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 21202
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: January 1, 2021 to June 30, 2021
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):
| ■ 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 semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,071.70 | | | | | | 0.49% | | | | | $ | 2.52 | | | | | $ | 1,000.00 | | | | | $ | 1,022.36 | | | | | | 0.49% | | | | | $ | 2.46 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,073.40 | | | | | | 0.15 | | | | | | 0.77 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,070.50 | | | | | | 0.74 | | | | | | 3.80 | | | | | | 1,000.00 | | | | | | 1,021.12 | | | | | | 0.74 | | | | | | 3.71 | | |
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,085.40 | | | | | | 0.94% | | | | | $ | 4.86 | | | | | $ | 1,000.00 | | | | | $ | 1,020.13 | | | | | | 0.94% | | | | | $ | 4.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,087.50 | | | | | | 0.45 | | | | | | 2.33 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,089.40 | | | | | | 0.15 | | | | | | 0.78 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,086.70 | | | | | | 0.70 | | | | | | 3.62 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,085.40 | | | | | | 0.85 | | | | | | 4.40 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya RussellTM Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,130.50 | | | | | | 0.93% | | | | | $ | 4.91 | | | | | $ | 1,000.00 | | | | | $ | 1,020.18 | | | | | | 0.93% | | | | | $ | 4.66 | | |
Class I | | | | | 1,000.00 | | | | | | 1,133.50 | | | | | | 0.43 | | | | | | 2.27 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S | | | | | 1,000.00 | | | | | | 1,132.10 | | | | | | 0.68 | | | | | | 3.59 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.68 | | | | | | 3.41 | | |
Voya RussellTM Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,140.00 | | | | | | 0.86% | | | | | $ | 4.56 | | | | | $ | 1,000.00 | | | | | $ | 1,020.53 | | | | | | 0.86% | | | | | $ | 4.31 | | |
Class I | | | | | 1,000.00 | | | | | | 1,142.80 | | | | | | 0.36 | | | | | | 1.91 | | | | | | 1,000.00 | | | | | | 1,023.01 | | | | | | 0.36 | | | | | | 1.81 | | |
Class S | | | | | 1,000.00 | | | | | | 1,141.60 | | | | | | 0.61 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,140.80 | | | | | | 0.76 | | | | | | 4.03 | | | | | | 1,000.00 | | | | | | 1,021.03 | | | | | | 0.76 | | | | | | 3.81 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya RussellTM Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,152.70 | | | | | | 0.85% | | | | | $ | 4.54 | | | | | $ | 1,000.00 | | | | | $ | 1,020.58 | | | | | | 0.85% | | | | | $ | 4.26 | | |
Class I | | | | | 1,000.00 | | | | | | 1,155.20 | | | | | | 0.35 | | | | | | 1.87 | | | | | | 1,000.00 | | | | | | 1,023.06 | | | | | | 0.35 | | | | | | 1.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,154.10 | | | | | | 0.60 | | | | | | 3.20 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Voya RussellTM Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,102.30 | | | | | | 0.40% | | | | | $ | 2.09 | | | | | $ | 1,000.00 | | | | | $ | 1,022.81 | | | | | | 0.40% | | | | | $ | 2.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,101.00 | | | | | | 0.65 | | | | | | 3.39 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,100.10 | | | | | | 0.80 | | | | | | 4.17 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya RussellTM Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,158.30 | | | | | | 0.90% | | | | | $ | 4.82 | | | | | $ | 1,000.00 | | | | | $ | 1,020.33 | | | | | | 0.90% | | | | | $ | 4.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,160.20 | | | | | | 0.40 | | | | | | 2.14 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.40 | | | | | | 2.01 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,161.40 | | | | | | 0.15 | | | | | | 0.80 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,158.90 | | | | | | 0.65 | | | | | | 3.48 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,158.10 | | | | | | 0.80 | | | | | | 4.28 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya RussellTM Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,171.00 | | | | | | 0.95% | | | | | $ | 5.11 | | | | | $ | 1,000.00 | | | | | $ | 1,020.08 | | | | | | 0.95% | | | | | $ | 4.76 | | |
Class I | | | | | 1,000.00 | | | | | | 1,173.20 | | | | | | 0.45 | | | | | | 2.42 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,175.50 | | | | | | 0.15 | | | | | | 0.81 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,171.80 | | | | | | 0.70 | | | | | | 3.77 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,171.40 | | | | | | 0.85 | | | | | | 4.58 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 981.20 | | | | | | 0.88% | | | | | $ | 4.32 | | | | | $ | 1,000.00 | | | | | $ | 1,020.43 | | | | | | 0.88% | | | | | $ | 4.41 | | |
Class I | | | | | 1,000.00 | | | | | | 982.80 | | | | | | 0.38 | | | | | | 1.87 | | | | | | 1,000.00 | | | | | | 1,022.91 | | | | | | 0.38 | | | | | | 1.91 | | |
Class P2 | | | | | 1,000.00 | | | | | | 984.00 | | | | | | 0.15 | | | | | | 0.74 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 981.50 | | | | | | 0.63 | | | | | | 3.10 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 981.70 | | | | | | 0.78 | | | | | | 3.83 | | | | | | 1,000.00 | | | | | | 1,020.93 | | | | | | 0.78 | | | | | | 3.91 | | |
| | | 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+* | | | | $ | 932,903,381 | | | | | $ | 2,419,309,294 | | | | | $ | 1,535,656,686 | | | | | $ | 1,268,820,981 | | |
Short-term investments at fair value† | | | | | 24,657,047 | | | | | | 139,941,181 | | | | | | 2,960,768 | | | | | | 3,790,388 | | |
Cash | | | | | — | | | | | | — | | | | | | 340,051 | | | | | | 264,228 | | |
Cash collateral for futures contracts | | | | | 1,068,957 | | | | | | 3,506,976 | | | | | | 220,000 | | | | | | 198,000 | | |
Foreign currencies at value‡ | | ��� | | | 2,341,504 | | | | | | 3,693,093 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities and currencies sold | | | | | 446,830 | | | | | | — | | | | | | 1,696,103 | | | | | | 599,386 | | |
Fund shares sold | | | | | 1,034,182 | | | | | | 3,622,157 | | | | | | 87,846 | | | | | | 200,808 | | |
Dividends | | | | | 2,284,399 | | | | | | 3,298,030 | | | | | | 493,708 | | | | | | 574,537 | | |
Foreign tax reclaims | | | | | 45,017 | | | | | | 6,995,026 | | | | | | — | | | | | | — | | |
Variation margin on futures contracts | | | | | — | | | | | | — | | | | | | 6,600 | | | | | | 5,940 | | |
Prepaid expenses | | | | | 227 | | | | | | 640 | | | | | | 397 | | | | | | 319 | | |
Reimbursement due from Investment Adviser | | | | | 176,846 | | | | | | 470,877 | | | | | | 15,579 | | | | | | 69,649 | | |
Other assets | | | | | 20,319 | | | | | | 84,741 | | | | | | 26,525 | | | | | | 92,452 | | |
Total assets | | | | | 964,978,709 | | | | | | 2,580,922,015 | | | | | | 1,541,504,263 | | | | | | 1,274,616,688 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities and currencies purchased | | | | | 2,431,656 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 52,526 | | | | | | 104,626 | | | | | | 2,133,600 | | | | | | 891,133 | | |
Payable upon receipt of securities loaned | | | | | 9,486,047 | | | | | | 98,633,181 | | | | | | 438,768 | | | | | | 557,388 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 4,112 | | | | | | — | | | | | | — | | | | | | — | | |
Variation margin payable on futures contracts | | | | | 122,106 | | | | | | 437,880 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 288,178 | | | | | | 921,481 | | | | | | 467,279 | | | | | | 356,614 | | |
Payable for distribution and shareholder service fees | | | | | 2 | | | | | | 227,536 | | | | | | 180,061 | | | | | | 180,213 | | |
Payable to custodian due to bank overdraft | | | | | 762,349 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for directors fees | | | | | 4,381 | | | | | | 12,036 | | | | | | 7,310 | | | | | | 6,032 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 20,319 | | | | | | 84,741 | | | | | | 26,525 | | | | | | 92,452 | | |
Payable for foreign capital gains tax | | | | | 2,278,557 | | | | | | — | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | 333,060 | | | | | | 418,026 | | | | | | 360,175 | | | | | | 399,152 | | |
Total liabilities | | | | | 15,783,293 | | | | | | 100,839,507 | | | | | | 3,613,718 | | | | | | 2,482,984 | | |
NET ASSETS | | | | $ | 949,195,416 | | | | | $ | 2,480,082,508 | | | | | $ | 1,537,890,545 | | | | | $ | 1,272,133,704 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 754,185,301 | | | | | $ | 1,882,848,811 | | | | | $ | 419,348,956 | | | | | $ | 269,936,899 | | |
Total distributable earnings | | | | | 195,010,115 | | | | | | 597,233,697 | | | | | | 1,118,541,589 | | | | | | 1,002,196,805 | | |
NET ASSETS | | | | $ | 949,195,416 | | | | | $ | 2,480,082,508 | | | | | $ | 1,537,890,545 | | | | | $ | 1,272,133,704 | | |
+ Including securities loaned at value | | | | $ | 8,927,575 | | | | | $ | 90,293,290 | | | | | $ | 429,526 | | | | | $ | 546,331 | | |
* Cost of investments in securities | | | | $ | 730,729,713 | | | | | $ | 1,655,704,158 | | | | | $ | 503,842,657 | | | | | $ | 316,017,615 | | |
† Cost of short-term investments | | | | $ | 24,657,047 | | | | | $ | 139,941,181 | | | | | $ | 2,960,768 | | | | | $ | 3,790,388 | | |
‡ Cost of foreign currencies | | | | $ | 2,345,624 | | | | | $ | 3,707,455 | | | | | $ | — | | | | | $ | — | | |
| | | 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 | | | | | $ | 510,263,582 | | | | | $ | 8,834 | | | | | $ | 127,142,894 | | |
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 | | | | | | 44,019,599 | | | | | | 141 | | | | | | 4,212,208 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.59 | | | | | $ | 62.50 | | | | | $ | 30.18 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 274,130,635 | | | | | $ | 578,822,196 | | | | | $ | 639,821,344 | | | | | $ | 512,485,815 | | |
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 | | | | | 18,686,732 | | | | | | 49,012,108 | | | | | | 10,142,095 | | | | | | 16,578,930 | | |
Net asset value and redemption price per share | | | | $ | 14.67 | | | | | $ | 11.81 | | | | | $ | 63.09 | | | | | $ | 30.91 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 675,052,741 | | | | | $ | 1,309,269,709 | | | | | | 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 | | | | | 45,199,615 | | | | | | 109,456,694 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.93 | | | | | $ | 11.96 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 12,040 | | | | | $ | 80,450,659 | | | | | $ | 898,060,367 | | | | | $ | 632,253,840 | | |
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 | | | | | 816 | | | | | | 6,854,724 | | | | | | 14,331,918 | | | | | | 20,586,064 | | |
Net asset value and redemption price per share | | | | $ | 14.75 | | | | | $ | 11.74 | | | | | $ | 62.66 | | | | | $ | 30.71 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,276,362 | | | | | | n/a | | | | | $ | 251,155 | | |
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 | | | | | | 108,786 | | | | | | n/a | | | | | | 7,919 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.73 | | | | | | n/a | | | | | $ | 31.72 | | |
| | | 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+* | | | | $ | 930,499,020 | | | | | $ | 674,313,367 | | | | | $ | 1,796,525,136 | | | | | $ | 1,194,746,304 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | 1,180,739 | | | | | | — | | |
Short-term investments at fair value† | | | | | 1,325,000 | | | | | | 10,767,702 | | | | | | 49,552,459 | | | | | | 138,586,302 | | |
Cash | | | | | 177,352 | | | | | | 349,547 | | | | | | 1,381,281 | | | | | | 1,053,291 | | |
Cash collateral for futures contracts | | | | | 143,000 | | | | | | 81,000 | | | | | | 283,500 | | | | | | 1,904,500 | | |
Due from broker | | | | | — | | | | | | 1,296,788 | | | | | | 1,307,111 | | | | | | 13,269,263 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 1,156,027 | | | | | | 5,259,075 | | | | | | 2,576,317 | | | | | | — | | |
Fund shares sold | | | | | 51,673 | | | | | | 14,952 | | | | | | 922,588 | | | | | | 728,035 | | |
Dividends | | | | | 583,284 | | | | | | 181,402 | | | | | | 1,638,665 | | | | | | 849,595 | | |
Foreign tax reclaims | | | | | 920 | | | | | | — | | | | | | — | | | | | | 3,934 | | |
Variation margin on futures contracts | | | | | 4,290 | | | | | | 1,560 | | | | | | 5,460 | | | | | | 47,432 | | |
Prepaid expenses | | | | | 2,718 | | | | | | 191 | | | | | | 389 | | | | | | 317 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 24,781 | | | | | | 231,304 | | | | | | 140,676 | | |
Other assets | | | | | 21,000 | | | | | | 19,831 | | | | | | 77,150 | | | | | | 44,366 | | |
Total assets | | | | | 933,964,284 | | | | | | 692,310,196 | | | | | | 1,855,682,099 | | | | | | 1,351,374,015 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 2,151,476 | | | | | | 4,369,933 | | | | | | 327,228 | | |
Payable for fund shares redeemed | | | | | 856,350 | | | | | | 899,753 | | | | | | 898,203 | | | | | | 618,074 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 10,767,702 | | | | | | 45,451,459 | | | | | | 122,330,302 | | |
Payable for investment management fees | | | | | 234,776 | | | | | | 213,758 | | | | | | 570,812 | | | | | | 429,545 | | |
Payable for distribution and shareholder service fees | | | | | 173,326 | | | | | | 130,502 | | | | | | 147,740 | | | | | | 157,150 | | |
Payable for directors fees | | | | | 4,576 | | | | | | 3,345 | | | | | | 7,675 | | | | | | 6,200 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 21,000 | | | | | | 19,831 | | | | | | 77,150 | | | | | | 44,366 | | |
Payable for borrowings against line of credit | | | | | — | | | | | | 2,895,000 | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | 89,667 | | | | | | 186,102 | | | | | | 591,559 | | | | | | 262,533 | | |
Total liabilities | | | | | 1,379,695 | | | | | | 17,267,469 | | | | | | 52,114,531 | | | | | | 124,175,398 | | |
NET ASSETS | | | | $ | 932,584,589 | | | | | $ | 675,042,727 | | | | | $ | 1,803,567,568 | | | | | $ | 1,227,198,617 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 695,074,217 | | | | | $ | 305,420,304 | | | | | $ | 838,576,969 | | | | | $ | 617,631,177 | | |
Total distributable earnings | | | | | 237,510,372 | | | | | | 369,622,423 | | | | | | 964,990,599 | | | | | | 609,567,440 | | |
NET ASSETS | | | | $ | 932,584,589 | | | | | $ | 675,042,727 | | | | | $ | 1,803,567,568 | | | | | $ | 1,227,198,617 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 10,533,670 | | | | | $ | 44,487,486 | | | | | $ | 119,228,914 | | |
* Cost of investments in securities | | | | $ | 689,740,854 | | | | | $ | 402,562,649 | | | | | $ | 906,157,518 | | | | | $ | 655,793,064 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | 577,679 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 1,325,000 | | | | | $ | 10,767,702 | | | | | $ | 49,552,459 | | | | | $ | 138,586,302 | | |
| | | 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 | | | | $ | 5,129 | | | | | | n/a | | | | | $ | 216,173,518 | | | | | $ | 137,934,331 | | |
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 | | | | | 195 | | | | | | n/a | | | | | | 16,569,486 | | | | | | 7,910,414 | | |
Net asset value and redemption price per share | | | | $ | 26.36 | | | | | | n/a | | | | | $ | 13.05 | | | | | $ | 17.44 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 98,378,609 | | | | | $ | 22,191,555 | | | | | $ | 884,439,989 | | | | | $ | 289,307,831 | | |
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 | | | | | 3,699,690 | | | | | | 466,213 | | | | | | 64,223,876 | | | | | | 15,939,880 | | |
Net asset value and redemption price per share | | | | $ | 26.59 | | | | | $ | 47.60 | | | | | $ | 13.77 | | | | | $ | 18.15 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 421,755,452 | | | | | $ | 318,380,933 | | |
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 | | | | | | 30,182,015 | | | | | | 17,343,644 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 13.97 | | | | | $ | 18.36 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 834,200,851 | | | | | $ | 650,527,633 | | | | | $ | 270,194,974 | | | | | $ | 473,771,209 | | |
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 | | | | | 31,631,941 | | | | | | 13,710,823 | | | | | | 19,971,386 | | | | | | 26,397,238 | | |
Net asset value and redemption price per share | | | | $ | 26.37 | | | | | $ | 47.45 | | | | | $ | 13.53 | | | | | $ | 17.95 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,323,539 | | | | | $ | 11,003,635 | | | | | $ | 7,804,313 | | |
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 | | | | | | 49,113 | | | | | | 831,462 | | | | | | 443,662 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 47.31 | | | | | $ | 13.23 | | | | | $ | 17.59 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
ASSETS: | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,554,159,314 | | |
Short-term investments at fair value† | | | | | 491,824,138 | | |
Cash | | | | | 214,710 | | |
Cash collateral for futures contracts | | | | | 356,645 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 800,000 | | |
Receivables: | | | | | | | |
Investment securities sold | | | | | 2,361 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 165,569,273 | | |
Fund shares sold | | | | | 6,540,146 | | |
Dividends | | | | | 2,777 | | |
Interest | | | | | 13,341,575 | | |
Variation margin on centrally cleared swaps | | | | | 4,335 | | |
Prepaid expenses | | | | | 928 | | |
Reimbursement due from Investment Adviser | | | | | 276,325 | | |
Other assets | | | | | 157,576 | | |
Total assets | | | | | 4,233,250,103 | | |
LIABILITIES: | | | | | | | |
Payable for investment securities purchased | | | | | 46,669,844 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 599,828,876 | | |
Payable for fund shares redeemed | | | | | 374,006 | | |
Payable upon receipt of securities loaned | | | | | 59,432,134 | | |
Variation margin payable on futures contracts | | | | | 59,634 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 446,000 | | |
Payable for investment management fees | | | | | 1,045,565 | | |
Payable for distribution and shareholder service fees | | | | | 49,980 | | |
Payable for directors fees | | | | | 17,332 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 157,576 | | |
Other accrued expenses and liabilities | | | | | 333,159 | | |
Total liabilities | | | | | 708,414,106 | | |
NET ASSETS | | | | $ | 3,524,835,997 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | |
Paid-in capital | | | | $ | 3,363,260,301 | | |
Total distributable earnings | | | | | 161,575,696 | | |
NET ASSETS | | | | $ | 3,524,835,997 | | |
+ Including securities loaned at value | | | | $ | 58,159,570 | | |
* Cost of investments in securities | | | | $ | 3,396,522,981 | | |
† Cost of short-term investments | | | | $ | 491,824,259 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
Class ADV | | | | | | | |
Net assets | | | | $ | 26,675,999 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,438,751 | | |
Net asset value and redemption price per share | | | | $ | 10.94 | | |
Class I | | | | | | | |
Net assets | | | | $ | 1,745,159,299 | | |
Shares authorized | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 158,902,107 | | |
Net asset value and redemption price per share | | | | $ | 10.98 | | |
Class P2 | | | | | | | |
Net assets | | | | $ | 1,564,907,429 | | |
Shares authorized | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 142,520,765 | | |
Net asset value and redemption price per share | | | | $ | 10.98 | | |
Class S | | | | | | | |
Net assets | | | | $ | 186,662,611 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 17,044,823 | | |
Net asset value and redemption price per share | | | | $ | 10.95 | | |
Class S2 | | | | | | | |
Net assets | | | | $ | 1,430,659 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 130,586 | | |
Net asset value and redemption price per share | | | | $ | 10.96 | | |
| | | 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* | | | | $ | 8,069,329 | | | | | $ | 39,357,586 | | | | | $ | 6,199,615 | | | | | $ | 8,652,205 | | |
Securities lending income, net | | | | | 45,661 | | | | | | 265,410 | | | | | | 6,382 | | | | | | 21,053 | | |
Total investment income | | | | | 8,114,990 | | | | | | 39,622,996 | | | | | | 6,205,997 | | | | | | 8,673,258 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,824,667 | | | | | | 5,311,335 | | | | | | 3,483,840 | | | | | | 2,073,023 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 1,276,631 | | | | | | 20 | | | | | | 288,967 | | |
Class S | | | | | 8 | | | | | | 97,855 | | | | | | 1,068,892 | | | | | | 756,430 | | |
Class S2 | | | | | — | | | | | | 2,500 | | | | | | — | | | | | | 857 | | |
Transfer agent fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 47,285 | | | | | | 2 | | | | | | 29,933 | | |
Class I | | | | | 414 | | | | | | 53,661 | | | | | | 78,427 | | | | | | 123,067 | | |
Class P2 | | | | | 393 | | | | | | 1,175 | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | 7,249 | | | | | | 112,729 | | | | | | 156,791 | | |
Class S2 | | | | | — | | | | | | 115 | | | | | | — | | | | | | 111 | | |
Shareholder reporting expense | | | | | 6,310 | | | | | | 37,125 | | | | | | 30,770 | | | | | | 26,426 | | |
Professional fees | | | | | 33,532 | | | | | | 48,582 | | | | | | 26,646 | | | | | | 23,349 | | |
Custody and accounting expense | | | | | 238,960 | | | | | | 333,796 | | | | | | 68,870 | | | | | | 50,230 | | |
Directors fees | | | | | 17,527 | | | | | | 48,146 | | | | | | 29,241 | | | | | | 24,124 | | |
Licensing fee (Note 7) | | | | | 115,100 | | | | | | 358,122 | | | | | | 86,484 | | | | | | 73,795 | | |
Miscellaneous expense | | | | | 72,749 | | | | | | 75,965 | | | | | | 12,143 | | | | | | 15,489 | | |
Interest expense | | | | | — | | | | | | 874 | | | | | | 867 | | | | | | 92 | | |
Total expenses | | | | | 3,309,660 | | | | | | 7,700,416 | | | | | | 4,998,931 | | | | | | 3,642,684 | | |
Waived and reimbursed fees | | | | | (2,236,011) | | | | | | (2,755,865) | | | | | | (797,565) | | | | | | (429,332) | | |
Net expenses | | | | | 1,073,649 | | | | | | 4,944,551 | | | | | | 4,201,366 | | | | | | 3,213,352 | | |
Net investment income | | | | | 7,041,341 | | | | | | 34,678,445 | | | | | | 2,004,631 | | | | | | 5,459,906 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes withheld^) | | | | | 9,212,813 | | | | | | (85,074) | | | | | | 84,615,317 | | | | | | 46,064,946 | | |
Forward foreign currency contracts | | | | | (21,838) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (37,191) | | | | | | (96,934) | | | | | | — | | | | | | — | | |
Futures | | | | | 1,990,062 | | | | | | 4,013,029 | | | | | | 560,065 | | | | | | 520,354 | | |
Net realized gain | | | | | 11,143,846 | | | | | | 3,831,021 | | | | | | 85,175,382 | | | | | | 46,585,300 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes accrued#) | | | | | 40,971,868 | | | | | | 163,946,843 | | | | | | 96,649,101 | | | | | | 108,431,288 | | |
Forward foreign currency contracts | | | | | (3,332) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (22,019) | | | | | | (395,549) | | | | | | — | | | | | | — | | |
Futures | | | | | (158,007) | | | | | | (1,589,208) | | | | | | (47,316) | | | | | | (51,645) | | |
Net change in unrealized appreciation (depreciation) | | | | | 40,788,510 | | | | | | 161,962,086 | | | | | | 96,601,785 | | | | | | 108,379,643 | | |
Net realized and unrealized gain | | | | | 51,932,356 | | | | | | 165,793,107 | | | | | | 181,777,167 | | | | | | 154,964,943 | | |
Increase in net assets resulting from operations | | | | $ | 58,973,697 | | | | | $ | 200,471,552 | | | | | $ | 183,781,798 | | | | | $ | 160,424,849 | | |
* Foreign taxes withheld | | | | $ | 1,005,081 | | | | | $ | 3,948,668 | | | | | $ | — | | | | | $ | — | | |
^ Foreign capital gains taxes withheld | | | | $ | 4,928 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
# Foreign capital gains taxes accrued | | | | $ | 2,278,557 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | 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* | | | | $ | 9,981,165 | | | | | $ | 1,450,643 | | | | | $ | 9,630,343 | | | | | $ | 5,286,387 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | — | | | | | | 6,183 | | | | | | — | | |
Securities lending income, net | | | | | 17,983 | | | | | | 23,425 | | | | | | 85,398 | | | | | | 354,058 | | |
Total investment income | | | | | 9,999,148 | | | | | | 1,474,068 | | | | | | 9,721,924 | | | | | | 5,640,445 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,836,187 | | | | | | 1,642,181 | | | | | | 3,121,222 | | | | | | 2,620,314 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 12 | | | | | | — | | | | | | 509,614 | | | | | | 328,579 | | |
Class S | | | | | 1,016,289 | | | | | | 795,321 | | | | | | 319,878 | | | | | | 586,973 | | |
Class S2 | | | | | — | | | | | | 4,481 | | | | | | 23,563 | | | | | | 14,776 | | |
Transfer agent fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | 90,855 | | | | | | 52,006 | | |
Class I | | | | | 6,336 | | | | | | 1,400 | | | | | | 336,098 | | | | | | 109,829 | | |
Class P2 | | | | | — | | | | | | — | | | | | | 205 | | | | | | 240 | | |
Class S | | | | | 54,499 | | | | | | 35,489 | | | | | | 114,057 | | | | | | 186,195 | | |
Class S2 | | | | | — | | | | | | 123 | | | | | | 5,250 | | | | | | 2,921 | | |
Shareholder reporting expense | | | | | 13,575 | | | | | | 15,385 | | | | | | 24,435 | | | | | | 21,901 | | |
Professional fees | | | | | 15,520 | �� | | | | | 13,924 | | | | | | 24,193 | | | | | | 19,729 | | |
Custody and accounting expense | | | | | 34,662 | | | | | | 41,630 | | | | | | 54,300 | | | | | | 43,802 | | |
Directors fees | | | | | 18,302 | | | | | | 13,382 | | | | | | 30,703 | | | | | | 24,800 | | |
Licensing fee (Note 7) | | | | | 59,358 | | | | | | 47,157 | | | | | | 90,110 | | | | | | 75,473 | | |
Miscellaneous expense | | | | | 11,819 | | | | | | 8,437 | | | | | | 18,541 | | | | | | 15,761 | | |
Interest expense | | | | | 33 | | | | | | 712 | | | | | | 833 | | | | | | 804 | | |
Total expenses | | | | | 3,066,592 | | | | | | 2,619,622 | | | | | | 4,763,857 | | | | | | 4,104,103 | | |
Waived and reimbursed fees | | | | | (453,780) | | | | | | (484,461) | | | | | | (1,218,269) | | | | | | (909,770) | | |
Net expenses | | | | | 2,612,812 | | | | | | 2,135,161 | | | | | | 3,545,588 | | | | | | 3,194,333 | | |
Net investment income (loss) | | | | | 7,386,336 | | | | | | (661,093) | | | | | | 6,176,336 | | | | | | 2,446,112 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 45,003,591 | | | | | | 99,143,393 | | | | | | 77,532,528 | | | | | | 92,153,205 | | |
Sale of affiliated underlying funds | | | | | — | | | | | | — | | | | | | 27,259 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | — | | | | | | (9) | | |
Futures | | | | | 396,827 | | | | | | 347,576 | | | | | | 788,503 | | | | | | 4,377,102 | | |
Net realized gain | | | | | 45,400,418 | | | | | | 99,490,969 | | | | | | 78,348,290 | | | | | | 96,530,298 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 76,778,406 | | | | | | (34,458,849) | | | | | | 134,445,152 | | | | | | 87,058,263 | | |
Affiliates | | | | | — | | | | | | — | | | | | | 11,198 | | | | | | — | | |
Futures | | | | | (18,283) | | | | | | (77,856) | | | | | | (143,943) | | | | | | (754,389) | | |
Net change in unrealized appreciation (depreciation) | | | | | 76,760,123 | | | | | | (34,536,705) | | | | | | 134,312,407 | | | | | | 86,303,874 | | |
Net realized and unrealized gain | | | | | 122,160,541 | | | | | | 64,954,264 | | | | | | 212,660,697 | | | | | | 182,834,172 | | |
Increase in net assets resulting from operations | | | | $ | 129,546,877 | | | | | $ | 64,293,171 | | | | | $ | 218,837,033 | | | | | $ | 185,280,284 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 1,096 | | | | | $ | 13,620 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
INVESTMENT INCOME: | | | | | | | |
Dividends | | | | $ | 15,880 | | |
Interest | | | | | 30,283,091 | | |
Securities lending income, net | | | | | 241,650 | | |
Total investment income | | | | | 30,540,621 | | |
EXPENSES: | | | | | | | |
Investment management fees | | | | | 6,019,716 | | |
Distribution and shareholder service fees: | | | | | | | |
Class ADV | | | | | 69,714 | | |
Class S | | | | | 240,102 | | |
Class S2 | | | | | 2,728 | | |
Transfer agent fees: | | | | | | | |
Class ADV | | | | | 673 | | |
Class I | | | | | 43,209 | | |
Class P2 | | | | | 791 | | |
Class S | | | | | 4,636 | | |
Class S2 | | | | | 32 | | |
Shareholder reporting expense | | | | | 34,700 | | |
Professional fees | | | | | 66,315 | | |
Custody and accounting expense | | | | | 155,503 | | |
Directors fees | | | | | 69,329 | | |
Miscellaneous expense | | | | | 316,774 | | |
Total expenses | | | | | 7,024,222 | | |
Waived and reimbursed fees | | | | | (1,787,047) | | |
Net expenses | | | | | 5,237,175 | | |
Net investment income | | | | | 25,303,446 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
Net realized gain (loss) on: | | | | | | | |
Investments | | | | | (29,657,545) | | |
Futures | | | | | 59,222 | | |
Swaps | | | | | 229,329 | | |
Net realized loss | | | | | (29,368,994) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | |
Investments | | | | | (51,503,530) | | |
Futures | | | | | (275,739) | | |
Swaps | | | | | 146,052 | | |
Net change in unrealized appreciation (depreciation) | | | | | (51,633,217) | | |
Net realized and unrealized loss | | | | | (81,002,211) | | |
Decrease in net assets resulting from operations | | | | $ | (55,698,765) | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 7,041,341 | | | | | $ | 10,351,874 | | | | | $ | 34,678,445 | | | | | $ | 43,141,618 | | |
Net realized gain (loss) | | | | | 11,143,846 | | | | | | 12,922,400 | | | | | | 3,831,021 | | | | | | (86,254,215) | | |
Net change in unrealized appreciation (depreciation) | | | | | 40,788,510 | | | | | | 93,253,325 | | | | | | 161,962,086 | | | | | | 227,168,796 | | |
Increase in net assets resulting from operations | | | | | 58,973,697 | | | | | | 116,527,599 | | | | | | 200,471,552 | | | | | | 184,056,199 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (8,487,432) | | | | | | (10,711,930) | | |
Class I | | | | | (2,268,361) | | | | | | (10,859,887) | | | | | | (11,937,715) | | | | | | (18,904,277) | | |
Class P2 | | | | | (6,354,916) | | | | | | (10,705,759) | | | | | | (26,065,167) | | | | | | (30,934,105) | | |
Class S | | | | | (97) | | | | | | (112) | | | | | | (1,478,337) | | | | | | (1,647,697) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (21,515) | | | | | | (22,361) | | |
Total distributions | | | | | (8,623,374) | | | | | | (21,565,758) | | | | | | (47,990,166) | | | | | | (62,220,370) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 213,467,128 | | | | | | 262,715,278 | | | | | | 153,105,956 | | | | | | 467,746,943 | | |
Reinvestment of distributions | | | | | 8,623,337 | | | | | | 21,565,646 | | | | | | 47,990,166 | | | | | | 62,220,370 | | |
| | | | | 222,090,465 | | | | | | 284,280,924 | | | | | | 201,096,122 | | | | | | 529,967,313 | | |
Cost of shares redeemed | | | | | (118,602,625) | | | | | | (209,219,816) | | | | | | (183,649,656) | | | | | | (675,267,716) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 103,487,840 | | | | | | 75,061,108 | | | | | | 17,446,466 | | | | | | (145,300,403) | | |
Net increase (decrease) in net assets | | | | | 153,838,163 | | | | | | 170,022,949 | | | | | | 169,927,852 | | | | | | (23,464,574) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 795,357,253 | | | | | | 625,334,304 | | | | | | 2,310,154,656 | | | | | | 2,333,619,230 | | |
End of year or period | | | | $ | 949,195,416 | | | | | $ | 795,357,253 | | | | | $ | 2,480,082,508 | | | | | $ | 2,310,154,656 | | |
| | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,004,631 | | | | | $ | 6,202,580 | | | | | $ | 5,459,906 | | | | | $ | 12,519,136 | | |
Net realized gain | | | | | 85,175,382 | | | | | | 6,641,209 | | | | | | 46,585,300 | | | | | | 50,627,675 | | |
Net change in unrealized appreciation (depreciation) | | | | | 96,601,785 | | | | | | 398,051,427 | | | | | | 108,379,643 | | | | | | 146,339,830 | | |
Increase in net assets resulting from operations | | | | | 183,781,798 | | | | | | 410,895,216 | | | | | | 160,424,849 | | | | | | 209,486,641 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (53) | | | | | | (289) | | | | | | (6,149,334) | | | | | | (4,209,193) | | |
Class I | | | | | (6,115,055) | | | | | | (23,779,201) | | | | | | (25,822,923) | | | | | | (20,957,157) | | |
