 0.1 | | |
1,435,470 (5) | | | Freddie Mac REMIC Trust 3984 NS, 6.441%, (-1.000*US0001M + 6.600)%, 01/15/2040 | | | | | 39,472 | | | | | | 0.0 | | |
763,042 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 855,379 | | | | | | 0.0 | | |
1,640,581 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,008,723 | | | | | | 0.1 | | |
1,021,558 (5) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 47,270 | | | | | | 0.0 | | |
2,797,155 (5) | | | Freddie Mac REMIC Trust 4094 YS, 6.541%, (-1.000*US0001M + 6.700)%, 04/15/2040 | | | | | 257,749 | | | | | | 0.0 | | |
7,809,934 (5) | | | Freddie Mac REMIC Trust 4102 MS, 6.441%, (-1.000*US0001M + 6.600)%, 09/15/2042 | | | | | 1,565,736 | | | | | | 0.1 | | |
727,551 (5) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 108,186 | | | | | | 0.0 | | |
4,393,485 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 4,784,492 | | | | | | 0.1 | | |
28,310,471 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 32,309,801 | | | | | | 0.9 | | |
7,633,669 (5) | | | Freddie Mac REMIC Trust 4313 SD, 5.991%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 1,628,940 | | | | | | 0.1 | | |
11,728,036 (5) | | | Freddie Mac REMIC Trust 4313 SE, 5.991%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 2,462,723 | | | | | | 0.1 | | |
1,565,677 (5) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 93,709 | | | | | | 0.0 | | |
1,257,937 (5) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 195,828 | | | | | | 0.0 | | |
7,627,839 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,867,687 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,404,079 (5) | | | Freddie Mac REMIC Trust 4346 ST, 6.041%, (-1.000*US0001M + 6.200)%, 07/15/2039 | | | | $ | 573,777 | | | | | | 0.0 | | |
11,786,551 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 13,810,454 | | | | | | 0.4 | | |
4,091,148 (5) | | | Freddie Mac REMIC Trust 4386 LS, 5.941%, (-1.000*US0001M + 6.100)%, 09/15/2044 | | | | | 784,086 | | | | | | 0.0 | | |
7,869,525 (5) | | | Freddie Mac REMICS 3284 CI, 5.961%, (-1.000*US0001M + 6.120)%, 03/15/2037 | | | | | 1,795,629 | | | | | | 0.1 | | |
3,408,240 (5) | | | Freddie Mac REMICS 3311 IC, 6.251%, (-1.000*US0001M + 6.410)%, 05/15/2037 | | | | | 721,303 | | | | | | 0.0 | | |
7,198,155 (5) | | | Freddie Mac REMICS 3510 IC, 5.921%, (-1.000*US0001M + 6.080)%, 08/15/2037 | | | | | 1,613,700 | | | | | | 0.1 | | |
3,636,785 (5) | | | Freddie Mac REMICS 3575 ST, 6.441%, (-1.000*US0001M + 6.600)%, 04/15/2039 | | | | | 765,956 | | | | | | 0.0 | | |
10,562,173 (5) | | | Freddie Mac REMICS 3702 SB, 4.341%, (-1.000*US0001M + 4.500)%, 08/15/2040 | | | | | 1,693,384 | | | | | | 0.1 | | |
4,391,127 (5) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 836,201 | | | | | | 0.0 | | |
12,131,766 (5) | | | Freddie Mac REMICS 4675 KS, 5.841%, (-1.000*US0001M + 6.000)%, 04/15/2047 | | | | | 2,771,479 | | | | | | 0.1 | | |
225,730 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 230,690 | | | | | | 0.0 | | |
14,759,206 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 16,387,707 | | | | | | 0.5 | | |
2,357,349 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 2,507,134 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
29,364,647 (5) | | | Freddie Mac REMICS 4901 BS, 5.952%, (-1.000*US0001M + 6.100)%, 07/25/2049 | | | | $ | 6,045,033 | | | | | | 0.2 | | |
8,695,725 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,928,209 | | | | | | 0.3 | | |
1,134,762 (1) | | | Freddie Mac STACR 2019-HQA3 M2, 1.998%, (US0001M + 1.850)%, 09/27/2049 | | | | | 1,124,611 | | | | | | 0.0 | | |
5,000,000 (1) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.998%, (US0001M + 1.850)%, 02/25/2050 | | | | | 4,996,545 | | | | | | 0.1 | | |
7,100,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600)%, 07/25/2050 | | | | | 7,184,628 | | | | | | 0.2 | | |
3,600,000 (1) | | | Freddie Mac STACR Trust 2018-DNA2 M2, 2.298%, (US0001M + 2.150)%, 12/25/2030 | | | | | 3,580,747 | | | | | | 0.1 | | |
3,900,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300)%, 10/25/2048 | | | | | 3,878,917 | | | | | | 0.1 | | |
8,067,243 (5) | | | Freddie Mac Strips Series 311 S1, 5.791%, (-1.000*US0001M + 5.950)%, 08/15/2043 | | | | | 1,331,334 | | | | | | 0.0 | | |
555,365 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.148%, (US0001M + 4.000)%, 08/25/2024 | | | | | 568,714 | | | | | | 0.0 | | |
1,167,829 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.048%, (US0001M + 3.900)%, 12/25/2027 | | | | | 1,188,363 | | | | | | 0.0 | | |
2,892,001 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700)%, 04/25/2028 | | | | | 3,022,887 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
89,342 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.948%, (US0001M + 3.800)%, 03/25/2025 | | | | $ | 89,490 | | | | | | 0.0 | | |
1,511,052 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.700%, (US0001M + 5.550)%, 07/25/2028 | | | | | 1,583,193 | | | | | | 0.1 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.998%, (US0001M + 3.850)%, 03/25/2029 | | | | | 520,451 | | | | | | 0.0 | | |
11,050,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.648%, (US0001M + 2.500)%, 03/25/2030 | | | | | 11,251,071 | | | | | | 0.3 | | |
851,782 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.698%, (US0001M + 3.550)%, 08/25/2029 | | | | | 878,130 | | | | | | 0.0 | | |
6,448,186 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.798%, (US0001M + 2.650)%, 12/25/2029 | | | | | 6,522,397 | | | | | | 0.2 | | |
7,003,630 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350)%, 04/25/2030 | | | | | 7,135,529 | | | | | | 0.2 | | |
5,190,833 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.948%, (US0001M + 1.800)%, 07/25/2030 | | | | | 5,164,076 | | | | | | 0.2 | | |
1,026,010 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300)%, 09/25/2030 | | | | | 1,026,792 | | | | | | 0.0 | | |
1,800,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M2, 2.682%, (SOFR30A + 2.600)%, 11/25/2050 | | | | | 1,822,294 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
277,711 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | $ | 338,719 | | | | | | 0.0 | | |
358,149 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.809%, (12MTA + 1.200)%, 10/25/2044 | | | | | 365,260 | | | | | | 0.0 | | |
30,548 | | | Freddie Mac-Ginnie Mae Series 27 FC, 1.875%, (PRIME + (1.375))%, 03/25/2024 | | | | | 30,874 | | | | | | 0.0 | | |
648,345 (1)(4) | | | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/ 2059 | | | | | 667,712 | | | | | | 0.0 | | |
931,562 (1)(6) | | | GCAT 2020-NQM2 A2 Trust, 2.272% (Step Rate @ 3.272% on 07/25/2024), 04/25/2065 | | | | | 944,813 | | | | | | 0.0 | | |
9,648,661 (5) | | | Ginnie Mae 2007-35 KY, 6.297%, (-1.000*US0001M + 6.450)%, 06/16/2037 | | | | | 2,157,281 | | | | | | 0.1 | | |
759,000 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 777,921 | | | | | | 0.0 | | |
694,819 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 716,905 | | | | | | 0.0 | | |
297,855 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 295,221 | | | | | | 0.0 | | |
302,982 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 310,383 | | | | | | 0.0 | | |
701,318 (5) | | | Ginnie Mae Series 2005-7 AH, 6.617%, (-1.000*US0001M + 6.770)%, 02/16/2035 | | | | | 146,480 | | | | | | 0.0 | | |
341,445 | | | Ginnie Mae Series 2007-8 SP, 21.557%, (-3.242*US0001M + 22.049)%, 03/20/2037 | | | | | 570,012 | | | | | | 0.0 | | |
1,999,789 (5) | | | Ginnie Mae Series 2008-35 SN, 6.248%, (-1.000*US0001M + 6.400)%, 04/20/2038 | | | | | 364,953 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,038,997 (5) | | | Ginnie Mae Series 2008-40 PS, 6.347%, (-1.000*US0001M + 6.500)%, 05/16/2038 | | | | $ | 215,235 | | | | | | 0.0 | | |
8,168,782 (5) | | | Ginnie Mae Series 2009-106 SU, 6.048%, (-1.000*US0001M + 6.200)%, 05/20/2037 | | | | | 1,708,297 | | | | | | 0.1 | | |
2,669,076 (5) | | | Ginnie Mae Series 2009-25 KS, 6.048%, (-1.000*US0001M + 6.200)%, 04/20/2039 | | | | | 602,415 | | | | | | 0.0 | | |
1,347,812 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,527,353 | | | | | | 0.0 | | |
1,644,719 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,849,729 | | | | | | 0.1 | | |
193,680 (5) | | | Ginnie Mae Series 2009-33 SN, 6.148%, (-1.000*US0001M + 6.300)%, 05/20/2039 | | | | | 2,058 | | | | | | 0.0 | | |
12,637,891 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,953,610 | | | | | | 0.4 | | |
85,604 (5) | | | Ginnie Mae Series 2009-43 HS, 6.048%, (-1.000*US0001M + 6.200)%, 06/20/2038 | | | | | 448 | | | | | | 0.0 | | |
1,841,106 (5) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 201,735 | | | | | | 0.0 | | |
1,748,139 (5) | | | Ginnie Mae Series 2010-116 NS, 6.497%, (-1.000*US0001M + 6.650)%, 09/16/2040 | | | | | 344,338 | | | | | | 0.0 | | |
5,007,048 (5) | | | Ginnie Mae Series 2010-116 SK, 6.468%, (-1.000*US0001M + 6.620)%, 08/20/2040 | | | | | 1,088,930 | | | | | | 0.0 | | |
7,217,526 (5) | | | Ginnie Mae Series 2010-149 HS, 5.947%, (-1.000*US0001M + 6.100)%, 05/16/2040 | | | | | 851,625 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,644,988 (5) | | | Ginnie Mae Series 2010-4 SP, 6.347%, (-1.000*US0001M + 6.500)%, 01/16/2039 | | | | $ | 317,277 | | | | | | 0.0 | | |
2,854,977 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 3,219,158 | | | | | | 0.1 | | |
1,324,499 (5) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 111,489 | | | | | | 0.0 | | |
1,881,986 (5) | | | Ginnie Mae Series 2010-68 MS, 5.698%, (-1.000*US0001M + 5.850)%, 06/20/2040 | | | | | 360,184 | | | | | | 0.0 | | |
4,096,597 (5) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 863,123 | | | | | | 0.0 | | |
2,216,828 (5) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 139,521 | | | | | | 0.0 | | |
516,076 (5) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 31,636 | | | | | | 0.0 | | |
41,466 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 45,872 | | | | | | 0.0 | | |
4,135,940 (5) | | | Ginnie Mae Series 2011-80 KS, 6.518%, (-1.000*US0001M + 6.670)%, 06/20/2041 | | | | | 1,109,527 | | | | | | 0.0 | | |
455,555 (5) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 22,362 | | | | | | 0.0 | | |
10,136,512 (5) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,822,361 | | | | | | 0.1 | | |
8,246,590 (5) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 1,743,306 | | | | | | 0.1 | | |
8,392,819 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 8,870,561 | | | | | | 0.3 | | |
7,416,411 (5) | | | Ginnie Mae Series 2014-3 SU, 5.898%, (-1.000*US0001M + 6.050)%, 07/20/2039 | | | | | 1,641,722 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,413,961 | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | $ | 1,717,962 | | | | | | 0.1 | | |
9,153,744 (5) | | | Ginnie Mae Series 2014-55 MS, 6.047%, (-1.000*US0001M + 6.200)%, 04/16/2044 | | | | | 1,973,237 | | | | | | 0.1 | | |
9,062,669 (5) | | | Ginnie Mae Series 2014-56 SP, 6.047%, (-1.000*US0001M + 6.200)%, 12/16/2039 | | | | | 1,384,303 | | | | | | 0.0 | | |
8,280,614 (5) | | | Ginnie Mae Series 2014-58 CS, 5.447%, (-1.000*US0001M + 5.600)%, 04/16/2044 | | | | | 1,571,944 | | | | | | 0.0 | | |
10,609,185 (5) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 2,414,736 | | | | | | 0.1 | | |
4,209,175 (5) | | | Ginnie Mae Series 2014-99 S, 5.448%, (-1.000*US0001M + 5.600)%, 06/20/2044 | | | | | 882,402 | | | | | | 0.0 | | |
2,717,244 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 2,896,523 | | | | | | 0.1 | | |
3,177,567 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 3,380,195 | | | | | | 0.1 | | |
46,195,433 (5) | | | Ginnie Mae Series 2019-145 LS, 2.678%, (-1.000*US0001M + 2.830)%, 11/20/2049 | | | | | 3,381,778 | | | | | | 0.1 | | |
1,388,882 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 1,408,817 | | | | | | 0.0 | | |
2,116,989 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 2,162,221 | | | | | | 0.1 | | |
1,478,797 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 1,515,076 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
52,513 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 0.592%, (US0001M + 0.440)%, 05/19/2035 | | | | $ | 49,698 | | | | | | 0.0 | | |
200,503 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860)%, 08/25/2029 | | | | | 194,885 | | | | | | 0.0 | | |
3,000,000 | | | HomeBanc Mortgage Trust 2005-4 M1, 0.853%, (US0001M + 0.470)%, 10/25/2035 | | | | | 3,039,217 | | | | | | 0.1 | | |
2,723,728 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.568%, (US0001M + 0.420)%, 04/25/2046 | | | | | 2,527,206 | | | | | | 0.1 | | |
2,225,681 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.568%, (US0001M + 0.420)%, 02/25/2046 | | | | | 1,797,197 | | | | | | 0.0 | | |
7,966 (4) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.344%, 02/25/2035 | | | | | 7,615 | | | | | | 0.0 | | |
85,083 (4) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.059%, 07/25/2035 | | | | | 84,622 | | | | | | 0.0 | | |
1,497,108 (1)(4) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 1,529,522 | | | | | | 0.0 | | |
4,337,185 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B1, 3.928%, 11/25/2048 | | | | | 4,578,204 | | | | | | 0.1 | | |
1,591,628 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.928%, 11/25/2048 | | | | | 1,665,738 | | | | | | 0.1 | | |
1,032,009 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.817%, 12/25/2048 | | | | | 1,065,725 | | | | | | 0.0 | | |
1,592,241 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.721%, 06/25/2048 | | | | | 1,681,625 | | | | | | 0.1 | | |
1,592,241 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.721%, 06/25/2048 | | | | | 1,655,700 | | | | | | 0.1 | | |
1,966,887 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.721%, 06/25/2048 | | | | | 2,014,559 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,411,840 (1)(4) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.753%, 09/25/2048 | | | | $ | 1,482,324 | | | | | | 0.0 | | |
1,272,574 (1)(4) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.750%, 10/25/2048 | | | | | 1,335,689 | | | | | | 0.0 | | |
219,096 (1)(4) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 226,010 | | | | | | 0.0 | | |
533,464 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 547,438 | | | | | | 0.0 | | |
2,432,793 (1)(4) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.190%, 02/25/2050 | | | | | 2,451,153 | | | | | | 0.1 | | |
1,954,491 (1)(4) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.444%, 03/25/2050 | | | | | 2,002,407 | | | | | | 0.1 | | |
2,452,237 (1)(4) | | | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.889%, 10/25/2049 | | | | | 2,582,494 | | | | | | 0.1 | | |
687,994 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 709,472 | | | | | | 0.0 | | |
1,615,618 (1)(4) | | | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | | | | 1,649,912 | | | | | | 0.0 | | |
1,982,899 (1)(4) | | | JP Morgan Mortgage Trust 2020-5 B1, 3.725%, 12/25/2050 | | | | | 2,104,915 | | | | | | 0.1 | | |
1,358,962 (1)(4) | | | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | | | | | 1,395,921 | | | | | | 0.0 | | |
2,358,461 (1)(4) | | | JP Morgan Mortgage Trust 2020-8 B1, 3.620%, 03/25/2051 | | | | | 2,516,776 | | | | | | 0.1 | | |
1,442,167 (1)(4) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.620%, 03/25/2051 | | | | | 1,527,304 | | | | | | 0.0 | | |
1,914,257 (1)(4) | | | JP Morgan Mortgage Trust 2020-8 B3, 3.620%, 03/25/2051 | | | | | 1,941,676 | | | | | | 0.1 | | |
1,259,759 (1)(4) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 1,290,538 | | | | | | 0.0 | | |
4,620,853,436 (1)(5) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 1,376,090 | | | | | | 0.0 | | |
7,268,761 (5) | | | Lehman Mortgage Trust 2006-9 2A5, 6.472%, (-1.000*US0001M + 6.620)%, 01/25/2037 | | | | | 1,772,075 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,679,376 | | | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360)%, 11/25/2035 | | | | $ | 2,450,389 | | | | | | 0.1 | | |
187,041 | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 0.908%, (US0001M + 0.380)%, 08/25/2035 | | | | | 187,755 | | | | | | 0.0 | | |
25,732 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 0.648%, (US0001M + 0.250)%, 11/25/2035 | | | | | 24,969 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.948%, (US0001M + 1.800)%, 09/25/2035 | | | | | 1,963,330 | | | | | | 0.1 | | |
1,486,455 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,156,626 | | | | | | 0.0 | | |
1,537,377 (1)(4) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,664,984 | | | | | | 0.1 | | |
17,235 (1)(4) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 17,670 | | | | | | 0.0 | | |
1,343,617 (1)(4) | | | OBX 2020-EXP3 1A9 Trust, 3.000%, 01/25/2060 | | | | | 1,382,672 | | | | | | 0.0 | | |
1,100,217 (1)(4) | | | PSMC 2020-3 A1 Trust, 3.000%, 11/25/2050 | | | | | 1,132,757 | | | | | | 0.0 | | |
601,236 (1) | | | RBSSP Resecuritization Trust 2011-3 2A1, 0.400%, (US0001M + 0.250)%, 02/26/2037 | | | | | 601,671 | | | | | | 0.0 | | |
49,413 | | | Sequoia Mortgage Trust 2003-4 2A1, 0.852%, (US0001M + 0.350)%, 07/20/2033 | | | | | 48,237 | | | | | | 0.0 | | |
24,152 (4) | | | Sequoia Mortgage Trust 2005-4 2A1, 2.789%, 04/20/2035 | | | | | 24,874 | | | | | | 0.0 | | |
1,043,600 (1)(4) | | | Sequoia Mortgage Trust 2014-3 B3, 3.930%, 10/25/2044 | | | | | 1,078,802 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,000,323 (1)(4) | | | Sequoia Mortgage Trust 2014-4 B3, 3.873%, 11/25/2044 | | | | $ | 1,013,000 | | | | | | 0.0 | | |
968,523 (1)(4) | | | Sequoia Mortgage Trust 2015-2 B3, 3.728%, 05/25/2045 | | | | | 1,024,767 | | | | | | 0.0 | | |
1,069,196 (1)(4) | | | Sequoia Mortgage Trust 2015-3 B3, 3.711%, 07/25/2045 | | | | | 1,102,965 | | | | | | 0.0 | | |
2,900,000 (1)(4) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,022,970 | | | | | | 0.1 | | |
671,400 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 690,357 | | | | | | 0.0 | | |
4,723,655 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.461%, 02/25/2048 | | | | | 5,095,901 | | | | | | 0.2 | | |
631,435 (1)(4) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 646,926 | | | | | | 0.0 | | |
1,248,660 (1)(4) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 1,284,255 | | | | | | 0.0 | | |
565,186 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 577,466 | | | | | | 0.0 | | |
1,500,000 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A7, 3.500%, 02/25/2050 | | | | | 1,564,377 | | | | | | 0.1 | | |
2,057,528 (1)(4) | | | Sequoia Mortgage Trust 2020-3 B3, 3.402%, 04/25/2050 | | | | | 2,015,676 | | | | | | 0.1 | | |
698,000 (1)(4) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 698,675 | | | | | | 0.0 | | |
196,055 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 0.652%, (US0001M + 0.250)%, 07/19/2035 | | | | | 188,134 | | | | | | 0.0 | | |
84,021 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 0.652%, (US0001M + 0.250)%, 07/19/2035 | | | | | 83,342 | | | | | | 0.0 | | |
1,475,878 (1)(6) | | | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | | | | | 1,507,292 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,696 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.753%, (COF 11 + 1.250)%, 02/27/2034 | | | | $ | 6,728 | | | | | | 0.0 | | |
19,290 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 2.009%, (12MTA + 1.400)%, 08/25/2042 | | | | | 18,619 | | | | | | 0.0 | | |
28,185 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 0.788%, (US0001M + 0.640)%, 01/25/2045 | | | | | 28,140 | | | | | | 0.0 | | |
682,495 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.532%, 10/25/2036 | | | | | 657,052 | | | | | | 0.0 | | |
303,958 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.003%, (COF 11 + 1.500)%, 07/25/2046 | | | | | 288,762 | | | | | | 0.0 | | |
51,154,630 (4)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 2.008%, 08/25/2045 | | | | | 2,295,886 | | | | | | 0.1 | | |
1,522,377 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.128%, (US0001M + 0.490)%, 10/25/2045 | | | | | 1,486,167 | | | | | | 0.0 | | |
627,030 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.037%, 10/25/2036 | | | | | 616,688 | | | | | | 0.0 | | |
1,180,261 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.490%, 12/25/2036 | | | | | 1,130,973 | | | | | | 0.0 | | |
2,080,234 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.095%, 08/25/2046 | | | | | 2,000,765 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,802,054 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.208%, 04/25/2037 | | | | $ | 2,579,089 | | | | | | 0.1 | | |
1,888,889 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.097%, 07/25/2037 | | | | | 1,830,010 | | | | | | 0.1 | | |
1,697,042 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.248%, (US0001M + 0.100)%, 12/25/2036 | | | | | 1,147,216 | | | | | | 0.0 | | |
3,897,459 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.569%, (12MTA + 0.960)%, 08/25/2046 | | | | | 2,609,877 | | | | | | 0.1 | | |
1,304,263 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430)%, 06/25/2037 | | | | | 1,052,290 | | | | | | 0.0 | | |
122,383 (4) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 4.073%, 05/25/2035 | | | | | 121,144 | | | | | | 0.0 | | |
302,938 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | | | | | 287,792 | | | | | | 0.0 | | |
1,481,684 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2020-1 B2 Trust, 3.426%, 12/25/2049 | | | | | 1,519,768 | | | | | | 0.1 | | |
953,616 (1)(4) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.765%, 08/20/2045 | | | | | 993,659 | | | | | | 0.0 | | |
13,974,176 | | | Other Securities | | | | | 13,295,205 | | | | | | 0.4 | | |
| | | Total Collateralized Mortgage Obligations (Cost $645,713,035) | | | | | 673,122,066 | | | | | | 18.8 | | |
MUNICIPAL BONDS: 0.0% | | |||||||||||||||
| | | California: 0.0% | | ||||||||||||
1,500,000 | | | Other Securities | | | | | 2,231,003 | | | | | | 0.0 | | |
| | | Total Municipal Bonds (Cost $1,500,000) | | | | $ | 2,231,003 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: 5.0% | | |||||||||||||||
| | | U.S. Treasury Bonds: 1.7% | | ||||||||||||
17,000 | | | 1.250%,05/15/2050 | | | | | 15,392 | | | | | | 0.0 | | |
40,142,000 | | | 1.375%,11/15/2040 | | | | | 39,630,817 | | | | | | 1.1 | | |
21,957,000 | | | 1.375%,08/15/2050 | | | | | 20,522,933 | | | | | | 0.6 | | |
| | | | | | | | 60,169,142 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Notes: 3.3% | | ||||||||||||
34,395,000 | | | 0.125%,12/31/2022 | | | | | 34,397,687 | | | | | | 1.0 | | |
47,695,000 | | | 0.125%,12/15/2023 | | | | | 47,637,244 | | | | | | 1.3 | | |
19,793,000 | | | 0.375%,12/31/2025 | | | | | 19,804,598 | | | | | | 0.5 | | |
12,742,000 | | | 0.625%,11/30/2027 | | | | | 12,736,027 | | | | | | 0.4 | | |
3,437,900 | | | 0.125%-0.875%, 10/15/2023-11/15/2030 | | | | | 3,425,084 | | | | | | 0.1 | | |
| | | | | | | | 118,000,640 | | | | | | 3.3 | | |
| | | Total U.S. Treasury Obligations (Cost $178,466,877) | | | | | 178,169,782 | | | | | | 5.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 12.1 | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 3.4%(7) | | ||||||||||||
56,952 | | | 2.008%, (US0012M + 1.345)%,09/01/2035 | | | | | 58,936 | | | | | | 0.0 | | |
15,997 | | | 2.383%, (H15T1Y + 2.250)%,11/01/2035 | | | | | 16,876 | | | | | | 0.0 | | |
6,029 | | | 2.404%, (H15T1Y + 2.250)%,11/01/2031 | | | | | 6,069 | | | | | | 0.0 | | |
1,462 | | | 2.564%, (H15T1Y + 2.210)%,06/01/2024 | | | | | 1,462 | | | | | | 0.0 | | |
132,682 | | | 2.657%, (H15T1Y + 2.462)%,01/01/2029 | | | | | 132,922 | | | | | | 0.0 | | |
468,418 | | | 2.838%, (US0012M + 1.721)%,06/01/2035 | | | | | 491,999 | | | | | | 0.0 | | |
7,845,552 | | | 3.000%,10/01/2046 | | | | | 8,494,814 | | | | | | 0.3 | | |
8,836,988 | | | 3.000%,03/01/2048 | | | | | 9,465,227 | | | | | | 0.3 | | |
17,249,579 | | | 3.500%,03/01/2048 | | | | | 18,852,891 | | | | | | 0.5 | | |
4,332 | | | 3.750%, (H15T1Y + 2.250)%,04/01/2032 | | | | | 4,356 | | | | | | 0.0 | | |
2,798 | | | 3.750%, (H15T1Y + 2.250)%,03/01/2036 | | | | | 2,966 | | | | | | 0.0 | | |
75,976,141 | | | 2.500%-6.500%, 11/01/2021-06/01/2048 | | | | | 82,877,282 | | | | | | 2.3 | | |
| | | | | | | | 120,405,800 | | | | | | 3.4 | | |
| | | Federal National Mortgage Association: 0.0%(7) | | ||||||||||||
1,552,441 | | | 1.588%-4.079%, 09/01/2031-10/01/2044 | | | | $ | 1,579,273 | | | | | | 0.0 | | |
| | | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association: 2.3% | | ||||||||||||
16,261,000 (8) | | | 2.000%,01/01/2051 | | | | | 17,003,522 | | | | | | 0.5 | | |
33,754,000 (8) | | | 2.500%,02/01/2051 | | | | | 35,659,272 | | | | | | 1.0 | | |
9,565,787 | | | 3.500%,12/20/2047 | | | | | 10,306,009 | | | | | | 0.3 | | |
18,009,060 (4)(8) | | | 3.000%-5.500%, 11/15/2035-03/20/2060 | | | | | 19,715,263 | | | | | | 0.5 | | |
| | | | | | | | 82,684,066 | | | | | | 2.3 | | |
| | | Uniform Mortgage-Backed Securities: 6.4% | | ||||||||||||
8,082,246 | | | 3.000%,04/01/2045 | | | | | 8,769,780 | | | | | | 0.3 | | |
8,120,341 | | | 3.000%,01/01/2047 | | | | | 8,502,837 | | | | | | 0.2 | | |
22,440,582 | | | 3.500%,08/01/2046 | | | | | 24,538,706 | | | | | | 0.7 | | |
10,867,832 | | | 3.500%,07/01/2048 | | | | | 11,874,488 | | | | | | 0.3 | | |
7,012,649 | | | 4.000%,12/01/2039 | | | | | 7,716,486 | | | | | | 0.2 | | |
151,697,735 (8) | | | 1.500%-7.500%, 02/01/2021-02/01/2051 | | | | | 167,415,400 | | | | | | 4.7 | | |
| | | | | | | | 228,817,697 | | | | | | 6.4 | | |
| | | Total U.S. Government Agency Obligations (Cost $408,949,738) | | | | | 433,486,836 | | | | | | 12.1 | | |
ASSET-BACKED SECURITIES: 9.3% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
1,573,408 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,596,667 | | | | | | 0.0 | | |
1,250,000 (1) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 1,274,062 | | | | | | 0.0 | | |
12,300,000 | | | Other Securities | | | | | 12,699,686 | | | | | | 0.4 | | |
| | | | | | | | 15,570,415 | | | | | | 0.4 | | |
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
1,305,210 (1)(4)(6) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 1,297,102 | | | | | | 0.0 | | |
719,019 | | | Home Equity Asset Trust 2005-2 M5, 1.243%, (US0001M + 1.095)%, 07/25/2035 | | | | | 720,781 | | | | | | 0.0 | | |
2,057,351 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.063%, (US0001M + 0.915)%, 03/25/2035 | | | | | 2,057,079 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities: (continued) | | ||||||||||||
426,160 | | | New Century Home Equity Loan Trust 2005-2 M3, 0.883%, (US0001M + 0.735)%, 06/25/2035 | | | | $ | 425,722 | | | | | | 0.0 | | |
50,613 | | | Renaissance Home Equity Loan Trust 2003-2 A, 1.028%, (US0001M + 0.880)%, 08/25/2033 | | | | | 49,017 | | | | | | 0.0 | | |
1,874,218 (4)(6) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 1,975,631 | | | | | | 0.1 | | |
56,308 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 0.228%, (US0001M + 0.080)%, 11/25/2036 | | | | | 22,707 | | | | | | 0.0 | | |
| | | | | | | | 6,548,039 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 7.9% | | ||||||||||||
1,322,452 (1) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 1,319,935 | | | | | | 0.0 | | |
1,556,508 (1)(4) | | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,581,596 | | | | | | 0.1 | | |
8,750,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.548%, (US0003M + 1.330)%, 01/20/2033 | | | | | 8,762,959 | | | | | | 0.2 | | |
2,459,862 (1)(4)(5)(9) | | | American Homes 4 Rent 2015-SFR1 XS, 3.232%, 04/17/2052 | | | | | — | | | | — | | |||
9,500,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.538%, (US0003M + 1.320)%, 01/20/2033 | | | | | 9,515,077 | | | | | | 0.3 | | |
4,500,000 (1) | | | Apidos CLO XXXIII 2020-33A A, 1.973%, (US0003M + 1.700)%, 07/24/2031 | | | | | 4,513,855 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
8,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.467%, (US0003M + 1.230)%, 01/15/2030 | | | | | 7,919,456 | | | | | | 0.2 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.568%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,465,402 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 1.518%, (US0003M + 1.300)%, 07/20/2029 | | | | $ | 4,375,955 | | | | | | 0.1 | | |
1,600,000 (1) | | | Bain Capital Credit CLO 2017-1A A2, 1.568%, (US0003M + 1.350)%, 07/20/2030 | | | | | 1,596,443 | | | | | | 0.0 | | |
3,200,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.548%, (US0003M + 1.330)%, 01/17/2033 | | | | | 3,204,714 | | | | | | 0.1 | | |
9,015,200 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 1.487%, (US0003M + 1.250)%, 07/15/2029 | | | | | 9,015,326 | | | | | | 0.3 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.587%, (US0003M + 1.350)%, 01/15/2033 | | | | | 5,009,480 | | | | | | 0.1 | | |
5,070,000 (1) | | | BlueMountain CLO 2015-1A BR, 2.724%, (US0003M + 2.500)%, 04/13/2027 | | | | | 5,070,152 | | | | | | 0.1 | | |
2,350,000 (1) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 2,414,100 | | | | | | 0.1 | | |
3,490,000 (1) | | | Broad River BSL Funding CLO 2020-1A A, 2.068%, (US0003M + 1.850)%, 04/20/2029 | | | | | 3,496,362 | | | | | | 0.1 | | |
4,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 1.358%, (US0003M + 1.140)%, 01/20/2031 | | | | | 3,999,988 | | | | | | 0.1 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.348%, (US0003M + 1.130)%, 04/17/2031 | | | | | 2,362,958 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
840,000 (1) | | | Cedar Funding II CLO Ltd. 2013-1A A1R, 1.460%, (US0003M + 1.230)%, 06/09/2030 | | | | | 840,029 | | | | | | 0.0 | | |
51,613 | | | Chase Funding Trust Series 2002-4 2A1, 0.888%, (US0001M + 0.740)%, 10/25/2032 | | | | | 51,317 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600)%, 07/25/2033 | | | | $ | 102,708 | | | | | | 0.0 | | |
3,750,000 (1) | | | CIFC Funding 2013-2A A1LR, 1.428%, (US0003M + 1.210)%, 10/18/2030 | | | | | 3,745,324 | | | | | | 0.1 | | |
3,453,000 (1) | | | CIFC Funding 2017-2A A Ltd., 1.458%, (US0003M + 1.240)%, 04/20/2030 | | | | | 3,453,124 | | | | | | 0.1 | | |
3,000,000 (1) | | | CIFC Funding 2017-2A C, 2.568%, (US0003M + 2.350)%, 04/20/2030 | | | | | 2,991,960 | | | | | | 0.1 | | |
4,000,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.560%, (US0003M + 1.330)%, 01/16/2033 | | | | | 4,007,160 | | | | | | 0.1 | | |
2,766,000 (1) | | | Cole Park CLO Ltd. 2015-1A CR, 2.218%, (US0003M + 2.000)%, 10/20/2028 | | | | | 2,766,216 | | | | | | 0.1 | | |
5,631,995 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.298%, (US0001M + 0.150)%, 10/25/2036 | | | | | 5,114,609 | | | | | | 0.1 | | |
938,125 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 1,018,316 | | | | | | 0.0 | | |
493,750 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 522,692 | | | | | | 0.0 | | |
12,160,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.447%, (US0003M + 1.210)%, 10/15/2030 | | | | | 12,160,024 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
1,375,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,470,172 | | | | | | 0.0 | | |
1,200,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 1.257%, (US0003M + 1.020)%, 04/15/2031 | | | | | 1,195,273 | | | | | | 0.0 | | |
8,610,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 1.587%, (US0003M + 1.350)%, 04/15/2028 | | | | $ | 8,591,807 | | | | | | 0.3 | | |
7,460,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.421%, (US0003M + 1.200)%, 08/15/2030 | | | | | 7,460,754 | | | | | | 0.2 | | |
3,662,325 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,821,947 | | | | | | 0.1 | | |
4,250,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 1.435%, (US0003M + 1.220)%, 07/24/2030 | | | | | 4,249,987 | | | | | | 0.1 | | |
2,100,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.427%, (US0003M + 1.190)%, 10/15/2030 | | | | | 2,100,021 | | | | | | 0.1 | | |
116,607 | | | GSAMP Trust 2007-FM1 A2A, 0.218%, (US0001M + 0.070)%, 12/25/2036 | | | | | 71,060 | | | | | | 0.0 | | |
1,716,298 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,819,965 | | | | | | 0.1 | | |
2,000,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.218%, (US0003M + 2.000)%, 10/20/2027 | | | | | 2,000,054 | | | | | | 0.1 | | |
4,300,000 (1)(8) | | | KKR CLO 21 A Ltd., 1.237%, (US0003M + 1.000)%, 04/15/2031 | | | | | 4,268,318 | | | | | | 0.1 | | |
10,000,000 (1) | | | LCM 26A A2 Ltd., 1.468%, (US0003M + 1.250)%, 01/20/2031 | | | | | 9,915,290 | | | | | | 0.3 | | |
6,308,000 (1) | | | LCM XIV L.P. 14A AR, 1.258%, (US0003M + 1.040)%, 07/20/2031 | | | | | 6,263,169 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 0.708%, (US0001M + 0.560)%, 10/25/2034 | | | | | 56,622 | | | | | | 0.0 | | |
2,120,000 (1) | | | Madison Park Funding XV Ltd. 2014-15A B1R, 2.417%, (US0003M + 2.200)%, 01/27/2026 | | | | | 2,120,238 | | | | | | 0.1 | | |
5,150,000 (1) | | | Madison Park Funding XXXV Ltd. 2019-35A A2A, 1.868%, (US0003M + 1.650)%, 04/20/2031 | | | | $ | 5,153,584 | | | | | | 0.1 | | |
4,600,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.987%, (US0003M + 1.750)%, 07/15/2030 | | | | | 4,614,936 | | | | | | 0.1 | | |
335,581 (1) | | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 336,241 | | | | | | 0.0 | | |
1,750,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,793,621 | | | | | | 0.1 | | |
2,137,834 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,314,137 | | | | | | 0.1 | | |
1,255,765 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,303,258 | | | | | | 0.0 | | |
2,568,947 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,772,186 | | | | | | 0.1 | | |
2,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.680%, (US0003M + 2.450)%, 10/16/2032 | | | | | 2,004,776 | | | | | | 0.1 | | |
5,100,000 (1) | | | Oaktree CLO 2020-1A A Ltd., 2.345%, (US0003M + 2.000)%, 07/15/2029 | | | | | 5,122,328 | | | | | | 0.1 | | |
3,500,000 (1) | | | OCP CLO 2020-18A A Ltd., 2.018%, (US0003M + 1.800)%, 04/20/2030 | | | | | 3,507,234 | | | | | | 0.1 | | |
4,000,000 (1) | | | OCP CLO 2020-19 A A1 Ltd., 2.070%, (US0003M + 1.750)%, 07/20/2031 | | | | | 4,013,736 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
4,510,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 1.538%, (US0003M + 1.320)%, 03/17/2030 | | | | | 4,510,212 | | | | | | 0.1 | | |
3,000,000 (1) | | | Octagon Investment Partners Ltd. 2017-1A A2, 1.587%, (US0003M + 1.350)%, 07/15/2029 | | | | | 2,991,849 | | | | | | 0.1 | | |
2,250,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.612%, (US0003M + 1.375)%, 07/15/2029 | | | | $ | 2,242,224 | | | | | | 0.1 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.568%, (US0003M + 1.350)%, 07/19/2030 | | | | | 3,981,876 | | | | | | 0.1 | | |
4,250,000 (1) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.215%, (US0003M + 1.000)%, 01/25/2031 | | | | | 4,216,047 | | | | | | 0.1 | | |
8,000,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.561%, (US0003M + 1.340)%, 11/15/2032 | | | | | 8,009,112 | | | | | | 0.2 | | |
5,515,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.318%, (US0003M + 1.100)%, 07/20/2030 | | | | | 5,499,542 | | | | | | 0.1 | | |
3,000,000 (1) | | | Palmer Square CLO 2018-1A A1 Ltd., 1.248%, (US0003M + 1.030)%, 04/18/2031 | | | | | 2,985,777 | | | | | | 0.1 | | |
2,000,000 (1) | | | Palmer Square Loan Funding 2018-1A C Ltd., 2.087%, (US0003M + 1.850)%, 04/15/2026 | | | | | 1,940,636 | | | | | | 0.1 | | |
900,000 (1)(8) | | | Palmer Square Loan Funding 2018-2A C Ltd., 2.187%, (US0003M + 1.950)%, 07/15/2026 | | | | | 887,900 | | | | | | 0.0 | | |
1,033,571 | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 1.228%, (US0001M + 1.080)%, 03/25/2035 | | | | | 1,037,425 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
881,868 (4)(6) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.626%, 01/25/2036 | | | | | 895,706 | | | | | | 0.0 | | |
4,375,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,499,942 | | | | | | 0.1 | | |
1,500,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | $ | 1,540,886 | | | | | | 0.1 | | |
3,200,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,308,524 | | | | | | 0.1 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 1,038,984 | | | | | | 0.0 | | |
1,537,083 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,648,546 | | | | | | 0.1 | | |
2,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.637%, (US0003M + 1.400)%, 01/15/2033 | | | | | 2,063,469 | | | | | | 0.1 | | |
1,903,486 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,149,372 | | | | | | 0.1 | | |
1,764,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,952,612 | | | | | | 0.1 | | |
900,000 (1) | | | TCW CLO 2018-1A A1B2 Ltd., 1.915%, (US0003M + 1.700)%, 04/25/2031 | | | | | 900,347 | | | | | | 0.0 | | |
5,500,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,255,363 | | | | | | 0.2 | | |
2,327,636 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.448%, (US0003M + 1.230)%, 10/18/2030 | | | | | 2,326,865 | | | | | | 0.1 | | |
9,500,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.404%, (US0003M + 1.190)%, 11/01/2031 | | | | | 9,484,506 | | | | | | 0.2 | | |
1,500,000 (1)(4) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 1,618,800 | | | | | | 0.0 | | |
1,649,000 (1) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,701,916 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
1,084,777 | | | Other Securities | | | | | 1,095,133 | | | | | | 0.0 | | |
| | | | | | | | 282,521,522 | | | | | | 7.9 | | |
| | | Student Loan Asset-Backed Securities: 0.8% | | ||||||||||||
899,092 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | $ | 924,803 | | | | | | 0.0 | | |
648,464 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 673,520 | | | | | | 0.0 | | |
1,193,664 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,233,238 | | | | | | 0.1 | | |
559,857 (1) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 562,193 | | | | | | 0.0 | | |
750,041 (1) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 756,520 | | | | | | 0.0 | | |
218,554 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 220,234 | | | | | | 0.0 | | |
750,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.759%, (US0001M + 1.600)%, 10/15/2031 | | | | | 760,366 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,042,901 | | | | | | 0.1 | | |
2,291,815 (1) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 2,398,411 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,445,041 | | | | | | 0.0 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,565,589 | | | | | | 0.1 | | |
88,196 (1) | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 88,573 | | | | | | 0.0 | | |
2,500,000 (1)(4) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,588,500 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: (continued) | | ||||||||||||
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,201,733 | | | | | | 0.1 | | |
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,292,517 | | | | | | 0.1 | | |
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | $ | 5,294,616 | | | | | | 0.1 | | |
2,000,000 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 1/25/2048 | | | | | 2,077,208 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,076,870 | | | | | | 0.0 | | |
| | | | | | | | 28,202,833 | | | | | | 0.8 | | |
| | | Total Asset-Backed Securities (Cost $328,534,670) | | | | | 332,842,809 | | | | | | 9.3 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.9% | | |||||||||||||||
12,675,795 (4)(5) | | | BANK 2019-BNK16 XA, 0.962%, 02/15/2052 | | | | | 804,508 | | | | | | 0.0 | | |
2,600,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 2,431,488 | | | | | | 0.1 | | |
3,360,000 (4) | | | Bank 2019-BNK19 C, 4.034%, 08/15/2061 | | | | | 3,588,445 | | | | | | 0.1 | | |
51,012,601 (4)(5) | | | Bank 2019-BNK19 XA, 0.960%, 08/15/2061 | | | | | 3,483,533 | | | | | | 0.1 | | |
22,800,000 (1)(4)(5) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 613,083 | | | | | | 0.0 | | |
27,755,701 (4)(5) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.066%, 08/15/2052 | | | | | 1,792,319 | | | | | | 0.1 | | |
19,621,295 (4)(5) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.044%, 03/15/2052 | | | | | 1,423,778 | | | | | | 0.0 | | |
3,160,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | | | | | 3,236,416 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,603,000 (1) | | | BHP Trust 2019-BXHP D, 1.930%, (US0001M + 1.771)%, 08/15/2036 | | | | | 1,545,006 | | | | | | 0.0 | | |
5,681,547 (1) | | | BX Commercial Mortgage Trust 2019-XL G, 2.459%, (US0001M + 2.300)%, 10/15/2036 | | | | | 5,655,285 | | | | | | 0.2 | | |
5,287,589 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 2.809%, (US0001M + 2.650)%, 10/15/2036 | | | | | 5,217,125 | | | | | | 0.1 | | |
4,187,168 (1) | | | BX Commercial Mortgage Trust 2020-BXLP G, 2.659%, (US0001M + 2.500)%, 12/15/2029 | | | | $ | 4,111,084 | | | | | | 0.1 | | |
2,000,000 (1) | | | BX Commercial Mortgage Trust 2020-FOX F, 4.409%, (US0001M + 4.250)%, 11/15/2032 | | | | | 2,021,198 | | | | | | 0.1 | | |
2,507,452 (1) | | | BX Trust 2019-MMP E, 2.059%, (US0001M + 1.900)%, 08/15/2036 | | | | | 2,439,601 | | | | | | 0.1 | | |
2,280,000 (1)(4) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 2,324,329 | | | | | | 0.0 | | |
19,775,372 (4)(5) | | | CD 2016-CD1 Mortgage Trust XA, 1.388%, 08/10/2049 | | | | | 1,099,398 | | | | | | 0.0 | | |
3,951,241 (1)(4) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.043%, 04/15/2044 | | | | | 3,827,938 | | | | | | 0.1 | | |
4,120,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 2,687,737 | | | | | | 0.1 | | |
35,301,039 (4)(5) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.905%, 09/15/2050 | | | | | 1,751,899 | | | | | | 0.0 | | |
58,554,148 (4)(5) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.595%, 06/10/2051 | | | | | 2,522,618 | | | | | | 0.1 | | |
2,101,000 (1)(4) | | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.066%, 11/10/2051 | | | | | 2,053,869 | | | | | | 0.1 | | |
13,789,907 (4)(5) | | | COMM 2012-CR2 XA, 1.622%, 08/15/2045 | | | | | 251,207 | | | | | | 0.0 | | |
24,576,438 (4)(5) | | | COMM 2012-CR3 XA, 1.846%, 10/15/2045 | | | | | 543,014 | | | | | | 0.0 | | |
65,166,000 (1)(4)(5) | | | COMM 2012-CR4 XB, 0.612%, 10/15/2045 | | | | | 685,181 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
19,673,951 (4)(5) | | | COMM 2012-CR5 XA, 1.514%, 12/10/2045 | | | | | 455,662 | | | | | | 0.0 | | |
27,279,076 (1)(4)(5) | | | COMM 2012-LC4 XA, 2.097%, 12/10/2044 | | | | | 370,633 | | | | | | 0.0 | | |
1,910,000 (1)(4) | | | COMM 2013-CR10 E Mortgage Trust, 4.789%, 08/10/2046 | | | | | 1,709,490 | | | | | | 0.1 | | |
1,640,000 (4) | | | COMM 2015-CCRE26 D Mortgage Trust, 3.480%, 10/10/2048 | | | | | 1,506,449 | | | | | | 0.0 | | |
910,000 (4) | | | COMM 2016-COR1 C, 4.381%, 10/10/2049 | | | | | 970,784 | | | | | | 0.0 | | |
77,056,731 (4)(5) | | | COMM 2016-CR28 XA, 0.694%, 02/10/2049 | | | | $ | 2,022,023 | | | | | | 0.1 | | |
5,920,000 | | | COMM 2018-COR3 A3 Mortgage Trust, 4.228%, 05/10/2051 | | | | | 7,056,116 | | | | | | 0.2 | | |
3,906,000 (1)(4) | | | COMM 2020-CBM F Mortgage Trust, 3.633%, 11/13/2039 | | | | | 3,338,881 | | | | | | 0.1 | | |
3,247,076 (1)(4) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.487%, 07/10/2044 | | | | | 2,719,604 | | | | | | 0.1 | | |
5,150,000 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.805%, (US0001M + 3.650)%, 07/10/2044 | | | | | 3,867,613 | | | | | | 0.1 | | |
36,470,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.871%, 05/25/2040 | | | | | 894,959 | | | | | | 0.0 | | |
42,995,974 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.221%, 08/25/2022 | | | | | 715,891 | | | | | | 0.0 | | |
22,000,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/2041 | | | | | 756,323 | | | | | | 0.0 | | |
27,650,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.592%, 05/25/2041 | | | | | 989,931 | | | | | | 0.1 | | |
10,700,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.789%, 12/25/2041 | | | | | 474,480 | | | | | | 0.0 | | |
518,928,575 (1)(5) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 304,040 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (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, 1.709%, (US0001M + 1.550)%, 07/15/2035 | | | | | 2,554,447 | | | | | | 0.1 | | |
225,041 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 G, 4.548%, 12/10/2043 | | | | | 218,298 | | | | | | 0.0 | | |
3,070,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 1,536,525 | | | | | | 0.1 | | |
29,446,260 (4)(5) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.023%, 11/10/2046 | | | | | 711,413 | | | | | | 0.0 | | |
45,278,212 (4)(5) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.980%, 06/10/2047 | | | | $ | 946,699 | | | | | | 0.0 | | |
6,930,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | | | | | 6,569,219 | | | | | | 0.2 | | |
5,310,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | | | | | 4,839,435 | | | | | | 0.1 | | |
105,625,731 (4)(5) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.811%, 09/01/2052 | | | | | 6,120,504 | | | | | | 0.2 | | |
3,720,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.888%, 01/15/2047 | | | | | 3,592,800 | | | | | | 0.1 | | |
2,070,314 (4)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.970%, 10/15/2048 | | | | | 65,470 | | | | | | 0.0 | | |
6,560,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 7,797,004 | | | | | | 0.2 | | |
5,610,000 (1)(4) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.164%, 12/27/2046 | | | | | 5,570,292 | | | | | | 0.2 | | |
28,334,115 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.483%, 06/15/2045 | | | | | 231,039 | | | | | | 0.0 | | |
43,118,321 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.680%, 12/15/2049 | | | | | 1,156,891 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.159%, (US0001M + 2.000)%, 05/15/2036 | | | | | 954,419 | | | | | | 0.0 | | |
1,689,220 (1)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.705%, 11/15/2038 | | | | | 5,009 | | | | | | 0.0 | | |
8,825,446 (1)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.705%, 11/15/2038 | | | | | 19,112 | | | | | | 0.0 | | |
4,447,000 (1)(4) | | | LSTAR Commercial Mortgage Trust 2015-3 E, 3.185%, 04/20/2048 | | | | $ | 3,889,917 | | | | | | 0.1 | | |
2,630,000 (1)(4) | | | Manhattan West 2020-1MW E, 2.335%, 09/10/2039 | | | | | 2,550,541 | | | | | | 0.1 | | |
1,706,000 (1)(4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.906%, 04/15/2047 | | | | | 1,693,617 | | | | | | 0.1 | | |
1,525,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.563%, 09/15/2047 | | | | | 1,525,889 | | | | | | 0.0 | | |
3,890,000 (1)(4) | | | Morgan Stanley Capital I Trust 2016-BNK2 E, 3.902%, 11/15/2049 | | | | | 2,408,702 | | | | | | 0.1 | | |
3,943,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,482,504 | | | | | | 0.1 | | |
1,900,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 1,656,055 | | | | | | 0.0 | | |
2,920,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 2,881,194 | | | | | | 0.1 | | |
3,556,000 (1) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | | 3,426,705 | | | | | | 0.1 | | |
2,440,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | | | | | 2,622,556 | | | | | | 0.1 | | |
2,820,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 09/15/2052 | | | | | 3,105,843 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,060,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | | | | | 1,201,970 | | | | | | 0.0 | | |
3,520,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | | | | | 1,750,579 | | | | | | 0.1 | | |
27,613,759 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.042%, 12/15/2047 | | | | | 886,385 | | | | | | 0.0 | | |
4,580,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | $ | 5,418,699 | | | | | | 0.2 | | |
9,412,500 | | | Wells Fargo Commercial Mortgage Trust 2019-C54 A4, 3.146%, 12/15/2052 | | | | | 10,660,110 | | | | | | 0.3 | | |
1,630,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.656%, 11/15/2044 | | | | | 1,552,920 | | | | | | 0.0 | | |
19,046,574 (1)(4)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.788%, 08/15/2045 | | | | | 360,138 | | | | | | 0.0 | | |
9,020,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.256%, 03/15/2045 | | | | | 6,384,817 | | | | | | 0.2 | | |
6,583,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 5,386,034 | | | | | | 0.2 | | |
43,262,809 (1)(4)(5) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.187%, 03/15/2048 | | | | | 853,272 | | | | | | 0.0 | | |
8,510,000 (4) | | | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | | | | | 8,689,041 | | | | | | 0.2 | | |
8,530,000 | | | Other Securities | | | | | 9,731,073 | | | | | | 0.3 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $216,027,190) | | | | | 210,270,075 | | | | | | 5.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 22.3% | | |||||||||||||||
| | | Affiliated Investment Companies: 22.3% | | ||||||||||||
9,407,183 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 98,587,276 | | | | | | 2.7 | | |
14,258,436 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | $ | 143,867,617 | | | | | | 4.0 | | |
8,391,703 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 60,168,510 | | | | | | 1.7 | | |
89,855 | | | Voya Floating Rate Fund - Class P | | | | | 805,101 | | | | | | 0.0 | | |
16,250,721 | | | Voya High Yield Bond Fund - Class P | | | �� | | 130,980,813 | | | | | | 3.7 | | |
15,470,702 | | | Voya Investment Grade Credit Fund - Class P | | | | | 179,924,268 | | | | | | 5.0 | | |
19,127,823 | | | Voya Securitized Credit Fund - Class P | | | | | 184,966,051 | | | | | | 5.2 | | |
| | | Total Mutual Funds (Cost $778,219,592) | | | | | 799,299,636 | | | | | | 22.3 | | |
OTHER(10): — % | | |||||||||||||||
| | | Consumer, Cyclical: —% | | ||||||||||||
252,000 (9)(11) | | | General Motors Co. Escrow | | | | | — | | | | — | | |||
| | | Total Other (Cost $—) | | | | | — | | | | — | |
| | | Value | | | Percentage of Net Assets | | | | | | | | |||||||||
PURCHASED OPTIONS(12): 0.0% | | | | |||||||||||||||||||
| | | Total Purchased Options (Cost $1,749,063) | | | | | 708,392 | | | | | | 0.0 | | | | | ||||
| | | Total Long-Term Investments (Cost $3,402,513,904) | | | | | 3,553,987,882 | | | | | | 99.2 | | | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | | | | |||||||||||||||||||
| | | Repurchase Agreements: 0.3% | | | | | | | | ||||||||||||
2,130,915 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,130,931, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,173,533, due 01/25/21-10/15/62) | | | | $ | 2,130,915 | | | | | | 0.0 | | | | | ||||
2,392,969 (13) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,393,003, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,440,866, due 01/31/21-05/15/49) | | | | | 2,392,969 | | | | | | 0.1 | | | | | ||||
2,171,648 (13) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,171,665, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $2,215,081, due 09/15/21-01/01/51) | | | | | 2,171,648 | | | | | | 0.1 | | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: (continued) | | ||||||||||||
1,051,478 (13) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,051,493, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,072,508, due 07/01/22-12/01/50) | | | | $ | 1,051,478 | | | | | | 0.0 | | |
2,428,380 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $2,428,401, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $2,476,948, due 01/05/21-12/20/50) | | | | | 2,428,380 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $10,175,390) | | | | | 10,175,390 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||
SHORT-TERM INVESTMENTS: (continued) | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.8% | | ||||||||||||
27,519,009 (14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 27,519,009 | | | | | | 0.8 | | |
258,000 (13)(14) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | $ | 258,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $27,777,009) | | | | | 27,777,009 | | | | | | 0.8 | | |
| | | Total Short-Term Investments (Cost $37,952,399) | | | | | 37,952,399 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $3,440,466,303) | | | | $ | 3,591,940,281 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (9,971,313) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 3,581,968,968 | | | | | | 100.0 | | |
|
| 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 | |
| SOFR30A | | | 30-Day Secured Overnight Financing Rate | |
| | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 799,299,636 | | | | | $ | — | | | | | $ | — | | | | | $ | 799,299,636 | | |
Purchased Options | | | | | — | | | | | | 708,392 | | | | | | — | | | | | | 708,392 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 923,857,283 | | | | | | — | | | | | | 923,857,283 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 673,122,066 | | | | | | — | | | | | | 673,122,066 | | |
Municipal Bonds | | | | | — | | | | | | 2,231,003 | | | | | | — | | | | | | 2,231,003 | | |
Asset-Backed Securities | | | | | — | | | | | | 332,842,809 | | | | | | — | | | | | | 332,842,809 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 433,486,836 | | | | | | — | | | | | | 433,486,836 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 210,270,075 | | | | | | — | | | | | | 210,270,075 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Treasury Obligations | | | | | — | | | | | | 178,169,782 | | | | | | — | | | | | | 178,169,782 | | |
Short-Term Investments | | | | | 27,777,009 | | | | | | 10,175,390 | | | | | | — | | | | | | 37,952,399 | | |
Total Investments, at fair value | | | | $ | 827,076,645 | | | | | $ | 2,764,863,636 | | | | | $ | — | | | | | $ | 3,591,940,281 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 70,172 | | | | | | — | | | | | | 70,172 | | |
Futures | | | | | 232,860 | | | | | | — | | | | | | — | | | | | | 232,860 | | |
Total Assets | | | | $ | 827,309,505 | | | | | $ | 2,764,933,808 | | | | | $ | — | | | | | $ | 3,592,243,313 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,126,736) | | | | | $ | — | | | | | $ | (1,126,736) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (2,297,873) | | | | | | — | | | | | | (2,297,873) | | |
Futures | | | | | (1,744,261) | | | | | | — | | | | | | — | | | | | | (1,744,261) | | |
Written Options | | | | | — | | | | | | (104,600) | | | | | | — | | | | | | (104,600) | | |
Total Liabilities | | | | $ | (1,744,261) | | | | | $ | (3,529,209) | | | | | $ | — | | | | | $ | (5,273,470) | | |
|
Issuer | | | Beginning Fair Value at 12/31/2019 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2020 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 90,999,434 | | | | | $ | 4,167,155 | | | | | $ | — | | | | | $ | 3,420,688 | | | | | $ | 98,587,276 | | | | | $ | 4,167,102 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 133,085,105 | | | | | | 6,794,377 | | | | | | — | | | | | | 3,988,135 | | | | | | 143,867,617 | | | | | | 6,794,299 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,657,773 | | | | | | 540,396 | | | | | | — | | | | | | (29,659) | | | | | | 60,168,510 | | | | | | 540,367 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 25,742,250 | | | | | | 822,767 | | | | | | (27,378,057) | | | | | | 1,618,141 | | | | | | 805,101 | | | | | | 822,767 | | | | | | (3,378,056) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 68,111,429 | | | | | | 59,455,639 | | | | | | — | | | | | | 3,413,745 | | | | | | 130,980,813 | | | | | | 5,705,594 | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund - Class P | | | | | 159,271,027 | | | | | | 13,429,522 | | | | | | — | | | | | | 7,223,719 | | | | | | 179,924,268 | | | | | | 5,925,355 | | | | | | — | | | | | | 7,504,108 | | |
Voya Securitized Credit Fund - Class P | | | | | 117,961,329 | | | | | | 66,505,737 | | | | | | — | | | | | | 498,985 | | | | | | 184,966,051 | | | | | | 6,505,655 | | | | | | — | | | | | | — | | |
| | | | $ | 654,828,347 | | | | | $ | 151,715,593 | | | | | $ | (27,378,057) | | | | | $ | 20,133,754 | | | | | $ | 799,299,636 | | | | | $ | 30,461,139 | | | | | $ | (3,378,056) | | | | | $ | 7,504,108 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
General Motors Co. Escrow | | | | | 11/24/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 3,137,630 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 01/08/21 | | | | $ | (104,888) | | |
USD 5,077,527 | | | THB 158,691,497 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (219,264) | | |
USD 1,353,858 | | | TRY 11,065,391 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (132,746) | | |
USD 381,511 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,790) | | |
USD 381,501 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,799) | | |
USD 381,492 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,808) | | |
USD 381,492 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,808) | | |
USD 4,441,442 | | | RUB 350,169,974 | | | Citibank N.A. | | | 01/15/21 | | | | | (286,572) | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,990 | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,990 | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,990 | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,991 | | |
USD 2,008,910 | | | HUF 621,498,481 | | | Credit Suisse International | | | 01/08/21 | | | | | (84,739) | | |
USD 2,322,547 | | | CZK 53,820,783 | | | Goldman Sachs International | | | 01/08/21 | | | | | (183,363) | | |
USD 6,135,904 | | | MXN 122,418,537 | | | Goldman Sachs International | | | 02/05/21 | | | | | 6,842 | | |
USD 1,372,523 | | | IDR 20,380,597,713 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (79,574) | | |
USD 1,372,154 | | | IDR 20,380,597,712 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (79,944) | | |
USD 85,826 | | | PHP 4,202,365 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (1,662) | | |
USD 5,078,356 | | | PLN 19,482,975 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (137,120) | | |
USD 4,859,938 | | | BRL 25,054,440 | | | HSBC Bank USA N.A. | | | 02/05/21 | | | | | 38,544 | | |
USD 3,783,434 | | | ZAR 63,520,811 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (536,702) | | |
USD 3,289 | | | ILS 11,094 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (163) | | |
USD 9,106,558 | | | EUR 7,583,750 | | | Morgan Stanley Capital Services LLC | | | 02/05/21 | | | | | (165,369) | | |
USD 1,371,969 | | | IDR 20,380,597,713 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (80,128) | | |
USD 1,372,338 | | | IDR 20,380,597,713 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (79,759) | | |
SGD 305,095 | | | USD 224,722 | | | Standard Chartered Bank | | | 01/08/21 | | | | | 6,132 | | |
USD 3,073,170 | | | COP 10,683,261,693 | | | Standard Chartered Bank | | | 02/05/21 | | | | | (54,675) | | |
CLP 101,833,918 | | | USD 136,614 | | | Standard Chartered Bank | | | 02/05/21 | | | | | 6,693 | | |
| | | | | | | | | | | | | $ | (2,227,701) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 818 | | | | | | 03/31/21 | | | | | $ | 180,758,828 | | | | | $ | 100,265 | | |
U.S. Treasury 5-Year Note | | | | | 415 | | | | | | 03/31/21 | | | | | | 52,358,086 | | | | | | 131,766 | | |
U.S. Treasury Long Bond | | | | | 257 | | | | | | 03/22/21 | | | | | | 44,509,187 | | | | | | (340,540) | | |
U.S. Treasury Ultra 10-Year Note | | | | | 5 | | | | | | 03/22/21 | | | | | | 781,797 | | | | | | 274 | | |
U.S. Treasury Ultra Long Bond | | | | | 598 | | | | | | 03/22/21 | | | | | | 127,710,375 | | | | | | (1,403,721) | | |
| | | | | | | | | | | | | | | | $ | 406,118,273 | | | | | $ | (1,511,956) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (236) | | | | | | 03/22/21 | | | | | | (32,586,438) | | | | | | 555 | | |
| | | | | | | | | | | | | | | | $ | (32,586,438) | | | | | $ | 555 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
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 12 | | | Buy | | | | | (5.000) | | | | 12/20/24 | | | | | USD81,704,670 | | | | | $ | (7,539,053) | | | | | $ | (1,126,736) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (7,539,053) | | | | | $ | (1,126,736) | | |
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Put on 5-Year Credit Default Swap | | | JPMorgan Chase Bank N.A. | | | CDX North American High Yield Index, Series 35, Version 1 | | | 5.000% | | | Pay | | | | | 103.500% | | | | 02/17/21 | | | USD 33,016,000 | | | | $ | 379,684 | | | | | $ | 102,186 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 379,684 | | | | | $ | 102,186 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 03/15/21 | | | | | | 0.728 | | | | | | USD162,750,000 | | | | | $ | 1,369,379 | | | | | $ | 606,206 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,369,379 | | | | | $ | 606,206 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 01/15/21 | | | | | | 0.745USD | | | | | | 101,138,000 | | | | | $ | 644,755 | | | | | $ | (104,600) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 644,755 | | | | | $ | (104,600) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Investments in securities at value* | | | | $ | 102,186 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 606,206 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 70,172 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 232,860 | | |
Total Asset Derivatives | | | | | | | $ | 1,011,424 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,297,873 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,744,261 | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 1,126,736 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 104,600 | | |
Total Liability Derivatives | | | | | | | $ | 5,273,470 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (637,514) | | | | | $ | — | | | | | $ | — | | | | | $ | 18,183,850 | | | | | $ | 126,420 | | | | | $ | 17,672,756 | | |
Equity contracts | | | | | (1,284,316) | | | | | | — | | | | | | (341,747) | | | | | | — | | | | | | — | | | | | | (1,626,063) | | |
Foreign exchange contracts | | | | | (4,658,363) | | | | | | 2,090,473 | | | | | | — | | | | | | (546,638) | | | | | | 1,492,503 | | | | | | (1,622,025) | | |
Interest rate contracts | | | | | 1,527,377 | | | | | | — | | | | | | 34,866,680 | | | | | | (1,561,335) | | | | | | (495,811) | | | | | | 34,336,911 | | |
Total | | | | $ | (5,052,816) | | | | | $ | 2,090,473 | | | | | $ | 34,524,933 | | | | | $ | 16,075,877 | | | | | $ | 1,123,112 | | | | | $ | 48,761,579 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (277,498) | | | | | $ | — | | | | | $ | — | | | | | $ | 732,205 | | | | | | | | | | | $ | 454,707 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | | | | | | | — | | |
Foreign exchange contracts | | | | | (763,173) | | | | | | (1,542,771) | | | | | | — | | | | | | (44,415) | | | | | | 540,155 | | | | | | (1,810,204) | | |
Interest rate contracts | | | | | 398,663 | | | | | | — | | | | | | 5,050,757 | | | | | | (1,125,039) | | | | | | | | | | | | 4,324,381 | | |
Total | | | | $ | (642,008) | | | | | $ | (1,542,771) | | | | | $ | 5,050,757 | | | | | $ | (437,249) | | | | | $ | 540,155 | | | | | $ | 2,968,884 | | |
| | | Barclays Bank PLC | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 102,186 | | | | | $ | 606,206 | | | | | $ | — | | | | | $ | 708,392 | | |
Forward foreign currency contracts | | | | | — | | | | | | 11,961 | | | | | | — | | | | | | 6,842 | | | | | | 38,544 | | | | | | — | | | | | | — | | | | | | 12,825 | | | | | | 70,172 | | |
Total Assets | | | | $ | — | | | | | $ | 11,961 | | | | | $ | — | | | | | $ | 6,842 | | | | | $ | 38,544 | | | | | $ | 102,186 | | | | | $ | 606,206 | | | | | $ | 12,825 | | | | | $ | 778,564 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 456,898 | | | | | $ | 357,777 | | | | | $ | 84,739 | | | | | $ | 183,363 | | | | | $ | 298,300 | | | | | $ | — | | | | | $ | 702,234 | | | | | $ | 214,562 | | | | | $ | 2,297,873 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 104,600 | | | | | | 104,600 | | |
Total Liabilities | | | | $ | 456,898 | | | | | $ | 357,777 | | | | | $ | 84,739 | | | | | $ | 183,363 | | | | | $ | 298,300 | | | | | $ | — | | | | | $ | 702,234 | | | | | $ | 319,162 | | | | | $ | 2,402,473 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (456,898) | | | | | $ | (345,816) | | | | | $ | (84,739) | | | | | $ | (176,521) | | | | | $ | (259,756) | | | | | $ | 102,186 | | | | | $ | (96,028) | | | | | $ | (306,337) | | | | | | (1,623,909) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | 410,000 | | | | | $ | 345,816 | | | | | $ | — | | | | | $ | — | | | | | $ | 259,756 | | | | | $ | — | | | | | $ | — | | | | | $ | 306,337 | | | | | $ | 1,321,909 | | |
Net Exposure(1)(2) | | | | $ | (46,898) | | | | | $ | — | | | | | $ | (84,739) | | | | | $ | (176,521) | | | | | $ | — | | | | | $ | 102,186 | | | | | $ | (96,028) | | | | | $ | — | | | | | $ | (302,000) | | |
| Gross Unrealized Appreciation | | | | $ | 188,675,002 | | |
| Gross Unrealized Depreciation | | | | | (40,291,685) | | |
| Net Unrealized Appreciation | | | | $ | 148,383,317 | | |
Voya Small Company Portfolio | as of December 31, 2020 |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 99.5% | | |||||||||||||||
| | | Communication Services: 1.6% | | ||||||||||||
454,502 (1) | | | Other Securities | | | | $ | 7,211,009 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 17.7% | | ||||||||||||
71,174 (2) | | | Caesars Entertainment, Inc. | | | | | 5,286,093 | | | | | | 1.2 | | |
178,123 | | | Dana, Inc. | | | | | 3,476,961 | | | | | | 0.8 | | |
94,260 | | | Kohl’s Corp. | | | | | 3,835,439 | | | | | | 0.8 | | |
35,441 | | | Marriott Vacations Worldwide Corp. | | | | | 4,863,214 | | | | | | 1.1 | | |
42,156 | | | Strategic Education, Inc. | | | | | 4,018,732 | | | | | | 0.9 | | |
1,552,601 (1)(3) | | | Other Securities | | | | | 57,374,673 | | | | | | 12.9 | | |
| | | | | | | | 78,855,112 | | | | | | 17.7 | | |
| | | Consumer Staples: 1.8% | | ||||||||||||
249,975 (2) | | | Hostess Brands, Inc. | | | | | 3,659,634 | | | | | | 0.8 | | |
89,841 (2) | | | Performance Food Group Co. | | | | | 4,277,330 | | | | | | 1.0 | | |
| | | | | | | | 7,936,964 | | | | | | 1.8 | | |
| | | Energy: 1.6% | | ||||||||||||
386,079 (1) | | | Other Securities | | | | | 6,918,403 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Financials: 18.9% | | ||||||||||||
105,428 | | | Atlantic Union Bankshares Corp. | | | | | 3,472,798 | | | | | | 0.8 | | |
224,452 | | | Cadence BanCorp | | | | | 3,685,502 | | | | | | 0.8 | | |
131,096 | | | Columbia Banking System, Inc. | | | | | 4,706,346 | | | | | | 1.0 | | |
220,157 (2) | | | Eastern Bankshares, Inc. | | | | | 3,590,761 | | | | | | 0.8 | | |
100,998 | | | Essent Group Ltd. | | | | | 4,363,114 | | | | | | 1.0 | | |
288,661 | | | First Horizon Corp. | | | | | 3,683,314 | | | | | | 0.8 | | |
232,224 | | | First Midwest Bancorp., Inc. | | | | | 3,697,006 | | | | | | 0.8 | | |
112,228 | | | Pacific Premier Bancorp, Inc. | | | | | 3,516,103 | | | | | | 0.8 | | |
26,390 | | | Primerica, Inc. | | | | | 3,534,413 | | | | | | 0.8 | | |
50,816 | | | Prosperity Bancshares, Inc. | | | | | 3,524,598 | | | | | | 0.8 | | |
28,145 | | | Signature Bank | | | | | 3,807,737 | | | | | | 0.8 | | |
104,450 (2) | | | StepStone Group, Inc. | | | | | 4,157,110 | | | | | | 0.9 | | |
103,731 | | | Stifel Financial Corp. | | | | | 5,234,266 | | | | | | 1.2 | | |
619,569 | | | Two Harbors Investment Corp. | | | | | 3,946,655 | | | | | | 0.9 | | |
86,044 | | | WSFS Financial Corp. | | | | | 3,861,655 | | | | | | 0.9 | | |
1,196,721 (1) | | | Other Securities | | | | | 25,679,927 | | | | | | 5.8 | | |
| | | | | | | | 84,461,305 | | | | | | 18.9 | | |
| | | Health Care: 16.5% | | ||||||||||||
61,376 | | | Cantel Medical Corp. | | | | | 4,840,111 | | | | | | 1.1 | | |
56,492 | | | Encompass Health Corp. | | | | | 4,671,323 | | | | | | 1.0 | | |
33,451 (2) | | | Haemonetics Corp. | | | | | 3,972,306 | | | | | | 0.9 | | |
48,614 (2) | | | Integer Holdings Corp. | | | | | 3,946,971 | | | | | | 0.9 | | |
57,976 (2) | | | Magellan Health, Inc. | | | | | 4,802,732 | | | | | | 1.1 | | |
1,299,267 (1)(3) | | | Other Securities | | | | | 51,265,637 | | | | | | 11.5 | | |
| | | | | | | | 73,499,080 | | | | | | 16.5 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 15.6% | | ||||||||||||
134,669 (2) | | | Air Transport Services Group, Inc. | | | | $ | 4,220,526 | | | | | | 1.0 | | |
25,848 | | | Alamo Group, Inc. | | | | | 3,565,731 | | | | | | 0.8 | | |
66,167 | | | Altra Industrial Motion Corp. | | | | | 3,667,637 | ��� | | | | | 0.8 | | |
124,823 (2) | | | Builders FirstSource, Inc. | | | | | 5,094,027 | | | | | | 1.1 | | |
46,282 | | | Crane Co. | | | | | 3,594,260 | | | | | | 0.8 | | |
52,866 | | | EMCOR Group, Inc. | | | | | 4,835,124 | | | | | | 1.1 | | |
304,087 | | | Steelcase, Inc. | | | | | 4,120,379 | | | | | | 0.9 | | |
150,676 | | | Werner Enterprises, Inc. | | | | | 5,909,513 | | | | | | 1.3 | | |
870,864 (1)(3) | | | Other Securities | | | | | 34,673,393 | | | | | | 7.8 | | |
| | | | | | | | 69,680,590 | | | | | | 15.6 | | |
| | | Information Technology: 14.8% | | ||||||||||||
104,313 (2) | | | ACI Worldwide, Inc. | | | | | 4,008,749 | | | | | | 0.9 | | |
84,516 (2) | | | Commvault Systems, Inc. | | | | | 4,679,651 | | | | | | 1.0 | | |
94,821 | | | CSG Systems International, Inc. | | | | | 4,273,582 | | | | | | 1.0 | | |
58,451 (2) | | | Envestnet, Inc. | | | | | 4,809,933 | | | | | | 1.1 | | |
60,804 (2) | | | j2 Global, Inc. | | | | | 5,939,943 | | | | | | 1.3 | | |
101,385 (2) | | | Onto Innovation, Inc. | | | | | 4,820,857 | | | | | | 1.1 | | |
46,619 (2) | | | Plexus Corp. | | | | | 3,646,072 | | | | | | 0.8 | | |
30,258 (2) | | | Q2 Holdings, Inc. | | | | | 3,828,545 | | | | | | 0.9 | | |
45,069 (2) | | | RealPage, Inc. | | | | | 3,931,819 | | | | | | 0.9 | | |
28,889 (2) | | | Silicon Laboratories, Inc. | | | | | 3,678,725 | | | | | | 0.8 | | |
245,948 (2) | | | Viavi Solutions, Inc. | | | | | 3,683,071 | | | | | | 0.8 | | |
669,313 (1)(3) | | | Other Securities | | | | | 18,866,805 | | | | | | 4.2 | | |
| | | | | | | | 66,167,752 | | | | | | 14.8 | | |
| | | Materials: 4.2% | | ||||||||||||
97,650 | | | Avient Corp. | | | | | 3,933,342 | | | | | | 0.9 | | |
46,814 | | | Sensient Technologies Corp. | | | | | 3,453,469 | | | | | | 0.8 | | |
407,030 (1) | | | Other Securities | | | | | 11,327,631 | | | | | | 2.5 | | |
| | | | | | | | 18,714,442 | | | | | | 4.2 | | |
| | | Real Estate: 4.4% | | ||||||||||||
174,394 | | | Easterly Government Properties, Inc. | | | | | 3,950,024 | | | | | | 0.9 | | |
676,106 (1)(3) | | | Other Securities | | | | | 15,726,990 | | | | | | 3.5 | | |
| | | | | | | | 19,677,014 | | | | | | 4.4 | | |
| | | Utilities: 2.4% | | ||||||||||||
80,713 | | | Portland General Electric Co. | | | | | 3,452,095 | | | | | | 0.8 | | |
104,764 | | | Other Securities | | | | | 7,006,819 | | | | | | 1.6 | | |
| | | | | | | | 10,458,914 | | | | | | 2.4 | | |
| | | Total Common Stock (Cost $367,871,184) | | | | | 443,580,585 | | | | | | 99.5 | | |
|
Voya Small Company Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 7.1% | | |||||||||||||||
| | | | Repurchase Agreements: 3.3% | | ||||||||||||
| 2,557,424 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,557,444, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,608,572, due 01/25/21-10/15/62) | | | | $ | 2,557,424 | | | | | | 0.6 | | |
| 2,505,675 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,505,711, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,555,827, due 01/31/21-05/15/49) | | | | | 2,505,675 | | | | | | 0.6 | | |
| 1,460,617 (4) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $1,460,627, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,489,829, due 01/15/21-01/01/51) | | | | | 1,460,617 | | | | | | 0.3 | | |
| 1,112,592 (4) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,112,608, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,134,844, due 07/01/22-12/01/50) | | | | | 1,112,592 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| 1,142,558 (4) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,142,574, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,165,426, due 02/18/21-01/15/62) | | | | $ | 1,142,558 | | | | | | 0.2 | | |
| 3,433,153 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,433,183, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,501,816, due 01/05/21-12/20/50) | | | | | 3,433,153 | | | | | | 0.8 | | |
| 2,538,319 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,538,364, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,595,539, due 07/15/22-02/15/47) | | | | | 2,538,319 | | | | | | 0.6 | | |
| | | | Total Repurchase Agreements (Cost $14,750,338) | | | | | 14,750,338 | | | | | | 3.3 | | |
|
Voya Small Company Portfolio | as of December 31, 2020 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 3.8% | | ||||||||||||
16,913,009 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $16,913,009) | | | | $ | 16,913,009 | | | | | | 3.8 | | |
| | | Total Short-Term Investments (Cost $31,663,347) | | | | | 31,663,347 | | | | | | 7.1 | | |
| | | Total Investments in Securities (Cost $399,534,531) | | | | $ | 475,243,932 | | | | | | 106.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (29,410,533) | | | | | | (6.6) | | |
| | | Net Assets | | | | $ | 445,833,399 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 443,580,585 | | | | | $ | — | | | | | $ | — | | | | | $ | 443,580,585 | | |
Short-Term Investments | | | | | 16,913,009 | | | | | | 14,750,338 | | | | | | — | | | | | | 31,663,347 | | |
Total Investments, at fair value | | | | $ | 460,493,594 | | | | | $ | 14,750,338 | | | | | $ | — | | | | | $ | 475,243,932 | | |
| Gross Unrealized Appreciation | | | | $ | 82,482,318 | | |
| Gross Unrealized Depreciation | | | | | (15,884,481) | | |
| Net Unrealized Appreciation | | | | $ | 66,597,837 | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Balanced Portfolio | | | | |||||||||||||
Class I | | | NII | | | | $ | 0.3638 | | | | | ||||
Class S | | | NII | | | | $ | 0.3230 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.2252 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.2026 | | | | | ||||
Voya Global High Dividend Low Volatility Portfolio | | | | |||||||||||||
Class ADV | | | NII | | | | $ | 0.1893 | | | | | ||||
Class I | | | NII | | | | $ | 0.2388 | | | | | ||||
Class S | | | NII | | | | $ | 0.2138 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.2007 | | | | | ||||
Class T | | | NII | | | | $ | 0.1782 | | | | | ||||
All Classes | | | ROC | | | | $ | 0.0053 | | | | | ||||
Voya Government Money Market Portfolio | | | | |||||||||||||
Class I | | | NII | | | | $ | 0.0025 | | | | | ||||
Class S | | | NII | | | | $ | — | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0004 | | | | | ||||
Voya Growth and Income Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.2636 | | | | | ||||
Class I | | | NII | | | | $ | 0.3925 | | | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Growth and Income Portfolio (continued) | | |||||||||
Class S | | | NII | | | | $ | 0.3206 | | |
Class S2 | | | NII | | | | $ | 0.2934 | | |
All Classes | | | LTCG | | | | $ | 2.8590 | | |
Voya Intermediate Bond Portfolio | | | ||||||||
Class ADV | | | NII | | | | $ | 0.3832 | | |
Class I | | | NII | | | | $ | 0.4543 | | |
Class S | | | NII | | | | $ | 0.4180 | | |
Class S2 | | | NII | | | | $ | 0.3964 | | |
All Classes | | | STCG | | | | $ | 0.1868 | | |
All Classes | | | LTCG | | | | $ | 0.1143 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0076 | | |
Class I | | | NII | | | | $ | 0.0890 | | |
Class R6 | | | NII | | | | $ | 0.0890 | | |
Class S | | | NII | | | | $ | 0.0450 | | |
All Classes | | | STCG | | | | $ | 0.0844 | | |
All Classes | | | LTCG | | | | $ | 0.1813 | | |
| Voya Balanced Portfolio | | | | | 16.17% | | |
| Voya Global High Dividend Low Volatility Portfolio | | | | | 73.54% | | |
| Voya Growth and Income Portfolio | | | | | 100.00% | | |
| Voya Small Company Portfolio | | | | | 100.00% | | |
| Voya Balanced Portfolio | | | | $ | 4,676,228 | | |
| Voya Growth and Income Portfolio | | | | $ | 289,550,563 | | |
| Voya Intermediate Bond Portfolio | | | | $ | 29,891,272 | | |
| Voya Small Company Portfolio | | | | $ | 4,804,582 | | |
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: 60 | | | Director/ Trustee Chairperson | | | May 2013 – Present January 2020 –Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 133 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | May 2013 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 133 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | 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). | | | 133 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (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: 70 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 133 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 133 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 133 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | October 2015 – Present | | | Retired. | | | 133 | | | 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: 47 | | | 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). | | | 133 | | | 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: 52 | | | 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: 47 | | | 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). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | | | Executive Vice President Chief Investment Risk Officer | | | March 2020 – Present March 2020 – Present | | | Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present); Formerly, Consultant, DA Capital LLC (January 2016 — March 2017); Managing Director, Enterprise Risk, American International Group (AIG) (September 2014 – March 2015). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 62 | | | 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: 54 | | | 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: 53 | | | 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: 56 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Senior Vice President | | | September 2020 – 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). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present) and Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
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 | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | 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: 62 | | | 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: 61 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | 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: 44 | | | 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: 44 | | | 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: 51 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | | | 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). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Secretary | | | September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President, Counsel II, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – 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
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
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
| | 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, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. 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. | | |
| | | | | 1 | | | |
| | | | | 3 | | | |
| | | | | 9 | | | |
| | | | | 10 | | | |
| | | | | 11 | | | |
| | | | | 12 | | | |
| | | | | 13 | | | |
| | | | | 15 | | | |
| | | | | 17 | | | |
| | | | | 28 | | | |
| | | | | 40 | | | |
| | | | | 41 | | | |
| | | | | 45 | | |
President
Voya Family of Funds
January 22, 2021
| | Index | | | | Description | | |
| | 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. | | |
Portfolio Managers’ Report | Voya Index Plus LargeCap Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 27.0% | |
| Health Care | | | 13.4% | |
| Consumer Discretionary | | | 12.4% | |
| Financials | | | 10.6% | |
| Communication Services | | | 10.6% | |
| Industrials | | | 8.4% | |
| Consumer Staples | | | 6.1% | |
| Utilities | | | 3.0% | |
| Real Estate | | | 2.6% | |
| Materials | | | 2.4% | |
| Energy | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 6.0% | |
| Microsoft Corp. | | | 5.5% | |
| Amazon.com, Inc. | | | 4.6% | |
| Alphabet, Inc. - Class A | | | 3.3% | |
| Facebook, Inc. - Class A | | | 2.5% | |
| JPMorgan Chase & Co. | | | 1.8% | |
| Tesla, Inc. | | | 1.6% | |
| UnitedHealth Group, Inc. | | | 1.3% | |
| Johnson & Johnson | | | 1.3% | |
| PayPal Holdings, Inc. | | | 1.2% | |
| Portfolio holdings are subject to change daily. | |
Voya Index Plus LargeCap Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV(1) | | | | | 15.37% | | | | | | 13.51% | | | | | | 12.36% | | | |
| | Class I | | | | | 15.91% | | | | | | 14.06% | | | | | | 12.92% | | | |
| | Class S | | | | | 15.62% | | | | | | 13.78% | | | | | | 12.63% | | | |
| | S&P 500® Index | | | | | 18.40% | | | | | | 15.22% | | | | | | 13.88% | | | |
| | | | |
Portfolio Managers’ Report | Voya Index Plus MidCap Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 17.5% | |
| Information Technology | | | 17.2% | |
| Financials | | | 14.6% | |
| Consumer Discretionary | | | 13.7% | |
| Health Care | | | 10.9% | |
| Real Estate | | | 8.9% | |
| Materials | | | 5.2% | |
| Utilities | | | 3.6% | |
| Consumer Staples | | | 3.3% | |
| Communication Services | | | 2.1% | |
| Energy | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 1.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020* (as a percentage of net assets) | | |||
| | | | | |
| Charles River Laboratories International, Inc. | | | 1.0% | |
| Enphase Energy, Inc. | | | 1.0% | |
| RPM International, Inc. | | | 0.9% | |
| Service Corp. International | | | 0.9% | |
| Monolithic Power Systems, Inc. | | | 0.9% | |
| Molina Healthcare, Inc. | | | 0.8% | |
| Generac Holdings, Inc. | | | 0.8% | |
| Timken Co. | | | 0.8% | |
| Deckers Outdoor Corp. | | | 0.8% | |
| Chemed Corp. | | | 0.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Index Plus MidCap Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 8.25% | | | | | | 9.60% | | | | | | 10.29% | | | |
| | Class S | | | | | 7.98% | | | | | | 9.32% | | | | | | 10.02% | | | |
| | S&P MidCap 400® Index | | | | | 13.66% | | | | | | 12.35% | | | | | | 11.51% | | | |
| | | | |
Portfolio Managers’ Report | Voya Index Plus SmallCap Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| Industrials | | | 17.9% | |
| Financials | | | 16.7% | |
| Information Technology | | | 14.6% | |
| Consumer Discretionary | | | 14.5% | |
| Health Care | | | 11.9% | |
| Real Estate | | | 7.4% | |
| Materials | | | 5.2% | |
| Energy | | | 3.1% | |
| Consumer Staples | | | 3.0% | |
| Communication Services | | | 3.0% | |
| Utilities | | | 1.4% | |
| Assets in Excess of Other Liabilities* | | | 1.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020* (as a percentage of net assets) | | |||
| Iridium Communications, Inc. | | | 0.8% | |
| Saia, Inc. | | | 0.7% | |
| Omnicell, Inc. | | | 0.7% | |
| United Community Banks, Inc./GA | | | 0.7% | |
| NeoGenomics, Inc. | | | 0.7% | |
| Brooks Automation, Inc. | | | 0.7% | |
| Hillenbrand, Inc. | | | 0.6% | |
| Unifirst Corp. | | | 0.6% | |
| Exponent, Inc. | | | 0.6% | |
| Applied Industrial Technologies, Inc. | | | 0.6% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Index Plus SmallCap Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 5.38% | | | | | | 9.49% | | | | | | 9.84% | | | |
| | Class S | | | | | 5.11% | | | | | | 9.22% | | | | | | 9.57% | | | |
| | S&P SmallCap 600® Index | | | | | 11.29% | | | | | | 12.37% | | | | | | 11.92% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,214.00 | | | | | | 1.05% | | | | | $ | 5.84 | | | | | $ | 1,000.00 | | | | | $ | 1,019.86 | | | | | | 1.05% | | | | | $ | 5.33 | | |
Class I | | | | | 1,000.00 | | | | | | 1,217.10 | | | | | | 0.55 | | | | | | 3.07 | | | | | | 1,000.00 | | | | | | 1,022.37 | | | | | | 0.55 | | | | | | 2.80 | | |
Class S | | | | | 1,000.00 | | | | | | 1,215.30 | | | | | | 0.80 | | | | | | 4.45 | | | | | | 1,000.00 | | | | | | 1,021.11 | | | | | | 0.80 | | | | | | 4.06 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,289.60 | | | | | | 0.60% | | | | | $ | 3.45 | | | | | $ | 1,000.00 | | | | | $ | 1,022.12 | | | | | | 0.60% | | | | | $ | 3.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,287.40 | | | | | | 0.85 | | | | | | 4.89 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,331.90 | | | | | | 0.60% | | | | | $ | 3.52 | | | | | $ | 1,000.00 | | | | | $ | 1,022.12 | | | | | | 0.60% | | | | | $ | 3.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,330.20 | | | | | | 0.85 | | | | | | 4.98 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Boston, Massachusetts
February 18, 2021
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 869,147,547 | | | | | $ | 499,462,457 | | | | | $ | 232,965,773 | | |
Short-term investments at fair value† | | | | | 12,548,852 | | | | | | 10,130,789 | | | | | | 9,054,591 | | |
Cash | | | | | 55,442 | | | | | | 84,836 | | | | | | 46,707 | | |
Cash collateral for futures contracts | | | | | 635,960 | | | | | | 486,850 | | | | | | 207,025 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 243,275 | | | | | | 166,287 | | | | | | 66,852 | | |
Dividends | | | | | 851,824 | | | | | | 444,738 | | | | | | 248,220 | | |
Interest | | | | | 77 | | | | | | 48 | | | | | | 23 | | |
Prepaid expenses | | | | | 3,682 | | | | | | 2,054 | | | | | | 942 | | |
Reimbursement due from Investment Adviser | | | | | 14,858 | | | | | | 65,434 | | | | | | 24,058 | | |
Other assets | | | | | 94,947 | | | | | | 57,805 | | | | | | 28,906 | | |
Total assets | | | | | 883,596,464 | | | | | | 510,901,298 | | | | | | 242,643,097 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 154,131 | | | | | | 185,951 | | | | | | 331,528 | | |
Payable upon receipt of securities loaned | | | | | 2,513,815 | | | | | | 2,755,785 | | | | | | 5,874,582 | | |
Payable for investment management fees | | | | | 330,428 | | | | | | 211,484 | | | | | | 98,969 | | |
Payable for distribution and shareholder service fees | | | | | 26,361 | | | | | | 13,739 | | | | | | 10,150 | | |
Payable for directors fees | | | | | 4,049 | | | | | | 2,242 | | | | | | 1,013 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 94,947 | | | | | | 57,805 | | | | | | 28,906 | | |
Other accrued expenses and liabilities | | | | | 421,826 | | | | | | 412,520 | | | | | | 178,931 | | |
Total liabilities | | | | | 3,545,557 | | | | | | 3,639,526 | | | | | | 6,524,079 | | |
NET ASSETS | | | | $ | 880,050,907 | | | | | $ | 507,261,772 | | | | | $ | 236,119,018 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 579,235,867 | | | | | $ | 411,640,700 | | | | | $ | 205,835,492 | | |
Total distributable earnings | | | | | 300,815,040 | | | | | | 95,621,072 | | | | | | 30,283,526 | | |
NET ASSETS | | | | $ | 880,050,907 | | | | | $ | 507,261,772 | | | | | $ | 236,119,018 | | |
+ Including securities loaned at value | | | | $ | 2,459,087 | | | | | $ | 2,692,728 | | | | | $ | 5,736,041 | | |
* Cost of investments in securities | | | | $ | 633,688,291 | | | | | $ | 409,426,924 | | | | | $ | 192,929,113 | | |
† Cost of short-term investments | | | | $ | 12,548,852 | | | | | $ | 10,130,789 | | | | | $ | 9,054,591 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,187,594 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 40,894 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 29.04 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 755,544,043 | | | | | $ | 442,015,506 | | | | | $ | 188,148,897 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,672,488 | | | | | | 21,304,266 | | | | | | 8,797,406 | | |
Net asset value and redemption price per share | | | | $ | 29.43 | | | | | $ | 20.75 | | | | | $ | 21.39 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 123,319,270 | | | | | $ | 65,246,266 | | | | | $ | 47,970,121 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,233,584 | | | | | | 3,201,095 | | | | | | 2,272,514 | | |
Net asset value and redemption price per share | | | | $ | 29.13 | | | | | $ | 20.38 | | | | | $ | 21.11 | | |
| | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | ||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 13,893,983 | | | | | $ | 7,322,101 | | | | | $ | 3,089,792 | | |
Interest | | | | | 1,101 | | | | | | 681 | | | | | | 371 | | |
Securities lending income, net | | | | | 19,393 | | | | | | 21,857 | | | | | | 94,923 | | |
Total investment income | | | | | 13,914,477 | | | | | | 7,344,639 | | | | | | 3,185,086 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 3,644,881 | | | | | | 2,242,576 | | | | | | 1,012,902 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 5,576 | | | | | | — | | | | | | — | | |
Class S | | | | | 288,155 | | | | | | 147,465 | | | | | | 105,662 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 743 | | | | | | — | | | | | | — | | |
Class I | | | | | 459,757 | | | | | | 692,698 | | | | | | 241,236 | | |
Class S | | | | | 76,405 | | | | | | 104,897 | | | | | | 63,599 | | |
Shareholder reporting expense | | | | | 67,710 | | | | | | 51,240 | | | | | | 30,012 | | |
Professional fees | | | | | 67,710 | | | | | | 38,796 | | | | | | 19,398 | | |
Custody and accounting expense | | | | | 104,280 | | | | | | 40,260 | | | | | | 51,240 | | |
Directors fees | | | | | 32,399 | | | | | | 17,941 | | | | | | 8,103 | | |
Licensing fee (Note 7) | | | | | 161,980 | | | | | | 89,695 | | | | | | 40,512 | | |
Miscellaneous expense | | | | | 51,651 | | | | | | 30,156 | | | | | | 20,789 | | |
Interest expense | | | | | 39 | | | | | | 145 | | | | | | — | | |
Total expenses | | | | | 4,961,286 | | | | | | 3,455,869 | | | | | | 1,593,453 | | |
Waived and reimbursed fees | | | | | (190,963) | | | | | | (604,690) | | | | | | (265,020) | | |
Net expenses | | | | | 4,770,323 | | | | | | 2,851,179 | | | | | | 1,328,433 | | |
Net investment income | | | | | 9,144,154 | | | | | | 4,493,460 | | | | | | 1,856,653 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 53,272,995 | | | | | | 4,981,759 | | | | | | (11,525,549) | | |
Futures | | | | | 3,823,161 | | | | | | (1,701,930) | | | | | | 511,264 | | |
Net realized gain (loss) | | | | | 57,096,156 | | | | | | 3,279,829 | | | | | | (11,014,285) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 45,696,775 | | | | | | 22,402,408 | | | | | | 17,199,911 | | |
Futures | | | | | 164,152 | | | | | | 93,243 | | | | | | (21,990) | | |
Net change in unrealized appreciation (depreciation) | | | | | 45,860,927 | | | | | | 22,495,651 | | | | | | 17,177,921 | | |
Net realized and unrealized gain | | | | | 102,957,083 | | | | | | 25,775,480 | | | | | | 6,163,636 | | |
Increase in net assets resulting from operations | | | | $ | 112,101,237 | | | | | $ | 30,268,940 | | | | | $ | 8,020,289 | | |
* Foreign taxes withheld | | | | $ | 7,709 | | | | | $ | 4,721 | | | | | $ | 6,587 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 9,144,154 | | | | | $ | 12,523,538 | | | | | $ | 4,493,460 | | | | | $ | 6,443,816 | | |
Net realized gain (loss) | | | | | 57,096,156 | | | | | | 71,392,243 | | | | | | 3,279,829 | | | | | | (1,996,436) | | |
Net change in unrealized appreciation (depreciation) | | | | | 45,860,927 | | | | | | 151,982,398 | | | | | | 22,495,651 | | | | | | 118,411,818 | | |
Increase in net assets resulting from operations | | | | | 112,101,237 | | | | | | 235,898,179 | | | | | | 30,268,940 | | | | | | 122,859,198 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (105,361) | | | | | | (122,819) | | | | | | — | | | | | | — | | |
Class I | | | | | (72,216,692) | | | | | | (74,563,767) | | | | | | (5,713,179) | | | | | | (49,293,203) | | |
Class S | | | | | (12,151,657) | | | | | | (12,986,058) | | | | | | (711,318) | | | | | | (7,655,712) | | |
Total distributions | | | | | (84,473,710) | | | | | | (87,672,644) | | | | | | (6,424,497) | | | | | | (56,948,915) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 31,798,154 | | | | | | 44,872,709 | | | | | | 4,696,400 | | | | | | 6,229,490 | | |
Reinvestment of distributions | | | | | 84,192,475 | | | | | | 87,672,644 | | | | | | 6,424,497 | | | | | | 56,948,915 | | |
| | | | | 115,990,629 | | | | | | 132,545,353 | | | | | | 11,120,897 | | | | | | 63,178,405 | | |
Cost of shares redeemed | | | | | (179,811,131) | | | | | | (213,077,080) | | | | | | (67,454,674) | | | | | | (70,102,967) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (63,820,502) | | | | | | (80,531,727) | | | | | | (56,333,777) | | | | | | (6,924,562) | | |
Net increase (decrease) in net assets | | | | | (36,192,975) | | | | | | 67,693,808 | | | | | | (32,489,334) | | | | | | 58,985,721 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 916,243,882 | | | | | | 848,550,074 | | | | | | 539,751,106 | | | | | | 480,765,385 | | |
End of year or period | | | | $ | 880,050,907 | | | | | $ | 916,243,882 | | | | | $ | 507,261,772 | | | | | $ | 539,751,106 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,856,653 | | | | | $ | 2,298,005 | | |
Net realized gain (loss) | | | | | (11,014,285) | | | | | | 2,192,529 | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,177,921 | | | | | | 43,730,930 | | |
Increase in net assets resulting from operations | | | | | 8,020,289 | | | | | | 48,221,464 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class I | | | | | (3,893,818) | | | | | | (30,446,788) | | |
Class S | | | | | (911,743) | | | | | | (8,279,392) | | |
Total distributions | | | | | (4,805,561) | | | | | | (38,726,180) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | ��� | | | | | |
Net proceeds from sale of shares | | | | | 5,141,575 | | | | | | 3,480,308 | | |
Reinvestment of distributions | | | | | 4,805,561 | | | | | | 38,726,180 | | |
| | | | | 9,947,136 | | | | | | 42,206,488 | | |
Cost of shares redeemed | | | | | (29,121,447) | | | | | | (35,033,124) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (19,174,311) | | | | | | 7,173,364 | | |
Net increase (decrease) in net assets | | | | | (15,959,583) | | | | | | 16,668,648 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 252,078,601 | | | | | | 235,409,953 | | |
End of year or period | | | | $ | 236,119,018 | | | | | $ | 252,078,601 | | |
| | | | | | | | | 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 Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 28.37 | | | | | | 0.17• | | | | | | 3.30 | | | | | | 3.47 | | | | | | 0.28 | | | | | | 2.52 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 29.04 | | | | | | 15.37 | | | | | | 1.08 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.67 | | | | | | 1,188 | | | | | | 52 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 28.77 | | | | | | 0.30• | | | | | | 3.33 | | | | | | 3.63 | | | | | | 0.45 | | | | | | 2.52 | | | | | | — | | | | | | 2.97 | | | | | | — | | | | | | 29.43 | | | | | | 15.91 | | | | | | 0.58 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.16 | | | | | | 755,544 | | | | | | 52 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 28.49 | | | | | | 0.27 | | | | | | 3.26 | | | | | | 3.53 | | | | | | 0.37 | | | | | | 2.52 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 29.13 | | | | | | 15.62 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.91 | | | | | | 123,319 | | | | | | 52 | | |
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 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 19.50 | | | | | | 0.20 | | | | | | 1.30 | | | | | | 1.50 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 20.75 | | | | | | 8.25 | | | | | | 0.74 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.03 | | | | | | 442,016 | | | | | | 53 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 19.14 | | | | | | 0.16 | | | | | | 1.28 | | | | | | 1.44 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 20.38 | | | | | | 7.98 | | | | | | 0.99 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.78 | | | | | | 65,246 | | | | | | 53 | | |
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 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 20.91 | | | | | | 0.17• | | | | | | 0.74 | | | | | | 0.91 | | | | | | 0.21 | | | | | | 0.22 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 21.39 | | | | | | 5.38 | | | | | | 0.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.97 | | | | | | 188,149 | | | | | | 54 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 20.62 | | | | | | 0.14 | | | | | | 0.72 | | | | | | 0.86 | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 21.11 | | | | | | 5.11 | | | | | | 0.98 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 47,970 | | | | | | 54 | | |
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 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 415,167,308 | | | | | $ | 550,345,176 | | |
Index Plus MidCap | | | | | 235,100,935 | | | | | | 294,960,110 | | |
Index Plus SmallCap | | | | | 107,841,427 | | | | | | 127,799,074 | | |
| 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 | | | | | 5.21% | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 68.21 | | |
| | | Index Plus MidCap | | | | | 80.54 | | |
| | | Index Plus SmallCap | | | | | 70.65 | | |
Portfolio | | | Amount | | |||
Index Plus LargeCap | | | | $ | 535,539 | | |
Index Plus MidCap | | | | | 796,942 | | |
Index Plus SmallCap | | | | | 304,457 | | |
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% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Index Plus LargeCap | | | | $ | — | | | | | $ | — | | | | | $ | 190,963 | | | | | $ | 190,963 | | |
Index Plus MidCap | | | | | — | | | | | | — | | | | | | 604,690 | | | | | | 604,690 | | |
Index Plus SmallCap | | | | | — | | | | | | — | | | | | | 265,020 | | | | | | 265,020 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 2 | | | | | $ | 582,000 | | | | | | 1.20% | | |
Index Plus MidCap | | | | | 2 | | | | | | 2,022,000 | | | | | | 1.29 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 78,550 | | | | | | — | | | | | | 4,782 | | | | | | (86,396) | | | | | | (3,064) | | | | | | 1,800,789 | | | | | | — | | | | | | 105,361 | | | | | | (2,070,262) | | | | | | (164,112) | | |
12/31/2019 | | | | | 16,031 | | | | | | — | | | | | | 4,965 | | | | | | (18,680) | | | | | | 2,316 | | | | | | 424,461 | | | | | | — | | | | | | 122,819 | | | | | | (503,758) | | | | | | 43,522 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,155,161 | | | | | | — | | | | | | 3,231,602 | | | | | | (6,122,727) | | | | | | (1,735,964) | | | | | | 28,929,271 | | | | | | — | | | | | | 71,935,457 | | | | | | (157,048,553) | | | | | | (56,183,825) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 42,737 | | | | | | — | | | | | | 550,846 | | | | | | (797,070) | | | | | | (203,487) | | | | | | 1,068,094 | | | | | | — | | | | | | 12,151,657 | | | | | | (20,692,316) | | | | | | (7,472,565) | | |
12/31/2019 | | | | | 86,790 | | | | | | — | | | | | | 523,631 | | | | | | (1,050,601) | | | | | | (440,180) | | | | | | 2,257,009 | | | | | | — | | | | | | 12,986,058 | | | | | | (27,908,214) | | | | | | (12,665,147) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 249,708 | | | | | | — | | | | | | 396,198 | | | | | | (3,397,281) | | | | | | (2,751,375) | | | | | | 3,942,568 | | | | | | — | | | | | | 5,713,179 | | | | | | (57,099,155) | | | | | | (47,443,408) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 51,627 | | | | | | — | | | | | | 50,128 | | | | | | (598,716) | | | | | | (496,961) | | | | | | 753,832 | | | | | | — | | | | | | 711,318 | | | | | | (10,355,519) | | | | | | (8,890,369) | | |
12/31/2019 | | | | | 15,643 | | | | | | — | | | | | | 445,618 | | | | | | (634,380) | | | | | | (173,119) | | | | | | 288,786 | | | | | | — | | | | | | 7,655,712 | | | | | | (11,671,584) | | | | | | (3,727,086) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 263,768 | | | | | | — | | | | | | 277,733 | | | | | | (1,264,970) | | | | | | (723,469) | | | | | | 4,303,983 | | | | | | — | | | | | | 3,893,818 | | | | | | (21,786,451) | | | | | | (13,588,649) | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 57,046 | | | | | | — | | | | | | 65,782 | | | | | | (418,472) | | | | | | (295,644) | | | | | | 837,592 | | | | | | — | | | | | | 911,743 | | | | | | (7,334,996) | | | | | | (5,585,662) | | |
12/31/2019 | | | | | 19,114 | | | | | | — | | | | | | 442,279 | | | | | | (390,115) | | | | | | 71,278 | | | | | | 390,852 | | | | | | — | | | | | | 8,279,392 | | | | | | (7,869,203) | | | | | | 801,041 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 158,272 | | | | | $ | (158,272) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 3,370 | | | | | | (3,370) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 2,287,335 | | | | | | (2,287,335) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 10,110 | | | | | | (10,110) | | | | | | — | | |
Total | | | | $ | 2,459,087 | | | | | $ | (2,459,087) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 107,469 | | | | | $ | (107,469) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 708 | | | | | | (708) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 1,071,964 | | | | | | (1,071,964) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 89,904 | | | | | | (89,904) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Jefferies LLC | | | | | 265,365 | | | | | | (265,365) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 692,586 | | | | | | (692,586) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 134,856 | | | | | | (134,856) | | | | | | — | | |
National Financial Services LLC | | | | | 139,113 | | | | | | (139,113) | | | | | | — | | |
Natixis Securities America LLC | | | | | 86,191 | | | | | | (86,191) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 104,572 | | | | | | (104,572) | | | | | | — | | |
Total | | | | $ | 2,692,728 | | | | | $ | (2,692,728) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 238,757 | | | | | $ | (238,757) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 29,461 | | | | | | (29,461) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 217,072 | | | | | | (217,072) | | | | | | — | | |
BofA Securities Inc | | | | | 747,442 | | | | | | (747,442) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 370,942 | | | | | | (370,942) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 356,398 | | | | | | (356,398) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 135,545 | | | | | | (135,545) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 25,264 | | | | | | (25,264) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,203,202 | | | | | | (1,203,202) | | | | | | — | | |
HSBC Bank PLC | | | | | 89,360 | | | | | | (89,360) | | | | | | — | | |
Jefferies LLC | | | | | 153,548 | | | | | | (153,548) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 400,811 | | | | | | (400,811) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 598 | | | | | | (598) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 753,605 | | | | | | (753,605) | | | | | | — | | |
National Financial Services LLC | | | | | 237,707 | | | | | | (237,707) | | | | | | — | | |
Natixis Securities America LLC | | | | | 23,224 | | | | | | (23,224) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 237,238 | | | | | | (237,238) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 427,517 | | | | | | (427,517) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 2,583 | | | | | | (2,583) | | | | | | — | | |
UBS Securities LLC. | | | | | 85,767 | | | | | | (85,767) | | | | | | — | | |
Total | | | | $ | 5,736,041 | | | | | $ | (5,736,041) | | | | | $ | — | | |
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 24,207,807 | | | | | $ | 60,265,903 | | | | | $ | 13,244,895 | | | | | $ | 74,427,749 | | |
Index Plus MidCap | | | | | 6,424,497 | | | | | | — | | | | | | 18,895,101 | | | | | | 38,053,814 | | |
Index Plus SmallCap | | | | | 2,271,713 | | | | | | 2,533,848 | | | | | | 7,968,849 | | | | | | 30,757,331 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Index Plus LargeCap | | | | $ | 19,099,712 | | | | | $ | 47,792,008 | | | | | $ | 233,990,061 | | | | | $ | — | | | | | | — | | | | | | — | | |
Index Plus MidCap | | | | | 6,903,566 | | | | | | — | | | | | | 88,756,029 | | | | | | — | | | | | | — | | | | | | — | | |
Index Plus SmallCap | | | | | 1,831,238 | | | | | | — | | | | | | 39,719,325 | | | | | | (44,832) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (11,202,350) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (11,247,182) | | | | | | | | | | | | | | |
Voya Index Plus LargeCap Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.8% | | |||||||||||||||
| | | Communication Services: 10.6% | | ||||||||||||
16,531 (1) | | | Alphabet, Inc. - Class A | | | | $ | 28,972,892 | | | | | | 3.3 | | |
6,351 (1) | | | Charter Communications, Inc. | | | | | 4,201,504 | | | | | | 0.5 | | |
106,277 | | | Comcast Corp. – Class A | | | | | 5,568,915 | | | | | | 0.6 | | |
79,100 (1) | | | Facebook, Inc. - Class A | | | | | 21,606,956 | | | | | | 2.5 | | |
12,174 (1) | | | NetFlix, Inc. | | | | | 6,582,847 | | | | | | 0.8 | | |
126,626 | | | Verizon Communications, Inc. | | | | | 7,439,277 | | | | | | 0.8 | | |
493,146 (2) | | | Other Securities | | | | | 18,566,364 | | | | | | 2.1 | | |
| | | | | | | | 92,938,755 | | | | | | 10.6 | | |
| | | Consumer Discretionary: 12.4% | | ||||||||||||
12,378 (1) | | | Amazon.com, Inc. | | | | | 40,314,280 | | | | | | 4.6 | | |
33,063 | | | Home Depot, Inc. | | | | | 8,782,194 | | | | | | 1.0 | | |
19,945 (1) | | | Tesla, Inc. | | | | | 14,074,588 | | | | | | 1.6 | | |
37,925 | | | Yum! Brands, Inc. | | | | | 4,117,138 | | | | | | 0.4 | | |
661,495 (2) | | | Other Securities | | | | | 42,307,732 | | | | | | 4.8 | | |
| | | | | | | | 109,595,932 | | | | | | 12.4 | | |
| | | Consumer Staples: 6.1% | | ||||||||||||
128,978 | | | Altria Group, Inc. | | | | | 5,288,098 | | | | | | 0.6 | | |
85,114 | | | Mondelez International, Inc. | | | | | 4,976,616 | | | | | | 0.5 | | |
63,740 | | | PepsiCo, Inc. | | | | | 9,452,642 | | | | | | 1.1 | | |
83,060 | | | Philip Morris International, Inc. | | | | | 6,876,537 | | | | | | 0.8 | | |
331,949 (2)(3) | | | Other Securities | | | | | 26,992,293 | | | | | | 3.1 | | |
| | | | | | | | 53,586,186 | | | | | | 6.1 | | |
| | | Energy: 2.3% | | ||||||||||||
750,506 | | | Other Securities | | | | | 19,901,448 | | | | | | 2.3 | | |
| | | | | ||||||||||||
| | | Financials: 10.6% | | ||||||||||||
40,057 | | | Allstate Corp. | | | | | 4,403,466 | | | | | | 0.5 | | |
24,514 | | | Ameriprise Financial, Inc. | | | | | 4,763,806 | | | | | | 0.5 | | |
180,159 | | | Bank of America Corp. | | | | | 5,460,619 | | | | | | 0.6 | | |
31,961 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 7,410,797 | | | | | | 0.8 | | |
41,923 | | | Capital One Financial Corp. | | | | | 4,144,089 | | | | | | 0.5 | | |
110,463 | | | Citigroup, Inc. | | | | | 6,811,149 | | | | | | 0.8 | | |
124,471 | | | JPMorgan Chase & Co. | | | | | 15,816,530 | | | | | | 1.8 | | |
20,192 | | | S&P Global, Inc. | | | | | 6,637,716 | | | | | | 0.8 | | |
191,185 | | | Wells Fargo & Co. | | | | | 5,769,963 | | | | | | 0.7 | | |
451,694 (2) | | | Other Securities | | | | | 31,878,303 | | | | | | 3.6 | | |
| | | | | | | | 93,096,438 | | | | | | 10.6 | | |
| | | Health Care: 13.4% | | ||||||||||||
13,954 | | | Anthem, Inc. | | | | | 4,480,490 | | | | | | 0.5 | | |
107,889 | | | Bristol-Myers Squibb Co. | | | | | 6,692,355 | | | | | | 0.8 | | |
19,952 | | | Cigna Corp. | | | | | 4,153,607 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
60,882 (1) | | | Edwards Lifesciences Corp. | | | | $ | 5,554,265 | | | | | | 0.6 | | |
72,244 | | | Johnson & Johnson | | | | | 11,369,761 | | | | | | 1.3 | | |
83,087 | | | Medtronic PLC | | | | | 9,732,811 | | | | | | 1.1 | | |
96,394 | | | Merck & Co., Inc. | | | | | 7,885,029 | | | | | | 0.9 | | |
16,418 | | | Thermo Fisher Scientific, Inc. | | | | | 7,647,176 | | | | | | 0.9 | | |
33,904 | | | UnitedHealth Group, Inc. | | | | | 11,889,455 | | | | | | 1.3 | | |
20,606 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 4,870,022 | | | | | | 0.5 | | |
316,144 (2) | | | Other Securities | | | | | 44,148,661 | | | | | | 5.0 | | |
| | | | | | | | 118,423,632 | | | | | | 13.4 | | |
| | | Industrials: 8.4% | | ||||||||||||
33,303 (1) | | | Copart, Inc. | | | | | 4,237,807 | | | | | | 0.5 | | |
26,728 | | | Honeywell International, Inc. | | | | | 5,685,046 | | | | | | 0.6 | | |
10,514 | | | Roper Technologies, Inc. | | | | | 4,532,480 | | | | | | 0.5 | | |
852,823 (2) | | | Other Securities | | | | | 59,886,810 | | | | | | 6.8 | | |
| | | | | | | | 74,342,143 | | | | | | 8.4 | | |
| | | Information Technology: 27.0% | | ||||||||||||
13,086 (1) | | | Adobe, Inc. | | | | | 6,544,570 | | | | | | 0.7 | | |
395,897 | | | Apple, Inc. | | | | | 52,531,573 | | | | | | 6.0 | | |
65,405 | | | Applied Materials, Inc. | | | | | 5,644,452 | | | | | | 0.6 | | |
171,688 | | | Cisco Systems, Inc. | | | | | 7,683,038 | | | | | | 0.9 | | |
99,296 | | | Intel Corp. | | | | | 4,946,927 | | | | | | 0.6 | | |
17,923 | | | Intuit, Inc. | | | | | 6,808,052 | | | | | | 0.8 | | |
11,500 | | | Lam Research Corp. | | | | | 5,431,105 | | | | | | 0.6 | | |
215,817 | | | Microsoft Corp. | | | | | 48,002,017 | | | | | | 5.5 | | |
14,916 | | | Nvidia Corp. | | | | | 7,789,135 | | | | | | 0.9 | | |
46,125 (1) | | | PayPal Holdings, Inc. | | | | | 10,802,475 | | | | | | 1.2 | | |
48,255 | | | Qualcomm, Inc. | | | | | 7,351,167 | | | | | | 0.8 | | |
17,113 (1) | | | Synopsys, Inc. | | | | | 4,436,374 | | | | | | 0.5 | | |
20,092 | | | Visa, Inc. - Class A | | | | | 4,394,723 | | | | | | 0.5 | | |
855,319 (2)(3) | | | Other Securities | | | | | 65,306,322 | | | | | | 7.4 | | |
| | | | | | | | 237,671,930 | | | | | | 27.0 | | |
| | | Materials: 2.4% | | ||||||||||||
334,044 (2) | | | Other Securities | | | | | 20,877,731 | | | | | | 2.4 | | |
| | | | | ||||||||||||
| | | Real Estate: 2.6% | | ||||||||||||
463,217 (2) | | | Other Securities | | | | | 22,567,809 | | | | | | 2.6 | | |
| | | | | ||||||||||||
| | | Utilities: 3.0% | | ||||||||||||
43,780 | | | Entergy Corp. | | | | | 4,370,995 | | | | | | 0.5 | | |
429,858 | | | Other Securities | | | | | 21,774,548 | | | | | | 2.5 | | |
| | | | | | | | 26,145,543 | | | | | | 3.0 | | |
| | | Total Common Stock (Cost $633,688,291) | | | | | 869,147,547 | | | | | | 98.8 | | |
|
Voya Index Plus LargeCap Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.4% | | |||||||||||||||
| | | Repurchase Agreements: 0.3% | | ||||||||||||
1,000,000 (4) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,000,008, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,020,000, due 09/15/21-01/01/51) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
513,815 (4) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $513,818, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $524,091, due 01/15/21-01/01/51) | | | | | 513,815 | | | | | | 0.1 | | |
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,000,009, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 01/05/21-12/20/50) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $2,513,815) | | | | | 2,513,815 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
10,035,037 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $10,035,037) | | | | $ | 10,035,037 | | | | | | 1.1 | | |
| | | Total Short-Term Investments (Cost $12,548,852) | | | | | 12,548,852 | | | | | | 1.4 | | |
| | | Total Investments in Securities (Cost $646,237,143) | | | | $ | 881,696,399 | | | | | | 100.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,645,492) | | | | | | (0.2) | | |
| | | Net Assets | | | | $ | 880,050,907 | | | | | | 100.0 | | |
Voya Index Plus LargeCap Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 869,147,547 | | | | | $ | — | | | | | $ | — | | | | | $ | 869,147,547 | | |
Short-Term Investments | | | | | 10,035,037 | | | | | | 2,513,815 | | | | | | — | | | | | | 12,548,852 | | |
Total Investments, at fair value | | | | $ | 879,182,584 | | | | | $ | 2,513,815 | | | | | $ | — | | | | | $ | 881,696,399 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 248,220 | | | | | | — | | | | | | — | | | | | | 248,220 | | |
Total Assets | | | | $ | 879,430,804 | | | | | $ | 2,513,815 | | | | | $ | — | | | | | $ | 881,944,619 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 52 | | | | | | 03/19/21 | | | | | $ | 9,746,880 | | | | | $ | 248,220 | | |
| | | | | | | | | | | | | | | | $ | 9,746,880 | | | | | $ | 248,220 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 248,220 | | |
Total Asset Derivatives | | | | | | | $ | 248,220 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 3,823,161 | | |
Total | | | | $ | 3,823,161 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 164,152 | | |
Total | | | | $ | 164,152 | | |
Voya Index Plus LargeCap Portfolio | as of December 31, 2020 (continued) |
| Gross Unrealized Appreciation | | | | $ | 245,310,790 | | |
| Gross Unrealized Depreciation | | | | | (11,320,729) | | |
| Net Unrealized Appreciation | | | | $ | 233,990,061 | | |
Voya Index Plus MidCap Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.5% | | |||||||||||||||
| | | Communication Services: 2.1% | | ||||||||||||
243,249 (1) | | | Other Securities | | | | $ | 10,408,306 | | | | | | 2.1 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 13.7% | | ||||||||||||
42,827 (2) | | | Caesars Entertainment, Inc. | | | | | 3,180,761 | | | | | | 0.6 | | |
13,333 (2) | | | Deckers Outdoor Corp. | | | | | 3,823,638 | | | | | | 0.8 | | |
110,130 | | | Gentex Corp. | | | | | 3,736,711 | | | | | | 0.7 | | |
61,763 | | | Kohl’s Corp. | | | | | 2,513,137 | | | | | | 0.5 | | |
36,505 (2) | | | Penn National Gaming, Inc. | | | | | 3,152,937 | | | | | | 0.6 | | |
89,344 | | | Service Corp. International | | | | | 4,386,790 | | | | | | 0.9 | | |
49,191 | | | Wyndham Destinations, Inc. | | | | | 2,206,708 | | | | | | 0.4 | | |
14,503 | | | Wyndham Hotels & Resorts, Inc. | | | | | 862,058 | | | | | | 0.2 | | |
982,733 (1)(3) | | | Other Securities | | | | | 45,802,358 | | | | | | 9.0 | | |
| | | | | | | | 69,665,098 | | | | | | 13.7 | | |
| | | Consumer Staples: 3.3% | | ||||||||||||
398,940 (1)(3) | | | Other Securities | | | | | 16,633,349 | | | | | | 3.3 | | |
| | | | | ||||||||||||
| | | Energy: 1.5% | | ||||||||||||
413,995 (1) | | | Other Securities | | | | | 7,301,844 | | | | | | 1.5 | | |
| | | | | ||||||||||||
| | | Financials: 14.6% | | ||||||||||||
57,183 | | | Commerce Bancshares, Inc. | | | | | 3,756,923 | | | | | | 0.7 | | |
25,438 | | | Hanover Insurance Group, Inc. | | | | | 2,974,211 | | | | | | 0.6 | | |
166,911 | | | Old Republic International Corp. | | | | | 3,289,816 | | | | | | 0.7 | | |
19,690 | | | Primerica, Inc. | | | | | 2,637,082 | | | | | | 0.5 | | |
52,210 | | | SEI Investments Co. | | | | | 3,000,509 | | | | | | 0.6 | | |
22,677 | | | Signature Bank | | | | | 3,067,971 | | | | | | 0.6 | | |
56,304 | | | Stifel Financial Corp. | | | | | 2,841,100 | | | | | | 0.6 | | |
37,404 | | | UMB Financial Corp. | | | | | 2,580,502 | | | | | | 0.5 | | |
1,443,487 (1) | | | Other Securities | | | | | 49,897,844 | | | | | | 9.8 | | |
| | | | | | | | 74,045,958 | | | | | | 14.6 | | |
| | | Health Care: 10.9% | | ||||||||||||
10,056 (2) | | | Amedisys, Inc. | | | | | 2,949,727 | | | | | | 0.6 | | |
20,309 (2) | | | Charles River Laboratories International, Inc. | | | | | 5,074,407 | | | | | | 1.0 | | |
7,054 | | | Chemed Corp. | | | | | 3,757,031 | | | | | | 0.7 | | |
21,088 (2) | | | Jazz Pharmaceuticals PLC | | | | | 3,480,574 | | | | | | 0.7 | | |
11,806 (2) | | | LHC Group, Inc. | | | | | 2,518,456 | | | | | | 0.5 | | |
11,777 (2) | | | Masimo Corp. | | | | | 3,160,711 | | | | | | 0.6 | | |
19,649 (2) | | | Molina Healthcare, Inc. | | | | | 4,178,949 | | | | | | 0.8 | | |
412,711 (1)(3) | | | Other Securities | | | | | 30,346,034 | | | | | | 6.0 | | |
| | | | | | | | 55,465,889 | | | | | | 10.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 17.5% | | ||||||||||||
24,343 | | �� | AGCO Corp. | | | | $ | 2,509,520 | | | | | | 0.5 | | |
19,741 | | | Carlisle Cos., Inc. | | | | | 3,083,149 | | | | | | 0.6 | | |
37,678 | | | Crane Co. | | | | | 2,926,074 | | | | | | 0.6 | | |
36,755 | | | EMCOR Group, Inc. | | | | | 3,361,612 | | | | | | 0.7 | | |
18,274 (2) | | | Generac Holdings, Inc. | | | | | 4,155,690 | | | | | | 0.8 | | |
19,253 | | | Hubbell, Inc. | | | | | 3,018,678 | | | | | | 0.6 | | |
45,592 (2) | | | IAA, Inc. | | | | | 2,962,568 | | | | | | 0.6 | | |
47,572 | | | ITT, Inc. | | | | | 3,663,996 | | | | | | 0.7 | | |
64,155 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 2,682,962 | | | | | | 0.5 | | |
42,241 | | | Owens Corning, Inc. | | | | | 3,200,178 | | | | | | 0.6 | | |
29,248 | | | Regal Beloit Corp. | | | | | 3,591,947 | | | | | | 0.7 | | |
49,485 | | | Timken Co. | | | | | 3,828,160 | | | | | | 0.8 | | |
842,546 (1) | | | Other Securities | | | | | 49,709,194 | | | | | | 9.8 | | |
| | | | | | | | 88,693,728 | | | | | | 17.5 | | |
| | | Information Technology: 17.2% | | ||||||||||||
36,764 (2) | | | Arrow Electronics, Inc. | | | | | 3,577,137 | | | | | | 0.7 | | |
11,420 (2) | | | CACI International, Inc. | | | | | 2,847,349 | | | | | | 0.6 | | |
57,811 (2) | | | Ciena Corp. | | | | | 3,055,311 | | | | | | 0.6 | | |
28,718 (2) | | | Enphase Energy, Inc. | | | | | 5,039,147 | | | | | | 1.0 | | |
65,111 | | | Jabil, Inc. | | | | | 2,769,171 | | | | | | 0.5 | | |
11,965 | | | Monolithic Power Systems, Inc. | | | | | 4,381,942 | | | | | | 0.9 | | |
20,535 (2) | | | Silicon Laboratories, Inc. | | | | | 2,614,927 | | | | | | 0.5 | | |
10,914 (2) | | | SolarEdge Technologies, Inc. | | | | | 3,482,876 | | | | | | 0.7 | | |
40,450 (2) | | | Trimble, Inc. | | | | | 2,700,847 | | | | | | 0.5 | | |
13,666 | | | Universal Display Corp. | | | | | 3,140,447 | | | | | | 0.6 | | |
119,219 | | | Vishay Intertechnology, Inc. | | | | | 2,469,025 | | | | | | 0.5 | | |
699,596 (1)(3) | | | Other Securities | | | | | 50,975,674 | | | | | | 10.1 | | |
| | | | | | | | 87,053,853 | | | | | | 17.2 | | |
| | | Materials: 5.2% | | ||||||||||||
27,776 | | | Royal Gold, Inc. | | | | | 2,954,255 | | | | | | 0.6 | | |
50,545 | | | RPM International, Inc. | | | | | 4,588,475 | | | | | | 0.9 | | |
441,408 (1) | | | Other Securities | | | | | 18,980,529 | | | | | | 3.7 | | |
| | | | | | | | 26,523,259 | | | | | | 5.2 | | |
| | | Real Estate: 8.9% | | ||||||||||||
20,103 | | | EastGroup Properties, Inc. | | | | | 2,775,420 | | | | | | 0.6 | | |
67,291 | | | Highwoods Properties, Inc. | | | | | 2,666,742 | | | | | | 0.5 | | |
22,258 | | | Life Storage, Inc. | | | | | 2,657,383 | | | | | | 0.5 | | |
1,100,655 (1) | | | Other Securities | | | | | 37,128,938 | | | | | | 7.3 | | |
| | | | | | | | 45,228,483 | | | | | | 8.9 | | |
| | | Utilities: 3.6% | | ||||||||||||
101,372 | | | OGE Energy Corp. | | | | | 3,229,712 | | | | | | 0.6 | | |
Voya Index Plus MidCap Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
318,818 | | | Other Securities | | | | $ | 15,212,978 | | | | | | 3.0 | | |
| | | | | | | | 18,442,690 | | | | | | 3.6 | | |
| | | Total Common Stock (Cost $409,426,924) | | | | | 499,462,457 | | | | | | 98.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.0% | | |||||||||||||||
| | | Repurchase Agreements: 0.5% | | ||||||||||||
1,000,000 (4) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,000,008, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,020,000, due 09/15/21-01/01/51) | | | | | 1,000,000 | | | | | | 0.2 | | |
755,785 (4) | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $755,791, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $770,901, due 01/26/21-01/01/51) | | | | | 755,785 | | | | | | 0.1 | | |
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,000,009, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 01/05/21-12/20/50) | | | | | 1,000,000 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | Total Repurchase Agreements (Cost $2,755,785) | | | | $ | 2,755,785 | | | | | | 0.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.5% | | ||||||||||||
7,375,004 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $7,375,004) | | | | | 7,375,004 | | | | | | 1.5 | | |
| | | Total Short-Term Investments (Cost $10,130,789) | | | | | 10,130,789 | | | | | | 2.0 | | |
| | | Total Investments in Securities (Cost $419,557,713) | | | | $ | 509,593,246 | | | | | | 100.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (2,331,474) | | | | | | (0.5) | | |
| | | Net Assets | | | | $ | 507,261,772 | | | | | | 100.0 | | |
Voya Index Plus MidCap Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 499,462,457 | | | | | $ | — | | | | | $ | — | | | | | $ | 499,462,457 | | |
Short-Term Investments | | | | | 7,375,004 | | | | | | 2,755,785 | | | | | | — | | | | | | 10,130,789 | | |
Total Investments, at fair value | | | | $ | 506,837,461 | | | | | $ | 2,755,785 | | | | | $ | — | | | | | $ | 509,593,246 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 206,164 | | | | | | — | | | | | | — | | | | | | 206,164 | | |
Total Assets | | | | $ | 507,043,625 | | | | | $ | 2,755,785 | | | | | $ | — | | | | | $ | 509,799,410 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 35 | | | | | | 03/19/21 | | | | | $ | 8,062,250 | | | | | $ | 206,164 | | |
| | | | | | | | | | | | | | | | $ | 8,062,250 | | | | | $ | 206,164 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 206,164 | | |
Total Asset Derivatives | | | | | | | $ | 206,164 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,701,930) | | |
Total | | | | $ | (1,701,930) | | |
Voya Index Plus MidCap Portfolio | as of December 31, 2020 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 93,243 | | |
Total | | | | $ | 93,243 | | |
| Gross Unrealized Appreciation | | | | $ | 103,514,213 | | |
| Gross Unrealized Depreciation | | | | | (14,758,184) | | |
| Net Unrealized Appreciation | | | | $ | 88,756,029 | | |
Voya Index Plus SmallCap Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.7% | | |||||||||||||||
| | | Communication Services: 3.0% | | ||||||||||||
18,981 | | | Cogent Communications Holdings, Inc. | | | | $ | 1,136,392 | | | | | | 0.5 | | |
46,685 (1) | | | Iridium Communications, Inc. | | | | | 1,835,888 | | | | | | 0.8 | | |
241,729 (2)(3) | | | Other Securities | | | | | 4,099,114 | | | | | | 1.7 | | |
| | | | | | | | 7,071,394 | | | | | | 3.0 | | |
| | | Consumer Discretionary: 14.5% | | ||||||||||||
8,237 (1) | | | Asbury Automotive Group, Inc. | | | | | 1,200,460 | | | | | | 0.5 | | |
25,092 (1) | | | Capri Holdings Ltd. | | | | | 1,053,864 | | | | | | 0.4 | | |
14,589 (1) | | | CROCS, Inc. | | | | | 914,147 | | | | | | 0.4 | | |
7,051 | | | Group 1 Automotive, Inc. | | | | | 924,668 | | | | | | 0.4 | | |
24,725 | | | La-Z-Boy, Inc. | | | | | 985,044 | | | | | | 0.4 | | |
7,441 | | | LCI Industries | | | | | 964,949 | | | | | | 0.4 | | |
14,082 (1) | | | Meritage Homes Corp. | | | | | 1,166,271 | | | | | | 0.5 | | |
4,954 (1) | | | Stamps.com, Inc. | | | | | 971,925 | | | | | | 0.4 | | |
16,991 (1) | | | YETI Holdings, Inc. | | | | | 1,163,374 | | | | | | 0.5 | | |
762,716 (2)(3) | | | Other Securities | | | | | 24,920,632 | | | | | | 10.6 | | |
| | | | | | | | 34,265,334 | | | | | | 14.5 | | |
| | | Consumer Staples: 3.0% | | ||||||||||||
214,411 (2)(3) | | | Other Securities | | | | | 7,088,487 | | | | | | 3.0 | | |
| | | | | ||||||||||||
| | | Energy: 3.1% | | ||||||||||||
944,392 (2)(3) | | | Other Securities | | | | | 7,360,420 | | | | | | 3.1 | | |
| | | | | ||||||||||||
| | | Financials: 16.7% | | ||||||||||||
23,657 | | | Banner Corp. | | | | | 1,102,180 | | | | | | 0.5 | | |
53,241 | | | CVB Financial Corp. | | | | | 1,038,199 | | | | | | 0.4 | | |
31,769 | | | Flagstar Bancorp, Inc. | | | | | 1,294,904 | | | | | | 0.5 | | |
4,983 | | | Kinsale Capital Group, Inc. | | | | | 997,248 | | | | | | 0.4 | | |
51,408 | | | OFG Bancorp | | | | | 953,104 | | | | | | 0.4 | | |
57,849 | | | United Community Banks, Inc./GA | | | | | 1,645,226 | | | | | | 0.7 | | |
19,544 | | | Westamerica Bancorp. | | | | | 1,080,588 | | | | | | 0.5 | | |
1,669,189 (2)(3) | | | Other Securities | | | | | 31,427,626 | | | | | | 13.3 | | |
| | | | | | | | 39,539,075 | | | | | | 16.7 | | |
| | | Health Care: 11.9% | | ||||||||||||
15,132 (1) | | | AMN Healthcare Services, Inc. | | | | | 1,032,759 | | | | | | 0.4 | | |
11,410 | | | Conmed Corp. | | | | | 1,277,920 | | | | | | 0.5 | | |
17,706 | | | Ensign Group, Inc. | | | | | 1,291,122 | | | | | | 0.6 | | |
29,864 (1) | | | NeoGenomics, Inc. | | | | | 1,607,878 | | | | | | 0.7 | | |
13,957 (1) | | | Omnicell, Inc. | | | | | 1,675,119 | | | | | | 0.7 | | |
855,352 (2)(3) | | | Other Securities | | | | | 21,229,922 | | | | | | 9.0 | | |
| | | | | | | | 28,114,720 | | | | | | 11.9 | | |
| | | Industrials: 17.9% | | ||||||||||||
17,324 | | | Applied Industrial Technologies, Inc. | | | | | 1,351,099 | | | | | | 0.6 | | |
19,868 | | | Barnes Group, Inc. | | | | | 1,007,109 | | | | | | 0.4 | | |
23,328 | | | Boise Cascade Co. | | | | | 1,115,078 | | | | | | 0.5 | | |
20,232 | | | Brady Corp. | | | | | 1,068,654 | | | | | | 0.5 | | |
15,081 | | | Exponent, Inc. | | | | | 1,357,742 | | | | | | 0.6 | | |
13,411 (1) | | | Gibraltar Industries, Inc. | | | | | 964,787 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
35,543 | | | Hillenbrand, Inc. | | | | $ | 1,414,611 | | | | | | 0.6 | | |
29,256 | | | Korn Ferry | | | | | 1,272,636 | | | | | | 0.5 | | |
9,523 (1) | | | Saia, Inc. | | | | | 1,721,758 | | | | | | 0.7 | | |
25,304 | | | Skywest, Inc. | | | | | 1,020,004 | | | | | | 0.4 | | |
24,368 (1) | | | SPX Corp. | | | | | 1,329,031 | | | | | | 0.6 | | |
8,314 (1) | | | SPX FLOW, Inc. | | | | | 481,880 | | | | | | 0.2 | | |
21,383 | | | UFP Industries, Inc. | | | | | 1,187,826 | | | | | | 0.5 | | |
6,507 | | | Unifirst Corp. | | | | | 1,377,467 | | | | | | 0.6 | | |
7,728 | | | Watts Water Technologies, Inc. | | | | | 940,498 | | | | | | 0.4 | | |
749,197 (3) | | | Other Securities | | | | | 24,580,757 | | | | | | 10.4 | | |
| | | | | | | | 42,190,937 | | | | | | 17.9 | | |
| | | Information Technology: 14.6% | | ||||||||||||
12,631 (1) | | | Advanced Energy Industries, Inc. | | | | | 1,224,828 | | | | | | 0.5 | | |
22,658 | | | Brooks Automation, Inc. | | | | | 1,537,345 | | | | | | 0.7 | | |
18,607 (1) | | | Diodes, Inc. | | | | | 1,311,794 | | | | | | 0.6 | | |
25,649 (1) | | | Formfactor, Inc. | | | | | 1,103,420 | | | | | | 0.5 | | |
16,712 (1) | | | Insight Enterprises, Inc. | | | | | 1,271,616 | | | | | | 0.5 | | |
32,074 | | | Kulicke & Soffa Industries, Inc. | | | | | 1,020,274 | | | | | | 0.4 | | |
15,936 (1) | | | LivePerson, Inc. | | | | | 991,697 | | | | | | 0.4 | | |
25,494 (1) | | | Onto Innovation, Inc. | | | | | 1,212,240 | | | | | | 0.5 | | |
22,610 | | | Progress Software Corp. | | | | | 1,021,746 | | | | | | 0.4 | | |
10,252 (1) | | | SPS Commerce, Inc. | | | | | 1,113,265 | | | | | | 0.5 | | |
899,656 (2)(3) | | | Other Securities | | | | | 22,552,457 | | | | | | 9.6 | | |
| | | | | | | | 34,360,682 | | | | | | 14.6 | | |
| | | Materials: 5.2% | | ||||||||||||
34,014 (1) | | | Arconic Corp. | | | | | 1,013,617 | | | | | | 0.4 | | |
9,786 | | | Stepan Co. | | | | | 1,167,666 | | | | | | 0.5 | | |
423,922 (2)(3) | | | Other Securities | | | | | 10,106,405 | | | | | | 4.3 | | |
| | | | | | | | 12,287,688 | | | | | | 5.2 | | |
| | | Real Estate: 7.4% | | ||||||||||||
48,498 | | | CareTrust REIT, Inc. | | | | | 1,075,685 | | | | | | 0.5 | | |
958,470 (2)(3) | | | Other Securities | | | | | 16,284,169 | | | | | | 6.9 | | |
| | | | | | | | 17,359,854 | | | | | | 7.4 | | |
| | | Utilities: 1.4% | | ||||||||||||
75,817 (2) | | | Other Securities | | | | | 3,322,623 | | | | | | 1.4 | | |
| | | Total Common Stock (Cost $192,891,324) | | | | | 232,961,214 | | | | | | 98.7 | | |
RIGHTS: — % | | |||||||||||||||
| | | Health Care: —% | | ||||||||||||
7,651 (1)(4)(5) | | | Aduro Biotech, Inc. -CVR | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
WARRANTS: 0.0% | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
1,219 (3)(6) | | | Other Securities | | | | | 4,559 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $37,789) | | | | | 4,559 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $192,929,113) | | | | | 232,965,773 | | | | | | 98.7 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 3.8% | | |||||||||||||||
| | | Repurchase Agreements: 2.5% | | ||||||||||||
1,250,325 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,250,335, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,275,331, due 01/25/21-10/15/62) | | | | $ | 1,250,325 | | | | | | 0.5 | | |
1,389,600 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,389,620, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,417,414, due 01/31/21-05/15/49) | | | | | 1,389,600 | | | | | | 0.6 | | |
1,367,313 (7) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,367,323, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,394,659, due 09/15/21-01/01/51) | | | | | 1,367,313 | | | | | | 0.6 | | |
500,031 (7) | | | Morgan Stanley, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $500,035, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $510,032, due 02/04/21-12/20/50) | | | | | 500,031 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,367,313 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,367,325, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,394,659, due 01/05/21-12/20/50) | | | | $ | 1,367,313 | | | | | | 0.6 | | |
| | | Total Repurchase Agreements (Cost $5,874,582) | | | | | 5,874,582 | | | | | | 2.5 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.3% | | ||||||||||||
| | | 3,180,009 | (8) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $3,180,009) | | | | | 3,180,009 | | | | | | 1.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $9,054,591) | | | | | 9,054,591 | | | | | | 3.8 | | |
| | | | | | | Total Investments in Securities (Cost $201,983,704) | | | | $ | 242,020,364 | | | | | | 102.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (5,901,346) | | | | | | (2.5) | | |
| | | | | | | Net Assets | | | | $ | 236,119,018 | | | | | | 100.0 | | |
Voya Index Plus SmallCap Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 232,961,214 | | | | | $ | — | | | | | $ | — | | | | | $ | 232,961,214 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | — | | | | | | — | | | | | | 4,559 | | | | | | 4,559 | | |
Short-Term Investments | | | | | 3,180,009 | | | | | | 5,874,582 | | | | | | — | | | | | | 9,054,591 | | |
Total Investments, at fair value | | | | $ | 236,141,223 | | | | | $ | 5,874,582 | | | | | $ | 4,559 | | | | | $ | 242,020,364 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 32,339 | | | | | | — | | | | | | — | | | | | | 32,339 | | |
Total Assets | | | | $ | 236,173,562 | | | | | $ | 5,874,582 | | | | | $ | 4,559 | | | | | $ | 242,052,703 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. -CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 35 | | | | | | 03/19/21 | | | | | $ | 3,455,900 | | | | | $ | 32,339 | | |
| | | | | | | | | | | | | | | | $ | 3,455,900 | | | | | $ | 32,339 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 32,339 | | |
Total Asset Derivatives | | | | | | | $ | 32,339 | | |
Voya Index Plus SmallCap Portfolio | as of December 31, 2020 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 511,264 | | |
Total | | | | $ | 511,264 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (21,990) | | |
Total | | | | $ | (21,990) | | |
| Gross Unrealized Appreciation | | | | $ | 51,619,227 | | |
| Gross Unrealized Depreciation | | | | | (11,899,902) | | |
| Net Unrealized Appreciation | | | | $ | 39,719,325 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | |
Class ADV | | | NII | | | | $ | 0.2847 | | |
Class I | | | NII | | | | $ | 0.4472 | | |
Class S | | | NII | | | | $ | 0.3709 | | |
All Classes | | | STCG | | | | $ | 0.4099 | | |
All Classes | | | LTCG | | | | $ | 2.1053 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.2494 | | |
Class S | | | NII | | | | $ | 0.1995 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.2062 | | |
Class S | | | NII | | | | $ | 0.1524 | | |
All Classes | | | LTCG | | | | $ | 0.2173 | | |
| Voya Index Plus LargeCap Portfolio | | | | | 65.35% | | |
| Voya Index Plus MidCap Portfolio | | | | | 100.00% | | |
�� | Voya Index Plus SmallCap Portfolio | | | | | 100.00% | | |
| Voya Index Plus LargeCap Portfolio | | | | $ | 60,265,903 | | |
| Voya Index Plus SmallCap Portfolio | | | | $ | 2,533,848 | | |