Class S | | | | | (6,885,357) | | | | | | (35,109,433) | | | | | | (31,173,865) | | | | | | (27,646,863) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (11,719) | | | | | | (50,546) | | |
Total distributions | | | | | (13,000,465) | | | | | | (58,888,923) | | | | | | (63,157,841) | | | | | | (52,863,759) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 27,583,002 | | | | | | 113,000,673 | | | | | | 37,352,310 | | | | | | 136,051,021 | | |
Reinvestment of distributions | | | | | 13,000,465 | | | | | | 58,888,923 | | | | | | 63,157,841 | | | | | | 52,863,759 | | |
| | | | | 40,583,467 | | | | | | 171,889,596 | | | | | | 100,510,151 | | | | | | 188,914,780 | | |
Cost of shares redeemed | | | | | (140,187,752) | | | | | | (204,111,248) | | | | | | (87,009,398) | | | | | | (203,482,053) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (99,604,285) | | | | | | (32,221,652) | | | | | | 13,500,753 | | | | | | (14,567,273) | | |
Net increase in net assets | | | | | 71,177,048 | | | | | | 319,784,641 | | | | | | 110,767,761 | | | | | | 142,055,609 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,466,713,497 | | | | | | 1,146,928,856 | | | | | | 1,161,365,943 | | | | | | 1,019,310,334 | | |
End of year or period | | | | $ | 1,537,890,545 | | | | | $ | 1,466,713,497 | | | | �� | $ | 1,272,133,704 | | | | | $ | 1,161,365,943 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 7,386,336 | | | | | $ | 17,748,899 | | | | | $ | (661,093) | | | | | $ | 117,066 | | |
Net realized gain (loss) | | | | | 45,400,418 | | | | | | (52,131,598) | | | | | | 99,490,969 | | | | | | 22,348,934 | | |
Net change in unrealized appreciation (depreciation) | | | | | 76,760,123 | | | | | | 29,985,308 | | | | | | (34,536,705) | | | | | | 160,661,535 | | |
Increase (decrease) in net assets resulting from operations | | | | | 129,546,877 | | | | | | (4,397,391) | | | | | | 64,293,171 | | | | | | 183,127,535 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (85) | | | | | | (142) | | | | | | — | | | | | | — | | |
Class I | | | | | (2,022,225) | | | | | | (3,389,201) | | | | | | (879,739) | | | | | | (1,462,417) | | |
Class S | | | | | (15,518,493) | | | | | | (30,217,857) | | | | | | (21,929,351) | | | | | | (36,540,946) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (76,005) | | | | | | (120,315) | | |
Total distributions | | | | | (17,540,803) | | | | | | (33,607,200) | | | | | | (22,885,095) | | | | | | (38,123,678) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 14,934,309 | | | | | | 28,460,724 | | | | | | 4,450,830 | | | | | | 17,356,282 | | |
Reinvestment of distributions | | | | | 17,540,803 | | | | | | 33,607,200 | | | | | | 22,885,095 | | | | | | 38,123,678 | | |
| | | | | 32,475,112 | | | | | | 62,067,924 | | | | | | 27,335,925 | | | | | | 55,479,960 | | |
Cost of shares redeemed | | | | | (77,198,501) | | | | | | (150,168,264) | | | | | | (83,996,681) | | | | | | (121,134,599) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (44,723,389) | | | | | | (88,100,340) | | | | | | (56,660,756) | | | | | | (65,654,639) | | |
Net increase (decrease) in net assets | | | | | 67,282,685 | | | | | | (126,104,931) | | | | | | (15,252,680) | | | | | | 79,349,218 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 865,301,904 | | | | | | 991,406,835 | | | | | | 690,295,407 | | | | | | 610,946,189 | | |
End of year or period | | | | $ | 932,584,589 | | | | | $ | 865,301,904 | | | | | $ | 675,042,727 | | | | | $ | 690,295,407 | | |
| | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,176,336 | | | | | $ | 15,680,234 | | | | | $ | 2,446,112 | | | | | $ | 6,871,734 | | |
Net realized gain (loss) | | | | | 78,348,290 | | | | | | 150,203,327 | | | | | | 96,530,298 | | | | | | (20,633,779) | | |
Net change in unrealized appreciation (depreciation) | | | | | 134,312,407 | | | | | | 32,068,866 | | | | | | 86,303,874 | | | | | | 158,793,294 | | |
Increase in net assets resulting from operations | | | | | 218,837,033 | | | | | | 197,952,427 | | | | | | 185,280,284 | | | | | | 145,031,249 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (21,636,582) | | | | | | (25,130,338) | | | | | | (402,726) | | | | | | (7,042,217) | | |
Class I | | | | | (77,276,322) | | | | | | (107,538,439) | | | | | | (1,694,311) | | | | | | (27,904,767) | | |
Class P2 | | | | | (40,543,843) | | | | | | (27,644,645) | | | | | | (2,559,370) | | | | | | — | | |
Class S | | | | | (26,697,056) | | | | | | (32,497,082) | | | | | | (2,061,604) | | | | | | (26,934,569) | | |
Class S2 | | | | | (1,139,987) | | | | | | (1,869,010) | | | | | | (26,399) | | | | | | (457,767) | | |
Total distributions | | | | | (167,293,790) | | | | | | (194,679,514) | | | | | | (6,744,410) | | | | | | (62,339,320) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 320,474,278 | | | | | | 165,463,522 | | | | | | 205,361,949 | | | | | | 346,972,995 | | |
Reinvestment of distributions | | | | | 167,293,790 | | | | | | 194,679,514 | | | | | | 6,744,410 | | | | | | 62,339,320 | | |
| | | | | 487,768,068 | | | | | | 360,143,036 | | | | | | 212,106,359 | | | | | | 409,312,315 | | |
Cost of shares redeemed | | | | | (131,240,759) | | | | | | (386,293,625) | | | | | | (247,073,858) | | | | | | (464,245,411) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 356,527,309 | | | | | | (26,150,589) | | | | | | (34,967,499) | | | | | | (54,933,096) | | |
Net increase (decrease) in net assets | | | | | 408,070,552 | | | | | | (22,877,676) | | | | | | 143,568,375 | | | | | | 27,758,833 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,395,497,016 | | | | | | 1,418,374,692 | | | | | | 1,083,630,242 | | | | | | 1,055,871,409 | | |
End of year or period | | | | $ | 1,803,567,568 | | | | | $ | 1,395,497,016 | | | | | $ | 1,227,198,617 | | | | | $ | 1,083,630,242 | | |
| | | Voya U.S. Bond Index Portfolio | | |||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 25,303,446 | | | | | $ | 57,345,557 | | |
Net realized gain (loss) | | | | | (29,368,994) | | | | | | 69,068,423 | | |
Net change in unrealized appreciation (depreciation) | | | | | (51,633,217) | | | | | | 93,761,548 | | |
Increase (decrease) in net assets resulting from operations | | | | | (55,698,765) | | | | | | 220,175,528 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | (300,118) | | | | | | (815,396) | | |
Class I | | | | | (23,635,655) | | | | | | (55,305,791) | | |
Class P2 | | | | | (20,863,659) | | | | | | (42,055,291) | | |
Class S | | | | | (2,307,682) | | | | | | (5,907,794) | | |
Class S2 | | | | | (15,372) | | | | | | (49,525) | | |
Total distributions | | | | | (47,122,486) | | | | | | (104,133,797) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 623,307,521 | | | | | | 1,198,336,328 | | |
Reinvestment of distributions | | | | | 47,111,188 | | | | | | 104,090,561 | | |
| | | | | 670,418,709 | | | | | | 1,302,426,889 | | |
Cost of shares redeemed | | | | | (471,258,227) | | | | | | (1,116,901,440) | | |
Net increase in net assets resulting from capital share transactions | | | | | 199,160,482 | | | | | | 185,525,449 | | |
Net increase in net assets | | | | | 96,339,231 | | | | | | 301,567,180 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,428,496,766 | | | | | | 3,126,929,586 | | |
End of year or period | | | | $ | 3,524,835,997 | | | | | $ | 3,428,496,766 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.81 | | | | | | 0.10• | | | | | | 0.89 | | | | | | 0.99 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.67 | | | | | | 7.17 | | | | | | 0.76 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.35 | | | | | | 274,131 | | | | | | 8 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.04 | | | | | | 0.13• | | | | | | 0.89 | | | | | | 1.02 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.93 | | | | | | 7.34 | | | | | | 0.76 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.73 | | | | | | 675,053 | | | | | | 8 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.90 | | | | | | 0.09• | | | | | | 0.88 | | | | | | 0.97 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 14.75 | | | | | | 7.05 | | | | | | 1.01 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.27 | | | | | | 12 | | | | | | 8 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.86 | | | | | | 0.13• | | | | | | 0.79 | | | | | | 0.92 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.59 | | | | | | 8.54 | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.36 | | | | | | 510,264 | | | | | | 2 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.09 | | | | | | 0.16• | | | | | | 0.80 | | | | | | 0.96 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.81 | | | | | | 8.75 | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.84 | | | | | | 578,822 | | | | | | 2 | | |
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 | | |
| | | | | | | | | 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 P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.21 | | | | | | 0.19• | | | | | | 0.81 | | | | | | 1.00 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 11.96 | | | | | | 8.94 | | | | | | 0.52 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 3.18 | | | | | | 1,309,270 | | | | | | 2 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.01 | | | | | | 0.15• | | | | | | 0.80 | | | | | | 0.95 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.74 | | | | | | 8.67 | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.61 | | | | | | 80,451 | | | | | | 2 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.00 | | | | | | 0.14• | | | | | | 0.79 | | | | | | 0.93 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.73 | | | | | | 8.54 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.48 | | | | | | 1,276 | | | | | | 2 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 55.65 | | | | | | (0.02) | | | | | | 7.25 | | | | | | 7.23 | | | | | | 0.10 | | | | | | 0.28 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 62.50 | | | | | | 13.05 | | | | | | 1.04 | | | | | | 0.93 | | | | | | 0.93 | | | | | | (0.08) | | | | | | 9 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 56.25 | | | | | | 0.12 | | | | | | 7.32 | | | | | | 7.44 | | | | | | 0.32 | | | | | | 0.28 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 63.09 | | | | | | 13.35 | | | | | | 0.54 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.42 | | | | | | 639,821 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 55.81 | | | | | | 0.05 | | | | | | 7.28 | | | | | | 7.33 | | | | | | 0.20 | | | | | | 0.28 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 62.66 | | | | | | 13.21 | | | | | | 0.79 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.17 | | | | | | 898,060 | | | | | | 17 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 27.91 | | | | | | 0.09• | | | | | | 3.72 | | | | | | 3.81 | | | | | | 0.25 | | | | | | 1.29 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 30.18 | | | | | | 14.00 | | | | | | 0.93 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.59 | | | | | | 127,143 | | | | | | 6 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 28.58 | | | | | | 0.16• | | | | | | 3.82 | | | | | | 3.98 | | | | | | 0.36 | | | | | | 1.29 | | | | | | — | | | | | | 1.65 | | | | | | — | | | | | | 30.91 | | | | | | 14.28 | | | | | | 0.43 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.09 | | | | | | 512,486 | | | | | | 6 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 28.37 | | | | | | 0.12• | | | | | | 3.80 | | | | | | 3.92 | | | | | | 0.29 | | | | | | 1.29 | | | | | | — | | | | | | 1.58 | | | | | | — | | | | | | 30.71 | | | | | | 14.16 | | | | | | 0.68 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.84 | | | | | | 632,254 | | | | | | 6 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.26 | | | | | | 0.11• | | | | | | 3.91 | | | | | | 4.02 | | | | | | 0.27 | | | | | | 1.29 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 31.72 | | | | | | 14.08 | | | | | | 0.83 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.72 | | | | | | 251 | | | | | | 6 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 23.26 | | | | | | 0.17• | | | | | | 3.37 | | | | | | 3.54 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 26.36 | | | | | | 15.27 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.35 | | | | | | 5 | | | | | | 21 | | |
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 | | |
| | | | | | | | | 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 Value Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 23.50 | | | | | | 0.24• | | | | | | 3.40 | | | | | | 3.64 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 26.59 | | | | | | 15.52 | | | | | | 0.45 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 1.85 | | | | | | 98,379 | | | | | | 21 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 23.28 | | | | | | 0.20• | | | | | | 3.38 | | | | | | 3.58 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 26.37 | | | | | | 15.41 | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.60 | | | | | | 834,201 | | | | | | 21 | | |
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 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 44.95 | | | | | | 0.01• | | | | | | 4.36 | | | | | | 4.37 | | | | | | 0.11 | | | | | | 1.61 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 47.60 | | | | | | 10.23 | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.03 | | | | | | 22,192 | | | | | | 40 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 44.76 | | | | | | (0.05)• | | | | | | 4.36 | | | | | | 4.31 | | | | | | 0.01 | | | | | | 1.61 | | | | | | — | | | | | | 1.62 | | | | | | — | | | | | | 47.45 | | | | | | 10.10 | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | (0.21) | | | | | | 650,528 | | | | | | 40 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 44.66 | | | | | | (0.08)• | | | | | | 4.34 | | | | | | 4.26 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 47.31 | | | | | | 10.01 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.36) | | | | | | 2,324 | | | | | | 40 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.59 | | | | | | 0.02• | | | | | | 1.89 | | | | | | 1.91 | | | | | | 0.09 | | | | | | 1.36 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 13.05 | | | | | | 15.83 | | | | | | 1.03 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.36 | | | | | | 216,174 | | | | | | 17 | | |
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 | | |
| | | | | | | | | 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 I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.24 | | | | | | 0.06• | | | | | | 1.97 | | | | | | 2.03 | | | | | | 0.14 | | | | | | 1.36 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 13.77 | | | | | | 16.02 | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.86 | | | | | | 884,440 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.41 | | | | | | 0.08• | | | | | | 1.99 | | | | | | 2.07 | | | | | | 0.15 | | | | | | 1.36 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 13.97 | | | | | | 16.14 | | | | | | 0.44 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.18 | | | | | | 421,755 | | | | | | 17 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.02 | | | | | | 0.04• | | | | | | 1.94 | | | | | | 1.98 | | | | | | 0.11 | | | | | | 1.36 | | | | | | — | | | | | | 1.47 | | | | | | — | | | | | | 13.53 | | | | | | 15.89 | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.61 | | | | | | 270,195 | | | | | | 17 | | |
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) | | | | | | (.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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.74 | | | | | | 0.03• | | | | | | 1.90 | | | | | | 1.93 | | | | | | 0.08 | | | | | | 1.36 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 13.23 | | | | | | 15.81 | | | | | | 0.93 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.45 | | | | | | 11,004 | | | | | | 17 | | |
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 | | | | | | — | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.94 | | | | | | (0.00)* | | | | | | 2.55 | | | | | | 2.55 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 17.44 | | | | | | 17.10 | | | | | | 1.04 | | | | | | 0.95 | | | | | | 0.95 | | | | | | (0.03) | | | | | | 137,934 | | | | | | 22 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.57 | | | | | | 0.04 | | | | | | 2.65 | | | | | | 2.69 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 18.15 | | | | | | 17.32 | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.46 | | | | | | 289,308 | | | | | | 22 | | |
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 | | |
| | | | | | | | | 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 P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.73 | | | | | | 0.07 | | | | | | 2.68 | | | | | | 2.75 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 18.36 | | | | | | 17.55 | | | | | | 0.46 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 0.77 | | | | | | 318,381 | | | | | | 22 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.39 | | | | | | 0.02 | | | | | | 2.62 | | | | | | 2.64 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 17.95 | | | | | | 17.18 | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.21 | | | | | | 473,771 | | | | | | 22 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.07 | | | | | | 0.01 | | | | | | 2.57 | | | | | | 2.58 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 17.59 | | | | | | 17.14 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.07 | | | | | | 7,804 | | | | | | 22 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.27 | | | | | | 0.05• | | | | | | (0.26) | | | | | | (0.21) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.94 | | | | | | (1.88) | | | | | | 0.89 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.89 | | | | | | 26,676 | | | | | | 244 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.32 | | | | | | 0.08• | | | | | | (0.28) | | | | | | (0.20) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 10.98 | | | | | | (1.72) | | | | | | 0.39 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.39 | | | | | | 1,745,159 | | | | | | 244 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.32 | | | | | | 0.09• | | | | | | (0.27) | | | | | | (0.18) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.98 | | | | | | (1.60) | | | | | | 0.39 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.62 | | | | | | 1,564,907 | | | | | | 244 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.29 | | | | | | 0.06• | | | | | | (0.27) | | | | | | (0.21) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.95 | | | | | | (1.85) | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.14 | | | | | | 186,663 | | | | | | 244 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.29 | | | | | | 0.05• | | | | | | (0.26) | | | | | | (0.21) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.96 | | | | | | (1.83) | | | | | | 0.79 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.99 | | | | | | 1,431 | | | | | | 244 | | |
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 | | | | $ | 28,164,638 | | | | | $ | — | | |
International Index | | | | | 38,605,660 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 3,990,670 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 3,528,030 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 2,663,520 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | $ | 1,673,807 | | | | | $ | — | | |
Russell™ Mid Cap Index | | | | | 4,666,333 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 30,747,137 | | | | | | — | | |
U.S. Bond Index | | | | | 11,392,500 | | | | | | 26,828,703 | | |
| | | Purchases | | | Sales | | ||||||
Emerging Markets Index | | | | $ | 171,329,085 | | | | | $ | 64,691,039 | | |
International Index | | | | | 38,674,674 | | | | | | 57,378,946 | | |
Russell™ Large Cap Growth Index | | | | | 245,506,089 | | | | | | 358,444,260 | | |
Russell™ Large Cap Index | | | | | 77,151,236 | | | | | | 121,325,203 | | |
Russell™ Large Cap Value Index | | | | | 187,516,211 | | | | | | 236,201,543 | | |
Russell™ Mid Cap Growth Index | | | | | 263,429,722 | | | | | | 347,323,256 | | |
Russell™ Mid Cap Index | | | | | 458,461,339 | | | | | | 265,462,224 | | |
Russell™ Small Cap Index | | | | | 257,129,774 | | | | | | 306,952,489 | | |
U.S. Bond Index | | | | | 118,454,284 | | | | | | 82,975,119 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 8,515,549,100 | | | | | $ | 8,249,751,327 | | |
| 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 | | | | | 18.96% | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 5.43 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 8.33 | | |
| International Index | | | | | 6.30 | | | ||
| U.S. Bond Index | | | | | 14.17 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Index Solution 2030 Portfolio | | | Emerging Markets Index | | | | | 5.57 | | |
| International Index | | | | | 6.00 | | | ||
| U.S. Bond Index | | | | | 6.79 | | | ||
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 14.76 | | |
| International Index | | | | | 10.08 | | | ||
| Russell™ Small Cap Index | | | | | 5.56 | | | ||
| U.S. Bond Index | | | | | 6.78 | | | ||
Voya Index Solution 2040 Portfolio | | | Emerging Markets Index | | | | | 8.64% | | |
| International Index | | | | | 5.95 | | | ||
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 13.32 | | |
| International Index | | | | | 9.24 | | | ||
Voya Index Solution 2050 Portfolio | | | Emerging Markets Index | | | | | 6.72 | | |
Voya Index Solution 2055 Portfolio | | | Emerging Markets Index | | | | | 7.08 | | |
| International Index | | | | | 5.14 | | | ||
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 12.69 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 14.69 | | |
| Russell™ Large Cap Index | | | | | 20.59 | | | ||
| Russell™ Large Cap Value Index | | | | | 7.44 | | | ||
| Russell™ Mid Cap Index | | | | | 15.20 | | | ||
| Russell™ Small Cap Index | | | | | 12.90 | | | ||
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 8.05 | | |
Voya Retirement Growth Portfolio | | | Emerging Markets Index | | | | | 16.46 | | |
| International Index | | | | | 11.34 | | | ||
| Russell™ Mid Cap Index | | | | | 12.77 | | | ||
| U.S. Bond Index | | | | | 11.84 | | | ||
Voya Retirement Insurance and Annuity Company | | | Russell™ Large Cap Growth Index | | | | | 16.14 | | |
| Russell™ Large Cap Index | | | | | 34.86 | | | ||
| Russell™ Large Cap Value Index | | | | | 7.11 | | | ||
| Russell™ Mid Cap Growth Index | | | | | 6.27 | | | ||
| Russell™ Mid Cap Index | | | | | 25.03 | | | ||
| Russell™ Small Cap Index | | | | | 20.67 | | | ||
Voya Retirement Moderate Growth Portfolio | | | Emerging Markets Index | | | | | 7.54 | | |
| Russell™ Mid Cap Index | | | | | 5.85 | | | ||
| U.S. Bond Index | | | | | 14.21 | | | ||
Voya Retirement Moderate Portfolio | | | U.S. Bond Index | | | | | 12.89 | | |
Portfolio | | | Amount | | |||
Emerging Markets Index | | | | $ | 262 | | |
International Index | | | | | 106,986 | | |
Russell™ Large Cap Growth Index | | | | | 189,794 | | |
Russell™ Large Cap Index | | | | | 309,078 | | |
Russell™ Large Cap Value Index | | | | | 60,091 | | |
Russell™ Mid Cap Growth Index | | | | | 36,529 | | |
Russell™ Mid Cap Index | | | | | 545,408 | | |
Russell™ Small Cap Index | | | | | 350,301 | | |
U.S. Bond Index | | | | | 47,218 | | |
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% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | 1,108,066 | | | | | $ | 1,167,997 | | | | | $ | 1,728,236 | | | | | $ | 4,004,299 | | |
International Index | | | | | 3,832,186 | | | | | | 4,311,280 | | | | | | 5,338,995 | | | | | | 13,482,461 | | |
Russell™ Mid Cap Index | | | | | 522,030 | | | | | | 512,656 | | | | | | 734,247 | | | | | | 1,768,933 | | |
Russell™ Small Cap Index | | | | | 405,790 | | | | | | 733,936 | | | | | | 1,412,027 | | | | | | 2,551,753 | | |
U.S. Bond Index | | | | | 2,232,474 | | | | | | 2,464,006 | | | | | | 3,217,067 | | | | | | 7,913,547 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
International Index | | | | | 12 | | | | | $ | 2,049,167 | | | | | | 1.28% | | |
Russell™ Large Cap Growth Index | | | | | 6 | | | | | | 4,033,333 | | | | | | 1.29 | | |
Russell™ Large Cap Index | | | | | 1 | | | | | | 2,614,000 | | | | | | 1.27 | | |
Russell™ Large Cap Value Index | | | | | 1 | | | | | | 929,000 | | | | | | 1.26 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Russell™ Mid Cap Growth Index(1) | | | | | 5 | | | | | $ | 3,972,600 | | | | | | 1.29% | | |
Russell™ Mid Cap Index | | | | | 4 | | | | | | 5,902,000 | | | | | | 1.27 | | |
Russell™ Small Cap Index | | | | | 3 | | | | | | 7,600,667 | | | | | | 1.27 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 3,099,693 | | | | | | — | | | | | | 164,018 | | | | | | (2,725,894) | | | | | | 537,817 | | | | | | 45,330,381 | | | | | | — | | | | | | 2,268,361 | | | | | | (39,169,408) | | | | | | 8,429,334 | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 11,405,325 | | | | | | — | | | | | | 451,344 | | | | | | (5,455,250) | | | | | | 6,401,419 | | | | | | 168,129,362 | | | | | | — | | | | | | 6,354,916 | | | | | | (79,433,217) | | | | | | 95,051,061 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 512 | | | | | | — | | | | | | 4 | | | | | | — | | | | | | 516 | | | | | | 7,385 | | | | | | — | | | | | | 60 | | | | | | — | | | | | | 7,445 | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 472,984 | | | | | | — | | | | | | 751,766 | | | | | | (4,051,203) | | | | | | (2,826,453) | | | | | | 5,450,487 | | | | | | — | | | | | | 8,487,432 | | | | | | (46,165,099) | | | | | | (32,227,180) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,279,760 | | | | | | — | | | | | | 1,038,062 | | | | | | (5,659,936) | | | | | | (3,342,114) | | | | | | 15,006,837 | | | | | | — | | | | | | 11,937,715 | | | | | | (65,188,090) | | | | | | (38,243,538) | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 10,947,996 | | | | | | — | | | | | | 2,239,276 | | | | | | (5,743,220) | | | | | | 7,444,052 | | | | | | 129,558,849 | | | | | | — | | | | | | 26,065,167 | | | | | | (67,181,266) | | | | | | 88,442,750 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 253,568 | | | | | | — | | | | | | 129,338 | | | | | | (426,708) | | | | | | (43,802) | | | | | | 2,921,466 | | | | | | — | | | | | | 1,478,337 | | | | | | (4,911,505) | | | | | | (511,702) | | |
12/31/2020 | | | | | 797,879 | | | | | | — | | | | | | 198,997 | | | | | | (1,497,555) | | | | | | (500,679) | | | | | | 7,261,902 | | | | | | — | | | | | | 1,647,697 | | | | | | (13,721,678) | | | | | | (4,812,079) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 14,635 | | | | | | — | | | | | | 1,882 | | | | | | (17,601) | | | | | | (1,084) | | | | | | 168,317 | | | | | | — | | | | | | 21,515 | | | | | | (203,696) | | | | | | (13,864) | | |
12/31/2020 | | | | | 35,993 | | | | | | — | | | | | | 2,700 | | | | | | (36,916) | | | | | | 1,777 | | | | | | 339,878 | | | | | | — | | | | | | 22,361 | | | | | | (340,419) | | | | | | 21,820 | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | — | | | | | | — | | | | | | 1 | | | | | | — | | | | | | 1 | | | | | | — | | | | | | — | | | | | | 53 | | | | | | — | | | | | | 53 | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 289 | | | | | | — | | | | | | 289 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 218,198 | | | | | | — | | | | | | 107,282 | | | | | | (685,271) | | | | | | (359,791) | | | | | | 12,696,412 | | | | | | — | | | | | | 6,115,055 | | | | | | (39,656,792) | | | | | | (20,845,325) | | |
12/31/2020 | | | | | 726,811 | | | | | | — | | | | | | 581,399 | | | | | | (1,200,889) | | | | | | 107,321 | | | | | | 34,269,502 | | | | | | — | | | | | | 23,779,201 | | | | | | (54,063,252) | | | | | | 3,985,451 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 260,656 | | | | | | — | | | | | | 121,585 | | | | | | (1,746,644) | | | | | | (1,364,403) | | | | | | 14,886,590 | | | | | | — | | | | | | 6,885,357 | | | | | | (100,530,960) | | | | | | (78,759,013) | | |
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) | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 450,216 | | | | | | — | | | | | | 216,678 | | | | | | (243,151) | | | | | | 423,743 | | | | | | 13,153,950 | | | | | | — | | | | | | 6,149,334 | | | | | | (7,106,833) | | | | | | 12,196,451 | | |
12/31/2020 | | | | | 947,697 | | | | | | — | | | | | | 199,488 | | | | | | (569,046) | | | | | | 578,139 | | | | | | 22,525,151 | | | | | | — | | | | | | 4,209,193 | | | | | | (13,357,828) | | | | | | 13,376,516 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 582,567 | | | | | | — | | | | | | 889,219 | | | | | | (910,950) | | | | | | 560,836 | | | | | | 17,389,625 | | | | | | — | | | | | | 25,822,923 | | | | | | (26,834,969) | | | | | | 16,377,579 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 226,582 | | | | | | — | | | | | | 1,080,175 | | | | | | (1,755,523) | | | | | | (448,766) | | | | | | 6,796,636 | | | | | | — | | | | | | 31,173,865 | | | | | | (52,135,365) | | | | | | (14,164,864) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 396 | | | | | | — | | | | | | 393 | | | | | | (30,683) | | | | | | (29,894) | | | | | | 12,099 | | | | | | — | | | | | | 11,719 | | | | | | (932,231) | | | | | | (908,413) | | |
12/31/2020 | | | | | 11,258 | | | | | | — | | | | | | 2,286 | | | | | | (15,451) | | | | | | (1,907) | | | | | | 265,489 | | | | | | — | | | | | | 50,546 | | | | | | (416,003) | | | | | | (99,968) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 85 | | | | | | — | | | | | | 85 | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | 8 | | | | | | — | | | | | | 8 | | | | | | — | | | | | | — | | | | | | 142 | | | | | | — | | | | | | 142 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 121,923 | | | | | | — | | | | | | 77,037 | | | | | | (254,534) | | | | | | (55,574) | | | | | | 3,163,013 | | | | | | — | | | | | | 2,022,225 | | | | | | (6,587,566) | | | | | | (1,402,328) | | |
12/31/2020 | | | | | 277,152 | | | | | | — | | | | | | 181,629 | | | | | | (705,017) | | | | | | (246,236) | | | | | | 5,801,178 | | | | | | — | | | | | | 3,389,201 | | | | | | (14,592,080) | | | | | | (5,401,701) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 454,348 | | | | | | — | | | | | | 595,948 | | | | | | (2,792,441) | | | | | | (1,742,145) | | | | | | 11,771,296 | | | | | | — | | | | | | 15,518,493 | | | | | | (70,610,935) | | | | | | (43,321,146) | | |
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) | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 43,125 | | | | | | — | | | | | | 20,926 | | | | | | (322,063) | | | | | | (258,012) | | | | | | 1,969,675 | | | | | | — | | | | | | 879,739 | | | | | | (14,956,760) | | | | | | (12,107,346) | | |
12/31/2020 | | | | | 220,381 | | | | | | — | | | | | | 46,737 | | | | | | (157,882) | | | | | | 109,236 | | | | | | 8,258,141 | | | | | | — | | | | | | 1,462,417 | | | | | | (5,767,871) | | | | | | 3,952,687 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 54,179 | | | | | | — | | | | | | 523,124 | | | | | | (1,509,520) | | | | | | (932,217) | | | | | | 2,459,909 | | | | | | — | | | | | | 21,929,351 | | | | | | (68,805,502) | | | | | | (44,416,242) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 467 | | | | | | — | | | | | | 1,818 | | | | | | (5,284) | | | | | | (2,999) | | | | | | 21,246 | | | | | | — | | | | | | 76,005 | | | | | | (234,419) | | | | | | (137,168) | | |
12/31/2020 | | | | | 1,329 | | | | | | — | | | | | | 3,861 | | | | | | (5,050) | | | | | | 140 | | | | | | 48,446 | | | | | | — | | | | | | 120,315 | | | | | | (195,299) | | | | | | (26,538) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 736,954 | | | | | | — | | | | | | 1,757,643 | | | | | | (928,217) | | | | | | 1,566,380 | | | | | | 9,876,563 | | | | | | — | | | | | | 21,636,582 | | | | | | (12,333,446) | | | | | | 19,179,699 | | |
12/31/2020 | | | | | 707,417 | | | | | | — | | | | | | 2,836,381 | | | | | | (3,031,791) | | | | | | 512,007 | | | | | | 7,591,571 | | | | | | — | | | | | | 25,130,338 | | | | | | (32,759,014) | | | | | | (37,105) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 8,401,688 | | | | | | — | | | | | | 5,953,492 | | | | | | (5,029,042) | | | | | | 9,326,138 | | | | | | 116,282,047 | | | | | | — | | | | | | 77,276,322 | | | | | | (70,346,306) | | | | | | 123,212,063 | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 11,422,816 | | | | | | — | | | | | | 3,078,500 | | | | | | (1,226,678) | | | | | | 13,274,638 | | | | | | 174,188,783 | | | | | | — | | | | | | 40,543,843 | | | | | | (17,285,136) | | | | | | 197,447,490 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,308,229 | | | | | | — | | | | | | 2,092,246 | | | | | | (1,927,544) | | | | | | 1,472,931 | | | | | | 18,570,278 | | | | | | — | | | | | | 26,697,056 | | | | | | (26,672,361) | | | | | | 18,594,973 | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 114,318 | | | | | | — | | | | | | 91,345 | | | | | | (342,811) | | | | | | (137,148) | | | | | | 1,556,607 | | | | | | — | | | | | | 1,139,987 | | | | | | (4,603,510) | | | | | | (1,906,916) | | |
12/31/2020 | | | | | 111,116 | | | | | | — | | | | | | 208,595 | | | | | | (474,295) | | | | | | (154,584) | | | | | | 1,220,260 | | | | | | — | | | | | | 1,869,010 | | | | | | (5,123,754) | | | | | | (2,034,484) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 909,507 | | | | | | — | | | | | | 24,998 | | | | | | (648,501) | | | | | | 286,004 | | | | | | 15,297,894 | | | | | | — | | | | | | 402,726 | | | | | | (10,978,372) | | | | | | 4,722,248 | | |
12/31/2020 | | | | | 794,169 | | | | | | — | | | | | | 732,039 | | | | | | (1,976,643) | | | | | | (450,435) | | | | | | 9,329,645 | | | | | | — | | | | | | 7,042,217 | | | | | | (23,822,434) | | | | | | (7,450,572) | | |
| | | 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 I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,342,145 | | | | | | — | | | | | | 101,093 | | | | | | (1,724,059) | | | | | | (280,821) | | | | | | 23,446,775 | | | | | | — | | | | | | 1,694,311 | | | | | | (29,699,570) | | | | | | (4,558,484) | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 8,020,444 | | | | | | — | | | | | | 151,084 | | | | | | (9,241,095) | | | | | | (1,069,567) | | | | | | 139,830,354 | | | | | | — | | | | | | 2,559,370 | | | | | | (160,350,833) | | | | | | (17,961,109) | | |
12/31/2020 | | | | | 22,696,241 | | | | | | — | | | | | | — | | | | | | (12,406,886) | | | | | | 10,289,355 | | | | | | 277,873,661 | | | | | | — | | | | | | — | | | | | | (147,015,925) | | | | | | 130,857,736 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,505,664 | | | | | | — | | | | | | 124,343 | | | | | | (2,591,493) | | | | | | (961,486) | | | | | | 25,275,248 | | | | | | — | | | | | | 2,061,604 | | | | | | (44,740,374) | | | | | | (17,403,522) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 88,341 | | | | | | — | | | | | | 1,625 | | | | | | (77,147) | | | | | | 12,819 | | | | | | 1,511,678 | | | | | | — | | | | | | 26,399 | | | | | | (1,304,709) | | | | | | 233,368 | | |
12/31/2020 | | | | | 81,989 | | | | | | — | | | | | | 47,192 | | | | | | (230,895) | | | | | | (101,714) | | | | | | 989,422 | | | | | | — | | | | | | 457,767 | | | | | | (2,634,067) | | | | | | (1,186,878) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 157,559 | | | | | | — | | | | | | 27,411 | | | | | | (458,187) | | | | | | (273,217) | | | | | | 1,724,460 | | | | | | — | | | | | | 300,118 | | | | | | (5,034,319) | | | | | | (3,009,741) | | |
12/31/2020 | | | | | 784,138 | | | | | | — | | | | | | 72,319 | | | | | | (631,040) | | | | | | 225,417 | | | | | | 8,759,544 | | | | | | — | | | | | | 815,396 | | | | | | (7,099,793) | | | | | | 2,475,147 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 25,508,623 | | | | | | — | | | | | | 2,149,873 | | | | | | (28,756,734) | | | | | | (1,098,238) | | | | | | 281,223,324 | | | | | | — | | | | | | 23,624,357 | | | | | | (316,175,982) | | | | | | (11,328,301) | | |
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) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 30,315,617 | | | | | | — | | | | | | 1,899,345 | | | | | | (11,598,639) | | | | | | 20,616,323 | | | | | | 333,116,423 | | | | | | — | | | | | | 20,863,659 | | | | | | (127,529,732) | | | | | | 226,450,350 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 645,332 | | | | | | — | | | | | | 210,548 | | | | | | (2,050,840) | | | | | | (1,194,960) | | | | | | 7,097,464 | | | | | | — | | | | | | 2,307,682 | | | | | | (22,457,847) | | | | | | (13,052,701) | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 13,234 | | | | | | — | | | | | | 1,402 | | | | | | (5,416) | | | | | | 9,220 | | | | | | 145,850 | | | | | | — | | | | | | 15,372 | | | | | | (60,347) | | | | | | 100,875 | | |
12/31/2020 | | | | | 68,885 | | | | | | — | | | | | | 4,385 | | | | | | (86,425) | | | | | | (13,155) | | | | | | 770,422 | | | | | | — | | | | | | 49,525 | | | | | | (978,560) | | | | | | (158,613) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 20,810 | | | | | $ | (20,810) | | | | | $ | — | | |
Citigroup Global Markets Limited | | | | | 35,755 | | | | | | (35,755) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 40,964 | | | | | | (40,964) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 390,461 | | | | | | (390,461) | | | | | | — | | |
Credit Suisse AG | | | | | 613,203 | | | | | | (613,203) | | | | | | — | | |
Deutsche Bank, AG | | | | | 64,702 | | | | | | (64,702) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,957,491 | | | | | | (1,957,491) | | | | | | — | | |
Goldman Sachs International | | | | | 66,993 | | | | | | (66,993) | | | | | | — | | |
HSBC Bank PLC | | | | | 506,622 | | | | | | (506,622) | | | | | | — | | |
Jefferies LLC | | | | | 738,367 | | | | | | (738,367) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 183,601 | | | | | | (183,601) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 20,767 | | | | | | (20,767) | | | | | | — | | |
Macquarie Bank Limited | | | | | 222,277 | | | | | | (222,277) | | | | | | — | | |
Merrill Lynch International | | | | | 732,115 | | | | | | (732,115) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,104,216 | | | | | | (2,104,216) | | | | | | — | | |
National Financial Services LLC | | | | | 126,889 | | | | | | (126,889) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 586,199 | | | | | | (586,199) | | | | | | — | | |
UBS AG | | | | | 516,143 | | | | | | (516,143) | | | | | | — | | |
Total | | | | $ | 8,927,575 | | | | | $ | (8,927,575) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 281,492 | | | | | $ | (281,492) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 4,392,055 | | | | | | (4,392,055) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 3,731,109 | | | | | | (3,731,109) | | | | | | — | | |
BNP Paribas Arbitrage | | | | | 4,416,267 | | | | | | (4,416,267) | | | | | | — | | |
BofA Securities Inc | | | | | 6,439,860 | | | | | | (6,439,860) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 6,368,141 | | | | | | (6,368,141) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 3,853,198 | | | | | | (3,853,198) | | | | | | — | | |
Credit Suisse AG | | | | | 785,430 | | | | | | (785,430) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 189,858 | | | | | | (189,858) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 7,104,729 | | | | | | (7,104,729) | | | | | | — | | |
HSBC Bank PLC | | | | | 4,119,736 | | | | | | (4,119,736) | | | | | | — | | |
Jefferies LLC | | | | | 73,343 | | | | | | (73,343) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 10,802,720 | | | | | | (10,802,720) | | | | | | — | | |
Merrill Lynch International | | | | | 7,093,268 | | | | | | (7,093,268) | | | | | | — | | |
MUFG Securities EMEA plc | | | | | 16,308,819 | | | | | | (16,308,819) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,233,440 | | | | | | (3,233,440) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 2,605,705 | | | | | | (2,605,705) | | | | | | — | | |
Nomura International PLC | | | | | 1,206,559 | | | | | | (1,206,559) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 271,647 | | | | | | (271,647) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,756,170 | | | | | | (1,756,170) | | | | | | — | | |
State Street Banke and Trust Company | | | | | 3,555,832 | | | | | | (3,555,832) | | | | | | — | | |
UBS AG | | | | | 1,263,927 | | | | | | (1,263,927) | | | | | | — | | |
UBS Securities LLC. | | | | | 439,985 | | | | | | (439,985) | | | | | | — | | |
Total | | | | $ | 90,293,290 | | | | | $ | (90,293,290) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Morgan Stanley & Co. LLC | | | | $ | 429,526 | | | | | $ | (429,526) | | | | | $ | — | | |
Total | | | | $ | 429,526 | | | | | $ | (429,526) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 546,331 | | | | | $ | (546,331) | | | | | $ | — | | |
Total | | | | $ | 546,331 | | | | | $ | (546,331) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Securities Corp. | | | | $ | 12,158 | | | | | $ | (12,158) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 1,931,632 | | | | | | (1,931,632) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,964,512 | | | | | | (4,964,512) | | | | | | — | | |
HSBC Bank PLC | | | | | 17,367 | | | | | | (17,367) | | | | | | — | | |
Jefferies LLC | | | | | 1,103,967 | | | | | | (1,103,967) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,309,066 | | | | | | (1,309,066) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 89,314 | | | | | | (89,314) | | | | | | — | | |
National Financial Services LLC | | | | | 298,828 | | | | | | (298,828) | | | | | | — | | |
Natixis Securities America LLC | | | | | 467,661 | | | | | | (467,661) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 267,711 | | | | | | (267,711) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 47,551 | | | | | | (47,551) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 23,903 | | | | | | (23,903) | | | | | | — | | |
Total | | | | $ | 10,533,670 | | | | | $ | (10,533,670) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 4,832 | | | | | $ | (4,832) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,125,645 | | | | | | (1,125,645) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 1,033,323 | | | | | | (1,033,323) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 2,522,204 | | | | | | (2,522,204) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 960 | | | | | | (960) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,563,444 | | | | | | (1,563,444) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 5,444,950 | | | | | | (5,444,950) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 230,656 | | | | | | (230,656) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,241,554 | | | | | | (4,241,554) | | | | | | — | | |
HSBC Bank PLC | | | | | 895,971 | | | | | | (895,971) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | $ | 5,411,738 | | | | | $ | (5,411,738) | | | | | $ | — | | |
Mirae Asset Securities (USA) INC. | | | | | 1,474,946 | | | | | | (1,474,946) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,071,758 | | | | | | (3,071,758) | | | | | | — | | |
National Financial Services LLC | | | | | 4,993,503 | | | | | | (4,993,503) | | | | | | — | | |
Natixis Securities America LLC | | | | | 2,036,265 | | | | | | (2,036,265) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 851,051 | | | | | | (851,051) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 504,437 | | | | | | (504,437) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 5,029,518 | | | | | | (5,029,518) | | | | | | — | | |
UBS AG | | | | | 4,551 | | | | | | (4,551) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 7 | | | | | | (7) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 4,046,173 | | | | | | (4,046,173) | | | | | | — | | |
Total | | | | $ | 44,487,486 | | | | | $ | (44,487,486) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,443,977 | | | | | $ | (1,443,977) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 529,244 | | | | | | (529,244) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,658,776 | | | | | | (1,658,776) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 6,756,029 | | | | | | (6,756,029) | | | | | | — | | |
BofA Securities Inc | | | | | 7,723,310 | | | | | | (7,723,310) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 10,680 | | | | | | (10,680) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 801,425 | | | | | | (801,425) | | | | | | — | | |
Citadel Clearing LLC | | | | | 910,734 | | | | | | (910,734) | | | | | | — | | |
Citadel Securities LLC | | | | | 114,829 | | | | | | (114,829) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 8,047,282 | | | | | | (8,047,282) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 1,495,439 | | | | | | (1,495,439) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,577,918 | | | | | | (1,577,918) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 11,420,962 | | | | | | (11,420,962) | | | | | | — | | |
HSBC Bank PLC | | | | | 435,496 | | | | | | (435,496) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 217,640 | | | | | | (217,640) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 10,547,067 | | | | | | (10,547,067) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 81,660 | | | | | | (81,660) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 9,420,978 | | | | | | (9,420,978) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Financial Services LLC | | | | $ | 11,116,106 | | | | | $ | (11,116,106) | | | | | $ | — | | |
Natixis Securities America LLC | | | | | 4,163,559 | | | | | | (4,163,559) | | | | | | — | | |
National Nank of Canada Financial INC | | | | | 2,370,904 | | | | | | (2,370,904) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 929,966 | | | | | | (929,966) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 58,815 | | | | | | (58,815) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 133,420 | | | | | | (133,420) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 26,207,341 | | | | | | (26,207,341) | | | | | | — | | |
TD Prime Serivces LLC | | | | | 591,928 | | | | | | (591,928) | | | | | | — | | |
UBS AG | | | | | 2,049,272 | | | | | | (2,049,272) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 3,178,186 | | | | | | (3,178,186) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 5,235,971 | | | | | | (5,235,971) | | | | | | — | | |
Total | | | | $ | 119,228,914 | | | | | $ | (119,228,914) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,920,387 | | | | | $ | (1,920,387) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 267,012 | | | | | | (267,012) | | | | | | — | | |
BNP Paribas | | | | | 5,296,209 | | | | | | (5,296,209) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 798,161 | | | | | | (798,161) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 1,339,526 | | | | | | (1,339,526) | | | | | | — | | |
Citadel Clearing LLC | | | | | 572,749 | | | | | | (572,749) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 16,756,851 | | | | | | (16,756,851) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 8,107,130 | | | | | | (8,107,130) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 197,175 | | | | | | (197,175) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 5,687,341 | | | | | | (5,687,341) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 992,372 | | | | | | (992,372) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Morgan Stanley & Co. LLC | | | | $ | 1,647,338 | | | | | $ | (1,647,338) | | | | | $ | — | | |
National Bank Financial INC | | | | | 3,115,864 | | | | | | (3,115,864) | | | | | | — | | |
National Financial Services LLC | | | | | 65,683 | | | | | | (65,683) | | | | | | — | | |
NatWest Markets Securities Inc. | | | | | 1,169,465 | | | | | | (1,169,465) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 712,921 | | | | | | (712,921) | | | | | | — | | |
Societe Generale | | | | | 177,679 | | | | | | (177,679) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 387,184 | | | | | | (387,184) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 2,270,391 | | | | | | (2,270,391) | | | | | | — | | |
TD Prime Services LLC | | | | | 1,617,301 | | | | | | (1,617,301) | | | | | | — | | |
TD Securities INC | | | | | 1,532,739 | | | | | | (1,532,739) | | | | | | — | | |
UBS AG | | | | | 1,574,887 | | | | | | (1,574,887) | | | | | | — | | |
UBS Securities LLC. | | | | | 289,115 | | | | | | (289,115) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,664,090 | | | | | | (1,664,090) | | | | | | — | | |
Total | | | | $ | 58,159,570 | | | | | $ | (58,159,570) | | | | | $ | — | | |
|
| | | 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 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | | | | | | | | | | | | |
Class ADV | | | NII | | | | $ | 0.0102 | | | | August 2, 2021 | | | Daily | |
Class I | | | NII | | | | $ | 0.0149 | | | | August 2, 2021 | | | Daily | |
Class P2 | | | NII | | | | $ | 0.0173 | | | | August 2, 2021 | | | Daily | |
Class S | | | NII | | | | $ | 0.0126 | | | | August 2, 2021 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0112 | | | | August 2, 2021 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0901 | | | | July 2, 2021 | | | June 30, 2021 | |
All Classes | | | LTCG | | | | $ | 0.0360 | | | | July 2, 2021 | | | June 30, 2021 | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.1% | | |||||||||||||||
| | | Argentina: 0.1% | | ||||||||||||
10,114 (1) | | | Adecoagro SA | | | | $ | 101,545 | | | | | | 0.0 | | |
4,210 (1) | | | Globant SA | | | | | 922,748 | | | | | | 0.1 | | |
20,899 (1) | | | YPF SA ADR | | | | | 97,807 | | | | | | 0.0 | | |
| | | | | | | | 1,122,100 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Brazil: 3.9% | | ||||||||||||
504,200 | | | Ambev SA | | | | | 1,729,392 | | | | | | 0.2 | | |
49,100 | | | Atacadao Distribuicao Comercio e Industria Ltd. | | | | | 207,701 | | | | | | 0.0 | | |
24,493 (1) | | | B2W Cia Digital | | | | | 327,473 | | | | | | 0.0 | | |
665,307 | | | B3 SA - Brasil Bolsa Balcao | | | | | 2,240,519 | | | | | | 0.2 | | |
158,455 | | | Banco Bradesco SA | | | | | 697,689 | | | | | | 0.1 | | |
29,500 | | | Banco BTG Pactual SA ‑ Unit | | | | | 722,346 | | | | | | 0.1 | | |
91,700 | | | Banco do Brasil S.A. | | | | | 592,184 | | | | | | 0.1 | | |
37,259 | | | Banco Inter SA - Unit | | | | | 585,051 | | | | | | 0.1 | | |
47,200 | | | Banco Santander Brasil SA - Unit | | | | | 385,568 | | | | | | 0.0 | | |
78,600 | | | BB Seguridade Participacoes SA | | | | | 366,467 | | | | | | 0.0 | | |
65,500 (1) | | | BRF - Brasil Foods SA | | | | | 358,460 | | | | | | 0.0 | | |
136,300 | | | CCR SA | | | | | 368,304 | | | | | | 0.0 | | |
34,726 | | | Centrais Eletricas Brasileiras SA | | | | | 301,264 | | | | | | 0.0 | | |
37,700 | | | Cia de Saneamento Basico do Estado de Sao Paulo | | | | | 277,266 | | | | | | 0.0 | | |
75,600 | | | Cia Siderurgica Nacional S.A. | | | | | 665,137 | | | | | | 0.1 | | |
112,900 | | | Cosan SA | | | | | 541,370 | | | | | | 0.1 | | |
29,600 | | | CPFL Energia SA | | | | | 159,849 | | | | | | 0.0 | | |
22,500 | | | Energisa SA - Unit | | | | | 209,719 | | | | | | 0.0 | | |
25,750 | | | Engie Brasil Energia SA | | | | | 202,633 | | | | | | 0.0 | | |
101,200 | | | Equatorial Energia SA | | | | | 506,224 | | | | | | 0.1 | | |
125,500 (2) | | | Hapvida Participacoes e Investimentos SA | | | | | 389,838 | | | | | | 0.0 | | |
42,800 | | | Hypera S.A. | | | | | 295,585 | | | | | | 0.0 | | |
115,900 | | | JBS SA | | | | | 680,188 | | | | | | 0.1 | | |
80,100 (1) | | | Klabin SA - Unit | | | | | 421,613 | | | | | | 0.1 | | |
65,289 | | | Localiza Rent a Car SA | | | | | 840,101 | | | | | | 0.1 | | |
98,035 | | | Lojas Renner SA | | | | | 876,713 | | | | | | 0.1 | | |
316,760 | | | Magazine Luiza SA | | | | | 1,346,953 | | | | | | 0.2 | | |
96,271 (1) | | | Natura & Co. Holding SA | | | | | 1,093,399 | | | | | | 0.1 | | |
56,400 | | | Notre Dame Intermedica Participacoes SA | | | | | 964,985 | | | | | | 0.1 | | |
83,823 | | | Petrobras Distribuidora SA | | | | | 448,961 | | | | | | 0.1 | | |
401,898 | | | Petroleo Brasileiro SA | | | | | 2,454,795 | | | | | | 0.3 | | |
118,500 | | | Raia Drogasil SA | | | | | 590,856 | | | | | | 0.1 | | |
23,300 (2) | | | Rede D’Or Sao Luiz SA | | | | | 324,733 | | | | | | 0.0 | | |
142,000 (1) | | | Rumo SA | | | | | 548,152 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Brazil (continued) | | ||||||||||||
81,344 (1) | | | Suzano SA | | | | $ | 979,634 | | | | | | 0.1 | | |
53,300 | | | Telefonica Brasil SA-VIVT3 | | | | | 450,293 | | | | | | 0.1 | | |
100,300 | | | TIM SA/Brazil | | | | | 232,712 | | | | | | 0.0 | | |
51,300 | | | Totvs S.A. | | | | | 386,983 | | | | | | 0.0 | | |
82,500 | | | Ultrapar Participacoes SA | | | | | 305,365 | | | | | | 0.0 | | |
427,974 | | | Vale SA | | | | | 9,726,604 | | | | | | 1.0 | | |
139,500 (1) | | | Via Varejo S/A | | | | | 442,301 | | | | | | 0.1 | | |
181,608 | | | Weg S.A. | | | | | 1,228,295 | | | | | | 0.1 | | |
| | | | | | | | 36,473,675 | | | | | | 3.9 | | |
| | | | | ||||||||||||
| ��� | | Chile: 0.4% | | ||||||||||||
4,876,323 | | | Banco de Chile | | | | | 481,331 | | | | | | 0.1 | | |
5,874 | | | Banco de Credito e Inversiones SA | | | | | 247,961 | | | | | | 0.0 | | |
7,106,298 | | | Banco Santander Chile | | | | | 351,352 | | | | | | 0.1 | | |
152,730 | | | Cencosud SA | | | | | 303,863 | | | | | | 0.0 | | |
59,867 | | | Cencosud Shopping SA | | | | | 97,905 | | | | | | 0.0 | | |
17,770 | | | Cia Cervecerias Unidas SA | | | | | 179,060 | | | | | | 0.0 | | |
932,151 | | | Colbun SA | | | | | 130,241 | | | | | | 0.0 | | |
122,632 | | | Empresas CMPC SA | | | | | 292,223 | | | | | | 0.0 | | |
41,731 | | | Empresas COPEC SA | | | | | 410,838 | | | | | | 0.1 | | |
2,356,674 | | | Enel Americas SA | | | | | 345,933 | | | | | | 0.0 | | |
3,079,171 | | | Enel Chile SA | | | | | 177,147 | | | | | | 0.0 | | |
82,685 | | | Falabella SA | | | | | 368,045 | | | | | | 0.1 | | |
| | | | | | | | 3,385,899 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | China: 37.0% | | ||||||||||||
9,815 (1) | | | 21Vianet Group, Inc. ADR | | | | | 225,254 | | | | | | 0.0 | | |
9,361 (1) | | | 360 DigiTech, Inc. ADR | | | | | 391,664 | | | | | | 0.1 | | |
43,600 (1) | | | 360 Security Technology, Inc. - A Shares | | | | | 82,320 | | | | | | 0.0 | | |
141,000 (1)(2) | | | 3SBio, Inc. | | | | | 174,360 | | | | | | 0.0 | | |
3,196 (1) | | | 51job, Inc. ADR | | | | | 248,553 | | | | | | 0.0 | | |
79,000 | | | AAC Technologies Holdings, Inc. | | | | | 591,035 | | | | | | 0.1 | | |
18,000 | | | AECC Aviation Power Co. Ltd. - A Shares | | | | | 148,198 | | | | | | 0.0 | | |
140,000 | | | Agile Group Holdings, Ltd. | | | | | 181,431 | | | | | | 0.0 | | |
5,343 (1) | | | Agora, Inc. ADR | | | | | 224,192 | | | | | | 0.0 | | |
580,400 | | | Agricultural Bank of China Ltd. - A Shares | | | | | 272,137 | | | | | | 0.0 | | |
2,785,000 | | | Agricultural Bank of China Ltd. - H Shares | | | | | 966,409 | | | | | | 0.1 | | |
46,633 | | | Aier Eye Hospital Group Co. Ltd. - A Shares | | | | | 511,217 | | | | | | 0.1 | | |
236,000 (1) | | | Air China Ltd. - H Shares | | | | | 173,532 | | | | | | 0.0 | | |
31,000 (1)(2) | | | Akeso, Inc. | | | | | 250,016 | | | | | | 0.0 | | |
46,000 (1) | | | Alibaba Group Holding Ltd. | | | | | 1,304,277 | | | | | | 0.2 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
199,364 (1) | | | Alibaba Group Holding Ltd. BABA ADR | | | | $ | 45,211,768 | | | | | | 4.8 | | |
438,000 (1) | | | Alibaba Health Information Technology Ltd. | | | | | 970,213 | | | | | | 0.1 | | |
1,430,000 (1) | | | Alibaba Pictures Group Ltd. | | | | | 198,693 | | | | | | 0.0 | | |
63,250 (2) | | | A-Living Smart City Services Co. Ltd - H Shares | | | | | 313,944 | | | | | | 0.1 | | |
71,000 (1) | | | Aluminum Corp. of China Ltd. - A Shares | | | | | 58,259 | | | | | | 0.0 | | |
446,000 (1) | | | Aluminum Corp. of China Ltd. - H Shares | | | | | 264,420 | | | | | | 0.0 | | |
6,300 | | | Angel Yeast Co. Ltd. - A Shares | | | | | 52,964 | | | | | | 0.0 | | |
33,700 | | | Anhui Conch Cement Co., Ltd. - A Shares | | | | | 214,013 | | | | | | 0.0 | | |
127,000 | | | Anhui Conch Cement Co., Ltd. - H Shares | | | | | 673,186 | | | | | | 0.1 | | |
2,200 | | | Anhui Gujing Distillery Co. Ltd. - A Shares | | | | | 81,500 | | | | | | 0.0 | | |
13,100 | | | Anhui Gujing Distillery Co. Ltd. - B Shares | | | | | 181,372 | | | | | | 0.0 | | |
4,600 | | | Anhui Kouzi Distillery Co. Ltd. - A Shares | | | | | 48,167 | | | | | | 0.0 | | |
117,000 | | | Anta Sports Products Ltd. | | | | | 2,746,075 | | | | | | 0.3 | | |
1,800 | | | Asymchem Laboratories Tianjin Co. Ltd. - A Shares | | | | | 103,644 | | | | | | 0.0 | | |
3,380 | | | Autobio Diagnostics Co. Ltd. - A Shares | | | | | 39,624 | | | | | | 0.0 | | |
7,303 | | | Autohome, Inc. ADR | | | | | 467,100 | | | | | | 0.1 | | |
18,100 | | | AVIC Xi’an Aircraft Industry Group Co. Ltd. - A Shares | | | | | 73,700 | | | | | | 0.0 | | |
12,800 | | | Avic Aviation High-Technology Co. Ltd. - A Shares | | | | | 60,960 | | | | | | 0.0 | | |
84,200 | | | AVIC Industry-Finance Holdings Co. Ltd. - A Shares | | | | | 50,421 | | | | | | 0.0 | | |
28,500 | | | AVIC Electromechanical Systems Co. Ltd. - A Shares | | | | | 44,379 | | | | | | 0.0 | | |
8,000 | | | AVIC Jonhon Optronic Technology Co. Ltd. - A Shares | | | | | 97,807 | | | | | | 0.0 | | |
11,340 | | | AVIC Shenyang Aircraft Co. Ltd. - A Shares | | | | | 105,727 | | | | | | 0.0 | | |
276,000 | | | AviChina Industry & Technology Co. Ltd. - H Shares | | | | | 182,676 | | | | | | 0.0 | | |
6,500 | | | AVIC Helicopter Co. Ltd. - A Shares | | | | | 53,040 | | | | | | 0.0 | | |
29,132 (1) | | | Baidu, Inc. ADR | | | | | 5,940,015 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
202,600 | | | Bank of Beijing Co. Ltd. - A Shares | | | | $ | 152,694 | | | | | | 0.0 | | |
26,400 | | | Bank of Chengdu Co. Ltd. - A Shares | | | | | 51,671 | | | | | | 0.0 | | |
185,400 | | | Bank of China Ltd. - A Shares | | | | | 88,368 | | | | | | 0.0 | | |
8,529,000 | | | Bank of China Ltd. - H Shares | | | | | 3,062,445 | | | | | | 0.3 | | |
204,000 | | | Bank of Communications Co. Ltd. - A Shares | | | | | 154,682 | | | | | | 0.0 | | |
996,000 | | | Bank of Communications Co., Ltd. - H Shares | | | | | 669,041 | | | | | | 0.1 | | |
46,126 | | | Bank of Hangzhou Co. Ltd. - A Shares | | | | | 105,300 | | | | | | 0.0 | | |
101,270 | | | Bank of Jiangsu Co. Ltd. - A Shares | | | | | 111,323 | | | | | | 0.0 | | |
88,957 | | | Bank of Nanjing Co. Ltd. - A Shares | | | | | 144,830 | | | | | | 0.0 | | |
41,300 | | | Bank of Ningbo Co. Ltd. - A Shares | | | | | 248,964 | | | | | | 0.0 | | |
129,800 | | | Bank of Shanghai Co. Ltd. - A Shares | | | | | 164,690 | | | | | | 0.0 | | |
155,300 | | | Baoshan Iron & Steel Co. Ltd. - A Shares | | | | | 183,554 | | | | | | 0.0 | | |
6,448 (1) | | | Baozun, Inc. ADR | | | | | 228,517 | | | | | | 0.0 | | |
125,300 | | | BBMG Corp. - A Shares | | | | | 52,157 | | | | | | 0.0 | | |
4,946 (1) | | | BeiGene Ltd. ADR | | | | | 1,697,418 | | | | | | 0.2 | | |
228,000 (1) | | | Beijing Capital International Airport Co., Ltd. - H Shares | | | | | 151,419 | | | | | | 0.0 | | |
36,600 | | | Beijing Enlight Media Co. Ltd. - A Shares | | | | | 61,213 | | | | | | 0.0 | | |
54,000 | | | Beijing Enterprises Holdings Ltd. | | | | | 191,586 | | | | | | 0.0 | | |
550,000 | | | Beijing Enterprises Water Group Ltd. | | | | | 208,383 | | | | | | 0.0 | | |
10,600 | | | Beijing New Building Materials PLC - A Shares | | | | | 64,377 | | | | | | 0.0 | | |
11,060 | | | Beijing Shiji Information Technology Co. Ltd. - A Shares | | | | | 40,216 | | | | | | 0.0 | | |
6,900 | | | Beijing Shunxin Agriculture Co. Ltd. - A Shares | | | | | 45,042 | | | | | | 0.0 | | |
17,800 | | | Beijing Sinnet Technology Co. Ltd. - A Shares | | | | | 39,593 | | | | | | 0.0 | | |
10,980 | | | Beijing Tiantan Biological Products Corp. Ltd. - A Shares | | | | | 58,189 | | | | | | 0.0 | | |
357,800 | | | Beijing-Shanghai High Speed Railway Co. Ltd. - A Shares | | | | | 292,800 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
2,900 | | | Betta Pharmaceuticals Co. Ltd. - A Shares | | | | $ | 48,513 | | | | | | 0.0 | | |
3,100 | | | BGI Genomics Co. Ltd. - A Shares | | | | | 56,877 | | | | | | 0.0 | | |
17,445 (1) | | | Bilibili, Inc. ADR | | | | | 2,125,499 | | | | | | 0.2 | | |
241,800 | | | BOE Technology Group Co. Ltd. - A Shares | | | | | 233,432 | | | | | | 0.0 | | |
362,000 | | | Bosideng International Holdings Ltd. | | | | | 258,663 | | | | | | 0.0 | | |
308,000 (3) | | | Brilliance China Automotive Holdings Ltd. | | | | | 289,582 | | | | | | 0.1 | | |
4,960 (1) | | | Burning Rock Biotech Ltd. ADR | | | | | 146,122 | | | | | | 0.0 | | |
13,700 | | | BYD Co. Ltd. - A Shares | | | | | 530,163 | | | | | | 0.1 | | |
83,000 | | | Byd Co., Ltd. - H Shares | | | | | 2,491,351 | | | | | | 0.3 | | |
72,500 (4) | | | BYD Electronic International Co. Ltd. | | | | | 476,550 | | | | | | 0.1 | | |
12,000 | | | By-health Co. Ltd. - A Shares | | | | | 61,059 | | | | | | 0.0 | | |
48,400 | | | Caitong Securities Co. Ltd. - A Shares | | | | | 78,482 | | | | | | 0.0 | | |
800 (1) | | | CanSino Biologics, Inc. - A Shares | | | | | 96,054 | | | | | | 0.0 | | |
8,400 (1)(2)(4) | | | CanSino Biologics, Inc. - H Shares | | | | | 446,158 | | | | | | 0.1 | | |
1,098,000 (2) | | | CGN Power Co. Ltd. - H Shares | | | | | 244,533 | | | | | | 0.0 | | |
2,700 | | | Changchun High & New Technology Industry Group, Inc. - A Shares | | | | | 161,541 | | | | | | 0.0 | | |
39,800 | | | Changjiang Securities Co. Ltd. - A Shares | | | | | 45,049 | | | | | | 0.0 | | |
2,100 | | | Changzhou Xingyu Automotive Lighting Systems Co. Ltd. - A Shares | | | | | 73,289 | | | | | | 0.0 | | |
11,300 | | | Chaozhou Three-Circle Group Co. Ltd. - A Shares | | | | | 74,116 | | | | | | 0.0 | | |
22,000 (1) | | | Chifeng Jilong Gold Mining Co. Ltd. - A Shares | | | | | 51,063 | | | | | | 0.0 | | |
151,000 | | | China Aoyuan Group Ltd. | | | | | 127,526 | | | | | | 0.0 | | |
17,000 | | | China Avionics Systems Co. Ltd. - A Shares | | | | | 43,508 | | | | | | 0.0 | | |
277,500 (2) | | | China Bohai Bank Co. Ltd. - H Shares | | | | | 96,142 | | | | | | 0.0 | | |
1,020,000 | | | China Cinda Asset Management Co. Ltd. - H Shares | | | | | 194,325 | | | | | | 0.0 | | |
1,007,000 | | | China CITIC Bank Corp. Ltd. - H Shares | | | | | 476,773 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
316,000 | | | China Communications Services Corp., Ltd. - H Shares | | | | $ | 157,797 | | | | | | 0.0 | | |
170,500 | | | China Conch Venture Holdings Ltd. | | | | | 717,389 | | | | | | 0.1 | | |
52,700 | | | China Construction Bank Corp. - A Shares | | | | | 54,238 | | | | | | 0.0 | | |
10,377,000 | | | China Construction Bank - H Shares | | | | | 8,142,870 | | | | | | 0.9 | | |
28,800 (1) | | | China CSSC Holdings Ltd. - A Shares | | | | | 73,606 | | | | | | 0.0 | | |
67,000 (2) | | | China East Education Holdings Ltd. | | | | | 105,204 | | | | | | 0.0 | | |
65,400 | | | China Eastern Airlines Corp. Ltd. - A Shares | | | | | 51,428 | | | | | | 0.0 | | |
89,000 | | | China Education Group Holdings Ltd. | | | | | 198,516 | | | | | | 0.0 | | |
243,400 | | | China Everbright Bank Co. Ltd. - A Shares | | | | | 142,376 | | | | | | 0.0 | | |
361,000 | | | China Everbright Bank Co. Ltd. - H Shares | | | | | 147,378 | | | | | | 0.0 | | |
428,000 | | | China Everbright Environment Group Ltd. | | | | | 242,544 | | | | | | 0.0 | | |
122,000 | | | China Everbright Ltd. | | | | | 143,439 | | | | | | 0.0 | | |
214,000 (4) | | | China Evergrande Group | | | | | 278,324 | | | | | | 0.0 | | |
378,000 (2) | | | China Feihe Ltd. | | | | | 814,977 | | | | | | 0.1 | | |
443,000 | | | China Galaxy Securities Co. Ltd. - H Shares | | | | | 263,951 | | | | | | 0.0 | | |
334,200 | | | China Gas Holdings Ltd. | | | | | 1,018,073 | | | | | | 0.1 | | |
20,300 | | | China Greatwall Technology Group Co. Ltd. - A Shares | | | | | 45,800 | | | | | | 0.0 | | |
242,000 | | | China Hongqiao Group Ltd. | | | | | 327,693 | | | | | | 0.1 | | |
919,000 (2)(3) | | | China Huarong Asset Management Co. Ltd. - H Shares | | | | | 120,729 | | | | | | 0.0 | | |
480,000 (1)(3) | | | China Huishan Dairy Holdings Co. Ltd. | | | | | — | | | | | | — | | |
5,300 (1) | | | China International Capital Corp. Ltd. - A Shares | | | | | 50,360 | | | | | | 0.0 | | |
153,600 (2) | | | China International Capital Corp. Ltd. - H Shares | | | | | 413,064 | | | | | | 0.1 | | |
652,000 | | | China Jinmao Holdings Group Ltd. | | | | | 218,153 | | | | | | 0.0 | | |
29,603 | | | China Jushi Co. Ltd. - A Shares | | | | | 70,971 | | | | | | 0.0 | | |
125,000 | | | China Lesso Group Holdings Ltd. | | | | | 308,584 | | | | | | 0.1 | | |
21,900 | | | China Life Insurance Co. Ltd. - A Shares | | | | | 114,736 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
801,000 | | | China Life Insurance Co., Ltd. - H Shares | | | | $ | 1,588,078 | | | | | | 0.2 | | |
43,400 (1)(2)(4) | | | China Literature Ltd. - H Shares | | | | | 483,309 | | | | | | 0.1 | | |