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: 60 | | | Director Chairperson | | | May 2013 – Present January 2020 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 133 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | May 2013 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 133 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | 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). | | | 133 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (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: 70 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 133 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 133 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 133 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | October 2015 – Present | | | Retired. | | | 133 | | | 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: 47 | | | 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). | | | 133 | | | 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: 52 | | | 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: 47 | | | 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). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | | | Executive Vice President Chief Investment Risk Officer | | | March 2020 – Present March 2020 – Present | | | Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present); Formerly, Consultant, DA Capital LLC (January 2016 – March 2017); Managing Director, Enterprise Risk, American International Group (AIG) (September 2014 – March 2015). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 62 | | | 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: 54 | | | 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:53 | | | 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: 56 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Senior Vice President | | | September 2020 – 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). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 ¡ Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present) and Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
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 | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | 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: 62 | | | 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: 61 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | 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: 44 | | | 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: 44 | | | 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: 51 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | | | 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). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Secretary | | | September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President, Counsel II, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – 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
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| ■ Voya Emerging Markets Index Portfolio | | | ■ Voya Russell™ Mid Cap Growth Index Portfolio | |
| ■ Voya International Index Portfolio | | | ■ Voya Russell™ Mid Cap Index Portfolio | |
| ■ Voya Russell™ Large Cap Growth Index Portfolio | | | ■ Voya Russell™ Small Cap Index Portfolio | |
| ■ Voya Russell™ Large Cap Index Portfolio | | | ■ Voya U.S. Bond Index Portfolio | |
| ■ Voya Russell™ Large Cap Value Index Portfolio | | |
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. 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. | | |
| | | | | 1 | | | |
| | | | | 3 | | | |
| | | | | 22 | | | |
| | | | | 24 | | | |
| | | | | 25 | | | |
| | | | | 31 | | | |
| | | | | 34 | | | |
| | | | | 39 | | | |
| | | | | 46 | | | |
| | | | | 67 | | | |
| | | | | 115 | | | |
| | | | | 117 | | | |
| | | | | 121 | | |
President
Voya Family of Funds
January 22, 2021
| | 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. | | |
| | 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. | | |
| | 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. | | |
Portfolio Managers’ Report | Voya Emerging Markets Index Portfolio |
| Geographic Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 38.0% | |
| South Korea | | | 13.2% | |
| Taiwan | | | 12.4% | |
| India | | | 9.1% | |
| Brazil | | | 4.9% | |
| South Africa | | | 3.3% | |
| Russia | | | 2.8% | |
| Saudi Arabia | | | 2.4% | |
| Thailand | | | 1.8% | |
| Mexico | | | 1.8% | |
| Countries between 0.0% – 1.5%^ | | | 7.7% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 19 countries, which each represents 0.0% – 1.5% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020* (as a percentage of net assets) | | |||
| | | | | |
| Taiwan Semiconductor Manufacturing Co., Ltd. | | | 5.8% | |
| Alibaba Group Holding Ltd. ADR | | | 5.5% | |
| Tencent Holdings Ltd. | | | 5.1% | |
| Samsung Electronics Co., Ltd. | | | 4.4% | |
| Meituan Class B | | | 1.7% | |
| Naspers Ltd. | | | 1.1% | |
| Reliance Industries Ltd. | | | 1.0% | |
| JD.com, Inc. ADR | | | 0.9% | |
| China Construction Bank - H Shares | | | 0.9% | |
| Ping An Insurance Group Co. of China Ltd. - H Shares | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Emerging Markets Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 year | | | Since Inception of Classes I and S December 19, 2011 | | | |||||||||
| | Class I | | | | | 17.58% | | | | | | 12.17% | | | | | | 5.60% | | | |
| | Class P2(1) | | | | | 17.95% | | | | | | 12.50% | | | | | | 5.77% | | | |
| | Class S | | | | | 17.27% | | | | | | 12.00% | | | | | | 5.41% | | | |
| | MSCI EM IndexSM | | | | | 18.31% | | | | | | 12.81% | | | | | | 6.76% | | | |
| | | | |
Portfolio Managers’ Report | Voya International Index Portfolio |
| Geographic Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 25.0% | |
| United Kingdom | | | 12.7% | |
| France | | | 10.2% | |
| Switzerland | | | 9.9% | |
| Germany | | | 9.2% | |
| Australia | | | 7.1% | |
| Netherlands | | | 5.3% | |
| Sweden | | | 3.1% | |
| Hong Kong | | | 2.9% | |
| Denmark | | | 2.5% | |
| Countries between 0.0% – 2.4%^ | | | 10.6% | |
| Assets in Excess of Other Liabilities* | | | 1.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 16 countries, which each represents 0.0% – 2.4% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Nestle SA | | | 2.1% | |
| Roche Holding AG | | | 1.5% | |
| Novartis AG | | | 1.3% | |
| ASML Holding NV | | | 1.3% | |
| LVMH Moet Hennessy Louis Vuitton SE | | | 1.1% | |
| Toyota Motor Corp. | | | 1.0% | |
| AIA Group Ltd. | | | 0.9% | |
| SAP SE | | | 0.8% | |
| AstraZeneca PLC | | | 0.8% | |
| Sony Corp. | | | 0.8% | |
| Portfolio holdings are subject to change daily. | |
Voya International Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 7.28% | | | | | | 6.78% | | | | 4.81% | | |
| | Class I | | | | | 7.90% | | | | | | 7.32% | | | | 5.33% | | |
| | Class P2(1) | | | | | 8.13% | | | | | | 7.54% | | | | 5.44% | | |
| | Class S | | | | | 7.62% | | | | | | 7.03% | | | | 5.06% | | |
| | Class S2 | | | | | 7.40% | | | | | | 6.87% | | | | 4.89% | | |
| | MSCI EAFE® Index | | | | | 7.82% | | | | | | 7.45% | | | | 5.51% | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 46.4% | |
| Consumer Discretionary | | | 18.1% | |
| Communication Services | | | 12.0% | |
| Health Care | | | 11.7% | |
| Consumer Staples | | | 4.8% | |
| Industrials | | | 3.0% | |
| Real Estate | | | 1.7% | |
| Financials | | | 1.5% | |
| Materials | | | 0.5% | |
| Exchange-Traded Funds | | | 0.3% | |
| Liabilities in Excess of Other Assets* | | | —% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 14.2% | |
| Microsoft Corp. | | | 11.1% | |
| Amazon.com, Inc. | | | 9.2% | |
| Facebook, Inc. - Class A | | | 4.4% | |
| Tesla, Inc. | | | 3.5% | |
| Alphabet, Inc. - Class A | | | 2.7% | |
| Alphabet, Inc. - Class C | | | 2.6% | |
| Visa, Inc. - Class A | | | 2.5% | |
| Mastercard, Inc. - Class A | | | 2.1% | |
| Nvidia Corp. | | | 2.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Growth Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 37.80% | | | | | | 20.54% | | | | | | — | | | | | | 18.85% | | | |
| | Class I | | | | | 38.47% | | | | | | 21.11% | | | | | | 17.45% | | | | | | — | | | |
| | Class S | | | | | 38.13% | | | | | | 20.81% | | | | | | 17.15% | | | | | | — | | | |
| | Russell Top 200® Growth Index | | | | | 39.34% | | | | | | 21.70% | | | | | | 18.01% | | | | | | 19.99% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Index Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 30.4% | |
| Health Care | | | 13.6% | |
| Consumer Discretionary | | | 12.5% | |
| Communication Services | | | 12.1% | |
| Financials | | | 10.1% | |
| Consumer Staples | | | 6.8% | |
| Industrials | | | 6.5% | |
| Energy | | | 2.0% | |
| Utilities | | | 1.7% | |
| Materials | | | 1.7% | |
| Real Estate | | | 1.5% | |
| Exchange-Traded Funds | | | 0.8% | |
| 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, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 8.1% | |
| Microsoft Corp. | | | 6.3% | |
| Amazon.com, Inc. | | | 5.2% | |
| Facebook, Inc. - Class A | | | 2.5% | |
| Tesla, Inc. | | | 2.0% | |
| Alphabet, Inc. - Class A | | | 2.0% | |
| Alphabet, Inc. - Class C | | | 1.9% | |
| Berkshire Hathaway, Inc. - Class B | | | 1.6% | |
| Johnson & Johnson | | | 1.6% | |
| JPMorgan Chase & Co. | | | 1.5% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 21.24% | | | | | | 15.44% | | | | 13.67% | | |
| | Class I | | | | | 21.86% | | | | | | 16.01% | | | | 14.26% | | |
| | Class S | | | | | 21.58% | | | | | | 15.73% | | | | 13.95% | | |
| | Class S2 | | | | | 21.37% | | | | | | 15.56% | | | | 13.79% | | |
| | Russell Top 200® Index | | | | | 22.37% | | | | | | 16.42% | | | | 14.63% | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Value Index Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.6% | |
| Health Care | | | 16.2% | |
| Communication Services | | | 12.5% | |
| Industrials | | | 11.4% | |
| Consumer Staples | | | 9.5% | |
| Information Technology | | | 9.3% | |
| Consumer Discretionary | | | 5.1% | |
| Energy | | | 4.6% | |
| Utilities | | | 4.1% | |
| Materials | | | 3.4% | |
| Real Estate | | | 1.4% | |
| Exchange-Traded Funds | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Berkshire Hathaway, Inc. - Class B | | | 3.9% | |
| JPMorgan Chase & Co. | | | 3.4% | |
| Johnson & Johnson | | | 3.2% | |
| Walt Disney Co. | | | 2.9% | |
| Verizon Communications, Inc. | | | 2.2% | |
| Comcast Corp. - Class A | | | 2.1% | |
| Bank of America Corp. | | | 2.1% | |
| AT&T, Inc. | | | 1.8% | |
| Pfizer, Inc. | | | 1.8% | |
| Intel Corp. | | | 1.8% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Value Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 1.00% | | | | | | 8.86% | | | | | | — | | | | | | 7.29% | | | |
| | Class I | | | | | 1.48% | | | | | | 9.38% | | | | | | 10.13% | | | | | | — | | | |
| | Class S | | | | | 1.20% | | | | | | 9.10% | | | | | | 9.85% | | | | | | — | | | |
| | Russell Top 200® Value Index | | | | | 1.64% | | | | | | 9.76% | | | | | | 10.51% | | | | | | 8.18% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Growth Index Portfolio |
Voya Russell™ Mid Cap Growth Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class I | | | | | 34.83% | | | | | | 18.16% | | | | 14.62% | | |
| | Class S | | | | | 34.52% | | | | | | 17.86% | | | | 14.34% | | |
| | Class S2 | | | | | 34.31% | | | | | | 17.69% | | | | 14.17% | | |
| | Russell Midcap® Growth Index | | | | | 35.59% | | | | | | 18.66% | | | | 15.04% | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Index Portfolio |
Voya Russell™ Mid Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 16.01% | | | | | | 12.38% | | | | 11.44% | | |
| | Class I | | | | | 16.67% | | | | | | 12.96% | | | | 12.00% | | |
| | Class P2(1) | | | | | 16.91% | | | | | | 13.17% | | | | 12.10% | | |
| | Class S | | | | | 16.32% | | | | | | 12.68% | | | | 11.72% | | |
| | Class S2 | | | | | 16.11% | | | | | | 12.50% | | | | 11.55% | | |
| | Russell Midcap® Index | | | | | 17.10% | | | | | | 13.40% | | | | 12.41% | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Small Cap Index Portfolio |
Voya Russell™ Small Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 18.93% | | | | | | 12.38% | | | | 10.48% | | |
| | Class I | | | | | 19.56% | | | | | | 12.94% | | | | 11.03% | | |
| | Class P2(1) | | | | | 19.49% | | | | | | 13.12% | | | | 11.12% | | |
| | Class S | | | | | 19.34% | | | | | | 12.67% | | | | 10.76% | | |
| | Class S2 | | | | | 19.03% | | | | | | 12.49% | | | | 10.59% | | |
| | Russell 2000® Index | | | | | 19.96% | | | | | | 13.26% | | | | 11.20% | | |
| | | | |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
Voya U.S. Bond Index Portfolio | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | |||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | ||||||
| | Class ADV | | | | | 6.69% | | | | | | 3.57% | | | | 2.95% | | |
| | Class I | | | | | 7.20% | | | | | | 4.09% | | | | 3.46% | | |
| | Class P2(1) | | | | | 7.47% | | | | | | 4.28% | | | | 3.55% | | |
| | Class S | | | | | 7.05% | | | | | | 3.84% | | | | 3.21% | | |
| | Class S2 | | | | | 6.79% | | | | | | 3.69% | | | | 3.06% | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 7.51% | | | | | | 4.44% | | | | 3.84% | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,301.30 | | | | | | 0.53% | | | | | $ | 3.07 | | | | | $ | 1,000.00 | | | | | $ | 1,022.47 | | | | | | 0.53% | | | | | $ | 2.69 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,302.40 | | | | | | 0.15 | | | | | | 0.87 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.15 | | | | | | 0.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,299.10 | | | | | | 0.78 | | | | | | 4.51 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.78 | | | | | | 3.96 | | |
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,206.70 | | | | | | 0.95% | | | | | $ | 5.27 | | | | | $ | 1,000.00 | | | | | $ | 1,020.36 | | | | | | 0.95% | | | | | $ | 4.82 | | |
Class I | | | | | 1,000.00 | | | | | | 1,210.70 | | | | | | 0.46 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.82 | | | | | | 0.46 | | | | | | 2.34 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,211.90 | | | | | | 0.16 | | | | | | 0.89 | | | | | | 1,000.00 | | | | | | 1,024.33 | | | | | | 0.16 | | | | | | 0.81 | | |
Class S | | | | | 1,000.00 | | | | | | 1,208.60 | | | | | | 0.71 | | | | | | 3.94 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.71 | | | | | | 3.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,207.50 | | | | | | 0.86 | | | | | | 4.77 | | | | | | 1,000.00 | | | | | | 1,020.81 | | | | | | 0.86 | | | | | | 4.37 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,246.40 | | | | | | 0.93% | | | | | $ | 5.25 | | | | | $ | 1,000.00 | | | | | $ | 1,020.46 | | | | | | 0.93% | | | | | $ | 4.72 | | |
Class I | | | | | 1,000.00 | | | | | | 1,249.40 | | | | | | 0.43 | | | | | | 2.43 | | | | | | 1,000.00 | | | | | | 1,022.97 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,247.70 | | | | | | 0.68 | | | | | | 3.84 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.68 | | | | | | 3.46 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,224.70 | | | | | | 0.86% | | | | | $ | 4.81 | | | | | $ | 1,000.00 | | | | | $ | 1,020.81 | | | | | | 0.86% | | | | | $ | 4.37 | | |
Class I | | | | | 1,000.00 | | | | | | 1,227.70 | | | | | | 0.36 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,023.33 | | | | | | 0.36 | | | | | | 1.83 | | |
Class S | | | | | 1,000.00 | | | | | | 1,226.00 | | | | | | 0.61 | | | | | | 3.41 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.61 | | | | | | 3.10 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,224.80 | | | | | | 0.76 | | | | | | 4.25 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.76 | | | | | | 3.86 | | |
Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,196.50 | | | | | | 0.85% | | | | | $ | 4.69 | | | | | $ | 1,000.00 | | | | | $ | 1,020.86 | | | | | | 0.85% | | | | | $ | 4.32 | | |
Class I | | | | | 1,000.00 | | | | | | 1,199.00 | | | | | | 0.35 | | | | | | 1.93 | | | | | | 1,000.00 | | | | | | 1,023.38 | | | | | | 0.35 | | | | | | 1.78 | | |
Class S | | | | | 1,000.00 | | | | | | 1,197.50 | | | | | | 0.60 | | | | | | 3.31 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.60 | | | | | | 3.05 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,299.10 | | | | | | 0.40% | | | | | $ | 2.31 | | | | | $ | 1,000.00 | | | | | $ | 1,023.13 | | | | | | 0.40% | | | | | $ | 2.03 | | |
Class S | | | | | 1,000.00 | | | | | | 1,297.80 | | | | | | 0.65 | | | | | | 3.75 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.65 | | | | | | 3.30 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,296.70 | | | | | | 0.80 | | | | | | 4.62 | | | | | | 1,000.00 | | | | | | 1,021.11 | | | | | | 0.80 | | | | | | 4.06 | | |
Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,282.10 | | | | | | 0.90% | | | | | $ | 5.16 | | | | | $ | 1,000.00 | | | | | $ | 1,020.61 | | | | | | 0.90% | | | | | $ | 4.57 | | |
Class I | | | | | 1,000.00 | | | | | | 1,286.70 | | | | | | 0.40 | | | | | | 2.30 | | | | | | 1,000.00 | | | | | | 1,023.13 | | | | | | 0.40 | | | | | | 2.03 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,288.20 | | | | | | 0.15 | | | | | | 0.86 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.15 | | | | | | 0.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,285.30 | | | | | | 0.65 | | | | | | 3.73 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.65 | | | | | | 3.30 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,283.00 | | | | | | 0.80 | | | | | | 4.59 | | | | | | 1,000.00 | | | | | | 1,021.11 | | | | | | 0.80 | | | | | | 4.06 | | |
Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,371.90 | | | | | | 0.95% | | | | | $ | 5.66 | | | | | $ | 1,000.00 | | | | | $ | 1,020.36 | | | | | | 0.95% | | | | | $ | 4.82 | | |
Class I | | | | | 1,000.00 | | | | | | 1,376.70 | | | | | | 0.45 | | | | | | 2.69 | | | | | | 1,000.00 | | | | | | 1,022.87 | | | | | | 0.45 | | | | | | 2.29 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,376.20 | | | | | | 0.15 | | | | | | 0.90 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.15 | | | | | | 0.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,375.30 | | | | | | 0.70 | | | | | | 4.18 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.70 | | | | | | 3.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,372.50 | | | | | | 0.85 | | | | | | 5.07 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,008.20 | | | | | | 0.88% | | | | | $ | 4.44 | | | | | $ | 1,000.00 | | | | | $ | 1,020.71 | | | | | | 0.88% | | | | | $ | 4.47 | | |
Class I | | | | | 1,000.00 | | | | | | 1,010.80 | | | | | | 0.38 | | | | | | 1.92 | | | | | | 1,000.00 | | | | | | 1,023.23 | | | | | | 0.38 | | | | | | 1.93 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,012.10 | | | | | | 0.15 | | | | | | 0.76 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.15 | | | | | | 0.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,010.40 | | | | | | 0.63 | | | | | | 3.18 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.63 | | | | | | 3.20 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,008.70 | | | | | | 0.78 | | | | | | 3.94 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.78 | | | | | | 3.96 | | |
February 18, 2021
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 775,229,047 | | | | | $ | 2,273,919,348 | | | | | $ | 1,467,330,437 | | | | | $ | 1,158,498,994 | | |
Short-term investments at fair value† | | | | | 14,053,587 | | | | | | 63,311,763 | | | | | | 3,871,388 | | | | | | 12,324,472 | | |
Cash | | | | | 1,781,559 | | | | | | — | | | | | | 1,153,697 | | | | | | 1,004,916 | | |
Cash collateral for futures contracts | | | | | 792,493 | | | | | | 727,199 | | | | | | 280,394 | | | | | | 915,674 | | |
Foreign currencies at value‡ | | | | | 1,288,906 | | | | | | 1,634,793 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 861,060 | | | | | | 683,803 | | | | | | — | | |
Fund shares sold | | | | | 9,299,979 | | | | | | 23,816,755 | | | | | | 682,816 | | | | | | 63,307 | | |
Dividends | | | | | 1,297,512 | | | | | | 1,945,724 | | | | | | 493,726 | | | | | | 682,220 | | |
Interest | | | | | — | | | | | | — | | | | | | 524 | | | | | | 94 | | |
Foreign tax reclaims | | | | | 22,179 | | | | | | 6,038,228 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 2,522 | | | | | | 9,433 | | | | | | 4,826 | | | | | | 4,214 | | |
Reimbursement due from Investment Adviser | | | | | 147,967 | | | | | | 439,210 | | | | | | 21,368 | | | | | | 74,384 | | |
Other assets | | | | | 18,122 | | | | | | 76,316 | | | | | | 23,438 | | | | | | 84,177 | | |
Total assets | | | | | 803,933,873 | | | | | | 2,372,779,829 | | | | | | 1,474,546,417 | | | | | | 1,173,652,452 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | — | | | | | | — | | | | | | 9,593,561 | | |
Payable for fund shares redeemed | | | | | 144,262 | | | | | | 335,682 | | | | | | 5,632,311 | | | | | | 1,123,489 | | |
Payable upon receipt of securities loaned | | | | | 6,331,582 | | | | | | 56,297,742 | | | | | | 1,185,354 | | | | | | 595,429 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 780 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 246,163 | | | | | | 854,502 | | | | | | 464,226 | | | | | | 336,146 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | 223,666 | | | | | | 182,343 | | | | | | 168,681 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 3,734,698 | | | | | | — | | | | | | — | | |
Payable for directors fees | | | | | 2,948 | | | | | | 10,883 | | | | | | 6,186 | | | | | | 5,083 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 18,122 | | | | | | 76,316 | | | | | | 23,438 | | | | | | 84,177 | | |
Payable for foreign capital gains tax | | | | | 1,039,036 | | | | | | — | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | 793,727 | | | | | | 1,091,684 | | | | | | 339,062 | | | | | | 379,943 | | |
Total liabilities | | | | | 8,576,620 | | | | | | 62,625,173 | | | | | | 7,832,920 | | | | | | 12,286,509 | | |
NET ASSETS | | | | $ | 795,357,253 | | | | | $ | 2,310,154,656 | | | | | $ | 1,466,713,497 | | | | | $ | 1,161,365,943 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 650,697,461 | | | | | $ | 1,865,402,345 | | | | | $ | 518,953,241 | | | | | $ | 256,436,146 | | |
Total distributable earnings | | | | | 144,659,792 | | | | | | 444,752,311 | | | | | | 947,760,256 | | | | | | 904,929,797 | | |
NET ASSETS | | | | $ | 795,357,253 | | | | | $ | 2,310,154,656 | | | | | $ | 1,466,713,497 | | | | | $ | 1,161,365,943 | | |
+ Including securities loaned at value | | | | $ | 5,974,174 | | | | | $ | 52,712,769 | | | | | $ | 1,160,481 | | | | | $ | 582,305 | | |
* Cost of investments in securities | | | | $ | 615,266,768 | | | | | $ | 1,674,261,055 | | | | | $ | 532,165,509 | | | | | $ | 314,126,916 | | |
† Cost of short-term investments | | | | $ | 14,053,587 | | | | | $ | 63,311,763 | | | | | $ | 3,871,388 | | | | | $ | 12,324,472 | | |
‡ Cost of foreign currencies | | | | $ | 1,268,712 | | | | | $ | 1,599,697 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 508,888,328 | | | | | $ | 7,814 | | | | | $ | 105,733,081 | | |
Shares authorized | | | | | n/a | | | | | | 250,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 46,846,052 | | | | | | 140 | | | | | | 3,788,466 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.86 | | | | | $ | 55.65 | | | | | $ | 27.91 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 250,721,445 | | | | | $ | 580,413,069 | | | | | $ | 590,680,878 | | | | | $ | 457,743,473 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 400,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,148,915 | | | | | | 52,354,222 | | | | | | 10,501,887 | | | | | | 16,018,094 | | |
Net asset value and redemption price per share | | | | $ | 13.81 | | | | | $ | 11.09 | | | | | $ | 56.25 | | | | | $ | 28.58 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 544,631,639 | | | | | $ | 1,143,697,121 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | 300,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 38,798,197 | | | | | | 102,012,643 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.04 | | | | | $ | 11.21 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,169 | | | | | $ | 75,947,631 | | | | | $ | 876,024,805 | | | | | $ | 596,782,862 | | |
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 | | | | | 300 | | | | | | 6,898,526 | | | | | | 15,696,321 | | | | | | 21,034,829 | | |
Net asset value and redemption price per share | | | | $ | 13.90 | | | | | $ | 11.01 | | | | | $ | 55.81 | | | | | $ | 28.37 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,208,507 | | | | | | n/a | | | | | $ | 1,106,527 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 109,869 | | | | | | n/a | | | | | | 37,813 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.00 | | | | | | n/a | | | | | $ | 29.26 | | |
| | | 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+* | | | | $ | 857,401,513 | | | | | $ | 693,570,299 | | | | | $ | 1,392,586,318 | | | | | $ | 1,066,231,601 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | 1,092,572 | | | | | | — | | |
Short-term investments at fair value† | | | | | 1,505,322 | | | | | | 16,505,392 | | | | | | 102,658,476 | | | | | | 277,597,921 | | |
Cash | | | | | 584,769 | | | | | | 631,831 | | | | | | 1,484,719 | | | | | | 888,853 | | |
Cash collateral for futures contracts | | | | | 171,220 | | | | | | 111,280 | | | | | | 236,470 | | | | | | 1,259,677 | | |
Foreign currencies at value‡ | | | | | — | | | | | | — | | | | | | — | | | | | | 266 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 280,111 | | | | | | 746,463 | | | | | | 1,323,780 | | | | | | 121,730 | | |
Fund shares sold | | | | | 5,187,570 | | | | | | 25,317 | | | | | | 4,747,325 | | | | | | 7,237,223 | | |
Dividends | | | | | 806,465 | | | | | | 247,828 | | | | | | 1,570,561 | | | | | | 936,695 | | |
Interest | | | | | 162 | | | | | | 78 | | | | | | 156 | | | | | | — | | |
Foreign tax reclaims | | | | | 920 | | | | | | — | | | | | | — | | | | | | 1,969 | | |
Prepaid expenses | | | | | 8,840 | | | | | | 2,455 | | | | | | 5,618 | | | | | | 4,054 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 32,073 | | | | | | 184,460 | | | | | | 143,480 | | |
Other assets | | | | | 18,646 | | | | | | 17,714 | | | | | | 69,871 | | | | | | 39,974 | | |
Total assets | | | | | 865,965,538 | | | | | | 711,890,730 | | | | | | 1,505,960,326 | | | | | | 1,354,463,443 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | — | | | | | | 4,427,633 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 39,876 | | | | | | 5,221,353 | | | | | | 2,747,991 | | | | | | 10,089,344 | | |
Payable upon receipt of securities loaned | | | | | 94,314 | | | | | | 15,794,389 | | | | | | 101,983,461 | | | | | | 259,895,869 | | |
Payable for investment management fees | | | | | 223,136 | | | | | | 230,817 | | | | | | 480,576 | | | | | | 387,995 | | |
Payable for distribution and shareholder service fees | | | | | 162,309 | | | | | | 139,781 | | | | | | 134,659 | | | | | | 140,204 | | |
Payable for directors fees | | | | | 4,115 | | | | | | 2,950 | | | | | | 6,335 | | | | | | 4,077 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 18,646 | | | | | | 17,714 | | | | | | 69,871 | | | | | | 39,974 | | |
Other accrued expenses and liabilities | | | | | 121,238 | | | | | | 188,319 | | | | | | 612,784 | | | | | | 275,738 | | |
Total liabilities | | | | | 663,634 | | | | | | 21,595,323 | | | | | | 110,463,310 | | | | | | 270,833,201 | | |
NET ASSETS | | | | $ | 865,301,904 | | | | | $ | 690,295,407 | | | | | $ | 1,395,497,016 | | | | | $ | 1,083,630,242 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 739,797,606 | | | | | $ | 362,081,060 | | | | | $ | 482,049,660 | | | | | $ | 652,598,676 | | |
Total distributable earnings | | | | | 125,504,298 | | | | | | 328,214,347 | | | | | | 913,447,356 | | | | | | 431,031,566 | | |
NET ASSETS | | | | $ | 865,301,904 | | | | | $ | 690,295,407 | | | | | $ | 1,395,497,016 | | | | | $ | 1,083,630,242 | | |
+ Including securities loaned at value | | | | $ | 91,750 | | | | | $ | 15,469,508 | | | | | $ | 99,712,454 | | | | | $ | 253,429,344 | | |
* Cost of investments in securities | | | | $ | 693,421,753 | | | | | $ | 387,360,732 | | | | | $ | 636,663,852 | | | | | $ | 614,336,624 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | 500,711 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 1,505,322 | | | | | $ | 16,505,392 | | | | | $ | 102,658,476 | | | | | $ | 277,597,921 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 266 | | |
| | | 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 | | | | $ | 4,448 | | | | | | n/a | | | | | $ | 188,952,110 | | | | | $ | 113,939,882 | | |
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 | | | | | 191 | | | | | | n/a | | | | | | 15,003,105 | | | | | | 7,624,409 | | |
Net asset value and redemption price per share | | | | $ | 23.26 | | | | | | n/a | | | | | $ | 12.59 | | | | | $ | 14.94 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 88,234,816 | | | | | $ | 32,555,161 | | | | | $ | 726,725,611 | | | | | $ | 252,529,885 | | |
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 | | | | | 3,755,265 | | | | | | 724,225 | | | | | | 54,897,737 | | | | | | 16,220,702 | | |
Net asset value and redemption price per share | | | | $ | 23.50 | | | | | $ | 44.95 | | | | | $ | 13.24 | | | | | $ | 15.57 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 226,684,882 | | | | | $ | 289,711,019 | | |
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 | | | | | | 16,907,377 | | | | | | 18,413,211 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 13.41 | | | | | $ | 15.73 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 777,062,640 | | | | | $ | 655,413,058 | | | | | $ | 240,791,531 | | | | | $ | 420,954,548 | | |
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 | | | | | 33,374,086 | | | | | | 14,643,040 | | | | | | 18,498,455 | | | | | | 27,358,724 | | |
Net asset value and redemption price per share | | | | $ | 23.28 | | | | | $ | 44.76 | | | | | $ | 13.02 | | | | | $ | 15.39 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,327,188 | | | | | $ | 12,342,882 | | | | | $ | 6,494,908 | | |
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 | | | | | | 52,112 | | | | | | 968,610 | | | | | | 430,842 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 44.66 | | | | | $ | 12.74 | | | | | $ | 15.07 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
ASSETS: | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,348,067,263 | | |
Short-term investments at fair value† | | | | | 324,064,157 | | |
Cash | | | | | 296,810 | | |
Cash collateral for futures contracts | | | | | 51,166 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 1,200,000 | | |
Receivables: | | | | | | | |
Investment securities sold | | | | | 37,164,415 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 176,202,162 | | |
Fund shares sold | | | | | 36,636,893 | | |
Dividends | | | | | 1,982 | | |
Interest | | | | | 13,577,343 | | |
Variation margin receivable on centrally cleared swaps | | | | | 19,627 | | |
Prepaid expenses | | | | | 14,053 | | |
Reimbursement due from Investment Adviser | | | | | 304,820 | | |
Other assets | | | | | 142,223 | | |
Total assets | | | | | 3,937,742,914 | | |
LIABILITIES: | | | | | | | |
Payable for investment securities purchased | | | | | 46,497,227 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 442,590,279 | | |
Payable for fund shares redeemed | | | | | 1,643,399 | | |
Payable upon receipt of securities loaned | | | | | 15,822,513 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 1,066,000 | | |
Payable for investment management fees | | | | | 1,003,324 | | |
Payable for distribution and shareholder service fees | | | | | 56,881 | | |
Payable for directors fees | | | | | 15,954 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 142,223 | | |
Other accrued expenses and liabilities | | | | | 408,348 | | |
Total liabilities | | | | | 509,246,148 | | |
NET ASSETS | | | | $ | 3,428,496,766 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | |
Paid-in capital | | | | $ | 3,164,099,819 | | |
Total distributable earnings | | | | | 264,396,947 | | |
NET ASSETS | | | | $ | 3,428,496,766 | | |
+ Including securities loaned at value | | | | $ | 15,424,825 | | |
* Cost of investments in securities | | | | $ | 3,138,930,430 | | |
† Cost of short-term investments | | | | $ | 324,061,248 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
Class ADV | | | | | | | |
Net assets | | | | $ | 30,573,344 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,711,969 | | |
Net asset value and redemption price per share | | | | $ | 11.27 | | |
Class I | | | | | | | |
Net assets | | | | $ | 1,811,026,280 | | |
Shares authorized | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 160,000,344 | | |
Net asset value and redemption price per share | | | | $ | 11.32 | | |
Class P2 | | | | | | | |
Net assets | | | | $ | 1,379,656,705 | | |
Shares authorized | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 121,904,442 | | |
Net asset value and redemption price per share | | | | $ | 11.32 | | |
Class S | | | | | | | |
Net assets | | | | $ | 205,870,029 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,239,784 | | |
Net asset value and redemption price per share | | | | $ | 11.29 | | |
Class S2 | | | | | | | |
Net assets | | | | $ | 1,370,408 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 121,366 | | |
Net asset value and redemption price per share | | | | $ | 11.29 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 12,180,674 | | | | | $ | 51,817,423 | | | | | $ | 13,409,924 | | | | | $ | 17,977,573 | | |
Interest | ��� | | | | — | | | | | | — | | | | | | 637 | | | | | | 1,215 | | |
Securities lending income, net | | | | | 65,618 | | | | | | 525,795 | | | | | | 6,365 | | | | | | 14,515 | | |
Total investment income | | | | | 12,246,292 | | | | | | 52,343,218 | | | | | | 13,416,926 | | | | | | 17,993,303 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 3,832,549 | | | | | | 9,741,611 | | | | | | 5,989,430 | | | | | | 3,549,055 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 2,329,183 | | | | | | 32 | | | | | | 425,640 | | |
Class S | | | | | 8 | | | | | | 166,838 | | | | | | 1,866,559 | | | | | | 1,353,564 | | |
Class S2 | | | | | — | | | | | | 4,148 | | | | | | — | | | | | | 4,447 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 86,655 | | | | | | 1 | | | | | | 44,685 | | |
Class I | | | | | 1,173 | | | | | | 109,806 | | | | | | 129,755 | | | | | | 204,214 | | |
Class P2 | | | | | 731 | | | | | | 2,121 | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | 12,414 | | | | | | 197,616 | | | | | | 284,381 | | |
Class S2 | | | | | — | | | | | | 191 | | | | | | — | | | | | | 582 | | |
Shareholder reporting expense | | | | | 23,407 | | | | | | 86,785 | | | | | | 59,603 | | | | | | 51,602 | | |
Professional fees | | | | | 70,751 | | | | | | 115,321 | | | | | | 51,082 | | | | | | 49,674 | | |
Custody and accounting expense | | | | | 546,877 | | | | | | 517,906 | | | | | | 109,585 | | | | | | 100,792 | | |
Directors fees | | | | | 23,585 | | | | | | 87,063 | | | | | | 49,484 | | | | | | 40,669 | | |
Licensing fee (Note 7) | | | | | 176,893 | | | | | | 652,994 | | | | | | 151,957 | | | | | | 129,922 | | |
Miscellaneous expense | | | | | 39,362 | | | | | | 143,141 | | | | | | 33,494 | | | | | | 50,149 | | |
Interest expense | | | | | 4,663 | | | | | | 61,493 | | | | | | 2,330 | | | | | | 1,384 | | |
Total expenses | | | | | 4,719,999 | | | | | | 14,117,670 | | | | | | 8,640,928 | | | | | | 6,290,760 | | |
Waived and reimbursed fees | | | | | (2,825,581) | | | | | | (4,916,070) | | | | | | (1,426,582) | | | | | | (816,593) | | |
Net expenses | | | | | 1,894,418 | | | | | | 9,201,600 | | | | | | 7,214,346 | | | | | | 5,474,167 | | |
Net investment income | | | | | 10,351,874 | | | | | | 43,141,618 | | | | | | 6,202,580 | | | | | | 12,519,136 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes withheld^) | | | | | 9,015,705 | | | | | | (85,764,712) | | | | | | 5,581,093 | | | | | | 48,091,747 | | |
Forward foreign currency contracts | | | | | (44,755) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (339,938) | | | | | | 364,269 | | | | | | — | | | | | | — | | |
Futures | | | | | 4,291,388 | | | | | | (853,772) | | | | | | 1,060,116 | | | | | | 2,535,928 | | |
Net realized gain (loss) | | | | | 12,922,400 | | | | | | (86,254,215) | | | | | | 6,641,209 | | | | | | 50,627,675 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes accrued#) | | | | | 93,363,286 | | | | | | 226,837,461 | | | | | | 398,189,905 | | | | | | 146,322,939 | | |
Forward foreign currency contracts | | | | | (780) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 2,296 | | | | | | 479,427 | | | | | | — | | | | | | — | | |
Futures | | | | | (111,477) | | | | | | (148,092) | | | | | | (138,478) | | | | | | 16,891 | | |
Net change in unrealized appreciation (depreciation) | | | | | 93,253,325 | | | | | | 227,168,796 | | | | | | 398,051,427 | | | | | | 146,339,830 | | |
Net realized and unrealized gain | | | | | 106,175,725 | | | | | | 140,914,581 | | | | | | 404,692,636 | | | | | | 196,967,505 | | |
Increase in net assets resulting from operations | | | | $ | 116,527,599 | | | | | $ | 184,056,199 | | | | | $ | 410,895,216 | | | | | $ | 209,486,641 | | |
* Foreign taxes withheld | | | | $ | 1,594,738 | | | | | $ | 4,872,756 | | | | | $ | — | | | | | $ | — | | |
^ Foreign capital gains taxes withheld | | | | $ | 9,510 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
# Foreign capital gains taxes accrued | | | | $ | 1,039,036 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | 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* | | | | $ | 22,503,736 | | | | | $ | 3,824,222 | | | | | $ | 21,384,902 | | | | | $ | 10,269,632 | | |
Dividends from affiliates | | | | | — | | | | | | 500 | | | | | | 12,911 | | | | | | — | | |
Interest | | | | | 2,045 | | | | | | 873 | | | | | | 1,658 | | | | | | 1,079 | | |
Securities lending income, net | | | | | 14,179 | | | | | | 76,737 | | | | | | 351,198 | | | | | | 1,425,841 | | |
Total investment income | | | | | 22,519,960 | | | | | | 3,902,332 | | | | | | 21,750,669 | | | | | | 11,696,552 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 3,380,491 | | | | | | 2,930,100 | | | | | | 5,194,828 | | | | | | 3,503,575 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 21 | | | | | | — | | | | | | 833,992 | | | | | | 477,151 | | |
Class S | | | | | 1,851,723 | | | | | | 1,409,873 | | | | | | 558,701 | | | | | | 887,507 | | |
Class S2 | | | | | — | | | | | | 7,660 | | | | | | 47,554 | | | | | | 23,403 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 162,642 | | | | | | 71,559 | | |
Class I | | | | | 11,086 | | | | | | 2,717 | | | | | | 658,096 | | | | | | 204,929 | | |
Class P2 | | | | | — | | | | | | — | | | | | | 303 | | | | | | 134 | | |
Class S | | | | | 99,801 | | | | | | 64,069 | | | | | | 217,528 | | | | | | 266,052 | | |
Class S2 | | | | | — | | | | | | 215 | | | | | | 11,548 | | | | | | 4,378 | | |
Shareholder reporting expense | | | | | 25,272 | | | | | | 37,461 | | | | | | 49,605 | | | | | | 41,234 | | |
Professional fees | | | | | 25,620 | | | | | | 17,502 | | | | | | 72,986 | | | | | | 47,678 | | |
Custody and accounting expense | | | | | 44,301 | | | | | | 54,860 | | | | | | 132,655 | | | | | | 88,572 | | |
Directors fees | | | | | 32,920 | | | | | | 23,592 | | | | | | 50,681 | | | | | | 32,618 | | |
Licensing fee (Note 7) | | | | | 110,551 | | | | | | 87,234 | | | | | | 154,951 | | | | | | 109,797 | | |
Miscellaneous expense | | | | | 11,078 | | | | | | 8,203 | | | | | | 53,274 | | | | | | 47,610 | | |
Interest expense | | | | | 1,183 | | | | | | 607 | | | | | | 1,202 | | | | | | 405 | | |
Total expenses | | | | | 5,594,047 | | | | | | 4,644,093 | | | | | | 8,200,546 | | | | | | 5,806,602 | | |
Waived and reimbursed fees | | | | | (822,986) | | | | | | (858,827) | | | | | | (2,130,111) | | | | | | (981,784) | | |
Net expenses | | | | | 4,771,061 | | | | | | 3,785,266 | | | | | | 6,070,435 | | | | | | 4,824,818 | | |
Net investment income | | | | | 17,748,899 | | | | | | 117,066 | | | | | | 15,680,234 | | | | | | 6,871,734 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (53,071,136) | | | | | | 21,839,970 | | | | | | 150,099,530 | | | | | | (26,940,759) | | |
Affiliates | | | | | — | | | | | | (783) | | | | | | 115,794 | | | | | | — | | |
Futures | | | | | 939,538 | | | | | | 509,747 | | | | | | (11,997) | | | | | | 6,306,980 | | |
Net realized gain (loss) | | | | | (52,131,598) | | | | | | 22,348,934 | | | | | | 150,203,327 | | | | | | (20,633,779) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 30,169,916 | | | | | | 160,692,397 | | | | | | 32,316,178 | | | | | | 158,414,030 | | |
Affiliates | | | | | — | | | | | | (26,367) | | | | | | (213,178) | | | | | | — | | |
Futures | | | | | (184,608) | | | | | | (4,495) | | | | | | (34,134) | | | | | | 379,264 | | |
Net change in unrealized appreciation (depreciation) | | | | | 29,985,308 | | | | | | 160,661,535 | | | | | | 32,068,866 | | | | | | 158,793,294 | | |
Net realized and unrealized gain (loss) | | | | | (22,146,290) | | | | | | 183,010,469 | | | | | | 182,272,193 | | | | | | 138,159,515 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (4,397,391) | | | | | $ | 183,127,535 | | | | | $ | 197,952,427 | | | | | $ | 145,031,249 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 2,645 | | | | | $ | 10,689 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
INVESTMENT INCOME: | | | | | | | |
Dividends | | | | $ | 127,551 | | |
Interest, net of foreign taxes withheld* | | | | | 66,505,141 | | |
Securities lending income, net | | | | | 736,313 | | |
Total investment income | | | | | 67,369,005 | | |
EXPENSES: | | | | | | | |
Investment management fees | | | | | 11,229,667 | | |
Distribution and shareholder service fees: | | | | | | | |
Class ADV | | | | | 150,637 | | |
Class S | | | | | 500,974 | | |
Class S2 | | | | | 6,874 | | |
Transfer agent fees: | | | | | | | |
Class ADV | | | | | 1,457 | | |
Class I | | | | | 84,629 | | |
Class P2 | | | | | 1,423 | | |
Class S | | | | | 9,670 | | |
Class S2 | | | | | 82 | | |
Shareholder reporting expense | | | | | 83,075 | | |
Professional fees | | | | | 138,735 | | |
Custody and accounting expense | | | | | 249,043 | | |
Directors fees | | | | | 127,633 | | |
Miscellaneous expense | | | | | 127,196 | | |
Interest expense | | | | | 13,259 | | |
Total expenses | | | | | 12,724,354 | | |
Waived and reimbursed fees | | | | | (2,700,906) | | |
Net expenses | | | | | 10,023,448 | | |
Net investment income | | | | | 57,345,557 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
Net realized gain (loss) on: | | | | | | | |
Investments | | | | | 68,217,466 | | |
Futures | | | | | 139,410 | | |
Swaps | | | | | 711,547 | | |
Net realized gain | | | | | 69,068,423 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | |
Investments | | | | | 93,643,573 | | |
Futures | | | | | (20,927) | | |
Swaps | | | | | 138,902 | | |
Net change in unrealized appreciation (depreciation) | | | | | 93,761,548 | | |
Net realized and unrealized gain | | | | | 162,829,971 | | |
Increase in net assets resulting from operations | | | | $ | 220,175,528 | | |
* Foreign taxes withheld | | | | $ | 302 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 10,351,874 | | | | | $ | 13,846,589 | | | | | $ | 43,141,618 | | | | | $ | 49,933,737 | | |
Net realized gain (loss) | | | | | 12,922,400 | | | | | | 50,129,938 | | | | | | (86,254,215) | | | | | | (25,807,102) | | |
Net change in unrealized appreciation (depreciation) | | | | | 93,253,325 | | | | | | 60,862,626 | | | | | | 227,168,796 | | | | | | 352,706,308 | | |
Increase in net assets resulting from operations | | | | | 116,527,599 | | | | | | 124,839,153 | | | | | | 184,056,199 | | | | | | 376,832,943 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (10,711,930) | | | | | | (14,191,996) | | |
Class I | | | | | (10,859,887) | | | | | | (9,468,409) | | | | | | (18,904,277) | | | | | | (3,328,047) | | |
Class P2 | | | | | (10,705,759) | | | | | | (5,628,982) | | | | | | (30,934,105) | | | | | | (25,244,979) | | |
Class S | | | | | (112) | | | | | | (74) | | | | | | (1,647,697) | | | | | | (2,107,770) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (22,361) | | | | | | (39,451) | | |
Total distributions | | | | | (21,565,758) | | | | | | (15,097,465) | | | | | | (62,220,370) | | | | | | (44,912,243) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 262,715,278 | | | | | | 163,340,384 | | | | | | 467,746,943 | | | | | | 861,054,531 | | |
Reinvestment of distributions | | | | | 21,565,646 | | | | | | 15,097,391 | | | | | | 62,220,370 | | | | | | 44,912,243 | | |
| | | | | 284,280,924 | | | | | | 178,437,775 | | | | | | 529,967,313 | | | | | | 905,966,774 | | |
Cost of shares redeemed | | | | | (209,219,816) | | | | | | (434,069,780) | | | | | | (675,267,716) | | | | | | (506,419,475) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 75,061,108 | | | | | | (255,632,005) | | | | | | (145,300,403) | | | | | | 399,547,299 | | |
Net increase (decrease) in net assets | | | | | 170,022,949 | | | | | | (145,890,317) | | | | | | (23,464,574) | | | | | | 731,467,999 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 625,334,304 | | | | | | 771,224,621 | | | | | | 2,333,619,230 | | | | | | 1,602,151,231 | | |
End of year or period | | | | $ | 795,357,253 | | | | | $ | 625,334,304 | | | | | $ | 2,310,154,656 | | | | | $ | 2,333,619,230 | | |
| | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,202,580 | | | | | $ | 6,290,766 | | | | | $ | 12,519,136 | | | | | $ | 14,037,065 | | |
Net realized gain | | | | | 6,641,209 | | | | | | 52,199,757 | | | | | | 50,627,675 | | | | | | 38,790,868 | | |
Net change in unrealized appreciation (depreciation) | | | | | 398,051,427 | | | | | | 175,167,076 | | | | | | 146,339,830 | | | | | | 200,034,823 | | |
Increase in net assets resulting from operations | | | | | 410,895,216 | | | | | | 233,657,599 | | | | | | 209,486,641 | | | | | | 252,862,756 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (289) | | | | | | (247) | | | | | | (4,209,193) | | | | | | (2,864,310) | | |
Class I | | | | | (23,779,201) | | | | | | (20,214,615) | | | | | | (20,957,157) | | | | | | (14,732,643) | | |
Class S | | | | | (35,109,433) | | | | | | (19,598,471) | | | | | | (27,646,863) | | | | | | (25,966,997) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (50,546) | | | | | | (37,491) | | |
Total distributions | | | | | (58,888,923) | | | | | | (39,813,333) | | | | | | (52,863,759) | | | | | | (43,601,441) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 113,000,673 | | | | | | 368,140,347 | | | | | | 136,051,021 | | | | | | 86,682,983 | | |
Reinvestment of distributions | | | | | 58,888,923 | | | | | | 39,813,333 | | | | | | 52,863,759 | | | | | | 43,601,441 | | |
| | | | | 171,889,596 | | | | | | 407,953,680 | | | | | | 188,914,780 | | | | | | 130,284,424 | | |
Cost of shares redeemed | | | | | (204,111,248) | | | | | | (105,499,344) | | | | | | (203,482,053) | | | | | | (152,021,884) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (32,221,652) | | | | | | 302,454,336 | | | | | | (14,567,273) | | | | | | (21,737,460) | | |
Net increase in net assets | | | | | 319,784,641 | | | | | | 496,298,602 | | | | | | 142,055,609 | | | | | | 187,523,855 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,146,928,856 | | | | | | 650,630,254 | | | | | | 1,019,310,334 | | | | | | 831,786,479 | | |
End of year or period | | | | $ | 1,466,713,497 | | | | | $ | 1,146,928,856 | | | | | $ | 1,161,365,943 | | | | | $ | 1,019,310,334 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 17,748,899 | | | | | $ | 8,568,434 | | | | | $ | 117,066 | | | | | $ | 983,634 | | |
Net realized gain (loss) | | | | | (52,131,598) | | | | | | 24,246,236 | | | | | | 22,348,934 | | | | | | 37,129,112 | | |
Net change in unrealized appreciation (depreciation) | | | | | 29,985,308 | | | | | | 61,223,378 | | | | | | 160,661,535 | | | | | | 51,282,918 | | |
Increase (decrease) in net assets resulting from operations | | | | | (4,397,391) | | | | | | 94,038,048 | | | | | | 183,127,535 | | | | | | 89,395,664 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (142) | | | | | | (227) | | | | | | — | | | | | | — | | |
Class I | | | | | (3,389,201) | | | | | | (5,759,075) | | | | | | (1,462,417) | | | | | | (2,227,224) | | |
Class S | | | | | (30,217,857) | | | | | | (17,231,205) | | | | | | (36,540,946) | | | | | | (26,707,539) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (120,315) | | | | | | (168,840) | | |
Total distributions | | | | | (33,607,200) | | | | | | (22,990,507) | | | | | | (38,123,678) | | | | | | (29,103,603) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 28,460,724 | | | | | | 620,047,616 | | | | | | 17,356,282 | | | | | | 329,604,556 | | |
Reinvestment of distributions | | | | | 33,607,200 | | | | | | 22,990,507 | | | | | | 38,123,678 | | | | | | 29,103,603 | | |
| | | | | 62,067,924 | | | | | | 643,038,123 | | | | | | 55,479,960 | | | | | | 358,708,159 | | |
Cost of shares redeemed | | | | | (150,168,264) | | | | | | (73,686,731) | | | | | | (121,134,599) | | | | | | (68,880,279) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (88,100,340) | | | | | | 569,351,392 | | | | | | (65,654,639) | | | | | | 289,827,880 | | |
Net increase (decrease) in net assets | | | | | (126,104,931) | | | | | | 640,398,933 | | | | | | 79,349,218 | | | | | | 350,119,941 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 991,406,835 | | | | | | 351,007,902 | | | | | | 610,946,189 | | | | | | 260,826,248 | | |
End of year or period | | | | $ | 865,301,904 | | | | | $ | 991,406,835 | | | | | $ | 690,295,407 | | | | | $ | 610,946,189 | | |
| | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 15,680,234 | | | | | $ | 17,793,752 | | | | | $ | 6,871,734 | | | | | $ | 7,821,526 | | |
Net realized gain (loss) | | | | | 150,203,327 | | | | | | 177,122,656 | | | | | | (20,633,779) | | | | | | 47,872,054 | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,068,866 | | | | | | 179,765,823 | | | | | | 158,793,294 | | | | | | 130,554,940 | | |
Increase in net assets resulting from operations | | | | | 197,952,427 | | | | | | 374,682,231 | | | | | | 145,031,249 | | | | | | 186,248,520 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (25,130,338) | | | | | | (32,819,919) | | | | | | (7,042,217) | | | | | | (12,875,871) | | |
Class I | | | | | (107,538,439) | | | | | | (151,546,642) | | | | | | (27,904,767) | | | | | | (47,253,152) | | |
Class P2 | | | | | (27,644,645) | | | | | | (28,203,174) | | | | | | — | | | | | | (10,970,670) | | |
Class S | | | | | (32,497,082) | | | | | | (51,839,237) | | | | | | (26,934,569) | | | | | | (23,432,979) | | |
Class S2 | | | | | (1,869,010) | | | | | | (2,702,608) | | | | | | (457,767) | | | | | | (941,927) | | |
Total distributions | | | | | (194,679,514) | | | | | | (267,111,580) | | | | | | (62,339,320) | | | | | | (95,474,599) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 165,463,522 | | | | | | 135,608,085 | | | | | | 346,972,995 | | | | | | 332,331,620 | | |
Reinvestment of distributions | | | | | 194,679,514 | | | | | | 267,111,580 | | | | | | 62,339,320 | | | | | | 95,474,599 | | |
| | | | | 360,143,036 | | | | | | 402,719,665 | | | | | | 409,312,315 | | | | | | 427,806,219 | | |
Cost of shares redeemed | | | | | (386,293,625) | | | | | | (453,108,397) | | | | | | (464,245,411) | | | | | | (225,081,351) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (26,150,589) | | | | | | (50,388,732) | | | | | | (54,933,096) | | | | | | 202,724,868 | | |
Net increase (decrease) in net assets | | | | | (22,877,676) | | | | | | 57,181,919 | | | | | | 27,758,833 | | | | | | 293,498,789 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,418,374,692 | | | | | | 1,361,192,773 | | | | | | 1,055,871,409 | | | | | | 762,372,620 | | |
End of year or period | | | | $ | 1,395,497,016 | | | | | $ | 1,418,374,692 | | | | | $ | 1,083,630,242 | | | | | $ | 1,055,871,409 | | |
| | | Voya U.S. Bond Index Portfolio | | |||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 57,345,557 | | | | | $ | 81,221,726 | | |
Net realized gain | | | | | 69,068,423 | | | | | | 45,107,147 | | |
Net change in unrealized appreciation (depreciation) | | | | | 93,761,548 | | | | | | 134,482,100 | | |
Increase in net assets resulting from operations | | | | | 220,175,528 | | | | | | 260,810,973 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | (815,396) | | | | | | (518,427) | | |
Class I | | | | | (55,305,791) | | | | | | (48,182,986) | | |
Class P2 | | | | | (42,055,291) | | | | | | (26,983,015) | | |
Class S | | | | | (5,907,794) | | | | | | (3,819,948) | | |
Class S2 | | | | | (49,525) | | | | | | (27,863) | | |
Total distributions | | | | | (104,133,797) | | | | | | (79,532,239) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,198,336,328 | | | | | | 778,754,093 | | |
Reinvestment of distributions | | | | | 104,090,561 | | | | | | 79,430,922 | | |
| | | | | 1,302,426,889 | | | | | | 858,185,015 | | |
Cost of shares redeemed | | | | | (1,116,901,440) | | | | | | (1,115,039,001) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 185,525,449 | | | | | | (256,853,986) | | |
Net increase (decrease) in net assets | | | | | 301,567,180 | | | | | | (75,575,252) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,126,929,586 | | | | | | 3,202,504,838 | | |
End of year or period | | | | $ | 3,428,496,766 | | | | | $ | 3,126,929,586 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 12.24 | | | | | | 0.18• | | | | | | 1.79 | | | | | | 1.97 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 13.81 | | | | | | 17.58 | | | | | | 0.80 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.56 | | | | | | 250,721 | | | | | | 27 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 12.39 | | | | | | 0.22• | | | | | | 1.83 | | | | | | 2.05 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 14.04 | | | | | | 17.95 | | | | | | 0.80 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.90 | | | | | | 544,632 | | | | | | 27 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 12.31 | | | | | | 0.15• | | | | | | 1.81 | | | | | | 1.96 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 13.90 | | | | | | 17.27 | | | | | | 1.05 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 1.30 | | | | | | 4 | | | | | | 27 | | |
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 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.39 | | | | | | 0.16 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.86 | | | | | | 7.28 | | | | | | 1.04 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 1.43 | | | | | | 508,888 | | | | | | 12 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.61 | | | | | | 0.21 | | | | | | 0.54 | | | | | | 0.75 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.09 | | | | | | 7.90 | | | | | | 0.54 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.98 | | | | | | 580,413 | | | | | | 12 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.70 | | | | | | 0.22• | | | | | | 0.56 | | | | | | 0.78 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.21 | | | | | | 8.13 | | | | | | 0.52 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.24 | | | | | | 1,143,697 | | | | | | 12 | | |
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 | | |
| | | | | | | | | 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 S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.53 | | | | | | 0.18 | | | | | | 0.54 | | | | | | 0.72 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.01 | | | | | | 7.62 | | | | | | 0.79 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.66 | | | | | | 75,948 | | | | | | 12 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.51 | | | | | | 0.15 | | | | | | 0.56 | | | | | | 0.71 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.00 | | | | | | 7.40 | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.49 | | | | | | 1,209 | | | | | | 12 | | |
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 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 42.54 | | | | | | 0.06 | | | | | | 15.22 | | | | | | 15.28 | | | | | | 0.10 | | | | | | 2.07 | | | | | | — | | | | | | 2.17 | | | | | | — | | | | | | 55.65 | | | | | | 37.80 | | | | | | 1.05 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.15 | | | | | | 8 | | | | | | 13 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 42.96 | | | | | | 0.31 | | | | | | 15.33 | | | | | | 15.64 | | | | | | 0.28 | | | | | | 2.07 | | | | | | — | | | | | | 2.35 | | | | | | — | | | | | | 56.25 | | | | | | 38.47 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.65 | | | | | | 590,681 | | | | | | 13 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 42.68 | | | | | | 0.21 | | | | | | 15.21 | | | | | | 15.42 | | | | | | 0.22 | | | | | | 2.07 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 55.81 | | | | | | 38.13 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.40 | | | | | | 876,025 | | | | | | 13 | | |
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 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 24.38 | | | | | | 0.22• | | | | | | 4.56 | | | | | | 4.78 | | | | | | 0.29 | | | | | | 0.96 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 27.91 | | | | | | 21.24 | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.90 | | | | | | 105,733 | | | | | | 6 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 24.92 | | | | | | 0.34• | | | | | | 4.67 | | | | | | 5.01 | | | | | | 0.39 | | | | | | 0.96 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 28.58 | | | | | | 21.86 | | | | | | 0.44 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.39 | | | | | | 457,743 | | | | | | 6 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 24.73 | | | | | | 0.28• | | | | | | 4.64 | | | | | | 4.92 | | | | | | 0.32 | | | | | | 0.96 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 28.37 | | | | | | 21.58 | | | | | | 0.69 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.16 | | | | | | 596,783 | | | | | | 6 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 25.47 | | | | | | 0.25• | | | | | | 4.79 | | | | | | 5.04 | | | | | | 0.29 | | | | | | 0.96 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 29.26 | | | | | | 21.37 | | | | | | 0.84 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.99 | | | | | | 1,107 | | | | | | 6 | | |
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 | | |
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 23.99 | | | | | | 0.39• | | | | | | (0.35) | | | | | | 0.04 | | | | | | 0.12 | | | | | | 0.65 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 23.26 | | | | | | 1.00 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.87 | | | | | | 4 | | | | | | 19 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 24.26 | | | | | | 0.50• | | | | | | (0.37) | | | | | | 0.13 | | | | | | 0.24 | | | | | | 0.65 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 23.50 | | | | | | 1.48 | | | | | | 0.45 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 2.37 | | | | | | 88,235 | | | | | | 19 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 24.08 | | | | | | 0.45• | | | | | | (0.38) | | | | | | 0.07 | | | | | | 0.22 | | | | | | 0.65 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 23.28 | | | | | | 1.20 | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.13 | | | | | | 777,063 | | | | | | 19 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 35.97 | | | | | | 0.10 | | | | | | 11.35 | | | | | | 11.45 | | | | | | 0.11 | | | | | | 2.36 | | | | | | — | | | | | | 2.47 | | | | | | — | | | | | | 44.95 | | | | | | 34.83 | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.26 | | | | | | 32,555 | | | | | | 35 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 35.86 | | | | | | 0.01 | | | | | | 11.31 | | | | | | 11.32 | | | | | | 0.06 | | | | | | 2.36 | | | | | | — | | | | | | 2.42 | | | | | | — | | | | | | 44.76 | | | | | | 34.52 | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.01 | | | | | | 655,413 | | | | | | 35 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 35.77 | | | | | | (0.05) | | | | | | 11.30 | | | | | | 11.25 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 44.66 | | | | | | 34.31 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.14) | | | | | | 2,327 | | | | | | 35 | | |
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 | | |
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.08 | | | | | | 0.09 | | | | | | 1.24 | | | | | | 1.33 | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 12.59 | | | | | | 16.01 | | | | | | 1.05 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.81 | | | | | | 188,952 | | | | | | 16 | | |
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)(a) | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.81(b) | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.65 | | | | | | 0.16 | | | | | | 1.31 | | | | | | 1.47 | | | | | | 0.18 | | | | | | 1.70 | | | | | | — | | | | | | 1.88 | | | | | | — | | | | | | 13.24 | | | | | | 16.67 | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.31 | | | | | | 726,726 | | | | | | 16 | | |
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)(a) | | | | | | 0.45 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.28(b) | | | | | | 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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.77 | | | | | | 0.18• | | | | | | 1.34 | | | | | | 1.52 | | | | | | 0.18 | | | | | | 1.70 | | | | | | — | | | | | | 1.88 | | | | | | — | | | | | | 13.41 | | | | | | 16.91 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.56 | | | | | | 226,685 | | | | | | 16 | | |
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)(a) | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.55(b) | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.45 | | | | | | 0.15 | | | | | | 1.27 | | | | | | 1.42 | | | | | | 0.15 | | | | | | 1.70 | | | | | | — | | | | | | 1.85 | | | | | | — | | | | | | 13.02 | | | | | | 16.32 | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.06 | | | | | | 240,792 | | | | | | 16 | | |
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)(a) | | | | | | 0.70 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.06(b) | | | | | | 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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.21 | | | | | | 0.13 | | | | | | 1.23 | | | | | | 1.36 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 12.74 | | | | | | 16.11 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.91 | | | | | | 12,343 | | | | | | 16 | | |
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)(a) | | | | | | 0.85 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.91(b) | | | | | | 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 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.75 | | | | | | 0.06 | | | | | | 2.04 | | | | | | 2.10 | | | | | | 0.08 | | | | | | 0.83 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 14.94 | | | | | | 18.93 | | | | | | 1.05 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.46 | | | | | | 113,940 | | | | | | 41 | | |
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)(c) | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.41(d) | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 14.30 | | | | | | 0.13 | | | | | | 2.12 | | | | | | 2.25 | | | | | | 0.15 | | | | | | 0.83 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.57 | | | | | | 19.56 | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.97 | | | | | | 252,530 | | | | | | 41 | | |
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)(c) | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.90(d) | | | | | | 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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 14.44 | | | | | | 0.19• | | | | | | 2.08 | | | | | | 2.27 | | | | | | 0.15 | | | | | | 0.83 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.73 | | | | | | 19.49 | | | | | | 0.47 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.42 | | | | | | 289,711 | | | | | | 41 | | |
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)(c) | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.18(d) | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 14.15 | | | | | | 0.10 | | | | | | 2.10 | | | | | | 2.20 | | | | | | 0.13 | | | | | | 0.83 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 15.39 | | | | | | 19.34 | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.71 | | | | | | 420,955 | | | | | | 41 | | |
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)(c) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.65(d) | | | | | | 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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 13.86 | | | | | | 0.09 | | | | | | 2.04 | | | | | | 2.13 | | | | | | 0.09 | | | | | | 0.83 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 15.07 | | | | | | 19.03 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.56 | | | | | | 6,495 | | | | | | 41 | | |
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)(c) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.51(d) | | | | | | 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 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.85 | | | | | | 0.13 | | | | | | 0.59 | | | | | | 0.72 | | | | | | 0.23 | | | | | | 0.07 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 11.27 | | | | | | 6.69 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.23 | | | | | | 30,573 | | | | | | 377 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.90 | | | | | | 0.20 | | | | | | 0.58 | | | | | | 0.78 | | | | | | 0.29 | | | | | | 0.07 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 11.32 | | | | | | 7.20 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.73 | | | | | | 1,811,026 | | | | | | 377 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.90 | | | | | | 0.22 | | | | | | 0.59 | | | | | | 0.81 | | | | | | 0.32 | | | | | | 0.07 | | | | | | — | | | | | | 0.39 | | | | | ��� | — | | | | | | 11.32 | | | | | | 7.47 | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.94 | | | | | | 1,379,657 | | | | | | 377 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.86 | | | | | | 0.16 | | | | | | 0.60 | | | | | | 0.76 | | | | | | 0.26 | | | | | | 0.07 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.29 | | | | | | 7.05 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.47 | | | | | | 205,870 | | | | | | 377 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.87 | | | | | | 0.15• | | | | | | 0.58 | | | | | | 0.73 | | | | | | 0.24 | | | | | | 0.07 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.29 | | | | | | 6.79 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 1.33 | | | | | | 1,370 | | | | | | 377 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Emerging Markets Index | | | | $ | 15,935,045 | | | | | $ | — | | |
International Index | | | | | 55,352,010 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 9,824,374 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 7,901,049 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 6,017,963 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 3,045,362 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 9,521,852 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 21,026,418 | | | | | | — | | |
U.S. Bond Index | | | | | 2,443,564 | | | | | | 3,143,483 | | |
| | | Purchases | | | Sales | | ||||||
Emerging Markets Index | | | | $ | 214,749,459 | | | | | $ | 157,951,283 | | |
International Index | | | | | 248,457,720 | | | | | | 407,707,393 | | |
Russell™ Large Cap Growth Index | | | | | 160,365,564 | | | | | | 236,727,837 | | |
Russell™ Large Cap Index | | | | | 57,681,401 | | | | | | 109,160,115 | | |
Russell™ Large Cap Value Index | | | | | 159,031,687 | | | | | | 259,078,952 | | |
Russell™ Mid Cap Growth Index | | | | | 203,811,398 | | | | | | 303,101,029 | | |
Russell™ Mid Cap Index | | | | | 203,742,363 | | | | | | 402,879,879 | | |
Russell™ Small Cap Index | | | | | 327,213,959 | | | | | | 430,092,089 | | |
U.S. Bond Index | | | | | 256,989,351 | | | | | | 212,247,416 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 11,591,983,363 | | | | | $ | 11,587,729,829 | | |
| Emerging Markets Index(1) | | | 0.65% | |
| 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 | |
| Russell™ Large Cap Growth Index(2) | | | 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(2) | | | 0.50% on the first $250 million; 0.40% on the next $250 million; and 0.35% thereafter | |
| Russell™ Mid Cap Growth Index(2) | | | 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 | | | 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 | | | | | 18.43% | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 5.21 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 8.82 | | |
| International Index | | | | | 6.99 | | | ||
| U.S. Bond Index | | | | | 12.09 | | | ||
Voya Index Solution 2030 Portfolio | | | Emerging Markets Index | | | | | 7.04 | | |
| International Index | | | | | 5.73 | | | ||
| U.S. Bond Index | | | | | 5.36 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 14.64 | | |
| International Index | | | | | 9.82 | | | ||
| | | U.S. Bond Index | | | | | 5.04 | | |
Voya Index Solution 2040 Portfolio | | | Emerging Markets Index | | | | | 7.56 | | |
| International Index | | | | | 5.34 | | | ||
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 11.50 | | |
| International Index | | | | | 8.09 | | | ||
Voya Index Solution 2050 Portfolio | | | Emerging Markets Index | | | | | 5.68 | | |
Voya Index Solution 2055 Portfolio | | | Emerging Markets Index | | | | | 6.29 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 12.75 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 13.76 | | |
| Russell™ Large Cap Index | | | | | 19.17 | | | ||
| Russell™ Large Cap Value Index | | | | | 6.77 | | | ||
| Russell™ Mid Cap Index | | | | | 16.94 | | | ||
| Russell™ Small Cap Index | | | | | 12.10 | | | ||
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 7.95 | | |
Voya Retirement Growth Portfolio | | | Emerging Markets Index | | | | | 16.85 | | |
| International Index | | | | | 12.38 | | | ||
| Russell™ Mid Cap Index | | | | | 12.88 | | | ||
| U.S. Bond Index | | | | | 15.42 | | | ||
Voya Retirement Insurance and Annuity Company | | | Russell™ Large Cap Growth Index | | | | | 15.64 | | |
| Russell™ Large Cap Index | | | | | 35.05 | | | ||
| Russell™ Large Cap Value Index | | | | | 6.77 | | | ||
| Russell™ Mid Cap Growth Index | | | | | 5.85 | | | ||
| Russell™ Mid Cap Index | | | | | 29.58 | | | ||
| Russell™ Small Cap Index | | | | | 20.35 | | | ||
Voya Retirement Moderate Growth Portfolio | | | Emerging Markets Index | | | | | 9.34 | | |
| International Index | | | | | 5.46 | | | ||
| Russell™ Mid Cap Index | | | | | 5.10 | | | ||
| U.S. Bond Index | | | | | 14.76 | | | ||
Voya Retirement Moderate Portfolio | | | U.S. Bond Index | | | | | 12.01 | | |
Portfolio | | | Amount | | |||
Emerging Markets Index | | | | $ | 561 | | |
International Index | | | | | 206,400 | | |
Russell™ Large Cap Growth Index | | | | | 324,947 | | |
Russell™ Large Cap Index | | | | | 532,315 | | |
Russell™ Large Cap Value Index | | | | | 109,496 | | |
Russell™ Mid Cap Growth Index | | | | | 66,124 | | |
Russell™ Mid Cap Index | | | | | 1,048,085 | | |
Russell™ Small Cap Index | | | | | 545,594 | | |
U.S. Bond Index | | | | | 93,084 | | |
Portfolio | | | Licensor | |
Emerging Markets Index | | | MSCI Inc. | |
International Index | | | MSCI 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 | | | 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 | | |
International Index(1) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.15% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Large Cap Growth Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index(3) | | | | | 0.87% | | | | | | 0.37% | | | | | | N/A | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index(4) | | | | | N/A | | | | | | 0.43% | | | | | | N/A | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Mid Cap Index(5) | | | | | 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 | | | | | 0.88% | | | | | | 0.38% | | | | | | 0.15% | | | | | | 0.63% | | | | | | 0.78% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | 1,013,616 | | | | | $ | 1,153,850 | | | | | $ | 1,233,613 | | | | | $ | 3,401,079 | | |
International Index | | | | | 3,543,530 | | | | | | 4,030,252 | | | | | | 4,869,489 | | | | | | 12,443,271 | | |
Russell™ Mid Cap Index | | | | | 589,155 | | | | | | 503,090 | | | | | | 562,151 | | | | | | 1,654,396 | | |
Russell™ Small Cap Index | | | | | 380,460 | | | | | | 489,726 | | | | | | 981,784 | | | | | | 1,851,970 | | |
U.S. Bond Index | | | | | 2,197,274 | | | | | | 2,279,940 | | | | | | 2,700,906 | | | | | | 7,178,120 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Emerging Markets Index | | | | | 12 | | | | | $ | 6,527,500 | | | | | | 1.28% | | |
International Index | | | | | 5 | | | | | | 64,510,400 | | | | | | 1.29 | | |
Russell™ Large Cap Growth Index | | | | | 9 | | | | | | 4,972,889 | | | | | | 1.63 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Russell™ Large Cap Index | | | | | 4 | | | | | $ | 7,329,000 | | | | | | 1.29% | | |
Russell™ Large Cap Value Index | | | | | 10 | | | | | | 1,475,200 | | | | | | 2.00 | | |
Russell™ Mid Cap Growth Index | | | | | 7 | | | | | | 1,329,143 | | | | | | 2.35 | | |
Russell™ Mid Cap Index | | | | | 5 | | | | | | 6,316,400 | | | | | | 1.37 | | |
Russell™ Small Cap Index | | | | | 4 | | | | | | 2,827,500 | | | | | | 1.29 | | |
U.S. Bond Index | | | | | 2 | | | | | | 1,816,000 | | | | | | 2.26 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 3,807,211 | | | | | | — | | | | | | 1,134,784 | | | | | | (13,067,616) | | | | | | (8,125,621) | | | | | | 37,623,048 | | | | | | — | | | | | | 10,859,887 | | | | | | (145,560,125) | | | | | | (97,077,190) | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 18,694,813 | | | | | | — | | | | | | 1,103,686 | | | | | | (5,514,682) | | | | | | 14,283,817 | | | | | | 225,092,230 | | | | | | — | | | | | | 10,705,759 | | | | | | (63,659,691) | | | | | | 172,138,298 | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2020 | | | | | 1,351,063 | | | | | | — | | | | | | 1,309,527 | | | | | | (8,002,894) | | | | | | (5,342,304) | | | | | | 12,534,177 | | | | | | — | | | | | | 10,711,930 | | | | | | (75,292,572) | | | | | | (52,046,465) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 11,617,502 | | | | | | — | | | | | | 2,269,421 | | | | | | (27,531,885) | | | | | | (13,644,962) | | | | | | 104,484,900 | | | | | | — | | | | | | 18,904,277 | | | | | | (263,750,688) | | | | | | (140,361,511) | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 36,486,268 | | | | | | — | | | | | | 3,682,632 | | | | | | (32,722,242) | | | | | | 7,446,658 | | | | | | 343,126,086 | | | | | | — | | | | | | 30,934,105 | | | | | | (322,162,359) | | | | | | 51,897,832 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 797,879 | | | | | | — | | | | | | 198,997 | | | | | | (1,497,555) | | | | | | (500,679) | | | | | | 7,261,902 | | | | | | — | | | | | | 1,647,697 | | | | | | (13,721,678) | | | | | | (4,812,079) | | |
12/31/2019 | | | | | 723,706 | | | | | | — | | | | | | 223,755 | | | | | | (1,221,825) | | | | | | (274,364) | | | | | | 7,047,150 | | | | | | — | | | | | | 2,107,770 | | | | | | (12,031,140) | | | | | | (2,876,220) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 35,993 | | | | | | — | | | | | | 2,700 | | | | | | (36,916) | | | | | | 1,777 | | | | | | 339,878 | | | | | | — | | | | | | 22,361 | | | | | | (340,419) | | | | | | 21,820 | | |
12/31/2019 | | | | | 39,429 | | | | | | — | | | | | | 4,197 | | | | | | (79,753) | | | | | | (36,127) | | | | | | 377,211 | | | | | | — | | | | | | 39,451 | | | | | | (780,144) | | | | | | (363,482) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 289 | | | | | | — | | ��� | | | | 289 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 247 | | | | | | — | | | | | | 247 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 726,811 | | | | | | — | | | | | | 581,399 | | | | | | (1,200,889) | | | | | | 107,321 | | | | | | 34,269,502 | | | | | | — | | | | | | 23,779,201 | | | | | | (54,063,252) | | | | | | 3,985,451 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,696,438 | | | | | | — | | | | | | 863,701 | | | | | | (3,272,822) | | | | | | (712,683) | | | | | | 78,731,171 | | | | | | — | | | | | | 35,109,433 | | | | | | (150,047,996) | | | | | | (36,207,392) | | |
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 | | |
| | | 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™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 947,697 | | | | | | — | | | | | | 199,488 | | | | | | (569,046) | | | | | | 578,139 | | | | | | 22,525,151 | | | | | | — | | | | | | 4,209,193 | | | | | | (13,357,828) | | | | | | 13,376,516 | | |
12/31/2019 | | | | | 836,972 | | | | | | — | | | | | | 137,049 | | | | | | (540,422) | | | | | | 433,599 | | | | | | 18,523,248 | | | | | | — | | | | | | 2,864,310 | | | | | | (12,046,281) | | | | | | 9,341,277 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 3,503,575 | | | | | | — | | | | | | 973,393 | | | | | | (2,411,220) | | | | | | 2,065,748 | | | | | | 80,301,832 | | | | | | — | | | | | | 20,957,157 | | | | | | (59,173,257) | | | | | | 42,085,732 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,336,400 | | | | | | — | | | | | | 1,291,306 | | | | | | (5,545,413) | | | | | | (2,917,707) | | | | | | 32,958,549 | | | | | | — | | | | | | 27,646,863 | | | | | | (130,534,965) | | | | | | (69,929,553) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 11,258 | | | | | | — | | | | | | 2,286 | | | | | | (15,451) | | | | | | (1,907) | | | | | | 265,489 | | | | | | — | | | | | | 50,546 | | | | | | (416,003) | | | | | | (99,968) | | |
12/31/2019 | | | | | 20,812 | | | | | | — | | | | | | 1,717 | | | | | | (21,101) | | | | | | 1,428 | | | | | | 481,546 | | | | | | — | | | | | | 37,491 | | | | | | (512,212) | | | | | | 6,825 | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | 8 | | | | | | — | | | | | | 8 | | | | | | — | | | | | | — | | | | | | 142 | | | | | | — | | | | | | 142 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | 11 | | | | | | — | | | | | | 11 | | | | | | — | | | | | | — | | | | | | 227 | | | | | | — | | | | | | 227 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 277,152 | | | | | | — | | | | | | 181,629 | | | | | | (705,017) | | | | | | (246,236) | | | | | | 5,801,178 | | | | | | — | | | | | | 3,389,201 | | | | | | (14,592,080) | | | | | | (5,401,701) | | |
12/31/2019 | | | | | 236,503 | | | | | | — | | | | | | 271,526 | | | | | | (681,112) | | | | | | (173,083) | | | | | | 5,406,910 | | | | | | — | | | | | | 5,759,075 | | | | | | (15,272,669) | | | | | | (4,106,684) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,090,709 | | | | | | — | | | | | | 1,631,634 | | | | | | (6,483,290) | | | | | | (3,760,947) | | | | | | 22,659,546 | | | | | | — | | | | | | 30,217,857 | | | | | | (135,576,184) | | | | | | (82,698,781) | | |
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 | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 220,381 | | | | | | — | | | | | | 46,737 | | | | | | (157,882) | | | | | | 109,236 | | | | | | 8,258,141 | | | | | | — | | | | | | 1,462,417 | | | | | | (5,767,871) | | | | | | 3,952,687 | | |
12/31/2019 | | | | | 252,616 | | | | | | — | | | | | | 70,412 | | | | | | (217,945) | | | | | | 105,083 | | | | | | 8,794,268 | | | | | | — | | | | | | 2,227,224 | | | | | | (7,423,421) | | | | | | 3,598,071 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 271,804 | | | | | | — | | | | | | 1,171,184 | | | | | | (3,167,300) | | | | | | (1,724,312) | | | | | | 9,049,695 | | | | | | — | | | | | | 36,540,946 | | | | | | (115,171,429) | | | | | | (69,580,788) | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,329 | | | | | | — | | | | | | 3,861 | | | | | | (5,050) | | | | | | 140 | | | | | | 48,446 | | | | | | — | | | | | | 120,315 | | | | | | (195,299) | | | | | | (26,538) | | |
12/31/2019 | | | | | 732 | | | | | | — | | | | | | 5,355 | | | | | | (3,577) | | | | | | 2,510 | | | | | | 24,991 | | | | | | — | | | | | | 168,840 | | | | | | (120,737) | | | | | | 73,094 | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 707,417 | | | | | | — | | | | | | 2,836,381 | | | | | | (3,031,791) | | | | | | 512,007 | | | | | | 7,591,571 | | | | | | — | | | | | | 25,130,338 | | | | | | (32,759,014) | | | | | | (37,105) | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 8,034,405 | | | | | | — | | | | | | 11,588,194 | | | | | | (20,003,908) | | | | | | (381,309) | | | | | | 87,596,903 | | | | | | — | | | | | | 107,538,439 | | | | | | (223,458,302) | | | | | | (28,322,960) | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 5,319,451 | | | | | | — | | | | | | 2,944,051 | | | | | | (4,670,779) | | | | | | 3,592,723 | | | | | | 60,058,658 | | | | | | — | | | | | | 27,644,645 | | | | | | (53,546,817) | | | | | | 34,156,486 | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 805,130 | | | | | | — | | | | | | 3,555,479 | | | | | | (6,387,583) | | | | | | (2,026,974) | | | | | | 8,996,130 | | | | | | — | | | | | | 32,497,082 | | | | | | (71,405,738) | | | | | | (29,912,526) | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 111,116 | | | | | | — | | | | | | 208,595 | | | | | | (474,295) | | | | | | (154,584) | | | | | | 1,220,260 | | | | | | — | | | | | | 1,869,010 | | | | | | (5,123,754) | | | | | | (2,034,484) | | |
12/31/2019 | | | | | 181,354 | | | | | | — | | | | | | 229,611 | | | | | | (265,935) | | | | | | 145,030 | | | | | | 2,344,789 | | | | | | — | | | | | | 2,702,608 | | | | | | (3,350,459) | | | | | | 1,696,938 | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 794,169 | | | | | | — | | | | | | 732,039 | | | | | | (1,976,643) | | | | | | (450,435) | | | | | | 9,329,645 | | | | | | — | | | | | | 7,042,217 | | | | | | (23,822,434) | | | | | | (7,450,572) | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 4,372,321 | | | | | | — | | | | | | 2,793,270 | | | | | | (18,274,222) | | | | | | (11,108,631) | | | | | | 48,625,079 | | | | | | — | | | | | | 27,904,767 | | | | | | (211,139,078) | | | | | | (134,609,232) | | |
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) | | |
| | | 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™ Small Cap Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 22,696,241 | | | | | | — | | | | | | — | | | | | | (12,406,886) | | | | | | 10,289,355 | | | | | | 277,873,661 | | | | | | — | | | | | | — | | | | | | (147,015,925) | | | | | | 130,857,736 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 841,175 | | | | | | — | | | | | | 2,723,415 | | | | | | (6,535,183) | | | | | | (2,970,593) | | | | | | 10,155,188 | | | | | | — | | | | | | 26,934,569 | | | | | | (79,633,907) | | | | | | (42,544,150) | | |
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 | | |
Class S2 | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 81,989 | | | | | | — | | | | | | 47,192 | | | | | | (230,895) | | | | | | (101,714) | | | | | | 989,422 | | | | | | — | | | | | | 457,767 | | | | | | (2,634,067) | | | | | | (1,186,878) | | |
12/31/2019 | | | | | 75,275 | | | | | | — | | | | | | 74,876 | | | | | | (170,228) | | | | | | (20,077) | | | | | | 1,027,769 | | | | | | — | | | | | | 941,927 | | | | | | (2,260,460) | | | | | | (290,764) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 784,138 | | | | | | — | | | | | | 72,319 | | | | | | (631,040) | | | | | | 225,417 | | | | | | 8,759,544 | | | | | | — | | | | | | 815,396 | | | | | | (7,099,793) | | | | | | 2,475,147 | | |
12/31/2019 | | | | | 207,416 | | | | | | — | | | | | | 48,418 | | | | | | (410,730) | | | | | | (154,896) | | | | | | 2,216,853 | | | | | | — | | | | | | 518,427 | | | | | | (4,363,202) | | | | | | (1,627,922) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 44,674,982 | | | | | | — | | | | | | 4,885,239 | | | | | | (55,583,742) | | | | | | (6,023,521) | | | | | | 505,338,853 | | | | | | — | | | | | | 55,262,555 | | | | | | (625,196,240) | | | | | | (64,594,832) | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 55,610,653 | | | | | | — | | | | | | 3,716,295 | | | | | | (39,511,566) | | | | | | 19,815,382 | | | | | | 628,662,145 | | | | | | — | | | | | | 42,055,291 | | | | | | (444,353,863) | | | | | | 226,363,573 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 4,891,798 | | | | | | — | | | | | | 523,482 | | | | | | (3,488,974) | | | | | | 1,926,306 | | | | | | 54,805,364 | | | | | | — | | | | | | 5,907,794 | | | | | | (39,272,984) | | | | | | 21,440,174 | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 68,885 | | | | | | — | | | | | | 4,385 | | | | | | (86,425) | | | | | | (13,155) | | | | | | 770,422 | | | | | | — | | | | | | 49,525 | | | | | | (978,560) | | | | | | (158,613) | | |
12/31/2019 | | | | | 36,402 | | | | | | — | | | | | | 2,596 | | | | | | (15,961) | | | | | | 23,037 | | | | | | 384,094 | | | | | | — | | | | | | 27,863 | | | | | | (170,153) | | | | | | 241,804 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 13,488 | | | | | $ | (13,488) | | | | | $ | — | | |
BofA Securities Inc | | | | | 73,408 | | | | | | (73,408) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 339,796 | | | | | | (339,796) | | | | | | — | | |
Credit Suisse AG | | | | | 55,057 | | | | | | (55,057) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 271,610 | | | | | | (271,610) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 6,499 | | | | | | (6,499) | | | | | | — | | |
Deutsche Bank, AG | | | | | 74,854 | | | | | | (74,854) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 151,488 | | | | | | (151,488) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 903,379 | | | | | | (903,379) | | | | | | — | | |
Jefferies LLC | | | | | 132,844 | | | | | | (132,844) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 767,179 | | | | | | (767,179) | | | | | | — | | |
Merrill Lynch International | | | | | 738,359 | | | | | | (738,359) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,178,648 | | | | | | (1,178,648) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 181,706 | | | | | | (181,706) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 96,146 | | | | | | (96,146) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 989,713 | | | | | | (989,713) | | | | | | — | | |
Total | | | | $ | 5,974,174 | | | | | $ | (5,974,174) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,840,878 | | | | | $ | (1,840,878) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 370,256 | | | | | | (370,256) | | | | | | — | | |
BofA Securities Inc | | | | | 550,211 | | | | | | (550,211) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 2,675,820 | | | | | | (2,675,820) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,096,580 | | | | | | (1,096,580) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 431,998 | | | | | | (431,998) | | | | | | — | | |
Goldman Sachs & Co. LLC | | �� | | | 9,126,804 | | | | | | (9,126,804) | | | | | | — | | |
HSBC Bank PLC | | | | | 9,053,062 | | | | | | (9,053,062) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Jefferies LLC | | | | | 6,275,656 | | | | | | (6,275,656) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 294,952 | | | | | | (294,952) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 2,332,235 | | | | | | (2,332,235) | | | | | | — | | |
Merrill Lynch International | | | | | 2,213,120 | | | | | | (2,213,120) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 922,790 | | | | | | (922,790) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 5,015,622 | | | | | | (5,015,622) | | | | | | — | | |
Natixis | | | | | 891,358 | | | | | | (891,358) | | | | | | — | | |
Nomura International PLC | | | | | 53,694 | | | | | | (53,694) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 9,191,890 | | | | | | (9,191,890) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 375,843 | | | | | | (375,843) | | | | | | — | | |
Total | | | | $ | 52,712,769 | | | | | $ | (52,712,769) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 21,260 | | | | | $ | (21,260) | | | | | $ | — | | |
Deutsche Bank Securities Inc. | | | | | 79,773 | | | | | | (79,773) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 19,189 | | | | | | (19,189) | | | | | | — | | |
Jefferies LLC | | | | | 11,511 | | | | | | (11,511) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,028,748 | | | | | | (1,028,748) | | | | | | — | | |
Total | | | | $ | 1,160,481 | | | | | $ | (1,160,481) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 552 | | | | | $ | (552) | | | | | $ | — | | |
Goldman Sachs & Co. LLC | | | | | 9,111 | | | | | | (9,111) | | | | | | — | | |
Jefferies LLC | | | | | 100,045 | | | | | | (100,045) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 472,131 | | | | | | (472,131) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 466 | | | | | | (466) | | | | | | — | | |
Total | | | | $ | 582,305 | | | | | $ | (582,305) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 719 | | | | | $ | (719) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 91,031 | | | | | | (91,031) | | | | | | — | | |
Total | | | | $ | 91,750 | | | | | $ | (91,750) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Securities Corp. | | | | $ | 907,225 | | | | | $ | (907,225) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,114,783 | | | | | | (2,114,783) | | | | | | — | | |
BofA Securities Inc | | | | | 1,226,943 | | | | | | (1,226,943) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 218,758 | | | | | | (218,758) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 2,091,960 | | | | | | (2,091,960) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 768 | | | | | | (768) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 4,082,393 | | | | | | (4,082,393) | | | | | | — | | |
Jefferies LLC | | | | | 465,779 | | | | | | (465,779) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 465,851 | | | | | | (465,851) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,093,418 | | | | | | (1,093,418) | | | | | | — | | |
National Financial Services LLC | | | | | 1,182,643 | | | | | | (1,182,643) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 251,892 | | | | | | (251,892) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 217,128 | | | | | | (217,128) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 186,180 | | | | | | (186,180) | | | | | | — | | |
UBS AG | | | | | 636,343 | | | | | | (636,343) | | | | | | — | | |
UBS Securities LLC. | | | | | 327,444 | | | | | | (327,444) | | | | | | — | | |
Total | | | | $ | 15,469,508 | | | | | $ | (15,469,508) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 414,420 | | | | | $ | (414,420) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,657,365 | | | | | | (1,657,365) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 624,090 | | | | | | (624,090) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 828,658 | | | | | | (828,658) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 3,011,319 | | | | | | (3,011,319) | | | | | | — | | |
BofA Securities Inc | | | | | 7,872,356 | | | | | | (7,872,356) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,851,376 | | | | | | (1,851,376) | | | | | | — | | |
Citadel Securities LLC | | | | | 835,511 | | | | | | (835,511) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 4,098,088 | | | | | | (4,098,088) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 11,984 | | | | | | (11,984) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,707,947 | | | | | | (3,707,947) | | | | | | — | | |
HSBC Bank PLC | | | | | 271,709 | | | | | | (271,709) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 30,386,067 | | | | | | (30,386,067) | | | | | | — | | |
Mirae Asset Securities (USA) INC. | | | | | 2,625 | | | | | | (2,625) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 64,051 | | | | | | (64,051) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 1,491 | | | | | | (1,491) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 6,613,155 | | | | | | (6,613,155) | | | | | | — | | |
National Financial Services LLC | | | | | 3,262,714 | | | | | | (3,262,714) | | | | | | — | | |
Natixis Securities America LLC | | | | | 108,255 | | | | | | (108,255) | | | | | | — | | |
National Bank of Canada Financial inc | | | | | 2,725,714 | | | | | | (2,725,714) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 216,698 | | | | | | (216,698) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 25,433,493 | | | | | | (25,433,493) | | | | | | — | | |
UBS AG | | | | | 473,708 | | | | | | (473,708) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 2,403,307 | | | | | | (2,403,307) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 2,836,353 | | | | | | (2,836,353) | | | | | | — | | |
Total | | | | $ | 99,712,454 | | | | | $ | (99,712,454) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 3,038,865 | | | | | $ | (3,038,865) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 215,976 | | | | | | (215,976) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,072,514 | | | | | | (1,072,514) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 19,650,566 | | | | | | (19,650,566) | | | | | | — | | |
BofA Securities Inc | | | | | 16,468,847 | | | | | | (16,468,847) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 110,284 | | | | | | (110,284) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 364,283 | | | | | | (364,283) | | | | | | — | | |
Citadel Clearing LLC | | | | | 581,112 | | | | | | (581,112) | | | | | | — | | |
Citadel Securities LLC | | | | | 286,711 | | | | | | (286,711) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 11,973,182 | | | | | | (11,973,182) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 604,926 | | | | | | (604,926) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,969,041 | | | | | | (1,969,041) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 9,521,156 | | | | | | (9,521,156) | | | | | | — | | |
HSBC Bank PLC | | | | | 278,463 | | | | | | (278,463) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 3,434 | | | | | | (3,434) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 32,202,322 | | | | | | (32,202,322) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 170,663 | | | | | | (170,663) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 14,250 | | | | | | (14,250) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 32,487,845 | | | | | | (32,487,845) | | | | | | — | | |
National Financial Services LLC | | | | | 30,134,703 | | | | | | (30,134,703) | | | | | | — | | |
Natixis Securities America LLC | | | | | 944,247 | | | | | | (944,247) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 4,401,492 | | | | | | (4,401,492) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 17,579 | | | | | | (17,579) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 2,453,942 | | | | | | (2,453,942) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 20,776 | | | | | | (20,776) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 51,055,144 | | | | | | (51,055,144) | | | | | | — | | |
UBS AG | | | | | 1,220,794 | | | | | | (1,220,794) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 8,952,928 | | | | | | (8,952,928) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 23,213,299 | | | | | | (23,213,299) | | | | | | — | | |
Total | | | | $ | 253,429,344 | | | | | $ | (253,429,344) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,985,283 | | | | | $ | (1,985,283) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 51,489 | | | | | | (51,489) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 271,411 | | | | | | (271,411) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,690,902 | | | | | | (1,690,902) | | | | | | — | | |
BofA Securities Inc | | | | | 177,662 | | | | | | (177,662) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 4,720,190 | | | | | | (4,720,190) | | | | | | — | | |
Citadel Clearing LLC | | | | | 589,231 | | | | | | (589,231) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 979,571 | | | | | | (979,571) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 239,502 | | | | | | (239,502) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 290,135 | | | | | | (290,135) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 141,597 | | | | | | (141,597) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 760,261 | | | | | | (760,261) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 822,190 | | | | | | (822,190) | | | | | | — | | |
National Bank Financial INC | | | | | 233,451 | | | | | | (233,451) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 707,531 | | | | | | (707,531) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 392,767 | | | | | | (392,767) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 8,191 | | | | | | (8,191) | | | | | | — | | |
UBS Securities LLC. | | | | | 813,063 | | | | | | (813,063) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 550,398 | | | | | | (550,398) | | | | | | — | | |
Total | | | | $ | 15,424,825 | | | | | $ | (15,424,825) | | | | | $ | — | | |
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Emerging Markets Index | | | | $ | 21,565,758 | | | | | $ | — | | | | | $ | 15,097,465 | | | | | $ | — | | |
International Index | | | | | 62,220,370 | | | | | | — | | | | | | 44,912,243 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 7,939,724 | | | | | | 50,949,199 | | | | | | 7,253,236 | | | | | | 32,560,097 | | |
Russell™ Large Cap Index | | | | | 16,509,503 | | | | | | 36,354,256 | | | | | | 14,257,522 | | | | | | 29,343,919 | | |
Russell™ Large Cap Value Index | | | | | 9,172,014 | | | | | | 24,435,186 | | | | | | 9,151,357 | | | | | | 13,839,150 | | |
Russell™ Mid Cap Growth Index | | | | | 1,025,657 | | | | | | 37,098,021 | | | | | | 5,378,995 | | | | | | 23,724,609 | | |
Russell™ Mid Cap Index | | | | | 21,362,333 | | | | | | 173,317,181 | | | | | | 27,997,472 | | | | | | 239,114,108 | | |
Russell™ Small Cap Index | | | | | 12,961,895 | | | | | | 49,377,425 | | | | | | 16,684,400 | | | | | | 78,790,199 | | |
U.S. Bond Index | | | | | 97,878,029 | | | | | | 6,255,768 | | | | | | 79,532,239 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Emerging Markets Index | | | | $ | 8,623,337 | | | | | $ | — | | | | | $ | 139,472,610 | | | | | $ | (2,386,577) | | | | | | Short-term | | | | | | None | | |
International Index | | | | | 47,990,202 | | | | | | — | | | | | | 559,021,850 | | | | | | (11,931,675) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (150,282,059) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (162,213,734) | | | | | | | | | | | | | | |
Russell™ Large Cap Growth Index | | | | | 6,134,490 | | | | | | 6,865,539 | | | | | | 934,773,971 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Large Cap Index | | | | | 15,636,254 | | | | | | 47,514,144 | | | | | | 841,813,015 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 17,538,464 | | | | | | — | | | | | | 159,793,789 | | | | | | (32,423,337) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (19,393,881) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (51,817,218) | | | | | | | | | | | | | | |
Russell™ Mid Cap Growth Index | | | | | 193,333 | | | | | | 22,689,680 | | | | | | 305,341,758 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 22,960,968 | | | | | | 144,326,284 | | | | | | 746,200,052 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Small Cap Index | | | | | 6,918,892 | | | | | | — | | | | | | 439,539,586 | | | | | $ | (15,405,778) | | | | | | Short-term | | | | | | None | | |
U.S. Bond Index | | | | | 47,410,289 | | | | | | 11,528,834 | | | | | | 205,601,210 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0206 | | | | February 1, 2021 | | | Daily | |
Class I | | | | $ | 0.0255 | | | | February 1, 2021 | | | Daily | |
Class P2 | | | | $ | 0.0279 | | | | February 1, 2021 | | | Daily | |
Class S | | | | $ | 0.0230 | | | | February 1, 2021 | | | Daily | |
Class S2 | | | | $ | 0.0216 | | | | February 1, 2021 | | | Daily | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 95.2% | | |||||||||||||||
| | | Argentina: 0.1% | | ||||||||||||
28,142 (1) | | | Other Securities | | | | $ | 941,652 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Brazil: 3.6% | | ||||||||||||
205,069 | | | B3 SA - Brasil Bolsa Balcao | | | | | 2,446,994 | | | | | | 0.3 | | |
124,778 | | | Banco Bradesco SA | | | | | 581,346 | | | | | | 0.1 | | |
114,700 (2) | | | Hapvida Participacoes e Investimentos SA | | | | | 336,976 | | | | | | 0.0 | | |
367,898 | | | Petroleo Brasileiro SA | | | | | 2,043,406 | | | | | | 0.2 | | |
367,074 | | | Vale SA | | | | | 6,180,090 | | | | | | 0.8 | | |
2,909,171 (1) | | | Other Securities | | | | | 17,427,604 | | | | | | 2.2 | | |
| | | | | | | | 29,016,416 | | | | | | 3.6 | | |
| | | Chile: 0.4% | | ||||||||||||
18,274,927 | | | Other Securities | | | | | 3,299,715 | | | | | | 0.4 | | |
| | | | | | | | | | | | | | | | |
| | | China: 38.0% | | ||||||||||||
123,000 (2)(3) | | | 3SBio, Inc. | | | | | 112,288 | | | | | | 0.0 | | |
40,000 (2) | | | AK Medical Holdings Ltd. | | | | | 69,344 | | | | | | 0.0 | | |
186,069 (3) | | | Alibaba Group Holding Ltd. ADR | | | | | 43,303,838 | | | | | | 5.5 | | |
390,000 (3) | | | Alibaba Health Information Technology Ltd. | | | | | 1,154,407 | | | | | | 0.2 | | |
1,220,000 (3) | | | Alibaba Pictures Group Ltd. | | | | | 151,324 | | | | | | 0.0 | | |
48,500 (2) | | | A-Living Smart City Services Co. Ltd - H Shares | | | | | 215,269 | | | | | | 0.0 | | |
26,986 (3) | | | Baidu, Inc. ADR | | | | | 5,835,453 | | | | | | 0.7 | | |
185,400 | | | Bank of China Ltd. - A Shares | | | | | 90,180 | | | | | | 0.0 | | |
7,891,000 | | | Bank of China Ltd. - H Shares | | | | | 2,670,739 | | | | | | 0.3 | | |
7,200 (2)(3) | | | CanSino Biologics, Inc. - H Shares | | | | | 163,971 | | | | | | 0.0 | | |
895,000 (2) | | | CGN Power Co. Ltd. - H Shares | | | | | 193,004 | | | | | | 0.0 | | |
52,000 (2)(3) | | | China Bohai Bank Co. Ltd. - H Shares | | | | | 34,007 | | | | | | 0.0 | | |
9,442,000 | | | China Construction Bank - H Shares | | | | | 7,121,902 | | | | | | 0.9 | | |
50,500 (2) | | | China East Education Holdings Ltd. | | | | | 121,531 | | | | | | 0.0 | | |
115,000 (2) | | | China Feihe Ltd. | | | | | 269,839 | | | | | | 0.0 | | |
919,000 (2) | | | China Huarong Asset Management Co. Ltd. - H Shares | | | | | 102,021 | | | | | | 0.0 | | |
129,200 (2)(3) | | | China International Capital Corp. Ltd. - H Shares | | | | | 350,293 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
31,000 (2)(3)(4) | | | China Literature Ltd. - H Shares | | | | $ | 243,707 | | | | | | 0.0 | | |
375,880 | | | China Merchants Bank Co., Ltd. - H Shares | | | | | 2,377,834 | | | | | | 0.3 | | |
609,000 | | | China Mobile Ltd. | | | | | 3,471,576 | | | | | | 0.4 | | |
144,000 | | | China Resources Beer Holdings Co Ltd. | | | | | 1,324,197 | | | | | | 0.2 | | |
246,000 | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 274,766 | | | | | | 0.0 | | |
90,000 | | | China Resources Gas Group Ltd. | | | | | 478,390 | | | | | | 0.1 | | |
316,444 | | | China Resources Land Ltd. | | | | | 1,304,031 | | | | | | 0.2 | | |
153,500 (2) | | | China Resources Pharmaceutical Group Ltd. | | | | | 78,932 | | | | | | 0.0 | | |
174,000 | | | China Resources Power Holdings Co. | | | | | 187,304 | | | | | | 0.0 | | |
9,600 | | | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | | | | | 36,617 | | | | | | 0.0 | | |
4,362,000 (2) | | | China Tower Corp. Ltd. - H Shares | | | | | 641,831 | | | | | | 0.1 | | |
112,000 (2) | | | China Yuhua Education Corp. Ltd. | | | | | 97,672 | | | | | | 0.0 | | |
186,000 (2) | | | Dali Foods Group Co. Ltd. | | | | | 106,310 | | | | | | 0.0 | | |
56,000 (2) | | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | | 308,240 | | | | | | 0.1 | | |
78,000 (2) | | | Haidilao International Holding Ltd. | | | | | 601,509 | | | | | | 0.1 | | |
1,908,000 (3)(5)(6) | | | Hanergy Mobile Energy Holding Group Co Ltd. | | | | | — | | | | | | — | | |
7,200 (2)(3) | | | Hangzhou Tigermed Consulting Co. Ltd. - H Shares | | | | | 166,977 | | | | | | 0.0 | | |
116,000 (2)(3) | | | Hansoh Pharmaceutical Group Co. Ltd. | | | | | 562,165 | | | | | | 0.1 | | |
46,000 (2)(3) | | | Hua Hong Semiconductor Ltd. | | | | | 261,886 | | | | | | 0.0 | | |
143,800 (2) | | | Huatai Securities Co. Ltd. - H Shares | | | | | 226,409 | | | | | | 0.0 | | |
5,921,000 | | | Industrial & Commercial Bank of China - H Shares | | | | | 3,804,181 | | | | | | 0.5 | | |
96,000 (2)(3) | | | Innovent Biologics, Inc. | | | | | 1,013,771 | | | | | | 0.1 | | |
21,500 (2)(3) | | | JD Health International, Inc. | | | | | 415,998 | | | | | | 0.1 | | |
84,769 (3) | | | JD.com, Inc. ADR | | | | | 7,451,195 | | | | | | 0.9 | | |
108,000 (2)(4) | | | Jinxin Fertility Group Ltd. | | | | | 219,775 | | | | | | 0.0 | | |
24,500 (2)(3)(4) | | | Koolearn Technology Holding Ltd. | | | | | 88,314 | | | | | | 0.0 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
7,500 | | | Kweichow Moutai Co. Ltd. - A Shares (Nth SSE-SEHK) | | | | $ | 2,291,990 | | | | | | 0.3 | | |
175,500 (2) | | | Longfor Group Holdings Ltd. | | | | | 1,026,583 | | | | | | 0.1 | | |
201,000 (2) | | | Luye Pharma Group Ltd. - H Shares | | | | | 93,499 | | | | | | 0.0 | | |
351,800 (3) | | | Meituan Class B | | | | | 13,242,968 | | | | | | 1.7 | | |
41,255 | | | NetEase, Inc. ADR | | | | | 3,950,991 | | | | | | 0.5 | | |
15,091 (3) | | | New Oriental Education & Technology Group, Inc. ADR | | | | | 2,804,059 | | | | | | 0.4 | | |
125,907 (3) | | | NIO, Inc. ADR | | | | | 6,136,707 | | | | | | 0.8 | | |
10,800 (2) | | | Pharmaron Beijing Co. Ltd. - H Shares | | | | | 182,593 | | | | | | 0.0 | | |
37,262 (3) | | | Pinduoduo, Inc. ADR | | | | | 6,620,340 | | | | | | 0.8 | | |
51,300 (2)(3)(4) | | | Ping An Healthcare and Technology Co. Ltd. | | | | | 623,050 | | | | | | 0.1 | | |
73,400 | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 976,667 | | | | | | 0.1 | | |
580,500 | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 7,064,463 | | | | | | 0.9 | | |
1,012,000 (2) | | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | | 571,841 | | | | | | 0.1 | | |
41,250 (2) | | | Shandong Gold Mining Co. Ltd. - H Shares | | | | | 95,273 | | | | | | 0.0 | | |
40,000 (2)(3) | | | Smoore International Holdings Ltd. | | | | | 309,969 | | | | | | 0.1 | | |
37,684 (3) | | | TAL Education Group ADR | | | | | 2,694,783 | | | | | | 0.4 | | |
565,500 | | | Tencent Holdings Ltd. | | | | | 40,689,873 | | | | | | 5.1 | | |
121,000 (2) | | | Topsports International Holdings Ltd. | | | | | 181,205 | | | | | | 0.0 | | |
29,268 (2) | | | WuXi AppTec Co. Ltd. - H Shares | | | | | 574,157 | | | | | | 0.1 | | |
303,500 (2)(3) | | | Wuxi Biologics Cayman, Inc. | | | | | 4,024,818 | | | | | | 0.5 | | |
1,404,600 (2)(3) | | | Xiaomi Corp. - B Shares | | | | | 5,969,942 | | | | | | 0.8 | | |
98,000 (2) | | | Yadea Group Holdings Ltd. | | | | | 202,518 | | | | | | 0.0 | | |
39,653 | | | Yum China Holdings, Inc. | | | | | 2,263,790 | | | | | | 0.3 | | |
38,900 (2)(3)(4) | | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 181,283 | | | | | | 0.0 | | |
61,133,023 (1)(7)(8) | | | Other Securities | | | | | 111,567,802 | | | | | | 14.0 | | |
| | | | | | | | 302,044,161 | | | | | | 38.0 | | |
| | | Colombia: 0.2% | | ||||||||||||
588,293 | | | Other Securities | | | | | 1,530,434 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Czech Republic: 0.1% | | ||||||||||||
56,638 (2)(3) | | | Moneta Money Bank AS | | | | $ | 179,444 | | | | | | 0.0 | | |
24,710 (1) | | | Other Securities | | | | | 647,711 | | | | | | 0.1 | | |
| | | | | | | | 827,155 | | | | | | 0.1 | | |
| | | Egypt: 0.1% | | ||||||||||||
335,043 | | | Other Securities | | | | | 663,978 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Greece: 0.1% | | ||||||||||||
56,952 (1)(8) | | | Other Securities | | | | | 805,890 | | | | | | 0.1 | | |
| | | | | | | | | | | | |||||
| | | Hungary: 0.2% | | ||||||||||||
76,010 (1) | | | Other Securities | | | | | 1,644,471 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | India: 9.1% | | ||||||||||||
15,715 (2)(3) | | | Avenue Supermarts Ltd. | | | | | 595,381 | | | | | | 0.1 | | |
71,693 (2)(3) | | | Bandhan Bank Ltd. | | | | | 395,702 | | | | | | 0.1 | | |
5,717 (2) | | | HDFC Asset Management Co. Ltd. | | | | | 228,468 | | | | | | 0.0 | | |
69,533 (2)(3) | | | HDFC Life Insurance Co., Ltd. | | | | | 645,474 | | | | | | 0.1 | | |
83,053 | | | Hindustan Unilever Ltd. | | | | | 2,726,551 | | | | | | 0.3 | | |
168,480 | | | Housing Development Finance Corp. | | | | | 5,902,857 | | | | | | 0.7 | | |
507,821 (3) | | | ICICI Bank Ltd. | | | | | 3,734,204 | | | | | | 0.5 | | |
20,460 (2)(3) | | | ICICI Lombard General Insurance Co. Ltd. | | | | | 426,518 | | | | | | 0.1 | | |
38,002 (2)(3) | | | ICICI Prudential Life Insurance Co. Ltd. | | | | | 259,680 | | | | | | 0.0 | | |
342,359 | | | Infosys Ltd. | | | | | 5,868,986 | | | | | | 0.7 | | |
10,041 (2)(3) | | | InterGlobe Aviation Ltd. | | | | | 237,313 | | | | | | 0.0 | | |
4,816 (2) | | | Larsen & Toubro Infotech Ltd. | | | | | 241,535 | | | | | | 0.0 | | |
282,286 | | | Reliance Industries Ltd. | | | | | 7,680,701 | | | | | | 1.0 | | |
39,436 (2)(3) | | | SBI Life Insurance Co. Ltd. | | | | | 488,315 | | | | | | 0.1 | | |
92,216 | | | Tata Consultancy Services Ltd. | | | | | 3,620,874 | | | | | | 0.5 | | |
6,111,836 (1) | | | Other Securities | | | | | 39,103,482 | | | | | | 4.9 | | |
| | | | | | | | 72,156,041 | | | | | | 9.1 | | |
| | | Indonesia: 1.3% | | ||||||||||||
982,000 | | | Bank Central Asia Tbk PT | | | | | 2,367,141 | | | | | | 0.3 | | |
28,438,900 (1) | | | Other Securities | | | | | 7,999,185 | | | | | | 1.0 | | |
| | | | | | | | 10,366,326 | | | | | | 1.3 | | |
| | | Kuwait: 0.4% | | ||||||||||||
1,605,356 | | | Other Securities | | | | | 3,602,323 | | | | | | 0.4 | | |
| | | | | | | | | | | | |||||
| | | Malaysia: 1.5% | | ||||||||||||
6,883,242 (1) | | | Other Securities | | | | | 11,700,164 | | | | | | 1.5 | | |
| | | | | | | | | | | | | | | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Mexico: 1.8% | | ||||||||||||
3,385,400 | | | America Movil SAB de CV | | | | $ | 2,465,110 | | | | | | 0.3 | | |
4,729,641 (1) | | | Other Securities | | | | | 11,559,982 | | | | | | 1.5 | | |
| | | | | | | | 14,025,092 | | | | | | 1.8 | | |
| | | Pakistan: 0.0% | | ||||||||||||
167,800 | | | Other Securities | | | | | 142,772 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Peru: 0.2% | | ||||||||||||
28,098 | | | Other Securities | | | | | 1,342,163 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Philippines: 0.7% | | ||||||||||||
6,072,796 | | | Other Securities | | | | | 5,723,013 | | | | | | 0.7 | | |
| | | | | | | | | | | | | | | | |
| | | Poland: 0.7% | | ||||||||||||
24,728 (2)(3) | | | Allegro.eu SA | | | | | 560,661 | | | | | | 0.1 | | |
4,781 (2)(3) | | | Dino Polska SA | | | | | 370,784 | | | | | | 0.1 | | |
566,458 (1)(7) | | | Other Securities | | | | | 4,300,428 | | | | | | 0.5 | | |
| | | | | | | | 5,231,873 | | | | | | 0.7 | | |
| | | Qatar: 0.7% | | ||||||||||||
57,173 | | | Qatar Electricity & Water Co. QSC | | | | | 280,521 | | | | | | 0.1 | | |
52,271 | | | Qatar Fuel QSC | | | | | 268,430 | | | | | | 0.0 | | |
139,688 | | | Qatar Gas Transport Co. Ltd. | | | | | 122,022 | | | | | | 0.0 | | |
79,584 | | | Qatar International Islamic Bank QSC | | | | | 197,857 | | | | | | 0.0 | | |
114,179 | | | Qatar Islamic Bank SAQ | | | | | 537,135 | | | | | | 0.1 | | |
451,581 | | | Qatar National Bank QPSC | | | | | 2,212,706 | | | | | | 0.3 | | |
1,477,458 | | | Other Securities | | | | | 1,846,184 | | | | | | 0.2 | | |
| | | | | | | | 5,464,855 | | | | | | 0.7 | | |
| | | Romania: 0.0% | | ||||||||||||
40,275 | | | Other Securities | | | | | 256,258 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Russia: 2.8% | | ||||||||||||
1,161,838 | | | Gazprom PJSC | | | | | 3,336,437 | | | | | | 0.4 | | |
40,522 | | | Lukoil PJSC | | | | | 2,821,341 | | | | | | 0.3 | | |
1,069,283 | | | Sberbank of Russia PJSC | | | | | 3,922,103 | | | | | | 0.5 | | |
302,924,675 (1) | | | Other Securities | | | | | 12,456,951 | | | | | | 1.6 | | |
| | | | | | | | 22,536,832 | | | | | | 2.8 | | |
| | | Saudi Arabia: 2.4% | | ||||||||||||
121,536 | | | Al Rajhi Bank | | | | | 2,384,329 | | | | | | 0.3 | | |
211,258 (2) | | | Saudi Arabian Oil Co. | | | | | 1,971,530 | | | | | | 0.3 | | |
89,122 | | | Saudi Basic Industries Corp. | | | | | 2,410,026 | | | | | | 0.3 | | |
1,454,049 (1) | | | Other Securities | | | | | 12,208,754 | | | | | | 1.5 | | |
| | | | | | | | 18,974,639 | | | | | | 2.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Singapore: 0.0% | | ||||||||||||
20,600 (2) | | | BOC Aviation Ltd. | | | | $ | 178,303 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | South Africa: 3.3% | | ||||||||||||
43,028 | | | Naspers Ltd. | | | | | 8,811,046 | | | | | | 1.1 | | |
3,049,637 (1) | | | Other Securities | | | | | 17,690,478 | | | | | | 2.2 | | |
| | | | | | | | 26,501,524 | | | | | | 3.3 | | |
| | | South Korea: 12.4% | | ||||||||||||
1,633 (3) | | | Celltrion Pharm, Inc. | | | | | 359,266 | | | | | | 0.1 | | |
9,537 (3) | | | Celltrion, Inc. | | | | | 3,156,725 | | | | | | 0.4 | | |
7,576 | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 261,604 | | | | | | 0.0 | | |
1,827 | | | Hyundai Glovis Co., Ltd. | | | | | 310,009 | | | | | | 0.0 | | |
901 | | | Hyundai Heavy Industries Holdings Co., Ltd. | | | | | 235,579 | | | | | | 0.0 | | |
6,033 | | | Hyundai Marine & Fire Insurance Co., Ltd. | | | | | 126,494 | | | | | | 0.0 | | |
6,594 | | | Hyundai Mobis Co. Ltd. | | | | | 1,552,004 | | | | | | 0.2 | | |
14,937 (3) | | | Hyundai Motor Co. | | | | | 2,647,628 | | | | | | 0.3 | | |
8,680 | | | Hyundai Steel Co. | | | | | 317,239 | | | | | | 0.1 | | |
4,565 | | | LG Chem Ltd. | | | | | 3,471,303 | | | | | | 0.4 | | |
9,127 | | | LG Corp. | | | | | 736,484 | | | | | | 0.1 | | |
23,192 (3) | | | LG Display Co., Ltd. | | | | | 396,423 | | | | | | 0.1 | | |
10,544 (3) | | | LG Electronics, Inc. | | | | | 1,312,957 | | | | | | 0.2 | | |
931 | | | LG Household & Health Care Ltd. | | | | | 1,389,541 | | | | | | 0.2 | | |
1,464 | | | LG Innotek Co. Ltd. | | | | | 246,597 | | | | | | 0.0 | | |
21,690 | | | LG Uplus Corp. | | | | | 234,867 | | | | | | 0.0 | | |
12,227 | | | NAVER Corp. | | | | | 3,296,023 | | | | | | 0.4 | | |
2,211 (2)(3) | | | Netmarble Corp. | | | | | 268,045 | | | | | | 0.0 | | |
1,649 (2)(3) | | | Samsung Biologics Co. Ltd. | | | | | 1,255,496 | | | | | | 0.2 | | |
8,246 | | | Samsung C&T Corp. | | | | | 1,049,668 | | | | | | 0.1 | | |
2,611 | | | Samsung Card Co. | | | | | 78,140 | | | | | | 0.0 | | |
5,515 | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 905,692 | | | | | | 0.1 | | |
469,789 | | | Samsung Electronics Co., Ltd. | | | | | 35,081,738 | | | | | | 4.4 | | |
15,569 (3) | | | Samsung Engineering Co. Ltd. | | | | | 190,355 | | | | | | 0.0 | | |
2,997 | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 517,725 | | | | | | 0.1 | | |
47,105 (3) | | | Samsung Heavy Industries Co., Ltd. | | | | | 305,968 | | | | | | 0.0 | | |
6,596 | | | Samsung Life Insurance Co. Ltd. | | | | | 481,321 | | | | | | 0.1 | | |
5,453 (3) | | | Samsung SDI Co., Ltd. | | | | | 3,160,274 | | | | | | 0.4 | | |
3,389 | | | Samsung SDS Co. Ltd. | | | | | 557,808 | | | | | | 0.1 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: (continued) | | | | | |||||||||||||||||||||
| | | South Korea (continued) | | | | | ||||||||||||||||||
6,339 | | | Samsung Securities Co. Ltd. | | | | $ | 236,504 | | | | | | 0.0 | | | | | | ||||||
53,810 (3) | | | SK Hynix, Inc. | | | | | 5,877,586 | | | | | | 0.8 | | | | | | ||||||
579,315 (1) | | | Other Securities | | | | | 28,672,174 | | | | | | 3.6 | | | | | | ||||||
| | | | | | | | 98,689,237 | | | | | | 12.4 | | | | | | ||||||
| | | Taiwan: 12.4% | | | | | | | | | | | ||||||||||||
1,236,170 | | | HON HAI Precision Industry Co., Ltd. | | | | | 4,053,333 | | | | | | 0.5 | | | | | | ||||||
149,820 | | | MediaTek, Inc. | | | | | 3,995,292 | | | | | | 0.5 | | | | | | ||||||
2,424,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 45,855,954 | | | | | | 5.8 | | | | | | ||||||
28,083,898 (1) | | | Other Securities | | | | | 44,611,505 | | | | | | 5.6 | | | | | | ||||||
| | | | | | | | 98,516,084 | | | | | | 12.4 | | | | | | ||||||
| | | Thailand: 1.8% | | | | | ||||||||||||||||||
135,400 | | | PTT Exploration & Production PCL | | | | | 444,037 | | | | | | 0.1 | | | | | | ||||||
28,500 | | | PTT Global Chemical PCL | | | | | 55,671 | | | | | | 0.0 | | | | | | ||||||
197,300 | | | PTT Global Chemical PCL (Foreign) | | | | | 385,401 | | | | | | 0.0 | | | | | | ||||||
1,118,200 | | | PTT PCL (Foreign) | | | | | 1,587,526 | | | | | | 0.2 | | | | | | ||||||
11,038,941 (1)(7) | | | Other Securities | | | | | 11,619,651 | | | | | | 1.5 | | | | | | ||||||
| | | | | | | | 14,092,286 | | | | | | 1.8 | | | | | | ||||||
| | | Turkey: 0.4% | | | | | ||||||||||||||||||
1,722,174 (1) | | | Other Securities | | | | | 2,885,740 | | | | | | 0.4 | | | | | | ||||||
| | | | | | | | | | | | | | | | | | | | ||||||
| | | United Arab Emirates: 0.5% | | | | | ||||||||||||||||||
2,282,206 (1) | | | Other Securities | | | | | 4,076,911 | | | | | | 0.5 | | | | | | ||||||
| | | Total Common Stock (Cost $599,645,057) | | | | | 757,236,308 | | | | | | 95.2 | | | | | | ||||||
PREFERRED STOCK: 2.2% | | | | | |||||||||||||||||||||
| | | Brazil: 1.3% | | | | | ||||||||||||||||||
442,535 | | | Banco Bradesco SA | | | | | 2,312,271 | | | | | | 0.3 | | | | | | ||||||
481,225 | | | Itau Unibanco Holding S.A. | | | | | 2,930,412 | | | | | | 0.4 | | | | | | ||||||
472,000 | | | Petroleo Brasileiro SA | | | | | 2,575,273 | | | | | | 0.3 | | | | | | ||||||
791,509 | | | Other Securities | | | | | 2,839,887 | | | | | | 0.3 | | | | | | ||||||
| | | | | | | | 10,657,843 | | | | | | 1.3 | | | | | | ||||||
| | | Chile: 0.1% | | | | | ||||||||||||||||||
47,137 | | | Other Securities | | | | | 637,191 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | | | | | | | | | | | | | | ||||||
| | | Russia: 0.0% | | | | | ||||||||||||||||||
701,436 | | | Other Securities | | | | | 396,442 | | | | | | 0.0 | | | | | | ||||||
| | | | | | | | | | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
PREFERRED STOCK: (continued) | | |||||||||||||||
| | | South Korea: 0.8% | | ||||||||||||
689 | | | LG Chem Ltd. | | | | $ | 242,552 | | | | | | 0.0 | | |
191 | | | LG Household & Health Care Ltd. | | | | | 126,349 | | | | | | 0.0 | | |
80,795 | | | Samsung Electronics Co., Ltd. | | | | | 5,480,887 | | | | | | 0.7 | | |
5,302 | | | Other Securities | | | | | 436,563 | | | | | | 0.1 | | |
| | | | | | | | 6,286,351 | | | | | | 0.8 | | |
| | | Total Preferred Stock (Cost $15,621,711) | | | | | 17,977,827 | | | | | | 2.2 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | China: —% | | ||||||||||||
4,805 (1)(8) | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | | | | |
| | | South Korea: 0.0% | | ||||||||||||
532 (1) | | | Other Securities | | | | | 14,912 | | | | | | 0.0 | | |
| | | Total Rights (Cost $—) | | | | | 14,912 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $615,266,768) | | | | | 775,229,047 | | | | | | 97.4 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.8% | | |||||||||||||||
| | | Repurchase Agreements: 0.8% | | ||||||||||||
1,325,951 (9) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,325,961, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,352,470, due 01/25/21-10/15/62) | | | | | 1,325,951 | | | | | | 0.1 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,473,700 (9) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,473,721, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,503,197, due 01/31/21-05/15/49) | | | | $ | 1,473,700 | | | | | | 0.2 | | |
1,473,681 (9) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,473,692, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,503,155, due 09/15/21-01/01/51) | | | | | 1,473,681 | | | | | | 0.2 | | |
584,569 (9) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $584,573, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $596,260, due 01/15/21-01/01/51) | | | | | 584,569 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,473,681 (9) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,473,694, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,503,155, due 01/05/21-12/20/50) | | | | $ | 1,473,681 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $6,331,582) | | | | | 6,331,582 | | | | | | 0.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.0% | | ||||||||||||
7,722,005 (10) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $7,722,005) | | | | | 7,722,005 | | | | | | 1.0 | | |
| | | Total Short-Term Investments (Cost $14,053,587) | | | | | 14,053,587 | | | | | | 1.8 | | |
| | | Total Investments in Securities (Cost $629,320,355) | | | | $ | 789,282,634 | | | | | | 99.2 | | |
| | | Assets in Excess of Other Liabilities | | | | | 6,074,619 | | | | | | 0.8 | | |
| | | Net Assets | | | | $ | 795,357,253 | | | | | | 100.0 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 20.1% | | |
Consumer Discretionary | | | | | 17.8 | | |
Financials | | | | | 17.5 | | |
Communication Services | | | | | 11.3 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Materials | | | | | 7.4 | | |
Consumer Staples | | | | | 5.7 | | |
Energy | | | | | 4.8 | | |
Health Care | | | | | 4.6 | | |
Industrials | | | | | 4.2 | | |
Utilities | | | | | 2.0 | | |
Real Estate | | | | | 2.0 | | |
Rights | | | | | 0.0 | | |
Financial | | | | | 0.0 | | |
Short-Term Investments | | | | | 1.8 | | |
Assets in Excess of Other Liabilities | | | | | 0.8 | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Argentina | | | | $ | 941,652 | | | | | $ | — | | | | | $ | — | | | | | $ | 941,652 | | |
Brazil | | | | | 29,016,416 | | | | | | — | | | | | | — | | | | | | 29,016,416 | | |
Chile | | | | | 3,299,715 | | | | | | — | | | | | | — | | | | | | 3,299,715 | | |
China | | | | | 96,993,546 | | | | | | 205,050,615 | | | | | | — | | | | | | 302,044,161 | | |
Colombia | | | | | 1,530,434 | | | | | | — | | | | | | — | | | | | | 1,530,434 | | |
Czech Republic | | | | | — | | | | | | 827,155 | | | | | | — | | | | | | 827,155 | | |
Egypt | | | | | — | | | | | | 663,978 | | | | | | — | | | | | | 663,978 | | |
Greece | | | | | — | | | | | | 805,890 | | | | | | — | | | | | | 805,890 | | |
Hungary | | | | | — | | | | | | 1,644,471 | | | | | | — | | | | | | 1,644,471 | | |
India | | | | | — | | | | | | 72,156,041 | | | | | | — | | | | | | 72,156,041 | | |
Indonesia | | | | | — | | | | | | 10,366,326 | | | | | | — | | | | | | 10,366,326 | | |
Kuwait | | | | | 1,932,468 | | | | | | 1,669,855 | | | | | | — | | | | | | 3,602,323 | | |
Malaysia | | | | | — | | | | | | 11,700,164 | | | | | | — | | | | | | 11,700,164 | | |
Mexico | | | | | 14,025,092 | | | | | | — | | | | | | — | | | | | | 14,025,092 | | |
Pakistan | | | | | 101,330 | | | | | | 41,442 | | | | | | — | | | | | | 142,772 | | |
Peru | | | | | 1,342,163 | | | | | | — | | | | | | — | | | | | | 1,342,163 | | |
Philippines | | | | | — | | | | | | 5,723,013 | | | | | | — | | | | | | 5,723,013 | | |
Poland | | | | | 560,661 | | | | | | 4,671,212 | | | | | | — | | | | | | 5,231,873 | | |
Qatar | | | | | — | | | | | | 5,464,855 | | | | | | — | | | | | | 5,464,855 | | |
Romania | | | | | 256,258 | | | | | | — | | | | | | — | | | | | | 256,258 | | |
Russia | | | | | 2,500,120 | | | | | | 20,036,712 | | | | | | — | | | | | | 22,536,832 | | |
Saudi Arabia | | | | | 3,033,922 | | | | | | 15,940,717 | | | | | | — | | | | | | 18,974,639 | | |
Singapore | | | | | — | | | | | | 178,303 | | | | | | — | | | | | | 178,303 | | |
South Africa | | | | | 2,578,591 | | | | | | 23,922,933 | | | | | | — | | | | | | 26,501,524 | | |
South Korea | | | | | — | | | | | | 98,689,237 | | | | | | — | | | | | | 98,689,237 | | |
Taiwan | | | | | — | | | | | | 98,516,084 | | | | | | — | | | | | | 98,516,084 | | |
Thailand | | | | | 77,624 | | | | | | 14,014,662 | | | | | | — | | | | | | 14,092,286 | | |
Turkey | | | | | 286,203 | | | | | | 2,599,537 | | | | | | — | | | | | | 2,885,740 | | |
United Arab Emirates | | | | | — | | | | | | 4,076,911 | | | | | | — | | | | | | 4,076,911 | | |
Total Common Stock | | | | | 158,476,195 | | | | | | 598,760,113 | | | | | | — | | | | | | 757,236,308 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Preferred Stock | | | | | 11,295,034 | | | | | | 6,682,793 | | | | | | — | | | | | | 17,977,827 | | |
Rights | | | | | 14,912 | | | | | | — | | | | | | — | | | | | | 14,912 | | |
Short-Term Investments | | | | | 7,722,005 | | | | | | 6,331,582 | | | | | | — | | | | | | 14,053,587 | | |
Total Investments, at fair value | | | | $ | 177,508,146 | | | | | $ | 611,774,488 | | | | | $ | — | | | | | $ | 789,282,634 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 137,394 | | | | | | — | | | | | | — | | | | | | 137,394 | | |
Total Assets | | | | $ | 177,645,540 | | | | | $ | 611,774,488 | | | | | $ | — | | | | | $ | 789,420,028 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (780) | | | | | $ | — | | | | | $ | (780) | | |
Total Liabilities | | | | $ | — | | | | | $ | (780) | | | | | $ | — | | | | | $ | (780) | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Hanergy Mobile Energy Holding Group Co Ltd. | | | | | 6/11/2019 | | | | | $ | 951,967 | | | | | $ | — | | |
| | | | | | | | | | $ | 951,967 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||||||||
USD 846 | | | | | PHP40,670 | | | | The Bank of New York Mellon | | | | | 01/05/21 | | | | | $ | (1) | | |
USD 23 | | | | | PHP1,123 | | | | The Bank of New York Mellon | | | | | 01/05/21 | | | | | | — | | |
USD 22,459 | | | | | RUB1,684,732 | | | | The Bank of New York Mellon | | | | | 01/11/21 | | | | | | (324) | | |
USD 46,917 | | | | | RUB3,502,978 | | | | The Bank of New York Mellon | | | | | 01/11/21 | | | | | | (455) | | |
| | | | | | | | | | | | | | | | | | | $ | (780) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI Emerging Markets Index | | | | | 350 | | | | | | 03/19/21 | | | | | $ | 22,543,500 | | | | | $ | 137,394 | | |
| | | | | | | | | | | | | | | | $ | 22,543,500 | | | | | $ | 137,394 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (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* | | | | $ | 137,394 | | |
Total Asset Derivatives | | | | | | | $ | 137,394 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 780 | | |
Total Liabiity Derivatives | | | | | | | $ | 780 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (44,755) | | | | | $ | — | | | | | $ | (44,755) | | |
Equity contracts | | | | | — | | | | | | 4,291,388 | | | | | | 4,291,388 | | |
Total | | | | $ | (44,755) | | | | | $ | 4,291,388 | | | | | $ | 4,246,633 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (780) | | | | | $ | — | | | | | $ | (780) | | |
Equity contracts | | | | | — | | | | | | (111,477) | | | | | | (111,477) | | |
Total | | | | $ | (780) | | | | | $ | (111,477) | | | | | $ | (112,257) | | |
| | | The Bank of New York Mellon | | |||
Liabilities: | | | | | | | |
Forward foreign currency contracts | | | | $ | 780 | | |
Total Liabilities | | | | $ | 780 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (780) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (780) | | |
| Cost for federal income tax purposes was $651,240,259. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 190,793,010 | | |
| Gross Unrealized Depreciation | | | | | (51,320,400) | | |
| Net Unrealized Appreciation | | | | $ | 139,472,610 | | |
Voya International Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.9% | | |||||||||||||||
| | | Australia: 7.1% | | ||||||||||||
423,286 | | | BHP Group Ltd. | | | | $ | 13,830,697 | | | | | | 0.6 | | |
303,482 | | | BHP Group PLC | | | | | 8,013,268 | | | | | | 0.3 | | |
254,365 | | | Commonwealth Bank of Australia | | | | | 16,167,966 | | | | | | 0.7 | | |
65,243 | | | CSL Ltd. | | | | | 14,255,121 | | | | | | 0.6 | | |
472,623 | | | National Australia Bank Ltd. | | | | | 8,239,639 | | | | | | 0.4 | | |
53,340 | | | Rio Tinto Ltd. | | | | | 4,690,805 | | | | | | 0.2 | | |
12,847,936 (1)(2)(3) | | | Other Securities | | | | | 99,404,423 | | | | | | 4.3 | | |
| | | | | | | | 164,601,919 | | | | | | 7.1 | | |
| | | Austria: 0.2% | | ||||||||||||
109,036 (1)(2) | | | Other Securities | | | | | 3,926,843 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Belgium: 0.9% | | ||||||||||||
286,480 (2) | | | Other Securities | | | | | 20,402,010 | | | | | | 0.9 | | |
| | | | | | | | | | | | | | | | |
| | | China: 0.1% | | ||||||||||||
247,400 (4) | | | Budweiser Brewing Co. APAC Ltd. | | | | | 817,245 | | | | | | 0.0 | | |
531,917 | | | Other Securities | | | | | 1,612,361 | | | | | | 0.1 | | |
| | | | | | | | 2,429,606 | | | | | | 0.1 | | |
| | | Denmark: 2.5% | | ||||||||||||
247,424 | | | Novo Nordisk A/S | | | | | 17,260,094 | | | | | | 0.8 | | |
27,182 (4) | | | Orsted A/S | | | | | 5,561,581 | | | | | | 0.2 | | |
346,312 (1)(2) | | | Other Securities | | | | | 34,355,084 | | | | | | 1.5 | | |
| | | | | | | | 57,176,759 | | | | | | 2.5 | | |
| | | Finland: 1.2% | | ||||||||||||
1,817,924 (2) | | | Other Securities | | | | | 27,702,367 | | | | | | 1.2 | | |
| | | | | | | | | | | | | | | | |
| | | France: 10.2% | | ||||||||||||
68,023 | | | Air Liquide SA | | | | | 11,152,091 | | | | | | 0.5 | | |
8,715 (4)(5) | | | Amundi SA | | | | | 710,284 | | | | | | 0.0 | | |
161,625 (5) | | | BNP Paribas | | | | | 8,532,486 | | | | | | 0.4 | | |
12,351 (4) | | | La Francaise des Jeux SAEM | | | | | 566,118 | | | | | | 0.0 | | |
36,164 | | | L’Oreal S.A. | | | | | 13,798,370 | | | | | | 0.6 | | |
39,880 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 24,964,786 | | | | | | 1.1 | | |
162,764 | | | Sanofi | | | | | 15,775,482 | | | | | | 0.7 | | |
77,389 | | | Schneider Electric SE | | | | | 11,184,765 | | | | | | 0.5 | | |
362,068 (6) | | | Total SE | | | | | 15,627,569 | | | | | | 0.7 | | |
34,392 (4)(5) | | | Worldline SA/France | | | | | 3,341,099 | | | | | | 0.1 | | |
2,990,388 (1)(2) | | | Other Securities | | | | | 129,827,143 | | | | | | 5.6 | | |
| | | | | | | | 235,480,193 | | | | | | 10.2 | | |
| | | Germany: 8.6% | | ||||||||||||
27,358 (5) | | | Adidas AG | | | | | 9,952,916 | | | | | | 0.4 | | |
59,944 | | | Allianz SE | | | | | 14,726,532 | | | | | | 0.6 | | |
131,975 | | | BASF SE | | | | | 10,431,594 | | | | | | 0.4 | | |
141,164 | | | Bayer AG | | | | | 8,316,090 | | | | | | 0.4 | | |
26,373 (4) | | | Covestro AG | | | | | 1,624,922 | | | | | | 0.1 | | |
122,979 | | | Daimler AG | | | | | 8,716,613 | | | | | | 0.4 | | |
18,561 (4)(5) | | | Delivery Hero SE | | | | | 2,902,719 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Germany (continued) | | ||||||||||||
478,917 | | | Deutsche Telekom AG | | | | $ | 8,741,428 | | | | | | 0.4 | | |
150,045 | | | SAP SE | | | | | 19,433,529 | | | | | | 0.8 | | |
15,461 (4) | | | Scout24 AG | | | | | 1,263,370 | | | | | | 0.1 | | |
109,923 | | | Siemens AG | | | | | 15,833,925 | | | | | | 0.7 | | |
57,548 (5) | | | Siemens Energy AG | | | | | 2,109,093 | | | | | | 0.1 | | |
38,617 (4) | | | Siemens Healthineers AG | | | | | 1,987,268 | | | | | | 0.1 | | |
21,554 (4)(5) | | | TeamViewer AG | | | | | 1,157,818 | | | | | | 0.0 | | |
21,802 (4)(5) | | | Zalando SE | | | | | 2,425,054 | | | | | | 0.1 | | |
2,160,542 (1)(2) | | | Other Securities | | | | | 89,533,492 | | | | | | 3.9 | | |
| | | | | | | | 199,156,363 | | | | | | 8.6 | | |
| | | Hong Kong: 2.9% | | ||||||||||||
1,737,299 | | | AIA Group Ltd. | | | | | 21,170,938 | | | | | | 0.9 | | |
241,800 (4)(5) | | | ESR Cayman Ltd. | | | | | 867,978 | | | | | | 0.0 | | |
172,988 | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 9,488,691 | | | | | | 0.4 | | |
1,375,500 (4) | | | WH Group Ltd. | | | | | 1,153,429 | | | | | | 0.1 | | |
7,780,946 (1) | | | Other Securities | | | | | 34,037,654 | | | | | | 1.5 | | |
| | | | | | | | 66,718,690 | | | | | | 2.9 | | |
| | | Ireland: 0.7% | | ||||||||||||
233,294 (2) | | | Other Securities | | | | | 16,355,390 | | | | | | 0.7 | | |
| | | | | | | | | | | | | | | | |
| | | Israel: 0.6% | | ||||||||||||
866,417 (2) | | | Other Securities | | | | | 13,948,000 | | | | | | 0.6 | | |
| | | | | | | | | | | | | | | | |
| | | Italy: 2.1% | | ||||||||||||
1,168,668 | | | Enel S.p.A. | | | | | 11,890,816 | | | | | | 0.5 | | |
48,278 (4) | | | Infrastrutture Wireless Italiane SpA | | | | | 585,246 | | | | | | 0.0 | | |
63,144 (4)(5) | | | Nexi SpA | | | | | 1,256,502 | | | | | | 0.1 | | |
75,071 (4) | | | Poste Italiane SpA | | | | | 767,879 | | | | | | 0.0 | | |
6,216,691 (1)(2) | | | Other Securities | | | | | 33,278,598 | | | | | | 1.5 | | |
| | | | | | | | 47,779,041 | | | | | | 2.1 | | |
| | | Japan: 25.0% | | ||||||||||||
244,479 | | | Daiichi Sankyo Co., Ltd. | | | | | 8,378,344 | | | | | | 0.4 | | |
26,188 | | | Keyence Corp. | | | | | 14,731,196 | | | | | | 0.6 | | |
183,948 | | | Mitsubishi Chemical Holdings Corp. | | | | | 1,114,421 | | | | | | 0.0 | | |
192,093 | | | Mitsubishi Corp. | | | | | 4,735,446 | | | | | | 0.2 | | |