356,000 | | | China Longyuan Power Group Corp. Ltd. - H Shares | | | | | 612,929 | | | | | | 0.1 | | |
150,000 | | | China Medical System Holdings Ltd. | | | | | 394,264 | | | | | | 0.1 | | |
62,000 | | | China Meidong Auto Holdings Ltd. | | | | | 337,766 | | | | | | 0.1 | | |
335,000 | | | China Mengniu Dairy Co., Ltd. | | | | | 2,023,820 | | | | | | 0.2 | | |
146,300 | | | China Merchants Bank Co. Ltd. - A Shares | | | | | 1,226,205 | | | | | | 0.1 | | |
413,380 | | | China Merchants Bank Co., Ltd. - H Shares | | | | | 3,521,251 | | | | | | 0.4 | | |
74,280 | | | China Merchants Energy Shipping Co. Ltd. - A Shares | | | | | 53,107 | | | | | | 0.0 | | |
161,277 | | | China Merchants Port Holdings Co. Ltd. | | | | | 235,538 | | | | | | 0.0 | | |
56,670 | | | China Merchants Securities Co. Ltd. - A Shares | | | | | 166,674 | | | | | | 0.0 | | |
61,700 | | | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | | | | | 104,553 | | | | | | 0.0 | | |
190,280 | | | China Minsheng Banking Corp. Ltd. - A Shares | | | | | 129,830 | | | | | | 0.0 | | |
653,100 | | | China Minsheng Banking Corp. Ltd. - H Shares | | | | | 312,647 | | | | | | 0.1 | | |
109,000 | | | China Molybdenum Co. Ltd. - A Shares | | | | | 86,895 | | | | | | 0.0 | | |
375,000 | | | China Molybdenum Co. Ltd. - H Shares | | | | | 222,211 | | | | | | 0.0 | | |
418,000 | | | China National Building Material Co., Ltd. - H Shares | | | | | 490,830 | | | | | | 0.1 | | |
46,600 | | | China National Chemical Engineering Co. Ltd. - A Shares | | | | | 63,117 | | | | | | 0.0 | | |
95,800 | | | China National Nuclear Power Co. Ltd. - A Shares | | | | | 75,029 | | | | | | 0.0 | | |
5,400 | | | China National Software & Service Co. Ltd. - A Shares | | | | | 47,541 | | | | | | 0.0 | | |
21,600 | | | China Northern Rare Earth Group High-Tech Co. Ltd. - A Shares | | | | | 69,074 | | | | | | 0.0 | | |
208,000 | | | China Oilfield Services Ltd. - H Shares | | | | | 186,336 | | | | | | 0.0 | | |
410,000 | | | China Overseas Land & Investment Ltd. | | | | | 929,726 | | | | | | 0.1 | | |
150,000 | | | China Overseas Property Holdings Ltd. | | | | | 160,461 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
51,103 | | | China Pacific Insurance Group Co. Ltd. - A Shares | | | | $ | 228,846 | | | | | | 0.0 | | |
281,200 | | | China Pacific Insurance Group Co., Ltd. - H Shares | | | | | 883,324 | | | | | | 0.1 | | |
127,700 | | | China Petroleum & Chemical Corp. - A Shares | | | | | 86,209 | | | | | | 0.0 | | |
2,663,600 | | | China Petroleum & Chemical Corp. - H Shares | | | | | 1,353,802 | | | | | | 0.2 | | |
552,000 | | | China Power International Development Ltd. - H Shares | | | | | 120,818 | | | | | | 0.0 | | |
93,700 | | | China Railway Group Ltd. - A Shares | | | | | 75,974 | | | | | | 0.0 | | |
433,000 | | | China Railway Group Ltd. - H Shares | | | | | 225,712 | | | | | | 0.0 | | |
158,000 | | | China Resources Beer Holdings Co Ltd. | | | | | 1,417,015 | | | | | | 0.2 | | |
284,000 | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 269,839 | | | | | | 0.0 | | |
100,000 | | | China Resources Gas Group Ltd. | | | | | 599,719 | | | | | | 0.1 | | |
346,444 | | | China Resources Land Ltd. | | | | | 1,399,219 | | | | | | 0.2 | | |
181,500 (2) | | | China Resources Pharmaceutical Group Ltd. | | | | | 113,031 | | | | | | 0.0 | | |
212,000 | | | China Resources Power Holdings Co. | | | | | 289,610 | | | | | | 0.0 | | |
12,800 | | | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | | | | | 52,993 | | | | | | 0.0 | | |
35,200 (2) | | | China Resources Mixc Lifestyle Services Ltd. | | | | | 241,081 | | | | | | 0.0 | | |
30,270 | | | China Shenhua Energy Co. Ltd. - A Shares | | | | | 91,374 | | | | | | 0.0 | | |
379,000 | | | China Shenhua Energy Co., Ltd. - H Shares | | | | | 742,387 | | | | | | 0.1 | | |
118,700 (1) | | | China Shipbuilding Industry Co. Ltd. - A Shares | | | | | 75,661 | | | | | | 0.0 | | |
40,100 (1) | | | China Southern Airlines Co. Ltd. - A Shares | | | | | 37,371 | | | | | | 0.0 | | |
198,000 (1)(4) | | | China Southern Airlines Co., Ltd. - H Shares | | | | | 122,886 | | | | | | 0.0 | | |
303,740 | | | China State Construction Engineering Corp. Ltd. - A Shares | | | | | 218,562 | | | | | | 0.0 | | |
242,000 | | | China State Construction International Holdings Ltd. | | | | | 164,998 | | | | | | 0.0 | | |
180,828 | | | China Taiping Insurance Holdings Co., Ltd. | | | | | 300,606 | | | | | | 0.0 | | |
12,712 | | | China Tourism Group Duty Free Corp. Ltd. - A Shares | | | | | 589,626 | | | | | | 0.1 | | |
4,714,000 (2) | | | China Tower Corp. Ltd. - H Shares | | | | | 649,137 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
326,000 | | | China Traditional Chinese Medicine Holdings Co. Ltd. | | | | $ | 223,339 | | | | | | 0.0 | | |
70,500 | | | China Vanke Co. Ltd. - A Shares | | | | | 259,518 | | | | | | 0.0 | | |
178,700 | | | China Vanke Co. Ltd. - H Shares | | | | | 558,529 | | | | | | 0.1 | | |
154,800 | | | China Yangtze Power Co. Ltd. - A Shares | | | | | 494,503 | | | | | | 0.1 | | |
1,504,000 (1) | | | China Youzan Ltd. | | | | | 286,245 | | | | | | 0.0 | | |
144,000 (2) | | | China Yuhua Education Corp. Ltd. | | | | | 130,510 | | | | | | 0.0 | | |
9,656 (1) | | | Chindata Group Holdings Ltd. ADR | | | | | 145,709 | | | | | | 0.0 | | |
3,300 (1) | | | Chongqing Brewery Co. Ltd. - A Shares | | | | | 101,001 | | | | | | 0.0 | | |
27,500 (1) | | | Chongqing Changan Automobile Co. Ltd. - A Shares | | | | | 111,758 | | | | | | 0.0 | | |
286,000 | | | Chongqing Rural Commercial Bank Co. Ltd. - H Shares | | | | | 113,022 | | | | | | 0.0 | | |
10,500 | | | Chongqing Zhifei Biological Products Co. Ltd. - A Shares | | | | | 302,966 | | | | | | 0.0 | | |
372,000 | | | CIFI Holdings Group Co. Ltd. | | | | | 290,170 | | | | | | 0.0 | | |
621,000 | | | CITIC Ltd. | | | | | 668,688 | | | | | | 0.1 | | |
89,100 | | | CITIC Securities Co. Ltd. - A Shares | | | | | 343,632 | | | | | | 0.1 | | |
223,000 | | | CITIC Securities Co. Ltd. - H Shares | | | | | 558,762 | | | | | | 0.1 | | |
15,100 | | | Contemporary Amperex Technology Co. Ltd. - A Shares | | | | | 1,245,717 | | | | | | 0.1 | | |
60,200 (1) | | | COSCO SHIPPING Holdings Co. Ltd. - A Shares | | | | | 284,405 | | | | | | 0.0 | | |
295,500 (1) | | | COSCO Shipping Holdings Co., Ltd. - H Shares | | | | | 742,554 | | | | | | 0.1 | | |
214,000 | | | COSCO Shipping Ports, Ltd. | | | | | 167,085 | | | | | | 0.0 | | |
794,133 | | | Country Garden Holdings Co. Ltd. | | | | | 888,849 | | | | | | 0.1 | | |
159,000 | | | Country Garden Services Holdings Co. Ltd. - H Shares | | | | | 1,715,609 | | | | | | 0.2 | | |
26,800 | | | CSC Financial Co. Ltd. - A Shares | | | | | 130,189 | | | | | | 0.0 | | |
969,360 | | | CSPC Pharmaceutical Group Ltd. | | | | | 1,400,195 | | | | | | 0.2 | | |
6,578 (1) | | | Dada Nexus Ltd. ADR | | | | | 190,828 | | | | | | 0.0 | | |
267,000 (2) | | | Dali Foods Group Co. Ltd. | | | | | 159,217 | | | | | | 0.0 | | |
5,694 (1) | | | Daqo New Energy Corp. ADR | | | | | 370,224 | | | | | | 0.1 | | |
6,960 | | | DaShenLin Pharmaceutical Group Co. Ltd. - A Shares | | | | | 55,054 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
27,500 | | | Dongfang Electric Corp. Ltd. - A Shares | | | | $ | 46,656 | | | | | | 0.0 | | |
302,000 | | | Dongfeng Motor Group Co., Ltd. - H Shares | | | | | 271,085 | | | | | | 0.0 | | |
24,100 | | | Dongxing Securities Co. Ltd. - A Shares | | | | | 40,723 | | | | | | 0.0 | | |
11,037 (1) | | | DouYu International Holdings Ltd. ADR | | | | | 75,493 | | | | | | 0.0 | | |
70,080 | | | East Money Information Co. Ltd. - A Shares | | | | | 354,843 | | | | | | 0.1 | | |
2,900 | | | Ecovacs Robotics Co. Ltd. - A Shares | | | | | 102,271 | | | | | | 0.0 | | |
85,700 | | | ENN Energy Holdings Ltd. | | | | | 1,628,792 | | | | | | 0.2 | | |
12,145 | | | Eve Energy Co. Ltd. - A Shares | | | | | 195,005 | | | | | | 0.0 | | |
80,000 | | | Ever Sunshine Lifestyle Services Group Ltd. | | | | | 198,614 | | | | | | 0.0 | | |
30,600 | | | Everbright Securities Co. Ltd. - A Shares | | | | | 84,695 | | | | | | 0.0 | | |
41,200 | | | Fangda Carbon New Material Co. Ltd. - A Shares | | | | | 47,437 | | | | | | 0.0 | | |
212,000 (4) | | | Far East Horizon Ltd. | | | | | 221,829 | | | | | | 0.0 | | |
15,400 | | | Fiberhome Telecommunication Technologies Co. Ltd. - A Shares | | | | | 44,366 | | | | | | 0.0 | | |
43,000 | | | First Capital Securities Co. Ltd. - A Shares | | | | | 47,463 | | | | | | 0.0 | | |
47,000 (4) | | | Flat Glass Group Co. Ltd. - H Shares | | | | | 193,561 | | | | | | 0.0 | | |
100,000 | | | Focus Media Information Technology Co. Ltd. - A Shares | | | | | 145,408 | | | | | | 0.0 | | |
23,708 | | | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | | | | | 472,591 | | | | | | 0.1 | | |
284,468 | | | Fosun International Ltd. | | | | | 408,861 | | | | | | 0.1 | | |
56,000 (1) | | | Founder Securities Co. Ltd. - A Shares | | | | | 81,055 | | | | | | 0.0 | | |
58,500 | | | Foxconn Industrial Internet Co. Ltd. - A Shares | | | | | 112,292 | | | | | | 0.0 | | |
1,900 | | | Fu Jian Anjoy Foods Co. Ltd. - A Shares | | | | | 74,572 | | | | | | 0.0 | | |
10,400 | | | Fuyao Glass Industry Group Co. Ltd. - A Shares | | | | | 89,760 | | | | | | 0.0 | | |
69,600 (2) | | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | | 489,981 | | | | | | 0.1 | | |
7,200 | | | Ganfeng Lithium Co. Ltd. - A Shares | | | | | 134,441 | | | | | | 0.0 | | |
27,400 (2) | | | Ganfeng Lithium Co. Ltd.- H Shares | | | | | 409,198 | | | | | | 0.1 | | |
13,682 (1)(4) | | | Gaotu Techedu, Inc. ADR | | | | | 202,083 | | | | | | 0.0 | | |
9,644 (1) | | | GDS Holdings Ltd. ADR | | | | | 756,958 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
638,000 | | | Geely Automobile Holdings Ltd. | | | | $ | 2,003,804 | | | | | | 0.2 | | |
33,200 | | | GEM Co. Ltd. - A Shares | | | | | 47,913 | | | | | | 0.0 | | |
43,900 | | | Gemdale Corp. - A Shares | | | | | 69,591 | | | | | | 0.0 | | |
124,000 (1) | | | Genscript Biotech Corp. - H Shares | | | | | 540,877 | | | | | | 0.1 | | |
37,300 | | | GF Securities Co. Ltd. - A Shares | | | | | 87,350 | | | | | | 0.0 | | |
133,200 | | | GF Securities Co. Ltd. - H Shares | | | | | 172,423 | | | | | | 0.0 | | |
4,060 | | | Gigadevice Semiconductor Beijing, Inc. - A Shares | | | | | 117,885 | | | | | | 0.0 | | |
21,600 | | | GoerTek, Inc. - A Shares | | | | | 142,703 | | | | | | 0.0 | | |
1,337,000 (1) | | | GOME Retail Holdings Ltd. | | | | | 171,540 | | | | | | 0.0 | | |
11,200 (1) | | | Gotion High-tech Co. Ltd. - A Shares | | | | | 75,411 | | | | | | 0.0 | | |
334,500 | | | Great Wall Motor Co. Ltd. - H Shares | | | | | 1,077,937 | | | | | | 0.1 | | |
16,600 | | | Great Wall Motor Co. Ltd. - A Shares | | | | | 111,638 | | | | | | 0.0 | | |
83,200 | | | Greenland Holdings Corp. Ltd. - A Shares | | | | | 70,193 | | | | | | 0.0 | | |
98,500 (4) | | | Greentown China Holdings Ltd. - H Shares | | | | | 151,982 | | | | | | 0.0 | | |
162,000 | | | Greentown Service Group Co. Ltd. | | | | | 251,629 | | | | | | 0.0 | | |
22,600 | | | GRG Banking Equipment Co. Ltd. - A Shares | | | | | 45,507 | | | | | | 0.0 | | |
11,700 | | | Guangdong Haid Group Co. Ltd. - A Shares | | | | | 147,618 | | | | | | 0.0 | | |
324,000 | | | Guangdong Investment Ltd. | | | | | 465,366 | | | | | | 0.1 | | |
1,800 | | | Guangdong Kinlong Hardware Products Co. Ltd. - A Shares | | | | | 53,988 | | | | | | 0.0 | | |
329,200 | | | Guangzhou Automobile Group Co. Ltd. - H Shares | | | | | 295,476 | | | | | | 0.0 | | |
9,300 | | | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. - A Shares | | | | | 48,712 | | | | | | 0.0 | | |
30,600 | | | Guangzhou Haige Communications Group, Inc. Co. - A Shares | | | | | 44,780 | | | | | | 0.0 | | |
3,200 | | | Guangzhou Kingmed Diagnostics Group Co. Ltd. - A Shares | | | | | 79,040 | | | | | | 0.0 | | |
189,600 | | | Guangzhou R&F Properties Co., Ltd. - H Shares | | | | | 216,536 | | | | | | 0.0 | | |
4,500 | | | Guangzhou Shiyuan Electronic Technology Co. Ltd. - A Shares | | | | | 86,532 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
7,170 | | | Guangzhou Tinci Materials Technology Co. Ltd. - A Shares | | | | $ | 118,104 | | | | | | 0.0 | | |
4,290 | | | Guangzhou Wondfo Biotech Co. Ltd. - A Shares | | | | | 42,938 | | | | | | 0.0 | | |
23,900 | | | Guosen Securities Co. Ltd. - A Shares | | | | | 39,738 | | | | | | 0.0 | | |
46,600 | | | Guotai Junan Securities Co. Ltd. - A Shares | | | | | 123,544 | | | | | | 0.0 | | |
40,040 | | | Guoyuan Securities Co. Ltd. - A Shares | | | | | 49,358 | | | | | | 0.0 | | |
112,000 (2)(4) | | | Haidilao International Holding Ltd. | | | | | 589,756 | | | | | | 0.1 | | |
43,400 | | | Haier Smart Home Co. Ltd. - A Shares | | | | | 174,053 | | | | | | 0.0 | | |
211,800 (1) | | | Haier Smart Home Co. Ltd. - H Shares | | | | | 738,671 | | | | | | 0.1 | | |
72,000 | | | Haitian International Holdings Ltd. | | | | | 241,117 | | | | | | 0.0 | | |
65,300 | | | Haitong Securities Co. Ltd. - A Shares | | | | | 116,125 | | | | | | 0.0 | | |
283,600 | | | Haitong Securities Co. Ltd. - H Shares | | | | | 248,340 | | | | | | 0.0 | | |
1,908,000 (1)(3)(5) | | | Hanergy Mobile Energy Holding Group Co Ltd. | | | | | — | | | | | | — | | |
5,800 | | | Hangzhou First Applied Material Co. Ltd. - A Shares | | | | | 94,363 | | | | | | 0.0 | | |
7,400 | | | Hangzhou Robam Appliances Co. Ltd. - A Shares | | | | | 53,239 | | | | | | 0.0 | | |
9,700 | | | Hangzhou Silan Microelectronics Co. Ltd. - A Shares | | | | | 84,593 | | | | | | 0.0 | | |
3,100 | | | Hangzhou Tigermed Consulting Co. Ltd. - A Shares | | | | | 92,544 | | | | | | 0.0 | | |
13,000 (2) | | | Hangzhou Tigermed Consulting Co. Ltd. - H Shares | | | | | 304,681 | | | | | | 0.1 | | |
132,000 (2) | | | Hansoh Pharmaceutical Group Co. Ltd. | | | | | 576,792 | | | | | | 0.1 | | |
6,000 | | | Hefei Meiya Optoelectronic Technology, Inc. - A Shares | | | | | 51,750 | | | | | | 0.0 | | |
20,600 | | | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | | | | | 101,295 | | | | | | 0.0 | | |
72,500 | | | Hengan International Group Co., Ltd. | | | | | 485,134 | | | | | | 0.1 | | |
38,620 | | | Hengli Petrochemical Co. Ltd. - A Shares | | | | | 156,834 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
308,000 (1)(4) | | | HengTen Networks Group Ltd. | | | | $ | 246,121 | | | | | | 0.0 | | |
28,470 | | | Hengyi Petrochemical Co. Ltd. - A Shares | | | | | 52,634 | | | | | | 0.0 | | |
149,700 (1) | | | Hesteel Co. Ltd. - A Shares | | | | | 57,004 | | | | | | 0.0 | | |
4,100 | | | Hithink RoyalFlush Information Network Co. Ltd. - A Shares | | | | | 71,438 | | | | | | 0.0 | | |
69,200 | | | Hopson Development Holdings Ltd. | | | | | 317,143 | | | | | | 0.1 | | |
56,000 (1)(2) | | | Hua Hong Semiconductor Ltd. | | | | | 309,159 | | | | | | 0.1 | | |
10,440 | | | Huadong Medicine Co. Ltd. - A Shares | | | | | 74,162 | | | | | | 0.0 | | |
33,700 | | | Huafon Chemical Co. Ltd. - A Shares | | | | | 73,995 | | | | | | 0.0 | | |
14,330 | | | Hualan Biological Engineering, Inc. - A Shares | | | | | 81,281 | | | | | | 0.0 | | |
434,000 | | | Huaneng Power International, Inc. - H Shares | | | | | 169,752 | | | | | | 0.0 | | |
43,100 | | | Huatai Securities Co. Ltd. - A Shares | | | | | 105,305 | | | | | | 0.0 | | |
157,600 (2) | | | Huatai Securities Co. Ltd. - H Shares | | | | | 231,178 | | | | | | 0.0 | | |
39,100 | | | Huaxi Securities Co. Ltd. - A Shares | | | | | 58,228 | | | | | | 0.0 | | |
118,700 | | | Huaxia Bank Co. Ltd. - A Shares | | | | | 113,722 | | | | | | 0.0 | | |
18,200 | | | Huaxin Cement Co. Ltd. - A Shares | | | | | 49,486 | | | | | | 0.0 | | |
20,000 | | | Huayu Automotive Systems Co. Ltd. - A Shares | | | | | 81,300 | | | | | | 0.0 | | |
18,830 (1) | | | Huazhu Group Ltd. ADR | | | | | 994,412 | | | | | | 0.1 | | |
3,300 | | | Huizhou Desay Sv Automotive Co. Ltd. - A Shares | | | | | 56,105 | | | | | | 0.0 | | |
10,600 | | | Humanwell Healthcare Group Co. Ltd. - A Shares | | | | | 46,377 | | | | | | 0.0 | | |
41,200 | | | Hunan Valin Steel Co. Ltd. - A Shares | | | | | 42,059 | | | | | | 0.0 | | |
8,350 | | | Hundsun Technologies, Inc. - A Shares | | | | | 120,299 | | | | | | 0.0 | | |
9,195 (1) | | | Hutchmed China Ltd. ADR | | | | | 361,088 | | | | | | 0.1 | | |
9,321 (1)(4) | | | HUYA, Inc. ADR | | | | | 164,516 | | | | | | 0.0 | | |
14,600 | | | Iflytek Co. Ltd. - A Shares | | | | | 152,460 | | | | | | 0.0 | | |
3,544 (1) | | | I-Mab ADR | | | | | 297,519 | | | | | | 0.0 | | |
391,000 | | | Industrial & Commercial Bank of China Ltd. - A Shares | | | | | 312,893 | | | | | | 0.1 | | |
6,110,000 | | | Industrial & Commercial Bank of China - H Shares | | | | | 3,580,577 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
138,900 | | | Industrial Bank Co. Ltd. - A Shares | | | | $ | 441,598 | | | | | | 0.1 | | |
46,400 | | | Industrial Securities Co. Ltd. - A Shares - A Shares | | | | | 69,300 | | | | | | 0.0 | | |
4,200 | | | Ingenic Semiconductor Co. Ltd. - A Shares | | | | | 65,542 | | | | | | 0.0 | | |
335,300 (1) | | | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | | | | | 80,403 | | | | | | 0.0 | | |
48,400 | | | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. - A Shares | | | | | 38,116 | | | | | | 0.0 | | |
42,800 | | | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares - XSSC | | | | | 243,573 | | | | | | 0.0 | | |
125,000 (1)(2) | | | Innovent Biologics, Inc. | | | | | 1,458,107 | | | | | | 0.2 | | |
9,968 | | | Inspur Electronic Information Industry Co. Ltd. - A Shares | | | | | 43,330 | | | | | | 0.0 | | |
3,100 | | | Intco Medical Technology Co. Ltd. - A Shares | | | | | 59,875 | | | | | | 0.0 | | |
30,742 (1) | | | iQIYI, Inc. ADR | | | | | 478,960 | | | | | | 0.1 | | |
8,600 (1) | | | JA Solar Technology Co. Ltd. - A Shares | | | | | 65,100 | | | | | | 0.0 | | |
5,380 | | | Jafron Biomedical Co. Ltd. - A Shares | | | | | 71,829 | | | | | | 0.0 | | |
4,300 | | | Jason Furniture Hangzhou Co. Ltd. - A Shares | | | | | 51,438 | | | | | | 0.0 | | |
8,900 (1) | | | JCET Group Co. Ltd. - A Shares | | | | | 51,830 | | | | | | 0.0 | | |
31,250 (1)(2) | | | JD Health International, Inc. - H Shares | | | | | 446,344 | | | | | | 0.1 | | |
93,467 (1) | | | JD.com, Inc. ADR | | | | | 7,459,601 | | | | | | 0.8 | | |
22,900 | | | Jiangsu Eastern Shenghong Co. Ltd. - A Shares | | | | | 74,049 | | | | | | 0.0 | | |
150,000 | | | Jiangsu Expressway Co. Ltd. - H Shares | | | | | 169,765 | | | | | | 0.0 | | |
8,220 | | | Jiangsu Hengli Hydraulic Co. Ltd. - A Shares | | | | | 109,165 | | | | | | 0.0 | | |
43,977 | | | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | | | | | 461,987 | | | | | | 0.1 | | |
7,800 | | | Jiangsu King’s Luck Brewery JSC Ltd. - A Shares | | | | | 65,357 | | | | | | 0.0 | | |
24,100 | | | Jiangsu Shagang Co. Ltd. - A Shares | | | | | 40,707 | | | | | | 0.0 | | |
9,776 | | | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | | | | | 313,283 | | | | | | 0.1 | | |
12,100 | | | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. - A Shares | | | | | 71,340 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
40,600 | | | Jiangsu Zhongnan Construction Group Co. Ltd. - A Shares | | | | $ | 37,189 | | | | | | 0.0 | | |
35,200 | | | Jiangsu Zhongtian Technology Co. Ltd. - A Shares | | | | | 54,473 | | | | | | 0.0 | | |
147,000 | | | Jiangxi Copper Co., Ltd. - H Shares | | | | | 300,201 | | | | | | 0.0 | | |
22,500 | | | Jiangxi Zhengbang Technology Co. Ltd. - A Shares | | | | | 41,590 | | | | | | 0.0 | | |
144,000 (2)(4) | | | Jinxin Fertility Group Ltd. | | | | | 362,941 | | | | | | 0.1 | | |
2,400 | | | JiuGui Liquor Co. Ltd. - A Shares | | | | | 94,815 | | | | | | 0.0 | | |
78,000 (2) | | | Jiumaojiu International Holdings Ltd. | | | | | 318,809 | | | | | | 0.1 | | |
16,200 | | | Jointown Pharmaceutical Group Co. Ltd. - A Shares | | | | | 38,521 | | | | | | 0.0 | | |
9,300 | | | Jonjee Hi-Tech Industrial And Commercial Holding Co. Ltd. - A Shares | | | | | 60,474 | | | | | | 0.0 | | |
6,378 | | | JOYY, Inc. ADR | | | | | 420,757 | | | | | | 0.1 | | |
3,800 | | | Juewei Food Co. Ltd. - A Shares | | | | | 49,545 | | | | | | 0.0 | | |
345,000 | | | Kaisa Group Holdings Ltd. - H Shares | | | | | 130,453 | | | | | | 0.0 | | |
38,324 (1) | | | KE Holdings, Inc. ADR | | | | | 1,827,288 | | | | | | 0.2 | | |
72,500 | | | Kingboard Holdings Ltd. | | | | | 401,962 | | | | | | 0.1 | | |
112,000 | | | Kingboard Laminates Holdings Ltd. | | | | | 251,492 | | | | | | 0.0 | | |
278,000 | | | Kingdee International Software Group Co., Ltd. | | | | | 941,548 | | | | | | 0.1 | | |
22,500 | | | Kingfa Sci & Tech Co. Ltd. - A Shares | | | | | 72,560 | | | | | | 0.0 | | |
5,966 (1) | | | Kingsoft Cloud Holdings Ltd. ADR | | | | | 202,426 | | | | | | 0.0 | | |
102,400 | | | Kingsoft Corp. Ltd. | | | | | 613,263 | | | | | | 0.1 | | |
29,400 (1)(2) | | | Kuaishou Technology | | | | | 739,388 | | | | | | 0.1 | | |
18,900 (1) | | | Kuang-Chi Technologies Co. Ltd. - A Shares | | | | | 60,900 | | | | | | 0.0 | | |
436,000 | | | Kunlun Energy Co. Ltd. | | | | | 401,377 | | | | | | 0.1 | | |
14,400 | | | Kunlun Tech Co. Ltd. - A Shares | | | | | 36,453 | | | | | | 0.0 | | |
8,500 | | | Kweichow Moutai Co. Ltd. - A Shares (Nth SSE-SEHK) | | | | | 2,703,711 | | | | | | 0.3 | | |
146,000 | | | KWG Group Holdings Ltd. | | | | | 195,259 | | | | | | 0.0 | | |
162,000 | | | Lee & Man Paper Manufacturing Ltd. | | | | | 123,304 | | | | | | 0.0 | | |
780,000 | | | Lenovo Group Ltd. | | | | | 895,753 | | | | | | 0.1 | | |
34,700 | | | Lens Technology Co. Ltd. - A Shares | | | | | 157,790 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
12,100 | | | Lepu Medical Technology Beijing Co. Ltd. - A Shares | | | | $ | 60,106 | | | | | | 0.0 | | |
51,092 (1) | | | Li Auto, Inc. ADR | | | | | 1,785,154 | | | | | | 0.2 | | |
240,500 | | | Li Ning Co. Ltd. | | | | | 2,933,694 | | | | | | 0.3 | | |
12,600 | | | Liaoning Cheng Da Co. Ltd. - A Shares | | | | | 40,589 | | | | | | 0.0 | | |
62,700 | | | Lingyi iTech Guangdong Co. - A Shres - A Shares | | | | | 89,114 | | | | | | 0.0 | | |
157,000 | | | Logan Group Co. Ltd. | | | | | 234,841 | | | | | | 0.0 | | |
16,500 | | | Lomon Billions Group Co. Ltd. - A Shares | | | | | 88,101 | | | | | | 0.0 | | |
194,500 (2) | | | Longfor Group Holdings Ltd. | | | | | 1,083,395 | | | | | | 0.1 | | |
34,160 | | | LONGi Green Energy Technology Co. Ltd. - A Shares | | | | | 468,669 | | | | | | 0.1 | | |
19,105 (1)(4) | | | Lufax Holding Ltd. ADR | | | | | 215,887 | | | | | | 0.0 | | |
45,666 | | | Luxshare Precision Industry Co. Ltd. - A Shares | | | | | 324,949 | | | | | | 0.1 | | |
9,600 | | | Luzhou Laojiao Co. Ltd. - A Shares | | | | | 349,873 | | | | | | 0.1 | | |
10,790 | | | Mango Excellent Media Co. Ltd. - A Shares | | | | | 114,464 | | | | | | 0.0 | | |
2,560 | | | Maxscend Microelectronics Co. Ltd. - A Shares | | | | | 212,719 | | | | | | 0.0 | | |
42,280 (1) | | | Meinian Onehealth Healthcare Holdings Co. Ltd. - A Shares | | | | | 59,558 | | | | | | 0.0 | | |
390,400 (1)(2) | | | Meituan Class B | | | | | 16,104,455 | | | | | | 1.7 | | |
159,400 | | | Metallurgical Corp. of China Ltd. - A Shares | | | | | 73,466 | | | | | | 0.0 | | |
69,000 (4) | | | Microport Scientific Corp. | | | | | 619,260 | | | | | | 0.1 | | |
23,700 | | | Midea Group Co. Ltd. - A Shares | | | | | 261,425 | | | | | | 0.0 | | |
42,000 (4) | | | Ming Yuan Cloud Group Holdings Ltd. | | | | | 207,877 | | | | | | 0.0 | | |
82,000 | | | Minth Group Ltd. | | | | | 388,895 | | | | | | 0.1 | | |
348,000 (1) | | | MMG Ltd. | | | | | 152,868 | | | | | | 0.0 | | |
17,028 | | | Momo, Inc. ADR | | | | | 260,699 | | | | | | 0.0 | | |
34,412 | | | Muyuan Foods Co. Ltd. - A Shares | | | | | 323,650 | | | | | | 0.1 | | |
6,760 | | | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. - A Shares | | | | | 43,659 | | | | | | 0.0 | | |
44,400 | | | Nanjing Securities Co. Ltd. - A Shares | | | | | 72,233 | | | | | | 0.0 | | |
40,920 | | | NARI Technology Co. Ltd. - A Shares | | | | | 147,080 | | | | | | 0.0 | | |
4,000 | | | NAURA Technology Group Co. Ltd. - A Shares | | | | | 171,494 | | | | | | 0.0 | | |
28,100 | | | NavInfo Co. Ltd. - A Shares | | | | | 63,864 | | | | | | 0.0 | | |
43,364 | | | NetEase, Inc. ADR | | | | | 4,997,701 | | | | | | 0.5 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
10,700 | | | New China Life Insurance Co. Ltd. - A Shares | | | | $ | 75,967 | | | | | | 0.0 | | |
97,800 | | | New China Life Insurance Co. Ltd. - H Shares | | | | | 333,475 | | | | | | 0.1 | | |
25,800 (1) | | | New Hope Liuhe Co. Ltd. - A Shares | | | | | 58,548 | | | | | | 0.0 | | |
166,355 (1) | | | New Oriental Education & Technology Group, Inc. ADR | | | | | 1,362,447 | | | | | | 0.2 | | |
184,000 | | | Nine Dragons Paper Holdings Ltd. | | | | | 235,936 | | | | | | 0.0 | | |
12,400 | | | Ninestar Corp. - A Shares | | | | | 61,768 | | | | | | 0.0 | | |
9,800 | | | Ningbo Tuopu Group Co. Ltd. - A Shares | | | | | 56,628 | | | | | | 0.0 | | |
39,700 | | | Ningxia Baofeng Energy Group Co. Ltd. - A Shares | | | | | 84,043 | | | | | | 0.0 | | |
139,941 (1) | | | NIO, Inc. ADR | | | | | 7,444,861 | | | | | | 0.8 | | |
3,916 (1) | | | Noah Holdings Ltd. ADR | | | | | 184,835 | | | | | | 0.0 | | |
37,400 (2)(4) | | | Nongfu Spring Co. Ltd. - H Shares | | | | | 187,477 | | | | | | 0.0 | | |
21,800 | | | Offcn Education Technology Co. Ltd. - A Shares | | | | | 70,412 | | | | | | 0.0 | | |
63,100 | | | Offshore Oil Engineering Co. Ltd. - A Shares | | | | | 43,987 | | | | | | 0.0 | | |
30,900 | | | OFILM Group Co. Ltd. - A Shares | | | | | 42,415 | | | | | | 0.0 | | |
13,217 (1) | | | OneConnect Financial Technology Co. Ltd. ADR | | | | | 158,868 | | | | | | 0.0 | | |
3,520 | | | Oppein Home Group, Inc. - A Shares | | | | | 77,309 | | | | | | 0.0 | | |
41,500 | | | Orient Securities Co. Ltd./China - A Shares | | | | | 64,149 | | | | | | 0.0 | | |
6,280 | | | Ovctek China, Inc. - A Shares | | | | | 100,487 | | | | | | 0.0 | | |
88,300 (1) | | | Pacific Securities Co. Ltd./The/China - A Shares | | | | | 46,281 | | | | | | 0.0 | | |
990,000 | | | Peoples Insurance Co. Group of China Ltd. - H Shares | | | | | 330,103 | | | | | | 0.1 | | |
12,900 | | | Perfect World Co. Ltd./ China - A Shares | | | | | 47,673 | | | | | | 0.0 | | |
129,400 | | | PetroChina Co. Ltd. - A Shares | | | | | 106,008 | | | | | | 0.0 | | |
2,308,000 | | | PetroChina Co., Ltd. - H Shares | | | | | 1,130,250 | | | | | | 0.1 | | |
4,700 | | | Pharmaron Beijing Co. Ltd. - A Shares | | | | | 157,560 | | | | | | 0.0 | | |
14,100 (2)(4) | | | Pharmaron Beijing Co. Ltd. - H Shares | | | | | 375,428 | | | | | | 0.1 | | |
735,244 | | | PICC Property & Casualty Co., Ltd. - H Shares | | | | | 643,137 | | | | | | 0.1 | | |
47,454 (1) | | | Pinduoduo, Inc. ADR | | | | | 6,027,607 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
132,000 | | | Ping An Bank Co. Ltd. - A Shares | | | | $ | 462,005 | | | | | | 0.1 | | |
51,200 (1)(2)(4) | | | Ping An Healthcare and Technology Co. Ltd. | | | | | 637,832 | | | | | | 0.1 | | |
73,400 | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 729,610 | | | | | | 0.1 | | |
677,000 | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 6,617,945 | | | | | | 0.7 | | |
82,000 | | | Poly Developments and Holdings Group Co. Ltd. - A Shares | | | | | 152,745 | | | | | | 0.0 | | |
14,800 (4) | | | Poly Property Services Co. Ltd. - H Shares | | | | | 100,414 | | | | | | 0.0 | | |
207,400 | | | Postal Savings Bank of China Co. Ltd. - A Shares | | | | | 161,197 | | | | | | 0.0 | | |
837,000 (2) | | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | | 562,877 | | | | | | 0.1 | | |
145,800 | | | Power Construction Corp. of China Ltd. - A Shares | | | | | 87,283 | | | | | | 0.0 | | |
133,000 | | | Powerlong Real Estate Holdings Ltd. | | | | | 113,986 | | | | | | 0.0 | | |
1,800 | | | Proya Cosmetics Co. Ltd. - A Shares | | | | | 54,758 | | | | | | 0.0 | | |
45,700 | | | RiseSun Real Estate Development Co. Ltd. - A Shares | | | | | 39,908 | | | | | | 0.0 | | |
15,117 (1)(4) | | | RLX Technology, Inc. ADR | | | | | 131,971 | | | | | | 0.0 | | |
77,650 | | | Rongsheng Petrochemical Co. Ltd. - A Shares | | | | | 207,250 | | | | | | 0.0 | | |
54,500 | | | SAIC Motor Corp. Ltd. - A Shares | | | | | 185,178 | | | | | | 0.0 | | |
34,200 | | | Sanan Optoelectronics Co. Ltd. - A Shares | | | | | 169,357 | | | | | | 0.0 | | |
3,000 | | | Sangfor Technologies, Inc. - A Shares | | | | | 120,229 | | | | | | 0.0 | | |
118,000 | | | Sany Heavy Equipment International Holdings Co. Ltd. | | | | | 119,512 | | | | | | 0.0 | | |
56,600 | | | Sany Heavy Industry Co. Ltd. - A Shares | | | | | 254,358 | | | | | | 0.0 | | |
38,152 | | | SDIC Capital Co. Ltd. - A Shares | | | | | 50,097 | | | | | | 0.0 | | |
46,400 | | | SDIC Power Holdings Co. Ltd. - A Shares | | | | | 69,001 | | | | | | 0.0 | | |
246,000 | | | Seazen Group Ltd. | | | | | 232,644 | | | | | | 0.0 | | |
17,300 | | | Seazen Holdings Co. Ltd. - A Shares | | | | | 111,203 | | | | | | 0.0 | | |
30,700 | | | SF Holding Co. Ltd. - A Shares | | | | | 321,154 | | | | | | 0.1 | | |
2,100 | | | SG Micro Corp. - A Shares | | | | | 82,140 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
89,000 | | | Shaanxi Coal Industry Co. Ltd. - A Shares | | | | $ | 163,075 | | | | | | 0.0 | | |
20,964 | | | Shandong Gold Mining Co. Ltd. - A Shares | | | | | 62,363 | | | | | | 0.0 | | |
72,250 (2)(4) | | | Shandong Gold Mining Co. Ltd. - H Shares | | | | | 127,727 | | | | | | 0.0 | | |
13,910 | | | Shandong Hualu Hengsheng Chemical Co. Ltd. - A Shares | | | | | 66,516 | | | | | | 0.0 | | |
9,300 | | | Shandong Linglong Tyre Co. Ltd. - A Shares | | | | | 62,927 | | | | | | 0.0 | | |
88,030 | | | Shandong Nanshan Aluminum Co. Ltd. - A Shares | | | | | 49,058 | | | | | | 0.0 | | |
7,600 | | | Shandong Sinocera Functional Material Co. Ltd. - A Shares | | | | | 57,255 | | | | | | 0.0 | | |
272,000 | | | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | | | | | 634,465 | | | | | | 0.1 | | |
5,320 | | | Shanghai Bairun Investment Holding Group Co. Ltd. - A Shares | | | | | 77,900 | | | | | | 0.0 | | |
6,890 | | | Shanghai Baosight Software Co. Ltd. - A Shares | | | | | 54,230 | | | | | | 0.0 | | |
88,800 | | | Shanghai Construction Group Co. Ltd. - A Shares | | | | | 37,930 | | | | | | 0.0 | | |
142,600 (1) | | | Shanghai Electric Group Co. Ltd. - A Shares | | | | | 93,544 | | | | | | 0.0 | | |
11,200 | | | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | | | | | 124,933 | | | | | | 0.0 | | |
56,000 | | | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | | | | | 451,997 | | | | | | 0.1 | | |
5,900 | | | Shanghai International Airport Co. Ltd. - A Shares | | | | | 43,912 | | | | | | 0.0 | | |
104,300 | | | Shanghai International Port Group Co. Ltd. - A Shares | | | | | 76,952 | | | | | | 0.0 | | |
5,700 | | | Shanghai Jinjiang International Hotels Co. Ltd. - A Shares | | | | | 50,188 | | | | | | 0.0 | | |
118,533 | | | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - B Shares | | | | | 110,105 | | | | | | 0.0 | | |
6,000 | | | Shanghai M&G Stationery, Inc. - A Shares | | | | | 78,416 | | | | | | 0.0 | | |
101,700 | | | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | | | | | 222,104 | | | | | | 0.0 | | |
207,000 | | | Shanghai Pudong Development Bank Co. Ltd. - A Shares | | | | | 320,172 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
5,040 | | | Shanghai Putailai New Energy Technology Co. Ltd. - A Shares | | | | $ | 106,436 | | | | | | 0.0 | | |
88,300 | | | Shanghai RAAS Blood Products Co. Ltd. - A Shares | | | | | 102,303 | | | | | | 0.0 | | |
28,064 | | | Shanghai Yuyuan Tourist Mart Group Co. Ltd. - A Shares | | | | | 50,250 | | | | | | 0.0 | | |
46,100 (1) | | | Shanxi Meijin Energy Co. Ltd. - A Shares | | | | | 53,880 | | | | | | 0.0 | | |
43,520 | | | Shanxi Securities Co. Ltd. - A Shares | | | | | 45,166 | | | | | | 0.0 | | |
5,700 | | | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - A Shares | | | | | 394,422 | | | | | | 0.1 | | |
48,800 | | | Shenergy Co. Ltd. - A Shares | | | | | 46,348 | | | | | | 0.0 | | |
12,900 | | | Shengyi Technology Co. Ltd. - A Shares | | | | | 46,717 | | | | | | 0.0 | | |
4,220 | | | Shennan Circuits Co. Ltd. - A Shares | | | | | 72,512 | | | | | | 0.0 | | |
134,800 | | | Shenwan Hongyuan Group Co. Ltd. - A Shares | | | | | 97,569 | | | | | | 0.0 | | |
2,400 | | | Shenzhen Goodix Technology Co. Ltd. - A Shares | | | | | 48,090 | | | | | | 0.0 | | |
17,400 | | | Shenzhen Inovance Technology Co. Ltd. - A Shares | | | | | 199,544 | | | | | | 0.0 | | |
151,519 | | | Shenzhen International Holdings Ltd. | | | | | 209,358 | | | | | | 0.0 | | |
402,000 | | | Shenzhen Investment Ltd. | | | | | 123,859 | | | | | | 0.0 | | |
16,900 | | | Shenzhen Kaifa Technology Co. Ltd. - A Shares | | | | | 49,979 | | | | | | 0.0 | | |
4,900 | | | Shenzhen Kangtai Biological Products Co. Ltd. - A Shares | | | | | 112,788 | | | | | | 0.0 | | |
8,700 | | | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | | | | | 645,134 | | | | | | 0.1 | | |
53,200 | | | Shenzhen Overseas Chinese Town Co. Ltd. - A Shares | | | | | 61,259 | | | | | | 0.0 | | |
10,000 | | | Shenzhen Sunway Communication Co. Ltd. - A Shares | | | | | 47,722 | | | | | | 0.0 | | |
89,600 | | | Shenzhou International Group Holdings Ltd. | | | | | 2,262,650 | | | | | | 0.3 | | |
9,900 | | | Shijiazhuang Yiling Pharmaceutical Co. Ltd. - A Shares | | | | | 44,677 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
136,500 | | | Shimao Group Holdings Ltd. | | | | $ | 334,385 | | | | | | 0.1 | | |
61,000 (2) | | | Shimao Services Holdings Ltd. | | | | | 210,249 | | | | | | 0.0 | | |
32,500 | | | Sichuan Chuantou Energy Co. Ltd. - A Shares | | | | | 61,989 | | | | | | 0.0 | | |
15,800 | | | Sichuan Kelun Pharmaceutical Co. Ltd. - A Shares | | | | | 48,759 | | | | | | 0.0 | | |
3,300 | | | Sichuan Swellfun Co. Ltd. - A Shares | | | | | 64,493 | | | | | | 0.0 | | |
8,000 | | | Silergy Corp. | | | | | 1,085,788 | | | | | | 0.1 | | |
1,125,250 | | | Sino Biopharmaceutical Ltd. | | | | | 1,102,443 | | | | | | 0.1 | | |
26,500 | | | Sinolink Securities Co. Ltd. - A Shares | | | | | 52,001 | | | | | | 0.0 | | |
148,800 | | | Sinopharm Group Co. - H Shares | | | | | 441,451 | | | | | | 0.1 | | |
80,500 | | | Sinotruk Hong Kong Ltd. | | | | | 172,511 | | | | | | 0.0 | | |
3,085 | | | Skshu Paint Co. Ltd. - A Shares | | | | | 84,082 | | | | | | 0.0 | | |
128,000 (2) | | | Smoore International Holdings Ltd. | | | | | 708,602 | | | | | | 0.1 | | |
24,240 | | | Songcheng Performance Development Co. Ltd. - A Shares | | | | | 63,025 | | | | | | 0.0 | | |
55,000 | | | Southwest Securities Co. Ltd. - A Shares | | | | | 41,428 | | | | | | 0.0 | | |
6,800 | | | Spring Airlines Co. Ltd. - A Shares | | | | | 59,864 | | | | | | 0.0 | | |
182,000 | | | SSY Group Ltd. | | | | | 162,421 | | | | | | 0.0 | | |
227,500 | | | Sun Art Retail Group Ltd. | | | | | 169,407 | | | | | | 0.0 | | |
271,000 | | | Sunac China Holdings Ltd. | | | | | 929,270 | | | | | | 0.1 | | |
66,000 (2) | | | Sunac Services Holdings Ltd. | | | | | 244,971 | | | | | | 0.0 | | |
9,400 | | | Sungrow Power Supply Co. Ltd. - A Shares | | | | | 167,010 | | | | | | 0.0 | | |
54,900 (3) | | | Suning.com Co. Ltd. - A Shares | | | | | 47,496 | | | | | | 0.0 | | |
77,000 | | | Sunny Optical Technology Group Co. Ltd. | | | | | 2,431,861 | | | | | | 0.3 | | |
12,200 | | | Sunwoda Electronic Co. Ltd. - A Shares | | | | | 61,422 | | | | | | 0.0 | | |
15,600 | | | Suzhou Dongshan Precision Manufacturing Co. Ltd. - A Shares | | | | | 50,287 | | | | | | 0.0 | | |
44,196 (1) | | | TAL Education Group ADR | | | | | 1,115,065 | | | | | | 0.1 | | |
30,500 | | | TBEA Co. Ltd. - A Shares | | | | | 60,573 | | | | | | 0.0 | | |
86,300 | | | TCL Technology Group Corp. - A Shares | | | | | 102,075 | | | | | | 0.0 | | |
623,700 | | | Tencent Holdings Ltd. | | | | | 46,959,939 | | | | | | 5.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
71,719 (1) | | | Tencent Music Entertainment Group ADR | | | | $ | 1,110,210 | | | | | | 0.1 | | |
2,700 | | | Thunder Software Technology Co. Ltd. - A Shares | | | | | 65,528 | | | | | | 0.0 | | |
21,600 | | | Tianjin Zhonghuan Semiconductor Co. Ltd. - A Shares | | | | | 128,978 | | | | | | 0.0 | | |
28,000 | | | Tianshui Huatian Technology Co. Ltd. - A Shares | | | | | 66,632 | | | | | | 0.0 | | |
220,000 | | | Tingyi Cayman Islands Holding Corp. | | | | | 439,214 | | | | | | 0.1 | | |
8,820 | | | Toly Bread Co. Ltd. - A Shares | | | | | 42,539 | | | | | | 0.0 | | |
104,800 (1) | | | Tongcheng-Elong Holdings Ltd. | | | | | 262,278 | | | | | | 0.0 | | |
13,600 | | | TongFu Microelectronics Co. Ltd. - A Shares | | | | | 50,527 | | | | | | 0.0 | | |
25,100 | | | Tonghua Dongbao Pharmaceutical Co. Ltd. - A Shares | | | | | 46,382 | | | | | | 0.0 | | |
11,400 | | | Tongkun Group Co. Ltd. - A Shares | | | | | 42,502 | | | | | | 0.0 | | |
123,400 | | | Tongling Nonferrous Metals Group Co. Ltd. - A Shares | | | | | 51,959 | | | | | | 0.0 | | |
28,300 | | | Tongwei Co. Ltd. - A Shares | | | | | 189,164 | | | | | | 0.0 | | |
2,000 (1) | | | Topchoice Medical Corp. - A Shares | | | | | 126,994 | | | | | | 0.0 | | |
154,000 (2) | | | Topsports International Holdings Ltd. - H Shares | | | | | 251,820 | | | | | | 0.0 | | |
40,200 | | | Transfar Zhilian Co. Ltd. - A Shares | | | | | 47,934 | | | | | | 0.0 | | |
104,000 | | | Travelsky Technology Ltd. - H Shares | | | | | 224,077 | | | | | | 0.0 | | |
54,531 (1) | | | Trip.com Group Ltd. ADR | | | | | 1,933,669 | | | | | | 0.2 | | |
5,900 | | | Tsingtao Brewery Co. Ltd. - A Shares | | | | | 105,518 | | | | | | 0.0 | | |
56,000 | | | Tsingtao Brewery Co., Ltd. - H Shares | | | | | 602,234 | | | | | | 0.1 | | |
3,700 | | | Unigroup Guoxin Microelectronics Co. Ltd. - A Shares | | | | | 88,200 | | | | | | 0.0 | | |
158,000 | | | Uni-President China Holdings Ltd. | | | | | 174,328 | | | | | | 0.0 | | |
16,800 | | | Unisplendour Corp. Ltd. - A Shares | | | | | 56,833 | | | | | | 0.0 | | |
15,800 | | | Universal Scientific Industrial Shanghai Co. Ltd. - A Shares | | | | | 41,061 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
8,845 (1) | | | Up Fintech Holding Ltd. ADR | | | | $ | 256,328 | | | | | | 0.0 | | |
23,500 (1)(2) | | | Venus MedTech Hangzhou, Inc. - H Shares | | | | | 195,776 | | | | | | 0.0 | | |
42,000 (4) | | | Vinda International Holdings Ltd. | | | | | 129,307 | | | | | | 0.0 | | |
48,444 (1) | | | Vipshop Holdings Ltd. ADR | | | | | 972,756 | | | | | | 0.1 | | |
10,740 | | | Walvax Biotechnology Co. Ltd. - A Shares | | | | | 102,449 | | | | | | 0.0 | | |
21,300 | | | Wanhua Chemical Group Co. Ltd. - A Shares | | | | | 358,457 | | | | | | 0.1 | | |
550,000 | | | Want Want China Holdings Ltd. | | | | | 389,434 | | | | | | 0.1 | | |
6,616 (1) | | | Weibo Corp. ADR | | | | | 348,134 | | | | | | 0.0 | | |
33,300 | | | Weichai Power Co. Ltd. - A Shares | | | | | 91,954 | | | | | | 0.0 | | |
218,000 | | | Weichai Power Co. Ltd. - H Shares | | | | | 484,024 | | | | | | 0.1 | | |
186,000 (1)(2)(4) | | | Weimob, Inc. | | | | | 410,454 | | | | | | 0.1 | | |
45,220 | | | Wens Foodstuffs Group Co. Ltd. - A Shares | | | | | 100,523 | | | | | | 0.0 | | |
29,000 | | | Western Securities Co. Ltd. - A Shares | | | | | 37,009 | | | | | | 0.0 | | |
154,000 | | | Wharf Holdings Ltd. | | | | | 587,401 | | | | | | 0.1 | | |
5,900 | | | Will Semiconductor Co. Ltd. Shanghai - A Shares | | | | | 293,339 | | | | | | 0.0 | | |
8,400 | | | Wingtech Technology Co. Ltd. - A Shares | | | | | 125,789 | | | | | | 0.0 | | |
43,500 | | | Wuchan Zhongda Group Co. Ltd. - A Shares | | | | | 52,980 | | | | | | 0.0 | | |
17,626 | | | Wuhan Guide Infrared Co. Ltd. - A Shares | | | | | 75,227 | | | | | | 0.0 | | |
11,700 | | | Wuhu Sanqi Interactive Entertainment Network | | | | | | | | | | | | | |
| | | Technology Group Co. Ltd. - A Shares | | | | | 43,499 | | | | | | 0.0 | | |
25,200 | | | Wuliangye Yibin Co. Ltd. - A Shares | | | | | 1,159,676 | | | | | | 0.1 | | |
19,300 | | | WUS Printed Circuit Kunshan Co. Ltd. - A Shares | | | | | 46,187 | | | | | | 0.0 | | |
17,376 | | | WuXi AppTec Co. Ltd. - A Shares | | | | | 420,400 | | | | | | 0.1 | | |
35,841 (2) | | | WuXi AppTec Co. Ltd. - H Shares | | | | | 836,586 | | | | | | 0.1 | | |
364,000 (1)(2) | | | Wuxi Biologics Cayman, Inc. | | | | | 6,664,947 | | | | | | 0.7 | | |
7,520 | | | Wuxi Lead Intelligent Equipment Co. Ltd. - A Shares | | | | | 69,929 | | | | | | 0.0 | | |
2,200 | | | Wuxi Shangji Automation Co. Ltd. - A Shares | | | | | 60,881 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
43,500 | | | XCMG Construction Machinery Co. Ltd. - A Shares | | | | $ | 42,876 | | | | | | 0.0 | | |
1,551,800 (1)(2) | | | Xiaomi Corp. - B Shares | | | | | 5,397,027 | | | | | | 0.6 | | |
20,700 | | | Xinjiang Goldwind Science & Technology Co. Ltd. - A Shares | | | | | 38,877 | | | | | | 0.0 | | |
85,652 | | | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | | | | | 133,826 | | | | | | 0.0 | | |
520,000 | | | Xinyi Solar Holdings Ltd. | | | | | 1,119,260 | | | | | | 0.1 | | |
35,036 (1)(4) | | | XPeng, Inc. ADR | | | | | 1,556,299 | | | | | | 0.2 | | |
134,000 (2) | | | Yadea Group Holdings Ltd. | | | | | 287,818 | | | | | | 0.0 | | |
8,100 | | | Yantai Jereh Oilfield Services Group Co. Ltd. - A Shares | | | | | 56,125 | | | | | | 0.0 | | |
196,000 | | | Yanzhou Coal Mining Co., Ltd. - H Shares | | | | | 263,205 | | | | | | 0.0 | | |
8,700 | | | Yealink Network Technology Corp. Ltd. - A Shares | | | | | 112,758 | | | | | | 0.0 | | |
4,550 | | | Yifeng Pharmacy Chain Co. Ltd. - A Shares | | | | | 39,481 | | | | | | 0.0 | | |
51,000 | | | Yihai International Holding Ltd. | | | | | 342,518 | | | | | | 0.1 | | |
8,500 | | | Yihai Kerry Arawana Holdings Co. Ltd. - A Shares | | | | | 111,534 | | | | | | 0.0 | | |
32,620 | | | Yintai Gold Co. Ltd. - A Shares | | | | | 47,992 | | | | | | 0.0 | | |
60,400 | | | Yonghui Superstores Co. Ltd. - A Shares | | | | | 44,188 | | | | | | 0.0 | | |
23,060 | | | Yonyou Network Technology Co. Ltd. - A Shares | | | | | 118,572 | | | | | | 0.0 | | |
169,200 | | | Yuexiu Property Co. Ltd. | | | | | 178,253 | | | | | | 0.0 | | |
44,616 | | | Yum China Holdings, Inc. | | | | | 2,955,810 | | | | | | 0.3 | | |
24,154 | | | Yunda Holding Co. Ltd. - A Shares | | | | | 50,558 | | | | | | 0.0 | | |
24,400 (1) | | | Yunnan Aluminium Co. Ltd. - A Shares | | | | | 44,867 | | | | | | 0.0 | | |
9,200 | | | Yunnan Baiyao Group Co. Ltd. - A Shares | | | | | 164,637 | | | | | | 0.0 | | |
6,100 | | | Yunnan Energy New Material Co. Ltd. - A Shares | | | | | 220,533 | | | | | | 0.0 | | |
8,179 (1) | | | Zai Lab Ltd. ADR | | | | | 1,447,601 | | | | | | 0.2 | | |
4,100 | | | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | | | | | 284,227 | | | | | | 0.0 | | |
120,500 | | | Zhaojin Mining Industry Co. Ltd. - H Shares | | | | | 114,590 | | | | | | 0.0 | | |
47,380 (1) | | | Zhejiang Century Huatong Group Co. Ltd. - A Shares | | | | | 47,039 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
12,200 | | | Zhejiang Chint Electrics Co. Ltd. - A Shares | | | | $ | 62,993 | | | | | | 0.0 | | |
19,000 | | | Zhejiang Dahua Technology Co. Ltd. - A Shares | | | | | 62,001 | | | | | | 0.0 | | |
182,000 | | | Zhejiang Expressway Co., Ltd. - H Shares | | | | | 161,975 | | | | | | 0.0 | | |
16,060 | | | Zhejiang Huahai Pharmaceutical Co. Ltd. - A Shares | | | | | 51,838 | | | | | | 0.0 | | |
7,300 | | | Zhejiang Huayou Cobalt Co. Ltd. - A Shares | | | | | 128,534 | | | | | | 0.0 | | |
7,000 | | | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. - A Shares | | | | | 54,642 | | | | | | 0.0 | | |
22,600 | | | Zhejiang Longsheng Group Co. Ltd. - A Shares | | | | | 48,036 | | | | | | 0.0 | | |
17,760 | | | Zhejiang NHU Co. Ltd. - A Shares | | | | | 78,743 | | | | | | 0.0 | | |
23,050 | | | Zhejiang Sanhua Intelligent Controls Co. Ltd. - A Shares | | | | | 85,449 | | | | | | 0.0 | | |
12,740 | | | Zhejiang Satellite Petrochemical Co. Ltd. - A Shares | | | | | 77,200 | | | | | | 0.0 | | |
4,000 | | | Zhejiang Supor Co. Ltd. - A Shares | | | | | 39,460 | | | | | | 0.0 | | |
12,700 | | | Zhejiang Weixing New Building Materials Co. Ltd. - A Shares | | | | | 40,628 | | | | | | 0.0 | | |
4,100 | | | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. - A Shares | | | | | 40,661 | | | | | | 0.0 | | |
191,000 | | | Zhenro Properties Group Ltd. | | | | | 106,763 | | | | | | 0.0 | | |
36,100 (1) | | | Zheshang Securities Co. Ltd. - A Shares | | | | | 72,981 | | | | | | 0.0 | | |
53,000 (1)(2) | | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 299,658 | | | | | | 0.0 | | |
7,700 | | | Zhongji Innolight Co. Ltd. - A Shares | | | | | 45,864 | | | | | | 0.0 | | |
55,100 | | | Zhongjin Gold Corp. Ltd. - A Shares | | | | | 73,471 | | | | | | 0.0 | | |
62,500 | | | Zhongsheng Group Holdings Ltd. | | | | | 519,896 | | | | | | 0.1 | | |
59,500 (1) | | | Zhuzhou CRRC Times Electric Co., Ltd. - H Shares | | | | | 351,439 | | | | | | 0.1 | | |
20,480 | | | Zhuzhou Kibing Group Co. Ltd. - A Shares | | | | | 58,807 | | | | | | 0.0 | | |
123,900 | | | Zijin Mining Group Co. Ltd. - A Shares | | | | | 185,340 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
628,000 | | | Zijin Mining Group Co., Ltd. - H Shares | | | | $ | 842,706 | | | | | | 0.1 | | |
130,800 | | | Zoomlion Heavy Industry Science and Technology Co. Ltd. - H Shares | | | | | 136,911 | | | | | | 0.0 | | |
52,000 | | | Zoomlion Heavy Industry Science and Technology Co. Ltd. - A Shares | | | | | 74,276 | | | | | | 0.0 | | |
22,000 | | | ZTE Corp. - A Shares | | | | | 113,002 | | | | | | 0.0 | | |
84,840 | | | ZTE Corp. - H Shares | | | | | 264,758 | | | | | | 0.0 | | |
46,837 | | | ZTO Express Cayman, Inc. ADR | | | | | 1,421,503 | | | | | | 0.2 | | |
| | | | | | | | 350,612,444 | | | | | | 37.0 | | |
| | | | | ||||||||||||
| | | Colombia: 0.2% | | ||||||||||||
26,980 | | | Bancolombia SA | | | | | 189,788 | | | | | | 0.0 | | |
11,974 | | | BanColombia SA ADR | | | | | 344,851 | | | | | | 0.1 | | |
556,521 | | | Ecopetrol SA | | | | | 403,637 | | | | | | 0.1 | | |
28,351 | | | Grupo de Inversiones Suramericana SA | | | | | 139,753 | | | | | | 0.0 | | |
49,379 | | | Interconexion Electrica SA ESP | | | | | 291,432 | | | | | | 0.0 | | |
| | | | | | | | 1,369,461 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Czech Republic: 0.1% | | ||||||||||||
17,924 | | | CEZ AS | | | | | 531,538 | | | | | | 0.1 | | |
9,147 (1) | | | Komercni Banka AS | | | | | 321,863 | | | | | | 0.0 | | |
45,589 (1)(2) | | | Moneta Money Bank AS | | | | | 173,082 | | | | | | 0.0 | | |
| | | | | | | | 1,026,483 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Egypt: 0.1% | | ||||||||||||
139,064 (1) | | | Commercial International Bank Egypt SAE | | | | | 462,533 | | | | | | 0.1 | | |
127,992 | | | Eastern Co. SAE | | | | | 96,595 | | | | | | 0.0 | | |
55,040 (1) | | | Fawry for Banking & Payment Technology Services SAE | | | | | 66,704 | | | | | | 0.0 | | |
| | | | | | | | 625,832 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Greece: 0.1% | | ||||||||||||
248,718 (1) | | | Eurobank Ergasias Services and Holdings SA | | | | | 251,046 | | | | | | 0.0 | | |
4,349 (1)(3) | | | FF Group | | | | | — | | | | | | — | | |
25,520 | | | Hellenic Telecommunications Organization SA | | | | | 428,576 | | | | | | 0.1 | | |
12,756 | | | Jumbo SA | | | | | 214,850 | | | | | | 0.0 | | |
22,693 | | | OPAP S.A. | | | | | 342,260 | | | | | | 0.0 | | |
| | | | | | | | 1,236,732 | | | | | | 0.1 | | |
| | | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Hungary: 0.2% | | ||||||||||||
45,130 (1) | | | MOL Hungarian Oil & Gas PLC | | | | $ | 359,105 | | | | | | 0.0 | | |
24,027 (1) | | | OTP Bank Nyrt | | | | | 1,293,415 | | | | | | 0.1 | | |
15,674 | | | Richter Gedeon Nyrt | | | | | 417,281 | | | | | | 0.1 | | |
| | | | | | | | 2,069,801 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | India: 9.7% | | ||||||||||||
8,647 | | | ACC Ltd. | | | | | 234,699 | | | | | | 0.0 | | |
29,048 (1) | | | Adani Enterprises Ltd. | | | | | 590,266 | | | | | | 0.1 | | |
42,954 (1) | | | Adani Green Energy Ltd. | | | | | 650,982 | | | | | | 0.1 | | |
56,525 | | | Adani Ports & Special Economic Zone, Ltd. | | | | | 536,144 | | | | | | 0.1 | | |
29,509 | | | Adani Total Gas Ltd. | | | | | 405,717 | | | | | | 0.0 | | |
29,523 (1) | | | Adani Transmissions Ltd. | | | | | 421,500 | | | | | | 0.0 | | |
82,036 | | | Ambuja Cements Ltd. | | | | | 376,538 | | | | | | 0.0 | | |
10,367 | | | Apollo Hospitals Enterprise Ltd. | | | | | 505,197 | | | | | | 0.1 | | |
41,260 | | | Asian Paints Ltd. | | | | | 1,663,397 | | | | | | 0.2 | | |
32,814 | | | Aurobindo Pharma Ltd. | | | | | 426,594 | | | | | | 0.1 | | |
17,791 (1)(2) | | | Avenue Supermarts Ltd. | | | | | 801,035 | | | | | | 0.1 | | |
243,063 (1) | | | Axis Bank Ltd. | | | | | 2,453,278 | | | | | | 0.3 | | |
8,052 (1) | | | Bajaj Auto Ltd. | | | | | 448,256 | | | | | | 0.1 | | |
29,228 (1) | | | Bajaj Finance Ltd. | | | | | 2,370,647 | | | | | | 0.3 | | |
4,220 (1) | | | Bajaj Finserv Ltd. | | | | | 688,677 | | | | | | 0.1 | | |
10,087 | | | Balkrishna Industries Ltd. | | | | | 304,233 | | | | | | 0.0 | | |
72,690 (1)(2) | | | Bandhan Bank Ltd. | | | | | 323,673 | | | | | | 0.0 | | |
29,852 | | | Berger Paints India Ltd. | | | | | 323,534 | | | | | | 0.0 | | |
116,926 | | | Bharat Electronics Ltd. | | | | | 280,682 | | | | | | 0.0 | | |
26,983 (1) | | | Bharat Forge Ltd. | | | | | 277,140 | | | | | | 0.0 | | |
88,572 | | | Bharat Petroleum Corp. Ltd. | | | | | 558,859 | | | | | | 0.1 | | |
262,144 | | | Bharti Airtel Ltd. | | | | | 1,856,436 | | | | | | 0.2 | | |
48,346 (1) | | | Biocon Ltd. | | | | | 263,339 | | | | | | 0.0 | | |
11,364 | | | Britannia Industries Ltd. | | | | | 558,459 | | | | | | 0.1 | | |
43,405 | | | Cholamandalam Investment and Finance Co. Ltd. | | | | | 300,277 | | | | | | 0.0 | | |
48,266 (1) | | | Cipla Ltd. | | | | | 631,489 | | | | | | 0.1 | | |
151,559 | | | Coal India Ltd. | | | | | 299,331 | | | | | | 0.0 | | |
12,760 | | | Colgate-Palmolive India Ltd. | | | | | 289,631 | | | | | | 0.0 | | |
29,659 | | | Container Corp. Of India Ltd. | | | | | 279,166 | | | | | | 0.0 | | |
62,590 | | | Dabur India Ltd. | | | | | 479,237 | | | | | | 0.1 | | |
14,480 (1) | | | Divis Laboratories Ltd. | | | | | 859,329 | | | | | | 0.1 | | |
72,253 | | | DLF Ltd. | | | | | 273,665 | | | | | | 0.0 | | |
12,389 | | | Dr Reddys Laboratories Ltd. | | | | | 905,861 | | | | | | 0.1 | | |
15,484 (1) | | | Eicher Motors Ltd. | | | | | 557,204 | | | | | | 0.1 | | |
171,281 | | | GAIL India Ltd. | | | | | 345,437 | | | | | | 0.0 | | |
39,761 (1) | | | Godrej Consumer Products Ltd. | | | | | 465,963 | | | | | | 0.1 | | |
29,893 | | | Grasim Industries Ltd. | | | | | 603,664 | | | | | | 0.1 | | |
25,236 | | | Havells India Ltd. | | | | | 333,189 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | India (continued) | | ||||||||||||
117,803 | | | HCL Technologies Ltd. | | | | $ | 1,560,642 | | | | | | 0.2 | | |
6,413 (2) | | | HDFC Asset Management Co. Ltd. | | | | | 252,026 | | | | | | 0.0 | | |
84,247 (2) | | | HDFC Life Insurance Co., Ltd. | | | | | 778,742 | | | | | | 0.1 | | |
13,282 | | | Hero Motocorp Ltd. | | | | | 519,054 | | | | | | 0.1 | | |
168,992 | | | Hindalco Industries Ltd. | | | | | 848,290 | | | | | | 0.1 | | |
76,416 | | | Hindustan Petroleum Corp. Ltd. | | | | | 301,801 | | | | | | 0.0 | | |
87,595 | | | Hindustan Unilever Ltd. | | | | | 2,915,714 | | | | | | 0.3 | | |
184,298 | | | Housing Development Finance Corp. | | | | | 6,150,605 | | | | | | 0.7 | | |
549,911 (1) | | | ICICI Bank Ltd. | | | | | 4,681,626 | | | | | | 0.5 | | |
23,732 (2) | | | ICICI Lombard General Insurance Co. Ltd. | | | | | 500,766 | | | | | | 0.1 | | |
41,922 (2) | | | ICICI Prudential Life Insurance Co. Ltd. | | | | | 345,905 | | | | | | 0.0 | | |
213,912 | | | Indian Oil Corp. Ltd. | | | | | 311,004 | | | | | | 0.0 | | |
32,393 | | | Indraprastha Gas Ltd. | | | | | 243,369 | | | | | | 0.0 | | |
73,023 | | | Indus Towers Ltd. | | | | | 234,815 | | | | | | 0.0 | | |
8,021 | | | Info Edge India Ltd. | | | | | 531,117 | | | | | | 0.1 | | |
365,833 | | | Infosys Ltd. | | | | | 7,739,196 | | | | | | 0.8 | | |
11,220 (1)(2) | | | InterGlobe Aviation Ltd. | | | | | 259,430 | | | | | | 0.0 | | |
8,212 | | | Ipca Laboratories Ltd. | | | | | 223,971 | | | | | | 0.0 | | |
319,502 | | | ITC Ltd. | | | | | 872,606 | | | | | | 0.1 | | |
93,017 | | | JSW Steel Ltd. | | | | | 857,935 | | | | | | 0.1 | | |
8,995 (1) | | | Jubilant Foodworks Ltd. | | | | | 373,199 | | | | | | 0.0 | | |
59,783 (1) | | | Kotak Mahindra Bank Ltd. | | | | | 1,374,175 | | | | | | 0.1 | | |
72,394 | | | Larsen & Toubro Ltd. | | | | | 1,464,037 | | | | | | 0.2 | | |
5,862 (2) | | | Larsen & Toubro Infotech Ltd. | | | | | 321,470 | | | | | | 0.0 | | |
25,387 | | | Lupin Ltd. | | | | | 392,897 | | | | | | 0.0 | | |
90,391 | | | Mahindra & Mahindra Ltd. | | | | | 947,693 | | | | | | 0.1 | | |
59,362 | | | Marico Ltd. | | | | | 424,113 | | | | | | 0.0 | | |
14,648 | | | Maruti Suzuki India Ltd. | | | | | 1,483,309 | | | | | | 0.2 | | |
139,066 (1) | | | Motherson Sumi Systems Ltd. | | | | | 453,798 | | | | | | 0.1 | | |
219 | | | MRF Ltd. | | | | | 236,282 | | | | | | 0.0 | | |
13,661 | | | Muthoot Finance Ltd. | | | | | 272,583 | | | | | | 0.0 | | |
3,588 | | | Nestle India Ltd. | | | | | 851,993 | | | | | | 0.1 | | |
472,876 | | | NTPC Ltd. | | | | | 741,500 | | | | | | 0.1 | | |
275,504 | | | Oil & Natural Gas Corp., Ltd. | | | | | 437,231 | | | | | | 0.1 | | |
667 | | | Page Industries Ltd. | | | | | 265,187 | | | | | | 0.0 | | |
85,365 | | | Petronet LNG Ltd. | | | | | 259,500 | | | | | | 0.0 | | |
9,493 | | | PI Industries Ltd. | | | | | 372,093 | | | | | | 0.0 | | |
16,436 (1) | | | Pidilite Industries Ltd. | | | | | 476,651 | | | | | | 0.1 | | |
10,949 | | | Piramal Enterprises, Ltd. | | | | | 353,882 | | | | | | 0.0 | | |
227,574 | | | Power Grid Corp. of India Ltd. | | | | | 712,299 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | India (continued) | | ||||||||||||
102,809 | | | REC Ltd. | | | | $ | 205,774 | | | | | | 0.0 | | |
307,800 | | | Reliance Industries Ltd. | | | | | 8,752,717 | | | | | | 0.9 | | |
19,343 | | | SBI Cards & Payment Services Ltd. | | | | | 252,815 | | | | | | 0.0 | | |
48,114 (2) | | | SBI Life Insurance Co. Ltd. | | | | | 653,448 | | | | | | 0.1 | | |
1,137 (1) | | | Shree Cement Ltd. | | | | | 421,210 | | | | | | 0.0 | | |
21,905 | | | Shriram Transport Finance Co. Ltd. | | | | | 396,787 | | | | | | 0.0 | | |
8,993 | | | Siemens, Ltd. | | | | | 244,931 | | | | | | 0.0 | | |
193,937 | | | State Bank of India | | | | | 1,096,434 | | | | | | 0.1 | | |
90,290 | | | Sun Pharmaceutical Industries Ltd. | | | | | 821,167 | | | | | | 0.1 | | |
99,126 | | | Tata Consultancy Services Ltd. | | | | | 4,467,170 | | | | | | 0.5 | | |
64,454 | | | Tata Consumer Products Ltd. | | | | | 654,775 | | | | | | 0.1 | | |
181,668 (1) | | | Tata Motors Ltd. | | | | | 833,226 | | | | | | 0.1 | | |
68,619 | | | Tata Steel Ltd. | | | | | 1,079,673 | | | | | | 0.1 | | |
66,267 | | | Tech Mahindra Ltd. | | | | | 977,817 | | | | | | 0.1 | | |
37,666 | | | Titan Co., Ltd. | | | | | 879,105 | | | | | | 0.1 | | |
6,188 | | | Torrent Pharmaceuticals Ltd. | | | | | 241,745 | | | | | | 0.0 | | |
21,348 | | | Trent Ltd. | | | | | 244,352 | | | | | | 0.0 | | |
11,182 | | | Ultratech Cement Ltd. | | | | | 1,020,529 | | | | | | 0.1 | | |
33,515 (1) | | | United Spirits Ltd. | | | | | 298,723 | | | | | | 0.0 | | |
54,966 | | | UPL Ltd. | | | | | 587,332 | | | | | | 0.1 | | |
124,364 | | | Vedanta Ltd. | | | | | 440,784 | | | | | | 0.1 | | |
141,665 | | | Wipro Ltd. | | | | | 1,039,673 | | | | | | 0.1 | | |
1,209,014 (1) | | | Yes Bank Ltd. | | | | | 220,579 | | | | | | 0.0 | | |
| | | | | | | | 92,115,997 | | | | | | 9.7 | | |
| | | | | ||||||||||||
| | | Indonesia: 1.1% | | ||||||||||||
1,689,400 | | | Adaro Energy Tbk PT | | | | | 140,612 | | | | | | 0.0 | | |
912,900 | | | Aneka Tambang Tbk | | | | | 145,222 | | | | | | 0.0 | | |
2,220,900 | | | Astra International Tbk PT | | | | | 757,977 | | | | | | 0.1 | | |
1,163,500 | | | Bank Central Asia Tbk PT | | | | | 2,419,736 | | | | | | 0.3 | | |
2,019,800 | | | Bank Mandiri Persero TBK PT | | | | | 823,465 | | | | | | 0.1 | | |
870,700 | | | Bank Negara Indonesia Persero Tbk PT | | | | | 278,587 | | | | | | 0.1 | | |
5,981,900 | | | Bank Rakyat Indonesia | | | | | 1,626,450 | | | | | | 0.2 | | |
3,066,600 | | | Barito Pacific Tbk PT | | | | | 181,094 | | | | | | 0.0 | | |
816,700 | | | Charoen Pokphand Indonesia Tbk PT | | | | | 352,413 | | | | | | 0.1 | | |
61,600 (1) | | | Gudang Garam Tbk PT | | | | | 187,923 | | | | | | 0.0 | | |
295,000 | | | Indah Kiat Pulp & Paper Tbk PT | | | | | 151,825 | | | | | | 0.0 | | |
171,700 | | | Indocement Tunggal Prakarsa Tbk PT | | | | | 122,105 | | | | | | 0.0 | | |
300,200 | | | Indofood CBP Sukses Makmur TBK PT | | | | | 168,816 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Indonesia (continued) | | ||||||||||||
530,200 | | | Indofood Sukses Makmur Tbk PT | | | | $ | 225,946 | | | | | | 0.0 | | |
2,441,200 | | | Kalbe Farma Tbk PT | | | | | 236,005 | | | | | | 0.0 | | |
1,120,200 (1) | | | Merdeka Copper Gold Tbk PT | | | | | 227,735 | | | | | | 0.0 | | |
2,436,100 | | | Sarana Menara Nusantara Tbk PT | | | | | 208,511 | | | | | | 0.0 | | |
347,800 | | | Semen Indonesia Persero Tbk PT | | | | | 228,217 | | | | | | 0.0 | | |
5,221,700 | | | Telkom Indonesia Persero Tbk PT | | | | | 1,134,967 | | | | | | 0.1 | | |
820,800 | | | Tower Bersama Infrastructure Tbk PT | | | | | 181,905 | | | | | | 0.0 | | |
872,400 | | | Unilever Indonesia Tbk PT | | | | | 297,919 | | | | | | 0.1 | | |
194,600 | | | United Tractors Tbk PT | | | | | 272,253 | | | | | | 0.0 | | |
| | | | | | | | 10,369,683 | | | | | | 1.1 | | |
| | | | | ||||||||||||
| | | Kuwait: 0.5% | | ||||||||||||
137,755 | | | Agility Public Warehousing Co. KSC | | | | | 419,870 | | | | | | 0.1 | | |
128,600 (1) | | | Boubyan Bank KSCP | | | | | 312,430 | | | | | | 0.0 | | |
485,425 | | | Kuwait Finance House KSCP | | | | | 1,222,826 | | | | | | 0.1 | | |
73,608 | | | Mabanee Co. KPSC | | | | | 175,164 | | | | | | 0.0 | | |
232,162 | | | Mobile Telecommunications Co. KSCP | | | | | 453,845 | | | | | | 0.1 | | |
725,252 | | | National Bank of Kuwait SAKP | | | | | 2,043,608 | | | | | | 0.2 | | |
| | | | | | | | 4,627,743 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | Malaysia: 1.2% | | ||||||||||||
199,800 | | | AMMB Holdings Bhd | | | | | 141,975 | | | | | | 0.0 | | |
303,600 | | | Axiata Group Bhd | | | | | 273,749 | | | | | | 0.0 | | |
667,000 | | | CIMB Group Holdings Bhd | | | | | 741,181 | | | | | | 0.1 | | |
423,242 | | | Dialog Group BHD | | | | | 294,789 | | | | | | 0.1 | | |
336,100 | | | Digi.Com BHD | | | | | 334,523 | | | | | | 0.1 | | |
17,700 | | | Fraser & Neave Holdings Bhd | | | | | 112,606 | | | | | | 0.0 | | |
236,700 | | | Genting Bhd | | | | | 281,087 | | | | | | 0.0 | | |
344,600 | | | Genting Malaysia BHD | | | | | 229,927 | | | | | | 0.0 | | |
77,900 | | | HAP Seng Consolidated Bhd | | | | | 146,362 | | | | | | 0.0 | | |
187,400 | | | Hartalega Holdings Bhd | | | | | 331,781 | | | | | | 0.1 | | |
75,772 | | | Hong Leong Bank BHD | | | | | 341,672 | | | | | | 0.1 | | |
31,492 | | | Hong Leong Financial Group Bhd | | | | | 135,151 | | | | | | 0.0 | | |
218,500 | | | IHH Healthcare Bhd | | | | | 287,895 | | | | | | 0.0 | | |
278,000 | | | IOI Corp. Bhd | | | | | 251,784 | | | | | | 0.0 | | |
140,600 | | | Kossan Rubber Industries | | | | | 109,064 | | | | | | 0.0 | | |
48,800 | | | Kuala Lumpur Kepong Bhd | | | | | 239,327 | | | | | | 0.0 | | |
410,800 | | | Malayan Banking BHD | | | | | 802,502 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Malaysia (continued) | | ||||||||||||
125,600 | | | Malaysia Airports Holdings Bhd | | | | $ | 181,646 | | | | | | 0.0 | | |
266,500 | | | Maxis Bhd | | | | | 281,810 | | | | | | 0.0 | | |
153,000 | | | MISC Bhd | | | | | 250,061 | | | | | | 0.0 | | |
7,900 | | | Nestle Malaysia Bhd | | | | | 253,751 | | | | | | 0.0 | | |
258,500 | | | Petronas Chemicals Group Bhd | | | | | 502,212 | | | | | | 0.1 | | |
36,600 | | | Petronas Dagangan BHD | | | | | 164,059 | | | | | | 0.0 | | |
83,500 | | | Petronas Gas BHD | | | | | 311,755 | | | | | | 0.0 | | |
70,380 | | | PPB Group Bhd | | | | | 310,238 | | | | | | 0.0 | | |
323,100 | | | Press Metal Aluminium Holdings Bhd | | | | | 372,014 | | | | | | 0.1 | | |
1,557,600 | | | Public Bank BHD | | | | | 1,542,030 | | | | | | 0.2 | | |
136,200 | | | QL Resources Bhd | | | | | 185,362 | | | | | | 0.0 | | |
191,376 | | | RHB Bank Bhd | | | | | 249,020 | | | | | | 0.0 | | |
328,700 | | | Sime Darby Bhd | | | | | 172,604 | | | | | | 0.0 | | |
206,700 | | | Sime Darby Plantation Bhd | | | | | 198,282 | | | | | | 0.0 | | |
158,880 | | | Supermax Corp. Bhd | | | | | 126,293 | | | | | | 0.0 | | |
136,100 | | | Telekom Malaysia BHD | | | | | 199,072 | | | | | | 0.0 | | |
241,400 | | | Tenaga Nasional BHD | | | | | 569,472 | | | | | | 0.1 | | |
556,100 | | | Top Glove Corp. Bhd | | | | | 558,578 | | | | | | 0.1 | | |
114,100 | | | Westports Holdings Bhd | | | | | 115,708 | | | | | | 0.0 | | |
| | | | | | | | 11,599,342 | | | | | | 1.2 | | |
| | | | | ||||||||||||
| | | Mexico: 1.8% | | ||||||||||||
3,620,400 | | | America Movil SAB de CV-AMXL | | | | | 2,724,290 | | | | | | 0.3 | | |
49,900 | | | Arca Continental SAB de CV | | | | | 288,776 | | | | | | 0.0 | | |
67,900 | | | Becle SAB de CV | | | | | 179,441 | | | | | | 0.0 | | |
1,624,021 (1) | | | Cemex SA de CV - Unit | | | | | 1,367,065 | | | | | | 0.2 | | |
54,300 | | | Coca-Cola Femsa SAB de CV - Unit | | | | | 287,381 | | | | | | 0.0 | | |
346,200 | | | Fibra Uno Administracion SA de CV | | | | | 373,397 | | | | | | 0.0 | | |
206,200 | | | Fomento Economico Mexicano SAB de CV - Unit | | | | | 1,744,125 | | | | | | 0.2 | | |
24,780 | | | Gruma SAB de CV | | | | | 278,529 | | | | | | 0.0 | | |
42,585 | | | Grupo Aeroportuario del Pacifico SA de CV | | | | | 455,929 | | | | | | 0.1 | | |
22,780 (1) | | | Grupo Aeroportuario del Sureste SA de CV | | | | | 419,408 | | | | | | 0.1 | | |
174,500 | | | Grupo Bimbo SAB de CV | | | | | 384,296 | | | | | | 0.1 | | |
53,900 | | | Grupo Carso SAB de CV | | | | | 167,805 | | | | | | 0.0 | | |
278,177 | | | Grupo Financiero Banorte | | | | | 1,791,251 | | | | | | 0.2 | | |
258,200 (1) | | | Grupo Financiero Inbursa SA | | | | | 254,392 | | | | | | 0.0 | | |
334,600 | | | Grupo Mexico SA de CV Series B | | | | | 1,577,155 | | | | | | 0.2 | | |
261,400 | | | Grupo Televisa S.A. - Unit | | | | | 746,932 | | | | | | 0.1 | | |
16,610 (1) | | | Industrias Penoles, S.A. de C.V. | | | | | 229,969 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Mexico (continued) | | ||||||||||||
175,500 | | | Kimberly-Clark de Mexico SA de CV | | | | $ | 311,752 | | | | | | 0.0 | | |
39,500 | | | Megacable Holdings SAB de CV - Unit | | | | | 140,313 | | | | | | 0.0 | | |
122,850 | | | Orbia Advance Corp. SAB de CV | | | | | 321,145 | | | | | | 0.0 | | |
25,825 | | | Promotora y Operadora de Infraestructura SAB de CV | | | | | 206,209 | | | | | | 0.0 | | |
9,403 | | | Southern Copper Corp. | | | | | 604,801 | | | | | | 0.1 | | |
139,000 (1) | | | Telesites SAB de CV | | | | | 128,792 | | | | | | 0.0 | | |
557,600 | | | Wal-Mart de Mexico SAB de CV | | | | | 1,821,277 | | | | | | 0.2 | | |
| | | | | | | | 16,804,430 | | | | | | 1.8 | | |
| | | | | ||||||||||||
| | | Pakistan: 0.0% | | ||||||||||||
97,700 | | | Habib Bank Ltd. | | | | | 75,860 | | | | | | 0.0 | | |
76,600 | | | MCB Bank Ltd. | | | | | 77,757 | | | | | | 0.0 | | |
| | | | | | | | 153,617 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Peru: 0.1% | | ||||||||||||
23,818 (1) | | | Cia de Minas Buenaventura SAA ADR | | | | | 215,553 | | | | | | 0.0 | | |
7,189 (1) | | | Credicorp Ltd. | | | | | 870,660 | | | | | | 0.1 | | |
| | | | | | | | 1,086,213 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Philippines: 0.6% | | ||||||||||||
222,420 | | | Aboitiz Equity Ventures, Inc. | | | | | 192,251 | | | | | | 0.0 | | |
30,435 | | | Ayala Corp. | | | | | 498,781 | | | | | | 0.1 | | |
858,490 | | | Ayala Land, Inc. | | | | | 633,997 | | | | | | 0.1 | | |
179,760 | | | Bank of the Philippine Islands | | | | | 326,410 | | | | | | 0.1 | | |
217,799 | | | BDO Unibank, Inc. | | | | | 505,067 | | | | | | 0.1 | | |
3,425 | | | Globe Telecom, Inc. | | | | | 129,100 | | | | | | 0.0 | | |
11,140 | | | GT Capital Holdings, Inc. | | | | | 138,571 | | | | | | 0.0 | | |
112,990 | | | International Container Terminal Services, Inc. | | | | | 378,909 | | | | | | 0.0 | | |
327,189 | | | JG Summit Holdings, Inc. | | | | | 416,569 | | | | | | 0.0 | | |
52,030 | | | Jollibee Foods Corp. | | | | | 227,668 | | | | | | 0.0 | | |
29,930 | | | Manila Electric Co. | | | | | 169,947 | | | | | | 0.0 | | |
1,568,100 | | | Metro Pacific Investments Corp. | | | | | 124,902 | | | | | | 0.0 | | |