262,261 | | | Mitsubishi Electric Corp. | | | | | 3,963,721 | | | | | | 0.2 | | |
169,927 | | | Mitsubishi Estate Co., Ltd. | | | | | 2,731,210 | | | | | | 0.1 | | |
22,639 | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 520,593 | | | | | | 0.0 | | |
46,019 | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,409,382 | | | | | | 0.1 | | |
1,756,406 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 7,776,698 | | | | | | 0.3 | | |
60,776 | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 291,840 | | | | | | 0.0 | | |
16,094 | | | Nintendo Co., Ltd. | | | | | 10,331,405 | | | | | | 0.4 | | |
50,889 | | | Shin-Etsu Chemical Co., Ltd. | | | | | 8,931,827 | | | | | | 0.4 | | |
412,700 | | | SoftBank Corp. | | | | | 5,180,208 | | | | | | 0.2 | | |
Voya International Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
225,192 | | | SoftBank Group Corp. | | | | $ | 17,482,800 | | | | | | 0.8 | | |
181,170 | | | Sony Corp. | | | | | 18,256,155 | | | | | | 0.8 | | |
226,522 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 8,197,689 | | | | | | 0.4 | | |
21,105 | | | Toyota Industries Corp. | | | | | 1,676,816 | | | | | | 0.1 | | |
304,758 | | | Toyota Motor Corp. | | | | | 23,518,212 | | | | | | 1.0 | | |
30,454 | | | Toyota Tsusho Corp. | | | | | 1,232,368 | | | | | | 0.1 | | |
16,149,077 (1)(2) | | | Other Securities | | | | | 436,681,669 | | | | | | 18.9 | | |
| | | | | | | | 577,142,000 | | | | | | 25.0 | | |
| | | Luxembourg: 0.1% | | ||||||||||||
86,803 (2) | | | Other Securities | | | | | 2,138,729 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Macau: 0.2% | | ||||||||||||
1,168,605 (1)(2) | | | Other Securities | | | | | 4,640,118 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Mexico: 0.0% | | ||||||||||||
26,465 | | | Other Securities | | | | | 408,769 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Netherlands: 5.3% | | ||||||||||||
60,781 (4)(5) | | | ABN AMRO Bank NV | | | | | 595,583 | | | | | | 0.0 | | |
2,603 (4)(5)(6) | | | Adyen NV | | | | | 6,048,143 | | | | | | 0.3 | | |
84,497 (5) | | | Airbus SE | | | | | 9,273,000 | | | | | | 0.4 | | |
61,163 | | | ASML Holding NV | | | | | 29,613,553 | | | | | | 1.3 | | |
18,162 (4)(5) | | | Just Eat Takeaway.com NV | | | | | 2,047,807 | | | | | | 0.1 | | |
158,162 | | | Koninklijke Ahold Delhaize NV | | | | | 4,461,934 | | | | | | 0.2 | | |
24,766 | | | Koninklijke DSM NV | | | | | 4,259,012 | | | | | | 0.2 | | |
513,314 | | | Koninklijke KPN NV | | | | | 1,560,103 | | | | | | 0.1 | | |
130,875���(5)(6) | | | Koninklijke Philips NV | | | | | 7,049,872 | | | | | | 0.3 | | |
10,103 (6) | | | Koninklijke Vopak NV | | | | | 530,594 | | | | | | 0.0 | | |
589,301 | | | Royal Dutch Shell PLC - Class A | | | | | 10,334,235 | | | | | | 0.4 | | |
532,536 | | | Royal Dutch Shell PLC - Class B | | | | | 9,025,816 | | | | | | 0.4 | | |
1,324,989 (1)(2) | | | Other Securities | | | | | 36,973,033 | | | | | | 1.6 | | |
| | | | | | | | 121,772,685 | | | | | | 5.3 | | |
| | | New Zealand: 0.4% | | ||||||||||||
989,592 (2) | | | Other Securities | | | | | 8,820,130 | | | | | | 0.4 | | |
| | | | | | | | | | | | | | | | |
| | | Norway: 0.6% | | ||||||||||||
855,048 (2) | | | Other Securities | | | | | 13,408,976 | | | | | | 0.6 | | |
| | | | | | | | | | | | | | | | |
| | | Portugal: 0.1% | | ||||||||||||
507,256 | | | Other Securities | | | | | 3,875,908 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Singapore: 1.0% | | ||||||||||||
6,637,628 (2) | | | Other Securities | | | | | 23,772,106 | | | | | | 1.0 | | |
| | | | | | | | | | | | | | | | |
| | | Spain: 2.4% | | ||||||||||||
9,699 (4)(5) | | | Aena SME SA | | | | | 1,686,154 | | | | | | 0.1 | | |
45,460 (4) | | | Cellnex Telecom SA | | | | | 2,729,991 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Spain (continued) | | ||||||||||||
866,582 | | | Iberdrola S.A. - IBEE | | | | $ | 12,452,965 | | | | | | 0.5 | | |
34,256 | | | Siemens Gamesa Renewable Energy SA | | | | | 1,391,002 | | | | | | 0.1 | | |
5,466,043 (1)(2)(3) | | | Other Securities | | | | | 37,397,100 | | | | | | 1.6 | | |
| | | | | | | | 55,657,212 | | | | | | 2.4 | | |
| | | Sweden: 3.1% | | ||||||||||||
22,989 (4) | | | Evolution Gaming Group AB | | | | | 2,311,189 | | | | | | 0.1 | | |
3,229,783 (1)(2) | | | Other Securities | | | | | 70,139,400 | | | | | | 3.0 | | |
| | | | | | | | 72,450,589 | | | | | | 3.1 | | |
| | | Switzerland: 9.9% | | ||||||||||||
413,860 | | | Nestle SA | | | | | 48,922,934 | | | | | | 2.1 | | |
319,041 | | | Novartis AG | | | | | 30,040,248 | | | | | | 1.3 | | |
100,951 | | | Roche Holding AG | | | | | 35,161,089 | | | | | | 1.5 | | |
21,620 | | | Zurich Insurance Group AG | | | | | 9,111,128 | | | | | | 0.4 | | |
3,194,804 (1)(2) | | | Other Securities | | | | | 104,803,919 | | | | | | 4.6 | | |
| | | | | | | | 228,039,318 | | | | | | 9.9 | | |
| | | United Arab Emirates: 0.0% | | ||||||||||||
19,351 | | | Other Securities | | | | | 4,015 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | United Kingdom: 12.7% | | ||||||||||||
188,555 | | | AstraZeneca PLC | | | | | 18,801,473 | | | | | | 0.8 | | |
139,313 (4) | | | Auto Trader Group PLC | | | | | 1,133,973 | | | | | | 0.0 | | |
2,911,163 | | | BP PLC | | | | | 10,045,694 | | | | | | 0.4 | | |
329,652 | | | British American Tobacco PLC | | | | | 12,242,266 | | | | | | 0.5 | | |
335,836 | | | Diageo PLC | | | | | 13,288,641 | | | | | | 0.6 | | |
720,898 | | | GlaxoSmithKline PLC | | | | | 13,190,991 | | | | | | 0.6 | | |
2,926,369 (5) | | | HSBC Holdings PLC | | | | | 15,115,429 | | | | | | 0.7 | | |
102,079 | | | Reckitt Benckiser Group PLC | | | | | 9,110,998 | | | | | | 0.4 | | |
161,222 | | | Rio Tinto PLC | | | | | 12,135,700 | | | | | | 0.5 | | |
159,825 | | | Unilever PLC | | | | | 9,585,311 | | | | | | 0.4 | | |
217,970 | | | Unilever PLC | | | | | 13,198,240 | | | | | | 0.6 | | |
32,126,134 (1),(2) | | | Other Securities | | | | | 165,494,079 | | | | | | 7.2 | | |
| | | | | | | | 293,342,795 | | | | | | 12.7 | | |
| | | Total Common Stock (Cost $1,664,539,814) | | | | | 2,261,150,531 | | | | | | 97.9 | | |
PREFERRED STOCK: 0.6% | | |||||||||||||||
| | | Germany: 0.6% | | ||||||||||||
97,539 | | | Other Securities | | | | | 12,656,240 | | | | | | 0.6 | | |
| | | Total Preferred Stock | | | | | | | | | | | | | |
| | | (Cost $9,646,986) | | | | | 12,656,240 | | | | | | 0.6 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Spain: 0.0% | | ||||||||||||
210,269 (2) | | | Other Securities | | | | | 72,104 | | | | | | 0.0 | | |
| | | Total Rights (Cost $74,255) | | | | | 72,104 | | | | | | 0.0 | | |
|
Voya International Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
WARRANTS: 0.0% | | |||||||||||||||
| | | Switzerland: 0.0% | | ||||||||||||
155,786 (2) | | | Other Securities | | | | $ | 40,473 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $—) | | | | | 40,473 | | | | | | 0.0 | | |
| | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | (Cost $1,674,261,055) | | | | | 2,273,919,348 | | | | | | 98.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.7% | | |||||||||||||||
| | | Repurchase Agreements: 2.3% | | ||||||||||||
2,952,168 (7) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $2,952,200, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $3,011,211, due 02/03/21-11/20/70) | | | | | 2,952,168 | | | | | | 0.1 | | |
1,855,649 (7) | | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $1,855,669, collateralized by various U.S. Government Agency Obligations, 2.500%- 5.500%, Market Value plus accrued interest $1,892,762, due 07/01/24-10/01/50) | | | | | 1,855,649 | | | | | | 0.1 | | |
2,460,604 (7) | | | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $2,460,669, collateralized by various U.S. Government Securities, 0.750%- 8.750%, Market Value plus accrued interest $2,583,634, due 03/01/21- 11/20/40) | | | | | 2,460,604 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,760,776 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,760,843, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $8,935,992, due 01/25/21- 10/15/62) | | | | $ | 8,760,776 | | | | | | 0.4 | | |
2,998,414 (7) | | | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,998,437, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 4.750%, Market Value plus accrued interest $3,058,382, due 01/14/21- 01/20/69) | | | | | 2,998,414 | | | | | | 0.1 | | |
5,499,851 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $5,499,929, collateralized by various U.S. Government Securities, 0.000%- 7.875%, Market Value plus accrued interest $5,609,934, due 01/31/21- 05/15/49) | | | | | 5,499,851 | | | | | | 0.2 | | |
Voya International Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,134,047 (7) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,134,109, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 4.000%, Market Value plus accrued interest $8,296,728, due 09/15/21- 01/01/51) | | | | $ | 8,134,047 | | | | | | 0.4 | | |
1,209,611 (7) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,209,620, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,233,803, due 01/04/21- 12/01/50) | | | | | 1,209,611 | | | | | | 0.1 | | |
3,425,454 (7) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,425,503, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%- 7.000%, Market Value plus accrued interest $3,493,963, due 07/01/22- 12/01/50) | | | | | 3,425,454 | | | | | | 0.1 | | |
3,913,974 (7) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,914,030, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $3,992,311, due 02/18/21-01/15/62) | | | | | 3,913,974 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,083,863 (7) | | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,083,907, collateralized by various U.S. Government Securities, 0.250%- 1.125%, Market Value plus accrued interest $3,146,679, due 02/28/25- 05/31/25) | | | | $ | 3,083,863 | | | | | | 0.1 | | |
8,695,331 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $8,695,483, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $8,891,344, due 07/15/22-02/15/47) | | | | | 8,695,331 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $52,989,742) | | | | | 52,989,742 | | | | | | 2.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7): 0.4% | | ||||||||||||
8,033,021 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 8,033,021 | | | | | | 0.3 | | |
1,019,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 1,019,000 | | | | | | 0.0 | | |
1,270,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 1,270,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $10,322,021) | | | | | 10,322,021 | | | | | | 0.4 | | |
| | | Total Short-Term Investments (Cost $63,311,763) | | | | | 63,311,763 | | | | | | 2.7 | | |
Voya International Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $1,737,572,818) | | | | $ | 2,337,231,111 | | | | | | 101.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (27,076,455) | | | | | | (1.2) | | |
| | | Net Assets | | | | $ | 2,310,154,656 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 16.1% | | |
Industrials | | | | | 15.0 | | |
Health Care | | | | | 12.6 | | |
Consumer Discretionary | | | | | 12.3 | | |
Consumer Staples | | | | | 10.9 | | |
Information Technology | | | | | 8.8 | | |
Materials | | | | | 7.7 | | |
Communication Services | | | | | 5.1 | | |
Utilities | | | | | 3.8 | | |
Real Estate | | | | | 3.1 | | |
Energy | | | | | 3.1 | | |
Short-Term Investments | | | | | 2.7 | | |
Liabilities in Excess of Other Assets | | | | | (1.2) | | |
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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 164,601,919 | | | | | $ | — | | | | | $ | 164,601,919 | | |
Austria | | | | | — | | | | | | 3,926,843 | | | | | | — | | | | | | 3,926,843 | | |
Belgium | | | | | 471,158 | | | | | | 19,930,852 | | | | | | — | | | | | | 20,402,010 | | |
China | | | | | — | | | | | | 2,429,606 | | | | | | — | | | | | | 2,429,606 | | |
Denmark | | | | | — | | | | | | 57,176,759 | | | | | | — | | | | | | 57,176,759 | | |
Finland | | | | | — | | | | | | 27,702,367 | | | | | | — | | | | | | 27,702,367 | | |
France | | | | | 1,413,720 | | | | | | 234,066,473 | | | | | | — | | | | | | 235,480,193 | | |
Germany | | | | | 5,069,792 | | | | | | 194,086,571 | | | | | | — | | | | | | 199,156,363 | | |
Hong Kong | | | | | 1,365,606 | | | | | | 65,353,084 | | | | | | — | | | | | | 66,718,690 | | |
Ireland | | | | | 3,187,383 | | | | | | 13,168,007 | | | | | | — | | | | | | 16,355,390 | | |
Israel | | | | | 6,538,844 | | | | | | 7,409,156 | | | | | | — | | | | | | 13,948,000 | | |
Italy | | | | | — | | | | | | 47,779,041 | | | | | | — | | | | | | 47,779,041 | | |
Japan | | | | | — | | | | | | 577,142,000 | | | | | | — | | | | | | 577,142,000 | | |
Luxembourg | | | | | 1,588,877 | | | | | | 549,852 | | | | | | — | | | | | | 2,138,729 | | |
Macau | | | | | — | | | | | | 4,640,118 | | | | | | — | | | | | | 4,640,118 | | |
Mexico | | | | | — | | | | | | 408,769 | | | | | | — | | | | | | 408,769 | | |
Netherlands | | | | | 11,249,421 | | | | | | 110,523,264 | | | | | | — | | | | | | 121,772,685 | | |
New Zealand | | | | | — | | | | | | 8,820,130 | | | | | | — | | | | | | 8,820,130 | | |
Norway | | | | | 1,406,908 | | | | | | 12,002,068 | | | | | | — | | | | | | 13,408,976 | | |
Portugal | | | | | — | | | | | | 3,875,908 | | | | | | — | | | | | | 3,875,908 | | |
Voya International Index Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Singapore | | | | | — | | | | | | 23,772,106 | | | | | | — | | | | | | 23,772,106 | | |
Spain | | | | | — | | | | | | 55,657,212 | | | | | | — | | | | | | 55,657,212 | | |
Sweden | | | | | — | | | | | | 72,450,589 | | | | | | — | | | | | | 72,450,589 | | |
Switzerland | | | | | — | | | | | | 228,039,318 | | | | | | — | | | | | | 228,039,318 | | |
United Arab Emirates | | | | | — | | | | | | 4,015 | | | | | | — | | | | | | 4,015 | | |
United Kingdom | | | | | 13,467,372 | | | | | | 279,875,423 | | | | | | — | | | | | | 293,342,795 | | |
Total Common Stock | | | | | 45,759,081 | | | | | | 2,215,391,450 | | | | | | — | | | | | | 2,261,150,531 | | |
Preferred Stock | | | | | — | | | | | | 12,656,240 | | | | | | — | | | | | | 12,656,240 | | |
Rights | | | | | 72,104 | | | | | | — | | | | | | — | | | | | | 72,104 | | |
Warrants | | | | | 40,473 | | | | | | — | | | | | | — | | | | | | 40,473 | | |
Short-Term Investments | | | | | 10,322,021 | | | | | | 52,989,742 | | | | | | — | | | | | | 63,311,763 | | |
Total Investments, at fair value | | | | $ | 56,193,679 | | | | | $ | 2,281,037,432 | | | | | $ | — | | | | | $ | 2,337,231,111 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 221,038 | | | | | | — | | | | | | — | | | | | | 221,038 | | |
Total Assets | | | | $ | 56,414,717 | | | | | $ | 2,281,037,432 | | | | | $ | — | | | | | $ | 2,337,452,149 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | 338 | | | | | | 03/19/21 | | | | | $ | 36,010,520 | | | | | $ | 221,038 | | |
| | | | | | | | | | | | | | | | $ | 36,010,520 | | | | | $ | 221,038 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 221,038 | | |
Total Asset Derivatives | | | | | | | $ | 221,038 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (853,772) | | |
Total | | | | $ | (853,772) | | |
Voya International Index Portfolio | as of December 31, 2020 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (148,092) | | |
Total | | | | $ | (148,092) | | |
| Cost for federal income tax purposes was $1,780,547,213. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 704,867,006 | | |
| Gross Unrealized Depreciation | | | | | (145,845,156) | | |
| Net Unrealized Appreciation | | | | $ | 559,021,850 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: 99.7% | | | | | |||||||||||||||||||||
| | | Communication Services: 12.0% | | | | | | | | | | | ||||||||||||
22,674 (1) | | | Alphabet, Inc. - Class A | | | | $ | 39,739,359 | | | | | | 2.7 | | | | | | ||||||
21,962 (1) | | | Alphabet, Inc. - Class C | | | | | 38,474,788 | | | | | | 2.6 | | | | | | ||||||
12,725 (1) | | | Charter Communications, Inc. | | | | | 8,418,224 | | | | | | 0.6 | | | | | | ||||||
233,730 (1) | | | Facebook, Inc.- Class A | | | | | 63,845,687 | | | | | | 4.4 | | | | | | ||||||
41,393 (1) | | | NetFlix, Inc. | | | | | 22,382,437 | | | | | | 1.5 | | | | | | ||||||
33,200 | | | Other Securities | | | | | 3,278,515 | | | | | | 0.2 | | | | | | ||||||
| | | | | | | | 176,139,010 | | | | | | 12.0 | | | | | | | | | | ||
| | | Consumer Discretionary: 18.1% | | | | | | | | | | | ||||||||||||
41,273 (1) | | | Amazon.com, Inc. | | | | | 134,423,272 | | | | | | 9.2 | | | | | | ||||||
3,977 (1) | | | Booking Holdings, Inc. | | | | | 8,857,853 | | | | | | 0.6 | | | | | | ||||||
52,280 | | | Home Depot, Inc. | | | | | 13,886,614 | | | | | | 0.9 | | | | | | ||||||
73,565 | | | Lowe’s Cos, Inc. | | | | | 11,807,918 | | | | | | 0.8 | | | | | | ||||||
119,306 | | | Nike, Inc. - Class B | | | | | 16,878,220 | | | | | | 1.2 | | | | | | ||||||
65,639 | | | Starbucks Corp. | | | | | 7,022,060 | | | | | | 0.5 | | | | | | ||||||
73,602 (1) | | | Tesla, Inc. | | | | | 51,938,723 | | | | | | 3.5 | | | | | | ||||||
94,452 | | | TJX Cos., Inc. | | | | | 6,450,127 | | | | | | 0.4 | | | | | | ||||||
136,672 | | | Other Securities | | | | | 14,740,578 | | | | | | 1.0 | | | | | | ||||||
| | | | | | | | 266,005,365 | | | | | | 18.1 | | | | | | | | | | ||
| | | Consumer Staples: 4.8% | | | | | | | | | | | ||||||||||||
220,873 | | | Coca-Cola Co. | | | | | 12,112,675 | | | | | | 0.8 | | | | | | ||||||
37,925 | | | Costco Wholesale Corp. | | | | | 14,289,381 | | | | | | 1.0 | | | | | | ||||||
99,163 | | | PepsiCo, Inc. | | | | | 14,705,873 | | | | | | 1.0 | | | | | | ||||||
106,029 | | | Procter & Gamble Co. | | | | | 14,752,875 | | | | | | 1.0 | | | | | | ||||||
167,628 (2) | | | Other Securities | | | | | 14,175,326 | | | | | | 1.0 | | | | | | ||||||
| | | | | | | | 70,036,130 | | | | | | 4.8 | | | | | | | | | | ||
| | | Financials: 1.5% | | | | | | | | | | | ||||||||||||
129,648 (2)(3) | | | Other Securities | | | | | 22,160,896 | | | | | | 1.5 | | | | | | ||||||
| | | | | | | | | | | | | | | | | | | | ||||||
| | | Health Care: 11.7% | | | | | | | | | | | ||||||||||||
64,605 | | | Abbott Laboratories | | | | | 7,073,602 | | | | | | 0.5 | | | | | | ||||||
161,183 | | | AbbVie, Inc. | | | | | 17,270,758 | | | | | | 1.2 | | | | | | ||||||
56,701 | | | Amgen, Inc. | | | | | 13,036,694 | | | | | | 0.9 | | | | | | ||||||
81,986 | | | Eli Lilly & Co. | | | | | 13,842,516 | | | | | | 0.9 | | | | | | ||||||
11,264 (1) | | | Intuitive Surgical, Inc. | | | | | 9,215,078 | | | | | | 0.6 | | | | | | ||||||
214,914 | | | Merck & Co., Inc. | | | | | 17,579,965 | | | | | | 1.2 | | | | | | ||||||
22,565 | | | Thermo Fisher Scientific, Inc. | | | | | 10,510,326 | | | | | | 0.7 | | | | | | ||||||
76,450 | | | UnitedHealth Group, Inc. | | | | | 26,809,486 | | | | | | 1.8 | | | | | | ||||||
41,863 | | | Zoetis, Inc. | | | | | 6,928,327 | | | | | | 0.5 | | | | | | ||||||
319,002 (2) | | | Other Securities | | | | | 49,581,039 | | | | | | 3.4 | | | | | | ||||||
| | | | | | | | 171,847,791 | | | | | | 11.7 | | | | | | | | | | ||
| | | Industrials: 3.0% | | | | | | | | | | | ||||||||||||
36,098 | | | 3M Co. | | | | | 6,309,570 | | | | | | 0.5 | | | | | | ||||||
24,084 | | | Lockheed Martin Corp. | | | | | 8,549,338 | | | | | | 0.6 | | | | | | ||||||
33,700 | | | Union Pacific Corp. | | | | | 7,017,014 | | | | | | 0.5 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: (continued) | | | | | |||||||||||||||||||||
| | | Industrials (continued) | | | | | ||||||||||||||||||
46,013 | | | United Parcel Service, Inc. - Class B | | | | $ | 7,748,589 | | | | | | 0.5 | | | | | | ||||||
137,378 (2) | | | Other Securities | | | | | 13,511,064 | | | | | | 0.9 | | | | | | ||||||
| | | | | | | | 43,135,575 | | | | | | 3.0 | | | | | | | | | | ||
| | | Information Technology: 46.4% | | | | | | | | | | | ||||||||||||
62,040 | | | Accenture PLC | | | | | 16,205,468 | | | | | | 1.1 | | | | | | ||||||
46,823 (1) | | | Adobe, Inc. | | | | | 23,417,119 | | | | | | 1.6 | | | | | | ||||||
108,379 (1) | | | Advanced Micro Devices, Inc. | | | | | 9,939,438 | | | | | | 0.7 | | | | | | ||||||
1,570,843 | | | Apple, Inc. | | | | | 208,435,158 | | | | | | 14.2 | | | | | | ||||||
89,162 | | | Applied Materials, Inc. | | | | | 7,694,681 | | | | | | 0.5 | | | | | | ||||||
35,968 | | | Automatic Data Processing, Inc. | | | | | 6,337,562 | | | | | | 0.4 | | | | | | ||||||
36,443 | | | Broadcom, Inc. | | | | | 15,956,567 | | | | | | 1.1 | | | | | | ||||||
24,523 | | | Intuit, Inc. | | | | | 9,315,061 | | | | | | 0.6 | | | | | | ||||||
14,106 | | | Lam Research Corp. | | | | | 6,661,841 | | | | | | 0.5 | | | | | | ||||||
85,870 | | | Mastercard, Inc. - Class A | | | | | 30,650,438 | | | | | | 2.1 | | | | | | ||||||
728,898 | | | Microsoft Corp. | | | | | 162,121,493 | | | | | | 11.1 | | | | | | ||||||
57,460 | | | Nvidia Corp. | | | | | 30,005,612 | | | | | | 2.1 | | | | | | ||||||
161,404 | | | Oracle Corp. | | | | | 10,441,225 | | | | | | 0.7 | | | | | | ||||||
114,309 (1) | | | PayPal Holdings, Inc. | | | | | 26,771,168 | | | | | | 1.8 | | | | | | ||||||
109,544 | | | Qualcomm, Inc. | | | | | 16,687,933 | | | | | | 1.1 | | | | | | ||||||
79,110 (1) | | | Salesforce.com, Inc. | | | | | 17,604,348 | | | | | | 1.2 | | | | | | ||||||
18,921 (1) | | | ServiceNow, Inc. | | | | | 10,414,686 | | | | | | 0.7 | | | | | | ||||||
35,943 (1) | | | Square, Inc. | | | | | 7,822,634 | | | | | | 0.5 | | | | | | ||||||
44,494 | | | Texas Instruments, Inc. | | | | | 7,302,800 | | | | | | 0.5 | | | | | | ||||||
164,344 | | | Visa, Inc. - Class A | | | | | 35,946,963 | | | | | | 2.5 | | | | | | ||||||
94,198 (2)(3) | | | Other Securities | | | | | 20,935,188 | | | | | | 1.4 | | | | | | ||||||
| | | | | | | | 680,667,383 | | | | | | 46.4 | | | | | | | | | | ||
| | | Materials: 0.5% | | | | | | | | | | | ||||||||||||
15,573 | | | Other Securities | | | | | 7,681,356 | | | | | | 0.5 | | | | | | ||||||
| | | | | | | | | | | | | | | | | | | | ||||||
| | | Real Estate: 1.7% | | | | | | | | | | | ||||||||||||
42,932 | | | American Tower Corp. | | | | | 9,636,517 | | | | | | 0.7 | | | | | | ||||||
57,396 | | | Other Securities | | | | | 14,798,727 | | | | | | 1.0 | | | | | | ||||||
| | | | | | | | 24,435,244 | | | | | | 1.7 | | | | | | | | | | ||
| | | Total Common Stock (Cost $527,013,293) | | | | | 1,462,108,750 | | | | | | 99.7 | | | | | | ||||||
EXCHANGE-TRADED FUNDS: 0.3% | | | | | |||||||||||||||||||||
39,249 | | | Other Securities | | | | | 5,221,687 | | | | | | 0.3 | | | | | | ||||||
| | | Total Exchange-Traded Funds (Cost $5,152,216) | | | | | 5,221,687 | | | | | | 0.3 | | | | | | ||||||
| | | Total Long-Term Investments (Cost $532,165,509) | | | | | 1,467,330,437 | | | | | | 100.0 | | | | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
SHORT-TERM INVESTMENTS: 0.3% | | | | | |||||||||||||||||||||
| | | Repurchase Agreements: 0.1% | | | | | | | | | | | ||||||||||||
185,354 (4) | | | Nomura Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $185,355, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $189,061, due 01/31/21-01/15/56) | | | | $ | 185,354 | | | | | | 0.0 | | | | | | ||||||
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,000,009, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 01/05/21-12/20/50) | | | | | 1,000,000 | | | | | | 0.1 | | | | | | ||||||
| | | Total Repurchase Agreements (Cost $1,185,354) | | | | | 1,185,354 | | | | | | 0.1 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | | | | |||||||||||||||||||||
| | | Mutual Funds: 0.2% | | | | | | | | | | | ||||||||||||
2,686,034 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $2,686,034) | | | | $ | 2,686,034 | | | | | | 0.2 | | | | | | ||||||
| | | Total Short-Term Investments (Cost $3,871,388) | | | | | 3,871,388 | | | | | | 0.3 | | | | | | ||||||
| | | Total Investments in Securities (Cost $536,036,897) | | | | $ | 1,471,201,825 | | | | | | 100.3 | | | | | | ||||||
| | | Liabilities in Excess of Other Assets | | | | | (4,488,328) | | | | | | (0.3) | | | | | | ||||||
| | | Net Assets | | | | $ | 1,466,713,497 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,462,108,750 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,462,108,750 | | |
Exchange-Traded Funds | | | | | 5,221,687 | | | | | | — | | | | | | — | | | | | | 5,221,687 | | |
Short-Term Investments | | | | | 2,686,034 | | | | | | 1,185,354 | | | | | | — | | | | | | 3,871,388 | | |
Total Investments, at fair value | | | | $ | 1,470,016,471 | | | | | $ | 1,185,354 | | | | | $ | — | | | | | $ | 1,471,201,825 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 107,782 | | | | | | — | | | | | | — | | | | | | 107,782 | | |
Total Assets | | | | $ | 1,470,124,253 | | | | | $ | 1,185,354 | | | | | $ | — | | | | | $ | 1,471,309,607 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 23 | | | | | | 03/19/21 | | | | | $ | 4,311,120 | | | | | $ | 107,782 | | |
| | | | | | | | | | | | | | | | $ | 4,311,120 | | | | | $ | 107,782 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 107,782 | | |
Total Asset Derivatives | | | | | | | $ | 107,782 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,060,116 | | |
Total | | | | $ | 1,060,116 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (138,478) | | |
Total | | | | $ | (138,478) | | |
| Cost for federal income tax purposes was $536,535,635. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 936,525,637 | | |
| Gross Unrealized Depreciation | | | | | (1,751,666) | | |
| Net Unrealized Appreciation | | | | $ | 934,773,971 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: 98.9% | | | | | |||||||||||||||||||||
| | | Communication Services: 12.1% | | | | | | | | | | | ||||||||||||
13,169 (1) | | | Alphabet, Inc. - Class A | | | | $ | 23,080,516 | | | | | | 2.0 | | | | | | ||||||
12,756 (1) | | | Alphabet, Inc. - Class C | | | | | 22,346,981 | | | | | | 1.9 | | | | | | ||||||
312,835 | | | AT&T, Inc. | | | | | 8,997,134 | | | | | | 0.8 | | | | | | ||||||
198,795 | | | Comcast Corp. - Class A | | | | | 10,416,858 | | | | | | 0.9 | | | | | | ||||||
105,345 (1) | | | Facebook, Inc. - Class A | | | | | 28,776,040 | | | | | | 2.5 | | | | | | ||||||
18,657 (1) | | | NetFlix, Inc. | | | | | 10,088,400 | | | | | | 0.9 | | | | | | ||||||
181,779 | | | Verizon Communications, Inc. | | | | | 10,679,516 | | | | | | 0.9 | | | | | | ||||||
79,287 | | | Walt Disney Co. | | | | | 14,365,219 | | | | | | 1.2 | | | | | | ||||||
76,460 (2) | | | Other Securities | | | | | 12,359,548 | | | | | | 1.0 | | | | | | ||||||
| | | | | | | | 141,110,212 | | | | | | 12.1 | | | | | | | | | | ||
| | | Consumer Discretionary: 12.5% | | | | | | | | | | | ||||||||||||
18,602 (1) | | | Amazon.com, Inc. | | | | | 60,585,412 | | | | | | 5.2 | | | | | | ||||||
47,126 | | | Home Depot, Inc. | | | | | 12,517,608 | | | | | | 1.1 | | | | | | ||||||
32,659 | | | McDonald’s Corp. | | | | | 7,007,968 | | | | | | 0.6 | | | | | | ||||||
53,773 | | | Nike, Inc. - Class B | | | | | 7,607,267 | | | | | | 0.7 | | | | | | ||||||
33,173 (1) | | | Tesla, Inc. | | | | | 23,409,191 | | | | | | 2.0 | | | | | | ||||||
310,115 (2) | | | Other Securities | | | | | 34,040,210 | | | | | | 2.9 | | | | | | ||||||
| | | | | | | | 145,167,656 | | | | | | 12.5 | | | | | | | | | | ||
| | | Consumer Staples: 6.8% | | | | | | | | | | | ||||||||||||
169,592 | | | Coca-Cola Co. | | | | | 9,300,425 | | | | | | 0.8 | | | | | | ||||||
19,358 | | | Costco Wholesale Corp. | | | | | 7,293,707 | | | | | | 0.6 | | | | | | ||||||
60,891 | | | PepsiCo, Inc. | | | | | 9,030,135 | | | | | | 0.8 | | | | | | ||||||
106,910 | | | Procter & Gamble Co. | | | | | 14,875,458 | | | | | | 1.3 | | | | | | ||||||
61,133 | | | Walmart, Inc. | | | | | 8,812,322 | | | | | | 0.8 | | | | | | ||||||
424,021 (2) | | | Other Securities | | | | | 29,415,166 | | | | | | 2.5 | | | | | | ||||||
| | | | | | | | 78,727,213 | | | | | | 6.8 | | | | | | | | | | ||
| | | Energy: 2.0% | | | | | | | | | | | ||||||||||||
84,497 | | | Chevron Corp. | | | | | 7,135,772 | | | | | | 0.6 | | | | | | ||||||
185,671 | | | Exxon Mobil Corp. | | | | | 7,653,358 | | | | | | 0.7 | | | | | | ||||||
255,725 | | | Other Securities | | | | | 7,998,393 | | | | | | 0.7 | | | | | | ||||||
| | | | | | | | 22,787,523 | | | | | | 2.0 | | | | | | | | | | ||
| | | Financials: 10.1% | | | | | | | | | | | ||||||||||||
339,330 | | | Bank of America Corp. | | | | | 10,285,092 | | | | | | 0.9 | | | | | | ||||||
82,528 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 19,135,768 | | | | | | 1.6 | | | | | | ||||||
132,883 | | | JPMorgan Chase & Co. | | | | | 16,885,443 | | | | | | 1.5 | | | | | | ||||||
882,860 (2)(3) | | | Other Securities | | | | | 70,517,380 | | | | | | 6.1 | | | | | | ||||||
| | | | | | | | 116,823,683 | | | | | | 10.1 | | | | | | | | | | ||
| | | Health Care: 13.6% | | | | | | | | | | | ||||||||||||
75,829 | | | Abbott Laboratories | | | | | 8,302,517 | | | | | | 0.7 | | | | | | ||||||
77,284 | | | AbbVie, Inc. | | | | | 8,280,981 | | | | | | 0.7 | | | | | | ||||||
99,321 | | | Bristol-Myers Squibb Co. | | | | | 6,160,882 | | | | | | 0.5 | | | | | | ||||||
36,952 | | | Eli Lilly & Co. | | | | | 6,238,976 | | | | | | 0.5 | | | | | | ||||||
115,683 | | | Johnson & Johnson | | | | | 18,206,191 | | | | | | 1.6 | | | | | | ||||||
58,845 | | | Medtronic PLC | | | | | 6,893,103 | | | | | | 0.6 | | | | | | ||||||
110,829 | | | Merck & Co., Inc. | | | | | 9,065,812 | | | | | | 0.8 | | | | | | ||||||
243,961 | | | Pfizer, Inc. | | | | | 8,980,204 | | | | | | 0.8 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: (continued) | | | | | |||||||||||||||||||||
| | | Health Care (continued) | | | | | ||||||||||||||||||
17,326 | | | Thermo Fisher Scientific, Inc. | | | | $ | 8,070,104 | | | | | | 0.7 | | | | | | ||||||
41,414 | | | UnitedHealth Group, Inc. | | | | | 14,523,061 | | | | | | 1.3 | | | | | | ||||||
432,635 (2) | | | Other Securities | | | | | 62,778,360 | | | | | | 5.4 | | | | | | ||||||
| | | | | | | | 157,500,191 | | | | | | 13.6 | | | | | | | | | | ||
| | | Industrials: 6.5% | | | | | | | | | | | ||||||||||||
30,802 | | | Honeywell International, Inc. | | | | | 6,551,586 | | | | | | 0.6 | | | | | | ||||||
29,782 | | | Union Pacific Corp. | | | | | 6,201,208 | | | | | | 0.5 | | | | | | ||||||
793,570 (2) | | | Other Securities | | | | | 62,890,341 | | | | | | 5.4 | | | | | | ||||||
| | | | | | | | 75,643,135 | | | | | | 6.5 | | | | | | | | | | ||
| | | Information Technology: 30.4% | | | | | | | | | | | ||||||||||||
27,962 | | | Accenture PLC | | | | | 7,303,954 | | | | | | 0.6 | | | | | | ||||||
21,104 (1) | | | Adobe, Inc. | | | | | 10,554,532 | | | | | | 0.9 | | | | | | ||||||
708,000 | | | Apple, Inc. | | | | | 93,944,520 | | | | | | 8.1 | | | | | | ||||||
17,326 | | | Broadcom, Inc. | | | | | 7,586,189 | | | | | | 0.7 | | | | | | ||||||
186,290 | | | Cisco Systems, Inc. | | | | | 8,336,477 | | | | | | 0.7 | | | | | | ||||||
179,983 | | | Intel Corp. | | | | | 8,966,753 | | | | | | 0.8 | | | | | | ||||||
38,703 | | | Mastercard, Inc. - Class A | | | | | 13,814,649 | | | | | | 1.2 | | | | | | ||||||
328,524 | | | Microsoft Corp. | | | | | 73,070,308 | | | | | | 6.3 | | | | | | ||||||
25,898 | | | Nvidia Corp. | | | | | 13,523,936 | | | | | | 1.2 | | | | | | ||||||
51,520 (1) | | | PayPal Holdings, Inc. | | | | | 12,065,984 | | | | | | 1.0 | | | | | | ||||||
49,373 | | | Qualcomm, Inc. | | | | | 7,521,483 | | | | | | 0.6 | | | | | | ||||||
38,464 (1) | | | Salesforce.com, Inc. | | | | | 8,559,394 | | | | | | 0.7 | | | | | | ||||||
40,269 | | | Texas Instruments, Inc. | | | | | 6,609,351 | | | | | | 0.6 | | | | | | ||||||
74,072 | | | Visa, Inc. - Class A | | | | | 16,201,769 | | | | | | 1.4 | | | | | | ||||||
474,242 (2)(3) | | | Other Securities | | | | | 64,685,289 | | | | | | 5.6 | | | | | | ||||||
| | | | | | | | 352,744,588 | | | | | | 30.4 | | | | | | | | | | ||
| | | Materials: 1.7% | | | | | | | | | | | ||||||||||||
150,830 | | | Other Securities | | | | | 20,176,417 | | | | | | 1.7 | | | | | | ||||||
| | | | | | | | | | ||||||||||||||||
| | | Real Estate: 1.5% | | | | | | | | | | | ||||||||||||
97,436 | | | Other Securities | | | | | 17,842,361 | | | | | | 1.5 | | | | | | ||||||
| | | | | | | | | | ||||||||||||||||
| | | Utilities: 1.7% | | | | | | | | | | | ||||||||||||
85,875 | | | NextEra Energy, Inc. | | | | | 6,625,256 | | | | | | 0.5 | | | | | | ||||||
191,428 | | | Other Securities | | | | | 13,716,094 | | | | | | 1.2 | | | | | | ||||||
| | | | | | | | 20,341,350 | | | | | | 1.7 | | | | | | | | | | ||
| | | Total Common Stock (Cost $304,533,355) | | | | | 1,148,864,329 | | | | | | 98.9 | | | | | | ||||||
EXCHANGE-TRADED FUNDS: 0.8% | | | | | |||||||||||||||||||||
106,708 | | | iShares Russell Top 200 ETF | | | | | 9,634,665 | | | | | | 0.8 | | | | | | ||||||
| | | Total Exchange-Traded Funds (Cost $9,593,561) | | | | | 9,634,665 | | | | | | 0.8 | | | | | | ||||||
| | | Total Long-Term Investments (Cost $314,126,916) | | | | | 1,158,498,994 | | | | | | 99.7 | | | | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | | | | | |||||||||||||||||||||
| | | Repurchase Agreements: 0.1% | | | | | | | | | | | ||||||||||||
595,429 (4) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $595,434, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $607,338, due 09/15/21-01/01/51) (Cost $595,429) | | | | $ | 595,429 | | | | | | 0.1 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| | | Mutual Funds: 1.0% | | | | | | | | | | | ||||||||||||
11,729,043 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $11,729,043) | | | | | 11,729,043 | | | | | | 1.0 | | | | | | ||||||
| | | Total Short-Term Investments (Cost $12,324,472) | | | | | 12,324,472 | | | | | | 1.1 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $326,451,388) | | | | $ | 1,170,823,466 | | | | | | 100.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (9,457,523) | | | | | | (0.8) | | |
| | | Net Assets | | | | $ | 1,161,365,943 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,148,864,329 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,148,864,329 | | |
Exchange-Traded Funds | | | | | 9,634,665 | | | | | | — | | | | | | — | | | | | | 9,634,665 | | |
Short-Term Investments | | | | | 11,729,043 | | | | | | 595,429 | | | | | | — | | | | | | 12,324,472 | | |
Total Investments, at fair value | | | | $ | 1,170,228,037 | | | | | $ | 595,429 | | | | | $ | — | | | | | $ | 1,170,823,466 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 103,674 | | | | | | — | | | | | | — | | | | | | 103,674 | | |
Total Assets | | | | $ | 1,170,331,711 | | | | | $ | 595,429 | | | | | $ | — | | | | | $ | 1,170,927,140 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 20 | | | | | | 03/19/21 | | | | | $ | 3,748,800 | | | | | $ | 103,674 | | |
| | | | | | | | | | | | | | | | $ | 3,748,800 | | | | | $ | 103,674 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 103,674 | | |
Total Asset Derivatives | | | | | | | $ | 103,674 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,535,928 | | |
Total | | | | $ | 2,535,928 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 16,891 | | |
Total | | | | $ | 16,891 | | |
| Cost for federal income tax purposes was $329,114,125. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 851,228,771 | | |
| Gross Unrealized Depreciation | | | | | (9,415,756) | | |
| Net Unrealized Appreciation | | | | $ | 841,813,015 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: 99.1% | | | | |||||||||||||||||||
| | | Communication Services: 12.5% | | | | ||||||||||||||||
5,162 (1) | | | Alphabet, Inc. - Class A | | | | $ | 9,047,128 | | | | | | 1.0 | | | | | ||||
5,000 (1) | | | Alphabet, Inc. - Class C | | | | | 8,759,400 | | | | | | 1.0 | | | | | ||||
547,377 | | | AT&T, Inc. | | | | | 15,742,562 | | | | | | 1.8 | | | | | ||||
347,838 | | | Comcast Corp. - Class A | | | | | 18,226,711 | | | | | | 2.1 | | | | | ||||
42,207 | | | T-Mobile US, Inc. | | | | | 5,691,614 | | | | | | 0.7 | | | | | ||||
318,065 | | | Verizon Communications, Inc. | | | | | 18,686,319 | | | | | | 2.2 | | | | | ||||
138,731 | | | Walt Disney Co. | | | | | 25,135,282 | | | | | | 2.9 | | | | | ||||
55,361 (2) | | | Other Securities | | | | | 6,709,610 | | | | | | 0.8 | | | | | ||||
| | | | | | | | 107,998,626 | | | | | | 12.5 | | | | | ||||
| | | Consumer Discretionary: 5.1% | | | | ||||||||||||||||
41,229 | | | Home Depot, Inc. | | | | | 10,951,247 | | | | | | 1.3 | | | | | ||||
48,972 | | | McDonald’s Corp. | | | | | 10,508,412 | | | | | | 1.2 | | | | | ||||
38,355 | | | Target Corp. | | | | | 6,770,808 | | | | | | 0.8 | | | | | ||||
217,264 | | | Other Securities | | | | | 15,996,273 | | | | | | 1.8 | | | | | ||||
| | | | | | | | 44,226,740 | | | | | | 5.1 | | | | | ||||
| | | Consumer Staples: 9.5% | | | | ||||||||||||||||
122,554 | | | Coca-Cola Co. | | | | | 6,720,861 | | | | | | 0.8 | | | | | ||||
108,377 | | | Mondelez International, Inc. | | | | | 6,336,803 | | | | | | 0.7 | | | | | ||||
119,439 | | | Philip Morris International, Inc. | | | | | 9,888,355 | | | | | | 1.1 | | | | | ||||
103,446 | | | Procter & Gamble Co. | | | | | 14,393,477 | | | | | | 1.7 | | | | | ||||
106,967 | | | Walmart, Inc. | | | | | 15,419,293 | | | | | | 1.8 | | | | | ||||
414,216 | | | Other Securities | | | | | 29,760,722 | | | | | | 3.4 | | | | | ||||
| | | | | | | | 82,519,511 | | | | | | 9.5 | | | | | ||||
| | | Energy: 4.6% | | | | ||||||||||||||||
147,847 | | | Chevron Corp. | | | | | 12,485,679 | | | | | | 1.4 | | | | | ||||
324,875 | | | Exxon Mobil Corp. | | | | | 13,391,347 | | | | | | 1.6 | | | | | ||||
447,449 | | | Other Securities | | | | | 13,994,974 | | | | | | 1.6 | | | | | ||||
| | | | | | | | 39,872,000 | | | | | | 4.6 | | | | | | | | |
| | | Financials: 21.6% | | | | ||||||||||||||||
50,185 | | | American Express Co. | | | | | 6,067,868 | | | | | | 0.7 | | | | | ||||
593,736 | | | Bank of America Corp. | | | | | 17,996,138 | | | | | | 2.1 | | | | | ||||
144,402 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 33,482,492 | | | | | | 3.9 | | | | | ||||
11,296 | | | Blackrock, Inc. | | | | | 8,150,516 | | | | | | 0.9 | | | | | ||||
105,697 | | | Charles Schwab Corp. | | | | | 5,606,169 | | | | | | 0.7 | | | | | ||||
159,825 | | | Citigroup, Inc. | | | | | 9,854,809 | | | | | | 1.1 | | | | | ||||
25,422 | | | Goldman Sachs Group, Inc. | | | | | 6,704,036 | | | | | | 0.8 | | | | | ||||
232,509 | | | JPMorgan Chase & Co. | | | | | 29,544,919 | | | | | | 3.4 | | | | | ||||
102,299 | | | Morgan Stanley | | | | | 7,010,550 | | | | | | 0.8 | | | | | ||||
288,214 | | | Wells Fargo & Co. | | | | | 8,698,299 | | | | | | 1.0 | | | | | ||||
699,594 (2)(3) | | | Other Securities | | | | | 53,818,289 | | | | | | 6.2 | | | | | ||||
| | | | | | | | 186,934,085 | | | | | | 21.6 | | | | | ||||
| | | Health Care: 16.2% | | | | ||||||||||||||||
81,731 | | | Abbott Laboratories | | | | | 8,948,727 | | | | | | 1.0 | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
110,701 | | | Bristol-Myers Squibb Co. | | | | $ | 6,866,783 | | | | | | 0.8 | | |
100,337 | | | CVS Health Corp. | | | | | 6,853,017 | | | | | | 0.8 | | |
48,054 | | | Danaher Corp. | | | | | 10,674,715 | | | | | | 1.2 | | |
96,381 | | | Gilead Sciences, Inc. | | | | | 5,615,157 | | | | | | 0.7 | | |
175,291 | | | Johnson & Johnson | | | | | 27,587,298 | | | | | | 3.2 | | |
102,964 | | | Medtronic PLC | | | | | 12,061,203 | | | | | | 1.4 | | |
426,866 | | | Pfizer, Inc. | | | | | 15,712,937 | | | | | | 1.8 | | |
12,520 | | | Thermo Fisher Scientific, Inc. | | | | | 5,831,566 | | | | | | 0.7 | | |
309,000 (2) | | | Other Securities | | | | | 39,912,600 | | | | | | 4.6 | | |
| | | | | | | | 140,064,003 | | | | | | 16.2 | | |
| | | Industrials: 11.4% | | ||||||||||||
40,987 | | | Boeing Co. | | | | | 8,773,677 | | | | | | 1.0 | | |
41,557 | | | Caterpillar, Inc. | | | | | 7,564,205 | | | | | | 0.9 | | |
21,637 | | | Deere & Co. | | | | | 5,821,435 | | | | | | 0.7 | | |
666,969 | | | General Electric Co. | | | | | 7,203,265 | | | | | | 0.8 | | |
53,896 | | | Honeywell International, Inc. | | | | | 11,463,679 | | | | | | 1.3 | | |
109,415 | | | Raytheon Technologies Corp. | | | | | 7,824,267 | | | | | | 0.9 | | |
341,421 (2) | | | Other Securities | | | | | 49,687,828 | | | | | | 5.8 | | |
| | | | | | | | 98,338,356 | | | | | | 11.4 | | |
| | | Information Technology: 9.3% | | ||||||||||||
325,957 | | | Cisco Systems, Inc. | | | | | 14,586,576 | | | | | | 1.7 | | |
47,389 | | | Fidelity National Information Services, Inc. | | | | | 6,703,648 | | | | | | 0.8 | | |
314,922 | | | Intel Corp. | | | | | 15,689,414 | | | | | | 1.8 | | |
68,194 | | | International Business Machines Corp. | | | | | 8,584,261 | | | | | | 1.0 | | |
85,343 (1) | | | Micron Technology, Inc. | | | | | 6,416,087 | | | | | | 0.7 | | |
35,371 | | | Texas Instruments, Inc. | | | | | 5,805,442 | | | | | | 0.7 | | |
175,909 (2) | | | Other Securities | | | | | 22,631,246 | | | | | | 2.6 | | |
| | | | | | | | 80,416,674 | | | | | | 9.3 | | |
| | | Materials: 3.4% | | ||||||||||||
40,317 | | | Linde PLC | | | | | 10,623,933 | | | | | | 1.2 | | |
211,320 | | | Other Securities | | | | | 18,622,740 | | | | | | 2.2 | | |
| | | | | | | | 29,246,673 | | | | | | 3.4 | | |
| | | Real Estate: 1.4% | | ||||||||||||
56,486 | | | ProLogis, Inc. | | | | | 5,629,395 | | | | | | 0.7 | | |
34,885 | | | Other Securities | | | | | 6,321,075 | | | | | | 0.7 | | |
| | | | | | | | 11,950,470 | | | | | | 1.4 | | |
| | | Utilities: 4.1% | | ||||||||||||
150,258 | | | NextEra Energy, Inc. | | | | | 11,592,405 | | | | | | 1.3 | | |
334,947 | | | Other Securities | | | | | 23,999,427 | | | | | | 2.8 | | |
| | | | | | | | 35,591,832 | | | | | | 4.1 | | |
| | | Total Common Stock (Cost $693,183,945) | | | | | 857,158,970 | | | | | | 99.1 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 0.0% | | |||||||||||||||
4,189 | | | Other Securities | | | | $ | 242,543 | | | | | | 0.0 | | |
| | | Total Exchange-Traded Funds (Cost $237,808) | | | | | 242,543 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $693,421,753) | | | | | 857,401,513 | | | | | | 99.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||
| | | Repurchase Agreements: 0.0% | | ||||||||||||
94,314 (4) | | | Bank of America Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $94,315, collateralized by various U.S. Government Agency Obligations, 1.500%-3.500%, Market Value plus accrued interest $96,200, due 02/01/48-01/01/51) | | | | | | | | | | | | | |
| | | (Cost $94,314) | | | | | 94,314 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
1,411,008 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $1,411,008) | | | | $ | 1,411,008 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $1,505,322) | | | | | 1,505,322 | | | | | | 0.2 | | |
| | | Total Investments in Securities (Cost $694,927,075) | | | | $ | 858,906,835 | | | | | | 99.3 | | |
| | | Assets in Excess of Other Liabilities | | | | | 6,395,069 | | | | | | 0.7 | | |
| | | Net Assets | | | | $ | 865,301,904 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 857,158,970 | | | | | $ | — | | | | | $ | — | | | | | $ | 857,158,970 | | |
Exchange-Traded Funds | | | | | 242,543 | | | | | | — | | | | | | — | | | | | | 242,543 | | |
Short-Term Investments | | | | | 1,411,008 | | | | | | 94,314 | | | | | | — | | | | | | 1,505,322 | | |
Total Investments, at fair value | | | | $ | 858,812,521 | | | | | $ | 94,314 | | | | | $ | — | | | | | $ | 858,906,835 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 57,855 | | | | | | — | | | | | | — | | | | | | 57,855 | | |
Total Assets | | | | $ | 858,870,376 | | | | | $ | 94,314 | | | | | $ | — | | | | | $ | 858,964,690 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2020 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 14 | | | | | | 03/19/21 | | | | | $ | 2,624,160 | | | | | $ | 57,855 | | |
| | | | | | | | | | | | | | | | $ | 2,624,160 | | | | | $ | 57,855 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 57,855 | | |
Total Asset Derivatives | | | | | | | $ | 57,855 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 939,538 | | |
Total | | | | $ | 939,538 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (184,608) | | |
Total | | | | $ | (184,608) | | |
| Cost for federal income tax purposes was $699,170,902. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 190,535,983 | | |
| Gross Unrealized Depreciation | | | | | (30,742,194) | | |
| Net Unrealized Appreciation | | | | $ | 159,793,789 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 100.2% | | |||||||||||||||
| | | Communication Services: 6.7% | | ||||||||||||
45,895 (1) | | | Match Group, Inc. | | | | $ | 6,938,865 | | | | | | 1.0 | | |
68,343 (1) | | | Pinterest, Inc. | | | | | 4,503,804 | | | | | | 0.7 | | |
22,328 (1) | | | Roku, Inc. | | | | | 7,413,343 | | | | | | 1.1 | | |
26,837 (1) | | | Spotify Technology SA | | | | | 8,444,530 | | | | | | 1.2 | | |
21,612 (1) | | | Take-Two Interactive Software, Inc. | | | | | 4,490,757 | | | | | | 0.7 | | |
422,197 (2)(3) | | | Other Securities | | | | | 14,089,523 | | | | | | 2.0 | | |
| | | | | | | | 45,880,822 | | | | | | 6.7 | | |
| | | Consumer Discretionary: 10.4% | | ||||||||||||
5,709 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 7,916,728 | | | | | | 1.1 | | |
24,187 (1) | | | Etsy, Inc. | | | | | 4,303,109 | | | | | | 0.6 | | |
23,291 (1) | | | Lululemon Athletica, Inc. | | | | | 8,105,967 | | | | | | 1.2 | | |
14,646 (1) | | | O’Reilly Automotive, Inc. | | | | | 6,628,340 | | | | | | 1.0 | | |
395,162 (2)(3) | | | Other Securities | | | | | 45,009,018 | | | | | | 6.5 | | |
| | | | | | | | 71,963,162 | | | | | | 10.4 | | |
| | | Consumer Staples: 3.5% | | ||||||||||||
50,917 | | | Church & Dwight Co., Inc. | | | | | 4,441,490 | | | | | | 0.6 | | |
214,514 (2)(3) | | | Other Securities | | | | | 20,001,538 | | | | | | 2.9 | | |
| | | | | | | | 24,443,028 | | | | | | 3.5 | | |
| | | Energy: 0.4% | | ||||||||||||
55,107 (3) | | | Other Securities | | | | | 2,908,218 | | | | | | 0.4 | | |
| | | | | | | | | | | | | | | | |
| | | Financials: 3.5% | | ||||||||||||
7,557 | | | MarketAxess Holdings, Inc. | | | | | 4,311,722 | | | | | | 0.6 | | |
16,693 | | | MSCI, Inc. - Class A | | | | | 7,453,925 | | | | | | 1.1 | | |
136,545 (2)(3) | | | Other Securities | | | | | 12,256,156 | | | | | | 1.8 | | |
| | | | | | | | 24,021,803 | | | | | | 3.5 | | |
| | | Health Care: 21.7% | | ||||||||||||
16,002 (1) | | | Align Technology, Inc. | | | | | 8,551,149 | | | | | | 1.2 | | |
62,373 | | | Cerner Corp. | | | | | 4,895,033 | | | | | | 0.7 | | |
17,246 (1) | | | Idexx Laboratories, Inc. | | | | | 8,620,758 | | | | | | 1.2 | | |
24,678 | | | McKesson Corp. | | | | | 4,291,998 | | | | | | 0.6 | | |
4,545 (1) | | | Mettler Toledo International, Inc. | | | | | 5,179,845 | | | | | | 0.8 | | |
58,524 (1) | | | Moderna, Inc. | | | | | 6,114,002 | | | | | | 0.9 | | |
29,383 | | | Resmed, Inc. | | | | | 6,245,650 | | | | | | 0.9 | | |
25,977 (1) | | | Seagen, Inc. | | | | | 4,549,612 | | | | | | 0.7 | | |
20,603 (1)(4) | | | Teladoc Health, Inc. | | | | | 4,119,776 | | | | | | 0.6 | | |
27,724 (1) | | | Veeva Systems, Inc. | | | | | 7,547,859 | | | | | | 1.1 | | |
15,041 | | | West Pharmaceutical Services, Inc. | | | | | 4,261,266 | | | | | | 0.6 | | |
867,259 (2)(3) | | | Other Securities | | | | | 85,453,582 | | | | | | 12.4 | | |
| | | | | | | | 149,830,530 | | | | | | 21.7 | | |
| | | Industrials: 11.6% | | ||||||||||||
16,030 | | | Cintas Corp. | | | | | 5,665,964 | | | | | | 0.8 | | |
42,061 (1) | | | Copart, Inc. | | | | | 5,352,262 | | | | | | 0.8 | | |
7,992 (1) | | | CoStar Group, Inc. | | | | | 7,386,846 | | | | | | 1.0 | | |
95,191 | | | Fastenal Co. | | | | | 4,648,177 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
32,509 | | | Verisk Analytics, Inc. | | | | $ | 6,748,543 | | | | | | 1.0 | | |
535,754 (2)(3) | | | Other Securities | | | | | 50,516,748 | | | | | | 7.3 | | |
| | | | | | | | 80,318,540 | | | | | | 11.6 | | |
| | | Information Technology: 38.8% | | ||||||||||||
35,485 | | | Amphenol Corp. | | | | | 4,640,373 | | | | | | 0.7 | | |
17,562 (1) | | | ANSYS, Inc. | | | | | 6,389,056 | | | | | | 0.9 | | |
56,519 (1) | | | Cadence Design Systems, Inc. | | | | | 7,710,887 | | | | | | 1.1 | | |
14,087 (1) | | | Coupa Software, Inc. | | | | | 4,774,225 | | | | | | 0.7 | | |
22,573 (1) | | | Crowdstrike Holdings, Inc. | | | | | 4,781,413 | | | | | | 0.7 | | |
36,550 (1) | | | DocuSign, Inc. | | | | | 8,125,065 | | | | | | 1.2 | | |
16,902 (1) | | | FleetCor Technologies, Inc. | | | | | 4,611,373 | | | | | | 0.6 | | |
31,825 | | | KLA Corp. | | | | | 8,239,811 | | | | | | 1.2 | | |
38,409 | | | Microchip Technology, Inc. | | | | | 5,304,667 | | | | | | 0.8 | | |
23,572 (1) | | | Okta, Inc. | | | | | 5,993,417 | | | | | | 0.8 | | |
19,085 (1) | | | Palo Alto Networks, Inc. | | | | | 6,782,618 | | | | | | 1.0 | | |
51,971 | | | Paychex, Inc. | | | | | 4,842,658 | | | | | | 0.7 | | |
10,098 (1) | | | Paycom Software, Inc. | | | | | 4,566,820 | | | | | | 0.6 | | |
16,133 (1) | | | RingCentral, Inc. | | | | | 6,113,923 | | | | | | 0.9 | | |
32,592 (1) | | | Splunk, Inc. | | | | | 5,537,055 | | | | | | 0.8 | | |
28,770 (1) | | | Synopsys, Inc. | | | | | 7,458,335 | | | | | | 1.1 | | |
33,900 | | | Teradyne, Inc. | | | | | 4,064,271 | | | | | | 0.6 | | |
8,471 (1) | | | Trade Desk, Inc./The | | | | | 6,785,271 | | | | | | 1.0 | | |
23,882 (1) | | | Twilio, Inc. | | | | | 8,084,057 | | | | | | 1.2 | | |
50,076 | | | Xilinx, Inc. | | | | | 7,099,275 | | | | | | 1.0 | | |
1,440,951 (2)(3) | | | Other Securities | | | | | 146,164,157 | | | | | | 21.2 | | |
| | | | | | | | 268,068,727 | | | | | | 38.8 | | |
| | | Materials: 2.1% | | ||||||||||||
61,216 | | | Ball Corp. | | | | | 5,704,107 | | | | | | 0.8 | | |
129,372 (3) | | | Other Securities | | | | | 8,511,338 | | | | | | 1.3 | | |
| | | | | | | | 14,215,445 | | | | | | 2.1 | | |
| | | Real Estate: 1.4% | | ||||||||||||
52,179 | | | Simon Property Group, Inc. | | | | | 4,449,825 | | | | | | 0.7 | | |
84,039 (2) | | | Other Securities | | | | | 5,002,813 | | | | | | 0.7 | | |
| | | | | | | | 9,452,638 | | | | | | 1.4 | | |
| | | Utilities: 0.1% | | ||||||||||||
17,293 | | | Other Securities | | | | | 649,352 | | | | | | 0.1 | | |
| | | Total Common Stock (Cost $385,513,688) | | | | | 691,752,265 | | | | | | 100.2 | | |
EXCHANGE-TRADED FUNDS: 0.3% | | |||||||||||||||
17,711 | | | Other Securities | | | | | 1,818,034 | | | | | | 0.3 | | |
| | | Total Exchange-Traded Funds (Cost $1,847,044) | | | | | 1,818,034 | | | | | | 0.3 | | |
| | | Total Long-Term Investments (Cost $387,360,732) | | | | | 693,570,299 | | | | | | 100.5 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.4% | | |||||||||||||||
| | | Repurchase Agreements: 2.3% | | ||||||||||||
2,738,441 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,738,462, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,793,210, due 01/25/21-10/15/62) | | | | $ | 2,738,441 | | | | | | 0.4 | | |
2,683,357 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,683,395, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,737,066, due 01/31/21-05/15/49) | | | | | 2,683,357 | | | | | | 0.4 | | |
1,563,677 (5) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $1,563,687, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,594,951, due 01/15/21-01/01/51) | | | | | 1,563,677 | | | | | | 0.2 | | |
1,191,344 (5) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,191,361, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,215,171, due 07/01/22-12/01/50) | | | | | 1,191,344 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,223,429 (5) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,223,446, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,247,916, due 02/18/21-01/15/62) | | | | $ | 1,223,429 | | | | | | 0.2 | | |
3,676,156 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,676,188, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,749,679, due 01/05/21-12/20/50) | | | | | 3,676,156 | | | | | | 0.5 | | |
2,717,985 (5) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,718,033, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,779,255, due 07/15/22-02/15/47) | | | | | 2,717,985 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements (Cost $15,794,389) | | | | | 15,794,389 | | | | | | 2.3 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.1% | | ||||||||||||
711,003 (6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $711,003) | | | | $ | 711,003 | | | | | | 0.1 | | |
| | | Total Short-Term Investments (Cost $16,505,392) | | | | | 16,505,392 | | | | | | 2.4 | | |
| | | Total Investments in Securities (Cost $403,866,124) | | | | $ | 710,075,691 | | | | | | 102.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (19,780,284) | | | | | | (2.9) | | |
| | | Net Assets | | | | $ | 690,295,407 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 691,752,265 | | | | | $ | — | | | | | $ | — | | | | | $ | 691,752,265 | | |
Exchange-Traded Funds | | | | | 1,818,034 | | | | | | — | | | | | | — | | | | | | 1,818,034 | | |
Short-Term Investments | | | | | 711,003 | | | | | | 15,794,389 | | | | | | — | | | | | | 16,505,392 | | |
Total Investments, at fair value | | | | $ | 694,281,302 | | | | | $ | 15,794,389 | | | | | $ | — | | | | | $ | 710,075,691 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 54,230 | | | | | | — | | | | | | — | | | | | | 54,230 | | |
Total Assets | | | | $ | 694,335,532 | | | | | $ | 15,794,389 | | | | | $ | — | | | | | $ | 710,129,921 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2020 (continued) |
Issuer | | | Beginning Fair Value at 12/31/19 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/20 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 108,422 | | | | | $ | — | | | | | $ | (82,055) | | | | | $ | (26,367) | | | | | $ | — | | | | | $ | 500 | | | | | $ | (783) | | | | | $ | — | | |
| | | | $ | 108,422 | | | | | $ | — | | | | | $ | (82,055) | | | | | $ | (26,367) | | | | | $ | — | | | | | $ | 500 | | | | | $ | (783) | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 8 | | | | | | 03/19/21 | | | | | $ | 1,842,800 | | | | | $ | 54,230 | | |
| | | | | | | | | | | | | | | | $ | 1,842,800 | | | | | $ | 54,230 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 54,230 | | |
Total Asset Derivatives | | | | | | | $ | 54,230 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 509,747 | | |
Total | | | | $ | 509,747 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (4,495) | | |
Total | | | | $ | (4,495) | | |
| Cost for federal income tax purposes was $404,788,163. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 308,002,673 | | |
| Gross Unrealized Depreciation | | | | | (2,660,915) | | |
| Net Unrealized Appreciation | | | | $ | 305,341,758 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: 99.3% | | | | | |||||||||||||||||||||
| | | Communication Services: 5.0% | | | | | | | | | | | ||||||||||||
33,119 (1) | | | Match Group, Inc. | | | | $ | 5,007,262 | | | | | | 0.4 | | | | | | ||||||
16,112 (1) | | | Roku, Inc. | | | | | 5,349,506 | | | | | | 0.4 | | | | | | ||||||
19,366 (1) | | | Spotify Technology SA | | | | | 6,093,705 | | | | | | 0.4 | | | | | | ||||||
115,339 (1) | | | Twitter, Inc. | | | | | 6,245,607 | | | | | | 0.4 | | | | | | ||||||
1,273,700 (2)(3) | | | Other Securities | | | | | 47,010,151 | | | | | | 3.4 | | | | | | ||||||
| | | | | | | | 69,706,231 | | | | | | 5.0 | | | | | | | | | | ||
| | | Consumer Discretionary: 11.5% | | | | | | | | | | | ||||||||||||
39,623 | | | Aptiv PLC | | | | | 5,162,481 | | | | | | 0.4 | | | | | | ||||||
4,120 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 5,713,245 | | | | | | 0.4 | | | | | | ||||||
576,974 | | | Ford Motor Co. | | | | | 5,071,601 | | | | | | 0.4 | | | | | | ||||||
40,379 | | | Hilton Worldwide Holdings, Inc. | | | | | 4,492,568 | | | | | | 0.3 | | | | | | ||||||
16,808 (1) | | | Lululemon Athletica, Inc. | | | | | 5,849,688 | | | | | | 0.4 | | | | | | ||||||
10,569 (1) | | | O’Reilly Automotive, Inc. | | | | | 4,783,212 | | | | | | 0.3 | | | | | | ||||||
37,583 (1) | | | Peloton Interactive, Inc. | | | | | 5,702,093 | | | | | | 0.4 | | | | | | ||||||
1,890,881 (2)(3) | | | Other Securities | | | | | 124,210,051 | | | | | | 8.9 | | | | | | ||||||
| | | | | | | | 160,984,939 | | | | | | 11.5 | | | | | | | | | | ||
| | | Consumer Staples: 3.7% | | | | | | | | | | | ||||||||||||
894,316 (2)(3) | | | Other Securities | | | | | 52,418,611 | | | | | | 3.7 | | | | | | ||||||
| | | | | | | | | | | | | | | |||||||||||
| | | Energy: 2.6% | | | | | | | | | | | ||||||||||||
1,553,274 (2)(3) | | | Other Securities | | | | | 35,927,167 | | | | | | 2.6 | | | | | | ||||||
| | | | | | | | | | | | | | | |||||||||||
| | | Financials: 11.0% | | | | | | | | | | | ||||||||||||
12,046 | | | MSCI, Inc. - Class A | | | | | 5,378,900 | | | | | | 0.4 | | | | | | ||||||
58,546 | | | Prudential Financial, Inc. | | | | | 4,570,686 | | | | | | 0.3 | | | | | | ||||||
33,471 | | | T. Rowe Price Group, Inc. | | | | | 5,067,175 | | | | | | 0.4 | | | | | | ||||||
18,578 (4) | | | Voya Financial, Inc. | | | | | 1,092,572 | | | | | | 0.1 | | | | | | ||||||
3,205,663 (2)(3) | | | Other Securities | | | | | 137,282,501 | | | | | | 9.8 | | | | | | ||||||
| | | | | | | | 153,391,834 | | | | | | 11.0 | | | | | | | | | | ||
| | | Health Care: 12.8% | | | | | | | | | | | ||||||||||||
45,765 | | | Agilent Technologies, Inc. | | | | | 5,422,695 | | | | | | 0.4 | | | | | | ||||||
31,468 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 4,916,560 | | | | | | 0.4 | | | | | | ||||||
11,547 (1) | | | Align Technology, Inc. | | | | | 6,170,486 | | | | | | 0.4 | | | | | | ||||||
12,445 (1) | | | Idexx Laboratories, Inc. | | | | | 6,220,882 | | | | | | 0.4 | | | | | | ||||||
28,127 (1) | | | IQVIA Holdings, Inc. | | | | | 5,039,515 | | | | | | 0.4 | | | | | | ||||||
21,203 | | | Resmed, Inc. | | | | | 4,506,910 | | | | | | 0.3 | | | | | | ||||||
20,006 (1) | | | Veeva Systems, Inc. | | | | | 5,446,633 | | | | | | 0.4 | | | | | | ||||||
30,647 | | | Zimmer Biomet Holdings, Inc. | | | | | 4,722,396 | | | | | | 0.3 | | | | | | ||||||
1,554,902 (2)(3) | | | Other Securities | | | | | 136,103,754 | | | | | | 9.8 | | | | | | ||||||
| | | | | | | | 178,549,831 | | | | | | 12.8 | | | | | | | | | | ||
| | | Industrials: 15.0% | | | | | | | | | | | ||||||||||||
128,462 | | | Carrier Global Corp. | | | | | 4,845,586 | | | | | | 0.3 | | | | | | ||||||
13,056 | | | Cintas Corp. | | | | | 4,614,774 | | | | | | 0.3 | | | | | | ||||||
5,767 (1) | | | CoStar Group, Inc. | | | | | 5,330,323 | | | | | | 0.4 | | | | | | ||||||
21,809 | | | Cummins, Inc. | | | | | 4,952,824 | | | | | | 0.4 | | | | | | ||||||
58,723 | | | IHS Markit Ltd. | | | | | 5,275,087 | | | | | | 0.4 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: (continued) | | | | | |||||||||||||||||||||
| | | Industrials (continued) | | | | | ||||||||||||||||||
107,573 | | | Johnson Controls International plc | | | | $ | 5,011,826 | | | | | | 0.4 | | | | | | ||||||
18,940 | | | Parker Hannifin Corp. | | | | | 5,159,445 | | | | | | 0.4 | | | | | | ||||||
35,339 | | | Trane Technologies PLC | | | | | 5,129,809 | | | | | | 0.4 | | | | | | ||||||
7,726 (1) | | | TransDigm Group, Inc. | | | | | 4,781,235 | | | | | | 0.3 | | | | | | ||||||
23,459 | | | Verisk Analytics, Inc. | | | | | 4,869,854 | | | | | | 0.3 | | | | | | ||||||
2,190,022 (2)(3) | | | Other Securities | | | | | 159,373,990 | | | | | | 11.4 | | | | | | ||||||
| | | | | | | | 209,344,753 | | | | | | 15.0 | | | | | | | | | | ||
| | | Information Technology: 20.3% | | | | | | | | | | | ||||||||||||
43,181 | | | Amphenol Corp. | | | | | 5,646,779 | | | | | | 0.4 | | | | | | ||||||
12,673 (1) | | | ANSYS, Inc. | | | | | 4,610,437 | | | | | | 0.3 | | | | | | ||||||
40,785 (1) | | | Cadence Design Systems, Inc. | | | | | 5,564,298 | | | | | | 0.4 | | | | | | ||||||
22,436 (1) | | | Crowdstrike Holdings, Inc. | | | | | 4,752,394 | | | | | | 0.3 | | | | | | ||||||
26,375 (1) | | | DocuSign, Inc. | | | | | 5,863,162 | | | | | | 0.4 | | | | | | ||||||
203,410 | | | HP, Inc. | | | | | 5,001,852 | | | | | | 0.4 | | | | | | ||||||
22,966 | | | KLA Corp. | | | | | 5,946,127 | | | | | | 0.4 | | | | | | ||||||
98,554 (5) | | | Marvell Technology Group Ltd. | | | | | 4,685,257 | | | | | | 0.3 | | | | | | ||||||
36,956 | | | Microchip Technology, Inc. | | | | | 5,103,993 | | | | | | 0.4 | | | | | | ||||||
13,772 (1) | | | Palo Alto Networks, Inc. | | | | | 4,894,431 | | | | | | 0.3 | | | | | | ||||||
22,371 (1) | | | Synopsys, Inc. | | | | | 5,799,458 | | | | | | 0.4 | | | | | | ||||||
6,113 (1)(5) | | | Trade Desk, Inc./The | | | | | 4,896,513 | | | | | | 0.4 | | | | | | ||||||
20,713 (1) | | | Twilio, Inc. | | | | | 7,011,351 | | | | | | 0.5 | | | | | | ||||||
36,135 | | | Xilinx, Inc. | | | | | 5,122,859 | | | | | | 0.4 | | | | | | ||||||
2,527,076 (2)(3) | | | Other Securities | | | | | 208,749,288 | | | | | | 15.0 | | | | | | ||||||
| | | | | | | | 283,648,199 | | | | | | 20.3 | | | | | | | | | | ||
| | | Materials: 5.4% | | | | | | | | | | | ||||||||||||
214,487 | | | Freeport-McMoRan, Inc. | | | | | 5,580,952 | | | | | | 0.4 | | | | | | ||||||
34,901 | | | PPG Industries, Inc. | | | | | 5,033,422 | | | | | | 0.4 | | | | | | ||||||
1,211,501 (2)(3) | | | Other Securities | | | | | 64,449,407 | | | | | | 4.6 | | | | | | ||||||
| | | | | | | | 75,063,781 | | | | | | 5.4 | | | | | | | | | | ||
| | | Real Estate: 6.9% | | | | | | | | | | | ||||||||||||
2,194,926 (2)(3) | | | Other Securities | | | | | 95,958,893 | | | | | | 6.9 | | | | | | ||||||
| | | | | | | | | | | | | | | |||||||||||
| | | Utilities: 5.1% | | | | | | | | | | | ||||||||||||
77,760 | | | Xcel Energy, Inc. | | | | | 5,184,259 | | | | | | 0.4 | | | | | | ||||||
1,438,133 (2)(3) | | | Other Securities | | | | | 65,387,979 | | | | | | 4.7 | | | | | | ||||||
| | | | | | | | 70,572,238 | | | | | | 5.1 | | | | | | | | | | ||
| | | Total Common Stock (Cost $629,069,100) | | | | | 1,385,566,477 | | | | | | 99.3 | | | | | | ||||||
EXCHANGE-TRADED FUNDS: 0.5% | | | | | |||||||||||||||||||||
118,343 | | | iShares Russell Midcap Index Fund | | | | | 8,112,413 | | | | | | 0.5 | | | | | | ||||||
| | | Total Exchange-Traded Funds (Cost $8,095,463) | | | | | 8,112,413 | | | | | | 0.5 | | | | | | ||||||
| | | Total Long-Term Investments (Cost $637,164,563) | | | | | 1,393,678,890 | | | | | | 99.8 | | | | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 7.4% | | |||||||||||||||
| | | Repurchase Agreements: 6.8% | | ||||||||||||
5,190,091 (6) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $5,190,148, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $5,293,893, due 02/03/21-11/20/70) | | | | $ | 5,190,091 | | | | | | 0.4 | | |
3,262,341 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $3,262,377, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,327,588, due 07/01/24-10/01/50) | | | | | 3,262,341 | | | | | | 0.2 | | |
4,407,055 (6) | | | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $4,407,171, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $4,627,408, due 03/01/21-11/20/40) | | | | | 4,407,055 | | | | | | 0.3 | | |
15,401,976 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $15,402,094, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $15,710,016, due 01/25/21-10/15/62) | | | | | 15,401,976 | | | | | | 1.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
5,271,395 (6) | | | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $5,271,435, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.750%, Market Value plus accrued interest $5,376,823, due 01/14/21-01/20/69) | | | | $ | 5,271,395 | | | | | | 0.4 | | |
9,648,050 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $9,648,187, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $9,841,161, due 01/31/21-05/15/49) | | | | | 9,648,050 | | | | | | 0.7 | | |
14,332,950 (6) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $14,333,060, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $14,619,609, due 09/15/21-01/01/51) | | | | | 14,332,950 | | | | | | 1.0 | | |
2,126,569 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,126,585, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,169,101, due 01/04/21-12/01/50) | | | | | 2,126,569 | | | | | | 0.2 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
6,022,156 (6) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $6,022,242, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $6,142,599, due 07/01/22-12/01/50) | | | | $ | 6,022,156 | | | | | | 0.4 | | |
6,881,004 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $6,881,102, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $7,018,726, due 02/18/21-01/15/62) | | | | | 6,881,004 | | | | | | 0.5 | | |
5,409,835 (6) | | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $5,409,912, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $5,520,030, due 02/28/25-05/31/25) | | | | | 5,409,835 | | | | | | 0.4 | | |
1,689,119 (6) | | | Royal Bank of Canada, Repurchase Agreement dated 12/31/20, 0.21%, due 01/04/21 (Repurchase Amount $1,689,158, collateralized by various U.S. Government Securities, 0.379%-10.200%, Market Value plus accrued interest $1,763,162, due 05/13/21-11/01/40) | | | | | 1,689,119 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
15,286,920 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $15,287,188, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $15,631,523, due 07/15/22-02/15/47) | | | | $ | 15,286,920 | | | | | | 1.1 | | |
| | | Total Repurchase Agreements (Cost $94,929,461) | | | | | 94,929,461 | | | | | | 6.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| | | Mutual Funds(6): 0.6% | | | | | | | | | | | ||||||||||||
2,577,015 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 2,577,015 | | | | | | 0.2 | | | | | | ||||||
2,692,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 2,692,000 | | | | | | 0.2 | | | | | | ||||||
2,460,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 2,460,000 | | | | | | 0.2 | | | | | | ||||||
| | | Total Mutual Funds (Cost $7,729,015) | | | | | 7,729,015 | | | | | | 0.6 | | | | | | ||||||
| | | Total Short-Term Investments (Cost $102,658,476) | | | | | 102,658,476 | | | | | | 7.4 | | | | | | ||||||
| | | Total Investments in Securities (Cost $739,823,039) | | | | $ | 1,496,337,366 | | | | | | 107.2 | | | | | | ||||||
| | | Liabilities in Excess of Other Assets | | | | | (100,840,350) | | | | | | (7.2) | | | | | | ||||||
| | | Net Assets | | | | $ | 1,395,497,016 | | | | | | 100.0 | | | | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,385,566,477 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,385,566,477 | | |
Exchange-Traded Funds | | | | | 8,112,413 | | | | | | — | | | | | | — | | | | | | 8,112,413 | | |
Short-Term Investments | | | | | 7,729,015 | | | | | | 94,929,461 | | | | | | — | | | | | | 102,658,476 | | |
Total Investments, at fair value | | | | $ | 1,401,407,905 | | | | | $ | 94,929,461 | | | | | $ | — | | | | | $ | 1,496,337,366 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 63,793 | | | | | | — | | | | | | — | | | | | | 63,793 | | |
Total Assets | | | | $ | 1,401,471,698 | | | | | $ | 94,929,461 | | | | | $ | — | | | | | $ | 1,496,401,159 | | |
Issuer | | | Beginning Fair Value at 12/31/19 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/20 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 1,443,580 | | | | | $ | 43,913 | | | | | $ | (181,743) | | | | | $ | (213,178) | | | | | $ | 1,092,572 | | | | | $ | 12,911 | | | | | $ | 115,794 | | | | | $ | — | | |
| | | | $ | 1,443,580 | | | | | $ | 43,913 | | | | | $ | (181,743) | | | | | $ | (213,178) | | | | | $ | 1,092,572 | | | | | $ | 12,911 | | | | | $ | 115,794 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 17 | | | | | | 03/19/21 | | | | | $ | 3,915,950 | | | | | $ | 63,793 | | |
| | | | | | | | | | | | | | | | $ | 3,915,950 | | | | | $ | 63,793 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (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* | | | | $ | 63,793 | | |
Total Asset Derivatives | | | | | | | $ | 63,793 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (11,997) | | |
Total | | | | $ | (11,997) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (34,134) | | |
Total | | | | $ | (34,134) | | |
| Cost for federal income tax purposes was $750,201,108. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 794,264,649 | | |
| Gross Unrealized Depreciation | | | | | (48,064,597) | | |
| Net Unrealized Appreciation | | | | $ | 746,200,052 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.4% | | |||||||||||||||
| | | Communication Services: 2.3% | | ||||||||||||
1,555,378 (1)(2) | | | Other Securities | | | | $ | 24,942,197 | | | | | | 2.3 | | |
| | | | | | | | | | | | |||||
| | | Consumer Discretionary: 12.9% | | ||||||||||||
76,820 (3) | | | Caesars Entertainment, Inc. | | | | | 5,705,422 | | | | | | 0.5 | | |
16,406 | | | Churchill Downs, Inc. | | | | | 3,195,725 | | | | | | 0.3 | | |
11,994 (3) | | | Deckers Outdoor Corp. | | | | | 3,439,639 | | | | | | 0.3 | | |
10,826 (3)(4) | | | Helen of Troy Ltd. | | | | | 2,405,429 | | | | | | 0.2 | | |
11,130 | | | Lithia Motors, Inc. | | | | | 3,257,417 | | | | | | 0.3 | | |
17,482 | | | Marriott Vacations Worldwide Corp. | | | | | 2,398,880 | | | | | | 0.2 | | |
66,717 (3)(4) | | | Penn National Gaming, Inc. | | | | | 5,762,347 | | | | | | 0.6 | | |
6,769 (3)(4) | | | RH | | | | | 3,029,263 | | | | | | 0.3 | | |
28,376 (4) | | | Texas Roadhouse, Inc. | | | | | 2,217,868 | | | | | | 0.2 | | |
14,255 (3) | | | TopBuild Corp. | | | | | 2,624,060 | | | | | | 0.3 | | |
34,594 (3) | | | YETI Holdings, Inc. | | | | | 2,368,651 | | | | | | 0.2 | | |
3,526,949 (1)(2) | | | Other Securities | | | | | 103,213,650 | | | | | | 9.5 | | |
| | | | | | | | 139,618,351 | | | | | | 12.9 | | |
| | | Consumer Staples: 3.2% | | ||||||||||||
59,161 (3)(4) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 2,205,522 | | | | | | 0.2 | | |
69,510 (3) | | | Darling Ingredients, Inc. | | | | | 4,009,337 | | | | | | 0.4 | | |
16,885 (3) | | | Freshpet, Inc. | | | | | 2,397,501 | | | | | | 0.2 | | |
56,355 (3) | | | Performance Food Group Co. | | | | | 2,683,061 | | | | | | 0.3 | | |
701,700 (1)(2) | | | Other Securities | | | | | 23,010,739 | | | | | | 2.1 | | |
| | | | | | | | 34,306,160 | | | | | | 3.2 | | |
| | | Energy: 2.1% | | ||||||||||||
3,123,263 (1)(2) | | | Other Securities | | | | | 22,329,499 | | | | | | 2.1 | | |
| | | | | | | | | | | | |||||
| | | Financials: 15.1% | | ||||||||||||
29,998 | | | South State Corp. | | | | | 2,168,855 | | | | | | 0.2 | | |
42,899 (4) | | | Stifel Financial Corp. | | | | | 2,164,684 | | | | | | 0.2 | | |
7,075,836 (1)(2) | | | Other Securities | | | | | 159,200,648 | | | | | | 14.7 | | |
| | | | | | | | 163,534,187 | | | | | | 15.1 | | |
| | | Health Care: 20.7% | | ||||||||||||
111,239 (3) | | | Amicus Therapeutics, Inc. | | | | | 2,568,509 | | | | | | 0.2 | | |
43,454 (3)(4) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 3,334,225 | | | | | | 0.3 | | |
24,099 (3) | | | Blueprint Medicines Corp. | | | | | 2,702,703 | | | | | | 0.3 | | |
31,688 (3)(4) | | | Bridgebio Pharma, Inc. | | | | | 2,253,334 | | | | | | 0.2 | | |
27,350 (3)(4) | | | Denali Therapeutics, Inc. | | | | | 2,290,836 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
31,138 (3)(4) | | | Fate Therapeutics, Inc. | | | | $ | 2,831,378 | | | | | | 0.3 | | |
58,496 (3)(4) | | | Halozyme Therapeutics, Inc. | | | | | 2,498,364 | | | | | | 0.2 | | |
32,561 (3) | | | HealthEquity, Inc. | | | | | 2,269,827 | | | | | | 0.2 | | |
12,309 (3)(4) | | | iRhythm Technologies, Inc. | | | | | 2,919,818 | | | | | | 0.3 | | |
13,174 (3) | | | LHC Group, Inc. | | | | | 2,810,278 | | | | | | 0.3 | | |
18,142 (3) | | | Mirati Therapeutics, Inc. | | | | | 3,984,709 | | | | | | 0.4 | | |
32,176 (3)(4) | | | Natera, Inc. | | | | | 3,202,156 | | | | | | 0.3 | | |
45,244 (3) | | | NeoGenomics, Inc. | | | | | 2,435,937 | | | | | | 0.2 | | |
14,623 (3) | | | Nevro Corp. | | | | | 2,531,241 | | | | | | 0.2 | | |
26,576 (3)(4) | | | Novavax, Inc. | | | | | 2,963,490 | | | | | | 0.3 | | |
18,515 (3) | | | Omnicell, Inc. | | | | | 2,222,170 | | | | | | 0.2 | | |
49,254 (3)(4) | | | TG Therapeutics, Inc. | | | | | 2,562,193 | | | | | | 0.2 | | |
26,968 (3)(4) | | | Ultragenyx Pharmaceutical, Inc. | | | | | 3,733,180 | | | | | | 0.3 | | |
8,907,625 (1)(2) | | | Other Securities | | | | | 174,595,576 | | | | | | 16.1 | | |
| | | | | | | | 224,709,924 | | | | | | 20.7 | | |
| | | Industrials: 15.1% | | ||||||||||||
61,493 (3)(5) | | | API Group Corp. | | | | | 1,116,098 | | | | | | 0.1 | | |
161,364 (3)(4) | | | Plug Power, Inc. | | | | | 5,471,853 | | | | | | 0.5 | | |
18,919 (3)(4) | | | SiteOne Landscape Supply, Inc. | | | | | 3,001,121 | | | | | | 0.3 | | |
63,919 (3)(4) | | | Sunrun, Inc. | | | | | 4,434,700 | | | | | | 0.4 | | |
23,180 | | | Tetra Tech, Inc. | | | | | 2,683,781 | | | | | | 0.2 | | |
4,146,356 (1)(2) | | | Other Securities | | | | | 147,366,460 | | | | | | 13.6 | | |
| | | | | | | | 164,074,013 | | | | | | 15.1 | | |
| | | Information Technology: 13.9% | | ||||||||||||
15,383 (3)(4) | | | Appian Corp. | | | | | 2,493,430 | | | | | | 0.2 | | |
21,858 (3)(4) | | | Blackline, Inc. | | | | | 2,915,420 | | | | | | 0.3 | | |
44,042 (3)(4) | | | II-VI, Inc. | | | | | 3,345,430 | | | | | | 0.3 | | |
58,475 (3) | | | Lattice Semiconductor Corp. | | | | | 2,679,325 | | | | | | 0.2 | | |
21,631 (3) | | | Q2 Holdings, Inc. | | | | | 2,736,970 | | | | | | 0.3 | | |
18,494 (3) | | | Silicon Laboratories, Inc. | | | | | 2,355,026 | | | | | | 0.2 | | |
13,573 (3) | | | Varonis Systems, Inc. | | | | | 2,220,679 | | | | | | 0.2 | | |
4,175,319 (1)(2) | | | Other Securities | | | | | 131,930,823 | | | | | | 12.2 | | |
| | | | | | | | 150,677,103 | | | | | | 13.9 | | |
| | | Materials: 4.1% | | ||||||||||||
170,454 (4) | | | Cleveland-Cliffs, Inc. | | | | | 2,481,810 | | | | | | 0.2 | | |
30,512 (3)(6)(7) | | | Ferroglobe PLC | | | | | — | | | | | | — | | |
1,915,953 (1)(2)(8) | | | Other Securities | | | | | 42,200,609 | | | | | | 3.9 | | |
| | | | | | | | 44,682,419 | | | | | | 4.1 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate: 6.1% | | ||||||||||||
16,893 | | | EastGroup Properties, Inc. | | | | $ | 2,332,247 | | | | | | 0.2 | | |
42,254 (3) | | | Redfin Corp. | | | | | 2,899,892 | | | | | | 0.3 | | |
3,438,008 (1)(2) | | | Other Securities | | | | | 60,437,891 | | | | | | 5.6 | | |
| | | | | | | | 65,670,030 | | | | | | 6.1 | | |
| | | Utilities: 2.9% | | ||||||||||||
44,467 (4) | | | Brookfield Renewable Corp. | | | | | 2,591,092 | | | | | | 0.2 | | |
633,188 (1)(2) | | | Other Securities | | | | | 29,093,717 | | | | | | 2.7 | | |
| | | | | | | | 31,684,809 | | | | | | 2.9 | | |
| | | Total Common Stock (Cost $614,335,824) | | | | | 1,066,228,692 | | | | | | 98.4 | | |
RIGHTS: —% | | |||||||||||||||
| | | Communication Services: —% | | ||||||||||||
46,399 (3)(6)(7) | | | Media General, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer, Non-cyclical: —% | | ||||||||||||
390 (3)(6)(7) | | | GTX, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | | | | | | | | |||||
| | | Health Care: —% | | ||||||||||||
4,590 (3)(6)(7) | | | Aduro Biotech, Inc. - CVR | | | | | — | | | | | | — | | |
37,288 (3)(4)(6)(7) | | | Progenics Pharmaceuticals, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $800) | | | | | — | | | | | | — | | |
WARRANTS: 0.0% | | |||||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
154 (2) | | | Other Securities | | | | | 2,909 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $0) | | | | | 0.0 | | | | | | 2,909 | | |
| | | Total Long-Term Investments (Cost $614,336,624) | | | | | 1,066,231,601 | | | | | | 98.4 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 25.6% | | |||||||||||||||
| | | Repurchase Agreements: 22.2% | | ||||||||||||
13,165,591 (9) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $13,165,735, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $13,428,903, due 02/03/21-11/20/70) | | | | $ | 13,165,591 | | | | | | 1.2 | | |
8,275,511 (9) | | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $8,275,602, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $8,441,021, due 07/01/24-10/01/50) | | | | | 8,275,511 | | | | | | 0.8 | | |
11,178,120 (9) | | | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $11,178,414, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $11,737,026, due 03/01/21-11/20/40) | | | | | 11,178,120 | | | | | | 1.0 | | |
39,069,853 (9) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $39,070,153, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $39,851,250, due 01/25/21-10/15/62) | | | | | 39,069,853 | | | | | | 3.6 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
13,371,828 (9) | | | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $13,371,931, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.750%, Market Value plus accrued interest $13,639,265, due 01/14/21-01/20/69) | | | | $ | 13,371,828 | | | | | | 1.3 | | |
23,607,499 (9) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $23,607,835, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $24,080,016, due 01/31/21-05/15/49) | | | | | 23,607,499 | | | | | | 2.2 | | |
32,749,464 (9) | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $32,749,715, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $33,404,453, due 01/26/21-01/01/51) | | | | | 32,749,464 | | | | | | 3.0 | | |
5,394,421 (9) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $5,394,462, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,502,310, due 01/04/21-12/01/50) | | | | | 5,394,421 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,527,494 (9) | | | Jefferies LLC, Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $2,527,511, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $2,578,044, due 03/02/21-08/15/29) | | | | $ | 2,527,494 | | | | | | 0.2 | | |
15,276,271 (9) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $15,276,489, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $15,581,796, due 07/01/22-12/01/50) | | | | | 15,276,271 | | | | | | 1.4 | | |
17,454,893 (9) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $17,455,142, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $17,804,249, due 02/18/21-01/15/62) | | | | | 17,454,893 | | | | | | 1.6 | | |
13,237,152 (9) | | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $13,237,341, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $13,506,785, due 02/28/25-05/31/25) | | | | | 13,237,152 | | | | | | 1.2 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,284,309 (9) | | | Royal Bank of Canada, Repurchase Agreement dated 12/31/20, 0.21%, due 01/04/21 (Repurchase Amount $4,284,408, collateralized by various U.S. Government Securities, 0.379%-10.200%, Market Value plus accrued interest $4,472,113, due 05/13/21-11/01/40) | | | | $ | 4,284,309 | | | | | | 0.4 | | |
38,777,993 (9) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $38,778,673, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $39,652,139, due 07/15/22-02/15/47) | | | | | 38,777,993 | | | | | | 3.6 | | |
2,433,470 (9) | | | Stonex Financial Inc., Repurchase Agreement dated 12/31/20, 0.14%, due 01/04/21 (Repurchase Amount $2,433,507, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,482,143, due 06/17/21-11/20/70) | | | | | 2,433,470 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $240,803,869) | | | | | 240,803,869 | | | | | | 22.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(9): 3.4% | | ||||||||||||
23,923,052 (9)(10) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 23,923,052 | | | | | | 2.2 | | |
6,441,000 (9)(10) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 6,441,000 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(9) (continued) | | ||||||||||||
6,430,000 (9)(10) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | $ | 6,430,000 | | | | | | 0.6 | | |
| | | Total Mutual Funds (Cost $36,794,052) | | | | | 36,794,052 | | | | | | 3.4 | | |
| | | Total Short-Term Investments (Cost $277,597,921) | | | | | 277,597,921 | | | | | | 25.6 | | |
| | | Total Investments in Securities (Cost $891,934,545) | | | | $ | 1,343,829,522 | | | | | | 124.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (260,199,280) | | | | | | (24.0) | | |
| | | Net Assets | | | | $ | 1,083,630,242 | | | | | | 100.0 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 24,942,197 | | | | | $ | — | | | | | $ | — | | | | | $ | 24,942,197 | | |
Consumer Discretionary | | | | | 139,618,351 | | | | | | — | | | | | | — | | | | | | 139,618,351 | | |
Consumer Staples | | | | | 34,306,160 | | | | | | — | | | | | | — | | | | | | 34,306,160 | | |
Energy | | | | | 22,329,499 | | | | | | — | | | | | | — | | | | | | 22,329,499 | | |
Financials | | | | | 163,534,187 | | | | | | — | | | | | | — | | | | | | 163,534,187 | | |
Health Care | | | | | 224,709,924 | | | | | | — | | | | | | — | | | | | | 224,709,924 | | |
Industrials | | | | | 164,074,013 | | | | | | — | | | | | | — | | | | | | 164,074,013 | | |
Information Technology | | | | | 150,677,103 | | | | | | — | | | | | | — | | | | | | 150,677,103 | | |
Materials | | | | | 44,673,959 | | | | | | — | | | | | | 8,460 | | | | | | 44,682,419 | | |
Real Estate | | | | | 65,670,030 | | | | | | — | | | | | | — | | | | | | 65,670,030 | | |
Utilities | | | | | 31,684,809 | | | | | | — | | | | | | — | | | | | | 31,684,809 | | |
Total Common Stock | | | | | 1,066,220,232 | | | | | | — | | | | | | 8,460 | | | | | | 1,066,228,692 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | — | | | | | | 2,909 | | | | | | — | | | | | | 2,909 | | |
Short-Term Investments | | | | | 36,794,052 | | | | | | 240,803,869 | | | | | | — | | | | | | 277,597,921 | | |
Total Investments, at fair value | | | | $ | 1,103,014,284 | | | | | $ | 240,806,778 | | | | | $ | 8,460 | | | | | $ | 1,343,829,522 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 639,907 | | | | | | — | | | | | | — | | | | | | 639,907 | | |
Total Assets | | | | $ | 1,103,654,191 | | | | | $ | 240,806,778 | | | | | $ | 8,460 | | | | | $ | 1,344,469,429 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. - CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
Ferroglobe PLC | | | | | 6/26/2018 | | | | | | — | | | | | | — | | |
GTX, Inc. - CVR | | | | | 6/10/2019 | | | | | | 800 | | | | | | — | | |
Media General, Inc. - CVR | | | | | 1/18/2017 | | | | | | — | | | | | | — | | |
Progenics Pharmaceuticals, Inc. - CVR | | | | | 6/22/2020 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 800 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 317 | | | | | | 03/19/21 | | | | | $ | 31,300,580 | | | | | $ | 639,907 | | |
| | | | | | | | | | | | | | | | $ | 31,300,580 | | | | | $ | 639,907 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2020 (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* | | | | $ | 639,907 | | |
Total Asset Derivatives | | | | | | | $ | 639,907 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 6,306,980 | | |
Total | | | | $ | 6,306,980 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 379,264 | | |
Total | | | | $ | 379,264 | | |
| Cost for federal income tax purposes was $904,930,109. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 481,923,710 | | |
| Gross Unrealized Depreciation | | | | | (42,384,124) | | |
| Net Unrealized Appreciation | | | | $ | 439,539,586 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 28.0% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
500,000 (1) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | $ | 571,796 | | | | | | 0.0 | | |
21,085,000 | | | Other Securities | | | | | 24,906,263 | | | | | | 0.7 | | |
| | | | | | | | 25,478,059 | | | | | | 0.7 | | |
| | | Communications: 3.1% | | ||||||||||||
2,359,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 2,430,960 | | | | | | 0.1 | | |
5,086,000 (1) | | | AT&T, Inc., 3.500%, 09/15/2053 | | | | | 5,086,279 | | | | | | 0.1 | | |
1,770,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 1,764,082 | | | | | | 0.1 | | |
208,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 209,037 | | | | | | 0.0 | | |
1,264,000 (1) | | | AT&T, Inc., 3.800%, 12/01/2057 | | | | | 1,318,049 | | | | | | 0.0 | | |
9,500,000 | | | AT&T, Inc., 2.250%-4.650%, 06/01/2027-02/01/2052 | | | | | 10,104,057 | | | | | | 0.3 | | |
12,559,000 | | | Comcast Corp., 1.950%-6.500%, 02/01/2024-10/15/2048 | | | | | 15,104,152 | | | | | | 0.5 | | |
1,000,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 1,041,195 | | | | | | 0.0 | | |
11,871,000 | | | Verizon Communications, Inc., 1.750%-4.862%, 09/21/2028-03/22/2050 | | | | | 14,587,102 | | | | | | 0.4 | | |
8,450,000 | | | Walt Disney Co/The, 1.750%-4.750%, 08/30/2024-01/13/2051 | | | | | 9,605,748 | | | | | | 0.3 | | |
36,719,000 (2) | | | Other Securities | | | | | 43,463,503 | | | | | | 1.3 | | |
| | | | | | | | 104,714,164 | | | | | | 3.1 | | |
| | | Consumer, Cyclical: 1.5% | | ||||||||||||
1,750,000 | | | General Motors Co., 5.400%-6.600%, 10/02/2023-04/01/2036 | | | | | 2,147,075 | | | | | | 0.1 | | |
4,250,000 | | | General Motors Financial Co., Inc., 3.150%-5.250%, 06/30/2022-01/05/2028 | | | | | 4,667,797 | | | | | | 0.1 | | |
4,850,000 | | | Home Depot, Inc./The, 2.700%-5.875%, 09/14/2027-04/15/2040 | | | | | 6,417,995 | | | | | | 0.2 | | |
34,051,368 (2) | | | Other Securities | | | | | 37,003,188 | | | | | | 1.1 | | |
| | | | | | | | 50,236,055 | | | | | | 1.5 | | |
| | | Consumer, Non-cyclical: 4.8% | | ||||||||||||
10,750,000 | | | AbbVie, Inc., 2.800%-4.550%, 03/15/2022-11/21/2049 | | | | | 12,504,046 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
5,000,000 | | | Amgen, Inc., 2.250%-4.400%, 08/19/2023-05/01/2045 | | | | $ | 5,669,587 | | | | | | 0.2 | | |
3,500,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 4,569,307 | | | | | | 0.1 | | |
5,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 3.500%-8.200%, 06/01/2030-06/01/2050 | | | | | 7,051,184 | | | | | | 0.2 | | |
6,250,000 | | | Bristol-Myers Squibb Co., 1.125%-5.000%, 08/15/2023-08/15/2045 | | | | | 7,153,384 | | | | | | 0.2 | | |
8,280,000 | | | CVS Health Corp., 2.700%-5.300%, 12/01/2022-03/25/2048 | | | | | 10,004,453 | | | | | | 0.3 | | |
5,000,000 | | | Pfizer, Inc., 3.450%-4.300%, 03/15/2029-12/15/2046 | | | | | 6,307,498 | | | | | | 0.2 | | |
8,800,000 | | | UnitedHealth Group, Inc., 2.000%-4.750%, 12/15/2021-05/15/2060 | | | | | 10,050,937 | | | | | | 0.3 | | |
89,981,000 (2) | | | Other Securities | | | | | 102,554,626 | | | | | | 3.0 | | |
| | | | | | | | 165,865,022 | | | | | | 4.8 | | |
| | | Energy: 2.3% | | ||||||||||||
5,750,000 (3) | | | Enterprise Products Operating LLC, 2.850%-4.900%, 04/15/2021-02/15/2052 | | | | | 6,738,556 | | | | | | 0.2 | | |
3,292,000 | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/2021-09/01/2044 | | | | | 3,966,884 | | | | | | 0.1 | | |
2,250,000 (3) | | | Kinder Morgan, Inc., 2.000%-5.550%, 06/01/2025-02/15/2046 | | | | | 2,584,646 | | | | | | 0.1 | | |
4,790,000 | | | Shell International Finance BV, 1.750%-4.375%, 09/12/2021-09/12/2046 | | | | | 5,577,732 | | | | | | 0.2 | | |
50,846,000 (2) | | | Other Securities | | | | | 59,021,765 | | | | | | 1.7 | | |
| | | | | | | | 77,889,583 | | | | | | 2.3 | | |
| | | Financial: 9.5% | | ||||||||||||
22,184,000 (4) | | | Bank of America Corp., 1.898%-4.450%, 01/23/2022-06/19/2041 | | | | | 24,247,176 | | | | | | 0.7 | | |
3,500,000 (4) | | | Bank of New York Mellon Corp./The, 2.600%-3.442%, 02/07/2022-02/07/2028 | | | | | 3,756,545 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,700,000 | | | Bank of New York Mellon Corp., 2.200%-3.000%, 04/15/2021-10/30/2028 | | | | $ | 1,818,458 | | | | | | 0.1 | | |
1,000,000 (1) | | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 1,122,072 | | | | | | 0.0 | | |
1,000,000 (1) | | | BPCE SA, 3.250%, 01/11/2028 | | | | | 1,106,544 | | | | | | 0.0 | | |
15,518,000 (4) | | | Citigroup, Inc., 2.572%-8.125%, 07/30/2022-05/06/2044 | | | | | 18,029,019 | | | | | | 0.5 | | |
10,000,000 (1)(3) | | | CPPIB Capital, Inc., 3.125%, 09/25/2023 | | | | | 10,783,694 | | | | | | 0.3 | | |
750,000 (1) | | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 772,981 | | | | | | 0.0 | | |
750,000 (1) | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 867,333 | | | | | | 0.1 | | |
1,000,000 (1) | | | GE Capital Funding LLC, 4.050%, 05/15/2027 | | | | | 1,144,505 | | | | | | 0.0 | | |
1,000,000 (1) | | | GE Capital Funding LLC, 4.550%, 05/15/2032 | | | | | 1,200,418 | | | | | | 0.1 | | |
5,801,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 6,925,152 | | | | | | 0.2 | | |
4,080,000 (4) | | | Goldman Sachs Group, Inc./The, 2.876%-3.850%, 10/31/2022-04/23/2029 | | | | | 4,420,800 | | | | | | 0.1 | | |
6,250,000 | | | Goldman Sachs Group, Inc., 3.750%-6.750%, 01/24/2022-10/01/2037 | | | | | 8,581,380 | | | | | | 0.3 | | |
250,000 | | | HSBC USA, Inc., 3.500%, 06/23/2024 | | | | | 274,238 | | | | | | 0.0 | | |
7,950,000 (4) | | | HSBC Holdings PLC, 2.633%-6.500%, 03/11/2025-12/31/2199 | | | | | 10,048,433 | | | | | | 0.3 | | |
16,875,000 (4) | | | JPMorgan Chase & Co., 1.764%-5.500%, 01/23/2025-11/19/2041 | | | | | 19,541,501 | | | | | | 0.6 | | |
10,000,000 | | | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | | | | | 10,261,745 | | | | | | 0.3 | | |
4,000,000 (3) | | | Kreditanstalt fuer Wiederaufbau, 1.625%-2.125%, 03/15/2021-03/07/2022 | | | | | 4,072,477 | | | | | | 0.1 | | |
750,000 (1) | | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 856,565 | | | | | | 0.0 | | |
11,550,000 (4) | | | Morgan Stanley, 3.125%-5.000%, 11/01/2022-01/24/2029 | | | | | 13,058,717 | | | | | | 0.4 | | |
3,000,000 (1) | | | Ontario Teachers’ Finance Trust, 0.375%, 09/29/2023 | | | | | 3,003,647 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,000,000 (1) | | | Ontario Teachers’ Finance Trust, 1.625%, 09/12/2024 | | | | $ | 2,084,684 | | | | | | 0.1 | | |
750,000 (1) | | | Toronto-Dominion Bank/ The, 2.500%, 01/18/2023 | | | | | 766,975 | | | | | | 0.0 | | |
500,000 (1) | | | UBS Group AG, 3.000%, 04/15/2021 | | | | | 503,874 | | | | | | 0.0 | | |
750,000 | | | Wells Fargo Bank NA, 6.600%, 01/15/2038 | | | | | 1,147,521 | | | | | | 0.1 | | |
16,483,000 (4) | | | Wells Fargo & Co., 2.164%-5.606%, 04/01/2021-11/17/2045 | | | | | 18,136,960 | | | | | | 0.5 | | |
141,301,000 (2) | | | Other Securities | | | | | 155,854,400 | | | | | | 4.5 | | |
| | | | | | | | 324,387,814 | | | | | | 9.5 | | |
| | | Industrial: 2.0% | | ||||||||||||
7,000,000 | | | Boeing Co/The, 2.125%-5.705%, 03/01/2022-05/01/2040 | | | | | 8,159,625 | | | | | | 0.2 | | |
500,000 (1) | | | Union Pacific Corp., 2.973%, 09/16/2062 | | | | | 524,238 | | | | | | 0.0 | | |
52,508,000 (2) | | | Other Securities | | | | | 61,705,611 | | | | | | 1.8 | | |
| | | | | | | | 70,389,474 | | | | | | 2.0 | | |
| | | Technology: 1.9% | | ||||||||||||
11,400,000 | | | Apple, Inc., 1.650%-4.450%, 02/09/ 2022-05/11/2050 | | | | | 12,795,662 | | | | | | 0.4 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 442,527 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 488,625 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 605,147 | | | | | | 0.0 | | |
7,020,000 | | | International Business Machines Corp., 1.950%-3.450%, 01/27/2022-05/15/2040 | | | | | 7,431,985 | | | | | | 0.2 | | |
9,250,000 | | | Microsoft Corp., 2.375%-4.200%, 05/01/2023-06/01/2060 | | | | | 10,422,365 | | | | | | 0.3 | | |
8,080,000 | | | Oracle Corp., 2.500%-5.375%, 07/08/2021-05/15/2045 | | | | | 9,596,188 | | | | | | 0.3 | | |
21,684,000 | | | Other Securities | | | | | 24,292,046 | | | | | | 0.7 | | |
| | | | | | | | 66,074,545 | | | | | | 1.9 | | |
| | | Utilities: 2.2% | | ||||||||||||
500,000 | | | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | | | | | 521,968 | | | | | | 0.0 | | |
1,000,000 | | | Duke Energy Florida LLC, 3.800%, 07/15/2028 | | | | | 1,174,781 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,500,000 | | | Duke Energy Corp., 2.450%-4.800%, 10/15/2023-09/01/2046 | | | | $ | 2,853,514 | | | | | | 0.1 | | |
900,000 | | | Duke Energy Progress LLC, 4.150%-4.200%, 12/01/2044-08/15/2045 | | | | | 1,144,530 | | | | | | 0.0 | | |
1,000,000 (1) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 1,157,500 | | | | | | 0.0 | | |
250,000 (1) | | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | | 339,041 | | | | | | 0.0 | | |
6,000,000 | | | Pacific Gas and Electric Co., 2.100%-3.500%, 08/01/2027-08/01/2050 | | | | | 6,021,266 | | | | | | 0.2 | | |
52,385,697 (2) | | | Other Securities | | | | | 63,165,733 | | | | | | 1.8 | | |
| | | | | | | | 76,378,333 | | | | | | 2.2 | | |
| | | Total Corporate Bonds/Notes (Cost $849,760,130) | | | | | 961,413,049 | | | | | | 28.0 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | |||||||||||||||
971,514 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,037,769 | | | | | | 0.1 | | |
532,282 | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 631,216 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $1,566,535) | | | | | 1,668,985 | | | | | | 0.1 | | |
MUNICIPAL BONDS: 0.9% | | |||||||||||||||
| | | California: 0.2% | | ||||||||||||
4,335,000 | | | State of California, 7.550%, 04/01/2039 | | | | | 7,620,627 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Connecticut: 0.1% | | ||||||||||||
3,735,000 | | | Other Securities | | | | | 5,224,107 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | New Jersey: 0.3% | | ||||||||||||
3,425,000 | | | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | | | | | 5,599,293 | | | | | | 0.2 | | |
2,335,000 | | | Other Securities | | | | | 3,257,208 | | | | | | 0.1 | | |
| | | | | | | | 8,856,501 | | | | | | 0.3 | | |
| | | New York: 0.1% | | ||||||||||||
3,495,000 | | | Other Securities | | | | | 4,681,063 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Washington: 0.2% | | ||||||||||||
3,900,000 | | | Other Securities | | | | | 5,482,074 | | | | | | 0.2 | | |
| | | Total Municipal Bonds (Cost $22,807,023) | | | | | 31,864,372 | | | | | | 0.9 | | |
U.S. TREASURY OBLIGATIONS: 38.6% | | |||||||||||||||
| | | U.S. Treasury Bonds: 7.5% | | ||||||||||||
33,738,000 | | | 1.375%,11/15/2040 | | | | | 33,308,367 | | | | | | 1.0 | | |
95,219,000 | | | 1.375%,08/15/2050 | | | | | 89,000,009 | | | | | | 2.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Bonds (continued) | | ||||||||||||
10,659,000 | | | 2.250%,08/15/2046 | | | | | 12,146,264 | | | | | | 0.3 | | |
9,072,000 | | | 2.500%,05/15/2046 | | | | $ | 10,819,778 | | | | | | 0.3 | | |
9,022,000 | | | 3.000%,11/15/2044 | | | | | 11,658,116 | | | | | | 0.3 | | |
10,042,000 | | | 3.000%,11/15/2045 | | | | | 13,047,147 | | | | | | 0.4 | | |
13,888,000 | | | 3.625%,08/15/2043 | | | | | 19,585,335 | | | | | | 0.6 | | |
14,092,000 | | | 3.625%,02/15/2044 | | | | | 19,925,317 | | | | | | 0.6 | | |
13,251,000 | | | 3.750%,11/15/2043 | | | | | 19,045,207 | | | | | | 0.6 | | |
7,845,000 | | | 3.875%,08/15/2040 | | | | | 11,229,995 | | | | | | 0.3 | | |
15,184,600 | | | 1.250%-6.000%, 02/15/2026-05/15/2050 | | | | | 19,024,823 | | | | | | 0.5 | | |
| | | | | | | | 258,790,358 | | | | | | 7.5 | | |
| | | U.S. Treasury Notes: 31.1% | | ||||||||||||
169,128,000 | | | 0.125%,12/31/2022 | | | | | 169,141,212 | | | | | | 4.9 | | |
286,471,000 | | | 0.125%,12/15/2023 | | | | | 286,124,101 | | | | | | 8.4 | | |
17,664,000 | | | 0.375%,11/30/2025 | | | | | 17,686,080 | | | | | | 0.5 | | |
156,809,000 | | | 0.375%,12/31/2025 | | | | | 156,900,881 | | | | | | 4.6 | | |
140,896,000 | | | 0.625%,11/30/2027 | | | | | 140,829,955 | | | | | | 4.1 | | |
36,858,300 | | | 0.875%,11/15/2030 | | | | | 36,720,081 | | | | | | 1.1 | | |
47,008,000 | | | 1.500%,11/30/2021 | | | | | 47,599,888 | | | | | | 1.4 | | |
10,000,000 | | | 1.500%,02/28/2023 | | | | | 10,294,922 | | | | | | 0.3 | | |
10,000,000 | | | 1.500%,03/31/2023 | | | | | 10,305,078 | | | | | | 0.3 | | |
10,184,000 | | | 1.625%,05/31/2023 | | | | | 10,547,601 | | | | | | 0.3 | | |
24,847,000 | | | 1.625%,02/15/2026 | | | | | 26,429,055 | | | | | | 0.8 | | |
18,000,000 | | | 1.750%,09/30/2022 | | | | | 18,509,766 | | | | | | 0.5 | | |
17,133,000 | | | 2.000%,11/15/2026 | | | | | 18,647,530 | | | | | | 0.6 | | |
10,105,000 | | | 2.125%,06/30/2022 | | | | | 10,408,150 | | | | | | 0.3 | | |
9,874,000 | | | 2.500%,05/15/2024 | | | | | 10,641,935 | | | | | | 0.3 | | |
11,396,000 | | | 2.750%,09/15/2021 | | | | | 11,606,917 | | | | | | 0.3 | | |
80,008,500 | | | 0.125%-2.750%, 01/31/2022-05/15/2029 | | | | | 83,341,967 | | | | | | 2.4 | | |
| | | | | | | | 1,065,735,119 | | | | | | 31.1 | | |
| | | Total U.S. Treasury Obligations (Cost $1,281,746,606) | | | | | 1,324,525,477 | | | | | | 38.6 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 24.9% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 5.0%(5) | | ||||||||||||
18,629,143 | | | 3.000%,05/01/2045 | | | | | 19,681,866 | | | | | | 0.6 | | |
16,729,808 | | | 3.500%,04/01/2043 | | | | | 18,304,125 | | | | | | 0.5 | | |
19,272,956 | | | 3.500%,02/01/2044 | | | | | 21,074,687 | | | | | | 0.6 | | |
19,983,919 | | | 3.500%,03/01/2048 | | | | | 21,841,382 | | | | | | 0.6 | | |
679,442 | | | 3.900%, (US0012M + 1.900)%,02/01/2042 | | | | | 690,761 | | | | | | 0.0 | | |
8,820,388 | | | 4.000%,11/01/2045 | | | | | 9,648,466 | | | | | | 0.3 | | |
73,412,548 | | | 3.000%-6.500%, 04/01/2023-07/01/2048 | | | | | 81,238,263 | | | | | | 2.4 | | |
| | | | | | | | 172,479,550 | | | | | | 5.0 | | |
| | | Federal National Mortgage Association: 0.8% (5) | | ||||||||||||
16,047,251 | | | 3.500%,11/01/2051 | | | | | 17,584,922 | | | | | | 0.5 | | |
8,120,055 | | | 3.000%-7.125%, 10/01/2029-09/01/2046 | | | | | 10,618,211 | | | | | | 0.3 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | | | | | | 28,203,133 | | | | | | 0.8 | | |
| | | Government National Mortgage Association: 5.7% | | ||||||||||||
38,475,000 (6) | | | 2.000%,01/01/2051 | | | | $ | 40,231,875 | | | | | | 1.2 | | |
19,475,000 (6) | | | 3.000%,01/20/2050 | | | | | 20,364,113 | | | | | | 0.6 | | |
18,730,864 | | | 3.000%,08/20/2050 | | | | | 19,697,281 | | | | | | 0.6 | | |
17,608,507 | | | 3.500%,03/20/2047 | | | | | 18,934,052 | | | | | | 0.5 | | |
9,103,811 | | | 3.500%,09/20/2047 | | | | | 9,709,405 | | | | | | 0.3 | | |
18,869,388 | | | 3.500%,02/20/2048 | | | | | 20,290,009 | | | | | | 0.6 | | |
18,762,754 | | | 3.500%,03/20/2048 | | | | | 20,273,677 | | | | | | 0.6 | | |
41,015,022 | | | 3.000%-6.000%, 10/15/2036-01/20/2050 | | | | | 45,138,419 | | | | | | 1.3 | | |
| | | | | | | | 194,638,831 | | | | | | 5.7 | | |
| | | Other U.S. Agency Obligations: 1.0% | | ||||||||||||
12,500,000 | | | 2.390%,11/01/2034 | | | | | 13,937,137 | | | | | | 0.4 | | |
5,000,000 | | | 2.400%,09/21/2026 | | | | | 5,510,063 | | | | | | 0.2 | | |
6,510,000 (3) | | | 1.875%-7.125%, 08/15/2022-01/15/2038 | | | | | 9,187,388 | | | | | | 0.3 | | |
3,489,000 | | | Other Securities | | | | | 3,673,394 | | | | | | 0.1 | | |
| | | | | | | | 32,307,982 | | | | | | 1.0 | | |
| | | Uniform Mortgage-Backed Securities: 12.4% | | ||||||||||||
14,977,812 (6) | | | 1.500%,02/01/2051 | | | | | 15,113,529 | | | | | | 0.4 | | |
29,800,000 (6) | | | 2.000%,01/01/2036 | | | | | 31,152,854 | | | | | | 0.9 | | |
153,140,000 (6) | | | 2.500%,03/12/2050 | | | | | 161,137,776 | | | | | | 4.7 | | |
15,677,286 | | | 3.000%,12/01/2042 | | | | | 17,104,219 | | | | | | 0.5 | | |
17,196,499 | | | 3.000%,12/01/2046 | | | | | 18,143,195 | | | | | | 0.5 | | |
9,329,790 | | | 3.500%,11/01/2042 | | | | | 10,148,832 | | | | | | 0.3 | | |
8,401,361 | | | 4.000%,11/01/2040 | | | | | 9,175,209 | | | | | | 0.3 | | |
8,224,057 | | | 4.000%,02/01/2050 | | | | | 8,794,722 | | | | | | 0.3 | | |
141,239,757 | | | 2.500%-6.500%, 04/01/2021-02/01/2050 | | | | | 154,234,961 | | | | | | 4.5 | | |
| | | | | | | | 425,005,297 | | | | | | 12.4 | | |
| | | Total U.S. Government Agency Obligations (Cost $816,303,756) | | | | | 852,634,793 | | | | | | 24.9 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.3% | | |||||||||||||||
2,000,000 (1) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | | | | | 2,172,116 | | | | | | 0.1 | | |
3,000,000 | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | | 3,279,344 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | | | | | 1,089,054 | | | | | | 0.0 | | |
2,000,000 (4) | | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | | 2,103,563 | | | | | | 0.1 | | |
3,803,033 (4) | | | Ginnie Mae 2011-142 B, 3.442%, 02/16/2044 | | | | | 3,879,920 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
538,301 (4) | | | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | | | | | 542,726 | | | | | | 0.0 | | |
2,687,998 (4) | | | Ginnie Mae 2011-38 D, 3.668%, 01/16/2051 | | | | | 2,772,735 | | | | | | 0.1 | | |
55,992 (4) | | | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | | | | $ | 57,638 | | | | | | 0.0 | | |
5,000,000 | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 5,159,858 | | | | | | 0.1 | | |
3,000,000 | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 3,243,721 | | | | | | 0.1 | | |
6,379,463 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | | | | | 6,939,099 | | | | | | 0.2 | | |
3,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 3,206,054 | | | | | | 0.1 | | |
1,750,000 | | | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | | | | | 1,975,649 | | | | | | 0.1 | | |
2,065,000 (1) | | | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | | | | | 2,335,992 | | | | | | 0.1 | | |
3,200,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 3,341,935 | | | | | | 0.1 | | |
2,000,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | | | | | 2,195,813 | | | | | | 0.1 | | |
1,250,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | | | | | 1,348,378 | | | | | | 0.0 | | |
100,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.563%, 09/15/2047 | | | | | 100,058 | | | | | | 0.0 | | |
100,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.563%, 09/15/2047 | | | | | 99,904 | | | | | | 0.0 | | |
1,000,000 (1)(4) | | | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/2035 | | | | | 990,263 | | | | | | 0.0 | | |
2,350,000 | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | | 2,610,581 | | | | | | 0.1 | | |
2,000,000 | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | | | | | 2,150,671 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
22,910,000 | | | Other Securities | | | | | 25,313,429 | | | | | | 0.7 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $74,220,809) | | | | | 76,908,501 | | | | | | 2.3 | | |
SUPRANATIONAL BONDS: 1.0% | | |||||||||||||||
6,506,000 (3) | | | Asian Development Bank, 1.625%-2.125%, 03/16/2021-03/19/2025 | | | | $ | 6,581,065 | | | | | | 0.2 | | |
12,450,000 (3) | | | European Investment Bank, 0.625%-4.000%, 02/16/2021-07/25/2025 | | | | | 12,584,981 | | | | | | 0.4 | | |
8,900,000 | | | Inter-American Development Bank, 0.250%-3.200%, 03/15/ 2021-08/07/2042 | | | | | 9,263,100 | | | | | | 0.3 | | |
3,964,000 | | | Other Securities | | | | | 4,135,865 | | | | | | 0.1 | | |
| | | Total Supranational Bonds (Cost $31,708,206) | | | | | 32,565,011 | | | | | | 1.0 | | |
SOVEREIGN BONDS: 1.6% | | |||||||||||||||
4,950,000 | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/2024-09/18/2037 | | | �� | | 6,102,757 | | | | | | 0.2 | | |
3,000,000 (1)(3) | | | Kommunalbanken AS, 2.250%, 01/25/2022 | | | | | 3,065,803 | | | | | | 0.1 | | |
1,800,000 (1) | | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | | 1,880,775 | | | | | | 0.0 | | |
5,000,000 | | | Mexico Government International Bond, 4.750%, 03/08/2044 | | | | | 5,965,225 | | | | | | 0.2 | | |
4,000,000 | | | Peruvian Government International Bond, 6.550%, 03/14/2037 | | | | | 6,087,180 | | | | | | 0.2 | | |
4,000,000 | | | Philippine Government International Bond, 6.375%, 01/15/2032 | | | | | 5,729,039 | | | | | | 0.2 | | |
24,265,000 (2) | | | Other Securities | | | | | 26,293,157 | | | | | | 0.7 | | |
| | | Total Sovereign Bonds (Cost $49,818,514) | | | | | 55,123,936 | | | | | | 1.6 | | |
ASSET-BACKED SECURITIES: 0.3% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
1,000,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | | | | | 1,015,764 | | | | | | 0.0 | | |
138,704 (1) | | | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | | | | | 138,978 | | | | | | 0.0 | | |
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | | | | | 356,542 | | | | | | 0.0 | | |
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 358,984 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
600,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 613,779 | | | | | | 0.1 | | |
7,061,785 | | | Other Securities | | | | | 7,320,089 | | | | | | 0.2 | | |
| | | | | | | | 9,804,136 | | | | | | 0.3 | | |
| | | Credit Card Asset-Backed Securities: 0.0% | | ||||||||||||
1,500,000 | | | Other Securities | | | | $ | 1,559,003 | | | | | | 0.0 | | |
| | | Total Asset-Backed Securities (Cost $10,998,851) | | | | | 11,363,139 | | | | | | 0.3 | | |
| | | Total Long-Term Investments (Cost $3,138,930,430) | | | | | 3,348,067,263 | | | | | | 97.7 | | |
SHORT-TERM INVESTMENTS: 9.4% | | |||||||||||||||
| | | Commercial Paper: 6.2% | | ||||||||||||
10,000,000 | | | American Electric Power Co., 0.240%, 02/11/2021 | | | | | 9,997,247 | | | | | | 0.3 | | |
16,700,000 | | | American Electric Power Co., 0.240%, 02/12/2021 | | | | | 16,695,272 | | | | | | 0.5 | | |
16,000,000 | | | American Honda Finance Corp., 0.320%, 02/22/2021 | | | | | 15,992,509 | | | | | | 0.5 | | |
10,000,000 | | | American Honda Finance Corp., 0.340%, 03/16/2021 | | | | | 9,993,021 | | | | | | 0.3 | | |
10,000,000 | | | Barton Capital S.A., 0.210%, 02/08/2021 | | | | | 9,997,736 | | | | | | 0.3 | | |
6,435,000 | | | Concord Mimutemen Capital Co. LLC, 0.190%, 01/26/2021 | | | | | 6,434,131 | | | | | | 0.2 | | |
10,000,000 | | | Concord Mimutemen Capital Co. LLC, 0.250%, 03/08/2021 | | | | | 9,995,496 | | | | | | 0.3 | | |
25,000,000 | | | Consolidated Edison Company, 0.240%, 02/12/2021 | | | | | 24,992,923 | | | | | | 0.8 | | |
7,670,000 | | | Consolidated Edison Company, 0.260%, 02/26/2021 | | | | | 7,666,891 | | | | | | 0.2 | | |
20,000,000 | | | Dominion Resources, Inc., 0.190%, 01/21/2021 | | | | | 19,997,784 | | | | | | 0.6 | | |
4,000,000 | | | Duke Energy Corp., 0.210%, 01/26/2021 | | | | | 3,999,402 | | | | | | 0.1 | | |
18,000,000 | | | Enbridge (US) Inc., 0.200%, 01/22/2021 | | | | | 17,997,877 | | | | | | 0.5 | | |
15,000,000 | | | Entergy Corp., 0.310%, 01/26/2021 | | | | | 14,996,739 | | | | | | 0.4 | | |
7,000,000 | | | Entergy Corp., 0.350%, 03/10/2021 | | | | | 6,995,358 | | | | | | 0.2 | | |
6,500,000 | | | Entergy Corp., 0.350%, 03/15/2021 | | | | | 6,495,337 | | | | | | 0.2 | | |
11,000,000 | | | Exelon Corp., 0.190%, 01/20/2021 | | | | | 10,998,857 | | | | | | 0.3 | | |
5,000,000 | | | National Grid PLC, 0.250%, 02/18/2021 | | | | | 4,998,333 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Commercial Paper (continued) | | ||||||||||||
15,000,000 | | | Simon Property Group L.P., 0.140%, 01/29/2021 | | | | | 14,998,369 | | | | | | 0.4 | | |
| | | Total Commercial Paper (Cost $213,240,373) | | | | | 213,243,282 | | | | | | 6.2 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 0.4% | | ||||||||||||
2,504,572 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,504,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,554,663, due 01/25/21-10/15/62) | | | | $ | 2,504,572 | | | | | | 0.1 | | |
2,444,265 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,444,300, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,493,188, due 01/31/21-05/15/49) | | | | | 2,444,265 | | | | | | 0.1 | | |
1,089,599 (7) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,089,615, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,111,391, due 07/01/22-12/01/50) | | | | | 1,089,599 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,118,946 (7) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,118,962, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,141,342, due 02/18/21-01/15/62) | | | | | 1,118,946 | | | | | | 0.0 | | |
1,238,435 (7) | | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,238,453, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $1,263,661, due 02/28/25-05/31/25) | | | | $ | 1,238,435 | | | | | | 0.0 | | |
3,563,833 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,563,864, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,635,110, due 01/05/21-12/20/50) | | | | | 3,563,833 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,485,863 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,485,907, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,541,900, due 07/15/22-02/15/47) | | | | | 2,485,863 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $14,445,513) | | | | | 14,445,513 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7): 2.8% | | ||||||||||||
95,457,362 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 95,457,362 | | | | | | 2.8 | | |
459,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 459,000 | | | | | | 0.0 | | |
459,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | $ | 459,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $96,375,362) | | | | | 96,375,362 | | | | | | 2.8 | | |
| | | Total Short-Term Investments (Cost $324,061,248) | | | | | 324,064,157 | | | | | | 9.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(7) (continued) | | ||||||||||||
| | | Total Investments in Securities (Cost $3,462,991,678) | | | | $ | 3,672,131,420 | | | | | | 107.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (243,634,654) | | | | | | (7.1) | | |
| | | Net Assets | | | | $ | 3,428,496,766 | | | | | | 100.0 | | |
|
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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 961,413,049 | | | | | $ | — | | | | | $ | 961,413,049 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 1,668,985 | | | | | | — | | | | | | 1,668,985 | | |
Municipal Bonds | | | | | — | | | | | | 31,864,372 | | | | | | — | | | | | | 31,864,372 | | |
Sovereign Bonds | | | | | — | | | | | | 55,123,936 | | | | | | — | | | | | | 55,123,936 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 852,634,793 | | | | | | — | | | | | | 852,634,793 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (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, 2020 | | ||||||||||||
Asset-Backed Securities | | | | | — | | | | | | 11,363,139 | | | | | | — | | | | | | 11,363,139 | | |
Supranational Bonds | | | | | — | | | | | | 32,565,011 | | | | | | — | | | | | | 32,565,011 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 76,908,501 | | | | | | — | | | | | | 76,908,501 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,324,525,477 | | | | | | — | | | | | | 1,324,525,477 | | |
Short-Term Investments | | | | | 96,375,362 | | | | | | 227,688,795 | | | | | | — | | | | | | 324,064,157 | | |
Total Investments, at fair value | | | | $ | 96,375,362 | | | | | $ | 3,575,756,058 | | | | | $ | — | | | | | $ | 3,672,131,420 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (13,898) | | | | | $ | — | | | | | $ | (13,898) | | |
Futures | | | | | (28,915) | | | | | | — | | | | | | — | | | | | | (28,915) | | |
Total Liabilities | | | | $ | (28,915) | | | | | $ | (13,898) | | | | | $ | — | | | | | $ | (42,813) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (3) | | | | | | 03/31/21 | | | | | $ | (662,930) | | | | | $ | (710) | | |
U.S. Treasury 5-Year Note | | | | | (95) | | | | | | 03/31/21 | | | | | | (11,985,586) | | | | | | (28,205) | | |
| | | | | | | | | | | | | | | | $ | (12,648,516) | | | | | $ | (28,915) | | |
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 35, Version 1 | | | | | Sell | | | | | | 1.000 | | | | | | 12/20/25 | | | | | | USD35,000,000 | | | | | $ | 856,380 | | | | | $ | (13,898) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 856,380 | | | | | $ | (13,898) | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2020 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Credit contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 13,898 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 28,915 | | |
Total Liability Derivatives | | | | | | | $ | 42,813 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 139,410 | | | | | $ | — | | | | | $ | 139,410 | | |
Credit Contracts | | | | | — | | | | | | 711,547 | | | | | | 711,547 | | |
Total | | | | $ | 139,410 | | | | | $ | 711,547 | | | | | $ | 850,957 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit Contracts | | | | $ | — | | | | | $ | 138,902 | | | | | $ | 138,902 | | |
Interest Rate Contracts | | | | | (20,927) | | | | | | — | | | | | | (20,927) | | |
Total | | | | $ | (20,927) | | | | | $ | 138,902 | | | | | $ | 117,975 | | |
| Cost for federal income tax purposes was $3,467,357,676. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 209,860,007 | | |
| Gross Unrealized Depreciation | | | | | (4,258,797) | | |
| Net Unrealized Appreciation | | | | $ | 205,601,210 | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | | | |||||
Voya Emerging Markets Index Portfolio | | | | | | | | |||||||||
Class I | | | NII | | | | $ | 0.3963 | | | | | ||||
Class P2 | | | NII | | | | $ | 0.3964 | | | | | ||||
Class S | | | NII | | | | $ | 0.3716 | | | | | ||||
Voya International Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.2159 | | | | | ||||
Class I | | | NII | | | | $ | 0.2694 | | | | | ||||
Class P2 | | | NII | | | | $ | 0.2694 | | | | | ||||
Class S | | | NII | | | | $ | 0.2422 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.2169 | | | | | ||||
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.1001 | | | | | ||||
Class I | | | NII | | | | $ | 0.2839 | | | | | ||||
Class S | | | NII | | | | $ | 0.2207 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0661 | | | | | ||||
All Classes | | | LTCG | | | | $ | 2.0015 | | | | | ||||
Voya Russell™ Large Cap Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.2876 | | | | | ||||
Class I | | | NII | | | | $ | 0.3864 | | | | | ||||
Class S | | | NII | | | | $ | 0.3203 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.2898 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0639 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.8958 | | | | | ||||
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.1223 | | | | | ||||
Class I | | | NII | | | | $ | 0.2397 | | | | | ||||
Class S | | | NII | | | | $ | 0.2174 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0176 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.6318 | | | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | | | |||||
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | |||||||||
Class I | | | NII | | | | $ | 0.1108 | | | | | ||||
Class S | | | NII | | | | $ | 0.0637 | | | | | ||||
Class S2 | | | NII | | | | $ | — | | | | | ||||
All Classes | | | LTCG | | | | $ | 2.3607 | | | | | ||||
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.1210 | | | | | ||||
Class I | | | NII | | | | $ | 0.1847 | | | | | ||||
Class P2 | | | NII | | | | $ | 0.1847 | | | | | ||||
Class S | | | NII | | | | $ | 0.1457 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.1296 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0357 | | | | | ||||
All Classes | | | LTCG | | | | $ | 1.6618 | | | | | ||||
Voya Russell™ Small Cap Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.0774 | | | | | ||||
Class I | | | NII | | | | $ | 0.1474 | | | | | ||||
Class P2 | | | NII | | | | $ | 0.1474 | | | | | ||||
Class S | | | NII | | | | $ | 0.1290 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.0860 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0697 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.7629 | | | | | ||||
Voya U.S. Bond Index Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.2319 | | | | | ||||
Class I | | | NII | | | | $ | 0.2893 | | | | | ||||
Class P2 | | | NII | | | | $ | 0.3176 | | | | | ||||
Class S | | | NII | | | | $ | 0.2603 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.2436 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0480 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.0221 | | | | |
| 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 | | | | | 100.00% | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | | 75.31% | | |
| Voya Russell™ Small Cap Index Portfolio | | | | | 44.63% | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | $ | 50,949,199 | | |
| Voya Russell™ Large Cap Index Portfolio | | | | $ | 36,354,256 | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | $ | 24,435,186 | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | $ | 37,098,021 | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | $ | 173,317,181 | | |
| Voya Russell™ Small Cap Index Portfolio | | | | $ | 49,377,425 | | |
| Voya U.S. Bond Index Portfolio | | | | $ | 6,255,768 | | |
| | | Creditable Foreign Taxes Paid | | | Per Share Amount | | | Portion of Ordinary Income Distribution Derived from Foreign Sourced Income* | | |||||||||
Voya Emerging Markets Index Portfolio | | | | $ | 1,361,401 | | | | | $ | 0.0242 | | | | | | 94.46% | | |
Voya International Index Portfolio | | | | $ | 3,031,033 | | | | | $ | 0.0147 | | | | | | 94.11% | | |
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: 60 | | | Director Chairperson | | | May 2013 – Present January 2020 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 133 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | | | ||
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | May 2013 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 133 | | | None. | | | ||
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | 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). | | | 133 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (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: 70 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 133 | | | None. | | | ||
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 133 | | | None. | | | ||
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 133 | | | None. | | | ||
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | October 2015 – Present | | | Retired. | | | 133 | | | 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: 47 | | | 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). | | | 133 | | | 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: 52 | | | 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: 47 | | | 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). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | | | Executive Vice President | | | March 2020 – Present | | | Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present); Formerly, Consultant, DA Capital LLC (January 2016 – March 2017); Managing Director, Enterprise Risk, American International Group (AIG) (September 2014 – March 2015). | |
| Chief Investment Risk Officer | | | March 2020 – Present | | |||||
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 62 | | | 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: 54 | | | 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:53 | | | 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: 56 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Senior Vice President | | | September 2020 – 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). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present) and Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
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 | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | 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: 62 | | | 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: 61 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | 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: 44 | | | 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: 44 | | | 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: 51 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | | | 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). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Secretary | | | September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President, Counsel II, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – 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
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
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 Trustees 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.
Below are the amount of fees that Ernst & Young LLP (“EY”), the Funds’ current Independent Registered Public Accounting Firm, billed to the Funds during the Funds’ fiscal year ended December 31, 2020 and the amount of fees that KPMG LLP (“KPMG”), the Funds’ prior Independent Registered Public Accounting Firm, billed to the Funds during the Funds’ fiscal year ended December 31, 2019.
(a) | Audit Fees(1): The aggregate fees billed for each of the last two fiscal years for professional services rendered by EY and KPMG, the principal accountant for the audit of each respective 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 $266,989 for the year ended December 31, 2020 and $415,844 for the year ended December 31, 2019. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by EY and KPMG that are reasonably related to the performance of the audit of each respective registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for the year ended December 31, 2020 and $0 for the year ended December 31, 2019. |
(c) | Tax Fees(2): The aggregate fees billed in each of the last two fiscal years for professional services rendered by EY and KPMG for tax compliance, tax advice, and tax planning were $64,350 for the year ended December 31, 2020 and $93,979 for the year ended December 31, 2019. 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(3): The aggregate fees billed in each of the last two fiscal years for products and services provided by EY and KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2020 and $5,206 for the year ended December 31, 2019. |
(1) For the year ended December 31, 2020, KPMG billed $0 for Audit Fees.
(2) For the year ended December 31, 2020, KPMG billed $9,615 for Tax Fees.
(3) For the year ended December 31, 2020, KPMG billed $0 for All Other Fees.
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
Appendix A
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 on Exhibit 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.
Last Approved: November 21, 2019
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
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 $750 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, 2020 through December 31, 2020
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, 2020 through December 31, 2020
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, 2020 through December 31, 2020
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, tax compliance services in foreign jurisdictions and similar routine tax consultations as requested. | √ | Not to exceed $300,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
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)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC.
| √
| √
| Not to exceed $5,700 per Fund during the Pre-Approval 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, 2020 to December 31, 2020
· | 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 NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
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 EY 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, 2020 and December 31, 2019; 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 | 2020(1) | 2019 | ||||||
Voya Variable Portfolios, Inc. | $ | 64,350 | $ | 99,185 | ||||
Voya Investments, LLC (2) | $ | 14,804,511 | $ | 107,750 |
(1) For the year ended December 31, 2020, KPMG billed the Registrant $9,615 for Non-Audit Fees.
(2) 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 EY’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 Voya Balanced Portfolio, Voya Global High Dividend Low Volatility Portfolio (formerly, Voya Global Equity Portfolio), Voya Government Money Market Portfolio, Voya Growth and Income Portfolio, Voya Intermediate Bond Portfolio and Voya Small Company Portfolio and the Boards of Directors/Trustees of Voya Balanced Portfolio, Inc., Voya Variable Funds, Voya Variable Portfolios, Inc., Voya Intermediate Bond Portfolio and Voya Government Money Market Portfolio
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya Balanced Portfolio, Voya Global High Dividend Low Volatility Portfolio (formerly, Voya Global Equity Portfolio), Voya Government Money Market Portfolio, Voya Growth and Income Portfolio, Voya Intermediate Bond Portfolio and Voya Small Company Portfolio (the “Portfolios”) (each a portfolio of Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, Voya Intermediate Bond Portfolio and Voya Variable Portfolios, Inc., respectively (collectively referred to as the “Registrants”)), including the portfolio of investments and summary portfolios of investments, as applicable, as of December 31, 2020, and the related statements of operations and changes in net assets and the financial highlights for the year then ended and the related notes (collectively referred to as the “financial statements”) (the financial statements are included in Item 1 of this Form N-CSR) and the portfolios of investments as of December 31, 2020 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements and portfolios of investments present fairly, in all material respects, the financial position of the Portfolios at December 31, 2020, the results of their operations, the changes in their net assets and their financial highlights for the year then ended, in conformity with U.S. generally accepted accounting principles.
The statement of changes in net assets for the year ended December 31, 2019, and the financial highlights for each of the periods in the four-year period then ended, were audited by another independent registered public accounting firm whose report, dated February 26, 2020, expressed an unqualified opinion on that statement of changes in net assets and those financial highlights.
Basis for Opinion
These financial statements and portfolios of investments are the responsibility of the Registrants’ management. Our responsibility is to express an opinion on the Portfolios’ financial statements 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 Registrants 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 audits to obtain reasonable assurance about whether the financial statements and portfolios of investments are free of material misstatement, whether due to error or fraud. The Registrants are not required to have, nor were we engaged to perform, an audit of the Registrants’ internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Registrants’ internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements 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 and portfolios of investments. Our procedures included confirmation of securities owned as of December 31, 2020, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and portfolios of investments. 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 2019.
Boston, Massachusetts
February 24, 2021
Report of Independent Registered Public Accounting Firm
To the Shareholders of Voya Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio and Voya Index Plus SmallCap Portfolio and the Board of Directors of Voya Variable Portfolios, Inc.
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio and Voya Index Plus SmallCap Portfolio (the “Portfolios”) (three of the portfolios constituting Voya Variable Portfolios, Inc. (the “Company”)), including the summary portfolios of investments, as of December 31, 2020, and the related statements of operations and changes in net assets and the financial highlights for the year then ended and the related notes (collectively referred to as the “financial statements”) (the financial statements are included in Item 1 of this Form N-CSR) and the portfolios of investments as of December 31, 2020 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements and portfolios of investments present fairly, in all material respects, the financial position of the Portfolios (three of the portfolios constituting Voya Variable Portfolios, Inc.) at December 31, 2020, the results of their operations, the changes in their net assets and their financial highlights for the year then ended, in conformity with U.S. generally accepted accounting principles.
The statement of changes in net assets for the year ended December 31, 2019, and the financial highlights for each of the periods in the four-year period then ended, were audited by another independent registered public accounting firm whose report, dated February 13, 2020, expressed an unqualified opinion on that statement of changes in net assets and those financial highlights.
Basis for Opinion
These financial statements and portfolio of investments are the responsibility of the Company’s management. Our responsibility is to express an opinion on the Portfolios’ financial statements and portfolio of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) ("PCAOB") and are required to be independent with respect to the Company 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 audits to obtain reasonable assurance about whether the financial statements and portfolio of investments are free of material misstatement, whether due to error or fraud. The Company is not required to have, nor were we engaged to perform, an audit of the Company’s internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements and portfolio of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and portfolio of investments. Our procedures included confirmation of securities owned as of December 31, 2020, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and portfolios of investments. 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 2019.
Boston, Massachusetts
February 18, 2021
Report of Independent Registered Public Accounting Firm
To the Shareholders of Voya Emerging Markets Index Portfolio, Voya International 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 and Voya U.S. Bond Index Portfolio and the Board of Directors of Voya Variable Portfolios, Inc.
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya Emerging Markets Index Portfolio, Voya International 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 and Voya U.S. Bond Index Portfolio (the “Portfolios”) (nine of the portfolios constituting Voya Variable Portfolios, Inc. (the “Company”)), including the summary portfolios of investments, as of December 31, 2020, and the related statements of operations and changes in net assets and the financial highlights for the year then ended and the related notes (collectively referred to as the “financial statements”) (the financial statements are included in Item 1 of this Form N-CSR) and the portfolios of investments as of December 31, 2020 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements and portfolios of investments present fairly, in all material respects, the financial position of the Portfolios (nine of the portfolios constituting Voya Variable Portfolios, Inc.) at December 31, 2020, the results of their operations, the changes in their net assets and their financial highlights for the year then ended, in conformity with U.S. generally accepted accounting principles.
The statement of changes in net assets for the year ended December 31, 2019, and the financial highlights for each of the periods in the four-year period then ended, were audited by another independent registered public accounting firm whose report, dated February 26, 2020, expressed an unqualified opinion on that statement of changes in net assets and those financial highlights.
Basis for Opinion
These financial statements and portfolio of investments are the responsibility of the Company’s management. Our responsibility is to express an opinion on the Portfolios’ financial statements and portfolio of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) ("PCAOB") and are required to be independent with respect to the Company 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 audits to obtain reasonable assurance about whether the financial statements and portfolio of investments are free of material misstatement, whether due to error or fraud. The Company is not required to have, nor were we engaged to perform, an audit of the Company’s internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements and portfolio of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and portfolio of investments. Our procedures included confirmation of securities owned as of December 31, 2020, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and portfolios of investments. 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 2019.