218,522 | | | Metropolitan Bank & Trust Co. | | | | | 218,007 | | | | | | 0.0 | | |
8,980 | | | PLDT, Inc. | | | | | 237,375 | | | | | | 0.0 | | |
25,862 | | | SM Investments Corp. | | | | | 529,903 | | | | | | 0.1 | | |
1,052,200 | | | SM Prime Holdings, Inc. | | | | | 786,752 | | | | | | 0.1 | | |
100,210 | | | Universal Robina Corp. | | | | | 296,637 | | | | | | 0.0 | | |
| | | | | | | | 5,810,846 | | | | | | 0.6 | | |
| | | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Poland: 0.7% | | ||||||||||||
38,987 (1)(2) | | | Allegro.eu SA | | | | $ | 670,949 | | | | | | 0.1 | | |
19,893 (1) | | | Bank Polska Kasa Opieki SA | | | | | 485,453 | | | | | | 0.1 | | |
7,525 (4) | | | CD Projekt SA | | | | | 365,577 | | | | | | 0.0 | | |
33,236 | | | Cyfrowy Polsat SA | | | | | 261,096 | | | | | | 0.0 | | |
5,452 (1)(2) | | | Dino Polska SA | | | | | 400,491 | | | | | | 0.1 | | |
15,308 | | | KGHM Polska Miedz SA | | | | | 753,199 | | | | | | 0.1 | | |
123 (1) | | | LPP SA | | | | | 415,161 | | | | | | 0.0 | | |
83,922 (1) | | | Orange Polska SA | | | | | 147,690 | | | | | | 0.0 | | |
93,809 (1) | | | PGE Polska Grupa Energetyczna SA | | | | | 231,534 | | | | | | 0.0 | | |
31,632 | | | Polski Koncern Naftowy Orlen | | | | | 637,747 | | | | | | 0.1 | | |
187,979 | | | Polskie Gornictwo Naftowe I Gazownictwo SA | | | | | 328,922 | | | | | | 0.0 | | |
93,583 (1) | | | Powszechna Kasa Oszczednosci Bank Polski SA | | | | | 928,488 | | | | | | 0.1 | | |
65,228 (1) | | | Powszechny Zaklad Ubezpieczen SA | | | | | 628,127 | | | | | | 0.1 | | |
3,944 (1) | | | Santander Bank Polska SA | | | | | 263,284 | | | | | | 0.0 | | |
| | | | | | | | 6,517,718 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Qatar: 0.6% | | ||||||||||||
207,144 | | | Barwa Real Estate Co. | | | | | 169,710 | | | | | | 0.0 | | |
229,583 | | | Commercial Bank PQSC | | | | | 332,300 | | | | | | 0.0 | | |
164,899 | | | Industries Qatar QSC | | | | | 600,606 | | | | | | 0.1 | | |
416,147 | | | Masraf Al Rayan | | | | | 509,640 | | | | | | 0.1 | | |
530,711 | | | Mesaieed Petrochemical Holding Co. | | | | | 274,483 | | | | | | 0.0 | | |
93,419 | | | Ooredoo QPSC | | | | | 187,262 | | | | | | 0.0 | | |
56,311 | | | Qatar Electricity & Water Co. QSC | | | | | 257,660 | | | | | | 0.0 | | |
59,990 | | | Qatar Fuel QSC | | | | | 291,962 | | | | | | 0.1 | | |
228,529 | | | Qatar Gas Transport Co. Ltd. | | | | | 188,379 | | | | | | 0.0 | | |
92,810 | | | Qatar International Islamic Bank QSC | | | | | 237,314 | | | | | | 0.0 | | |
128,373 | | | Qatar Islamic Bank SAQ | | | | | 609,604 | | | | | | 0.1 | | |
480,602 | | | Qatar National Bank QPSC | | | | | 2,369,351 | | | | | | 0.2 | | |
| | | | | | | | 6,028,271 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Romania: 0.0% | | ||||||||||||
47,095 | | | NEPI Rockcastle PLC | | | | | 333,820 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Russia: 3.2% | | ||||||||||||
292,511 | | | Alrosa PJSC | | | | | 537,770 | | | | | | 0.1 | | |
1,264,858 | | | Gazprom PJSC | | | | | 4,845,022 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Russia (continued) | | ||||||||||||
4,265,499 | | | Inter RAO UES PJSC | | | | $ | 273,410 | | | | | | 0.0 | | |
44,506 | | | Lukoil PJSC | | | | | 4,117,706 | | | | | | 0.4 | | |
37,811 | | | Magnit PJSC GDR | | | | | 548,448 | | | | | | 0.1 | | |
12,057 (1) | | | Mail.ru Group Ltd. GDR | | | | | 274,089 | | | | | | 0.0 | | |
6,810 | | | MMC Norilsk Nickel OJSC | | | | | 2,308,281 | | | | | | 0.3 | | |
50,415 | | | Mobile TeleSystems PJSC ADR | | | | | 466,843 | | | | | | 0.1 | | |
159,601 | | | Moscow Exchange MICEX-RTS PJ | | | | | 372,714 | | | | | | 0.0 | | |
9,829 | | | Novatek PJSC GDR | | | | | 2,156,819 | | | | | | 0.2 | | |
147,228 | | | Novolipetsk Steel PJSC | | | | | 462,967 | | | | | | 0.1 | | |
4,350 (1) | | | Ozon Holdings PLC ADR | | | | | 254,997 | | | | | | 0.0 | | |
15,933 | | | PhosAgro OJSC GDR | | | | | 322,484 | | | | | | 0.0 | | |
36,702 | | | Polymetal International PLC | | | | | 795,007 | | | | | | 0.1 | | |
3,714 | | | Polyus PJSC | | | | | 720,031 | | | | | | 0.1 | | |
127,829 | | | Rosneft Oil Co. PJSC | | | | | 999,408 | | | | | | 0.1 | | |
1,163,851 | | | Sberbank of Russia PJSC | | | | | 4,863,040 | | | | | | 0.5 | | |
23,546 | | | Severstal PAO | | | | | 505,526 | | | | | | 0.1 | | |
752,707 | | | Surgutneftegas PJSC | | | | | 377,673 | | | | | | 0.1 | | |
151,438 | | | Tatneft PJSC | | | | | 1,101,588 | | | | | | 0.1 | | |
13,102 | | | TCS Group Holding PLC GDR | | | | | 1,146,994 | | | | | | 0.1 | | |
381,055,139 (1) | | | VTB Bank PJSC | | | | | 252,322 | | | | | | 0.0 | | |
3,847 | | | X5 Retail Group N.V. - FIVEL GDR | | | | | 134,972 | | | | | | 0.0 | | |
9,764 | | | X5 Retail Group NV - FIVE GDR | | | | | 341,994 | | | | | | 0.0 | | |
32,929 (1) | | | Yandex NV | | | | | 2,329,727 | | | | | | 0.2 | | |
| | | | | | | | 30,509,832 | | | | | | 3.2 | | |
| | | | | ||||||||||||
| | | Saudi Arabia: 2.8% | | ||||||||||||
5,540 | | | Abdullah Al Othaim Markets Co. | | | | | 182,976 | | | | | | 0.0 | | |
12,977 | | | Advanced Petrochemical Co. | | | | | 250,403 | | | | | | 0.0 | | |
131,278 | | | Al Rajhi Bank | | | | | 3,887,614 | | | | | | 0.4 | | |
111,404 | | | Alinma Bank | | | | | 625,283 | | | | | | 0.1 | | |
27,432 | | | Almarai Co. JSC | | | | | 463,851 | | | | | | 0.1 | | |
67,338 | | | Arab National Bank | | | | | 407,705 | | | | | | 0.1 | | |
41,783 (1) | | | Bank AlBilad | | | | | 409,118 | | | | | | 0.1 | | |
52,626 (1) | | | Bank Al-Jazira | | | | | 259,841 | | | | | | 0.0 | | |
63,909 | | | Banque Saudi Fransi | | | | | 654,323 | | | | | | 0.1 | | |
7,206 | | | Bupa Arabia for Cooperative Insurance Co. | | | | | 238,625 | | | | | | 0.0 | | |
7,956 | | | Co for Cooperative Insurance/The | | | | | 175,640 | | | | | | 0.0 | | |
67,609 (1) | | | Dar Al Arkan Real Estate Development Co. | | | | | 190,752 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Saudi Arabia (continued) | | ||||||||||||
4,837 | | | Dr Sulaiman Al Habib Medical Services Group Co. | | | | $ | 210,980 | | | | | | 0.0 | | |
46,828 (1) | | | Emaar Economic City | | | | | 159,797 | | | | | | 0.0 | | |
43,283 | | | Etihad Etisalat Co. | | | | | 382,730 | | | | | | 0.0 | | |
6,623 | | | Jarir Marketing Co. | | | | | 372,948 | | | | | | 0.1 | | |
52,457 (1) | | | Mobile Telecommunications Co. Saudi Arabia | | | | | 203,361 | | | | | | 0.0 | | |
4,085 | | | Mouwasat Medical Services Co. | | | | | 196,395 | | | | | | 0.0 | | |
40,784 (1) | | | National Industrialization Co. | | | | | 210,266 | | | | | | 0.0 | | |
8,410 | | | National Petrochemical Co. | | | | | 98,735 | | | | | | 0.0 | | |
28,747 (1) | | | Rabigh Refining & Petrochemical Co. | | | | | 180,351 | | | | | | 0.0 | | |
142,878 | | | Riyad Bank | | | | | 1,009,510 | | | | | | 0.1 | | |
21,876 | | | SABIC Agri-Nutrients Co. | | | | | 697,184 | | | | | | 0.1 | | |
42,332 | | | Sahara International Petrochemical Co. | | | | | 346,162 | | | | | | 0.0 | | |
46,167 (1) | | | Saudi Arabian Mining Co. | | | | | 779,141 | | | | | | 0.1 | | |
234,707 (2) | | | Saudi Arabian Oil Co. | | | | | 2,196,506 | | | | | | 0.2 | | |
95,368 | | | Saudi Basic Industries Corp. | | | | | 3,100,399 | | | | | | 0.3 | | |
88,830 (1) | | | Saudi British Bank/The | | | | | 746,697 | | | | | | 0.1 | | |
9,556 | | | Saudi Cement Co. | | | | | 162,044 | | | | | | 0.0 | | |
89,871 | | | Saudi Electricity Co. | | | | | 578,692 | | | | | | 0.1 | | |
26,313 | | | Saudi Industrial Investment Group | | | | | 245,863 | | | | | | 0.0 | | |
82,186 (1) | | | Saudi Kayan Petrochemical Co. | | | | | 396,100 | | | | | | 0.1 | | |
234,997 | | | Saudi National Bank | | | | | 3,608,976 | | | | | | 0.4 | | |
63,893 | | | Saudi Telecom Co. | | | | | 2,243,183 | | | | | | 0.2 | | |
29,325 | | | Savola Group/The | | | | | 337,570 | | | | | | 0.0 | | |
27,486 | | | Yanbu National Petrochemical Co. | | | | | 532,600 | | | | | | 0.1 | | |
| | | | | | | | 26,742,321 | | | | | | 2.8 | | |
| | | | | ||||||||||||
| | | Singapore: 0.0% | | ||||||||||||
25,000 (2) | | | BOC Aviation Ltd. | | | | | 210,907 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | South Africa: 3.4% | | ||||||||||||
77,639 (1) | | | Absa Group Ltd. | | | | | 737,488 | | | | | | 0.1 | | |
11,820 | | | African Rainbow Minerals Ltd. | | | | | 211,361 | | | | | | 0.0 | | |
5,827 | | | Anglo American Platinum Ltd. | | | | | 672,979 | | | | | | 0.1 | | |
44,876 | | | AngloGold Ashanti Ltd. | | | | | 832,967 | | | | | | 0.1 | | |
42,103 (1) | | | Aspen Pharmacare Holdings Ltd. | | | | | 477,905 | | | | | | 0.1 | | |
35,911 (1) | | | Bid Corp. Ltd. | | | | | 778,600 | | | | | | 0.1 | | |
32,307 | | | Bidvest Group Ltd. | | | | | 431,523 | | | | | | 0.1 | | |
8,505 | | | Capitec Bank Holdings Ltd. | | | | | 1,002,558 | | | | | | 0.1 | | |
27,531 (4) | | | Clicks Group Ltd. | | | | | 473,676 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Africa (continued) | | ||||||||||||
44,743 (1) | | | Discovery Ltd. | | | | $ | 395,637 | | | | | | 0.0 | | |
27,739 | | | Exxaro Resources Ltd. | | | | | 327,157 | | | | | | 0.0 | | |
531,285 | | | FirstRand Ltd. | | | | | 1,993,319 | | | | | | 0.2 | | |
95,575 | | | Gold Fields Ltd. | | | | | 852,305 | | | | | | 0.1 | | |
385,738 | | | Growthpoint Properties Ltd. | | | | | 402,486 | | | | | | 0.0 | | �� |
61,831 | | | Harmony Gold Mining Co., Ltd. | | | | | 227,879 | | | | | | 0.0 | | |
85,120 | | | Impala Platinum Holdings Ltd. | | | | | 1,400,013 | | | | | | 0.2 | | |
7,295 | | | Kumba Iron Ore Ltd. | | | | | 325,990 | | | | | | 0.0 | | |
28,179 (4) | | | Mr Price Group Ltd. | | | | | 415,423 | | | | | | 0.0 | | |
181,535 (1) | | | MTN Group Ltd. | | | | | 1,311,516 | | | | | | 0.1 | | |
42,868 | | | MultiChoice Group | | | | | 352,250 | | | | | | 0.0 | | |
46,984 | | | Naspers Ltd. | | | | | 9,906,435 | | | | | | 1.0 | | |
41,053 (1) | | | Nedbank Group Ltd. | | | | | 491,117 | | | | | | 0.1 | | |
39,054 (1) | | | Northam Platinum Ltd. | | | | | 589,940 | | | | | | 0.1 | | |
507,335 | | | Old Mutual Ltd. | | | | | 479,623 | | | | | | 0.1 | | |
94,812 | | | Rand Merchant Investment Holdings Ltd. | | | | | 208,082 | | | | | | 0.0 | | |
15,932 | | | Reinet Investments SCA | | | | | 312,649 | | | | | | 0.0 | | |
58,087 | | | Remgro Ltd. | | | | | 466,160 | | | | | | 0.1 | | |
190,256 | | | Sanlam Ltd. | | | | | 817,648 | | | | | | 0.1 | | |
60,644 (1) | | | Sasol Ltd. | | | | | 923,858 | | | | | | 0.1 | | |
55,272 | | | Shoprite Holdings Ltd. | | | | | 601,644 | | | | | | 0.1 | | |
300,960 | | | Sibanye Stillwater Ltd. | | | | | 1,254,216 | | | | | | 0.1 | | |
22,298 | | | Spar Group Ltd. | | | | | 282,457 | | | | | | 0.0 | | |
138,012 | | | Standard Bank Group Ltd. | | | | | 1,232,532 | | | | | | 0.1 | | |
19,253 (4) | | | Tiger Brands Ltd. | | | | | 281,784 | | | | | | 0.0 | | |
70,550 (4) | | | Vodacom Group Pty Ltd. | | | | | 636,185 | | | | | | 0.1 | | |
110,275 (1) | | | Woolworths Holdings Ltd./South Africa | | | | | 416,912 | | | | | | 0.0 | | |
| | | | | | | | 32,524,274 | | | | | | 3.4 | | |
| | | | | ||||||||||||
| | | South Korea: 12.2% | | ||||||||||||
3,091 (1) | | | Alteogen, Inc. | | | | | 229,615 | | | | | | 0.0 | | |
3,489 | | | Amorepacific Corp. | | | | | 780,590 | | | | | | 0.1 | | |
3,306 | | | AMOREPACIFIC Group | | | | | 187,997 | | | | | | 0.0 | | |
997 | | | BGF retail Co. Ltd. | | | | | 159,008 | | | | | | 0.0 | | |
8,896 (1) | | | Celltrion Healthcare Co. Ltd. | | | | | 914,174 | | | | | | 0.1 | | |
1,762 (1) | | | Celltrion Pharm, Inc. | | | | | 245,880 | | | | | | 0.0 | | |
10,340 (1) | | | Celltrion, Inc. | | | | | 2,464,383 | | | | | | 0.3 | | |
8,623 | | | Cheil Worldwide, Inc. | | | | | 192,469 | | | | | | 0.0 | | |
909 | | | CJ CheilJedang Corp. | | | | | 372,079 | | | | | | 0.1 | | |
1,648 | | | CJ Corp. | | | | | 156,438 | | | | | | 0.0 | | |
1,330 | | | CJ ENM Co. Ltd. | | | | | 215,670 | | | | | | 0.0 | | |
1,108 (1) | | | CJ Logistics Corp. | | | | | 173,998 | | | | | | 0.0 | | |
5,489 | | | Coway Co. Ltd. | | | | | 383,004 | | | | | | 0.1 | | |
4,528 (1) | | | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | | | | | 144,044 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
5,225 | | | DB Insurance Co. Ltd. | | | | $ | 254,441 | | | | | | 0.0 | | |
22,645 (1) | | | Doosan Heavy Industries and Construction Co. Ltd. | | | | | 478,274 | | | | | | 0.1 | | |
5,782 (1) | | | Doosan Bobcat, Inc. | | | | | 246,652 | | | | | | 0.0 | | |
2,369 | | | Douzone Bizon Co. Ltd. | | | | | 174,427 | | | | | | 0.0 | | |
2,177 | | | E-Mart, Inc. | | | | | 309,027 | | | | | | 0.0 | | |
5,630 | | | Fila Holdings Corp. | | | | | 290,891 | | | | | | 0.0 | | |
623 | | | Green Cross Corp./South Korea | | | | | 181,893 | | | | | | 0.0 | | |
6,907 | | | GS Engineering & Construction Corp. | | | | | 262,984 | | | | | | 0.0 | | |
5,403 | | | GS Holdings Corp. | | | | | 222,147 | | | | | | 0.0 | | |
31,681 | | | Hana Financial Group, Inc. | | | | | 1,298,332 | | | | | | 0.1 | | |
8,230 | | | Hankook Tire & Technology Co. Ltd. | | | | | 377,627 | | | | | | 0.1 | | |
782 | | | Hanmi Pharm Co. Ltd. | | | | | 232,207 | | | | | | 0.0 | | |
21,118 | | | Hanon Systems Corp. | | | | | 310,251 | | | | | | 0.0 | | |
13,178 (1) | | | Hanwha Solutions Corp. | | | | | 520,448 | | | | | | 0.1 | | |
10,196 (1) | | | HLB, Inc. | | | | | 301,990 | | | | | | 0.0 | | |
3,511 | | | Hotel Shilla Co. Ltd. | | | | | 302,347 | | | | | | 0.0 | | |
982 (1) | | | HYBE Co. Ltd. | | | | | 254,899 | | | | | | 0.0 | | |
8,686 | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 449,644 | | | | | | 0.1 | | |
2,121 | | | Hyundai Glovis Co., Ltd. | | | | | 393,533 | | | | | | 0.1 | | |
5,381 | | | Hyundai Heavy Industries Holdings Co., Ltd. | | | | | 338,400 | | | | | | 0.0 | | |
7,078 | | | Hyundai Mobis Co. Ltd. | | | | | 1,835,547 | | | | | | 0.2 | | |
14,812 | | | Hyundai Motor Co. | | | | | 3,151,713 | | | | | | 0.3 | | |
9,568 | | | Hyundai Steel Co. | | | | | 456,785 | | | | | | 0.1 | | |
27,782 (1) | | | Hyundai Merchant Marine Co., Ltd. | | | | | 1,083,089 | | | | | | 0.1 | | |
25,129 | | | Industrial Bank Of Korea | | | | | 234,565 | | | | | | 0.0 | | |
33,438 | | | Kakao Corp. | | | | | 4,843,245 | | | | | | 0.5 | | |
11,770 (1) | | | Kangwon Land, Inc. | | | | | 280,993 | | | | | | 0.0 | | |
41,953 | | | KB Financial Group, Inc. | | | | | 2,082,129 | | | | | | 0.2 | | |
28,342 | | | Kia Corp. | | | | | 2,258,655 | | | | | | 0.2 | | |
3,262 (1) | | | KMW Co. Ltd. | | | | | 156,790 | | | | | | 0.0 | | |
8,050 | | | Korea Aerospace Industries Ltd. | | | | | 235,451 | | | | | | 0.0 | | |
27,478 | | | Korea Electric Power Corp. | | | | | 606,477 | | | | | | 0.1 | | |
4,562 | | | Korea Investment Holdings Co., Ltd. | | | | | 417,364 | | | | | | 0.1 | | |
4,265 (1) | | | Korea Shipbuilding & Offshore Engineering Co. Ltd. | | | | | 507,278 | | | | | | 0.1 | | |
970 | | | Korea Zinc Co., Ltd. | | | | | 371,971 | | | | | | 0.0 | | |
17,070 (1) | | | Korean Air Lines Co. Ltd. | | | | | 477,445 | | | | | | 0.1 | | |
12,441 | | | KT&G Corp. | | | | | 932,357 | | | | | | 0.1 | | |
2,019 | | | Kumho Petrochemical Co. Ltd. | | | | | 393,378 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
4,899 | | | LG Chem Ltd. | | | | $ | 3,699,186 | | | | | | 0.4 | | |
9,486 | | | LG Corp. | | | | | 863,035 | | | | | | 0.1 | | |
25,091 (1) | | | LG Display Co., Ltd. | | | | | 545,437 | | | | | | 0.1 | | |
11,408 | | | LG Electronics, Inc. | | | | | 1,651,701 | | | | | | 0.2 | | |
1,002 | | | LG Household & Health Care Ltd. | | | | | 1,567,752 | | | | | | 0.2 | | |
1,580 | | | LG Innotek Co. Ltd. | | | | | 312,472 | | | | | | 0.0 | | |
23,544 | | | LG Uplus Corp. | | | | | 320,998 | | | | | | 0.0 | | |
1,901 | | | Lotte Chemical Corp. | | | | | 443,017 | | | | | | 0.1 | | |
1,441 | | | Lotte Shopping Co. Ltd. | | | | | 147,713 | | | | | | 0.0 | | |
32,970 | | | Meritz Securities Co. Ltd. | | | | | 138,684 | | | | | | 0.0 | | |
33,250 | | | Mirae Asset Securities Co. Ltd. | | | | | 278,449 | | | | | | 0.0 | | |
13,255 | | | NAVER Corp. | | | | | 4,918,516 | | | | | | 0.5 | | |
1,776 | | | NCSoft Corp. | | | | | 1,292,258 | | | | | | 0.1 | | |
2,513 (2) | | | Netmarble Corp. | | | | | 298,773 | | | | | | 0.0 | | |
14,440 | | | NH Investment & Securities Co., Ltd. | | | | | 165,392 | | | | | | 0.0 | | |
2,740 | | | Orion Corp./Republic of Korea | | | | | 288,341 | | | | | | 0.0 | | |
31,254 | | | Pan Ocean Co. Ltd. | | | | | 236,978 | | | | | | 0.0 | | |
3,519 (1) | | | Pearl Abyss Corp. | | | | | 236,155 | | | | | | 0.0 | | |
7,919 | | | POSCO | | | | | 2,447,364 | | | | | | 0.3 | | |
3,154 | | | POSCO Chemical Co., Ltd. | | | | | 402,721 | | | | | | 0.1 | | |
2,150 | | | S-1 Corp. | | | | | 156,360 | | | | | | 0.0 | | |
1,784 (1)(2) | | | Samsung Biologics Co. Ltd. | | | | | 1,329,248 | | | | | | 0.2 | | |
8,951 | | | Samsung C&T Corp. | | | | | 1,084,038 | | | | | | 0.1 | | |
17,632 (1) | | | Samsung Engineering Co. Ltd. | | | | | 373,753 | | | | | | 0.1 | | |
3,318 | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 649,867 | | | | | | 0.1 | | |
52,532 (1) | | | Samsung Heavy Industries Co., Ltd. | | | | | 312,731 | | | | | | 0.0 | | |
3,785 | | | Samsung SDS Co. Ltd. | | | | | 621,637 | | | | | | 0.1 | | |
7,244 | | | Samsung Securities Co. Ltd. | | | | | 289,001 | | | | | | 0.0 | | |
5,969 | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 936,043 | | | | | | 0.1 | | |
516,820 | | | Samsung Electronics Co., Ltd. 005930 | | | | | 36,997,157 | | | | | | 3.9 | | |
7,453 | | | Samsung Life Insurance Co. Ltd. | | | | | 528,840 | | | | | | 0.1 | | |
5,903 | | | Samsung SDI Co., Ltd. | | | | | 3,654,772 | | | | | | 0.4 | | |
4,048 (1) | | | Seegene, Inc. | | | | | 297,124 | | | | | | 0.0 | | |
3,466 | | | Shin Poong Pharmaceutical Co. Ltd. | | | | | 265,252 | | | | | | 0.0 | | |
46,132 | | | Shinhan Financial Group Co., Ltd. | | | | | 1,665,572 | | | | | | 0.2 | | |
894 | | | Shinsegae, Inc. | | | | | 226,542 | | | | | | 0.0 | | |
2,932 (1) | | | SK Biopharmaceuticals Co. Ltd. | | | | | 319,985 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
869 | | | SK Chemicals Co. Ltd. | | | | $ | 200,335 | | | | | | 0.0 | | |
3,371 | | | SK Holdings Co. Ltd. | | | | | 844,930 | | | | | | 0.1 | | |
58,804 | | | SK Hynix, Inc. | | | | | 6,637,128 | | | | | | 0.7 | | |
5,451 (1) | | | SK Innovation Co. Ltd. | | | | | 1,429,300 | | | | | | 0.2 | | |
4,224 | | | SK Telecom Co., Ltd. | | | | | 1,200,387 | | | | | | 0.1 | | |
1,998 | | | SKC Co., Ltd. | | | | | 281,570 | | | | | | 0.0 | | |
5,041 (1) | | | S-Oil Corp. | | | | | 459,039 | | | | | | 0.1 | | |
51,992 | | | Woori Financial Group, Inc. | | | | | 529,323 | | | | | | 0.1 | | |
5,768 | | | Yuhan Corp. | | | | | 323,119 | | | | | | 0.0 | | |
| | | | | | | | 116,012,990 | | | | | | 12.2 | | |
| | | | | ||||||||||||
| | | Taiwan: 13.6% | | ||||||||||||
54,000 | | | Accton Technology Corp. | | | | | 639,445 | | | | | | 0.1 | | |
331,462 | | | Acer, Inc. | | | | | 348,359 | | | | | | 0.0 | | |
42,659 | | | Advantech Co. Ltd. | | | | | 527,840 | | | | | | 0.1 | | |
14,000 | | | Airtac International Group | | | | | 539,279 | | | | | | 0.1 | | |
351,243 | | | ASE Technology Holding Co. Ltd | | | | | 1,409,271 | | | | | | 0.2 | | |
242,356 | | | Asia Cement Corp. | | | | | 440,975 | | | | | | 0.1 | | |
3,000 | | | ASMedia Technology, Inc. | | | | | 144,700 | | | | | | 0.0 | | |
76,000 | | | Asustek Computer, Inc. | | | | | 1,013,385 | | | | | | 0.1 | | |
897,000 | | | AU Optronics Corp. | | | | | 725,367 | | | | | | 0.1 | | |
73,000 | | | Catcher Technology Co., Ltd. | | | | | 476,807 | | | | | | 0.1 | | |
842,079 | | | Cathay Financial Holding Co., Ltd. | | | | | 1,628,111 | | | | | | 0.2 | | |
134,050 | | | Chailease Holding Co. Ltd. | | | | | 973,858 | | | | | | 0.1 | | |
458,336 | | | Chang Hwa Commercial Bank Ltd. | | | | | 265,633 | | | | | | 0.0 | | |
206,650 | | | Cheng Shin Rubber Industry Co. Ltd. | | | | | 346,478 | | | | | | 0.0 | | |
1,394,000 | | | China Development Financial Holding Corp. | | | | | 657,414 | | | | | | 0.1 | | |
216,044 | | | China Life Insurance Co., Ltd. | | | | | 204,230 | | | | | | 0.0 | | |
1,276,535 | | | China Steel Corp. | | | | | 1,812,876 | | | | | | 0.2 | | |
403,000 | | | Chunghwa Telecom Co., Ltd. | | | | | 1,644,510 | | | | | | 0.2 | | |
469,000 | | | Compal Electronics, Inc. | | | | | 376,172 | | | | | | 0.0 | | |
1,922,170 | | | CTBC Financial Holding Co. Ltd. | | | | | 1,565,289 | | | | | | 0.2 | | |
209,703 | | | Delta Electronics, Inc. | | | | | 2,278,184 | | | | | | 0.2 | | |
1,201,989 | | | E.Sun Financial Holding Co., Ltd. | | | | | 1,134,589 | | | | | | 0.1 | | |
21,386 | | | Eclat Textile Co. Ltd. | | | | | 503,540 | | | | | | 0.1 | | |
281,142 (1) | | | Evergreen Marine Corp. Taiwan Ltd. | | | | | 1,985,835 | | | | | | 0.2 | | |
315,685 | | | Far Eastern New Century Corp. | | | | | 362,503 | | | | | | 0.0 | | |
179,000 | | | Far EasTone Telecommunications Co., Ltd. | | | | | 414,920 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Taiwan (continued) | | ||||||||||||
46,891 | | | Feng TAY Enterprise Co., Ltd. | | | | $ | 411,361 | | | | | | 0.0 | | |
1,086,101 | | | First Financial Holding Co., Ltd. | | | | | 884,597 | | | | | | 0.1 | | |
375,600 | | | Formosa Chemicals & Fibre Co. | | | | | 1,141,692 | | | | | | 0.1 | | |
123,000 | | | Formosa Petrochemical Corp. | | | | | 470,056 | | | | | | 0.1 | | |
406,600 | | | Formosa Plastics Corp. | | | | | 1,502,550 | | | | | | 0.2 | | |
106,849 | | | Foxconn Technology Co., Ltd. | | | | | 251,662 | | | | | | 0.0 | | |
711,000 | | | Fubon Financial Holding Co., Ltd. | | | | | 1,884,913 | | | | | | 0.2 | | |
34,000 | | | Giant Manufacturing Co., Ltd. | | | | | 388,595 | | | | | | 0.0 | | |
24,000 | | | Globalwafers Co. Ltd. | | | | | 791,287 | | | | | | 0.1 | | |
29,312 | | | Hiwin Technologies Corp. | | | | | 415,046 | | | | | | 0.0 | | |
1,343,170 | | | HON HAI Precision Industry Co., Ltd. | | | | | 5,392,837 | | | | | | 0.6 | | |
32,000 | | | Hotai Motor Co. Ltd. | | | | | 705,060 | | | | | | 0.1 | | |
907,421 | | | Hua Nan Financial Holdings Co. Ltd. | | | | | 600,709 | | | | | | 0.1 | | |
931,439 | | | Innolux Corp. | | | | | 692,904 | | | | | | 0.1 | | |
309,000 | | | Inventec Co., Ltd. | | | | | 291,086 | | | | | | 0.0 | | |
11,000 | | | Largan Precision Co. Ltd. | | | | | 1,223,109 | | | | | | 0.1 | | |
236,538 | | | Lite-On Technology Corp. | | | | | 488,658 | | | | | | 0.1 | | |
162,820 | | | MediaTek, Inc. | | | | | 5,615,050 | | | | | | 0.6 | | |
1,151,826 | | | Mega Financial Holdings Co., Ltd. | | | | | 1,357,952 | | | | | | 0.1 | | |
76,000 | | | Micro-Star International Co., Ltd. | | | | | 429,344 | | | | | | 0.1 | | |
545,890 | | | Nan Ya Plastics Corp. | | | | | 1,628,518 | | | | | | 0.2 | | |
25,000 | | | Nan Ya Printed Circuit Board Corp. | | | | | 349,351 | | | | | | 0.0 | | |
137,000 | | | Nanya Technology Corp. | | | | | 391,522 | | | | | | 0.0 | | |
19,000 | | | Nien Made Enterprise Co. Ltd. | | | | | 281,833 | | | | | | 0.0 | | |
63,000 | | | Novatek Microelectronics Corp., Ltd. | | | | | 1,126,004 | | | | | | 0.1 | | |
24,000 (1) | | | Oneness Biotech Co. Ltd. | | | | | 199,839 | | | | | | 0.0 | | |
216,000 | | | Pegatron Corp. | | | | | 533,293 | | | | | | 0.1 | | |
17,000 | | | Phison Electronics Corp. | | | | | 292,382 | | | | | | 0.0 | | |
264,000 | | | Pou Chen Corp. | | | | | 372,175 | | | | | | 0.0 | | |
82,000 | | | Powertech Technology, Inc. | | | | | 316,179 | | | | | | 0.0 | | |
62,000 | | | President Chain Store Corp. | | | | | 585,064 | | | | | | 0.1 | | |
293,000 | | | Quanta Computer, Inc. | | | | | 919,616 | | | | | | 0.1 | | |
50,760 | | | Realtek Semiconductor Corp. | | | | | 919,511 | | | | | | 0.1 | | |
94,228 | | | Ruentex Development Co. Ltd. | | | | | 191,273 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Taiwan (continued) | | ||||||||||||
375,349 | | | Shanghai Commercial & Savings Bank Ltd./The | | | | $ | 609,193 | | | | | | 0.1 | | |
1,231,189 | | | Shin Kong Financial Holding Co., Ltd. | | | | | 420,859 | | | | | | 0.0 | | |
1,118,454 | | | SinoPac Financial Holdings Co., Ltd. | | | | | 551,713 | | | | | | 0.1 | | |
152,800 | | | Synnex Technology International Corp. | | | | | 279,071 | | | | | | 0.0 | | |
1,054,816 | | | Taishin Financial Holdings Co., Ltd. | | | | | 577,215 | | | | | | 0.1 | | |
671,111 | | | Taiwan Business Bank | | | | | 227,643 | | | | | | 0.0 | | |
528,119 | | | Taiwan Cement Corp. | | | | | 966,633 | | | | | | 0.1 | | |
1,001,939 | | | Taiwan Cooperative Financial Holding Co. Ltd. | | | | | 764,166 | | | | | | 0.1 | | |
202,000 | | | Taiwan High Speed Rail Corp. | | | | | 216,691 | | | | | | 0.0 | | |
179,000 | | | Taiwan Mobile Co., Ltd. | | | | | 655,289 | | | | | | 0.1 | | |
2,669,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 57,485,009 | | | | | | 6.1 | | |
130,000 | | | Unimicron Technology Corp. | | | | | 601,268 | | | | | | 0.1 | | |
510,209 | | | Uni-President Enterprises Corp. | | | | | 1,339,781 | | | | | | 0.1 | | |
1,273,000 | | | United Microelectronics Corp. | | | | | 2,413,993 | | | | | | 0.3 | | |
101,000 | | | Vanguard International Semiconductor Corp. | | | | | 427,878 | | | | | | 0.0 | | |
36,000 | | | Walsin Technology Corp. | | | | | 293,618 | | | | | | 0.0 | | |
59,000 | | | Wan Hai Lines Ltd. | | | | | 678,941 | | | | | | 0.1 | | |
37,000 | | | Win Semiconductors Corp. | | | | | 498,089 | | | | | | 0.1 | | |
329,000 | | | Winbond Electronics Corp. | | | | | 410,736 | | | | | | 0.0 | | |
305,382 | | | Wistron Corp. | | | | | 339,580 | | | | | | 0.0 | | |
9,000 | | | Wiwynn Corp. | | | | | 321,936 | | | | | | 0.0 | | |
185,280 | | | WPG Holdings Ltd. | | | | | 339,866 | | | | | | 0.0 | | |
40,537 | | | Yageo Corp. | | | | | 807,467 | | | | | | 0.1 | | |
170,000 (1) | | | Yang Ming Marine Transport Corp. | | | | | 1,112,781 | | | | | | 0.1 | | |
1,058,409 | | | Yuanta Financial Holding Co., Ltd. | | | | | 1,019,143 | | | | | | 0.1 | | |
71,000 | | | Zhen Ding Technology Holding Ltd. | | | | | 267,551 | | | | | | 0.0 | | |
| | | | | | | | 129,090,708 | | | | | | 13.6 | | |
| | | | | ||||||||||||
| | | Thailand: 1.6% | | ||||||||||||
24,500 | | | Advanced Info Service PCL | | | | | 130,794 | | | | | | 0.0 | | |
101,900 | | | Advanced Info Service PCL - Foreign | | | | | 543,995 | | | | | | 0.1 | | |
7,900 | | | Airports of Thailand PCL | | | | | 15,301 | | | | | | 0.0 | | |
437,600 | | | Airports of Thailand PCL - Foreign | | | | | 847,568 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Thailand (continued) | | ||||||||||||
956,800 (1) | | | Asset World Corp. PCL - Foreign | | | | $ | 129,903 | | | | | | 0.0 | | |
97,400 | | | B Grimm Power PCL - Foreign | | | | | 127,714 | | | | | | 0.0 | | |
63,000 | | | Bangkok Bank PCL - Foreign Reg | | | | | 222,467 | | | | | | 0.0 | | |
197,800 | | | Bangkok Commercial Asset Management PCL - Foreign | | | | | 114,826 | | | | | | 0.0 | | |
21,500 | | | Bangkok Dusit Medical Services PCL | | | | | 15,445 | | | | | | 0.0 | | |
1,002,800 | | | Bangkok Dusit Medical Services PCL - Foreign | | | | | 720,361 | | | | | | 0.1 | | |
50,200 | | | Bangkok Expressway & Metro PCL | | | | | 12,772 | | | | | | 0.0 | | |
880,500 | | | Bangkok Expressway & Metro PCL - Foreign | | | | | 224,010 | | | | | | 0.0 | | |
13,200 | | | Berli Jucker PCL | | | | | 14,332 | | | | | | 0.0 | | |
133,600 | | | Berli Jucker PCL - Foreign | | | | | 145,061 | | | | | | 0.0 | | |
45,400 | | | BTS Group Holdings PCL | | | | | 13,251 | | | | | | 0.0 | | |
878,400 | | | BTS Group Holdings PCL - Foreign | | | | | 256,385 | | | | | | 0.0 | | |
3,500 | | | Bumrungrad Hospital PCL | | | | | 14,050 | | | | | | 0.0 | | |
50,900 | | | Bumrungrad Hospital PCL - Foreign | | | | | 204,325 | | | | | | 0.0 | | |
19,000 | | | Carabao Group PCL | | | | | 84,000 | | | | | | 0.0 | | |
4,700 | | | Carabao Group PCL | | | | | 20,779 | | | | | | 0.0 | | |
32,000 | | | Central Pattana PCL | | | | | 52,495 | | | | | | 0.0 | | |
191,200 | | | Central Pattana PCL - Foreign | | | | | 313,658 | | | | | | 0.1 | | |
12,100 (2) | | | Central Retail Corp. PCL | | | | | 12,658 | | | | | | 0.0 | | |
201,100 | | | Central Retail Corp. PCL - Foreign | | | | | 210,381 | | | | | | 0.0 | | |
103,100 | | | Charoen Pokphand Foods PCL | | | | | 85,318 | | | | | | 0.0 | | |
333,500 | | | Charoen Pokphand Foods PCL - Foreign | | | | | 275,981 | | | | | | 0.0 | | |
9,500 | | | CP ALL PCL | | | | | 17,797 | | | | | | 0.0 | | |
596,900 | | | CP ALL PCL - Foreign | | | | | 1,118,222 | | | | | | 0.1 | | |
900 | | | Delta Electronics Thailand PCL | | | | | 16,234 | | | | | | 0.0 | | |
32,900 | | | Delta Electronics Thailand PCL - Foreign | | | | | 593,434 | | | | | | 0.1 | | |
2,500 | | | Electricity Generating PCL | | | | | 13,664 | | | | | | 0.0 | | |
30,400 | | | Electricity Generating PCL - Foreign | | | | | 166,151 | | | | | | 0.0 | | |
7,400 | | | Energy Absolute PCL | | | | | 14,105 | | | | | | 0.0 | | |
163,600 | | | Energy Absolute PCL - Foreign | | | | | 311,826 | | | | | | 0.1 | | |
6,000 | | | Global Power Synergy PCL | | | | | 13,682 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Thailand (continued) | | ||||||||||||
81,300 | | | Global Power Synergy PCL - Foreign | | | | $ | 185,388 | | | | | | 0.0 | | |
17,000 | | | Gulf Energy Development PCL | | | | | 18,182 | | | | | | 0.0 | | |
277,400 | | | Gulf Energy Development PCL - Foreign | | | | | 296,679 | | | | | | 0.1 | | |
29,200 | | | Home Product Center PCL | | | | | 13,131 | | | | | | 0.0 | | |
665,251 | | | Home Product Center PCL - Foreign | | | | | 299,162 | | | | | | 0.1 | | |
10,100 | | | Indorama Ventures PCL | | | | | 12,865 | | | | | | 0.0 | | |
188,200 | | | Indorama Ventures PCL - Foreign | | | | | 239,726 | | | | | | 0.0 | | |
6,900 | | | Intouch Holdings PCL | | | | | 14,001 | | | | | | 0.0 | | |
209,800 | | | Intouch Holdings PCL - Foreign | | | | | 425,698 | | | | | | 0.1 | | |
96,100 | | | Krung Thai Bank PCL | | | | | 32,137 | | | | | | 0.0 | | |
284,700 | | | Krung Thai Bank PCL - Foreign | | | | | 95,208 | | | | | | 0.0 | | |
8,800 | | | Krungthai Card PCL | | | | | 18,414 | | | | | | 0.0 | | |
85,200 | | | Krungthai Card PCL - Foreign | | | | | 178,279 | | | | | | 0.0 | | |
940,100 | | | Land & Houses PCL - Foreign | | | | | 233,174 | | | | | | 0.0 | | |
50,200 | | | Land and Houses PCL | | | | | 12,451 | | | | | | 0.0 | | |
13,900 (1) | | | Minor International PCL | | | | | 13,029 | | | | | | 0.0 | | |
332,500 (1) | | | Minor International PCL - Foreign | | | | | 311,669 | | | | | | 0.1 | | |
8,000 | | | Muangthai Capital PCL | | | | | 14,380 | | | | | | 0.0 | | |
85,100 | | | Muangthai Capital PCL - Foreign | | | | | 152,965 | | | | | | 0.0 | | |
13,900 | | | Osotspa PCL | | | | | 16,389 | | | | | | 0.0 | | |
98,200 | | | Osotspa PCL - Foreign | | | | | 115,787 | | | | | | 0.0 | | |
30,600 | | | PTT Exploration & Production PCL | | | | | 111,969 | | | | | | 0.0 | | |
119,600 | | | PTT Exploration & Production PCL - Foreign | | | | | 437,629 | | | | | | 0.1 | | |
54,000 | | | PTT Global Chemical PCL | | | | | 99,579 | | | | | | 0.0 | | |
197,300 | | | PTT Global Chemical PCL - Foreign | | | | | 363,831 | | | | | | 0.1 | | |
1,044,500 | | | PTT PCL - Foreign | | | | | 1,281,774 | | | | | | 0.2 | | |
308,600 | | | PTT Oil & Retail Business PCL | | | | | 294,144 | | | | | | 0.0 | | |
15,200 (2) | | | PTT Oil & Retail Business PCL | | | | | 14,488 | | | | | | 0.0 | | |
12,900 | | | PTT PCL | | | | | 15,830 | | | | | | 0.0 | | |
95,100 | | | Ratch Group PCL - Foreign | | | | | 135,806 | | | | | | 0.0 | | |
48,900 | | | Robinson PCL - Foreign | | | | | 80,926 | | | | | | 0.0 | | |
100,700 | | | SCG Packaging PCL | | | | | 195,150 | | | | | | 0.0 | | |
13,900 | | | SCG Packaging PCL | | | | | 26,937 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Thailand (continued) | | ||||||||||||
83,700 | | | Siam Cement PCL - Foreign | | | | $ | 1,129,049 | | | | | | 0.1 | | |
90,000 | | | Siam Commercial Bank PCL - Foreign | | | | | 275,676 | | | | | | 0.0 | | |
4,800 | | | Siam Commercial Bank PCL | | | | | 14,703 | | | | | | 0.0 | | |
12,100 | | | Sri Trang Gloves Thailand PCL | | | | | 15,753 | | | | | | 0.0 | | |
90,200 (4) | | | Sri Trang Gloves Thailand PCL - Foreign | | | | | 117,433 | | | | | | 0.0 | | |
6,600 | | | Srisawad Corp. PCL | | | | | 14,178 | | | | | | 0.0 | | |
83,200 | | | Srisawad Corp. PCL - Foreign | | | | | 178,729 | | | | | | 0.0 | | |
7,800 | | | Thai Oil PCL | | | | | 13,302 | | | | | | 0.0 | | |