Boston, Massachusetts
February 18, 2021
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 95.2% | ||||
Argentina: 0.1% | ||||
3,722 | (1) | Globant SA | $ 809,945 | 0.1 |
9,104 | Telecom Argentina SA ADR | 59,722 | 0.0 | |
15,316 | (1) | YPF SA ADR | 71,985 | 0.0 |
941,652 | 0.1 | |||
Brazil: 3.6% | ||||
463,600 | Ambev SA | 1,396,816 | 0.2 | |
39,800 | Atacadao Distribuicao Comercio e Industria Ltd. | 148,574 | 0.0 | |
21,893 | (1) | B2W Cia Digital | 318,688 | 0.0 |
205,069 | B3 SA - Brasil Bolsa Balcao | 2,446,994 | 0.3 | |
124,778 | Banco Bradesco SA | 581,346 | 0.1 | |
23,200 | Banco BTG Pactual SA | 419,853 | 0.1 | |
83,600 | Banco do Brasil S.A. | 624,481 | 0.1 | |
39,700 | Banco Santander Brasil SA | 342,642 | 0.0 | |
67,300 | BB Seguridade Participacoes SA | 383,909 | 0.1 | |
57,400 | (1) | BRF - Brasil Foods SA | 243,559 | 0.0 |
117,700 | CCR SA | 305,229 | 0.0 | |
32,526 | Centrais Eletricas Brasileiras SA | 229,627 | 0.0 | |
15,800 | Cia Brasileira de Distribuicao | 228,291 | 0.0 | |
33,100 | Cia de Saneamento Basico do Estado de Sao Paulo | 283,194 | 0.0 | |
69,900 | Cia Siderurgica Nacional S.A. | 428,616 | 0.1 | |
15,900 | Cosan SA | 231,818 | 0.0 | |
22,000 | CPFL Energia SA | 137,865 | 0.0 | |
19,200 | Energisa SA | 193,545 | 0.0 | |
20,150 | Engie Brasil Energia SA | 170,458 | 0.0 | |
92,000 | Equatorial Energia SA | 410,211 | 0.1 | |
114,700 | (2) | Hapvida Participacoes e Investimentos SA | 336,976 | 0.0 |
37,300 | Hypera S.A. | 245,952 | 0.0 | |
104,200 | JBS SA | 474,639 | 0.1 | |
70,700 | Klabin SA | 360,292 | 0.0 | |
59,789 | Localiza Rent a Car SA | 793,664 | 0.1 | |
78,176 | Lojas Renner SA | 655,305 | 0.1 | |
292,660 | Magazine Luiza SA | 1,405,773 | 0.2 | |
27,200 | Multiplan Empreendimentos Imobiliarios SA | 123,217 | 0.0 | |
87,771 | (1) | Natura & Co. Holding SA | 887,139 | 0.1 |
51,700 | Notre Dame Intermedica Participacoes SA | 779,750 | 0.1 | |
74,423 | Petrobras Distribuidora SA | 317,081 | 0.0 | |
367,898 | Petroleo Brasileiro SA | 2,043,406 | 0.3 | |
106,100 | Raia Drogasil SA | 511,483 | 0.1 | |
129,800 | (1) | Rumo SA | 480,796 | 0.1 |
29,785 | Sul America SA | 254,315 | 0.0 | |
74,544 | (1) | Suzano SA | 840,131 | 0.1 |
44,600 | Telefonica Brasil SA | 399,272 | 0.1 | |
83,300 | TIM SA/Brazil | 234,944 | 0.0 | |
38,500 | Totvs S.A. | 212,876 | 0.0 | |
71,300 | Ultrapar Participacoes SA | 325,875 | 0.0 | |
367,074 | Vale SA | 6,180,090 | 0.8 | |
128,300 | (1) | Via Varejo S/A | 399,162 | 0.1 |
84,254 | Weg S.A. | 1,228,562 | 0.2 | |
29,016,416 | 3.6 | |||
Chile: 0.4% | ||||
4,444,838 | Banco de Chile | 453,868 | 0.1 | |
5,425 | Banco de Credito e Inversiones SA | 212,953 | 0.0 | |
6,500,428 | Banco Santander Chile | 311,984 | 0.1 | |
142,996 | Cencosud SA | 254,595 | 0.0 | |
52,226 | Cencosud Shopping SA | 83,687 | 0.0 | |
14,453 | Cia Cervecerias Unidas SA | 106,735 | 0.0 | |
831,973 | Colbun SA | 146,957 | 0.0 | |
117,152 | Empresas CMPC SA | 308,338 | 0.0 | |
38,463 | Empresas COPEC SA | 390,314 | 0.1 | |
3,284,667 | Enel Americas SA | 536,318 | 0.1 | |
2,766,934 | Enel Chile SA | 214,968 | 0.0 | |
75,372 | Falabella SA | 278,998 | 0.0 | |
3,299,715 | 0.4 | |||
China: 38.0% | ||||
24,700 | 360 Security Technology, Inc. - A Shares | 59,328 | 0.0 | |
123,000 | (1),(2) | 3SBio, Inc. | 112,288 | 0.0 |
2,801 | (1) | 51job, Inc. ADR | 196,070 | 0.0 |
71,000 | AAC Technologies Holdings, Inc. | 393,545 | 0.1 | |
15,800 | AECC Aviation Power Co. Ltd. - A Shares | 143,611 | 0.0 | |
114,000 | Agile Group Holdings, Ltd. | 151,736 | 0.0 | |
600,000 | Agricultural Bank of China Ltd. - A Shares | 288,245 | 0.1 | |
2,563,000 | Agricultural Bank of China Ltd. - H Shares | 938,678 | 0.1 | |
27,820 | Aier Eye Hospital Group Co. Ltd. - A Shares | 318,777 | 0.1 | |
214,000 | Air China Ltd. - H Shares | 168,710 | 0.0 | |
40,000 | (2) | AK Medical Holdings Ltd. | 69,344 | 0.0 |
186,069 | (1) | Alibaba Group Holding Ltd. ADR | 43,303,838 | 5.5 |
390,000 | (1) | Alibaba Health Information Technology Ltd. | 1,154,408 | 0.2 |
1,220,000 | (1) | Alibaba Pictures Group Ltd. | 151,324 | 0.0 |
48,500 | (2) | A-Living Smart City Services Co. Ltd - H Shares | 215,269 | 0.0 |
71,000 | (1) | Aluminum Corp. of China Ltd. - A Shares | 39,454 | 0.0 |
412,000 | (1) | Aluminum Corp. of China Ltd. - H Shares | 145,049 | 0.0 |
6,300 | Angel Yeast Co. Ltd. - A Shares | 49,227 | 0.0 | |
33,700 | Anhui Conch Cement Co., Ltd. - A Shares | 266,391 | 0.1 | |
113,500 | Anhui Conch Cement Co., Ltd. - H Shares | 711,312 | 0.1 | |
13,100 | Anhui Gujing Distillery Co. Ltd. | 182,463 | 0.0 |
See Accompanying Notes to Financial Statements
1
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
2,200 | Anhui Gujing Distillery Co. Ltd. | 91,584 | 0.0 | |
4,600 | Anhui Kouzi Distillery Co. Ltd. | 48,554 | 0.0 | |
107,000 | Anta Sports Products Ltd. | 1,697,781 | 0.2 | |
1,200 | Asymchem Laboratories Tianjin Co. Ltd. | 54,929 | 0.0 | |
2,600 | Autobio Diagnostics Co. Ltd. | 57,684 | 0.0 | |
5,876 | Autohome, Inc. ADR | 585,367 | 0.1 | |
18,100 | AVIC Xi'an Aircraft Industry Group Co. Ltd. - A Shares | 101,656 | 0.0 | |
52,500 | Avic Capital Co. Ltd. - A Shares | 35,177 | 0.0 | |
28,500 | AVIC Electromechanical Systems Co. Ltd. | 49,948 | 0.0 | |
8,000 | AVIC Jonhon Optronic Technology Co. Ltd. | 95,935 | 0.0 | |
5,900 | AVIC Shenyang Aircraft Co. Ltd. - A Shares | 70,520 | 0.0 | |
258,000 | AviChina Industry & Technology Co. Ltd. - H Shares | 180,368 | 0.0 | |
4,400 | AVICOPTER PLC | 42,234 | 0.0 | |
26,986 | (1) | Baidu, Inc. ADR | 5,835,453 | 0.7 |
128,700 | Bank of Beijing Co. Ltd. - A Shares | 95,287 | 0.0 | |
26,400 | Bank of Chengdu Co. Ltd. - A Shares | 43,097 | 0.0 | |
185,400 | Bank of China Ltd. - A Shares | 90,180 | 0.0 | |
7,891,000 | Bank of China Ltd. - H Shares | 2,670,739 | 0.4 | |
204,000 | Bank of Communications Co. Ltd. - A Shares | 139,807 | 0.0 | |
876,000 | Bank of Communications Co., Ltd. - H Shares | 463,370 | 0.1 | |
34,800 | Bank of Hangzhou Co. Ltd. - A Shares | 79,469 | 0.0 | |
101,270 | Bank of Jiangsu Co. Ltd. - A Shares | 84,596 | 0.0 | |
57,157 | Bank of Nanjing Co. Ltd. - A Shares | 70,640 | 0.0 | |
41,300 | Bank of Ningbo Co. Ltd. - A Shares | 223,283 | 0.0 | |
129,800 | Bank of Shanghai Co. Ltd. - A Shares | 155,729 | 0.0 | |
166,500 | Baoshan Iron & Steel Co. Ltd. - A Shares | 151,607 | 0.0 | |
5,865 | (1),(3) | Baozun, Inc. ADR | 201,463 | 0.0 |
113,100 | BBMG Corp. - A Shares | 51,465 | 0.0 | |
4,435 | (1) | BeiGene Ltd. ADR | 1,145,960 | 0.1 |
190,000 | Beijing Capital International Airport Co., Ltd. - H Shares | 158,585 | 0.0 | |
21,100 | Beijing Enlight Media Co. Ltd. | 39,009 | 0.0 | |
43,000 | Beijing Enterprises Holdings Ltd. | 140,427 | 0.0 | |
526,000 | Beijing Enterprises Water Group Ltd. | 211,616 | 0.0 | |
14,400 | Beijing Kunlun Tech Co. Ltd. - A Shares | 43,973 | 0.0 | |
10,600 | Beijing New Building Materials PLC | 65,038 | 0.0 | |
14,250 | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. | 84,601 | 0.0 | |
10,000 | Beijing Shiji Information Technology Co. Ltd. - A Shares | 47,634 | 0.0 | |
4,500 | Beijing Shunxin Agriculture Co. Ltd. | 49,987 | 0.0 | |
11,300 | Beijing Sinnet Technology Co. Ltd. | 29,711 | 0.0 | |
6,480 | Beijing Tiantan Biological Products Corp. Ltd. | 41,336 | 0.0 | |
105,400 | Beijing-Shanghai High Speed Railway Co. Ltd. - A Shares | 91,240 | 0.0 | |
2,900 | Betta Pharmaceuticals Co. Ltd. | 47,589 | 0.0 | |
2,000 | BGI Genomics Co. Ltd. | 39,278 | 0.0 | |
11,771 | (1),(3) | Bilibili, Inc. ADR | 1,009,010 | 0.1 |
241,800 | BOE Technology Group Co. Ltd. - A Shares | 222,269 | 0.0 | |
316,000 | Bosideng International Holdings Ltd. | 161,129 | 0.0 | |
308,000 | Brilliance China Automotive Holdings Ltd. | 281,163 | 0.1 | |
10,600 | BYD Co. Ltd. - A Shares | 315,743 | 0.1 | |
63,500 | Byd Co., Ltd. - H Shares | 1,671,844 | 0.2 | |
70,000 | (3) | BYD Electronic International Co. Ltd. | 367,240 | 0.1 |
12,000 | By-health Co. Ltd. | 44,358 | 0.0 | |
22,800 | Caitong Securities Co. Ltd. - A Shares | 44,101 | 0.0 | |
7,200 | (1),(2) | CanSino Biologics, Inc. - H Shares | 163,971 | 0.0 |
895,000 | (2) | CGN Power Co. Ltd. - H Shares | 193,004 | 0.0 |
2,900 | Changchun High & New Technology Industry Group, Inc. | 199,086 | 0.0 | |
39,800 | Changjiang Securities Co. Ltd. - A Shares | 51,113 | 0.0 | |
1,300 | Changzhou Xingyu Automotive Lighting Systems Co. Ltd. | 39,912 | 0.0 | |
11,300 | Chaozhou Three-Circle Group Co. Ltd. - A Shares | 64,467 | 0.0 | |
5,200 | Chengdu Kanghong Pharmaceutical Group Co. Ltd. | 38,299 | 0.0 | |
11,400 | (1) | Chifeng Jilong Gold Mining Co. Ltd. - A Shares | 31,276 | 0.0 |
124,000 | China Aoyuan Group Ltd. | 120,650 | 0.0 | |
17,000 | China Avionics Systems Co. Ltd. | 51,143 | 0.0 | |
52,000 | (1),(2) | China Bohai Bank Co. Ltd. - H Shares | 34,007 | 0.0 |
855,000 | China Cinda Asset Management Co. Ltd. - H Shares | 162,232 | 0.0 | |
875,000 | China CITIC Bank Corp. Ltd. - H Shares | 371,686 | 0.1 | |
502,000 | China Communications Construction Co., Ltd. - H Shares | 217,105 | 0.0 |
See Accompanying Notes to Financial Statements
2
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
230,000 | China Communications Services Corp., Ltd. - H Shares | 101,605 | 0.0 | |
155,500 | China Conch Venture Holdings Ltd. | 756,673 | 0.1 | |
52,700 | China Construction Bank Corp. - A Shares | 50,628 | 0.0 | |
9,442,000 | China Construction Bank - H Shares | 7,121,902 | 0.9 | |
50,500 | (2) | China East Education Holdings Ltd. | 121,531 | 0.0 |
65,400 | China Eastern Airlines Corp. Ltd. - A Shares | 46,902 | 0.0 | |
74,000 | China Education Group Holdings Ltd. | 142,736 | 0.0 | |
243,400 | China Everbright Bank Co. Ltd. - A Shares | 148,615 | 0.0 | |
288,000 | China Everbright Bank Co. Ltd. - H Shares | 109,838 | 0.0 | |
366,000 | China Everbright Environment Group Ltd. | 206,744 | 0.0 | |
100,000 | China Everbright Ltd. | 133,925 | 0.0 | |
174,000 | China Evergrande Group | 334,440 | 0.1 | |
115,000 | (2) | China Feihe Ltd. | 269,839 | 0.1 |
23,660 | China Fortune Land Development Co. Ltd. - A Shares | 46,801 | 0.0 | |
419,000 | China Galaxy Securities Co. Ltd. - H Shares | 262,875 | 0.0 | |
255,800 | China Gas Holdings Ltd. | 1,013,659 | 0.1 | |
33,500 | China Gezhouba Group Co. Ltd. - A Shares | 33,733 | 0.0 | |
20,300 | China Greatwall Technology Group Co. Ltd. | 59,046 | 0.0 | |
184,000 | China Hongqiao Group Ltd. | 168,693 | 0.0 | |
919,000 | (2) | China Huarong Asset Management Co. Ltd. - H Shares | 102,021 | 0.0 |
480,000 | (1),(4) | China Huishan Dairy Holdings Co. Ltd. | – | – |
129,200 | (1),(2) | China International Capital Corp. Ltd. - H Shares | 350,293 | 0.1 |
540,000 | China Jinmao Holdings Group Ltd. | 248,730 | 0.0 | |
25,900 | China Jushi Co. Ltd. - A Shares | 79,068 | 0.0 | |
108,000 | China Lesso Group Holdings Ltd. | 169,219 | 0.0 | |
21,900 | China Life Insurance Co. Ltd. - A Shares | 128,564 | 0.0 | |
712,000 | China Life Insurance Co., Ltd. - H Shares | 1,567,453 | 0.2 | |
31,000 | (1),(2),(3) | China Literature Ltd. - H Shares | 243,707 | 0.0 |
323,000 | China Longyuan Power Group Corp. Ltd. - H Shares | 324,777 | 0.1 | |
144,000 | China Medical System Holdings Ltd. | 160,875 | 0.0 | |
50,000 | China Meidong Auto Holdings Ltd. | 203,529 | 0.0 | |
275,000 | China Mengniu Dairy Co., Ltd. | 1,658,016 | 0.2 | |
131,700 | China Merchants Bank Co. Ltd. - A Shares | 885,911 | 0.1 | |
375,880 | China Merchants Bank Co., Ltd. - H Shares | 2,377,834 | 0.3 | |
40,300 | China Merchants Energy Shipping Co. Ltd. | 34,831 | 0.0 | |
127,277 | China Merchants Port Holdings Co. Ltd. | 155,796 | 0.0 | |
9,700 | China Merchants Property Operation & Service Co. Ltd. - A Shares | 31,972 | 0.0 | |
41,570 | China Merchants Securities Co. Ltd. - A Shares | 148,456 | 0.0 | |
39,100 | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | 79,397 | 0.0 | |
190,280 | China Minsheng Banking Corp. Ltd. - A Shares | 151,348 | 0.0 | |
595,100 | China Minsheng Banking Corp. Ltd. - H Shares | 339,236 | 0.1 | |
609,000 | China Mobile Ltd. | 3,471,576 | 0.5 | |
109,000 | China Molybdenum Co. Ltd. - A Shares | 104,379 | 0.0 | |
315,000 | China Molybdenum Co. Ltd. - H Shares | 206,104 | 0.0 | |
378,000 | China National Building Material Co., Ltd. - H Shares | 454,995 | 0.1 | |
46,600 | China National Chemical Engineering Co. Ltd. - A Shares | 41,858 | 0.0 | |
4,700 | China National Medicines Corp. Ltd. - A Shares | 35,446 | 0.0 | |
95,800 | China National Nuclear Power Co. Ltd. - A Shares | 72,097 | 0.0 | |
3,400 | China National Software & Service Co. Ltd. | 40,999 | 0.0 | |
21,600 | (1) | China Northern Rare Earth Group High-Tech Co. Ltd. - A Shares | 43,300 | 0.0 |
174,000 | China Oilfield Services Ltd. - H Shares | 147,489 | 0.0 | |
370,000 | China Overseas Land & Investment Ltd. | 803,824 | 0.1 | |
150,000 | China Overseas Property Holdings Ltd. | 78,166 | 0.0 | |
33,403 | China Pacific Insurance Group Co. Ltd. - A Shares | 196,274 | 0.0 | |
276,800 | China Pacific Insurance Group Co., Ltd. - H Shares | 1,082,281 | 0.2 | |
127,700 | China Petroleum & Chemical Corp. - A Shares | 78,752 | 0.0 | |
2,423,600 | China Petroleum & Chemical Corp. - H Shares | 1,079,327 | 0.2 |
See Accompanying Notes to Financial Statements
3
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
489,000 | China Power International Development Ltd. - H Shares | 104,767 | 0.0 | |
93,700 | China Railway Group Ltd. - A Shares | 75,576 | 0.0 | |
420,000 | China Railway Group Ltd. - H Shares | 185,348 | 0.0 | |
144,000 | China Resources Beer Holdings Co Ltd. | 1,324,197 | 0.2 | |
246,000 | China Resources Cement Holdings Ltd. - H Shares | 274,766 | 0.1 | |
90,000 | China Resources Gas Group Ltd. | 478,390 | 0.1 | |
316,444 | China Resources Land Ltd. | 1,304,031 | 0.2 | |
153,500 | (2) | China Resources Pharmaceutical Group Ltd. | 78,932 | 0.0 |
174,000 | China Resources Power Holdings Co. | 187,304 | 0.0 | |
9,600 | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | 36,617 | 0.0 | |
30,270 | China Shenhua Energy Co. Ltd. - A Shares | 83,463 | 0.0 | |
346,500 | China Shenhua Energy Co., Ltd. - H Shares | 653,148 | 0.1 | |
127,900 | (1) | China Shipbuilding Industry Co. Ltd. - A Shares | 81,928 | 0.0 |
40,100 | (1) | China Southern Airlines Co. Ltd. - A Shares | 36,632 | 0.0 |
178,000 | (1),(3) | China Southern Airlines Co., Ltd. - H Shares | 106,394 | 0.0 |
303,740 | China State Construction Engineering Corp. Ltd. - A Shares | 230,973 | 0.0 | |
210,000 | China State Construction International Holdings Ltd. | 119,898 | 0.0 | |
158,428 | China Taiping Insurance Holdings Co., Ltd. | 285,873 | 0.1 | |
1,282,000 | China Telecom Corp., Ltd. - H Shares | 353,651 | 0.1 | |
11,812 | China Tourism Group Duty Free Corp. Ltd. A - Shares | 511,254 | 0.1 | |
4,362,000 | (2) | China Tower Corp. Ltd. - H Shares | 641,831 | 0.1 |
272,000 | China Traditional Chinese Medicine Holdings Co. Ltd. | 134,655 | 0.0 | |
10,800 | China TransInfo Technology Co. Ltd. | 31,624 | 0.0 | |
596,000 | China Unicom Hong Kong Ltd. | 340,003 | 0.1 | |
238,200 | China United Network Communications Ltd. - A Shares | 162,612 | 0.0 | |
70,500 | China Vanke Co. Ltd. - A Shares | 309,432 | 0.1 | |
152,600 | China Vanke Co. Ltd. - H Shares | 526,807 | 0.1 | |
141,500 | China Yangtze Power Co. Ltd. - A Shares | 414,482 | 0.1 | |
1,344,000 | (1) | China Youzan Ltd. | 401,388 | 0.1 |
112,000 | (2) | China Yuhua Education Corp. Ltd. | 97,672 | 0.0 |
3,300 | Chongqing Brewery Co. Ltd. | 60,100 | 0.0 | |
27,500 | (1) | Chongqing Changan Automobile Co. Ltd. - A Shares | 92,148 | 0.0 |
314,000 | Chongqing Rural Commercial Bank Co. Ltd. - H Shares | 128,070 | 0.0 | |
10,600 | Chongqing Zhifei Biological Products Co. Ltd. - A Shares | 239,591 | 0.0 | |
328,000 | CIFI Holdings Group Co. Ltd. | 277,950 | 0.1 | |
544,000 | CITIC Ltd. | 385,168 | 0.1 | |
89,100 | CITIC Securities Co. Ltd. - A Shares | 400,439 | 0.1 | |
178,500 | CITIC Securities Co. Ltd. - H Shares | 402,784 | 0.1 | |
1,758,000 | CNOOC Ltd. | 1,612,828 | 0.2 | |
14,200 | Contemporary Amperex Technology Co. Ltd. - A Shares | 764,319 | 0.1 | |
23,400 | (1) | COSCO SHIPPING Holdings Co. Ltd. - A Shares | 43,717 | 0.0 |
294,500 | (1) | COSCO SHIPPING Holdings Co., Ltd. - H Shares | 353,072 | 0.1 |
182,000 | COSCO Shipping Ports, Ltd. | 126,593 | 0.0 | |
727,133 | Country Garden Holdings Co. Ltd. | 1,003,643 | 0.1 | |
144,000 | Country Garden Services Holdings Co. Ltd. - H Shares | 974,241 | 0.1 | |
16,800 | CSC Financial Co. Ltd. | 107,909 | 0.0 | |
889,360 | CSPC Pharmaceutical Group Ltd. | 905,493 | 0.1 | |
186,000 | (2) | Dali Foods Group Co. Ltd. | 106,310 | 0.0 |
94,600 | Daqin Railway Co. Ltd. - A Shares | 93,473 | 0.0 | |
2,700 | DaShenLin Pharmaceutical Group Co. Ltd. - A Shares | 32,364 | 0.0 | |
21,700 | DHC Software Co. Ltd. - A Shares | 27,581 | 0.0 | |
27,500 | Dongfang Electric Corp. Ltd. - A Shares | 41,983 | 0.0 | |
262,000 | Dongfeng Motor Group Co., Ltd. - H Shares | 306,155 | 0.1 | |
24,100 | Dongxing Securities Co. Ltd. - A Shares | 49,083 | 0.0 | |
8,464 | (1) | DouYu International Holdings Ltd. ADR | 93,612 | 0.0 |
58,400 | East Money Information Co. Ltd. - A Shares | 276,705 | 0.1 | |
77,800 | ENN Energy Holdings Ltd. | 1,142,081 | 0.2 | |
10,845 | Eve Energy Co. Ltd. | 135,347 | 0.0 | |
21,100 | Everbright Securities Co. Ltd. - A Shares | 59,789 | 0.0 | |
41,200 | (1) | Fangda Carbon New Material Co. Ltd. | 44,604 | 0.0 |
210,000 | Far East Horizon Ltd. | 216,463 | 0.0 |
See Accompanying Notes to Financial Statements
4
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
10,400 | Fiberhome Telecommunication Technologies Co. Ltd. | 38,350 | 0.0 | |
35,400 | Financial Street Holdings Co. Ltd. - A Shares | 34,925 | 0.0 | |
27,300 | First Capital Securities Co. Ltd. | 41,514 | 0.0 | |
100,000 | Focus Media Information Technology Co. Ltd. - A Shares | 151,099 | 0.0 | |
16,960 | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | 520,762 | 0.1 | |
249,968 | Fosun International Ltd. | 392,588 | 0.1 | |
56,000 | (1) | Founder Securities Co. Ltd. - A Shares | 88,850 | 0.0 |
42,100 | Foxconn Industrial Internet Co. Ltd. - A Shares | 88,255 | 0.0 | |
1,200 | Fu Jian Anjoy Foods Co. Ltd. - A Shares | 35,390 | 0.0 | |
10,400 | Fuyao Glass Industry Group Co. Ltd. - A Shares | 76,505 | 0.0 | |
56,000 | (2) | Fuyao Glass Industry Group Co. Ltd. - H Shares | 308,240 | 0.1 |
7,200 | Ganfeng Lithium Co. Ltd. | 111,582 | 0.0 | |
8,727 | (1) | GDS Holdings Ltd. ADR | 817,196 | 0.1 |
583,000 | Geely Automobile Holdings Ltd. | 1,996,253 | 0.3 | |
24,600 | Gemdale Corp. - A Shares | 50,760 | 0.0 | |
110,000 | (1) | Genscript Biotech Corp. - H Shares | 160,047 | 0.0 |
37,300 | GF Securities Co. Ltd. - A Shares | 92,905 | 0.0 | |
133,000 | GF Securities Co. Ltd. - H Shares | 188,047 | 0.0 | |
2,900 | Gigadevice Semiconductor Beijing, Inc. | 87,685 | 0.0 | |
4,100 | Glodon Co. Ltd. | 49,427 | 0.0 | |
18,800 | GoerTek, Inc. - A Shares | 107,442 | 0.0 | |
1,012,000 | (1),(3) | GOME Retail Holdings Ltd. | 121,514 | 0.0 |
12,800 | (1) | Gotion High-tech Co. Ltd. - A Shares | 76,736 | 0.0 |
318,000 | Great Wall Motor Co. Ltd. - H Shares | 1,094,107 | 0.2 | |
42,600 | Greenland Holdings Corp. Ltd. - A Shares | 37,954 | 0.0 | |
62,000 | Greentown China Holdings Ltd. - H Shares | 90,553 | 0.0 | |
146,000 | Greentown Service Group Co. Ltd. | 180,490 | 0.0 | |
22,600 | GRG Banking Equipment Co. Ltd. - A Shares | 36,956 | 0.0 | |
7,562 | (1),(3) | GSX Techedu, Inc. ADR | 391,031 | 0.1 |
9,500 | Guangdong Haid Group Co. Ltd. | 95,162 | 0.0 | |
288,000 | Guangdong Investment Ltd. | 519,174 | 0.1 | |
1,800 | Guangdong Kinlong Hardware Products Co. Ltd. - A Shares | 39,668 | 0.0 | |
74,400 | (1) | Guanghui Energy Co. Ltd. - A Shares | 32,234 | 0.0 |
287,200 | Guangzhou Automobile Group Co. Ltd. - H Shares | 320,303 | 0.1 | |
23,700 | Guangzhou Baiyun International Airport Co. Ltd. | 51,293 | 0.0 | |
9,300 | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. - A Shares | 41,656 | 0.0 | |
30,600 | Guangzhou Haige Communications Group, Inc. Co. - A Shares | 50,751 | 0.0 | |
3,200 | Guangzhou Kingmed Diagnostics Group Co. Ltd. | 62,736 | 0.0 | |
152,000 | Guangzhou R&F Properties Co., Ltd. - H Shares | 195,768 | 0.0 | |
4,500 | Guangzhou Shiyuan Electronic Technology Co. Ltd. - A Shares | 79,225 | 0.0 | |
3,100 | Guangzhou Tinci Materials Technology Co. Ltd. - A Shares | 49,277 | 0.0 | |
3,300 | Guangzhou Wondfo Biotech Co. Ltd. - A Shares | 45,100 | 0.0 | |
23,900 | Guosen Securities Co. Ltd. - A Shares | 49,843 | 0.0 | |
46,600 | Guotai Junan Securities Co. Ltd. - A Shares | 124,909 | 0.0 | |
40,040 | Guoyuan Securities Co. Ltd. - A Shares | 54,894 | 0.0 | |
78,000 | (2) | Haidilao International Holding Ltd. | 601,509 | 0.1 |
43,400 | Haier Smart Home Co. Ltd. - A Shares | 194,305 | 0.0 | |
201,600 | (1),(3) | Haier Smart Home Co. Ltd. - H Shares | 730,732 | 0.1 |
67,000 | Haitian International Holdings Ltd. | 231,659 | 0.0 | |
65,300 | Haitong Securities Co. Ltd. - A Shares | 128,487 | 0.0 | |
262,000 | Haitong Securities Co. Ltd. - H Shares | 234,140 | 0.0 | |
1,908,000 | (1),(4),(5) | Hanergy Mobile Energy Holding Group Co Ltd. | – | – |
2,800 | Hangzhou First Applied Material Co. Ltd. - A Shares | 36,635 | 0.0 | |
59,800 | Hangzhou Hikvision Digital Technology Co. Ltd. - A Shares | 443,792 | 0.1 | |
7,400 | Hangzhou Robam Appliances Co. Ltd. - A Shares | 46,180 | 0.0 | |
3,100 | Hangzhou Tigermed Consulting Co. Ltd. - A Shares | 76,546 | 0.0 | |
7,200 | (1),(2) | Hangzhou Tigermed Consulting Co. Ltd. - H Shares | 166,977 | 0.0 |
See Accompanying Notes to Financial Statements
5
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
116,000 | (1),(2) | Hansoh Pharmaceutical Group Co. Ltd. | 562,165 | 0.1 |
44,000 | Hebei Construction Group Corp. Ltd. - H Shares | 24,008 | 0.0 | |
6,000 | Hefei Meiya Optoelectronic Technology, Inc. | 40,657 | 0.0 | |
20,600 | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | 148,049 | 0.0 | |
64,000 | Hengan International Group Co., Ltd. | 453,158 | 0.1 | |
33,320 | Hengli Petrochemical Co. Ltd. - A Shares | 142,579 | 0.0 | |
17,800 | Hengtong Optic-electric Co. Ltd. - A Shares | 38,128 | 0.0 | |
28,470 | Hengyi Petrochemical Co. Ltd. - A Shares | 55,770 | 0.0 | |
95,100 | (1) | Hesteel Co. Ltd. - A Shares | 32,609 | 0.0 |
2,900 | Hithink RoyalFlush Information Network Co. Ltd. - A Shares | 55,059 | 0.0 | |
50,000 | Hopson Development Holdings Ltd. | 127,356 | 0.0 | |
46,000 | (1),(2) | Hua Hong Semiconductor Ltd. | 261,886 | 0.0 |
27,800 | Huaan Securities Co. Ltd. - A Shares | 34,006 | 0.0 | |
10,440 | Huadong Medicine Co. Ltd. - A Shares | 42,415 | 0.0 | |
14,330 | Hualan Biological Engineering, Inc. | 92,649 | 0.0 | |
380,000 | Huaneng Power International, Inc. - H Shares | 138,712 | 0.0 | |
43,100 | Huatai Securities Co. Ltd. - A Shares | 118,735 | 0.0 | |
143,800 | (2) | Huatai Securities Co. Ltd. - H Shares | 226,409 | 0.0 |
24,400 | Huaxi Securities Co. Ltd. - A Shares | 46,585 | 0.0 | |
79,300 | Huaxia Bank Co. Ltd. - A Shares | 75,831 | 0.0 | |
9,800 | Huaxin Cement Co. Ltd. | 30,981 | 0.0 | |
20,000 | Huayu Automotive Systems Co. Ltd. - A Shares | 88,318 | 0.0 | |
15,775 | Huazhu Group Ltd. ADR | 710,348 | 0.1 | |
43,300 | Hubei Biocause Pharmaceutical Co. Ltd. | 32,275 | 0.0 | |
5,900 | Humanwell Healthcare Group Co. Ltd. - A Shares | 30,567 | 0.0 | |
8,350 | Hundsun Technologies, Inc. - A Shares | 134,081 | 0.0 | |
7,460 | (1) | Hutchison China MediTech Ltd. ADR | 238,869 | 0.0 |
7,228 | (1),(3) | HUYA, Inc. ADR | 144,054 | 0.0 |
14,600 | Iflytek Co. Ltd. - A Shares | 91,342 | 0.0 | |
391,000 | Industrial & Commercial Bank of China Ltd. - A Shares | 298,459 | 0.1 | |
5,921,000 | Industrial & Commercial Bank of China - H Shares | 3,804,181 | 0.5 | |
133,400 | Industrial Bank Co. Ltd. - A Shares | 426,051 | 0.1 | |
46,400 | Industrial Securities Co. Ltd. - A Shares | 61,628 | 0.0 | |
335,300 | (1) | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | 60,033 | 0.0 |
48,400 | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. - A Shares | 36,648 | 0.0 | |
42,800 | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares - XSSC | 290,439 | 0.1 | |
96,000 | (1),(2) | Innovent Biologics, Inc. | 1,013,771 | 0.1 |
9,968 | Inspur Electronic Information Industry Co. Ltd. | 41,068 | 0.0 | |
2,000 | Intco Medical Technology Co. Ltd. - A Shares | 51,424 | 0.0 | |
27,472 | (1) | iQIYI, Inc. ADR | 480,211 | 0.1 |
5,900 | (1) | JA Solar Technology Co. Ltd. - A Shares | 36,874 | 0.0 |
5,380 | Jafron Biomedical Co. Ltd. | 55,894 | 0.0 | |
21,500 | (1),(2) | JD Health International, Inc. | 415,997 | 0.1 |
84,769 | (1) | JD.com, Inc. ADR | 7,451,195 | 0.9 |
114,000 | Jiangsu Expressway Co. Ltd. - H Shares | 127,509 | 0.0 | |
8,220 | Jiangsu Hengli Hydraulic Co. Ltd. | 142,220 | 0.0 | |
33,848 | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | 576,681 | 0.1 | |
7,800 | Jiangsu King's Luck Brewery JSC Ltd. | 68,490 | 0.0 | |
22,400 | Jiangsu Shagang Co. Ltd. - A Shares | 37,634 | 0.0 | |
9,776 | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | 353,000 | 0.1 | |
8,500 | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. | 36,678 | 0.0 | |
26,700 | Jiangsu Zhongnan Construction Group Co. Ltd. | 36,072 | 0.0 | |
35,200 | Jiangsu Zhongtian Technology Co. Ltd. - A Shares | 58,436 | 0.0 | |
124,000 | Jiangxi Copper Co., Ltd. - H Shares | 195,192 | 0.0 | |
13,200 | Jiangxi Zhengbang Technology Co. Ltd. | 34,427 | 0.0 | |
36,100 | Jinke Properties Group Co. Ltd. - A Shares | 39,129 | 0.0 | |
108,000 | (2),(3) | Jinxin Fertility Group Ltd. | 219,775 | 0.0 |
10,000 | Jinyu Bio-Technology Co. Ltd. | 31,935 | 0.0 | |
1,800 | JiuGui Liquor Co. Ltd. - A Shares | 43,135 | 0.0 | |
16,200 | (1) | Jointown Pharmaceutical Group Co. Ltd. | 44,942 | 0.0 |
See Accompanying Notes to Financial Statements
6
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
5,200 | Jonjee Hi-Tech Industrial And Commercial Holding Co. Ltd. | 52,996 | 0.0 | |
5,843 | JOYY, Inc. ADR | 467,323 | 0.1 | |
3,800 | Juewei Food Co. Ltd. | 45,063 | 0.0 | |
255,000 | Kaisa Group Holdings Ltd. - H Shares | 126,103 | 0.0 | |
8,994 | (1) | KE Holdings, Inc. ADR | 553,491 | 0.1 |
67,000 | Kingboard Holdings Ltd. | 282,687 | 0.1 | |
111,000 | Kingboard Laminates Holdings Ltd. | 181,364 | 0.0 | |
237,000 | Kingdee International Software Group Co., Ltd. | 967,566 | 0.1 | |
11,600 | Kingfa Sci & Tech Co. Ltd. - A Shares | 30,450 | 0.0 | |
4,751 | (1),(3) | Kingsoft Cloud Holdings Ltd. ADR | 206,906 | 0.0 |
83,000 | Kingsoft Corp. Ltd. | 536,657 | 0.1 | |
24,500 | (1),(2),(3) | Koolearn Technology Holding Ltd. | 88,314 | 0.0 |
11,736 | (1) | Kuang-Chi Technologies Co. Ltd. - A Shares | 39,987 | 0.0 |
384,000 | Kunlun Energy Co. Ltd. | 332,807 | 0.1 | |
7,500 | Kweichow Moutai Co. Ltd. - A Shares (Nth SSE-SEHK) | 2,291,990 | 0.3 | |
122,500 | KWG Group Holdings Ltd. | 167,369 | 0.0 | |
133,000 | Lee & Man Paper Manufacturing Ltd. | 109,134 | 0.0 | |
706,000 | Lenovo Group Ltd. | 667,446 | 0.1 | |
23,900 | Lens Technology Co. Ltd. - A Shares | 111,791 | 0.0 | |
12,100 | Lepu Medical Technology Beijing Co. Ltd. - A Shares | 50,295 | 0.0 | |
210,000 | Li Ning Co. Ltd. | 1,445,042 | 0.2 | |
12,600 | Liaoning Cheng Da Co. Ltd. - A Shares | 46,921 | 0.0 | |
36,600 | Lingyi iTech Guangdong Co. - A Shres | 67,222 | 0.0 | |
128,000 | Logan Group Co. Ltd. | 209,687 | 0.0 | |
8,300 | Lomon Billions Group Co. Ltd. | 39,056 | 0.0 | |
175,500 | (2) | Longfor Group Holdings Ltd. | 1,026,583 | 0.1 |
23,800 | LONGi Green Energy Technology Co. Ltd. - A Shares | 336,031 | 0.1 | |
16,489 | (1),(3) | Lufax Holding Ltd. ADR | 234,144 | 0.0 |
45,666 | Luxshare Precision Industry Co. Ltd. - A Shares | 392,468 | 0.1 | |
201,000 | (2) | Luye Pharma Group Ltd. - H Shares | 93,499 | 0.0 |
9,500 | Luzhou Laojiao Co. Ltd. - A Shares | 328,675 | 0.1 | |
10,790 | Mango Excellent Media Co. Ltd. - A Shares | 119,743 | 0.0 | |
900 | Maxscend Microelectronics Co. Ltd. - A Shares | 78,604 | 0.0 | |
24,480 | (1) | Meinian Onehealth Healthcare Holdings Co. Ltd. - A Shares | 42,466 | 0.0 |
351,800 | (1) | Meituan Class B | 13,242,968 | 1.7 |
84,800 | Metallurgical Corp. of China Ltd. - A Shares | 35,433 | 0.0 | |
70,000 | (3) | Microport Scientific Corp. | 377,875 | 0.1 |
68,000 | Minth Group Ltd. | 359,766 | 0.1 | |
15,502 | Momo, Inc. ADR | 216,408 | 0.0 | |
24,580 | Muyuan Foods Co. Ltd. - A Shares | 289,872 | 0.1 | |
17,400 | NanJi E-Commerce Co. Ltd. | 36,441 | 0.0 | |
6,760 | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 36,315 | 0.0 | |
22,800 | Nanjing Securities Co. Ltd. | 42,761 | 0.0 | |
25,900 | NARI Technology Co. Ltd. - A Shares | 105,418 | 0.0 | |
2,800 | NAURA Technology Group Co. Ltd. | 77,407 | 0.0 | |
14,800 | NavInfo Co. Ltd. | 32,343 | 0.0 | |
41,255 | NetEase, Inc. ADR | 3,950,991 | 0.5 | |
10,700 | New China Life Insurance Co. Ltd. - A Shares | 94,886 | 0.0 | |
87,600 | New China Life Insurance Co. Ltd. - H Shares | 341,704 | 0.1 | |
25,800 | New Hope Liuhe Co. Ltd. - A Shares | 88,495 | 0.0 | |
15,091 | (1) | New Oriental Education & Technology Group, Inc. ADR | 2,804,059 | 0.4 |
172,000 | Nine Dragons Paper Holdings Ltd. | 244,506 | 0.0 | |
8,700 | Ninestar Corp. - A Shares | 35,597 | 0.0 | |
6,200 | Ningbo Tuopu Group Co. Ltd. - A Shares | 36,549 | 0.0 | |
125,907 | (1) | NIO, Inc. ADR | 6,136,707 | 0.8 |
3,119 | (1) | Noah Holdings Ltd. ADR | 149,119 | 0.0 |
12,000 | Offcn Education Technology Co. Ltd. - A Shares | 64,525 | 0.0 | |
46,100 | Offshore Oil Engineering Co. Ltd. | 31,694 | 0.0 | |
19,100 | OFILM Group Co. Ltd. - A Shares | 38,504 | 0.0 | |
1,820 | Oppein Home Group, Inc. - A Shares | 37,465 | 0.0 | |
41,500 | Orient Securities Co. Ltd./China - A Shares | 73,814 | 0.0 | |
28,200 | Oriental Pearl Group Co. Ltd. - A Shares | 38,592 | 0.0 | |
3,200 | Ovctek China, Inc. | 40,120 | 0.0 | |
59,200 | (1) | Pacific Securities Co. Ltd./The/China | 36,933 | 0.0 |
930,000 | Peoples Insurance Co. Group of China Ltd. - H Shares | 295,157 | 0.1 | |
12,900 | Perfect World Co. Ltd./China - A Shares | 58,237 | 0.0 | |
129,400 | PetroChina Co. Ltd. - A Shares | 82,146 | 0.0 | |
2,064,000 | PetroChina Co., Ltd. - H Shares | 639,105 | 0.1 | |
10,800 | (2) | Pharmaron Beijing Co. Ltd. - H Shares | 182,593 | 0.0 |
See Accompanying Notes to Financial Statements
7
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
657,244 | PICC Property & Casualty Co., Ltd. - H Shares | 497,215 | 0.1 | |
37,262 | (1) | Pinduoduo, Inc. ADR | 6,620,339 | 0.8 |
129,400 | Ping An Bank Co. Ltd. - A Shares | 382,911 | 0.1 | |
51,300 | (1),(2),(3) | Ping An Healthcare and Technology Co. Ltd. | 623,050 | 0.1 |
73,400 | Ping An Insurance Group Co. of China Ltd. - A Shares | 976,667 | 0.1 | |
580,500 | Ping An Insurance Group Co. of China Ltd. - H Shares | 7,064,463 | 0.9 | |
82,000 | Poly Developments and Holdings Group Co. Ltd. - A Shares | 198,098 | 0.0 | |
12,200 | (3) | Poly Property Services Co. Ltd. | 96,077 | 0.0 |
1,012,000 | (2) | Postal Savings Bank of China Co. Ltd. - H Shares | 571,841 | 0.1 |
82,800 | Power Construction Corp. of China Ltd. - A Shares | 49,162 | 0.0 | |
2,200 | Proya Cosmetics Co. Ltd. - A Shares | 59,969 | 0.0 | |
30,100 | RiseSun Real Estate Development Co. Ltd. - A Shares | 30,084 | 0.0 | |
30,800 | Rongsheng Petro Chemical Co. Ltd. - A Shares | 130,262 | 0.0 | |
54,500 | SAIC Motor Corp. Ltd. - A Shares | 203,933 | 0.0 | |
24,600 | Sanan Optoelectronics Co. Ltd. - A Shares | 101,699 | 0.0 | |
2,000 | Sangfor Technologies, Inc. | 75,853 | 0.0 | |
50,300 | Sany Heavy Industry Co. Ltd. - A Shares | 269,609 | 0.1 | |
25,100 | SDIC Capital Co. Ltd. - A Shares | 53,123 | 0.0 | |
46,400 | SDIC Power Holdings Co. Ltd. - A Shares | 61,302 | 0.0 | |
214,000 | Seazen Group Ltd. | 178,759 | 0.0 | |
13,600 | Seazen Holdings Co. Ltd. - A Shares | 72,391 | 0.0 | |
395,400 | (1) | Semiconductor Manufacturing International Corp. | 1,108,804 | 0.2 |
20,300 | SF Holding Co. Ltd. - A Shares | 273,908 | 0.1 | |
900 | SG Micro Corp. - A Shares | 36,327 | 0.0 | |
53,300 | Shaanxi Coal Industry Co. Ltd. - A Shares | 76,213 | 0.0 | |
20,964 | Shandong Gold Mining Co. Ltd. - A Shares | 75,839 | 0.0 | |
41,250 | (2) | Shandong Gold Mining Co. Ltd. - H Shares | 95,273 | 0.0 |
10,700 | Shandong Hualu Hengsheng Chemical Co. Ltd. | 61,138 | 0.0 | |
9,300 | Shandong Linglong Tyre Co. Ltd. - A Shares | 50,101 | 0.0 | |
7,600 | Shandong Sinocera Functional Material Co. Ltd. | 52,512 | 0.0 | |
252,000 | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | 570,129 | 0.1 | |
2,400 | Shanghai Bairun Investment Holding Group Co. Ltd. - A Shares | 38,327 | 0.0 | |
5,300 | Shanghai Baosight Software Co. Ltd. | 55,977 | 0.0 | |
88,800 | Shanghai Construction Group Co. Ltd. - A Shares | 40,899 | 0.0 | |
54,300 | (1) | Shanghai Electric Group Co. Ltd. - A Shares | 44,886 | 0.0 |
11,200 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | 92,645 | 0.0 | |
56,500 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | 270,071 | 0.1 | |
5,900 | Shanghai International Airport Co. Ltd. - A Shares | 68,316 | 0.0 | |
51,500 | Shanghai International Port Group Co. Ltd. - A Shares | 35,998 | 0.0 | |
118,533 | (1) | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - A Shares | 92,739 | 0.0 |
6,000 | Shanghai M&G Stationery, Inc. | 81,338 | 0.0 | |
92,200 | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | 162,210 | 0.0 | |
207,000 | Shanghai Pudong Development Bank Co. Ltd. - A Shares | 306,498 | 0.1 | |
2,200 | Shanghai Putailai New Energy Technology Co. Ltd. - A Shares | 37,871 | 0.0 | |
32,400 | Shanghai RAAS Blood Products Co. Ltd. - A Shares | 36,655 | 0.0 | |
28,064 | Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 38,164 | 0.0 | |
46,100 | (1) | Shanxi Meijin Energy Co. Ltd. | 47,194 | 0.0 |
30,420 | Shanxi Securities Co. Ltd. - A Shares | 41,638 | 0.0 | |
5,200 | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - A Shares | 298,726 | 0.1 | |
48,800 | Shenergy Co. Ltd. - A Shares | 38,950 | 0.0 | |
12,900 | Shengyi Technology Co. Ltd. | 55,665 | 0.0 | |
4,220 | Shennan Circuits Co. Ltd. | 69,853 | 0.0 | |
134,800 | Shenwan Hongyuan Group Co. Ltd. - A Shares | 108,873 | 0.0 | |
2,300 | Shenzhen Capchem Technology Co. Ltd. - A Shares | 35,703 | 0.0 | |
2,400 | Shenzhen Goodix Technology Co. Ltd. | 57,171 | 0.0 |
See Accompanying Notes to Financial Statements
8
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
10,700 | Shenzhen Inovance Technology Co. Ltd. - A Shares | 152,807 | 0.0 | |
111,250 | Shenzhen International Holdings Ltd. | 179,747 | 0.0 | |
278,000 | Shenzhen Investment Ltd. | 95,394 | 0.0 | |
16,900 | Shenzhen Kaifa Technology Co. Ltd. - A Shares | 49,208 | 0.0 | |
4,900 | Shenzhen Kangtai Biological Products Co. Ltd. - A Shares | 130,714 | 0.0 | |
6,400 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | 416,334 | 0.1 | |
53,200 | Shenzhen Overseas Chinese Town Co. Ltd. - A Shares | 57,718 | 0.0 | |
1,800 | Shenzhen SC New Energy Technology Corp. - A Shares | 40,065 | 0.0 | |
6,200 | Shenzhen Sunway Communication Co. Ltd. | 34,071 | 0.0 | |
82,300 | Shenzhou International Group Holdings Ltd. | 1,612,936 | 0.2 | |
9,900 | Shijiazhuang Yiling Pharmaceutical Co. Ltd. - A Shares | 38,685 | 0.0 | |
119,500 | Shimao Group Holdings Ltd. | 380,644 | 0.1 | |
32,500 | Sichuan Chuantou Energy Co. Ltd. - A Shares | 49,971 | 0.0 | |
9,900 | Sichuan Kelun Pharmaceutical Co. Ltd. - A Shares | 29,431 | 0.0 | |
4,000 | Sichuan Swellfun Co. Ltd. | 50,843 | 0.0 | |
7,000 | Silergy Corp. | 602,432 | 0.1 | |
5,992 | (1),(3) | Sina Corp. | 253,941 | 0.0 |
1,033,250 | Sino Biopharmaceutical Ltd. | 996,457 | 0.1 | |
16,000 | Sinolink Securities Co. Ltd. - A Shares | 39,791 | 0.0 | |
130,400 | Sinopharm Group Co. - H Shares | 316,328 | 0.1 | |
73,000 | Sinotruk Hong Kong Ltd. | 186,993 | 0.0 | |
1,400 | Skshu Paint Co. Ltd. - A Shares | 32,438 | 0.0 | |
40,000 | (1),(2) | Smoore International Holdings Ltd. | 309,969 | 0.1 |
13,640 | Songcheng Performance Development Co. Ltd. - A Shares | 36,987 | 0.0 | |
55,000 | Southwest Securities Co. Ltd. - A Shares | 45,284 | 0.0 | |
6,800 | Spring Airlines Co. Ltd. - A Shares | 57,801 | 0.0 | |
160,000 | SSY Group Ltd. | 90,789 | 0.0 | |
187,500 | Sun Art Retail Group Ltd. | 190,758 | 0.0 | |
250,000 | Sunac China Holdings Ltd. | 924,117 | 0.1 | |
8,300 | Sungrow Power Supply Co. Ltd. - A Shares | 91,905 | 0.0 | |
54,900 | Suning.com Co. Ltd. - A Shares | 64,807 | 0.0 | |
70,700 | Sunny Optical Technology Group Co. Ltd. | 1,544,688 | 0.2 | |
12,200 | Sunwoda Electronic Co. Ltd. | 57,379 | 0.0 | |
15,600 | Suzhou Dongshan Precision Manufacturing Co. Ltd. - A Shares | 62,050 | 0.0 | |
18,600 | Suzhou Gold Mantis Construction Decoration Co. Ltd. - A Shares | 26,734 | 0.0 | |
37,684 | (1) | TAL Education Group ADR | 2,694,783 | 0.3 |
30,500 | TBEA Co. Ltd. - A Shares | 47,403 | 0.0 | |
86,300 | TCL Technology Group Corp. - A Shares | 93,489 | 0.0 | |
565,500 | Tencent Holdings Ltd. | 40,689,873 | 5.1 | |
36,920 | (1) | Tencent Music Entertainment Group ADR | 710,341 | 0.1 |
2,700 | Thunder Software Technology Co. Ltd. - A Shares | 48,366 | 0.0 | |
16,600 | Tianjin Zhonghuan Semiconductor Co. Ltd. | 64,796 | 0.0 | |
15,600 | Tianshui Huatian Technology Co. Ltd. - A Shares | 32,524 | 0.0 | |
196,000 | Tingyi Cayman Islands Holding Corp. | 335,260 | 0.1 | |
3,900 | Toly Bread Co. Ltd. | 35,242 | 0.0 | |
86,800 | (1),(3) | Tongcheng-Elong Holdings Ltd. | 168,230 | 0.0 |
13,600 | (1) | TongFu Microelectronics Co. Ltd. - A Shares | 52,547 | 0.0 |
18,000 | Tonghua Dongbao Pharmaceutical Co. Ltd. - A Shares | 36,827 | 0.0 | |
123,400 | Tongling Nonferrous Metals Group Co. Ltd. - A Shares | 48,539 | 0.0 | |
24,800 | Tongwei Co. Ltd. - A Shares | 145,852 | 0.0 | |
2,000 | (1) | Topchoice Medical Corp. - A Shares | 84,670 | 0.0 |
121,000 | (2) | Topsports International Holdings Ltd. | 181,205 | 0.0 |
40,200 | Transfar Zhilian Co. Ltd. - A Shares | 28,999 | 0.0 | |
92,000 | Travelsky Technology Ltd. - H Shares | 222,264 | 0.0 | |
46,805 | (1) | Trip.com Group Ltd. ADR | 1,578,733 | 0.2 |
5,900 | Tsingtao Brewery Co. Ltd. - A Shares | 89,789 | 0.0 | |
42,000 | Tsingtao Brewery Co., Ltd. - H Shares | 440,030 | 0.1 | |
3,700 | Unigroup Guoxin Microelectronics Co. Ltd. | 75,685 | 0.0 | |
127,000 | Uni-President China Holdings Ltd. | 129,321 | 0.0 | |
16,800 | Unisplendour Corp. Ltd. - A Shares | 52,602 | 0.0 |
See Accompanying Notes to Financial Statements
9
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
11,200 | Universal Scientific Industrial Shanghai Co. Ltd. - A Shares | 33,186 | 0.0 | |
41,000 | Vinda International Holdings Ltd. | 112,119 | 0.0 | |
43,769 | (1) | Vipshop Holdings Ltd. ADR | 1,230,347 | 0.2 |
7,900 | Walvax Biotechnology Co. Ltd. - A Shares | 46,519 | 0.0 | |
5,500 | Wangfujing Group Co. Ltd. - A Shares | 27,412 | 0.0 | |
21,800 | Wanhua Chemical Group Co. Ltd. - A Shares | 303,758 | 0.1 | |
481,000 | Want Want China Holdings Ltd. | 347,755 | 0.1 | |
5,455 | (1),(3) | Weibo Corp. ADR | 223,600 | 0.0 |
33,300 | Weichai Power Co. Ltd. - A Shares | 80,480 | 0.0 | |
198,000 | Weichai Power Co. Ltd. - H Shares | 398,122 | 0.1 | |
45,220 | Wens Foodstuffs Group Co. Ltd. - A Shares | 126,185 | 0.0 | |
29,000 | Western Securities Co. Ltd. - A Shares | 44,985 | 0.0 | |
148,000 | Wharf Holdings Ltd. | 397,539 | 0.1 | |
4,800 | Will Semiconductor Co. Ltd. Shanghai | 169,919 | 0.0 | |
6,900 | Wingtech Technology Co. Ltd. - A Shares | 104,605 | 0.0 | |
13,090 | Winning Health Technology Group Co. Ltd. | 35,066 | 0.0 | |
7,990 | Wuhan Guide Infrared Co. Ltd. - A Shares | 51,108 | 0.0 | |
11,700 | Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. - A Shares | 55,923 | 0.0 | |
23,500 | Wuliangye Yibin Co. Ltd. - A Shares | 1,049,518 | 0.1 | |
12,100 | WUS Printed Circuit Kunshan Co. Ltd. | 34,827 | 0.0 | |
11,580 | WuXi AppTec Co. Ltd. - A Shares | 238,448 | 0.0 | |
29,268 | (2) | WuXi AppTec Co. Ltd. - H Shares | 574,157 | 0.1 |
303,500 | (1),(2) | Wuxi Biologics Cayman, Inc. | 4,024,818 | 0.5 |
5,500 | Wuxi Lead Intelligent Equipment Co. Ltd. - A Shares | 70,700 | 0.0 | |
23,000 | Wuxi Taiji Industry Co. Ltd. - A Shares | 33,256 | 0.0 | |
43,500 | XCMG Construction Machinery Co. Ltd. | 35,769 | 0.0 | |
1,404,600 | (1),(2) | Xiaomi Corp. - B Shares | 5,969,942 | 0.8 |
66,700 | Xinhu Zhongbao Co. Ltd. - A Shares | 31,625 | 0.0 | |
20,700 | Xinjiang Goldwind Science & Technology Co. Ltd. - A Shares | 45,193 | 0.0 | |
65,252 | (3) | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | 131,489 | 0.0 |
404,000 | Xinyi Solar Holdings Ltd. | 1,059,372 | 0.1 | |
16,415 | (1),(3) | XPeng, Inc. ADR | 703,054 | 0.1 |
98,000 | (2) | Yadea Group Holdings Ltd. | 202,518 | 0.0 |
11,200 | Yantai Jereh Oilfield Services Group Co. Ltd. | 60,061 | 0.0 | |
196,000 | Yanzhou Coal Mining Co., Ltd. - H Shares | 157,082 | 0.0 | |
3,700 | Yealink Network Technology Corp. Ltd. | 41,426 | 0.0 | |
3,500 | Yifeng Pharmacy Chain Co. Ltd. - A Shares | 48,327 | 0.0 | |
47,000 | Yihai International Holding Ltd. | 697,989 | 0.1 | |
21,420 | Yintai Gold Co. Ltd. | 28,252 | 0.0 | |
60,400 | Yonghui Superstores Co. Ltd. - A Shares | 66,362 | 0.0 | |
23,060 | Yonyou Network Technology Co. Ltd. - A Shares | 154,846 | 0.0 | |
730,000 | Yuexiu Property Co. Ltd. - H Shares | 146,882 | 0.0 | |
39,653 | Yum China Holdings, Inc. | 2,263,790 | 0.3 | |
14,560 | Yunda Holding Co. Ltd. - A Shares | 35,009 | 0.0 | |
7,900 | Yunnan Baiyao Group Co. Ltd. - A Shares | 137,301 | 0.0 | |
4,700 | Yunnan Energy New Material Co. Ltd. | 102,001 | 0.0 | |
6,826 | (1) | Zai Lab Ltd. ADR | 923,831 | 0.1 |
3,700 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | 151,472 | 0.0 | |
106,500 | Zhaojin Mining Industry Co. Ltd. - H Shares | 126,913 | 0.0 | |
47,380 | (1) | Zhejiang Century Huatong Group Co. Ltd. - A Shares | 51,567 | 0.0 |
12,200 | Zhejiang Chint Electrics Co. Ltd. - A Shares | 73,124 | 0.0 | |
19,000 | Zhejiang Dahua Technology Co. Ltd. - A Shares | 57,816 | 0.0 | |
3,220 | Zhejiang Dingli Machinery Co. Ltd. | 49,922 | 0.0 | |
136,000 | Zhejiang Expressway Co., Ltd. - H Shares | 114,995 | 0.0 | |
11,260 | Zhejiang Huahai Pharmaceutical Co. Ltd. | 58,276 | 0.0 | |
7,300 | (1) | Zhejiang Huayou Cobalt Co. Ltd. - A Shares | 88,621 | 0.0 |
7,000 | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. - A Shares | 32,205 | 0.0 | |
22,600 | Zhejiang Longsheng Group Co. Ltd. - A Shares | 47,116 | 0.0 | |
14,800 | Zhejiang NHU Co. Ltd. | 76,342 | 0.0 | |
23,050 | Zhejiang Sanhua Intelligent Controls Co. Ltd. | 86,924 | 0.0 | |
4,000 | Zhejiang Supor Co. Ltd. | 47,761 | 0.0 | |
4,100 | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 48,071 | 0.0 | |
167,000 | Zhenro Properties Group Ltd. | 100,611 | 0.0 | |
17,400 | Zheshang Securities Co. Ltd. - A Shares | 40,634 | 0.0 | |
38,900 | (1),(2),(3) | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | 181,283 | 0.0 |
See Accompanying Notes to Financial Statements
10
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
4,400 | Zhongji Innolight Co. Ltd. | 34,266 | 0.0 | |
28,300 | Zhongjin Gold Corp. Ltd. - A Shares | 38,169 | 0.0 | |
57,500 | Zhongsheng Group Holdings Ltd. | 410,741 | 0.1 | |
56,500 | Zhuzhou CRRC Times Electric Co., Ltd. - H Shares | 246,884 | 0.0 | |
123,900 | Zijin Mining Group Co. Ltd. - A Shares | 176,367 | 0.0 | |
568,000 | Zijin Mining Group Co., Ltd. - H Shares | 643,529 | 0.1 | |
121,400 | Zoomlion Heavy Industry Science and Technology Co. Ltd. - H Shares | 145,671 | 0.0 | |
52,000 | Zoomlion Heavy Industry Science and Technology Co. Ltd. - A Shares | 78,832 | 0.0 | |
22,000 | ZTE Corp. - A Shares | 113,269 | 0.0 | |
77,240 | (3) | ZTE Corp. - H Shares | 194,540 | 0.0 |
40,343 | ZTO Express Cayman, Inc. ADR | 1,176,402 | 0.2 | |
302,044,161 | 38.0 | |||
Colombia: 0.2% | ||||
25,863 | Bancolombia SA | 264,877 | 0.0 | |
11,087 | BanColombia SA ADR | 445,475 | 0.1 | |
484,287 | Ecopetrol SA | 318,321 | 0.0 | |
22,799 | Grupo de Inversiones Suramericana SA | 168,748 | 0.0 | |
44,257 | Interconexion Electrica SA ESP | 333,013 | 0.1 | |
1,530,434 | 0.2 | |||
Czech Republic: 0.1% | ||||
16,356 | CEZ AS | 392,284 | 0.1 | |
8,354 | (1) | Komercni Banka AS | 255,427 | 0.0 |
56,638 | (1),(2) | Moneta Money Bank AS | 179,444 | 0.0 |
827,155 | 0.1 | |||
Egypt: 0.1% | ||||
137,698 | Commercial International Bank Egypt SAE | 520,083 | 0.1 | |
101,828 | Eastern Co. SAE | 84,363 | 0.0 | |
95,517 | ElSewedy Electric Co. | 59,532 | 0.0 | |
663,978 | 0.1 | |||
Greece: 0.1% | ||||
4,349 | (1),(4) | FF Group | – | – |
23,223 | Hellenic Telecommunications Organization SA | 373,438 | 0.1 | |
10,231 | Jumbo SA | 176,433 | 0.0 | |
19,149 | OPAP S.A. | 256,019 | 0.0 | |
805,890 | 0.1 | |||
Hungary: 0.2% | ||||
39,692 | (1) | MOL Hungarian Oil & Gas PLC | 292,634 | 0.0 |
22,055 | (1) | OTP Bank Nyrt | 993,899 | 0.1 |
14,263 | Richter Gedeon Nyrt | 357,938 | 0.1 | |
1,644,471 | 0.2 | |||
India: 9.1% | ||||
6,456 | ACC Ltd. | 143,159 | 0.0 | |
39,156 | (1) | Adani Green Energy Ltd. | 565,598 | 0.1 |
51,390 | Adani Ports & Special Economic Zone, Ltd. | 340,892 | 0.1 | |
71,135 | Ambuja Cements Ltd. | 242,594 | 0.0 | |
8,901 | Apollo Hospitals Enterprise Ltd. | 293,705 | 0.0 | |
37,292 | Asian Paints Ltd. | 1,412,558 | 0.2 | |
29,794 | Aurobindo Pharma Ltd. | 375,186 | 0.1 | |
15,715 | (1),(2) | Avenue Supermarts Ltd. | 595,381 | 0.1 |
227,344 | (1) | Axis Bank Ltd. | 1,935,136 | 0.3 |
7,137 | Bajaj Auto Ltd. | 336,853 | 0.0 | |
26,760 | Bajaj Finance Ltd. | 1,942,919 | 0.3 | |
3,832 | Bajaj Finserv Ltd. | 467,864 | 0.1 | |
8,141 | Balkrishna Industries Ltd. | 183,751 | 0.0 | |
71,693 | (1),(2) | Bandhan Bank Ltd. | 395,702 | 0.1 |
25,190 | Berger Paints India Ltd. | 262,352 | 0.0 | |
24,668 | Bharat Forge Ltd. | 177,608 | 0.0 | |
67,177 | Bharat Petroleum Corp. Ltd. | 350,819 | 0.1 | |
125,038 | Bharti Airtel Ltd. | 873,217 | 0.1 | |
41,069 | (1) | Biocon Ltd. | 261,486 | 0.0 |
9,945 | Britannia Industries Ltd. | 487,666 | 0.1 | |
42,613 | Cipla Ltd. | 478,612 | 0.1 | |
128,879 | Coal India Ltd. | 239,570 | 0.0 | |
9,855 | Colgate-Palmolive India Ltd. | 211,394 | 0.0 | |
24,974 | Container Corp. Of India Ltd. | 136,567 | 0.0 | |
54,886 | Dabur India Ltd. | 401,700 | 0.1 | |
13,174 | Divis Laboratories Ltd. | 692,850 | 0.1 | |
64,999 | DLF Ltd. | 207,298 | 0.0 | |
11,436 | Dr Reddys Laboratories Ltd. | 814,214 | 0.1 | |
13,664 | Eicher Motors Ltd. | 474,007 | 0.1 | |
166,693 | GAIL India Ltd. | 281,889 | 0.0 | |
40,814 | Godrej Consumer Products Ltd. | 413,965 | 0.1 | |
30,555 | Grasim Industries Ltd. | 388,295 | 0.1 | |
25,063 | Havells India Ltd. | 314,569 | 0.0 | |
108,744 | HCL Technologies Ltd. | 1,411,378 | 0.2 | |
5,717 | (2) | HDFC Asset Management Co. Ltd. | 228,468 | 0.0 |
69,533 | (1),(2) | HDFC Life Insurance Co., Ltd. | 645,474 | 0.1 |
11,586 | Hero Motocorp Ltd. | 493,752 | 0.1 | |
149,829 | Hindalco Industries Ltd. | 494,986 | 0.1 | |
64,101 | Hindustan Petroleum Corp. Ltd. | 191,294 | 0.0 | |
83,053 | Hindustan Unilever Ltd. | 2,726,551 | 0.3 | |
168,480 | Housing Development Finance Corp. | 5,902,857 | 0.7 | |
507,821 | (1) | ICICI Bank Ltd. | 3,734,204 | 0.5 |
20,460 | (1),(2) | ICICI Lombard General Insurance Co. Ltd. | 426,518 | 0.1 |
38,002 | (1),(2) | ICICI Prudential Life Insurance Co. Ltd. | 259,680 | 0.0 |
209,129 | Indian Oil Corp. Ltd. | 260,612 | 0.0 | |
26,263 | Indraprastha Gas Ltd. | 180,526 | 0.0 | |
31,175 | Indus Towers Ltd. | 98,364 | 0.0 | |
6,934 | Info Edge India Ltd. | 452,321 | 0.1 | |
342,359 | Infosys Ltd. | 5,868,986 | 0.7 | |
10,041 | (1),(2) | InterGlobe Aviation Ltd. | 237,313 | 0.0 |
6,892 | Ipca Laboratories Ltd. | 206,415 | 0.0 | |
293,241 | ITC Ltd. | 839,793 | 0.1 |
See Accompanying Notes to Financial Statements
11
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
85,942 | JSW Steel Ltd. | 456,778 | 0.1 | |
7,817 | Jubilant Foodworks Ltd. | 299,181 | 0.0 | |
54,420 | (1) | Kotak Mahindra Bank Ltd. | 1,487,335 | 0.2 |
65,691 | Larsen & Toubro Ltd. | 1,160,337 | 0.2 | |
4,816 | (2) | Larsen & Toubro Infotech Ltd. | 241,535 | 0.0 |
23,385 | Lupin Ltd. | 312,925 | 0.0 | |
78,593 | Mahindra & Mahindra Ltd. | 777,222 | 0.1 | |
49,890 | Marico Ltd. | 275,147 | 0.0 | |
13,209 | Maruti Suzuki India Ltd. | 1,385,869 | 0.2 | |
120,515 | Motherson Sumi Systems Ltd. | 273,452 | 0.0 | |
170 | MRF Ltd. | 176,536 | 0.0 | |
11,793 | Muthoot Finance Ltd. | 195,481 | 0.0 | |
3,183 | Nestle India Ltd. | 802,199 | 0.1 | |
414,512 | NTPC Ltd. | 564,404 | 0.1 | |
261,449 | Oil & Natural Gas Corp., Ltd. | 333,557 | 0.0 | |
630 | Page Industries Ltd. | 238,357 | 0.0 | |
69,043 | Petronet LNG Ltd. | 234,126 | 0.0 | |
8,036 | PI Industries Ltd. | 241,639 | 0.0 | |
13,884 | Pidilite Industries Ltd. | 335,889 | 0.0 | |
8,796 | Piramal Enterprises, Ltd. | 172,030 | 0.0 | |
194,529 | Power Grid Corp. of India Ltd. | 505,723 | 0.1 | |
85,760 | REC Ltd. | 157,346 | 0.0 | |
282,286 | Reliance Industries Ltd. | 7,680,701 | 1.0 | |
39,436 | (1),(2) | SBI Life Insurance Co. Ltd. | 488,315 | 0.1 |
941 | Shree Cement Ltd. | 309,466 | 0.0 | |
18,229 | Shriram Transport Finance Co. Ltd. | 261,373 | 0.0 | |
7,991 | Siemens, Ltd. | 172,603 | 0.0 | |
178,485 | (1) | State Bank of India | 673,020 | 0.1 |
83,578 | Sun Pharmaceutical Industries Ltd. | 678,566 | 0.1 | |
92,216 | Tata Consultancy Services Ltd. | 3,620,874 | 0.5 | |
57,548 | Tata Consumer Products Ltd. | 465,716 | 0.1 | |
173,789 | (1) | Tata Motors Ltd. | 438,468 | 0.1 |
64,834 | Tata Steel Ltd. | 572,799 | 0.1 | |
58,298 | Tech Mahindra Ltd. | 779,182 | 0.1 | |
33,642 | Titan Co., Ltd. | 722,713 | 0.1 | |
5,618 | Torrent Pharmaceuticals Ltd. | 215,573 | 0.0 | |
17,542 | Trent Ltd. | 165,467 | 0.0 | |
11,286 | Ultratech Cement Ltd. | 818,267 | 0.1 | |
29,956 | (1) | United Spirits Ltd. | 237,405 | 0.0 |
50,596 | UPL Ltd. | 323,505 | 0.0 | |
190,239 | Vedanta Ltd. | 421,430 | 0.1 | |
114,646 | Wipro Ltd. | 607,272 | 0.1 | |
1,009,624 | (1) | Yes Bank Ltd. | 247,885 | 0.0 |
87,823 | Zee Entertainment Enterprises Ltd. | 269,505 | 0.0 | |
72,156,041 | 9.1 | |||
Indonesia: 1.3% | ||||
658,400 | Ace Hardware Indonesia Tbk PT | 80,472 | 0.0 | |
1,484,900 | Adaro Energy Tbk PT | 151,327 | 0.0 | |
1,991,000 | Astra International Tbk PT | 855,774 | 0.1 | |
982,000 | Bank Central Asia Tbk PT | 2,367,140 | 0.3 | |
1,824,200 | Bank Mandiri Persero TBK PT | 823,169 | 0.1 | |
736,100 | Bank Negara Indonesia Persero Tbk PT | 324,132 | 0.1 | |
5,513,300 | Bank Rakyat Indonesia | 1,639,123 | 0.2 | |
2,861,400 | (1) | Barito Pacific Tbk PT | 224,252 | 0.0 |
737,000 | Charoen Pokphand Indonesia Tbk PT | 342,752 | 0.1 | |
49,000 | (1) | Gudang Garam Tbk PT | 143,028 | 0.0 |
271,000 | Indah Kiat Pulp and Paper Corp. Tbk PT | 201,367 | 0.0 | |
154,700 | Indocement Tunggal Prakarsa Tbk PT | 159,503 | 0.0 | |
224,700 | Indofood CBP Sukses Makmur TBK PT | 153,195 | 0.0 | |
427,800 | Indofood Sukses Makmur Tbk PT | 208,657 | 0.0 | |
2,067,700 | Kalbe Farma Tbk PT | 217,845 | 0.0 | |
765,500 | (1) | Merdeka Copper Gold Tbk PT | 132,498 | 0.0 |
1,059,200 | Perusahaan Gas Negara Tbk PT | 124,939 | 0.0 | |
1,585,900 | Sarana Menara Nusantara Tbk PT | 108,423 | 0.0 | |
290,400 | Semen Indonesia Persero Tbk PT | 257,052 | 0.0 | |
4,823,100 | Telkom Indonesia Persero Tbk PT | 1,137,118 | 0.2 | |
741,300 | Unilever Indonesia Tbk PT | 388,000 | 0.1 | |
172,300 | United Tractors Tbk PT | 326,560 | 0.1 | |
10,366,326 | 1.3 | |||
Kuwait: 0.4% | ||||
102,385 | Agility Public Warehousing Co. KSC | 227,891 | 0.0 | |
92,657 | Boubyan Bank KSCP | 173,179 | 0.0 | |
148,315 | Gulf Bank KSCP | 106,775 | 0.0 | |
391,892 | Kuwait Finance House KSCP | 873,306 | 0.1 | |
48,817 | Mabanee Co. KPSC | 105,433 | 0.0 | |
198,310 | Mobile Telecommunications Co. KSCP | 395,478 | 0.1 | |
622,980 | National Bank of Kuwait SAKP | 1,720,261 | 0.2 | |
3,602,323 | 0.4 | |||
Malaysia: 1.5% | ||||
167,700 | AMMB Holdings Bhd | 152,406 | 0.0 | |
265,600 | Axiata Group Bhd | 247,173 | 0.0 | |
602,800 | CIMB Group Holdings Bhd | 645,394 | 0.1 | |
389,642 | Dialog Group BHD | 334,571 | 0.1 | |
301,400 | Digi.Com BHD | 310,411 | 0.1 | |
15,100 | Fraser & Neave Holdings Bhd | 120,603 | 0.0 | |
181,600 | Gamuda BHD | 176,022 | 0.0 | |
210,400 | Genting Bhd | 233,696 | 0.0 | |
300,400 | Genting Malaysia BHD | 201,400 | 0.0 | |
32,800 | Genting Plantations Bhd | 80,396 | 0.0 | |
59,900 | HAP Seng Consolidated Bhd | 128,188 | 0.0 | |
171,100 | Hartalega Holdings Bhd | 517,877 | 0.1 | |
63,672 | Hong Leong Bank BHD | 288,404 | 0.1 | |
23,092 | Hong Leong Financial Group Bhd | 103,901 | 0.0 | |
221,500 | IHH Healthcare Bhd | 303,273 | 0.1 | |
238,800 | IOI Corp. Bhd | 259,470 | 0.0 | |
127,900 | Kossan Rubber Industries | 143,793 | 0.0 |
See Accompanying Notes to Financial Statements
12
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
41,500 | Kuala Lumpur Kepong Bhd | 244,452 | 0.0 | |
375,500 | Malayan Banking BHD | 790,500 | 0.1 | |
105,000 | Malaysia Airports Holdings Bhd | 154,825 | 0.0 | |
233,800 | Maxis Bhd | 293,761 | 0.1 | |
123,700 | MISC Bhd | 211,603 | 0.0 | |
6,700 | Nestle Malaysia Bhd | 231,653 | 0.0 | |
235,400 | Petronas Chemicals Group Bhd | 435,979 | 0.1 | |
29,500 | Petronas Dagangan BHD | 157,163 | 0.0 | |
76,000 | Petronas Gas BHD | 324,843 | 0.1 | |
61,880 | PPB Group Bhd | 285,057 | 0.0 | |
144,900 | Press Metal Aluminium Holdings Bhd | 302,726 | 0.1 | |
285,200 | Public Bank BHD | 1,462,392 | 0.2 | |
112,200 | QL Resources Bhd | 161,820 | 0.0 | |
162,276 | RHB Bank Bhd | 220,212 | 0.0 | |
266,000 | Sime Darby Bhd | 153,104 | 0.0 | |
200,600 | Sime Darby Plantation Bhd | 249,343 | 0.0 | |
148,580 | (1) | Supermax Corp. Bhd | 223,220 | 0.0 |
123,700 | Telekom Malaysia BHD | 166,582 | 0.0 | |
219,000 | Tenaga Nasional BHD | 568,099 | 0.1 | |
476,700 | Top Glove Corp. Bhd | 728,358 | 0.1 | |
81,700 | Westports Holdings Bhd | 87,494 | 0.0 | |
11,700,164 | 1.5 | |||
Mexico: 1.8% | ||||
299,300 | Alfa SA de CV | 215,381 | 0.0 | |
3,385,400 | America Movil SAB de CV | 2,465,109 | 0.3 | |
42,700 | Arca Continental SAB de CV | 204,193 | 0.0 | |
54,100 | Becle SAB de CV | 136,205 | 0.0 | |
1,495,521 | (1) | Cemex SA de CV | 773,331 | 0.1 |
49,900 | Coca-Cola Femsa SAB de CV | 229,822 | 0.0 | |
302,800 | Fibra Uno Administracion SA de CV | 342,523 | 0.1 | |
189,700 | Fomento Economico Mexicano SAB de CV | 1,438,801 | 0.2 | |
22,595 | Gruma SAB de CV | 269,296 | 0.0 | |
37,945 | (1) | Grupo Aeroportuario del Pacifico SA de CV | 423,317 | 0.1 |
20,900 | (1) | Grupo Aeroportuario del Sureste SA de CV | 346,371 | 0.1 |
157,200 | Grupo Bimbo SAB de CV | 340,872 | 0.1 | |
43,600 | (1) | Grupo Carso SAB de CV | 144,497 | 0.0 |
256,877 | (1) | Grupo Financiero Banorte | 1,415,441 | 0.2 |
224,800 | (1) | Grupo Financiero Inbursa SA | 226,161 | 0.0 |
309,500 | Grupo Mexico SA de CV Series B | 1,312,531 | 0.2 | |
236,400 | (1) | Grupo Televisa S.A. | 387,516 | 0.1 |
14,420 | Industrias Penoles, S.A. de C.V. | 245,146 | 0.0 | |
51,400 | (1) | Infraestructura Energetica Nova SAB de CV | 201,601 | 0.0 |
149,200 | Kimberly-Clark de Mexico SA de CV | 254,696 | 0.0 | |
30,800 | Megacable Holdings SAB de CV | 111,688 | 0.0 | |
107,250 | Orbia Advance Corp. SAB de CV | 252,179 | 0.0 | |
22,525 | Promotora y Operadora de Infraestructura SAB de CV | 199,719 | 0.0 | |
8,408 | Southern Copper Corp. | 547,529 | 0.1 | |
86,400 | (1) | Telesites SAB de CV | 93,349 | 0.0 |
515,400 | Wal-Mart de Mexico SAB de CV | 1,447,818 | 0.2 | |
14,025,092 | 1.8 | |||
Pakistan: 0.0% | ||||
57,700 | Habib Bank Ltd. | 47,763 | 0.0 | |
46,200 | MCB Bank Ltd. | 53,567 | 0.0 | |
63,900 | Oil & Gas Development Co. Ltd. | 41,442 | 0.0 | |
142,772 | 0.0 | |||
Peru: 0.2% | ||||
21,514 | Cia de Minas Buenaventura SAA ADR | 262,255 | 0.0 | |
6,584 | Credicorp Ltd. | 1,079,908 | 0.2 | |
1,342,163 | 0.2 | |||
Philippines: 0.7% | ||||
195,020 | Aboitiz Equity Ventures, Inc. | 191,725 | 0.0 | |
165,500 | Aboitiz Power Corp. | 91,632 | 0.0 | |
27,715 | Ayala Corp. | 476,868 | 0.1 | |
780,890 | Ayala Land, Inc. | 665,399 | 0.1 | |
131,090 | Bank of the Philippine Islands | 221,839 | 0.0 | |
193,669 | BDO Unibank, Inc. | 431,196 | 0.1 | |
3,515 | Globe Telecom, Inc. | 148,743 | 0.0 | |
9,850 | GT Capital Holdings, Inc. | 120,032 | 0.0 | |
100,520 | International Container Terminal Services, Inc. | 258,537 | 0.0 | |
297,058 | JG Summit Holdings, Inc. | 443,542 | 0.1 | |
43,990 | Jollibee Foods Corp. | 178,969 | 0.0 | |
24,540 | Manila Electric Co. | 149,374 | 0.0 | |
1,227,400 | Megaworld Corp. | 104,246 | 0.0 | |
1,483,100 | Metro Pacific Investments Corp. | 132,392 | 0.0 | |
191,812 | Metropolitan Bank & Trust Co. | 195,965 | 0.0 | |
9,005 | PLDT, Inc. | 251,440 | 0.0 | |
107,800 | Puregold Price Club, Inc. | 92,134 | 0.0 | |
23,482 | SM Investments Corp. | 513,213 | 0.1 | |
969,000 | SM Prime Holdings, Inc. | 776,978 | 0.1 | |
87,840 | Universal Robina Corp. | 278,789 | 0.1 | |
5,723,013 | 0.7 | |||
Poland: 0.7% | ||||
24,728 | (1),(2) | Allegro.eu SA | 560,661 | 0.1 |
17,912 | (1) | Bank Polska Kasa Opieki SA | 294,213 | 0.0 |
6,640 | (1),(3) | CD Projekt SA | 489,636 | 0.1 |
27,816 | Cyfrowy Polsat SA | 226,793 | 0.0 | |
4,781 | (1),(2) | Dino Polska SA | 370,784 | 0.1 |
13,904 | (1) | KGHM Polska Miedz SA | 684,919 | 0.1 |
129 | (1) | LPP SA | 287,181 | 0.0 |
68,141 | (1) | Orange Polska SA | 120,791 | 0.0 |
See Accompanying Notes to Financial Statements
13
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
81,521 | (1) | PGE Polska Grupa Energetyczna SA | 142,468 | 0.0 |
29,414 | Polski Koncern Naftowy Orlen | 455,369 | 0.1 | |
173,796 | Polskie Gornictwo Naftowe I Gazownictwo SA | 259,512 | 0.0 | |
85,083 | (1) | Powszechna Kasa Oszczednosci Bank Polski SA | 656,790 | 0.1 |
58,613 | (1) | Powszechny Zaklad Ubezpieczen SA | 509,217 | 0.1 |
3,489 | (1) | Santander Bank Polska SA | 173,539 | 0.0 |
5,231,873 | 0.7 | |||
Qatar: 0.7% | ||||
199,185 | Barwa Real Estate Co. | 186,429 | 0.0 | |
204,361 | Commercial Bank PQSC | 247,382 | 0.0 | |
178,086 | Industries Qatar QSC | 532,229 | 0.1 | |
363,875 | Masraf Al Rayan | 453,225 | 0.1 | |
447,097 | Mesaieed Petrochemical Holding Co. | 251,683 | 0.0 | |
84,854 | Ooredoo QPSC | 175,236 | 0.0 | |
57,173 | Qatar Electricity & Water Co. QSC | 280,521 | 0.1 | |
52,271 | Qatar Fuel QSC | 268,430 | 0.0 | |
139,688 | Qatar Gas Transport Co. Ltd. | 122,022 | 0.0 | |
79,584 | Qatar International Islamic Bank QSC | 197,857 | 0.0 | |
114,179 | Qatar Islamic Bank SAQ | 537,135 | 0.1 | |
451,581 | Qatar National Bank QPSC | 2,212,706 | 0.3 | |
5,464,855 | 0.7 | |||
Romania: 0.0% | ||||
40,275 | NEPI Rockcastle PLC | 256,258 | 0.0 | |
Russia: 2.8% | ||||
257,750 | Alrosa PJSC | 344,368 | 0.0 | |
1,161,838 | Gazprom PJSC | 3,336,437 | 0.4 | |
3,538,111 | Inter RAO UES PJSC | 255,150 | 0.0 | |
40,522 | Lukoil PJSC | 2,821,341 | 0.4 | |
35,568 | Magnit PJSC GDR | 625,046 | 0.1 | |
8,492 | (1) | Mail.ru Group Ltd. GDR | 222,555 | 0.0 |
6,244 | MMC Norilsk Nickel OJSC | 2,001,187 | 0.3 | |
44,839 | Mobile TeleSystems PJSC ADR | 401,309 | 0.0 | |
141,868 | Moscow Exchange MICEX-RTS PJ | 306,595 | 0.0 | |
8,922 | Novatek PJSC GDR | 1,452,927 | 0.2 | |
124,609 | Novolipetskiy Metallurgicheskiy Kombinat PAO | 352,617 | 0.0 | |
14,398 | PhosAgro OJSC GDR | 196,351 | 0.0 | |
23,600 | Polymetal International PLC | 552,884 | 0.1 | |
3,386 | Polyus PJSC | 694,852 | 0.1 | |
111,229 | Rosneft Oil Co. PJSC | 655,384 | 0.1 | |
1,069,283 | Sberbank of Russia PJSC | 3,922,103 | 0.5 | |
22,340 | Severstal PAO | 398,889 | 0.1 | |
674,532 | Surgutneftegas PJSC | 331,390 | 0.0 | |
138,335 | Tatneft PJSC | 963,944 | 0.1 | |
297,728,149 | VTB Bank PJSC | 152,830 | 0.0 | |
2,375 | X5 Retail Group N.V. - FIVEL GDR | 85,759 | 0.0 | |
9,764 | X5 Retail Group NV - FIVE GDR | 364,103 | 0.1 | |
30,164 | (1) | Yandex NV | 2,098,811 | 0.3 |
22,536,832 | 2.8 | |||
Saudi Arabia: 2.4% | ||||
4,755 | Abdullah Al Othaim Markets Co. | 155,711 | 0.0 | |
11,772 | Advanced Petrochemical Co. | 210,350 | 0.0 | |
121,536 | Al Rajhi Bank | 2,384,329 | 0.3 | |
100,227 | (1) | Alinma Bank | 432,174 | 0.1 |
24,599 | Almarai Co. JSC | 360,444 | 0.1 | |
57,597 | Arab National Bank | 308,804 | 0.0 | |
37,692 | Bank AlBilad | 284,935 | 0.0 | |
45,802 | Bank Al-Jazira | 166,729 | 0.0 | |
57,614 | Banque Saudi Fransi | 485,559 | 0.1 | |
6,140 | (1) | Bupa Arabia for Cooperative Insurance Co. | 199,577 | 0.0 |
6,503 | (1) | Co for Cooperative Insurance/The | 138,137 | 0.0 |
56,258 | (1) | Dar Al Arkan Real Estate Development Co. | 129,569 | 0.0 |
40,679 | (1) | Emaar Economic City | 99,837 | 0.0 |
39,021 | (1) | Etihad Etisalat Co. | 297,944 | 0.0 |
5,985 | Jarir Marketing Co. | 276,628 | 0.1 | |
45,253 | (1) | Mobile Telecommunications Co. Saudi Arabia | 164,048 | 0.0 |
145,164 | National Commercial Bank | 1,677,215 | 0.2 | |
38,402 | (1) | National Industrialization Co. | 140,133 | 0.0 |
23,413 | (1) | Rabigh Refining & Petrochemical Co. | 86,248 | 0.0 |
129,204 | Riyad Bank | 696,125 | 0.1 | |
38,940 | Sahara International Petrochemical Co. | 179,808 | 0.0 | |
95,170 | Samba Financial Group | 775,273 | 0.1 | |
4,265 | Saudi Airlines Catering Co. | 87,666 | 0.0 | |
19,788 | Saudi Arabian Fertilizer Co. | 425,235 | 0.1 | |
42,334 | (1) | Saudi Arabian Mining Co. | 457,425 | 0.1 |
211,258 | (2) | Saudi Arabian Oil Co. | 1,971,529 | 0.3 |
89,122 | Saudi Basic Industries Corp. | 2,410,026 | 0.3 | |
80,108 | Saudi British Bank/The | 527,503 | 0.1 | |
7,483 | Saudi Cement Co. | 122,669 | 0.0 | |
81,166 | Saudi Electricity Co. | 461,149 | 0.1 | |
23,049 | Saudi Industrial Investment Group | 168,460 | 0.0 | |
74,728 | (1) | Saudi Kayan Petrochemical Co. | 285,128 | 0.0 |
59,432 | Saudi Telecom Co. | 1,680,154 | 0.2 | |
26,170 | Savola Group/The | 296,628 | 0.0 | |
25,336 | Yanbu National Petrochemical Co. | 431,490 | 0.1 | |
18,974,639 | 2.4 | |||
Singapore: 0.0% | ||||
20,600 | (2) | BOC Aviation Ltd. | 178,303 | 0.0 |
South Africa: 3.3% | ||||
70,210 | Absa Group Ltd. | 573,976 | 0.1 |
See Accompanying Notes to Financial Statements
14
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
7,534 | African Rainbow Minerals Ltd. | 134,258 | 0.0 | |
5,201 | Anglo American Platinum Ltd. | 511,788 | 0.1 | |
41,175 | AngloGold Ashanti Ltd. | 949,020 | 0.1 | |
38,876 | (1) | Aspen Pharmacare Holdings Ltd. | 332,415 | 0.0 |
32,685 | Bid Corp. Ltd. | 587,365 | 0.1 | |
27,908 | Bidvest Group Ltd. | 298,820 | 0.0 | |
6,785 | (1) | Capitec Bank Holdings Ltd. | 663,541 | 0.1 |
24,078 | Clicks Group Ltd. | 414,004 | 0.1 | |
39,353 | Discovery Ltd. | 411,407 | 0.1 | |
25,018 | Exxaro Resources Ltd. | 236,475 | 0.0 | |
469,516 | FirstRand Ltd. | 1,635,987 | 0.2 | |
87,363 | Gold Fields Ltd. | 810,999 | 0.1 | |
335,408 | Growthpoint Properties Ltd. | 287,322 | 0.0 | |
52,694 | (1) | Harmony Gold Mining Co., Ltd. | 251,860 | 0.0 |
78,687 | Impala Platinum Holdings Ltd. | 1,083,058 | 0.1 | |
6,214 | Kumba Iron Ore Ltd. | 263,365 | 0.0 | |
24,508 | Mr Price Group Ltd. | 284,418 | 0.0 | |
165,152 | MTN Group Ltd. | 681,611 | 0.1 | |
43,694 | MultiChoice Group | 398,853 | 0.1 | |
43,028 | Naspers Ltd. | 8,811,046 | 1.1 | |
37,162 | Nedbank Group Ltd. | 328,178 | 0.0 | |
35,375 | (1) | Northam Platinum Ltd. | 506,046 | 0.1 |
434,971 | Old Mutual Ltd. | 353,002 | 0.1 | |
72,362 | Rand Merchant Investment Holdings Ltd. | 157,823 | 0.0 | |
14,787 | Reinet Investments SCA | 277,336 | 0.0 | |
50,702 | Remgro Ltd. | 333,063 | 0.1 | |
172,924 | Sanlam Ltd. | 690,203 | 0.1 | |
55,956 | (1) | Sasol Ltd. | 508,928 | 0.1 |
49,480 | Shoprite Holdings Ltd. | 471,398 | 0.1 | |
224,144 | Sibanye Stillwater Ltd. | 903,371 | 0.1 | |
18,538 | Spar Group Ltd. | 238,710 | 0.0 | |
126,452 | Standard Bank Group Ltd. | 1,095,195 | 0.1 | |
16,106 | Tiger Brands Ltd. | 228,169 | 0.0 | |
62,615 | Vodacom Group Pty Ltd. | 530,022 | 0.1 | |
96,004 | Woolworths Holdings Ltd./South Africa | 258,492 | 0.0 | |
26,501,524 | 3.3 | |||
South Korea: 12.4% | ||||
1,789 | (1) | Alteogen, Inc. | 296,451 | 0.1 |
3,149 | Amorepacific Corp. | 597,936 | 0.1 | |
2,609 | AMOREPACIFIC Group | 132,009 | 0.0 | |
790 | BGF retail Co. Ltd. | 98,687 | 0.0 | |
6,976 | (1) | Celltrion Healthcare Co. Ltd. | 1,048,948 | 0.1 |
1,633 | (1) | Celltrion Pharm, Inc. | 359,266 | 0.1 |
9,537 | (1) | Celltrion, Inc. | 3,156,725 | 0.4 |
7,041 | Cheil Worldwide, Inc. | 133,772 | 0.0 | |
803 | CJ CheilJedang Corp. | 282,030 | 0.0 | |
1,542 | CJ Corp. | 130,905 | 0.0 | |
1,068 | CJ ENM Co. Ltd. | 137,537 | 0.0 | |
899 | (1) | CJ Logistics Corp. | 137,129 | 0.0 |
2,814 | Daelim Industrial Co., Ltd. | 215,007 | 0.0 | |
3,521 | (1) | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 89,056 | 0.0 |
5,008 | DB Insurance Co. Ltd. | 201,826 | 0.0 | |
18,233 | (1) | Doosan Heavy Industries and Construction Co. Ltd. | 227,600 | 0.0 |
5,022 | Doosan Bobcat, Inc. | 137,505 | 0.0 | |
2,032 | Douzone Bizon Co. Ltd. | 194,687 | 0.0 | |
1,994 | E-Mart, Inc. | 278,446 | 0.0 | |
4,887 | Fila Holdings Corp. | 197,082 | 0.0 | |
6,077 | GS Engineering & Construction Corp. | 211,793 | 0.0 | |
5,201 | GS Holdings Corp. | 179,951 | 0.0 | |
2,824 | GS Retail Co. Ltd. | 89,668 | 0.0 | |
29,391 | Hana Financial Group, Inc. | 936,143 | 0.1 | |
7,179 | Hankook Tire & Technology Co. Ltd. | 260,815 | 0.0 | |
679 | Hanmi Pharm Co. Ltd. | 229,449 | 0.0 | |
18,303 | Hanon Systems Corp. | 274,022 | 0.0 | |
4,284 | Hanwha Corp. | 111,878 | 0.0 | |
10,473 | Hanwha Solutions Corp. | 462,990 | 0.1 | |
4,534 | (1) | HLB, Inc. | 386,658 | 0.1 |
3,045 | Hotel Shilla Co. Ltd. | 231,008 | 0.0 | |
7,576 | Hyundai Engineering & Construction Co. Ltd. | 261,604 | 0.0 | |
1,827 | Hyundai Glovis Co., Ltd. | 310,009 | 0.1 | |
901 | Hyundai Heavy Industries Holdings Co., Ltd. | 235,579 | 0.0 | |
6,033 | Hyundai Marine & Fire Insurance Co., Ltd. | 126,494 | 0.0 | |
6,594 | Hyundai Mobis Co. Ltd. | 1,552,004 | 0.2 | |
14,937 | (1) | Hyundai Motor Co. | 2,647,628 | 0.3 |
8,680 | Hyundai Steel Co. | 317,239 | 0.1 | |
22,716 | (1) | Industrial Bank Of Korea | 185,240 | 0.0 |
5,695 | (1) | Kakao Corp. | 2,043,483 | 0.3 |
10,174 | Kangwon Land, Inc. | 220,447 | 0.0 | |
38,826 | (1) | KB Financial Group, Inc. | 1,542,054 | 0.2 |
26,032 | Kia Motors Corp. | 1,499,880 | 0.2 | |
2,767 | (1) | KMW Co. Ltd. | 205,716 | 0.0 |
6,977 | Korea Aerospace Industries Ltd. | 165,950 | 0.0 | |
24,716 | (1) | Korea Electric Power Corp. | 623,838 | 0.1 |
2,687 | Korea Gas Corp. | 76,546 | 0.0 | |
4,140 | Korea Investment Holdings Co., Ltd. | 301,675 | 0.1 | |
3,819 | (1) | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 382,481 | 0.1 |
825 | Korea Zinc Co., Ltd. | 305,513 | 0.1 | |
8,765 | (1) | Korean Air Lines Co. Ltd. | 219,999 | 0.0 |
11,489 | (1) | KT&G Corp. | 879,663 | 0.1 |
1,878 | Kumho Petrochemical Co. Ltd. | 251,260 | 0.0 | |
4,565 | LG Chem Ltd. | 3,471,303 | 0.5 | |
9,127 | LG Corp. | 736,484 | 0.1 | |
23,192 | (1) | LG Display Co., Ltd. | 396,423 | 0.1 |
10,544 | (1) | LG Electronics, Inc. | 1,312,957 | 0.2 |
931 | LG Household & Health Care Ltd. | 1,389,541 | 0.2 | |
1,464 | LG Innotek Co. Ltd. | 246,597 | 0.0 | |
21,690 | LG Uplus Corp. | 234,867 | 0.0 | |
1,733 | Lotte Chemical Corp. | 441,261 | 0.1 | |
2,365 | Lotte Corp. | 76,936 | 0.0 | |
1,161 | Lotte Shopping Co. Ltd. | 109,802 | 0.0 | |
27,719 | Meritz Securities Co. Ltd. | 93,717 | 0.0 |
See Accompanying Notes to Financial Statements
15
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
29,207 | Mirae Asset Daewoo Co., Ltd. | 254,320 | 0.0 | |
12,227 | NAVER Corp. | 3,296,023 | 0.4 | |
1,636 | NCSoft Corp. | 1,404,590 | 0.2 | |
2,211 | (1),(2) | Netmarble Corp. | 268,045 | 0.0 |
11,268 | NH Investment & Securities Co., Ltd. | 117,424 | 0.0 | |
2,412 | Orion Corp./Republic of Korea | 275,457 | 0.0 | |
164 | Ottogi Corp. | 87,209 | 0.0 | |
26,870 | (1) | Pan Ocean Co. Ltd. | 124,354 | 0.0 |
588 | (1) | Pearl Abyss Corp. | 140,994 | 0.0 |
7,321 | POSCO | 1,829,368 | 0.2 | |
2,234 | (1) | POSCO Chemical Co., Ltd. | 214,508 | 0.0 |
1,622 | S-1 Corp. | 127,004 | 0.0 | |
1,649 | (1),(2) | Samsung Biologics Co. Ltd. | 1,255,496 | 0.2 |
8,246 | Samsung C&T Corp. | 1,049,668 | 0.1 | |
2,611 | Samsung Card Co. | 78,140 | 0.0 | |
5,515 | Samsung Electro-Mechanics Co. Ltd. | 905,692 | 0.1 | |
469,789 | Samsung Electronics Co., Ltd. | 35,081,738 | 4.4 | |
15,569 | (1) | Samsung Engineering Co. Ltd. | 190,355 | 0.0 |
2,997 | Samsung Fire & Marine Insurance Co. Ltd. | 517,725 | 0.1 | |
47,105 | (1) | Samsung Heavy Industries Co., Ltd. | 305,968 | 0.1 |
6,596 | Samsung Life Insurance Co. Ltd. | 481,321 | 0.1 | |
5,453 | (1) | Samsung SDI Co., Ltd. | 3,160,274 | 0.4 |
3,389 | Samsung SDS Co. Ltd. | 557,808 | 0.1 | |
6,339 | Samsung Securities Co. Ltd. | 236,504 | 0.0 | |
1,814 | Seegene, Inc. | 322,831 | 0.1 | |
2,895 | (1) | Shin Poong Pharmaceutical Co. Ltd. | 330,513 | 0.1 |
43,026 | (1) | Shinhan Financial Group Co., Ltd. | 1,276,714 | 0.2 |
769 | Shinsegae, Inc. | 169,853 | 0.0 | |
1,268 | (1) | SK Biopharmaceuticals Co. Ltd. | 197,667 | 0.0 |
743 | SK Chemicals Co. Ltd. | 269,287 | 0.0 | |
3,434 | SK Holdings Co. Ltd. | 761,865 | 0.1 | |
53,810 | (1) | SK Hynix, Inc. | 5,877,586 | 0.8 |
5,455 | SK Innovation Co. Ltd. | 956,810 | 0.1 | |
3,851 | SK Telecom Co., Ltd. | 846,317 | 0.1 | |
4,484 | S-Oil Corp. | 285,881 | 0.0 | |
4,791 | (1) | Coway Co. Ltd. | 321,069 | 0.1 |
51,636 | (1) | Woori Financial Group, Inc. | 463,287 | 0.1 |
5,176 | Yuhan Corp. | 358,403 | 0.1 | |
98,689,237 | 12.4 | |||
Taiwan: 12.4% | ||||
43,000 | Accton Technology Corp. | 484,812 | 0.1 | |
311,462 | Acer, Inc. | 262,797 | 0.0 | |
38,659 | Advantech Co. Ltd. | 482,595 | 0.1 | |
12,000 | Airtac International Group | 385,688 | 0.1 | |
320,243 | ASE Industrial Holding Co. Ltd. | 928,968 | 0.1 | |
222,356 | Asia Cement Corp. | 342,465 | 0.0 | |
3,000 | ASMedia Technology, Inc. | 168,078 | 0.0 | |
69,000 | Asustek Computer, Inc. | 616,219 | 0.1 | |
866,000 | (1) | AU Optronics Corp. | 433,299 | 0.1 |
68,000 | Catcher Technology Co., Ltd. | 500,005 | 0.1 | |
767,079 | Cathay Financial Holding Co., Ltd. | 1,155,053 | 0.2 | |
121,050 | Chailease Holding Co. Ltd. | 724,547 | 0.1 | |
497,336 | Chang Hwa Commercial Bank Ltd. | 317,867 | 0.0 | |
181,650 | Cheng Shin Rubber Industry Co. Ltd. | 285,207 | 0.0 | |
62,816 | Chicony Electronics Co. Ltd. | 193,047 | 0.0 | |
1,244,000 | China Development Financial Holding Corp. | 411,933 | 0.1 | |
253,044 | China Life Insurance Co., Ltd. | 200,278 | 0.0 | |
1,181,535 | China Steel Corp. | 1,041,616 | 0.1 | |
376,000 | Chunghwa Telecom Co., Ltd. | 1,458,636 | 0.2 | |
433,000 | Compal Electronics, Inc. | 319,540 | 0.0 | |
1,705,170 | CTBC Financial Holding Co. Ltd. | 1,196,811 | 0.2 | |
193,703 | Delta Electronics, Inc. | 1,816,536 | 0.2 | |
1,110,989 | E.Sun Financial Holding Co., Ltd. | 1,011,199 | 0.1 | |
18,386 | Eclat Textile Co. Ltd. | 276,932 | 0.0 | |
237,142 | (1) | Evergreen Marine Corp. Taiwan Ltd. | 344,322 | 0.0 |
283,685 | Far Eastern New Century Corp. | 292,788 | 0.0 | |
156,000 | Far EasTone Telecommunications Co., Ltd. | 340,097 | 0.0 | |
38,891 | Feng TAY Enterprise Co., Ltd. | 276,655 | 0.0 | |
1,012,101 | First Financial Holding Co., Ltd. | 770,176 | 0.1 | |
337,600 | Formosa Chemicals & Fibre Co. | 1,018,659 | 0.1 | |
108,000 | Formosa Petrochemical Corp. | 384,112 | 0.1 | |
372,600 | Formosa Plastics Corp. | 1,279,781 | 0.2 | |
91,849 | Foxconn Technology Co., Ltd. | 174,971 | 0.0 | |
639,000 | Fubon Financial Holding Co., Ltd. | 1,064,161 | 0.1 | |
31,000 | Giant Manufacturing Co., Ltd. | 303,759 | 0.0 | |
21,000 | Globalwafers Co. Ltd. | 530,498 | 0.1 | |
74,630 | Highwealth Construction Corp. | 121,848 | 0.0 | |
26,312 | Hiwin Technologies Corp. | 361,225 | 0.1 | |
1,236,170 | HON HAI Precision Industry Co., Ltd. | 4,053,334 | 0.5 | |
29,000 | Hotai Motor Co. Ltd. | 665,502 | 0.1 | |
815,421 | Hua Nan Financial Holdings Co. Ltd. | 530,077 | 0.1 | |
823,439 | Innolux Corp. | 414,416 | 0.1 | |
266,000 | Inventec Co., Ltd. | 227,535 | 0.0 | |
10,000 | Largan Precision Co. Ltd. | 1,139,621 | 0.1 | |
215,538 | Lite-On Technology Corp. | 382,414 | 0.1 | |
149,820 | MediaTek, Inc. | 3,995,292 | 0.5 | |
1,083,826 | Mega Financial Holdings Co., Ltd. | 1,150,358 | 0.2 | |
70,000 | Micro-Star International Co., Ltd. | 330,875 | 0.0 | |
499,890 | Nan Ya Plastics Corp. | 1,280,668 | 0.2 |
See Accompanying Notes to Financial Statements
16
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
120,000 | Nanya Technology Corp. | 372,036 | 0.1 | |
16,000 | Nien Made Enterprise Co. Ltd. | 186,040 | 0.0 | |
57,000 | Novatek Microelectronics Corp., Ltd. | 750,023 | 0.1 | |
19,000 | (1) | Oneness Biotech Co. Ltd. | 163,212 | 0.0 |
193,000 | Pegatron Corp. | 463,351 | 0.1 | |
15,000 | Phison Electronics Corp. | 177,960 | 0.0 | |
219,000 | Pou Chen Corp. | 244,998 | 0.0 | |
71,000 | Powertech Technology, Inc. | 240,509 | 0.0 | |
56,000 | President Chain Store Corp. | 531,444 | 0.1 | |
280,000 | Quanta Computer, Inc. | 807,918 | 0.1 | |
47,760 | Realtek Semiconductor Corp. | 665,365 | 0.1 | |
81,228 | Ruentex Development Co. Ltd. | 118,314 | 0.0 | |
322,349 | Shanghai Commercial & Savings Bank Ltd./The | 472,198 | 0.1 | |
1,062,189 | Shin Kong Financial Holding Co., Ltd. | 334,042 | 0.0 | |
1,042,454 | SinoPac Financial Holdings Co., Ltd. | 425,234 | 0.1 | |
37,914 | Standard Foods Corp. | 82,758 | 0.0 | |
137,800 | Synnex Technology International Corp. | 230,883 | 0.0 | |
959,816 | Taishin Financial Holdings Co., Ltd. | 453,337 | 0.1 | |
593,111 | Taiwan Business Bank | 205,671 | 0.0 | |
472,119 | Taiwan Cement Corp. | 726,871 | 0.1 | |
932,939 | Taiwan Cooperative Financial Holding Co. Ltd. | 676,456 | 0.1 | |
171,000 | Taiwan High Speed Rail Corp. | 193,256 | 0.0 | |
158,000 | Taiwan Mobile Co., Ltd. | 556,147 | 0.1 | |
2,424,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 45,855,954 | 5.8 | |
109,000 | Unimicron Technology Corp. | 340,535 | 0.0 | |
468,209 | Uni-President Enterprises Corp. | 1,126,125 | 0.1 | |
1,155,000 | United Microelectronics Corp. | 1,942,435 | 0.3 | |
89,000 | Vanguard International Semiconductor Corp. | 368,242 | 0.1 | |
32,000 | Walsin Technology Corp. | 263,305 | 0.0 | |
34,000 | Win Semiconductors Corp. | 419,675 | 0.1 | |
289,000 | Winbond Electronics Corp. | 299,771 | 0.0 | |
282,382 | Wistron Corp. | 312,443 | 0.0 | |
8,000 | Wiwynn Corp. | 200,882 | 0.0 | |
161,280 | WPG Holdings Ltd. | 246,580 | 0.0 | |
36,537 | Yageo Corp. | 676,292 | 0.1 | |
953,409 | Yuanta Financial Holding Co., Ltd. | 698,458 | 0.1 | |
59,000 | Zhen Ding Technology Holding Ltd. | 240,092 | 0.0 | |
98,516,084 | 12.4 | |||
Thailand: 1.8% | ||||
101,900 | Advanced Info Service PCL | 598,945 | 0.1 | |
14,100 | Advanced Info Service PCL | 82,877 | 0.0 | |
409,600 | Airports of Thailand PCL | 849,971 | 0.1 | |
777,300 | Asset World Corp. PCL | 118,239 | 0.0 | |
75,600 | B Grimm Power PCL | 122,159 | 0.0 | |
56,400 | Bangkok Bank PCL - Foreign Reg | 223,012 | 0.0 | |
170,600 | Bangkok Commercial Asset Management PCL | 124,265 | 0.0 | |
932,100 | Bangkok Dusit Medical Services PCL | 645,495 | 0.1 | |
760,000 | Bangkok Expressway & Metro PCL | 210,348 | 0.0 | |
114,800 | Berli Jucker PCL | 132,983 | 0.0 | |
811,200 | BTS Group Holdings PCL | 251,864 | 0.1 | |
43,700 | Bumrungrad Hospital PCL | 174,933 | 0.0 | |
191,200 | Central Pattana PCL | 304,426 | 0.1 | |
32,500 | Central Pattana PCL | 51,746 | 0.0 | |
175,600 | (1) | Central Retail Corp. PCL | 180,441 | 0.0 |
333,500 | Charoen Pokphand Foods PCL | 297,755 | 0.1 | |
48,000 | Charoen Pokphand Foods PCL | 42,855 | 0.0 | |
72,500 | (1) | CP ALL PCL | 140,902 | 0.0 |
489,900 | (1) | CP ALL PCL (Foreign) | 952,107 | 0.1 |
29,000 | Delta Electronics Thailand PCL | 469,814 | 0.1 | |
28,100 | Electricity Generating PCL | 180,364 | 0.0 | |
147,500 | Energy Absolute PCL | 241,323 | 0.1 | |
69,000 | Global Power Synergy PCL | 169,438 | 0.0 | |
226,000 | Gulf Energy Development PCL | 257,967 | 0.1 | |
518,851 | Home Product Center PCL | 236,358 | 0.1 | |
75,800 | Home Product Center PCL | 34,530 | 0.0 | |
140,100 | Indorama Ventures PCL | 172,979 | 0.0 | |
27,400 | Indorama Ventures PCL | 33,830 | 0.0 | |
219,800 | Intouch Holdings PCL | 412,442 | 0.1 | |
177,800 | Kasikornbank PCL - Foreign | 676,695 | 0.1 | |
284,700 | Krung Thai Bank PCL | 105,397 | 0.0 | |
42,700 | Krung Thai Bank PCL | 15,808 | 0.0 | |
81,000 | Krungthai Card PCL | 160,394 | 0.0 | |
823,600 | Land & House Pub Co. Ltd. | 218,689 | 0.0 | |
65,500 | (1) | Minor International PCL | 56,219 | 0.0 |
244,300 | (1) | Minor International PCL (Foreign) | 209,685 | 0.0 |
74,500 | (1) | Muangthai Capital PCL | 146,315 | 0.0 |
68,500 | Osotspa PCL | 81,149 | 0.0 | |
119,600 | PTT Exploration & Production PCL | 392,222 | 0.1 | |
15,800 | PTT Exploration & Production PCL | 51,815 | 0.0 | |
28,500 | PTT Global Chemical PCL | 55,671 | 0.0 | |
197,300 | PTT Global Chemical PCL (Foreign) | 385,401 | 0.1 | |
1,118,200 | PTT PCL (Foreign) | 1,587,526 | 0.2 |
See Accompanying Notes to Financial Statements
17
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
83,100 | Ratch Group PCL | 146,760 | 0.0 | |
48,900 | Robinson PCL | 79,465 | 0.0 | |
77,500 | Siam Cement PCL | 977,662 | 0.1 | |
74,900 | Siam Commercial Bank PCL | 218,578 | 0.0 | |
7,200 | Siam Commercial Bank PCL | 21,012 | 0.0 | |
30,600 | Sri Trang Gloves Thailand PCL | 77,624 | 0.0 | |
74,400 | Srisawad Corp. PCL | 162,957 | 0.0 | |
109,900 | Thai Oil PCL | 190,586 | 0.0 | |
307,300 | Thai Union Group PCL | 139,603 | 0.0 | |
75,300 | Total Access Communication PCL | 83,503 | 0.0 | |
1,195,190 | (3) | True Corp. PCL | 137,182 | 0.0 |
14,092,286 | 1.8 | |||
Turkey: 0.4% | ||||
306,916 | (1) | Akbank Turk AS | 284,665 | 0.1 |
67,540 | Aselsan Elektronik Sanayi Ve Ticaret AS | 165,829 | 0.1 | |
45,256 | BIM Birlesik Magazalar AS | 457,742 | 0.1 | |
137,180 | Eregli Demir ve Celik Fabrikalari TAS | 275,302 | 0.0 | |
7,175 | Ford Otomotiv Sanayi AS | 121,743 | 0.0 | |
91,472 | Haci Omer Sabanci Holding AS | 140,894 | 0.0 | |
70,374 | KOC Holding AS | 199,717 | 0.0 | |
44,574 | (1) | Turk Hava Yollari | 77,444 | 0.0 |
145,522 | Turk Sise Ve Cam Fabrikalari | 143,187 | 0.0 | |
119,348 | Turkcell Iletisim Hizmet AS | 257,824 | 0.0 | |
231,225 | (1) | Turkiye Garanti Bankasi A/S | 322,444 | 0.1 |
153,064 | (1) | Turkiye Is Bankasi | 143,978 | 0.0 |
12,029 | (1) | Turkiye Petrol Rafinerileri AS | 174,597 | 0.0 |
290,499 | (1) | Yapi ve Kredi Bankasi AS | 120,374 | 0.0 |
2,885,740 | 0.4 | |||
United Arab Emirates: 0.5% | ||||
279,587 | Abu Dhabi Commercial Bank PJSC | 473,191 | 0.1 | |
71,246 | Abu Dhabi Islamic Bank PJSC | 91,402 | 0.0 | |
398,076 | Aldar Properties PJSC | 342,092 | 0.0 | |
198,366 | Dubai Islamic Bank PJSC | 249,873 | 0.0 | |
288,749 | (1) | Emaar Malls PJSC | 144,282 | 0.0 |
360,593 | (1) | Emaar Properties PJSC | 347,651 | 0.1 |
244,629 | Emirates NBD Bank PJSC | 688,285 | 0.1 | |
171,454 | Emirates Telecommunications Group Co. PJSC | 789,776 | 0.1 | |
269,506 | First Abu Dhabi Bank PJSC | 950,359 | 0.1 | |
4,076,911 | 0.5 | |||
Total Common Stock | ||||
(Cost $599,645,057) | 757,236,308 | 95.2 | ||
PREFERRED STOCK: 2.2% | ||||
Brazil: 1.3% | ||||
11,600 | Alpargatas SA | 93,797 | 0.0 | |
442,535 | Banco Bradesco SA | 2,312,271 | 0.3 | |
17,300 | Bradespar SA | 212,195 | 0.0 | |
24,700 | Centrais Eletricas Brasileiras SA | 175,946 | 0.0 | |
96,012 | Cia Energetica de Minas Gerais | 269,134 | 0.0 | |
10,300 | Cia Paranaense de Energia | 148,605 | 0.0 | |
107,500 | Gerdau SA | 506,021 | 0.1 | |
481,225 | Itau Unibanco Holding S.A. | 2,930,412 | 0.4 | |
434,687 | Itausa SA | 981,649 | 0.1 | |
89,410 | Lojas Americanas SA | 452,541 | 0.1 | |
472,000 | Petroleo Brasileiro SA | 2,575,272 | 0.3 | |
10,657,843 | 1.3 | |||
Chile: 0.1% | ||||
35,953 | Embotelladora Andina SA | 92,552 | 0.0 | |
11,184 | Sociedad Quimica y Minera de Chile SA | 544,639 | 0.1 | |
637,191 | 0.1 | |||
Russia: 0.0% | ||||
701,436 | Surgutneftegas PJSC | 396,442 | 0.0 | |
South Korea: 0.8% | ||||
1,970 | Hyundai Motor Co. | 160,926 | 0.0 | |
3,332 | Hyundai Motor Co.- Series 2 | 275,637 | 0.1 | |
689 | LG Chem Ltd. | 242,552 | 0.0 | |
191 | LG Household & Health Care Ltd. | 126,349 | 0.0 | |
80,795 | Samsung Electronics Co., Ltd. | 5,480,887 | 0.7 | |
6,286,351 | 0.8 | |||
Total Preferred Stock | ||||
(Cost $15,621,711) | 17,977,827 | 2.2 | ||
RIGHTS: 0.0% | ||||
China: –% | ||||
1,582 | (1),(4) | Sino-Ocean Group Holding Ltd. | – | – |
3,223 | (1),(4) | Zhengqi Financial Investment Holding Co. Ltd. | – | – |
– | – | |||
South Korea: 0.0% | ||||
532 | (1) | POSCO Chemical Co. Ltd. | 14,912 | 0.0 |
Total Rights | ||||
(Cost $–) | 14,912 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $615,266,768) | 775,229,047 | 97.4 |
See Accompanying Notes to Financial Statements
18
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||
Repurchase Agreements: 0.8% | ||||||
1,325,951 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,325,961, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,352,470, due 01/25/21-10/15/62) | 1,325,951 | 0.1 | ||
1,473,700 | (6) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,473,721, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,503,197, due 01/31/21-05/15/49) | 1,473,700 | 0.2 | ||
1,473,681 | (6) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,473,692, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,503,155, due 09/15/21-01/01/51) | 1,473,681 | 0.2 | ||
584,569 | (6) | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $584,573, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $596,260, due 01/15/21-01/01/51) | 584,569 | 0.1 | ||
1,473,681 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,473,694, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,503,155, due 01/05/21-12/20/50) | 1,473,681 | 0.2 | ||
Total Repurchase Agreements | ||||||
(Cost $6,331,582) | 6,331,582 | 0.8 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 1.0% | ||||||
7,722,005 | (7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | ||||
(Cost $7,722,005) | 7,722,005 | 1.0 | ||||
Total Short-Term Investments | ||||||
(Cost $14,053,587) | 14,053,587 | 1.8 | ||||
Total Investments in Securities (Cost $629,320,355) | $ | 789,282,634 | 99.2 | |||
Assets in Excess of Other Liabilities | 6,074,619 | 0.8 | ||||
Net Assets | $ | 795,357,253 | 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, 2020, 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, 2020. |
See Accompanying Notes to Financial Statements
19
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 97.9% | ||||
Australia: 7.1% | ||||
30,736 | (1) | Afterpay Ltd. | $ 2,794,080 | 0.1 |
90,021 | AGL Energy Ltd. | 830,928 | 0.0 | |
493,799 | AMP Ltd. | 593,410 | 0.0 | |
35,882 | Ampol Ltd. | 786,844 | 0.0 | |
169,538 | APA Group | 1,261,444 | 0.1 | |
82,578 | Aristocrat Leisure Ltd. | 1,982,780 | 0.1 | |
27,818 | ASX Ltd. | 1,543,819 | 0.1 | |
275,393 | Aurizon Holdings Ltd. | 827,399 | 0.0 | |
267,753 | AusNet Services | 362,882 | 0.0 | |
407,529 | Australia & New Zealand Banking Group Ltd. | 7,151,378 | 0.3 | |
874,585 | (1),(2) | BGP Holdings PLC | – | – |
423,286 | BHP Group Ltd. | 13,830,697 | 0.6 | |
303,482 | BHP Group PLC | 8,013,268 | 0.4 | |
72,223 | BlueScope Steel Ltd. | 975,357 | 0.0 | |
218,081 | Brambles Ltd. | 1,788,766 | 0.1 | |
14,399 | (1),(3) | CIMIC Group Ltd. | 270,848 | 0.0 |
72,822 | Coca-Cola Amatil Ltd. | 725,607 | 0.0 | |
9,439 | Cochlear Ltd. | 1,377,297 | 0.1 | |
191,673 | Coles Group Ltd. | 2,677,947 | 0.1 | |
254,365 | Commonwealth Bank of Australia | 16,167,967 | 0.7 | |
69,948 | Computershare Ltd. | 787,134 | 0.0 | |
53,515 | Crown Resorts Ltd. | 398,284 | 0.0 | |
65,243 | CSL Ltd. | 14,255,121 | 0.6 | |
156,793 | Dexus | 1,137,210 | 0.1 | |
232,661 | Evolution Mining Ltd. | 895,366 | 0.0 | |
243,328 | Fortescue Metals Group Ltd. | 4,395,091 | 0.2 | |
238,384 | Goodman Group | 3,484,574 | 0.2 | |
279,895 | GPT Group | 973,568 | 0.0 | |
344,857 | (3) | Insurance Australia Group Ltd. | 1,251,512 | 0.1 |
98,871 | Lendlease Corp., Ltd. | 999,667 | 0.0 | |
49,334 | Macquarie Group Ltd. | 5,265,885 | 0.2 | |
18,335 | Magellan Financial Group Ltd. | 759,406 | 0.0 | |
395,721 | Medibank Pvt Ltd. | 916,547 | 0.0 | |
565,263 | Mirvac Group | 1,148,035 | 0.1 | |
472,623 | National Australia Bank Ltd. | 8,239,639 | 0.4 | |
116,139 | Newcrest Mining Ltd. | 2,317,876 | 0.1 | |
106,338 | Northern Star Resources Ltd. | 1,039,347 | 0.1 | |
283,635 | Oil Search Ltd. | 812,881 | 0.0 | |
58,286 | Orica Ltd. | 681,702 | 0.0 | |
253,067 | Origin Energy Ltd. | 929,103 | 0.0 | |
131,204 | (1),(3) | Qantas Airways Ltd. | 491,983 | 0.0 |
211,111 | QBE Insurance Group Ltd. | 1,376,113 | 0.1 | |
26,311 | Ramsay Health Care Ltd. | 1,264,264 | 0.1 | |
7,571 | (3) | REA Group Ltd. | 867,239 | 0.0 |
53,340 | Rio Tinto Ltd. | 4,690,805 | 0.2 | |
254,421 | Santos Ltd. | 1,232,088 | 0.1 | |
745,798 | Scentre Group | 1,601,967 | 0.1 | |
48,083 | Seek Ltd. | 1,054,214 | 0.1 | |
64,865 | Sonic Healthcare Ltd. | 1,607,150 | 0.1 | |
696,352 | South32 Ltd. - AUD | 1,330,846 | 0.1 | |
342,605 | Stockland | 1,106,126 | 0.1 | |
181,186 | Suncorp Group Ltd. | 1,363,512 | 0.1 | |
190,005 | (1),(3) | Sydney Airport | 940,492 | 0.0 |
308,318 | TABCORP Holdings Ltd. | 928,266 | 0.0 | |
598,124 | Telstra Corp., Ltd. | 1,373,657 | 0.1 | |
55,875 | (1),(3) | TPG Telecom Ltd. | 310,327 | 0.0 |
393,004 | Transurban Group - Stapled Security | 4,141,405 | 0.2 | |
103,572 | Treasury Wine Estates Ltd. | 749,224 | 0.0 | |
553,229 | Vicinity Centres | 684,052 | 0.0 | |
15,590 | (3) | Washington H Soul Pattinson & Co. Ltd. | 362,653 | 0.0 |
162,921 | Wesfarmers Ltd. | 6,332,274 | 0.3 | |
518,957 | Westpac Banking Corp. | 7,722,770 | 0.3 | |
21,570 | WiseTech Global Ltd. | 512,615 | 0.0 | |
137,132 | Woodside Petroleum Ltd. | 2,406,073 | 0.1 | |
181,493 | Woolworths Group Ltd. | 5,501,138 | 0.2 | |
164,601,919 | 7.1 | |||
Austria: 0.2% | ||||
40,143 | (1) | Erste Group Bank AG | 1,222,858 | 0.1 |
21,162 | OMV AG | 845,271 | 0.1 | |
21,270 | (1) | Raiffeisen International Bank Holding AG | 432,239 | 0.0 |
9,785 | (3) | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | 831,301 | 0.0 |
16,676 | Voestalpine AG | 595,174 | 0.0 | |
3,926,843 | 0.2 | |||
Belgium: 0.9% | ||||
25,160 | Ageas SA/NV | 1,336,167 | 0.1 | |
109,486 | Anheuser-Busch InBev SA/NV | 7,638,436 | 0.3 | |
4,439 | Elia System Operator SA/NV | 529,837 | 0.0 | |
7,957 | Etablissements Franz Colruyt NV | 471,158 | 0.0 | |
6,095 | (1) | Galapagos NV | 603,245 | 0.0 |
16,231 | Groupe Bruxelles Lambert S.A. | 1,635,978 | 0.1 | |
35,900 | (1) | KBC Group NV | 2,512,309 | 0.1 |
21,857 | Proximus SADP | 431,746 | 0.0 | |
2,215 | Sofina SA | 749,278 | 0.0 | |
10,649 | Solvay S.A. | 1,255,877 | 0.1 | |
18,167 | UCB S.A. | 1,876,592 | 0.1 | |
28,324 | Umicore SA | 1,361,387 | 0.1 | |
20,402,010 | 0.9 | |||
China: 0.1% | ||||
531,917 | BOC Hong Kong Holdings Ltd. | 1,612,361 | 0.1 | |
247,400 | (4) | Budweiser Brewing Co. APAC Ltd. | 817,245 | 0.0 |
2,429,606 | 0.1 | |||
Denmark: 2.5% | ||||
23,484 | (3) | Ambu A/S | 1,008,859 | 0.0 |
464 | AP Moller - Maersk A/S - Class A | 958,523 | 0.0 | |
881 | AP Moller - Maersk A/S - Class B | 1,960,447 | 0.1 | |
14,802 | Carlsberg A/S | 2,372,944 | 0.1 | |
15,157 | (1) | Chr Hansen Holding A/S | 1,566,047 | 0.1 |
17,070 | Coloplast A/S | 2,610,496 | 0.1 | |
99,110 | (1) | Danske Bank A/S | 1,638,033 | 0.1 |
29,745 | DSV PANALPINA A/S | 4,998,998 | 0.2 | |
9,380 | (1) | Genmab A/S | 3,803,533 | 0.2 |
18,398 | GN Store Nord A/S | 1,466,581 | 0.1 | |
10,494 | H Lundbeck A/S | 359,252 | 0.0 |
See Accompanying Notes to Financial Statements
20
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
247,424 | Novo Nordisk A/S | 17,260,094 | 0.8 | |
29,907 | Novozymes A/S | 1,703,501 | 0.1 | |
27,182 | (4) | Orsted A/S | 5,561,581 | 0.2 |
14,369 | Pandora A/S | 1,608,147 | 0.1 | |
1,157 | Rockwool International AS | 433,014 | 0.0 | |
18,035 | Tryg A/S | 567,222 | 0.0 | |
28,296 | Vestas Wind Systems A/S | 6,684,349 | 0.3 | |
15,563 | (1) | Demant A/S | 615,138 | 0.0 |
57,176,759 | 2.5 | |||
Finland: 1.2% | ||||
20,438 | Elisa OYJ | 1,120,390 | 0.1 | |
63,820 | Fortum OYJ | 1,541,891 | 0.1 | |
39,236 | Kesko OYJ | 1,007,050 | 0.0 | |
48,839 | Kone Oyj | 3,979,385 | 0.2 | |
60,790 | Neste Oyj | 4,413,556 | 0.2 | |
812,398 | (1) | Nokia OYJ - Finland | 3,137,725 | 0.1 |
465,545 | (1) | Nordea Bank Abp | 3,815,323 | 0.2 |
15,121 | Orion Oyj | 694,578 | 0.0 | |
67,683 | Sampo OYJ | 2,893,671 | 0.1 | |
83,592 | Stora Enso OYJ | 1,600,586 | 0.1 | |
76,693 | UPM-Kymmene OYJ | 2,859,991 | 0.1 | |
63,769 | Wartsila OYJ | 638,221 | 0.0 | |
27,702,367 | 1.2 | |||
France: 10.2% | ||||
26,272 | (1) | Accor S.A. | 953,163 | 0.0 |
4,266 | (1) | Aeroports de Paris | 551,917 | 0.0 |
68,023 | Air Liquide SA | 11,152,091 | 0.5 | |
36,336 | (1) | Alstom SA | 2,069,653 | 0.1 |
8,715 | (1),(4) | Amundi SA | 710,284 | 0.0 |
9,924 | Arkema SA | 1,135,516 | 0.1 | |
14,122 | (1),(3) | Atos SE | 1,289,552 | 0.1 |
277,916 | AXA S.A. | 6,665,035 | 0.3 | |
5,953 | BioMerieux | 837,849 | 0.0 | |
161,625 | (1) | BNP Paribas | 8,532,486 | 0.4 |
126,799 | Bollore SA | 524,964 | 0.0 | |
32,755 | Bouygues SA | 1,347,139 | 0.1 | |
42,210 | (1) | Bureau Veritas SA | 1,126,778 | 0.1 |
23,131 | Capgemini SE | 3,598,060 | 0.2 | |
86,998 | Carrefour S.A. | 1,489,781 | 0.1 | |
74,352 | (1) | Cie de Saint-Gobain | 3,419,606 | 0.1 |
24,384 | Cie Generale des Etablissements Michelin SCA | 3,139,588 | 0.1 | |
24,666 | (1) | CNP Assurances | 400,747 | 0.0 |
7,468 | Covivio | 685,274 | 0.0 | |
165,800 | (1) | Credit Agricole SA | 2,096,020 | 0.1 |
88,730 | Danone | 5,838,945 | 0.3 | |
360 | (1) | Dassault Aviation SA | 392,010 | 0.0 |
18,986 | Dassault Systemes SE | 3,850,710 | 0.2 | |
35,423 | Edenred | 2,011,704 | 0.1 | |
12,165 | (1) | Eiffage SA | 1,175,885 | 0.1 |
89,191 | (1) | Electricite de France SA | 1,411,380 | 0.1 |
262,444 | (1) | Engie SA | 4,023,246 | 0.2 |
40,865 | EssilorLuxottica SA | 6,368,135 | 0.3 | |
5,897 | (1) | Eurazeo SE | 400,697 | 0.0 |
11,897 | (1) | Faurecia SE | 609,559 | 0.0 |
6,588 | Gecina S.A. | 1,024,428 | 0.0 | |
63,224 | (1) | Getlink SE | 1,093,845 | 0.0 |
4,551 | Hermes International | 4,893,562 | 0.2 | |
2,126 | Iliad SA | 436,390 | 0.0 | |
5,419 | Ipsen SA | 448,085 | 0.0 | |
10,887 | Kering SA | 7,901,017 | 0.3 | |
28,269 | (3) | Klepierre SA | 637,575 | 0.0 |
12,351 | (4) | La Francaise des Jeux SAEM | 566,118 | 0.0 |
38,358 | Legrand S.A. | 3,431,356 | 0.1 | |
36,164 | L'Oreal S.A. | 13,798,370 | 0.6 | |
39,880 | LVMH Moet Hennessy Louis Vuitton SE | 24,964,786 | 1.1 | |
136,039 | (1) | Natixis SA | 466,137 | 0.0 |
286,666 | Orange SA | 3,412,746 | 0.1 | |
7,428 | (1) | Orpea SA | 974,043 | 0.0 |
30,096 | Pernod Ricard SA | 5,779,798 | 0.3 | |
84,511 | (1),(3) | Peugeot S.A. | 2,314,375 | 0.1 |
31,129 | Publicis Groupe | 1,547,145 | 0.1 | |
3,243 | Remy Cointreau SA | 605,322 | 0.0 | |
27,620 | (1) | Renault S.A. | 1,208,974 | 0.1 |
46,044 | (1) | Safran S.A. | 6,525,955 | 0.3 |
162,764 | Sanofi | 15,775,482 | 0.7 | |
3,974 | Sartorius Stedim Biotech | 1,413,720 | 0.1 | |
77,389 | Schneider Electric SE | 11,184,765 | 0.5 | |
22,783 | (1) | SCOR SE | 738,997 | 0.0 |
3,253 | SEB SA | 591,501 | 0.0 | |
55,099 | SES S.A. - Luxembourg | 517,112 | 0.0 | |
116,490 | (1) | Societe Generale | 2,421,652 | 0.1 |
12,713 | Sodexo SA | 1,075,179 | 0.0 | |
49,659 | Suez SA | 984,199 | 0.0 | |
8,437 | Teleperformance | 2,800,909 | 0.1 | |
15,311 | Thales S.A. | 1,400,838 | 0.1 | |
362,068 | (3) | Total SE | 15,627,569 | 0.7 |
13,066 | (1) | UbiSoft Entertainment | 1,259,144 | 0.1 |
19,884 | (3) | Unibail-Rodamco-Westfield | 1,548,653 | 0.1 |
32,903 | Valeo SA | 1,297,827 | 0.1 | |
77,436 | Veolia Environnement | 1,909,354 | 0.1 | |
74,778 | Vinci SA | 7,448,547 | 0.3 | |
119,241 | Vivendi SA | 3,846,031 | 0.2 | |
3,853 | Wendel SE | 459,814 | 0.0 | |
34,392 | (1),(4) | Worldline SA/France | 3,341,099 | 0.1 |
235,480,193 | 10.2 | |||
Germany: 8.6% | ||||
27,358 | (1) | Adidas AG | 9,952,916 | 0.4 |
59,944 | Allianz SE | 14,726,532 | 0.6 | |
143,497 | Aroundtown SA | 1,069,898 | 0.1 | |
131,975 | BASF SE | 10,431,594 | 0.5 | |
141,164 | Bayer AG | 8,316,090 | 0.4 | |
47,576 | Bayerische Motoren Werke AG | 4,198,871 | 0.2 | |
3,922 | Bechtle AG | 854,765 | 0.0 | |
14,484 | Beiersdorf AG | 1,665,065 | 0.1 | |
22,201 | Brenntag AG | 1,726,373 | 0.1 | |
5,783 | Carl Zeiss Meditec AG | 766,925 | 0.0 | |
143,961 | (1) | Commerzbank AG | 930,338 | 0.0 |
15,807 | Continental AG | 2,352,625 | 0.1 | |
26,373 | (4) | Covestro AG | 1,624,922 | 0.1 |
122,979 | Daimler AG | 8,716,612 | 0.4 | |
18,561 | (1),(4) | Delivery Hero SE | 2,902,719 | 0.1 |
282,123 | (1) | Deutsche Bank AG | 3,103,048 | 0.1 |
27,302 | Deutsche Boerse AG | 4,648,747 | 0.2 | |
42,945 | (1) | Deutsche Lufthansa AG | 568,237 | 0.0 |
142,138 | Deutsche Post AG | 7,040,873 | 0.3 | |
478,917 | Deutsche Telekom AG | 8,741,428 | 0.4 | |
49,111 | Deutsche Wohnen SE | 2,620,291 | 0.1 | |
322,599 | E.ON AG | 3,572,195 | 0.2 | |
30,133 | Evonik Industries AG | 984,877 | 0.0 | |
60,071 | Fresenius SE & Co. KGaA | 2,777,776 | 0.1 | |
30,623 | Fresenius Medical Care AG & Co. KGaA | 2,553,557 | 0.1 | |
22,045 | GEA Group AG | 788,483 | 0.0 |
See Accompanying Notes to Financial Statements
21
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
8,665 | Hannover Rueck SE | 1,380,814 | 0.1 | |
21,383 | HeidelbergCement AG | 1,592,073 | 0.1 | |
21,230 | (1) | HelloFresh SE | 1,642,177 | 0.1 |
14,932 | Henkel AG & Co. KGaA | 1,438,848 | 0.1 | |
3,723 | Hochtief AG | 362,289 | 0.0 | |
187,598 | Infineon Technologies AG | 7,164,065 | 0.3 | |
10,409 | (3) | KION Group AG | 902,685 | 0.0 |
10,424 | Knorr-Bremse AG | 1,422,178 | 0.1 | |
11,938 | LANXESS AG | 907,887 | 0.0 | |
10,254 | LEG Immobilien AG | 1,590,845 | 0.1 | |
18,571 | Merck KGaA | 3,185,176 | 0.1 | |
7,629 | MTU Aero Engines AG | 1,988,634 | 0.1 | |
20,131 | Muenchener Rueckversicherungs-Gesellschaft AG | 5,981,412 | 0.3 | |
8,299 | Nemetschek SE | 616,764 | 0.0 | |
14,087 | (1) | Puma SE | 1,585,157 | 0.1 |
735 | (3) | Rational AG | 683,756 | 0.0 |
92,308 | RWE AG | 3,905,275 | 0.2 | |
150,045 | SAP SE | 19,433,529 | 0.8 | |
15,461 | (4) | Scout24 AG | 1,263,370 | 0.1 |
109,923 | Siemens AG | 15,833,925 | 0.7 | |
57,548 | (1) | Siemens Energy AG | 2,109,093 | 0.1 |
38,617 | (4) | Siemens Healthineers AG | 1,987,268 | 0.1 |
18,487 | Symrise AG | 2,457,710 | 0.1 | |
21,554 | (1),(4) | TeamViewer AG | 1,157,818 | 0.1 |
149,594 | Telefonica Deutschland Holding AG | 412,021 | 0.0 | |
28,922 | Uniper SE | 1,002,137 | 0.0 | |
15,332 | United Internet AG | 645,398 | 0.0 | |
4,665 | Volkswagen AG | 972,663 | 0.0 | |
74,905 | Vonovia SE | 5,470,585 | 0.2 | |
21,802 | (1),(4) | Zalando SE | 2,425,054 | 0.1 |
199,156,363 | 8.6 | |||
Hong Kong: 2.9% | ||||
1,737,299 | AIA Group Ltd. | 21,170,938 | 0.9 | |
44,100 | ASM Pacific Technology Ltd. | 582,414 | 0.0 | |
188,552 | (3) | Bank of East Asia Ltd. | 403,364 | 0.0 |
371,199 | CK Asset Holdings Ltd. | 1,899,388 | 0.1 | |
387,699 | CK Hutchison Holdings Ltd. | 2,706,850 | 0.1 | |
95,402 | CK Infrastructure Holdings Ltd. | 512,347 | 0.0 | |
235,865 | CLP Holdings Ltd. | 2,180,959 | 0.1 | |
241,800 | (1),(4) | ESR Cayman Ltd. | 867,978 | 0.1 |
290,823 | Hang Lung Properties Ltd. | 766,394 | 0.0 | |
109,936 | Hang Seng Bank Ltd. | 1,897,282 | 0.1 | |
209,059 | Henderson Land Development Co., Ltd. | 812,122 | 0.0 | |
381,000 | HK Electric Investments & HK Electric Investments Ltd. | 374,979 | 0.0 | |
543,867 | HKT Trust / HKT Ltd. | 705,358 | 0.0 | |
1,532,078 | Hong Kong & China Gas | 2,292,154 | 0.1 | |
172,988 | Hong Kong Exchanges and Clearing Ltd. | 9,488,691 | 0.4 | |
167,633 | Hongkong Land Holdings Ltd. - HKHGF | 692,352 | 0.0 | |
31,704 | Jardine Matheson Holdings Ltd. | 1,773,462 | 0.1 | |
31,900 | Jardine Strategic Holdings Ltd. | 793,672 | 0.1 | |
295,732 | Link REIT | 2,685,772 | 0.1 | |
30,832 | Melco Resorts & Entertainment Ltd. ADR | 571,934 | 0.0 | |
221,144 | MTR Corp. | 1,236,779 | 0.1 | |
220,273 | New World Development Co. Ltd. | 1,024,800 | 0.1 | |
611,000 | PCCW Ltd. | 367,943 | 0.0 | |
199,345 | Power Assets Holdings Ltd. | 1,079,580 | 0.1 | |
454,626 | Sino Land Co. | 591,612 | 0.0 | |
187,471 | Sun Hung Kai Properties Ltd. | 2,397,563 | 0.1 | |
71,620 | Swire Pacific Ltd. - Class A | 394,512 | 0.0 | |
168,225 | Swire Properties Ltd. | 489,103 | 0.0 | |
197,500 | Techtronic Industries Co., Ltd. | 2,822,952 | 0.1 | |
1,375,500 | (4) | WH Group Ltd. | 1,153,429 | 0.1 |
240,361 | Wharf Real Estate Investment Co. Ltd. | 1,249,182 | 0.1 | |
262,000 | Xinyi Glass Holding Co. Ltd. | 732,825 | 0.0 | |
66,718,690 | 2.9 | |||
Ireland: 0.7% | ||||
51,913 | CRH PLC | 2,207,669 | 0.1 | |
14,153 | DCC PLC | 1,001,502 | 0.0 | |
23,379 | (1) | Flutter Entertainment PLC | 4,753,746 | 0.2 |
63,676 | James Hardie Industries SE | 1,887,169 | 0.1 | |
22,844 | Kerry Group PLC - KYG | 3,317,921 | 0.2 | |
22,123 | (1) | Kingspan Group Plc | 1,551,315 | 0.0 |
35,206 | Smurfit Kappa PLC | 1,636,068 | 0.1 | |
16,355,390 | 0.7 | |||
Israel: 0.6% | ||||
6,098 | Azrieli Group Ltd. | 387,571 | 0.0 | |
163,161 | (1) | Bank Hapoalim BM | 1,120,629 | 0.1 |
208,766 | Bank Leumi Le-Israel BM | 1,232,295 | 0.1 | |
16,112 | (1) | Check Point Software Technologies | 2,141,446 | 0.1 |
5,566 | (1) | CyberArk Software Ltd. | 899,410 | 0.0 |
3,810 | Elbit Systems Ltd. | 502,248 | 0.0 | |
101,201 | ICL Group Ltd. | 516,601 | 0.0 | |
167,257 | Israel Discount Bank Ltd. | 645,789 | 0.0 | |
20,148 | Mizrahi Tefahot Bank Ltd. | 467,384 | 0.0 | |
8,966 | (1) | Nice Ltd. | 2,536,639 | 0.1 |
157,415 | (1) | Teva Pharmaceutical Industries Ltd. ADR | 1,519,055 | 0.1 |
7,917 | (1) | Wix.com Ltd. | 1,978,933 | 0.1 |
13,948,000 | 0.6 | |||
Italy: 2.1% | ||||
17,887 | (1) | Amplifon S.p.A. | 743,490 | 0.0 |
158,523 | Assicurazioni Generali S.p.A. | 2,775,467 | 0.1 | |
71,195 | (1) | Atlantia S.p.A | 1,285,629 | 0.1 |
83,456 | Davide Campari-Milano NV | 956,595 | 0.0 | |
3,618 | DiaSorin SpA | 755,400 | 0.0 | |
1,168,668 | Enel S.p.A. | 11,890,816 | 0.5 | |
365,534 | (1) | ENI S.p.A. | 3,816,046 | 0.2 |
18,112 | Ferrari NV | 4,200,900 | 0.2 | |
87,585 | (1) | FinecoBank Banca Fineco SpA | 1,444,445 | 0.1 |
48,278 | (4) | Infrastrutture Wireless Italiane SpA | 585,246 | 0.0 |
2,376,145 | (1) | Intesa Sanpaolo SpA | 5,616,506 | 0.3 |
89,241 | (1),(3) | Mediobanca Banca di Credito Finanziario SpA | 826,083 | 0.0 |
27,838 | (1),(3) | Moncler SpA | 1,711,487 | 0.1 |
See Accompanying Notes to Financial Statements
22
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
63,144 | (1),(4) | Nexi SpA | 1,256,502 | 0.1 |
75,071 | (4) | Poste Italiane SpA | 767,879 | 0.0 |
34,678 | Prysmian SpA | 1,234,274 | 0.1 | |
15,025 | Recordati Industria Chimica e Farmaceutica SpA | 835,517 | 0.0 | |
292,680 | Snam SpA | 1,652,928 | 0.1 | |
1,201,484 | Telecom Italia S.p.A. - TIT | 557,665 | 0.0 | |
866,124 | Telecom Italia S.p.A. - TITR | 451,305 | 0.0 | |
202,170 | Terna Rete Elettrica Nazionale SpA | 1,553,501 | 0.1 | |
305,396 | (1) | UniCredit SpA | 2,861,360 | 0.1 |
47,779,041 | 2.1 | |||
Japan: 25.0% | ||||
5,000 | ABC-Mart, Inc. | 278,012 | 0.0 | |
60,143 | Acom Co., Ltd. | 256,796 | 0.0 | |
28,700 | Advantest Corp. | 2,149,683 | 0.1 | |
15,442 | Aeon Mall Co., Ltd. | 255,037 | 0.0 | |
93,980 | Aeon Co., Ltd. | 3,083,142 | 0.1 | |
27,721 | AGC, Inc. | 969,377 | 0.1 | |
26,443 | Air Water, Inc. | 470,506 | 0.0 | |
23,311 | Aisin Seiki Co., Ltd. | 699,079 | 0.0 | |
67,028 | Ajinomoto Co., Inc. | 1,518,837 | 0.1 | |
27,068 | Alfresa Holdings Corp. | 496,137 | 0.0 | |
46,389 | Amada Co. Ltd. | 510,473 | 0.0 | |
22,489 | (1) | ANA Holdings, Inc. | 496,908 | 0.0 |
65,258 | (3) | Asahi Group Holdings, Ltd. | 2,687,469 | 0.1 |
28,100 | Asahi Intecc Co. Ltd. | 1,026,361 | 0.1 | |
180,353 | Asahi Kasei Corp. | 1,848,642 | 0.1 | |
267,520 | Astellas Pharma, Inc. | 4,142,215 | 0.2 | |
17,700 | Azbil Corp. | 968,228 | 0.1 | |
28,693 | Bandai Namco Holdings, Inc. | 2,484,836 | 0.1 | |
8,211 | Bank of Kyoto Ltd./The | 428,108 | 0.0 | |
76,843 | Bridgestone Corp. | 2,520,132 | 0.1 | |
32,086 | Brother Industries Ltd. | 662,367 | 0.0 | |
12,501 | Calbee, Inc. | 376,837 | 0.0 | |
143,793 | (3) | Canon, Inc. | 2,785,635 | 0.1 |
12,600 | Capcom Co., Ltd. | 817,144 | 0.0 | |
27,887 | Casio Computer Co., Ltd. | 510,346 | 0.0 | |
20,728 | Central Japan Railway Co. | 2,931,010 | 0.1 | |
76,166 | Chiba Bank Ltd. | 420,305 | 0.0 | |
92,542 | Chubu Electric Power Co., Inc. | 1,116,795 | 0.1 | |
96,518 | Chugai Pharmaceutical Co., Ltd. | 5,149,732 | 0.2 | |
41,772 | Chugoku Electric Power Co., Inc. | 490,217 | 0.0 | |
18,700 | (3) | Coca-Cola Bottlers Japan, Inc. | 292,099 | 0.0 |
147,709 | Concordia Financial Group Ltd. | 521,055 | 0.0 | |
2,900 | Cosmos Pharmaceutical Corp. | 468,286 | 0.0 | |
14,500 | CyberAgent, Inc. | 1,000,277 | 0.1 | |
34,974 | Dai Nippon Printing Co., Ltd. | 629,100 | 0.0 | |
14,500 | Daifuku Co., Ltd. | 1,794,311 | 0.1 | |
154,983 | Dai-ichi Life Holdings, Inc. | 2,334,881 | 0.1 | |
244,479 | Daiichi Sankyo Co., Ltd. | 8,378,344 | 0.4 | |
35,798 | Daikin Industries Ltd. | 7,963,879 | 0.4 | |
9,381 | Daito Trust Construction Co., Ltd. | 876,698 | 0.0 | |
81,454 | Daiwa House Industry Co., Ltd. | 2,421,848 | 0.1 | |
284 | Daiwa House REIT Investment Corp. | 702,579 | 0.0 | |
207,521 | Daiwa Securities Group, Inc. | 945,224 | 0.1 | |
62,267 | Denso Corp. | 3,706,181 | 0.2 | |
31,103 | (3) | Dentsu Group, Inc. | 925,683 | 0.1 |
4,100 | Disco Corp. | 1,381,835 | 0.1 | |
43,433 | East Japan Railway Co. | 2,897,650 | 0.1 | |
36,179 | Eisai Co., Ltd. | 2,587,276 | 0.1 | |
440,964 | ENEOS Holdings, Inc. | 1,583,811 | 0.1 | |
27,493 | Fanuc Ltd. | 6,786,623 | 0.3 | |
8,342 | Fast Retailing Co., Ltd. | 7,480,103 | 0.3 | |
18,223 | Fuji Electric Co. Ltd. | 657,779 | 0.0 | |
51,760 | Fuji Film Holdings Corp. | 2,730,445 | 0.1 | |
28,213 | Fujitsu Ltd. | 4,077,779 | 0.2 | |
24,643 | Fukuoka Financial Group, Inc. | 439,260 | 0.0 | |
591 | GLP J-Reit | 932,605 | 0.1 | |
5,900 | GMO Payment Gateway, Inc. | 792,862 | 0.0 | |
33,500 | Hakuhodo DY Holdings, Inc. | 460,317 | 0.0 | |
20,142 | Hamamatsu Photonics KK | 1,152,401 | 0.1 | |
32,857 | Hankyu Hanshin Holdings, Inc. | 1,092,893 | 0.1 | |
5,500 | Harmonic Drive Systems, Inc. | 492,177 | 0.0 | |
3,000 | Hikari Tsushin, Inc. | 703,902 | 0.0 | |
41,232 | Hino Motors Ltd. | 351,989 | 0.0 | |
4,664 | Hirose Electric Co., Ltd. | 707,861 | 0.0 | |
7,329 | Hisamitsu Pharmaceutical Co., Inc. | 435,642 | 0.0 | |
15,410 | Hitachi Construction Machinery Co., Ltd. | 438,160 | 0.0 | |
139,091 | Hitachi Ltd. | 5,489,826 | 0.2 | |
30,810 | Hitachi Metals Ltd. | 468,433 | 0.0 | |
234,242 | Honda Motor Co., Ltd. | 6,609,442 | 0.3 | |
7,300 | Hoshizaki Corp. | 670,318 | 0.0 | |
54,037 | Hoya Corp. | 7,483,844 | 0.3 | |
43,564 | (3) | Hulic Co. Ltd. | 479,211 | 0.0 |
15,200 | Ibiden Co., Ltd. | 710,557 | 0.0 | |
27,755 | Idemitsu Kosan Co., Ltd. | 611,079 | 0.0 | |
21,191 | Iida Group Holdings Co. Ltd. | 428,444 | 0.0 | |
147,016 | Inpex Corp. | 792,756 | 0.0 | |
79,268 | Isuzu Motors Ltd. | 754,603 | 0.0 | |
7,700 | Ito En Ltd. | 487,580 | 0.0 | |
193,616 | Itochu Corp. | 5,568,419 | 0.3 | |
13,800 | Itochu Techno-Solutions Corp. | 492,771 | 0.0 | |
17,378 | (1) | Japan Airlines Co. Ltd. | 335,123 | 0.0 |
7,300 | Japan Airport Terminal Co., Ltd. | 443,014 | 0.0 | |
73,214 | Japan Exchange Group, Inc. | 1,870,750 | 0.1 | |
58,200 | Japan Post Bank Co. Ltd. | 478,382 | 0.0 | |
32,400 | Japan Post Insurance Co. Ltd. | 664,334 | 0.0 | |
226,300 | Japan Post Holdings Co. Ltd. | 1,762,683 | 0.1 | |
189 | Japan Real Estate Investment Corp. | 1,092,107 | 0.1 |
See Accompanying Notes to Financial Statements
23
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
377 | Japan Retail Fund Investment Corp. | 686,120 | 0.0 | |
172,502 | Japan Tobacco, Inc. | 3,516,827 | 0.2 | |
70,602 | (1) | JFE Holdings, Inc. | 677,871 | 0.0 |
29,235 | JSR Corp. | 815,147 | 0.0 | |
64,554 | Kajima Corp. | 865,993 | 0.0 | |
19,323 | Kakaku.com, Inc. | 528,935 | 0.0 | |
101,162 | Kansai Electric Power Co., Inc. | 956,798 | 0.1 | |
25,453 | Kansai Paint Co., Ltd. | 784,598 | 0.0 | |
69,175 | (3) | Kao Corp. | 5,344,198 | 0.2 |
231,801 | KDDI Corp. | 6,872,960 | 0.3 | |
13,900 | Keihan Holdings Co., Ltd. | 666,411 | 0.0 | |
31,708 | Keikyu Corp. | 543,969 | 0.0 | |
14,768 | Keio Corp. | 1,145,776 | 0.1 | |
18,598 | Keisei Electric Railway Co., Ltd. | 629,541 | 0.0 | |
26,188 | Keyence Corp. | 14,731,196 | 0.6 | |
20,934 | Kikkoman Corp. | 1,456,943 | 0.1 | |
24,697 | Kintetsu Group Holdings Co., Ltd. | 1,082,354 | 0.1 | |
118,256 | (3) | Kirin Holdings Co., Ltd. | 2,792,379 | 0.1 |
7,000 | Kobayashi Pharmaceutical Co., Ltd. | 855,584 | 0.0 | |
17,700 | Kobe Bussan Co. Ltd. | 543,833 | 0.0 | |
6,500 | Koei Tecmo Holdings Co. Ltd. | 396,816 | 0.0 | |
15,000 | Koito Manufacturing Co., Ltd. | 1,020,839 | 0.1 | |
125,783 | Komatsu Ltd. | 3,471,395 | 0.2 | |
13,466 | Konami Holdings Corp. | 757,681 | 0.0 | |
4,800 | Kose Corp. | 820,224 | 0.0 | |
149,122 | (3) | Kubota Corp. | 3,257,962 | 0.2 |
45,867 | Kuraray Co., Ltd. | 488,353 | 0.0 | |
14,248 | Kurita Water Industries, Ltd. | 544,625 | 0.0 | |
46,094 | Kyocera Corp. | 2,829,177 | 0.1 | |
38,814 | Kyowa Kirin Co., Ltd. | 1,059,935 | 0.1 | |
54,460 | Kyushu Electric Power Co., Inc. | 469,818 | 0.0 | |
21,500 | Kyushu Railway Co. | 463,818 | 0.0 | |
10,900 | Lasertec Corp. | 1,279,365 | 0.1 | |
7,164 | Lawson, Inc. | 333,384 | 0.0 | |
32,300 | (3) | Lion Corp. | 782,460 | 0.0 |
39,692 | LIXIL Group Corp. | 860,787 | 0.0 | |
63,400 | M3, Inc. | 5,989,229 | 0.3 | |
32,208 | Makita Corp. | 1,615,461 | 0.1 | |
237,256 | Marubeni Corp. | 1,580,697 | 0.1 | |
27,319 | (3) | Marui Group Co., Ltd. | 481,088 | 0.0 |
81,766 | Mazda Motor Corp. | 547,334 | 0.0 | |
9,500 | (3) | McDonald's Holdings Co. Japan Ltd. | 460,382 | 0.0 |
26,400 | Medipal Holdings Corp. | 496,460 | 0.0 | |
16,488 | MEIJI Holdings Co., Ltd. | 1,160,421 | 0.1 | |
12,300 | (1) | Mercari, Inc. | 545,244 | 0.0 |
52,200 | Minebea Mitsumi, Inc. | 1,038,508 | 0.1 | |
40,800 | MISUMI Group, Inc. | 1,339,355 | 0.1 | |
183,948 | Mitsubishi Chemical Holdings Corp. | 1,114,421 | 0.1 | |
192,093 | Mitsubishi Corp. | 4,735,446 | 0.2 | |
262,261 | Mitsubishi Electric Corp. | 3,963,721 | 0.2 | |
169,927 | Mitsubishi Estate Co., Ltd. | 2,731,210 | 0.1 | |
22,639 | Mitsubishi Gas Chemical Co., Inc. | 520,593 | 0.0 | |
46,019 | Mitsubishi Heavy Industries Ltd. | 1,409,382 | 0.1 | |
1,756,406 | Mitsubishi UFJ Financial Group, Inc. | 7,776,698 | 0.3 | |
60,776 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 291,840 | 0.0 | |
234,401 | Mitsui & Co., Ltd. | 4,297,577 | 0.2 | |
26,514 | Mitsui Chemicals, Inc. | 778,858 | 0.0 | |
131,719 | Mitsui Fudosan Co., Ltd. | 2,758,139 | 0.1 | |
12,600 | Miura Co., Ltd. | 703,435 | 0.0 | |
346,706 | Mizuho Financial Group, Inc. | 4,400,457 | 0.2 | |
18,000 | MonotaRO Co. Ltd. | 914,199 | 0.1 | |
63,854 | MS&AD Insurance Group Holdings, Inc. | 1,942,761 | 0.1 | |
82,544 | Murata Manufacturing Co., Ltd. | 7,472,671 | 0.3 | |
16,221 | Nabtesco Corp. | 711,984 | 0.0 | |
26,900 | (3) | Nagoya Railroad Co., Ltd. | 709,779 | 0.0 |
37,220 | NEC Corp. | 1,999,073 | 0.1 | |
69,800 | Nexon Co. Ltd. | 2,153,673 | 0.1 | |
37,069 | NGK Insulators Ltd. | 572,780 | 0.0 | |
22,085 | NGK Spark Plug Co., Ltd. | 377,145 | 0.0 | |
11,809 | NH Foods Ltd. | 520,121 | 0.0 | |
64,184 | Nidec Corp. | 8,119,787 | 0.4 | |
21,500 | Nihon M&A Center, Inc. | 1,437,775 | 0.1 | |
16,094 | Nintendo Co., Ltd. | 10,331,405 | 0.5 | |
301 | Nippon Prologis REIT, Inc. | 940,342 | 0.1 | |
212 | Nippon Building Fund, Inc. | 1,229,536 | 0.1 | |
10,322 | Nippon Express Co., Ltd. | 694,327 | 0.0 | |
21,017 | Nippon Paint Holdings Co., Ltd. | 2,309,400 | 0.1 | |
21,825 | Nippon Sanso Holdings Corp. | 405,978 | 0.0 | |
6,500 | Nippon Shinyaku Co., Ltd. | 426,659 | 0.0 | |
116,080 | (1) | Nippon Steel Corp. | 1,497,105 | 0.1 |
184,996 | Nippon Telegraph & Telephone Corp. | 4,746,813 | 0.2 | |
22,003 | Nippon Yusen KK | 513,347 | 0.0 | |
17,800 | Nissan Chemical Corp. | 1,116,141 | 0.1 | |
333,592 | (1) | Nissan Motor Co., Ltd. | 1,808,206 | 0.1 |
28,467 | Nisshin Seifun Group, Inc. | 453,472 | 0.0 | |
9,117 | Nissin Food Products Co., Ltd. | 781,468 | 0.0 | |
11,506 | Nitori Co., Ltd. | 2,405,922 | 0.1 | |
22,742 | Nitto Denko Corp. | 2,037,229 | 0.1 | |
451,826 | Nomura Holdings, Inc. | 2,388,836 | 0.1 | |
17,345 | Nomura Real Estate Holdings, Inc. | 384,602 | 0.0 | |
610 | Nomura Real Estate Master Fund, Inc. | 872,936 | 0.0 | |
45,968 | Nomura Research Institute Ltd. | 1,644,438 | 0.1 | |
51,449 | NSK Ltd. | 447,740 | 0.0 | |
90,720 | NTT Data Corp. | 1,241,803 | 0.1 | |
93,315 | Obayashi Corp. | 805,735 | 0.0 | |
10,000 | Obic Co., Ltd. | 2,009,778 | 0.1 | |
42,427 | Odakyu Electric Railway Co., Ltd. | 1,332,556 | 0.1 | |
123,826 | Oji Holdings Corp. | 704,953 | 0.0 | |
167,528 | Olympus Corp. | 3,667,841 | 0.2 | |
26,723 | Omron Corp. | 2,385,597 | 0.1 | |
53,190 | Ono Pharmaceutical Co., Ltd. | 1,602,870 | 0.1 | |
5,500 | Oracle Corp. Japan | 716,950 | 0.0 | |
28,780 | Oriental Land Co., Ltd. | 4,755,358 | 0.2 | |
188,763 | ORIX Corp. | 2,903,952 | 0.1 | |
377 | Orix JREIT, Inc. | 623,682 | 0.0 |
See Accompanying Notes to Financial Statements
24
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
53,865 | Osaka Gas Co., Ltd. | 1,104,102 | 0.1 | |
15,022 | Otsuka Corp. | 792,366 | 0.0 | |
56,046 | (3) | Otsuka Holdings Co. Ltd. | 2,401,371 | 0.1 |
59,168 | Pan Pacific International Holdings Corp. | 1,367,000 | 0.1 | |
317,231 | Panasonic Corp. | 3,698,035 | 0.2 | |
13,600 | (1) | PeptiDream, Inc. | 691,791 | 0.0 |
25,500 | Persol Holdings Co. Ltd. | 460,701 | 0.0 | |
16,600 | (3) | Pigeon Corp. | 685,127 | 0.0 |
13,800 | (3) | Pola Orbis Holdings, Inc. | 280,231 | 0.0 |
123,670 | (1) | Rakuten, Inc. | 1,190,056 | 0.1 |
194,800 | Recruit Holdings Co. Ltd. | 8,182,176 | 0.4 | |
110,700 | (1) | Renesas Electronics Corp. | 1,158,696 | 0.1 |
300,513 | Resona Holdings, Inc. | 1,052,026 | 0.1 | |
96,332 | Ricoh Co., Ltd. | 633,468 | 0.0 | |
5,166 | Rinnai Corp. | 600,507 | 0.0 | |
12,650 | Rohm Co., Ltd. | 1,226,301 | 0.1 | |
34,300 | Ryohin Keikaku Co., Ltd. | 701,934 | 0.0 | |
51,745 | Santen Pharmaceutical Co., Ltd. | 840,403 | 0.0 | |
33,970 | SBI Holdings, Inc. | 808,118 | 0.0 | |
7,500 | SCSK Corp. | 428,891 | 0.0 | |
30,106 | Secom Co., Ltd. | 2,777,331 | 0.1 | |
24,810 | Sega Sammy Holdings, Inc. | 391,648 | 0.0 | |
30,200 | Seibu Holdings, Inc. | 296,246 | 0.0 | |
40,216 | (3) | Seiko Epson Corp. | 597,615 | 0.0 |
51,319 | Sekisui Chemical Co., Ltd. | 973,076 | 0.1 | |
88,585 | Sekisui House Ltd. | 1,804,636 | 0.1 | |
108,271 | Seven & I Holdings Co., Ltd. | 3,833,940 | 0.2 | |
46,000 | SG Holdings Co. Ltd. | 1,254,249 | 0.1 | |
30,600 | (3) | Sharp Corp. | 464,952 | 0.0 |
31,972 | Shimadzu Corp. | 1,242,750 | 0.1 | |
3,161 | Shimamura Co., Ltd. | 332,142 | 0.0 | |
10,655 | Shimano, Inc. | 2,494,110 | 0.1 | |
79,292 | Shimizu Corp. | 577,190 | 0.0 | |
50,889 | Shin-Etsu Chemical Co., Ltd. | 8,931,827 | 0.4 | |
23,394 | Shinsei Bank Ltd. | 289,006 | 0.0 | |
38,032 | Shionogi & Co., Ltd. | 2,079,269 | 0.1 | |
57,462 | Shiseido Co., Ltd. | 3,977,764 | 0.2 | |
59,881 | Shizuoka Bank Ltd. | 439,545 | 0.0 | |
8,236 | SMC Corp. | 5,030,035 | 0.2 | |
412,700 | SoftBank Corp. | 5,180,208 | 0.2 | |
225,192 | SoftBank Group Corp. | 17,482,799 | 0.8 | |
10,300 | Sohgo Security Services Co., Ltd. | 534,314 | 0.0 | |
48,213 | Sompo Holdings, Inc. | 1,954,692 | 0.1 | |
181,170 | Sony Corp. | 18,256,155 | 0.8 | |
13,200 | Square Enix Holdings Co., Ltd. | 800,325 | 0.0 | |
18,788 | Stanley Electric Co., Ltd. | 606,091 | 0.0 | |
88,435 | Subaru Corp. | 1,769,490 | 0.1 | |
37,700 | Sumco Corp. | 827,829 | 0.0 | |
214,171 | Sumitomo Chemical Co., Ltd. | 863,276 | 0.0 | |
170,755 | Sumitomo Corp. | 2,263,008 | 0.1 | |
25,709 | Sumitomo Dainippon Pharma Co. Ltd. | 379,966 | 0.0 | |
108,333 | Sumitomo Electric Industries Ltd. | 1,435,499 | 0.1 | |
33,380 | Sumitomo Metal Mining Co., Ltd. | 1,484,776 | 0.1 | |
187,451 | Sumitomo Mitsui Financial Group, Inc. | 5,810,635 | 0.3 | |
48,485 | Sumitomo Mitsui Trust Holdings, Inc. | 1,495,991 | 0.1 | |
44,496 | Sumitomo Realty & Development Co., Ltd. | 1,373,716 | 0.1 | |
10,300 | Sundrug Co., Ltd. | 411,659 | 0.0 | |
19,934 | Suntory Beverage & Food Ltd. | 706,050 | 0.0 | |
9,617 | Suzuken Co., Ltd. | 347,885 | 0.0 | |
52,944 | Suzuki Motor Corp. | 2,454,247 | 0.1 | |
24,038 | Sysmex Corp. | 2,892,411 | 0.1 | |
77,311 | T&D Holdings, Inc. | 914,500 | 0.1 | |
16,500 | Taiheiyo Cement Corp. | 413,310 | 0.0 | |
27,361 | Taisei Corp. | 943,914 | 0.1 | |
5,100 | Taisho Pharmaceutical Holdings Co. Ltd. | 343,900 | 0.0 | |
226,522 | Takeda Pharmaceutical Co., Ltd. | 8,197,689 | 0.4 | |
18,612 | TDK Corp. | 2,808,244 | 0.1 | |
25,601 | Teijin Ltd. | 481,762 | 0.0 | |
92,728 | Terumo Corp. | 3,880,321 | 0.2 | |
17,278 | THK Co., Ltd. | 558,785 | 0.0 | |
32,200 | TIS, Inc. | 660,085 | 0.0 | |
27,185 | Tobu Railway Co., Ltd. | 810,554 | 0.0 | |
16,100 | Toho Co., Ltd. | 679,077 | 0.0 | |
10,600 | Toho Gas Co., Ltd. | 702,255 | 0.0 | |
61,413 | Tohoku Electric Power Co., Inc. | 506,852 | 0.0 | |
90,788 | Tokio Marine Holdings, Inc. | 4,677,539 | 0.2 | |
6,500 | Tokyo Century Corp. | 515,833 | 0.0 | |
207,866 | (1) | Tokyo Electric Power Co., Inc. | 549,056 | 0.0 |
21,465 | Tokyo Electron Ltd. | 8,018,527 | 0.4 | |
53,972 | Tokyo Gas Co., Ltd. | 1,249,192 | 0.1 | |
71,794 | Tokyu Corp. | 892,035 | 0.0 | |
87,935 | Tokyu Fudosan Holdings Corp. | 469,715 | 0.0 | |
37,716 | Toppan Printing Co., Ltd. | 532,609 | 0.0 | |
199,203 | Toray Industries, Inc. | 1,181,554 | 0.1 | |
55,661 | Toshiba Corp. | 1,558,977 | 0.1 | |
37,400 | Tosoh Corp. | 584,344 | 0.0 | |
20,334 | Toto Ltd. | 1,223,872 | 0.1 | |
12,688 | Toyo Suisan Kaisha Ltd. | 617,487 | 0.0 | |
9,800 | Toyoda Gosei Co., Ltd. | 284,340 | 0.0 | |
21,105 | Toyota Industries Corp. | 1,676,816 | 0.1 | |
304,758 | Toyota Motor Corp. | 23,518,212 | 1.0 | |
30,454 | Toyota Tsusho Corp. | 1,232,368 | 0.1 | |
19,253 | (1),(3) | Trend Micro, Inc. | 1,108,456 | 0.1 |
5,300 | Tsuruha Holdings, Inc. | 753,680 | 0.0 | |
57,978 | Unicharm Corp. | 2,749,664 | 0.1 | |
426 | United Urban Investment Corp. | 527,396 | 0.0 | |
31,526 | USS Co., Ltd. | 637,485 | 0.0 | |
13,600 | Welcia Holdings Co. Ltd. | 513,025 | 0.0 | |
23,321 | West Japan Railway Co. | 1,221,090 | 0.1 | |
18,485 | Yakult Honsha Co., Ltd. | 932,234 | 0.1 | |
104,137 | Yamada Holdings Co. Ltd. | 553,282 | 0.0 | |
19,307 | Yamaha Corp. | 1,137,652 | 0.1 | |
40,304 | Yamaha Motor Co., Ltd. | 822,646 | 0.0 | |
44,301 | Yamato Holdings Co., Ltd. | 1,131,125 | 0.1 | |
18,200 | (3) | Yamazaki Baking Co., Ltd. | 303,966 | 0.0 |
34,542 | Yaskawa Electric Corp. | 1,722,104 | 0.1 | |
32,773 | Yokogawa Electric Corp. | 653,663 | 0.0 | |
381,044 | Z Holdings Corp. | 2,305,787 | 0.1 |
See Accompanying Notes to Financial Statements
25
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
15,700 | ZOZO, Inc. | 386,758 | 0.0 | |
577,142,000 | 25.0 | |||
Luxembourg: 0.1% | ||||
18,951 | (1) | Eurofins Scientific SE | 1,588,877 | 0.1 |
67,852 | Tenaris S.A. | 549,852 | 0.0 | |
2,138,729 | 0.1 | |||
Macau: 0.2% | ||||
311,159 | Galaxy Entertainment Group Ltd. | 2,422,230 | 0.1 | |
348,402 | Sands China Ltd. | 1,521,611 | 0.1 | |
285,365 | SJM Holdings Ltd. | 319,946 | 0.0 | |
223,679 | (1),(3) | Wynn Macau Ltd. | 376,331 | 0.0 |
4,640,118 | 0.2 | |||
Mexico: 0.0% | ||||
26,465 | Fresnillo PLC | 408,769 | 0.0 | |
Netherlands: 5.3% | ||||
60,781 | (1),(4) | ABN AMRO Bank NV | 595,583 | 0.0 |
2,603 | (1),(3),(4) | Adyen NV | 6,048,143 | 0.3 |
257,114 | Aegon NV | 1,025,588 | 0.0 | |
84,497 | (1) | Airbus SE | 9,273,000 | 0.4 |
27,727 | Akzo Nobel NV | 2,976,048 | 0.1 | |
89,531 | (1) | Altice NV | 579,862 | 0.0 |
103,001 | (1) | ArcelorMittal SA | 2,355,614 | 0.1 |
6,417 | (1),(3) | Argenx SE | 1,890,957 | 0.1 |
61,163 | ASML Holding NV | 29,613,553 | 1.3 | |
15,583 | EXOR NV | 1,265,755 | 0.1 | |
16,555 | Heineken Holding NV | 1,558,282 | 0.1 | |
37,245 | Heineken NV | 4,150,517 | 0.2 | |
560,459 | (1) | ING Groep NV | 5,211,029 | 0.2 |
10,768 | (1) | JDE Peet's NV | 488,438 | 0.0 |
18,162 | (1),(4) | Just Eat Takeaway.com NV | 2,047,807 | 0.1 |
158,162 | Koninklijke Ahold Delhaize NV | 4,461,934 | 0.2 | |
24,766 | Koninklijke DSM NV | 4,259,012 | 0.2 | |
513,314 | Koninklijke KPN NV | 1,560,103 | 0.1 | |
130,875 | (1),(3) | Koninklijke Philips NV | 7,049,873 | 0.3 |
10,103 | (3) | Koninklijke Vopak NV | 530,593 | 0.0 |
41,417 | NN Group NV | 1,790,456 | 0.1 | |
70,035 | Prosus NV | 7,562,242 | 0.3 | |
32,786 | (1) | QIAGEN NV | 1,700,240 | 0.1 |
17,120 | (1) | Randstad NV | 1,108,217 | 0.1 |
589,301 | Royal Dutch Shell PLC - Class A | 10,334,235 | 0.4 | |
532,536 | Royal Dutch Shell PLC - Class B | 9,025,816 | 0.4 | |
39,231 | Wolters Kluwer NV | 3,309,788 | 0.1 | |
121,772,685 | 5.3 | |||
New Zealand: 0.4% | ||||
106,306 | (1) | a2 Milk Co. Ltd. | 924,597 | 0.0 |
179,851 | (1) | Auckland International Airport Ltd. | 983,539 | 0.1 |
82,569 | Fisher & Paykel Healthcare Corp. Ltd. | 1,960,915 | 0.1 | |
97,874 | Mercury NZ Ltd. | 460,614 | 0.0 | |
184,109 | Meridian Energy Ltd. | 986,018 | 0.1 | |
57,476 | Ryman Healthcare Ltd. | 630,574 | 0.0 | |
263,964 | Spark New Zealand Ltd. | 894,105 | 0.0 | |
17,443 | (1) | Xero Ltd. | 1,979,768 | 0.1 |
8,820,130 | 0.4 | |||
Norway: 0.6% | ||||
34,448 | (1) | Adevinta ASA | 579,073 | 0.0 |
136,244 | (1) | DNB ASA | 2,669,784 | 0.1 |
140,392 | Equinor ASA | 2,369,324 | 0.1 | |
28,738 | Gjensidige Forsikring ASA | 641,414 | 0.0 | |
63,158 | Mowi ASA | 1,406,908 | 0.1 | |
193,241 | Norsk Hydro ASA | 899,359 | 0.0 | |
107,922 | Orkla ASA | 1,095,671 | 0.1 | |
10,861 | (1) | Schibsted ASA - Class A | 462,894 | 0.0 |
14,084 | (1) | Schibsted ASA - Class B | 522,806 | 0.0 |
100,518 | Telenor ASA | 1,706,268 | 0.1 | |
25,442 | Yara International ASA | 1,055,475 | 0.1 | |
13,408,976 | 0.6 | |||
Portugal: 0.1% | ||||
399,059 | EDP - Energias de Portugal SA | 2,504,682 | 0.1 | |
72,027 | Galp Energia SGPS SA | 763,222 | 0.0 | |
36,170 | Jeronimo Martins SGPS SA | 608,004 | 0.0 | |
3,875,908 | 0.1 | |||
Singapore: 1.0% | ||||
458,937 | Ascendas Real Estate Investment Trust | 1,036,032 | 0.1 | |
650,915 | CapitaLand Integrated Commercial Trust | 1,064,525 | 0.1 | |
378,996 | CapitaLand Ltd. | 940,392 | 0.1 | |
65,381 | City Developments Ltd. | 394,127 | 0.0 | |
257,920 | DBS Group Holdings Ltd. | 4,887,772 | 0.2 | |
868,912 | Genting Singapore Ltd. | 559,615 | 0.0 | |
209,204 | Keppel Corp., Ltd. | 851,959 | 0.0 | |
309,400 | Mapletree Commercial Trust | 498,744 | 0.0 | |
408,102 | Mapletree Logistics Trust | 621,117 | 0.0 | |
475,122 | Oversea-Chinese Banking Corp., Ltd. | 3,620,664 | 0.2 | |
193,900 | (1) | Singapore Airlines Ltd. | 629,152 | 0.0 |
115,551 | Singapore Exchange Ltd. | 811,630 | 0.0 | |
224,406 | Singapore Technologies Engineering Ltd. | 649,448 | 0.0 | |
1,173,250 | Singapore Telecommunications Ltd. | 2,048,661 | 0.1 | |
296,300 | Suntec Real Estate Investment Trust | 334,170 | 0.0 | |
169,056 | United Overseas Bank Ltd. | 2,881,461 | 0.1 | |
66,600 | UOL Group Ltd. | 388,350 | 0.0 | |
39,600 | Venture Corp. Ltd. | 582,271 | 0.0 | |
276,076 | Wilmar International Ltd. | 972,016 | 0.1 | |
23,772,106 | 1.0 | |||
Spain: 2.4% | ||||
– | (1),(2) | Abertis Infraestructuras SA | – | – |
38,432 | ACS Actividades de Construccion y Servicios SA | 1,276,824 | 0.1 | |
9,699 | (1),(4) | Aena SME SA | 1,686,154 | 0.1 |
64,732 | Amadeus IT Group SA | 4,778,310 | 0.2 | |
958,101 | Banco Bilbao Vizcaya Argentaria SA | 4,748,901 | 0.2 | |
– | (1),(2) | Banco Popular Espanol S.A. | – | – |
2,495,651 | (1),(3) | Banco Santander SA | 7,782,238 | 0.3 |
515,678 | CaixaBank SA | 1,325,427 | 0.1 | |
45,460 | (4) | Cellnex Telecom SA | 2,729,991 | 0.1 |
35,764 | Enagas | 786,794 | 0.0 | |
45,639 | Endesa S.A. | 1,251,821 | 0.1 | |
70,393 | Ferrovial SA - FERE | 1,946,389 | 0.1 | |
42,861 | (3) | Grifols SA | 1,251,382 | 0.0 |
866,582 | Iberdrola S.A. - IBEE | 12,452,964 | 0.5 |
See Accompanying Notes to Financial Statements
26
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
156,741 | Industria de Diseno Textil SA | 4,974,904 | 0.2 | |
42,423 | Naturgy Energy Group SA | 986,504 | 0.0 | |
62,198 | Red Electrica Corp. SA | 1,276,984 | 0.1 | |
210,269 | Repsol SA | 2,118,262 | 0.1 | |
34,256 | Siemens Gamesa Renewable Energy SA | 1,391,002 | 0.1 | |
688,890 | (1) | Telefonica S.A. | 2,740,134 | 0.1 |
38,271 | (1) | Telefonica S.A. | 152,227 | 0.0 |
55,657,212 | 2.4 | |||
Sweden: 3.1% | ||||
45,204 | (1) | Alfa Laval AB | 1,248,376 | 0.1 |
144,020 | Assa Abloy AB | 3,559,024 | 0.2 | |
96,490 | Atlas Copco AB - A Shares | 4,959,239 | 0.2 | |
56,071 | Atlas Copco AB - B Shares | 2,516,886 | 0.1 | |
39,302 | Boliden AB - BOLS | 1,394,332 | 0.1 | |
32,409 | Electrolux AB | 754,058 | 0.0 | |
94,694 | Epiroc AB - A Shares | 1,721,038 | 0.1 | |
56,035 | Epiroc AB - B Shares | 945,967 | 0.0 | |
34,234 | (3) | EQT AB | 868,985 | 0.0 |
87,186 | Essity AB | 2,809,061 | 0.1 | |
22,989 | (4) | Evolution Gaming Group AB | 2,311,189 | 0.1 |
14,547 | (1) | Fastighets AB Balder | 759,562 | 0.0 |
115,437 | (1),(3) | Hennes & Mauritz AB | 2,423,261 | 0.1 |
40,439 | Hexagon AB - B Shares | 3,707,530 | 0.2 | |
60,062 | Husqvarna AB - B Shares | 779,481 | 0.0 | |
14,452 | ICA Gruppen AB | 722,899 | 0.0 | |
15,348 | (1),(3) | Industrivarden AB-Class A | 511,353 | 0.0 |
22,945 | (1) | Industrivarden AB-Class C | 741,635 | 0.0 |
21,274 | Investment AB Latour | 515,314 | 0.0 | |
65,449 | Investor AB - B Shares | 4,763,597 | 0.2 | |
34,761 | Kinnevik AB | 1,746,275 | 0.1 | |
10,921 | (1) | Lundbergforetagen AB | 585,898 | 0.0 |
26,706 | Lundin Energy AB | 723,804 | 0.0 | |
44,808 | Nibe Industrier AB | 1,469,425 | 0.1 | |
162,218 | (1) | Sandvik AB | 4,000,875 | 0.2 |
44,993 | Securitas AB | 725,899 | 0.0 | |
233,857 | (1) | Skandinaviska Enskilda Banken AB | 2,408,140 | 0.1 |
48,879 | Skanska AB | 1,245,634 | 0.1 | |
54,697 | SKF AB - B Shares | 1,423,176 | 0.1 | |
87,058 | (1),(3) | Svenska Cellulosa AB SCA | 1,522,134 | 0.1 |
223,556 | (1) | Svenska Handelsbanken AB | 2,253,451 | 0.1 |
130,126 | (1) | Swedbank AB | 2,282,461 | 0.1 |
23,307 | Swedish Match AB | 1,813,769 | 0.1 | |
71,757 | Tele2 AB | 949,201 | 0.0 | |
419,396 | Telefonaktiebolaget LM Ericsson | 4,988,907 | 0.2 | |
352,582 | (3) | Telia Co. AB | 1,456,112 | 0.1 |
204,563 | (1) | Volvo AB - B Shares | 4,842,641 | 0.2 |
72,450,589 | 3.1 | |||
Switzerland: 9.9% | ||||
264,810 | ABB Ltd. | 7,427,711 | 0.3 | |
22,298 | Adecco Group AG | 1,485,122 | 0.1 | |
70,653 | (1) | Alcon, Inc. | 4,691,087 | 0.2 |
6,662 | Baloise Holding AG | 1,183,651 | 0.1 | |
4,328 | Banque Cantonale Vaudoise | 471,097 | 0.0 | |
433 | Barry Callebaut AG | 1,031,896 | 0.0 | |
15 | Chocoladefabriken Lindt & Sprungli AG - REG - LISN | 1,506,613 | 0.1 | |
147 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 1,432,845 | 0.1 | |
75,006 | Cie Financiere Richemont SA | 6,776,194 | 0.3 | |
28,618 | Clariant AG | 607,160 | 0.0 | |
28,772 | Coca-Cola HBC AG | 931,727 | 0.0 | |
351,623 | Credit Suisse Group AG | 4,539,762 | 0.2 | |
1,177 | (3) | EMS-Chemie Holding AG | 1,132,230 | 0.1 |
5,322 | Geberit AG - Reg | 3,331,418 | 0.1 | |
1,327 | Givaudan | 5,614,301 | 0.2 | |
1,435,915 | (1) | Glencore PLC | 4,560,180 | 0.2 |
32,160 | Julius Baer Group Ltd. | 1,852,787 | 0.1 | |
7,759 | Kuehne & Nagel International AG | 1,760,661 | 0.1 | |
75,228 | LafargeHolcim Ltd.-CHF | 4,129,100 | 0.2 | |
23,631 | Logitech International SA | 2,294,452 | 0.1 | |
10,700 | Lonza Group AG | 6,892,585 | 0.3 | |
413,860 | Nestle SA | 48,922,934 | 2.1 | |
319,041 | Novartis AG | 30,040,248 | 1.3 | |
2,686 | Partners Group | 3,156,163 | 0.1 | |
100,951 | Roche Holding AG | 35,161,089 | 1.5 | |
5,851 | Schindler Holding AG - Part Cert | 1,582,332 | 0.1 | |
2,892 | Schindler Holding AG - Reg | 781,690 | 0.0 | |
870 | SGS SA | 2,622,504 | 0.1 | |
20,373 | Sika AG | 5,553,542 | 0.2 | |
7,865 | (1) | Sonova Holding AG - Reg | 2,045,636 | 0.1 |
91,586 | STMicroelectronics NV-STM1 | 3,388,273 | 0.2 | |
1,486 | Straumann Holding AG | 1,740,732 | 0.1 | |
4,158 | Swatch Group AG - BR | 1,130,324 | 0.1 | |
7,560 | Swatch Group AG - Reg | 398,957 | 0.0 | |
4,369 | Swiss Life Holding AG | 2,038,009 | 0.1 | |
10,916 | Swiss Prime Site AG | 1,070,114 | 0.0 | |
41,048 | Swiss Re Ltd. | 3,867,262 | 0.2 | |
3,722 | Swisscom AG | 2,004,436 | 0.1 | |
9,523 | Temenos AG | 1,326,836 | 0.1 | |
526,777 | UBS Group AG | 7,416,935 | 0.3 | |
6,538 | Vifor Pharma AG | 1,027,595 | 0.0 | |
21,620 | Zurich Insurance Group AG | 9,111,128 | 0.4 | |
228,039,318 | 9.9 | |||
United Arab Emirates: 0.0% | ||||
19,351 | NMC Health PLC | 4,015 | 0.0 | |
United Kingdom: 12.7% | ||||
139,822 | 3i Group PLC | 2,211,559 | 0.1 | |
27,463 | Admiral Group Plc | 1,085,940 | 0.0 | |
176,272 | Anglo American PLC | 5,820,906 | 0.3 | |
56,663 | (3) | Antofagasta PLC | 1,111,683 | 0.0 |
64,562 | Ashtead Group PLC | 3,040,940 | 0.1 | |
51,190 | (1) | Associated British Foods PLC | 1,580,478 | 0.1 |
188,555 | AstraZeneca PLC | 18,801,473 | 0.8 | |
139,313 | (4) | Auto Trader Group PLC | 1,133,973 | 0.0 |
16,780 | AVEVA Group PLC | 732,592 | 0.0 | |
564,361 | Aviva PLC | 2,510,301 | 0.1 |
See Accompanying Notes to Financial Statements
27
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
462,008 | BAE Systems PLC | 3,081,033 | 0.1 | |
2,491,220 | (1) | Barclays PLC | 4,997,631 | 0.2 |
146,319 | (1) | Barratt Developments PLC | 1,337,666 | 0.1 |
18,063 | Berkeley Group Holdings PLC | 1,168,454 | 0.1 | |
2,911,163 | BP PLC | 10,045,694 | 0.4 | |
329,652 | British American Tobacco PLC | 12,242,266 | 0.5 | |
126,497 | British Land Co. PLC | 847,217 | 0.0 | |
1,277,965 | BT Group PLC | 2,303,484 | 0.1 | |
48,394 | Bunzl PLC | 1,615,778 | 0.1 | |
58,153 | (1) | Burberry Group PLC | 1,420,105 | 0.1 |
147,038 | (1) | CNH Industrial NV | 1,848,318 | 0.1 |
23,965 | Coca-Cola European Partners PLC - EUR | 1,158,890 | 0.0 | |
5,401 | Coca-Cola European Partners PLC - USD | 269,132 | 0.0 | |
256,304 | Compass Group PLC | 4,780,427 | 0.2 | |
60,857 | CRH PLC - London | 2,571,457 | 0.1 | |
20,043 | Croda International PLC | 1,802,469 | 0.1 | |
335,836 | Diageo PLC | 13,288,641 | 0.6 | |
196,072 | Direct Line Insurance Group PLC | 857,563 | 0.0 | |
83,735 | (1),(3) | Entain PLC | 1,298,800 | 0.1 |
73,269 | Evraz PLC | 468,257 | 0.0 | |
131,650 | Experian PLC | 5,001,215 | 0.2 | |
32,291 | Ferguson PLC | 3,923,376 | 0.2 | |
157,734 | (1) | Fiat Chrysler Automobiles NV | 2,849,616 | 0.1 |
720,898 | GlaxoSmithKline PLC | 13,190,991 | 0.6 | |
54,551 | Halma PLC | 1,826,931 | 0.1 | |
47,708 | Hargreaves Lansdown PLC | 993,382 | 0.0 | |
24,835 | Hikma Pharmaceuticals PLC | 853,596 | 0.0 | |
2,926,369 | (1) | HSBC Holdings PLC | 15,115,429 | 0.7 |
135,989 | Imperial Brands PLC | 2,852,318 | 0.1 | |
215,839 | (1) | Informa PLC | 1,613,910 | 0.1 |
24,934 | (1) | InterContinental Hotels Group PLC | 1,616,102 | 0.1 |
23,191 | Intertek Group PLC | 1,791,282 | 0.1 | |
255,044 | J Sainsbury Plc | 783,932 | 0.0 | |
62,930 | (1) | JD Sports Fashion PLC | 739,319 | 0.0 |
27,809 | Johnson Matthey PLC | 921,332 | 0.0 | |
303,202 | (1) | Kingfisher PLC | 1,120,377 | 0.0 |
101,215 | Land Securities Group PLC | 934,825 | 0.0 | |
857,184 | Legal & General Group PLC | 3,123,939 | 0.1 | |
10,166,272 | (1) | Lloyds Banking Group Plc | 5,068,483 | 0.2 |
45,449 | London Stock Exchange Group PLC | 5,610,078 | 0.2 | |
373,578 | M&G PLC | 1,008,353 | 0.0 | |
698,074 | (1) | Melrose Industries PLC | 1,700,786 | 0.1 |
69,770 | Mondi PLC | 1,634,844 | 0.1 | |
504,321 | National Grid PLC | 5,959,789 | 0.3 | |
695,153 | (1) | Natwest Group PLC | 1,589,113 | 0.1 |
19,104 | (1) | Next PLC | 1,842,130 | 0.1 |
69,838 | (1) | Ocado Group PLC | 2,183,846 | 0.1 |
108,113 | (3) | Pearson PLC | 992,290 | 0.0 |
45,827 | Persimmon PLC | 1,729,642 | 0.1 | |
78,941 | Phoenix Group Holdings PLC | 756,493 | 0.0 | |
374,864 | Prudential PLC | 6,893,001 | 0.3 | |
102,079 | Reckitt Benckiser Group PLC | 9,110,998 | 0.4 | |
277,513 | Relx PLC (GBP Exchange) | 6,790,038 | 0.3 | |
266,449 | (1) | Rentokil Initial Plc | 1,857,732 | 0.1 |
161,222 | Rio Tinto PLC | 12,135,700 | 0.5 | |
1,202,019 | (1) | Rolls-Royce Holdings PLC | 1,819,170 | 0.1 |
148,650 | RSA Insurance Group PLC | 1,377,819 | 0.1 | |
156,734 | Sage Group PLC/The | 1,244,505 | 0.1 | |
17,863 | Schroders PLC | 814,483 | 0.0 | |
171,111 | Segro PLC | 2,220,298 | 0.1 | |
34,193 | Severn Trent PLC | 1,067,440 | 0.0 | |
125,692 | Smith & Nephew PLC | 2,610,938 | 0.1 | |
56,931 | Smiths Group PLC | 1,171,016 | 0.1 | |
10,595 | Spirax-Sarco Engineering PLC | 1,635,488 | 0.1 | |
149,351 | SSE PLC | 3,059,189 | 0.1 | |
77,109 | St. James's Place PLC | 1,193,193 | 0.1 | |
385,483 | (1) | Standard Chartered PLC | 2,447,800 | 0.1 |
322,136 | Standard Life Aberdeen PLC | 1,234,751 | 0.1 | |
523,630 | (1) | Taylor Wimpey PLC | 1,184,433 | 0.1 |
1,407,214 | Tesco PLC | 4,440,847 | 0.2 | |
159,825 | Unilever PLC | 9,585,311 | 0.4 | |
217,970 | Unilever PLC | 13,198,239 | 0.6 | |
97,980 | United Utilities Group PLC | 1,198,393 | 0.1 | |
3,847,009 | Vodafone Group PLC | 6,318,678 | 0.3 | |
29,002 | (1) | Whitbread PLC | 1,228,428 | 0.1 |
345,577 | WM Morrison Supermarkets PLC | 836,197 | 0.0 | |
176,067 | WPP PLC | 1,907,864 | 0.1 | |
293,342,795 | 12.7 | |||
Total Common Stock | ||||
(Cost $1,664,539,814) | 2,261,150,531 | 97.9 | ||
PREFERRED STOCK: 0.6% | ||||
Germany: 0.6% | ||||
8,172 | Bayerische Motoren Werke AG | 550,504 | 0.0 | |
9,987 | Fuchs Petrolub AG | 563,488 | 0.0 | |
25,601 | Henkel AG & Co. KGaA | 2,886,611 | 0.2 | |
22,002 | Porsche AG | 1,519,820 | 0.1 | |
5,110 | Sartorius AG | 2,152,215 | 0.1 | |
26,667 | Volkswagen AG | 4,983,602 | 0.2 | |
Total Preferred Stock | ||||
(Cost $9,646,986) | 12,656,240 | 0.6 | ||
RIGHTS: 0.0% | ||||
Spain: 0.0% | ||||
210,269 | (1) | Repsol SA | 72,104 | 0.0 |
Total Rights | ||||
(Cost $74,255) | 72,104 | 0.0 | ||
WARRANTS: 0.0% | ||||
Switzerland: 0.0% | ||||
155,786 | (1) | Cie Financiere Richemont SA | 40,473 | 0.0 |
Total Warrants | ||||
(Cost $–) | 40,473 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $1,674,261,055) | 2,273,919,348 | 98.5 |
See Accompanying Notes to Financial Statements
28
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.7% | ||||
Repurchase Agreements: 2.3% | ||||
2,952,168 | (5) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $2,952,200, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $3,011,211, due 02/03/21-11/20/70) | 2,952,168 | 0.1 |
1,855,649 | (5) | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $1,855,669, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $1,892,762, due 07/01/24-10/01/50) | 1,855,649 | 0.1 |
2,460,604 | (5) | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $2,460,669, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $2,583,634, due 03/01/21-11/20/40) | 2,460,604 | 0.1 |
8,760,776 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,760,843, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $8,935,992, due 01/25/21-10/15/62) | 8,760,776 | 0.4 |
2,998,414 | (5) | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,998,437, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.750%, Market Value plus accrued interest $3,058,382, due 01/14/21-01/20/69) | 2,998,414 | 0.1 |
5,499,851 | (5) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $5,499,929, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $5,609,934, due 01/31/21-05/15/49) | 5,499,851 | 0.2 |
8,134,047 | (5) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,134,109, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $8,296,728, due 09/15/21-01/01/51) | 8,134,047 | 0.4 |
1,209,611 | (5) | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,209,620, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,233,803, due 01/04/21-12/01/50) | 1,209,611 | 0.1 |
See Accompanying Notes to Financial Statements
29
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
3,425,454 | (5) | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,425,503, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,493,963, due 07/01/22-12/01/50) | 3,425,454 | 0.1 | ||
3,913,974 | (5) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,914,030, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $3,992,311, due 02/18/21-01/15/62) | 3,913,974 | 0.2 | ||
3,083,863 | (5) | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,083,907, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $3,146,679, due 02/28/25-05/31/25) | 3,083,863 | 0.1 | ||
8,695,331 | (5) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $8,695,483, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,891,344, due 07/15/22-02/15/47) | 8,695,331 | 0.4 | ||
Total Repurchase Agreements | ||||||
(Cost $52,989,742) | 52,989,742 | 2.3 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds(5): 0.4% | ||||||
8,033,021 | (5),(6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 8,033,021 | 0.3 | ||
1,019,000 | (5),(6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 1,019,000 | 0.0 | ||
1,270,000 | (5),(6) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 1,270,000 | 0.1 | ||
Total Mutual Funds | ||||||
(Cost $10,322,021) | 10,322,021 | 0.4 | ||||
Total Short-Term Investments | ||||||
(Cost $63,311,763) | 63,311,763 | 2.7 | ||||
Total Investments in Securities (Cost $1,737,572,818) | $ | 2,337,231,111 | 101.2 | |||
Liabilities in Excess of Other Assets | (27,076,455) | (1.2) | ||||
Net Assets | $ | 2,310,154,656 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(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, 2020. |
See Accompanying Notes to Financial Statements
30
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.7% | ||||
Communication Services: 12.0% | ||||
29,340 | Activision Blizzard, Inc. | $ 2,724,219 | 0.2 | |
22,674 | (1) | Alphabet, Inc. - Class A | 39,739,359 | 2.7 |
21,962 | (1) | Alphabet, Inc. - Class C | 38,474,788 | 2.6 |
12,725 | (1) | Charter Communications, Inc. | 8,418,224 | 0.6 |
3,860 | Electronic Arts, Inc. | 554,296 | 0.0 | |
233,730 | (1) | Facebook, Inc.- Class A | 63,845,687 | 4.4 |
41,393 | (1) | NetFlix, Inc. | 22,382,437 | 1.5 |
176,139,010 | 12.0 | |||
Consumer Discretionary: 18.1% | ||||
41,273 | (1) | Amazon.com, Inc. | 134,423,272 | 9.2 |
3,977 | (1) | Booking Holdings, Inc. | 8,857,853 | 0.6 |
24,485 | Dollar General Corp. | 5,149,196 | 0.4 | |
58,353 | eBay, Inc. | 2,932,238 | 0.2 | |
52,280 | Home Depot, Inc. | 13,886,614 | 0.9 | |
13,790 | Las Vegas Sands Corp. | 821,884 | 0.1 | |
73,565 | Lowe's Cos, Inc. | 11,807,918 | 0.8 | |
10,362 | McDonald's Corp. | 2,223,478 | 0.2 | |
119,306 | Nike, Inc. - Class B | 16,878,220 | 1.1 | |
27,474 | Ross Stores, Inc. | 3,374,082 | 0.2 | |
65,639 | Starbucks Corp. | 7,022,060 | 0.5 | |
73,602 | (1) | Tesla, Inc. | 51,938,723 | 3.5 |
94,452 | TJX Cos., Inc. | 6,450,127 | 0.4 | |
2,208 | Yum! Brands, Inc. | 239,700 | 0.0 | |
266,005,365 | 18.1 | |||
Consumer Staples: 4.8% | ||||
78,914 | Altria Group, Inc. | 3,235,474 | 0.2 | |
220,873 | Coca-Cola Co. | 12,112,675 | 0.8 | |
37,925 | Costco Wholesale Corp. | 14,289,381 | 1.0 | |
19,268 | Estee Lauder Cos., Inc. | 5,128,949 | 0.4 | |
35,886 | (1) | Monster Beverage Corp. | 3,318,737 | 0.2 |
99,163 | PepsiCo, Inc. | 14,705,873 | 1.0 | |
106,029 | Procter & Gamble Co. | 14,752,875 | 1.0 | |
33,560 | Sysco Corp. | 2,492,166 | 0.2 | |
70,036,130 | 4.8 | |||
Financials: 1.5% | ||||
22,049 | Aon PLC | 4,658,292 | 0.3 | |
18,967 | Intercontinental Exchange, Inc. | 2,186,706 | 0.2 | |
38,255 | Marsh & McLennan Cos., Inc. | 4,475,835 | 0.3 | |
15,801 | Moody's Corp. | 4,586,082 | 0.3 | |
16,392 | Progressive Corp. | 1,620,841 | 0.1 | |
4,358 | (1),(2) | Rocket Cos, Inc. | 88,119 | 0.0 |
13,826 | S&P Global, Inc. | 4,545,021 | 0.3 | |
22,160,896 | 1.5 | |||
Health Care: 11.7% | ||||
64,605 | Abbott Laboratories | 7,073,602 | 0.5 | |
161,183 | AbbVie, Inc. | 17,270,758 | 1.2 | |
56,701 | Amgen, Inc. | 13,036,694 | 0.9 | |
6,226 | Anthem, Inc. | 1,999,106 | 0.1 | |
20,773 | Baxter International, Inc. | 1,666,826 | 0.1 | |
4,521 | (1) | Biogen, Inc. | 1,107,012 | 0.1 |
79,992 | Bristol-Myers Squibb Co. | 4,961,904 | 0.3 | |
16,493 | (1) | Centene Corp. | 990,075 | 0.1 |
9,311 | Cigna Corp. | 1,938,364 | 0.1 | |
8,942 | (1) | DexCom, Inc. | 3,306,036 | 0.2 |
59,995 | (1) | Edwards Lifesciences Corp. | 5,473,344 | 0.4 |
81,986 | Eli Lilly & Co. | 13,842,516 | 0.9 | |
13,518 | HCA Healthcare, Inc. | 2,223,170 | 0.2 | |
4,903 | Humana, Inc. | 2,011,554 | 0.1 | |
14,276 | (1) | Illumina, Inc. | 5,282,120 | 0.4 |
11,264 | (1) | Intuitive Surgical, Inc. | 9,215,078 | 0.6 |
34,393 | Johnson & Johnson | 5,412,770 | 0.4 | |
214,914 | Merck & Co., Inc. | 17,579,965 | 1.2 | |
9,410 | (1) | Regeneron Pharmaceuticals, Inc. | 4,546,065 | 0.3 |
10,989 | Stryker Corp. | 2,692,745 | 0.2 | |
22,565 | Thermo Fisher Scientific, Inc. | 10,510,326 | 0.7 | |
76,450 | UnitedHealth Group, Inc. | 26,809,486 | 1.8 | |
25,260 | (1) | Vertex Pharmaceuticals, Inc. | 5,969,948 | 0.4 |
41,863 | Zoetis, Inc. | 6,928,327 | 0.5 | |
171,847,791 | 11.7 | |||
Industrials: 3.0% | ||||
36,098 | 3M Co. | 6,309,569 | 0.4 | |
13,568 | Illinois Tool Works, Inc. | 2,766,244 | 0.2 | |
24,084 | Lockheed Martin Corp. | 8,549,338 | 0.6 | |
13,969 | Northrop Grumman Corp. | 4,256,634 | 0.3 | |
1,398 | Roper Technologies, Inc. | 602,664 | 0.0 | |
103,140 | (1) | Uber Technologies, Inc. | 5,260,140 | 0.4 |
33,700 | Union Pacific Corp. | 7,017,014 | 0.5 | |
46,013 | United Parcel Service, Inc. - Class B | 7,748,589 | 0.5 | |
5,303 | Waste Management, Inc. | 625,383 | 0.1 | |
43,135,575 | 3.0 | |||
Information Technology: 46.4% | ||||
62,040 | Accenture PLC | 16,205,468 | 1.1 | |
46,823 | (1) | Adobe, Inc. | 23,417,119 | 1.6 |
108,379 | (1) | Advanced Micro Devices, Inc. | 9,939,438 | 0.7 |
4,334 | Analog Devices, Inc. | 640,262 | 0.0 | |
1,570,843 | Apple, Inc. | 208,435,158 | 14.2 | |
89,162 | Applied Materials, Inc. | 7,694,681 | 0.5 | |
12,759 | (1) | Atlassian Corp. PLC | 2,983,947 | 0.2 |
14,210 | (1) | Autodesk, Inc. | 4,338,881 | 0.3 |
35,968 | Automatic Data Processing, Inc. | 6,337,562 | 0.4 | |
36,443 | Broadcom, Inc. | 15,956,567 | 1.1 | |
3,690 | Cognizant Technology Solutions Corp. | 302,395 | 0.0 | |
1,533 | (1) | Dell Technologies, Inc. | 112,354 | 0.0 |
16,478 | (1) | Fiserv, Inc. | 1,876,185 | 0.1 |
24,523 | Intuit, Inc. | 9,315,062 | 0.6 | |
14,106 | Lam Research Corp. | 6,661,841 | 0.5 | |
85,870 | Mastercard, Inc. - Class A | 30,650,438 | 2.1 | |
728,898 | Microsoft Corp. | 162,121,493 | 11.1 | |
57,460 | Nvidia Corp. | 30,005,612 | 2.1 | |
161,404 | Oracle Corp. | 10,441,225 | 0.7 | |
114,309 | (1) | PayPal Holdings, Inc. | 26,771,168 | 1.8 |
109,544 | Qualcomm, Inc. | 16,687,933 | 1.1 | |
79,110 | (1) | Salesforce.com, Inc. | 17,604,348 | 1.2 |
18,921 | (1) | ServiceNow, Inc. | 10,414,686 | 0.7 |
35,943 | (1) | Square, Inc. | 7,822,634 | 0.5 |
44,494 | Texas Instruments, Inc. | 7,302,800 | 0.5 |
See Accompanying Notes to Financial Statements
31
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
164,344 | Visa, Inc. - Class A | 35,946,963 | 2.5 | |||
7,824 | (1),(2) | VMware, Inc. | 1,097,394 | 0.1 | ||
17,118 | (1) | Workday, Inc. | 4,101,644 | 0.3 | ||
16,252 | (1) | Zoom Video Communications, Inc. | 5,482,125 | 0.4 | ||
680,667,383 | 46.4 | |||||
Materials: 0.5% | ||||||
2,731 | Air Products & Chemicals, Inc. | 746,164 | 0.0 | |||
4,826 | Ecolab, Inc. | 1,044,153 | 0.1 | |||
8,016 | Sherwin-Williams Co. | 5,891,039 | 0.4 | |||
7,681,356 | 0.5 | |||||
Real Estate: 1.7% | ||||||
42,932 | American Tower Corp. | 9,636,517 | 0.7 | |||
37,724 | Crown Castle International Corp. | 6,005,283 | 0.4 | |||
8,642 | Equinix, Inc. | 6,171,944 | 0.4 | |||
9,578 | Public Storage, Inc. | 2,211,847 | 0.2 | |||
1,452 | SBA Communications Corp. | 409,653 | 0.0 | |||
24,435,244 | 1.7 | |||||
Total Common Stock | ||||||
(Cost $527,013,293) | 1,462,108,750 | 99.7 | ||||
EXCHANGE-TRADED FUNDS: 0.3% | ||||||
39,249 | iShares Russell Top 200 Growth ETF | 5,221,687 | 0.3 | |||
Total Exchange-Traded Funds | ||||||
(Cost $5,152,216) | 5,221,687 | 0.3 | ||||
Total Long-Term Investments | ||||||
(Cost $532,165,509) | 1,467,330,437 | 100.0 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 0.3% | ||||||
Repurchase Agreements: 0.1% | ||||||
185,354 | (3) | Nomura Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $185,355, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $189,061, due 01/31/21-01/15/56) | 185,354 | 0.0 | ||
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,000,009, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 01/05/21-12/20/50) | 1,000,000 | 0.1 | ||
Total Repurchase Agreements | ||||||
(Cost $1,185,354) | 1,185,354 | 0.1 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.2% | ||||||
2,686,034 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | ||||
(Cost $2,686,034) | 2,686,034 | 0.2 | ||||
Total Short-Term Investments | ||||||
(Cost $3,871,388) | 3,871,388 | 0.3 | ||||
Total Investments in Securities (Cost $536,036,897) | $ | 1,471,201,825 | 100.3 | |||
Liabilities in Excess of Other Assets | (4,488,328) | (0.3) | ||||
Net Assets | $ | 1,466,713,497 | 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, 2020. |
See Accompanying Notes to Financial Statements
32
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.9% | ||||
Communication Services: 12.1% | ||||
33,479 | Activision Blizzard, Inc. | $ 3,108,525 | 0.3 | |
13,169 | (1) | Alphabet, Inc. - Class A | 23,080,516 | 2.0 |
12,756 | (1) | Alphabet, Inc. - Class C | 22,346,981 | 1.9 |
312,835 | AT&T, Inc. | 8,997,134 | 0.8 | |
6,352 | (1) | Charter Communications, Inc. | 4,202,166 | 0.3 |
198,795 | Comcast Corp. – Class A | 10,416,858 | 0.9 | |
12,507 | Electronic Arts, Inc. | 1,796,005 | 0.1 | |
105,345 | (1) | Facebook, Inc.- Class A | 28,776,040 | 2.5 |
18,657 | (1) | NetFlix, Inc. | 10,088,400 | 0.9 |
24,122 | (1) | T-Mobile US, Inc. | 3,252,852 | 0.3 |
181,779 | Verizon Communications, Inc. | 10,679,516 | 0.9 | |
79,287 | Walt Disney Co. | 14,365,219 | 1.2 | |
141,110,212 | 12.1 | |||
Consumer Discretionary: 12.5% | ||||
18,602 | (1) | Amazon.com, Inc. | 60,585,412 | 5.2 |
1,793 | (1) | Booking Holdings, Inc. | 3,993,495 | 0.3 |
11,036 | Dollar General Corp. | 2,320,871 | 0.2 | |
28,775 | eBay, Inc. | 1,445,944 | 0.1 | |
54,778 | General Motors Co. | 2,280,956 | 0.2 | |
47,126 | Home Depot, Inc. | 12,517,608 | 1.1 | |
14,544 | Las Vegas Sands Corp. | 866,823 | 0.1 | |
33,157 | Lowe's Cos, Inc. | 5,322,030 | 0.5 | |
11,773 | Marriott International, Inc. | 1,553,094 | 0.1 | |
32,659 | McDonald's Corp. | 7,007,968 | 0.6 | |
53,773 | Nike, Inc. - Class B | 7,607,266 | 0.7 | |
15,306 | Ross Stores, Inc. | 1,879,730 | 0.2 | |
51,272 | Starbucks Corp. | 5,485,079 | 0.5 | |
21,921 | Target Corp. | 3,869,714 | 0.3 | |
33,173 | (1) | Tesla, Inc. | 23,409,191 | 2.0 |
52,556 | TJX Cos., Inc. | 3,589,049 | 0.3 | |
13,204 | Yum! Brands, Inc. | 1,433,426 | 0.1 | |
145,167,656 | 12.5 | |||
Consumer Staples: 6.8% | ||||
81,578 | Altria Group, Inc. | 3,344,698 | 0.3 | |
169,592 | Coca-Cola Co. | 9,300,425 | 0.8 | |
36,960 | Colgate-Palmolive Co. | 3,160,450 | 0.3 | |
6,990 | Constellation Brands, Inc. | 1,531,159 | 0.1 | |
19,358 | Costco Wholesale Corp. | 7,293,707 | 0.6 | |
9,714 | Estee Lauder Cos., Inc. | 2,585,770 | 0.2 | |
26,602 | General Mills, Inc. | 1,564,198 | 0.1 | |
19,569 | Keurig Dr Pepper, Inc. | 626,208 | 0.1 | |
14,891 | Kimberly-Clark Corp. | 2,007,754 | 0.2 | |
28,366 | Kraft Heinz Co. | 983,166 | 0.1 | |
61,939 | Mondelez International, Inc. | 3,621,573 | 0.3 | |
16,174 | (1) | Monster Beverage Corp. | 1,495,772 | 0.1 |
60,891 | PepsiCo, Inc. | 9,030,135 | 0.8 | |
68,261 | Philip Morris International, Inc. | 5,651,328 | 0.5 | |
106,910 | Procter & Gamble Co. | 14,875,457 | 1.3 | |
21,244 | Sysco Corp. | 1,577,579 | 0.1 | |
31,733 | Walgreens Boots Alliance, Inc. | 1,265,512 | 0.1 | |
61,133 | Walmart, Inc. | 8,812,322 | 0.8 | |
78,727,213 | 6.8 | |||
Energy: 2.0% | ||||
84,497 | Chevron Corp. | 7,135,772 | 0.6 | |
47,103 | ConocoPhillips | 1,883,649 | 0.2 | |
25,527 | EOG Resources, Inc. | 1,273,031 | 0.1 | |
185,671 | Exxon Mobil Corp. | 7,653,358 | 0.7 | |
85,255 | Kinder Morgan, Inc. | 1,165,436 | 0.1 | |
19,123 | Phillips 66 | 1,337,463 | 0.1 | |
60,858 | Schlumberger NV | 1,328,530 | 0.1 | |
17,859 | Valero Energy Corp. | 1,010,284 | 0.1 | |
22,787,523 | 2.0 | |||
Financials: 10.1% | ||||
30,463 | Aflac, Inc. | 1,354,690 | 0.1 | |
13,300 | Allstate Corp. | 1,462,069 | 0.1 | |
28,682 | American Express Co. | 3,467,941 | 0.3 | |
37,781 | American International Group, Inc. | 1,430,389 | 0.1 | |
9,938 | Aon PLC | 2,099,601 | 0.2 | |
339,330 | Bank of America Corp. | 10,285,092 | 0.9 | |
35,000 | Bank of New York Mellon Corp. | 1,485,400 | 0.1 | |
82,528 | (1) | Berkshire Hathaway, Inc. – Class B | 19,135,767 | 1.7 |
6,456 | Blackrock, Inc. | 4,658,262 | 0.4 | |
19,840 | Capital One Financial Corp. | 1,961,184 | 0.2 | |
60,408 | Charles Schwab Corp. | 3,204,040 | 0.3 | |
19,713 | Chubb Ltd. | 3,034,225 | 0.3 | |
91,343 | Citigroup, Inc. | 5,632,210 | 0.5 | |
15,566 | CME Group, Inc. | 2,833,790 | 0.3 | |
14,529 | Goldman Sachs Group, Inc. | 3,831,443 | 0.3 | |
24,286 | Intercontinental Exchange, Inc. | 2,799,933 | 0.2 | |
132,883 | JPMorgan Chase & Co. | 16,885,443 | 1.5 | |
22,190 | Marsh & McLennan Cos., Inc. | 2,596,230 | 0.2 | |
33,718 | Metlife, Inc. | 1,583,060 | 0.1 | |
7,122 | Moody's Corp. | 2,067,089 | 0.2 | |
58,466 | Morgan Stanley | 4,006,675 | 0.4 | |
18,597 | PNC Financial Services Group, Inc. | 2,770,953 | 0.2 | |
25,632 | Progressive Corp. | 2,534,492 | 0.2 | |
4,798 | (1),(2) | Rocket Cos, Inc. | 97,016 | 0.0 |
10,562 | S&P Global, Inc. | 3,472,046 | 0.3 | |
11,081 | Travelers Cos, Inc. | 1,555,440 | 0.1 | |
59,066 | Truist Financial Corp. | 2,831,033 | 0.3 | |
59,604 | US Bancorp | 2,776,950 | 0.2 | |
164,719 | Wells Fargo & Co. | 4,971,220 | 0.4 | |
116,823,683 | 10.1 | |||
Health Care: 13.6% | ||||
75,829 | Abbott Laboratories | 8,302,517 | 0.7 | |
77,284 | AbbVie, Inc. | 8,280,981 | 0.7 | |
25,556 | Amgen, Inc. | 5,875,835 | 0.5 | |
10,919 | Anthem, Inc. | 3,505,982 | 0.3 | |
22,328 | Baxter International, Inc. | 1,791,599 | 0.2 | |
12,102 | Becton Dickinson & Co. | 3,028,162 | 0.3 | |
6,725 | (1) | Biogen, Inc. | 1,646,683 | 0.1 |
62,662 | (1) | Boston Scientific Corp. | 2,252,699 | 0.2 |
99,321 | Bristol-Myers Squibb Co. | 6,160,882 | 0.5 |
See Accompanying Notes to Financial Statements
33
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
25,178 | (1) | Centene Corp. | 1,511,435 | 0.1 |
15,543 | Cigna Corp. | 3,235,742 | 0.3 | |
57,344 | CVS Health Corp. | 3,916,595 | 0.3 | |
27,464 | Danaher Corp. | 6,100,853 | 0.5 | |
4,030 | (1) | DexCom, Inc. | 1,489,972 | 0.1 |
27,041 | (1) | Edwards Lifesciences Corp. | 2,466,950 | 0.2 |
36,952 | Eli Lilly & Co. | 6,238,976 | 0.5 | |
55,083 | Gilead Sciences, Inc. | 3,209,136 | 0.3 | |
11,685 | HCA Healthcare, Inc. | 1,921,715 | 0.2 | |
5,796 | Humana, Inc. | 2,377,925 | 0.2 | |
6,434 | (1) | Illumina, Inc. | 2,380,580 | 0.2 |
5,077 | (1) | Intuitive Surgical, Inc. | 4,153,494 | 0.4 |
115,683 | Johnson & Johnson | 18,206,191 | 1.6 | |
58,845 | Medtronic PLC | 6,893,103 | 0.6 | |
110,829 | Merck & Co., Inc. | 9,065,812 | 0.8 | |
243,961 | Pfizer, Inc. | 8,980,204 | 0.8 | |
4,241 | (1) | Regeneron Pharmaceuticals, Inc. | 2,048,869 | 0.2 |
15,193 | Stryker Corp. | 3,722,893 | 0.3 | |
17,326 | Thermo Fisher Scientific, Inc. | 8,070,104 | 0.7 | |
41,414 | UnitedHealth Group, Inc. | 14,523,062 | 1.3 | |
11,385 | (1) | Vertex Pharmaceuticals, Inc. | 2,690,731 | 0.2 |
20,849 | Zoetis, Inc. | 3,450,509 | 0.3 | |
157,500,191 | 13.6 | |||
Industrials: 6.5% | ||||
24,651 | 3M Co. | 4,308,748 | 0.4 | |
23,425 | Boeing Co. | 5,014,356 | 0.4 | |
23,750 | Caterpillar, Inc. | 4,322,975 | 0.4 | |
33,447 | CSX Corp. | 3,035,315 | 0.3 | |
12,366 | Deere & Co. | 3,327,072 | 0.3 | |
17,535 | Eaton Corp. PLC | 2,106,655 | 0.2 | |
26,093 | Emerson Electric Co. | 2,097,094 | 0.2 | |
10,594 | FedEx Corp. | 2,750,414 | 0.2 | |
11,119 | General Dynamics Corp. | 1,654,730 | 0.1 | |
381,184 | General Electric Co. | 4,116,787 | 0.3 | |
30,802 | Honeywell International, Inc. | 6,551,585 | 0.6 | |
13,804 | Illinois Tool Works, Inc. | 2,814,360 | 0.2 | |
9,190 | L3Harris Technologies, Inc. | 1,737,094 | 0.1 | |
10,855 | Lockheed Martin Corp. | 3,853,308 | 0.3 | |
11,224 | Norfolk Southern Corp. | 2,666,935 | 0.2 | |
6,851 | Northrop Grumman Corp. | 2,087,637 | 0.2 | |
62,532 | Raytheon Technologies Corp. | 4,471,663 | 0.4 | |
4,564 | Roper Technologies, Inc. | 1,967,495 | 0.2 | |
60,451 | (1) | Uber Technologies, Inc. | 3,083,001 | 0.3 |
29,782 | Union Pacific Corp. | 6,201,208 | 0.5 | |
31,422 | United Parcel Service, Inc. - Class B | 5,291,465 | 0.5 | |
18,513 | Waste Management, Inc. | 2,183,238 | 0.2 | |
75,643,135 | 6.5 | |||
Information Technology: 30.4% | ||||
27,962 | Accenture PLC | 7,303,954 | 0.6 | |
21,104 | (1) | Adobe, Inc. | 10,554,532 | 0.9 |
52,524 | (1) | Advanced Micro Devices, Inc. | 4,816,976 | 0.4 |
16,129 | Analog Devices, Inc. | 2,382,737 | 0.2 | |
708,000 | Apple, Inc. | 93,944,520 | 8.1 | |
40,187 | Applied Materials, Inc. | 3,468,138 | 0.3 | |
5,750 | (1) | Atlassian Corp. PLC | 1,344,753 | 0.1 |
9,616 | (1) | Autodesk, Inc. | 2,936,149 | 0.3 |
18,850 | Automatic Data Processing, Inc. | 3,321,370 | 0.3 | |
17,326 | Broadcom, Inc. | 7,586,189 | 0.7 | |
186,290 | Cisco Systems, Inc. | 8,336,477 | 0.7 | |
23,422 | Cognizant Technology Solutions Corp. | 1,919,433 | 0.2 | |
11,331 | (1) | Dell Technologies, Inc. | 830,449 | 0.1 |
27,083 | Fidelity National Information Services, Inc. | 3,831,161 | 0.3 | |
25,176 | (1) | Fiserv, Inc. | 2,866,539 | 0.2 |
13,053 | Global Payments, Inc. | 2,811,877 | 0.2 | |
179,983 | Intel Corp. | 8,966,753 | 0.8 | |
38,974 | International Business Machines Corp. | 4,906,047 | 0.4 | |
11,053 | Intuit, Inc. | 4,198,482 | 0.4 | |
6,358 | Lam Research Corp. | 3,002,693 | 0.3 | |
38,703 | Mastercard, Inc. - Class A | 13,814,649 | 1.2 | |
48,775 | (1) | Micron Technology, Inc. | 3,666,905 | 0.3 |
328,524 | Microsoft Corp. | 73,070,308 | 6.3 | |
25,898 | Nvidia Corp. | 13,523,936 | 1.2 | |
82,667 | Oracle Corp. | 5,347,728 | 0.5 | |
51,520 | (1) | PayPal Holdings, Inc. | 12,065,984 | 1.0 |
49,373 | Qualcomm, Inc. | 7,521,483 | 0.6 | |
38,464 | (1) | Salesforce.com, Inc. | 8,559,394 | 0.7 |
8,528 | (1) | ServiceNow, Inc. | 4,694,067 | 0.4 |
16,200 | (1) | Square, Inc. | 3,525,768 | 0.3 |
40,269 | Texas Instruments, Inc. | 6,609,351 | 0.6 | |
74,072 | Visa, Inc. - Class A | 16,201,769 | 1.4 | |
3,526 | (1),(2) | VMware, Inc. | 494,557 | 0.0 |
7,715 | (1) | Workday, Inc. | 1,848,591 | 0.2 |
7,325 | (1) | Zoom Video Communications, Inc. | 2,470,869 | 0.2 |
352,744,588 | 30.4 | |||
Materials: 1.7% | ||||
9,684 | Air Products & Chemicals, Inc. | 2,645,863 | 0.2 | |
32,527 | Dow, Inc. | 1,805,249 | 0.2 | |
32,228 | DuPont de Nemours, Inc. | 2,291,733 | 0.2 | |
10,922 | Ecolab, Inc. | 2,363,084 | 0.2 | |
23,042 | Linde PLC | 6,071,797 | 0.5 | |
35,202 | Newmont Corp. | 2,108,248 | 0.2 | |
3,613 | Sherwin-Williams Co. | 2,655,230 | 0.2 | |
3,612 | Southern Copper Corp. | 235,213 | 0.0 | |
20,176,417 | 1.7 | |||
Real Estate: 1.5% | ||||
19,350 | American Tower Corp. | 4,343,301 | 0.4 | |
18,224 | Crown Castle International Corp. | 2,901,078 | 0.3 | |
12,234 | Digital Realty Trust, Inc. | 1,706,765 | 0.1 | |
3,895 | Equinix, Inc. | 2,781,731 | 0.2 | |
32,283 | ProLogis, Inc. | 3,217,324 | 0.3 | |
6,606 | Public Storage, Inc. | 1,525,524 | 0.1 | |
4,844 | SBA Communications Corp. | 1,366,638 | 0.1 | |
17,842,361 | 1.5 | |||
Utilities: 1.7% | ||||
21,769 | American Electric Power Co., Inc. | 1,812,705 | 0.2 | |
35,749 | Dominion Energy, Inc. | 2,688,325 | 0.2 | |
32,218 | Duke Energy Corp. | 2,949,880 | 0.2 | |
42,674 | Exelon Corp. | 1,801,696 | 0.2 |
See Accompanying Notes to Financial Statements
34
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
85,875 | NextEra Energy, Inc. | 6,625,256 | 0.6 | |||
12,701 | Sempra Energy | 1,618,235 | 0.1 | |||
46,317 | Southern Co. | 2,845,253 | 0.2 | |||
20,341,350 | 1.7 | |||||
Total Common Stock | ||||||
(Cost $304,533,355) | 1,148,864,329 | 98.9 | ||||
EXCHANGE-TRADED FUNDS: 0.8% | ||||||
106,708 | iShares Russell Top 200 ETF | 9,634,665 | 0.8 | |||
Total Exchange-Traded Funds | ||||||
(Cost $9,593,561) | 9,634,665 | 0.8 | ||||
Total Long-Term Investments | ||||||
(Cost $314,126,916) | 1,158,498,994 | 99.7 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||
Repurchase Agreements: 0.1% | ||||||
595,429 | (3) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $595,434, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $607,338, due 09/15/21-01/01/51) | ||||
(Cost $595,429) | 595,429 | 0.1 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 1.0% | ||||||
11,729,043 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | ||||
(Cost $11,729,043) | 11,729,043 | 1.0 | ||||
Total Short-Term Investments | ||||||
(Cost $12,324,472) | 12,324,472 | 1.1 | ||||
Total Investments in Securities (Cost $326,451,388) | $ | 1,170,823,466 | 100.8 | |||
Liabilities in Excess of Other Assets | (9,457,523) | (0.8) | ||||
Net Assets | $ | 1,161,365,943 | 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, 2020. |
See Accompanying Notes to Financial Statements
35
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.1% | ||||
Communication Services: 12.5% | ||||
35,440 | Activision Blizzard, Inc. | $ 3,290,604 | 0.4 | |
5,162 | (1) | Alphabet, Inc. - Class A | 9,047,128 | 1.0 |
5,000 | (1) | Alphabet, Inc. - Class C | 8,759,400 | 1.0 |
547,377 | AT&T, Inc. | 15,742,562 | 1.8 | |
1,078 | (1) | Charter Communications, Inc. | 713,151 | 0.1 |
347,838 | Comcast Corp. – Class A | 18,226,711 | 2.1 | |
18,843 | Electronic Arts, Inc. | 2,705,855 | 0.3 | |
42,207 | T-Mobile US, Inc. | 5,691,614 | 0.7 | |
318,065 | Verizon Communications, Inc. | 18,686,319 | 2.2 | |
138,731 | Walt Disney Co. | 25,135,282 | 2.9 | |
107,998,626 | 12.5 | |||
Consumer Discretionary: 5.1% | ||||
4,330 | eBay, Inc. | 217,583 | 0.0 | |
95,846 | General Motors Co. | 3,991,027 | 0.4 | |
41,229 | Home Depot, Inc. | 10,951,247 | 1.3 | |
14,582 | Las Vegas Sands Corp. | 869,087 | 0.1 | |
20,599 | Marriott International, Inc. | 2,717,420 | 0.3 | |
48,972 | McDonald's Corp. | 10,508,412 | 1.2 | |
5,115 | Ross Stores, Inc. | 628,173 | 0.1 | |
37,949 | Starbucks Corp. | 4,059,784 | 0.5 | |
38,355 | Target Corp. | 6,770,808 | 0.8 | |
17,472 | TJX Cos., Inc. | 1,193,163 | 0.1 | |
21,371 | Yum! Brands, Inc. | 2,320,036 | 0.3 | |
44,226,740 | 5.1 | |||
Consumer Staples: 9.5% | ||||
80,505 | Altria Group, Inc. | 3,300,705 | 0.4 | |
122,554 | Coca-Cola Co. | 6,720,861 | 0.8 | |
64,670 | Colgate-Palmolive Co. | 5,529,932 | 0.6 | |
12,231 | Constellation Brands, Inc. | 2,679,201 | 0.3 | |
3,963 | Costco Wholesale Corp. | 1,493,179 | 0.2 | |
1,802 | Estee Lauder Cos., Inc. | 479,674 | 0.0 | |
46,547 | General Mills, Inc. | 2,736,964 | 0.3 | |
34,240 | Keurig Dr Pepper, Inc. | 1,095,680 | 0.1 | |
26,055 | Kimberly-Clark Corp. | 3,512,996 | 0.4 | |
49,633 | Kraft Heinz Co. | 1,720,280 | 0.2 | |
108,377 | Mondelez International, Inc. | 6,336,803 | 0.7 | |
28,340 | PepsiCo, Inc. | 4,202,822 | 0.5 | |
119,439 | Philip Morris International, Inc. | 9,888,355 | 1.1 | |
103,446 | Procter & Gamble Co. | 14,393,476 | 1.7 | |
10,705 | Sysco Corp. | 794,953 | 0.1 | |
55,525 | Walgreens Boots Alliance, Inc. | 2,214,337 | 0.3 | |
106,967 | Walmart, Inc. | 15,419,293 | 1.8 | |
82,519,511 | 9.5 | |||
Energy: 4.6% | ||||
147,847 | Chevron Corp. | 12,485,679 | 1.4 | |
82,418 | ConocoPhillips | 3,295,896 | 0.4 | |
44,666 | EOG Resources, Inc. | 2,227,493 | 0.3 | |
324,875 | Exxon Mobil Corp. | 13,391,348 | 1.5 | |
149,173 | Kinder Morgan, Inc. | 2,039,195 | 0.2 | |
33,459 | Phillips 66 | 2,340,122 | 0.3 | |
106,485 | Schlumberger NV | 2,324,568 | 0.3 | |
31,248 | Valero Energy Corp. | 1,767,699 | 0.2 | |
39,872,000 | 4.6 | |||
Financials: 21.6% | ||||
53,302 | Aflac, Inc. | 2,370,340 | 0.3 | |
23,272 | Allstate Corp. | 2,558,291 | 0.3 | |
50,185 | American Express Co. | 6,067,868 | 0.7 | |
66,107 | American International Group, Inc. | 2,502,811 | 0.3 | |
593,736 | Bank of America Corp. | 17,996,138 | 2.1 | |
61,240 | Bank of New York Mellon Corp. | 2,599,026 | 0.3 | |
144,402 | (1) | Berkshire Hathaway, Inc. – Class B | 33,482,492 | 3.9 |
11,296 | Blackrock, Inc. | 8,150,516 | 0.9 | |
34,715 | Capital One Financial Corp. | 3,431,578 | 0.4 | |
105,697 | Charles Schwab Corp. | 5,606,169 | 0.6 | |
34,492 | Chubb Ltd. | 5,309,009 | 0.6 | |
159,825 | Citigroup, Inc. | 9,854,809 | 1.1 | |
27,237 | CME Group, Inc. | 4,958,496 | 0.6 | |
25,422 | Goldman Sachs Group, Inc. | 6,704,036 | 0.8 | |
27,537 | Intercontinental Exchange, Inc. | 3,174,741 | 0.4 | |
232,509 | JPMorgan Chase & Co. | 29,544,919 | 3.4 | |
8,658 | Marsh & McLennan Cos., Inc. | 1,012,986 | 0.1 | |
58,997 | Metlife, Inc. | 2,769,909 | 0.3 | |
102,299 | Morgan Stanley | 7,010,550 | 0.8 | |
32,540 | PNC Financial Services Group, Inc. | 4,848,460 | 0.5 | |
31,933 | Progressive Corp. | 3,157,535 | 0.4 | |
4,958 | (1),(2) | Rocket Cos, Inc. | 100,251 | 0.0 |
7,577 | S&P Global, Inc. | 2,490,787 | 0.3 | |
19,389 | Travelers Cos, Inc. | 2,721,634 | 0.3 | |
103,350 | Truist Financial Corp. | 4,953,565 | 0.6 | |
104,290 | US Bancorp | 4,858,871 | 0.6 | |
288,214 | Wells Fargo & Co. | 8,698,298 | 1.0 | |
186,934,085 | 21.6 | |||
Health Care: 16.2% | ||||
81,731 | Abbott Laboratories | 8,948,727 | 1.0 | |
8,114 | AbbVie, Inc. | 869,415 | 0.1 | |
14,196 | Anthem, Inc. | 4,558,194 | 0.5 | |
22,698 | Baxter International, Inc. | 1,821,287 | 0.2 | |
21,175 | Becton Dickinson & Co. | 5,298,408 | 0.6 | |
8,201 | (1) | Biogen, Inc. | 2,008,097 | 0.2 |
109,642 | (1) | Boston Scientific Corp. | 3,941,630 | 0.5 |
110,701 | Bristol-Myers Squibb Co. | 6,866,783 | 0.8 | |
31,058 | (1) | Centene Corp. | 1,864,412 | 0.2 |
19,854 | Cigna Corp. | 4,133,206 | 0.5 | |
100,337 | CVS Health Corp. | 6,853,017 | 0.8 | |
48,054 | Danaher Corp. | 10,674,715 | 1.2 | |
96,381 | Gilead Sciences, Inc. | 5,615,157 | 0.7 | |
9,793 | HCA Healthcare, Inc. | 1,610,557 | 0.2 | |
6,277 | Humana, Inc. | 2,575,265 | 0.3 | |
175,291 | Johnson & Johnson | 27,587,298 | 3.2 | |
102,964 | Medtronic PLC | 12,061,203 | 1.4 | |
24,434 | Merck & Co., Inc. | 1,998,701 | 0.2 | |
426,866 | Pfizer, Inc. | 15,712,937 | 1.8 | |
17,918 | Stryker Corp. | 4,390,627 | 0.5 | |
12,520 | Thermo Fisher Scientific, Inc. | 5,831,566 | 0.7 |
See Accompanying Notes to Financial Statements
36
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
12,174 | UnitedHealth Group, Inc. | 4,269,178 | 0.5 | |
3,466 | Zoetis, Inc. | 573,623 | 0.1 | |
140,064,003 | 16.2 | |||
Industrials: 11.4% | ||||
14,665 | 3M Co. | 2,563,295 | 0.3 | |
40,987 | Boeing Co. | 8,773,677 | 1.0 | |
41,557 | Caterpillar, Inc. | 7,564,205 | 0.9 | |
58,523 | CSX Corp. | 5,310,962 | 0.6 | |
21,637 | Deere & Co. | 5,821,435 | 0.7 | |
30,682 | Eaton Corp. PLC | 3,686,136 | 0.4 | |
45,656 | Emerson Electric Co. | 3,669,373 | 0.4 | |
18,537 | FedEx Corp. | 4,812,576 | 0.6 | |
19,456 | General Dynamics Corp. | 2,895,442 | 0.3 | |
666,969 | General Electric Co. | 7,203,265 | 0.8 | |
53,896 | Honeywell International, Inc. | 11,463,679 | 1.3 | |
13,453 | Illinois Tool Works, Inc. | 2,742,798 | 0.3 | |
16,080 | L3Harris Technologies, Inc. | 3,039,442 | 0.4 | |
19,640 | Norfolk Southern Corp. | 4,666,660 | 0.5 | |
971 | Northrop Grumman Corp. | 295,883 | 0.0 | |
109,415 | Raytheon Technologies Corp. | 7,824,267 | 0.9 | |
6,883 | Roper Technologies, Inc. | 2,967,192 | 0.4 | |
24,433 | (1) | Uber Technologies, Inc. | 1,246,083 | 0.2 |
25,534 | Union Pacific Corp. | 5,316,690 | 0.6 | |
18,693 | United Parcel Service, Inc. - Class B | 3,147,901 | 0.4 | |
28,215 | Waste Management, Inc. | 3,327,395 | 0.4 | |
98,338,356 | 11.4 | |||
Information Technology: 9.3% | ||||
6,433 | (1) | Advanced Micro Devices, Inc. | 589,970 | 0.1 |
24,807 | Analog Devices, Inc. | 3,664,738 | 0.4 | |
5,620 | (1) | Autodesk, Inc. | 1,716,011 | 0.2 |
4,618 | Automatic Data Processing, Inc. | 813,692 | 0.1 | |
1,576 | Broadcom, Inc. | 690,052 | 0.1 | |
325,957 | Cisco Systems, Inc. | 14,586,576 | 1.7 | |
38,072 | Cognizant Technology Solutions Corp. | 3,120,000 | 0.4 | |
18,617 | (1) | Dell Technologies, Inc. | 1,364,440 | 0.1 |
47,389 | Fidelity National Information Services, Inc. | 6,703,648 | 0.8 | |
31,056 | (1) | Fiserv, Inc. | 3,536,036 | 0.4 |
22,840 | Global Payments, Inc. | 4,920,193 | 0.6 | |
314,922 | Intel Corp. | 15,689,414 | 1.8 | |
68,194 | International Business Machines Corp. | 8,584,261 | 1.0 | |
85,343 | (1) | Micron Technology, Inc. | 6,416,087 | 0.7 |
17,357 | Oracle Corp. | 1,122,824 | 0.1 | |
4,913 | (1) | Salesforce.com, Inc. | 1,093,290 | 0.1 |
35,371 | Texas Instruments, Inc. | 5,805,442 | 0.7 | |
80,416,674 | 9.3 | |||
Materials: 3.4% | ||||
14,793 | Air Products & Chemicals, Inc. | 4,041,743 | 0.5 | |
56,914 | Dow, Inc. | 3,158,727 | 0.4 | |
56,391 | DuPont de Nemours, Inc. | 4,009,964 | 0.5 | |
15,307 | Ecolab, Inc. | 3,311,823 | 0.4 | |
40,317 | Linde PLC | 10,623,933 | 1.2 | |
61,595 | Newmont Corp. | 3,688,925 | 0.4 | |
6,320 | Southern Copper Corp. | 411,558 | 0.0 | |
29,246,673 | 3.4 | |||
Real Estate: 1.4% | ||||
2,136 | Crown Castle International Corp. | 340,030 | 0.0 | |
21,407 | Digital Realty Trust, Inc. | 2,986,490 | 0.4 | |
56,486 | ProLogis, Inc. | 5,629,395 | 0.7 | |
4,011 | Public Storage, Inc. | 926,260 | 0.1 | |
7,331 | SBA Communications Corp. | 2,068,295 | 0.2 | |
11,950,470 | 1.4 | |||
Utilities: 4.1% | ||||
38,090 | American Electric Power Co., Inc. | 3,171,754 | 0.4 | |
62,551 | Dominion Energy, Inc. | 4,703,835 | 0.5 | |
56,373 | Duke Energy Corp. | 5,161,512 | 0.6 | |
74,668 | Exelon Corp. | 3,152,483 | 0.4 | |
150,258 | NextEra Energy, Inc. | 11,592,405 | 1.3 | |
22,223 | Sempra Energy | 2,831,433 | 0.3 | |
81,042 | Southern Co. | 4,978,410 | 0.6 | |
35,591,832 | 4.1 | |||
Total Common Stock | ||||
(Cost $693,183,945) | 857,158,970 | 99.1 | ||
EXCHANGE-TRADED FUNDS: 0.0% | ||||
4,189 | iShares Russell Top 200 Value ETF | 242,543 | 0.0 | |
Total Exchange-Traded Funds | ||||
(Cost $237,808) | 242,543 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $693,421,753) | 857,401,513 | 99.1 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 0.2% | ||||
Repurchase Agreements: 0.0% | ||||
94,314 | (3) | Bank of America Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $94,315, collateralized by various U.S. Government Agency Obligations, 1.500%-3.500%, Market Value plus accrued interest $96,200, due 02/01/48-01/01/51) | ||
(Cost $94,314) | 94,314 | 0.0 |
See Accompanying Notes to Financial Statements
37
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.2% | ||||||
1,411,008 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | ||||
(Cost $1,411,008) | 1,411,008 | 0.2 | ||||
Total Short-Term Investments | ||||||
(Cost $1,505,322) | 1,505,322 | 0.2 | ||||
Total Investments in Securities (Cost $694,927,075) | $ | 858,906,835 | 99.3 | |||
Assets in Excess of Other Liabilities | 6,395,069 | 0.7 | ||||
Net Assets | $ | 865,301,904 | 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, 2020. |
See Accompanying Notes to Financial Statements
38
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 100.2% | ||||
Communication Services: 6.7% | ||||
59,998 | (1) | Altice USA, Inc. | $ 2,272,124 | 0.3 |
1,095 | Cable One, Inc. | 2,439,353 | 0.4 | |
15,370 | (1) | IAC/InterActiveCorp | 2,910,310 | 0.4 |
1,972 | (1) | Liberty Media Corp. - SiriusXM A | 85,171 | 0.0 |
4,144 | (1) | Liberty Media Corp. - SiriusXM C | 180,305 | 0.0 |
29,064 | (1) | Live Nation Entertainment, Inc. | 2,135,623 | 0.3 |
45,895 | (1) | Match Group, Inc. | 6,938,865 | 1.0 |
5,826 | Nexstar Media Group, Inc. | 636,141 | 0.1 | |
68,343 | (1) | Pinterest, Inc. | 4,503,804 | 0.7 |
22,328 | (1) | Roku, Inc. | 7,413,343 | 1.1 |
141,140 | (2) | Sirius XM Holdings, Inc. | 899,062 | 0.1 |
26,837 | (1) | Spotify Technology SA | 8,444,530 | 1.2 |
21,612 | (1) | Take-Two Interactive Software, Inc. | 4,490,757 | 0.7 |
9,405 | World Wrestling Entertainment, Inc. | 451,910 | 0.1 | |
1,319 | (1) | Zillow Group, Inc. - Class A | 179,305 | 0.0 |
3,264 | (1) | Zillow Group, Inc. - Class C | 423,667 | 0.1 |
149,600 | (1) | Zynga, Inc. - Class A | 1,476,552 | 0.2 |
45,880,822 | 6.7 | |||
Consumer Discretionary: 10.4% | ||||
2,828 | (1) | Autozone, Inc. | 3,352,424 | 0.5 |
8,468 | Best Buy Co., Inc. | 845,022 | 0.1 | |
6,248 | BorgWarner, Inc. | 241,423 | 0.0 | |
8,514 | (1) | Bright Horizons Family Solutions, Inc. | 1,472,837 | 0.2 |
11,905 | (1) | Burlington Stores, Inc. | 3,113,753 | 0.5 |
2,500 | (1) | Carmax, Inc. | 236,150 | 0.0 |
11,446 | (1) | Carvana Co. | 2,741,775 | 0.4 |
24,807 | (1) | Chegg, Inc. | 2,240,816 | 0.3 |
5,709 | (1) | Chipotle Mexican Grill, Inc. | 7,916,727 | 1.2 |
22,996 | (1) | Dollar Tree, Inc. | 2,484,488 | 0.4 |
7,984 | Domino's Pizza, Inc. | 3,061,545 | 0.4 | |
24,187 | (1) | Etsy, Inc. | 4,303,109 | 0.6 |
3,103 | Expedia Group, Inc. | 410,837 | 0.1 | |
11,186 | (1) | Five Below, Inc. | 1,957,326 | 0.3 |
19,227 | (1) | Floor & Decor Holdings, Inc. | 1,785,227 | 0.3 |
2,946 | (1) | frontdoor, Inc. | 147,919 | 0.0 |
1,809 | (1) | GrubHub, Inc. | 134,354 | 0.0 |
27,789 | H&R Block, Inc. | 440,734 | 0.1 | |
3,536 | (1),(2) | Leslie's, Inc. | 98,124 | 0.0 |
23,291 | (1) | Lululemon Athletica, Inc. | 8,105,967 | 1.2 |
41,830 | (1) | Mattel, Inc. | 729,933 | 0.1 |
70 | (1) | NVR, Inc. | 285,590 | 0.0 |
9,928 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 811,813 | 0.1 |
14,646 | (1) | O'Reilly Automotive, Inc. | 6,628,340 | 1.0 |
12,656 | (1) | Peloton Interactive, Inc. | 1,920,168 | 0.3 |
9,548 | (1) | Planet Fitness, Inc. | 741,211 | 0.1 |
1,226 | Polaris, Inc. | 116,813 | 0.0 | |
7,945 | Pool Corp. | 2,959,512 | 0.4 | |
28,695 | (1) | Tempur Sealy International, Inc. | 774,765 | 0.1 |
23,686 | Tractor Supply Co. | 3,329,778 | 0.5 | |
10,263 | (1) | Ulta Beauty, Inc. | 2,947,123 | 0.4 |
658 | Vail Resorts, Inc. | 183,556 | 0.0 | |
3,833 | VF Corp. | 327,377 | 0.1 | |
4,376 | (1) | Vroom, Inc. | 179,285 | 0.0 |
13,234 | (1),(2) | Wayfair, Inc. | 2,988,370 | 0.4 |
36,737 | Wendy's Company | 805,275 | 0.1 | |
2,566 | Williams-Sonoma, Inc. | 261,321 | 0.0 | |
4,954 | Wynn Resorts Ltd. | 558,960 | 0.1 | |
5,665 | Yum China Holdings, Inc. | 323,415 | 0.1 | |
71,963,162 | 10.4 | |||
Consumer Staples: 3.5% | ||||
3,491 | (2) | Albertsons Cos, Inc. | 61,372 | 0.0 |
8,535 | (1),(2) | Beyond Meat, Inc. | 1,066,875 | 0.1 |
1,824 | (1) | Boston Beer Co., Inc. | 1,813,585 | 0.3 |
7,877 | Brown-Forman Corp. - Class A | 578,723 | 0.1 | |
31,538 | Brown-Forman Corp. - Class B | 2,505,063 | 0.4 | |
19,916 | Campbell Soup Co. | 962,938 | 0.1 | |
50,917 | Church & Dwight Co., Inc. | 4,441,490 | 0.6 | |
18,336 | Clorox Co. | 3,702,405 | 0.5 | |
10,087 | Energizer Holdings, Inc. | 425,470 | 0.1 | |
7,959 | (1) | Grocery Outlet Holding Corp. | 312,391 | 0.0 |
2,468 | (1) | Herbalife Nutrition Ltd. | 118,587 | 0.0 |
23,345 | Hershey Co. | 3,556,144 | 0.5 | |
17,440 | Kellogg Co. | 1,085,291 | 0.2 | |
6,847 | Lamb Weston Holdings, Inc. | 539,133 | 0.1 | |
28,418 | McCormick & Co., Inc. | 2,716,761 | 0.4 | |
3,346 | (1) | Pilgrim's Pride Corp. | 65,615 | 0.0 |
2,730 | Reynolds Consumer Products, Inc. | 82,009 | 0.0 | |
20,357 | (1) | Sprouts Farmers Market, Inc. | 409,176 | 0.1 |
24,443,028 | 3.5 | |||
Energy: 0.4% | ||||
47,416 | (1) | Cheniere Energy, Inc. | 2,846,382 | 0.4 |
7,691 | Equitrans Midstream Corp. | 61,836 | 0.0 | |
2,908,218 | 0.4 | |||
Financials: 3.5% | ||||
261 | Alleghany Corp. | 157,563 | 0.0 | |
17,336 | Apollo Global Management, Inc. | 849,117 | 0.1 | |
20,095 | Ares Management Corp. | 945,470 | 0.2 | |
1,512 | Axis Capital Holdings Ltd. | 76,190 | 0.0 | |
2,559 | Brown & Brown, Inc. | 121,322 | 0.0 | |
2,273 | Carlyle Group, Inc./The | 71,463 | 0.0 | |
4,815 | Cboe Global Markets, Inc. | 448,373 | 0.1 | |
135 | (1),(2) | Credit Acceptance Corp. | 46,729 | 0.0 |
2,945 | Erie Indemnity Co. | 723,292 | 0.1 | |
7,609 | Factset Research Systems, Inc. | 2,529,993 | 0.4 | |
839 | (1) | GoHealth, Inc. | 11,461 | 0.0 |
2,112 | (1),(2) | LendingTree, Inc. | 578,244 | 0.1 |
4,893 | Lincoln National Corp. | 246,167 | 0.0 |
See Accompanying Notes to Financial Statements
39
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
1,277 | LPL Financial Holdings, Inc. | 133,089 | 0.0 | |
7,557 | MarketAxess Holdings, Inc. | 4,311,722 | 0.6 | |
3,718 | Morningstar, Inc. | 860,977 | 0.1 | |
16,693 | MSCI, Inc. - Class A | 7,453,925 | 1.1 | |
5,009 | Primerica, Inc. | 670,855 | 0.1 | |
3,504 | RenaissanceRe Holdings Ltd. | 581,033 | 0.1 | |
17,712 | SLM Corp. | 219,452 | 0.0 | |
11,781 | T. Rowe Price Group, Inc. | 1,783,526 | 0.3 | |
14,576 | Tradeweb Markets, Inc. | 910,271 | 0.1 | |
11,584 | Virtu Financial, Inc. | 291,569 | 0.1 | |
24,021,803 | 3.5 | |||
Health Care: 21.7% | ||||
11,766 | (1) | 10X Genomics, Inc. | 1,666,066 | 0.2 |
9,073 | (1) | Abiomed, Inc. | 2,941,467 | 0.4 |
22,670 | (1) | Acadia Pharmaceuticals, Inc. | 1,211,938 | 0.2 |
9,897 | (1) | Acceleron Pharma, Inc. | 1,266,222 | 0.2 |
15,617 | (1) | Adaptive Biotechnologies Corp. | 923,433 | 0.1 |
5,454 | Agilent Technologies, Inc. | 646,244 | 0.1 | |
1,208 | (1) | Agios Pharmaceuticals, Inc. | 52,343 | 0.0 |
6,715 | (1) | Alexion Pharmaceuticals, Inc. | 1,049,152 | 0.2 |
16,002 | (1) | Align Technology, Inc. | 8,551,149 | 1.2 |
23,655 | (1) | Alnylam Pharmaceuticals, Inc. | 3,074,440 | 0.4 |
6,560 | (1) | Amedisys, Inc. | 1,924,245 | 0.3 |
6,477 | (1),(2) | American Well Corp. | 164,062 | 0.0 |
14,336 | AmerisourceBergen Corp. | 1,401,487 | 0.2 | |
101,468 | (1) | Avantor, Inc. | 2,856,324 | 0.4 |
1,417 | (1),(2) | Berkeley Lights, Inc. | 126,694 | 0.0 |
33,572 | (1) | BioMarin Pharmaceutical, Inc. | 2,943,929 | 0.4 |
7,316 | Bio-Techne Corp. | 2,323,196 | 0.3 | |
6,069 | (1) | Bluebird Bio, Inc. | 262,606 | 0.0 |
8,990 | Bruker Corp. | 486,629 | 0.1 | |
59,952 | Cardinal Health, Inc. | 3,211,029 | 0.5 | |
62,373 | Cerner Corp. | 4,895,033 | 0.7 | |
36,497 | (1) | Change Healthcare, Inc. | 680,669 | 0.1 |
8,868 | (1) | Charles River Laboratories International, Inc. | 2,215,758 | 0.3 |
3,176 | Chemed Corp. | 1,691,569 | 0.2 | |
1,208 | Cooper Cos., Inc. | 438,891 | 0.1 | |
2,608 | (1) | DaVita, Inc. | 306,179 | 0.0 |
9,116 | Encompass Health Corp. | 753,802 | 0.1 | |
26,472 | (1) | Exact Sciences Corp. | 3,507,275 | 0.5 |
22,903 | (1) | Exelixis, Inc. | 459,663 | 0.1 |
12,155 | (1) | Global Blood Therapeutics, Inc. | 526,433 | 0.1 |
16,827 | (1) | Guardant Health, Inc. | 2,168,664 | 0.3 |
9,521 | (1) | Haemonetics Corp. | 1,130,619 | 0.2 |
1,606 | Hill-Rom Holdings, Inc. | 157,340 | 0.0 | |
36,681 | (1) | Hologic, Inc. | 2,671,477 | 0.4 |
37,008 | (1) | Horizon Therapeutics Plc | 2,707,135 | 0.4 |
1,072 | (1) | ICU Medical, Inc. | 229,933 | 0.0 |
17,246 | (1) | Idexx Laboratories, Inc. | 8,620,758 | 1.2 |
37,323 | (1) | Incyte Corp., Ltd. | 3,246,355 | 0.5 |
13,441 | (1) | Insulet Corp. | 3,435,923 | 0.5 |
13,169 | (1) | Ionis Pharmaceuticals, Inc. | 744,575 | 0.1 |
28,228 | (1) | Iovance Biotherapeutics, Inc. | 1,309,779 | 0.2 |
14,772 | (1) | IQVIA Holdings, Inc. | 2,646,699 | 0.4 |
1,093 | (1) | Laboratory Corp. of America Holdings | 222,480 | 0.0 |
10,013 | (1) | Masimo Corp. | 2,687,289 | 0.4 |
24,678 | McKesson Corp. | 4,291,998 | 0.6 | |
4,545 | (1) | Mettler Toledo International, Inc. | 5,179,846 | 0.8 |
58,524 | (1) | Moderna, Inc. | 6,114,002 | 0.9 |
8,093 | (1) | Molina Healthcare, Inc. | 1,721,219 | 0.3 |
18,848 | (1) | Neurocrine Biosciences, Inc. | 1,806,581 | 0.3 |
20,641 | (1) | Novocure Ltd. | 3,571,719 | 0.5 |
2,496 | (1) | Oak Street Health, Inc. | 152,655 | 0.0 |
6,753 | (1),(2) | Penumbra, Inc. | 1,181,775 | 0.2 |
4,425 | PerkinElmer, Inc. | 634,988 | 0.1 | |
27,702 | (1) | PPD, Inc. | 947,962 | 0.1 |
11,010 | (1) | PRA Health Sciences, Inc. | 1,381,094 | 0.2 |
7,614 | (1) | Quidel Corp. | 1,367,855 | 0.2 |
4,407 | (1) | Reata Pharmaceuticals, Inc. | 544,793 | 0.1 |
10,700 | (1) | Repligen Corp. | 2,050,441 | 0.3 |
29,383 | Resmed, Inc. | 6,245,650 | 0.9 | |
9,519 | (2) | Royalty Pharma PLC | 476,426 | 0.1 |
776 | (1) | Sage Therapeutics, Inc. | 67,132 | 0.0 |
15,432 | (1) | Sarepta Therapeutics, Inc. | 2,631,002 | 0.4 |
25,977 | (1) | Seagen, Inc. | 4,549,612 | 0.7 |
918 | STERIS Public Ltd. Co. | 173,998 | 0.0 | |
1,646 | (1) | Syneos Health, Inc. | 112,142 | 0.0 |
11,048 | (1) | Tandem Diabetes Care, Inc. | 1,057,073 | 0.2 |
20,603 | (1),(2) | Teladoc Health, Inc. | 4,119,776 | 0.6 |
5,987 | Teleflex, Inc. | 2,464,070 | 0.4 | |
2,343 | (1) | Varian Medical Systems, Inc. | 410,048 | 0.1 |
27,724 | (1) | Veeva Systems, Inc. | 7,547,859 | 1.1 |
932 | (1) | Waters Corp. | 230,595 | 0.0 |
15,041 | West Pharmaceutical Services, Inc. | 4,261,266 | 0.6 | |
149,830,530 | 21.7 | |||
Industrials: 11.6% | ||||
12,273 | Allegion Public Ltd. | 1,428,332 | 0.2 | |
14,956 | Allison Transmission Holdings, Inc. | 645,052 | 0.1 | |
3,612 | Armstrong World Industries, Inc. | 268,697 | 0.0 | |
892 | (1) | Array Technologies, Inc. | 38,481 | 0.0 |
12,817 | (1) | Axon Enterprise, Inc. | 1,570,467 | 0.2 |
2,340 | (1) | AZEK Co., Inc./The | 89,973 | 0.0 |
12,493 | BWX Technologies, Inc. | 753,078 | 0.1 | |
63,909 | Carrier Global Corp. | 2,410,647 | 0.4 | |
4,264 | CH Robinson Worldwide, Inc. | 400,262 | 0.1 | |
16,030 | Cintas Corp. | 5,665,964 | 0.8 | |
42,061 | (1) | Copart, Inc. | 5,352,262 | 0.8 |
814 | CoreLogic, Inc. | 62,938 | 0.0 | |
7,992 | (1) | CoStar Group, Inc. | 7,386,846 | 1.1 |
2,679 | Donaldson Co., Inc. | 149,702 | 0.0 | |
8,632 | (1),(2) | Dun & Bradstreet Holdings, Inc. | 214,937 | 0.0 |
18,397 | Equifax, Inc. | 3,547,677 | 0.5 | |
21,208 | Expeditors International Washington, Inc. | 2,017,093 | 0.3 | |
95,191 | Fastenal Co. | 4,648,177 | 0.7 |
See Accompanying Notes to Financial Statements
40
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
11,418 | (1) | Generac Holdings, Inc. | 2,596,567 | 0.4 |
16,917 | Graco, Inc. | 1,223,945 | 0.2 | |
12,811 | Heico Corp. - Class A - HEI.A | 1,499,656 | 0.2 | |
7,359 | Heico Corp. - HEI | 974,332 | 0.1 | |
770 | Huntington Ingalls Industries, Inc. | 131,270 | 0.0 | |
6,547 | (1) | IAA, Inc. | 425,424 | 0.1 |
44,350 | IHS Markit Ltd. | 3,983,960 | 0.6 | |
4,640 | JB Hunt Transport Services, Inc. | 634,056 | 0.1 | |
6,345 | Landstar System, Inc. | 854,418 | 0.1 | |
4,980 | Lincoln Electric Holdings, Inc. | 578,925 | 0.1 | |
9,106 | (1) | Mercury Systems, Inc. | 801,874 | 0.1 |
1,655 | MSA Safety, Inc. | 247,240 | 0.0 | |
9,616 | Nordson Corp. | 1,932,335 | 0.3 | |
17,233 | Old Dominion Freight Line | 3,363,537 | 0.5 | |
5,659 | Quanta Services, Inc. | 407,561 | 0.1 | |
11,549 | Rockwell Automation, Inc. | 2,896,605 | 0.4 | |
39,868 | Rollins, Inc. | 1,557,643 | 0.2 | |
19,733 | Toro Co. | 1,871,478 | 0.3 | |
2,377 | (1) | TransDigm Group, Inc. | 1,471,006 | 0.2 |
35,472 | TransUnion | 3,519,532 | 0.5 | |
23,697 | (1) | Trex Co., Inc. | 1,983,913 | 0.3 |
32,509 | Verisk Analytics, Inc. | 6,748,543 | 1.0 | |
44,942 | Vertiv Holdings Co. | 839,067 | 0.1 | |
11,798 | (1),(2) | Virgin Galactic Holdings, Inc. | 279,967 | 0.0 |
6,696 | WW Grainger, Inc. | 2,734,245 | 0.4 | |
930 | (1) | XPO Logistics, Inc. | 110,856 | 0.0 |
80,318,540 | 11.6 | |||
Information Technology: 38.8% | ||||
4,608 | (1),(2) | 2U, Inc. | 184,366 | 0.0 |
27,003 | (1) | Akamai Technologies, Inc. | 2,835,045 | 0.4 |
2,454 | (1) | Allegro MicroSystems, Inc. | 65,424 | 0.0 |
11,010 | (1) | Alteryx, Inc. | 1,340,908 | 0.2 |
35,485 | Amphenol Corp. | 4,640,373 | 0.7 | |
27,251 | (1) | Anaplan, Inc. | 1,957,984 | 0.3 |
17,562 | (1) | ANSYS, Inc. | 6,389,056 | 0.9 |
9,887 | (1) | Arista Networks, Inc. | 2,872,866 | 0.4 |
12,909 | (1) | Aspen Technology, Inc. | 1,681,397 | 0.2 |
16,896 | (1) | Avalara, Inc. | 2,785,981 | 0.4 |
2,096 | (1),(2) | BigCommerce Holdings, Inc. | 134,458 | 0.0 |
14,987 | (1) | Bill.com Holdings, Inc. | 2,045,725 | 0.3 |
31,002 | (1) | Black Knight, Inc. | 2,739,027 | 0.4 |
27,714 | Booz Allen Hamilton Holding Corp. | 2,416,106 | 0.4 | |
23,452 | Broadridge Financial Solutions, Inc. ADR | 3,592,846 | 0.5 | |
823 | (1) | CACI International, Inc. | 205,199 | 0.0 |
56,519 | (1) | Cadence Design Systems, Inc. | 7,710,887 | 1.1 |
3,185 | CDK Global, Inc. | 165,079 | 0.0 | |
29,076 | CDW Corp. | 3,831,926 | 0.6 | |
16,600 | (1) | Ceridian HCM Holding, Inc. | 1,768,896 | 0.3 |
6,870 | Citrix Systems, Inc. | 893,787 | 0.1 | |
22,341 | (1) | Cloudflare, Inc. | 1,697,693 | 0.2 |
34,334 | Cognex Corp. | 2,756,505 | 0.4 | |
4,083 | (1) | Coherent, Inc. | 612,532 | 0.1 |
2,537 | (1) | CommScope Holding Co., Inc. | 33,996 | 0.0 |
14,087 | (1) | Coupa Software, Inc. | 4,774,225 | 0.7 |
22,573 | (1) | Crowdstrike Holdings, Inc. | 4,781,413 | 0.7 |
31,243 | (1) | Datadog, Inc. | 3,075,561 | 0.4 |
2,411 | (1) | Datto Holding Corp. | 65,097 | 0.0 |
36,550 | (1) | DocuSign, Inc. | 8,125,065 | 1.2 |
1,523 | Dolby Laboratories, Inc. | 147,929 | 0.0 | |
50,288 | (1) | Dropbox, Inc. | 1,115,891 | 0.2 |
3,863 | (1) | Duck Creek Technologies, Inc. | 167,268 | 0.0 |
37,482 | (1) | Dynatrace, Inc. | 1,621,846 | 0.2 |
13,528 | (1) | Elastic NV | 1,976,847 | 0.3 |
21,649 | (1) | Enphase Energy, Inc. | 3,798,750 | 0.6 |
25,694 | Entegris, Inc. | 2,469,193 | 0.4 | |
10,891 | (1) | EPAM Systems, Inc. | 3,902,790 | 0.6 |
7,149 | (1) | Everbridge, Inc. | 1,065,701 | 0.2 |
5,734 | (1) | Fair Isaac Corp. | 2,930,303 | 0.4 |
16,156 | (1),(2) | Fastly, Inc. | 1,411,550 | 0.2 |
10,270 | (1) | FireEye, Inc. | 236,826 | 0.0 |
12,646 | (1) | Five9, Inc. | 2,205,462 | 0.3 |
16,902 | (1) | FleetCor Technologies, Inc. | 4,611,373 | 0.7 |
27,250 | (1) | Fortinet, Inc. | 4,047,442 | 0.6 |
17,733 | (1) | Gartner, Inc. | 2,840,649 | 0.4 |
14,952 | Genpact Ltd. | 618,415 | 0.1 | |
7,893 | (1) | Globant SA | 1,717,596 | 0.3 |
34,467 | (1) | GoDaddy, Inc. | 2,859,038 | 0.4 |
3,269 | (1) | Guidewire Software, Inc. | 420,818 | 0.1 |
8,480 | (1) | HubSpot, Inc. | 3,361,811 | 0.5 |
9,795 | (1) | Inphi Corp. | 1,571,804 | 0.2 |
464 | (1) | IPG Photonics Corp. | 103,839 | 0.0 |
5,722 | Jabil, Inc. | 243,357 | 0.0 | |
12,231 | Jack Henry & Associates, Inc. | 1,981,300 | 0.3 | |
3,119 | (1) | Jamf Holding Corp. | 93,320 | 0.0 |
2,282 | (1),(2) | JFrog Ltd. | 143,378 | 0.0 |
12,883 | (1) | Keysight Technologies, Inc. | 1,701,715 | 0.2 |
31,825 | KLA Corp. | 8,239,811 | 1.2 | |
2,674 | Leidos Holdings, Inc. | 281,091 | 0.0 | |
1,640 | (1) | Lumentum Holdings, Inc. | 155,472 | 0.0 |
11,560 | (1) | Manhattan Associates, Inc. | 1,215,881 | 0.2 |
18,069 | Maxim Integrated Products | 1,601,817 | 0.2 | |
3,754 | (2) | McAfee Corp. | 62,654 | 0.0 |
17,859 | (1) | Medallia, Inc. | 593,276 | 0.1 |
38,409 | Microchip Technology, Inc. | 5,304,667 | 0.8 | |
8,422 | MKS Instruments, Inc. | 1,267,090 | 0.2 | |
10,438 | (1) | MongoDB, Inc. | 3,747,660 | 0.5 |
8,919 | Monolithic Power Systems, Inc. | 3,266,405 | 0.5 | |
3,556 | Motorola Solutions, Inc. | 604,733 | 0.1 | |
2,494 | (1),(2) | nCino, Inc. | 180,591 | 0.0 |
24,590 | NetApp, Inc. | 1,628,842 | 0.2 | |
10,617 | (1) | New Relic, Inc. | 694,352 | 0.1 |
112,522 | NortonLifeLock, Inc. | 2,338,207 | 0.3 | |
39,560 | (1) | Nutanix, Inc. | 1,260,777 | 0.2 |
23,572 | (1) | Okta, Inc. | 5,993,417 | 0.9 |
14,226 | (1) | PagerDuty, Inc. | 593,224 | 0.1 |
19,085 | (1) | Palo Alto Networks, Inc. | 6,782,618 | 1.0 |
51,971 | Paychex, Inc. | 4,842,658 | 0.7 | |
10,098 | (1) | Paycom Software, Inc. | 4,566,820 | 0.7 |
7,835 | (1) | Paylocity Holding Corp. | 1,613,305 | 0.2 |
7,261 | Pegasystems, Inc. | 967,601 | 0.1 |
See Accompanying Notes to Financial Statements
41
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
18,348 | (1) | Pluralsight, Inc. | 384,574 | 0.1 |
11,602 | (1) | Proofpoint, Inc. | 1,582,629 | 0.2 |
21,379 | (1) | PTC, Inc. | 2,557,142 | 0.4 |
28,354 | (1) | Pure Storage, Inc. - Class A | 641,084 | 0.1 |
15,730 | (1) | RealPage, Inc. | 1,372,285 | 0.2 |
16,133 | (1) | RingCentral, Inc. | 6,113,923 | 0.9 |
1,533 | Science Applications International Corp. | 145,083 | 0.0 | |
78,128 | (1) | Slack Technologies, Inc. | 3,300,127 | 0.5 |
22,871 | (1) | Smartsheet, Inc. | 1,584,732 | 0.2 |
10,011 | (1) | SolarEdge Technologies, Inc. | 3,194,710 | 0.5 |
32,592 | (1) | Splunk, Inc. | 5,537,055 | 0.8 |
9,623 | SS&C Technologies Holdings, Inc. | 700,073 | 0.1 | |
41,322 | (1) | StoneCo Ltd. | 3,467,742 | 0.5 |
15,998 | Switch, Inc. | 261,887 | 0.0 | |
28,770 | (1) | Synopsys, Inc. | 7,458,335 | 1.1 |
17,000 | (1) | Teradata Corp. | 381,990 | 0.1 |
33,900 | Teradyne, Inc. | 4,064,271 | 0.6 | |
8,471 | (1) | Trade Desk, Inc./The | 6,785,271 | 1.0 |
23,882 | (1) | Twilio, Inc. | 8,084,057 | 1.2 |
8,126 | (1) | Tyler Technologies, Inc. | 3,547,162 | 0.5 |
1,401 | Ubiquiti, Inc. | 390,192 | 0.1 | |
4,907 | (1),(2) | Unity Software, Inc. | 753,077 | 0.1 |
8,795 | Universal Display Corp. | 2,021,091 | 0.3 | |
12,274 | (1) | VeriSign, Inc. | 2,656,094 | 0.4 |
16,300 | Western Union Co. | 357,622 | 0.1 | |
776 | (1) | WEX, Inc. | 157,939 | 0.0 |
50,076 | Xilinx, Inc. | 7,099,275 | 1.0 | |
9,831 | (1) | Zebra Technologies Corp. | 3,778,348 | 0.5 |
23,656 | (1) | Zendesk, Inc. | 3,385,647 | 0.5 |
14,805 | (1) | Zscaler, Inc. | 2,956,707 | 0.4 |
268,068,727 | 38.8 | |||
Materials: 2.1% | ||||
48,450 | Amcor PLC | 570,257 | 0.1 | |
7,027 | Avery Dennison Corp. | 1,089,958 | 0.2 | |
61,216 | Ball Corp. | 5,704,107 | 0.8 | |
9,251 | (1) | Berry Global Group, Inc. | 519,814 | 0.1 |
2,736 | (1) | Crown Holdings, Inc. | 274,147 | 0.0 |
5,227 | FMC Corp. | 600,739 | 0.1 | |
12,095 | Graphic Packaging Holding Co. | 204,889 | 0.0 | |
1,169 | NewMarket Corp. | 465,601 | 0.1 | |
9,617 | Royal Gold, Inc. | 1,022,864 | 0.2 | |
21,899 | RPM International, Inc. | 1,987,991 | 0.3 | |
7,779 | Scotts Miracle-Gro Co. | 1,549,110 | 0.2 | |
4,122 | WR Grace & Co. | 225,968 | 0.0 | |
14,215,445 | 2.1 | |||
Real Estate: 1.4% | ||||
4,129 | Americold Realty Trust | 154,135 | 0.0 | |
7,222 | (2) | Brookfield Property REIT, Inc. | 107,897 | 0.0 |
5,549 | Coresite Realty Corp. | 695,179 | 0.1 | |
14,608 | Equity Lifestyle Properties, Inc. | 925,563 | 0.1 | |
18,192 | Extra Space Storage, Inc. | 2,107,725 | 0.3 | |
34,339 | (2) | Iron Mountain, Inc. | 1,012,314 | 0.2 |
52,179 | Simon Property Group, Inc. | 4,449,825 | 0.7 | |
9,452,638 | 1.4 | |||
Utilities: 0.1% | ||||
17,293 | NRG Energy, Inc. | 649,352 | 0.1 | |
Total Common Stock | ||||
(Cost $385,513,688) | 691,752,265 | 100.2 | ||
EXCHANGE-TRADED FUNDS: 0.3% | ||||
17,711 | iShares Russell Mid-Cap Growth ETF | 1,818,034 | 0.3 | |
Total Exchange-Traded Funds | ||||
(Cost $1,847,044) | 1,818,034 | 0.3 | ||
Total Long-Term Investments | ||||
(Cost $387,360,732) | 693,570,299 | 100.5 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.4% | ||||
Repurchase Agreements: 2.3% | ||||
2,738,441 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,738,462, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,793,210, due 01/25/21-10/15/62) | 2,738,441 | 0.4 |
2,683,357 | (3) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,683,395, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,737,066, due 01/31/21-05/15/49) | 2,683,357 | 0.4 |
1,563,677 | (3) | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $1,563,687, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,594,951, due 01/15/21-01/01/51) | 1,563,677 | 0.2 |
See Accompanying Notes to Financial Statements
42
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
1,191,344 | (3) | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,191,361, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,215,171, due 07/01/22-12/01/50) | 1,191,344 | 0.2 | ||
1,223,429 | (3) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,223,446, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,247,916, due 02/18/21-01/15/62) | 1,223,429 | 0.2 | ||
3,676,156 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,676,188, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,749,679, due 01/05/21-12/20/50) | 3,676,156 | 0.5 | ||
2,717,985 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,718,033, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,779,255, due 07/15/22-02/15/47) | 2,717,985 | 0.4 | ||
Total Repurchase Agreements | ||||||
(Cost $15,794,389) | 15,794,389 | 2.3 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.1% | ||||||
711,003 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | ||||
(Cost $711,003) | 711,003 | 0.1 | ||||
Total Short-Term Investments | ||||||
(Cost $16,505,392) | 16,505,392 | 2.4 | ||||
Total Investments in Securities (Cost $403,866,124) | $ | 710,075,691 | 102.9 | |||
Liabilities in Excess of Other Assets | (19,780,284) | (2.9) | ||||
Net Assets | $ | 690,295,407 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2020. |
See Accompanying Notes to Financial Statements
43
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.3% | ||||
Communication Services: 5.0% | ||||
43,296 | (1) | Altice USA, Inc. | $ 1,639,620 | 0.1 |
790 | Cable One, Inc. | 1,759,899 | 0.1 | |
161,791 | (2) | CenturyLink, Inc. | 1,577,462 | 0.1 |
23,072 | (1),(2) | Discovery Communications, Inc. - Class A | 694,236 | 0.1 |
45,883 | (1) | Discovery Communications, Inc. - Class C | 1,201,676 | 0.1 |
36,333 | (1) | Dish Network Corp. - Class A | 1,175,009 | 0.1 |
49,406 | Fox Corp. - Class A | 1,438,703 | 0.1 | |
23,361 | Fox Corp. - Class B | 674,666 | 0.1 | |
11,091 | (1) | IAC/InterActiveCorp | 2,100,081 | 0.2 |
57,448 | Interpublic Group of Cos., Inc. | 1,351,177 | 0.1 | |
6,379 | John Wiley & Sons, Inc. | 291,265 | 0.0 | |
3,697 | (1) | Liberty Media Corp. - Media A | 140,449 | 0.0 |
29,303 | (1),(2) | Liberty Media Corp. - Media C | 1,248,308 | 0.1 |
12,293 | (1) | Liberty Media Corp. - SiriusXM A | 530,935 | 0.0 |
25,650 | (1) | Liberty Media Corp. - SiriusXM C | 1,116,031 | 0.1 |
3,657 | (1),(2) | Liberty Broadband Corp. - Series A | 576,270 | 0.0 |
23,636 | (1) | Liberty Broadband Corp. - Series C | 3,743,233 | 0.3 |
8,633 | (1) | Lions Gate Entertainment Corp. - Class A | 98,157 | 0.0 |
17,152 | (1) | Lions Gate Entertainment Corp. - Class B | 178,038 | 0.0 |
20,973 | (1),(2) | Live Nation Entertainment, Inc. | 1,541,096 | 0.1 |
2,778 | (1) | Madison Square Garden Sports Corp. | 511,430 | 0.0 |
2,751 | (1) | Madison Square Garden Entertainment Corp. | 288,965 | 0.0 |
33,119 | (1) | Match Group, Inc. | 5,007,262 | 0.4 |
24,071 | New York Times Co. | 1,246,156 | 0.1 | |
57,365 | News Corp - Class A | 1,030,849 | 0.1 | |
17,929 | News Corp - Class B | 318,598 | 0.0 | |
6,294 | Nexstar Media Group, Inc. | 687,242 | 0.1 | |
31,447 | Omnicom Group | 1,961,349 | 0.1 | |
59,419 | (1) | Pinterest, Inc. | 3,915,712 | 0.3 |
16,112 | (1) | Roku, Inc. | 5,349,506 | 0.4 |
169,184 | (2) | Sirius XM Holdings, Inc. | 1,077,702 | 0.1 |
19,366 | (1) | Spotify Technology SA | 6,093,706 | 0.4 |
16,852 | (1) | Take-Two Interactive Software, Inc. | 3,501,677 | 0.3 |
14,872 | Telephone & Data Systems, Inc. | 276,173 | 0.0 | |
14,860 | (1),(2) | TripAdvisor, Inc. | 427,671 | 0.0 |
115,339 | (1) | Twitter, Inc. | 6,245,607 | 0.4 |
2,178 | (1) | United States Cellular Corp. | 66,843 | 0.0 |
1,614 | ViacomCBS, Inc. - Class A | 61,041 | 0.0 | |
80,248 | (2) | ViacomCBS, Inc. - Class B | 2,990,040 | 0.2 |
6,787 | (2) | World Wrestling Entertainment, Inc. | 326,115 | 0.0 |
8,623 | (1) | Zillow Group, Inc. - Class A | 1,172,211 | 0.1 |
21,413 | (1),(2) | Zillow Group, Inc. - Class C | 2,779,407 | 0.2 |
131,171 | (1) | Zynga, Inc. - Class A | 1,294,658 | 0.1 |
69,706,231 | 5.0 | |||
Consumer Discretionary: 11.5% | ||||
9,672 | Advance Auto Parts, Inc. | 1,523,437 | 0.1 | |
39,623 | Aptiv PLC | 5,162,481 | 0.4 | |
33,748 | Aramark | 1,298,623 | 0.1 | |
8,476 | (1) | Autonation, Inc. | 591,540 | 0.0 |
3,453 | (1) | Autozone, Inc. | 4,093,324 | 0.3 |
33,761 | Best Buy Co., Inc. | 3,369,010 | 0.2 | |
36,070 | BorgWarner, Inc. | 1,393,745 | 0.1 | |
8,853 | (1) | Bright Horizons Family Solutions, Inc. | 1,531,480 | 0.1 |
11,661 | Brunswick Corp. | 889,035 | 0.1 | |
9,609 | (1) | Burlington Stores, Inc. | 2,513,234 | 0.2 |
20,980 | (1) | Capri Holdings Ltd. | 881,160 | 0.1 |
24,055 | (1) | Carmax, Inc. | 2,272,235 | 0.2 |
71,641 | (2) | Carnival Corp. | 1,551,744 | 0.1 |
6,333 | Carter's, Inc. | 595,745 | 0.0 | |
8,259 | (1),(2) | Carvana Co. | 1,978,361 | 0.1 |
17,901 | (1),(2) | Chegg, Inc. | 1,616,997 | 0.1 |
4,120 | (1) | Chipotle Mexican Grill, Inc. | 5,713,245 | 0.4 |
5,153 | (2) | Choice Hotels International, Inc. | 549,980 | 0.0 |
4,257 | (2) | Columbia Sportswear Co. | 371,977 | 0.0 |
19,233 | Darden Restaurants, Inc. | 2,291,035 | 0.2 | |
9,135 | (2) | Dick's Sporting Goods, Inc. | 513,478 | 0.0 |
34,716 | (1) | Dollar Tree, Inc. | 3,750,717 | 0.3 |
5,761 | Domino's Pizza, Inc. | 2,209,113 | 0.2 | |
48,893 | D.R. Horton, Inc. | 3,369,706 | 0.2 | |
17,454 | (1) | Etsy, Inc. | 3,105,241 | 0.2 |
19,993 | Expedia Group, Inc. | 2,647,073 | 0.2 | |
26,160 | Extended Stay America, Inc. | 387,430 | 0.0 | |
8,072 | (1) | Five Below, Inc. | 1,412,439 | 0.1 |
13,875 | (1) | Floor & Decor Holdings, Inc. | 1,288,294 | 0.1 |
15,296 | Foot Locker, Inc. | 618,570 | 0.0 | |
576,974 | Ford Motor Co. | 5,071,601 | 0.4 | |
12,656 | (1) | frontdoor, Inc. | 635,458 | 0.0 |
26,985 | Gap, Inc. | 544,827 | 0.0 | |
22,118 | Garmin Ltd. | 2,646,640 | 0.2 | |
36,267 | Gentex Corp. | 1,230,539 | 0.1 | |
20,778 | Genuine Parts Co. | 2,086,735 | 0.2 | |
578 | Graham Holdings Co. | 308,294 | 0.0 | |
6,896 | (1) | Grand Canyon Education, Inc. | 642,087 | 0.0 |
13,595 | (1) | GrubHub, Inc. | 1,009,701 | 0.1 |
28,586 | H&R Block, Inc. | 453,374 | 0.0 | |
51,261 | (2) | Hanesbrands, Inc. | 747,385 | 0.1 |
22,612 | Harley-Davidson, Inc. | 829,860 | 0.1 | |
18,809 | Hasbro, Inc. | 1,759,394 | 0.1 |
See Accompanying Notes to Financial Statements
44
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
40,379 | Hilton Worldwide Holdings, Inc. | 4,492,568 | 0.3 | |
5,167 | (2) | Hyatt Hotels Corp. | 383,650 | 0.0 |
23,267 | Kohl's Corp. | 946,734 | 0.1 | |
33,911 | L Brands, Inc. | 1,261,150 | 0.1 | |
8,858 | Lear Corp. | 1,408,688 | 0.1 | |
19,517 | Leggett & Platt, Inc. | 864,603 | 0.1 | |
40,025 | Lennar Corp. - Class A | 3,051,106 | 0.2 | |
2,320 | Lennar Corp. - Class B | 141,984 | 0.0 | |
6,840 | (1),(2) | Leslie's, Inc. | 189,810 | 0.0 |
44,780 | (1) | LKQ Corp. | 1,578,047 | 0.1 |
16,808 | (1) | Lululemon Athletica, Inc. | 5,849,688 | 0.4 |
50,817 | (1) | Mattel, Inc. | 886,757 | 0.1 |
69,604 | MGM Resorts International | 2,193,222 | 0.2 | |
8,588 | (1) | Mohawk Industries, Inc. | 1,210,479 | 0.1 |
56,782 | Newell Brands, Inc. | 1,205,482 | 0.1 | |
16,170 | (2) | Nordstrom, Inc. | 504,666 | 0.0 |
46,595 | (1),(2) | Norwegian Cruise Line Holdings Ltd. | 1,184,911 | 0.1 |
500 | (1) | NVR, Inc. | 2,039,930 | 0.1 |
8,095 | (1),(2) | Ollie's Bargain Outlet Holdings, Inc. | 661,928 | 0.0 |
10,569 | (1) | O'Reilly Automotive, Inc. | 4,783,212 | 0.3 |
37,583 | (1) | Peloton Interactive, Inc. | 5,702,093 | 0.4 |
4,706 | Penske Auto Group, Inc. | 279,489 | 0.0 | |
12,130 | (1) | Planet Fitness, Inc. | 941,652 | 0.1 |
8,589 | Polaris, Inc. | 818,360 | 0.1 | |
5,733 | Pool Corp. | 2,135,542 | 0.2 | |
39,547 | Pulte Group, Inc. | 1,705,267 | 0.1 | |
10,383 | PVH Corp. | 974,860 | 0.1 | |
56,288 | Qurate Retail, Inc. | 617,479 | 0.0 | |
6,960 | Ralph Lauren Corp. | 722,030 | 0.1 | |
27,141 | Royal Caribbean Cruises Ltd. | 2,027,161 | 0.1 | |
24,932 | Service Corp. International | 1,224,161 | 0.1 | |
11,285 | Six Flags Entertainment Corp. | 384,818 | 0.0 | |
19,773 | (1) | Skechers USA, Inc. | 710,642 | 0.1 |
40,884 | Tapestry, Inc. | 1,270,675 | 0.1 | |
27,944 | (1) | Tempur Sealy International, Inc. | 754,488 | 0.1 |
19,555 | (1) | Terminix Global Holdings, Inc. | 997,501 | 0.1 |
7,854 | (2) | Thor Industries, Inc. | 730,343 | 0.1 |
17,911 | Tiffany & Co. | 2,354,401 | 0.2 | |
17,116 | Toll Brothers, Inc. | 744,033 | 0.1 | |
17,092 | Tractor Supply Co. | 2,402,793 | 0.2 | |
7,964 | (1) | Ulta Beauty, Inc. | 2,286,942 | 0.2 |
27,894 | (1) | Under Armour, Inc. - Class A | 478,940 | 0.0 |
29,107 | (1) | Under Armour, Inc. - Class C | 433,112 | 0.0 |
5,906 | Vail Resorts, Inc. | 1,647,538 | 0.1 | |
47,691 | VF Corp. | 4,073,288 | 0.3 | |
3,966 | (1),(2) | Vroom, Inc. | 162,487 | 0.0 |
10,471 | (1),(2) | Wayfair, Inc. | 2,364,456 | 0.2 |
26,510 | Wendy's Company | 581,099 | 0.0 | |
9,019 | Whirlpool Corp. | 1,627,839 | 0.1 | |
11,359 | (2) | Williams-Sonoma, Inc. | 1,156,801 | 0.1 |
12,444 | Wyndham Destinations, Inc. | 558,238 | 0.0 | |
13,556 | Wyndham Hotels & Resorts, Inc. | 805,769 | 0.1 | |
14,474 | Wynn Resorts Ltd. | 1,633,101 | 0.1 | |
59,250 | Yum China Holdings, Inc. | 3,382,582 | 0.2 | |
160,984,939 | 11.5 | |||
Consumer Staples: 3.7% | ||||
6,702 | (2) | Albertsons Cos, Inc. | 117,821 | 0.0 |
81,957 | Archer-Daniels-Midland Co. | 4,131,452 | 0.3 | |
7,722 | (1),(2) | Beyond Meat, Inc. | 965,250 | 0.1 |
1,317 | (1) | Boston Beer Co., Inc. | 1,309,480 | 0.1 |
6,685 | Brown-Forman Corp. - Class A | 491,147 | 0.0 | |
26,711 | Brown-Forman Corp. - Class B | 2,121,655 | 0.2 | |
20,052 | Bunge Ltd. | 1,315,010 | 0.1 | |
28,859 | (2) | Campbell Soup Co. | 1,395,333 | 0.1 |
5,444 | Casey's General Stores, Inc. | 972,407 | 0.1 | |
36,742 | Church & Dwight Co., Inc. | 3,205,005 | 0.2 | |
18,662 | Clorox Co. | 3,768,231 | 0.3 | |
72,101 | Conagra Brands, Inc. | 2,614,382 | 0.2 | |
42,602 | Coty, Inc - Class A | 299,066 | 0.0 | |
9,168 | (2) | Energizer Holdings, Inc. | 386,706 | 0.0 |
28,812 | Flowers Foods, Inc. | 652,016 | 0.1 | |
10,606 | (1),(2) | Grocery Outlet Holding Corp. | 416,285 | 0.0 |
12,542 | (1) | Hain Celestial Group, Inc. | 503,561 | 0.0 |
13,292 | (1),(2) | Herbalife Nutrition Ltd. | 638,681 | 0.0 |
21,821 | Hershey Co. | 3,323,993 | 0.2 | |
41,277 | (2) | Hormel Foods Corp. | 1,923,921 | 0.1 |
9,923 | Ingredion, Inc. | 780,642 | 0.1 | |
16,332 | JM Smucker Co. | 1,887,979 | 0.1 | |
37,125 | Kellogg Co. | 2,310,289 | 0.2 | |
114,530 | Kroger Co. | 3,637,473 | 0.3 | |
21,576 | Lamb Weston Holdings, Inc. | 1,698,894 | 0.1 | |
36,685 | McCormick & Co., Inc. | 3,507,086 | 0.3 | |
26,157 | (2) | Molson Coors Beverage Co. | 1,182,035 | 0.1 |
7,473 | Nu Skin Enterprises, Inc. | 408,250 | 0.0 | |
7,714 | (1) | Pilgrim's Pride Corp. | 151,272 | 0.0 |
9,421 | (1) | Post Holdings, Inc. | 951,615 | 0.1 |
7,243 | (2) | Reynolds Consumer Products, Inc. | 217,580 | 0.0 |
37 | Seaboard Corp. | 112,147 | 0.0 | |
6,283 | Spectrum Brands Holdings, Inc. | 496,231 | 0.0 | |
17,426 | (1) | Sprouts Farmers Market, Inc. | 350,263 | 0.0 |
8,308 | (1),(2) | TreeHouse Foods, Inc. | 353,007 | 0.0 |
42,528 | Tyson Foods, Inc. | 2,740,504 | 0.2 | |
32,481 | (1) | US Foods Holding Corp. | 1,081,942 | 0.1 |
52,418,611 | 3.7 | |||
Energy: 2.6% | ||||
42,398 | Antero Midstream Corp. | 326,889 | 0.0 | |
55,824 | Apache Corp. | 792,143 | 0.1 | |
97,075 | Baker Hughes Co. | 2,024,014 | 0.1 | |
57,966 | Cabot Oil & Gas Corp. | 943,686 | 0.1 | |
34,216 | (1) | Cheniere Energy, Inc. | 2,053,986 | 0.1 |
14,847 | Cimarex Energy Co. | 556,911 | 0.0 | |
28,856 | Concho Resources, Inc./Midland TX | 1,683,748 | 0.1 | |
11,054 | (2) | Continental Resources, Inc. | 180,180 | 0.0 |
56,448 | Devon Energy Corp. | 892,443 | 0.1 | |
23,293 | Diamondback Energy, Inc. | 1,127,381 | 0.1 | |
40,640 | EQT Corp. | 516,534 | 0.0 | |
60,455 | Equitrans Midstream Corp. | 486,058 | 0.0 |
See Accompanying Notes to Financial Statements
45
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
129,537 | Halliburton Co. | 2,448,249 | 0.2 | |
15,445 | (2) | Helmerich & Payne, Inc. | 357,706 | 0.0 |
40,613 | Hess Corp. | 2,143,960 | 0.2 | |
22,121 | HollyFrontier Corp. | 571,828 | 0.0 | |
116,498 | Marathon Oil Corp. | 777,042 | 0.1 | |
95,744 | Marathon Petroleum Corp. | 3,959,972 | 0.3 | |
21,494 | (2) | Murphy Oil Corp. | 260,077 | 0.0 |
57,363 | National Oilwell Varco, Inc. | 787,594 | 0.1 | |
124,161 | Occidental Petroleum Corp. | 2,149,227 | 0.2 | |
65,540 | Oneok, Inc. | 2,515,425 | 0.2 | |
44,495 | (2) | Parsley Energy, Inc. - Class A | 631,829 | 0.0 |
24,283 | Pioneer Natural Resources Co. | 2,765,591 | 0.2 | |
33,457 | Targa Resources Corp. | 882,596 | 0.1 | |
179,880 | Williams Cos., Inc. | 3,606,594 | 0.3 | |
59,571 | (1) | WPX Energy, Inc. | 485,504 | 0.0 |
35,927,167 | 2.6 | |||
Financials: 11.0% | ||||
6,656 | (2) | Affiliated Managers Group, Inc. | 676,915 | 0.0 |
80,633 | AGNC Investment Corp. | 1,257,875 | 0.1 | |
2,030 | Alleghany Corp. | 1,225,491 | 0.1 | |
55,244 | Ally Financial, Inc. | 1,970,001 | 0.1 | |
10,536 | American Financial Group, Inc. | 923,164 | 0.1 | |
1,093 | American National Group, Inc. | 105,059 | 0.0 | |
17,453 | Ameriprise Financial, Inc. | 3,391,641 | 0.2 | |
207,581 | Annaly Capital Management, Inc. | 1,754,059 | 0.1 | |
25,223 | Apollo Global Management, Inc. | 1,235,423 | 0.1 | |
58,149 | (1) | Arch Capital Group Ltd. | 2,097,434 | 0.2 |
14,501 | Ares Management Corp. | 682,272 | 0.0 | |
28,238 | Arthur J. Gallagher & Co. | 3,493,323 | 0.3 | |
22,405 | Associated Banc-Corp. | 382,005 | 0.0 | |
8,681 | Assurant, Inc. | 1,182,526 | 0.1 | |
11,559 | Assured Guaranty Ltd. | 363,993 | 0.0 | |
16,836 | (1) | Athene Holding Ltd. | 726,305 | 0.1 |
12,263 | Axis Capital Holdings Ltd. | 617,933 | 0.0 | |
5,840 | (2) | Bank of Hawaii Corp. | 447,461 | 0.0 |
18,052 | Bank OZK | 564,486 | 0.0 | |
4,636 | BOK Financial Corp. | 317,473 | 0.0 | |
13,246 | (1) | Brighthouse Financial, Inc. | 479,571 | 0.0 |
34,849 | Brown & Brown, Inc. | 1,652,191 | 0.1 | |
17,449 | Carlyle Group, Inc./The | 548,597 | 0.0 | |
15,940 | Cboe Global Markets, Inc. | 1,484,333 | 0.1 | |
22,140 | Cincinnati Financial Corp. | 1,934,372 | 0.1 | |
63,022 | Citizens Financial Group, Inc. | 2,253,667 | 0.2 | |
4,148 | CNA Financial Corp. | 161,606 | 0.0 | |
20,571 | Comerica, Inc. | 1,149,096 | 0.1 | |
15,611 | (2) | Commerce Bancshares, Inc. | 1,025,643 | 0.1 |
1,456 | (1),(2) | Credit Acceptance Corp. | 503,980 | 0.0 |
8,277 | (2) | Cullen/Frost Bankers, Inc. | 722,003 | 0.1 |
45,326 | Discover Financial Services | 4,103,363 | 0.3 | |
20,843 | East West Bancorp, Inc. | 1,056,949 | 0.1 | |
16,373 | Eaton Vance Corp. | 1,112,218 | 0.1 | |
59,337 | Equitable Holdings, Inc. | 1,518,434 | 0.1 | |
3,716 | Erie Indemnity Co. | 912,650 | 0.1 | |
5,838 | Evercore, Inc. | 640,078 | 0.0 | |
5,825 | Everest Re Group Ltd. | 1,363,574 | 0.1 | |
5,491 | Factset Research Systems, Inc. | 1,825,757 | 0.1 | |
40,640 | Fidelity National Financial, Inc. | 1,588,618 | 0.1 | |
105,187 | Fifth Third Bancorp | 2,900,006 | 0.2 | |
16,038 | First American Financial Corp. | 828,042 | 0.1 | |
933 | First Citizens BancShares, Inc. | 535,794 | 0.0 | |
19,161 | First Hawaiian, Inc. | 451,816 | 0.0 | |
80,671 | First Horizon Corp. | 1,029,362 | 0.1 | |
25,529 | First Republic Bank | 3,750,976 | 0.3 | |
47,768 | FNB Corp. | 453,796 | 0.0 | |
40,057 | (2) | Franklin Resources, Inc. | 1,001,024 | 0.1 |
15,250 | Globe Life, Inc. | 1,448,140 | 0.1 | |
6,132 | (1),(2) | GoHealth, Inc. | 83,763 | 0.0 |
5,487 | Hanover Insurance Group, Inc. | 641,540 | 0.0 | |
52,873 | Hartford Financial Services Group, Inc. | 2,589,720 | 0.2 | |
149,358 | Huntington Bancshares, Inc. | 1,886,392 | 0.1 | |
10,843 | Interactive Brokers Group, Inc. | 660,556 | 0.0 | |
55,747 | (2) | Invesco Ltd. | 971,670 | 0.1 |
31,847 | Jefferies Financial Group, Inc. | 783,436 | 0.1 | |
9,127 | Kemper Corp. | 701,227 | 0.1 | |
143,669 | Keycorp | 2,357,608 | 0.2 | |
80,378 | KKR & Co., Inc. | 3,254,505 | 0.2 | |
14,909 | Lazard Ltd. | 630,651 | 0.0 | |
1,878 | (1),(2) | Lemonade, Inc. | 230,055 | 0.0 |
1,609 | (1),(2) | LendingTree, Inc. | 440,528 | 0.0 |
28,477 | Lincoln National Corp. | 1,432,678 | 0.1 | |
34,594 | Loews Corp. | 1,557,422 | 0.1 | |
11,608 | LPL Financial Holdings, Inc. | 1,209,786 | 0.1 | |
18,936 | M&T Bank Corp. | 2,410,553 | 0.2 | |
1,999 | (1) | Markel Corp. | 2,065,567 | 0.1 |
5,453 | MarketAxess Holdings, Inc. | 3,111,264 | 0.2 | |
4,036 | (2) | Mercury General Corp. | 210,720 | 0.0 |
49,926 | MGIC Investment Corp. | 626,571 | 0.0 | |
3,198 | Morningstar, Inc. | 740,561 | 0.1 | |
12,046 | MSCI, Inc. - Class A | 5,378,900 | 0.4 | |
16,924 | Nasdaq, Inc. | 2,246,492 | 0.2 | |
61,254 | New Residential Investment Corp. | 608,865 | 0.0 | |
66,494 | New York Community Bancorp., Inc. | 701,512 | 0.1 | |
28,409 | Northern Trust Corp. | 2,646,014 | 0.2 | |
41,842 | Old Republic International Corp. | 824,706 | 0.1 | |
9,608 | OneMain Holdings, Inc. | 462,721 | 0.0 | |
17,251 | PacWest Bancorp | 438,175 | 0.0 | |
62,527 | People's United Financial, Inc. | 808,474 | 0.1 | |
10,920 | Pinnacle Financial Partners, Inc. | 703,248 | 0.1 | |
12,263 | Popular, Inc. | 690,652 | 0.1 |
See Accompanying Notes to Financial Statements
46
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
5,811 | Primerica, Inc. | 778,267 | 0.1 | |
40,166 | Principal Financial Group, Inc. | 1,992,635 | 0.1 | |
13,197 | Prosperity Bancshares, Inc. | 915,344 | 0.1 | |
58,546 | Prudential Financial, Inc. | 4,570,686 | 0.3 | |
18,152 | Raymond James Financial, Inc. | 1,736,602 | 0.1 | |
142,090 | Regions Financial Corp. | 2,290,491 | 0.2 | |
10,015 | Reinsurance Group of America, Inc. | 1,160,738 | 0.1 | |
7,482 | RenaissanceRe Holdings Ltd. | 1,240,665 | 0.1 | |
10,660 | Santander Consumer USA Holdings, Inc. | 234,733 | 0.0 | |
16,666 | SEI Investments Co. | 957,795 | 0.1 | |
7,691 | Signature Bank | 1,040,515 | 0.1 | |
55,330 | SLM Corp. | 685,539 | 0.0 | |
40,401 | (2) | Starwood Property Trust, Inc. | 779,739 | 0.1 |
52,074 | State Street Corp. | 3,789,946 | 0.3 | |
28,636 | Sterling Bancorp | 514,875 | 0.0 | |
7,601 | (1) | SVB Financial Group | 2,947,896 | 0.2 |
86,218 | Synchrony Financial | 2,992,627 | 0.2 | |
21,617 | Synovus Financial Corp. | 699,742 | 0.1 | |
33,471 | T. Rowe Price Group, Inc. | 5,067,175 | 0.4 | |
22,304 | TCF Financial Corp. | 825,694 | 0.1 | |
7,220 | TFS Financial Corp. | 127,289 | 0.0 | |
12,374 | Tradeweb Markets, Inc. | 772,756 | 0.1 | |
32,589 | Umpqua Holdings Corp. | 493,397 | 0.0 | |
30,057 | Unum Group | 689,508 | 0.1 | |
9,361 | Virtu Financial, Inc. | 235,616 | 0.0 | |
18,578 | (3) | Voya Financial, Inc. | 1,092,572 | 0.1 |
13,233 | Webster Financial Corp. | 557,771 | 0.0 | |
14,445 | Western Alliance Bancorp. | 865,978 | 0.1 | |
447 | White Mountains Insurance Group Ltd. | 447,295 | 0.0 | |
19,033 | Willis Towers Watson PLC | 4,009,872 | 0.3 | |
8,457 | Wintrust Financial Corp. | 516,638 | 0.0 | |
20,588 | WR Berkley Corp. | 1,367,455 | 0.1 | |
23,871 | Zions Bancorp NA | 1,036,956 | 0.1 | |
153,391,834 | 11.0 | |||
Health Care: 12.8% | ||||
8,491 | (1) | 10X Genomics, Inc. | 1,202,326 | 0.1 |
6,547 | (1) | Abiomed, Inc. | 2,122,537 | 0.2 |
12,990 | (1) | Acadia Healthcare Co., Inc. | 652,877 | 0.0 |
16,359 | (1) | Acadia Pharmaceuticals, Inc. | 874,552 | 0.1 |
7,598 | (1) | Acceleron Pharma, Inc. | 972,088 | 0.1 |
11,269 | (1) | Adaptive Biotechnologies Corp. | 666,336 | 0.0 |
45,765 | Agilent Technologies, Inc. | 5,422,695 | 0.4 | |
9,081 | (1),(2) | Agios Pharmaceuticals, Inc. | 393,480 | 0.0 |
31,468 | (1) | Alexion Pharmaceuticals, Inc. | 4,916,560 | 0.4 |
11,547 | (1) | Align Technology, Inc. | 6,170,486 | 0.4 |
23,382 | (1) | Alkermes PLC | 466,471 | 0.0 |
17,070 | (1) | Alnylam Pharmaceuticals, Inc. | 2,218,588 | 0.2 |
4,735 | (1) | Amedisys, Inc. | 1,388,918 | 0.1 |
6,696 | (1),(2) | American Well Corp. | 169,610 | 0.0 |
21,552 | AmerisourceBergen Corp. | 2,106,923 | 0.1 | |
73,221 | (1) | Avantor, Inc. | 2,061,171 | 0.1 |
1,852 | (1),(2) | Berkeley Lights, Inc. | 165,587 | 0.0 |
26,710 | (1) | BioMarin Pharmaceutical, Inc. | 2,342,200 | 0.2 |
3,122 | (1) | Bio-Rad Laboratories, Inc. | 1,819,939 | 0.1 |
5,616 | Bio-Techne Corp. | 1,783,361 | 0.1 | |
9,776 | (1) | Bluebird Bio, Inc. | 423,008 | 0.0 |
15,265 | Bruker Corp. | 826,294 | 0.1 | |
43,263 | Cardinal Health, Inc. | 2,317,166 | 0.2 | |
24,027 | (1) | Catalent, Inc. | 2,500,490 | 0.2 |
45,009 | Cerner Corp. | 3,532,306 | 0.3 | |
35,833 | (1) | Change Healthcare, Inc. | 668,285 | 0.0 |
7,223 | (1) | Charles River Laboratories International, Inc. | 1,804,739 | 0.1 |
2,292 | Chemed Corp. | 1,220,742 | 0.1 | |
7,202 | Cooper Cos., Inc. | 2,616,631 | 0.2 | |
11,272 | (1) | DaVita, Inc. | 1,323,333 | 0.1 |
32,327 | Dentsply Sirona, Inc. | 1,692,642 | 0.1 | |
67,199 | (1) | Elanco Animal Health, Inc. | 2,060,993 | 0.1 |
14,553 | Encompass Health Corp. | 1,203,388 | 0.1 | |
23,590 | (1) | Envista Holdings Corp. | 795,691 | 0.1 |
21,982 | (1) | Exact Sciences Corp. | 2,912,395 | 0.2 |
45,444 | (1) | Exelixis, Inc. | 912,061 | 0.1 |
8,771 | (1),(2) | Global Blood Therapeutics, Inc. | 379,872 | 0.0 |
11,106 | (1) | Globus Medical, Inc. | 724,333 | 0.1 |
12,143 | (1) | Guardant Health, Inc. | 1,564,990 | 0.1 |
7,364 | (1) | Haemonetics Corp. | 874,475 | 0.1 |
21,081 | (1) | Henry Schein, Inc. | 1,409,476 | 0.1 |
9,857 | Hill-Rom Holdings, Inc. | 965,690 | 0.1 | |
37,922 | (1) | Hologic, Inc. | 2,761,859 | 0.2 |
28,839 | (1) | Horizon Therapeutics Plc | 2,109,573 | 0.1 |
2,875 | (1) | ICU Medical, Inc. | 616,659 | 0.0 |
12,445 | (1) | Idexx Laboratories, Inc. | 6,220,882 | 0.4 |
26,933 | (1) | Incyte Corp., Ltd. | 2,342,632 | 0.2 |
9,700 | (1) | Insulet Corp. | 2,479,611 | 0.2 |
10,549 | (1),(2) | Integra LifeSciences Holdings Corp. | 684,841 | 0.0 |
19,315 | (1),(2) | Ionis Pharmaceuticals, Inc. | 1,092,070 | 0.1 |
20,370 | (1),(2) | Iovance Biotherapeutics, Inc. | 945,168 | 0.1 |
28,127 | (1) | IQVIA Holdings, Inc. | 5,039,515 | 0.4 |
7,995 | (1) | Jazz Pharmaceuticals PLC | 1,319,575 | 0.1 |
14,343 | (1) | Laboratory Corp. of America Holdings | 2,919,518 | 0.2 |
7,226 | (1) | Masimo Corp. | 1,939,314 | 0.1 |
23,903 | McKesson Corp. | 4,157,210 | 0.3 | |
3,489 | (1) | Mettler Toledo International, Inc. | 3,976,344 | 0.3 |
42,232 | (1),(2) | Moderna, Inc. | 4,411,977 | 0.3 |
8,690 | (1) | Molina Healthcare, Inc. | 1,848,189 | 0.1 |
25,672 | (1),(2) | Nektar Therapeutics | 436,424 | 0.0 |
13,601 | (1) | Neurocrine Biosciences, Inc. | 1,303,656 | 0.1 |
14,896 | (1),(2) | Novocure Ltd. | 2,577,604 | 0.2 |
3,386 | (1) | Oak Street Health, Inc. | 207,088 | 0.0 |
4,873 | (1),(2) | Penumbra, Inc. | 852,775 | 0.1 |
16,460 | PerkinElmer, Inc. | 2,362,010 | 0.2 | |
20,197 | Perrigo Co. PLC | 903,210 | 0.1 | |
23,629 | (1) | PPD, Inc. | 808,584 | 0.1 |
9,336 | (1) | PRA Health Sciences, Inc. | 1,171,108 | 0.1 |
17,980 | Premier, Inc. | 631,098 | 0.0 |
See Accompanying Notes to Financial Statements
47
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
33,252 | (1) | QIAGEN NV | 1,757,368 | 0.1 |
19,770 | Quest Diagnostics, Inc. | 2,355,991 | 0.2 | |
5,494 | (1) | Quidel Corp. | 986,997 | 0.1 |
3,553 | (1),(2) | Reata Pharmaceuticals, Inc. | 439,222 | 0.0 |
7,721 | (1) | Repligen Corp. | 1,479,575 | 0.1 |
21,203 | Resmed, Inc. | 4,506,910 | 0.3 | |
16,087 | (2) | Royalty Pharma PLC | 805,154 | 0.1 |
7,565 | (1),(2) | Sage Therapeutics, Inc. | 654,448 | 0.0 |
11,136 | (1),(2) | Sarepta Therapeutics, Inc. | 1,898,577 | 0.1 |
18,745 | (1) | Seagen, Inc. | 3,282,999 | 0.2 |
12,431 | STERIS Public Ltd. Co. | 2,356,172 | 0.2 | |
11,102 | (1) | Syneos Health, Inc. | 756,379 | 0.1 |
8,881 | (1) | Tandem Diabetes Care, Inc. | 849,734 | 0.1 |
15,917 | (1),(2) | Teladoc Health, Inc. | 3,182,763 | 0.2 |
6,868 | Teleflex, Inc. | 2,826,663 | 0.2 | |
6,415 | (1) | United Therapeutics Corp. | 973,733 | 0.1 |
10,889 | Universal Health Services, Inc. | 1,497,237 | 0.1 | |
13,417 | (1) | Varian Medical Systems, Inc. | 2,348,109 | 0.2 |
20,006 | (1) | Veeva Systems, Inc. | 5,446,633 | 0.4 |
178,475 | (1) | Viatris, Inc. | 3,344,621 | 0.2 |
9,049 | (1) | Waters Corp. | 2,238,904 | 0.2 |
10,854 | West Pharmaceutical Services, Inc. | 3,075,047 | 0.2 | |
30,647 | Zimmer Biomet Holdings, Inc. | 4,722,396 | 0.3 | |
178,549,831 | 12.8 | |||
Industrials: 15.0% | ||||
5,488 | (2) | Acuity Brands, Inc. | 664,542 | 0.0 |
22,799 | ADT, Inc. | 178,972 | 0.0 | |
22,594 | (1) | AECOM | 1,124,729 | 0.1 |
9,132 | AGCO Corp. | 941,418 | 0.1 | |
15,744 | Air Lease Corp. | 699,348 | 0.0 | |
17,733 | Alaska Air Group, Inc. | 922,116 | 0.1 | |
13,625 | Allegion Public Ltd. | 1,585,677 | 0.1 | |
16,655 | Allison Transmission Holdings, Inc. | 718,330 | 0.1 | |
1,318 | AMERCO | 598,319 | 0.0 | |
80,413 | (2) | American Airlines Group, Inc. | 1,268,113 | 0.1 |
33,907 | Ametek, Inc. | 4,100,713 | 0.3 | |
19,620 | AO Smith Corp. | 1,075,568 | 0.1 | |
7,060 | Armstrong World Industries, Inc. | 525,193 | 0.0 | |
8,122 | (1) | Array Technologies, Inc. | 350,383 | 0.0 |
9,249 | (1) | Axon Enterprise, Inc. | 1,133,280 | 0.1 |
10,524 | (1),(2) | AZEK Co., Inc./The | 404,648 | 0.0 |
14,064 | BWX Technologies, Inc. | 847,778 | 0.1 | |
7,766 | Carlisle Cos., Inc. | 1,212,894 | 0.1 | |
128,462 | Carrier Global Corp. | 4,845,587 | 0.3 | |
19,599 | CH Robinson Worldwide, Inc. | 1,839,758 | 0.1 | |
13,056 | Cintas Corp. | 4,614,774 | 0.3 | |
7,609 | (1) | Clean Harbors, Inc. | 579,045 | 0.0 |
14,677 | (1),(2) | Colfax Corp. | 561,248 | 0.0 |
4,633 | Copa Holdings S.A.- Class A | 357,807 | 0.0 | |
30,352 | (1) | Copart, Inc. | 3,862,292 | 0.3 |
11,465 | CoreLogic, Inc. | 886,474 | 0.1 | |
5,767 | (1) | CoStar Group, Inc. | 5,330,323 | 0.4 |
7,194 | Crane Co. | 558,686 | 0.0 | |
21,809 | Cummins, Inc. | 4,952,824 | 0.4 | |
6,135 | Curtiss-Wright Corp. | 713,807 | 0.1 | |
94,307 | Delta Air Lines, Inc. | 3,792,084 | 0.3 | |
18,769 | Donaldson Co., Inc. | 1,048,812 | 0.1 | |
21,252 | Dover Corp. | 2,683,065 | 0.2 | |
12,687 | (1) | Dun & Bradstreet Holdings, Inc. | 315,906 | 0.0 |
17,892 | Equifax, Inc. | 3,450,293 | 0.2 | |
24,966 | Expeditors International Washington, Inc. | 2,374,516 | 0.2 | |
84,699 | Fastenal Co. | 4,135,852 | 0.3 | |
19,232 | (2) | Flowserve Corp. | 708,699 | 0.1 |
44,002 | Fortive Corp. | 3,116,222 | 0.2 | |
20,364 | Fortune Brands Home & Security, Inc. | 1,745,602 | 0.1 | |
5,190 | (1) | FTI Consulting, Inc. | 579,827 | 0.0 |
6,594 | (1) | Gates Industrial Corp. PLC | 84,139 | 0.0 |
9,035 | (1) | Generac Holdings, Inc. | 2,054,649 | 0.1 |
24,416 | Graco, Inc. | 1,766,498 | 0.1 | |
9,861 | GrafTech International Ltd. | 105,118 | 0.0 | |
11,499 | Heico Corp. - Class A - HEI.A | 1,346,073 | 0.1 | |
6,605 | (2) | Heico Corp. - HEI | 874,502 | 0.1 |
12,323 | (2) | Hexcel Corp. | 597,542 | 0.0 |
58,365 | Howmet Aerospace, Inc. | 1,665,737 | 0.1 | |
7,987 | Hubbell, Inc. | 1,252,282 | 0.1 | |
5,851 | Huntington Ingalls Industries, Inc. | 997,478 | 0.1 | |
19,852 | (1) | IAA, Inc. | 1,289,983 | 0.1 |
11,139 | IDEX Corp. | 2,218,889 | 0.2 | |
58,723 | IHS Markit Ltd. | 5,275,087 | 0.4 | |
51,244 | (1) | Ingersoll Rand, Inc. | 2,334,677 | 0.2 |
12,778 | ITT, Inc. | 984,162 | 0.1 | |
18,516 | Jacobs Engineering Group, Inc. | 2,017,503 | 0.1 | |
12,400 | JB Hunt Transport Services, Inc. | 1,694,460 | 0.1 | |
45,633 | (1),(2) | JetBlue Airways Corp. | 663,504 | 0.0 |
107,573 | Johnson Controls International plc | 5,011,826 | 0.4 | |
13,813 | Kansas City Southern | 2,819,648 | 0.2 | |
8,808 | (1) | Kirby Corp. | 456,519 | 0.0 |
18,479 | Knight-Swift Transportation Holdings, Inc. | 772,792 | 0.1 | |
5,639 | Landstar System, Inc. | 759,348 | 0.1 | |
5,112 | Lennox International, Inc. | 1,400,535 | 0.1 | |
8,436 | Lincoln Electric Holdings, Inc. | 980,685 | 0.1 | |
36,515 | (1),(2) | Lyft, Inc. | 1,793,982 | 0.1 |
10,856 | Macquarie Infrastructure Co. LLC | 407,643 | 0.0 | |
8,560 | Manpowergroup, Inc. | 771,941 | 0.1 | |
38,864 | Masco Corp. | 2,134,799 | 0.2 | |
8,073 | (1) | Mercury Systems, Inc. | 710,908 | 0.1 |
8,143 | (1),(2) | Middleby Corp. | 1,049,796 | 0.1 |
5,379 | (2) | MSA Safety, Inc. | 803,569 | 0.1 |
6,604 | MSC Industrial Direct Co. | 557,312 | 0.0 | |
52,681 | Nielsen Holdings PLC | 1,099,452 | 0.1 | |
8,493 | Nordson Corp. | 1,706,668 | 0.1 | |
23,019 | nVent Electric PLC | 536,112 | 0.0 | |
14,427 | Old Dominion Freight Line | 2,815,862 | 0.2 | |
10,012 | Oshkosh Corp. | 861,733 | 0.1 | |
60,374 | Otis Worldwide Corp. | 4,078,264 | 0.3 |
See Accompanying Notes to Financial Statements
48
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
15,806 | Owens Corning, Inc. | 1,197,463 | 0.1 | |
50,180 | Paccar, Inc. | 4,329,530 | 0.3 | |
18,940 | Parker Hannifin Corp. | 5,159,445 | 0.4 | |
24,403 | (2) | Pentair PLC | 1,295,555 | 0.1 |
20,216 | Quanta Services, Inc. | 1,455,956 | 0.1 | |
5,985 | Regal Beloit Corp. | 735,018 | 0.1 | |
31,049 | Republic Services, Inc. | 2,990,019 | 0.2 | |
16,506 | Robert Half International, Inc. | 1,031,295 | 0.1 | |
17,148 | Rockwell Automation, Inc. | 4,300,890 | 0.3 | |
32,879 | (2) | Rollins, Inc. | 1,284,583 | 0.1 |
7,763 | Ryder System, Inc. | 479,443 | 0.0 | |
8,717 | Schneider National, Inc. | 180,442 | 0.0 | |
22,813 | (1) | Sensata Technologies Holding PLC | 1,203,158 | 0.1 |
7,954 | Snap-On, Inc. | 1,361,248 | 0.1 | |
87,182 | Southwest Airlines Co. | 4,063,553 | 0.3 | |
15,498 | Spirit Aerosystems Holdings, Inc. | 605,817 | 0.0 | |
22,810 | Stanley Black & Decker, Inc. | 4,072,954 | 0.3 | |
13,506 | (1) | Stericycle, Inc. | 936,371 | 0.1 |
5,361 | (1) | Teledyne Technologies, Inc. | 2,101,405 | 0.2 |
33,669 | Textron, Inc. | 1,627,223 | 0.1 | |
9,362 | Timken Co. | 724,244 | 0.1 | |
15,804 | Toro Co. | 1,498,851 | 0.1 | |
35,339 | Trane Technologies PLC | 5,129,809 | 0.4 | |
7,726 | (1) | TransDigm Group, Inc. | 4,781,235 | 0.3 |
28,097 | TransUnion | 2,787,784 | 0.2 | |
17,100 | (1) | Trex Co., Inc. | 1,431,612 | 0.1 |
13,028 | (2) | Trinity Industries, Inc. | 343,809 | 0.0 |
42,909 | (1),(2) | United Airlines Holdings, Inc. | 1,855,814 | 0.1 |
10,648 | (1) | United Rentals, Inc. | 2,469,378 | 0.2 |
24,709 | (1) | Univar Solutions, Inc. | 469,718 | 0.0 |
3,104 | Valmont Industries, Inc. | 542,983 | 0.0 | |
23,459 | Verisk Analytics, Inc. | 4,869,854 | 0.3 | |
32,431 | Vertiv Holdings Co. | 605,487 | 0.0 | |
9,899 | (1),(2) | Virgin Galactic Holdings, Inc. | 234,903 | 0.0 |
4,816 | Watsco, Inc. | 1,091,065 | 0.1 | |
26,761 | Westinghouse Air Brake Technologies Corp. | 1,958,905 | 0.1 | |
8,225 | (2) | Woodward, Inc. | 999,584 | 0.1 |
6,583 | WW Grainger, Inc. | 2,688,102 | 0.2 | |
13,427 | (1) | XPO Logistics, Inc. | 1,600,498 | 0.1 |
26,452 | Xylem, Inc. | 2,692,549 | 0.2 | |
209,344,753 | 15.0 | |||
Information Technology: 20.3% | ||||
10,161 | (1),(2) | 2U, Inc. | 406,542 | 0.0 |
23,647 | (1) | Akamai Technologies, Inc. | 2,482,699 | 0.2 |
4,275 | (1),(2) | Allegro MicroSystems, Inc. | 113,971 | 0.0 |
6,932 | Alliance Data Systems Corp. | 513,661 | 0.0 | |
7,893 | (1),(2) | Alteryx, Inc. | 961,288 | 0.1 |
19,383 | Amdocs Ltd. | 1,374,836 | 0.1 | |
43,181 | Amphenol Corp. | 5,646,779 | 0.4 | |
19,665 | (1) | Anaplan, Inc. | 1,412,930 | 0.1 |
12,673 | (1) | ANSYS, Inc. | 4,610,437 | 0.3 |
8,680 | (1) | Arista Networks, Inc. | 2,522,148 | 0.2 |
11,071 | (1) | Arrow Electronics, Inc. | 1,077,208 | 0.1 |
9,995 | (1) | Aspen Technology, Inc. | 1,301,849 | 0.1 |
12,192 | (1) | Avalara, Inc. | 2,010,339 | 0.1 |
14,522 | Avnet, Inc. | 509,867 | 0.0 | |
1,817 | (1),(2) | BigCommerce Holdings, Inc. | 116,561 | 0.0 |
10,815 | (1) | Bill.com Holdings, Inc. | 1,476,247 | 0.1 |
22,371 | (1) | Black Knight, Inc. | 1,976,478 | 0.1 |
19,999 | Booz Allen Hamilton Holding Corp. | 1,743,513 | 0.1 | |
16,923 | Broadridge Financial Solutions, Inc. ADR | 2,592,604 | 0.2 | |
3,671 | (1) | CACI International, Inc. | 915,290 | 0.1 |
40,785 | (1) | Cadence Design Systems, Inc. | 5,564,298 | 0.4 |
18,007 | CDK Global, Inc. | 933,303 | 0.1 | |
20,982 | CDW Corp. | 2,765,218 | 0.2 | |
17,039 | (1) | Ceridian HCM Holding, Inc. | 1,815,676 | 0.1 |
22,598 | (1) | Ciena Corp. | 1,194,304 | 0.1 |
8,538 | (1) | Cirrus Logic, Inc. | 701,824 | 0.0 |
18,227 | Citrix Systems, Inc. | 2,371,333 | 0.2 | |
16,122 | (1) | Cloudflare, Inc. | 1,225,111 | 0.1 |
24,776 | Cognex Corp. | 1,989,141 | 0.1 | |
3,575 | (1) | Coherent, Inc. | 536,321 | 0.0 |
28,953 | (1) | CommScope Holding Co., Inc. | 387,970 | 0.0 |
6,139 | (1) | Concentrix Corp. | 605,919 | 0.0 |
110,917 | Corning, Inc. | 3,993,012 | 0.3 | |
10,165 | (1),(2) | Coupa Software, Inc. | 3,445,020 | 0.2 |
16,323 | (1),(2) | Cree, Inc. | 1,728,606 | 0.1 |
22,436 | (1) | Crowdstrike Holdings, Inc. | 4,752,394 | 0.3 |
22,546 | (1),(2) | Datadog, Inc. | 2,219,428 | 0.2 |
3,533 | (1) | Datto Holding Corp. | 95,391 | 0.0 |
26,375 | (1) | DocuSign, Inc. | 5,863,163 | 0.4 |
9,316 | Dolby Laboratories, Inc. | 904,863 | 0.1 | |
36,288 | (1) | Dropbox, Inc. | 805,231 | 0.1 |
3,346 | (1) | Duck Creek Technologies, Inc. | 144,882 | 0.0 |
37,489 | DXC Technology Co. | 965,342 | 0.1 | |
27,047 | (1) | Dynatrace, Inc. | 1,170,324 | 0.1 |
7,108 | (1) | EchoStar Corp. | 150,619 | 0.0 |
9,762 | (1) | Elastic NV | 1,426,521 | 0.1 |
15,622 | (1),(2) | Enphase Energy, Inc. | 2,741,192 | 0.2 |
19,809 | Entegris, Inc. | 1,903,645 | 0.1 | |
7,859 | (1) | EPAM Systems, Inc. | 2,816,273 | 0.2 |
7,431 | (1) | Euronet Worldwide, Inc. | 1,076,901 | 0.1 |
5,139 | (1),(2) | Everbridge, Inc. | 766,071 | 0.1 |
9,012 | (1) | F5 Networks, Inc. | 1,585,571 | 0.1 |
4,138 | (1) | Fair Isaac Corp. | 2,114,684 | 0.2 |
11,659 | (1),(2) | Fastly, Inc. | 1,018,647 | 0.1 |
32,793 | (1) | FireEye, Inc. | 756,207 | 0.1 |
13,574 | (1) | First Solar, Inc. | 1,342,740 | 0.1 |
9,126 | (1) | Five9, Inc. | 1,591,574 | 0.1 |
12,197 | (1) | FleetCor Technologies, Inc. | 3,327,708 | 0.2 |
19,283 | Flir Systems, Inc. | 845,174 | 0.1 | |
19,664 | (1) | Fortinet, Inc. | 2,920,694 | 0.2 |
12,796 | (1) | Gartner, Inc. | 2,049,791 | 0.1 |
27,737 | Genpact Ltd. | 1,147,202 | 0.1 | |
5,695 | (1) | Globant SA | 1,239,289 | 0.1 |
24,813 | (1) | GoDaddy, Inc. | 2,058,238 | 0.1 |
12,415 | (1),(2) | Guidewire Software, Inc. | 1,598,183 | 0.1 |
190,791 | Hewlett Packard Enterprise Co. | 2,260,873 | 0.2 | |
203,410 | HP, Inc. | 5,001,852 | 0.4 | |
6,120 | (1) | HubSpot, Inc. | 2,426,213 | 0.2 |
7,068 | (1) | Inphi Corp. | 1,134,202 | 0.1 |
5,237 | (1) | IPG Photonics Corp. | 1,171,988 | 0.1 |
21,732 | Jabil, Inc. | 924,262 | 0.1 | |
11,272 | Jack Henry & Associates, Inc. | 1,825,951 | 0.1 | |
4,585 | (1) | Jamf Holding Corp. | 137,183 | 0.0 |
See Accompanying Notes to Financial Statements
49
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
1,978 | (1),(2) | JFrog Ltd. | 124,278 | 0.0 |
48,607 | (2) | Juniper Networks, Inc. | 1,094,144 | 0.1 |
27,668 | (1) | Keysight Technologies, Inc. | 3,654,666 | 0.3 |
22,966 | KLA Corp. | 5,946,127 | 0.4 | |
19,896 | Leidos Holdings, Inc. | 2,091,468 | 0.1 | |
3,482 | Littelfuse, Inc. | 886,726 | 0.1 | |
11,060 | (1),(2) | Lumentum Holdings, Inc. | 1,048,488 | 0.1 |
9,352 | (1) | Manhattan Associates, Inc. | 983,643 | 0.1 |
98,554 | (2) | Marvell Technology Group Ltd. | 4,685,257 | 0.3 |
39,273 | Maxim Integrated Products | 3,481,551 | 0.2 | |
5,502 | (2) | McAfee Corp. | 91,828 | 0.0 |
12,915 | (1),(2) | Medallia, Inc. | 429,036 | 0.0 |
36,956 | Microchip Technology, Inc. | 5,103,993 | 0.4 | |
8,071 | MKS Instruments, Inc. | 1,214,282 | 0.1 | |
7,532 | (1),(2) | MongoDB, Inc. | 2,704,289 | 0.2 |
6,436 | Monolithic Power Systems, Inc. | 2,357,056 | 0.2 | |
25,158 | Motorola Solutions, Inc. | 4,278,369 | 0.3 | |
19,050 | National Instruments Corp. | 837,057 | 0.1 | |
2,160 | (1),(2) | nCino, Inc. | 156,406 | 0.0 |
18,793 | (1) | NCR Corp. | 706,053 | 0.0 |
32,738 | NetApp, Inc. | 2,168,565 | 0.2 | |
7,673 | (1) | New Relic, Inc. | 501,814 | 0.0 |
81,198 | NortonLifeLock, Inc. | 1,687,294 | 0.1 | |
41,567 | (1),(2) | Nuance Communications, Inc. | 1,832,689 | 0.1 |
28,547 | (1) | Nutanix, Inc. | 909,793 | 0.1 |
17,010 | (1) | Okta, Inc. | 4,324,963 | 0.3 |
59,997 | (1) | ON Semiconductor Corp. | 1,963,702 | 0.1 |
10,265 | (1),(2) | PagerDuty, Inc. | 428,051 | 0.0 |
13,772 | (1) | Palo Alto Networks, Inc. | 4,894,431 | 0.4 |
47,472 | Paychex, Inc. | 4,423,441 | 0.3 | |
7,287 | (1) | Paycom Software, Inc. | 3,295,546 | 0.2 |
5,654 | (1) | Paylocity Holding Corp. | 1,164,215 | 0.1 |
5,828 | Pegasystems, Inc. | 776,639 | 0.1 | |
13,269 | (1) | Pluralsight, Inc. | 278,118 | 0.0 |
8,372 | (1) | Proofpoint, Inc. | 1,142,025 | 0.1 |
15,428 | (1) | PTC, Inc. | 1,845,343 | 0.1 |
35,708 | (1),(2) | Pure Storage, Inc. - Class A | 807,358 | 0.1 |
16,872 | (1) | Qorvo, Inc. | 2,805,307 | 0.2 |
12,987 | (1) | RealPage, Inc. | 1,132,986 | 0.1 |
11,642 | (1) | RingCentral, Inc. | 4,411,969 | 0.3 |
46,954 | (2) | Sabre Corp. | 564,387 | 0.0 |
8,577 | Science Applications International Corp. | 811,727 | 0.1 | |
24,669 | Skyworks Solutions, Inc. | 3,771,397 | 0.3 | |
56,379 | (1) | Slack Technologies, Inc. | 2,381,449 | 0.2 |
16,504 | (1) | Smartsheet, Inc. | 1,143,562 | 0.1 |
7,224 | (1),(2) | SolarEdge Technologies, Inc. | 2,305,323 | 0.2 |
6,882 | (1),(2) | SolarWinds Corp. | 102,886 | 0.0 |
23,519 | (1) | Splunk, Inc. | 3,995,643 | 0.3 |
33,227 | SS&C Technologies Holdings, Inc. | 2,417,264 | 0.2 | |
29,819 | (1) | StoneCo Ltd. | 2,502,410 | 0.2 |
11,569 | Switch, Inc. | 189,385 | 0.0 | |
6,153 | SYNNEX Corp. | 501,100 | 0.0 | |
22,371 | (1) | Synopsys, Inc. | 5,799,458 | 0.4 |
16,015 | (1) | Teradata Corp. | 359,857 | 0.0 |
24,463 | Teradyne, Inc. | 2,932,869 | 0.2 | |
6,113 | (1),(2) | Trade Desk, Inc./The | 4,896,513 | 0.4 |
36,878 | (1) | Trimble, Inc. | 2,462,344 | 0.2 |
20,713 | (1) | Twilio, Inc. | 7,011,351 | 0.5 |
5,864 | (1) | Tyler Technologies, Inc. | 2,559,753 | 0.2 |
1,245 | (2) | Ubiquiti, Inc. | 346,745 | 0.0 |
4,266 | (1),(2) | Unity Software, Inc. | 654,703 | 0.0 |
6,347 | Universal Display Corp. | 1,458,541 | 0.1 | |
14,935 | (1) | VeriSign, Inc. | 3,231,934 | 0.2 |
8,626 | (1),(2) | Viasat, Inc. | 281,639 | 0.0 |
17,601 | (1) | Vontier Corp. | 587,873 | 0.0 |
44,970 | Western Digital Corp. | 2,490,888 | 0.2 | |
60,630 | Western Union Co. | 1,330,222 | 0.1 | |
6,511 | (1) | WEX, Inc. | 1,325,184 | 0.1 |
24,912 | Xerox Holdings Corp. | 577,709 | 0.0 | |
36,135 | Xilinx, Inc. | 5,122,859 | 0.4 | |
7,761 | (1) | Zebra Technologies Corp. | 2,982,785 | 0.2 |
17,071 | (1) | Zendesk, Inc. | 2,443,202 | 0.2 |
10,683 | (1),(2) | Zscaler, Inc. | 2,133,502 | 0.2 |
283,648,199 | 20.3 | |||
Materials: 5.4% | ||||
15,605 | (2) | Albemarle Corp. | 2,302,050 | 0.2 |
233,082 | Amcor PLC | 2,743,375 | 0.2 | |
9,496 | Aptargroup, Inc. | 1,299,907 | 0.1 | |
2,768 | Ardagh Group SA | 47,637 | 0.0 | |
8,178 | Ashland Global Holdings, Inc. | 647,698 | 0.1 | |
12,307 | Avery Dennison Corp. | 1,908,939 | 0.1 | |
31,139 | (1) | Axalta Coating Systems Ltd. | 889,018 | 0.1 |
47,195 | Ball Corp. | 4,397,630 | 0.3 | |
19,635 | (1) | Berry Global Group, Inc. | 1,103,291 | 0.1 |
8,233 | Cabot Corp. | 369,497 | 0.0 | |
17,225 | Celanese Corp. - Series A | 2,238,216 | 0.2 | |
31,570 | CF Industries Holdings, Inc. | 1,222,075 | 0.1 | |
24,144 | Chemours Co. | 598,530 | 0.0 | |
110,971 | Corteva, Inc. | 4,296,797 | 0.3 | |
19,170 | (1) | Crown Holdings, Inc. | 1,920,834 | 0.1 |
6,100 | Eagle Materials, Inc. | 618,235 | 0.0 | |
20,054 | Eastman Chemical Co. | 2,011,015 | 0.1 | |
32,081 | Element Solutions, Inc. | 568,796 | 0.0 | |
19,149 | FMC Corp. | 2,200,795 | 0.2 | |
214,487 | Freeport-McMoRan, Inc. | 5,580,952 | 0.4 | |
39,838 | Graphic Packaging Holding Co. | 674,856 | 0.1 | |
29,608 | Huntsman Corp. | 744,345 | 0.1 | |
15,821 | (2) | International Flavors & Fragrances, Inc. | 1,721,958 | 0.1 |
58,158 | International Paper Co. | 2,891,616 | 0.2 | |
37,935 | LyondellBasell Industries NV - Class A | 3,477,122 | 0.3 | |
9,191 | Martin Marietta Materials, Inc. | 2,609,968 | 0.2 | |
51,066 | Mosaic Co. | 1,175,029 | 0.1 | |
1,017 | NewMarket Corp. | 405,061 | 0.0 | |
44,567 | Nucor Corp. | 2,370,519 | 0.2 | |
21,122 | Olin Corp. | 518,756 | 0.0 | |
13,851 | Packaging Corp. of America | 1,910,191 | 0.1 | |
34,901 | PPG Industries, Inc. | 5,033,422 | 0.4 | |
9,376 | Reliance Steel & Aluminum Co. | 1,122,776 | 0.1 | |
9,692 | Royal Gold, Inc. | 1,030,841 | 0.1 | |
18,903 | RPM International, Inc. | 1,716,014 | 0.1 |
See Accompanying Notes to Financial Statements
50
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
5,991 | Scotts Miracle-Gro Co. | 1,193,048 | 0.1 | |
22,978 | Sealed Air Corp. | 1,052,163 | 0.1 | |
11,626 | Silgan Holdings, Inc. | 431,092 | 0.0 | |
14,808 | Sonoco Products Co. | 877,374 | 0.1 | |
29,638 | Steel Dynamics, Inc. | 1,092,753 | 0.1 | |
27,394 | Valvoline, Inc. | 633,897 | 0.0 | |
19,547 | Vulcan Materials Co. | 2,899,016 | 0.2 | |
5,012 | Westlake Chemical Corp. | 408,979 | 0.0 | |
37,934 | WestRock Co. | 1,651,267 | 0.1 | |
8,326 | WR Grace & Co. | 456,431 | 0.0 | |
75,063,781 | 5.4 | |||
Real Estate: 6.9% | ||||
19,805 | Alexandria Real Estate Equities, Inc. | 3,529,647 | 0.3 | |
20,237 | American Campus Communities, Inc. | 865,536 | 0.1 | |
40,334 | American Homes 4 Rent | 1,210,020 | 0.1 | |
30,099 | (2) | Americold Realty Trust | 1,123,596 | 0.1 |
21,887 | (1) | Apartment Income REIT Corp. | 840,680 | 0.1 |
21,887 | Apartment Investment and Management Co. | 115,563 | 0.0 | |
30,989 | Apple Hospitality REIT, Inc. | 400,068 | 0.0 | |
20,816 | AvalonBay Communities, Inc. | 3,339,511 | 0.2 | |
23,004 | Boston Properties, Inc. | 2,174,568 | 0.2 | |
24,910 | Brandywine Realty Trust | 296,678 | 0.0 | |
43,795 | Brixmor Property Group, Inc. | 724,807 | 0.0 | |
5,761 | (2) | Brookfield Property REIT, Inc. | 86,069 | 0.0 |
13,946 | Camden Property Trust | 1,393,484 | 0.1 | |
49,341 | (1) | CBRE Group, Inc. | 3,094,668 | 0.2 |
5,941 | Coresite Realty Corp. | 744,288 | 0.1 | |
16,594 | Corporate Office Properties Trust SBI MD | 432,772 | 0.0 | |
21,882 | Cousins Properties, Inc. | 733,047 | 0.0 | |
28,560 | CubeSmart | 959,902 | 0.1 | |
17,770 | CyrusOne, Inc. | 1,299,876 | 0.1 | |
24,594 | Douglas Emmett, Inc. | 717,653 | 0.0 | |
54,479 | Duke Realty Corp. | 2,177,526 | 0.2 | |
21,292 | (2) | Empire State Realty Trust, Inc. | 198,441 | 0.0 |
10,940 | (2) | EPR Properties | 355,550 | 0.0 |
17,291 | Equity Commonwealth | 471,698 | 0.0 | |
25,711 | Equity Lifestyle Properties, Inc. | 1,629,049 | 0.1 | |
54,370 | Equity Residential | 3,223,054 | 0.2 | |
9,645 | Essex Property Trust, Inc. | 2,289,916 | 0.2 | |
18,647 | Extra Space Storage, Inc. | 2,160,441 | 0.2 | |
11,125 | Federal Realty Investment Trust | 946,960 | 0.1 | |
18,914 | First Industrial Realty Trust, Inc. | 796,847 | 0.1 | |
32,473 | Gaming and Leisure Properties, Inc. | 1,376,855 | 0.1 | |
32,134 | (2) | Healthcare Trust of America, Inc. | 884,970 | 0.1 |
79,755 | Healthpeak Properties, Inc. | 2,410,994 | 0.2 | |
15,205 | Highwoods Properties, Inc. | 602,574 | 0.0 | |
103,369 | Host Hotels & Resorts, Inc. | 1,512,288 | 0.1 | |
5,777 | (1),(2) | Howard Hughes Corp. | 455,979 | 0.0 |
22,251 | Hudson Pacific Properties, Inc. | 534,469 | 0.0 | |
82,977 | Invitation Homes, Inc. | 2,464,417 | 0.2 | |
42,286 | (2) | Iron Mountain, Inc. | 1,246,591 | 0.1 |
18,006 | JBG SMITH Properties | 563,048 | 0.0 | |
7,613 | Jones Lang LaSalle, Inc. | 1,129,541 | 0.1 | |
16,985 | Kilroy Realty Corp. | 974,939 | 0.1 | |
61,065 | Kimco Realty Corp. | 916,586 | 0.1 | |
12,706 | Lamar Advertising Co. | 1,057,393 | 0.1 | |
7,142 | Life Storage, Inc. | 852,683 | 0.1 | |
78,613 | Medical Properties Trust, Inc. | 1,712,977 | 0.1 | |
16,844 | Mid-America Apartment Communities, Inc. | 2,133,966 | 0.2 | |
25,578 | National Retail Properties, Inc. | 1,046,652 | 0.1 | |
33,263 | Omega Healthcare Investors, Inc. | 1,208,112 | 0.1 | |
21,250 | Outfront Media, Inc. | 415,650 | 0.0 | |
27,971 | Paramount Group, Inc. | 252,858 | 0.0 | |
34,748 | Park Hotels & Resorts, Inc. | 595,928 | 0.0 | |
19,495 | Rayonier, Inc. | 572,763 | 0.0 | |
51,998 | Realty Income Corp. | 3,232,716 | 0.2 | |
24,912 | Regency Centers Corp. | 1,135,738 | 0.1 | |
18,260 | Rexford Industrial Realty, Inc. | 896,749 | 0.1 | |
47,844 | Simon Property Group, Inc. | 4,080,136 | 0.3 | |
10,790 | (2) | SL Green Realty Corp. | 642,868 | 0.0 |
16,068 | Spirit Realty Capital, Inc. | 645,452 | 0.0 | |
35,687 | STORE Capital Corp. | 1,212,644 | 0.1 | |
15,645 | Sun Communities, Inc. | 2,377,258 | 0.2 | |
43,314 | UDR, Inc. | 1,664,557 | 0.1 | |
55,205 | Ventas, Inc. | 2,707,253 | 0.2 | |
32,362 | VEREIT, Inc. | 1,222,960 | 0.1 | |
79,056 | VICI Properties, Inc. | 2,015,928 | 0.1 | |
25,941 | Vornado Realty Trust | 968,637 | 0.1 | |
17,683 | Weingarten Realty Investors | 383,191 | 0.0 | |
61,856 | Welltower, Inc. | 3,997,135 | 0.3 | |
110,494 | Weyerhaeuser Co. | 3,704,864 | 0.3 | |
25,739 | WP Carey, Inc. | 1,816,659 | 0.1 | |
95,958,893 | 6.9 | |||
Utilities: 5.1% | ||||
97,766 | AES Corp. | 2,297,501 | 0.2 | |
36,939 | Alliant Energy Corp. | 1,903,467 | 0.1 | |
36,421 | Ameren Corp. | 2,843,023 | 0.2 | |
26,806 | American Water Works Co., Inc. | 4,113,917 | 0.3 | |
18,445 | Atmos Energy Corp. | 1,760,206 | 0.1 | |
8,379 | Avangrid, Inc. | 380,826 | 0.0 | |
74,487 | Centerpoint Energy, Inc. | 1,611,899 | 0.1 | |
42,252 | CMS Energy Corp. | 2,577,794 | 0.2 | |
49,563 | Consolidated Edison, Inc. | 3,581,918 | 0.3 | |
28,416 | DTE Energy Co. | 3,449,987 | 0.3 | |
52,908 | Edison International | 3,323,681 | 0.2 | |
29,714 | Entergy Corp. | 2,966,646 | 0.2 | |
33,071 | (2) | Essential Utilities, Inc. | 1,563,928 | 0.1 |
33,474 | Evergy, Inc. | 1,858,142 | 0.1 | |
50,795 | Eversource Energy | 4,394,275 | 0.3 | |
80,172 | FirstEnergy Corp. | 2,454,065 | 0.2 | |
15,816 | Hawaiian Electric Industries | 559,728 | 0.0 | |
7,447 | Idacorp, Inc. | 715,135 | 0.1 | |
29,474 | MDU Resources Group, Inc. | 776,345 | 0.1 | |
12,873 | National Fuel Gas Co. | 529,466 | 0.0 |
See Accompanying Notes to Financial Statements
51
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
56,601 | NiSource, Inc. | 1,298,427 | 0.1 | |
35,962 | NRG Energy, Inc. | 1,350,373 | 0.1 | |
29,545 | OGE Energy Corp. | 941,304 | 0.1 | |
195,817 | (1),(2) | PG&E Corp. | 2,439,880 | 0.2 |
16,639 | Pinnacle West Capital Corp. | 1,330,288 | 0.1 | |
113,989 | PPL Corp. | 3,214,490 | 0.2 | |
74,745 | Public Service Enterprise Group, Inc. | 4,357,633 | 0.3 | |
30,749 | UGI Corp. | 1,074,985 | 0.1 | |
72,140 | Vistra Corp. | 1,418,272 | 0.1 | |
46,728 | WEC Energy Group, Inc. | 4,300,378 | 0.3 | |