122,500 | | | Thai Oil PCL - Foreign | | | | | 208,906 | | | | | | 0.0 | | |
21,500 | | | Thai Union Group PCL | | | | | 13,288 | | | | | | 0.0 | | |
312,200 | | | Thai Union Group PCL - Foreign | | | | | 192,952 | | | | | | 0.0 | | |
1,360,590 (4) | | | True Corp. PCL - Foreign | | | | | 135,131 | | | | | | 0.0 | | |
| | | | | | | | 15,138,822 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Turkey: 0.2% | | ||||||||||||
327,069 | | | Akbank TAS | | | | | 198,396 | | | | | | 0.0 | | |
82,601 | | | Aselsan Elektronik Sanayi Ve Ticaret AS | | | | | 139,649 | | | | | | 0.0 | | |
49,322 | | | BIM Birlesik Magazalar AS | | | | | 352,067 | | | | | | 0.1 | | |
155,301 | | | Eregli Demir ve Celik Fabrikalari TAS | | | | | 321,340 | | | | | | 0.1 | | |
8,022 | | | Ford Otomotiv Sanayi AS | | | | | 156,500 | | | | | | 0.0 | | |
78,478 | | | KOC Holding AS | | | | | 165,217 | | | | | | 0.0 | | |
158,245 | | | Turk Sise Ve Cam Fabrikalari | | | | | 138,857 | | | | | | 0.0 | | |
137,261 | | | Turkcell Iletisim Hizmet AS | | | | | 253,943 | | | | | | 0.0 | | |
245,898 | | | Turkiye Garanti Bankasi A/S | | | | | 234,785 | | | | | | 0.0 | | |
181,463 | | | Turkiye Is Bankasi | | | | | 106,355 | | | | | | 0.0 | | |
14,624 (1) | | | Turkiye Petrol Rafinerileri AS | | | | | 159,575 | | | | | | 0.0 | | |
| | | | | | | | 2,226,684 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | United Arab Emirates: 0.7% | | ||||||||||||
313,634 | | | Abu Dhabi Commercial Bank PJSC | | | | | 586,599 | | | | | | 0.1 | | |
125,091 | | | Abu Dhabi Islamic Bank PJSC | | | | | 186,772 | | | | | | 0.0 | | |
228,952 | | | Abu Dhabi National Oil Co. for Distribution PJSC | | | | | 269,894 | | | | | | 0.0 | | |
433,629 | | | Aldar Properties PJSC | | | | | 451,134 | | | | | | 0.1 | | |
237,412 | | | Dubai Islamic Bank PJSC | | | | | 311,757 | | | | | | 0.0 | | |
394,158 | | | Emaar Properties PJSC | | | | | 447,681 | | | | | | 0.1 | | |
270,574 | | | Emirates NBD Bank PJSC | | | | | 976,030 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Arab Emirates (continued) | | ||||||||||||
185,640 | | | Emirates Telecommunications Group Co. PJSC | | | | $ | 1,111,874 | | | | | | 0.1 | | |
451,233 | | | First Abu Dhabi Bank PJSC | | | | | 2,051,534 | | | | | | 0.2 | | |
| | | | | | | | 6,393,275 | | | | | | 0.7 | | |
| | | Total Common Stock (Cost $712,903,056) | | | | | 912,219,920 | | | | | | 96.1 | | |
| | | | | ||||||||||||
PREFERRED STOCK: 2.2% | | |||||||||||||||
| | | Brazil: 1.3% | | ||||||||||||
19,600 (1) | | | Alpargatas SA | | | | | 197,348 | | | | | | 0.0 | | |
521,488 | | | Banco Bradesco SA | | | | | 2,698,762 | | | | | | 0.3 | | |
23,500 | | | Bradespar SA | | | | | 351,427 | | | | | | 0.1 | | |
18,800 (1) | | | Braskem SA | | | | | 224,331 | | | | | | 0.0 | | |
28,900 | | | Centrais Eletricas Brasileiras SA | | | | | 251,418 | | | | | | 0.0 | | |
121,869 | | | Cia Energetica de Minas Gerais | | | | | 297,457 | | | | | | 0.0 | | |
130,900 | | | Cia Paranaense de Energia | | | | | 155,276 | | | | | | 0.0 | | |
120,000 | | | Gerdau SA | | | | | 712,694 | | | | | | 0.1 | | |
517,225 | | | Itau Unibanco Holding S.A. | | | | | 3,100,979 | | | | | | 0.3 | | |
480,587 | | | Itausa SA | | | | | 1,080,253 | | | | | | 0.1 | | |
100,930 | | | Lojas Americanas SA | | | | | 437,300 | | | | | | 0.1 | | |
511,400 | | | Petroleo Brasileiro SA | | | | | 3,025,956 | | | | | | 0.3 | | |
| | | | | | | | 12,533,201 | | | | | | 1.3 | | |
| | | | | ||||||||||||
| | | Chile: 0.1% | | ||||||||||||
14,619 | | | Sociedad Quimica y Minera de Chile SA | | | | | 688,759 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Russia: 0.1% | | ||||||||||||
758,778 | | | Surgutneftegas PJSC | | | | | 480,639 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | South Korea: 0.7% | | ||||||||||||
2,697 | | | Hyundai Motor Co. | | | | | 276,532 | | | | | | 0.0 | | |
4,102 | | | Hyundai Motor Co. - Series 2 | | | | | 418,899 | | | | | | 0.1 | | |
892 | | | LG Chem Ltd. | | | | | 303,849 | | | | | | 0.0 | | |
232 | | | LG Household & Health Care Ltd. | | | | | 157,590 | | | | | | 0.0 | | |
88,852 | | | Samsung Electronics Co., Ltd. | | | | | 5,815,370 | | | | | | 0.6 | | |
| | | | | | | | 6,972,240 | | | | | | 0.7 | | |
| | | Total Preferred Stock (Cost $17,822,255) | | | | | 20,674,839 | | | | | | 2.2 | | |
| | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
RIGHTS: 0.0% | | |||||||||||||||
| | | Brazil: 0.0% | | ||||||||||||
97,325 (1) | | | Ultrapar Participacoes SA | | | | $ | 783 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | China: —% | | ||||||||||||
3,223 (1)(3) | | | Zhengqi Financial Investment Holding Co. Ltd. | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $—) | | | | | 783 | | | | | | 0.0 | | |
| | | | | ||||||||||||
WARRANTS: 0.0% | | |||||||||||||||
| | | Thailand: 0.0% | | ||||||||||||
11,883 (1) | | | Minor International PCL - W8 | | | | | 1,928 | | | | | | 0.0 | | |
10,769 (1) | | | Minor International PCL - W9 | | | | | 1,545 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $—) | | | | | 3,473 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | India: 0.0% | | ||||||||||||
INR 320,334 | | | Britannia Industries Ltd., 5.500%, 06/03/2024 | | | | | 4,366 | | | | | | 0.0 | | |
| | | Total Corporate Bonds/Notes (Cost $4,402) | | | | | 4,366 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $730,729,713) | | | | | 932,903,381 | | | | | | 98.3 | | |
SHORT-TERM INVESTMENTS: 2.6% | | |||||||||||||||
| | | Repurchase Agreements: 1.0% | | ||||||||||||
339,776 (6) | | | Bank of America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $339,776, collateralized by various U.S. Government Agency Obligations, 1.500%-8.500%, | | | | | | | | | | | | | |
| | | Market Value plus accrued interest $346,571, due 07/15/21-01/15/60) | | | | | 339,776 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,213,500 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,213,503, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,257,770, due 07/25/21-05/20/71) | | | | $ | 2,213,500 | | | | | | 0.2 | | |
1,103,637 (6) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,103,640, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,125,710, due 08/01/21-06/01/51) | | | | | 1,103,637 | | | | | | 0.1 | | |
1,402,166 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,402,168, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,430,212, due 05/01/24-04/20/71) | | | | | 1,402,166 | | | | | | 0.2 | | |
2,213,500 (6) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,213,505, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,257,776, due 02/28/27) | | | | | 2,213,500 | | | | | | 0.2 | | |
2,213,468 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,213,471, | | | | | | | | | | | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,257,737, due 08/01/21-04/15/62) | | | | $ | 2,213,468 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $9,486,047) | | | | | 9,486,047 | | | | | | 1.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.6% | | ||||||||||||
15,171,000 (7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $15,171,000) | | | | | 15,171,000 | | | | | | 1.6 | | |
| | | Total Short-Term Investments (Cost $24,657,047) | | | | | 24,657,047 | | | | | | 2.6 | | |
| | | Total Investments in Securities (Cost $755,386,760) | | | | $ | 957,560,428 | | | | | | 100.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (8,365,012) | | | | | | (0.9) | | |
| | | Net Assets | | | | $ | 949,195,416 | | | | | | 100.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Geographic Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 37.0% | |
| Taiwan | | | 13.6% | |
| South Korea | | | 12.9% | |
| India | | | 9.7% | |
| Brazil | | | 5.2% | |
| South Africa | | | 3.4% | |
| Russia | | | 3.3% | |
| Saudi Arabia | | | 2.8% | |
| Mexico | | | 1.8% | |
| Thailand | | | 1.6% | |
| Countries between 0.0% – 1.2%^ | | | 7.0% | |
| Assets in Excess of Other Liabilities* | | | 1.7% | |
| Net Assets | | | 100.0% | |
| ^ Includes 19 countries, which each represents 0.0% – 1.2% of net assets. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 20.0% | | |
Financials | | | | | 17.4 | | |
Consumer Discretionary | | | | | 17.3 | | |
Communication Services | | | | | 11.0 | | |
Materials | | | | | 8.3 | | |
Consumer Staples | | | | | 5.5 | | |
Health Care | | | | | 5.0 | | |
Energy | | | | | 5.0 | | |
Industrials | | | | | 4.8 | | |
Utilities | | | | | 2.0 | | |
Real Estate | | | | | 2.0 | | |
Consumer, Non-cyclical | | | | | 0.0 | | |
Financial | | | | | 0.0 | | |
Short-Term Investments | | | | | 2.6 | | |
Liabilities in Excess of Other Assets | | | | | (0.9) | | |
Net Assets | | | | | 100.0% | | |
Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Argentina | | | | $ | 1,122,100 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,122,100 | | |
Brazil | | | | | 36,473,675 | | | | | | — | | | | | | — | | | | | | 36,473,675 | | |
Chile | | | | | 3,385,899 | | | | | | — | | | | | | — | | | | | | 3,385,899 | | |
China | | | | | 107,524,783 | | | | | | 242,629,854 | | | | | | 457,807 | | | | | | 350,612,444 | | |
Colombia | | | | | 1,369,461 | | | | | | — | | | | | | — | | | | | | 1,369,461 | | |
Czech Republic | | | | | — | | | | | | 1,026,483 | | | | | | — | | | | | | 1,026,483 | | |
Egypt | | | | | — | | | | | | 625,832 | | | | | | — | | | | | | 625,832 | | |
Greece | | | | | — | | | | | | 1,236,732 | | | | | | — | | | | | | 1,236,732 | | |
Hungary | | | | | — | | | | | | 2,069,801 | | | | | | — | | | | | | 2,069,801 | | |
India | | | | | — | | | | | | 92,115,997 | | | | | | — | | | | | | 92,115,997 | | |
Indonesia | | | | | — | | | | | | 10,369,683 | | | | | | — | | | | | | 10,369,683 | | |
Kuwait | | | | | 4,207,873 | | | | | | 419,870 | | | | | | — | | | | | | 4,627,743 | | |
Malaysia | | | | | 7,030,704 | | | | | | 4,568,638 | | | | | | — | | | | | | 11,599,342 | | |
Mexico | | | | | 16,804,430 | | | | | | — | | | | | | — | | | | | | 16,804,430 | | |
Pakistan | | | | | 75,860 | | | | | | 77,757 | | | | | | — | | | | | | 153,617 | | |
Peru | | | | | 1,086,213 | | | | | | — | | | | | | — | | | | | | 1,086,213 | | |
Philippines | | | | | 4,091,487 | | | | | | 1,719,359 | | | | | | — | | | | | | 5,810,846 | | |
Poland | | | | | 1,086,110 | | | | | | 5,431,608 | | | | | | — | | | | | | 6,517,718 | | |
Qatar | | | | | 4,315,869 | | | | | | 1,712,402 | | | | | | — | | | | | | 6,028,271 | | |
Romania | | | | | 333,820 | | | | | | — | | | | | | — | | | | | | 333,820 | | |
Russia | | | | | 3,922,499 | | | | | | 26,587,333 | | | | | | — | | | | | | 30,509,832 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Saudi Arabia | | | | $ | 8,621,933 | | | | | $ | 18,120,388 | | | | | $ | — | | | | | $ | 26,742,321 | | |
Singapore | | | | | — | | | | | | 210,907 | | | | | | — | | | | | | 210,907 | | |
South Africa | | | | | 7,920,727 | | | | | | 24,603,547 | | | | | | — | | | | | | 32,524,274 | | |
South Korea | | | | | 1,724,112 | | | | | | 114,288,878 | | | | | | — | | | | | | 116,012,990 | | |
Taiwan | | | | | 855,128 | | | | | | 128,235,580 | | | | | | — | | | | | | 129,090,708 | | |
Thailand | | | | | — | | | | | | 15,138,822 | | | | | | — | | | | | | 15,138,822 | | |
Turkey | | | | | 795,790 | | | | | | 1,430,894 | | | | | | — | | | | | | 2,226,684 | | |
United Arab Emirates | | | | | 4,995,931 | | | | | | 1,397,344 | | | | | | — | | | | | | 6,393,275 | | |
Total Common Stock | | | | | 217,744,404 | | | | | | 694,017,709 | | | | | | 457,807 | | | | | | 912,219,920 | | |
Preferred Stock | | | | | 13,221,960 | | | | | | 7,452,879 | | | | | | — | | | | | | 20,674,839 | | |
Rights | | | | | — | | | | | | 783 | | | | | | — | | | | | | 783 | | |
Warrants | | | | | 3,473 | | | | | | — | | | | | | — | | | | | | 3,473 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 4,366 | | | | | | — | | | | | | 4,366 | | |
Short-Term Investments | | | | | 15,171,000 | | | | | | 9,486,047 | | | | | | — | | | | | | 24,657,047 | | |
Total Investments, at fair value | | | | $ | 246,140,837 | | | | | $ | 710,961,784 | | | | | $ | 457,807 | | | | | $ | 957,560,428 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (4,112) | | | | | $ | — | | | | | $ | (4,112) | | |
Futures | | | | | (20,613) | | | | | | — | | | | | | — | | | | | | (20,613) | | |
Total Liabilities | | | | $ | (20,613) | | | | | $ | (4,112) | | | | | $ | — | | | | | $ | (24,725) | | |
|
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) | | |||||||||
ZAR 13,216,000 | | | | | USD 929,603 | | | | Morgan Stanley Capital Services LLC | | | | | 07/01/21 | | | | | $ | (4,112) | | |
| | | | | | | | | | | | | | | | | | | $ | (4,112) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI Emerging Markets Index | | | | | 246 | | | | | | 09/17/21 | | | | | $ | 16,787,040 | | | | | $ | (20,613) | | |
| | | | | | | | | | | | | | | | $ | 16,787,040 | | | | | $ | (20,613) | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 4,112 | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | | 20,613 | | |
Total Liabiity Derivatives | | | | | | | $ | 24,725 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (21,838) | | | | | $ | — | | | | | $ | (21,838) | | |
Equity contracts | | | | | — | | | | | | 1,990,062 | | | | | | 1,990,062 | | |
Total | | | | $ | (21,838) | | | | | $ | 1,990,062 | | | | | $ | 1,968,224 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (3,332) | | | | | $ | — | | | | | $ | (3,332) | | |
Equity contracts | | | | | — | | | | | | (158,007) | | | | | | (158,007) | | |
Total | | | | $ | (3,332) | | | | | $ | (158,007) | | | | | $ | (161,339) | | |
| | | Morgan Stanley Capital Services LLC | | |||
Liabilities: | | | | | | | |
Forward foreign currency contracts | | | | $ | 4,112 | | |
Total Liabilities | | | | $ | 4,112 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (4,112) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (4,112) | | |
| Cost for federal income tax purposes was $778,383,576. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 228,033,991 | | |
| Gross Unrealized Depreciation | | | | | (46,533,350) | | |
| Net Unrealized Appreciation | | | | $ | 181,500,641 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.0% | | |||||||||||||||
| | | Australia: 7.2% | | ||||||||||||
30,972 (1) | | | Afterpay Ltd. | | | | $ | 2,749,086 | | | | | | 0.1 | | |
88,744 | | | AGL Energy Ltd. | | | | | 545,229 | | | | | | 0.0 | | |
34,013 | | | Ampol Ltd. | | | | | 719,908 | | | | | | 0.0 | | |
168,405 | | | APA Group - Stapled Security | | | | | 1,123,706 | | | | | | 0.0 | | |
82,025 | | | Aristocrat Leisure Ltd. | | | | | 2,647,980 | | | | | | 0.1 | | |
27,632 | | | ASX Ltd. | | | | | 1,610,830 | | | | | | 0.1 | | |
266,054 | | | Aurizon Holdings Ltd. | | | | | 741,054 | | | | | | 0.0 | | |
271,273 | | | AusNet Services Ltd. | | | | | 355,550 | | | | | | 0.0 | | |
406,141 | | | Australia & New Zealand Banking Group Ltd. | | | | | 8,572,802 | | | | | | 0.3 | | |
874,585 (1)(2) | | | BGP Holdings PLC | | | | | — | | | | | | — | | |
420,458 | | | BHP Group Ltd. | | | | | 15,296,417 | | | | | | 0.6 | | |
301,453 | | | BHP Group PLC | | | | | 8,920,275 | | | | | | 0.4 | | |
71,904 | | | BlueScope Steel Ltd. | | | | | 1,181,510 | | | | | | 0.0 | | |
210,444 | | | Brambles Ltd. | | | | | 1,806,023 | | | | | | 0.1 | | |
9,383 | | | Cochlear Ltd. | | | | | 1,770,266 | | | | | | 0.1 | | |
190,390 | | | Coles Group Ltd. | | | | | 2,438,852 | | | | | | 0.1 | | |
253,215 | | | Commonwealth Bank of Australia | | | | | 18,961,441 | | | | | | 0.8 | | |
77,375 | | | Computershare Ltd. | | | | | 980,667 | | | | | | 0.0 | | |
52,965 (1) | | | Crown Resorts Ltd. | | | | | 472,764 | | | | | | 0.0 | | |
64,943 | | | CSL Ltd. | | | | | 13,889,287 | | | | | | 0.6 | | |
154,876 | | | Dexus | | | | | 1,234,630 | | | | | | 0.1 | | |
8,645 | | | Domino’s Pizza Enterprises Ltd. | | | | | 781,752 | | | | | | 0.0 | | |
180,604 (1) | | | Endeavour Group Ltd./ Australia | | | | | 851,944 | | | | | | 0.0 | | |
243,876 | | | Evolution Mining Ltd. | | | | | 823,992 | | | | | | 0.0 | | |
241,701 | | | Fortescue Metals Group Ltd. | | | | | 4,222,264 | | | | | | 0.2 | | |
237,313 | | | Goodman Group | | | | | 3,755,646 | | | | | | 0.2 | | |
277,412 | | | GPT Group | | | | | 1,014,814 | | | | | | 0.0 | | |
351,841 | | | Insurance Australia Group Ltd. | | | | | 1,360,381 | | | | | | 0.1 | | |
98,019 | | | Lendlease Corp., Ltd. - Stapled Security | | | | | 842,253 | | | | | | 0.0 | | |
49,060 | | | Macquarie Group Ltd. | | | | | 5,747,951 | | | | | | 0.2 | | |
19,674 | | | Magellan Financial Group Ltd. | | | | | 794,588 | | | | | | 0.0 | | |
392,208 | | | Medibank Pvt Ltd. | | | | | 929,858 | | | | | | 0.0 | | |
560,688 | | | Mirvac Group | | | | | 1,222,501 | | | | | | 0.1 | | |
470,596 | | | National Australia Bank Ltd. | | | | | 9,251,376 | | | | | | 0.4 | | |
116,546 | | | Newcrest Mining Ltd. | | | | | 2,210,160 | | | | | | 0.1 | | |
157,754 | | | Northern Star Resources Ltd. | | | | | 1,158,567 | | | | | | 0.0 | | |
281,119 | | | Oil Search Ltd. | | | | | 803,129 | | | | | | 0.0 | | |
57,803 | | | Orica Ltd. | | | | | 574,869 | | | | | | 0.0 | | |
250,821 | | | Origin Energy Ltd. | | | | | 847,078 | | | | | | 0.0 | | |
131,204 (1) | | | Qantas Airways Ltd. | | | | | 458,032 | | | | | | 0.0 | | |
210,548 | | | QBE Insurance Group Ltd. | | | | | 1,699,033 | | | | | | 0.1 | | |
26,134 | | | Ramsay Health Care Ltd. | | | | | 1,233,024 | | | | | | 0.1 | | |
7,543 | | | REA Group Ltd. | | | | | 955,770 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Australia (continued) | | ||||||||||||
41,490 | | | Reece Ltd. | | | | $ | 734,738 | | | | | | 0.0 | | |
52,983 | | | Rio Tinto Ltd. | | | | | 5,023,091 | | | | | | 0.2 | | |
267,582 | | | Santos Ltd. | | | | | 1,421,269 | | | | | | 0.1 | | |
740,816 | | | Scentre Group | | | | | 1,515,950 | | | | | | 0.1 | | |
47,763 | | | Seek Ltd. | | | | | 1,187,342 | | | | | | 0.1 | | |
64,791 | | | Sonic Healthcare Ltd. | | | | | 1,866,985 | | | | | | 0.1 | | |
687,868 | | | South32 Ltd. - AUD | | | | | 1,508,487 | | | | | | 0.1 | | |
339,647 | | | Stockland | | | | | 1,182,738 | | | | | | 0.1 | | |
182,779 | | | Suncorp Group Ltd. | | | | | 1,521,687 | | | | | | 0.1 | | |
188,318 (1)(3) | | | Sydney Airport - Stapled Security | | | | | 817,116 | | | | | | 0.0 | | |
316,450 | | | TABCORP Holdings Ltd. | | | | | 1,227,812 | | | | | | 0.1 | | |
594,130 | | | Telstra Corp., Ltd. | | | | | 1,675,679 | | | | | | 0.1 | | |
390,792 | | | Transurban Group - Stapled Security | | | | | 4,167,837 | | | | | | 0.2 | | |
102,688 | | | Treasury Wine Estates Ltd. | | | | | 899,168 | | | | | | 0.0 | | |
550,277 | | | Vicinity Centres | | | | | 634,448 | | | | | | 0.0 | | |
15,342 (3) | | | Washington H Soul Pattinson & Co. Ltd. | | | | | 387,980 | | | | | | 0.0 | | |
161,832 | | | Wesfarmers Ltd. | | | | | 7,174,520 | | | | | | 0.3 | | |
523,614 | | | Westpac Banking Corp. | | | | | 10,132,891 | | | | | | 0.4 | | |
20,748 | | | WiseTech Global Ltd. | | | | | 495,809 | | | | | | 0.0 | | |
137,337 | | | Woodside Petroleum Ltd. | | | | | 2,286,898 | | | �� | | | 0.1 | | |
180,604 | | | Woolworths Group Ltd. | | | | | 5,168,250 | | | | | | 0.2 | | |
| | | | | | | | 178,587,954 | | | | | | 7.2 | | |
| | |||||||||||||||
| | | Austria: 0.2% | | ||||||||||||
39,874 | | | Erste Group Bank AG | | | | | 1,465,819 | | | | | | 0.1 | | |
20,974 | | | OMV AG | | | | | 1,196,931 | | | | | | 0.1 | | |
21,051 | | | Raiffeisen International Bank Holding AG | | | | | 477,825 | | | | | | 0.0 | | |
9,697 | | | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | | | | | 893,295 | | | | | | 0.0 | | |
16,528 (1) | | | Voestalpine AG | | | | | 674,164 | | | | | | 0.0 | | |
| | | | | | | | 4,708,034 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Belgium: 0.9% | | ||||||||||||
24,992 | | | Ageas SA/NV | | | | | 1,388,832 | | | | | | 0.1 | | |
108,753 | | | Anheuser-Busch InBev SA/NV | | | | | 7,839,857 | | | | | | 0.3 | | |
4,393 (3) | | | Elia Group SA/NV | | | | | 463,709 | | | | | | 0.0 | | |
7,732 (1) | | | Etablissements Franz Colruyt NV | | | | | 432,372 | | | | | | 0.0 | | |
16,121 | | | Groupe Bruxelles Lambert S.A. | | | | | 1,805,085 | | | | | | 0.1 | | |
35,685 | | | KBC Group NV | | | | | 2,724,591 | | | | | | 0.1 | | |
21,632 | | | Proximus SADP | | | | | 418,124 | | | | | | 0.0 | | |
2,195 | | | Sofina SA | | | | | 948,359 | | | | | | 0.0 | | |
10,578 | | | Solvay S.A. | | | | | 1,346,401 | | | | | | 0.1 | | |
18,045 | | | UCB S.A. | | | | | 1,889,879 | | | | | | 0.1 | | |
28,135 | | | Umicore SA | | | | | 1,721,243 | | | | | | 0.1 | | |
| | | | | | | | 20,978,452 | | | | | | 0.9 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China: 0.2% | | ||||||||||||
527,917 | | | BOC Hong Kong Holdings Ltd. | | | | $ | 1,789,275 | | | | | | 0.1 | | |
245,200 (4) | | | Budweiser Brewing Co. APAC Ltd. | | | | | 772,075 | | | | | | 0.0 | | |
7,145 (1) | | | Futu Holdings Ltd. ADR | | | | | 1,279,598 | | | | | | 0.1 | | |
| | | | | | | | 3,840,948 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Denmark: 2.5% | | ||||||||||||
23,906 (3) | | | Ambu A/S | | | | | 919,855 | | | | | | 0.0 | | |
454 | | | AP Moller - Maersk A/S - Class A | | | | | 1,262,848 | | | | | | 0.1 | | |
875 | | | AP Moller - Maersk A/S - Class B | | | | | 2,519,046 | | | | | | 0.1 | | |
14,703 | | | Carlsberg A/S | | | | | 2,743,816 | | | | | | 0.1 | | |
15,055 | | | Chr Hansen Holding A/S | | | | | 1,358,761 | | | | | | 0.0 | | |
16,956 | | | Coloplast A/S | | | | | 2,783,890 | | | | | | 0.1 | | |
98,447 | | | Danske Bank A/S | | | | | 1,733,742 | | | | | | 0.1 | | |
29,545 | | | DSV PANALPINA A/S | | | | | 6,896,925 | | | | | | 0.3 | | |
9,355 (1) | | | Genmab A/S | | | | | 3,833,144 | | | | | | 0.2 | | |
18,275 | | | GN Store Nord A/S | | | | | 1,598,148 | | | | | | 0.1 | | |
245,770 | | | Novo Nordisk A/S | | | | | 20,573,075 | | | | | | 0.8 | | |
29,706 | | | Novozymes A/S | | | | | 2,241,307 | | | | | | 0.1 | | |
27,000 (4) | | | Orsted A/S | | | | | 3,789,757 | | | | | | 0.2 | | |
14,273 | | | Pandora A/S | | | | | 1,925,627 | | | | | | 0.1 | | |
1,227 | | | Rockwool International AS | | | | | 597,577 | | | | | | 0.0 | | |
51,391 | | | Tryg A/S | | | | | 1,262,305 | | | | | | 0.0 | | |
144,137 | | | Vestas Wind Systems A/S | | | | | 5,631,723 | | | | | | 0.2 | | |
15,425 (1) | | | Demant A/S | | | | | 869,267 | | | | | | 0.0 | | |
| | | | | | | | 62,540,813 | | | | | | 2.5 | | |
| | |||||||||||||||
| | | Finland: 1.2% | | ||||||||||||
20,301 | | | Elisa OYJ | | | | | 1,211,472 | | | | | | 0.0 | | |
63,393 | | | Fortum OYJ | | | | | 1,748,785 | | | | | | 0.1 | | |
38,898 | | | Kesko OYJ | | | | | 1,436,360 | | | | | | 0.1 | | |
48,512 | | | Kone Oyj | | | | | 3,959,260 | | | | | | 0.2 | | |
60,384 | | | Neste Oyj | | | | | 3,704,069 | | | | | | 0.1 | | |
769,549 (1) | | | Nokia OYJ - Finland | | | | | 4,123,047 | | | | | | 0.2 | | |
462,436 | | | Nordea Bank Abp | | | | | 5,149,649 | | | | | | 0.2 | | |
15,075 | | | Orion Oyj | | | | | 648,140 | | | | | | 0.0 | | |
71,184 | | | Sampo OYJ | | | | | 3,273,357 | | | | | | 0.1 | | |
83,032 | | | Stora Enso OYJ | | | | | 1,516,236 | | | | | | 0.1 | | |
76,179 | | | UPM-Kymmene OYJ | | | | | 2,883,970 | | | | | | 0.1 | | |
67,565 | | | Wartsila OYJ | | | | | 1,003,822 | | | | | | 0.0 | | |
| | | | | | | | 30,658,167 | | | | | | 1.2 | | |
| | |||||||||||||||
| | | France: 10.5% | | ||||||||||||
24,249 (1) | | | Accor S.A. | | | | | 906,998 | | | | | | 0.0 | | |
4,222 (1)(3) | | | Aeroports de Paris | | | | | 551,103 | | | | | | 0.0 | | |
67,608 | | | Air Liquide SA | | | | | 11,855,039 | | | | | | 0.5 | | |
39,736 (1) | | | Alstom SA | | | | | 2,007,687 | | | | | | 0.1 | | |
8,637 (4) | | | Amundi SA | | | | | 761,772 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France (continued) | | ||||||||||||
8,762 | | | Arkema SA | | | | $ | 1,101,242 | | | | | | 0.1 | | |
14,078 | | | Atos SE | | | | | 857,243 | | | | | | 0.0 | | |
276,139 | | | AXA S.A. | | | | | 7,011,800 | | | | | | 0.3 | | |
5,900 | | | BioMerieux | | | | | 685,525 | | | | | | 0.0 | | |
160,544 | | | BNP Paribas | | | | | 10,075,661 | | | | | | 0.4 | | |
125,695 | | | Bollore SA | | | | | 674,272 | | | | | | 0.0 | | |
32,607 | | | Bouygues SA | | | | | 1,207,757 | | | | | | 0.1 | | |
41,836 (1)(3) | | | Bureau Veritas SA | | | | | 1,324,671 | | | | | | 0.1 | | |
22,893 (3) | | | Capgemini SE | | | | | 4,402,624 | | | | | | 0.2 | | |
87,524 (3) | | | Carrefour S.A. | | | | | 1,722,417 | | | | | | 0.1 | | |
72,371 | | | Cie de Saint-Gobain | | | | | 4,776,174 | | | | | | 0.2 | | |
24,181 | | | Cie Generale des Etablissements Michelin SCA | | | | | 3,859,167 | | | | | | 0.2 | | |
24,411 | | | CNP Assurances | | | | | 416,046 | | | | | | 0.0 | | |
7,401 | | | Covivio | | | | | 633,578 | | | | | | 0.0 | | |
166,518 | | | Credit Agricole SA | | | | | 2,334,509 | | | | | | 0.1 | | |
93,102 | | | Danone | | | | | 6,550,172 | | | | | | 0.3 | | |
356 | | | Dassault Aviation SA | | | | | 419,361 | | | | | | 0.0 | | |
18,858 | | | Dassault Systemes SE | | | | | 4,576,755 | | | | | | 0.2 | | |
35,195 | | | Edenred | | | | | 2,006,700 | | | | | | 0.1 | | |
11,889 | | | Eiffage SA | | | | | 1,210,971 | | | | | | 0.1 | | |
66,367 | | | Electricite de France SA | | | | | 906,975 | | | | | | 0.0 | | |
260,689 | | | Engie SA | | | | | 3,574,711 | | | | | | 0.1 | | |
40,728 | | | EssilorLuxottica SA | | | | | 7,523,797 | | | | | | 0.3 | | |
5,599 | | | Eurazeo SE | | | | | 488,161 | | | | | | 0.0 | | |
13,778 | | | Faurecia SE | | | | | 677,329 | | | | | | 0.0 | | |
2,976 | | | Faurecia SE | | | | | 145,374 | | | | | | 0.0 | | |
6,529 | | | Gecina S.A. | | | | | 1,000,317 | | | | | | 0.0 | | |
62,662 | | | Getlink SE | | | | | 978,600 | | | | | | 0.0 | | |
4,520 | | | Hermes International | | | | | 6,596,074 | | | | | | 0.3 | | |
2,104 (3) | | | Iliad SA | | | | | 308,274 | | | | | | 0.0 | | |
5,364 | | | Ipsen SA | | | | | 558,161 | | | �� | | | 0.0 | | |
10,706 | | | Kering SA | | | | | 9,380,766 | | | | | | 0.4 | | |
29,458 | | | Klepierre SA | | | | | 758,947 | | | | | | 0.0 | | |
12,407 (3)(4) | | | La Francaise des Jeux SAEM | | | | | 729,749 | | | | | | 0.0 | | |
38,172 | | | Legrand S.A. | | | | | 4,045,587 | | | | | | 0.2 | | |
35,958 | | | L’Oreal S.A. | | | | | 16,058,586 | | | | | | 0.7 | | |
39,624 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 31,170,427 | | | | | | 1.3 | | |
134,835 | | | Natixis SA | | | | | 640,573 | | | | | | 0.0 | | |
284,750 (3) | | | Orange SA | | | | | 3,249,784 | | | | | | 0.1 | | |
7,362 (1)(3) | | | Orpea SA | | | | | 937,278 | | | | | | 0.0 | | |
29,902 | | | Pernod Ricard SA | | | | | 6,646,073 | | | | | | 0.3 | | |
31,825 | | | Publicis Groupe | | | | | 2,036,637 | | | | | | 0.1 | | |
3,244 | | | Remy Cointreau SA | | | | | 669,958 | | | | | | 0.0 | | |
27,336 (1) | | | Renault S.A. | | | | | 1,108,130 | | | | | | 0.1 | | |
48,783 | | | Safran S.A. | | | | | 6,770,233 | | | | | | 0.3 | | |
161,722 | | | Sanofi | | | | | 16,990,895 | | | | | | 0.7 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France (continued) | | ||||||||||||
3,947 | | | Sartorius Stedim Biotech | | | | $ | 1,868,073 | | | | | | 0.1 | | |
76,890 | | | Schneider Electric SE | | | | | 12,121,260 | | | | | | 0.5 | | |
22,581 (1)(3) | | | SCOR SE | | | | | 718,868 | | | | | | 0.0 | | |
3,949 | | | SEB SA | | | | | 714,386 | | | | | | 0.0 | | |
115,711 | | | Societe Generale | | | | | 3,422,887 | | | | | | 0.1 | | |
12,628 (1) | | | Sodexo SA | | | | | 1,180,206 | | | | | | 0.1 | | |
49,218 (3) | | | Suez SA | | | | | 1,170,963 | | | | | | 0.1 | | |
8,383 | | | Teleperformance | | | | | 3,404,242 | | | | | | 0.1 | | |
15,227 | | | Thales S.A. | | | | | 1,555,844 | | | | | | 0.1 | | |
356,586 (3) | | | TotalEnergies SE | | | | | 16,153,950 | | | | | | 0.7 | | |
13,219 (1) | | | UbiSoft Entertainment | | | | | 923,579 | | | | | | 0.0 | | |
17,788 (1) | | | Unibail-Rodamco-Westfield | | | | | 1,542,145 | | | | | | 0.1 | | |
32,775 | | | Valeo SA | | | | | 988,606 | | | | | | 0.0 | | |
76,917 | | | Veolia Environnement | | | | | 2,325,263 | | | | | | 0.1 | | |
75,984 | | | Vinci SA | | | | | 8,122,510 | | | | | | 0.3 | | |
101,565 (3) | | | Vivendi SE | | | | | 3,412,488 | | | | | | 0.1 | | |
3,816 | | | Wendel SE | | | | | 513,519 | | | | | | 0.0 | | |
33,912 (1)(4) | | | Worldline SA/France | | | | | 3,177,703 | | | | | | 0.1 | | |
| | | | | | | | 259,197,132 | | | | | | 10.5 | | |
| | |||||||||||||||
| | | Germany: 8.6% | | ||||||||||||
27,175 | | | Adidas AG | | | | | 10,140,542 | | | | | | 0.4 | | |
58,846 | | | Allianz SE | | | | | 14,685,395 | | | | | | 0.6 | | |
142,281 (3) | | | Aroundtown SA | | | | | 1,110,107 | | | | | | 0.1 | | |
131,093 | | | BASF SE | | | | | 10,348,428 | | | | | | 0.4 | | |
140,220 | | | Bayer AG | | | | | 8,524,688 | | | | | | 0.3 | | |
47,257 | | | Bayerische Motoren Werke AG | | | | | 5,009,965 | | | | | | 0.2 | | |
3,888 | | | Bechtle AG | | | | | 722,623 | | | | | | 0.0 | | |
14,387 | | | Beiersdorf AG | | | | | 1,736,593 | | | | | | 0.1 | | |
22,052 | | | Brenntag SE | | | | | 2,052,428 | | | | | | 0.1 | | |
5,732 | | | Carl Zeiss Meditec AG | | | | | 1,108,023 | | | | | | 0.1 | | |
142,683 (1) | | | Commerzbank AG | | | | | 1,013,286 | | | | | | 0.0 | | |
15,701 (1) | | | Continental AG | | | | | 2,309,944 | | | | | | 0.1 | | |
27,575 (4) | | | Covestro AG | | | | | 1,782,954 | | | | | | 0.1 | | |
122,157 | | | Daimler AG | | | | | 10,915,758 | | | | | | 0.4 | | |
22,414 (1)(4) | | | Delivery Hero SE | | | | | 2,961,469 | | | | | | 0.1 | | |
294,988 (1) | | | Deutsche Bank AG | | | | | 3,845,953 | | | | | | 0.2 | | |
27,118 | | | Deutsche Boerse AG | | | | | 4,733,335 | | | | | | 0.2 | | |
42,563 (1)(3) | | | Deutsche Lufthansa AG | | | | | 478,647 | | | | | | 0.0 | | |
141,479 | | | Deutsche Post AG | | | | | 9,635,366 | | | | | | 0.4 | | |
475,718 | | | Deutsche Telekom AG | | | | | 10,061,416 | | | | | | 0.4 | | |
48,792 (3) | | | Deutsche Wohnen SE | | | | | 2,985,483 | | | | | | 0.1 | | |
320,443 | | | E.ON AG | | | | | 3,707,414 | | | | | | 0.2 | | |
29,864 (3) | | | Evonik Industries AG | | | | | 1,002,634 | | | | | | 0.0 | | |
59,683 | | | Fresenius SE & Co. KGaA | | | | | 3,114,843 | | | | | | 0.1 | | |
29,262 | | | Fresenius Medical Care AG & Co. KGaA | | | | | 2,431,557 | | | | | | 0.1 | | |
21,849 | | | GEA Group AG | | | | | 885,323 | | | | | | 0.0 | | |
8,606 | | | Hannover Rueck SE | | | | | 1,440,710 | | | | | | 0.1 | | |
21,240 | | | HeidelbergCement AG | | | | | 1,823,589 | | | | | | 0.1 | | |
23,575 (1) | | | HelloFresh SE | | | | | 2,291,700 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Germany (continued) | | ||||||||||||
14,832 | | | Henkel AG & Co. KGaA | | | | $ | 1,365,865 | | | | | | 0.1 | | |
186,392 | | | Infineon Technologies AG | | | | | 7,497,276 | | | | | | 0.3 | | |
10,277 | | | KION Group AG | | | | | 1,097,176 | | | | | | 0.1 | | |
10,354 | | | Knorr-Bremse AG | | | | | 1,191,293 | | | | | | 0.1 | | |
11,831 | | | LANXESS AG | | | | | 811,948 | | | | | | 0.0 | | |
10,290 | | | LEG Immobilien SE | | | | | 1,481,312 | | | | | | 0.1 | | |
18,447 | | | Merck KGaA | | | | | 3,539,533 | | | | | | 0.1 | | |
7,614 | | | MTU Aero Engines AG | | | | | 1,887,844 | | | | | | 0.1 | | |
19,996 | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 5,480,107 | | | | | | 0.2 | | |
8,224 | | | Nemetschek SE | | | | | 629,517 | | | | | | 0.0 | | |
15,065 | | | Puma SE | | | | | 1,798,018 | | | | | | 0.1 | | |
729 (3) | | | Rational AG | | | | | 660,456 | | | | | | 0.0 | | |
91,690 | | | RWE AG | | | | | 3,324,415 | | | | | | 0.1 | | |
149,041 | | | SAP SE | | | | | 20,934,215 | | | | | | 0.8 | | |
12,740 (4) | | | Scout24 AG | | | | | 1,074,919 | | | | | | 0.0 | | |
109,187 | | | Siemens AG | | | | | 17,336,540 | | | | | | 0.7 | | |
57,042 (1) | | | Siemens Energy AG | | | | | 1,718,276 | | | | | | 0.1 | | |
38,358 (4) | | | Siemens Healthineers AG | | | | | 2,351,848 | | | | | | 0.1 | | |
18,363 | | | Symrise AG | | | | | 2,559,003 | | | | | | 0.1 | | |
22,876 (1)(4) | | | TeamViewer AG | | | | | 859,151 | | | | | | 0.0 | | |
148,055 | | | Telefonica Deutschland Holding AG | | | | | 390,824 | | | | | | 0.0 | | |
13,058 | | | Uniper SE | | | | | 481,099 | | | | | | 0.0 | | |
13,845 | | | United Internet AG | | | | | 566,219 | | | | | | 0.0 | | |
4,633 | | | Volkswagen AG | | | | | 1,522,703 | | | | | | 0.1 | | |
76,730 | | | Vonovia SE | | | | | 4,958,706 | | | | | | 0.2 | | |
30,418 (1)(3)(4) | | | Zalando SE | | | | | 3,678,748 | | | | | | 0.2 | | |