77,760 | Xcel Energy, Inc. | 5,184,259 | 0.4 | |
70,572,238 | 5.1 | |||
Total Common Stock | ||||
(Cost $629,069,100) | 1,385,566,477 | 99.3 | ||
EXCHANGE-TRADED FUNDS: 0.5% | ||||
118,343 | iShares Russell Midcap Index Fund | 8,112,413 | 0.5 | |
Total Exchange-Traded Funds | ||||
(Cost $8,095,463) | 8,112,413 | 0.5 | ||
Total Long-Term Investments | ||||
(Cost $637,164,563) | 1,393,678,890 | 99.8 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 7.4% | ||||
Repurchase Agreements: 6.8% | ||||
5,190,091 | (4) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $5,190,148, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $5,293,893, due 02/03/21-11/20/70) | 5,190,091 | 0.4 |
3,262,341 | (4) | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $3,262,377, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,327,588, due 07/01/24-10/01/50) | 3,262,341 | 0.2 |
4,407,055 | (4) | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $4,407,171, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $4,627,408, due 03/01/21-11/20/40) | 4,407,055 | 0.3 |
15,401,976 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $15,402,094, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $15,710,016, due 01/25/21-10/15/62) | 15,401,976 | 1.1 |
5,271,395 | (4) | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $5,271,435, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.750%, Market Value plus accrued interest $5,376,823, due 01/14/21-01/20/69) | 5,271,395 | 0.4 |
9,648,050 | (4) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $9,648,187, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $9,841,161, due 01/31/21-05/15/49) | 9,648,050 | 0.7 |
14,332,950 | (4) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $14,333,060, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $14,619,609, due 09/15/21-01/01/51) | 14,332,950 | 1.0 |
See Accompanying Notes to Financial Statements
52
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
2,126,569 | (4) | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,126,585, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,169,101, due 01/04/21-12/01/50) | 2,126,569 | 0.2 | ||
6,022,156 | (4) | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $6,022,242, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $6,142,599, due 07/01/22-12/01/50) | 6,022,156 | 0.4 | ||
6,881,004 | (4) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $6,881,102, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $7,018,726, due 02/18/21-01/15/62) | 6,881,004 | 0.5 | ||
5,409,835 | (4) | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $5,409,912, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $5,520,030, due 02/28/25-05/31/25) | 5,409,835 | 0.4 | ||
1,689,119 | (4) | Royal Bank of Canada, Repurchase Agreement dated 12/31/20, 0.21%, due 01/04/21 (Repurchase Amount $1,689,158, collateralized by various U.S. Government Securities, 0.379%-10.200%, Market Value plus accrued interest $1,763,162, due 05/13/21-11/01/40) | 1,689,119 | 0.1 | ||
15,286,920 | (4) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $15,287,188, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $15,631,523, due 07/15/22-02/15/47) | 15,286,920 | 1.1 | ||
Total Repurchase Agreements | ||||||
(Cost $94,929,461) | 94,929,461 | 6.8 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds(4): 0.6% | ||||||
2,577,015 | (4),(5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 2,577,015 | 0.2 | ||
2,692,000 | (4),(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 2,692,000 | 0.2 | ||
2,460,000 | (4),(5) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 2,460,000 | 0.2 | ||
Total Mutual Funds | ||||||
(Cost $7,729,015) | 7,729,015 | 0.6 | ||||
Total Short-Term Investments | ||||||
(Cost $102,658,476) | 102,658,476 | 7.4 | ||||
Total Investments in Securities (Cost $739,823,039) | $ | 1,496,337,366 | 107.2 | |||
Liabilities in Excess of Other Assets | (100,840,350) | (7.2) | ||||
Net Assets | $ | 1,395,497,016 | 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, 2020. |
See Accompanying Notes to Financial Statements
53
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.4% | ||||
Communication Services: 2.3% | ||||
29,363 | (1) | AMC Entertainment Holdings, Inc. | $ 62,250 | 0.0 |
12,321 | (1),(2) | AMC Networks, Inc. | 440,722 | 0.1 |
4,846 | (2) | Anterix, Inc. | 182,210 | 0.0 |
4,872 | ATN International, Inc. | 203,455 | 0.0 | |
8,395 | (1),(2) | Bandwidth, Inc. | 1,290,060 | 0.1 |
19,412 | (2) | Boingo Wireless, Inc. | 246,921 | 0.0 |
5,906 | (2) | Boston Omaha Corp. | 163,301 | 0.0 |
11,315 | (1),(2) | Cardlytics, Inc. | 1,615,443 | 0.2 |
37,665 | (2) | Cargurus, Inc. | 1,195,110 | 0.1 |
29,314 | (2) | Cars.com, Inc. | 331,248 | 0.0 |
21,158 | (2) | Cincinnati Bell, Inc. | 323,294 | 0.0 |
45,981 | (1) | Cinemark Holdings, Inc. | 800,529 | 0.1 |
18,452 | Cogent Communications Holdings, Inc. | 1,104,721 | 0.1 | |
29,452 | (2) | comScore, Inc. | 73,335 | 0.0 |
30,925 | (2) | Consolidated Communications Holdings, Inc. | 151,223 | 0.0 |
518 | (1),(2) | Daily Journal Corp. | 209,272 | 0.0 |
27,328 | (2) | DHI Group, Inc. | 60,668 | 0.0 |
12,533 | Emerald Holding, Inc. | 67,929 | 0.0 | |
49,905 | Entercom Communications Corp. | 123,265 | 0.0 | |
29,607 | Entravision Communications Corp. | 81,419 | 0.0 | |
68,633 | (1),(2) | Eros STX Global Corp. | 124,912 | 0.0 |
27,835 | (1),(2) | Eventbrite, Inc. | 503,814 | 0.1 |
5,946 | (1),(2) | EverQuote, Inc. | 222,083 | 0.0 |
24,381 | EW Scripps Co. | 372,786 | 0.1 | |
20,680 | (2) | Fluent, Inc. | 109,811 | 0.0 |
6,018 | (1),(2) | Gaia, Inc. | 59,458 | 0.0 |
55,387 | (2) | Gannett Co., Inc. | 186,100 | 0.0 |
63,129 | (2) | Glu Mobile, Inc. | 568,792 | 0.1 |
23,757 | (1),(2) | Gogo, Inc. | 228,780 | 0.0 |
37,661 | (2) | Gray Television, Inc. | 673,755 | 0.1 |
8,313 | (2) | Hemisphere Media Group, Inc. | 86,123 | 0.0 |
6,575 | (2) | IDT Corp. | 81,267 | 0.0 |
25,916 | (1),(2) | iHeartMedia, Inc. | 336,390 | 0.0 |
21,443 | (1),(2) | Imax Corp. | 386,403 | 0.1 |
51,363 | (2) | Iridium Communications, Inc. | 2,019,850 | 0.2 |
66,103 | (2) | Liberty Latin America Ltd. | 733,082 | 0.1 |
21,638 | (2) | Liberty Latin America Ltd. - Class A | 240,831 | 0.0 |
20,725 | (2) | Liberty Media Corp. - Braves C | 515,638 | 0.1 |
30,074 | (2) | Liberty TripAdvisor Holdings, Inc. | 130,521 | 0.0 |
22,066 | (1),(2) | LiveXLive Media, Inc. | 72,376 | 0.0 |
5,624 | Loral Space & Communications, Inc. | 118,048 | 0.0 | |
9,617 | (1) | Marcus Corp. | 129,637 | 0.0 |
3,277 | (2) | MediaAlpha, Inc. | 128,032 | 0.0 |
17,213 | Meredith Corp. | 330,490 | 0.0 | |
13,991 | (1),(2) | MSG Networks, Inc. | 206,227 | 0.0 |
27,396 | National CineMedia, Inc. | 101,913 | 0.0 | |
9,129 | (2) | Ooma, Inc. | 131,458 | 0.0 |
32,857 | (1),(2) | Orbcomm, Inc. | 243,799 | 0.0 |
20,696 | (2) | QuinStreet, Inc. | 443,722 | 0.1 |
12,605 | Scholastic Corp. | 315,125 | 0.0 | |
21,127 | Shenandoah Telecommunications Co. | 913,743 | 0.1 | |
18,853 | (1) | Sinclair Broadcast Group, Inc. | 600,468 | 0.1 |
9,184 | Spok Holdings, Inc. | 102,218 | 0.0 | |
10,056 | (2) | TechTarget, Inc. | 594,410 | 0.1 |
94,737 | TEGNA, Inc. | 1,321,581 | 0.1 | |
7,245 | Tribune Publishing Co. | 99,257 | 0.0 | |
48,182 | (1),(2) | TrueCar, Inc. | 202,364 | 0.0 |
101,891 | (2) | Vonage Holdings Corp. | 1,311,847 | 0.1 |
23,690 | (2) | WideOpenWest, Inc. | 252,772 | 0.0 |
31,097 | (2) | Yelp, Inc. | 1,015,939 | 0.1 |
24,942,197 | 2.3 | |||
Consumer Discretionary: 12.9% | ||||
10,900 | (1),(2) | 1-800-Flowers.com, Inc. | 283,400 | 0.0 |
15,143 | (2) | Aaron's Co., Inc./The | 287,111 | 0.0 |
26,812 | Abercrombie & Fitch Co. - Class A | 545,892 | 0.1 | |
3,165 | (1),(2) | Academy Sports & Outdoors, Inc. | 65,610 | 0.0 |
19,459 | (2) | Accel Entertainment, Inc. | 196,536 | 0.0 |
14,726 | Acushnet Holdings Corp. | 596,992 | 0.1 | |
37,997 | (2) | Adient plc | 1,321,156 | 0.1 |
22,879 | (2) | Adtalem Global Education, Inc. | 776,742 | 0.1 |
47,693 | (2) | American Axle & Manufacturing Holdings, Inc. | 397,760 | 0.0 |
65,095 | (1) | American Eagle Outfitters, Inc. | 1,306,457 | 0.1 |
5,820 | (2) | American Outdoor Brands, Inc. | 99,115 | 0.0 |
6,427 | (2) | American Public Education, Inc. | 195,895 | 0.0 |
2,768 | (2) | America's Car-Mart, Inc. | 304,037 | 0.0 |
8,331 | (1),(2) | Asbury Automotive Group, Inc. | 1,214,160 | 0.1 |
8,442 | (2) | Aspen Group, Inc./CO | 93,959 | 0.0 |
23,373 | (1),(2) | At Home Group, Inc. | 361,347 | 0.0 |
7,904 | Bally's Corp. | 397,018 | 0.0 | |
12,628 | (2) | Beazer Homes USA, Inc. | 191,314 | 0.0 |
54,554 | (1) | Bed Bath & Beyond, Inc. | 968,879 | 0.1 |
16,960 | (1) | Big Lots, Inc. | 728,093 | 0.1 |
622 | (2) | Biglari Holdings, Inc. - Class B | 69,166 | 0.0 |
9,489 | (1) | BJ's Restaurants, Inc. | 365,232 | 0.0 |
37,862 | (1) | Bloomin Brands, Inc. | 735,280 | 0.1 |
5,243 | Bluegreen Vacations Holding Corp. | 70,938 | 0.0 | |
12,267 | (1),(2) | Boot Barn Holdings, Inc. | 531,897 | 0.1 |
35,276 | Boyd Gaming Corp. | 1,514,046 | 0.2 | |
19,392 | Brinker International, Inc. | 1,097,005 | 0.1 | |
12,841 | (1) | Buckle, Inc. | 374,957 | 0.0 |
76,820 | (2) | Caesars Entertainment, Inc. | 5,705,421 | 0.5 |
15,754 | Caleres, Inc. | 246,550 | 0.0 | |
40,216 | (1) | Callaway Golf Co. | 965,586 | 0.1 |
14,056 | (1) | Camping World Holdings, Inc. | 366,159 | 0.0 |
13,569 | (1),(2) | CarParts.com, Inc. | 168,120 | 0.0 |
7,612 | Carriage Services, Inc. | 238,408 | 0.0 |
See Accompanying Notes to Financial Statements
54
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
14,467 | (2) | Carrols Restaurant Group, Inc. | 90,853 | 0.0 |
11,766 | (2) | Casper Sleep, Inc. | 72,361 | 0.0 |
9,535 | Cato Corp. | 91,441 | 0.0 | |
3,995 | (2) | Cavco Industries, Inc. | 700,923 | 0.1 |
11,439 | (2) | Century Casinos, Inc. | 73,095 | 0.0 |
12,885 | (2) | Century Communities, Inc. | 564,105 | 0.1 |
18,346 | (1) | Cheesecake Factory | 679,903 | 0.1 |
49,183 | Chico's FAS, Inc. | 78,201 | 0.0 | |
6,101 | (1) | Childrens Place, Inc./The | 305,660 | 0.0 |
16,406 | Churchill Downs, Inc. | 3,195,725 | 0.3 | |
8,916 | (2) | Chuy's Holdings, Inc. | 236,185 | 0.0 |
4,515 | Citi Trends, Inc. | 224,305 | 0.0 | |
10,375 | Clarus Corp. | 159,775 | 0.0 | |
3,976 | Collectors Universe, Inc. | 299,790 | 0.0 | |
7,388 | (2) | Conn's, Inc. | 86,366 | 0.0 |
8,995 | (2) | Container Store Group, Inc. | 85,812 | 0.0 |
21,746 | Cooper Tire & Rubber Co. | 880,713 | 0.1 | |
7,467 | (2) | Cooper-Standard Holdings, Inc. | 258,881 | 0.0 |
19,405 | Core-Mark Holding Co., Inc. | 569,925 | 0.1 | |
10,254 | Cracker Barrel Old Country Store, Inc. | 1,352,708 | 0.1 | |
28,680 | (2) | CROCS, Inc. | 1,797,089 | 0.2 |
62,092 | Dana, Inc. | 1,212,036 | 0.1 | |
19,267 | Dave & Buster's Entertainment, Inc. | 578,395 | 0.1 | |
11,994 | (2) | Deckers Outdoor Corp. | 3,439,639 | 0.3 |
13,111 | (2) | Del Taco Restaurants, Inc. | 118,786 | 0.0 |
26,839 | (2) | Denny's Corp. | 393,996 | 0.0 |
26,532 | (1) | Designer Brands, Inc. | 202,970 | 0.0 |
3,245 | (1) | Dillards, Inc. | 204,597 | 0.0 |
6,758 | Dine Brands Global, Inc. | 391,964 | 0.0 | |
11,461 | (2) | Dorman Products, Inc. | 995,044 | 0.1 |
5,186 | (1),(2) | Duluth Holdings, Inc. | 54,764 | 0.0 |
8,145 | (1),(2) | El Pollo Loco Holdings, Inc. | 147,424 | 0.0 |
4,962 | Escalade, Inc. | 105,046 | 0.0 | |
9,930 | Ethan Allen Interiors, Inc. | 200,685 | 0.0 | |
35,701 | (2) | Everi Holdings, Inc. | 493,031 | 0.1 |
27,514 | (2) | Express, Inc. | 25,038 | 0.0 |
7,828 | (2) | Fiesta Restaurant Group, Inc. | 89,239 | 0.0 |
20,067 | (2) | Fossil Group, Inc. | 173,981 | 0.0 |
17,806 | (1),(2) | Fox Factory Holding Corp. | 1,882,272 | 0.2 |
9,390 | Franchise Group, Inc. | 285,925 | 0.0 | |
10,170 | (1),(2) | Funko, Inc. | 105,565 | 0.0 |
24,882 | (1),(2) | GameStop Corp. | 468,777 | 0.1 |
8,436 | (2) | GAN Ltd. | 171,082 | 0.0 |
6,160 | (2) | Genesco, Inc. | 185,354 | 0.0 |
14,311 | (2) | Gentherm, Inc. | 933,363 | 0.1 |
18,741 | (1),(2) | G-III Apparel Group Ltd. | 444,911 | 0.1 |
7,396 | (2) | Golden Entertainment, Inc. | 147,106 | 0.0 |
98,980 | Goodyear Tire & Rubber Co. | 1,079,872 | 0.1 | |
53,456 | (2) | GoPro, Inc. | 442,616 | 0.1 |
10,837 | (2) | Green Brick Partners, Inc. | 248,818 | 0.0 |
7,535 | (1) | Group 1 Automotive, Inc. | 988,140 | 0.1 |
10,042 | (1),(2) | Groupon, Inc. | 381,546 | 0.0 |
15,406 | (2) | GrowGeneration Corp. | 619,629 | 0.1 |
17,288 | (1) | Guess?, Inc. | 391,055 | 0.0 |
3,295 | (1) | Hamilton Beach Brands Holding Co. | 57,695 | 0.0 |
7,476 | (1) | Haverty Furniture Cos., Inc. | 206,861 | 0.0 |
10,826 | (1),(2) | Helen of Troy Ltd. | 2,405,429 | 0.2 |
7,242 | (1),(2) | Hibbett Sports, Inc. | 334,436 | 0.0 |
37,203 | (2) | Hilton Grand Vacations, Inc. | 1,166,314 | 0.1 |
5,527 | Hooker Furniture Corp. | 178,246 | 0.0 | |
47,927 | (2) | Houghton Mifflin Harcourt Co. | 159,597 | 0.0 |
9,933 | (2) | Installed Building Products, Inc. | 1,012,471 | 0.1 |
42,674 | (1) | International Game Technology PLC | 722,898 | 0.1 |
11,931 | (1),(2) | iRobot Corp. | 957,940 | 0.1 |
9,849 | Jack in the Box, Inc. | 913,987 | 0.1 | |
2,351 | Johnson Outdoors, Inc. | 264,793 | 0.0 | |
37,761 | KB Home | 1,265,749 | 0.1 | |
22,006 | Kontoor Brands, Inc. | 892,563 | 0.1 | |
3,558 | (2) | Lakeland Industries, Inc. | 96,955 | 0.0 |
5,398 | (1),(2) | Lands' End, Inc. | 116,435 | 0.0 |
47,293 | (2) | Laureate Education Inc.- Class A | 688,586 | 0.1 |
19,386 | La-Z-Boy, Inc. | 772,338 | 0.1 | |
10,584 | LCI Industries | 1,372,533 | 0.1 | |
9,691 | (1),(2) | LGI Homes, Inc. | 1,025,792 | 0.1 |
6,138 | Lifetime Brands, Inc. | 93,298 | 0.0 | |
11,167 | (1),(2) | Lindblad Expeditions Holdings, Inc. | 191,179 | 0.0 |
13,047 | (1),(2) | Liquidity Services, Inc. | 207,578 | 0.0 |
11,130 | Lithia Motors, Inc. | 3,257,417 | 0.3 | |
4,477 | (1),(2) | Lovesac Co/The | 192,914 | 0.0 |
12,607 | (2) | Lumber Liquidators Holdings, Inc. | 387,539 | 0.0 |
12,268 | (2) | M/I Homes, Inc. | 543,350 | 0.1 |
133,888 | (1) | Macy's, Inc. | 1,506,240 | 0.2 |
46,579 | (1),(2) | Magnite, Inc. | 1,430,441 | 0.1 |
8,833 | (2) | Malibu Boats, Inc. | 551,533 | 0.1 |
3,620 | Marine Products Corp. | 52,635 | 0.0 | |
8,978 | (2) | MarineMax, Inc. | 314,499 | 0.0 |
17,482 | Marriott Vacations Worldwide Corp. | 2,398,880 | 0.2 | |
8,074 | (2) | MasterCraft Boat Holdings, Inc. | 200,558 | 0.0 |
22,314 | MDC Holdings, Inc. | 1,084,460 | 0.1 | |
16,006 | (2) | Meritage Homes Corp. | 1,325,617 | 0.1 |
32,215 | (1),(2) | Michaels Cos, Inc. | 419,117 | 0.1 |
21,125 | (2) | Modine Manufacturing Co. | 265,330 | 0.0 |
5,554 | (2) | Monarch Casino & Resort, Inc. | 340,016 | 0.0 |
14,294 | (1) | Monro, Inc. | 761,870 | 0.1 |
8,490 | (2) | Motorcar Parts of America, Inc. | 166,574 | 0.0 |
6,787 | Movado Group, Inc. | 112,800 | 0.0 | |
11,558 | Murphy USA, Inc. | 1,512,595 | 0.2 | |
1,361 | Nathan's Famous, Inc. | 75,154 | 0.0 | |
34,770 | (2) | National Vision Holdings, Inc. | 1,574,733 | 0.2 |
12,721 | (1),(2) | Nautilus, Inc. | 230,759 | 0.0 |
13,766 | (2) | Noodles & Co. | 108,751 | 0.0 |
22,669 | ODP Corp./The | 664,202 | 0.1 | |
19,730 | (1) | OneSpaWorld Holdings Ltd. | 200,062 | 0.0 |
See Accompanying Notes to Financial Statements
55
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
2,452 | (2) | OneWater Marine, Inc. | 71,329 | 0.0 |
18,454 | (1),(2) | Overstock.com, Inc. | 885,238 | 0.1 |
7,132 | Oxford Industries, Inc. | 467,217 | 0.1 | |
14,133 | Papa Johns International, Inc. | 1,199,185 | 0.1 | |
9,673 | Patrick Industries, Inc. | 661,150 | 0.1 | |
66,717 | (1),(2) | Penn National Gaming, Inc. | 5,762,347 | 0.5 |
30,205 | (2) | Perdoceo Education Corp. | 381,489 | 0.0 |
8,827 | (1) | PetMed Express, Inc. | 282,994 | 0.0 |
11,202 | (2) | PlayAGS, Inc. | 80,654 | 0.0 |
7,612 | (1),(2) | Purple Innovation, Inc. | 250,739 | 0.0 |
36,982 | (2) | Quotient Technology, Inc. | 348,370 | 0.0 |
3,759 | (1) | RCI Hospitality Holdings, Inc. | 148,255 | 0.0 |
27,409 | (2) | RealReal, Inc./The | 535,572 | 0.1 |
6,394 | (1),(2) | Red Robin Gourmet Burgers, Inc. | 122,957 | 0.0 |
28,471 | Red Rock Resorts, Inc. | 712,914 | 0.1 | |
9,809 | (1),(2) | Regis Corp. | 90,145 | 0.0 |
21,095 | Rent-A-Center, Inc. | 807,728 | 0.1 | |
6,769 | (1),(2) | RH | 3,029,263 | 0.3 |
3,152 | Rocky Brands, Inc. | 88,477 | 0.0 | |
13,763 | (1) | Ruth's Hospitality Group, Inc. | 244,018 | 0.0 |
48,678 | (1),(2) | Sally Beauty Holdings, Inc. | 634,761 | 0.1 |
24,885 | (2) | Scientific Games Corp. | 1,032,479 | 0.1 |
21,927 | (1),(2) | SeaWorld Entertainment, Inc. | 692,674 | 0.1 |
15,240 | (1),(2) | Shake Shack, Inc. | 1,292,047 | 0.1 |
4,077 | (1) | Shoe Carnival, Inc. | 159,737 | 0.0 |
9,437 | Shutterstock, Inc. | 676,633 | 0.1 | |
22,668 | (1) | Signet Jewelers Ltd. | 618,156 | 0.1 |
22,980 | (2) | Skyline Champion Corp. | 711,001 | 0.1 |
11,686 | (2) | Sleep Number Corp. | 956,616 | 0.1 |
24,047 | (1) | Smith & Wesson Brands, Inc. | 426,834 | 0.1 |
10,235 | (1) | Sonic Automotive, Inc. | 394,764 | 0.0 |
34,599 | (2) | Sonos, Inc. | 809,271 | 0.1 |
18,818 | (2) | Sportsman's Warehouse Holdings, Inc. | 330,256 | 0.0 |
7,380 | (2) | Stamps.com, Inc. | 1,447,882 | 0.1 |
9,223 | Standard Motor Products, Inc. | 373,163 | 0.0 | |
35,230 | Steven Madden Ltd. | 1,244,324 | 0.1 | |
25,496 | (1),(2) | Stitch Fix, Inc. | 1,497,125 | 0.1 |
11,375 | (2) | Stoneridge, Inc. | 343,866 | 0.0 |
10,447 | Strategic Education, Inc. | 995,912 | 0.1 | |
17,360 | (2) | Stride, Inc. | 368,553 | 0.0 |
7,179 | Sturm Ruger & Co., Inc. | 467,138 | 0.1 | |
4,944 | Superior Group of Cos, Inc. | 114,899 | 0.0 | |
54,416 | (2) | Taylor Morrison Home Corp. | 1,395,770 | 0.1 |
22,001 | (2) | Tenneco, Inc. | 233,211 | 0.0 |
28,376 | (1) | Texas Roadhouse, Inc. | 2,217,868 | 0.2 |
9,820 | Tilly's, Inc. | 80,131 | 0.0 | |
14,255 | (2) | TopBuild Corp. | 2,624,060 | 0.3 |
54,305 | (2) | TRI Pointe Group, Inc. | 936,761 | 0.1 |
21,370 | (2) | Tupperware Brands Corp. | 692,174 | 0.1 |
5,753 | (2) | Turtle Beach Corp. | 123,977 | 0.0 |
5,915 | (2) | Unifi, Inc. | 104,932 | 0.0 |
5,935 | (2) | Universal Electronics, Inc. | 311,350 | 0.0 |
13,010 | (2) | Universal Technical Institute, Inc. | 84,045 | 0.0 |
29,702 | (2) | Urban Outfitters, Inc. | 760,371 | 0.1 |
8,346 | (2) | Vera Bradley, Inc. | 66,434 | 0.0 |
25,138 | (2) | Vista Outdoor, Inc. | 597,279 | 0.1 |
11,938 | (2) | Visteon Corp. | 1,498,458 | 0.2 |
32,259 | (1),(2) | Vivint Smart Home, Inc. | 669,374 | 0.1 |
9,031 | (2) | VOXX International Corp. | 115,236 | 0.0 |
38,147 | (1),(2) | Waitr Holdings, Inc. | 106,049 | 0.0 |
3,343 | Weyco Group, Inc. | 52,953 | 0.0 | |
12,823 | (1) | Wingstop, Inc. | 1,699,689 | 0.2 |
1,306 | Winmark Corp. | 242,655 | 0.0 | |
13,543 | (1) | Winnebago Industries | 811,767 | 0.1 |
34,591 | Wolverine World Wide, Inc. | 1,080,969 | 0.1 | |
40,588 | (1),(2) | Workhorse Group, Inc. | 802,831 | 0.1 |
20,402 | (1),(2) | WW International, Inc. | 497,809 | 0.1 |
7,380 | (2) | XPEL, Inc. | 380,513 | 0.0 |
34,594 | (2) | YETI Holdings, Inc. | 2,368,651 | 0.2 |
9,148 | (2) | Zumiez, Inc. | 336,463 | 0.0 |
139,618,351 | 12.9 | |||
Consumer Staples: 3.2% | ||||
2,758 | Alico, Inc. | 85,553 | 0.0 | |
13,510 | Andersons, Inc. | 331,130 | 0.0 | |
27,731 | (1) | B&G Foods, Inc. | 768,981 | 0.1 |
16,874 | (2) | BellRing Brands, Inc. | 410,207 | 0.0 |
59,161 | (1),(2) | BJ's Wholesale Club Holdings, Inc. | 2,205,522 | 0.2 |
7,088 | (1) | Calavo Growers, Inc. | 492,120 | 0.1 |
13,453 | (2) | Cal-Maine Foods, Inc. | 505,026 | 0.1 |
14,803 | (2) | Celsius Holdings, Inc. | 744,739 | 0.1 |
22,177 | (2) | Central Garden & Pet Co. - Class A - CENTA | 805,690 | 0.1 |
13,061 | (1),(2) | Chefs' Warehouse Holdings, Inc. | 335,537 | 0.0 |
2,029 | (1) | Coca-Cola Consolidated, Inc. | 540,262 | 0.1 |
69,510 | (2) | Darling Ingredients, Inc. | 4,009,337 | 0.4 |
23,794 | Edgewell Personal Care Co. | 822,796 | 0.1 | |
19,233 | (2) | elf Beauty, Inc. | 484,479 | 0.1 |
13,662 | Fresh Del Monte Produce, Inc. | 328,844 | 0.0 | |
16,885 | (2) | Freshpet, Inc. | 2,397,501 | 0.2 |
16,748 | (2) | HF Foods Group, Inc. | 125,945 | 0.0 |
52,950 | (1),(2) | Hostess Brands, Inc. | 775,188 | 0.1 |
6,193 | (1) | Ingles Markets, Inc. | 264,193 | 0.0 |
7,655 | Inter Parfums, Inc. | 463,051 | 0.1 | |
6,529 | (1) | J&J Snack Foods Corp. | 1,014,411 | 0.1 |
3,728 | John B Sanfilippo & Son, Inc. | 293,990 | 0.0 | |
8,215 | (1) | Lancaster Colony Corp. | 1,509,342 | 0.1 |
11,713 | (2) | Landec Corp. | 127,086 | 0.0 |
6,178 | (2) | Lifevantage Corp. | 57,579 | 0.0 |
7,441 | Limoneira Co. | 123,893 | 0.0 | |
4,922 | Medifast, Inc. | 966,385 | 0.1 | |
5,671 | MGP Ingredients, Inc. | 266,877 | 0.0 | |
5,032 | (1) | National Beverage Corp. | 427,217 | 0.0 |
4,764 | Natural Grocers by Vitamin Cottage, Inc. | 65,457 | 0.0 | |
40,112 | (2) | NewAge, Inc. | 105,495 | 0.0 |
2,745 | Oil-Dri Corp. of America | 93,550 | 0.0 | |
56,355 | (2) | Performance Food Group Co. | 2,683,062 | 0.3 |
10,018 | Pricesmart, Inc. | 912,540 | 0.1 | |
67,546 | Primo Water Corp. | 1,059,121 | 0.1 | |
23,723 | (1),(2) | Rite Aid Corp. | 375,535 | 0.0 |
8,710 | Sanderson Farms, Inc. | 1,151,462 | 0.1 | |
2,926 | (2) | Seneca Foods Corp. | 116,747 | 0.0 |
See Accompanying Notes to Financial Statements
56
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
37,191 | (1),(2) | Simply Good Foods Co/The | 1,166,310 | 0.1 |
15,354 | SpartanNash Co. | 267,313 | 0.0 | |
6,760 | (1) | Tootsie Roll Industries, Inc. | 200,772 | 0.0 |
5,165 | (1) | Turning Point Brands, Inc. | 230,152 | 0.0 |
23,852 | (1),(2) | United Natural Foods, Inc. | 380,916 | 0.0 |
10,673 | Universal Corp. | 518,815 | 0.1 | |
4,929 | (1),(2) | USANA Health Sciences, Inc. | 380,026 | 0.0 |
61,564 | Vector Group Ltd. | 717,221 | 0.1 | |
23,481 | (1),(2) | Veru, Inc. | 203,111 | 0.0 |
4,375 | (1) | Village Super Market, Inc. | 96,512 | 0.0 |
4,357 | (1),(2) | Vital Farms, Inc. | 110,276 | 0.0 |
5,949 | (1) | WD-40 Co. | 1,580,530 | 0.2 |
4,358 | Weis Markets, Inc. | 208,356 | 0.0 | |
34,306,160 | 3.2 | |||
Energy: 2.1% | ||||
106,347 | (1),(2) | Antero Resources Corp. | 579,591 | 0.1 |
6,454 | (1) | Arch Resources, Inc. | 282,492 | 0.0 |
55,934 | Archrock, Inc. | 484,388 | 0.1 | |
17,172 | Ardmore Shipping Corp. | 56,152 | 0.0 | |
8,645 | (2) | Aspen Aerogels, Inc. | 144,285 | 0.0 |
32,636 | Berry Corp. | 120,100 | 0.0 | |
8,304 | (2) | Bonanza Creek Energy, Inc. | 160,516 | 0.0 |
16,770 | Brigham Minerals, Inc. | 184,302 | 0.0 | |
2,682 | (2) | Bristow Group, Inc. | 70,590 | 0.0 |
20,676 | Cactus, Inc. | 539,023 | 0.1 | |
80,188 | (2) | ChampionX Corp. | 1,226,876 | 0.1 |
58,182 | (1),(2) | Clean Energy Fuels Corp. | 457,311 | 0.1 |
96,373 | (2) | CNX Resources Corp. | 1,040,828 | 0.1 |
11,469 | (1),(2) | Comstock Resources, Inc. | 50,120 | 0.0 |
11,325 | (1),(2) | CONSOL Energy, Inc. | 81,653 | 0.0 |
44,979 | (1),(2) | Contango Oil & Gas Co. | 103,002 | 0.0 |
12,802 | (1) | CVR Energy, Inc. | 190,750 | 0.0 |
27,241 | Delek US Holdings, Inc. | 437,763 | 0.1 | |
47,919 | DHT Holdings, Inc. | 250,616 | 0.0 | |
11,663 | (2) | Diamond S Shipping, Inc. | 77,676 | 0.0 |
6,256 | DMC Global, Inc. | 270,572 | 0.0 | |
17,427 | (2) | Dorian L.P.G Ltd. | 212,435 | 0.0 |
15,230 | (2) | Dril-Quip, Inc. | 451,113 | 0.1 |
59,154 | (1),(2) | Energy Fuels, Inc./Canada | 251,996 | 0.0 |
12,550 | (2) | Exterran Corp. | 55,471 | 0.0 |
17,405 | Falcon Minerals Corp. | 54,826 | 0.0 | |
65,700 | (2) | Frank's International N.V. | 180,018 | 0.0 |
51,229 | (1) | Frontline Ltd./Bermuda | 318,644 | 0.0 |
39,642 | (1),(2) | Golar LNG Ltd. | 382,149 | 0.1 |
14,639 | (1),(2) | Green Plains, Inc. | 192,796 | 0.0 |
61,582 | (1),(2) | Helix Energy Solutions Group, Inc. | 258,644 | 0.0 |
10,360 | International Seaways, Inc. | 169,179 | 0.0 | |
174,628 | Kosmos Energy Ltd. | 410,376 | 0.1 | |
28,101 | (1) | Liberty Oilfield Services, Inc. | 289,721 | 0.0 |
54,460 | (1),(2) | Magnolia Oil & Gas Corp. | 384,488 | 0.1 |
48,564 | (1),(2) | Matador Resources Co. | 585,682 | 0.1 |
2,995 | Nabors Industries Ltd. | 174,399 | 0.0 | |
8,863 | (2) | National Energy Services Reunited Corp. | 88,010 | 0.0 |
36,156 | (2) | Newpark Resources, Inc. | 69,420 | 0.0 |
11,014 | (2) | NextDecade Corp. | 23,019 | 0.0 |
69,647 | (2) | NexTier Oilfield Solutions, Inc. | 239,586 | 0.0 |
61,016 | (1) | Nordic American Tankers Ltd. | 179,997 | 0.0 |
43,059 | (2) | Oceaneering International, Inc. | 342,319 | 0.0 |
26,168 | (2) | Oil States International, Inc. | 131,363 | 0.0 |
34,390 | (2) | Overseas Shipholding Group, Inc. | 73,595 | 0.0 |
113,191 | (1) | Ovintiv, Inc. | 1,625,423 | 0.2 |
17,541 | (2) | Par Pacific Holdings, Inc. | 245,223 | 0.0 |
79,107 | Patterson-UTI Energy, Inc. | 416,103 | 0.1 | |
41,884 | (1) | PBF Energy, Inc. | 297,376 | 0.0 |
43,571 | (2) | PDC Energy, Inc. | 894,513 | 0.1 |
30,432 | (2) | Peabody Energy Corp. | 73,341 | 0.0 |
6,530 | (2) | Penn Virginia Corp. | 66,280 | 0.0 |
34,424 | (2) | ProPetro Holding Corp. | 254,393 | 0.0 |
94,532 | (1) | Range Resources Corp. | 633,364 | 0.1 |
16,620 | (1),(2) | Renewable Energy Group, Inc. | 1,177,028 | 0.1 |
2,559 | (2) | REX American Resources Corp. | 188,010 | 0.0 |
24,827 | (1),(2) | RPC, Inc. | 78,205 | 0.0 |
22,114 | (1) | Scorpio Tankers, Inc. | 247,456 | 0.0 |
25,163 | (2) | Select Energy Services, Inc. | 103,168 | 0.0 |
41,667 | (1) | SFL Corp. Ltd. | 261,669 | 0.0 |
50,233 | SM Energy Co. | 307,426 | 0.0 | |
12,434 | Solaris Oilfield Infrastructure, Inc. | 101,213 | 0.0 | |
283,451 | (1),(2) | Southwestern Energy Co. | 844,684 | 0.1 |
5,226 | (2) | Talos Energy, Inc. | 43,062 | 0.0 |
69,142 | (2) | Tellurian, Inc. | 88,502 | 0.0 |
17,687 | (2) | Tidewater, Inc. | 152,816 | 0.0 |
252,014 | (1),(2) | Transocean Ltd. | 582,152 | 0.1 |
90,324 | (2) | Uranium Energy Corp. | 158,970 | 0.0 |
31,547 | US Silica Holdings, Inc. | 221,460 | 0.0 | |
41,797 | (1),(2) | W&T Offshore, Inc. | 90,700 | 0.0 |
27,250 | World Fuel Services Corp. | 849,110 | 0.1 | |
22,329,499 | 2.1 | |||
Financials: 15.1% | ||||
4,929 | 1st Constitution Bancorp | 78,223 | 0.0 | |
7,519 | 1st Source Corp. | 303,016 | 0.0 | |
3,788 | ACNB Corp. | 94,700 | 0.0 | |
6,923 | Alerus Financial Corp. | 189,483 | 0.0 | |
8,700 | Allegiance Bancshares, Inc. | 296,931 | 0.0 | |
7,173 | Altabancorp | 200,270 | 0.0 | |
6,002 | Amalgamated Bank | 82,467 | 0.0 | |
2,349 | A-Mark Precious Metals, Inc. | 60,252 | 0.0 | |
19,750 | (2) | Ambac Financial Group, Inc. | 303,755 | 0.0 |
10,284 | (2) | Amerant Bancorp, Inc. | 156,317 | 0.0 |
See Accompanying Notes to Financial Statements
57
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
38,786 | American Equity Investment Life Holding Co. | 1,072,821 | 0.1 | |
4,988 | American National Bankshares, Inc. | 130,735 | 0.0 | |
28,942 | Ameris Bancorp. | 1,101,822 | 0.1 | |
8,173 | Amerisafe, Inc. | 469,375 | 0.1 | |
4,036 | Ames National Corp. | 96,945 | 0.0 | |
44,927 | Anworth Mortgage Asset Corp. | 121,752 | 0.0 | |
61,602 | (1) | Apollo Commercial Real Estate Finance, Inc. | 688,094 | 0.1 |
45,454 | (1) | Arbor Realty Trust, Inc. | 644,538 | 0.1 |
13,477 | Ares Commercial Real Estate Corp. | 160,511 | 0.0 | |
13,955 | Argo Group International Holdings Ltd. | 609,834 | 0.1 | |
15,557 | Arlington Asset Investment Corp. | 58,805 | 0.0 | |
27,518 | (1) | ARMOUR Residential REIT, Inc. | 296,919 | 0.0 |
6,397 | Arrow Financial Corp. | 191,334 | 0.0 | |
23,834 | Artisan Partners Asset Management, Inc. | 1,199,804 | 0.1 | |
6,735 | (2) | Assetmark Financial Holdings, Inc. | 162,987 | 0.0 |
9,511 | (2) | Atlantic Capital Bancshares, Inc. | 151,415 | 0.0 |
33,889 | Atlantic Union Bankshares Corp. | 1,116,304 | 0.1 | |
2,395 | (2) | Atlanticus Holdings Corp. | 58,989 | 0.0 |
1,292 | Auburn National BanCorp, Inc. | 53,863 | 0.0 | |
25,345 | (1),(2) | Axos Financial, Inc. | 951,198 | 0.1 |
8,233 | B. Riley Financial, Inc. | 364,063 | 0.0 | |
19,688 | Banc of California, Inc. | 289,610 | 0.0 | |
8,339 | (1) | Bancfirst Corp. | 489,499 | 0.1 |
13,326 | Banco Latinoamericano de Comercio Exterior SA | 210,951 | 0.0 | |
22,752 | (2) | Bancorp, Inc. | 310,565 | 0.0 |
42,794 | BancorpSouth Bank | 1,174,267 | 0.1 | |
2,784 | (1) | Bank First Corp. | 180,459 | 0.0 |
8,863 | Bank of Commerce Holdings | 87,744 | 0.0 | |
6,248 | Bank of Marin Bancorp | 214,556 | 0.0 | |
21,921 | Bank of NT Butterfield & Son Ltd. | 683,058 | 0.1 | |
39,401 | BankUnited, Inc. | 1,370,367 | 0.1 | |
15,293 | Banner Corp. | 712,501 | 0.1 | |
6,598 | Bar Harbor Bankshares | 149,049 | 0.0 | |
5,259 | (2) | Baycom Corp. | 79,779 | 0.0 |
19,338 | Berkshire Hills Bancorp, Inc. | 331,067 | 0.0 | |
133,380 | BGC Partners, Inc. | 533,520 | 0.1 | |
59,396 | (1) | Blackstone Mortgage Trust, Inc. | 1,635,172 | 0.2 |
20,308 | (2) | Blucora, Inc. | 323,100 | 0.0 |
35,597 | Boston Private Financial Holdings, Inc. | 300,795 | 0.0 | |
7,719 | Bridge Bancorp, Inc. | 186,645 | 0.0 | |
10,969 | (2) | Bridgewater Bancshares, Inc. | 137,003 | 0.0 |
26,454 | Brightsphere Investment Group, Inc. | 510,033 | 0.1 | |
56,679 | Broadmark Realty Capital, Inc. | 578,126 | 0.1 | |
34,577 | Brookline Bancorp, Inc. | 416,307 | 0.0 | |
18,503 | (2) | BRP Group, Inc. | 554,535 | 0.1 |
9,014 | Bryn Mawr Bank Corp. | 275,783 | 0.0 | |
8,791 | Business First Bancshares, Inc. | 178,985 | 0.0 | |
11,195 | Byline Bancorp, Inc. | 172,963 | 0.0 | |
1,510 | C&F Financial Corp. | 56,036 | 0.0 | |
53,560 | Cadence BanCorp | 879,455 | 0.1 | |
4,169 | (1),(2) | California BanCorp | 64,870 | 0.0 |
2,861 | Cambridge Bancorp | 199,555 | 0.0 | |
6,724 | Camden National Corp. | 240,585 | 0.0 | |
37,109 | (2) | Cannae Holdings, Inc. | 1,642,815 | 0.2 |
6,465 | Capital City Bank Group, Inc. | 158,910 | 0.0 | |
56,983 | Capitol Federal Financial, Inc. | 712,287 | 0.1 | |
7,680 | Capstar Financial Holdings, Inc. | 113,280 | 0.0 | |
41,754 | Capstead Mortgage Corp. | 242,591 | 0.0 | |
10,202 | Carter Bankshares, Inc. | 109,365 | 0.0 | |
32,501 | Cathay General Bancorp. | 1,046,207 | 0.1 | |
8,132 | CBTX, Inc. | 207,447 | 0.0 | |
12,263 | Central Pacific Financial Corp. | 233,120 | 0.0 | |
4,966 | Central Valley Community Bancorp | 73,944 | 0.0 | |
1,288 | Century Bancorp, Inc./MA | 99,640 | 0.0 | |
1,829 | Chemung Financial Corp. | 62,095 | 0.0 | |
6,409 | Cherry Hill Mortgage Investment Corp. | 58,578 | 0.0 | |
81,649 | Chimera Investment Corp. | 836,902 | 0.1 | |
3,133 | ChoiceOne Financial Services, Inc. | 96,528 | 0.0 | |
42,267 | (1) | CIT Group, Inc. | 1,517,385 | 0.2 |
6,046 | Citizens & Northern Corp. | 119,953 | 0.0 | |
21,732 | (1),(2) | Citizens, Inc. | 124,524 | 0.0 |
6,970 | City Holding Co. | 484,763 | 0.1 | |
7,415 | Civista Bancshares, Inc. | 129,985 | 0.0 | |
6,688 | CNB Financial Corp. | 142,388 | 0.0 | |
59,683 | CNO Financial Group, Inc. | 1,326,753 | 0.1 | |
3,837 | (2) | Coastal Financial Corp./WA | 80,577 | 0.0 |
4,497 | Codorus Valley Bancorp, Inc. | 76,269 | 0.0 | |
10,670 | Cohen & Steers, Inc. | 792,781 | 0.1 | |
36,567 | Colony Credit Real Estate, Inc. | 274,252 | 0.0 | |
31,081 | Columbia Banking System, Inc. | 1,115,808 | 0.1 | |
22,715 | (1),(2) | Columbia Financial, Inc. | 353,445 | 0.0 |
22,818 | Community Bank System, Inc. | 1,421,790 | 0.1 | |
10,012 | Community Bankers Trust Corp. | 67,581 | 0.0 | |
2,549 | Community Financial Corp./The | 67,498 | 0.0 | |
7,273 | Community Trust Bancorp, Inc. | 269,465 | 0.0 | |
16,471 | ConnectOne Bancorp, Inc. | 325,961 | 0.0 | |
2,865 | County Bancorp, Inc. | 63,259 | 0.0 | |
11,290 | (1) | Cowen, Inc. | 293,427 | 0.0 |
8,616 | Crawford & Co. | 63,672 | 0.0 | |
20,698 | (2) | CrossFirst Bankshares, Inc. | 222,503 | 0.0 |
See Accompanying Notes to Financial Statements
58
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
7,299 | (1) | Curo Group Holdings Corp. | 104,595 | 0.0 |
12,660 | (2) | Customers Bancorp, Inc. | 230,159 | 0.0 |
56,198 | CVB Financial Corp. | 1,095,861 | 0.1 | |
1,309 | Diamond Hill Investment Group, Inc. | 195,394 | 0.0 | |
13,023 | Dime Community Bancshares | 205,373 | 0.0 | |
13,243 | (2) | Donnelley Financial Solutions, Inc. | 224,734 | 0.0 |
9,050 | (1) | Dynex Capital, Inc. | 161,090 | 0.0 |
14,149 | Eagle Bancorp, Inc. | 584,354 | 0.1 | |
61,284 | (1),(2) | Eastern Bankshares, Inc. | 999,542 | 0.1 |
11,099 | (1),(2) | eHealth, Inc. | 783,700 | 0.1 |
18,394 | Ellington Financial, Inc. | 272,967 | 0.0 | |
12,526 | Employers Holdings, Inc. | 403,212 | 0.0 | |
13,375 | (1),(2) | Encore Capital Group, Inc. | 520,956 | 0.1 |
14,605 | (2) | Enova International, Inc. | 361,766 | 0.0 |
5,222 | (2) | Enstar Group Ltd. | 1,069,936 | 0.1 |
4,154 | Enterprise Bancorp, Inc./MA | 106,135 | 0.0 | |
10,728 | Enterprise Financial Services Corp. | 374,944 | 0.0 | |
6,513 | (2) | Equity Bancshares, Inc. | 140,616 | 0.0 |
3,663 | (2) | Esquire Financial Holdings, Inc. | 70,293 | 0.0 |
5,254 | ESSA Bancorp, Inc. | 78,810 | 0.0 | |
47,263 | Essent Group Ltd. | 2,041,762 | 0.2 | |
21,089 | (1),(2) | Ezcorp, Inc. | 101,016 | 0.0 |
4,603 | Farmers & Merchants Bancorp, Inc./Archbold OH | 105,869 | 0.0 | |
12,544 | Farmers National Banc Corp. | 166,459 | 0.0 | |
13,684 | FB Financial Corp. | 475,245 | 0.1 | |
3,973 | FBL Financial Group, Inc. | 208,622 | 0.0 | |
4,026 | Federal Agricultural Mortgage Corp. | 298,930 | 0.0 | |
40,889 | Federated Hermes, Inc. | 1,181,283 | 0.1 | |
1,762 | Fidelity D&D Bancorp, Inc. | 113,402 | 0.0 | |
7,307 | Financial Institutions, Inc. | 164,407 | 0.0 | |
4,642 | First Bancorp, Inc./ME | 117,907 | 0.0 | |
93,110 | First BanCorp. Puerto Rico | 858,474 | 0.1 | |
12,458 | First BanCorp. Southern Pines NC | 421,454 | 0.1 | |
9,386 | First Bancshares, Inc./The | 289,840 | 0.0 | |
8,786 | First Bank/Hamilton NJ | 82,413 | 0.0 | |
22,567 | First Busey Corp. | 486,319 | 0.1 | |
4,357 | First Business Financial Services, Inc. | 80,212 | 0.0 | |
1,455 | (1) | First Capital, Inc. | 88,115 | 0.0 |
4,551 | First Choice Bancorp | 84,148 | 0.0 | |
42,741 | First Commonwealth Financial Corp. | 467,587 | 0.1 | |
8,209 | First Community Bancshares, Inc. | 177,150 | 0.0 | |
41,746 | First Financial Bancorp. | 731,807 | 0.1 | |
55,355 | (1) | First Financial Bankshares, Inc. | 2,002,467 | 0.2 |
6,245 | First Financial Corp. | 242,618 | 0.0 | |
17,707 | First Foundation, Inc. | 354,140 | 0.0 | |
4,109 | First Internet Bancorp | 118,093 | 0.0 | |
17,791 | First Interstate Bancsystem, Inc. | 725,339 | 0.1 | |
23,695 | First Merchants Corp. | 886,430 | 0.1 | |
6,871 | First Mid Bancshares, Inc. | 231,278 | 0.0 | |
48,959 | First Midwest Bancorp., Inc. | 779,427 | 0.1 | |
4,711 | First Northwest Bancorp | 73,492 | 0.0 | |
10,525 | First of Long Island Corp. | 187,871 | 0.0 | |
17,476 | FirstCash, Inc. | 1,224,019 | 0.1 | |
21,058 | Flagstar Bancorp, Inc. | 858,324 | 0.1 | |
11,864 | Flushing Financial Corp. | 197,417 | 0.0 | |
9,215 | FNCB Bancorp, Inc. | 58,976 | 0.0 | |
13,560 | (2) | Focus Financial Partners, Inc. | 589,860 | 0.1 |
1,748 | FS Bancorp, Inc. | 95,790 | 0.0 | |
67,955 | Fulton Financial Corp. | 864,388 | 0.1 | |
6,289 | (2) | FVCBankcorp, Inc. | 92,448 | 0.0 |
217,361 | (2) | Genworth Financial, Inc. | 821,625 | 0.1 |
11,294 | German American Bancorp, Inc. | 373,718 | 0.0 | |
41,173 | Glacier Bancorp., Inc. | 1,894,370 | 0.2 | |
5,574 | Goosehead Insurance, Inc. | 695,412 | 0.1 | |
23,088 | Granite Point Mortgage Trust, Inc. | 230,649 | 0.0 | |
10,157 | (1) | Great Ajax Corp. | 106,242 | 0.0 |
5,145 | Great Southern Bancorp., Inc. | 251,591 | 0.0 | |
24,106 | Great Western Bancorp, Inc. | 503,815 | 0.1 | |
22,238 | (2) | Green Dot Corp. | 1,240,880 | 0.1 |
6,097 | Greenhill & Co., Inc. | 74,018 | 0.0 | |
13,412 | (1),(2) | Greenlight Capital Re Ltd. | 98,042 | 0.0 |
3,394 | Guaranty Bancshares, Inc./TX | 101,650 | 0.0 | |
13,120 | (1) | Hamilton Lane, Inc. | 1,024,016 | 0.1 |
37,072 | Hancock Whitney Corp. | 1,261,189 | 0.1 | |
13,455 | Hanmi Financial Corp. | 152,580 | 0.0 | |
31,888 | (1) | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 2,022,656 | 0.2 |
24,464 | HarborOne Bancorp, Inc. | 265,679 | 0.0 | |
3,155 | Hawthorn Bancshares, Inc. | 69,095 | 0.0 | |
2,796 | (1) | HCI Group, Inc. | 146,231 | 0.0 |
15,408 | Heartland Financial USA, Inc. | 622,021 | 0.1 | |
26,083 | Heritage Commerce Corp. | 231,356 | 0.0 | |
15,939 | Heritage Financial Corp. | 372,813 | 0.0 | |
11,503 | Heritage Insurance Holdings, Inc. | 116,525 | 0.0 | |
31,062 | Hilltop Holdings, Inc. | 854,516 | 0.1 | |
646 | Hingham Institution for Savings | 139,536 | 0.0 | |
4,055 | Home Bancorp, Inc. | 113,499 | 0.0 | |
66,323 | Home Bancshares, Inc./Conway AR | 1,291,972 | 0.1 | |
9,909 | HomeStreet, Inc. | 334,429 | 0.0 | |
7,308 | HomeTrust Bancshares, Inc. | 141,117 | 0.0 | |
49,901 | Hope Bancorp, Inc. | 544,420 | 0.1 |
See Accompanying Notes to Financial Statements
59
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
18,139 | Horace Mann Educators Corp. | 762,564 | 0.1 | |
19,061 | Horizon Bancorp, Inc. | 302,307 | 0.0 | |
22,252 | Houlihan Lokey, Inc. | 1,496,002 | 0.1 | |
6,282 | (2) | Howard Bancorp, Inc. | 74,190 | 0.0 |
2,197 | Independence Holding Co. | 90,077 | 0.0 | |
14,270 | Independent Bank Corp. | 1,042,281 | 0.1 | |
9,843 | Independent Bank Corp. Michigan | 181,800 | 0.0 | |
16,150 | Independent Bank Group, Inc. | 1,009,698 | 0.1 | |
23,184 | International Bancshares Corp. | 868,009 | 0.1 | |
78,239 | (1) | Invesco Mortgage Capital, Inc. | 264,448 | 0.0 |
4,568 | Investar Holding Corp. | 75,555 | 0.0 | |
98,725 | Investors Bancorp, Inc. | 1,042,536 | 0.1 | |
611 | Investors Title Co. | 93,483 | 0.0 | |
13,076 | James River Group Holdings Ltd. | 642,685 | 0.1 | |
35,682 | Kearny Financial Corp./MD | 376,802 | 0.0 | |
9,230 | Kinsale Capital Group, Inc. | 1,847,200 | 0.2 | |
12,022 | (1) | KKR Real Estate Finance Trust, Inc. | 215,434 | 0.0 |
46,158 | Ladder Capital Corp. | 451,425 | 0.1 | |
22,604 | Lakeland Bancorp, Inc. | 287,071 | 0.0 | |
10,895 | Lakeland Financial Corp. | 583,754 | 0.1 | |
5,433 | LCNB Corp. | 79,811 | 0.0 | |
30,414 | (2) | LendingClub Corp. | 321,172 | 0.0 |
12,355 | Live Oak Bancshares, Inc. | 586,368 | 0.1 | |
8,658 | Luther Burbank Corp. | 84,848 | 0.0 | |
13,588 | Macatawa Bank Corp. | 113,732 | 0.0 | |
23,458 | (1),(2) | MBIA, Inc. | 154,354 | 0.0 |
7,352 | Mercantile Bank Corp. | 199,754 | 0.0 | |
4,261 | Merchants Bancorp/IN | 117,731 | 0.0 | |
21,431 | Meridian Bancorp, Inc. | 319,536 | 0.0 | |
14,730 | Meta Financial Group, Inc. | 538,529 | 0.1 | |
7,670 | Metrocity Bankshares, Inc. | 110,601 | 0.0 | |
3,166 | (2) | Metropolitan Bank Holding Corp. | 114,831 | 0.0 |
196,442 | MFA Financial, Inc. | 764,159 | 0.1 | |
3,727 | Mid Penn Bancorp, Inc. | 81,621 | 0.0 | |
9,692 | Midland States Bancorp, Inc. | 173,196 | 0.0 | |
6,772 | MidWestOne Financial Group, Inc. | 165,914 | 0.0 | |
2,600 | (2) | MMA Capital Holdings, Inc. | 63,960 | 0.0 |
23,013 | Moelis & Co. | 1,076,088 | 0.1 | |
33,099 | (2) | Mr Cooper Group, Inc. | 1,027,062 | 0.1 |
4,298 | MVB Financial Corp. | 97,479 | 0.0 | |
13,077 | National Bank Holdings Corp. | 428,403 | 0.1 | |
2,839 | National Bankshares, Inc. | 88,889 | 0.0 | |
29,104 | National General Holdings Corp. | 994,775 | 0.1 | |
1,112 | National Western Life Group, Inc. | 229,561 | 0.0 | |
77,427 | Navient Corp. | 760,333 | 0.1 | |
18,724 | NBT Bancorp., Inc. | 601,040 | 0.1 | |
7,448 | Nelnet, Inc. | 530,596 | 0.1 | |
165,676 | (1) | New York Mortgage Trust, Inc. | 611,344 | 0.1 |
4,349 | (2) | NI Holdings, Inc. | 71,411 | 0.0 |
4,297 | (1),(2) | Nicolet Bankshares, Inc. | 285,106 | 0.0 |
35,673 | (2) | NMI Holdings, Inc. | 807,993 | 0.1 |
3,270 | Northeast Bank | 73,640 | 0.0 | |
21,460 | Northfield Bancorp, Inc. | 264,602 | 0.0 | |
2,648 | Northrim BanCorp, Inc. | 89,900 | 0.0 | |
50,751 | Northwest Bancshares, Inc. | 646,568 | 0.1 | |
3,153 | Norwood Financial Corp. | 82,514 | 0.0 | |
3,762 | Oak Valley Bancorp | 62,524 | 0.0 | |
25,866 | OceanFirst Financial Corp. | 481,884 | 0.1 | |
22,356 | OFG Bancorp | 414,480 | 0.0 | |
2,293 | Ohio Valley Banc Corp. | 54,115 | 0.0 | |
70,730 | Old National Bancorp. | 1,171,289 | 0.1 | |
13,165 | Old Second Bancorp, Inc. | 132,967 | 0.0 | |
8,334 | (2) | Oportun Financial Corp. | 161,430 | 0.0 |
3,674 | Oppenheimer Holdings, Inc. | 115,474 | 0.0 | |
29,502 | (1) | Orchid Island Capital, Inc. | 154,000 | 0.0 |
9,862 | Origin Bancorp, Inc. | 273,868 | 0.0 | |
5,909 | Orrstown Financial Services, Inc. | 97,794 | 0.0 | |
34,959 | Pacific Premier Bancorp, Inc. | 1,095,265 | 0.1 | |
8,760 | (2) | Palomar Holdings, Inc. | 778,238 | 0.1 |
6,285 | (1) | Park National Corp. | 659,988 | 0.1 |
4,718 | Parke Bancorp, Inc. | 73,601 | 0.0 | |
7,074 | PCB Bancorp | 71,518 | 0.0 | |
7,277 | PCSB Financial Corp. | 115,995 | 0.0 | |
8,553 | Peapack-Gladstone Financial Corp. | 194,666 | 0.0 | |
3,185 | Penns Woods Bancorp, Inc. | 82,842 | 0.0 | |
18,359 | PennyMac Financial Services, Inc. | 1,204,718 | 0.1 | |
42,976 | PennyMac Mortgage Investment Trust | 755,948 | 0.1 | |
8,477 | Peoples Bancorp., Inc. | 229,642 | 0.0 | |
3,093 | Peoples Financial Services Corp. | 113,699 | 0.0 | |
7,588 | Piper Sandler Cos | 765,629 | 0.1 | |
10,204 | PJT Partners, Inc. | 767,851 | 0.1 | |
19,639 | (2) | PRA Group, Inc. | 778,883 | 0.1 |
6,121 | Preferred Bank/Los Angeles CA | 308,927 | 0.0 | |
5,773 | Premier Financial Bancorp, Inc. | 76,723 | 0.0 | |
16,449 | Premier Financial Corp. | 378,327 | 0.0 | |
23,248 | ProAssurance Corp. | 413,582 | 0.0 | |
28,938 | PROG Holdings, Inc. | 1,558,890 | 0.2 | |
4,989 | Protective Insurance Corp. | 68,399 | 0.0 | |
31,065 | Provident Financial Services, Inc. | 557,927 | 0.1 | |
4,628 | Prudential Bancorp, Inc. | 64,098 | 0.0 | |
7,170 | Pzena Investment Management, Inc. | 52,341 | 0.0 | |
6,876 | QCR Holdings, Inc. | 272,221 | 0.0 | |
81,999 | Radian Group, Inc. | 1,660,480 | 0.2 | |
8,183 | RBB Bancorp | 125,855 | 0.0 | |
18,105 | Ready Capital Corp. | 225,407 | 0.0 | |
2,374 | Red River Bancshares, Inc. | 117,632 | 0.0 | |
48,750 | Redwood Trust, Inc. | 428,025 | 0.1 | |
3,929 | Regional Management Corp. | 117,320 | 0.0 | |
6,662 | Reliant Bancorp, Inc. | 124,046 | 0.0 |
See Accompanying Notes to Financial Statements
60
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
23,567 | (1) | Renasant Corp. | 793,737 | 0.1 |
4,581 | Republic Bancorp., Inc. | 165,237 | 0.0 | |
5,756 | Richmond Mutual BanCorp, Inc. | 78,627 | 0.0 | |
17,142 | RLI Corp. | 1,785,339 | 0.2 | |
16,971 | S&T Bancorp, Inc. | 421,560 | 0.1 | |
9,400 | (2) | Safeguard Scientifics, Inc. | 59,972 | 0.0 |
6,313 | Safety Insurance Group, Inc. | 491,783 | 0.1 | |
20,238 | Sandy Spring Bancorp, Inc. | 651,461 | 0.1 | |
8,302 | Sculptor Capital Management, Inc. | 126,190 | 0.0 | |
22,783 | (2) | Seacoast Banking Corp. of Florida | 670,959 | 0.1 |
25,605 | Selective Insurance Group | 1,715,023 | 0.2 | |
13,109 | (2) | Selectquote, Inc. | 272,012 | 0.0 |
21,594 | (1) | ServisFirst Bancshares, Inc. | 870,022 | 0.1 |
5,314 | Shore Bancshares, Inc. | 77,584 | 0.0 | |
6,411 | Sierra Bancorp. | 153,351 | 0.0 | |
4,405 | Silvercrest Asset Management Group, Inc. | 61,185 | 0.0 | |
6,914 | (2) | Silvergate Capital Corp. | 513,779 | 0.1 |
46,711 | (1) | Simmons First National Corp. | 1,008,490 | 0.1 |
6,498 | SmartFinancial, Inc. | 117,874 | 0.0 | |
4,770 | South Plains Financial, Inc. | 90,392 | 0.0 | |
29,998 | South State Corp. | 2,168,855 | 0.2 | |
3,396 | (2) | Southern First Bancshares, Inc. | 120,049 | 0.0 |
3,998 | Southern Missouri Bancorp, Inc. | 121,699 | 0.0 | |
9,321 | Southern National Bancorp of Virginia, Inc. | 112,877 | 0.0 | |
14,003 | Southside Bancshares, Inc. | 434,513 | 0.1 | |
6,035 | Spirit of Texas Bancshares, Inc. | 101,388 | 0.0 | |
8,081 | State Auto Financial Corp. | 143,357 | 0.0 | |
5,380 | (2) | StepStone Group, Inc. | 214,124 | 0.0 |
11,419 | Stewart Information Services Corp. | 552,223 | 0.1 | |
42,899 | (1) | Stifel Financial Corp. | 2,164,684 | 0.2 |
9,118 | (1) | Stock Yards Bancorp, Inc. | 369,097 | 0.0 |
7,068 | (2) | StoneX Group, Inc. | 409,237 | 0.0 |
5,130 | Summit Financial Group, Inc. | 113,270 | 0.0 | |
4,495 | Territorial Bancorp, Inc. | 108,015 | 0.0 | |
21,872 | (2) | Texas Capital Bancshares, Inc. | 1,301,384 | 0.1 |
35,530 | (2) | Third Point Reinsurance Ltd. | 338,246 | 0.0 |
3,954 | Timberland Bancorp, Inc./WA | 95,924 | 0.0 | |
13,414 | Tiptree Financial, Inc. | 67,338 | 0.0 | |
6,362 | Tompkins Financial Corp. | 449,157 | 0.1 | |
29,534 | TowneBank/Portsmouth VA | 693,458 | 0.1 | |
26,047 | TPG RE Finance Trust, Inc. | 276,619 | 0.0 | |
11,902 | Trico Bancshares | 419,903 | 0.0 | |
12,231 | (2) | Tristate Capital Holdings, Inc. | 212,819 | 0.0 |
10,001 | (2) | Triumph Bancorp, Inc. | 485,549 | 0.1 |
12,983 | (2) | Trupanion, Inc. | 1,554,195 | 0.2 |
42,795 | Trustco Bank Corp. | 285,443 | 0.0 | |
27,262 | Trustmark Corp. | 744,525 | 0.1 | |
118,610 | Two Harbors Investment Corp. | 755,546 | 0.1 | |
18,945 | UMB Financial Corp. | 1,307,016 | 0.1 | |
52,481 | United Bankshares, Inc. | 1,700,384 | 0.2 | |
33,937 | United Community Banks, Inc./GA | 965,168 | 0.1 | |
9,328 | United Fire Group, Inc. | 234,133 | 0.0 | |
4,192 | Unity Bancorp, Inc. | 73,570 | 0.0 | |
11,191 | (1) | Universal Insurance Holdings, Inc. | 169,096 | 0.0 |
13,419 | Univest Financial Corp. | 276,163 | 0.0 | |
169,131 | Valley National Bancorp | 1,649,027 | 0.2 | |
20,926 | Veritex Holdings, Inc. | 536,961 | 0.1 | |
3,192 | Virtus Investment Partners, Inc. | 692,664 | 0.1 | |
26,385 | (1) | Waddell & Reed Financial, Inc. | 672,026 | 0.1 |
12,298 | Walker & Dunlop, Inc. | 1,131,662 | 0.1 | |
32,589 | Washington Federal, Inc. | 838,841 | 0.1 | |
7,506 | Washington Trust Bancorp, Inc. | 336,269 | 0.0 | |
10,407 | Waterstone Financial, Inc. | 195,860 | 0.0 | |
7,355 | (2) | Watford Holdings Ltd. | 254,483 | 0.0 |
28,190 | WesBanco, Inc. | 844,572 | 0.1 | |
7,703 | West BanCorp, Inc. | 148,668 | 0.0 | |
11,528 | Westamerica Bancorp. | 637,383 | 0.1 | |
24,552 | (1) | Western Asset Mortgage Capital Corp. | 80,040 | 0.0 |
12,650 | Western New England Bancorp, Inc. | 87,159 | 0.0 | |
60,634 | WisdomTree Investments, Inc. | 324,392 | 0.0 | |
1,967 | (1),(2) | World Acceptance Corp. | 201,067 | 0.0 |
22,040 | WSFS Financial Corp. | 989,155 | 0.1 | |
163,534,187 | 15.1 | |||
Health Care: 20.7% | ||||
34,026 | (1),(2) | 1Life Healthcare, Inc. | 1,485,235 | 0.2 |
3,045 | (2) | 89bio, Inc. | 74,207 | 0.0 |
30,205 | (2) | Abeona Therapeutics, Inc. | 47,422 | 0.0 |
13,199 | (1),(2) | Accelerate Diagnostics, Inc. | 100,048 | 0.0 |
5,014 | (1),(2) | Accolade, Inc. | 218,109 | 0.0 |
39,654 | (2) | Accuray, Inc. | 165,357 | 0.0 |
37,935 | (2) | AcelRx Pharmaceuticals, Inc. | 47,039 | 0.0 |
4,142 | (2) | Acutus Medical, Inc. | 119,331 | 0.0 |
10,863 | (2) | AdaptHealth Corp. | 408,014 | 0.1 |
5,986 | (2) | Addus HomeCare Corp. | 700,901 | 0.1 |
38,112 | (2) | Adverum Biotechnologies, Inc. | 413,134 | 0.1 |
29,207 | (1),(2) | ADMA Biologics, Inc. | 56,954 | 0.0 |
17,744 | (2) | Aeglea BioTherapeutics, Inc. | 139,645 | 0.0 |
16,369 | (1),(2) | Aerie Pharmaceuticals, Inc. | 221,145 | 0.0 |
37,608 | (2) | Affimed NV | 218,879 | 0.0 |
64,940 | (1),(2) | Agenus, Inc. | 206,509 | 0.0 |
32,073 | (2) | Agile Therapeutics, Inc. | 92,050 | 0.0 |
See Accompanying Notes to Financial Statements
61
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
60,315 | (2) | Akebia Therapeutics, Inc. | 168,882 | 0.0 |
5,647 | (1),(2) | Akero Therapeutics, Inc. | 145,693 | 0.0 |
6,661 | (1),(2) | Akouos, Inc. | 132,088 | 0.0 |
6,817 | (2) | Albireo Pharma, Inc. | 255,706 | 0.0 |
19,996 | (1),(2) | Alector, Inc. | 302,539 | 0.0 |
3,279 | (1),(2) | Aligos Therapeutics, Inc. | 90,664 | 0.0 |
10,944 | (1),(2) | Allakos, Inc. | 1,532,160 | 0.2 |
23,430 | (1),(2) | Allogene Therapeutics, Inc. | 591,373 | 0.1 |
7,758 | (1),(2) | Allovir, Inc. | 298,218 | 0.0 |
69,614 | (1),(2) | Allscripts Healthcare Solutions, Inc. | 1,005,226 | 0.1 |
21,765 | (2) | Alphatec Holdings, Inc. | 316,028 | 0.0 |
4,172 | (1),(2) | ALX Oncology Holdings, Inc. | 359,626 | 0.0 |
6,435 | (2) | American Renal Associates Holdings, Inc. | 73,681 | 0.0 |
111,239 | (2) | Amicus Therapeutics, Inc. | 2,568,509 | 0.3 |
20,217 | (2) | AMN Healthcare Services, Inc. | 1,379,810 | 0.1 |
41,998 | (1),(2) | Amneal Pharmaceuticals, Inc. | 191,931 | 0.0 |
16,001 | (2) | Amphastar Pharmaceuticals, Inc. | 321,780 | 0.0 |
9,206 | (2) | AnaptysBio, Inc. | 197,929 | 0.0 |
24,285 | (2) | Anavex Life Sciences Corp. | 131,139 | 0.0 |
16,152 | (2) | Angiodynamics, Inc. | 247,610 | 0.0 |
4,520 | (2) | ANI Pharmaceuticals, Inc. | 131,261 | 0.0 |
5,979 | (1),(2) | Anika Therapeutics, Inc. | 270,610 | 0.0 |
6,749 | (1),(2) | Annexon, Inc. | 168,927 | 0.0 |
72,519 | (2) | Antares Pharma, Inc. | 289,351 | 0.0 |
26,378 | (1),(2) | Apellis Pharmaceuticals, Inc. | 1,508,822 | 0.2 |
9,100 | (2) | Apollo Medical Holdings, Inc. | 166,257 | 0.0 |
11,955 | (2) | Applied Genetic Technologies Corp./DE | 48,896 | 0.0 |
5,659 | (2) | Applied Molecular Transport, Inc. | 174,127 | 0.0 |
5,658 | (1),(2) | Applied Therapeutics, Inc. | 124,533 | 0.0 |
3,434 | (2) | Aprea Therapeutics, Inc. | 16,895 | 0.0 |
10,257 | (2) | Aptinyx, Inc. | 35,489 | 0.0 |
14,871 | (2) | Apyx Medical Corp. | 107,071 | 0.0 |
7,784 | (1),(2) | Aquestive Therapeutics, Inc. | 41,644 | 0.0 |
6,397 | (2) | Aravive, Inc. | 36,079 | 0.0 |
9,440 | (1),(2) | Arcturus Therapeutics Holdings, Inc. | 409,507 | 0.1 |
18,429 | (2) | Arcus Biosciences, Inc. | 478,417 | 0.1 |
8,433 | (1),(2) | Arcutis Biotherapeutics, Inc. | 237,220 | 0.0 |
32,194 | (2) | Ardelyx, Inc. | 208,295 | 0.0 |
25,472 | (2) | Arena Pharmaceuticals, Inc. | 1,957,014 | 0.2 |
43,454 | (1),(2) | Arrowhead Pharmaceuticals, Inc. | 3,334,225 | 0.3 |
14,519 | (1),(2) | Arvinas, Inc. | 1,233,099 | 0.1 |
36,223 | (1),(2) | Aspira Women's Health, Inc. | 243,056 | 0.0 |
14,003 | (2) | Assembly Biosciences, Inc. | 84,718 | 0.0 |
31,865 | (2) | Atara Biotherapeutics, Inc. | 625,510 | 0.1 |
4,828 | (1),(2) | Atea Pharmaceuticals, Inc. | 201,714 | 0.0 |
28,033 | (1),(2) | Athenex, Inc. | 310,045 | 0.0 |
79,349 | (1),(2) | Athersys, Inc. | 138,861 | 0.0 |
4,586 | (1),(2) | Athira Pharma, Inc. | 157,070 | 0.0 |
12,787 | (2) | Atreca, Inc. | 206,510 | 0.0 |
18,986 | (2) | AtriCure, Inc. | 1,056,951 | 0.1 |
599 | Atrion Corp. | 384,702 | 0.1 | |
20,792 | (2) | Avanos Medical, Inc. | 953,937 | 0.1 |
10,342 | (2) | AVEO Pharmaceuticals, Inc. | 59,673 | 0.0 |
24,861 | (1),(2) | Avid Bioservices, Inc. | 286,896 | 0.0 |
7,070 | (2) | Avidity Biosciences, Inc. | 180,426 | 0.0 |
13,168 | (1),(2) | Avrobio, Inc. | 183,562 | 0.0 |
6,871 | (2) | Axcella Health, Inc. | 35,660 | 0.0 |
15,650 | (2) | AxoGen, Inc. | 280,135 | 0.0 |
13,024 | (1),(2) | Axonics Modulation Technologies, Inc. | 650,158 | 0.1 |
12,148 | (1),(2) | Axsome Therapeutics, Inc. | 989,698 | 0.1 |
16,991 | (1),(2) | Beam Therapeutics, Inc. | 1,387,145 | 0.1 |
5,649 | (2) | Beyond Air, Inc. | 29,770 | 0.0 |
6,908 | (2) | Beyondspring, Inc. | 84,278 | 0.0 |
76,661 | (1),(2) | BioCryst Pharmaceuticals, Inc. | 571,124 | 0.1 |
40,029 | (2) | BioDelivery Sciences International, Inc. | 168,122 | 0.0 |
21,078 | (2) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,806,595 | 0.2 |
5,959 | (2) | BioLife Solutions, Inc. | 237,705 | 0.0 |
11,498 | (2) | BioSig Technologies, Inc. | 44,842 | 0.0 |
14,630 | (2) | BioTelemetry, Inc. | 1,054,530 | 0.1 |
5,347 | (1),(2) | Bioxcel Therapeutics, Inc. | 247,031 | 0.0 |
7,778 | (2) | Black Diamond Therapeutics, Inc. | 249,285 | 0.0 |
24,099 | (2) | Blueprint Medicines Corp. | 2,702,703 | 0.3 |
13,057 | (1),(2) | BrainStorm Cell Therapeutics, Inc. | 59,083 | 0.0 |
31,688 | (1),(2) | Bridgebio Pharma, Inc. | 2,253,334 | 0.2 |
80,358 | (2) | Brookdale Senior Living, Inc. | 355,986 | 0.0 |
3,555 | (2) | C4 Therapeutics, Inc. | 117,777 | 0.0 |
5,335 | (2) | Cabaletta Bio, Inc. | 66,581 | 0.0 |
28,009 | (2) | Calithera Biosciences, Inc. | 137,524 | 0.0 |
16,455 | (1) | Cantel Medical Corp. | 1,297,641 | 0.1 |
18,841 | (2) | Cara Therapeutics, Inc. | 285,064 | 0.0 |
16,619 | (2) | Cardiovascular Systems, Inc. | 727,247 | 0.1 |
20,981 | (1),(2) | CareDx, Inc. | 1,520,073 | 0.2 |
32,773 | (2) | CASI Pharmaceuticals, Inc. | 96,680 | 0.0 |
13,430 | (2) | Cassava Sciences, Inc. | 91,593 | 0.0 |
5,148 | (2) | Castle Biosciences, Inc. | 345,688 | 0.0 |
10,815 | (2) | Catalyst Biosciences, Inc. | 68,243 | 0.0 |
42,533 | (2) | Catalyst Pharmaceuticals, Inc. | 142,060 | 0.0 |
5,529 | (2) | Cellular Biomedicine Group, Inc. | 101,623 | 0.0 |
15,308 | (1),(2) | CEL-SCI Corp. | 178,491 | 0.0 |
4,155 | (2) | Centogene NV | 44,791 | 0.0 |
70,262 | (1),(2) | Cerus Corp. | 486,213 | 0.1 |
21,684 | (2) | Checkpoint Therapeutics, Inc. | 57,463 | 0.0 |
See Accompanying Notes to Financial Statements
62
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
9,450 | (1),(2) | Chembio Diagnostics, Inc. | 44,887 | 0.0 |
21,736 | (2) | ChemoCentryx, Inc. | 1,345,893 | 0.1 |
23,570 | (2) | Chiasma, Inc. | 102,530 | 0.0 |
23,605 | (2) | Chimerix, Inc. | 114,012 | 0.0 |
6,355 | (2) | Chinook Therapeutics, Inc. | 100,790 | 0.0 |
18,085 | (1),(2) | ChromaDex Corp. | 86,808 | 0.0 |
18,221 | (2) | Cidara Therapeutics, Inc. | 36,442 | 0.0 |
34,573 | (2) | Clovis Oncology, Inc. | 165,950 | 0.0 |
23,035 | (2) | Codexis, Inc. | 502,854 | 0.1 |
12,021 | (1),(2) | Co-Diagnostics, Inc. | 111,795 | 0.0 |
24,810 | (1),(2) | Coherus Biosciences, Inc. | 431,198 | 0.1 |
14,885 | (1),(2) | Collegium Pharmaceutical, Inc. | 298,147 | 0.0 |
37,486 | (2) | Community Health Systems, Inc. | 278,521 | 0.0 |
5,804 | Computer Programs & Systems, Inc. | 155,779 | 0.0 | |
13,316 | (2) | Concert Pharmaceuticals, Inc. | 168,314 | 0.0 |
11,912 | Conmed Corp. | 1,334,144 | 0.1 | |
13,286 | (1),(2) | Constellation Pharmaceuticals, Inc. | 382,637 | 0.1 |
11,642 | (1),(2) | ContraFect Corp. | 58,792 | 0.0 |
35,902 | (2) | Corbus Pharmaceuticals Holdings, Inc. | 44,878 | 0.0 |
41,958 | (2) | Corcept Therapeutics, Inc. | 1,097,621 | 0.1 |
13,111 | (2) | CorMedix, Inc. | 97,415 | 0.0 |
6,850 | (2) | Cortexyme, Inc. | 190,293 | 0.0 |
3,888 | (2) | Corvel Corp. | 412,128 | 0.1 |
48,245 | (2) | Covetrus, Inc. | 1,386,561 | 0.1 |
12,512 | (2) | Crinetics Pharmaceuticals, Inc. | 176,544 | 0.0 |
15,081 | (2) | Cross Country Healthcare, Inc. | 133,768 | 0.0 |
16,277 | (2) | CryoLife, Inc. | 384,300 | 0.1 |
14,858 | (1),(2) | CryoPort, Inc. | 651,969 | 0.1 |
13,249 | (2) | Cue Biopharma, Inc. | 165,745 | 0.0 |
7,253 | (2) | Cutera, Inc. | 174,870 | 0.0 |
12,043 | (2) | Cyclerion Therapeutics, Inc. | 36,852 | 0.0 |
31,363 | (2) | Cymabay Therapeutics, Inc. | 180,024 | 0.0 |
29,024 | (1),(2) | Cytokinetics, Inc. | 603,119 | 0.1 |
19,604 | (2) | CytomX Therapeutics, Inc. | 128,406 | 0.0 |
17,679 | (1),(2) | CytoSorbents Corp. | 140,902 | 0.0 |
16,399 | (2) | Deciphera Pharmaceuticals, Inc. | 935,891 | 0.1 |
27,350 | (1),(2) | Denali Therapeutics, Inc. | 2,290,836 | 0.2 |
4,043 | (1),(2) | DermTech, Inc. | 131,155 | 0.0 |
28,519 | (2) | Dicerna Pharmaceuticals, Inc. | 628,274 | 0.1 |
92,575 | (2) | Durect Corp. | 191,630 | 0.0 |
9,579 | (2) | Dyadic International, Inc. | 51,535 | 0.0 |
45,508 | (1),(2) | Dynavax Technologies Corp. | 202,511 | 0.0 |
4,498 | (1),(2) | Dyne Therapeutics, Inc. | 94,458 | 0.0 |
4,804 | (2) | Eagle Pharmaceuticals, Inc./DE | 223,722 | 0.0 |
2,455 | (2) | Eargo, Inc. | 110,033 | 0.0 |
27,220 | (1),(2) | Editas Medicine, Inc. | 1,908,394 | 0.2 |
4,687 | (2) | Eidos Therapeutics, Inc. | 616,715 | 0.1 |
12,698 | (2) | Eiger BioPharmaceuticals, Inc. | 156,058 | 0.0 |
13,850 | (1),(2) | Eloxx Pharmaceuticals, Inc. | 55,123 | 0.0 |
19,575 | (2) | Emergent Biosolutions, Inc. | 1,753,920 | 0.2 |
8,357 | (2) | Enanta Pharmaceuticals, Inc. | 351,830 | 0.0 |
99,207 | (1),(2) | Endo International PLC | 712,306 | 0.1 |
22,496 | Ensign Group, Inc. | 1,640,408 | 0.2 | |
22,082 | (2) | Enzo Biochem, Inc. | 55,647 | 0.0 |
39,029 | (1),(2) | Epizyme, Inc. | 423,855 | 0.1 |
11,156 | (1),(2) | Esperion Therapeutics, Inc. | 290,056 | 0.0 |
6,441 | (2) | Eton Pharmaceuticals, Inc. | 52,365 | 0.0 |
9,872 | (1),(2) | Evelo Biosciences, Inc. | 119,352 | 0.0 |
35,102 | (1),(2) | Evofem Biosciences, Inc. | 84,596 | 0.0 |
33,028 | (2) | Evolent Health, Inc. | 529,439 | 0.1 |
11,237 | (1),(2) | Evolus, Inc. | 37,756 | 0.0 |
31,468 | (2) | Exicure, Inc. | 55,698 | 0.0 |
31,138 | (1),(2) | Fate Therapeutics, Inc. | 2,831,378 | 0.3 |
9,363 | (2) | Fennec Pharmaceuticals, Inc. | 69,754 | 0.0 |
37,055 | (1),(2) | FibroGen, Inc. | 1,374,370 | 0.1 |
13,200 | (2) | Five Prime Therapeutics, Inc. | 224,532 | 0.0 |
18,400 | (1),(2) | Flexion Therapeutics, Inc. | 212,336 | 0.0 |
31,244 | (1),(2) | Fluidigm Corp. | 187,464 | 0.0 |
2,162 | (2) | Foghorn Therapeutics, Inc. | 43,824 | 0.0 |
3,419 | (2) | FONAR Corp. | 59,354 | 0.0 |
6,932 | (1),(2) | Forma Therapeutics Holdings, Inc. | 241,927 | 0.0 |
30,295 | (2) | Fortress Biotech, Inc. | 96,035 | 0.0 |
10,959 | (1),(2) | Frequency Therapeutics, Inc. | 386,414 | 0.1 |
6,674 | (1),(2) | Fulcrum Therapeutics, Inc. | 78,153 | 0.0 |
5,604 | (1),(2) | Fulgent Genetics, Inc. | 291,968 | 0.0 |
14,817 | (1),(2) | G1 Therapeutics, Inc. | 266,558 | 0.0 |
18,928 | (2) | Galectin Therapeutics, Inc. | 42,399 | 0.0 |
5,348 | (1),(2) | Generation Bio Co. | 151,616 | 0.0 |
30,785 | (2) | GenMark Diagnostics, Inc. | 449,461 | 0.1 |
14,018 | (1),(2) | Genprex, Inc. | 58,175 | 0.0 |
122,897 | (1),(2) | Geron Corp. | 195,406 | 0.0 |
18,585 | (1),(2) | Glaukos Corp. | 1,398,707 | 0.1 |
18,809 | (2) | GlycoMimetics, Inc. | 70,722 | 0.0 |
23,901 | (1),(2) | Gossamer Bio, Inc. | 231,123 | 0.0 |
2,249 | (2) | Graybug Vision, Inc. | 65,266 | 0.0 |
15,488 | (2) | Gritstone Oncology, Inc. | 61,023 | 0.0 |
58,496 | (1),(2) | Halozyme Therapeutics, Inc. | 2,498,364 | 0.2 |
16,266 | (2) | Hanger, Inc. | 357,689 | 0.0 |
1,751 | (2) | Harmony Biosciences Holdings, Inc. | 63,299 | 0.0 |
4,543 | (1),(2) | Harpoon Therapeutics, Inc. | 75,459 | 0.0 |
11,544 | (2) | Harrow Health, Inc. | 79,192 | 0.0 |
18,748 | (2) | Harvard Bioscience, Inc. | 80,429 | 0.0 |
14,410 | (1),(2) | Health Catalyst, Inc. | 627,267 | 0.1 |
32,561 | (2) | HealthEquity, Inc. | 2,269,827 | 0.2 |
11,576 | (2) | HealthStream, Inc. | 252,820 | 0.0 |
38,459 | (1),(2) | Heron Therapeutics, Inc. | 813,985 | 0.1 |
See Accompanying Notes to Financial Statements
63
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
2,960 | (1),(2) | Heska Corp. | 431,124 | 0.1 |
38,642 | (2) | HMS Holdings Corp. | 1,420,094 | 0.1 |
15,589 | (1),(2) | Homology Medicines, Inc. | 176,000 | 0.0 |
6,368 | (1),(2) | Hookipa Pharma, Inc. | 70,621 | 0.0 |
76,917 | (1),(2) | iBio, Inc. | 80,763 | 0.0 |
8,660 | (2) | iCAD, Inc. | 114,312 | 0.0 |
7,376 | (2) | Ideaya Biosciences, Inc. | 103,264 | 0.0 |
3,016 | (1),(2) | IGM Biosciences, Inc. | 266,283 | 0.0 |
2,996 | (2) | IMARA, Inc. | 66,062 | 0.0 |
2,689 | (2) | Immunic, Inc. | 41,115 | 0.0 |
76,346 | (2) | Immunogen, Inc. | 492,432 | 0.1 |
15,838 | (2) | Immunovant, Inc. | 731,557 | 0.1 |
3,082 | (2) | Inari Medical, Inc. | 269,028 | 0.0 |
6,626 | (2) | InfuSystem Holdings, Inc. | 124,436 | 0.0 |
3,137 | (2) | Inhibrx, Inc. | 103,427 | 0.0 |
27,681 | (1),(2) | Innoviva, Inc. | 342,968 | 0.0 |
7,970 | (2) | Inogen, Inc. | 356,100 | 0.0 |
32,008 | (1),(2) | Inovalon Holdings, Inc. | 581,585 | 0.1 |
68,396 | (1),(2) | Inovio Pharmaceuticals, Inc. | 605,305 | 0.1 |
3,786 | (1),(2) | Inozyme Pharma, Inc. | 78,143 | 0.0 |
44,471 | (2) | Insmed, Inc. | 1,480,440 | 0.2 |
11,427 | (2) | Inspire Medical Systems, Inc. | 2,149,304 | 0.2 |
14,314 | (2) | Integer Holdings Corp. | 1,162,154 | 0.1 |
22,051 | (1),(2) | Intellia Therapeutics, Inc. | 1,199,574 | 0.1 |
11,216 | (1),(2) | Intercept Pharmaceuticals, Inc. | 277,035 | 0.0 |
14,102 | (2) | Intersect ENT, Inc. | 322,936 | 0.0 |
28,432 | (1),(2) | Intra-Cellular Therapies, Inc. | 904,138 | 0.1 |
3,874 | (2) | IntriCon Corp. | 70,119 | 0.0 |
14,703 | Invacare Corp. | 131,592 | 0.0 | |
50,144 | (1),(2) | Invitae Corp. | 2,096,521 | 0.2 |
2,774 | (2) | iRadimed Corp. | 63,247 | 0.0 |
12,309 | (1),(2) | iRhythm Technologies, Inc. | 2,919,818 | 0.3 |
69,397 | (2) | Ironwood Pharmaceuticals, Inc. | 790,432 | 0.1 |
4,545 | (1),(2) | iTeos Therapeutics, Inc. | 153,712 | 0.0 |
34,454 | (1),(2) | IVERIC bio, Inc. | 238,077 | 0.0 |
6,126 | (1),(2) | Joint Corp./The | 160,869 | 0.0 |
8,297 | (2) | Jounce Therapeutics, Inc. | 58,079 | 0.0 |
74,342 | (2) | Kadmon Holdings, Inc. | 308,519 | 0.0 |
18,329 | (1),(2) | Kala Pharmaceuticals, Inc. | 124,271 | 0.0 |
5,756 | (1),(2) | Kaleido Biosciences, Inc. | 52,380 | 0.0 |
6,471 | (2) | KalVista Pharmaceuticals, Inc. | 122,884 | 0.0 |
6,884 | (1),(2) | Karuna Therapeutics, Inc. | 699,346 | 0.1 |
30,567 | (1),(2) | Karyopharm Therapeutics, Inc. | 473,177 | 0.1 |
5,480 | (1),(2) | Keros Therapeutics, Inc. | 386,559 | 0.1 |
14,999 | (2) | Kezar Life Sciences, Inc. | 78,295 | 0.0 |
15,886 | (2) | Kindred Biosciences, Inc. | 68,469 | 0.0 |
11,383 | (2) | Kiniksa Pharmaceuticals Ltd. | 201,138 | 0.0 |
14,039 | (1),(2) | Kodiak Sciences, Inc. | 2,062,469 | 0.2 |
5,247 | (1),(2) | Kronos Bio, Inc. | 156,728 | 0.0 |
5,844 | (1),(2) | Krystal Biotech, Inc. | 350,640 | 0.0 |
26,482 | (2) | Kura Oncology, Inc. | 864,902 | 0.1 |
3,881 | (2) | Kymera Therapeutics, Inc. | 240,622 | 0.0 |
9,571 | (1),(2) | La Jolla Pharmaceutical Co. | 37,135 | 0.0 |
15,322 | (1),(2) | Lannett Co., Inc. | 99,899 | 0.0 |
29,012 | (2) | Lantheus Holdings, Inc. | 391,372 | 0.1 |
7,357 | (1) | LeMaitre Vascular, Inc. | 297,959 | 0.0 |
4,476 | (2) | LENSAR, Inc. | 32,451 | 0.0 |
22,086 | (1),(2) | Lexicon Pharmaceuticals, Inc. | 75,534 | 0.0 |
13,174 | (2) | LHC Group, Inc. | 2,810,278 | 0.3 |
6,197 | (1),(2) | Ligand Pharmaceuticals, Inc. | 616,292 | 0.1 |
12,721 | (1),(2) | Liquidia Corp. | 37,527 | 0.0 |
21,258 | (1),(2) | LivaNova PLC | 1,407,492 | 0.1 |
5,932 | (2) | LogicBio Therapeutics, Inc. | 45,261 | 0.0 |
18,332 | Luminex Corp. | 423,836 | 0.1 | |
23,147 | (2) | MacroGenics, Inc. | 529,140 | 0.1 |
3,743 | (1),(2) | Madrigal Pharmaceuticals, Inc. | 416,109 | 0.1 |
10,358 | (2) | Magellan Health, Inc. | 858,057 | 0.1 |
10,086 | (2) | Magenta Therapeutics, Inc. | 79,074 | 0.0 |
95,460 | (1),(2) | MannKind Corp. | 298,790 | 0.0 |
10,498 | (1),(2) | Marinus Pharmaceuticals, Inc. | 128,076 | 0.0 |
19,516 | (1),(2) | MediciNova, Inc. | 102,654 | 0.0 |
32,349 | (2) | Mednax, Inc. | 793,844 | 0.1 |
11,862 | (2) | Medpace Holdings, Inc. | 1,651,190 | 0.2 |
48,022 | (2) | MEI Pharma, Inc. | 126,778 | 0.0 |
9,161 | (2) | MeiraGTx Holdings plc | 138,698 | 0.0 |
18,364 | (2) | Meridian Bioscience, Inc. | 343,223 | 0.0 |
23,757 | (2) | Merit Medical Systems, Inc. | 1,318,751 | 0.1 |
23,060 | (2) | Mersana Therapeutics, Inc. | 613,627 | 0.1 |
2,031 | (1) | Mesa Laboratories, Inc. | 582,166 | 0.1 |
23,248 | (2) | Milestone Scientific, Inc. | 49,286 | 0.0 |
17,082 | (1),(2) | Minerva Neurosciences, Inc. | 39,972 | 0.0 |
18,142 | (2) | Mirati Therapeutics, Inc. | 3,984,709 | 0.4 |
2,171 | (1),(2) | Mirum Pharmaceuticals, Inc. | 37,906 | 0.0 |
5,441 | (2) | Misonix, Inc. | 68,013 | 0.0 |
12,341 | (2) | Molecular Templates, Inc. | 115,882 | 0.0 |
6,015 | (1),(2) | Morphic Holding, Inc. | 201,803 | 0.0 |
17,701 | (1),(2) | Mustang Bio, Inc. | 66,998 | 0.0 |
31,312 | (2) | Myriad Genetics, Inc. | 619,195 | 0.1 |
18,369 | (1),(2) | NanoString Technologies, Inc. | 1,228,519 | 0.1 |
13,767 | (1),(2) | NantHealth, Inc. | 44,467 | 0.0 |
14,445 | (2) | NantKwest, Inc. | 192,552 | 0.0 |
32,176 | (1),(2) | Natera, Inc. | 3,202,156 | 0.3 |
5,495 | National Healthcare Corp. | 364,923 | 0.0 | |
5,949 | National Research Corp. | 254,320 | 0.0 | |
14,214 | (2) | Natus Medical, Inc. | 284,849 | 0.0 |
22,949 | (2) | Neogen Corp. | 1,819,856 | 0.2 |
45,244 | (2) | NeoGenomics, Inc. | 2,435,937 | 0.2 |
14,739 | (1),(2) | Neoleukin Therapeutics, Inc. | 207,820 | 0.0 |
7,251 | (2) | Neubase Therapeutics, Inc. | 50,684 | 0.0 |
14,623 | (2) | Nevro Corp. | 2,531,241 | 0.2 |
7,827 | (2) | NextCure, Inc. | 85,314 | 0.0 |
24,356 | (2) | NextGen Healthcare, Inc. | 444,253 | 0.1 |
10,458 | (2) | NGM Biopharmaceuticals, Inc. | 316,825 | 0.0 |
See Accompanying Notes to Financial Statements
64
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
6,961 | (1),(2) | Nkarta, Inc. | 427,893 | 0.1 |
26,576 | (1),(2) | Novavax, Inc. | 2,963,490 | 0.3 |
4,738 | (1),(2) | Nurix Therapeutics, Inc. | 155,785 | 0.0 |
22,283 | (2) | NuVasive, Inc. | 1,255,201 | 0.1 |
21,773 | (1),(2) | Nymox Pharmaceutical Corp. | 53,997 | 0.0 |
29,200 | (2) | Ocular Therapeutix, Inc. | 604,440 | 0.1 |
5,353 | (2) | Odonate Therapeutics, Inc. | 102,778 | 0.0 |
25,551 | (1),(2) | Omeros Corp. | 364,996 | 0.0 |
18,515 | (2) | Omnicell, Inc. | 2,222,170 | 0.2 |
30,262 | (2) | Oncocyte Corp. | 72,326 | 0.0 |
2,076 | (1),(2) | Oncorus, Inc. | 67,117 | 0.0 |
3,456 | (2) | Ontrak, Inc. | 213,546 | 0.0 |
173,278 | (1),(2) | Opko Health, Inc. | 684,448 | 0.1 |
6,336 | (2) | OptimizeRx Corp. | 197,430 | 0.0 |
17,113 | (1),(2) | Optinose, Inc. | 70,848 | 0.0 |
18,979 | (2) | Option Care Health, Inc. | 296,832 | 0.0 |
30,827 | (1),(2) | OraSure Technologies, Inc. | 326,304 | 0.0 |
9,050 | (2) | Organogenesis Holdings, Inc. | 68,147 | 0.0 |
9,100 | (1),(2) | ORIC Pharmaceuticals, Inc. | 308,035 | 0.0 |
7,973 | (2) | Orthofix Medical, Inc. | 342,680 | 0.0 |
5,749 | (1),(2) | OrthoPediatrics Corp. | 237,146 | 0.0 |
3,244 | (1),(2) | Outset Medical, Inc. | 184,389 | 0.0 |
20,082 | (1),(2) | Ovid therapeutics, Inc. | 46,389 | 0.0 |
30,714 | Owens & Minor, Inc. | 830,814 | 0.1 | |
3,037 | (1),(2) | Oyster Point Pharma, Inc. | 57,156 | 0.0 |
74,883 | (1),(2) | Pacific Biosciences of California, Inc. | 1,942,465 | 0.2 |
18,421 | (1),(2) | Pacira BioSciences, Inc. | 1,102,313 | 0.1 |
20,344 | (1),(2) | Paratek Pharmaceuticals, Inc. | 127,353 | 0.0 |
10,193 | (1),(2) | Passage Bio, Inc. | 260,635 | 0.0 |
37,129 | (1) | Patterson Cos., Inc. | 1,100,132 | 0.1 |
17,899 | (1),(2) | PAVmed, Inc. | 37,946 | 0.0 |
11,205 | (2) | Pennant Group, Inc./The | 650,562 | 0.1 |
10,434 | (1),(2) | Personalis, Inc. | 381,989 | 0.1 |
9,227 | (1),(2) | PetIQ, Inc. | 354,778 | 0.0 |
8,259 | (1),(2) | PhaseBio Pharmaceuticals, Inc. | 27,750 | 0.0 |
4,579 | (2) | Phathom Pharmaceuticals, Inc. | 152,114 | 0.0 |
8,769 | Phibro Animal Health Corp. | 170,294 | 0.0 | |
13,161 | (2) | Phreesia, Inc. | 714,116 | 0.1 |
24,798 | (2) | Pieris Pharmaceuticals, Inc. | 61,995 | 0.0 |
4,860 | (2) | Pliant Therapeutics, Inc. | 110,419 | 0.0 |
4,965 | (2) | PMV Pharmaceuticals, Inc. | 305,397 | 0.0 |
3,959 | (2) | Praxis Precision Medicines, Inc. | 217,824 | 0.0 |
28,723 | (1),(2) | Precigen, Inc. | 292,975 | 0.0 |
20,185 | (1),(2) | Precision BioSciences, Inc. | 168,343 | 0.0 |
3,665 | (2) | Prelude Therapeutics, Inc. | 262,231 | 0.0 |
22,231 | (2) | Prestige Consumer Healthcare, Inc. | 775,195 | 0.1 |
6,113 | (2) | Prevail Therapeutics, Inc. | 141,027 | 0.0 |
11,407 | (1),(2) | Progyny, Inc. | 483,543 | 0.1 |
13,071 | (2) | Protagonist Therapeutics, Inc. | 263,511 | 0.0 |
13,837 | (2) | Prothena Corp. PLC | 166,182 | 0.0 |
20,731 | (2) | Provention Bio, Inc. | 351,183 | 0.0 |
5,251 | (2) | Providence Service Corp. | 727,946 | 0.1 |
27,236 | (2) | PTC Therapeutics, Inc. | 1,662,213 | 0.2 |
3,849 | (2) | Pulmonx Corp. | 265,658 | 0.0 |
6,032 | (1),(2) | Pulse Biosciences, Inc. | 143,924 | 0.0 |
13,065 | (1),(2) | Puma Biotechnology, Inc. | 134,047 | 0.0 |
8,988 | (2) | Quanterix Corp. | 417,942 | 0.1 |
27,883 | (1),(2) | Quotient Ltd. | 145,270 | 0.0 |
46,634 | (2) | R1 RCM, Inc. | 1,120,149 | 0.1 |
19,590 | (2) | Radius Health, Inc. | 349,877 | 0.0 |
19,054 | (2) | RadNet, Inc. | 372,887 | 0.0 |
5,015 | (2) | RAPT Therapeutics, Inc. | 99,046 | 0.0 |
14,886 | (2) | REGENXBIO, Inc. | 675,229 | 0.1 |
13,996 | (1),(2) | Relay Therapeutics, Inc. | 581,674 | 0.1 |
6,197 | (1),(2) | Relmada Therapeutics, Inc. | 198,738 | 0.0 |
9,989 | (2) | Replimune Group, Inc. | 381,080 | 0.0 |
12,898 | (2) | Repro-Med Systems, Inc. | 77,646 | 0.0 |
5,791 | (1),(2) | Retractable Technologies, Inc. | 62,195 | 0.0 |
27,629 | (2) | Revance Therapeutics, Inc. | 783,006 | 0.1 |
16,797 | (2) | REVOLUTION Medicines, Inc. | 664,993 | 0.1 |
14,766 | (1),(2) | Rhythm Pharmaceuticals, Inc. | 438,993 | 0.1 |
74,193 | (1),(2) | Rigel Pharmaceuticals, Inc. | 259,676 | 0.0 |
14,928 | (1),(2) | Rocket Pharmaceuticals, Inc. | 818,652 | 0.1 |
34,839 | (2) | Rockwell Medical, Inc. | 35,187 | 0.0 |
15,309 | (1),(2) | Rubius Therapeutics, Inc. | 116,195 | 0.0 |
50,291 | (1),(2) | Sangamo Therapeutics, Inc. | 784,791 | 0.1 |
26,364 | (2) | Savara, Inc. | 30,319 | 0.0 |
10,891 | (2) | Scholar Rock Holding Corp. | 528,540 | 0.1 |
12,719 | (1),(2) | Schrodinger, Inc./United States | 1,007,090 | 0.1 |
11,636 | (2) | SeaSpine Holdings Corp. | 203,048 | 0.0 |
47,774 | (2) | Select Medical Holdings Corp. | 1,321,429 | 0.1 |
31,258 | (2) | Selecta Biosciences, Inc. | 94,712 | 0.0 |
23,512 | (1),(2) | Seres Therapeutics, Inc. | 576,044 | 0.1 |
6,291 | (1),(2) | Sharps Compliance Corp. | 59,450 | 0.0 |
4,938 | (1),(2) | Shattuck Labs, Inc. | 258,801 | 0.0 |
12,366 | (1),(2) | Shockwave Medical, Inc. | 1,282,602 | 0.1 |
11,247 | (2) | SI-BONE, Inc. | 336,285 | 0.0 |
19,725 | (2) | Sientra, Inc. | 76,730 | 0.0 |
24,087 | (2) | SIGA Technologies, Inc. | 175,112 | 0.0 |
11,624 | (1),(2) | Silk Road Medical, Inc. | 732,080 | 0.1 |
6,219 | (1) | Simulations Plus, Inc. | 447,270 | 0.1 |
28,835 | (2) | Soleno Therapeutics, Inc. | 55,652 | 0.0 |
11,686 | (2) | Solid Biosciences, Inc. | 88,580 | 0.0 |
106,897 | (1),(2) | Sorrento Therapeutics, Inc. | 729,572 | 0.1 |
62,089 | (2) | Spectrum Pharmaceuticals, Inc. | 211,723 | 0.0 |
8,279 | (1),(2) | Spero Therapeutics, Inc. | 160,530 | 0.0 |
See Accompanying Notes to Financial Statements
65
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
10,039 | (1),(2) | SpringWorks Therapeutics, Inc. | 728,028 | 0.1 |
2,354 | (2) | Spruce Biosciences, Inc. | 57,226 | 0.0 |
20,035 | (2) | Staar Surgical Co. | 1,587,173 | 0.2 |
19,107 | (2) | Stereotaxis, Inc. | 97,255 | 0.0 |
5,354 | (1),(2) | Stoke Therapeutics, Inc. | 331,573 | 0.0 |
19,200 | (2) | Strongbridge Biopharma PLC | 46,656 | 0.0 |
21,465 | (2) | Supernus Pharmaceuticals, Inc. | 540,059 | 0.1 |
29,089 | (2) | Surgalign Holdings, Inc. | 63,705 | 0.0 |
9,732 | (2) | Surgery Partners, Inc. | 282,325 | 0.0 |
5,697 | (2) | SurModics, Inc. | 247,933 | 0.0 |
11,760 | (2) | Sutro Biopharma, Inc. | 255,310 | 0.0 |
11,607 | (2) | Syndax Pharmaceuticals, Inc. | 258,140 | 0.0 |
19,150 | (1),(2) | Syros Pharmaceuticals, Inc. | 207,778 | 0.0 |
8,976 | (1),(2) | Tabula Rasa HealthCare, Inc. | 384,532 | 0.1 |
8,082 | (2) | Tactile Systems Technology, Inc. | 363,205 | 0.0 |
2,205 | (2) | Tarsus Pharmaceuticals, Inc. | 91,133 | 0.0 |
11,010 | (1),(2) | TCR2 Therapeutics, Inc. | 340,539 | 0.0 |
3,410 | (1),(2) | Tela Bio, Inc. | 51,286 | 0.0 |
45,168 | (2) | Tenet Healthcare Corp. | 1,803,558 | 0.2 |
49,254 | (1),(2) | TG Therapeutics, Inc. | 2,562,193 | 0.3 |
108,223 | (2) | TherapeuticsMD, Inc. | 130,950 | 0.0 |
20,005 | (1),(2) | Theravance Biopharma, Inc. | 355,489 | 0.0 |
18,827 | (1),(2) | Tivity Health, Inc. | 368,821 | 0.0 |
29,937 | (1),(2) | Translate Bio, Inc. | 551,739 | 0.1 |
10,766 | (2) | TransMedics Group, Inc. | 214,243 | 0.0 |
22,030 | (2) | Travere Therapeutics, Inc. | 600,428 | 0.1 |
12,473 | (1),(2) | Tricida, Inc. | 87,935 | 0.0 |
9,886 | (2) | Triple-S Management Corp. | 211,066 | 0.0 |
15,724 | (2) | Turning Point Therapeutics, Inc. | 1,915,969 | 0.2 |
14,321 | (2) | Twist Bioscience Corp. | 2,023,414 | 0.2 |
36,189 | (2) | Tyme Technologies, Inc. | 44,151 | 0.0 |
26,968 | (1),(2) | Ultragenyx Pharmaceutical, Inc. | 3,733,180 | 0.4 |
16,486 | (1),(2) | UNITY Biotechnology, Inc. | 86,387 | 0.0 |
8,834 | (1),(2) | UroGen Pharma Ltd. | 159,189 | 0.0 |
5,506 | US Physical Therapy, Inc. | 662,097 | 0.1 | |
1,564 | Utah Medical Products, Inc. | 131,845 | 0.0 | |
23,281 | (2) | Vanda Pharmaceuticals, Inc. | 305,912 | 0.0 |
8,259 | (1),(2) | Vapotherm, Inc. | 221,837 | 0.0 |
16,506 | (2) | Varex Imaging Corp. | 275,320 | 0.0 |
22,080 | (1),(2) | Vaxart, Inc. | 126,077 | 0.0 |
7,698 | (1),(2) | Vaxcyte, Inc. | 204,536 | 0.0 |
76,921 | (1),(2) | VBI Vaccines, Inc. | 211,533 | 0.0 |
25,189 | (1),(2) | Veracyte, Inc. | 1,232,750 | 0.1 |
72,061 | (2) | Verastem, Inc. | 153,490 | 0.0 |
19,398 | (1),(2) | Vericel Corp. | 599,010 | 0.1 |
6,335 | (1),(2) | Verrica Pharmaceuticals, Inc. | 72,916 | 0.0 |
9,423 | (2) | Viela Bio, Inc. | 338,945 | 0.0 |
16,274 | (2) | Viemed Healthcare, Inc. | 126,286 | 0.0 |
48,514 | (1),(2) | ViewRay, Inc. | 185,323 | 0.0 |
28,704 | (1),(2) | Viking Therapeutics, Inc. | 161,604 | 0.0 |
23,306 | (1),(2) | Vir Biotechnology, Inc. | 624,135 | 0.1 |
14,204 | (1),(2) | Vocera Communications, Inc. | 589,892 | 0.1 |
11,053 | (2) | Voyager Therapeutics, Inc. | 79,029 | 0.0 |
66,171 | (2) | VYNE Therapeutics, Inc. | 104,550 | 0.0 |
12,938 | (2) | WaVe Life Sciences Ltd. | 101,822 | 0.0 |
8,350 | (2) | X4 Pharmaceuticals, Inc. | 53,691 | 0.0 |
6,228 | (2) | XBiotech, Inc. | 97,468 | 0.0 |
24,272 | (1),(2) | Xencor, Inc. | 1,058,987 | 0.1 |
20,975 | (2) | Xeris Pharmaceuticals, Inc. | 103,197 | 0.0 |
2,951 | (2) | XOMA Corp. | 130,228 | 0.0 |
13,195 | (1),(2) | Y-mAbs Therapeutics, Inc. | 653,284 | 0.1 |
11,949 | (1),(2) | Zentalis Pharmaceuticals, Inc. | 620,631 | 0.1 |
92,419 | (1),(2) | ZIOPHARM Oncology, Inc. | 232,896 | 0.0 |
24,254 | (1),(2) | Zogenix, Inc. | 484,837 | 0.1 |
7,848 | (1),(2) | Zynex, Inc. | 105,634 | 0.0 |
224,709,924 | 20.7 | |||
Industrials: 15.1% | ||||
17,746 | (1) | AAON, Inc. | 1,182,416 | 0.1 |
14,701 | AAR Corp. | 532,470 | 0.1 | |
28,967 | ABM Industries, Inc. | 1,096,111 | 0.1 | |
21,776 | (2) | Acacia Research Corp. | 85,797 | 0.0 |
40,794 | ACCO Brands Corp. | 344,709 | 0.0 | |
24,356 | Advanced Drainage Systems, Inc. | 2,035,674 | 0.2 | |
13,668 | (2) | Aegion Corp. | 259,555 | 0.0 |
31,184 | (2) | Aerojet Rocketdyne Holdings, Inc. | 1,648,074 | 0.2 |
9,433 | (2) | Aerovironment, Inc. | 819,728 | 0.1 |
25,500 | (2) | Air Transport Services Group, Inc. | 799,170 | 0.1 |
4,289 | Alamo Group, Inc. | 591,668 | 0.1 | |
13,215 | Albany International Corp. | 970,245 | 0.1 | |
5,690 | Allegiant Travel Co. | 1,076,776 | 0.1 | |
3,398 | Allied Motion Technologies, Inc. | 173,638 | 0.0 | |
5,599 | (1),(2) | Alpha Pro Tech Ltd. | 62,429 | 0.0 |
27,917 | Altra Industrial Motion Corp. | 1,547,439 | 0.1 | |
10,535 | (2) | Ameresco, Inc. | 550,348 | 0.1 |
9,804 | (2) | American Superconductor Corp. | 229,610 | 0.0 |
7,348 | (2) | American Woodmark Corp. | 689,610 | 0.1 |
61,493 | (2),(3) | API Group Corp. | 1,116,098 | 0.1 |
11,143 | (1) | Apogee Enterprises, Inc. | 353,010 | 0.0 |
16,810 | Applied Industrial Technologies, Inc. | 1,311,012 | 0.1 | |
11,059 | ArcBest Corp. | 471,888 | 0.1 | |
21,115 | Arcosa, Inc. | 1,159,847 | 0.1 | |
6,425 | Argan, Inc. | 285,848 | 0.0 | |
21,907 | (2) | ASGN, Inc. | 1,829,892 | 0.2 |
9,749 | Astec Industries, Inc. | 564,272 | 0.1 | |
10,138 | (2) | Astronics Corp. | 134,126 | 0.0 |
20,413 | (2) | Atkore International Group, Inc. | 839,178 | 0.1 |
11,133 | (2) | Atlas Air Worldwide Holdings, Inc. | 607,194 | 0.1 |
22,682 | (1),(2) | Avis Budget Group, Inc. | 846,039 | 0.1 |
11,290 | AZZ, Inc. | 535,598 | 0.1 | |
20,112 | Barnes Group, Inc. | 1,019,477 | 0.1 | |
3,241 | Barrett Business Services, Inc. | 221,069 | 0.0 |
See Accompanying Notes to Financial Statements
66
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
23,622 | (2) | Beacon Roofing Supply, Inc. | 949,368 | 0.1 |
3,743 | BG Staffing, Inc. | 50,493 | 0.0 | |
38,282 | (1),(2) | Bloom Energy Corp. | 1,097,162 | 0.1 |
7,028 | (2) | Blue Bird Corp. | 128,331 | 0.0 |
29,167 | (2) | BMC Stock Holdings, Inc. | 1,565,685 | 0.2 |
16,951 | Boise Cascade Co. | 810,258 | 0.1 | |
20,464 | Brady Corp. | 1,080,908 | 0.1 | |
17,626 | (2) | BrightView Holdings, Inc. | 266,505 | 0.0 |
21,221 | (1) | Brink's Co. | 1,527,912 | 0.1 |
49,612 | (2) | Builders FirstSource, Inc. | 2,024,666 | 0.2 |
10,223 | Caesarstone Ltd. | 131,774 | 0.0 | |
7,254 | CAI International, Inc. | 226,615 | 0.0 | |
20,292 | (2) | Casella Waste Systems, Inc. | 1,257,089 | 0.1 |
22,068 | (2) | CBIZ, Inc. | 587,229 | 0.1 |
14,608 | (2) | Ceco Environmental Corp. | 101,672 | 0.0 |
15,563 | (1),(2) | Chart Industries, Inc. | 1,833,166 | 0.2 |
7,713 | (1),(2) | Cimpress PLC | 676,739 | 0.1 |
8,696 | (2) | CIRCOR International, Inc. | 334,274 | 0.0 |
10,235 | Columbus McKinnon Corp. | 393,433 | 0.0 | |
15,654 | Comfort Systems USA, Inc. | 824,340 | 0.1 | |
13,469 | (2) | Concrete Pumping Holdings, Inc. | 51,586 | 0.0 |
11,332 | (2) | Construction Partners, Inc. | 329,875 | 0.0 |
50,481 | (1) | CoreCivic, Inc. | 330,651 | 0.0 |
19,289 | (1),(2) | Cornerstone Building Brands, Inc. | 179,002 | 0.0 |
21,915 | Costamare, Inc. | 181,456 | 0.0 | |
51,160 | Covanta Holding Corp. | 671,731 | 0.1 | |
5,065 | (2) | Covenant Logistics Group, Inc. | 75,013 | 0.0 |
3,396 | CRA International, Inc. | 172,958 | 0.0 | |
5,970 | CSW Industrials, Inc. | 668,103 | 0.1 | |
13,675 | Cubic Corp. | 848,397 | 0.1 | |
19,834 | (2) | Daseke, Inc. | 115,236 | 0.0 |
17,838 | Deluxe Corp. | 520,870 | 0.1 | |
9,865 | Douglas Dynamics, Inc. | 421,926 | 0.0 | |
4,820 | (2) | Ducommun, Inc. | 258,834 | 0.0 |
7,403 | (2) | DXP Enterprises, Inc. | 164,569 | 0.0 |
13,281 | (2) | Dycom Industries, Inc. | 1,002,981 | 0.1 |
2,606 | (1),(2) | Eagle Bulk Shipping, Inc. | 49,514 | 0.0 |
2,928 | Eastern Co/The | 70,565 | 0.0 | |
11,403 | (2) | Echo Global Logistics, Inc. | 305,828 | 0.0 |
23,201 | EMCOR Group, Inc. | 2,121,963 | 0.2 | |
8,827 | Encore Wire Corp. | 534,651 | 0.1 | |
18,246 | (1),(2) | Energy Recovery, Inc. | 248,875 | 0.0 |
23,438 | Enerpac Tool Group Corp. | 529,933 | 0.1 | |
18,416 | EnerSys | 1,529,633 | 0.1 | |
11,882 | (1) | Ennis, Inc. | 212,094 | 0.0 |
8,886 | EnPro Industries, Inc. | 671,071 | 0.1 | |
11,031 | ESCO Technologies, Inc. | 1,138,620 | 0.1 | |
2,187 | (1),(2) | EVI Industries, Inc. | 65,435 | 0.0 |
39,441 | (2) | Evoqua Water Technologies Corp. | 1,064,118 | 0.1 |
4,569 | (2) | ExOne Co. | 43,360 | 0.0 |
22,052 | Exponent, Inc. | 1,985,342 | 0.2 | |
25,750 | Federal Signal Corp. | 854,127 | 0.1 | |
60,831 | (1) | Fluor Corp. | 971,471 | 0.1 |
4,917 | (2) | Forrester Research, Inc. | 206,022 | 0.0 |
11,928 | Forward Air Corp. | 916,548 | 0.1 | |
8,392 | (2) | Foundation Building Materials, Inc. | 161,210 | 0.0 |
5,719 | (2) | Franklin Covey Co. | 127,362 | 0.0 |
19,827 | Franklin Electric Co., Inc. | 1,372,227 | 0.1 | |
122,750 | (1),(2) | FuelCell Energy, Inc. | 1,371,117 | 0.1 |
14,949 | (1) | GATX Corp. | 1,243,458 | 0.1 |
7,338 | Genco Shipping & Trading Ltd. | 54,008 | 0.0 | |
14,237 | (2) | Gibraltar Industries, Inc. | 1,024,210 | 0.1 |
18,094 | (2) | GMS, Inc. | 551,505 | 0.1 |
7,981 | Gorman-Rupp Co. | 258,983 | 0.0 | |
5,944 | (2) | GP Strategies Corp. | 70,496 | 0.0 |
5,089 | Graham Corp. | 77,251 | 0.0 | |
20,552 | Granite Construction, Inc. | 548,944 | 0.1 | |
27,765 | (2) | Great Lakes Dredge & Dock Corp. | 365,665 | 0.0 |
13,853 | (1) | Greenbrier Cos., Inc. | 503,972 | 0.1 |
18,667 | Griffon Corp. | 380,433 | 0.0 | |
14,051 | H&E Equipment Services, Inc. | 418,860 | 0.0 | |
34,474 | (2) | Harsco Corp. | 619,843 | 0.1 |
19,784 | (1) | Hawaiian Holdings, Inc. | 350,177 | 0.0 |
27,709 | (1),(2) | HC2 Holdings, Inc. | 90,331 | 0.0 |
32,307 | (1) | Healthcare Services Group, Inc. | 907,827 | 0.1 |
20,598 | Heartland Express, Inc. | 372,824 | 0.0 | |
8,444 | Heidrick & Struggles International, Inc. | 248,085 | 0.0 | |
13,473 | Helios Technologies, Inc. | 717,976 | 0.1 | |
10,591 | (2) | Herc Holdings, Inc. | 703,348 | 0.1 |
6,967 | (2) | Heritage-Crystal Clean, Inc. | 146,795 | 0.0 |
25,447 | Herman Miller, Inc. | 860,109 | 0.1 | |
31,709 | Hillenbrand, Inc. | 1,262,018 | 0.1 | |
18,780 | HNI Corp. | 647,159 | 0.1 | |
14,237 | (2) | HUB Group, Inc. | 811,509 | 0.1 |
3,279 | Hurco Cos, Inc. | 98,370 | 0.0 | |
9,712 | (2) | Huron Consulting Group, Inc. | 572,522 | 0.1 |
4,261 | Hyster-Yale Materials Handling, Inc. - A shares | 253,743 | 0.0 | |
7,863 | ICF International, Inc. | 584,457 | 0.1 | |
3,728 | (2) | IES Holdings, Inc. | 171,637 | 0.0 |
15,392 | Insperity, Inc. | 1,253,217 | 0.1 | |
8,342 | Insteel Industries, Inc. | 185,776 | 0.0 | |
25,619 | Interface, Inc. | 268,999 | 0.0 | |
29,149 | (2) | JELD-WEN Holding, Inc. | 739,219 | 0.1 |
13,441 | John Bean Technologies Corp. | 1,530,527 | 0.1 | |
4,973 | Kadant, Inc. | 701,094 | 0.1 | |
12,120 | Kaman Corp. | 692,416 | 0.1 | |
55,539 | KAR Auction Services, Inc. | 1,033,581 | 0.1 | |
14,777 | Kelly Services, Inc. | 303,963 | 0.0 | |
35,681 | (1) | Kennametal, Inc. | 1,293,079 | 0.1 |
8,630 | Kforce, Inc. | 363,237 | 0.0 | |
15,649 | Kimball International, Inc. | 187,006 | 0.0 | |
21,780 | Knoll, Inc. | 319,730 | 0.0 | |
23,727 | Korn Ferry | 1,032,124 | 0.1 |
See Accompanying Notes to Financial Statements
67
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
52,836 | (2) | Kratos Defense & Security Solutions, Inc. | 1,449,291 | 0.1 |
2,040 | (2) | Lawson Products | 103,856 | 0.0 |
5,196 | (2) | LB Foster Co. | 78,200 | 0.0 |
4,698 | Lindsay Corp. | 603,505 | 0.1 | |
12,355 | Luxfer Holdings PLC | 202,869 | 0.0 | |
7,344 | (2) | Lydall, Inc. | 220,540 | 0.0 |
15,262 | (2) | Manitowoc Co., Inc./The | 203,137 | 0.0 |
25,358 | Marten Transport Ltd. | 436,918 | 0.0 | |
10,537 | (2) | Masonite International Corp. | 1,036,209 | 0.1 |
24,271 | (1),(2) | Mastec, Inc. | 1,654,797 | 0.2 |
2,264 | (2) | Mastech Holdings, Inc. | 35,998 | 0.0 |
11,226 | (2) | Matrix Service Co. | 123,711 | 0.0 |
18,567 | (1) | Matson, Inc. | 1,057,762 | 0.1 |
13,345 | Matthews International Corp. | 392,343 | 0.0 | |
26,305 | (1) | Maxar Technologies, Inc. | 1,015,110 | 0.1 |
10,634 | McGrath Rentcorp | 713,541 | 0.1 | |
29,713 | (2) | Meritor, Inc. | 829,290 | 0.1 |
12,685 | (2) | Mesa Air Group, Inc. | 84,863 | 0.0 |
4,675 | Miller Industries, Inc. | 177,743 | 0.0 | |
9,529 | (2) | Mistras Group, Inc. | 73,945 | 0.0 |
4,971 | (2) | Montrose Environmental Group, Inc. | 153,902 | 0.0 |
12,986 | Moog, Inc. | 1,029,790 | 0.1 | |
33,577 | (2) | MRC Global, Inc. | 222,615 | 0.0 |
24,041 | Mueller Industries, Inc. | 844,080 | 0.1 | |
67,293 | Mueller Water Products, Inc. | 833,087 | 0.1 | |
7,162 | (2) | MYR Group, Inc. | 430,436 | 0.0 |
2,290 | National Presto Industries, Inc. | 202,505 | 0.0 | |
21,501 | (2) | Navistar International Corp. | 945,184 | 0.1 |
17,443 | (2) | NN, Inc. | 114,601 | 0.0 |
4,335 | (2) | Northwest Pipe Co. | 122,680 | 0.0 |
47,551 | (2) | NOW, Inc. | 341,416 | 0.0 |
4,761 | (1),(2) | NV5 Global, Inc. | 375,072 | 0.0 |
1,294 | (1) | Omega Flex, Inc. | 188,924 | 0.0 |
11,521 | (2) | Orion Energy Systems, Inc. | 113,712 | 0.0 |
25,545 | (1),(2) | PAE, Inc. | 234,503 | 0.0 |
992 | (2) | PAM Transportation Services | 48,608 | 0.0 |
8,506 | Park Aerospace Corp. | 114,065 | 0.0 | |
3,781 | Park-Ohio Holdings Corp. | 116,833 | 0.0 | |
9,552 | (1),(2) | Parsons Corp. | 347,788 | 0.0 |
24,558 | (2) | PGT Innovations, Inc. | 499,510 | 0.1 |
9,848 | (2) | Pico Holdings, Inc. | 92,079 | 0.0 |
75,592 | (1) | Pitney Bowes, Inc. | 465,647 | 0.0 |
161,364 | (1),(2) | Plug Power, Inc. | 5,471,853 | 0.5 |
4,077 | Powell Industries, Inc. | 120,231 | 0.0 | |
1,403 | Preformed Line Products Co. | 96,021 | 0.0 | |
21,073 | Primoris Services Corp. | 581,826 | 0.1 | |
11,495 | (1),(2) | Proto Labs, Inc. | 1,763,333 | 0.2 |
17,595 | (1) | Quad/Graphics, Inc. | 67,213 | 0.0 |
14,371 | Quanex Building Products Corp. | 318,605 | 0.0 | |
18,079 | (2) | Radiant Logistics, Inc. | 104,858 | 0.0 |
15,768 | Raven Industries, Inc. | 521,763 | 0.1 | |
10,560 | (2) | RBC Bearings, Inc. | 1,890,662 | 0.2 |
60,824 | (2) | Resideo Technologies, Inc. | 1,293,118 | 0.1 |
13,944 | Resources Connection, Inc. | 175,276 | 0.0 | |
12,089 | REV Group, Inc. | 106,504 | 0.0 | |
51,302 | Rexnord Corp. | 2,025,916 | 0.2 | |
20,311 | Rush Enterprises, Inc. - Class A | 841,282 | 0.1 | |
11,362 | (2) | Saia, Inc. | 2,054,250 | 0.2 |
4,202 | (1) | Scorpio Bulkers, Inc. | 71,140 | 0.0 |
8,220 | (2) | SEACOR Holdings, Inc. | 340,719 | 0.0 |
15,157 | Shyft Group, Inc./The | 430,156 | 0.0 | |
18,555 | Simpson Manufacturing Co., Inc. | 1,733,965 | 0.2 | |
18,919 | (1),(2) | SiteOne Landscape Supply, Inc. | 3,001,121 | 0.3 |
21,387 | Skywest, Inc. | 862,110 | 0.1 | |
10,119 | (2) | SP Plus Corp. | 291,731 | 0.0 |
39,042 | (1),(2) | Spirit Airlines, Inc. | 954,577 | 0.1 |
18,532 | (2) | SPX Corp. | 1,010,735 | 0.1 |
18,473 | (2) | SPX FLOW, Inc. | 1,070,695 | 0.1 |
5,452 | Standex International Corp. | 422,639 | 0.0 | |
36,966 | Steelcase, Inc. | 500,889 | 0.1 | |
12,272 | (2) | Sterling Construction Co., Inc. | 228,382 | 0.0 |
63,919 | (1),(2) | Sunrun, Inc. | 4,434,700 | 0.4 |
5,756 | Systemax, Inc. | 206,583 | 0.0 | |
12,728 | (2) | Team, Inc. | 138,735 | 0.0 |
7,898 | Tennant Co. | 554,203 | 0.1 | |
29,019 | Terex Corp. | 1,012,473 | 0.1 | |
23,180 | Tetra Tech, Inc. | 2,683,780 | 0.3 | |
21,964 | (1),(2) | Textainer Group Holdings Ltd. | 421,270 | 0.0 |
14,694 | (2) | Thermon Group Holdings, Inc. | 229,667 | 0.0 |
8,462 | (2) | Titan Machinery, Inc. | 165,432 | 0.0 |
13,136 | (1),(2) | TPI Composites, Inc. | 693,318 | 0.1 |
3,182 | (2) | Transcat, Inc. | 110,352 | 0.0 |
18,243 | (2) | Trimas Corp. | 577,756 | 0.1 |
17,725 | (1),(2) | TriNet Group, Inc. | 1,428,635 | 0.1 |
25,938 | Triton International Ltd./Bermuda | 1,258,252 | 0.1 | |
22,336 | Triumph Group, Inc. | 280,540 | 0.0 | |
15,202 | (2) | TrueBlue, Inc. | 284,125 | 0.0 |
17,552 | (2) | Tutor Perini Corp. | 227,298 | 0.0 |
25,489 | UFP Industries, Inc. | 1,415,914 | 0.1 | |
6,497 | Unifirst Corp. | 1,375,350 | 0.1 | |
3,610 | Universal Logistics Holdings, Inc. | 74,330 | 0.0 | |
40,150 | (2) | Upwork, Inc. | 1,385,978 | 0.1 |
13,798 | US Ecology, Inc. | 501,281 | 0.1 | |
10,692 | (2) | US Xpress Enterprises, Inc. | 73,133 | 0.0 |
5,038 | (2) | Vectrus, Inc. | 250,489 | 0.0 |
5,678 | (2) | Veritiv Corp. | 118,046 | 0.0 |
8,763 | Viad Corp. | 316,958 | 0.0 | |
8,340 | (2) | Vicor Corp. | 769,115 | 0.1 |
3,904 | VSE Corp. | 150,265 | 0.0 | |
23,114 | (1) | Wabash National Corp. | 398,254 | 0.0 |
11,551 | Watts Water Technologies, Inc. | 1,405,757 | 0.1 | |
56,225 | (2) | Welbilt, Inc. | 742,170 | 0.1 |
26,126 | Werner Enterprises, Inc. | 1,024,662 | 0.1 | |
21,129 | (2) | Wesco International, Inc. | 1,658,626 | 0.2 |
4,757 | (2) | Willdan Group, Inc. | 198,367 | 0.0 |
69,209 | (2) | WillScot Mobile Mini Holdings Corp. | 1,603,573 | 0.2 |
164,074,013 | 15.1 | |||
Information Technology: 13.9% | ||||
50,468 | (1),(2) | 3D Systems Corp. | 528,905 | 0.1 |
45,072 | (1),(2) | 8x8, Inc. | 1,553,632 | 0.1 |
27,055 | (2) | A10 Networks, Inc. | 266,762 | 0.0 |
See Accompanying Notes to Financial Statements
68
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
16,585 | (2) | Acacia Communications, Inc. | 1,210,042 | 0.1 |
49,555 | (2) | ACI Worldwide, Inc. | 1,904,399 | 0.2 |
20,775 | Adtran, Inc. | 306,847 | 0.0 | |
16,460 | (1),(2) | Advanced Energy Industries, Inc. | 1,596,126 | 0.2 |
8,096 | (2) | Agilysys, Inc. | 310,724 | 0.0 |
13,552 | (1),(2) | Akoustis Technologies, Inc. | 165,741 | 0.0 |
20,706 | (2) | Alarm.com Holdings, Inc. | 2,142,036 | 0.2 |
9,225 | (2) | Alpha & Omega Co. | 218,079 | 0.0 |
18,570 | (1),(2) | Altair Engineering, Inc. | 1,080,403 | 0.1 |
14,258 | (2) | Ambarella, Inc. | 1,309,170 | 0.1 |
13,336 | American Software, Inc. | 228,979 | 0.0 | |
42,538 | Amkor Technology, Inc. | 641,473 | 0.1 | |
7,144 | (1),(2) | Appfolio, Inc. | 1,286,206 | 0.1 |
15,383 | (1),(2) | Appian Corp. | 2,493,430 | 0.2 |
10,028 | (2) | Applied Optoelectronics, Inc. | 85,338 | 0.0 |
33,711 | (2) | Arlo Technologies, Inc. | 262,609 | 0.0 |
6,677 | (1),(2) | Atomera, Inc. | 107,433 | 0.0 |
35,887 | (2) | Avaya Holdings Corp. | 687,236 | 0.1 |
13,826 | (2) | Avid Technology, Inc. | 219,419 | 0.0 |
14,142 | (2) | Axcelis Technologies, Inc. | 411,815 | 0.0 |
17,408 | (2) | AXT, Inc. | 166,595 | 0.0 |
12,767 | Badger Meter, Inc. | 1,200,864 | 0.1 | |
4,224 | Bel Fuse, Inc. | 63,487 | 0.0 | |
19,129 | Belden, Inc. | 801,505 | 0.1 | |
15,920 | Benchmark Electronics, Inc. | 429,999 | 0.0 | |
12,708 | (2) | Benefitfocus, Inc. | 184,012 | 0.0 |
21,482 | (1) | Blackbaud, Inc. | 1,236,504 | 0.1 |
21,858 | (1),(2) | Blackline, Inc. | 2,915,420 | 0.3 |
18,889 | (2) | Bottomline Technologies de, Inc. | 996,206 | 0.1 |
60,599 | (2) | Box, Inc. | 1,093,812 | 0.1 |
17,540 | (2) | Brightcove, Inc. | 322,736 | 0.0 |
31,390 | Brooks Automation, Inc. | 2,129,811 | 0.2 | |
14,732 | (2) | CalAmp Corp. | 146,141 | 0.0 |
22,625 | (2) | Calix, Inc. | 673,320 | 0.1 |
2,086 | (2) | Cambium Networks Corp. | 52,317 | 0.0 |
15,290 | (2) | Cardtronics plc | 539,737 | 0.1 |
13,628 | (2) | Casa Systems, Inc. | 84,085 | 0.0 |
6,130 | (1) | Cass Information Systems, Inc. | 238,518 | 0.0 |
15,963 | (1),(2) | Cerence, Inc. | 1,603,962 | 0.2 |
9,245 | (2) | Ceva, Inc. | 420,647 | 0.0 |
11,930 | (2) | ChannelAdvisor Corp. | 190,641 | 0.0 |
5,140 | (2) | Clearfield, Inc. | 127,061 | 0.0 |
88,576 | (1),(2) | Cloudera, Inc. | 1,232,092 | 0.1 |
12,454 | CMC Materials, Inc. | 1,884,290 | 0.2 | |
17,743 | Cohu, Inc. | 677,428 | 0.1 | |
18,180 | (2) | Commvault Systems, Inc. | 1,006,627 | 0.1 |
10,624 | Comtech Telecommunications Corp. | 219,811 | 0.0 | |
71,540 | (2) | Conduent, Inc. | 343,392 | 0.0 |
26,519 | (2) | Cornerstone OnDemand, Inc. | 1,167,897 | 0.1 |
5,314 | (1),(2) | Corsair Gaming, Inc. | 192,473 | 0.0 |
14,161 | CSG Systems International, Inc. | 638,236 | 0.1 | |
13,970 | CTS Corp. | 479,590 | 0.0 | |
3,153 | (2) | Cyberoptics Corp. | 71,542 | 0.0 |
16,623 | (1) | Daktronics, Inc. | 77,796 | 0.0 |
30,458 | (2) | Diebold Nixdorf, Inc. | 324,682 | 0.0 |
12,339 | (2) | Digi International, Inc. | 233,207 | 0.0 |
5,185 | (1),(2) | Digimarc Corp. | 244,939 | 0.0 |
35,929 | (2) | Digital Turbine, Inc. | 2,032,144 | 0.2 |
18,568 | (2) | Diodes, Inc. | 1,309,044 | 0.1 |
10,874 | (2) | Domo, Inc. | 693,435 | 0.1 |
10,365 | (2) | DSP Group, Inc. | 171,955 | 0.0 |
5,518 | (2) | DZS, Inc. | 85,363 | 0.0 |
7,194 | (1),(2) | Eastman Kodak Co. | 58,559 | 0.0 |
11,297 | (1) | Ebix, Inc. | 428,947 | 0.0 |
9,041 | (2) | eGain Corp. | 106,774 | 0.0 |
27,967 | (2) | Endurance International Group Holdings, Inc. | 264,288 | 0.0 |
23,062 | (2) | Envestnet, Inc. | 1,897,772 | 0.2 |
5,750 | (2) | ePlus, Inc. | 505,712 | 0.1 |
26,279 | EVERTEC, Inc. | 1,033,290 | 0.1 | |
17,518 | (2) | Evo Payments, Inc. | 473,161 | 0.0 |
14,519 | (2) | ExlService Holdings, Inc. | 1,236,002 | 0.1 |
51,376 | (2) | Extreme Networks, Inc. | 353,981 | 0.0 |
15,955 | (2) | Fabrinet | 1,237,948 | 0.1 |
7,656 | (2) | Faro Technologies, Inc. | 540,743 | 0.1 |
104,717 | (2) | Fitbit, Inc. | 712,076 | 0.1 |
33,613 | (2) | Formfactor, Inc. | 1,446,031 | 0.1 |
14,822 | (2) | Genasys, Inc. | 96,639 | 0.0 |
25,414 | (2) | GreenSky, Inc. | 117,667 | 0.0 |
5,805 | (2) | Grid Dynamics Holdings, Inc. | 73,143 | 0.0 |
8,806 | (2) | GSI Technology, Inc. | 65,164 | 0.0 |
13,181 | (1),(2) | GTT Communications, Inc. | 47,056 | 0.0 |
22,110 | (2) | GTY Technology Holdings, Inc. | 114,530 | 0.0 |
11,456 | Hackett Group, Inc. | 164,852 | 0.0 | |
40,952 | (1),(2) | Harmonic, Inc. | 302,635 | 0.0 |
5,996 | (1),(2) | I3 Verticals, Inc. | 199,067 | 0.0 |
9,329 | (2) | Ichor Holdings Ltd. | 281,223 | 0.0 |
44,042 | (1),(2) | II-VI, Inc. | 3,345,430 | 0.3 |
7,792 | (2) | Immersion Corp. | 87,972 | 0.0 |
7,445 | (1),(2) | Impinj, Inc. | 311,722 | 0.0 |
68,596 | (1),(2) | Infinera Corp. | 718,886 | 0.1 |
19,968 | (2) | Information Services Group, Inc. | 65,495 | 0.0 |
29,913 | (1),(2) | Inseego Corp. | 462,754 | 0.0 |
15,019 | (2) | Insight Enterprises, Inc. | 1,142,796 | 0.1 |
8,718 | (1),(2) | Intellicheck, Inc. | 99,429 | 0.0 |
3,313 | (1),(2) | Intelligent Systems Corp. | 132,884 | 0.0 |
13,372 | InterDigital, Inc. | 811,413 | 0.1 | |
10,177 | (2) | International Money Express, Inc. | 157,947 | 0.0 |
11,072 | (2) | Intevac, Inc. | 79,829 | 0.0 |
19,627 | (2) | Iteris, Inc. | 110,893 | 0.0 |
17,347 | (2) | Itron, Inc. | 1,663,577 | 0.2 |
18,762 | (1),(2) | j2 Global, Inc. | 1,832,860 | 0.2 |
61,368 | KBR, Inc. | 1,898,112 | 0.2 | |
11,340 | (2) | Kimball Electronics, Inc. | 181,327 | 0.0 |
38,245 | (2) | Knowles Corp. | 704,855 | 0.1 |
7,500 | (2) | KVH Industries, Inc. | 85,125 | 0.0 |
58,475 | (2) | Lattice Semiconductor Corp. | 2,679,325 | 0.3 |
51,493 | (1),(2) | Limelight Networks, Inc. | 205,457 | 0.0 |
26,955 | (1),(2) | LivePerson, Inc. | 1,677,410 | 0.2 |
27,642 | (2) | LiveRamp Holdings, Inc. | 2,023,118 | 0.2 |
6,901 | (2) | Luna Innovations, Inc. | 68,182 | 0.0 |
20,479 | (2) | MACOM Technology Solutions Holdings, Inc. | 1,127,164 | 0.1 |
See Accompanying Notes to Financial Statements
69
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
11,859 | Mantech International Corp. | 1,054,739 | 0.1 | |
4,095 | (1),(2) | Maxeon Solar Technologies Ltd. | 116,175 | 0.0 |
26,101 | MAXIMUS, Inc. | 1,910,332 | 0.2 | |
29,466 | (2) | MaxLinear, Inc. | 1,125,307 | 0.1 |
16,123 | Methode Electronics, Inc. | 617,188 | 0.1 | |
3,211 | (1),(2) | MicroStrategy, Inc. | 1,247,634 | 0.1 |
24,961 | (2) | Mimecast Ltd. | 1,418,783 | 0.1 |
17,771 | (2) | Mitek Systems, Inc. | 315,968 | 0.0 |
14,616 | (1),(2) | Model N, Inc. | 521,499 | 0.1 |
26,973 | (2) | MoneyGram International, Inc. | 147,407 | 0.0 |
8,423 | MTS Systems Corp. | 489,882 | 0.1 | |
5,220 | (1),(2) | Napco Security Technologies, Inc. | 136,868 | 0.0 |
21,456 | (2) | NeoPhotonics Corp. | 195,035 | 0.0 |
13,046 | (1),(2) | Netgear, Inc. | 530,059 | 0.1 |
30,175 | (2) | Netscout Systems, Inc. | 827,399 | 0.1 |
28,562 | NIC, Inc. | 737,756 | 0.1 | |
15,028 | (2) | nLight, Inc. | 490,664 | 0.1 |
14,828 | (2) | Novanta, Inc. | 1,752,966 | 0.2 |
2,166 | NVE Corp. | 121,686 | 0.0 | |
14,642 | (2) | OneSpan, Inc. | 302,797 | 0.0 |
20,694 | (2) | Onto Innovation, Inc. | 984,000 | 0.1 |
7,309 | (2) | OSI Systems, Inc. | 681,345 | 0.1 |
7,319 | (1),(2) | PAR Technology Corp. | 459,560 | 0.0 |
13,310 | (1),(2) | Paysign, Inc. | 61,758 | 0.0 |
4,765 | PC Connection, Inc. | 225,337 | 0.0 | |
7,898 | PCTEL, Inc. | 51,890 | 0.0 | |
12,972 | (2) | PDF Solutions, Inc. | 280,195 | 0.0 |
14,120 | (2) | Perficient, Inc. | 672,818 | 0.1 |
60,098 | Perspecta, Inc. | 1,447,160 | 0.1 | |
8,135 | (2) | PFSweb, Inc. | 54,749 | 0.0 |
26,818 | (2) | Photronics, Inc. | 299,289 | 0.0 |
15,393 | (1),(2) | Ping Identity Holding Corp. | 440,856 | 0.0 |
14,889 | (1) | Plantronics, Inc. | 402,450 | 0.0 |
12,526 | (2) | Plexus Corp. | 979,658 | 0.1 |
25,390 | Power Integrations, Inc. | 2,078,425 | 0.2 | |
13,253 | (2) | Powerfleet, Inc. | 98,470 | 0.0 |
19,491 | Progress Software Corp. | 880,798 | 0.1 | |
17,046 | (2) | PROS Holdings, Inc. | 865,425 | 0.1 |
21,631 | (2) | Q2 Holdings, Inc. | 2,736,970 | 0.3 |
5,023 | QAD, Inc. | 317,353 | 0.0 | |
14,773 | (1),(2) | Qualys, Inc. | 1,800,386 | 0.2 |
12,849 | (2) | Quantum Corp. | 78,636 | 0.0 |
13,839 | (2) | Rackspace Technology, Inc. | 263,771 | 0.0 |
49,286 | (2) | Rambus, Inc. | 860,534 | 0.1 |
22,058 | (1),(2) | Rapid7, Inc. | 1,988,749 | 0.2 |
25,616 | (2) | Repay Holdings Corp. | 698,036 | 0.1 |
13,858 | (2) | Research Frontiers, Inc. | 38,941 | 0.0 |
20,538 | (1),(2) | Resonant, Inc. | 54,426 | 0.0 |
30,194 | (2) | Ribbon Communications, Inc. | 198,073 | 0.0 |
9,685 | (2) | Rimini Street, Inc. | 42,905 | 0.0 |
8,091 | (2) | Rogers Corp. | 1,256,451 | 0.1 |
38,293 | (1),(2) | SailPoint Technologies Holding, Inc. | 2,038,719 | 0.2 |
27,815 | (2) | Sanmina Corp. | 887,020 | 0.1 |
10,845 | Sapiens International Corp. NV | 331,965 | 0.0 | |
11,126 | (2) | Scansource, Inc. | 293,504 | 0.0 |
27,743 | (2) | Semtech Corp. | 1,999,993 | 0.2 |
44,509 | (2) | ServiceSource International, Inc. | 78,336 | 0.0 |
3,479 | (1),(2) | ShotSpotter, Inc. | 131,158 | 0.0 |
18,494 | (2) | Silicon Laboratories, Inc. | 2,355,026 | 0.2 |
4,046 | (2) | SiTime Corp. | 452,869 | 0.0 |
6,273 | (1),(2) | SMART Global Holdings, Inc. | 236,053 | 0.0 |
15,083 | (2) | Smith Micro Software, Inc. | 81,750 | 0.0 |
11,750 | (2) | Sprout Social, Inc. | 533,568 | 0.1 |
15,430 | (2) | SPS Commerce, Inc. | 1,675,544 | 0.2 |
7,313 | (2) | Startek, Inc. | 54,994 | 0.0 |
3,798 | (2) | Sumo Logic, Inc. | 108,547 | 0.0 |
33,116 | (1),(2) | SunPower Corp. | 849,094 | 0.1 |
19,447 | (2) | Super Micro Computer, Inc. | 615,692 | 0.1 |
53,067 | (2) | SVMK, Inc. | 1,355,862 | 0.1 |
16,805 | (2) | SYKES Enterprises, Inc. | 633,044 | 0.1 |
14,881 | (1),(2) | Synaptics, Inc. | 1,434,528 | 0.1 |
19,922 | (2) | Synchronoss Technologies, Inc. | 93,633 | 0.0 |
15,095 | (2) | TeleNav, Inc. | 70,947 | 0.0 |
30,315 | (2) | Tenable Holdings, Inc. | 1,584,262 | 0.2 |
7,857 | TTEC Holdings, Inc. | 573,011 | 0.1 | |
42,937 | (1),(2) | TTM Technologies, Inc. | 592,316 | 0.1 |
4,181 | (1),(2) | Tucows, Inc. | 308,934 | 0.0 |
17,300 | (2) | Ultra Clean Holdings, Inc. | 538,895 | 0.1 |
26,339 | (2) | Unisys Corp. | 518,352 | 0.1 |
11,163 | (2) | Upland Software, Inc. | 512,270 | 0.1 |
13,573 | (2) | Varonis Systems, Inc. | 2,220,679 | 0.2 |
20,582 | (1),(2) | Veeco Instruments, Inc. | 357,304 | 0.0 |
28,200 | (2) | Verint Systems, Inc. | 1,894,476 | 0.2 |
10,165 | (2) | Veritone, Inc. | 289,194 | 0.0 |
58,159 | (2) | Verra Mobility Corp. | 780,494 | 0.1 |
99,102 | (2) | Viavi Solutions, Inc. | 1,484,052 | 0.1 |
27,515 | (1) | VirnetX Holding Corp. | 138,676 | 0.0 |
12,551 | (2) | Virtusa Corp. | 641,733 | 0.1 |
57,530 | Vishay Intertechnology, Inc. | 1,191,446 | 0.1 | |
5,837 | (2) | Vishay Precision Group, Inc. | 183,749 | 0.0 |
17,122 | (2) | Workiva, Inc. | 1,568,718 | 0.1 |
4,572 | (2) | Wrap Technologies, Inc. | 22,083 | 0.0 |
45,770 | Xperi Holding Corp. | 956,593 | 0.1 | |
43,998 | (1),(2) | Yext, Inc. | 691,649 | 0.1 |
23,825 | (2) | Zix Corp. | 205,610 | 0.0 |
43,062 | (2) | Zuora, Inc. | 599,854 | 0.1 |
150,677,103 | 13.9 | |||
Materials: 4.1% | ||||
11,995 | (2) | AdvanSix, Inc. | 239,780 | 0.0 |
16,401 | (2) | AgroFresh Solutions, Inc. | 37,230 | 0.0 |
80,766 | (2) | Alcoa Corp. | 1,861,656 | 0.2 |
55,180 | (1),(2) | Allegheny Technologies, Inc. | 925,369 | 0.1 |
12,949 | American Vanguard Corp. | 200,969 | 0.0 | |
45,848 | (1),(2) | Amyris, Inc. | 283,111 | 0.0 |
43,271 | (2) | Arconic Corp. | 1,289,476 | 0.1 |
39,229 | Avient Corp. | 1,580,144 | 0.2 | |
13,824 | Balchem Corp. | 1,592,801 | 0.2 | |
4,851 | Caledonia Mining Corp. PLC | 77,034 | 0.0 | |
20,705 | Carpenter Technology Corp. | 602,930 | 0.1 | |
22,070 | (2) | Century Aluminum Co. | 243,432 | 0.0 |
3,229 | Chase Corp. | 326,161 | 0.0 | |
6,933 | (2) | Clearwater Paper Corp. | 261,721 | 0.0 |
170,454 | (1) | Cleveland-Cliffs, Inc. | 2,481,810 | 0.2 |
104,640 | (1),(2) | Coeur Mining, Inc. | 1,083,024 | 0.1 |
51,258 | Commercial Metals Co. | 1,052,839 | 0.1 |
See Accompanying Notes to Financial Statements
70
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
14,730 | Compass Minerals International, Inc. | 909,136 | 0.1 | |
23,408 | Domtar Corp. | 740,863 | 0.1 | |
35,313 | (2) | Ferro Corp. | 516,629 | 0.1 |
30,512 | (2),(4),(5) | Ferroglobe PLC | – | – |
10,543 | (2) | Forterra, Inc. | 181,287 | 0.0 |
8,057 | (2),(4) | Fortitude Gold Corp. | 8,460 | 0.0 |
11,599 | FutureFuel Corp. | 147,307 | 0.0 | |
21,034 | (2) | GCP Applied Technologies, Inc. | 497,454 | 0.1 |
19,216 | Glatfelter Corp. | 314,758 | 0.0 | |
28,201 | Gold Resource Corp. | 82,065 | 0.0 | |
13,723 | Greif, Inc. - Class A | 643,334 | 0.1 | |
4,141 | Hawkins, Inc. | 216,616 | 0.0 | |
5,778 | Haynes International, Inc. | 137,748 | 0.0 | |
22,106 | HB Fuller Co. | 1,146,859 | 0.1 | |
225,998 | (1) | Hecla Mining Co. | 1,464,467 | 0.1 |
17,852 | (2) | Ingevity Corp. | 1,351,932 | 0.1 |
10,522 | Innospec, Inc. | 954,661 | 0.1 | |
4,712 | (2) | Intrepid Potash, Inc. | 113,795 | 0.0 |
6,870 | Kaiser Aluminum Corp. | 679,443 | 0.1 | |
8,898 | (2) | Koppers Holdings, Inc. | 277,262 | 0.0 |
13,591 | (2) | Kraton Corp. | 377,694 | 0.0 |
8,900 | Kronos Worldwide, Inc. | 132,699 | 0.0 | |
63,460 | (1),(2) | Livent Corp. | 1,195,586 | 0.1 |
47,092 | Louisiana-Pacific Corp. | 1,750,410 | 0.2 | |
36,461 | (2) | Marrone Bio Innovations, Inc. | 45,576 | 0.0 |
8,736 | Materion Corp. | 556,658 | 0.1 | |
14,706 | Minerals Technologies, Inc. | 913,537 | 0.1 | |
15,600 | Myers Industries, Inc. | 324,168 | 0.0 | |
7,098 | Neenah, Inc. | 392,661 | 0.0 | |
102,735 | (2) | Novagold Resources, Inc. | 993,447 | 0.1 |
67,477 | O-I Glass, Inc. | 802,976 | 0.1 | |
4,795 | (1) | Olympic Steel, Inc. | 63,917 | 0.0 |
26,218 | Orion Engineered Carbons SA | 449,377 | 0.0 | |
10,250 | (2) | Pactiv Evergreen, Inc. | 185,935 | 0.0 |
15,828 | PQ Group Holdings, Inc. | 225,707 | 0.0 | |
5,751 | (1) | Quaker Chemical Corp. | 1,457,246 | 0.1 |
13,088 | (2) | Ranpak Holdings Corp. | 175,903 | 0.0 |
26,627 | (2) | Rayonier Advanced Materials, Inc. | 173,608 | 0.0 |
6,928 | (2) | Ryerson Holding Corp. | 94,498 | 0.0 |
11,426 | Schnitzer Steel Industries, Inc. | 364,604 | 0.0 | |
13,254 | Schweitzer-Mauduit International, Inc. | 532,943 | 0.1 | |
18,157 | Sensient Technologies Corp. | 1,339,442 | 0.1 | |
9,304 | Stepan Co. | 1,110,153 | 0.1 | |
49,391 | (2) | Summit Materials, Inc. | 991,771 | 0.1 |
37,884 | SunCoke Energy, Inc. | 164,795 | 0.0 | |
19,668 | (2) | TimkenSteel Corp. | 91,850 | 0.0 |
11,915 | (2) | Trecora Resources | 83,286 | 0.0 |
11,664 | Tredegar Corp. | 194,789 | 0.0 | |
16,528 | Trinseo SA | 846,399 | 0.1 | |
38,502 | Tronox Holdings PLC | 562,899 | 0.1 | |
3,166 | (2) | UFP Technologies, Inc. | 147,536 | 0.0 |
936 | United States Lime & Minerals, Inc. | 106,704 | 0.0 | |
94,671 | (1) | United States Steel Corp. | 1,587,633 | 0.2 |
6,881 | (2) | US Concrete, Inc. | 275,034 | 0.0 |
13,627 | Verso Corp. | 163,797 | 0.0 | |
21,866 | Warrior Met Coal, Inc. | 466,183 | 0.1 | |
15,922 | Worthington Industries, Inc. | 817,435 | 0.1 | |
44,682,419 | 4.1 | |||
Real Estate: 6.1% | ||||
37,153 | Acadia Realty Trust | 527,201 | 0.1 | |
23,367 | (1) | Agree Realty Corp. | 1,555,775 | 0.1 |
31,724 | Alexander & Baldwin, Inc. | 545,018 | 0.1 | |
948 | Alexander's, Inc. | 262,928 | 0.0 | |
3,567 | Alpine Income Property Trust, Inc. | 53,469 | 0.0 | |
1,965 | (2) | Altisource Portfolio Solutions SA | 25,309 | 0.0 |
22,091 | American Assets Trust, Inc. | 637,988 | 0.1 | |
47,668 | American Finance Trust, Inc. | 354,173 | 0.0 | |
25,174 | Armada Hoffler Properties, Inc. | 282,452 | 0.0 | |
10,934 | Bluerock Residential Growth REIT, Inc. | 138,534 | 0.0 | |
9,774 | Broadstone Net Lease, Inc. | 191,375 | 0.0 | |
5,451 | BRT Apartments Corp. | 82,855 | 0.0 | |
41,612 | CareTrust REIT, Inc. | 922,954 | 0.1 | |
21,924 | CatchMark Timber Trust, Inc. | 205,209 | 0.0 | |
5,614 | Centerspace | 396,573 | 0.0 | |
20,305 | Chatham Lodging Trust | 219,294 | 0.0 | |
4,859 | CIM Commercial Trust Corp. | 69,192 | 0.0 | |
19,515 | City Office REIT, Inc. | 190,662 | 0.0 | |
8,396 | Clipper Realty, Inc. | 59,192 | 0.0 | |
207,652 | (1) | Colony Capital, Inc. | 998,806 | 0.1 |
49,426 | Columbia Property Trust, Inc. | 708,769 | 0.1 | |
9,419 | Community Healthcare Trust, Inc. | 443,729 | 0.0 | |
6,824 | CorEnergy Infrastructure Trust, Inc. | 46,744 | 0.0 | |
16,738 | CorePoint Lodging, Inc. | 115,157 | 0.0 | |
2,781 | CTO Realty Growth, Inc. | 117,247 | 0.0 | |
48,072 | (1),(2) | Cushman & Wakefield PLC | 712,908 | 0.1 |
86,780 | DiamondRock Hospitality Co. | 715,935 | 0.1 | |
104,242 | Diversified Healthcare Trust | 429,477 | 0.0 | |
34,631 | (1) | Easterly Government Properties, Inc. | 784,392 | 0.1 |
16,893 | EastGroup Properties, Inc. | 2,332,248 | 0.2 | |
41,144 | Essential Properties Realty Trust, Inc. | 872,253 | 0.1 | |
10,495 | (2) | eXp World Holdings, Inc. | 662,444 | 0.1 |
12,609 | Farmland Partners, Inc. | 109,698 | 0.0 | |
6,869 | (2) | Forestar Group, Inc. | 138,616 | 0.0 |
30,664 | Four Corners Property Trust, Inc. | 912,867 | 0.1 | |
44,538 | Franklin Street Properties Corp. | 194,631 | 0.0 | |
22,027 | Front Yard Residential Corp. | 356,837 | 0.0 | |
3,112 | (2) | FRP Holdings, Inc. | 141,752 | 0.0 |
50,239 | (1) | Geo Group, Inc./The | 445,118 | 0.0 |
14,968 | Getty Realty Corp. | 412,219 | 0.0 |
See Accompanying Notes to Financial Statements
71
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
14,686 | Gladstone Commercial Corp. | 264,348 | 0.0 | |
9,048 | (1) | Gladstone Land Corp. | 132,463 | 0.0 |
18,378 | Global Medical REIT, Inc. | 240,017 | 0.0 | |
39,520 | Global Net Lease, Inc. | 677,373 | 0.1 | |
58,146 | Healthcare Realty Trust, Inc. | 1,721,122 | 0.2 | |
14,652 | Hersha Hospitality Trust | 115,604 | 0.0 | |
40,778 | Independence Realty Trust, Inc. | 547,649 | 0.1 | |
1,261 | Indus Realty Trust, Inc. | 78,812 | 0.0 | |
28,616 | Industrial Logistics Properties Trust | 666,467 | 0.1 | |
9,253 | (1) | Innovative Industrial Properties, Inc. | 1,694,502 | 0.2 |
31,932 | (1) | iStar, Inc. | 474,190 | 0.0 |
52,540 | Kennedy-Wilson Holdings, Inc. | 939,941 | 0.1 | |
36,423 | Kite Realty Group Trust | 544,888 | 0.1 | |
119,315 | Lexington Realty Trust | 1,267,125 | 0.1 | |
16,748 | LTC Properties, Inc. | 651,665 | 0.1 | |
63,938 | (1) | Macerich Co. | 682,218 | 0.1 |
37,134 | Mack-Cali Realty Corp. | 462,690 | 0.0 | |
9,988 | (2) | Marcus & Millichap, Inc. | 371,853 | 0.0 |
41,790 | Monmouth Real Estate Investment Corp. | 723,803 | 0.1 | |
18,662 | National Health Investors, Inc. | 1,290,851 | 0.1 | |
27,347 | (1) | National Storage Affiliates Trust | 985,312 | 0.1 |
35,553 | New Senior Investment Group, Inc. | 184,165 | 0.0 | |
62,555 | Newmark Group, Inc. | 456,026 | 0.0 | |
9,466 | NexPoint Residential Trust, Inc. | 400,506 | 0.0 | |
20,909 | Office Properties Income Trust | 475,052 | 0.1 | |
7,355 | One Liberty Properties, Inc. | 147,615 | 0.0 | |
56,362 | (1) | Pebblebrook Hotel Trust | 1,059,606 | 0.1 |
90,565 | (1) | Physicians Realty Trust | 1,612,057 | 0.2 |
55,393 | Piedmont Office Realty Trust, Inc. | 899,028 | 0.1 | |
7,120 | Plymouth Industrial REIT, Inc. | 106,800 | 0.0 | |
28,591 | PotlatchDeltic Corp. | 1,430,122 | 0.1 | |
20,839 | Preferred Apartment Communities, Inc. | 154,209 | 0.0 | |
8,814 | PS Business Parks, Inc. | 1,171,116 | 0.1 | |
26,691 | (1) | QTS Realty Trust, Inc. | 1,651,639 | 0.2 |
4,186 | (2) | Rafael Holdings, Inc. | 97,617 | 0.0 |
7,761 | RE/MAX Holdings, Inc. | 281,957 | 0.0 | |
49,658 | (2) | Realogy Holdings Corp. | 651,513 | 0.1 |
42,254 | (2) | Redfin Corp. | 2,899,892 | 0.3 |
50,004 | Retail Opportunity Investments Corp. | 669,554 | 0.1 | |
93,166 | Retail Properties of America, Inc. | 797,501 | 0.1 | |
6,872 | Retail Value, Inc. | 102,187 | 0.0 | |
71,432 | RLJ Lodging Trust | 1,010,763 | 0.1 | |
6,840 | RMR Group, Inc. | 264,161 | 0.0 | |
35,435 | RPT Realty | 306,513 | 0.0 | |
21,796 | Ryman Hospitality Properties | 1,476,897 | 0.1 | |
88,652 | Sabra Healthcare REIT, Inc. | 1,539,885 | 0.1 | |
7,440 | (1) | Safehold, Inc. | 539,326 | 0.1 |
4,936 | Saul Centers, Inc. | 156,372 | 0.0 | |
14,711 | (1),(2) | Seritage Growth Properties | 215,957 | 0.0 |
71,071 | Service Properties Trust | 816,606 | 0.1 | |
67,419 | SITE Centers Corp. | 682,280 | 0.1 | |
14,169 | (1) | St. Joe Co. | 601,474 | 0.1 |
64,756 | STAG Industrial, Inc. | 2,028,158 | 0.2 | |
3,061 | (2) | Stratus Properties, Inc. | 78,055 | 0.0 |
45,307 | Summit Hotel Properties, Inc. | 408,216 | 0.0 | |
93,413 | Sunstone Hotel Investors, Inc. | 1,058,369 | 0.1 | |
39,242 | (1) | Tanger Factory Outlet Centers, Inc. | 390,850 | 0.0 |
9,796 | (2) | Tejon Ranch Co. | 141,552 | 0.0 |
29,258 | Terreno Realty Corp. | 1,711,886 | 0.2 | |
16,260 | UMH Properties, Inc. | 240,811 | 0.0 | |
83,389 | Uniti Group, Inc. | 978,153 | 0.1 | |
5,615 | Universal Health Realty Income Trust | 360,876 | 0.0 | |
51,047 | Urban Edge Properties | 660,548 | 0.1 | |
12,152 | Urstadt Biddle Properties, Inc. | 171,708 | 0.0 | |
36,334 | Washington Real Estate Investment Trust | 785,904 | 0.1 | |
17,932 | Whitestone REIT | 142,918 | 0.0 | |
49,259 | Xenia Hotels & Resorts, Inc. | 748,737 | 0.1 | |
65,670,030 | 6.1 | |||
Utilities: 2.9% | ||||
22,500 | ALLETE, Inc. | 1,393,650 | 0.1 | |
15,713 | American States Water Co. | 1,249,341 | 0.1 | |
3,334 | Artesian Resources Corp. | 123,625 | 0.0 | |
43,985 | (2) | Atlantic Power Corp. | 92,368 | 0.0 |
29,414 | Avista Corp. | 1,180,678 | 0.1 | |
26,870 | Black Hills Corp. | 1,651,162 | 0.2 | |
14,196 | (1) | Brookfield Infrastructure Corp. | 1,026,371 | 0.1 |
44,467 | (1) | Brookfield Renewable Corp. | 2,591,092 | 0.2 |
8,441 | (1),(2) | Cadiz, Inc. | 89,897 | 0.0 |
21,277 | California Water Service Group | 1,149,596 | 0.1 | |
6,987 | (1) | Chesapeake Utilities Corp. | 756,063 | 0.1 |
17,121 | Clearway Energy, Inc.-Class A | 505,926 | 0.0 | |
33,210 | Clearway Energy, Inc.-Class C | 1,060,395 | 0.1 | |
6,643 | Consolidated Water Co., Ltd. | 80,048 | 0.0 | |
6,106 | Global Water Resources, Inc. | 87,987 | 0.0 | |
15,984 | MGE Energy, Inc. | 1,119,360 | 0.1 | |
7,325 | Middlesex Water Co. | 530,843 | 0.1 | |
41,229 | (1) | New Jersey Resources Corp. | 1,465,691 | 0.1 |
13,145 | Northwest Natural Holding Co. | 604,539 | 0.1 | |
21,931 | NorthWestern Corp. | 1,278,797 | 0.1 | |
22,357 | ONE Gas, Inc. | 1,716,347 | 0.2 | |
17,196 | (1) | Ormat Technologies, Inc. | 1,552,455 | 0.1 |
17,568 | Otter Tail Corp. | 748,572 | 0.1 | |
33,847 | PNM Resources, Inc. | 1,642,595 | 0.2 | |
38,546 | Portland General Electric Co. | 1,648,612 | 0.2 | |
9,120 | (2) | Purecycle Corp. | 102,418 | 0.0 |
See Accompanying Notes to Financial Statements
72
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
3,842 | RGC Resources, Inc. | 91,363 | 0.0 | |
11,354 | SJW Group | 787,513 | 0.1 | |
43,410 | (1) | South Jersey Industries, Inc. | 935,486 | 0.1 |
24,071 | Southwest Gas Holdings, Inc. | 1,462,313 | 0.1 | |
21,610 | (1) | Spire, Inc. | 1,383,904 | 0.1 |
23,049 | (2) | Sunnova Energy International, Inc. | 1,040,201 | 0.1 |
6,268 | Unitil Corp. | 277,484 | 0.0 | |
5,539 | York Water Co. | 258,117 | 0.0 | |
31,684,809 | 2.9 | |||
Total Common Stock | ||||
(Cost $614,335,824) | 1,066,228,692 | 98.4 | ||
RIGHTS: –% | ||||
Communication Services: –% | ||||
46,399 | (2),(4),(5) | Media General, Inc. - CVR | – | – |
Consumer, Non-cyclical: –% | ||||
390 | (2),(4),(5) | GTX, Inc. - CVR | – | – |
Health Care: –% | ||||
4,590 | (2),(4),(5) | Aduro Biotech, Inc. - CVR | – | – |
37,288 | (1),(2),(4),(5) | Progenics Pharmaceuticals, Inc. - CVR | – | – |
– | – | |||
Total Rights | ||||
(Cost $800) | – | – | ||
WARRANTS: 0.0% | ||||
Health Care: 0.0% | ||||
154 | (2) | Pulse Biosciences, Inc. | 2,909 | 0.0 |
Total Warrants | ||||
(Cost $0) | 2,909 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $614,336,624) | 1,066,231,601 | 98.4 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 25.6% | ||||
Repurchase Agreements: 22.2% | ||||
13,165,591 | (6) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $13,165,735, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $13,428,903, due 02/03/21-11/20/70) | 13,165,591 | 1.2 |
8,275,511 | (6) | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $8,275,602, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $8,441,021, due 07/01/24-10/01/50) | 8,275,511 | 0.8 |
11,178,120 | (6) | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $11,178,414, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $11,737,026, due 03/01/21-11/20/40) | 11,178,120 | 1.0 |
39,069,853 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $39,070,153, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $39,851,250, due 01/25/21-10/15/62) | 39,069,853 | 3.6 |
13,371,828 | (6) | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $13,371,931, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.750%, Market Value plus accrued interest $13,639,265, due 01/14/21-01/20/69) | 13,371,828 | 1.3 |
23,607,499 | (6) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $23,607,835, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $24,080,016, due 01/31/21-05/15/49) | 23,607,499 | 2.2 |
See Accompanying Notes to Financial Statements
73
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
32,749,464 | (6) | Daiwa Capital Markets, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $32,749,715, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $33,404,453, due 01/26/21-01/01/51) | 32,749,464 | 3.0 |
5,394,421 | (6) | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $5,394,462, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,502,310, due 01/04/21-12/01/50) | 5,394,421 | 0.5 |
2,527,494 | (6) | Jefferies LLC, Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $2,527,511, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $2,578,044, due 03/02/21-08/15/29) | 2,527,494 | 0.2 |
15,276,271 | (6) | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $15,276,489, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $15,581,796, due 07/01/22-12/01/50) | 15,276,271 | 1.4 |
17,454,893 | (6) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $17,455,142, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $17,804,249, due 02/18/21-01/15/62) | 17,454,893 | 1.6 |
13,237,152 | (6) | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $13,237,341, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $13,506,785, due 02/28/25-05/31/25) | 13,237,152 | 1.2 |
4,284,309 | (6) | Royal Bank of Canada, Repurchase Agreement dated 12/31/20, 0.21%, due 01/04/21 (Repurchase Amount $4,284,408, collateralized by various U.S. Government Securities, 0.379%-10.200%, Market Value plus accrued interest $4,472,113, due 05/13/21-11/01/40) | 4,284,309 | 0.4 |
38,777,993 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $38,778,673, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $39,652,139, due 07/15/22-02/15/47) | 38,777,993 | 3.6 |
2,433,470 | (6) | Stonex Financial Inc., Repurchase Agreement dated 12/31/20, 0.14%, due 01/04/21 (Repurchase Amount $2,433,507, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,482,143, due 06/17/21-11/20/70) | 2,433,470 | 0.2 |
Total Repurchase Agreements | ||||
(Cost $240,803,869) | 240,803,869 | 22.2 |
See Accompanying Notes to Financial Statements
74
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Shares | Value | Percentage of Net Assets | ||
Mutual Funds(6): 3.4% | ||||
23,923,052 | (6),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 23,923,052 | 2.2 |
6,441,000 | (6),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 6,441,000 | 0.6 | |
6,430,000 | (6),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 6,430,000 | 0.6 | |
Total Mutual Funds | |||||
(Cost $36,794,052) | 36,794,052 | 3.4 | |||
Total Short-Term Investments | |||||
(Cost $277,597,921) | 277,597,921 | 25.6 | |||
Total Investments in Securities (Cost $891,934,545) | $ | 1,343,829,522 | 124.0 | ||
Liabilities in Excess of Other Assets | (260,199,280) | (24.0) | |||
Net Assets | $ | 1,083,630,242 | 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) | 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) | 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, 2020, 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, 2020. |
See Accompanying Notes to Financial Statements
75
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 28.0% | ||||
Basic Materials: 0.7% | ||||
1,000,000 | Air Products and Chemicals, Inc., 1.850%, 05/15/2027 | $ 1,059,808 | 0.0 | |
500,000 | Air Products and Chemicals, Inc., 2.050%, 05/15/2030 | 533,523 | 0.0 | |
1,000,000 | Air Products and Chemicals, Inc., 2.700%, 05/15/2040 | 1,077,778 | 0.1 | |
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | 1,153,284 | 0.1 | |
800,000 | Cabot Corp., 3.700%, 07/15/2022 | 827,950 | 0.0 | |
500,000 | (1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 571,796 | 0.0 |
750,000 | Dow Chemical Co/The, 2.100%, 11/15/2030 | 769,764 | 0.0 | |
750,000 | Dow Chemical Co/The, 3.600%, 11/15/2050 | 842,704 | 0.0 | |
500,000 | Dow Chemical Co/The, 4.250%, 10/01/2034 | 604,563 | 0.0 | |
1,000,000 | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | 1,453,217 | 0.1 | |
400,000 | Eastman Chemical Co., 4.650%, 10/15/2044 | 506,387 | 0.0 | |
280,000 | International Paper Co., 3.800%, 01/15/2026 | 317,599 | 0.0 | |
1,000,000 | International Paper Co., 4.350%, 08/15/2048 | 1,309,731 | 0.1 | |
500,000 | Linde, Inc./CT, 1.100%, 08/10/2030 | 495,148 | 0.0 | |
1,000,000 | Linde, Inc./CT, 2.200%, 08/15/2022 | 1,025,653 | 0.0 | |
500,000 | LYB International Finance BV, 4.000%, 07/15/2023 | 542,754 | 0.0 | |
1,000,000 | LYB International Finance III LLC, 1.250%, 10/01/2025 | 1,018,214 | 0.0 | |
750,000 | LYB International Finance III LLC, 3.375%, 10/01/2040 | 803,156 | 0.0 | |
250,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 311,350 | 0.0 | |
1,000,000 | Nucor Corp., 2.000%, 06/01/2025 | 1,059,909 | 0.0 | |
1,000,000 | Nutrien Ltd., 2.950%, 05/13/2030 | 1,101,356 | 0.1 | |
1,000,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 1,040,539 | 0.0 | |
500,000 | PPG Industries, Inc., 2.550%, 06/15/2030 | 537,505 | 0.0 | |
500,000 | Rio Tinto Finance USA Ltd., 3.750%, 06/15/2025 | 564,588 | 0.0 | |
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 1,056,322 | 0.0 | |
1,000,000 | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 1,135,224 | 0.1 | |
250,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 361,213 | 0.0 | |
350,000 | Southern Copper Corp., 6.750%, 04/16/2040 | 526,830 | 0.0 | |
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/2036 | 2,870,194 | 0.1 | |
25,478,059 | 0.7 | |||
Communications: 3.1% | ||||
1,000,000 | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 1,052,647 | 0.0 | |
1,000,000 | (2) | Alibaba Group Holding Ltd., 3.400%, 12/06/2027 | 1,119,727 | 0.0 |
1,000,000 | Alphabet, Inc., 1.100%, 08/15/2030 | 986,068 | 0.0 | |
2,000,000 | Alphabet, Inc., 1.900%, 08/15/2040 | 1,963,007 | 0.1 | |
1,000,000 | Amazon.com, Inc., 2.800%, 08/22/2024 | 1,082,552 | 0.0 | |
1,000,000 | Amazon.com, Inc., 3.150%, 08/22/2027 | 1,139,953 | 0.0 | |
1,000,000 | Amazon.com, Inc., 3.800%, 12/05/2024 | 1,125,121 | 0.0 | |
1,000,000 | Amazon.com, Inc., 4.800%, 12/05/2034 | 1,372,597 | 0.1 | |
2,000,000 | AT&T, Inc., 2.250%, 02/01/2032 | 2,031,576 | 0.1 | |
1,000,000 | AT&T, Inc., 2.300%, 06/01/2027 | 1,067,101 | 0.0 | |
2,359,000 | (1) | AT&T, Inc., 2.550%, 12/01/2033 | 2,430,960 | 0.1 |
2,000,000 | AT&T, Inc., 3.300%, 02/01/2052 | 1,983,063 | 0.1 | |
2,000,000 | AT&T, Inc., 3.500%, 06/01/2041 | 2,159,413 | 0.1 | |
5,086,000 | (1) | AT&T, Inc., 3.500%, 09/15/2053 | 5,086,279 | 0.2 |
1,770,000 | (1) | AT&T, Inc., 3.550%, 09/15/2055 | 1,764,083 | 0.1 |
1,000,000 | AT&T, Inc., 3.650%, 06/01/2051 | 1,047,143 | 0.0 | |
208,000 | (1) | AT&T, Inc., 3.650%, 09/15/2059 | 209,037 | 0.0 |
1,264,000 | (1) | AT&T, Inc., 3.800%, 12/01/2057 | 1,318,049 | 0.0 |
1,000,000 | AT&T, Inc., 4.500%, 05/15/2035 | 1,213,869 | 0.0 | |
500,000 | AT&T, Inc., 4.650%, 06/01/2044 | 601,892 | 0.0 | |
1,000,000 | Baidu, Inc., 1.720%, 04/09/2026 | 1,015,884 | 0.0 | |
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 527,250 | 0.0 |
See Accompanying Notes to Financial Statements
76
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.300%, 02/01/2032 | 500,749 | 0.0 | |
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 1,743,807 | 0.1 | |
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | 1,872,233 | 0.1 | |
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 1,419,996 | 0.1 | |
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/2024 | 1,099,956 | 0.0 | |
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/2040 | 2,245,121 | 0.1 | |
3,000,000 | Comcast Corp., 1.950%, 01/15/2031 | 3,087,649 | 0.1 | |
750,000 | Comcast Corp., 3.000%, 02/01/2024 | 807,706 | 0.0 | |
500,000 | Comcast Corp., 3.375%, 02/15/2025 | 553,365 | 0.0 | |
1,250,000 | Comcast Corp., 3.600%, 03/01/2024 | 1,375,728 | 0.1 | |
1,000,000 | Comcast Corp., 3.750%, 04/01/2040 | 1,204,909 | 0.0 | |
724,000 | Comcast Corp., 3.969%, 11/01/2047 | 906,834 | 0.0 | |
750,000 | Comcast Corp., 4.200%, 08/15/2034 | 941,282 | 0.0 | |
750,000 | Comcast Corp., 4.250%, 01/15/2033 | 942,266 | 0.0 | |
1,000,000 | Comcast Corp., 4.500%, 01/15/2043 | 1,322,716 | 0.0 | |
1,000,000 | Comcast Corp., 4.600%, 08/15/2045 | 1,353,055 | 0.1 | |
1,500,000 | Comcast Corp., 4.700%, 10/15/2048 | 2,090,115 | 0.1 | |
335,000 | Comcast Corp., 6.500%, 11/15/2035 | 518,528 | 0.0 | |
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | 2,373,568 | 0.1 | |
1,250,000 | Discovery Communications LLC, 3.625%, 05/15/2030 | 1,432,824 | 0.1 | |
250,000 | Discovery Communications LLC, 3.900%, 11/15/2024 | 277,452 | 0.0 | |
1,500,000 | eBay, Inc., 2.700%, 03/11/2030 | 1,615,326 | 0.1 | |
91,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 101,710 | 0.0 | |
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 655,256 | 0.0 | |
1,500,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.625%, 05/01/2022 | 1,564,937 | 0.1 | |
500,000 | Orange SA, 5.500%, 02/06/2044 | 730,042 | 0.0 | |
250,000 | Rogers Communications, Inc., 5.000%, 03/15/2044 | 343,288 | 0.0 | |
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | 578,926 | 0.0 | |
750,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 906,032 | 0.0 | |
1,000,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 1,041,195 | 0.0 |
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/2042 | 1,171,840 | 0.0 | |
300,000 | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | 311,600 | 0.0 | |
400,000 | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | 444,703 | 0.0 | |
300,000 | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | 384,867 | 0.0 | |
1,000,000 | Verizon Communications, Inc., 1.750%, 01/20/2031 | 996,221 | 0.0 | |
1,000,000 | Verizon Communications, Inc., 2.650%, 11/20/2040 | 1,011,383 | 0.0 | |
2,000,000 | Verizon Communications, Inc., 4.000%, 03/22/2050 | 2,426,268 | 0.1 | |
1,585,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,909,132 | 0.1 | |
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 2,059,807 | 0.1 | |
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 3,973,247 | 0.1 | |
1,636,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 2,211,044 | 0.1 | |
300,000 | ViacomCBS, Inc., 3.700%, 08/15/2024 | 329,048 | 0.0 | |
248,000 | ViacomCBS, Inc., 3.875%, 04/01/2024 | 271,217 | 0.0 | |
250,000 | ViacomCBS, Inc., 4.000%, 01/15/2026 | 286,247 | 0.0 | |
2,500,000 | ViacomCBS, Inc., 4.200%, 05/19/2032 | 3,016,539 | 0.1 | |
390,000 | ViacomCBS, Inc., 4.375%, 03/15/2043 | 460,760 | 0.0 | |
440,000 | ViacomCBS, Inc., 5.850%, 09/01/2043 | 612,063 | 0.0 | |
500,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 546,618 | 0.0 | |
2,000,000 | Vodafone Group PLC, 4.125%, 05/30/2025 | 2,287,933 | 0.1 | |
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/2037 | 1,442,960 | 0.1 | |
200,000 | Walt Disney Co/The, 1.750%, 08/30/2024 | 208,649 | 0.0 |
See Accompanying Notes to Financial Statements
77
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
1,000,000 | Walt Disney Co/The, 1.750%, 01/13/2026 | 1,048,544 | 0.0 | |
1,000,000 | Walt Disney Co/The, 2.200%, 01/13/2028 | 1,071,628 | 0.0 | |
2,000,000 | Walt Disney Co/The, 2.650%, 01/13/2031 | 2,193,275 | 0.1 | |
3,000,000 | Walt Disney Co/The, 3.500%, 05/13/2040 | 3,526,608 | 0.1 | |
1,000,000 | Walt Disney Co/The, 3.600%, 01/13/2051 | 1,213,841 | 0.0 | |
250,000 | Walt Disney Co/The, 4.750%, 09/15/2044 | 343,202 | 0.0 | |
1,000,000 | WPP Finance 2010, 3.625%, 09/07/2022 | 1,051,078 | 0.0 | |
104,714,164 | 3.1 | |||
Consumer, Cyclical: 1.5% | ||||
202,375 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 198,125 | 0.0 | |
821,856 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 807,578 | 0.0 | |
207,188 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 209,667 | 0.0 | |
1,049,739 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 1,039,598 | 0.0 | |
500,000 | American Honda Finance Corp., 2.300%, 09/09/2026 | 543,322 | 0.0 | |
2,000,000 | American Honda Finance Corp., 1.200%, 07/08/2025 | 2,047,620 | 0.1 | |
500,000 | AutoZone, Inc., 1.650%, 01/15/2031 | 497,412 | 0.0 | |
750,000 | AutoZone, Inc., 3.125%, 07/15/2023 | 794,068 | 0.0 | |
1,000,000 | (2) | BorgWarner, Inc., 2.650%, 07/01/2027 | 1,075,793 | 0.1 |
500,000 | Cummins, Inc., 1.500%, 09/01/2030 | 503,672 | 0.0 | |
250,000 | Cummins, Inc., 2.600%, 09/01/2050 | 255,408 | 0.0 | |
624,909 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/2024 | 640,852 | 0.0 | |
1,000,000 | General Motors Co., 5.400%, 10/02/2023 | 1,120,387 | 0.1 | |
750,000 | General Motors Co., 6.600%, 04/01/2036 | 1,026,688 | 0.0 | |
500,000 | General Motors Financial Co., Inc., 3.150%, 06/30/2022 | 517,792 | 0.0 | |
1,000,000 | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | 1,048,850 | 0.0 | |
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | 795,394 | 0.0 | |
500,000 | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | 556,340 | 0.0 | |
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 569,734 | 0.0 | |
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 1,179,686 | 0.1 | |
1,000,000 | Home Depot, Inc./The, 2.700%, 04/15/2030 | 1,116,413 | 0.1 | |
500,000 | Home Depot, Inc./The, 2.800%, 09/14/2027 | 556,974 | 0.0 | |
1,000,000 | Home Depot, Inc./The, 3.300%, 04/15/2040 | 1,179,496 | 0.1 | |
2,350,000 | Home Depot, Inc./The, 5.875%, 12/16/2036 | 3,565,112 | 0.1 | |
500,000 | Kohl's Corp., 4.250%, 07/17/2025 | 543,126 | 0.0 | |
500,000 | Lear Corp., 4.250%, 05/15/2029 | 572,077 | 0.0 | |
500,000 | Lear Corp., 5.250%, 05/15/2049 | 617,752 | 0.0 | |
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/2027 | 1,122,432 | 0.1 | |
500,000 | Lowe's Cos, Inc., 3.650%, 04/05/2029 | 583,622 | 0.0 | |
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/2022 | 506,642 | 0.0 | |
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/2023 | 516,425 | 0.0 | |
500,000 | McDonald's Corp., 3.700%, 01/30/2026 | 569,800 | 0.0 | |
400,000 | McDonald's Corp., 4.600%, 05/26/2045 | 519,090 | 0.0 | |
500,000 | McDonald's Corp., 4.700%, 12/09/2035 | 647,627 | 0.0 | |
325,000 | McDonalds Corp., 6.300%, 10/15/2037 | 489,801 | 0.0 | |
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/2023 | 1,328,365 | 0.1 | |
500,000 | NIKE, Inc., 2.375%, 11/01/2026 | 547,425 | 0.0 | |
500,000 | NIKE, Inc., 3.375%, 11/01/2046 | 593,647 | 0.0 | |
300,000 | O'Reilly Automotive, Inc., 3.800%, 09/01/2022 | 314,163 | 0.0 | |
1,250,000 | Starbucks Corp., 3.100%, 03/01/2023 | 1,320,766 | 0.1 | |
500,000 | Starbucks Corp., 3.550%, 08/15/2029 | 581,993 | 0.0 | |
400,000 | Tapestry, Inc., 4.250%, 04/01/2025 | 429,215 | 0.0 | |
750,000 | Target Corp., 2.900%, 01/15/2022 | 770,831 | 0.0 | |
1,000,000 | Target Corp., 3.500%, 07/01/2024 | 1,107,953 | 0.1 | |
1,000,000 | TJX Cos, Inc./The, 1.600%, 05/15/2031 | 1,015,548 | 0.0 | |
1,000,000 | Toyota Motor Credit Corp., 1.350%, 08/25/2023 | 1,026,991 | 0.0 | |
1,000,000 | Toyota Motor Credit Corp., 1.800%, 02/13/2025 | 1,049,015 | 0.0 |
See Accompanying Notes to Financial Statements
78
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
1,000,000 | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | 1,047,790 | 0.0 | |
1,000,000 | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | 1,124,273 | 0.1 | |
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | 562,265 | 0.0 | |
391,206 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/2027 | 392,865 | 0.0 | |
210,426 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | 208,589 | 0.0 | |
210,425 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 213,729 | 0.0 | |
908,244 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 904,786 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 276,634 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 3.800%, 11/18/2024 | 276,553 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 287,520 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 4.650%, 06/01/2046 | 279,353 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/2044 | 283,975 | 0.0 | |
500,000 | Walmart, Inc., 5.250%, 09/01/2035 | 729,085 | 0.0 | |
1,000,000 | Walmart, Inc., 3.300%, 04/22/2024 | 1,090,544 | 0.1 | |
1,000,000 | Walmart, Inc., 3.400%, 06/26/2023 | 1,074,221 | 0.0 | |
1,000,000 | Walmart, Inc., 3.550%, 06/26/2025 | 1,132,592 | 0.1 | |
1,000,000 | Walmart, Inc., 3.700%, 06/26/2028 | 1,178,106 | 0.1 | |
300,000 | Whirlpool Corp., 3.700%, 05/01/2025 | 333,157 | 0.0 | |
200,000 | Whirlpool Corp., 4.000%, 03/01/2024 | 219,731 | 0.0 | |
50,236,055 | 1.5 | |||
Consumer, Non-cyclical: 4.8% | ||||
1,000,000 | Abbott Laboratories, 1.400%, 06/30/2030 | 1,016,762 | 0.0 | |
284,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 332,865 | 0.0 | |
339,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 467,183 | 0.0 | |
500,000 | Abbott Laboratories, 4.750%, 04/15/2043 | 702,749 | 0.0 | |
1,000,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,481,006 | 0.1 | |
500,000 | AbbVie, Inc., 2.800%, 03/15/2023 | 523,143 | 0.0 | |
1,500,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 1,663,459 | 0.1 | |
1,000,000 | AbbVie, Inc., 3.200%, 11/21/2029 | 1,121,835 | 0.1 | |
500,000 | AbbVie, Inc., 3.250%, 10/01/2022 | 520,984 | 0.0 | |
500,000 | AbbVie, Inc., 3.450%, 03/15/2022 | 515,791 | 0.0 | |
1,250,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 1,393,696 | 0.1 | |
750,000 | AbbVie, Inc., 3.800%, 03/15/2025 | 837,317 | 0.0 | |
1,000,000 | AbbVie, Inc., 4.050%, 11/21/2039 | 1,209,759 | 0.1 | |
1,000,000 | AbbVie, Inc., 4.250%, 11/21/2049 | 1,257,841 | 0.1 | |
500,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 616,320 | 0.0 | |
500,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 636,638 | 0.0 | |
1,000,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,256,886 | 0.1 | |
750,000 | AbbVie, Inc., 4.550%, 03/15/2035 | 950,377 | 0.0 | |
500,000 | Aetna, Inc., 2.750%, 11/15/2022 | 518,638 | 0.0 | |
250,000 | Aetna, Inc., 3.500%, 11/15/2024 | 274,628 | 0.0 | |
300,000 | Aetna, Inc., 4.500%, 05/15/2042 | 369,857 | 0.0 | |
500,000 | Altria Group, Inc., 2.950%, 05/02/2023 | 527,243 | 0.0 | |
1,000,000 | Altria Group, Inc., 4.000%, 01/31/2024 | 1,099,271 | 0.0 | |
300,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 335,769 | 0.0 | |
750,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 899,939 | 0.0 | |
500,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 658,807 | 0.0 | |
2,000,000 | AmerisourceBergen Corp., 2.800%, 05/15/2030 | 2,175,888 | 0.1 | |
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/2045 | 304,736 | 0.0 | |
500,000 | Amgen, Inc., 2.250%, 08/19/2023 | 525,394 | 0.0 | |
2,000,000 | Amgen, Inc., 2.300%, 02/25/2031 | 2,135,644 | 0.1 | |
1,000,000 | Amgen, Inc., 3.150%, 02/21/2040 | 1,102,452 | 0.0 | |
1,500,000 | Amgen, Inc., 4.400%, 05/01/2045 | 1,906,096 | 0.1 | |
3,500,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 4,569,307 | 0.2 | |
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 06/01/2030 | 1,738,699 | 0.1 | |
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | 284,425 | 0.0 | |
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 4.350%, 06/01/2040 | 1,842,986 | 0.1 | |
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 4.500%, 06/01/2050 | 1,890,735 | 0.1 |
See Accompanying Notes to Financial Statements
79
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | 1,294,339 | 0.1 | |
250,000 | Anthem, Inc., 3.500%, 08/15/2024 | 274,397 | 0.0 | |
1,000,000 | Anthem, Inc., 3.650%, 12/01/2027 | 1,153,402 | 0.1 | |
750,000 | Anthem, Inc., 4.101%, 03/01/2028 | 887,089 | 0.0 | |
250,000 | Anthem, Inc., 4.650%, 08/15/2044 | 329,104 | 0.0 | |
100,000 | AstraZeneca PLC, 3.500%, 08/17/2023 | 107,818 | 0.0 | |
1,000,000 | AstraZeneca PLC, 4.000%, 01/17/2029 | 1,191,833 | 0.1 | |
1,000,000 | AstraZeneca PLC, 4.375%, 08/17/2048 | 1,339,495 | 0.1 | |
1,400,000 | AstraZeneca PLC, 6.450%, 09/15/2037 | 2,159,625 | 0.1 | |
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | 563,179 | 0.0 | |
1,000,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 1,083,138 | 0.0 | |
224,000 | Baxalta, Inc., 4.000%, 06/23/2025 | 253,212 | 0.0 | |
1,870,000 | Becton Dickinson & Co., 3.125%, 11/08/2021 | 1,911,668 | 0.1 | |
750,000 | Biogen, Inc., 4.050%, 09/15/2025 | 859,823 | 0.0 | |
500,000 | Boston Scientific Corp., 1.900%, 06/01/2025 | 525,424 | 0.0 | |
500,000 | Boston Scientific Corp., 2.650%, 06/01/2030 | 536,931 | 0.0 | |
200,000 | Boston Scientific Corp., 3.375%, 05/15/2022 | 208,370 | 0.0 | |
1,000,000 | Bristol-Myers Squibb Co., 1.125%, 11/13/2027 | 1,010,610 | 0.0 | |
1,000,000 | Bristol-Myers Squibb Co., 2.350%, 11/13/2040 | 1,029,198 | 0.0 | |
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | 581,853 | 0.0 | |
250,000 | Bristol-Myers Squibb Co., 3.625%, 05/15/2024 | 274,172 | 0.0 | |
500,000 | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 571,050 | 0.0 | |
1,000,000 | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | 1,184,231 | 0.1 | |
1,000,000 | Bristol-Myers Squibb Co., 4.000%, 08/15/2023 | 1,095,369 | 0.0 | |
500,000 | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | 682,729 | 0.0 | |
500,000 | Bristol-Myers Squibb Co., 5.000%, 08/15/2045 | 724,172 | 0.0 | |
1,000,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 1,103,629 | 0.0 | |
500,000 | Cardinal Health, Inc., 3.200%, 03/15/2023 | 529,202 | 0.0 | |
500,000 | Cardinal Health, Inc., 4.900%, 09/15/2045 | 616,999 | 0.0 | |
750,000 | Cigna Corp., 3.250%, 04/15/2025 | 824,247 | 0.0 | |
500,000 | Cigna Corp., 3.400%, 03/01/2027 | 564,476 | 0.0 | |
250,000 | Cigna Corp., 3.500%, 06/15/2024 | 273,360 | 0.0 | |
1,000,000 | Cigna Corp., 4.800%, 08/15/2038 | 1,303,691 | 0.1 | |
500,000 | Cigna Corp., 4.800%, 07/15/2046 | 659,597 | 0.0 | |
500,000 | Cigna Corp., 4.900%, 12/15/2048 | 687,599 | 0.0 | |
1,000,000 | Clorox Co/The, 1.800%, 05/15/2030 | 1,033,586 | 0.0 | |
750,000 | Clorox Co/The, 3.050%, 09/15/2022 | 780,233 | 0.0 | |
1,000,000 | Coca-Cola Co., 1.650%, 06/01/2030 | 1,027,098 | 0.0 | |
1,000,000 | Coca-Cola Co., 2.500%, 03/15/2051 | 1,033,395 | 0.0 | |
1,000,000 | Coca-Cola Co., 2.900%, 05/25/2027 | 1,116,089 | 0.1 | |
1,000,000 | Coca-Cola Co., 3.200%, 11/01/2023 | 1,084,849 | 0.0 | |
750,000 | Colgate-Palmolive Co., 2.250%, 11/15/2022 | 778,109 | 0.0 | |
222,000 | Conagra Brands, Inc., 3.200%, 01/25/2023 | 233,622 | 0.0 | |
1,000,000 | Constellation Brands, Inc., 3.200%, 02/15/2023 | 1,056,968 | 0.0 | |
1,500,000 | CVS Health Corp., 2.700%, 08/21/2040 | 1,519,803 | 0.1 | |
750,000 | CVS Health Corp., 2.750%, 12/01/2022 | 779,902 | 0.0 | |
250,000 | CVS Health Corp., 3.375%, 08/12/2024 | 273,206 | 0.0 | |
137,000 | CVS Health Corp., 3.700%, 03/09/2023 | 146,699 | 0.0 | |
443,000 | CVS Health Corp., 3.875%, 07/20/2025 | 502,293 | 0.0 | |
1,000,000 | CVS Health Corp., 4.300%, 03/25/2028 | 1,191,025 | 0.1 | |
1,000,000 | CVS Health Corp., 4.780%, 03/25/2038 | 1,263,403 | 0.1 | |
2,000,000 | CVS Health Corp., 5.050%, 03/25/2048 | 2,710,792 | 0.1 | |
1,000,000 | CVS Health Corp., 5.125%, 07/20/2045 | 1,346,415 | 0.1 | |
200,000 | CVS Health Corp., 5.300%, 12/05/2043 | 270,916 | 0.0 | |
2,000,000 | Diageo Capital PLC, 2.125%, 04/29/2032 | 2,114,473 | 0.1 | |
1,000,000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 1,078,691 | 0.0 | |
1,000,000 | Diageo Capital PLC, 3.875%, 05/18/2028 | 1,167,393 | 0.1 | |
3,750,000 | Eli Lilly and Co., 2.250%, 05/15/2050 | 3,690,085 | 0.1 | |
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | 333,656 | 0.0 | |
350,000 | Flowers Foods, Inc., 4.375%, 04/01/2022 | 362,519 | 0.0 | |
750,000 | General Mills, Inc., 4.150%, 02/15/2043 | 939,034 | 0.0 |
See Accompanying Notes to Financial Statements
80
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 526,406 | 0.0 | |
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 828,797 | 0.0 | |
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/2026 | 295,519 | 0.0 | |
150,000 | Gilead Sciences, Inc., 3.700%, 04/01/2024 | 163,541 | 0.0 | |
250,000 | Gilead Sciences, Inc., 4.150%, 03/01/2047 | 305,402 | 0.0 | |
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/2045 | 255,633 | 0.0 | |
750,000 | Gilead Sciences, Inc., 4.750%, 03/01/2046 | 994,122 | 0.0 | |
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/2044 | 462,038 | 0.0 | |
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 789,474 | 0.0 | |
750,000 | Hershey Co/The, 2.300%, 08/15/2026 | 813,783 | 0.0 | |
1,750,000 | Humana, Inc., 3.850%, 10/01/2024 | 1,938,397 | 0.1 | |
500,000 | Humana, Inc., 4.950%, 10/01/2044 | 674,419 | 0.0 | |
1,000,000 | Johnson & Johnson, 2.450%, 03/01/2026 | 1,088,328 | 0.0 | |
1,000,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 1,128,523 | 0.1 | |
500,000 | Johnson & Johnson, 2.950%, 03/03/2027 | 563,261 | 0.0 | |
1,000,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 1,224,126 | 0.1 | |
500,000 | Johnson & Johnson, 3.700%, 03/01/2046 | 637,671 | 0.0 | |
500,000 | Johnson & Johnson, 3.750%, 03/03/2047 | 642,773 | 0.0 | |
1,000,000 | Kellogg Co., 2.100%, 06/01/2030 | 1,051,587 | 0.0 | |
500,000 | Kellogg Co., 3.250%, 04/01/2026 | 562,900 | 0.0 | |
250,000 | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | 280,422 | 0.0 | |
350,000 | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | 450,594 | 0.0 | |
1,000,000 | Kroger Co., 2.650%, 10/15/2026 | 1,093,437 | 0.0 | |
250,000 | Kroger Co/The, 4.450%, 02/01/2047 | 315,149 | 0.0 | |
879,000 | Kroger Co/The, 7.500%, 04/01/2031 | 1,294,960 | 0.1 | |
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 257,476 | 0.0 | |
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 328,417 | 0.0 | |
1,000,000 | McKesson Corp., 0.900%, 12/03/2025 | 1,005,761 | 0.0 | |
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | 332,914 | 0.0 | |
311,000 | Medtronic, Inc., 3.500%, 03/15/2025 | 349,080 | 0.0 | |
716,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 964,523 | 0.0 | |
72,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 102,156 | 0.0 | |
1,000,000 | Merck & Co., Inc., 0.750%, 02/24/2026 | 1,011,789 | 0.0 | |
1,000,000 | Merck & Co., Inc., 1.450%, 06/24/2030 | 1,011,019 | 0.0 | |
250,000 | Merck & Co., Inc., 3.700%, 02/10/2045 | 312,602 | 0.0 | |
1,000,000 | Merck & Co., Inc., 3.900%, 03/07/2039 | 1,262,929 | 0.1 | |
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/2043 | 1,300,711 | 0.1 | |
500,000 | Molson Coors Beverage Co., 5.000%, 05/01/2042 | 626,648 | 0.0 | |
1,000,000 | Mondelez International, Inc., 2.750%, 04/13/2030 | 1,099,108 | 0.0 | |
200,000 | Mylan, Inc., 4.200%, 11/29/2023 | 218,892 | 0.0 | |
500,000 | Novartis Capital Corp., 2.200%, 08/14/2030 | 537,178 | 0.0 | |
500,000 | Novartis Capital Corp., 2.400%, 05/17/2022 | 513,948 | 0.0 | |
500,000 | Novartis Capital Corp., 2.750%, 08/14/2050 | 548,523 | 0.0 | |
500,000 | Novartis Capital Corp., 3.100%, 05/17/2027 | 562,410 | 0.0 | |
500,000 | Novartis Capital Corp., 3.400%, 05/06/2024 | 548,943 | 0.0 | |
1,000,000 | PayPal Holdings, Inc., 1.650%, 06/01/2025 | 1,045,663 | 0.0 | |
1,000,000 | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 1,072,005 | 0.0 | |
2,500,000 | PepsiCo, Inc., 1.625%, 05/01/2030 | 2,567,659 | 0.1 | |
500,000 | PepsiCo, Inc., 2.250%, 05/02/2022 | 512,838 | 0.0 | |
1,000,000 | PepsiCo, Inc., 3.600%, 03/01/2024 | 1,091,867 | 0.0 | |
500,000 | PepsiCo, Inc., 4.000%, 03/05/2042 | 648,046 | 0.0 | |
250,000 | PepsiCo, Inc., 4.250%, 10/22/2044 | 326,519 | 0.0 | |
750,000 | Perrigo Finance Unlimited Co., 3.900%, 12/15/2024 | 825,448 | 0.0 | |
1,000,000 | Pfizer, Inc., 3.450%, 03/15/2029 | 1,169,049 | 0.1 | |
1,000,000 | Pfizer, Inc., 3.900%, 03/15/2039 | 1,256,482 | 0.1 | |
1,000,000 | Pfizer, Inc., 4.100%, 09/15/2038 | 1,280,034 | 0.1 | |
500,000 | Pfizer, Inc., 4.125%, 12/15/2046 | 655,241 | 0.0 | |
500,000 | Pfizer, Inc., 4.000%, 12/15/2036 | 634,001 | 0.0 | |
1,000,000 | Pfizer, Inc., 4.300%, 06/15/2043 | 1,312,691 | 0.1 | |
500,000 | Philip Morris International, Inc., 2.125%, 05/10/2023 | 519,631 | 0.0 | |
750,000 | Philip Morris International, Inc., 2.500%, 11/02/2022 | 778,565 | 0.0 | |
500,000 | Philip Morris International, Inc., 2.625%, 02/18/2022 | 512,427 | 0.0 | |
500,000 | (2) | Philip Morris International, Inc., 3.125%, 03/02/2028 | 561,233 | 0.0 |
250,000 | Philip Morris International, Inc., 3.250%, 11/10/2024 | 275,436 | 0.0 |
See Accompanying Notes to Financial Statements
81
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 588,750 | 0.0 | |
1,000,000 | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | 1,097,173 | 0.0 | |
500,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 632,788 | 0.0 | |
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,619,541 | 0.1 | |
1,000,000 | Sanofi, 3.625%, 06/19/2028 | 1,165,133 | 0.1 | |
204,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 206,685 | 0.0 | |
500,000 | Stryker Corp., 3.500%, 03/15/2026 | 566,320 | 0.0 | |
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/2024 | 275,892 | 0.0 | |
750,000 | Tyson Foods, Inc., 3.550%, 06/02/2027 | 857,576 | 0.0 | |
150,000 | Unilever Capital Corp., 2.600%, 05/05/2024 | 159,899 | 0.0 | |
500,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 543,454 | 0.0 | |
1,000,000 | Unilever Capital Corp., 3.500%, 03/22/2028 | 1,159,208 | 0.1 | |
1,000,000 | UnitedHealth Group, Inc., 2.000%, 05/15/2030 | 1,061,083 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | 523,377 | 0.0 | |
1,000,000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 1,084,614 | 0.0 | |
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 307,283 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | 528,857 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.900%, 05/15/2050 | 553,604 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 562,300 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | 560,851 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 3.125%, 05/15/2060 | 580,458 | 0.0 | |
1,000,000 | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | 1,079,544 | 0.0 | |
1,000,000 | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | 1,189,236 | 0.1 | |
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | 1,331,428 | 0.1 | |
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | 335,684 | 0.0 | |
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | 352,618 | 0.0 | |
1,000,000 | Zoetis, Inc., 2.000%, 05/15/2030 | 1,036,073 | 0.0 | |
1,000,000 | Zoetis, Inc., 3.000%, 05/15/2050 | 1,105,922 | 0.0 | |
500,000 | Zoetis, Inc., 4.500%, 11/13/2025 | 584,137 | 0.0 | |
165,865,022 | 4.8 | |||
Energy: 2.3% | ||||
1,000,000 | Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.138%, 11/07/2029 | 1,098,805 | 0.0 | |
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | 279,260 | 0.0 | |
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 591,902 | 0.0 | |
500,000 | (2) | BP Capital Markets America, Inc., 2.112%, 09/16/2021 | 505,744 | 0.0 |
500,000 | BP Capital Markets America, Inc., 2.520%, 09/19/2022 | 517,437 | 0.0 | |
1,000,000 | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | 1,055,164 | 0.0 | |
500,000 | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | 552,202 | 0.0 | |
250,000 | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | 276,793 | 0.0 | |
500,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 536,534 | 0.0 | |
1,000,000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 1,173,244 | 0.1 | |
250,000 | BP Capital Markets PLC, 3.535%, 11/04/2024 | 276,834 | 0.0 | |
500,000 | BP Capital Markets PLC, 3.814%, 02/10/2024 | 549,171 | 0.0 | |
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | 272,353 | 0.0 | |
500,000 | (2) | Chevron Corp., 2.100%, 05/16/2021 | 502,737 | 0.0 |
500,000 | Chevron Corp., 2.566%, 05/16/2023 | 525,298 | 0.0 | |
500,000 | Chevron Corp., 2.895%, 03/03/2024 | 536,259 | 0.0 | |
500,000 | Chevron Corp., 2.954%, 05/16/2026 | 554,874 | 0.0 | |
1,000,000 | Chevron Corp., 2.978%, 05/11/2040 | 1,107,926 | 0.1 | |
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/2023 | 520,390 | 0.0 |
See Accompanying Notes to Financial Statements
82
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
750,000 | CNOOC Finance 2014 ULC, 4.250%, 04/30/2024 | 815,430 | 0.0 | |
250,000 | CNOOC Finance 2014 ULC, 4.875%, 04/30/2044 | 310,472 | 0.0 | |
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/2025 | 809,394 | 0.0 | |
129,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 149,928 | 0.0 | |
500,000 | ConocoPhillips Co., 4.300%, 11/15/2044 | 637,197 | 0.0 | |
2,000,000 | ConocoPhillips, 6.500%, 02/01/2039 | 3,093,237 | 0.1 | |
500,000 | Ecopetrol SA, 4.125%, 01/16/2025 | 544,380 | 0.0 | |
250,000 | Enbridge, Inc., 3.500%, 06/10/2024 | 271,356 | 0.0 | |
250,000 | Enbridge, Inc., 4.500%, 06/10/2044 | 292,260 | 0.0 | |
500,000 | Energy Transfer Operating L.P., 3.600%, 02/01/2023 | 523,926 | 0.0 | |
800,000 | Energy Transfer Operating L.P., 6.125%, 12/15/2045 | 950,321 | 0.0 | |
1,809,000 | Energy Transfer Operating L.P., 6.500%, 02/01/2042 | 2,211,162 | 0.1 | |
500,000 | (2) | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 502,460 | 0.0 |
1,000,000 | Enterprise Products Operating LLC, 3.200%, 02/15/2052 | 1,019,791 | 0.0 | |
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 566,614 | 0.0 | |
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 112,069 | 0.0 | |
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | 576,329 | 0.0 | |
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | 363,635 | 0.0 | |
1,100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | 1,366,682 | 0.1 | |
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,230,976 | 0.1 | |
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 2,036,014 | 0.1 | |
250,000 | EOG Resources, Inc., 4.150%, 01/15/2026 | 290,217 | 0.0 | |
1,000,000 | Equinor ASA, 2.375%, 05/22/2030 | 1,071,086 | 0.0 | |
250,000 | Equinor ASA, 2.750%, 11/10/2021 | 255,052 | 0.0 | |
500,000 | (2) | Equinor ASA, 3.625%, 09/10/2028 | 582,765 | 0.0 |
500,000 | Equinor ASA, 3.950%, 05/15/2043 | 611,816 | 0.0 | |
500,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 524,007 | 0.0 | |
500,000 | Exxon Mobil Corp., 3.043%, 03/01/2026 | 554,248 | 0.0 | |
500,000 | Exxon Mobil Corp., 4.114%, 03/01/2046 | 620,269 | 0.0 | |
500,000 | (2) | Halliburton Co., 2.920%, 03/01/2030 | 527,526 | 0.0 |
27,000 | Halliburton Co., 3.500%, 08/01/2023 | 28,861 | 0.0 | |
31,000 | Halliburton Co., 3.800%, 11/15/2025 | 34,782 | 0.0 | |
500,000 | Halliburton Co., 4.750%, 08/01/2043 | 565,809 | 0.0 | |
500,000 | Halliburton Co., 4.850%, 11/15/2035 | 583,720 | 0.0 | |
1,000,000 | Hess Corp., 5.600%, 02/15/2041 | 1,220,398 | 0.1 | |
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/2021 | 500,000 | 0.0 | |
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | 534,619 | 0.0 | |
167,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/2022 | 175,323 | 0.0 | |
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 442,243 | 0.0 | |
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 499,630 | 0.0 | |
1,325,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | 1,815,069 | 0.1 | |
750,000 | (2) | Kinder Morgan, Inc., 2.000%, 02/15/2031 | 758,507 | 0.0 |
500,000 | Kinder Morgan, Inc., 4.300%, 06/01/2025 | 570,725 | 0.0 | |
500,000 | Kinder Morgan, Inc., 5.050%, 02/15/2046 | 612,825 | 0.0 | |
500,000 | Kinder Morgan, Inc., 5.550%, 06/01/2045 | 642,588 | 0.0 | |
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | 1,659,883 | 0.1 | |
250,000 | Marathon Oil Corp., 3.850%, 06/01/2025 | 268,207 | 0.0 | |
500,000 | Marathon Oil Corp., 5.200%, 06/01/2045 | 573,473 | 0.0 | |
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 459,093 | 0.0 | |
1,000,000 | MPLX L.P., 4.000%, 03/15/2028 | 1,150,781 | 0.1 | |
1,000,000 | MPLX L.P., 4.875%, 12/01/2024 | 1,147,789 | 0.1 | |
300,000 | Noble Energy, Inc., 3.900%, 11/15/2024 | 334,780 | 0.0 | |
700,000 | Noble Energy, Inc., 5.050%, 11/15/2044 | 984,817 | 0.0 | |
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 1,218,417 | 0.1 | |
500,000 | (2) | Petroleos Mexicanos, 4.875%, 01/18/2024 | 525,930 | 0.0 |
1,500,000 | (2) | Phillips 66, 3.900%, 03/15/2028 | 1,731,391 | 0.1 |
250,000 | Phillips 66, 4.650%, 11/15/2034 | 302,988 | 0.0 | |
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | 518,878 | 0.0 |
See Accompanying Notes to Financial Statements
83
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 838,837 | 0.0 | |
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 259,794 | 0.0 | |
1,500,000 | Schlumberger Investment SA, 2.650%, 06/26/2030 | 1,606,840 | 0.1 | |
500,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 504,956 | 0.0 | |
1,040,000 | Shell International Finance BV, 2.875%, 05/10/2026 | 1,151,646 | 0.1 | |
1,000,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 1,108,891 | 0.1 | |
500,000 | Shell International Finance BV, 3.750%, 09/12/2046 | 605,526 | 0.0 | |
1,500,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 1,877,290 | 0.1 | |
250,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 329,422 | 0.0 | |
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 702,226 | 0.0 | |
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/2038 | 2,021,915 | 0.1 | |
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/2023 | 521,894 | 0.0 | |
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/2043 | 518,113 | 0.0 | |
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/2021 | 2,016,975 | 0.1 | |
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 530,978 | 0.0 | |
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | 2,446,102 | 0.1 | |
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | 1,559,421 | 0.1 | |
1,000,000 | Valero Energy Corp., 6.625%, 06/15/2037 | 1,330,225 | 0.1 | |
400,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 454,538 | 0.0 | |
500,000 | Williams Cos, Inc./The, 4.300%, 03/04/2024 | 552,033 | 0.0 | |
500,000 | Williams Cos, Inc./The, 5.100%, 09/15/2045 | 618,464 | 0.0 | |
500,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 618,425 | 0.0 | |
77,889,583 | 2.3 | |||
Financial: 9.5% | ||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/2023 | 1,078,893 | 0.0 | |
500,000 | Air Lease Corp., 3.000%, 09/15/2023 | 526,154 | 0.0 | |
500,000 | Air Lease Corp., 3.500%, 01/15/2022 | 514,623 | 0.0 | |
500,000 | Allstate Corp./The, 1.450%, 12/15/2030 | 499,194 | 0.0 | |
1,000,000 | Allstate Corp./The, 3.280%, 12/15/2026 | 1,142,812 | 0.1 | |
1,000,000 | American Campus Communities Operating Partnership L.P., 3.875%, 01/30/2031 | 1,133,924 | 0.1 | |
750,000 | American Express Co., 3.000%, 10/30/2024 | 819,442 | 0.0 | |
1,000,000 | American Express Co., 3.400%, 02/27/2023 | 1,063,770 | 0.0 | |
500,000 | American Express Credit Corp., 2.700%, 03/03/2022 | 512,887 | 0.0 | |
1,000,000 | American Express Credit Corp., 3.300%, 05/03/2027 | 1,137,818 | 0.1 | |
500,000 | American International Group, Inc., 3.300%, 03/01/2021 | 501,056 | 0.0 | |
1,000,000 | American International Group, Inc., 3.750%, 07/10/2025 | 1,124,398 | 0.1 | |
1,000,000 | American International Group, Inc., 4.375%, 06/30/2050 | 1,309,430 | 0.1 | |
900,000 | American International Group, Inc., 4.500%, 07/16/2044 | 1,153,038 | 0.1 | |
250,000 | American International Group, Inc., 4.700%, 07/10/2035 | 323,116 | 0.0 | |
500,000 | American Tower Corp., 3.375%, 10/15/2026 | 562,085 | 0.0 | |
1,000,000 | American Tower Corp., 3.500%, 01/31/2023 | 1,061,071 | 0.0 | |
750,000 | American Tower Corp., 3.550%, 07/15/2027 | 849,217 | 0.0 | |
500,000 | Aon Corp., 3.750%, 05/02/2029 | 583,853 | 0.0 | |
1,000,000 | Aon PLC, 4.450%, 05/24/2043 | 1,222,539 | 0.1 | |
500,000 | Aon PLC, 4.600%, 06/14/2044 | 664,619 | 0.0 | |
500,000 | Aon PLC, 4.750%, 05/15/2045 | 678,204 | 0.0 | |
400,000 | (2) | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | 457,792 | 0.0 |
500,000 | AvalonBay Communities, Inc., 2.300%, 03/01/2030 | 533,604 | 0.0 | |
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | 522,135 | 0.0 | |
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/2022 | 519,075 | 0.0 | |
600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 631,899 | 0.0 | |
800,000 | Banco Santander SA, 3.500%, 04/11/2022 | 830,845 | 0.0 |
See Accompanying Notes to Financial Statements
84
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
600,000 | Banco Santander SA, 3.800%, 02/23/2028 | 679,706 | 0.0 | |
400,000 | Banco Santander SA, 4.250%, 04/11/2027 | 462,919 | 0.0 | |
400,000 | Banco Santander SA, 5.179%, 11/19/2025 | 469,436 | 0.0 | |
2,000,000 | (3) | Bank of America Corp., 1.898%, 07/23/2031 | 2,021,271 | 0.1 |
500,000 | (3) | Bank of America Corp., 2.496%, 02/13/2031 | 531,178 | 0.0 |
2,000,000 | (3) | Bank of America Corp., 2.592%, 04/29/2031 | 2,144,963 | 0.1 |
2,500,000 | (3) | Bank of America Corp., 2.676%, 06/19/2041 | 2,608,685 | 0.1 |
1,000,000 | (3) | Bank of America Corp., 2.738%, 01/23/2022 | 1,001,225 | 0.0 |
500,000 | (3) | Bank of America Corp., 2.881%, 04/24/2023 | 516,044 | 0.0 |
1,000,000 | (3) | Bank of America Corp., 3.093%, 10/01/2025 | 1,082,908 | 0.0 |
2,000,000 | Bank of America Corp., 3.300%, 01/11/2023 | 2,120,935 | 0.1 | |
2,384,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 2,697,166 | 0.1 |
1,000,000 | Bank of America Corp., 3.500%, 04/19/2026 | 1,133,892 | 0.1 | |
500,000 | (3) | Bank of America Corp., 3.550%, 03/05/2024 | 534,389 | 0.0 |
1,020,000 | (3) | Bank of America Corp., 3.824%, 01/20/2028 | 1,171,776 | 0.1 |
1,500,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,691,534 | 0.1 | |
1,280,000 | Bank of America Corp., 4.183%, 11/25/2027 | 1,485,711 | 0.1 | |
1,000,000 | Bank of America Corp., 4.250%, 10/22/2026 | 1,173,639 | 0.1 | |
2,000,000 | Bank of America Corp., 4.450%, 03/03/2026 | 2,331,859 | 0.1 | |
750,000 | (2) | Bank of Montreal, 2.350%, 09/11/2022 | 776,820 | 0.0 |
1,000,000 | (3) | Bank of Montreal, 3.803%, 12/15/2032 | 1,133,841 | 0.1 |
500,000 | Bank of New York Mellon Corp./The, 2.600%, 02/07/2022 | 511,989 | 0.0 | |
750,000 | (3) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 773,218 | 0.0 |
1,000,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 1,052,118 | 0.0 | |
750,000 | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | 847,867 | 0.0 | |
500,000 | (3) | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | 571,353 | 0.0 |
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | 523,986 | 0.0 | |
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/2021 | 502,272 | 0.0 | |
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | 792,200 | 0.0 | |
500,000 | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | 519,657 | 0.0 | |
500,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 583,633 | 0.0 | |
750,000 | Barclays PLC, 4.375%, 01/12/2026 | 865,244 | 0.0 | |
1,000,000 | Barclays PLC, 5.200%, 05/12/2026 | 1,166,970 | 0.1 | |
250,000 | Barclays PLC, 5.250%, 08/17/2045 | 346,262 | 0.0 | |
1,000,000 | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | 1,321,047 | 0.1 | |
1,000,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 1,117,573 | 0.1 | |
2,000,000 | BlackRock, Inc., 1.900%, 01/28/2031 | 2,094,089 | 0.1 | |
500,000 | BNP Paribas SA, 3.250%, 03/03/2023 | 531,688 | 0.0 | |
1,000,000 | (1) | BNP Paribas SA, 3.500%, 11/16/2027 | 1,122,072 | 0.1 |
500,000 | Boston Properties L.P., 3.250%, 01/30/2031 | 551,883 | 0.0 | |
1,000,000 | (1) | BPCE SA, 3.250%, 01/11/2028 | 1,106,544 | 0.1 |
1,500,000 | Brighthouse Financial, Inc., 5.625%, 05/15/2030 | 1,854,227 | 0.1 | |
500,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 527,080 | 0.0 | |
500,000 | Capital One Financial Corp., 3.200%, 02/05/2025 | 546,096 | 0.0 | |
500,000 | Capital One Financial Corp., 3.300%, 10/30/2024 | 549,466 | 0.0 | |
1,000,000 | Capital One Financial Corp., 3.650%, 05/11/2027 | 1,146,490 | 0.1 | |
500,000 | Capital One Financial Corp., 3.750%, 04/24/2024 | 548,196 | 0.0 | |
500,000 | Capital One Financial Corp., 3.750%, 07/28/2026 | 567,144 | 0.0 | |
500,000 | Capital One Financial Corp., 3.800%, 01/31/2028 | 578,145 | 0.0 | |
500,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 570,880 | 0.0 | |
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 1,048,214 | 0.0 | |
1,000,000 | Charles Schwab Corp./The, 3.200%, 01/25/2028 | 1,133,373 | 0.1 | |
1,000,000 | Chubb Corp./The, 6.000%, 05/11/2037 | 1,508,606 | 0.1 | |
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | 790,256 | 0.0 | |
1,410,000 | (3) | Citigroup, Inc., 2.572%, 06/03/2031 | 1,503,284 | 0.1 |
750,000 | Citigroup, Inc., 2.700%, 10/27/2022 | 780,265 | 0.0 | |
500,000 | (3) | Citigroup, Inc., 2.876%, 07/24/2023 | 519,494 | 0.0 |
1,000,000 | (3) | Citigroup, Inc., 3.142%, 01/24/2023 | 1,028,427 | 0.0 |
See Accompanying Notes to Financial Statements
85
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Citigroup, Inc., 3.400%, 05/01/2026 | 564,165 | 0.0 | |
1,000,000 | Citigroup, Inc., 3.500%, 05/15/2023 | 1,071,615 | 0.0 | |
1,000,000 | (3) | Citigroup, Inc., 3.878%, 01/24/2039 | 1,193,264 | 0.1 |
1,500,000 | (3) | Citigroup, Inc., 3.887%, 01/10/2028 | 1,723,855 | 0.1 |
1,000,000 | (3) | Citigroup, Inc., 3.980%, 03/20/2030 | 1,176,289 | 0.1 |
750,000 | Citigroup, Inc., 4.050%, 07/30/2022 | 793,314 | 0.0 | |
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,755,180 | 0.1 | |
700,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 779,740 | 0.0 | |
500,000 | Citigroup, Inc., 4.300%, 11/20/2026 | 583,742 | 0.0 | |
500,000 | Citigroup, Inc., 4.400%, 06/10/2025 | 571,941 | 0.0 | |
1,000,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 1,179,702 | 0.1 | |
500,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 586,440 | 0.0 | |
793,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 1,118,934 | 0.1 | |
615,000 | Citigroup, Inc., 8.125%, 07/15/2039 | 1,099,369 | 0.1 | |
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/2021 | 503,100 | 0.0 | |
1,000,000 | Citizens Financial Group, Inc., 3.250%, 04/30/2030 | 1,130,782 | 0.1 | |
300,000 | CNA Financial Corp., 4.500%, 03/01/2026 | 353,293 | 0.0 | |
250,000 | Comerica, Inc., 3.800%, 07/22/2026 | 284,417 | 0.0 | |
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | 565,514 | 0.0 | |
500,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 531,602 | 0.0 | |
500,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 570,882 | 0.0 | |
10,000,000 | (1),(2) | CPPIB Capital, Inc., 3.125%, 09/25/2023 | 10,783,694 | 0.3 |
750,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 772,981 | 0.0 |
1,000,000 | Credit Suisse Group AG, 3.800%, 06/09/2023 | 1,077,554 | 0.0 | |
750,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 867,333 | 0.0 |
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 1,009,190 | 0.0 | |
1,000,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 1,064,341 | 0.0 | |
1,000,000 | (3) | Deutsche Bank AG/New York NY, 3.961%, 11/26/2025 | 1,093,641 | 0.1 |
400,000 | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | 446,505 | 0.0 | |
500,000 | Discover Bank, 3.200%, 08/09/2021 | 507,419 | 0.0 | |
500,000 | Discover Bank, 4.200%, 08/08/2023 | 546,885 | 0.0 | |
400,000 | Discover Bank, 4.250%, 03/13/2026 | 460,736 | 0.0 | |
1,000,000 | Duke Realty L.P., 1.750%, 07/01/2030 | 1,012,713 | 0.0 | |
500,000 | EPR Properties, 4.500%, 04/01/2025 | 507,488 | 0.0 | |
500,000 | ERP Operating L.P., 4.500%, 07/01/2044 | 661,946 | 0.0 | |
500,000 | Federal Realty Investment Trust, 3.500%, 06/01/2030 | 558,815 | 0.0 | |
750,000 | Fifth Third Bancorp, 2.600%, 06/15/2022 | 773,204 | 0.0 | |
1,000,000 | Fifth Third Bancorp, 3.500%, 03/15/2022 | 1,035,028 | 0.0 | |
400,000 | Fifth Third Bancorp, 4.300%, 01/16/2024 | 442,656 | 0.0 | |
750,000 | Franklin Resources, Inc., 1.600%, 10/30/2030 | 746,788 | 0.0 | |
1,000,000 | (1) | GE Capital Funding LLC, 4.050%, 05/15/2027 | 1,144,505 | 0.1 |
1,000,000 | (1) | GE Capital Funding LLC, 4.550%, 05/15/2032 | 1,200,418 | 0.1 |
5,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 6,925,152 | 0.2 | |
1,580,000 | (3) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,612,236 | 0.1 |
500,000 | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | 528,440 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 561,688 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 568,235 | 0.0 | |
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | 579,466 | 0.0 |
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | 570,735 | 0.0 | |
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | 561,473 | 0.0 | |
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | 1,106,152 | 0.1 | |
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/2022 | 792,853 | 0.0 | |
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 6,120,902 | 0.2 | |
250,000 | Healthpeak Properties, Inc., 3.875%, 08/15/2024 | 276,796 | 0.0 |
See Accompanying Notes to Financial Statements
86
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Healthpeak Properties, Inc., 4.000%, 06/01/2025 | 567,858 | 0.0 | |
1,000,000 | (3) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 1,064,752 | 0.0 |
1,000,000 | (3) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 1,092,363 | 0.0 |
750,000 | (3) | HSBC Holdings PLC, 4.292%, 09/12/2026 | 855,502 | 0.0 |
300,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 345,757 | 0.0 | |
500,000 | HSBC Holdings PLC, 4.375%, 11/23/2026 | 577,253 | 0.0 | |
500,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 591,654 | 0.0 |
500,000 | (3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 545,625 | 0.0 |
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/2037 | 4,975,527 | 0.2 | |
250,000 | HSBC USA, Inc., 3.500%, 06/23/2024 | 274,238 | 0.0 | |
1,000,000 | Huntington National Bank/The, 3.550%, 10/06/2023 | 1,083,177 | 0.0 | |
500,000 | ING Groep NV, 3.150%, 03/29/2022 | 517,176 | 0.0 | |
1,000,000 | Intercontinental Exchange, Inc., 1.850%, 09/15/2032 | 1,007,509 | 0.0 | |
1,000,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 1,167,219 | 0.1 | |
900,000 | Jefferies Group LLC, 5.125%, 01/20/2023 | 983,719 | 0.0 | |
1,500,000 | (3) | JPMorgan Chase & Co., 1.764%, 11/19/2031 | 1,515,754 | 0.1 |
1,000,000 | (3) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 1,062,308 | 0.0 |
1,500,000 | (3) | JPMorgan Chase & Co., 2.525%, 11/19/2041 | 1,544,174 | 0.1 |
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 554,868 | 0.0 | |
2,000,000 | (3) | JPMorgan Chase & Co., 2.956%, 05/13/2031 | 2,195,179 | 0.1 |
1,000,000 | (3) | JPMorgan Chase & Co., 3.109%, 04/22/2041 | 1,119,463 | 0.1 |
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/2025 | 821,746 | 0.0 | |
750,000 | (3) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 809,876 | 0.0 |
1,000,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,141,477 | 0.1 |
750,000 | (3) | JPMorgan Chase & Co., 3.540%, 05/01/2028 | 857,905 | 0.0 |
1,000,000 | (3) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 1,150,197 | 0.1 |
750,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 913,392 | 0.0 |
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/2026 | 1,170,976 | 0.1 | |
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 1,186,927 | 0.1 | |
2,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/2040 | 3,497,260 | 0.1 | |
500,000 | Kemper Corp., 4.350%, 02/15/2025 | 555,834 | 0.0 | |
500,000 | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | 516,980 | 0.0 | |
750,000 | KeyBank NA/Cleveland OH, 2.400%, 06/09/2022 | 772,111 | 0.0 | |
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | 562,870 | 0.0 | |
500,000 | Kilroy Realty L.P., 2.500%, 11/15/2032 | 507,859 | 0.0 | |
400,000 | Kilroy Realty L.P., 4.250%, 08/15/2029 | 464,215 | 0.0 | |
250,000 | Kilroy Realty L.P., 4.375%, 10/01/2025 | 280,674 | 0.0 | |
1,500,000 | Kimco Realty Corp., 2.700%, 10/01/2030 | 1,617,723 | 0.1 | |
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/2021 | 1,002,890 | 0.0 | |
3,000,000 | (2) | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/2022 | 3,069,587 | 0.1 |
10,000,000 | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | 10,261,745 | 0.3 | |
3,000,000 | Landwirtschaftliche Rentenbank, 0.875%, 09/03/2030 | 2,953,171 | 0.1 | |
750,000 | Lincoln National Corp., 3.625%, 12/12/2026 | 866,587 | 0.0 | |
1,000,000 | Lincoln National Corp., 3.800%, 03/01/2028 | 1,157,808 | 0.1 | |
500,000 | Lincoln National Corp., 4.200%, 03/15/2022 | 521,810 | 0.0 | |
500,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 522,589 | 0.0 |
750,000 | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 769,477 | 0.0 | |
500,000 | (3) | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 564,737 | 0.0 |
1,000,000 | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | 1,100,198 | 0.1 | |
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | 576,104 | 0.0 | |
250,000 | Loews Corp., 3.750%, 04/01/2026 | 285,876 | 0.0 | |
1,000,000 | Manufacturers & Traders Trust Co., 2.500%, 05/18/2022 | 1,029,060 | 0.0 | |
500,000 | (3) | Manulife Financial Corp., 4.061%, 02/24/2032 | 547,251 | 0.0 |
500,000 | Manulife Financial Corp., 4.150%, 03/04/2026 | 582,272 | 0.0 | |
500,000 | Manulife Financial Corp., 5.375%, 03/04/2046 | 732,556 | 0.0 | |
1,000,000 | Markel Corp., 3.625%, 03/30/2023 | 1,064,247 | 0.0 | |
1,000,000 | Marsh & McLennan Cos, Inc., 2.250%, 11/15/2030 | 1,059,934 | 0.0 | |
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | 444,068 | 0.0 |
See Accompanying Notes to Financial Statements
87
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
1,000,000 | Mastercard, Inc., 3.500%, 02/26/2028 | 1,153,891 | 0.1 | |
500,000 | MetLife, Inc., 3.048%, 12/15/2022 | 526,554 | 0.0 | |
500,000 | MetLife, Inc., 4.050%, 03/01/2045 | 641,102 | 0.0 | |
400,000 | MetLife, Inc., 4.125%, 08/13/2042 | 501,130 | 0.0 | |
300,000 | MetLife, Inc., 4.721%, 12/15/2044 | 412,341 | 0.0 | |
750,000 | (1) | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | 856,565 | 0.0 |
1,000,000 | Mid-America Apartments L.P., 1.700%, 02/15/2031 | 998,006 | 0.0 | |
251,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/2021 | 252,056 | 0.0 | |
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | 533,051 | 0.0 | |
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | 559,670 | 0.0 | |
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | 863,340 | 0.0 | |
500,000 | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | 519,089 | 0.0 | |
500,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 544,038 | 0.0 |
500,000 | (3) | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | 595,583 | 0.0 |
1,000,000 | Morgan Stanley, 3.125%, 01/23/2023 | 1,055,630 | 0.0 | |
500,000 | Morgan Stanley, 3.125%, 07/27/2026 | 560,339 | 0.0 | |
1,750,000 | (3) | Morgan Stanley, 3.591%, 07/22/2028 | 1,998,951 | 0.1 |
750,000 | Morgan Stanley, 3.625%, 01/20/2027 | 861,237 | 0.0 | |
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 556,938 | 0.0 | |
1,000,000 | (3) | Morgan Stanley, 3.772%, 01/24/2029 | 1,159,530 | 0.1 |
750,000 | Morgan Stanley, 3.875%, 04/29/2024 | 830,643 | 0.0 | |
500,000 | Morgan Stanley, 3.875%, 01/27/2026 | 573,675 | 0.0 | |
750,000 | Morgan Stanley, 3.950%, 04/23/2027 | 867,835 | 0.0 | |
1,000,000 | Morgan Stanley, 4.100%, 05/22/2023 | 1,085,600 | 0.0 | |
750,000 | Morgan Stanley, 4.000%, 07/23/2025 | 858,848 | 0.0 | |
500,000 | Morgan Stanley, 4.350%, 09/08/2026 | 590,047 | 0.0 | |
800,000 | Morgan Stanley, 4.875%, 11/01/2022 | 862,372 | 0.0 | |
1,000,000 | Morgan Stanley, 5.000%, 11/24/2025 | 1,197,071 | 0.1 | |
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | 545,689 | 0.0 | |
1,000,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 1,057,733 | 0.0 | |
300,000 | National Retail Properties, Inc., 4.000%, 11/15/2025 | 338,548 | 0.0 | |
1,000,000 | (3) | Natwest Group PLC, 3.073%, 05/22/2028 | 1,086,512 | 0.0 |
500,000 | Natwest Group PLC, 4.800%, 04/05/2026 | 591,096 | 0.0 | |
300,000 | Northern Trust Corp., 2.375%, 08/02/2022 | 310,188 | 0.0 | |
750,000 | (3) | Northern Trust Corp., 3.375%, 05/08/2032 | 822,771 | 0.0 |
250,000 | Northern Trust Corp., 3.950%, 10/30/2025 | 288,799 | 0.0 | |
3,000,000 | (1) | Ontario Teachers' Finance Trust, 0.375%, 09/29/2023 | 3,003,647 | 0.1 |
2,000,000 | (1) | Ontario Teachers' Finance Trust, 1.625%, 09/12/2024 | 2,084,684 | 0.1 |
500,000 | PNC Bank NA, 2.700%, 11/01/2022 | 521,062 | 0.0 | |
750,000 | PNC Bank NA, 3.100%, 10/25/2027 | 840,397 | 0.0 | |
500,000 | PNC Bank NA, 3.250%, 01/22/2028 | 570,617 | 0.0 | |
500,000 | (3) | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | 523,639 | 0.0 |
500,000 | Primerica, Inc., 4.750%, 07/15/2022 | 532,694 | 0.0 | |
1,500,000 | Principal Financial Group, Inc., 2.125%, 06/15/2030 | 1,569,499 | 0.1 | |
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/2023 | 319,080 | 0.0 | |
1,000,000 | Principal Financial Group, Inc., 3.300%, 09/15/2022 | 1,049,767 | 0.0 | |
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/2025 | 1,118,060 | 0.1 | |
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/2024 | 1,093,619 | 0.0 | |
1,000,000 | Progressive Corp./The, 4.000%, 03/01/2029 | 1,196,891 | 0.1 | |
750,000 | Prologis L.P., 3.250%, 10/01/2026 | 847,887 | 0.0 | |
1,000,000 | (2) | Prudential Financial, Inc., 3.878%, 03/27/2028 | 1,176,800 | 0.1 |
500,000 | (3) | Prudential Financial, Inc., 5.375%, 05/15/2045 | 544,825 | 0.0 |
1,000,000 | (3) | Prudential Financial, Inc., 5.625%, 06/15/2043 | 1,072,931 | 0.0 |
750,000 | Public Storage, 2.370%, 09/15/2022 | 775,601 | 0.0 | |
250,000 | Public Storage, 3.094%, 09/15/2027 | 279,750 | 0.0 | |
500,000 | Raymond James Financial, Inc., 3.625%, 09/15/2026 | 574,185 | 0.0 |
See Accompanying Notes to Financial Statements
88
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
1,500,000 | Realty Income Corp., 3.250%, 01/15/2031 | 1,702,359 | 0.1 | |
400,000 | Realty Income Corp., 3.875%, 07/15/2024 | 442,557 | 0.0 | |
300,000 | Realty Income Corp., 4.125%, 10/15/2026 | 353,558 | 0.0 | |
1,000,000 | Royal Bank of Canada, 2.750%, 02/01/2022 | 1,027,520 | 0.0 | |
500,000 | Royal Bank of Canada, 4.650%, 01/27/2026 | 590,948 | 0.0 | |
2,000,000 | (2) | Simon Property Group L.P., 2.650%, 07/15/2030 | 2,131,719 | 0.1 |
500,000 | Simon Property Group L.P., 3.375%, 06/15/2027 | 555,930 | 0.0 | |
1,000,000 | Simon Property Group L.P., 3.500%, 09/01/2025 | 1,110,978 | 0.1 | |
500,000 | Simon Property Group L.P., 3.800%, 07/15/2050 | 558,849 | 0.0 | |
500,000 | Simon Property Group L.P., 4.250%, 10/01/2044 | 577,864 | 0.0 | |
1,500,000 | State Street Corp., 3.100%, 05/15/2023 | 1,595,996 | 0.1 | |
500,000 | State Street Corp., 3.550%, 08/18/2025 | 567,855 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/2021 | 504,586 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 508,298 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | 543,749 | 0.0 | |
750,000 | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | 781,939 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | 518,503 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 566,587 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | 563,402 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | 569,892 | 0.0 | |
250,000 | Synchrony Financial, 3.750%, 08/15/2021 | 253,622 | 0.0 | |
300,000 | Synchrony Financial, 4.250%, 08/15/2024 | 331,582 | 0.0 | |
250,000 | Synchrony Financial, 4.500%, 07/23/2025 | 281,417 | 0.0 | |
500,000 | Tanger Properties L.P., 3.125%, 09/01/2026 | 516,455 | 0.0 | |
750,000 | (1) | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | 766,975 | 0.0 |
500,000 | Toronto-Dominion Bank/The, 3.250%, 06/11/2021 | 506,626 | 0.0 | |
1,000,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 1,087,024 | 0.0 | |
1,500,000 | Travelers Cos, Inc./The, 2.550%, 04/27/2050 | 1,580,753 | 0.1 | |
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 973,265 | 0.0 | |
500,000 | Truist Bank, 2.750%, 05/01/2023 | 526,879 | 0.0 | |
1,000,000 | Truist Bank, 3.000%, 02/02/2023 | 1,052,805 | 0.0 | |
500,000 | Truist Bank, 3.300%, 05/15/2026 | 559,772 | 0.0 | |
500,000 | Truist Bank, 3.625%, 09/16/2025 | 563,962 | 0.0 | |
400,000 | Truist Bank, 3.800%, 10/30/2026 | 461,418 | 0.0 | |
1,000,000 | Truist Financial Corp., 1.125%, 08/03/2027 | 1,007,362 | 0.0 | |
500,000 | Truist Financial Corp., 2.700%, 01/27/2022 | 511,938 | 0.0 | |
750,000 | Truist Financial Corp., 2.850%, 10/26/2024 | 812,332 | 0.0 | |
1,000,000 | Truist Financial Corp., 3.950%, 03/22/2022 | 1,041,090 | 0.0 | |
500,000 | (1) | UBS Group AG, 3.000%, 04/15/2021 | 503,874 | 0.0 |
2,000,000 | US Bancorp, 1.375%, 07/22/2030 | 2,005,349 | 0.1 | |
750,000 | US Bancorp, 2.950%, 07/15/2022 | 779,533 | 0.0 | |
750,000 | US Bancorp, 3.150%, 04/27/2027 | 845,698 | 0.0 | |
500,000 | (2),(3) | US Bancorp, 5.125%, 12/31/2199 | 499,375 | 0.0 |
250,000 | Ventas Realty L.P., 3.500%, 02/01/2025 | 275,573 | 0.0 | |
500,000 | Ventas Realty L.P., 3.750%, 05/01/2024 | 545,568 | 0.0 | |
500,000 | Ventas Realty L.P., 4.125%, 01/15/2026 | 575,411 | 0.0 | |
1,000,000 | Visa, Inc., 2.050%, 04/15/2030 | 1,070,724 | 0.0 | |
1,000,000 | Visa, Inc., 2.700%, 04/15/2040 | 1,092,487 | 0.0 | |
750,000 | Visa, Inc., 2.750%, 09/15/2027 | 836,340 | 0.0 | |
500,000 | Visa, Inc., 3.150%, 12/14/2025 | 561,174 | 0.0 | |
500,000 | Visa, Inc., 4.300%, 12/14/2045 | 686,037 | 0.0 | |
500,000 | (3) | Wells Fargo & Co., 2.164%, 02/11/2026 | 525,981 | 0.0 |
2,000,000 | (3) | Wells Fargo & Co., 2.188%, 04/30/2026 | 2,107,531 | 0.1 |
1,000,000 | (3) | Wells Fargo & Co., 2.879%, 10/30/2030 | 1,091,276 | 0.0 |
3,000,000 | (3) | Wells Fargo & Co., 3.068%, 04/30/2041 | 3,268,316 | 0.1 |
1,500,000 | Wells Fargo & Co., 3.069%, 01/24/2023 | 1,543,011 | 0.1 | |
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 1,109,096 | 0.1 | |
1,000,000 | (3) | Wells Fargo & Co., 3.584%, 05/22/2028 | 1,133,809 | 0.1 |
500,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 585,940 | 0.0 | |
4,000,000 | Wells Fargo & Co., 4.600%, 04/01/2021 | 4,042,337 | 0.1 | |
1,000,000 | Wells Fargo & Co., 4.900%, 11/17/2045 | 1,335,318 | 0.1 | |
983,000 | Wells Fargo & Co., 5.606%, 01/15/2044 | 1,394,347 | 0.1 |
See Accompanying Notes to Financial Statements
89
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/2038 | 1,147,521 | 0.1 | |
500,000 | Welltower, Inc., 4.000%, 06/01/2025 | 566,770 | 0.0 | |
1,000,000 | Westpac Banking Corp., 2.750%, 01/11/2023 | 1,051,440 | 0.0 | |
750,000 | (3) | Westpac Banking Corp., 4.322%, 11/23/2031 | 855,332 | 0.0 |
500,000 | Zions Bancorp NA, 3.250%, 10/29/2029 | 527,307 | 0.0 | |
324,387,814 | 9.5 | |||
Industrial: 2.0% | ||||
750,000 | 3M Co., 2.250%, 09/19/2026 | 807,900 | 0.0 | |
1,000,000 | (2) | 3M Co., 2.875%, 10/15/2027 | 1,115,234 | 0.0 |
100,000 | 3M Co., 3.000%, 08/07/2025 | 111,085 | 0.0 | |
200,000 | 3M Co., 3.875%, 06/15/2044 | 243,117 | 0.0 | |
1,000,000 | 3M Co., 4.000%, 09/14/2048 | 1,285,402 | 0.1 | |
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/2022 | 1,351,958 | 0.1 | |
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/2022 | 411,656 | 0.0 | |
500,000 | Boeing Co/The, 2.125%, 03/01/2022 | 508,363 | 0.0 | |
500,000 | Boeing Co/The, 2.800%, 03/01/2027 | 520,244 | 0.0 | |
500,000 | Boeing Co/The, 3.300%, 03/01/2035 | 500,464 | 0.0 | |
500,000 | Boeing Co/The, 3.600%, 05/01/2034 | 528,888 | 0.0 | |
1,000,000 | Boeing Co/The, 5.040%, 05/01/2027 | 1,170,208 | 0.1 | |
3,000,000 | Boeing Co/The, 5.150%, 05/01/2030 | 3,635,924 | 0.1 | |
1,000,000 | Boeing Co/The, 5.705%, 05/01/2040 | 1,295,534 | 0.1 | |
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | 525,359 | 0.0 | |
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 662,658 | 0.0 | |
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 673,667 | 0.0 | |
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 564,923 | 0.0 | |
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/2022 | 1,030,402 | 0.0 | |
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | 988,254 | 0.0 | |
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | 1,045,293 | 0.0 | |
200,000 | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | 217,554 | 0.0 | |
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | 314,851 | 0.0 | |
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | 549,038 | 0.0 | |
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/2042 | 1,269,161 | 0.1 | |
1,000,000 | Caterpillar, Inc., 4.300%, 05/15/2044 | 1,314,811 | 0.1 | |
500,000 | CSX Corp., 3.950%, 05/01/2050 | 627,077 | 0.0 | |
500,000 | CSX Corp., 4.100%, 03/15/2044 | 625,659 | 0.0 | |
1,000,000 | CSX Corp., 4.400%, 03/01/2043 | 1,266,606 | 0.1 | |
500,000 | Deere & Co., 3.900%, 06/09/2042 | 636,477 | 0.0 | |
2,000,000 | Emerson Electric Co., 1.950%, 10/15/2030 | 2,112,531 | 0.1 | |
1,000,000 | (2) | FedEx Corp., 3.400%, 02/15/2028 | 1,142,010 | 0.1 |
200,000 | FedEx Corp., 3.875%, 08/01/2042 | 233,834 | 0.0 | |
500,000 | FedEx Corp., 4.750%, 11/15/2045 | 650,738 | 0.0 | |
500,000 | General Dynamics Corp., 2.250%, 11/15/2022 | 516,026 | 0.0 | |
500,000 | General Dynamics Corp., 3.600%, 11/15/2042 | 614,834 | 0.0 | |
430,000 | General Electric Co., 5.875%, 01/14/2038 | 583,146 | 0.0 | |
2,600,000 | Honeywell International, Inc., 3.812%, 11/21/2047 | 3,331,500 | 0.1 | |
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | 544,187 | 0.0 | |
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | 630,874 | 0.0 | |
1,000,000 | John Deere Capital Corp., 2.800%, 03/06/2023 | 1,056,046 | 0.0 | |
1,000,000 | John Deere Capital Corp., 2.800%, 09/08/2027 | 1,113,900 | 0.0 | |
500,000 | John Deere Capital Corp., 3.350%, 06/12/2024 | 549,278 | 0.0 | |
1,000,000 | John Deere Capital Corp., 3.450%, 03/07/2029 | 1,161,548 | 0.1 | |
373,000 | (3) | Johnson Controls International plc, 3.625%, 07/02/2024 | 404,895 | 0.0 |
250,000 | (3) | Johnson Controls International plc, 4.625%, 07/02/2044 | 330,439 | 0.0 |
24,000 | Johnson Controls International plc, 5.125%, 09/14/2045 | 33,005 | 0.0 | |
1,500,000 | Lockheed Martin Corp., 2.800%, 06/15/2050 | 1,623,692 | 0.1 | |
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 1,136,418 | 0.0 | |
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/2035 | 1,511,744 | 0.1 |
See Accompanying Notes to Financial Statements
90
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Lockheed Martin Corp., 4.500%, 05/15/2036 | 659,568 | 0.0 | |
500,000 | Lockheed Martin Corp., 4.700%, 05/15/2046 | 704,795 | 0.0 | |
1,000,000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 1,214,411 | 0.1 | |
375,000 | Norfolk Southern Corp., 4.800%, 08/15/2043 | 464,895 | 0.0 | |
750,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 816,047 | 0.0 | |
500,000 | Northrop Grumman Corp., 3.850%, 04/15/2045 | 610,655 | 0.0 | |
1,000,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 1,254,776 | 0.1 | |
500,000 | Otis Worldwide Corp., 2.293%, 04/05/2027 | 534,720 | 0.0 | |
500,000 | Otis Worldwide Corp., 3.112%, 02/15/2040 | 544,841 | 0.0 | |
200,000 | Packaging Corp. of America, 3.650%, 09/15/2024 | 219,321 | 0.0 | |
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/2034 | 309,409 | 0.0 | |
500,000 | Raytheon Technologies Corp., 4.150%, 05/15/2045 | 634,011 | 0.0 | |
1,000,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 1,260,989 | 0.1 | |
500,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 652,031 | 0.0 | |
1,000,000 | Raytheon Technologies Corp., 4.625%, 11/16/2048 | 1,357,659 | 0.1 | |
406,000 | Raytheon Technologies Corp., 6.125%, 07/15/2038 | 602,015 | 0.0 | |
500,000 | Republic Services, Inc., 2.300%, 03/01/2030 | 528,670 | 0.0 | |
500,000 | (2) | Ryder System, Inc., 2.900%, 12/01/2026 | 549,750 | 0.0 |
500,000 | Stanley Black & Decker, Inc., 2.300%, 03/15/2030 | 543,311 | 0.0 | |
500,000 | Textron, Inc., 2.450%, 03/15/2031 | 515,605 | 0.0 | |
750,000 | Textron, Inc., 3.650%, 03/01/2021 | 753,973 | 0.0 | |
500,000 | Trane Technologies Luxembourg Finance SA, 3.800%, 03/21/2029 | 585,824 | 0.0 | |
500,000 | Trane Technologies Luxembourg Finance SA, 4.500%, 03/21/2049 | 652,982 | 0.0 | |
250,000 | Trane Technologies Luxembourg Finance SA, 4.650%, 11/01/2044 | 320,670 | 0.0 | |
500,000 | Union Pacific Corp., 2.750%, 04/15/2023 | 523,711 | 0.0 | |
500,000 | Union Pacific Corp., 2.750%, 03/01/2026 | 547,375 | 0.0 | |
500,000 | (1) | Union Pacific Corp., 2.973%, 09/16/2062 | 524,239 | 0.0 |
250,000 | Union Pacific Corp., 3.375%, 02/01/2035 | 292,938 | 0.0 | |
250,000 | Union Pacific Corp., 3.750%, 03/15/2024 | 273,455 | 0.0 | |
250,000 | Union Pacific Corp., 3.799%, 10/01/2051 | 305,954 | 0.0 | |
750,000 | Union Pacific Corp., 4.050%, 11/15/2045 | 924,358 | 0.0 | |
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 1,081,124 | 0.0 | |
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 1,145,987 | 0.1 | |
1,000,000 | Vulcan Materials Co., 3.500%, 06/01/2030 | 1,148,917 | 0.1 | |
1,000,000 | Waste Management, Inc., 1.150%, 03/15/2028 | 1,003,084 | 0.0 | |
750,000 | Waste Management, Inc., 1.500%, 03/15/2031 | 743,786 | 0.0 | |
500,000 | Waste Management, Inc., 2.500%, 11/15/2050 | 505,206 | 0.0 | |
70,389,474 | 2.0 | |||
Technology: 1.9% | ||||
500,000 | Adobe, Inc., 2.150%, 02/01/2027 | 536,773 | 0.0 | |
500,000 | Analog Devices, Inc., 3.900%, 12/15/2025 | 570,864 | 0.0 | |
1,000,000 | Apple, Inc., 1.650%, 05/11/2030 | 1,030,209 | 0.0 | |
1,000,000 | Apple, Inc., 2.400%, 01/13/2023 | 1,042,856 | 0.0 | |
1,000,000 | Apple, Inc., 2.400%, 05/03/2023 | 1,049,259 | 0.0 | |
750,000 | Apple, Inc., 2.500%, 02/09/2022 | 767,172 | 0.0 | |
1,000,000 | Apple, Inc., 2.650%, 05/11/2050 | 1,061,402 | 0.0 | |
750,000 | Apple, Inc., 3.000%, 02/09/2024 | 807,647 | 0.0 | |
1,000,000 | Apple, Inc., 3.200%, 05/13/2025 | 1,115,893 | 0.1 | |
1,000,000 | Apple, Inc., 3.250%, 02/23/2026 | 1,122,734 | 0.1 | |
1,000,000 | Apple, Inc., 3.350%, 02/09/2027 | 1,141,287 | 0.1 | |
500,000 | Apple, Inc., 3.450%, 05/06/2024 | 550,778 | 0.0 | |
500,000 | Apple, Inc., 3.450%, 02/09/2045 | 607,872 | 0.0 | |
1,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 1,263,448 | 0.1 | |
400,000 | Apple, Inc., 4.375%, 05/13/2045 | 548,210 | 0.0 | |
500,000 | Apple, Inc., 4.450%, 05/06/2044 | 686,894 | 0.0 | |
500,000 | Applied Materials, Inc., 3.900%, 10/01/2025 | 573,701 | 0.0 | |
250,000 | Autodesk, Inc., 4.375%, 06/15/2025 | 286,015 | 0.0 | |
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 1,124,217 | 0.1 | |
1,052,000 | Broadcom, Inc., 4.110%, 09/15/2028 | 1,205,435 | 0.1 |
See Accompanying Notes to Financial Statements
91
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
400,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 442,527 | 0.0 |
400,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 488,625 | 0.0 |
400,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 605,147 | 0.0 |
1,000,000 | Fiserv, Inc., 2.250%, 06/01/2027 | 1,066,870 | 0.0 | |
2,000,000 | Fiserv, Inc., 2.650%, 06/01/2030 | 2,165,313 | 0.1 | |
1,000,000 | Hewlett Packard Enterprise Co., 1.450%, 04/01/2024 | 1,027,842 | 0.0 | |
1,000,000 | Hewlett Packard Enterprise Co., 3.500%, 10/05/2021 | 1,021,243 | 0.0 | |
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | 531,240 | 0.0 | |
1,000,000 | HP, Inc., 2.200%, 06/17/2025 | 1,059,632 | 0.0 | |
500,000 | HP, Inc., 3.400%, 06/17/2030 | 556,797 | 0.0 | |
1,000,000 | Intel Corp., 2.450%, 11/15/2029 | 1,085,040 | 0.0 | |
1,000,000 | Intel Corp., 3.150%, 05/11/2027 | 1,128,933 | 0.1 | |
500,000 | Intel Corp., 3.250%, 11/15/2049 | 560,184 | 0.0 | |
1,760,000 | Intel Corp., 3.700%, 07/29/2025 | 1,992,313 | 0.1 | |
272,000 | Intel Corp., 3.734%, 12/08/2047 | 325,072 | 0.0 | |
3,000,000 | International Business Machines Corp., 1.950%, 05/15/2030 | 3,093,021 | 0.1 | |
1,020,000 | International Business Machines Corp., 2.500%, 01/27/2022 | 1,043,869 | 0.0 | |
1,000,000 | International Business Machines Corp., 2.850%, 05/15/2040 | 1,077,920 | 0.0 | |
1,000,000 | International Business Machines Corp., 3.375%, 08/01/2023 | 1,080,844 | 0.0 | |
1,000,000 | International Business Machines Corp., 3.450%, 02/19/2026 | 1,136,332 | 0.1 | |
500,000 | Lam Research Corp., 2.800%, 06/15/2021 | 504,463 | 0.0 | |
400,000 | Lam Research Corp., 3.800%, 03/15/2025 | 449,984 | 0.0 | |
750,000 | Lam Research Corp., 4.000%, 03/15/2029 | 899,907 | 0.0 | |
1,000,000 | Microsoft Corp., 2.375%, 05/01/2023 | 1,045,363 | 0.0 | |
1,000,000 | Microsoft Corp., 2.400%, 08/08/2026 | 1,091,272 | 0.0 | |
2,250,000 | Microsoft Corp., 2.525%, 06/01/2050 | 2,372,853 | 0.1 | |
87,000 | Microsoft Corp., 2.675%, 06/01/2060 | 94,522 | 0.0 | |
500,000 | Microsoft Corp., 2.875%, 02/06/2024 | 537,227 | 0.0 | |
500,000 | Microsoft Corp., 3.125%, 11/03/2025 | 559,165 | 0.0 | |
1,500,000 | Microsoft Corp., 3.300%, 02/06/2027 | 1,711,818 | 0.1 | |
250,000 | Microsoft Corp., 3.500%, 02/12/2035 | 307,966 | 0.0 | |
750,000 | Microsoft Corp., 3.625%, 12/15/2023 | 819,431 | 0.0 | |
413,000 | Microsoft Corp., 3.950%, 08/08/2056 | 567,801 | 0.0 | |
1,000,000 | Microsoft Corp., 4.200%, 11/03/2035 | 1,314,947 | 0.1 | |
1,000,000 | NVIDIA Corp., 2.850%, 04/01/2030 | 1,125,238 | 0.1 | |
1,000,000 | NVIDIA Corp., 3.500%, 04/01/2040 | 1,201,817 | 0.1 | |
500,000 | NVIDIA Corp., 3.500%, 04/01/2050 | 607,738 | 0.0 | |
500,000 | Oracle Corp., 2.500%, 10/15/2022 | 519,861 | 0.0 | |
750,000 | Oracle Corp., 2.800%, 07/08/2021 | 759,946 | 0.0 | |
1,000,000 | Oracle Corp., 2.950%, 11/15/2024 | 1,088,349 | 0.0 | |
750,000 | Oracle Corp., 2.950%, 05/15/2025 | 823,925 | 0.0 | |
1,000,000 | Oracle Corp., 3.250%, 11/15/2027 | 1,140,618 | 0.1 | |
500,000 | Oracle Corp., 3.400%, 07/08/2024 | 547,447 | 0.0 | |
400,000 | Oracle Corp., 3.850%, 07/15/2036 | 483,040 | 0.0 | |
750,000 | Oracle Corp., 3.900%, 05/15/2035 | 921,926 | 0.0 | |
750,000 | Oracle Corp., 4.125%, 05/15/2045 | 927,331 | 0.0 | |
180,000 | Oracle Corp., 4.300%, 07/08/2034 | 227,890 | 0.0 | |
1,500,000 | Oracle Corp., 5.375%, 07/15/2040 | 2,155,855 | 0.1 | |
500,000 | QUALCOMM, Inc., 2.150%, 05/20/2030 | 529,739 | 0.0 | |
500,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 518,996 | 0.0 | |
850,000 | QUALCOMM, Inc., 4.650%, 05/20/2035 | 1,138,690 | 0.1 | |
350,000 | QUALCOMM, Inc., 4.800%, 05/20/2045 | 497,990 | 0.0 | |
66,074,545 | 1.9 | |||
Utilities: 2.2% | ||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/2044 | 315,933 | 0.0 | |
500,000 | Appalachian Power Co., 3.700%, 05/01/2050 | 602,503 | 0.0 | |
500,000 | Appalachian Power Co., 4.400%, 05/15/2044 | 626,196 | 0.0 | |
750,000 | Appalachian Power Co., 4.450%, 06/01/2045 | 963,831 | 0.0 | |
750,000 | (2) | Arizona Public Service Co., 2.950%, 09/15/2027 | 824,585 | 0.0 |
400,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 433,550 | 0.0 | |
1,000,000 | Arizona Public Service Co., 3.350%, 05/15/2050 | 1,166,294 | 0.1 |
See Accompanying Notes to Financial Statements
92
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
500,000 | Atmos Energy Corp., 4.125%, 10/15/2044 | 629,873 | 0.0 | |
500,000 | Atmos Energy Corp., 4.125%, 03/15/2049 | 648,982 | 0.0 | |
1,000,000 | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | 1,066,912 | 0.0 | |
500,000 | Baltimore Gas and Electric Co., 3.500%, 08/15/2046 | 582,183 | 0.0 | |
1,000,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | 1,480,124 | 0.1 | |
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | 826,524 | 0.0 | |
250,000 | CMS Energy Corp., 3.875%, 03/01/2024 | 272,595 | 0.0 | |
250,000 | CMS Energy Corp., 4.875%, 03/01/2044 | 329,777 | 0.0 | |
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | 254,375 | 0.0 | |
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | 628,545 | 0.0 | |
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | 648,102 | 0.0 | |
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 533,317 | 0.0 | |
500,000 | Consumers Energy Co., 3.950%, 07/15/2047 | 642,561 | 0.0 | |
200,000 | Eastern Energy Gas Holdings LLC, 3.600%, 12/15/2024 | 221,339 | 0.0 | |
250,000 | DTE Electric Co., 4.300%, 07/01/2044 | 323,300 | 0.0 | |
1,000,000 | DTE Energy Co., 1.050%, 06/01/2025 | 1,011,875 | 0.0 | |
400,000 | DTE Energy Co., 3.500%, 06/01/2024 | 434,469 | 0.0 | |
400,000 | DTE Energy Co., 3.850%, 12/01/2023 | 435,563 | 0.0 | |
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | 521,968 | 0.0 | |
1,000,000 | Duke Energy Corp., 2.450%, 06/01/2030 | 1,065,646 | 0.0 | |
500,000 | Duke Energy Corp., 3.750%, 09/01/2046 | 582,770 | 0.0 | |
500,000 | Duke Energy Corp., 3.950%, 10/15/2023 | 544,121 | 0.0 | |
500,000 | Duke Energy Corp., 4.800%, 12/15/2045 | 660,978 | 0.0 | |
1,000,000 | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 1,174,781 | 0.1 | |
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/2044 | 190,655 | 0.0 | |
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 953,875 | 0.0 | |
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/2024 | 544,400 | 0.0 | |
400,000 | Entergy Arkansas LLC, 3.500%, 04/01/2026 | 452,278 | 0.0 | |
400,000 | Entergy Arkansas LLC, 3.700%, 06/01/2024 | 439,377 | 0.0 | |
1,000,000 | Entergy Corp., 2.800%, 06/15/2030 | 1,081,154 | 0.0 | |
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 551,982 | 0.0 | |
1,000,000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 1,230,509 | 0.1 | |
500,000 | Evergy Kansas Central, Inc., 4.625%, 09/01/2043 | 640,600 | 0.0 | |
1,000,000 | Exelon Corp., 4.950%, 06/15/2035 | 1,261,322 | 0.1 | |
750,000 | Exelon Corp., 5.100%, 06/15/2045 | 1,017,599 | 0.0 | |
500,000 | Florida Power & Light Co., 3.250%, 06/01/2024 | 538,695 | 0.0 | |
750,000 | Florida Power & Light Co., 3.800%, 12/15/2042 | 930,588 | 0.0 | |
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/2042 | 1,900,955 | 0.1 | |
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/2046 | 654,961 | 0.0 | |
1,000,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 1,157,500 | 0.1 |
1,000,000 | ITC Holdings Corp., 3.350%, 11/15/2027 | 1,126,957 | 0.1 | |
250,000 | ITC Holdings Corp., 3.650%, 06/15/2024 | 272,670 | 0.0 | |
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | 642,671 | 0.0 | |
1,000,000 | Kentucky Utilities Co., 3.300%, 06/01/2050 | 1,133,292 | 0.1 | |
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/2040 | 3,457,716 | 0.1 | |
500,000 | MidAmerican Energy Co., 3.100%, 05/01/2027 | 561,077 | 0.0 | |
500,000 | MidAmerican Energy Co., 3.950%, 08/01/2047 | 628,429 | 0.0 | |
2,000,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,420,924 | 0.1 | |
250,000 | (1) | Monongahela Power Co., 5.400%, 12/15/2043 | 339,041 | 0.0 |
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/2025 | 1,122,915 | 0.1 | |
500,000 | National Fuel Gas Co., 5.500%, 01/15/2026 | 577,232 | 0.0 | |
1,000,000 | (3) | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 1,108,957 | 0.1 |
500,000 | Northern States Power Co/MN, 4.125%, 05/15/2044 | 648,444 | 0.0 | |
250,000 | Oklahoma Gas and Electric Co., 4.000%, 12/15/2044 | 290,843 | 0.0 | |
250,000 | Oklahoma Gas and Electric Co., 4.550%, 03/15/2044 | 312,419 | 0.0 |
See Accompanying Notes to Financial Statements
93
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 781,812 | 0.0 | |
1,500,000 | Pacific Gas and Electric Co., 2.100%, 08/01/2027 | 1,524,403 | 0.1 | |
1,500,000 | Pacific Gas and Electric Co., 2.500%, 02/01/2031 | 1,503,790 | 0.1 | |
1,500,000 | Pacific Gas and Electric Co., 3.300%, 08/01/2040 | 1,498,891 | 0.1 | |
1,500,000 | Pacific Gas and Electric Co., 3.500%, 08/01/2050 | 1,494,182 | 0.1 | |
1,000,000 | PacifiCorp, 4.150%, 02/15/2050 | 1,305,875 | 0.1 | |
750,000 | PECO Energy Co., 4.150%, 10/01/2044 | 968,666 | 0.0 | |
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | 299,982 | 0.0 | |
500,000 | Public Service Co. of Colorado, 1.900%, 01/15/2031 | 522,410 | 0.0 | |
1,000,000 | Public Service Co. of Colorado, 3.700%, 06/15/2028 | 1,167,066 | 0.1 | |
500,000 | Public Service Co. of Colorado, 4.100%, 06/15/2048 | 650,221 | 0.0 | |
1,000,000 | Public Service Electric and Gas Co., 2.375%, 05/15/2023 | 1,045,252 | 0.0 | |
750,000 | Public Service Electric and Gas Co., 3.800%, 01/01/2043 | 909,028 | 0.0 | |
250,000 | Public Service Electric and Gas Co., 4.000%, 06/01/2044 | 305,775 | 0.0 | |
750,000 | Sempra Energy, 3.550%, 06/15/2024 | 817,723 | 0.0 | |
250,000 | Sempra Energy, 3.750%, 11/15/2025 | 283,041 | 0.0 | |
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 815,379 | 0.0 | |
250,000 | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | 394,883 | 0.0 | |
1,252,697 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | 1,418,734 | 0.1 | |
500,000 | Southern California Edison Co., 3.900%, 03/15/2043 | 567,410 | 0.0 | |
750,000 | Southern California Edison Co., 4.000%, 04/01/2047 | 880,987 | 0.0 | |
500,000 | Southern California Edison Co., 4.650%, 10/01/2043 | 620,511 | 0.0 | |
500,000 | Southern California Gas Co., 4.300%, 01/15/2049 | 656,757 | 0.0 | |
1,000,000 | Southern Co. Gas Capital Corp., 1.750%, 01/15/2031 | 1,007,889 | 0.0 | |
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 1,257,890 | 0.1 | |
500,000 | Southern Power Co., 4.150%, 12/01/2025 | 574,008 | 0.0 | |
250,000 | Union Electric Co., 3.500%, 04/15/2024 | 271,354 | 0.0 | |
300,000 | Union Electric Co., 3.900%, 09/15/2042 | 366,748 | 0.0 | |
500,000 | Virginia Electric and Power Co., 4.450%, 02/15/2044 | 654,625 | 0.0 | |
1,533,000 | Virginia Electric and Power Co., 6.000%, 05/15/2037 | 2,245,635 | 0.1 | |
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | 311,106 | 0.0 | |
500,000 | Wisconsin Power and Light Co., 4.100%, 10/15/2044 | 612,691 | 0.0 | |
76,378,333 | 2.2 | |||
Total Corporate Bonds/Notes | ||||
(Cost $849,760,130) | 961,413,049 | 28.0 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||
971,514 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,037,769 | 0.1 | |
532,282 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | 631,216 | 0.0 | |
Total Collateralized Mortgage Obligations | ||||
(Cost $1,566,535) | 1,668,985 | 0.1 | ||
MUNICIPAL BONDS: 0.9% | ||||
California: 0.2% | ||||
4,335,000 | State of California, 7.550%, 04/01/2039 | 7,620,627 | 0.2 | |
Connecticut: 0.1% | ||||
3,735,000 | State of Connecticut, 5.850%, 03/15/2032 | 5,224,107 | 0.1 | |
New Jersey: 0.3% | ||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | 5,599,293 | 0.2 | |
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | 3,257,208 | 0.1 | |
8,856,501 | 0.3 | |||
New York: 0.1% | ||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | 4,681,063 | 0.1 | |
Washington: 0.2% | ||||
3,900,000 | State of Washington, 5.140%, 08/01/2040 | 5,482,074 | 0.2 | |
Total Municipal Bonds | ||||
(Cost $22,807,023) | 31,864,372 | 0.9 |
See Accompanying Notes to Financial Statements
94
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2020 (Continued) |
U.S. TREASURY OBLIGATIONS: 38.6% | ||||
U.S. Treasury Bonds: 7.5% | ||||
160,000 | 1.250%,05/15/2050 | 144,863 | 0.0 | |
33,738,000 | 1.375%,11/15/2040 | 33,308,367 | 1.0 | |
95,219,000 | 1.375%,08/15/2050 | 89,000,009 | 2.6 | |
10,659,000 | 2.250%,08/15/2046 | 12,146,264 | 0.3 | |
7,000,000 | 2.500%,02/15/2046 | 8,348,867 | 0.2 | |
9,072,000 | 2.500%,05/15/2046 | 10,819,777 | 0.3 | |
9,022,000 | 3.000%,11/15/2044 | 11,658,116 | 0.3 | |
10,042,000 | 3.000%,11/15/2045 | 13,047,147 | 0.4 | |
26,600 | 3.000%,02/15/2049 | 35,027 | 0.0 | |
1,482,000 | 3.125%,02/15/2043 | 1,941,015 | 0.1 | |
5,686,000 | 3.125%,08/15/2044 | 7,487,529 | 0.2 | |
13,888,000 | 3.625%,08/15/2043 | 19,585,335 | 0.6 | |
14,092,000 | 3.625%,02/15/2044 | 19,925,317 | 0.6 | |
13,251,000 | 3.750%,11/15/2043 | 19,045,207 | 0.6 | |
7,845,000 | 3.875%,08/15/2040 | 11,229,995 | 0.3 | |
830,000 | 6.000%,02/15/2026 | 1,067,523 | 0.0 | |
258,790,358 | 7.5 | |||
U.S. Treasury Notes: 31.1% | ||||
169,128,000 | 0.125%,12/31/2022 | 169,141,212 | 4.9 | |
97,000 | 0.125%,10/15/2023 | 96,932 | 0.0 | |
286,471,000 | 0.125%,12/15/2023 | 286,124,101 | 8.4 | |
156,809,000 | 0.375%,12/31/2025 | 156,900,881 | 4.6 | |
140,896,000 | 0.625%,11/30/2027 | 140,829,955 | 4.1 | |
36,858,300 | 0.875%,11/15/2030 | 36,720,081 | 1.1 | |
17,664,000 | 0.375%,11/30/2025 | 17,686,080 | 0.5 | |
5,511,000 | 0.375%,09/30/2027 | 5,425,106 | 0.2 | |
7,000,000 | 1.375%,08/31/2023 | 7,228,867 | 0.2 | |
5,000,000 | 1.375%,09/30/2023 | 5,168,359 | 0.2 | |
47,008,000 | 1.500%,11/30/2021 | 47,599,888 | 1.4 | |
4,833,000 | 1.500%,01/31/2022 | 4,905,684 | 0.1 | |
10,000,000 | 1.500%,02/28/2023 | 10,294,922 | 0.3 | |
10,000,000 | 1.500%,03/31/2023 | 10,305,078 | 0.3 | |
456,000 | 1.500%,10/31/2024 | 477,945 | 0.0 | |
2,976,000 | 1.625%,08/15/2022 | 3,048,424 | 0.1 | |
6,480,000 | 1.625%,04/30/2023 | 6,703,762 | 0.2 | |
10,184,000 | 1.625%,05/31/2023 | 10,547,601 | 0.3 | |
4,046,000 | 1.625%,10/31/2023 | 4,214,952 | 0.1 | |
24,847,000 | 1.625%,02/15/2026 | 26,429,055 | 0.8 | |
7,810,000 | 1.750%,04/30/2022 | 7,980,539 | 0.2 | |
168,000 | 1.750%,07/15/2022 | 172,226 | 0.0 | |
18,000,000 | 1.750%,09/30/2022 | 18,509,766 | 0.5 | |
69,000 | 1.750%,01/31/2023 | 71,326 | 0.0 | |
3,003,000 | 1.875%,08/31/2022 | 3,090,275 | 0.1 | |
10,000 | 1.875%,06/30/2026 | 10,790 | 0.0 | |
4,000,000 | 2.000%,07/31/2022 | 4,118,125 | 0.1 | |
17,133,000 | 2.000%,11/15/2026 | 18,647,530 | 0.6 | |
10,105,000 | 2.125%,06/30/2022 | 10,408,150 | 0.3 | |
5,000,000 | 2.125%,11/30/2023 | 5,286,523 | 0.2 | |
3,011,000 | 2.250%,12/31/2023 | 3,198,952 | 0.1 | |
19,000 | 2.250%,04/30/2024 | 20,296 | 0.0 | |
6,457,000 | 2.250%,11/15/2024 | 6,956,913 | 0.2 | |
373,000 | 2.375%,04/30/2026 | 411,874 | 0.0 | |
68,000 | 2.375%,05/15/2029 | 76,819 | 0.0 | |
9,874,000 | 2.500%,05/15/2024 | 10,641,935 | 0.3 | |
11,396,000 | 2.750%,09/15/2021 | 11,606,917 | 0.3 | |
6,569,500 | 2.750%,11/15/2023 | 7,058,363 | 0.2 | |
7,052,000 | 2.750%,02/15/2024 | 7,618,915 | 0.2 | |
1,065,735,119 | 31.1 | |||
Total U.S. Treasury Obligations | ||||
(Cost $1,281,746,606) | 1,324,525,477 | 38.6 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 24.9% | ||||
Federal Home Loan Mortgage Corporation: 5.0%(4) | ||||
4,469,683 | 3.000%,04/01/2045 | 4,831,752 | 0.2 | |
4,508,200 | 3.000%,04/01/2045 | 4,884,661 | 0.2 | |
18,629,143 | 3.000%,05/01/2045 | 19,681,866 | 0.6 | |
7,751,582 | 3.000%,11/01/2046 | 8,445,435 | 0.3 | |
7,839,906 | 3.000%,11/01/2047 | 8,487,817 | 0.3 | |
1,443,080 | 3.500%,01/01/2042 | 1,565,252 | 0.1 | |
221,644 | 3.500%,01/01/2042 | 238,514 | 0.0 | |
4,316,288 | 3.500%,08/01/2042 | 4,721,841 | 0.2 | |
16,729,808 | 3.500%,04/01/2043 | 18,304,125 | 0.6 | |
19,272,956 | 3.500%,02/01/2044 | 21,074,687 | 0.6 | |
6,679,463 | 3.500%,12/01/2046 | 7,247,336 | 0.2 | |
4,198,534 | 3.500%,12/01/2047 | 4,544,749 | 0.1 | |
19,983,919 | 3.500%,03/01/2048 | 21,841,382 | 0.7 | |
679,442 | 3.900%, (US0012M + 1.900%),02/01/2042 | 690,761 | 0.0 | |
527,378 | 4.000%,01/01/2025 | 559,852 | 0.0 | |
88,097 | 4.000%,08/01/2040 | 97,141 | 0.0 | |
1,082,370 | 4.000%,04/01/2041 | 1,187,946 | 0.1 | |
1,036,276 | 4.000%,05/01/2041 | 1,142,585 | 0.0 | |
41,335 | 4.000%,08/01/2041 | 45,367 | 0.0 | |
124,866 | 4.000%,12/01/2041 | 136,192 | 0.0 | |
726,459 | 4.000%,01/01/2042 | 788,123 | 0.0 | |
1,954,254 | 4.000%,03/01/2042 | 2,145,120 | 0.1 | |
58,110 | 4.000%,12/01/2042 | 64,076 | 0.0 | |
729,520 | 4.000%,02/01/2044 | 823,059 | 0.0 | |
460,644 | 4.000%,07/01/2045 | 501,083 | 0.0 | |
564,782 | 4.000%,09/01/2045 | 617,451 | 0.0 | |
437,071 | 4.000%,09/01/2045 | 474,309 | 0.0 | |
386,160 | 4.000%,09/01/2045 | 421,331 | 0.0 | |
8,820,388 | 4.000%,11/01/2045 | 9,648,467 | 0.3 | |
1,242,159 | 4.000%,05/01/2046 | 1,346,708 | 0.1 | |
408,640 | 4.000%,11/01/2047 | 438,011 | 0.0 | |
537,314 | 4.000%,03/01/2048 | 574,761 | 0.0 | |
2,066 | 4.500%,04/01/2023 | 2,179 | 0.0 | |
50,378 | 4.500%,03/01/2039 | 56,345 | 0.0 | |
148,813 | 4.500%,08/01/2039 | 166,364 | 0.0 | |
180,687 | 4.500%,09/01/2039 | 202,184 | 0.0 | |
374,655 | 4.500%,09/01/2039 | 420,682 | 0.0 | |
251,624 | 4.500%,09/01/2039 | 279,716 | 0.0 | |
320,519 | 4.500%,10/01/2039 | 355,670 | 0.0 | |
509,940 | 4.500%,12/01/2039 | 572,598 | 0.0 | |
160,750 | 4.500%,03/01/2040 | 179,758 | 0.0 | |
345,971 | 4.500%,04/01/2040 | 388,544 | 0.0 | |
71,928 | 4.500%,06/01/2040 | 80,805 | 0.0 | |
374,012 | 4.500%,07/01/2040 | 420,170 | 0.0 | |
345,836 | 4.500%,07/01/2040 | 384,445 | 0.0 | |
114,835 | 4.500%,08/01/2040 | 128,556 | 0.0 | |
276,582 | 4.500%,08/01/2040 | 306,376 | 0.0 | |
123,432 | 4.500%,03/01/2041 | 138,667 | 0.0 | |
350,097 | 4.500%,03/01/2041 | 388,510 | 0.0 | |
166,051 | 4.500%,04/01/2041 | 186,549 | 0.0 | |
530,578 | 4.500%,06/01/2041 | 595,738 | 0.0 | |
402,912 | 4.500%,07/01/2041 | 447,259 | 0.0 | |
52,803 | 4.500%,08/01/2041 | 57,973 | 0.0 | |
3,165,645 | 4.500%,08/01/2041 | 3,561,661 | 0.1 | |
1,910,487 | 4.500%,07/01/2048 | 2,075,987 | 0.1 | |
14,786 | 5.000%,03/01/2034 | 17,170 | 0.0 | |
88,648 | 5.000%,12/01/2034 | 103,160 | 0.0 | |
102,687 | 5.000%,08/01/2035 | 119,506 | 0.0 | |
273,150 | 5.000%,08/01/2035 | 317,651 | 0.0 | |
87,429 | 5.000%,10/01/2035 | 101,302 | 0.0 | |
90,201 | 5.000%,10/01/2035 | 104,768 | 0.0 | |
130,063 | 5.000%,10/01/2035 | 151,370 | 0.0 | |
211,806 | 5.000%,12/01/2035 | 246,126 | 0.0 | |
28,958 | 5.000%,04/01/2036 | 33,703 | 0.0 | |
95,491 | 5.000%,11/01/2036 | 111,001 | 0.0 | |
67,926 | 5.000%,02/01/2037 | 79,031 | 0.0 | |
52,385 | 5.000%,05/01/2037 | 60,901 | 0.0 | |
811,359 | 5.000%,10/01/2037 | 943,974 | 0.0 | |
466,271 | 5.000%,03/01/2038 | 542,307 | 0.0 | |
143,098 | 5.000%,03/01/2038 | 166,413 | 0.0 |
See Accompanying Notes to Financial Statements
95
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
411,515 | 5.000%,03/01/2038 | 478,813 | 0.0 | |
139,311 | 5.000%,04/01/2038 | 162,092 | 0.0 | |
14,259 | 5.000%,10/01/2038 | 16,581 | 0.0 | |
51,972 | 5.000%,06/01/2040 | 60,473 | 0.0 | |
139,283 | 5.000%,08/01/2040 | 161,941 | 0.0 | |
340,717 | 5.000%,04/01/2041 | 396,423 | 0.0 | |
51,573 | 5.490%,02/01/2037 | 57,621 | 0.0 | |
56,464 | 5.500%,12/01/2024 | 58,649 | 0.0 | |
67,089 | 5.500%,09/01/2034 | 78,551 | 0.0 | |
76,838 | 5.500%,01/01/2035 | 89,962 | 0.0 | |
778,045 | 5.500%,09/01/2035 | 914,906 | 0.0 | |
36,411 | 5.500%,09/01/2035 | 42,828 | 0.0 | |
592,599 | 5.500%,10/01/2035 | 684,880 | 0.0 | |
235,576 | 5.500%,03/01/2036 | 277,040 | 0.0 | |
60,206 | 5.500%,03/01/2036 | 70,823 | 0.0 | |
44,282 | 5.500%,05/01/2036 | 52,091 | 0.0 | |
205,340 | 5.500%,06/01/2036 | 240,856 | 0.0 | |
74,660 | 5.500%,07/01/2036 | 87,822 | 0.0 | |
13,975 | 5.500%,07/01/2036 | 16,439 | 0.0 | |
3,426 | 5.500%,07/01/2036 | 4,020 | 0.0 | |
16,063 | 5.500%,10/01/2036 | 18,894 | 0.0 | |
88,314 | 5.500%,11/01/2036 | 103,665 | 0.0 | |
11,175 | 5.500%,12/01/2036 | 12,505 | 0.0 | |
68,763 | 5.500%,12/01/2036 | 80,854 | 0.0 | |
48,352 | 5.500%,12/01/2036 | 56,874 | 0.0 | |
63,202 | 5.500%,02/01/2037 | 74,347 | 0.0 | |
7,624 | 5.500%,02/01/2037 | 8,724 | 0.0 | |
21,332 | 5.500%,05/01/2037 | 25,094 | 0.0 | |
3,149 | 5.500%,06/01/2037 | 3,701 | 0.0 | |
32,857 | 5.500%,12/01/2037 | 38,459 | 0.0 | |
18,078 | 5.500%,03/01/2038 | 21,257 | 0.0 | |
10,101 | 5.500%,06/01/2038 | 11,883 | 0.0 | |
4,015 | 5.500%,06/01/2038 | 4,698 | 0.0 | |
7,623 | 5.500%,08/01/2038 | 8,621 | 0.0 | |
1,859 | 5.500%,10/01/2038 | 2,106 | 0.0 | |
640,660 | 5.500%,11/01/2038 | 739,715 | 0.0 | |
10,490 | 5.500%,12/01/2038 | 12,340 | 0.0 | |
13,580 | 5.500%,12/01/2038 | 15,975 | 0.0 | |
11,799 | 5.500%,12/01/2038 | 13,880 | 0.0 | |
102,136 | 5.500%,01/01/2039 | 120,151 | 0.0 | |
18,479 | 5.500%,01/01/2039 | 21,738 | 0.0 | |
69,828 | 5.500%,01/01/2040 | 82,127 | 0.0 | |
63,213 | 5.500%,01/01/2040 | 72,433 | 0.0 | |
68,172 | 5.500%,03/01/2040 | 79,504 | 0.0 | |
108,812 | 5.500%,01/01/2041 | 121,646 | 0.0 | |
58,872 | 5.750%,05/01/2037 | 65,973 | 0.0 | |
116,738 | 5.800%,07/01/2037 | 130,627 | 0.0 | |
40,662 | 5.800%,08/01/2037 | 45,610 | 0.0 | |
73,353 | 5.800%,09/01/2037 | 82,280 | 0.0 | |
37,813 | 5.800%,09/01/2037 | 42,414 | 0.0 | |
4,114 | 6.000%,04/01/2028 | 4,702 | 0.0 | |
38,937 | 6.000%,07/01/2028 | 43,745 | 0.0 | |
9,271 | 6.000%,04/01/2036 | 11,106 | 0.0 | |
3,091 | 6.000%,04/01/2036 | 3,702 | 0.0 | |
95 | 6.000%,04/01/2036 | 107 | 0.0 | |
28,704 | 6.000%,06/01/2036 | 34,363 | 0.0 | |
9,415 | 6.000%,07/01/2036 | 11,283 | 0.0 | |
52,272 | 6.000%,08/01/2036 | 62,110 | 0.0 | |
8,920 | 6.000%,08/01/2036 | 10,679 | 0.0 | |
2,715 | 6.000%,08/01/2036 | 3,054 | 0.0 | |
46,202 | 6.000%,01/01/2037 | 53,986 | 0.0 | |
42,771 | 6.000%,02/01/2037 | 50,884 | 0.0 | |
2,672 | 6.000%,04/01/2037 | 3,180 | 0.0 | |
1,350 | 6.000%,06/01/2037 | 1,608 | 0.0 | |
11,286 | 6.000%,06/01/2037 | 13,280 | 0.0 | |
6,814 | 6.000%,07/01/2037 | 8,080 | 0.0 | |
242 | 6.000%,07/01/2037 | 285 | 0.0 | |
6,370 | 6.000%,08/01/2037 | 7,164 | 0.0 | |
150,850 | 6.000%,08/01/2037 | 174,230 | 0.0 | |
17,521 | 6.000%,08/01/2037 | 20,362 | 0.0 | |
3,109 | 6.000%,08/01/2037 | 3,684 | 0.0 | |
7,429 | 6.000%,08/01/2037 | 8,355 | 0.0 | |
6,839 | 6.000%,08/01/2037 | 8,093 | 0.0 | |
1,730 | 6.000%,08/01/2037 | 2,042 | 0.0 | |
5,275 | 6.000%,09/01/2037 | 6,246 | 0.0 | |
2,245 | 6.000%,09/01/2037 | 2,649 | 0.0 | |
15,348 | 6.000%,09/01/2037 | 18,279 | 0.0 | |
12,529 | 6.000%,10/01/2037 | 14,877 | 0.0 | |
5,619 | 6.000%,10/01/2037 | 6,320 | 0.0 | |
9,257 | 6.000%,10/01/2037 | 10,973 | 0.0 | |
18,909 | 6.000%,10/01/2037 | 21,280 | 0.0 | |
2,683 | 6.000%,11/01/2037 | 3,181 | 0.0 | |
32,265 | 6.000%,11/01/2037 | 38,206 | 0.0 | |
1,183 | 6.000%,11/01/2037 | 1,330 | 0.0 | |
942 | 6.000%,12/01/2037 | 1,060 | 0.0 | |
64,862 | 6.000%,12/01/2037 | 76,539 | 0.0 | |
2,634 | 6.000%,01/01/2038 | 3,103 | 0.0 | |
20,026 | 6.000%,01/01/2038 | 23,589 | 0.0 | |
17,521 | 6.000%,01/01/2038 | 20,782 | 0.0 | |
19,176 | 6.000%,02/01/2038 | 21,564 | 0.0 | |
2,428 | 6.000%,02/01/2038 | 2,734 | 0.0 | |
14,014 | 6.000%,05/01/2038 | 15,791 | 0.0 | |
1,369 | 6.000%,06/01/2038 | 1,614 | 0.0 | |
49,627 | 6.000%,07/01/2038 | 58,348 | 0.0 | |
22,219 | 6.000%,07/01/2038 | 26,111 | 0.0 | |
965 | 6.000%,09/01/2038 | 1,137 | 0.0 | |
275,735 | 6.000%,09/01/2038 | 323,906 | 0.0 | |
10,817 | 6.000%,09/01/2038 | 12,165 | 0.0 | |
8,307 | 6.000%,09/01/2038 | 9,829 | 0.0 | |
13,464 | 6.000%,11/01/2038 | 15,444 | 0.0 | |
141,702 | 6.000%,01/01/2039 | 165,243 | 0.0 | |
160,320 | 6.000%,04/01/2039 | 188,136 | 0.0 | |
40,321 | 6.000%,08/01/2039 | 46,284 | 0.0 | |
51,294 | 6.000%,10/01/2039 | 60,194 | 0.0 | |
20,269 | 6.000%,11/01/2039 | 23,901 | 0.0 | |
52,059 | 6.000%,11/01/2039 | 58,583 | 0.0 | |
1,838 | 6.000%,12/01/2039 | 2,163 | 0.0 | |
63,877 | 6.000%,05/01/2040 | 75,735 | 0.0 | |
57,397 | 6.150%,12/01/2037 | 64,524 | 0.0 | |
70,481 | 6.150%,01/01/2038 | 79,229 | 0.0 | |
81,848 | 6.150%,02/01/2038 | 92,011 | 0.0 | |
63,029 | 6.150%,02/01/2038 | 70,850 | 0.0 | |
840,000 | 6.250%,07/15/2032 | 1,298,209 | 0.1 | |
9,798 | 6.500%,06/01/2036 | 11,374 | 0.0 | |
2,333 | 6.500%,08/01/2036 | 2,759 | 0.0 | |
38,780 | 6.500%,10/01/2036 | 44,552 | 0.0 | |
1,056 | 6.500%,10/01/2036 | 1,225 | 0.0 | |
16,244 | 6.500%,07/01/2037 | 18,531 | 0.0 | |
5,671 | 6.500%,09/01/2037 | 6,548 | 0.0 | |
3,262 | 6.500%,10/01/2037 | 3,711 | 0.0 | |
2,860 | 6.500%,11/01/2037 | 3,322 | 0.0 | |
18,017 | 6.500%,04/01/2038 | 20,598 | 0.0 | |
7,066 | 6.500%,04/01/2038 | 7,983 | 0.0 | |
3,440 | 6.500%,05/01/2038 | 3,859 | 0.0 | |
611 | 6.500%,05/01/2038 | 685 | 0.0 | |
2,092 | 6.500%,07/01/2038 | 2,346 | 0.0 | |
1,283 | 6.500%,08/01/2038 | 1,497 | 0.0 | |
211 | 6.500%,10/01/2038 | 242 | 0.0 | |
6,628 | 6.500%,11/01/2038 | 7,549 | 0.0 | |
5,954 | 6.500%,12/01/2038 | 6,677 | 0.0 | |
55,688 | 6.500%,12/01/2038 | 62,459 | 0.0 | |
7,123 | 6.500%,12/01/2038 | 7,989 | 0.0 | |
628 | 6.500%,12/01/2038 | 705 | 0.0 | |
525,012 | 6.500%,12/01/2038 | 621,417 | 0.0 | |
2,895 | 6.500%,01/01/2039 | 3,534 | 0.0 | |
172,479,550 | 5.0 |
See Accompanying Notes to Financial Statements
96
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Federal National Mortgage Association: 0.8%(4) | ||||
2,539,505 | 3.000%,09/01/2046 | 2,622,313 | 0.1 | |
16,047,251 | 3.500%,11/01/2051 | 17,584,922 | 0.5 | |
1,266,358 | 3.720%,10/01/2029 | 1,455,964 | 0.0 | |
65,722 | 5.700%,07/01/2036 | 68,365 | 0.0 | |
13,470 | 5.700%,07/01/2036 | 13,526 | 0.0 | |
805,000 | 6.625%,11/15/2030 | 1,219,190 | 0.0 | |
3,430,000 | 7.125%,01/15/2030 | 5,238,853 | 0.2 | |
28,203,133 | 0.8 | |||
Government National Mortgage Association: 5.7% | ||||
38,475,000 | (5) | 2.000%,01/01/2051 | 40,231,875 | 1.2 |
6,007,757 | 3.000%,07/20/2045 | 6,405,426 | 0.2 | |
19,475,000 | (5) | 3.000%,01/20/2050 | 20,364,113 | 0.6 |
18,730,864 | 3.000%,08/20/2050 | 19,697,281 | 0.6 | |
17,608,507 | 3.500%,03/20/2047 | 18,934,052 | 0.6 | |
9,103,811 | 3.500%,09/20/2047 | 9,709,405 | 0.3 | |
3,021,515 | 3.500%,01/20/2048 | 3,251,961 | 0.1 | |
18,869,388 | 3.500%,02/20/2048 | 20,290,009 | 0.6 | |
18,762,754 | 3.500%,03/20/2048 | 20,273,677 | 0.6 | |
4,438,872 | 4.000%,10/20/2043 | 4,878,512 | 0.2 | |
2,036,781 | 4.000%,03/20/2046 | 2,231,727 | 0.1 | |
3,947,792 | 4.000%,03/20/2046 | 4,285,514 | 0.1 | |
722,715 | 4.500%,02/20/2041 | 815,965 | 0.0 | |
221,232 | 4.500%,03/20/2041 | 246,529 | 0.0 | |
836,092 | 4.500%,05/20/2041 | 931,698 | 0.0 | |
947,758 | 4.500%,06/20/2041 | 1,056,091 | 0.0 | |
1,796,559 | 4.500%,07/20/2041 | 2,002,004 | 0.1 | |
760,521 | 4.500%,09/20/2041 | 847,491 | 0.0 | |
2,278,314 | 4.500%,10/20/2041 | 2,538,416 | 0.1 | |
6,086,140 | 4.500%,01/20/2050 | 6,544,629 | 0.2 | |
9,082 | 5.000%,10/15/2037 | 10,455 | 0.0 | |
2,216 | 5.000%,04/15/2038 | 2,502 | 0.0 | |
44,986 | 5.000%,03/15/2039 | 51,459 | 0.0 | |
89,547 | 5.000%,08/15/2039 | 102,411 | 0.0 | |
564,367 | 5.000%,09/15/2039 | 640,072 | 0.0 | |
681,679 | 5.000%,09/15/2039 | 781,454 | 0.0 | |
534,021 | 5.000%,02/15/2040 | 606,970 | 0.0 | |
353,720 | 5.000%,04/15/2040 | 401,175 | 0.0 | |
952,405 | 5.000%,06/15/2040 | 1,092,506 | 0.1 | |
29,635 | 5.000%,07/15/2040 | 33,611 | 0.0 | |
291,578 | 5.000%,04/15/2042 | 325,107 | 0.0 | |
494,932 | 5.000%,04/20/2042 | 560,564 | 0.0 | |
446,751 | 5.000%,06/20/2048 | 490,112 | 0.0 | |
24,390 | 5.500%,07/20/2038 | 27,611 | 0.0 | |
324,594 | 5.500%,09/20/2039 | 380,183 | 0.0 | |
23,721 | 5.500%,10/20/2039 | 27,663 | 0.0 | |
14,020 | 5.500%,11/20/2039 | 16,353 | 0.0 | |
545,887 | 5.500%,11/20/2039 | 639,369 | 0.0 | |
8,353 | 5.500%,12/20/2040 | 9,568 | 0.0 | |
26,435 | 5.500%,01/20/2041 | 30,958 | 0.0 | |
185,950 | 5.500%,03/20/2041 | 217,809 | 0.0 | |
267,386 | 5.500%,04/20/2041 | 313,166 | 0.0 | |
424,439 | 5.500%,05/20/2041 | 497,114 | 0.0 | |
420,049 | 5.500%,06/20/2041 | 492,125 | 0.0 | |
11,940 | 6.000%,10/15/2036 | 14,122 | 0.0 | |
33,825 | 6.000%,08/15/2037 | 39,860 | 0.0 | |
30,041 | 6.000%,11/15/2037 | 35,427 | 0.0 | |
4,191 | 6.000%,12/15/2037 | 4,712 | 0.0 | |
20,761 | 6.000%,01/15/2038 | 24,550 | 0.0 | |
20,496 | 6.000%,01/15/2038 | 24,770 | 0.0 | |
24,039 | 6.000%,02/15/2038 | 29,085 | 0.0 | |
42,956 | 6.000%,02/15/2038 | 48,530 | 0.0 | |
224 | 6.000%,02/15/2038 | 255 | 0.0 | |
763 | 6.000%,04/15/2038 | 858 | 0.0 | |
123,120 | 6.000%,05/15/2038 | 148,057 | 0.0 | |
144,276 | 6.000%,05/15/2038 | 173,032 | 0.0 | |
18,582 | 6.000%,07/15/2038 | 21,838 | 0.0 | |
42,972 | 6.000%,09/15/2038 | 50,634 | 0.0 | |
17,899 | 6.000%,11/15/2038 | 20,123 | 0.0 | |
616,747 | 6.000%,08/20/2040 | 716,286 | 0.0 | |
194,638,831 | 5.7 | |||
Other U.S. Agency Obligations: 1.0% | ||||
3,489,000 | 1.620%,09/04/2025 | 3,673,394 | 0.1 | |
12,500,000 | 2.390%,11/01/2034 | 13,937,138 | 0.4 | |
5,000,000 | 2.400%,09/21/2026 | 5,510,063 | 0.2 | |
1,500,000 | 1.875%,08/15/2022 | 1,541,684 | 0.1 | |
10,000 | 6.150%,01/15/2038 | 16,081 | 0.0 | |
5,000,000 | (2) | 7.125%,05/01/2030 | 7,629,622 | 0.2 |
32,307,982 | 1.0 | |||
Uniform Mortgage-Backed Securities: 12.4% | ||||
14,977,812 | (5) | 1.500%,02/01/2051 | 15,113,529 | 0.5 |
29,800,000 | (5) | 2.000%,01/01/2036 | 31,152,854 | 0.9 |
3,400,026 | 2.500%,09/01/2027 | 3,555,026 | 0.1 | |
4,906,436 | 2.500%,06/01/2030 | 5,177,189 | 0.2 | |
3,491,488 | 2.500%,06/01/2030 | 3,684,208 | 0.1 | |
2,085,488 | 2.500%,07/01/2030 | 2,200,706 | 0.1 | |
153,140,000 | (5) | 2.500%,03/12/2050 | 161,137,776 | 4.7 |
1,152,745 | 3.000%,06/01/2026 | 1,209,624 | 0.0 | |
5,066,714 | 3.000%,08/01/2030 | 5,415,042 | 0.2 | |
2,045,944 | 3.000%,09/01/2030 | 2,190,556 | 0.1 | |
15,677,286 | 3.000%,12/01/2042 | 17,104,219 | 0.5 | |
7,938,341 | 3.000%,07/01/2043 | 8,464,359 | 0.3 | |
3,769,488 | 3.000%,09/01/2043 | 4,007,696 | 0.1 | |
4,274,205 | 3.000%,07/01/2046 | 4,649,854 | 0.1 | |
1,580,552 | 3.000%,08/01/2046 | 1,713,816 | 0.1 | |
17,196,499 | 3.000%,12/01/2046 | 18,143,195 | 0.5 | |
2,904,830 | 3.500%,05/01/2029 | 3,109,209 | 0.1 | |
916,395 | 3.500%,03/01/2041 | 989,667 | 0.0 | |
990,853 | 3.500%,12/01/2041 | 1,069,194 | 0.0 | |
1,674,456 | 3.500%,01/01/2042 | 1,801,555 | 0.1 | |
3,702,066 | 3.500%,10/01/2042 | 3,983,090 | 0.1 | |
9,329,790 | 3.500%,11/01/2042 | 10,148,832 | 0.3 | |
4,178,827 | 3.500%,01/01/2046 | 4,569,508 | 0.1 | |
2,865,529 | 3.500%,02/01/2046 | 3,133,425 | 0.1 | |
6,502,316 | 3.500%,02/01/2046 | 7,110,234 | 0.2 | |
7,244,268 | 3.500%,04/01/2046 | 7,847,525 | 0.2 | |
2,358,712 | 3.500%,02/01/2050 | 2,491,560 | 0.1 | |
1,252,482 | 4.000%,09/01/2026 | 1,328,808 | 0.1 | |
824,020 | 4.000%,10/01/2040 | 916,179 | 0.0 | |
134,497 | 4.000%,10/01/2040 | 148,269 | 0.0 | |
8,401,361 | 4.000%,11/01/2040 | 9,175,209 | 0.3 | |
913,280 | 4.000%,12/01/2040 | 1,001,758 | 0.0 | |
1,290,742 | 4.000%,12/01/2040 | 1,435,052 | 0.1 | |
1,851,814 | 4.000%,02/01/2041 | 2,031,969 | 0.1 | |
258,012 | 4.000%,03/01/2041 | 284,442 | 0.0 | |
293,138 | 4.000%,04/01/2041 | 321,592 | 0.0 | |
255,765 | 4.000%,08/01/2041 | 274,601 | 0.0 | |
215,281 | 4.000%,09/01/2041 | 235,492 | 0.0 | |
1,455,313 | 4.000%,11/01/2041 | 1,589,451 | 0.1 | |
337,086 | 4.000%,12/01/2041 | 371,622 | 0.0 | |
743,261 | 4.000%,01/01/2042 | 813,039 | 0.0 | |
538,587 | 4.000%,07/01/2042 | 593,829 | 0.0 | |
1,609,447 | 4.000%,12/01/2042 | 1,765,124 | 0.1 | |
1,866,905 | 4.000%,07/01/2043 | 2,096,556 | 0.1 | |
1,504,969 | 4.000%,02/01/2044 | 1,672,619 | 0.1 | |
965,963 | 4.000%,02/01/2044 | 1,073,555 | 0.0 | |
250,709 | 4.000%,03/01/2044 | 269,472 | 0.0 | |
928,332 | 4.000%,05/01/2045 | 1,010,673 | 0.0 | |
5,934,353 | 4.000%,06/01/2045 | 6,460,957 | 0.2 | |
1,686,655 | 4.000%,07/01/2045 | 1,861,812 | 0.1 | |
2,938,065 | 4.000%,07/01/2045 | 3,299,003 | 0.1 | |
1,033,351 | 4.000%,07/01/2045 | 1,137,556 | 0.0 | |
1,773,417 | 4.000%,07/01/2045 | 1,961,019 | 0.1 |
See Accompanying Notes to Financial Statements
97
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
2,130,299 | 4.000%,02/01/2046 | 2,322,285 | 0.1 | |
4,726,710 | 4.000%,02/01/2048 | 5,059,238 | 0.2 | |
1,121,016 | 4.000%,03/01/2048 | 1,199,867 | 0.0 | |
334,386 | 4.000%,03/01/2048 | 357,907 | 0.0 | |
8,224,057 | 4.000%,02/01/2050 | 8,794,722 | 0.3 | |
1,353,443 | 4.500%,07/01/2026 | 1,439,019 | 0.1 | |
4,203 | 4.500%,06/01/2034 | 4,648 | 0.0 | |
13,363 | 4.500%,05/01/2035 | 14,715 | 0.0 | |
1,474 | 4.500%,03/01/2038 | 1,650 | 0.0 | |
1,151 | 4.500%,05/01/2038 | 1,262 | 0.0 | |
10,277 | 4.500%,06/01/2038 | 11,363 | 0.0 | |
8,574 | 4.500%,07/01/2038 | 9,294 | 0.0 | |
26,175 | 4.500%,09/01/2038 | 28,540 | 0.0 | |
421,135 | 4.500%,03/01/2039 | 472,974 | 0.0 | |
20,166 | 4.500%,04/01/2039 | 22,648 | 0.0 | |
13,067 | 4.500%,04/01/2039 | 14,522 | 0.0 | |
421,187 | 4.500%,07/01/2039 | 471,380 | 0.0 | |
1,133,701 | 4.500%,09/01/2039 | 1,273,277 | 0.0 | |
844,203 | 4.500%,10/01/2039 | 948,137 | 0.0 | |
228,961 | 4.500%,12/01/2039 | 257,148 | 0.0 | |
292,512 | 4.500%,12/01/2039 | 327,375 | 0.0 | |
227,409 | 4.500%,12/01/2039 | 252,730 | 0.0 | |
161,192 | 4.500%,03/01/2040 | 181,032 | 0.0 | |
226,714 | 4.500%,10/01/2040 | 254,623 | 0.0 | |
222,233 | 4.500%,10/01/2040 | 248,274 | 0.0 | |
219,652 | 4.500%,10/01/2040 | 246,445 | 0.0 | |
336,086 | 4.500%,03/01/2041 | 372,200 | 0.0 | |
141,179 | 4.500%,04/01/2041 | 152,958 | 0.0 | |
190,518 | 4.500%,06/01/2041 | 213,974 | 0.0 | |
173,946 | 4.500%,06/01/2041 | 195,285 | 0.0 | |
2,109,745 | 4.500%,06/01/2041 | 2,369,528 | 0.1 | |
3,119,570 | 4.500%,07/01/2041 | 3,461,734 | 0.1 | |
167,018 | 4.500%,07/01/2041 | 187,585 | 0.0 | |
84,182 | 4.500%,07/01/2041 | 94,548 | 0.0 | |
1,020,929 | 4.500%,08/01/2041 | 1,134,630 | 0.0 | |
1,192,284 | 4.500%,08/01/2041 | 1,339,071 | 0.1 | |
123,028 | 4.500%,08/01/2041 | 138,174 | 0.0 | |
458,889 | 5.000%,03/01/2027 | 481,559 | 0.0 | |
65,732 | 5.000%,07/01/2033 | 75,097 | 0.0 | |
98,355 | 5.000%,02/01/2034 | 109,535 | 0.0 | |
14,107 | 5.000%,11/01/2034 | 16,387 | 0.0 | |
1,442,608 | 5.000%,02/01/2035 | 1,670,605 | 0.1 | |
259,621 | 5.000%,06/01/2035 | 301,674 | 0.0 | |
19,753 | 5.000%,08/01/2035 | 22,968 | 0.0 | |
63,889 | 5.000%,09/01/2035 | 74,295 | 0.0 | |
148,697 | 5.000%,09/01/2035 | 170,828 | 0.0 | |
202,373 | 5.000%,09/01/2035 | 235,351 | 0.0 | |
18,807 | 5.000%,10/01/2035 | 21,873 | 0.0 | |
287,561 | 5.000%,03/01/2036 | 334,054 | 0.0 | |
374,418 | 5.000%,03/01/2036 | 435,298 | 0.0 | |
3,089 | 5.000%,05/01/2036 | 3,591 | 0.0 | |
255,385 | 5.000%,05/01/2036 | 297,077 | 0.0 | |
47,797 | 5.000%,06/01/2036 | 55,535 | 0.0 | |
531,965 | 5.000%,12/01/2036 | 618,647 | 0.0 | |
39,760 | 5.000%,12/01/2036 | 46,243 | 0.0 | |
119,718 | 5.000%,07/01/2037 | 139,236 | 0.0 | |
69,940 | 5.000%,01/01/2038 | 79,959 | 0.0 | |
180,380 | 5.000%,02/01/2038 | 209,711 | 0.0 | |
398,234 | 5.000%,02/01/2038 | 463,101 | 0.0 | |
371,770 | 5.000%,08/01/2038 | 432,165 | 0.0 | |
162,126 | 5.000%,07/01/2040 | 188,593 | 0.0 | |
70,571 | 5.000%,07/01/2040 | 81,334 | 0.0 | |
10 | 5.500%,04/01/2021 | 10 | 0.0 | |
1,460 | 5.500%,10/01/2021 | 1,469 | 0.0 | |
22,178 | 5.500%,11/01/2021 | 22,460 | 0.0 | |
5,489 | 5.500%,11/01/2021 | 5,547 | 0.0 | |
39,858 | 5.500%,12/01/2021 | 40,351 | 0.0 | |
30,261 | 5.500%,12/01/2021 | 30,645 | 0.0 | |
3,070 | 5.500%,12/01/2021 | 3,086 | 0.0 | |
1,366 | 5.500%,01/01/2022 | 1,386 | 0.0 | |
610 | 5.500%,01/01/2022 | 620 | 0.0 | |
5,254 | 5.500%,02/01/2022 | 5,335 | 0.0 | |
393 | 5.500%,04/01/2022 | 400 | 0.0 | |
1,535 | 5.500%,06/01/2022 | 1,545 | 0.0 | |
2,226 | 5.500%,06/01/2022 | 2,260 | 0.0 | |
597 | 5.500%,07/01/2022 | 612 | 0.0 | |
8,088 | 5.500%,07/01/2022 | 8,272 | 0.0 | |
825 | 5.500%,08/01/2022 | 839 | 0.0 | |
12,643 | 5.500%,09/01/2022 | 12,964 | 0.0 | |
1,705 | 5.500%,09/01/2022 | 1,748 | 0.0 | |
1,645 | 5.500%,01/01/2023 | 1,691 | 0.0 | |
925 | 5.500%,02/01/2023 | 946 | 0.0 | |
2,525 | 5.500%,03/01/2023 | 2,599 | 0.0 | |
876 | 5.500%,04/01/2023 | 908 | 0.0 | |
5,915 | 5.500%,06/01/2023 | 6,118 | 0.0 | |
5,101 | 5.500%,08/01/2023 | 5,344 | 0.0 | |
916 | 5.500%,08/01/2023 | 951 | 0.0 | |
1,385 | 5.500%,08/01/2023 | 1,436 | 0.0 | |
14,266 | 5.500%,08/01/2023 | 14,907 | 0.0 | |
11,171 | 5.500%,09/01/2023 | 11,625 | 0.0 | |
687 | 5.500%,11/01/2023 | 718 | 0.0 | |
5,833 | 5.500%,11/01/2023 | 6,078 | 0.0 | |
1,677 | 5.500%,11/01/2023 | 1,743 | 0.0 | |
36,735 | 5.500%,02/01/2024 | 38,269 | 0.0 | |
968 | 5.500%,03/01/2024 | 977 | 0.0 | |
4,805 | 5.500%,07/01/2024 | 4,845 | 0.0 | |
5,324 | 5.500%,07/01/2024 | 5,624 | 0.0 | |
363 | 5.500%,05/01/2025 | 369 | 0.0 | |
17,959 | 5.500%,08/01/2025 | 19,109 | 0.0 | |
1,693 | 5.500%,07/01/2027 | 1,891 | 0.0 | |
415 | 5.500%,08/01/2027 | 464 | 0.0 | |
97,830 | 5.500%,03/01/2034 | 114,307 | 0.0 | |
70,585 | 5.500%,04/01/2034 | 82,164 | 0.0 | |
33,596 | 5.500%,11/01/2034 | 39,325 | 0.0 | |
34,259 | 5.500%,12/01/2034 | 40,142 | 0.0 | |
408,276 | 5.500%,02/01/2035 | 478,905 | 0.0 | |
57,673 | 5.500%,05/01/2035 | 67,817 | 0.0 | |
59,496 | 5.500%,09/01/2035 | 69,955 | 0.0 | |
273,914 | 5.500%,09/01/2035 | 311,315 | 0.0 | |
46,984 | 5.500%,04/01/2036 | 55,250 | 0.0 | |
77,437 | 5.500%,04/01/2036 | 91,043 | 0.0 | |
15,584 | 5.500%,05/01/2036 | 18,234 | 0.0 | |
52,781 | 5.500%,06/01/2036 | 62,070 | 0.0 | |
197,852 | 5.500%,07/01/2036 | 231,992 | 0.0 | |
109,321 | 5.500%,11/01/2036 | 128,479 | 0.0 | |
336,095 | 5.500%,12/01/2036 | 395,249 | 0.0 | |
159,898 | 5.500%,12/01/2036 | 188,031 | 0.0 | |
52,308 | 5.500%,01/01/2037 | 61,508 | 0.0 | |
231,299 | 5.500%,03/01/2037 | 272,007 | 0.0 | |
501,067 | 5.500%,03/01/2037 | 589,256 | 0.0 | |
46,113 | 5.500%,03/01/2037 | 54,208 | 0.0 | |
210,011 | 5.500%,08/01/2037 | 246,950 | 0.0 | |
662 | 5.500%,01/01/2038 | 778 | 0.0 | |
1,947 | 5.500%,01/01/2038 | 2,278 | 0.0 | |
876 | 5.500%,01/01/2038 | 1,030 | 0.0 | |
6,972 | 5.500%,03/01/2038 | 8,158 | 0.0 | |
10,614 | 5.500%,05/01/2038 | 12,327 | 0.0 | |
31,015 | 5.500%,06/01/2038 | 36,474 | 0.0 | |
916,930 | 5.500%,09/01/2038 | 1,078,319 | 0.0 | |
216,145 | 5.500%,12/01/2038 | 254,201 | 0.0 | |
54,559 | 5.500%,06/01/2039 | 64,160 | 0.0 | |
38,208 | 5.500%,05/01/2040 | 42,696 | 0.0 | |
233,686 | 5.500%,06/01/2040 | 261,128 | 0.0 | |
4,705 | 6.000%,01/01/2034 | 5,323 | 0.0 | |
2,764 | 6.000%,07/01/2034 | 3,127 | 0.0 | |
45,790 | 6.000%,12/01/2034 | 55,052 | 0.0 |
See Accompanying Notes to Financial Statements
98
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
19,632 | 6.000%,05/01/2035 | 22,115 | 0.0 | |
31,402 | 6.000%,01/01/2036 | 35,293 | 0.0 | |
15,192 | 6.000%,01/01/2036 | 17,075 | 0.0 | |
13,094 | 6.000%,02/01/2036 | 15,693 | 0.0 | |
21,693 | 6.000%,03/01/2036 | 25,788 | 0.0 | |
14,346 | 6.000%,03/01/2036 | 16,900 | 0.0 | |
6,767 | 6.000%,04/01/2036 | 8,119 | 0.0 | |
16,067 | 6.000%,04/01/2036 | 18,804 | 0.0 | |
50,781 | 6.000%,05/01/2036 | 60,968 | 0.0 | |
231 | 6.000%,06/01/2036 | 276 | 0.0 | |
13,415 | 6.000%,08/01/2036 | 16,045 | 0.0 | |
1,706 | 6.000%,08/01/2036 | 1,917 | 0.0 | |
13,600 | 6.000%,09/01/2036 | 16,207 | 0.0 | |
16,577 | 6.000%,09/01/2036 | 18,632 | 0.0 | |
31,561 | 6.000%,09/01/2036 | 36,904 | 0.0 | |
41,822 | 6.000%,09/01/2036 | 48,083 | 0.0 | |
11,267 | 6.000%,10/01/2036 | 13,345 | 0.0 | |
369,596 | 6.000%,12/01/2036 | 442,505 | 0.0 | |
149,695 | 6.000%,12/01/2036 | 169,748 | 0.0 | |
7,342 | 6.000%,01/01/2037 | 8,252 | 0.0 | |
5,481 | 6.000%,02/01/2037 | 6,207 | 0.0 | |
5,217 | 6.000%,04/01/2037 | 5,865 | 0.0 | |
65,516 | 6.000%,07/01/2037 | 77,502 | 0.0 | |
20,238 | 6.000%,08/01/2037 | 24,026 | 0.0 | |
1,041 | 6.000%,08/01/2037 | 1,213 | 0.0 | |
1,726 | 6.000%,08/01/2037 | 2,008 | 0.0 | |
12,465 | 6.000%,09/01/2037 | 14,503 | 0.0 | |
38,960 | 6.000%,09/01/2037 | 43,772 | 0.0 | |
5,199 | 6.000%,09/01/2037 | 6,171 | 0.0 | |
302 | 6.000%,09/01/2037 | 357 | 0.0 | |
1,939 | 6.000%,09/01/2037 | 2,288 | 0.0 | |
12,062 | 6.000%,09/01/2037 | 14,279 | 0.0 | |
2,183 | 6.000%,10/01/2037 | 2,503 | 0.0 | |
226 | 6.000%,10/01/2037 | 268 | 0.0 | |
1,492 | 6.000%,10/01/2037 | 1,710 | 0.0 | |
922 | 6.000%,10/01/2037 | 1,055 | 0.0 | |
36,312 | 6.000%,11/01/2037 | 43,032 | 0.0 | |
13,432 | 6.000%,11/01/2037 | 16,083 | 0.0 | |
6,902 | 6.000%,11/01/2037 | 7,760 | 0.0 | |
19,022 | 6.000%,11/01/2037 | 21,763 | 0.0 | |
4,336 | 6.000%,11/01/2037 | 4,880 | 0.0 | |
1,471 | 6.000%,11/01/2037 | 1,711 | 0.0 | |
25,847 | 6.000%,12/01/2037 | 30,446 | 0.0 | |
5,623 | 6.000%,12/01/2037 | 6,594 | 0.0 | |
33,178 | 6.000%,12/01/2037 | 39,179 | 0.0 | |
12,671 | 6.000%,12/01/2037 | 14,937 | 0.0 | |
3,955 | 6.000%,01/01/2038 | 4,444 | 0.0 | |
11,756 | 6.000%,01/01/2038 | 13,302 | 0.0 | |
62,315 | 6.000%,02/01/2038 | 71,100 | 0.0 | |
741 | 6.000%,02/01/2038 | 833 | 0.0 | |
3,069 | 6.000%,03/01/2038 | 3,459 | 0.0 | |
117,950 | 6.000%,03/01/2038 | 134,086 | 0.0 | |
276,958 | 6.000%,04/01/2038 | 328,291 | 0.0 | |
18,719 | 6.000%,04/01/2038 | 22,201 | 0.0 | |
20,299 | 6.000%,05/01/2038 | 23,006 | 0.0 | |
20,561 | 6.000%,05/01/2038 | 24,195 | 0.0 | |
1,073 | 6.000%,06/01/2038 | 1,206 | 0.0 | |
24,863 | 6.000%,07/01/2038 | 28,170 | 0.0 | |
14,012 | 6.000%,07/01/2038 | 15,972 | 0.0 | |
840 | 6.000%,08/01/2038 | 944 | 0.0 | |
2,261 | 6.000%,08/01/2038 | 2,653 | 0.0 | |
17,076 | 6.000%,09/01/2038 | 19,295 | 0.0 | |
34,473 | 6.000%,09/01/2038 | 38,994 | 0.0 | |
6,642 | 6.000%,09/01/2038 | 7,464 | 0.0 | |
44,391 | 6.000%,10/01/2038 | 52,146 | 0.0 | |
20,874 | 6.000%,10/01/2038 | 24,530 | 0.0 | |
37,311 | 6.000%,10/01/2038 | 43,497 | 0.0 | |
14,890 | 6.000%,05/01/2039 | 16,740 | 0.0 | |
491,646 | 6.000%,10/01/2039 | 584,160 | 0.0 | |
20,020 | 6.000%,11/01/2039 | 22,847 | 0.0 | |
701 | 6.500%,04/01/2030 | 790 | 0.0 | |
56,722 | 6.500%,02/01/2034 | 63,592 | 0.0 | |
7,873 | 6.500%,11/01/2034 | 9,448 | 0.0 | |
10,731 | 6.500%,01/01/2036 | 12,683 | 0.0 | |
23,442 | 6.500%,03/01/2036 | 27,569 | 0.0 | |
41,270 | 6.500%,04/01/2036 | 47,291 | 0.0 | |
570 | 6.500%,05/01/2036 | 669 | 0.0 | |
4,095 | 6.500%,06/01/2036 | 4,591 | 0.0 | |
1,090 | 6.500%,07/01/2036 | 1,273 | 0.0 | |
5,119 | 6.500%,07/01/2036 | 5,740 | 0.0 | |
2,149 | 6.500%,07/01/2036 | 2,571 | 0.0 | |
40,640 | 6.500%,07/01/2036 | 46,610 | 0.0 | |
17,879 | 6.500%,07/01/2036 | 20,928 | 0.0 | |
32,161 | 6.500%,07/01/2036 | 36,058 | 0.0 | |
568 | 6.500%,08/01/2036 | 663 | 0.0 | |
8,272 | 6.500%,09/01/2036 | 9,490 | 0.0 | |
16,231 | 6.500%,09/01/2036 | 19,248 | 0.0 | |
91,176 | 6.500%,09/01/2036 | 110,160 | 0.0 | |
973 | 6.500%,09/01/2036 | 1,103 | 0.0 | |
2,970 | 6.500%,11/01/2036 | 3,464 | 0.0 | |
825 | 6.500%,11/01/2036 | 961 | 0.0 | |
2,161 | 6.500%,12/01/2036 | 2,443 | 0.0 | |
12,832 | 6.500%,12/01/2036 | 14,382 | 0.0 | |
180 | 6.500%,01/01/2037 | 210 | 0.0 | |
30,427 | 6.500%,01/01/2037 | 34,124 | 0.0 | |
20,646 | 6.500%,01/01/2037 | 23,155 | 0.0 | |
14,083 | 6.500%,02/01/2037 | 16,105 | 0.0 | |
11,519 | 6.500%,03/01/2037 | 13,202 | 0.0 | |
5,167 | 6.500%,03/01/2037 | 5,957 | 0.0 | |
46,240 | 6.500%,03/01/2037 | 54,445 | 0.0 | |
31,741 | 6.500%,03/01/2037 | 35,598 | 0.0 | |
451 | 6.500%,07/01/2037 | 541 | 0.0 | |
948 | 6.500%,08/01/2037 | 1,078 | 0.0 | |
3,615 | 6.500%,08/01/2037 | 4,256 | 0.0 | |
2,686 | 6.500%,08/01/2037 | 3,012 | 0.0 | |
423 | 6.500%,09/01/2037 | 474 | 0.0 | |
105,252 | 6.500%,09/01/2037 | 121,594 | 0.0 | |
15,678 | 6.500%,09/01/2037 | 17,652 | 0.0 | |
6,254 | 6.500%,09/01/2037 | 7,412 | 0.0 | |
1,023 | 6.500%,09/01/2037 | 1,152 | 0.0 | |
68,358 | 6.500%,09/01/2037 | 82,259 | 0.0 | |
1,246 | 6.500%,09/01/2037 | 1,454 | 0.0 | |
1,856 | 6.500%,10/01/2037 | 2,243 | 0.0 | |
19,218 | 6.500%,10/01/2037 | 21,556 | 0.0 | |
23,248 | 6.500%,10/01/2037 | 27,342 | 0.0 | |
6,438 | 6.500%,10/01/2037 | 7,657 | 0.0 | |
766 | 6.500%,10/01/2037 | 867 | 0.0 | |
90,185 | 6.500%,11/01/2037 | 102,870 | 0.0 | |
1,285 | 6.500%,12/01/2037 | 1,441 | 0.0 | |
1,387 | 6.500%,12/01/2037 | 1,555 | 0.0 | |
59,756 | 6.500%,12/01/2037 | 67,019 | 0.0 | |
1,477 | 6.500%,12/01/2037 | 1,656 | 0.0 | |
2,767 | 6.500%,12/01/2037 | 3,157 | 0.0 | |
9,726 | 6.500%,12/01/2037 | 11,632 | 0.0 | |
8,114 | 6.500%,12/01/2037 | 9,411 | 0.0 | |
19,268 | 6.500%,01/01/2038 | 22,112 | 0.0 | |
518 | 6.500%,01/01/2038 | 581 | 0.0 | |
43,476 | 6.500%,03/01/2038 | 52,770 | 0.0 | |
44,240 | 6.500%,04/01/2038 | 50,417 | 0.0 | |
2,208 | 6.500%,05/01/2038 | 2,475 | 0.0 | |
35,457 | 6.500%,08/01/2038 | 41,683 | 0.0 | |
36,081 | 6.500%,08/01/2038 | 41,915 | 0.0 | |
22,493 | 6.500%,09/01/2038 | 26,118 | 0.0 | |
2,864 | 6.500%,10/01/2038 | 3,325 | 0.0 | |
181,392 | 6.500%,10/01/2038 | 218,112 | 0.0 | |
12,075 | 6.500%,10/01/2038 | 13,533 | 0.0 | |
10,548 | 6.500%,10/01/2038 | 11,928 | 0.0 | |
17,212 | 6.500%,11/01/2038 | 20,849 | 0.0 | |
1,007 | 6.500%,01/01/2039 | 1,154 | 0.0 | |
43,331 | 6.500%,01/01/2039 | 52,482 | 0.0 |
See Accompanying Notes to Financial Statements
99
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
15,157 | 6.500%,03/01/2039 | 17,865 | 0.0 | |
5,213 | 6.500%,09/01/2039 | 5,846 | 0.0 | |
425,005,297 | 12.4 | |||
Total U.S. Government Agency Obligations | ||||
(Cost $816,303,756) | 852,634,793 | 24.9 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.2% | ||||
2,500,000 | Banc of America Commercial Mortgage Trust 2017-BNK3 AS, 3.748%, 02/15/2050 | 2,824,006 | 0.1 | |
2,000,000 | (1) | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | 2,172,116 | 0.1 |
4,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 4,705,115 | 0.1 | |
5,000,000 | Benchmark 2020-B21 A5 Mortgage Trust, 1.978%, 12/15/2053 | 5,199,591 | 0.2 | |
1,000,000 | (3) | CFCRE Commercial Mortgage Trust 2016-C7 B, 4.348%, 12/10/2054 | 1,117,393 | 0.0 |
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | 3,279,344 | 0.1 | |
1,000,000 | (1),(3) | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | 1,089,054 | 0.0 |
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | 714,325 | 0.0 | |
315,000 | (3) | COMM 2015-PC1 B, 4.430%, 07/10/2050 | 336,314 | 0.0 |
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | 1,095,082 | 0.0 | |
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | 1,102,498 | 0.0 | |
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | 1,135,582 | 0.0 | |
2,000,000 | (3) | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | 2,103,563 | 0.1 |
3,803,033 | (3) | Ginnie Mae 2011-142 B, 3.442%, 02/16/2044 | 3,879,920 | 0.1 |
538,301 | (3) | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | 542,726 | 0.0 |
2,687,998 | (3) | Ginnie Mae 2011-38 D, 3.668%, 01/16/2051 | 2,772,735 | 0.1 |
55,992 | (3) | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | 57,638 | 0.0 |
5,000,000 | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | 5,159,859 | 0.2 | |
3,000,000 | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | 3,243,721 | 0.1 | |
1,000,000 | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/2045 | 1,028,802 | 0.0 | |
6,379,463 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | 6,939,099 | 0.2 | |
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | 3,206,054 | 0.1 | |
1,750,000 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | 1,975,649 | 0.1 | |
2,065,000 | (1) | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | 2,335,992 | 0.1 |
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 3,341,935 | 0.1 | |
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | 2,195,813 | 0.1 | |
1,250,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | 1,348,378 | 0.0 |
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.563%, 09/15/2047 | 100,058 | 0.0 |
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.563%, 09/15/2047 | 99,904 | 0.0 |
1,000,000 | (1),(3) | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/2035 | 990,263 | 0.0 |
1,000,000 | (3) | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | 1,176,271 | 0.0 |
2,350,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | 2,610,581 | 0.1 | |
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | 2,150,671 | 0.1 | |
4,445,000 | (3) | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | 4,878,449 | 0.1 |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $74,220,809) | 76,908,501 | 2.2 | ||
SUPRANATIONAL BONDS: 1.0% | ||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/2021 | 4,217,931 | 0.1 | |
300,000 | (2) | Asian Development Bank, 2.125%, 03/19/2025 | 322,174 | 0.0 |
2,000,000 | Asian Development Bank, 2.000%, 02/16/2022 | 2,040,960 | 0.1 | |
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/2021 | 1,012,520 | 0.0 | |
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/2022 | 3,123,345 | 0.1 | |
750,000 | European Investment Bank, 0.625%, 07/25/2025 | 757,524 | 0.0 |
See Accompanying Notes to Financial Statements
100
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
6,700,000 | European Investment Bank, 1.625%, 06/15/2021 | 6,742,810 | 0.2 | |
3,000,000 | (2) | European Investment Bank, 2.250%, 03/15/2022 | 3,075,569 | 0.1 |
2,000,000 | European Investment Bank, 4.000%, 02/16/2021 | 2,009,078 | 0.1 | |
1,500,000 | Inter-American Development Bank, 0.250%, 11/15/2023 | 1,500,629 | 0.1 | |
2,400,000 | Inter-American Development Bank, 0.625%, 07/15/2025 | 2,420,092 | 0.1 | |
3,000,000 | Inter-American Development Bank, 1.750%, 09/14/2022 | 3,080,592 | 0.1 | |
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/2021 | 1,003,191 | 0.0 | |
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/2042 | 1,258,596 | 0.0 | |
Total Supranational Bonds | ||||
(Cost $31,708,206) | 32,565,011 | 1.0 | ||
SOVEREIGN BONDS: 1.6% | ||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/2024 | 3,248,445 | 0.1 | |
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/2037 | 2,854,312 | 0.1 | |
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/2026 | 564,885 | 0.0 | |
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/2024 | 1,099,941 | 0.0 | |
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/2022 | 1,035,086 | 0.0 | |
3,000,000 | (1),(2) | Kommunalbanken AS, 2.250%, 01/25/2022 | 3,065,803 | 0.1 |
1,800,000 | (1) | Kommunalbanken AS, 2.500%, 01/11/2023 | 1,880,775 | 0.0 |
500,000 | Korea International Bond, 4.125%, 06/10/2044 | 682,874 | 0.0 | |
5,000,000 | Mexico Government International Bond, 4.750%, 03/08/2044 | 5,965,225 | 0.2 | |
1,460,000 | Panama Government International Bond, 8.875%, 09/30/2027 | 2,111,248 | 0.1 | |
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/2037 | 6,087,180 | 0.2 | |
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/2032 | 5,729,039 | 0.2 | |
5,000,000 | Province of Alberta Canada, 2.950%, 01/23/2024 | 5,389,639 | 0.1 | |
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/2026 | 3,267,941 | 0.1 | |
3,000,000 | Province of Ontario Canada, 1.125%, 10/07/2030 | 2,966,605 | 0.1 | |
2,400,000 | Republic of Italy Government International Bond, 1.250%, 02/17/2026 | 2,394,642 | 0.1 | |
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/2021 | 3,458,111 | 0.1 | |
3,000,000 | (2) | Uruguay Government International Bond, 4.500%, 08/14/2024 | 3,322,185 | 0.1 |
Total Sovereign Bonds | ||||
(Cost $49,818,514) | 55,123,936 | 1.6 | ||
ASSET-BACKED SECURITIES: 0.3% | ||||
Automobile Asset-Backed Securities: 0.3% | ||||
1,000,000 | Ally Auto Receivables Trust 2019-4 A4, 1.920%, 01/15/2025 | 1,031,059 | 0.1 | |
600,000 | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | 605,723 | 0.0 | |
200,000 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 210,498 | 0.0 | |
1,150,000 | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | 1,210,859 | 0.1 | |
1,050,000 | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | 1,097,522 | 0.1 | |
750,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 779,741 | 0.0 | |
800,000 | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | 832,020 | 0.0 | |
1,000,000 | (1) | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | 1,015,764 | 0.0 |
600,000 | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | 628,475 | 0.0 | |
125,934 | Santander Drive Auto Receivables Trust 2019-2 A3, 2.590%, 05/15/2023 | 126,121 | 0.0 | |
435,851 | Santander Drive Auto Receivables Trust 2019-3 A3, 2.160%, 11/15/2022 | 436,569 | 0.0 | |
138,704 | (1) | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | 138,978 | 0.0 |
350,000 | (1) | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | 356,542 | 0.0 |
350,000 | (1) | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | 358,984 | 0.0 |
See Accompanying Notes to Financial Statements
101
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
600,000 | (1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 613,779 | 0.0 |
350,000 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 361,502 | 0.0 | |
9,804,136 | 0.3 | |||
Credit Card Asset-Backed Securities: 0.0% | ||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | 1,038,548 | 0.0 | |
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | 520,455 | 0.0 | |
1,559,003 | 0.0 | |||
Total Asset-Backed Securities | ||||
(Cost $10,998,851) | 11,363,139 | 0.3 | ||
Total Long-Term Investments | ||||
(Cost $3,138,930,430) | 3,348,067,263 | 97.6 | ||
SHORT-TERM INVESTMENTS: 9.5% | ||||
Commercial Paper: 6.3% | ||||
10,000,000 | American Electric Power Co., 0.240%, 02/11/2021 | 9,997,247 | 0.3 | |
16,700,000 | American Electric Power Co., 0.240%, 02/12/2021 | 16,695,273 | 0.5 | |
16,000,000 | American Honda Finance Corp., 0.320%, 02/22/2021 | 15,992,509 | 0.5 | |
10,000,000 | American Honda Finance Corp., 0.340%, 03/16/2021 | 9,993,021 | 0.3 | |
10,000,000 | Barton Capital S.A., 0.210%, 02/08/2021 | 9,997,736 | 0.3 | |
6,435,000 | Concord Mimutemen Capital Co. LLC, 0.190%, 01/26/2021 | 6,434,131 | 0.2 | |
10,000,000 | Concord Mimutemen Capital Co. LLC, 0.250%, 03/08/2021 | 9,995,496 | 0.3 | |
25,000,000 | Consolidated Edison Company, 0.240%, 02/12/2021 | 24,992,923 | 0.7 | |
7,670,000 | Consolidated Edison Company, 0.260%, 02/26/2021 | 7,666,891 | 0.2 | |
20,000,000 | Dominion Resources, Inc., 0.190%, 01/21/2021 | 19,997,783 | 0.6 | |
4,000,000 | Duke Energy Corp., 0.210%, 01/26/2021 | 3,999,402 | 0.1 | |
18,000,000 | Enbridge (US) Inc., 0.200%, 01/22/2021 | 17,997,877 | 0.5 | |
15,000,000 | Entergy Corp., 0.310%, 01/26/2021 | 14,996,739 | 0.4 | |
7,000,000 | Entergy Corp., 0.350%, 03/10/2021 | 6,995,358 | 0.2 | |
6,500,000 | Entergy Corp., 0.350%, 03/15/2021 | 6,495,337 | 0.2 | |
11,000,000 | Exelon Corp., 0.190%, 01/20/2021 | 10,998,857 | 0.3 | |
5,000,000 | National Grid PLC, 0.250%, 02/18/2021 | 4,998,333 | 0.2 | |
15,000,000 | Simon Property Group L.P., 0.140%, 01/29/2021 | 14,998,369 | 0.5 | |
Total Commercial Paper | ||||
(Cost $213,240,373) | 213,243,282 | 6.3 | ||
Repurchase Agreements: 0.4% | ||||
2,504,572 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,504,591, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,554,663, due 01/25/21-10/15/62) | 2,504,572 | 0.1 |
2,444,265 | (6) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,444,300, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,493,188, due 01/31/21-05/15/49) | 2,444,265 | 0.1 |
1,089,599 | (6) | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,089,615, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,111,391, due 07/01/22-12/01/50) | 1,089,599 | 0.0 |
See Accompanying Notes to Financial Statements
102
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
1,118,946 | (6) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,118,962, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,141,342, due 02/18/21-01/15/62) | 1,118,946 | 0.0 | ||
1,238,435 | (6) | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,238,453, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $1,263,661, due 02/28/25-05/31/25) | 1,238,435 | 0.0 | ||
3,563,833 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,563,864, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,635,110, due 01/05/21-12/20/50) | 3,563,833 | 0.1 | ||
2,485,863 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,485,907, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,541,900, due 07/15/22-02/15/47) | 2,485,863 | 0.1 | ||
Total Repurchase Agreements | ||||||
(Cost $14,445,513) | 14,445,513 | 0.4 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds(6): 2.8% | ||||||
95,457,362 | (6),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 95,457,362 | 2.8 | ||
459,000 | (6),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 459,000 | 0.0 | ||
459,000 | (6),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 459,000 | 0.0 | ||
Total Mutual Funds | ||||||
(Cost $96,375,362) | 96,375,362 | 2.8 | ||||
Total Short-Term Investments | ||||||
(Cost $324,061,248) | 324,064,157 | 9.5 | ||||
Total Investments in Securities (Cost $3,462,991,678) | $ | 3,672,131,420 | 107.1 | |||
Liabilities in Excess of Other Assets | (243,634,654) | (7.1) | ||||
Net Assets | $ | 3,428,496,766 | 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, 2020. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | Represents or includes a TBA transaction. |
(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, 2020. |
Reference Rate Abbreviations:
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
103
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.8% | ||||
Communication Services: 10.6% | ||||
16,531 | (1) | Alphabet, Inc. - Class A | $ 28,972,892 | 3.3 |
93,482 | (1) | Altice USA, Inc. | 3,540,163 | 0.4 |
16,247 | AT&T, Inc. | 467,264 | 0.1 | |
6,351 | (1) | Charter Communications, Inc. | 4,201,504 | 0.5 |
106,277 | Comcast Corp. – Class A | 5,568,915 | 0.6 | |
79,100 | (1) | Facebook, Inc.- Class A | 21,606,956 | 2.5 |
87,875 | Fox Corp. - Class A | 2,558,920 | 0.3 | |
84,111 | Interpublic Group of Cos., Inc. | 1,978,291 | 0.2 | |
50,655 | (1) | Liberty Global PLC - Class A | 1,226,864 | 0.1 |
12,174 | (1) | NetFlix, Inc. | 6,582,847 | 0.8 |
8,369 | New York Times Co. | 433,263 | 0.1 | |
7,615 | Nexstar Media Group, Inc. | 831,482 | 0.1 | |
6,034 | (1) | Pinterest, Inc. | 397,640 | 0.0 |
22,117 | Telephone & Data Systems, Inc. | 410,713 | 0.0 | |
126,626 | Verizon Communications, Inc. | 7,439,277 | 0.8 | |
49,473 | ViacomCBS, Inc. - Class B | 1,843,364 | 0.2 | |
18,073 | (1) | Walt Disney Co. | 3,274,466 | 0.4 |
49,095 | (1) | Yelp, Inc. | 1,603,934 | 0.2 |
92,938,755 | 10.6 | |||
Consumer Discretionary: 12.4% | ||||
12,378 | (1) | Amazon.com, Inc. | 40,314,279 | 4.6 |
11,754 | Best Buy Co., Inc. | 1,172,932 | 0.1 | |
21,476 | BorgWarner, Inc. | 829,833 | 0.1 | |
10,341 | Boyd Gaming Corp. | 443,836 | 0.0 | |
16,776 | (1) | Carmax, Inc. | 1,584,661 | 0.2 |
1,802 | (1) | Carvana Co. | 431,651 | 0.0 |
379 | (1) | Chipotle Mexican Grill, Inc. | 525,563 | 0.1 |
38,196 | Dana, Inc. | 745,586 | 0.1 | |
9,211 | (1) | Deckers Outdoor Corp. | 2,641,531 | 0.3 |
7,365 | Dollar General Corp. | 1,548,859 | 0.2 | |
18,664 | eBay, Inc. | 937,866 | 0.1 | |
4,308 | (1) | Etsy, Inc. | 766,436 | 0.1 |
57,946 | Extended Stay America, Inc. | 858,180 | 0.1 | |
59,839 | Gentex Corp. | 2,030,337 | 0.2 | |
22,079 | Hilton Worldwide Holdings, Inc. | 2,456,510 | 0.3 | |
33,063 | Home Depot, Inc. | 8,782,194 | 1.0 | |
18,852 | KB Home | 631,919 | 0.1 | |
24,710 | Kohl's Corp. | 1,005,450 | 0.1 | |
33,497 | Lennar Corp. - Class A | 2,553,476 | 0.3 | |
2,771 | Lithia Motors, Inc. | 810,989 | 0.1 | |
58,542 | (1) | LKQ Corp. | 2,063,020 | 0.2 |
12,125 | McDonald's Corp. | 2,601,782 | 0.3 | |
3,904 | Nike, Inc. - Class B | 552,299 | 0.1 | |
252 | (1) | NVR, Inc. | 1,028,125 | 0.1 |
1,215 | Pool Corp. | 452,587 | 0.0 | |
30,333 | Pulte Group, Inc. | 1,307,959 | 0.1 | |
11,450 | (1) | Scientific Games Corp. | 475,060 | 0.1 |
21,739 | Service Corp. International | 1,067,385 | 0.1 | |
19,837 | Target Corp. | 3,501,826 | 0.4 | |
32,978 | (1) | Taylor Morrison Home Corp. | 845,886 | 0.1 |
19,945 | (1) | Tesla, Inc. | 14,074,588 | 1.6 |
5,921 | Thor Industries, Inc. | 550,594 | 0.1 | |
20,005 | Tractor Supply Co. | 2,812,303 | 0.3 | |
68,181 | (1) | TRI Pointe Group, Inc. | 1,176,122 | 0.1 |
5,044 | (1) | Ulta Beauty, Inc. | 1,448,435 | 0.2 |
10,003 | Wyndham Destinations, Inc. | 448,735 | 0.0 | |
37,925 | Yum! Brands, Inc. | 4,117,138 | 0.5 | |
109,595,932 | 12.4 | |||
Consumer Staples: 6.1% | ||||
60,620 | (2) | Albertsons Cos, Inc. | 1,065,700 | 0.1 |
128,978 | Altria Group, Inc. | 5,288,098 | 0.6 | |
5,412 | Church & Dwight Co., Inc. | 472,089 | 0.0 | |
9,287 | Coca-Cola Co. | 509,299 | 0.1 | |
27,307 | Colgate-Palmolive Co. | 2,335,022 | 0.3 | |
3,918 | Costco Wholesale Corp. | 1,476,224 | 0.2 | |
8,195 | Estee Lauder Cos., Inc. | 2,181,427 | 0.2 | |
8,781 | (1) | Herbalife Nutrition Ltd. | 421,927 | 0.0 |
24,893 | Hershey Co. | 3,791,951 | 0.4 | |
16,744 | Kimberly-Clark Corp. | 2,257,593 | 0.3 | |
44,404 | Kroger Co. | 1,410,271 | 0.2 | |
85,114 | Mondelez International, Inc. | 4,976,616 | 0.6 | |
41,069 | (1) | Monster Beverage Corp. | 3,798,061 | 0.4 |
63,740 | PepsiCo, Inc. | 9,452,642 | 1.1 | |
83,060 | Philip Morris International, Inc. | 6,876,537 | 0.8 | |
27,709 | Procter & Gamble Co. | 3,855,430 | 0.4 | |
29,970 | (1) | Sprouts Farmers Market, Inc. | 602,397 | 0.1 |
7,437 | Tyson Foods, Inc. | 479,240 | 0.0 | |
16,203 | Walmart, Inc. | 2,335,662 | 0.3 | |
53,586,186 | 6.1 | |||
Energy: 2.3% | ||||
33,757 | Chevron Corp. | 2,850,779 | 0.3 | |
71,282 | ConocoPhillips | 2,850,567 | 0.3 | |
28,246 | Devon Energy Corp. | 446,569 | 0.1 | |
13,519 | EOG Resources, Inc. | 674,192 | 0.1 | |
132,289 | Equitrans Midstream Corp. | 1,063,604 | 0.1 | |
27,024 | Exxon Mobil Corp. | 1,113,929 | 0.1 | |
33,691 | Kinder Morgan, Inc. | 460,556 | 0.1 | |
35,073 | Phillips 66 | 2,453,006 | 0.3 | |
18,799 | Pioneer Natural Resources Co. | 2,141,018 | 0.2 | |
51,935 | Targa Resources Corp. | 1,370,045 | 0.2 | |
196,935 | TechnipFMC PLC | 1,851,189 | 0.2 | |
66,419 | Williams Cos., Inc. | 1,331,701 | 0.2 | |
41,537 | World Fuel Services Corp. | 1,294,293 | 0.1 | |
19,901,448 | 2.3 | |||
Financials: 10.6% | ||||
40,057 | Allstate Corp. | 4,403,466 | 0.5 | |
20,531 | Ally Financial, Inc. | 732,136 | 0.1 | |
24,514 | Ameriprise Financial, Inc. | 4,763,806 | 0.5 | |
9,590 | Aon PLC | 2,026,079 | 0.2 | |
180,159 | Bank of America Corp. | 5,460,619 | 0.6 | |
31,961 | (1) | Berkshire Hathaway, Inc. – Class B | 7,410,797 | 0.8 |
5,530 | Blackrock, Inc. | 3,990,116 | 0.4 |
See Accompanying Notes to Financial Statements
104
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
26,514 | (1) | Brighthouse Financial, Inc. | 959,939 | 0.1 |
41,923 | Capital One Financial Corp. | 4,144,089 | 0.5 | |
110,463 | Citigroup, Inc. | 6,811,149 | 0.8 | |
12,164 | Citizens Financial Group, Inc. | 434,985 | 0.0 | |
7,219 | Commerce Bancshares, Inc. | 474,288 | 0.1 | |
4,589 | Globe Life, Inc. | 435,772 | 0.0 | |
15,473 | Hanover Insurance Group, Inc. | 1,809,103 | 0.2 | |
46,501 | Hartford Financial Services Group, Inc. | 2,277,619 | 0.3 | |
124,471 | JPMorgan Chase & Co. | 15,816,530 | 1.8 | |
19,648 | LPL Financial Holdings, Inc. | 2,047,715 | 0.2 | |
921 | MarketAxess Holdings, Inc. | 525,486 | 0.1 | |
74,592 | Metlife, Inc. | 3,502,094 | 0.4 | |
36,340 | MGIC Investment Corp. | 456,067 | 0.0 | |
3,663 | MSCI, Inc. - Class A | 1,635,639 | 0.2 | |
18,578 | Nasdaq, Inc. | 2,466,044 | 0.3 | |
49,449 | New Residential Investment Corp. | 491,523 | 0.1 | |
9,749 | Popular, Inc. | 549,064 | 0.1 | |
20,192 | S&P Global, Inc. | 6,637,716 | 0.8 | |
11,353 | State Street Corp. | 826,271 | 0.1 | |
22,896 | Stifel Financial Corp. | 1,155,332 | 0.1 | |
21,782 | T. Rowe Price Group, Inc. | 3,297,577 | 0.4 | |
29,331 | Unum Group | 672,853 | 0.1 | |
191,185 | Wells Fargo & Co. | 5,769,963 | 0.7 | |
5,281 | Willis Towers Watson PLC | 1,112,601 | 0.1 | |
93,096,438 | 10.6 | |||
Health Care: 13.4% | ||||
37,381 | Abbott Laboratories | 4,092,846 | 0.5 | |
20,432 | AbbVie, Inc. | 2,189,289 | 0.2 | |
12,312 | Agilent Technologies, Inc. | 1,458,849 | 0.2 | |
14,650 | (1) | Alexion Pharmaceuticals, Inc. | 2,288,916 | 0.3 |
1,801 | (1) | Align Technology, Inc. | 962,418 | 0.1 |
8,360 | Amgen, Inc. | 1,922,131 | 0.2 | |
13,954 | Anthem, Inc. | 4,480,490 | 0.5 | |
2,598 | (1) | Bio-Rad Laboratories, Inc. | 1,514,478 | 0.2 |
33,615 | (1) | Boston Scientific Corp. | 1,208,459 | 0.1 |
107,889 | Bristol-Myers Squibb Co. | 6,692,355 | 0.8 | |
28,940 | (1) | Centene Corp. | 1,737,268 | 0.2 |
19,952 | Cigna Corp. | 4,153,607 | 0.5 | |
6,189 | CVS Health Corp. | 422,709 | 0.0 | |
1,273 | (1) | DexCom, Inc. | 470,654 | 0.1 |
60,882 | (1) | Edwards Lifesciences Corp. | 5,554,265 | 0.6 |
23,963 | Eli Lilly & Co. | 4,045,913 | 0.5 | |
3,790 | HCA Healthcare, Inc. | 623,303 | 0.1 | |
9,577 | Humana, Inc. | 3,929,156 | 0.4 | |
31,233 | (1) | Incyte Corp., Ltd. | 2,716,646 | 0.3 |
9,343 | (1) | Jazz Pharmaceuticals PLC | 1,542,062 | 0.2 |
72,244 | Johnson & Johnson | 11,369,761 | 1.3 | |
9,316 | McKesson Corp. | 1,620,239 | 0.2 | |
83,087 | Medtronic PLC | 9,732,811 | 1.1 | |
96,394 | Merck & Co., Inc. | 7,885,029 | 0.9 | |
2,493 | (1) | Novocure Ltd. | 431,389 | 0.0 |
12,830 | Pfizer, Inc. | 472,272 | 0.1 | |
2,036 | (1) | Quidel Corp. | 365,767 | 0.0 |
7,213 | (1) | Regeneron Pharmaceuticals, Inc. | 3,484,673 | 0.4 |
16,418 | Thermo Fisher Scientific, Inc. | 7,647,176 | 0.9 | |
33,904 | UnitedHealth Group, Inc. | 11,889,455 | 1.3 | |
6,633 | (1) | Veeva Systems, Inc. | 1,805,834 | 0.2 |
20,606 | (1) | Vertex Pharmaceuticals, Inc. | 4,870,022 | 0.5 |
13,066 | Zimmer Biomet Holdings, Inc. | 2,013,340 | 0.2 | |
17,100 | Zoetis, Inc. | 2,830,050 | 0.3 | |
118,423,632 | 13.4 | |||
Industrials: 8.4% | ||||
14,411 | Acuity Brands, Inc. | 1,745,028 | 0.2 | |
56,640 | Allison Transmission Holdings, Inc. | 2,442,883 | 0.3 | |
33,252 | Ametek, Inc. | 4,021,497 | 0.5 | |
20,116 | AO Smith Corp. | 1,102,759 | 0.1 | |
5,749 | Carlisle Cos., Inc. | 897,879 | 0.1 | |
33,303 | (1) | Copart, Inc. | 4,237,807 | 0.5 |
2,421 | (1) | CoStar Group, Inc. | 2,237,682 | 0.3 |
24,161 | Crane Co. | 1,876,343 | 0.2 | |
2,295 | Cummins, Inc. | 521,194 | 0.1 | |
5,590 | (1) | Dycom Industries, Inc. | 422,157 | 0.0 |
9,234 | EMCOR Group, Inc. | 844,542 | 0.1 | |
7,807 | FedEx Corp. | 2,026,853 | 0.2 | |
28,011 | Fortive Corp. | 1,983,739 | 0.2 | |
19,570 | Fortune Brands Home & Security, Inc. | 1,677,540 | 0.2 | |
1,932 | (1) | Generac Holdings, Inc. | 439,356 | 0.0 |
62,941 | General Electric Co. | 679,763 | 0.1 | |
110,333 | GrafTech International Ltd. | 1,176,150 | 0.1 | |
5,280 | Heico Corp. - HEI | 699,072 | 0.1 | |
26,728 | Honeywell International, Inc. | 5,685,046 | 0.6 | |
8,652 | (1) | IAA, Inc. | 562,207 | 0.1 |
12,277 | ITT, Inc. | 945,574 | 0.1 | |
55,769 | Johnson Controls International plc | 2,598,278 | 0.3 | |
6,302 | Kansas City Southern | 1,286,427 | 0.1 | |
50,677 | Knight-Swift Transportation Holdings, Inc. | 2,119,312 | 0.2 | |
19,127 | L3Harris Technologies, Inc. | 3,615,386 | 0.4 | |
4,516 | Lockheed Martin Corp. | 1,603,090 | 0.2 | |
56,208 | Masco Corp. | 3,087,505 | 0.4 | |
3,660 | Old Dominion Freight Line | 714,359 | 0.1 | |
8,451 | Owens Corning, Inc. | 640,248 | 0.1 | |
3,163 | Parker Hannifin Corp. | 861,633 | 0.1 | |
13,575 | Pentair PLC | 720,697 | 0.1 | |
7,300 | Quanta Services, Inc. | 525,746 | 0.1 | |
31,204 | Regal Beloit Corp. | 3,832,163 | 0.4 | |
21,767 | Republic Services, Inc. | 2,096,162 | 0.2 | |
10,514 | Roper Technologies, Inc. | 4,532,480 | 0.5 | |
17,062 | Ryder System, Inc. | 1,053,749 | 0.1 | |
3,154 | Trane Technologies PLC | 457,835 | 0.1 | |
7,805 | TransUnion | 774,412 | 0.1 | |
15,702 | Union Pacific Corp. | 3,269,470 | 0.4 | |
5,506 | United Parcel Service, Inc. - Class B | 927,210 | 0.1 |
See Accompanying Notes to Financial Statements
105
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
47,962 | (1) | Univar Solutions, Inc. | 911,758 | 0.1 |
10,078 | Waste Management, Inc. | 1,188,499 | 0.1 | |
33,163 | Werner Enterprises, Inc. | 1,300,653 | 0.1 | |
74,342,143 | 8.4 | |||
Information Technology: 27.0% | ||||
13,086 | (1) | Adobe, Inc. | 6,544,570 | 0.7 |
21,130 | (1) | Advanced Micro Devices, Inc. | 1,937,832 | 0.2 |
18,193 | (1) | Akamai Technologies, Inc. | 1,910,083 | 0.2 |
47,072 | Amdocs Ltd. | 3,338,817 | 0.4 | |
17,095 | (1) | Anaplan, Inc. | 1,228,276 | 0.1 |
395,897 | Apple, Inc. | 52,531,573 | 6.0 | |
65,405 | Applied Materials, Inc. | 5,644,451 | 0.6 | |
4,672 | (1) | Arrow Electronics, Inc. | 454,586 | 0.0 |
9,291 | (1) | Avalara, Inc. | 1,531,993 | 0.2 |
16,120 | Booz Allen Hamilton Holding Corp. | 1,405,342 | 0.2 | |
9,052 | (1) | CACI International, Inc. | 2,256,935 | 0.3 |
26,163 | (1) | Cadence Design Systems, Inc. | 3,569,418 | 0.4 |
11,982 | (1) | Ciena Corp. | 633,249 | 0.1 |
171,688 | Cisco Systems, Inc. | 7,683,038 | 0.9 | |
6,988 | Cognizant Technology Solutions Corp. | 572,667 | 0.1 | |
112,124 | (1) | Dropbox, Inc. | 2,488,032 | 0.3 |
23,197 | DXC Technology Co. | 597,323 | 0.1 | |
8,954 | (1) | Euronet Worldwide, Inc. | 1,297,614 | 0.1 |
17,248 | (1) | F5 Networks, Inc. | 3,034,613 | 0.3 |
5,992 | (1) | Fortinet, Inc. | 889,992 | 0.1 |
26,860 | (1) | GoDaddy, Inc. | 2,228,037 | 0.3 |
1,743 | (1) | HubSpot, Inc. | 690,995 | 0.1 |
99,296 | Intel Corp. | 4,946,927 | 0.6 | |
17,923 | Intuit, Inc. | 6,808,051 | 0.8 | |
12,474 | Jabil, Inc. | 530,519 | 0.1 | |
21,914 | KBR, Inc. | 677,800 | 0.1 | |
3,731 | (1) | Keysight Technologies, Inc. | 492,828 | 0.1 |
11,788 | KLA Corp. | 3,052,031 | 0.3 | |
11,500 | Lam Research Corp. | 5,431,105 | 0.6 | |
4,420 | Leidos Holdings, Inc. | 464,630 | 0.1 | |
7,596 | Mastercard, Inc. - Class A | 2,711,316 | 0.3 | |
215,817 | Microsoft Corp. | 48,002,017 | 5.5 | |
2,933 | Monolithic Power Systems, Inc. | 1,074,153 | 0.1 | |
18,617 | NetApp, Inc. | 1,233,190 | 0.1 | |
14,916 | Nvidia Corp. | 7,789,135 | 0.9 | |
1,836 | (1) | Okta, Inc. | 466,821 | 0.1 |
5,477 | (1) | Palo Alto Networks, Inc. | 1,946,471 | 0.2 |
46,125 | (1) | PayPal Holdings, Inc. | 10,802,475 | 1.2 |
15,230 | (1) | Proofpoint, Inc. | 2,077,524 | 0.2 |
19,496 | (1) | Pure Storage, Inc. - Class A | 440,805 | 0.0 |
48,255 | Qualcomm, Inc. | 7,351,167 | 0.8 | |
11,516 | (1) | Qualys, Inc. | 1,403,455 | 0.2 |
12,149 | (1) | Salesforce.com, Inc. | 2,703,517 | 0.3 |
1,531 | (1) | ServiceNow, Inc. | 842,708 | 0.1 |
131,718 | Switch, Inc. | 2,156,224 | 0.2 | |
20,010 | SYNNEX Corp. | 1,629,614 | 0.2 | |
17,113 | (1) | Synopsys, Inc. | 4,436,374 | 0.5 |
24,698 | Teradyne, Inc. | 2,961,043 | 0.3 | |
18,903 | Texas Instruments, Inc. | 3,102,549 | 0.3 | |
20,092 | Visa, Inc. - Class A | 4,394,723 | 0.5 | |
104,953 | Vishay Intertechnology, Inc. | 2,173,577 | 0.2 | |
11,507 | (1),(2) | VMware, Inc. | 1,613,972 | 0.2 |
2,223 | (1) | Workday, Inc. | 532,653 | 0.1 |
6,723 | Xilinx, Inc. | 953,120 | 0.1 | |
237,671,930 | 27.0 | |||
Materials: 2.4% | ||||
8,380 | Air Products & Chemicals, Inc. | 2,289,584 | 0.3 | |
12,542 | Ashland Global Holdings, Inc. | 993,326 | 0.1 | |
93,622 | (1) | Axalta Coating Systems Ltd. | 2,672,908 | 0.3 |
42,415 | (1) | Berry Global Group, Inc. | 2,383,299 | 0.3 |
49,832 | Cabot Corp. | 2,236,460 | 0.3 | |
39,956 | Commercial Metals Co. | 820,696 | 0.1 | |
7,937 | Dow, Inc. | 440,504 | 0.1 | |
25,437 | Eastman Chemical Co. | 2,550,822 | 0.3 | |
9,001 | FMC Corp. | 1,034,485 | 0.1 | |
19,090 | Royal Gold, Inc. | 2,030,412 | 0.2 | |
24,155 | RPM International, Inc. | 2,192,791 | 0.2 | |
1,677 | Sherwin-Williams Co. | 1,232,444 | 0.1 | |
20,877,731 | 2.4 | |||
Real Estate: 2.6% | ||||
5,316 | Alexandria Real Estate Equities, Inc. | 947,417 | 0.1 | |
18,104 | American Homes 4 Rent | 543,120 | 0.1 | |
12,736 | American Tower Corp. | 2,858,723 | 0.3 | |
29,573 | (1) | CBRE Group, Inc. | 1,854,819 | 0.2 |
66,022 | Corporate Office Properties Trust SBI MD | 1,721,854 | 0.2 | |
770 | Equinix, Inc. | 549,919 | 0.1 | |
37,039 | Gaming and Leisure Properties, Inc. | 1,570,454 | 0.2 | |
50,296 | Highwoods Properties, Inc. | 1,993,230 | 0.2 | |
68,863 | Invitation Homes, Inc. | 2,045,231 | 0.2 | |
15,218 | ProLogis, Inc. | 1,516,626 | 0.2 | |
3,836 | PS Business Parks, Inc. | 509,689 | 0.1 | |
1,654 | SBA Communications Corp. | 466,643 | 0.0 | |
10,649 | Sun Communities, Inc. | 1,618,115 | 0.2 | |
12,245 | VEREIT, Inc. | 462,738 | 0.0 | |
59,740 | VICI Properties, Inc. | 1,523,370 | 0.2 | |
71,156 | Weyerhaeuser Co. | 2,385,861 | 0.3 | |
22,567,809 | 2.6 | |||
Utilities: 3.0% | ||||
48,295 | AES Corp. | 1,134,932 | 0.1 | |
22,148 | American Water Works Co., Inc. | 3,399,054 | 0.4 | |
19,521 | Black Hills Corp. | 1,199,565 | 0.1 | |
14,799 | DTE Energy Co. | 1,796,747 | 0.2 | |
34,474 | Duke Energy Corp. | 3,156,439 | 0.4 | |
43,780 | Entergy Corp. | 4,370,995 | 0.5 | |
45,368 | Evergy, Inc. | 2,518,378 | 0.3 | |
12,356 | Exelon Corp. | 521,670 | 0.1 | |
22,297 | NextEra Energy, Inc. | 1,720,214 | 0.2 | |
35,038 | OGE Energy Corp. | 1,116,311 | 0.1 | |
26,935 | PPL Corp. | 759,567 | 0.1 | |
30,416 | Public Service Enterprise Group, Inc. | 1,773,253 | 0.2 | |
3,289 | Sempra Energy | 419,051 | 0.0 | |
114,922 | Vistra Corp. | 2,259,367 | 0.3 | |
26,145,543 | 3.0 | |||
Total Common Stock | ||||
(Cost $633,688,291) | 869,147,547 | 98.8 |
See Accompanying Notes to Financial Statements
106
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 1.4% | ||||||
Repurchase Agreements: 0.3% | ||||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,000,008, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,020,000, due 09/15/21-01/01/51) | 1,000,000 | 0.1 | ||
513,815 | (3) | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $513,818, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $524,091, due 01/15/21-01/01/51) | 513,815 | 0.1 | ||
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,000,009, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 01/05/21-12/20/50) | 1,000,000 | 0.1 | ||
Total Repurchase Agreements | ||||||
(Cost $2,513,815) | 2,513,815 | 0.3 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 1.1% | ||||||
10,035,037 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | ||||
(Cost $10,035,037) | 10,035,037 | 1.1 | ||||
Total Short-Term Investments | ||||||
(Cost $12,548,852) | 12,548,852 | 1.4 | ||||
Total Investments in Securities (Cost $646,237,143) | $ | 881,696,399 | 100.2 | |||
Liabilities in Excess of Other Assets | (1,645,492) | (0.2) | ||||
Net Assets | $ | 880,050,907 | 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, 2020. |
See Accompanying Notes to Financial Statements
107
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.5% | ||||
Communication Services: 2.1% | ||||
27,802 | (1) | Altice USA, Inc. | $ 1,052,862 | 0.2 |
898 | Cable One, Inc. | 2,000,493 | 0.4 | |
25,375 | Fox Corp. - Class A | 738,920 | 0.1 | |
1,601 | (1) | IAC/InterActiveCorp | 303,149 | 0.1 |
13,773 | Interpublic Group of Cos., Inc. | 323,941 | 0.1 | |
9,819 | (1) | Liberty Global PLC - Class A | 237,816 | 0.0 |
43,074 | New York Times Co. | 2,229,941 | 0.4 | |
2,333 | Nexstar Media Group, Inc. | 254,740 | 0.1 | |
4,625 | (1) | Pinterest, Inc. | 304,787 | 0.1 |
56,273 | Telephone & Data Systems, Inc. | 1,044,990 | 0.2 | |
7,057 | ViacomCBS, Inc. - Class B | 262,944 | 0.1 | |
50,619 | (1) | Yelp, Inc. | 1,653,723 | 0.3 |
10,408,306 | 2.1 | |||
Consumer Discretionary: 13.7% | ||||
8,868 | (1) | Adient plc | 308,340 | 0.1 |
28,592 | (1) | Adtalem Global Education, Inc. | 970,698 | 0.2 |
30,759 | (2) | American Eagle Outfitters, Inc. | 617,333 | 0.1 |
18,957 | (1) | Autonation, Inc. | 1,323,009 | 0.3 |
10,494 | BorgWarner, Inc. | 405,488 | 0.1 | |
43,450 | Boyd Gaming Corp. | 1,864,874 | 0.4 | |
15,174 | Brunswick Corp. | 1,156,866 | 0.2 | |
42,827 | (1) | Caesars Entertainment, Inc. | 3,180,761 | 0.6 |
10,119 | Carter's, Inc. | 951,894 | 0.2 | |
964 | (1) | Carvana Co. | 230,917 | 0.0 |
124,111 | Dana, Inc. | 2,422,647 | 0.5 | |
13,333 | (1) | Deckers Outdoor Corp. | 3,823,638 | 0.8 |
36,079 | Dick's Sporting Goods, Inc. | 2,028,001 | 0.4 | |
1,754 | (1) | Etsy, Inc. | 312,054 | 0.1 |
55,848 | Extended Stay America, Inc. | 827,109 | 0.2 | |
4,554 | (1) | Five Below, Inc. | 796,859 | 0.2 |
26,009 | Foot Locker, Inc. | 1,051,804 | 0.2 | |
13,336 | (1) | Fox Factory Holding Corp. | 1,409,749 | 0.3 |
110,130 | Gentex Corp. | 3,736,711 | 0.7 | |
10,780 | (1) | Grand Canyon Education, Inc. | 1,003,726 | 0.2 |
8,413 | (1) | GrubHub, Inc. | 624,834 | 0.1 |
49,066 | H&R Block, Inc. | 778,187 | 0.1 | |
4,078 | (1) | Helen of Troy Ltd. | 906,091 | 0.2 |
6,723 | Hilton Worldwide Holdings, Inc. | 748,001 | 0.1 | |
3,686 | Jack in the Box, Inc. | 342,061 | 0.1 | |
55,218 | KB Home | 1,850,907 | 0.4 | |
61,763 | Kohl's Corp. | 2,513,137 | 0.5 | |
1,546 | Lear Corp. | 245,860 | 0.0 | |
10,992 | Lennar Corp. - Class A | 837,920 | 0.2 | |
7,345 | Lithia Motors, Inc. | 2,149,661 | 0.4 | |
17,136 | (1) | LKQ Corp. | 603,873 | 0.1 |
34,103 | (1) | Mattel, Inc. | 595,097 | 0.1 |
313 | (1) | NVR, Inc. | 1,276,996 | 0.2 |
7,233 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 591,442 | 0.1 |
36,505 | (1) | Penn National Gaming, Inc. | 3,152,937 | 0.6 |
3,053 | Pool Corp. | 1,137,243 | 0.2 | |
18,565 | Pulte Group, Inc. | 800,523 | 0.2 | |
3,614 | (1) | RH | 1,617,337 | 0.3 |
27,435 | (1) | Scientific Games Corp. | 1,138,278 | 0.2 |
89,344 | Service Corp. International | 4,386,790 | 0.9 | |
6,929 | (1) | Skechers USA, Inc. | 249,028 | 0.0 |
75,368 | (1) | Taylor Morrison Home Corp. | 1,933,189 | 0.4 |
9,166 | (1) | Tempur Sealy International, Inc. | 247,482 | 0.0 |
5,715 | Texas Roadhouse, Inc. | 446,684 | 0.1 | |
17,507 | Thor Industries, Inc. | 1,627,976 | 0.3 | |
9,527 | Toll Brothers, Inc. | 414,139 | 0.1 | |
4,312 | (1) | TopBuild Corp. | 793,753 | 0.2 |
4,655 | Tractor Supply Co. | 654,400 | 0.1 | |
102,984 | (1) | TRI Pointe Group, Inc. | 1,776,474 | 0.3 |
1,128 | (1) | Ulta Beauty, Inc. | 323,917 | 0.1 |
21,252 | Wendy's Company | 465,844 | 0.1 | |
15,599 | Williams-Sonoma, Inc. | 1,588,602 | 0.3 | |
10,224 | Wingstop, Inc. | 1,355,191 | 0.3 | |
49,191 | Wyndham Destinations, Inc. | 2,206,708 | 0.4 | |
14,503 | Wyndham Hotels & Resorts, Inc. | 862,058 | 0.2 | |
69,665,098 | 13.7 | |||
Consumer Staples: 3.3% | ||||
48,004 | (2) | Albertsons Cos, Inc. | 843,910 | 0.2 |
52,861 | (1) | BJ's Wholesale Club Holdings, Inc. | 1,970,658 | 0.4 |
531 | (1) | Boston Beer Co., Inc. | 527,968 | 0.1 |
4,174 | Church & Dwight Co., Inc. | 364,098 | 0.1 | |
6,880 | (1) | Darling Ingredients, Inc. | 396,839 | 0.1 |
16,141 | Energizer Holdings, Inc. | 680,827 | 0.1 | |
67,172 | Flowers Foods, Inc. | 1,520,102 | 0.3 | |
5,031 | (1) | Herbalife Nutrition Ltd. | 241,740 | 0.0 |
9,955 | Hershey Co. | 1,516,445 | 0.3 | |
30,851 | Ingredion, Inc. | 2,427,048 | 0.5 | |
24,721 | Nu Skin Enterprises, Inc. | 1,350,508 | 0.2 | |
27,858 | (1) | Pilgrim's Pride Corp. | 546,295 | 0.1 |
18,947 | (1) | Post Holdings, Inc. | 1,913,837 | 0.4 |
72,097 | (1) | Sprouts Farmers Market, Inc. | 1,449,150 | 0.3 |
13,717 | Tyson Foods, Inc. | 883,924 | 0.2 | |
16,633,349 | 3.3 | |||
Energy: 1.5% | ||||
44,806 | Cimarex Energy Co. | 1,680,673 | 0.3 | |
36,114 | Devon Energy Corp. | 570,962 | 0.1 | |
51,042 | EQT Corp. | 648,744 | 0.1 | |
164,180 | Equitrans Midstream Corp. | 1,320,007 | 0.3 | |
8,247 | Pioneer Natural Resources Co. | 939,251 | 0.2 | |
14,248 | Targa Resources Corp. | 375,862 | 0.1 | |
42,989 | World Fuel Services Corp. | 1,339,537 | 0.3 | |
52,369 | (1) | WPX Energy, Inc. | 426,808 | 0.1 |
7,301,844 | 1.5 |
See Accompanying Notes to Financial Statements
108
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Financials: 14.6% | ||||
491 | Alleghany Corp. | 296,412 | 0.1 | |
32,395 | Ally Financial, Inc. | 1,155,206 | 0.2 | |
9,035 | Ameriprise Financial, Inc. | 1,755,772 | 0.3 | |
20,691 | Bank of Hawaii Corp. | 1,585,344 | 0.3 | |
67,450 | Bank OZK | 2,109,161 | 0.4 | |
50,280 | (1) | Brighthouse Financial, Inc. | 1,820,387 | 0.4 |
12,923 | Brown & Brown, Inc. | 612,679 | 0.1 | |
10,878 | CIT Group, Inc. | 390,520 | 0.1 | |
34,429 | Citizens Financial Group, Inc. | 1,231,181 | 0.2 | |
45,683 | CNO Financial Group, Inc. | 1,015,533 | 0.2 | |
57,183 | Commerce Bancshares, Inc. | 3,756,923 | 0.7 | |
15,264 | East West Bancorp, Inc. | 774,037 | 0.2 | |
43,235 | Essent Group Ltd. | 1,867,752 | 0.4 | |
18,703 | Evercore, Inc. | 2,050,597 | 0.4 | |
3,138 | Factset Research Systems, Inc. | 1,043,385 | 0.2 | |
36,722 | Fifth Third Bancorp | 1,012,426 | 0.2 | |
41,041 | First American Financial Corp. | 2,118,947 | 0.4 | |
56,399 | Hancock Whitney Corp. | 1,918,694 | 0.4 | |
25,438 | Hanover Insurance Group, Inc. | 2,974,211 | 0.6 | |
22,320 | Hartford Financial Services Group, Inc. | 1,093,234 | 0.2 | |
24,897 | Huntington Bancshares, Inc. | 314,449 | 0.1 | |
39,357 | International Bancshares Corp. | 1,473,526 | 0.3 | |
39,832 | Jefferies Financial Group, Inc. | 979,867 | 0.2 | |
13,736 | LPL Financial Holdings, Inc. | 1,431,566 | 0.3 | |
445 | MarketAxess Holdings, Inc. | 253,899 | 0.0 | |
169,446 | MGIC Investment Corp. | 2,126,547 | 0.4 | |
570 | MSCI, Inc. - Class A | 254,522 | 0.0 | |
6,751 | Nasdaq, Inc. | 896,128 | 0.2 | |
118,101 | Navient Corp. | 1,159,752 | 0.2 | |
26,446 | New Residential Investment Corp. | 262,873 | 0.1 | |
166,911 | Old Republic International Corp. | 3,289,816 | 0.6 | |
28,812 | Popular, Inc. | 1,622,692 | 0.3 | |
19,690 | Primerica, Inc. | 2,637,082 | 0.5 | |
7,600 | PROG Holdings, Inc. | 409,412 | 0.1 | |
4,231 | Prosperity Bancshares, Inc. | 293,462 | 0.1 | |
41,446 | Regions Financial Corp. | 668,109 | 0.1 | |
19,362 | Reinsurance Group of America, Inc. | 2,244,056 | 0.4 | |
52,210 | SEI Investments Co. | 3,000,509 | 0.6 | |
20,061 | Selective Insurance Group | 1,343,686 | 0.3 | |
22,677 | Signature Bank | 3,067,971 | 0.6 | |
88,375 | SLM Corp. | 1,094,966 | 0.2 | |
4,077 | State Street Corp. | 296,724 | 0.1 | |
56,304 | Stifel Financial Corp. | 2,841,100 | 0.6 | |
17,983 | Synchrony Financial | 624,190 | 0.1 | |
64,647 | Synovus Financial Corp. | 2,092,623 | 0.4 | |
3,217 | T. Rowe Price Group, Inc. | 487,022 | 0.1 | |
12,898 | Trustmark Corp. | 352,244 | 0.1 | |
37,404 | UMB Financial Corp. | 2,580,502 | 0.5 | |
49,990 | Umpqua Holdings Corp. | 756,849 | 0.1 | |
33,407 | Unum Group | 766,357 | 0.2 | |
47,398 | Webster Financial Corp. | 1,997,826 | 0.4 | |
7,646 | Wintrust Financial Corp. | 467,094 | 0.1 | |
31,679 | Zions Bancorp NA | 1,376,136 | 0.3 | |
74,045,958 | 14.6 | |||
Health Care: 10.9% | ||||
1,590 | (1) | 10X Genomics, Inc. | 225,144 | 0.0 |
6,333 | (1) | Acadia Pharmaceuticals, Inc. | 338,562 | 0.1 |
4,438 | Agilent Technologies, Inc. | 525,859 | 0.1 | |
4,542 | (1) | Alexion Pharmaceuticals, Inc. | 709,642 | 0.1 |
10,056 | (1) | Amedisys, Inc. | 2,949,726 | 0.6 |
8,048 | (1) | Arrowhead Pharmaceuticals, Inc. | 617,523 | 0.1 |
2,123 | (1) | Bio-Rad Laboratories, Inc. | 1,237,582 | 0.2 |
5,354 | Bio-Techne Corp. | 1,700,163 | 0.3 | |
14,164 | Cantel Medical Corp. | 1,116,973 | 0.2 | |
20,309 | (1) | Charles River Laboratories International, Inc. | 5,074,407 | 1.0 |
7,054 | Chemed Corp. | 3,757,031 | 0.7 | |
9,567 | (1) | Emergent Biosolutions, Inc. | 857,203 | 0.2 |
2,890 | Encompass Health Corp. | 238,974 | 0.0 | |
101,826 | (1) | Exelixis, Inc. | 2,043,648 | 0.4 |
14,954 | (1) | Globus Medical, Inc. | 975,300 | 0.2 |
7,365 | (1) | Haemonetics Corp. | 874,594 | 0.2 |
24,683 | (1) | Halozyme Therapeutics, Inc. | 1,054,211 | 0.2 |
5,752 | (1) | HealthEquity, Inc. | 400,972 | 0.1 |
14,409 | Hill-Rom Holdings, Inc. | 1,411,650 | 0.3 | |
10,541 | (1) | Incyte Corp., Ltd. | 916,856 | 0.2 |
21,088 | (1) | Jazz Pharmaceuticals PLC | 3,480,574 | 0.7 |
11,806 | (1) | LHC Group, Inc. | 2,518,456 | 0.5 |
2,602 | (1),(2) | Ligand Pharmaceuticals, Inc. | 258,769 | 0.0 |
11,777 | (1) | Masimo Corp. | 3,160,711 | 0.6 |
5,120 | McKesson Corp. | 890,470 | 0.2 | |
9,824 | (1) | Medpace Holdings, Inc. | 1,367,501 | 0.3 |
19,649 | (1) | Molina Healthcare, Inc. | 4,178,949 | 0.8 |
1,522 | (1) | Novocure Ltd. | 263,367 | 0.1 |
15,297 | (1) | NuVasive, Inc. | 861,680 | 0.2 |
33,831 | Patterson Cos., Inc. | 1,002,412 | 0.2 | |
2,084 | (1),(2) | Penumbra, Inc. | 364,700 | 0.1 |
11,588 | (1) | PRA Health Sciences, Inc. | 1,453,599 | 0.3 |
32,216 | (1) | Prestige Consumer Healthcare, Inc. | 1,123,372 | 0.2 |
11,220 | (1) | Quidel Corp. | 2,015,673 | 0.4 |
1,811 | (1) | Repligen Corp. | 347,042 | 0.1 |
27,975 | (1) | Tenet Healthcare Corp. | 1,117,042 | 0.2 |
9,764 | (1) | United Therapeutics Corp. | 1,482,077 | 0.3 |
6,788 | (1) | Veeva Systems, Inc. | 1,848,033 | 0.4 |
2,490 | West Pharmaceutical Services, Inc. | 705,442 | 0.1 | |
55,465,889 | 10.9 | |||
Industrials: 17.5% | ||||
19,412 | Acuity Brands, Inc. | 2,350,599 | 0.5 | |
24,343 | AGCO Corp. | 2,509,520 | 0.5 | |
31,187 | Allison Transmission Holdings, Inc. | 1,345,095 | 0.3 | |
9,916 | Ametek, Inc. | 1,199,241 | 0.2 |
See Accompanying Notes to Financial Statements
109
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
5,964 | AO Smith Corp. | 326,946 | 0.1 | |
26,373 | (1) | ASGN, Inc. | 2,202,937 | 0.4 |
7,685 | (1) | Avis Budget Group, Inc. | 286,651 | 0.1 |
7,790 | (1) | Axon Enterprise, Inc. | 954,509 | 0.2 |
7,441 | Brink's Co. | 535,752 | 0.1 | |
42,610 | (1) | Builders FirstSource, Inc. | 1,738,914 | 0.3 |
19,741 | Carlisle Cos., Inc. | 3,083,149 | 0.6 | |
18,169 | (1) | Clean Harbors, Inc. | 1,382,661 | 0.3 |
10,691 | (1) | Copart, Inc. | 1,360,430 | 0.3 |
1,081 | (1) | CoStar Group, Inc. | 999,147 | 0.2 |
37,678 | Crane Co. | 2,926,073 | 0.6 | |
8,156 | Curtiss-Wright Corp. | 948,951 | 0.2 | |
14,040 | (1) | Dycom Industries, Inc. | 1,060,301 | 0.2 |
36,755 | EMCOR Group, Inc. | 3,361,612 | 0.7 | |
5,727 | Fortive Corp. | 405,586 | 0.1 | |
6,329 | Fortune Brands Home & Security, Inc. | 542,522 | 0.1 | |
8,834 | (1) | FTI Consulting, Inc. | 986,934 | 0.2 |
18,274 | (1) | Generac Holdings, Inc. | 4,155,690 | 0.8 |
9,606 | Graco, Inc. | 694,994 | 0.1 | |
63,143 | GrafTech International Ltd. | 673,104 | 0.1 | |
39,391 | Herman Miller, Inc. | 1,331,416 | 0.3 | |
19,253 | Hubbell, Inc. | 3,018,678 | 0.6 | |
45,592 | (1) | IAA, Inc. | 2,962,568 | 0.6 |
47,572 | ITT, Inc. | 3,663,995 | 0.7 | |
26,502 | (1) | JetBlue Airways Corp. | 385,339 | 0.1 |
8,391 | Johnson Controls International plc | 390,937 | 0.1 | |
64,155 | Knight-Swift Transportation Holdings, Inc. | 2,682,962 | 0.5 | |
2,476 | Lennox International, Inc. | 678,350 | 0.1 | |
15,804 | Manpowergroup, Inc. | 1,425,205 | 0.3 | |
17,144 | Masco Corp. | 941,720 | 0.2 | |
25,807 | (1) | Mastec, Inc. | 1,759,521 | 0.3 |
11,401 | (1) | Middleby Corp. | 1,469,817 | 0.3 |
29,104 | MSC Industrial Direct Co. | 2,456,087 | 0.5 | |
9,570 | Nordson Corp. | 1,923,092 | 0.4 | |
83,142 | nVent Electric PLC | 1,936,377 | 0.4 | |
1,382 | Old Dominion Freight Line | 269,739 | 0.0 | |
42,241 | Owens Corning, Inc. | 3,200,178 | 0.6 | |
29,248 | Regal Beloit Corp. | 3,591,947 | 0.7 | |
8,094 | Republic Services, Inc. | 779,452 | 0.1 | |
28,840 | Ryder System, Inc. | 1,781,158 | 0.3 | |
17,148 | Simpson Manufacturing Co., Inc. | 1,602,481 | 0.3 | |
16,443 | (1) | Sunrun, Inc. | 1,140,815 | 0.2 |
19,982 | Tetra Tech, Inc. | 2,313,516 | 0.5 | |
49,485 | Timken Co. | 3,828,160 | 0.8 | |
5,289 | Toro Co. | 501,609 | 0.1 | |
5,161 | TransUnion | 512,074 | 0.1 | |
4,357 | (1) | Trex Co., Inc. | 364,768 | 0.1 |
98,368 | (1) | Univar Solutions, Inc. | 1,869,976 | 0.4 |
1,098 | Watsco, Inc. | 248,752 | 0.0 | |
49,288 | Werner Enterprises, Inc. | 1,933,075 | 0.4 | |
2,066 | Woodward, Inc. | 251,081 | 0.0 | |
12,144 | (1) | XPO Logistics, Inc. | 1,447,565 | 0.3 |
88,693,728 | 17.5 | |||
Information Technology: 17.2% | ||||
3,566 | (1) | Akamai Technologies, Inc. | 374,394 | 0.1 |
5,253 | Alliance Data Systems Corp. | 389,247 | 0.1 | |
12,718 | Amdocs Ltd. | 902,088 | 0.2 | |
10,090 | (1) | Anaplan, Inc. | 724,967 | 0.1 |
36,764 | (1) | Arrow Electronics, Inc. | 3,577,137 | 0.7 |
4,906 | (1) | Avalara, Inc. | 808,950 | 0.2 |
39,263 | Avnet, Inc. | 1,378,524 | 0.3 | |
4,408 | Blackbaud, Inc. | 253,724 | 0.0 | |
6,688 | Booz Allen Hamilton Holding Corp. | 583,060 | 0.1 | |
11,420 | (1) | CACI International, Inc. | 2,847,349 | 0.6 |
13,336 | (1) | Cadence Design Systems, Inc. | 1,819,430 | 0.4 |
11,820 | (1) | Ceridian HCM Holding, Inc. | 1,259,539 | 0.2 |
57,811 | (1) | Ciena Corp. | 3,055,311 | 0.6 |
17,005 | (1) | Cirrus Logic, Inc. | 1,397,811 | 0.3 |
19,428 | Cognex Corp. | 1,559,777 | 0.3 | |
23,121 | (1) | Commvault Systems, Inc. | 1,280,210 | 0.3 |
5,545 | (1) | Concentrix Corp. | 547,292 | 0.1 |
6,960 | (1) | Cree, Inc. | 737,064 | 0.1 |
47,048 | (1) | Dropbox, Inc. | 1,043,995 | 0.2 |
28,718 | (1) | Enphase Energy, Inc. | 5,039,147 | 1.0 |
3,839 | (1) | Euronet Worldwide, Inc. | 556,348 | 0.1 |
5,656 | (1) | F5 Networks, Inc. | 995,117 | 0.2 |
3,752 | (1) | Fair Isaac Corp. | 1,917,422 | 0.4 |
19,560 | (1) | FireEye, Inc. | 451,054 | 0.1 |
2,787 | (1) | First Solar, Inc. | 275,690 | 0.1 |
4,118 | (1) | Fortinet, Inc. | 611,647 | 0.1 |
9,826 | (1) | GoDaddy, Inc. | 815,067 | 0.2 |
913 | (1) | HubSpot, Inc. | 361,950 | 0.1 |
13,119 | (1) | II-VI, Inc. | 996,519 | 0.2 |
11,083 | (1),(2) | j2 Global, Inc. | 1,082,698 | 0.2 |
65,111 | Jabil, Inc. | 2,769,171 | 0.5 | |
70,932 | KBR, Inc. | 2,193,927 | 0.4 | |
2,085 | KLA Corp. | 539,827 | 0.1 | |
16,874 | (1) | Lumentum Holdings, Inc. | 1,599,655 | 0.3 |
14,220 | MKS Instruments, Inc. | 2,139,399 | 0.4 | |
11,965 | Monolithic Power Systems, Inc. | 4,381,942 | 0.9 | |
32,255 | (1) | NCR Corp. | 1,211,820 | 0.2 |
5,706 | NetApp, Inc. | 377,965 | 0.1 | |
2,733 | (1) | Palo Alto Networks, Inc. | 971,281 | 0.2 |
6,819 | (1) | Paylocity Holding Corp. | 1,404,100 | 0.3 |
50,244 | Perspecta, Inc. | 1,209,876 | 0.2 | |
5,733 | (1) | Proofpoint, Inc. | 782,039 | 0.2 |
2,951 | (1) | PTC, Inc. | 352,969 | 0.1 |
18,406 | (1) | Qualys, Inc. | 2,243,139 | 0.4 |
11,147 | Science Applications International Corp. | 1,054,952 | 0.2 | |
32,336 | (1) | Semtech Corp. | 2,331,102 | 0.5 |
20,535 | (1) | Silicon Laboratories, Inc. | 2,614,927 | 0.5 |
5,709 | (1) | Slack Technologies, Inc. | 241,148 | 0.0 |
10,914 | (1) | SolarEdge Technologies, Inc. | 3,482,876 | 0.7 |
46,849 | Switch, Inc. | 766,918 | 0.2 | |
12,530 | (1) | Synaptics, Inc. | 1,207,892 | 0.2 |
25,371 | SYNNEX Corp. | 2,066,214 | 0.4 | |
3,715 | (1) | Synopsys, Inc. | 963,077 | 0.2 |
15,970 | Teradyne, Inc. | 1,914,643 | 0.4 | |
40,450 | (1) | Trimble, Inc. | 2,700,847 | 0.5 |
13,666 | Universal Display Corp. | 3,140,447 | 0.6 | |
119,219 | Vishay Intertechnology, Inc. | 2,469,025 | 0.5 | |
11,203 | (1) | WEX, Inc. | 2,280,147 | 0.4 |
87,053,853 | 17.2 |
See Accompanying Notes to Financial Statements
110
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Materials: 5.2% | ||||
2,211 | Aptargroup, Inc. | 302,664 | 0.1 | |
20,013 | Ashland Global Holdings, Inc. | 1,585,030 | 0.3 | |
21,858 | Avient Corp. | 880,440 | 0.2 | |
36,665 | (1) | Axalta Coating Systems Ltd. | 1,046,786 | 0.2 |
11,657 | (1) | Berry Global Group, Inc. | 655,007 | 0.1 |
48,150 | Cabot Corp. | 2,160,972 | 0.4 | |
46,321 | Chemours Co. | 1,148,298 | 0.2 | |
66,125 | Commercial Metals Co. | 1,358,207 | 0.3 | |
15,801 | Compass Minerals International, Inc. | 975,238 | 0.2 | |
27,116 | Domtar Corp. | 858,221 | 0.2 | |
5,193 | Greif, Inc. - Class A | 243,448 | 0.0 | |
11,351 | Huntsman Corp. | 285,364 | 0.1 | |
47,809 | Louisiana-Pacific Corp. | 1,777,061 | 0.3 | |
23,228 | Minerals Technologies, Inc. | 1,442,923 | 0.3 | |
1,044 | NewMarket Corp. | 415,815 | 0.1 | |
4,015 | Reliance Steel & Aluminum Co. | 480,796 | 0.1 | |
27,776 | Royal Gold, Inc. | 2,954,255 | 0.6 | |
50,545 | RPM International, Inc. | 4,588,475 | 0.9 | |
8,724 | Scotts Miracle-Gro Co. | 1,737,297 | 0.3 | |
44,127 | Steel Dynamics, Inc. | 1,626,962 | 0.3 | |
26,523,259 | 5.2 | |||
Real Estate: 8.9% | ||||
1,562 | Alexandria Real Estate Equities, Inc. | 278,380 | 0.1 | |
25,847 | American Homes 4 Rent | 775,410 | 0.1 | |
87,690 | Brixmor Property Group, Inc. | 1,451,269 | 0.3 | |
18,741 | Camden Property Trust | 1,872,601 | 0.4 | |
20,280 | (1) | CBRE Group, Inc. | 1,271,962 | 0.2 |
85,226 | Corporate Office Properties Trust SBI MD | 2,222,694 | 0.4 | |
43,652 | Cousins Properties, Inc. | 1,462,342 | 0.3 | |
5,079 | CyrusOne, Inc. | 371,529 | 0.1 | |
9,538 | Duke Realty Corp. | 381,234 | 0.1 | |
20,103 | EastGroup Properties, Inc. | 2,775,420 | 0.5 | |
54,011 | First Industrial Realty Trust, Inc. | 2,275,483 | 0.4 | |
22,087 | Gaming and Leisure Properties, Inc. | 936,489 | 0.2 | |
67,291 | Highwoods Properties, Inc. | 2,666,742 | 0.5 | |
72,518 | Hudson Pacific Properties, Inc. | 1,741,882 | 0.3 | |
39,174 | Invitation Homes, Inc. | 1,163,468 | 0.2 | |
16,510 | Jones Lang LaSalle, Inc. | 2,449,589 | 0.5 | |
15,708 | Kilroy Realty Corp. | 901,639 | 0.2 | |
15,549 | Lamar Advertising Co. | 1,293,988 | 0.3 | |
22,258 | Life Storage, Inc. | 2,657,383 | 0.5 | |
113,224 | Medical Properties Trust, Inc. | 2,467,151 | 0.5 | |
10,598 | National Retail Properties, Inc. | 433,670 | 0.1 | |
13,750 | Omega Healthcare Investors, Inc. | 499,400 | 0.1 | |
24,934 | Outfront Media, Inc. | 487,709 | 0.1 | |
37,921 | Physicians Realty Trust | 674,994 | 0.1 | |
28,047 | PotlatchDeltic Corp. | 1,402,911 | 0.3 | |
11,827 | PS Business Parks, Inc. | 1,571,453 | 0.3 | |
26,812 | Rexford Industrial Realty, Inc. | 1,316,737 | 0.3 | |
46,546 | Sabra Healthcare REIT, Inc. | 808,504 | 0.2 | |
55,617 | Service Properties Trust | 639,039 | 0.1 | |
19,171 | Spirit Realty Capital, Inc. | 770,099 | 0.1 | |
6,789 | Sun Communities, Inc. | 1,031,589 | 0.2 | |
27,027 | Urban Edge Properties | 349,729 | 0.1 | |
11,039 | VEREIT, Inc. | 417,164 | 0.1 | |
38,889 | VICI Properties, Inc. | 991,670 | 0.2 | |
65,597 | Weingarten Realty Investors | 1,421,487 | 0.3 | |
29,695 | Weyerhaeuser Co. | 995,673 | 0.2 | |
45,228,483 | 8.9 | |||
Utilities: 3.6% | ||||
20,285 | AES Corp. | 476,697 | 0.1 | |
7,946 | American Water Works Co., Inc. | 1,219,473 | 0.2 | |
33,723 | Black Hills Corp. | 2,072,278 | 0.4 | |
1,953 | DTE Energy Co. | 237,114 | 0.1 | |
12,547 | Entergy Corp. | 1,252,692 | 0.3 | |
21,246 | Essential Utilities, Inc. | 1,004,723 | 0.2 | |
9,541 | Evergy, Inc. | 529,621 | 0.1 | |
18,741 | MDU Resources Group, Inc. | 493,638 | 0.1 | |
25,144 | NorthWestern Corp. | 1,466,147 | 0.3 | |
101,372 | OGE Energy Corp. | 3,229,712 | 0.6 | |
4,275 | Public Service Enterprise Group, Inc. | 249,233 | 0.1 | |
20,299 | Southwest Gas Holdings, Inc. | 1,233,164 | 0.2 | |
26,861 | Spire, Inc. | 1,720,178 | 0.3 | |
63,556 | UGI Corp. | 2,221,918 | 0.4 | |
52,701 | Vistra Corp. | 1,036,102 | 0.2 | |
18,442,690 | 3.6 | |||
Total Common Stock | ||||
(Cost $409,426,924) | 499,462,457 | 98.5 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.0% | ||||
Repurchase Agreements: 0.5% | ||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,000,008, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,020,000, due 09/15/21-01/01/51) | 1,000,000 | 0.2 |
755,785 | (3) | Daiwa Capital Markets, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $755,791, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $770,901, due 01/26/21-01/01/51) | 755,785 | 0.1 |
See Accompanying Notes to Financial Statements
111
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,000,009, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 01/05/21-12/20/50) | 1,000,000 | 0.2 | |||
Total Repurchase Agreements | |||||||
(Cost $2,755,785) | 2,755,785 | 0.5 | |||||
Shares | Value | Percentage of Net Assets | |||||
Mutual Funds: 1.5% | |||||||
7,375,004 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | |||||
(Cost $7,375,004) | 7,375,004 | 1.5 | |||||
Total Short-Term Investments | |||||||
(Cost $10,130,789) | 10,130,789 | 2.0 | |||||
Total Investments in Securities (Cost $419,557,713) | $ | 509,593,246 | 100.5 | ||||
Liabilities in Excess of Other Assets | (2,331,474) | (0.5) | |||||
Net Assets | $ | 507,261,772 | 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, 2020. |
See Accompanying Notes to Financial Statements
112
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.7% | ||||
Communication Services: 3.0% | ||||
15,162 | (1),(2) | AMC Networks, Inc. | $ 542,345 | 0.2 |
6,621 | (2) | Cargurus, Inc. | 210,084 | 0.1 |
18,981 | Cogent Communications Holdings, Inc. | 1,136,392 | 0.5 | |
22,692 | (2) | Consolidated Communications Holdings, Inc. | 110,964 | 0.0 |
32,556 | EW Scripps Co. | 497,781 | 0.2 | |
53,694 | (2) | Glu Mobile, Inc. | 483,783 | 0.2 |
14,026 | (2) | Gray Television, Inc. | 250,925 | 0.1 |
46,685 | (2) | Iridium Communications, Inc. | 1,835,888 | 0.8 |
12,918 | (2) | Liberty Latin America Ltd. | 143,261 | 0.0 |
11,286 | Meredith Corp. | 216,691 | 0.1 | |
20,652 | (2) | QuinStreet, Inc. | 442,779 | 0.2 |
7,377 | (1) | Sinclair Broadcast Group, Inc. | 234,957 | 0.1 |
6,465 | (2) | TechTarget, Inc. | 382,146 | 0.2 |
33,706 | (2) | Vonage Holdings Corp. | 433,965 | 0.2 |
4,574 | (2) | Yelp, Inc. | 149,433 | 0.1 |
7,071,394 | 3.0 | |||
Consumer Discretionary: 14.5% | ||||
14,486 | (2) | Accel Entertainment, Inc. | 146,309 | 0.1 |
49,269 | (2) | American Axle & Manufacturing Holdings, Inc. | 410,903 | 0.2 |
3,153 | (2) | America's Car-Mart, Inc. | 346,326 | 0.1 |
8,237 | (2) | Asbury Automotive Group, Inc. | 1,200,460 | 0.5 |
14,174 | (2) | Beazer Homes USA, Inc. | 214,736 | 0.1 |
25,638 | (1) | Bed Bath & Beyond, Inc. | 455,331 | 0.2 |
8,536 | Big Lots, Inc. | 366,450 | 0.2 | |
6,282 | BJ's Restaurants, Inc. | 241,794 | 0.1 | |
30,467 | Bloomin Brands, Inc. | 591,669 | 0.2 | |
14,586 | (2) | Boot Barn Holdings, Inc. | 632,449 | 0.3 |
8,052 | Brinker International, Inc. | 455,502 | 0.2 | |
3,548 | (1) | Buckle, Inc. | 103,602 | 0.0 |
18,484 | Callaway Golf Co. | 443,801 | 0.2 | |
4,621 | (1) | Camping World Holdings, Inc. | 120,377 | 0.0 |
25,092 | (2) | Capri Holdings Ltd. | 1,053,864 | 0.4 |
4,567 | Carriage Services, Inc. | 143,038 | 0.1 | |
1,866 | (2) | Cavco Industries, Inc. | 327,390 | 0.1 |
9,656 | (2) | Century Communities, Inc. | 422,740 | 0.2 |
4,454 | (2) | Chuy's Holdings, Inc. | 117,986 | 0.0 |
25,481 | (2) | Conn's, Inc. | 297,873 | 0.1 |
16,622 | Cooper Tire & Rubber Co. | 673,191 | 0.3 | |
12,417 | Core-Mark Holding Co., Inc. | 364,687 | 0.1 | |
14,589 | (2) | CROCS, Inc. | 914,147 | 0.4 |
10,661 | Dana, Inc. | 208,103 | 0.1 | |
1,776 | (2) | Deckers Outdoor Corp. | 509,321 | 0.2 |
5,817 | Dine Brands Global, Inc. | 337,386 | 0.1 | |
4,021 | (2) | Dorman Products, Inc. | 349,103 | 0.1 |
6,591 | Ethan Allen Interiors, Inc. | 133,204 | 0.1 | |
11,592 | Extended Stay America, Inc. | 171,678 | 0.1 | |
1,863 | (2) | Fox Factory Holding Corp. | 196,938 | 0.1 |
9,351 | (2) | Genesco, Inc. | 281,372 | 0.1 |
25,065 | (2) | G-III Apparel Group Ltd. | 595,043 | 0.2 |
7,051 | Group 1 Automotive, Inc. | 924,668 | 0.4 | |
5,045 | (2) | GrowGeneration Corp. | 202,910 | 0.1 |
11,870 | Haverty Furniture Cos., Inc. | 328,443 | 0.1 | |
2,839 | (2) | Hibbett Sports, Inc. | 131,105 | 0.1 |
3,299 | (2) | Installed Building Products, Inc. | 336,267 | 0.1 |
12,186 | (1) | International Game Technology PLC | 206,431 | 0.1 |
4,170 | (1),(2) | iRobot Corp. | 334,809 | 0.1 |
3,374 | KB Home | 113,096 | 0.0 | |
5,353 | Kohl's Corp. | 217,814 | 0.1 | |
10,181 | Kontoor Brands, Inc. | 412,941 | 0.2 | |
24,725 | La-Z-Boy, Inc. | 985,044 | 0.4 | |
7,441 | LCI Industries | 964,949 | 0.4 | |
4,691 | (2) | LGI Homes, Inc. | 496,542 | 0.2 |
999 | Lithia Motors, Inc. | 292,377 | 0.1 | |
12,319 | (2) | Lumber Liquidators Holdings, Inc. | 378,686 | 0.2 |
13,771 | (2) | M/I Homes, Inc. | 609,918 | 0.3 |
31,872 | (1) | Macy's, Inc. | 358,560 | 0.1 |
15,876 | (2) | MarineMax, Inc. | 556,136 | 0.2 |
18,355 | MDC Holdings, Inc. | 892,053 | 0.4 | |
14,082 | (2) | Meritage Homes Corp. | 1,166,271 | 0.5 |
13,507 | (1),(2) | Michaels Cos, Inc. | 175,726 | 0.1 |
2,385 | Nathan's Famous, Inc. | 131,700 | 0.1 | |
18,453 | ODP Corp./The | 540,673 | 0.2 | |
9,866 | Patrick Industries, Inc. | 674,341 | 0.3 | |
32,784 | (2) | Perdoceo Education Corp. | 414,062 | 0.2 |
7,043 | RCI Hospitality Holdings, Inc. | 277,776 | 0.1 | |
19,590 | Rent-A-Center, Inc. | 750,101 | 0.3 | |
5,275 | (2) | Revolve Group, Inc. | 164,422 | 0.1 |
3,760 | (2) | Scientific Games Corp. | 156,002 | 0.1 |
2,584 | Service Corp. International | 126,874 | 0.0 | |
7,600 | (2) | Shake Shack, Inc. | 644,328 | 0.3 |
10,292 | (1) | Shoe Carnival, Inc. | 403,241 | 0.2 |
2,177 | Shutterstock, Inc. | 156,091 | 0.1 | |
7,748 | Signet Jewelers Ltd. | 211,288 | 0.1 | |
9,506 | (2) | Sleep Number Corp. | 778,161 | 0.3 |
4,954 | (2) | Stamps.com, Inc. | 971,925 | 0.4 |
3,267 | Standard Motor Products, Inc. | 132,183 | 0.1 | |
8,531 | Steven Madden Ltd. | 301,315 | 0.1 | |
6,560 | Sturm Ruger & Co., Inc. | 426,859 | 0.2 | |
7,349 | (2) | Taylor Morrison Home Corp. | 188,502 | 0.1 |
8,074 | (2) | TRI Pointe Group, Inc. | 139,276 | 0.1 |
10,487 | (2) | Tupperware Brands Corp. | 339,674 | 0.1 |
2,885 | (2) | Universal Electronics, Inc. | 151,347 | 0.1 |
5,759 | (2) | Vista Outdoor, Inc. | 136,834 | 0.1 |
855 | Wingstop, Inc. | 113,330 | 0.0 | |
10,299 | Winnebago Industries | 617,322 | 0.3 | |
19,910 | Wolverine World Wide, Inc. | 622,188 | 0.3 | |
16,991 | (2) | YETI Holdings, Inc. | 1,163,374 | 0.5 |
16,874 | (2) | Zumiez, Inc. | 620,626 | 0.3 |
34,265,334 | 14.5 |
See Accompanying Notes to Financial Statements
113
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Consumer Staples: 3.0% | ||||
7,311 | Andersons, Inc. | 179,193 | 0.1 | |
11,380 | (1) | B&G Foods, Inc. | 315,567 | 0.1 |
1,538 | Calavo Growers, Inc. | 106,783 | 0.0 | |
19,112 | (2) | Central Garden & Pet Co. - CENT | 737,914 | 0.3 |
2,130 | Coca-Cola Consolidated, Inc. | 567,155 | 0.2 | |
10,320 | Fresh Del Monte Produce, Inc. | 248,402 | 0.1 | |
8,091 | (2) | Hostess Brands, Inc. | 118,452 | 0.1 |
6,166 | Ingles Markets, Inc. | 263,042 | 0.1 | |
2,735 | J&J Snack Foods Corp. | 424,937 | 0.2 | |
4,606 | John B Sanfilippo & Son, Inc. | 363,229 | 0.2 | |
4,302 | Medifast, Inc. | 844,655 | 0.4 | |
2,916 | (2) | Seneca Foods Corp. | 116,348 | 0.1 |
31,636 | SpartanNash Co. | 550,783 | 0.2 | |
14,601 | (2) | United Natural Foods, Inc. | 233,178 | 0.1 |
12,099 | Universal Corp. | 588,132 | 0.3 | |
4,029 | (2) | USANA Health Sciences, Inc. | 310,636 | 0.1 |
70,306 | Vector Group Ltd. | 819,065 | 0.3 | |
1,133 | WD-40 Co. | 301,016 | 0.1 | |
7,088,487 | 3.0 | |||
Energy: 3.1% | ||||
2,413 | Arch Resources, Inc. | 105,617 | 0.0 | |
29,954 | Berry Corp. | 110,231 | 0.0 | |
8,121 | Cactus, Inc. | 211,715 | 0.1 | |
2,961 | Cimarex Energy Co. | 111,067 | 0.0 | |
13,154 | Devon Energy Corp. | 207,965 | 0.1 | |
23,981 | (2) | Dorian L.P.G Ltd. | 292,328 | 0.1 |
7,156 | (2) | Dril-Quip, Inc. | 211,961 | 0.1 |
19,268 | Equitrans Midstream Corp. | 154,915 | 0.1 | |
24,164 | (2) | Exterran Corp. | 106,805 | 0.0 |
13,143 | (2) | Green Plains, Inc. | 173,093 | 0.1 |
35,515 | (2) | Helix Energy Solutions Group, Inc. | 149,163 | 0.1 |
27,815 | Helmerich & Payne, Inc. | 644,195 | 0.3 | |
7,709 | (2) | Laredo Petroleum, Inc. | 151,867 | 0.1 |
29,714 | (1),(2) | Matador Resources Co. | 358,351 | 0.1 |
1,614 | (1) | Nabors Industries Ltd. | 93,983 | 0.0 |
68,571 | (2) | Newpark Resources, Inc. | 131,656 | 0.1 |
24,831 | (2) | Oceaneering International, Inc. | 197,407 | 0.1 |
41,068 | (2) | Oil States International, Inc. | 206,161 | 0.1 |
45,294 | Patterson-UTI Energy, Inc. | 238,247 | 0.1 | |
17,471 | PBF Energy, Inc. | 124,044 | 0.0 | |
8,457 | (2) | PDC Energy, Inc. | 173,622 | 0.1 |
23,747 | Plains GP Holdings L.P. | 200,662 | 0.1 | |
31,191 | (2) | ProPetro Holding Corp. | 230,502 | 0.1 |
63,403 | QEP Resources, Inc. | 151,533 | 0.1 | |
76,061 | Range Resources Corp. | 509,609 | 0.2 | |
7,437 | (2) | Renewable Energy Group, Inc. | 526,688 | 0.2 |
1,373 | (2) | REX American Resources Corp. | 100,874 | 0.0 |
22,673 | Solaris Oilfield Infrastructure, Inc. | 184,558 | 0.1 | |
226,689 | (2) | Southwestern Energy Co. | 675,533 | 0.3 |
6,363 | Targa Resources Corp. | 167,856 | 0.1 | |
26,314 | TechnipFMC PLC | 247,352 | 0.1 | |
6,767 | World Fuel Services Corp. | 210,860 | 0.1 | |
7,360,420 | 3.1 | |||
Financials: 16.7% | ||||
14,925 | Amalgamated Bank | 205,070 | 0.1 | |
17,709 | American Equity Investment Life Holding Co. | 489,831 | 0.2 | |
10,858 | Amerisafe, Inc. | 623,575 | 0.3 | |
7,793 | Artisan Partners Asset Management, Inc. | 392,300 | 0.2 | |
3,842 | Assured Guaranty Ltd. | 120,985 | 0.0 | |
12,369 | (2) | Atlantic Capital Bancshares, Inc. | 196,914 | 0.1 |
11,799 | Banc of California, Inc. | 173,563 | 0.1 | |
12,770 | (2) | Bancorp, Inc. | 174,311 | 0.1 |
9,312 | BankUnited, Inc. | 323,871 | 0.1 | |
23,657 | Banner Corp. | 1,102,180 | 0.5 | |
28,314 | Boston Private Financial Holdings, Inc. | 239,253 | 0.1 | |
7,655 | (2) | Brighthouse Financial, Inc. | 277,149 | 0.1 |
17,055 | Brightsphere Investment Group, Inc. | 328,820 | 0.1 | |
48,902 | Brookline Bancorp, Inc. | 588,780 | 0.2 | |
48,724 | Cadence BanCorp | 800,048 | 0.3 | |
8,598 | Capstar Financial Holdings, Inc. | 126,821 | 0.1 | |
89,764 | Capstead Mortgage Corp. | 521,529 | 0.2 | |
11,744 | Carter Bankshares, Inc. | 125,896 | 0.1 | |
39,424 | Central Pacific Financial Corp. | 749,450 | 0.3 | |
2,199 | Century Bancorp, Inc./MA | 170,115 | 0.1 | |
6,130 | Cohen & Steers, Inc. | 455,459 | 0.2 | |
19,367 | Columbia Banking System, Inc. | 695,275 | 0.3 | |
5,971 | Commerce Bancshares, Inc. | 392,295 | 0.2 | |
9,017 | Community Bank System, Inc. | 561,849 | 0.2 | |
39,566 | (2) | Customers Bancorp, Inc. | 719,310 | 0.3 |
53,241 | CVB Financial Corp. | 1,038,200 | 0.4 | |
34,066 | Dime Community Bancshares | 537,221 | 0.2 | |
7,064 | (2) | eHealth, Inc. | 498,789 | 0.2 |
9,877 | (2) | Encore Capital Group, Inc. | 384,709 | 0.2 |
3,046 | Essent Group Ltd. | 131,587 | 0.1 | |
13,454 | Financial Institutions, Inc. | 302,715 | 0.1 | |
2,207 | First American Financial Corp. | 113,947 | 0.0 | |
76,088 | First BanCorp. Puerto Rico | 701,531 | 0.3 | |
4,947 | First Hawaiian, Inc. | 116,650 | 0.0 | |
8,513 | First Midwest Bancorp., Inc. | 135,527 | 0.1 | |
15,058 | First of Long Island Corp. | 268,785 | 0.1 | |
31,769 | Flagstar Bancorp, Inc. | 1,294,904 | 0.5 | |
4,038 | Great Southern Bancorp., Inc. | 197,458 | 0.1 | |
15,444 | (2) | Green Dot Corp. | 861,775 | 0.4 |
2,126 | Hamilton Lane, Inc. | 165,934 | 0.1 | |
27,056 | Hanmi Financial Corp. | 306,815 | 0.1 |
See Accompanying Notes to Financial Statements
114
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
1,822 | Hanover Insurance Group, Inc. | 213,028 | 0.1 | |
6,902 | HCI Group, Inc. | 360,975 | 0.1 | |
13,025 | Heritage Insurance Holdings, Inc. | 131,943 | 0.1 | |
17,265 | HomeStreet, Inc. | 582,694 | 0.2 | |
2,619 | Houlihan Lokey, Inc. | 176,075 | 0.1 | |
21,887 | Independent Bank Corp. Michigan | 404,253 | 0.2 | |
4,627 | International Bancshares Corp. | 173,235 | 0.1 | |
51,309 | (1) | Invesco Mortgage Capital, Inc. | 173,424 | 0.1 |
32,680 | Investors Bancorp, Inc. | 345,101 | 0.1 | |
1,355 | Investors Title Co. | 207,315 | 0.1 | |
4,983 | Kinsale Capital Group, Inc. | 997,248 | 0.4 | |
12,350 | Ladder Capital Corp. | 120,783 | 0.0 | |
18,161 | Macatawa Bank Corp. | 152,008 | 0.1 | |
21,257 | Meridian Bancorp, Inc. | 316,942 | 0.1 | |
15,268 | MGIC Investment Corp. | 191,613 | 0.1 | |
10,843 | (2) | Mr Cooper Group, Inc. | 336,458 | 0.1 |
24,459 | NBT Bancorp., Inc. | 785,134 | 0.3 | |
27,405 | New Residential Investment Corp. | 272,406 | 0.1 | |
215,621 | New York Mortgage Trust, Inc. | 795,641 | 0.3 | |
5,490 | (2) | NMI Holdings, Inc. | 124,349 | 0.0 |
41,029 | Northfield Bancorp, Inc. | 505,888 | 0.2 | |
51,408 | OFG Bancorp | 953,104 | 0.4 | |
9,802 | Oppenheimer Holdings, Inc. | 308,077 | 0.1 | |
20,645 | Pacific Premier Bancorp, Inc. | 646,808 | 0.3 | |
6,835 | (2) | Palomar Holdings, Inc. | 607,221 | 0.3 |
12,025 | Peapack-Gladstone Financial Corp. | 273,689 | 0.1 | |
38,968 | PennyMac Mortgage Investment Trust | 685,447 | 0.3 | |
5,815 | Piper Sandler Cos | 586,734 | 0.2 | |
4,069 | Popular, Inc. | 229,166 | 0.1 | |
14,050 | Premier Financial Corp. | 323,150 | 0.1 | |
1,020 | Primerica, Inc. | 136,609 | 0.1 | |
16,616 | Provident Financial Services, Inc. | 298,423 | 0.1 | |
21,797 | Radian Group, Inc. | 441,389 | 0.2 | |
2,656 | Red River Bancshares, Inc. | 131,605 | 0.1 | |
24,281 | Redwood Trust, Inc. | 213,187 | 0.1 | |
6,187 | Regional Management Corp. | 184,744 | 0.1 | |
7,205 | Safety Insurance Group, Inc. | 561,270 | 0.2 | |
29,549 | (2) | Seacoast Banking Corp. of Florida | 870,218 | 0.4 |
7,000 | Sierra Bancorp. | 167,440 | 0.1 | |
23,481 | Southside Bancshares, Inc. | 728,615 | 0.3 | |
13,223 | Stewart Information Services Corp. | 639,464 | 0.3 | |
4,045 | Stifel Financial Corp. | 204,111 | 0.1 | |
6,068 | Territorial Bancorp, Inc. | 145,814 | 0.1 | |
5,376 | (2) | Trupanion, Inc. | 643,561 | 0.3 |
93,792 | Trustco Bank Corp. | 625,593 | 0.3 | |
1,683 | UMB Financial Corp. | 116,110 | 0.0 | |
57,849 | United Community Banks, Inc./GA | 1,645,226 | 0.7 | |
16,010 | Universal Insurance Holdings, Inc. | 241,911 | 0.1 | |
13,364 | Unum Group | 306,570 | 0.1 | |
661 | Virtus Investment Partners, Inc. | 143,437 | 0.1 | |
4,200 | WesBanco, Inc. | 125,832 | 0.1 | |
19,544 | Westamerica Bancorp. | 1,080,588 | 0.5 | |
6,601 | WSFS Financial Corp. | 296,253 | 0.1 | |
39,539,075 | 16.7 | |||
Health Care: 11.9% | ||||
4,555 | (2) | Acadia Pharmaceuticals, Inc. | 243,510 | 0.1 |
5,070 | (2) | Addus HomeCare Corp. | 593,646 | 0.2 |
37,259 | (1),(2) | Akebia Therapeutics, Inc. | 104,325 | 0.0 |
16,377 | (2) | Allscripts Healthcare Solutions, Inc. | 236,484 | 0.1 |
4,771 | (2) | Amicus Therapeutics, Inc. | 110,162 | 0.0 |
15,132 | (2) | AMN Healthcare Services, Inc. | 1,032,759 | 0.4 |
10,058 | (2) | Angiodynamics, Inc. | 154,189 | 0.1 |
4,521 | (2) | Anika Therapeutics, Inc. | 204,621 | 0.1 |
8,227 | (2) | AxoGen, Inc. | 147,263 | 0.1 |
16,795 | (2) | Cardiovascular Systems, Inc. | 734,949 | 0.3 |
1,840 | (2) | Castle Biosciences, Inc. | 123,556 | 0.0 |
7,651 | (2) | Chinook Therapeutics, Inc. | 121,345 | 0.0 |
22,470 | (2) | Coherus Biosciences, Inc. | 390,529 | 0.2 |
34,221 | (2) | Community Health Systems, Inc. | 254,262 | 0.1 |
17,651 | Computer Programs & Systems, Inc. | 473,753 | 0.2 | |
11,410 | Conmed Corp. | 1,277,920 | 0.5 | |
11,056 | (2) | Corcept Therapeutics, Inc. | 289,225 | 0.1 |
25,661 | (2) | Covetrus, Inc. | 737,497 | 0.3 |
32,054 | (2) | Cross Country Healthcare, Inc. | 284,319 | 0.1 |
9,770 | (2) | Cue Biopharma, Inc. | 122,223 | 0.0 |
7,368 | (2) | Cutera, Inc. | 177,643 | 0.1 |
12,209 | (2) | Cytokinetics, Inc. | 253,703 | 0.1 |
2,338 | (2) | Deciphera Pharmaceuticals, Inc. | 133,430 | 0.1 |
2,467 | (2) | Eagle Pharmaceuticals, Inc./DE | 114,888 | 0.0 |
11,848 | (2) | Eiger BioPharmaceuticals, Inc. | 145,612 | 0.1 |
12,903 | (2) | Electromed, Inc. | 126,578 | 0.1 |
4,552 | (2) | Enanta Pharmaceuticals, Inc. | 191,639 | 0.1 |
17,706 | Ensign Group, Inc. | 1,291,122 | 0.5 | |
6,491 | (2) | Five Prime Therapeutics, Inc. | 110,412 | 0.0 |
44,388 | (2) | Fortress Biotech, Inc. | 140,710 | 0.1 |
3,143 | (1),(2) | Fulgent Genetics, Inc. | 163,750 | 0.1 |
6,731 | (2) | Glaukos Corp. | 506,575 | 0.2 |
18,853 | (2) | Hanger, Inc. | 414,578 | 0.2 |
7,292 | (1),(2) | Heron Therapeutics, Inc. | 154,335 | 0.1 |
10,015 | (2) | Innoviva, Inc. | 124,086 | 0.0 |
896 | (2) | Inspire Medical Systems, Inc. | 168,529 | 0.1 |
10,964 | (2) | Integer Holdings Corp. | 890,167 | 0.4 |
3,528 | (1),(2) | Intercept Pharmaceuticals, Inc. | 87,142 | 0.0 |
29,024 | Invacare Corp. | 259,765 | 0.1 | |
606 | (2) | iRhythm Technologies, Inc. | 143,749 | 0.1 |
See Accompanying Notes to Financial Statements
115
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
9,021 | (2) | Joint Corp./The | 236,891 | 0.1 |
12,137 | (2) | Lantheus Holdings, Inc. | 163,728 | 0.1 |
9,492 | LeMaitre Vascular, Inc. | 384,426 | 0.2 | |
13,551 | Luminex Corp. | 313,299 | 0.1 | |
6,334 | (2) | MacroGenics, Inc. | 144,795 | 0.1 |
7,289 | (2) | Magellan Health, Inc. | 603,821 | 0.3 |
951 | (2) | Medpace Holdings, Inc. | 132,379 | 0.1 |
17,861 | (2) | Meridian Bioscience, Inc. | 333,822 | 0.1 |
13,098 | (2) | Merit Medical Systems, Inc. | 727,070 | 0.3 |
12,868 | (2) | Myriad Genetics, Inc. | 254,465 | 0.1 |
1,278 | (2) | Natera, Inc. | 127,187 | 0.1 |
2,734 | National Healthcare Corp. | 181,565 | 0.1 | |
5,674 | (2) | Natus Medical, Inc. | 113,707 | 0.0 |
29,864 | (2) | NeoGenomics, Inc. | 1,607,878 | 0.7 |
24,850 | (2) | NextGen Healthcare, Inc. | 453,264 | 0.2 |
13,957 | (2) | Omnicell, Inc. | 1,675,119 | 0.7 |
12,122 | (2) | OraSure Technologies, Inc. | 128,311 | 0.1 |
17,966 | (2) | Orthofix Medical, Inc. | 772,179 | 0.3 |
28,804 | Owens & Minor, Inc. | 779,148 | 0.3 | |
13,308 | (2) | Pacira BioSciences, Inc. | 796,351 | 0.3 |
5,590 | (2) | Pennant Group, Inc./The | 324,555 | 0.1 |
5,593 | (2) | Providence Service Corp. | 775,358 | 0.3 |
12,194 | (2) | Puma Biotechnology, Inc. | 125,110 | 0.1 |
605 | (2) | Quidel Corp. | 108,688 | 0.0 |
17,617 | (2) | Quotient Ltd. | 91,785 | 0.0 |
11,843 | (2) | Radius Health, Inc. | 211,516 | 0.1 |
10,370 | (2) | REGENXBIO, Inc. | 470,383 | 0.2 |
10,417 | (2) | Select Medical Holdings Corp. | 288,134 | 0.1 |
8,445 | (2) | SI-BONE, Inc. | 252,506 | 0.1 |
1,920 | Simulations Plus, Inc. | 138,086 | 0.1 | |
9,905 | (2) | Supernus Pharmaceuticals, Inc. | 249,210 | 0.1 |
2,965 | (2) | SurModics, Inc. | 129,037 | 0.1 |
13,314 | (2) | Tactile Systems Technology, Inc. | 598,331 | 0.3 |
6,090 | (2) | Triple-S Management Corp. | 130,022 | 0.1 |
31,702 | (2) | Vanda Pharmaceuticals, Inc. | 416,564 | 0.2 |
4,347 | (1),(2) | Vericel Corp. | 134,235 | 0.1 |
12,601 | (2) | Viemed Healthcare, Inc. | 97,784 | 0.0 |
3,305 | (2) | Xencor, Inc. | 144,197 | 0.1 |
3,028 | (2) | Y-mAbs Therapeutics, Inc. | 149,916 | 0.1 |
8,540 | (1),(2) | Zynex, Inc. | 114,948 | 0.0 |
28,114,720 | 11.9 | |||
Industrials: 17.9% | ||||
15,178 | ABM Industries, Inc. | 574,335 | 0.2 | |
16,909 | ACCO Brands Corp. | 142,881 | 0.1 | |
1,558 | Advanced Drainage Systems, Inc. | 130,218 | 0.1 | |
10,501 | (2) | Aerovironment, Inc. | 912,537 | 0.4 |
850 | Alamo Group, Inc. | 117,257 | 0.0 | |
5,372 | Albany International Corp. | 394,412 | 0.2 | |
4,367 | Allegiant Travel Co. | 826,411 | 0.3 | |
4,671 | Altra Industrial Motion Corp. | 258,913 | 0.1 | |
5,626 | (2) | American Woodmark Corp. | 528,000 | 0.2 |
3,835 | Apogee Enterprises, Inc. | 121,493 | 0.0 | |
17,324 | Applied Industrial Technologies, Inc. | 1,351,099 | 0.6 | |
14,446 | ArcBest Corp. | 616,411 | 0.3 | |
10,449 | Arcosa, Inc. | 573,964 | 0.2 | |
2,600 | (2) | ASGN, Inc. | 217,178 | 0.1 |
10,301 | (2) | Atkore International Group, Inc. | 423,474 | 0.2 |
12,211 | (2) | Atlas Air Worldwide Holdings, Inc. | 665,988 | 0.3 |
19,868 | Barnes Group, Inc. | 1,007,109 | 0.4 | |
2,982 | (2) | Beacon Roofing Supply, Inc. | 119,847 | 0.0 |
23,328 | Boise Cascade Co. | 1,115,078 | 0.5 | |
20,232 | Brady Corp. | 1,068,654 | 0.5 | |
5,503 | (2) | CBIZ, Inc. | 146,435 | 0.1 |
6,678 | (2) | Chart Industries, Inc. | 786,602 | 0.3 |
10,232 | Columbus McKinnon Corp. | 393,318 | 0.2 | |
12,813 | Comfort Systems USA, Inc. | 674,733 | 0.3 | |
45,434 | CoreCivic, Inc. | 297,593 | 0.1 | |
22,218 | (2) | Cornerstone Building Brands, Inc. | 206,183 | 0.1 |
14,871 | Costamare, Inc. | 123,132 | 0.1 | |
1,956 | Crane Co. | 151,903 | 0.1 | |
1,968 | CSW Industrials, Inc. | 220,239 | 0.1 | |
12,866 | Deluxe Corp. | 375,687 | 0.2 | |
5,161 | EMCOR Group, Inc. | 472,025 | 0.2 | |
22,029 | Enerpac Tool Group Corp. | 498,076 | 0.2 | |
9,005 | EnPro Industries, Inc. | 680,058 | 0.3 | |
1,261 | ESCO Technologies, Inc. | 130,160 | 0.1 | |
15,081 | Exponent, Inc. | 1,357,742 | 0.6 | |
10,652 | Franklin Electric Co., Inc. | 737,225 | 0.3 | |
13,411 | (2) | Gibraltar Industries, Inc. | 964,787 | 0.4 |
21,977 | (2) | GMS, Inc. | 669,859 | 0.3 |
21,430 | GrafTech International Ltd. | 228,444 | 0.1 | |
11,665 | Griffon Corp. | 237,733 | 0.1 | |
3,990 | H&E Equipment Services, Inc. | 118,942 | 0.0 | |
3,587 | Herman Miller, Inc. | 121,241 | 0.0 | |
35,543 | Hillenbrand, Inc. | 1,414,611 | 0.6 | |
5,027 | (2) | HUB Group, Inc. | 286,539 | 0.1 |
2,302 | (2) | IAA, Inc. | 149,584 | 0.1 |
5,266 | Insteel Industries, Inc. | 117,274 | 0.0 | |
6,618 | John Bean Technologies Corp. | 753,592 | 0.3 | |
27,157 | Kelly Services, Inc. | 558,619 | 0.2 | |
29,256 | Korn Ferry | 1,272,636 | 0.5 | |
20,352 | LSI Industries, Inc. | 174,213 | 0.1 | |
3,866 | (2) | Lydall, Inc. | 116,096 | 0.0 |
28,438 | Marten Transport Ltd. | 489,987 | 0.2 | |
2,000 | (2) | Masonite International Corp. | 196,680 | 0.1 |
31,152 | (2) | Matrix Service Co. | 343,295 | 0.1 |
3,021 | Matson, Inc. | 172,106 | 0.1 | |
4,875 | McGrath Rentcorp | 327,112 | 0.1 | |
13,973 | (2) | Meritor, Inc. | 389,986 | 0.2 |
3,428 | Moog, Inc. | 271,840 | 0.1 | |
19,060 | (2) | NOW, Inc. | 136,851 | 0.1 |
20,067 | (2) | PGT Innovations, Inc. | 408,163 | 0.2 |
21,539 | Pitney Bowes, Inc. | 132,680 | 0.1 | |
8,066 | Powell Industries, Inc. | 237,866 | 0.1 | |
4,744 | (2) | Proto Labs, Inc. | 727,730 | 0.3 |
22,569 | Quanex Building Products Corp. | 500,355 | 0.2 | |
14,359 | Raven Industries, Inc. | 475,139 | 0.2 |
See Accompanying Notes to Financial Statements
116
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
25,084 | (2) | Resideo Technologies, Inc. | 533,286 | 0.2 |
5,264 | Rexnord Corp. | 207,875 | 0.1 | |
9,523 | (2) | Saia, Inc. | 1,721,758 | 0.7 |
5,014 | Simpson Manufacturing Co., Inc. | 468,558 | 0.2 | |
25,304 | Skywest, Inc. | 1,020,004 | 0.4 | |
24,368 | (2) | SPX Corp. | 1,329,031 | 0.6 |
8,314 | (2) | SPX FLOW, Inc. | 481,879 | 0.2 |
11,339 | (2) | Sterling Construction Co., Inc. | 211,019 | 0.1 |
9,321 | Tennant Co. | 654,055 | 0.3 | |
7,435 | Triton International Ltd./Bermuda | 360,672 | 0.2 | |
21,383 | UFP Industries, Inc. | 1,187,826 | 0.5 | |
6,507 | Unifirst Corp. | 1,377,467 | 0.6 | |
4,386 | (2) | Vicor Corp. | 404,477 | 0.2 |
32,172 | Wabash National Corp. | 554,323 | 0.2 | |
7,728 | Watts Water Technologies, Inc. | 940,498 | 0.4 | |
14,151 | (2) | WillScot Mobile Mini Holdings Corp. | 327,879 | 0.1 |
42,190,937 | 17.9 | |||
Information Technology: 14.6% | ||||
18,847 | (1),(2) | 3D Systems Corp. | 197,517 | 0.1 |
11,125 | (2) | 8x8, Inc. | 383,479 | 0.2 |
31,927 | Adtran, Inc. | 471,562 | 0.2 | |
12,631 | (2) | Advanced Energy Industries, Inc. | 1,224,828 | 0.5 |
5,545 | (2) | Agilysys, Inc. | 212,817 | 0.1 |
4,628 | (2) | Alarm.com Holdings, Inc. | 478,767 | 0.2 |
1,624 | (2) | Anaplan, Inc. | 116,684 | 0.0 |
13,437 | (2) | Avid Technology, Inc. | 213,245 | 0.1 |
21,456 | (2) | Axcelis Technologies, Inc. | 624,799 | 0.3 |
14,467 | Bel Fuse, Inc. | 217,439 | 0.1 | |
6,377 | (2) | Bottomline Technologies de, Inc. | 336,323 | 0.1 |
13,394 | (2) | Box, Inc. | 241,762 | 0.1 |
22,658 | Brooks Automation, Inc. | 1,537,345 | 0.6 | |
5,493 | (2) | Cambium Networks Corp. | 137,764 | 0.1 |
4,509 | Cass Information Systems, Inc. | 175,445 | 0.1 | |
23,807 | Cohu, Inc. | 908,951 | 0.4 | |
11,066 | Comtech Telecommunications Corp. | 228,955 | 0.1 | |
18,066 | CSG Systems International, Inc. | 814,235 | 0.3 | |
39,752 | Daktronics, Inc. | 186,039 | 0.1 | |
25,210 | (2) | Diebold Nixdorf, Inc. | 268,739 | 0.1 |
14,059 | (2) | Digi International, Inc. | 265,715 | 0.1 |
18,607 | (2) | Diodes, Inc. | 1,311,793 | 0.6 |
4,627 | (2) | Domo, Inc. | 295,064 | 0.1 |
4,628 | (2) | ePlus, Inc. | 407,033 | 0.2 |
19,119 | EVERTEC, Inc. | 751,759 | 0.3 | |
10,366 | (2) | ExlService Holdings, Inc. | 882,458 | 0.4 |
103,708 | (2) | Extreme Networks, Inc. | 714,548 | 0.3 |
6,415 | (2) | Fabrinet | 497,740 | 0.2 |
7,638 | (2) | Faro Technologies, Inc. | 539,472 | 0.2 |
25,649 | (2) | Formfactor, Inc. | 1,103,420 | 0.5 |
28,266 | (2) | GreenSky, Inc. | 130,872 | 0.1 |
47,144 | (2) | Harmonic, Inc. | 348,394 | 0.1 |
4,900 | (2) | Ichor Holdings Ltd. | 147,710 | 0.1 |
11,648 | (2) | Infinera Corp. | 122,071 | 0.0 |
16,712 | (2) | Insight Enterprises, Inc. | 1,271,616 | 0.5 |
3,002 | (2) | Itron, Inc. | 287,892 | 0.1 |
32,074 | Kulicke & Soffa Industries, Inc. | 1,020,274 | 0.4 | |
15,936 | (2) | LivePerson, Inc. | 991,697 | 0.4 |
9,017 | Mantech International Corp. | 801,972 | 0.3 | |
12,098 | (2) | Mitek Systems, Inc. | 215,102 | 0.1 |
12,223 | (2) | Netgear, Inc. | 496,620 | 0.2 |
26,635 | NIC, Inc. | 687,982 | 0.3 | |
25,494 | (2) | Onto Innovation, Inc. | 1,212,240 | 0.5 |
6,090 | (2) | OSI Systems, Inc. | 567,710 | 0.2 |
6,494 | PC Connection, Inc. | 307,101 | 0.1 | |
4,293 | (2) | Perficient, Inc. | 204,561 | 0.1 |
10,100 | Plantronics, Inc. | 273,003 | 0.1 | |
5,564 | (2) | Plexus Corp. | 435,160 | 0.2 |
5,444 | Power Integrations, Inc. | 445,646 | 0.2 | |
22,610 | Progress Software Corp. | 1,021,746 | 0.4 | |
3,142 | (2) | Qualys, Inc. | 382,916 | 0.2 |
45,776 | (2) | Rambus, Inc. | 799,249 | 0.3 |
2,091 | (2) | Rogers Corp. | 324,711 | 0.1 |
7,104 | (2) | Sanmina Corp. | 226,547 | 0.1 |
11,650 | (2) | Scansource, Inc. | 307,327 | 0.1 |
9,819 | (2) | SecureWorks Corp. | 139,626 | 0.1 |
3,888 | (2) | ShotSpotter, Inc. | 146,578 | 0.1 |
4,719 | (2) | SMART Global Holdings, Inc. | 177,576 | 0.1 |
2,953 | (2) | Sprout Social, Inc. | 134,096 | 0.1 |
10,252 | (2) | SPS Commerce, Inc. | 1,113,265 | 0.5 |
5,816 | (2) | SVMK, Inc. | 148,599 | 0.1 |
7,586 | Switch, Inc. | 124,183 | 0.0 | |
17,912 | (2) | SYKES Enterprises, Inc. | 674,745 | 0.3 |
1,688 | SYNNEX Corp. | 137,471 | 0.1 | |
17,067 | (2) | TTM Technologies, Inc. | 235,439 | 0.1 |
21,207 | (2) | Ultra Clean Holdings, Inc. | 660,598 | 0.3 |
23,904 | (2) | Veeco Instruments, Inc. | 414,973 | 0.2 |
29,409 | (2) | Viavi Solutions, Inc. | 440,400 | 0.2 |
9,308 | Vishay Intertechnology, Inc. | 192,769 | 0.1 | |
40,409 | Xperi Holding Corp. | 844,548 | 0.4 | |
34,360,682 | 14.6 | |||
Materials: 5.2% | ||||
9,938 | (2) | Allegheny Technologies, Inc. | 166,660 | 0.1 |
34,014 | (2) | Arconic Corp. | 1,013,617 | 0.4 |
6,430 | Balchem Corp. | 740,865 | 0.3 | |
8,968 | Cabot Corp. | 402,484 | 0.2 | |
4,624 | (2) | Clearwater Paper Corp. | 174,556 | 0.1 |
50,980 | (1) | Cleveland-Cliffs, Inc. | 742,269 | 0.3 |
8,458 | (2) | Forterra, Inc. | 145,435 | 0.1 |
27,230 | FutureFuel Corp. | 345,821 | 0.1 | |
6,444 | Hawkins, Inc. | 337,086 | 0.1 | |
16,913 | HB Fuller Co. | 877,446 | 0.4 | |
6,848 | Kaiser Aluminum Corp. | 677,267 | 0.3 | |
15,822 | (2) | Koppers Holdings, Inc. | 493,014 | 0.2 |
10,454 | (2) | Kraton Corp. | 290,517 | 0.1 |
7,966 | Kronos Worldwide, Inc. | 118,773 | 0.1 | |
11,776 | (1),(2) | Livent Corp. | 221,860 | 0.1 |
11,230 | Materion Corp. | 715,576 | 0.3 | |
18,342 | Myers Industries, Inc. | 381,147 | 0.2 | |
5,480 | Neenah, Inc. | 303,154 | 0.1 | |
18,090 | Olympic Steel, Inc. | 241,140 | 0.1 | |
1,077 | Quaker Chemical Corp. | 272,901 | 0.1 | |
2,701 | Royal Gold, Inc. | 287,278 | 0.1 | |
4,511 | Schweitzer-Mauduit International, Inc. | 181,387 | 0.1 | |
9,786 | Stepan Co. | 1,167,666 | 0.5 |
See Accompanying Notes to Financial Statements
117
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
76,934 | SunCoke Energy, Inc. | 334,663 | 0.1 | |
40,375 | (2) | TimkenSteel Corp. | 188,551 | 0.1 |
15,725 | Tredegar Corp. | 262,607 | 0.1 | |
10,983 | Trinseo SA | 562,439 | 0.2 | |
5,106 | (2) | US Concrete, Inc. | 204,087 | 0.1 |
20,517 | Warrior Met Coal, Inc. | 437,422 | 0.2 | |
12,287,688 | 5.2 | |||
Real Estate: 7.4% | ||||
4,837 | (1) | Agree Realty Corp. | 322,047 | 0.1 |
32,707 | Alexander & Baldwin, Inc. | 561,906 | 0.2 | |
11,520 | Alpine Income Property Trust, Inc. | 172,685 | 0.1 | |
14,648 | American Assets Trust, Inc. | 423,034 | 0.2 | |
9,048 | American Homes 4 Rent | 271,440 | 0.1 | |
35,824 | Armada Hoffler Properties, Inc. | 401,945 | 0.2 | |
48,498 | CareTrust REIT, Inc. | 1,075,686 | 0.5 | |
10,942 | Community Healthcare Trust, Inc. | 515,478 | 0.2 | |
15,698 | Corporate Office Properties Trust SBI MD | 409,404 | 0.2 | |
86,806 | Diversified Healthcare Trust | 357,641 | 0.1 | |
5,019 | EastGroup Properties, Inc. | 692,923 | 0.3 | |
31,359 | Essential Properties Realty Trust, Inc. | 664,811 | 0.3 | |
8,646 | First Industrial Realty Trust, Inc. | 364,256 | 0.2 | |
8,624 | (2) | Forestar Group, Inc. | 174,032 | 0.1 |
11,890 | Four Corners Property Trust, Inc. | 353,965 | 0.1 | |
46,929 | Franklin Street Properties Corp. | 205,080 | 0.1 | |
8,617 | Gaming and Leisure Properties, Inc. | 365,361 | 0.2 | |
59,929 | (1) | Geo Group, Inc./The | 530,971 | 0.2 |
17,643 | Gladstone Commercial Corp. | 317,574 | 0.1 | |
18,516 | Global Net Lease, Inc. | 317,364 | 0.1 | |
6,614 | Highwoods Properties, Inc. | 262,113 | 0.1 | |
5,449 | Hudson Pacific Properties, Inc. | 130,885 | 0.1 | |
4,296 | Innovative Industrial Properties, Inc. | 786,727 | 0.3 | |
23,012 | (1) | iStar, Inc. | 341,728 | 0.1 |
17,815 | Kite Realty Group Trust | 266,512 | 0.1 | |
15,424 | Lexington Realty Trust | 163,803 | 0.1 | |
3,405 | Life Storage, Inc. | 406,523 | 0.2 | |
12,088 | National Storage Affiliates Trust | 435,531 | 0.2 | |
41,607 | New Senior Investment Group, Inc. | 215,524 | 0.1 | |
9,638 | NexPoint Residential Trust, Inc. | 407,784 | 0.2 | |
17,528 | Piedmont Office Realty Trust, Inc. | 284,479 | 0.1 | |
10,088 | Plymouth Industrial REIT, Inc. | 151,320 | 0.1 | |
4,444 | PS Business Parks, Inc. | 590,474 | 0.2 | |
11,526 | RE/MAX Holdings, Inc. | 418,740 | 0.2 | |
44,515 | (2) | Realogy Holdings Corp. | 584,037 | 0.2 |
52,044 | Retail Opportunity Investments Corp. | 696,869 | 0.3 | |
80,091 | Retail Properties of America, Inc. | 685,579 | 0.3 | |
18,304 | Retail Value, Inc. | 272,180 | 0.1 | |
21,671 | RPT Realty | 187,454 | 0.1 | |
12,399 | Saul Centers, Inc. | 392,800 | 0.2 | |
25,696 | Summit Hotel Properties, Inc. | 231,521 | 0.1 | |
3,716 | Terreno Realty Corp. | 217,423 | 0.1 | |
29,627 | Uniti Group, Inc. | 347,525 | 0.1 | |
48,271 | Whitestone REIT | 384,720 | 0.2 | |
17,359,854 | 7.4 | |||
Utilities: 1.4% | ||||
2,267 | American States Water Co. | 180,249 | 0.1 | |
12,466 | Avista Corp. | 500,385 | 0.2 | |
2,548 | Black Hills Corp. | 156,575 | 0.1 | |
6,601 | (1) | Brookfield Infrastructure Corp. | 477,252 | 0.2 |
7,685 | (1) | Brookfield Renewable Corp. | 447,805 | 0.2 |
4,877 | California Water Service Group | 263,504 | 0.1 | |
1,331 | Chesapeake Utilities Corp. | 144,028 | 0.0 | |
3,776 | NextEra Energy Partners L.P. | 253,181 | 0.1 | |
9,216 | Portland General Electric Co. | 394,168 | 0.2 | |
7,748 | South Jersey Industries, Inc. | 166,969 | 0.1 | |
12,262 | Star Group L.P. | 115,386 | 0.0 | |
5,040 | Unitil Corp. | 223,121 | 0.1 | |
3,322,623 | 1.4 | |||
Total Common Stock | ||||
(Cost $192,891,324) | 232,961,214 | 98.7 | ||
RIGHTS: –% | ||||
Health Care: –% | ||||
7,651 | (2),(3),(4) | Aduro Biotech, Inc. - CVR | – | – |
Total Rights | ||||
(Cost $–) | – | – | ||
WARRANTS: 0.0% | ||||
Energy: 0.0% | ||||
1,219 | (2),(3) | Oasis Petroleum, Inc. | 4,559 | 0.0 |
Total Warrants | ||||
(Cost $37,789) | 4,559 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $192,929,113) | 232,965,773 | 98.7 |
See Accompanying Notes to Financial Statements
118
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2020 (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 3.8% | |||||
Repurchase Agreements: 2.5% | |||||
1,250,325 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,250,335, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,275,331, due 01/25/21-10/15/62) | 1,250,325 | 0.5 | |
1,389,600 | (5) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,389,620, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,417,414, due 01/31/21-05/15/49) | 1,389,600 | 0.6 | |
1,367,313 | (5) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,367,323, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,394,659, due 09/15/21-01/01/51) | 1,367,313 | 0.6 | |
500,031 | (5) | Morgan Stanley, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $500,035, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $510,032, due 02/04/21-12/20/50) | 500,031 | 0.2 | |
1,367,313 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,367,325, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,394,659, due 01/05/21-12/20/50) | 1,367,313 | 0.6 | |
Total Repurchase Agreements | |||||
(Cost $5,874,582) | 5,874,582 | 2.5 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 1.3% | |||||
3,180,009 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | |||
(Cost $3,180,009) | 3,180,009 | 1.3 | |||
Total Short-Term Investments | |||||
(Cost $9,054,591) | 9,054,591 | 3.8 | |||
Total Investments in Securities (Cost $201,983,704) | $ | 242,020,364 | 102.5 | ||
Liabilities in Excess of Other Assets | (5,901,346) | (2.5) | |||
Net Assets | $ | 236,119,018 | 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, 2020, 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. |
(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, 2020. |
See Accompanying Notes to Financial Statements
119
VOYA GLOBAL HIGH DIVIDEND LOW | PORTFOLIO OF INVESTMENTS |
VOLATILITY PORTFOLIO | as of December 31, 2020 |
Percentage of Net | |||||||||||
Shares | Value | Assets | |||||||||
COMMON STOCK: 97.8% | |||||||||||
Australia: 3.2% | |||||||||||
13,677 | ASX Ltd. | $ | 759,034 | 0.1 | |||||||
498,348 | Aurizon Holdings Ltd. | 1,497,252 | 0.2 | ||||||||
66,986 | Australia & New | ||||||||||
Zealand Banking Group Ltd. | 1,175,480 | 0.2 | |||||||||
117,722 | BHP Group Ltd. | 3,846,518 | 0.6 | ||||||||
215,890 | Fortescue Metals Group Ltd. | 3,899,495 | 0.6 | ||||||||
68,799 | Goodman Group | 1,005,668 | 0.2 | ||||||||
655,465 | Medibank Pvt Ltd. | 1,518,152 | 0.3 | ||||||||
65,928 | Rio Tinto Ltd. | 5,797,814 | 1.0 | ||||||||
19,499,413 | 3.2 | ||||||||||
Belgium: 0.4% | |||||||||||
23,533 | UCB S.A. | 2,430,882 | 0.4 | ||||||||
Canada: 3.9% | |||||||||||
35,951 (1) | Bank of Nova Scotia | 1,943,145 | 0.3 | ||||||||
86,296 (1) | BCE, Inc. | 3,690,071 | 0.6 | ||||||||
28,554 (1) | Canadian Imperial Bank of Commerce - XTSE | 2,438,833 | 0.4 | ||||||||
24,643 | Canadian Natural Resources Ltd. | 592,214 | 0.1 | ||||||||
2,542 | Constellation Software, | ||||||||||
Inc./Canada | 3,300,906 | 0.6 | |||||||||
8,121 | Franco-Nevada Corp. | 1,018,235 | 0.2 | ||||||||
33,721 (1) | National Bank Of | ||||||||||
Canada | 1,897,849 | 0.3 | |||||||||
30,112 | Quebecor, Inc. | 774,978 | 0.1 | ||||||||
17,458 | Rogers Communications, Inc. | 812,759 | 0.1 | ||||||||
179,720 | TELUS Corp. | 3,559,385 | 0.6 | ||||||||
5,125 (2),(3) | Topicus.com, Inc. | 142,609 | 0.0 | ||||||||
37,315 | Waste Connections, Inc. | 3,827,400 | 0.6 | ||||||||
23,998,384 | 3.9 | ||||||||||
China: 0.3% | |||||||||||
699,000 | BOC Hong Kong Holdings Ltd. | 2,118,827 | 0.3 | ||||||||
Denmark: 1.7% | |||||||||||
351 | AP Moller - Maersk A/S - Class B | 781,064 | 0.1 | ||||||||
14,990 | Carlsberg A/S | 2,403,083 | 0.4 | ||||||||
19,005 | Coloplast A/S | 2,906,413 | 0.5 | ||||||||
37,990 | Novo Nordisk A/S | 2,650,151 | 0.5 | ||||||||
23,698 | Novozymes A/S | 1,349,837 | 0.2 | ||||||||
10,090,548 | 1.7 | ||||||||||
Finland: 0.8% | |||||||||||
45,255 | Kone Oyj | 3,687,362 | 0.6 | ||||||||
21,889 | Orion Oyj | 1,005,464 | 0.2 | ||||||||
4,692,826 | 0.8 | ||||||||||
France: 1.3% | |||||||||||
23,037 (3) | Cie de Saint-Gobain | 1,059,520 | 0.2 | ||||||||
9,119 (3) | Eiffage SA | 881,455 | 0.2 | ||||||||
15,367 | Legrand S.A. | 1,374,672 | 0.2 | ||||||||
197,509 | Orange SA | 2,351,335 | 0.4 | ||||||||
14,274 | Schneider Electric SE | 2,062,972 | 0.3 | ||||||||
7,729,954 | 1.3 | ||||||||||
Germany: 1.1% | |||||||||||
90,744 | Deutsche Post AG | 4,495,047 | 0.8 | ||||||||
31,490 | RWE AG | 1,332,248 | 0.2 | ||||||||
5,904 | Symrise AG | 784,893 | 0.1 | ||||||||
6,612,188 | 1.1 | ||||||||||
Hong Kong: 1.6% | |||||||||||
68,300 | ASM Pacific Technology Ltd. | 902,016 | 0.1 | ||||||||
368,500 | CK Hutchison Holdings Ltd. | 2,572,806 | 0.4 | ||||||||
207,500 | CLP Holdings Ltd. | 1,918,679 | 0.3 | ||||||||
19,800 | Hong Kong Exchanges and Clearing Ltd. | 1,086,064 | 0.2 | ||||||||
243,300 | Link REIT | 2,209,596 | 0.4 | ||||||||
204,000 | Power Assets Holdings Ltd. | 1,104,790 | 0.2 | ||||||||
9,793,951 | 1.6 | ||||||||||
Ireland: 1.4% | |||||||||||
21,339 | CRH PLC | 907,469 | 0.2 | ||||||||
50,199 | Medtronic PLC | 5,880,311 | 1.0 | ||||||||
33,626 | Smurfit Kappa PLC | 1,562,644 | 0.2 | ||||||||
8,350,424 | 1.4 | ||||||||||
Israel: 0.2% | |||||||||||
247,967 | Bank Leumi Le-Israel BM | 1,463,689 | 0.2 | ||||||||
Italy: 2.5% | |||||||||||
234,287 | Assicurazioni Generali S.p.A. | 4,101,965 | 0.7 | ||||||||
160,768 | Enel S.p.A. | 1,635,762 | 0.3 | ||||||||
1,185,262 (3) | Intesa Sanpaolo SpA | 2,801,610 | 0.4 | ||||||||
106,898 (4) | Poste Italiane SpA | 1,093,428 | 0.2 | ||||||||
561,187 | Snam SpA | 3,169,338 | 0.5 | ||||||||
293,940 | Terna Rete Elettrica Nazionale SpA | 2,258,674 | 0.4 | ||||||||
15,060,777 | 2.5 | ||||||||||
Japan: 8.6% | |||||||||||
85,700 | Amada Co. Ltd. | 943,059 | 0.2 | ||||||||
32,100 | Dai Nippon Printing Co.,Ltd. | 577,403 | 0.1 | ||||||||
3,000 | Daikin Industries Ltd. | 667,401 | 0.1 | ||||||||
706,900 | ENEOS Holdings, Inc. | 2,538,974 | 0.4 | ||||||||
2,600 | Hikari Tsushin, Inc. | 610,049 | 0.1 | ||||||||
12,700 | Hoya Corp. | 1,758,884 | 0.3 | ||||||||
60,800 | Japan Tobacco, Inc. | 1,239,540 | 0.2 | ||||||||
78,000 | KDDI Corp. | 2,312,720 | 0.4 | ||||||||
26,700 | Lawson, Inc. | 1,242,512 | 0.2 | ||||||||
72,100 | LIXIL Group Corp. | 1,563,609 | 0.3 | ||||||||
17,300 (1) | McDonald's Holdings Co. Japan Ltd. | 838,379 | 0.1 | ||||||||
45,100 | Medipal Holdings Corp. | 848,119 | 0.1 | ||||||||
16,900 | MEIJI Holdings Co., Ltd. | 1,189,418 | 0.2 | ||||||||
31,000 | Mitsubishi Corp. | 764,207 | 0.1 | ||||||||
304,300 | Mitsubishi UFJ Financial Group, Inc. | 1,347,325 | 0.2 | ||||||||
12,700 | Miura Co., Ltd. | 709,017 | 0.1 | ||||||||
5,100 | Nintendo Co., Ltd. | 3,273,901 | 0.5 | ||||||||
97,300 | Nippon Telegraph & Telephone Corp. | 2,496,621 | 0.4 | ||||||||
31,200 | Osaka Gas Co., Ltd. | 639,524 | 0.1 | ||||||||
40,200 | Secom Co., Ltd. | 3,708,519 | 0.6 | ||||||||
128,300 | Sekisui House Ltd. | 2,613,702 | 0.4 | ||||||||
57,100 | SG Holdings Co. Ltd. | 1,556,905 | 0.3 | ||||||||
3,500 | SMC Corp. | 2,137,582 | 0.3 | ||||||||
321,800 | SoftBank Corp. | 4,039,232 | 0.7 | ||||||||
See Accompanying Notes to Financial Statements
120
VOYA GLOBAL HIGH DIVIDEND LOW | PORTFOLIO OF INVESTMENTS |
VOLATILITY PORTFOLIO | as of December 31, 2020 (Continued) |
11,800 | Sohgo Security Services Co., Ltd. | 612,127 | 0.1 | ||||||||
61,300 | Sumitomo Mitsui Financial Group, Inc. | 1,900,187 | 0.3 | ||||||||
93,200 | Sumitomo Mitsui Trust Holdings, Inc. | 2,875,661 | 0.5 | ||||||||
22,300 | Sundrug Co., Ltd. | 891,262 | 0.1 | ||||||||
84,700 | T&D Holdings, Inc. | 1,001,904 | 0.2 | ||||||||
26,300 | Tokyo Gas Co., Ltd. | 608,718 | 0.1 | ||||||||
21,300(1),(3) | Trend Micro, Inc. | 1,226,308 | 0.2 | ||||||||
10,800 | Tsuruha Holdings, Inc. | 1,535,801 | 0.3 | ||||||||
41,500 | Welcia Holdings Co. Ltd. | 1,565,480 | 0.3 | ||||||||
33,500 | Yamato Holdings Co., Ltd. | 855,346 | 0.1 | ||||||||
52,689,396 | 8.6 | ||||||||||
Netherlands: 0.5% | |||||||||||
83,862 | Koninklijke Ahold Delhaize NV | 2,365,845 | 0.4 | ||||||||
304,576 | Koninklijke KPN NV | 925,690 | 0.1 | ||||||||
3,291,535 | 0.5 | ||||||||||
New Zealand: 0.1% | |||||||||||
240,355 | Spark New Zealand Ltd. | 814,136 | 0.1 | ||||||||
Norway: 0.1% | |||||||||||
86,788 | Orkla ASA | 881,110 | 0.1 | ||||||||
Singapore: 0.2% | |||||||||||
215,100 | Singapore Exchange Ltd. | 1,510,862 | 0.2 | ||||||||
Spain: 0.9% | |||||||||||
– | Banco Bilbao Vizcaya Argentaria SA | – | – | ||||||||
49,387 | Enagas | 1,086,494 | 0.2 | ||||||||
52,119 | Endesa S.A. | 1,429,559 | 0.2 | ||||||||
40,606 | Ferrovial SA - FERE | 1,122,769 | 0.2 | ||||||||
75,138 | Red Electrica Corp. SA | 1,542,655 | 0.3 | ||||||||
Sweden: 0.2% | |||||||||||
15,292 | Swedish Match AB | 1,190,035 | 0.2 | ||||||||
Switzerland: 2.1% | |||||||||||
32,762 | LafargeHolcim Ltd.-CHF | 1,798,234 | 0.3 | ||||||||
28,332 | Nestle SA | 3,349,163 | 0.6 | ||||||||
9,351 | Roche Holding AG | 3,256,940 | 0.5 | ||||||||
9,830 | Zurich Insurance Group | ||||||||||
AG | 4,142,571 | 0.7 | |||||||||
12,546,908 | 2.1 | ||||||||||
United Kingdom: 5.0% | |||||||||||
131,982 | 3i Group PLC | 2,087,554 | 0.3 | ||||||||
46,996 | Admiral Group Plc | 1,858,313 | 0.3 | ||||||||
89,678 | BAE Systems PLC | 598,043 | 0.1 | ||||||||
38,323 | British American Tobacco PLC | 1,423,199 | 0.2 | ||||||||
339,304 | Direct Line Insurance Group PLC | 1,484,019 | 0.3 | ||||||||
218,999 | GlaxoSmithKline PLC | 4,007,243 | 0.7 | ||||||||
39,278 | Hikma Pharmaceuticals PLC | 1,350,012 | 0.2 | ||||||||
62,335 | Imperial Brands PLC | 1,307,453 | 0.2 | ||||||||
26,539 | London Stock Exchange Group PLC | 3,275,889 | 0.5 | ||||||||
450,240(3) | Natwest Group PLC | 1,029,244 | 0.2 |
6,839 | Reckitt Benckiser Group | ||||||||||
PLC | 610,411 | 0.1 | |||||||||
187,812 | Sage Group PLC/The | 1,491,272 | 0.3 | ||||||||
58,453 | Smith & Nephew PLC | 1,214,216 | 0.2 | ||||||||
75,487 | Unilever PLC | 4,570,792 | 0.7 | ||||||||
87,348 | United Utilities Group | ||||||||||
PLC | 1,068,353 | 0.2 | |||||||||
797,654 | Vodafone Group PLC | 1,310,139 | 0.2 | ||||||||
8,101 | Willis Towers Watson PLC | 1,706,719 | 0.3 | ||||||||
30,392,871 | 5.0 | ||||||||||
United States: 61.7% | |||||||||||
69,134 | AbbVie, Inc. | 7,407,708 | 1.2 | ||||||||
37,008 | Aflac, Inc. | 1,645,746 | 0.3 | ||||||||
13,221 | Agilent Technologies, Inc. | 1,566,556 | 0.3 | ||||||||
14,727 | Air Products & Chemicals, Inc. | 4,023,711 | 0.7 | ||||||||
23,588 | Allison Transmission Holdings, Inc. | 1,017,350 | 0.2 | ||||||||
34,036 | Allstate Corp. | 3,741,577 | 0.6 | ||||||||
114,568 | Altria Group, Inc. | 4,697,288 | 0.8 | ||||||||
47,277 | Amdocs Ltd. | 3,353,358 | 0.6 | ||||||||
29,147 | Ameren Corp. | 2,275,215 | 0.4 | ||||||||
7,559 | American Tower Corp. | 1,696,693 | 0.3 | ||||||||
17,001 | American Water Works Co., Inc. | 2,609,143 | 0.4 | ||||||||
15,109 | Ameriprise Financial, Inc. | 2,936,132 | 0.5 | ||||||||
21,873 | Amgen, Inc. | 5,029,040 | 0.8 | ||||||||
395,345 | Antero Midstream Corp. | 3,048,110 | 0.5 | ||||||||
4,808 | Anthem, Inc. | 1,543,801 | 0.3 | ||||||||
10,697 | AO Smith Corp. | 586,410 | 0.1 | ||||||||
145,276 | Apartment Investment and Management Co. | 767,057 | 0.1 | ||||||||
25,327 | Applied Materials, Inc. | 2,185,720 | 0.4 | ||||||||
17,182 | Aptargroup, Inc. | 2,352,044 | 0.4 | ||||||||
6,475 | Assurant, Inc. | 882,024 | 0.1 | ||||||||
178,815 | AT&T, Inc. | 5,142,719 | 0.8 | ||||||||
21,922 | Avnet, Inc. | 769,681 | 0.1 | ||||||||
69,463 | Bank of America Corp. | 2,105,424 | 0.3 | ||||||||
7,742 | Bank of Hawaii Corp. | 593,192 | 0.1 | ||||||||
58,182 | Bank OZK | 1,819,351 | 0.3 | ||||||||
6,718 | Blackrock, Inc. | 4,847,306 | 0.8 | ||||||||
42,092 | Booz Allen Hamilton Holding Corp. | 3,669,581 | 0.6 | ||||||||
84,487 | Bristol-Myers Squibb Co. | 5,240,729 | 0.9 | ||||||||
24,252 | Brookfield Renewable Corp. | 1,414,843 | 0.2 | ||||||||
39,465 | Cabot Oil & Gas Corp. | 642,490 | 0.1 | ||||||||
13,533 | Capital One Financial Corp. | 1,337,737 | 0.2 | ||||||||
6,285 | Carlisle Cos., Inc. | 981,591 | 0.2 | ||||||||
3,788 | Chemed Corp. | 2,017,527 | 0.3 | ||||||||
22,010 | Chevron Corp. | 1,858,744 | 0.3 | ||||||||
9,692 | Church & Dwight Co., Inc. | 845,433 | 0.1 | ||||||||
4,303 | Cigna Corp. | 895,799 | 0.2 | ||||||||
141,310 | Cisco Systems, Inc. | 6,323,622 | 1.0 | ||||||||
50,740 | Citigroup, Inc. | 3,128,628 | 0.5 | ||||||||
36,832 | Colgate-Palmolive Co. | 3,149,504 | 0.5 | ||||||||
17,655 | Comcast Corp. – Class A | 925,122 | 0.2 | ||||||||
30,986 | Commerce Bancshares, Inc. | 2,035,780 | 0.3 | ||||||||
21,521 | ConocoPhillips | 860,625 | 0.1 | ||||||||
65,186 | Corporate Office Properties Trust SBI MD | 1,700,051 | 0.3 |
See Accompanying Notes to Financial Statements
121
VOYA GLOBAL HIGH DIVIDEND LOW | PORTFOLIO OF INVESTMENTS |
VOLATILITY PORTFOLIO | as of December 31, 2020 (Continued) |
10,140 | CSX Corp. | 920,205 | 0.2 | ||||||||
15,553 | Dollar General Corp. | 3,270,796 | 0.5 | ||||||||
19,545 | DTE Energy Co. | 2,372,958 | 0.4 | ||||||||
19,427 | Duke Energy Corp. | 1,778,736 | 0.3 | ||||||||
25,075 | Duke Realty Corp. | 1,002,248 | 0.2 | ||||||||
77,915 | eBay, Inc. | 3,915,229 | 0.6 | ||||||||
19,147 | Entergy Corp. | 1,911,636 | 0.3 | ||||||||
943 | Equinix, Inc. | 673,472 | 0.1 | ||||||||
361,378 | Equitrans Midstream Corp. | 2,905,479 | 0.5 | ||||||||
6,286 | Everest Re Group Ltd. | 1,471,490 | 0.2 | ||||||||
46,127 | Evergy, Inc. | 2,560,510 | 0.4 | ||||||||
18,206 | Exelon Corp. | 768,657 | 0.1 | ||||||||
2,160 | FedEx Corp. | 560,779 | 0.1 | ||||||||
27,117 | Fifth Third Bancorp | 747,616 | 0.1 | ||||||||
38,805 | Flowers Foods, Inc. | 878,157 | 0.1 | ||||||||
14,014 | Gaming and Leisure Properties, Inc. | 594,194 | 0.1 | ||||||||
64,374 | General Mills, Inc. | 3,785,191 | 0.6 | ||||||||
97,887 | Gentex Corp. | 3,321,306 | 0.5 | ||||||||
68,757 | Gilead Sciences, Inc. | 4,005,783 | 0.7 | ||||||||
120,525 | GrafTech International Ltd. | 1,284,796 | 0.2 | ||||||||
18,002 | Hanover Insurance Group, Inc. | 2,104,794 | 0.3 | ||||||||
14,145 | Hartford Financial Services Group, Inc. | 692,822 | 0.1 | ||||||||
21,696 | Hershey Co. | 3,304,952 | 0.5 | ||||||||
29,641 | Honeywell International, Inc. | 6,304,641 | 1.0 | ||||||||
1,958 | Humana, Inc. | 803,309 | 0.1 | ||||||||
95,193 | Huntington Bancshares, Inc. | 1,202,288 | 0.2 | ||||||||
58,696 | Intel Corp. | 2,924,235 | 0.5 | ||||||||
7,029 | International Business Machines Corp. | 884,811 | 0.1 | ||||||||
8,612 | Intuit, Inc. | 3,271,268 | 0.5 | ||||||||
43,725 | Invitation Homes, Inc. | 1,298,632 | 0.2 | ||||||||
55,744 | Johnson & Johnson | 8,772,991 | 1.4 | ||||||||
45,444 | Johnson Controls International plc | 2,117,236 | 0.4 | ||||||||
42,267 | JPMorgan Chase & Co. | 5,370,868 | 0.9 | ||||||||
77,239 | Juniper Networks, Inc. | 1,738,650 | 0.3 | ||||||||
6,627 | Kansas City Southern | 1,352,769 | 0.2 | ||||||||
28,857 | Kimberly-Clark Corp. | 3,890,789 | 0.6 | ||||||||
207,322 | Kinder Morgan, Inc. | 2,834,092 | 0.5 | ||||||||
10,444 | KLA Corp. | 2,704,056 | 0.4 | ||||||||
70,155 | Knight-Swift Transportation Holdings, Inc. | 2,933,882 | 0.5 | ||||||||
70,701 | Kroger Co. | 2,245,464 | 0.4 | ||||||||
53,113 | Lazard Ltd. | 2,246,680 | 0.4 | ||||||||
33,871 | Leidos Holdings, Inc. | 3,560,520 | 0.6 | ||||||||
12,077 | Life Storage, Inc. | 1,441,873 | 0.2 | ||||||||
7,302 | Lockheed Martin Corp. | 2,592,064 | 0.4 | ||||||||
5,822 | MarketAxess Holdings, Inc. | 3,321,800 | 0.5 | ||||||||
36,691 | Masco Corp. | 2,015,437 | 0.3 | ||||||||
19,836 | McDonald's Corp. | 4,256,409 | 0.7 | ||||||||
19,111 | McKesson Corp. | 3,323,785 | 0.5 | ||||||||
73,314 | Merck & Co., Inc. | 5,997,085 | 1.0 | ||||||||
14,851 | Metlife, Inc. | 697,254 | 0.1 | ||||||||
14,976 | Microsoft Corp. | 3,330,962 | 0.6 | ||||||||
4,798 | Mid-America Apartment Communities, Inc. | 607,859 | 0.1 | ||||||||
33,678 | Mondelez International, Inc. | 1,969,153 | 0.3 | ||||||||
5,062 | Monolithic Power Systems, Inc. | 1,853,856 | 0.3 |
11,920 | MSC Industrial Direct Co. | 1,005,929 | 0.2 | |||||||||
7,388 | MSCI, Inc. - Class A | 3,298,964 | 0.5 | |||||||||
27,917 | Nasdaq, Inc. | 3,705,703 | 0.6 | |||||||||
3,745 | NewMarket Corp. | 1,491,596 | 0.2 | |||||||||
31,552 | OGE Energy Corp. | 1,005,247 | 0.2 | |||||||||
31,474 | Old Republic International Corp. | 620,353 | 0.1 | |||||||||
33,985 | Omnicom Group | 2,119,644 | 0.4 | |||||||||
26,304 | Packaging Corp. of America | 3,627,585 | 0.6 | |||||||||
43,781 | PepsiCo, Inc. | 6,492,722 | 1.1 | |||||||||
165,172 | Pfizer, Inc. | 6,079,981 | 1.0 | |||||||||
57,592 | Philip Morris International, Inc. | 4,768,042 | 0.8 | |||||||||
34,971 | Phillips 66 | 2,445,872 | 0.4 | |||||||||
13,635 | Pinnacle West Capital Corp. | 1,090,118 | 0.2 | |||||||||
11,580 | Pioneer Natural Resources Co. | 1,318,846 | 0.2 | |||||||||
53,055 | Procter & Gamble Co. | 7,382,073 | 1.2 | |||||||||
44,538 | Progressive Corp. | 4,403,917 | 0.7 | |||||||||
22,205 | Qualcomm, Inc. | 3,382,710 | 0.6 | |||||||||
5,108 | Regal Beloit Corp. | 627,313 | 0.1 | |||||||||
48,115 | Regions Financial Corp. | 775,614 | 0.1 | |||||||||
12,643 | Reliance Steel & Aluminum Co. | 1,513,999 | 0.3 | |||||||||
39,855 | Republic Services, Inc. | 3,838,036 | 0.6 | |||||||||
9,010 | Roper Technologies, Inc. | 3,884,121 | 0.6 | |||||||||
20,113 | Royal Gold, Inc. | 2,139,219 | 0.4 | |||||||||
15,600 | Ryder System, Inc. | 963,456 | 0.2 | |||||||||
10,150 | S&P Global, Inc. | 3,336,609 | 0.6 | |||||||||
62,670 | Service Corp. International | 3,077,097 | 0.5 | |||||||||
40,096 | Silgan Holdings, Inc. | 1,486,760 | 0.2 | |||||||||
19,670 | Sonoco Products Co. | 1,165,447 | 0.2 | |||||||||
35,482 | Southern Co. | 2,179,659 | 0.4 | |||||||||
13,373 | Sun Communities, Inc. | 2,032,027 | 0.3 | |||||||||
121,019 | Switch, Inc. | 1,981,081 | 0.3 | |||||||||
26,620 | T. Rowe Price Group, Inc. | 4,030,002 | 0.7 | |||||||||
29,018 | Target Corp. | 5,122,548 | 0.8 | |||||||||
36,663 | Texas Instruments, Inc. | 6,017,498 | 1.0 | |||||||||
4,922 | Thermo Fisher Scientific, Inc. | 2,292,569 | 0.4 | |||||||||
5,440 | Tractor Supply Co. | 764,755 | 0.1 | |||||||||
16,044 | UMB Financial Corp. | 1,106,876 | 0.2 | |||||||||
7,920 | United Parcel Service, Inc. - Class B | 1,333,728 | 0.2 | |||||||||
35,990 | US Bancorp | 1,676,774 | 0.3 | |||||||||
133,837 | Verizon Communications, Inc. | 7,862,924 | 1.3 | |||||||||
37,581(3) | Viatris, Inc. | 704,268 | 0.1 | |||||||||
75,553 | VICI Properties, Inc. | 1,926,601 | 0.3 | |||||||||
39,301 | Vistra Corp. | 772,658 | 0.1 | |||||||||
34,468 | Waste Management, Inc. | 4,064,811 | 0.7 | |||||||||
71,699 | Wells Fargo & Co. | 2,163,876 | 0.4 | |||||||||
72,258 | Werner Enterprises, Inc. | 2,833,959 | 0.5 | |||||||||
17,640 | Weyerhaeuser Co. | 591,469 | 0.1 | |||||||||
180,543 | Williams Cos., Inc. | 3,619,887 | 0.6 | |||||||||
27,174 | Xilinx, Inc. | 3,852,458 | 0.6 | |||||||||
16,176 | Yum! Brands, Inc. | 1,756,067 | 0.3 | |||||||||
20,005 | Zoetis, Inc. | 3,310,827 | 0.5 | |||||||||
377,410,981 | 61.7 | |||||||||||
Total Common Stock | ||||||||||||
(Cost $539,294,886) | 597,751,174 | 97.8 |
See Accompanying Notes to Financial Statements
122
VOYA GLOBAL HIGH DIVIDEND LOW | PORTFOLIO OF INVESTMENTS |
VOLATILITY PORTFOLIO | as of December 31, 2020 (Continued) |
EXCHANGE-TRADED FUNDS: 0.7% | |||||||||||
21,099 | iShares MSCI EAFE ETF | 1,539,383 | 0.2 | ||||||||
8,396 | SPDR S&P 500 ETF Trust | 3,139,097 | 0.5 | ||||||||
Total Exchange-Traded Funds | |||||||||||
(Cost $4,581,439) | 4,678,480 | 0.7 | |||||||||
Total Long-Term Investments | |||||||||||
(Cost $543,876,325) | 602,429,654 | 98.5 |
Principal | Percentage of Net | ||||||||||
Amount† | Value | Assets | |||||||||
SHORT-TERM INVESTMENTS: 1.2% | |||||||||||
Repurchase Agreements: 1.1% | |||||||||||
1,396,592 (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,396,603,collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest$1,424,524, due 01/25/21-10/15/62) | 1,396,592 | 0.2 | ||||||||
1,552,200 (5) | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%,due 01/04/21 (Repurchase Amount $1,552,222,collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,583,268, due 01/31/21-05/15/49) | 1,552,200 | 0.3 | ||||||||
1,552,191 (5) | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,552,203, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,583,235, due 09/15/21-01/01/51) | 1,552,191 | 0.2 | ||||||||
615,727 (5) | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $615,731, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $628,042, due 01/15/21-01/01/51) | 615,727 | 0.1 | ||||||||
1,552,191 (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,552,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,583,235, due 01/05/21-12/20/50) | 1,552,191 | 0.3 | ||||||||
Total Repurchase | |||||||||||
Agreements | |||||||||||
(Cost $6,668,901) | 6,668,901 | 1.1 | |||||||||
Percentage of Net | |||||||||||
Shares | Value | Assets | |||||||||
Mutual Funds: 0.1% | |||||||||||
405,001 (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $405,001) | 405,001 | 0.1 | ||||||||
Total Short-Term Investments | |||||||||||
(Cost $7,073,902) | 7,073,902 | 1.2 | |||||||||
Total Investments in Securities | |||||||||||
(Cost $550,950,227) | $ | 609,503,556 | 99.7 | ||||||||
Assets in Excess of Other Liabilities | 1,891,223 | 0.3 | |||||||||
Net Assets | $ | 611,394,779 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(3) | Non-income producing security. |
(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, 2020. |
See Accompanying Notes to Financial Statements
123
PORTFOLIO OF INVESTMENTS | |
VOYA SMALL COMPANY PORTFOLIO | as of December 31, 2020 |
Shares | Value | Percentage of Net Assets | ||||||||
COMMON STOCK: 99.5% | ||||||||||
Communication Services: 1.6% | ||||||||||
109,016 (1) | Gray Television, Inc. | $ | 1,950,296 | 0.4 | ||||||
157,936 (1) | Imax Corp. | 2,846,007 | 0.6 | |||||||
187,550 (1) | Vonage Holdings Corp. | 2,414,706 | 0.6 | |||||||
7,211,009 | 1.6 | |||||||||
Consumer Discretionary: 17.7% | ||||||||||
154,952 | Bloomin Brands, Inc. | 3,009,168 | 0.7 | |||||||
70,650 | Boyd Gaming Corp. | 3,032,298 | 0.7 | |||||||
71,174 (1) | Caesars Entertainment, | |||||||||
Inc. | 5,286,093 | 1.2 | ||||||||
133,445 | Callaway Golf Co. | 3,204,015 | 0.7 | |||||||
61,119 (1) | Century Communities, | |||||||||
Inc. | 2,675,790 | 0.6 | ||||||||
178,123 | Dana, Inc. | 3,476,961 | 0.8 | |||||||
10,321 (1) | Deckers Outdoor Corp. | 2,959,856 | 0.7 | |||||||
55,809 | Dick's Sporting Goods, | |||||||||
Inc. | 3,137,024 | 0.7 | ||||||||
103,841 (1) | G-III Apparel Group Ltd. | 2,465,185 | 0.5 | |||||||
192,095 | Goodyear Tire & Rubber | |||||||||
Co. | 2,095,756 | 0.5 | ||||||||
36,465 (1),(2) | GrowGeneration Corp. | 1,466,622 | 0.3 | |||||||
112,432 | Guess?, Inc. | 2,543,212 | 0.6 | |||||||
14,207 (1) | Helen of Troy Ltd. | 3,156,653 | 0.7 | |||||||
94,260 | Kohl's Corp. | 3,835,439 | 0.9 | |||||||
68,568 | Kontoor Brands, Inc. | 2,781,118 | 0.6 | |||||||
65,788 | La-Z-Boy, Inc. | 2,620,994 | 0.6 | |||||||
25,225 | LCI Industries | 3,271,178 | 0.7 | |||||||
66,955 (1),(2) | Leslie's, Inc. | 1,858,001 | 0.4 | |||||||
11,376 | Lithia Motors, Inc. | 3,329,414 | 0.7 | |||||||
159,368 (2) | Macy's, Inc. | 1,792,890 | 0.4 | |||||||
35,441 | Marriott Vacations | |||||||||
Worldwide Corp. | 4,863,214 | 1.1 | ||||||||
7,599 (1) | RH | 3,400,705 | 0.8 | |||||||
64,264 (2) | Shoe Carnival, Inc. | 2,517,864 | 0.6 | |||||||
90,256 | Steven Madden Ltd. | 3,187,842 | 0.7 | |||||||
42,156 | Strategic Education, Inc. | 4,018,732 | 0.9 | |||||||
47,866 | Winnebago Industries | 2,869,088 | 0.6 | |||||||
78,855,112 | 17.7 | |||||||||
Consumer Staples: 1.8% | ||||||||||
249,975 (1) | Hostess Brands, Inc. | 3,659,634 | 0.8 | |||||||
89,841 (1) | Performance Food | |||||||||
Group Co. | 4,277,330 | 1.0 | ||||||||
7,936,964 | 1.8 | |||||||||
Energy: 1.6% | ||||||||||
93,992 | Apache Corp. | 1,333,746 | 0.3 | |||||||
49,278 (1) | Dril-Quip, Inc. | 1,459,614 | 0.4 | |||||||
203,752 | Marathon Oil Corp. | 1,359,026 | 0.3 | |||||||
39,057 (1) | Renewable Energy | |||||||||
Group, Inc. | 2,766,017 | 0.6 | ||||||||
6,918,403 | 1.6 | |||||||||
Financials: 18.9% | ||||||||||
105,428 | Atlantic Union | |||||||||
Bankshares Corp. | 3,472,798 | 0.8 | ||||||||
81,847 | BankUnited, Inc. | 2,846,639 | 0.6 | |||||||
224,452 | Cadence BanCorp | 3,685,502 | 0.8 | |||||||
131,096 | Columbia Banking | |||||||||
System, Inc. | 4,706,346 | 1.1 | ||||||||
64,158 | Cowen, Inc. | 1,667,466 | 0.4 | |||||||
220,157 (1) | Eastern Bankshares, | |||||||||
Inc. | 3,590,761 | 0.8 | ||||||||
100,998 | Essent Group Ltd. | 4,363,114 | 1.0 | |||||||
92,657 | First Foundation, Inc. | 1,853,140 | 0.4 | |||||||
288,661 | First Horizon Corp. | 3,683,314 | 0.8 | |||||||
232,224 | First Midwest Bancorp., | |||||||||
Inc. | 3,697,006 | 0.8 | ||||||||
114,197 | Heritage Insurance | |||||||||
Holdings, Inc. | 1,156,816 | 0.3 | ||||||||
6,901 (1) | Midwest Holding, Inc. | 370,239 | 0.1 | |||||||
129,996 | OFG Bancorp | 2,410,126 | 0.5 | |||||||
67,329 | OneMain Holdings, Inc. | 3,242,565 | 0.7 | |||||||
112,228 | Pacific Premier | |||||||||
Bancorp, Inc. | 3,516,103 | 0.8 | ||||||||
15,676 (1) | Palomar Holdings, Inc. | 1,392,656 | 0.3 | |||||||
47,304 | Pinnacle Financial | |||||||||
Partners, Inc. | 3,046,377 | 0.7 | ||||||||
26,390 | Primerica, Inc. | 3,534,413 | 0.8 | |||||||
50,816 | Prosperity Bancshares, | |||||||||
Inc. | 3,524,598 | 0.8 | ||||||||
161,963 | Provident Financial | |||||||||
Services, Inc. | 2,908,855 | 0.6 | ||||||||
88,160 (1) | Selectquote, Inc. | 1,829,320 | 0.4 | |||||||
28,145 | Signature Bank | 3,807,737 | 0.8 | |||||||
104,450 (1) | StepStone Group, Inc. | 4,157,110 | 0.9 | |||||||
103,731 | Stifel Financial Corp. | 5,234,266 | 1.2 | |||||||
120,957 (1) | Trean Insurance Group, | |||||||||
Inc. | 1,584,537 | 0.4 | ||||||||
205,576 | Trustco Bank Corp. | 1,371,192 | 0.3 | |||||||
619,569 | Two Harbors Investment | |||||||||
Corp. | 3,946,654 | 0.9 | ||||||||
86,044 | WSFS Financial Corp. | 3,861,655 | 0.9 | |||||||
84,461,305 | 18.9 | |||||||||
Health Care: 16.5% | ||||||||||
54,706 (1),(2) | 1Life Healthcare, Inc. | 2,387,917 | 0.5 | |||||||
29,047 (1) | Addus HomeCare Corp. | 3,401,113 | 0.8 | |||||||
97,996 (1),(2) | Aerie Pharmaceuticals, | |||||||||
Inc. | 1,323,926 | 0.3 | ||||||||
55,061 (1),(2) | Akouos, Inc. | 1,091,860 | 0.2 | |||||||
72,729 (1) | Amicus Therapeutics, | |||||||||
Inc. | 1,679,313 | 0.4 | ||||||||
50,312 (1) | AMN Healthcare | |||||||||
Services, Inc. | 3,433,794 | 0.8 | ||||||||
22,084 (1) | Arena Pharmaceuticals, | |||||||||
Inc. | 1,696,714 | 0.4 | ||||||||
32,422 (1) | Arrowhead | |||||||||
Pharmaceuticals, Inc. | 2,487,740 | 0.5 | ||||||||
19,330 (1) | Biohaven | |||||||||
Pharmaceutical Holding | ||||||||||
Co. Ltd. | 1,656,774 | 0.4 | ||||||||
19,658 (1) | Blueprint Medicines | |||||||||
Corp. | 2,204,645 | 0.5 | ||||||||
61,376 | Cantel Medical Corp. | 4,840,111 | 1.1 | |||||||
145,275 (1) | CryoLife, Inc. | 3,429,943 | 0.8 | |||||||
56,492 | Encompass Health | |||||||||
Corp. | 4,671,323 | 1.0 | ||||||||
125,260 (1) | Epizyme, Inc. | 1,360,323 | 0.3 | |||||||
23,682 (1),(2) | Fate Therapeutics, Inc. | 2,153,404 | 0.5 | |||||||
44,373 (1) | FibroGen, Inc. | 1,645,794 | 0.4 | |||||||
48,990 (1) | Globus Medical, Inc. | 3,195,128 | 0.7 | |||||||
33,451 (1) | Haemonetics Corp. | 3,972,306 | 0.9 | |||||||
33,837 | Hill-Rom Holdings, Inc. | 3,315,011 | 0.7 | |||||||
81,553 (1) | HMS Holdings Corp. | 2,997,073 | 0.7 | |||||||
48,614 (1) | Integer Holdings Corp. | 3,946,971 | 0.9 | |||||||
57,976 (1) | Magellan Health, Inc. | 4,802,732 | 1.1 | |||||||
10,694 (1) | Mirati Therapeutics, Inc. | 2,348,830 | 0.5 | |||||||
73,621 (1),(2) | NextCure, Inc. | 802,469 | 0.2 |
See Accompanying Notes to Financial Statements
124
PORTFOLIO OF INVESTMENTS | |
as of December 31, 2020 | |
VOYA SMALL COMPANY PORTFOLIO | (Continued) |
Shares | Value | Percentage of Net Assets | ||||||||
36,214 (1),(2) | Poseida Therapeutics, | |||||||||
Inc. | $ | 397,267 | 0.1 | |||||||
4,937 (1) | Reata Pharmaceuticals, | |||||||||
Inc. | 610,312 | 0.1 | ||||||||
8,336 (1) | Rocket | |||||||||
Pharmaceuticals, Inc. | 457,146 | 0.1 | ||||||||
118,377 (1) | Select Medical Holdings | |||||||||
Corp. | 3,274,308 | 0.7 | ||||||||
45,482 (1) | Syneos Health, Inc. | 3,098,689 | 0.7 | |||||||
45,291 (1),(2) | UroGen Pharma Ltd. | 816,144 | 0.2 | |||||||
73,499,080 | 16.5 | |||||||||
Industrials: 15.6% | ||||||||||
134,669 (1) | Air Transport Services | |||||||||
Group, Inc. | 4,220,526 | 0.9 | ||||||||
25,848 | Alamo Group, Inc. | 3,565,732 | 0.8 | |||||||
66,167 | Altra Industrial Motion | |||||||||
Corp. | 3,667,637 | 0.8 | ||||||||
35,126 (1) | ASGN, Inc. | 2,934,075 | 0.7 | |||||||
40,933 | Barrett Business | |||||||||
Services, Inc. | 2,792,040 | 0.6 | ||||||||
124,823 (1) | Builders FirstSource, | |||||||||
Inc. | 5,094,027 | 1.1 | ||||||||
51,367 (1) | Casella Waste Systems, | |||||||||
Inc. | 3,182,186 | 0.7 | ||||||||
46,282 | Crane Co. | 3,594,260 | 0.8 | |||||||
26,090 | Curtiss-Wright Corp. | 3,035,571 | 0.7 | |||||||
68,869 | Deluxe Corp. | 2,010,975 | 0.5 | |||||||
52,866 | EMCOR Group, Inc. | 4,835,124 | 1.1 | |||||||
254,630 (1),(2) | FuelCell Energy, Inc. | 2,844,217 | 0.6 | |||||||
34,424 (1) | Huron Consulting | |||||||||
Group, Inc. | 2,029,295 | 0.5 | ||||||||
32,481 | ICF International, Inc. | 2,414,313 | 0.5 | |||||||
120,227 | Marten Transport Ltd. | 2,071,511 | 0.5 | |||||||
17,729 | Regal Beloit Corp. | 2,177,298 | 0.5 | |||||||
55,822 | Skywest, Inc. | 2,250,185 | 0.5 | |||||||
79,851 (1) | SP Plus Corp. | 2,302,104 | 0.5 | |||||||
304,087 | Steelcase, Inc. | 4,120,379 | 0.9 | |||||||
28,035 | UFP Industries, Inc. | 1,557,344 | 0.4 | |||||||
150,676 | Werner Enterprises, Inc. | 5,909,513 | 1.3 | |||||||
25,280 | Woodward, Inc. | 3,072,278 | 0.7 | |||||||
69,680,590 | 15.6 | |||||||||
Information Technology: 14.8% | ||||||||||
151,536 (2) | Absolute Software Corp. | 1,804,794 | 0.4 | |||||||
104,313 (1) | ACI Worldwide, Inc. | 4,008,749 | 0.9 | |||||||
11,965 (1) | CACI International, Inc. | 2,983,233 | 0.7 | |||||||
22,137 | CMC Materials, Inc. | 3,349,328 | 0.8 | |||||||
84,516 (1) | Commvault Systems, | |||||||||
Inc. | 4,679,651 | 1.0 | ||||||||
18,610 (1) | Concentrix Corp. | 1,836,807 | 0.4 | |||||||
94,821 | CSG Systems | |||||||||
International, Inc. | 4,273,582 | 1.0 | ||||||||
58,451 (1) | Envestnet, Inc. | 4,809,933 | 1.1 | |||||||
71,073 | EVERTEC, Inc. | 2,794,590 | 0.6 | |||||||
323,445 (1) | Harmonic, Inc. | 2,390,258 | 0.5 | |||||||
60,804 (1) | j2 Global, Inc. | 5,939,943 | 1.3 | |||||||
27,371 (1) | Lumentum Holdings, | |||||||||
Inc. | 2,594,771 | 0.6 | ||||||||
192 (1) | Mimecast Ltd. | 10,913 | 0.0 | |||||||
101,385 (1) | Onto Innovation, Inc. | 4,820,857 | 1.1 | |||||||
46,619 (1) | Plexus Corp. | 3,646,072 | 0.8 | |||||||
30,258 (1) | Q2 Holdings, Inc. | 3,828,545 | 0.9 | |||||||
45,069 (1) | RealPage, Inc. | 3,931,820 | 0.9 | |||||||
28,889 (1) | Silicon Laboratories, | |||||||||
Inc. | 3,678,725 | 0.8 | ||||||||
42,984 (1),(2) | SunPower Corp. | 1,102,110 | 0.2 | |||||||
245,948 (1) | Viavi Solutions, Inc. | 3,683,071 | 0.8 | |||||||
66,167,752 | 14.8 | |||||||||
Materials: 4.2% | ||||||||||
97,650 | Avient Corp. | 3,933,342 | 0.9 | |||||||
117,567 | Commercial Metals Co. | 2,414,826 | 0.5 | |||||||
152,517 | Glatfelter Corp. | 2,498,229 | 0.6 | |||||||
26,107 | Minerals Technologies, | |||||||||
Inc. | 1,621,767 | 0.4 | ||||||||
62,298 | Sealed Air Corp. | 2,852,625 | 0.6 | |||||||
46,814 | Sensient Technologies | |||||||||
Corp. | 3,453,469 | 0.8 | ||||||||
48,541 (1) | US Concrete, Inc. | 1,940,184 | 0.4 | |||||||
18,714,442 | 4.2 | |||||||||
Real Estate: 4.4% | ||||||||||
225,184 | Acadia Realty Trust | 3,195,361 | 0.7 | |||||||
229,565 (1),(2) | Cushman & Wakefield | |||||||||
PLC | 3,404,449 | 0.8 | ||||||||
174,394 | Easterly Government | |||||||||
Properties, Inc. | 3,950,024 | 0.9 | ||||||||
13,664 | Innovative Industrial | |||||||||
Properties, Inc. | 2,502,288 | 0.5 | ||||||||
36,444 | QTS Realty Trust, Inc. | 2,255,155 | 0.5 | |||||||
33,614 | Ryman Hospitality | |||||||||
Properties | 2,277,685 | 0.5 | ||||||||
137,635 | Xenia Hotels & Resorts, | |||||||||
Inc. | 2,092,052 | 0.5 | ||||||||
19,677,014 | 4.4 | |||||||||
Utilities: 2.4% | ||||||||||
55,124 | Black Hills Corp. | 3,387,370 | 0.8 | |||||||
19,219 | Idacorp, Inc. | 1,845,601 | 0.4 | |||||||
30,421 | NorthWestern Corp. | 1,773,848 | 0.4 | |||||||
80,713 | Portland General | |||||||||
Electric Co. | 3,452,095 | 0.8 | ||||||||
10,458,914 | 2.4 | |||||||||
Total Common Stock | ||||||||||
(Cost $367,871,184) | 443,580,585 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||
SHORT-TERM INVESTMENTS: 7.1% | ||||||||||
Repurchase Agreements: 3.3% | ||||||||||
2,557,424 (3) | Cantor Fitzgerald | |||||||||
Securities, Repurchase | ||||||||||
Agreement dated | ||||||||||
12/31/20, 0.07%, due | ||||||||||
01/04/21 (Repurchase | ||||||||||
Amount $2,557,444, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
9.500%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$2,608,572, due | ||||||||||
01/25/21-10/15/62) | $ | 2,557,424 | 0.6 |
See Accompanying Notes to Financial Statements
125
PORTFOLIO OF INVESTMENTS | |
as of December 31, 2020 | |
VOYA SMALL COMPANY PORTFOLIO | (Continued) |
Shares | Value | Percentage of Net Assets | ||||||||
2,505,675 (3) | Citadel Securities LLC, | |||||||||
Repurchase Agreement | ||||||||||
dated 12/31/20, 0.13%, | ||||||||||
due 01/04/21 | ||||||||||
(Repurchase Amount | ||||||||||
$2,505,711, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Securities, 0.000%- | ||||||||||
7.875%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$2,555,827, due | ||||||||||
01/31/21-05/15/49) | $ | 2,505,675 | 0.6 | |||||||
1,460,617 (3) | Deutsche Bank | |||||||||
Securities Inc., | ||||||||||
Repurchase Agreement | ||||||||||
dated 12/31/20, 0.06%, | ||||||||||
due 01/04/21 | ||||||||||
(Repurchase Amount | ||||||||||
$1,460,627, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
6.500%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$1,489,829, due | ||||||||||
01/15/21-01/01/51) | 1,460,617 | 0.3 | ||||||||
1,112,592 (3) | JVB Financial Group | |||||||||
LLC, Repurchase | ||||||||||
Agreement dated | ||||||||||
12/31/20, 0.13%, due | ||||||||||
01/04/21 (Repurchase | ||||||||||
Amount $1,112,608, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.125%- | ||||||||||
7.000%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$1,134,844, due | ||||||||||
07/01/22-12/01/50) | 1,112,592 | 0.2 | ||||||||
1,142,558 (3) | Mirae Asset Securities | |||||||||
USA Inc., Repurchase | ||||||||||
Agreement dated | ||||||||||
12/31/20, 0.13%, due | ||||||||||
01/04/21 (Repurchase | ||||||||||
Amount $1,142,574, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
8.125%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$1,165,426, due | ||||||||||
02/18/21-01/15/62) | 1,142,558 | 0.2 | ||||||||
3,433,153 (3) | RBC Dominion | |||||||||
Securities Inc., | ||||||||||
Repurchase Agreement | ||||||||||
dated 12/31/20, 0.08%, | ||||||||||
due 01/04/21 | ||||||||||
(Repurchase Amount | ||||||||||
$3,433,183, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
6.000%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$3,501,816, due | ||||||||||
01/05/21-12/20/50) | 3,433,153 | 0.8 | ||||||||
2,538,319 (3) | State of Wisconsin | |||||||||
Investment Board, | ||||||||||
Repurchase Agreement | ||||||||||
dated 12/31/20, 0.16%, | ||||||||||
due 01/04/21 | ||||||||||
(Repurchase Amount | ||||||||||
$2,538,364, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Securities, 0.125%- | ||||||||||
3.875%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$2,595,539, due | ||||||||||
07/15/22-02/15/47) | 2,538,319 | 0.6 | ||||||||
Total Repurchase | ||||||||||
Agreements | ||||||||||
(Cost $14,750,338) | 14,750,338 | 3.3 |
Shares | Value | Percentage of Net Assets | ||||||||
Mutual Funds: 3.8% | ||||||||||
16,913,009 (4) | BlackRock Liquidity | |||||||||
Funds, FedFund, | ||||||||||
Institutional Class, | ||||||||||
0.000% | ||||||||||
(Cost $16,913,009) | 16,913,009 | 3.8 | ||||||||
Total Short-Term | ||||||||||
Investments | ||||||||||
(Cost $31,663,347) | 31,663,347 | 7.1 | ||||||||
Total Investments in | ||||||||||
Securities | ||||||||||
(Cost $399,534,531) $ | 475,243,932 | 106.6 | ||||||||
Liabilities in Excess of | ||||||||||
Other Assets | (29,410,533 | ) | (6.6 | ) | ||||||
Net Assets | $ | 445,833,399 | 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, 2020. |
See Accompanying Notes to Financial Statements
126
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)(3) | 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 10, 2021 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | March 10, 2021 | |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | March 10, 2021 |