| | | | | | | | 212,057,184 | | | | | | 8.6 | | |
| | |||||||||||||||
| | | Hong Kong: 2.8% | | ||||||||||||
1,726,299 | | | AIA Group Ltd. | | | | | 21,415,738 | | | | | | 0.9 | | |
186,552 | | | Bank of East Asia Ltd. | | | | | 346,468 | | | | | | 0.0 | | |
285,400 | | | Chow Tai Fook Jewellery Group Ltd. | | | | | 652,089 | | | | | | 0.0 | | |
286,199 | | | CK Asset Holdings Ltd. | | | | | 1,969,912 | | | | | | 0.1 | | |
385,199 | | | CK Hutchison Holdings Ltd. | | | | | 2,998,701 | | | | | | 0.1 | | |
94,402 | | | CK Infrastructure Holdings Ltd. | | | | | 562,345 | | | | | | 0.0 | | |
234,365 | | | CLP Holdings Ltd. | | | | | 2,316,194 | | | | | | 0.1 | | |
283,800 (1)(4) | | | ESR Cayman Ltd. | | | | | 956,900 | | | | | | 0.0 | | |
287,823 | | | Hang Lung Properties Ltd. | | | | | 698,054 | | | | | | 0.0 | | |
109,136 | | | Hang Seng Bank Ltd. | | | | | 2,177,016 | | | | | | 0.1 | | |
207,059 | | | Henderson Land Development Co., Ltd. | | | | | 979,855 | | | | | | 0.0 | | |
377,000 | | | HK Electric Investments & HK Electric Investments Ltd. - Stapled Security | | | | | 382,025 | | | | | | 0.0 | | |
539,867 | | | HKT Trust & HKT Ltd. - Stapled Security | | | | | 735,340 | | | | | | 0.0 | | |
1,598,181 | | | Hong Kong & China Gas | | | | | 2,481,534 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Hong Kong (continued) | | ||||||||||||
171,888 | | | Hong Kong Exchanges and Clearing Ltd. | | | | $ | 10,232,455 | | | | | | 0.4 | | |
166,233 | | | Hongkong Land Holdings Ltd. - HKHGF | | | | | 791,674 | | | | | | 0.0 | | |
31,004 | | | Jardine Matheson Holdings Ltd. | | | | | 1,981,760 | | | | | | 0.1 | | |
297,132 | | | Link REIT | | | | | 2,874,853 | | | | | | 0.1 | | |
30,523 (1) | | | Melco Resorts & Entertainment Ltd. ADR | | | | | 505,766 | | | | | | 0.0 | | |
220,644 | | | MTR Corp. | | | | | 1,228,545 | | | | | | 0.1 | | |
217,273 | | | New World Development Co. Ltd. | | | | | 1,126,767 | | | | | | 0.1 | | |
197,345 | | | Power Assets Holdings Ltd. | | | | | 1,210,921 | | | | | | 0.1 | | |
470,626 | | | Sino Land Co. | | | | | 741,911 | | | | | | 0.0 | | |
185,971 | | | Sun Hung Kai Properties Ltd. | | | | | 2,763,891 | | | | | | 0.1 | | |
70,620 | | | Swire Pacific Ltd. - Class A | | | | | 478,493 | | | | | | 0.0 | | |
166,425 | | | Swire Properties Ltd. | | | | | 495,726 | | | | | | 0.0 | | |
196,000 | | | Techtronic Industries Co., Ltd. | | | | | 3,415,687 | | | | | | 0.1 | | |
1,364,000 (4) | | | WH Group Ltd. | | | | | 1,224,330 | | | | | | 0.1 | | |
238,361 | | | Wharf Real Estate Investment Co. Ltd. | | | | | 1,385,603 | | | | | | 0.1 | | |
260,000 | | | Xinyi Glass Holding Co. Ltd. | | | | | 1,059,357 | | | | | | 0.1 | | |
| | | | | | | | 70,189,910 | | | | ��� | | 2.8 | | |
| | |||||||||||||||
| | | Ireland: 0.7% | | ||||||||||||
51,195 | | | CRH PLC | | | | | 2,588,993 | | | | | | 0.1 | | |
14,030 | | | DCC PLC | | | | | 1,149,262 | | | | | | 0.0 | | |
23,755 (1) | | | Flutter Entertainment PLC | | | | | 4,307,395 | | | | | | 0.2 | | |
63,395 | | | James Hardie Industries SE | | | | | 2,151,129 | | | | | | 0.1 | | |
22,698 | | | Kerry Group PLC - KYG | | | | | 3,173,413 | | | | | | 0.1 | | |
22,034 | | | Kingspan Group Plc | | | | | 2,082,501 | | | | | | 0.1 | | |
34,980 | | | Smurfit Kappa PLC | | | | | 1,902,324 | | | | | | 0.1 | | |
| | | | | | | | 17,355,017 | | | | | | 0.7 | | |
| | |||||||||||||||
| | | Israel: 0.6% | | ||||||||||||
6,036 | | | Azrieli Group Ltd. | | | | | 425,305 | | | | | | 0.0 | | |
162,070 (1) | | | Bank Hapoalim BM | | | | | 1,301,199 | | | | | | 0.1 | | |
207,370 (1) | | | Bank Leumi Le-Israel BM | | | | | 1,575,747 | | | | | | 0.1 | | |
16,008 (1) | | | Check Point Software Technologies | | | | | 1,859,009 | | | | | | 0.1 | | |
5,516 (1) | | | CyberArk Software Ltd. | | | | | 718,569 | | | | | | 0.0 | | |
3,771 | | | Elbit Systems Ltd. | | | | | 488,521 | | | | | | 0.0 | | |
100,303 | | | ICL Group Ltd. | | | | | 680,603 | | | | | | 0.0 | | |
165,772 (1) | | | Israel Discount Bank Ltd. | | | | | 789,710 | | | | | | 0.0 | | |
19,949 (1) | | | Mizrahi Tefahot Bank Ltd. | | | | | 614,521 | | | | | | 0.0 | | |
8,954 (1) | | | Nice Ltd. | | | | | 2,210,147 | | | | | | 0.1 | | |
156,504 (1) | | | Teva Pharmaceutical Industries Ltd. ADR | | | | | 1,549,390 | | | | | | 0.1 | | |
7,941 (1) | | | Wix.com Ltd. | | | | | 2,305,113 | | | | | | 0.1 | | |
| | | | | | | | 14,517,834 | | | | | | 0.6 | | |
| |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Italy: 2.0% | | ||||||||||||
17,732 | | | Amplifon S.p.A. | | | | $ | 876,735 | | | | | | 0.0 | | |
157,464 | | | Assicurazioni Generali S.p.A. | | | | | 3,161,351 | | | | | | 0.1 | | |
70,718 (1) | | | Atlantia S.p.A | | | | | 1,284,095 | | | | | | 0.1 | | |
74,607 | | | Davide Campari-Milano NV | | | | | 1,000,044 | | | | | | 0.0 | | |
3,586 (3) | | | DiaSorin SpA | | | | | 678,526 | | | | | | 0.0 | | |
1,160,862 | | | Enel S.p.A. | | | | | 10,787,722 | | | | | | 0.4 | | |
360,235 | | | ENI S.p.A. | | | | | 4,391,810 | | | | | | 0.2 | | |
17,991 | | | Ferrari NV | | | | | 3,714,168 | | | | | | 0.2 | | |
87,001 (1) | | | FinecoBank Banca Fineco SpA | | | | | 1,518,279 | | | | | | 0.1 | | |
47,793 (3)(4) | | | Infrastrutture Wireless Italiane SpA | | | | | 539,699 | | | | | | 0.0 | | |
2,357,293 | | | Intesa Sanpaolo SpA | | | | | 6,521,058 | | | | | | 0.3 | | |
88,448 (1) | | | Mediobanca Banca di Credito Finanziario SpA | | | | | 1,034,853 | | | | | | 0.0 | | |
27,656 | | | Moncler SpA | | | | | 1,874,739 | | | | | | 0.1 | | |
62,721 (1)(4) | | | Nexi SpA | | | | | 1,378,307 | | | | | | 0.1 | | |
74,403 (4) | | | Poste Italiane SpA | | | | | 984,763 | | | | | | 0.0 | | |
36,358 | | | Prysmian SpA | | | | | 1,304,743 | | | | | | 0.1 | | |
14,891 | | | Recordati Industria Chimica e Farmaceutica SpA | | | | | 851,797 | | | | | | 0.0 | | |
287,720 | | | Snam SpA | | | | | 1,664,386 | | | | | | 0.1 | | |
857,220 | | | Telecom Italia S.p.A. - Savings Share | | | | | 454,709 | | | | | | 0.0 | | |
1,422,171 | | | Telecom Italia S.p.A. - TIT | | | | | 707,625 | | | | | | 0.0 | | |
200,819 | | | Terna SPA | | | | | 1,497,642 | | | | | | 0.1 | | |
303,356 | | | UniCredit SpA | | | | | 3,586,478 | | | | | | 0.1 | | |
| | | | | | | | 49,813,529 | | | | | | 2.0 | | |
| | |||||||||||||||
| | | Japan: 22.6% | | ||||||||||||
4,700 | | | ABC-Mart, Inc. | | | | | 270,323 | | | | | | 0.0 | | |
56,843 | | | Acom Co., Ltd. | | | | | 248,026 | | | | | | 0.0 | | |
28,500 | | | Advantest Corp. | | | | | 2,558,924 | | | | | | 0.1 | | |
93,380 | | | Aeon Co., Ltd. | | | | | 2,506,763 | | | | | | 0.1 | | |
27,521 (3) | | | AGC, Inc. | | | | | 1,152,866 | | | | | | 0.1 | | |
21,011 | | | Aisin Corp. | | | | | 900,899 | | | | | | 0.0 | | |
66,628 | | | Ajinomoto Co., Inc. | | | | | 1,730,971 | | | | | | 0.1 | | |
22,789 (1) | | | ANA Holdings, Inc. | | | | | 535,590 | | | | | | 0.0 | | |
65,158 (3) | | | Asahi Group Holdings, Ltd. | | | | | 3,045,402 | | | | | | 0.1 | | |
29,800 | | | Asahi Intecc Co. Ltd. | | | | | 712,474 | | | | | | 0.0 | | |
179,053 | | | Asahi Kasei Corp. | | | | | 1,968,004 | | | | | | 0.1 | | |
265,720 | | | Astellas Pharma, Inc. | | | | | 4,630,613 | | | | | | 0.2 | | |
17,600 | | | Azbil Corp. | | | | | 729,286 | | | | | | 0.0 | | |
28,493 | | | Bandai Namco Holdings, Inc. | | | | | 1,971,984 | | | | | | 0.1 | | |
81,443 | | | Bridgestone Corp. | | | | | 3,701,778 | | | | | | 0.2 | | |
33,686 | | | Brother Industries Ltd. | | | | | 672,825 | | | | | | 0.0 | | |
142,793 (3) | | | Canon, Inc. | | | | | 3,227,404 | | | | | | 0.1 | | |
25,000 | | | Capcom Co., Ltd. | | | | | 730,716 | | | | | | 0.0 | | |
27,587 | | | Casio Computer Co., Ltd. | | | | | 462,900 | | | | | | 0.0 | | |
20,628 | | | Central Japan Railway Co. | | | | | 3,134,436 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
75,366 | | | Chiba Bank Ltd. | | | | $ | 455,512 | | | | | | 0.0 | | |
91,742 | | | Chubu Electric Power Co., Inc. | | | | | 1,122,431 | | | | | | 0.1 | | |
95,818 | | | Chugai Pharmaceutical Co., Ltd. | | | | | 3,797,900 | | | | | | 0.2 | | |
155,409 | | | Concordia Financial Group Ltd. | | | | | 571,094 | | | | | | 0.0 | | |
2,900 | | | Cosmos Pharmaceutical Corp. | | | | | 426,098 | | | | | | 0.0 | | |
57,600 | | | CyberAgent, Inc. | | | | | 1,233,623 | | | | | | 0.1 | | |
32,374 | | | Dai Nippon Printing Co., Ltd. | | | | | 685,081 | | | | | | 0.0 | | |
14,500 | | | Daifuku Co., Ltd. | | | | | 1,315,558 | | | | | | 0.1 | | |
145,383 | | | Dai-ichi Life Holdings, Inc. | | | | | 2,674,933 | | | | | | 0.1 | | |
242,879 | | | Daiichi Sankyo Co., Ltd. | | | | | 5,239,652 | | | | | | 0.2 | | |
35,598 | | | Daikin Industries Ltd. | | | | | 6,633,680 | | | | | | 0.3 | | |
9,381 | | | Daito Trust Construction Co., Ltd. | | | | | 1,023,491 | | | | | | 0.0 | | |
80,854 | | | Daiwa House Industry Co., Ltd. | | | | | 2,431,159 | | | | | | 0.1 | | |
281 | | | Daiwa House REIT Investment Corp. | | | | | 826,891 | | | | | | 0.0 | | |
205,721 | | | Daiwa Securities Group, Inc. | | | | | 1,130,147 | | | | | | 0.1 | | |
61,867 | | | Denso Corp. | | | | | 4,218,804 | | | | | | 0.2 | | |
30,803 (3) | | | Dentsu Group, Inc. | | | | | 1,105,143 | | | | | | 0.1 | | |
4,200 | | | Disco Corp. | | | | | 1,277,006 | | | | | | 0.1 | | |
43,133 | | | East Japan Railway Co. | | | | | 3,075,988 | | | | | | 0.1 | | |
33,879 | | | Eisai Co., Ltd. | | | | | 3,329,536 | | | | | | 0.1 | | |
437,964 | | | ENEOS Holdings, Inc. | | | | | 1,835,421 | | | | | | 0.1 | | |
27,393 | | | Fanuc Ltd. | | | | | 6,568,782 | | | | | | 0.3 | | |
8,342 | | | Fast Retailing Co., Ltd. | | | | | 6,270,584 | | | | | | 0.3 | | |
18,023 | | | Fuji Electric Co. Ltd. | | | | | 841,262 | | | | | | 0.0 | | |
51,460 | | | Fuji Film Holdings Corp. | | | | | 3,806,420 | | | | | | 0.2 | | |
28,113 | | | Fujitsu Ltd. | | | | | 5,259,913 | | | | | | 0.2 | | |
589 | | | GLP J-Reit | | | | | 1,015,819 | | | | | | 0.1 | | |
5,900 | | | GMO Payment Gateway, Inc. | | | | | 766,255 | | | | | | 0.0 | | |
33,200 | | | Hakuhodo DY Holdings, Inc. | | | | | 517,077 | | | | | | 0.0 | | |
20,042 | | | Hamamatsu Photonics KK | | | | | 1,207,314 | | | | | | 0.1 | | |
32,557 | | | Hankyu Hanshin Holdings, Inc. | | | | | 1,004,965 | | | | | | 0.0 | | |
6,200 | | | Harmonic Drive Systems, Inc. | | | | | 340,743 | | | | | | 0.0 | | |
3,000 | | | Hikari Tsushin, Inc. | | | | | 527,238 | | | | | | 0.0 | | |
40,832 | | | Hino Motors Ltd. | | | | | 361,164 | | | | | | 0.0 | | |
4,664 | | | Hirose Electric Co., Ltd. | | | | | 682,317 | | | | | | 0.0 | | |
7,229 | | | Hisamitsu Pharmaceutical Co., Inc. | | | | | 356,928 | | | | | | 0.0 | | |
15,310 | | | Hitachi Construction Machinery Co., Ltd. | | | | | 468,883 | | | | | | 0.0 | | |
138,191 | | | Hitachi Ltd. | | | | | 7,919,336 | | | | | | 0.3 | | |
30,510 (1)(3) | | | Hitachi Metals Ltd. | | | | | 583,044 | | | | | | 0.0 | | |
232,642 | | | Honda Motor Co., Ltd. | | | | | 7,482,521 | | | | | | 0.3 | | |
7,800 | | | Hoshizaki Corp. | | | | | 662,631 | | | | | | 0.0 | | |
53,237 | | | Hoya Corp. | | | | | 7,041,677 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
38,464 | | | Hulic Co. Ltd. | | | | $ | 432,098 | | | | | | 0.0 | | |
15,000 | | | Ibiden Co., Ltd. | | | | | 807,352 | | | | | | 0.0 | | |
29,755 | | | Idemitsu Kosan Co., Ltd. | | | | | 718,902 | | | | | | 0.0 | | |
20,891 | | | Iida Group Holdings Co. Ltd. | | | | | 537,359 | | | | | | 0.0 | | |
145,616 | | | Inpex Corp. | | | | | 1,089,847 | | | | | | 0.1 | | |
78,568 | | | Isuzu Motors Ltd. | | | | | 1,042,571 | | | | | | 0.1 | | |
7,600 | | | Ito En Ltd. | | | | | 451,059 | | | | | | 0.0 | | |
169,616 | | | Itochu Corp. | | | | | 4,894,220 | | | | | | 0.2 | | |
13,700 | | | Itochu Techno-Solutions Corp. | | | | | 423,820 | | | | | | 0.0 | | |
20,578 (1) | | | Japan Airlines Co. Ltd. | | | | | 445,581 | | | | | | 0.0 | | |
72,714 | | | Japan Exchange Group, Inc. | | | | | 1,619,775 | | | | | | 0.1 | | |
57,600 | | | Japan Post Bank Co. Ltd. | | | | | 484,437 | | | | | | 0.0 | | |
32,000 | | | Japan Post Insurance Co. Ltd. | | | | | 592,099 | | | | | | 0.0 | | |
224,800 | | | Japan Post Holdings Co. Ltd. | | | | | 1,846,447 | | | | | | 0.1 | | |
178 | | | Japan Real Estate Investment Corp. | | | | | 1,093,185 | | | | | | 0.1 | | |
998 | | | Japan Metropolitan Fund Invest | | | | | 1,081,802 | | | | | | 0.1 | | |
171,302 (3) | | | Japan Tobacco, Inc. | | | | | 3,237,320 | | | | | | 0.1 | | |
70,002 | | | JFE Holdings, Inc. | | | | | 821,257 | | | | | | 0.0 | | |
28,935 | | | JSR Corp. | | | | | 878,963 | | | | | | 0.0 | | |
63,954 | | | Kajima Corp. | | | | | 811,564 | | | | | | 0.0 | | |
19,123 | | | Kakaku.com, Inc. | | | | | 575,299 | | | | | | 0.0 | | |
100,262 | | | Kansai Electric Power Co., Inc. | | | | | 956,681 | | | | | | 0.0 | | |
25,253 | | | Kansai Paint Co., Ltd. | | | | | 644,609 | | | | | | 0.0 | | |
68,775 | | | Kao Corp. | | | | | 4,240,672 | | | | | | 0.2 | | |
230,201 | | | KDDI Corp. | | | | | 7,172,071 | | | | | | 0.3 | | |
14,668 | | | Keio Corp. | | | | | 863,441 | | | | | | 0.0 | | |
18,398 | | | Keisei Electric Railway Co., Ltd. | | | | | 588,156 | | | | | | 0.0 | | |
27,788 | | | Keyence Corp. | | | | | 13,994,688 | | | | | | 0.6 | | |
20,734 | | | Kikkoman Corp. | | | | | 1,367,372 | | | | | | 0.1 | | |
24,397 (1) | | | Kintetsu Group Holdings Co., Ltd. | | | | | 857,533 | | | | | | 0.0 | | |
117,456 (3) | | | Kirin Holdings Co., Ltd. | | | | | 2,292,252 | | | | | | 0.1 | | |
7,600 (3) | | | Kobayashi Pharmaceutical Co., Ltd. | | | | | 649,835 | | | | | | 0.0 | | |
19,500 | | | Kobe Bussan Co. Ltd. | | | | | 614,376 | | | | | | 0.0 | | |
8,320 | | | Koei Tecmo Holdings Co. Ltd. | | | | | 404,495 | | | | | | 0.0 | | |
14,900 | | | Koito Manufacturing Co., Ltd. | | | | | 927,119 | | | | | | 0.0 | | |
124,983 | | | Komatsu Ltd. | | | | | 3,096,274 | | | | | | 0.1 | | |
13,266 | | | Konami Holdings Corp. | | | | | 794,500 | | | | | | 0.0 | | |
4,800 | | | Kose Corp. | | | | | 754,066 | | | | | | 0.0 | | |
146,622 (3) | | | Kubota Corp. | | | | | 2,966,120 | | | | | | 0.1 | | |
14,048 | | | Kurita Water Industries, Ltd. | | | | | 675,268 | | | | | | 0.0 | | |
45,794 | | | Kyocera Corp. | | | | | 2,829,171 | | | | | | 0.1 | | |
38,414 | | | Kyowa Kirin Co., Ltd. | | | | | 1,366,214 | | | | | | 0.1 | | |
10,800 | | | Lasertec Corp. | | | | | 2,088,991 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
7,164 | | | Lawson, Inc. | | | | $ | 331,812 | | | | | | 0.0 | | |
31,900 | | | Lion Corp. | | | | | 540,726 | | | | | | 0.0 | | |
37,892 | | | Lixil Corp. | | | | | 980,546 | | | | | | 0.0 | | |
63,000 | | | M3, Inc. | | | | | 4,590,076 | | | | | | 0.2 | | |
32,008 | | | Makita Corp. | | | | | 1,507,164 | | | | | | 0.1 | | |
223,256 | | | Marubeni Corp. | | | | | 1,944,214 | | | | | | 0.1 | | |
80,966 (1) | | | Mazda Motor Corp. | | | | | 763,874 | | | | | | 0.0 | | |
11,400 (3) | | | McDonald’s Holdings Co. Japan Ltd. | | | | | 502,360 | | | | | | 0.0 | | |
26,100 | | | Medipal Holdings Corp. | | | | | 498,994 | | | | | | 0.0 | | |
17,388 | | | MEIJI Holdings Co., Ltd. | | | | | 1,041,975 | | | | | | 0.0 | | |
14,600 (1) | | | Mercari, Inc. | | | | | 771,806 | | | | | | 0.0 | | |
51,800 | | | Minebea Mitsumi, Inc. | | | | | 1,368,627 | | | | | | 0.1 | | |
40,600 | | | MISUMI Group, Inc. | | | | | 1,373,975 | | | | | | 0.1 | | |
182,748 | | | Mitsubishi Chemical Holdings Corp. | | | | | 1,537,641 | | | | | | 0.1 | | |
180,293 | | | Mitsubishi Corp. | | | | | 4,924,929 | | | | | | 0.2 | | |
260,461 | | | Mitsubishi Electric Corp. | | | | | 3,781,175 | | | | | | 0.2 | | |
168,827 | | | Mitsubishi Estate Co., Ltd. | | | | | 2,728,848 | | | | | | 0.1 | | |
22,439 | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 475,480 | | | | | | 0.0 | | |
93,876 | | | Mitsubishi HC Capital, Inc. | | | | | 503,410 | | | | | | 0.0 | | |
45,619 | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,346,773 | | | | | | 0.1 | | |
1,744,706 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 9,397,437 | | | | | | 0.4 | | |
220,601 | | | Mitsui & Co., Ltd. | | | | | 4,969,193 | | | | | | 0.2 | | |
26,214 | | | Mitsui Chemicals, Inc. | | | | | 906,160 | | | | | | 0.0 | | |
130,919 | | | Mitsui Fudosan Co., Ltd. | | | | | 3,027,328 | | | | | | 0.1 | | |
12,500 | | | Miura Co., Ltd. | | | | | 542,787 | | | | | | 0.0 | | |
344,306 | | | Mizuho Financial Group, Inc. | | | | | 4,934,767 | | | | | | 0.2 | | |
35,600 | | | MonotaRO Co. Ltd. | | | | | 838,900 | | | | | | 0.0 | | |
63,554 | | | MS&AD Insurance Group Holdings, Inc. | | | | | 1,837,487 | | | | | | 0.1 | | |
81,944 | | | Murata Manufacturing Co., Ltd. | | | | | 6,242,074 | | | | | | 0.3 | | |
16,021 (3) | | | Nabtesco Corp. | | | | | 604,426 | | | | | | 0.0 | | |
35,020 | | | NEC Corp. | | | | | 1,801,932 | | | | | | 0.1 | | |
69,600 | | | Nexon Co. Ltd. | | | | | 1,548,914 | | | | | | 0.1 | | |
36,669 | | | NGK Insulators Ltd. | | | | | 617,131 | | | | | | 0.0 | | |
11,709 | | | NH Foods Ltd. | | | | | 455,156 | | | | | | 0.0 | | |
63,784 | | | Nidec Corp. | | | | | 7,334,537 | | | | | | 0.3 | | |
43,200 | | | Nihon M&A Center, Inc. | | | | | 1,118,897 | | | | | | 0.1 | | |
15,994 | | | Nintendo Co., Ltd. | | | | | 9,255,296 | | | | | | 0.4 | | |
298 | | | Nippon Prologis REIT, Inc. | | | | | 947,675 | | | | | | 0.0 | | |
212 (3) | | | Nippon Building Fund, Inc. | | | | | 1,320,877 | | | | | | 0.1 | | |
10,922 | | | Nippon Express Co., Ltd. | | | | | 832,853 | | | | | | 0.0 | | |
101,485 (3) | | | Nippon Paint Holdings Co., Ltd. | | | | | 1,372,900 | | | | | | 0.1 | | |
21,525 | | | Nippon Sanso Holdings Corp. | | | | | 441,867 | | | | | | 0.0 | | |
7,000 | | | Nippon Shinyaku Co., Ltd. | | | | | 556,903 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
122,080 | | | Nippon Steel Corp. | | | | $ | 2,064,152 | | | | | | 0.1 | | |
183,696 | | | Nippon Telegraph & Telephone Corp. | | | | | 4,802,767 | | | | | | 0.2 | | |
23,103 | | | Nippon Yusen KK | | | | | 1,172,434 | | | | | | 0.1 | | |
17,600 | | | Nissan Chemical Corp. | | | | | 860,289 | | | | | | 0.0 | | |
331,292 (1) | | | Nissan Motor Co., Ltd. | | | | | 1,650,393 | | | | | | 0.1 | | |
28,167 | | | Nisshin Seifun Group, Inc. | | | | | 412,945 | | | | | | 0.0 | | |
9,017 | | | Nissin Food Products Co., Ltd. | | | | | 649,287 | | | | | | 0.0 | | |
11,406 | | | Nitori Co., Ltd. | | | | | 2,014,267 | | | | | | 0.1 | | |
21,542 | | | Nitto Denko Corp. | | | | | 1,604,242 | | | | | | 0.1 | | |
438,426 | | | Nomura Holdings, Inc. | | | | | 2,231,363 | | | | | | 0.1 | | |
16,445 | | | Nomura Real Estate Holdings, Inc. | | | | | 416,532 | | | | | | 0.0 | | |
604 | | | Nomura Real Estate Master Fund, Inc. | | | | | 966,663 | | | | | | 0.0 | | |
50,268 | | | Nomura Research Institute Ltd. | | | | | 1,660,183 | | | | | | 0.1 | | |
55,049 | | | NSK Ltd. | | | | | 465,628 | | | | | | 0.0 | | |
90,120 | | | NTT Data Corp. | | | | | 1,406,846 | | | | | | 0.1 | | |
92,515 | | | Obayashi Corp. | | | | | 737,600 | | | | | | 0.0 | | |
10,000 | | | Obic Co., Ltd. | | | | | 1,859,792 | | | | | | 0.1 | | |
41,927 | | | Odakyu Electric Railway Co., Ltd. | | | | | 1,060,491 | | | | | | 0.1 | | |
115,826 | | | Oji Holdings Corp. | | | | | 665,621 | | | | | | 0.0 | | |
166,328 | | | Olympus Corp. | | | | | 3,308,419 | | | | | | 0.1 | | |
26,523 | | | Omron Corp. | | | | | 2,100,009 | | | | | | 0.1 | | |
52,790 | | | Ono Pharmaceutical Co., Ltd. | | | | | 1,177,227 | | | | | | 0.1 | | |
5,500 | | | Oracle Corp. Japan | | | | | 420,248 | | | | | | 0.0 | | |
28,580 | | | Oriental Land Co., Ltd. | | | | | 4,071,667 | | | | | | 0.2 | | |
174,363 | | | ORIX Corp. | | | | | 2,947,015 | | | | | | 0.1 | | |
373 | | | Orix JREIT, Inc. | | | | | 716,053 | | | | | | 0.0 | | |
53,365 | | | Osaka Gas Co., Ltd. | | | | | 995,732 | | | | | | 0.0 | | |
16,222 | | | Otsuka Corp. | | | | | 850,362 | | | | | | 0.0 | | |
55,746 (3) | | | Otsuka Holdings Co. Ltd. | | | | | 2,314,686 | | | | | | 0.1 | | |
58,668 | | | Pan Pacific International Holdings Corp. | | | | | 1,220,000 | | | | | | 0.1 | | |
315,131 | | | Panasonic Corp. | | | | | 3,628,583 | | | | | | 0.2 | | |
13,700 (1) | | | PeptiDream, Inc. | | | | | 669,530 | | | | | | 0.0 | | |
25,200 | | | Persol Holdings Co. Ltd. | | | | | 497,612 | | | | | | 0.0 | | |
16,400 (3) | | | Pigeon Corp. | | | | | 462,545 | | | | | | 0.0 | | |
13,100 (3) | | | Pola Orbis Holdings, Inc. | | | | | 345,419 | | | | | | 0.0 | | |
123,570 | | | Rakuten Group, Inc. | | | | | 1,395,248 | | | | | | 0.1 | | |
193,600 | | | Recruit Holdings Co. Ltd. | | | | | 9,493,911 | | | | | | 0.4 | | |
178,900 (1) | | | Renesas Electronics Corp. | | | | | 1,930,753 | | | | | | 0.1 | | |
304,713 | | | Resona Holdings, Inc. | | | | | 1,174,867 | | | | | | 0.1 | | |
95,432 | | | Ricoh Co., Ltd. | | | | | 1,074,186 | | | | | | 0.1 | | |
5,166 | | | Rinnai Corp. | | | | | 491,711 | | | | | | 0.0 | | |
12,450 | | | Rohm Co., Ltd. | | | | | 1,145,746 | | | | | | 0.1 | | |
36,100 | | | Ryohin Keikaku Co., Ltd. | | | | | 757,308 | | | | | | 0.0 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
51,245 | | | Santen Pharmaceutical Co., Ltd. | | | | $ | 707,265 | | | | | | 0.0 | | |
34,770 | | | SBI Holdings, Inc. | | | | | 821,291 | | | | | | 0.0 | | |
7,400 | | | SCSK Corp. | | | | | 440,920 | | | | | | 0.0 | | |
30,006 | | | Secom Co., Ltd. | | | | | 2,287,075 | | | | | | 0.1 | | |
39,816 | | | Seiko Epson Corp. | | | | | 699,886 | | | | | | 0.0 | | |
54,419 | | | Sekisui Chemical Co., Ltd. | | | | | 931,763 | | | | | | 0.0 | | |
87,985 | | | Sekisui House Ltd. | | | | | 1,806,752 | | | | | | 0.1 | | |
107,571 | | | Seven & I Holdings Co., Ltd. | | | | | 5,152,741 | | | | | | 0.2 | | |
45,600 | | | SG Holdings Co. Ltd. | | | | | 1,197,420 | | | | | | 0.1 | | |
30,600 | | | Sharp Corp. | | | | | 504,831 | | | | | | 0.0 | | |
33,772 | | | Shimadzu Corp. | | | | | 1,304,976 | | | | | | 0.1 | | |
10,655 | | | Shimano, Inc. | | | | | 2,535,080 | | | | | | 0.1 | | |
78,592 | | | Shimizu Corp. | | | | | 603,978 | | | | | | 0.0 | | |
50,589 | | | Shin-Etsu Chemical Co., Ltd. | | | | | 8,461,551 | | | | | | 0.3 | | |
37,832 | | | Shionogi & Co., Ltd. | | | | | 1,971,653 | | | | | | 0.1 | | |
57,062 | | | Shiseido Co., Ltd. | | | | | 4,208,823 | | | | | | 0.2 | | |
63,681 | | | Shizuoka Bank Ltd. | | | | | 494,176 | | | | | | 0.0 | | |
8,236 | | | SMC Corp. | | | | | 4,872,374 | | | | | | 0.2 | | |
410,000 | | | SoftBank Corp. | | | | | 5,360,746 | | | | | | 0.2 | | |
178,992 | | | SoftBank Group Corp. | | | | | 12,483,228 | | | | | | 0.5 | | |
10,200 | | | Sohgo Security Services Co., Ltd. | | | | | 464,720 | | | | | | 0.0 | | |
45,313 | | | Sompo Holdings, Inc. | | | | | 1,678,314 | | | | | | 0.1 | | |
179,970 | | | Sony Group Corp. | | | | | 17,451,198 | | | | | | 0.7 | | |
12,200 | | | Square Enix Holdings Co., Ltd. | | | | | 602,496 | | | | | | 0.0 | | |
18,488 | | | Stanley Electric Co., Ltd. | | | | | 534,141 | | | | | | 0.0 | | |
87,835 | | | Subaru Corp. | | | | | 1,740,845 | | | | | | 0.1 | | |
39,500 (3) | | | Sumco Corp. | | | | | 967,595 | | | | | | 0.0 | | |
212,171 | | | Sumitomo Chemical Co., Ltd. | | | | | 1,127,661 | | | | | | 0.1 | | |
160,755 | | | Sumitomo Corp. | | | | | 2,155,474 | | | | | | 0.1 | | |
25,509 | | | Sumitomo Dainippon Pharma Co. Ltd. | | | | | 535,031 | | | | | | 0.0 | | |
107,633 | | | Sumitomo Electric Industries Ltd. | | | | | 1,589,732 | | | | | | 0.1 | | |
35,280 | | | Sumitomo Metal Mining Co., Ltd. | | | | | 1,372,066 | | | | | | 0.1 | | |
186,351 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 6,423,887 | | | | | | 0.3 | | |
48,185 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,537,112 | | | | | | 0.1 | | |
44,196 | | | Sumitomo Realty & Development Co., Ltd. | | | | | 1,580,661 | | | | | | 0.1 | | |
19,734 (3) | | | Suntory Beverage & Food Ltd. | | | | | 743,820 | | | | | | 0.0 | | |
52,544 | | | Suzuki Motor Corp. | | | | | 2,226,793 | | | | | | 0.1 | | |
23,938 | | | Sysmex Corp. | | | | | 2,839,878 | | | | | | 0.1 | | |
76,611 | | | T&D Holdings, Inc. | | | | | 994,173 | | | | | | 0.0 | | |
27,161 | | | Taisei Corp. | | | | | 891,435 | | | | | | 0.0 | | |
4,800 | | | Taisho Pharmaceutical Holdings Co. Ltd. | | | | | 256,955 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
225,022 | | | Takeda Pharmaceutical Co., Ltd. | | | | $ | 7,551,868 | | | | | | 0.3 | | |
18,512 | | | TDK Corp. | | | | | 2,240,964 | | | | | | 0.1 | | |
92,128 | | | Terumo Corp. | | | | | 3,731,413 | | | | | | 0.2 | | |
17,178 | | | THK Co., Ltd. | | | | | 512,637 | | | | | | 0.0 | | |
31,900 | | | TIS, Inc. | | | | | 814,129 | | | | | | 0.0 | | |
26,885 | | | Tobu Railway Co., Ltd. | | | | | 695,894 | | | | | | 0.0 | | |
15,900 | | | Toho Co., Ltd. | | | | | 655,588 | | | | | | 0.0 | | |
10,500 | | | Toho Gas Co., Ltd. | | | | | 515,488 | | | | | | 0.0 | | |
60,813 | | | Tohoku Electric Power Co., Inc. | | | | | 476,799 | | | | | | 0.0 | | |
90,188 | | | Tokio Marine Holdings, Inc. | | | | | 4,154,084 | | | | | | 0.2 | | |
5,300 | | | Tokyo Century Corp. | | | | | 284,949 | | | | | | 0.0 | | |
217,866 (1) | | | Tokyo Electric Power Co., Inc. | | | | | 648,756 | | | | | | 0.0 | | |
21,365 | | | Tokyo Electron Ltd. | | | | | 9,237,892 | | | | | | 0.4 | | |
53,472 | | | Tokyo Gas Co., Ltd. | | | | | 1,008,572 | | | | | | 0.0 | | |
71,194 | | | Tokyu Corp. | | | | | 968,955 | | | | | | 0.0 | | |
37,316 | | | Toppan, Inc. | | | | | 600,110 | | | | | | 0.0 | | |
197,903 | | | Toray Industries, Inc. | | | | | 1,319,215 | | | | | | 0.1 | | |
58,461 (3) | | | Toshiba Corp. | | | | | 2,525,575 | | | | | | 0.1 | | |
37,000 | | | Tosoh Corp. | | | | | 637,984 | | | | | | 0.0 | | |
20,134 | | | Toto Ltd. | | | | | 1,043,209 | | | | | | 0.1 | | |
12,588 | | | Toyo Suisan Kaisha Ltd. | | | | | 485,173 | | | | | | 0.0 | | |
20,905 | | | Toyota Industries Corp. | | | | | 1,807,764 | | | | | | 0.1 | | |
302,758 | | | Toyota Motor Corp. | | | | | 26,465,317 | | | | | | 1.1 | | |
30,354 | | | Toyota Tsusho Corp. | | | | | 1,440,715 | | | | | | 0.1 | | |
19,053 | | | Trend Micro, Inc. | | | | | 997,682 | | | | | | 0.0 | | |
5,600 | | | Tsuruha Holdings, Inc. | | | | | 651,757 | | | | | | 0.0 | | |
57,578 | | | Unicharm Corp. | | | | | 2,319,258 | | | | | | 0.1 | | |
422 | | | United Urban Investment Corp. | | | | | 609,492 | | | | | | 0.0 | | |
31,226 | | | USS Co., Ltd. | | | | | 545,843 | | | | | | 0.0 | | |
13,400 | | | Welcia Holdings Co. Ltd. | | | | | 438,161 | | | | | | 0.0 | | |
23,221 | | | West Japan Railway Co. | | | | | 1,326,966 | | | | | | 0.1 | | |
18,285 | | | Yakult Honsha Co., Ltd. | | | | | 1,035,340 | | | | | | 0.0 | | |
96,537 | | | Yamada Holdings Co. Ltd. | | | | | 446,399 | | | | | | 0.0 | | ��� |
19,107 | | | Yamaha Corp. | | | | | 1,037,270 | | | | | | 0.0 | | |
40,004 | | | Yamaha Motor Co., Ltd. | | | | | 1,086,596 | | | | | | 0.1 | | |
41,601 | | | Yamato Holdings Co., Ltd. | | | | | 1,182,051 | | | | | | 0.1 | | |
34,242 | | | Yaskawa Electric Corp. | | | | | 1,672,219 | | | | | | 0.1 | | |
32,473 | | | Yokogawa Electric Corp. | | | | | 485,648 | | | | | | 0.0 | | |
378,644 | | | Z Holdings Corp. | | | | | 1,894,909 | | | | | | 0.1 | | |
17,800 | | | ZOZO, Inc. | | | | | 603,522 | | | | | | 0.0 | | |
| | | | | | | | 560,041,979 | | | | | | 22.6 | | |
| | |||||||||||||||
| | | Luxembourg: 0.1% | | ||||||||||||
19,057 (1) | | | Eurofins Scientific SE | | | | | 2,179,711 | | | | | | 0.1 | | |
67,250 | | | Tenaris S.A. | | | | | 735,732 | | | | | | 0.0 | | |
| | | | | | | | 2,915,443 | | | | | | 0.1 | | |
| |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Macau: 0.2% | | ||||||||||||
10,159 (1) | | | Galaxy Entertainment Group Ltd. | | | | $ | 2,480,060 | | | | | | 0.1 | | |
346,402 (1) | | | Sands China Ltd. | | | | | 1,458,062 | | | | | | 0.1 | | |
282,365 (1) | | | SJM Holdings Ltd. | | | | | 308,222 | | | | | | 0.0 | | |
221,679 (1) | | | Wynn Macau Ltd. | | | | | 348,678 | | | | | | 0.0 | | |
| | | | | | | | 4,595,022 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Netherlands: 6.0% | | ||||||||||||
60,241 (1)(4) | | | ABN AMRO Bank NV | | | | | 729,960 | | | | | | 0.0 | | |
2,816 (1)(4) | | | Adyen NV | | | | | 6,905,749 | | | | | | 0.3 | | |
255,394 | | | Aegon NV | | | | | 1,062,211 | | | | | | 0.0 | | |
83,940 (1) | | | Airbus SE | | | | | 10,815,883 | | | | | | 0.4 | | |
27,201 | | | Akzo Nobel NV | | | | | 3,368,044 | | | | | | 0.1 | | |
102,312 (3) | | | ArcelorMittal SA | | | | | 3,149,879 | | | | | | 0.1 | | |
6,543 (1)(3) | | | Argenx SE | | | | | 1,974,119 | | | | | | 0.1 | | |
6,752 | | | ASM International NV | | | | | 2,226,989 | | | | | | 0.1 | | |
59,874 | | | ASML Holding NV | | | | | 41,332,078 | | | | | | 1.7 | | |
15,479 | | | EXOR NV | | | | | 1,242,239 | | | | | | 0.0 | | |
16,444 | | | Heineken Holding NV | | | | | 1,659,340 | | | | | | 0.1 | | |
36,995 | | | Heineken NV | | | | | 4,491,163 | | | | | | 0.2 | | |
556,738 | | | ING Groep NV | | | | | 7,390,319 | | | | | | 0.3 | | |
10,660 (1) | | | JDE Peet’s NV | | | | | 386,921 | | | | | | 0.0 | | |
25,602 (1)(3)(4) | | | Just Eat Takeaway.com NV | | | | | 2,367,761 | | | | | | 0.1 | | |
149,250 | | | Koninklijke Ahold Delhaize NV | | | | | 4,444,590 | | | | | | 0.2 | | |
24,600 | | | Koninklijke DSM NV | | | | | 4,598,544 | | | | | | 0.2 | | |
479,893 | | | Koninklijke KPN NV | | | | | 1,500,936 | | | | | | 0.1 | | |
130,033 | | | Koninklijke Philips NV | | | | | 6,454,067 | | | | | | 0.3 | | |
9,835 | | | Koninklijke Vopak NV | | | | | 447,077 | | | | | | 0.0 | | |
40,069 | | | NN Group NV | | | | | 1,892,829 | | | | | | 0.1 | | |
69,565 | | | Prosus NV | | | | | 6,815,101 | | | | | | 0.3 | | |
32,946 (1) | | | QIAGEN NV | | | | | 1,592,556 | | | | | | 0.1 | | |
17,067 | | | Randstad NV | | | | | 1,308,358 | | | | | | 0.0 | | |
585,365 | | | Royal Dutch Shell PLC - Class A | | | | | 11,735,308 | | | | | | 0.5 | | |
528,979 | | | Royal Dutch Shell PLC - Class B | | | | | 10,268,947 | | | | | | 0.4 | | |
172,947 | | | Stellantis NV | | | | | 3,402,437 | | | | | | 0.1 | | |
116,501 | | | Stellantis NV | | | | | 2,291,204 | | | | | | 0.1 | | |
38,182 | | | Wolters Kluwer NV | | | | | 3,837,811 | | | | | | 0.1 | | |
| | | | | | | | 149,692,420 | | | | | | 6.0 | | |
| | |||||||||||||||
| | | New Zealand: 0.3% | | ||||||||||||
105,607 (1) | | | a2 Milk Co. Ltd. | | | | | 475,184 | | | | | | 0.0 | | |
178,255 (1) | | | Auckland International Airport Ltd. | | | | | 905,593 | | | | | | 0.1 | | |
82,263 | | | Fisher & Paykel Healthcare Corp. Ltd. | | | | | 1,789,578 | | | | | | 0.1 | | |
96,867 | | | Mercury NZ Ltd. | | | | | 451,437 | | | | | | 0.0 | | |
182,474 | | | Meridian Energy Ltd. | | | | | 680,347 | | | | | | 0.0 | | |
60,660 | | | Ryman Healthcare Ltd. | | | | | 556,653 | | | | | | 0.0 | | |
264,315 | | | Spark New Zealand Ltd. | | | | | 887,222 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | New Zealand (continued) | | ||||||||||||
18,847 (1)(3) | | | Xero Ltd. | | | | $ | 1,938,601 | | | | | | 0.1 | | |
| | | | | | | | 7,684,615 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Norway: 0.6% | | ||||||||||||
39,105 (1) | | | Adevinta ASA | | | | | 750,150 | | | | | | 0.0 | | |
132,769 | | | DNB ASA | | | | | 2,893,597 | | | | | | 0.1 | | |
139,490 | | | Equinor ASA | | | | | 2,952,796 | | | | | | 0.1 | | |
28,483 | | | Gjensidige Forsikring ASA | | | | | 628,007 | | | | | | 0.0 | | |
62,736 | | | Mowi ASA | | | | | 1,597,229 | | | | | | 0.1 | | |
191,525 | | | Norsk Hydro ASA | | | | | 1,222,772 | | | | | | 0.1 | | |
106,963 | | | Orkla ASA | | | | | 1,090,075 | | | | | | 0.0 | | |
10,752 | | | Schibsted ASA - Class A | | | | | 518,689 | | | | | | 0.0 | | |
13,939 | | | Schibsted ASA - Class B | | | | | 580,539 | | | | | | 0.0 | | |
99,871 | | | Telenor ASA | | | | | 1,684,330 | | | | | | 0.1 | | |
24,876 | | | Yara International ASA | | | | | 1,310,825 | | | | | | 0.1 | | |
| | | | | | | | 15,229,009 | | | | | | 0.6 | | |
| | |||||||||||||||
| | | Poland: 0.0% | | ||||||||||||
28,546 (1) | | | InPost SA | | | | | 572,917 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | Portugal: 0.2% | | ||||||||||||
396,212 | | | EDP - Energias de Portugal SA | | | | | 2,100,039 | | | | | | 0.1 | | |
71,387 | | | Galp Energia SGPS SA | | | | | 776,165 | | | | | | 0.1 | | |
35,848 | | | Jeronimo Martins SGPS SA | | | | | 653,752 | | | | | | 0.0 | | |
| | | | | | | | 3,529,956 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Singapore: 1.0% | | ||||||||||||
457,237 | | | Ascendas Real Estate Investment Trust | | | | | 1,004,788 | | | | | | 0.1 | | |
645,015 | | | CapitaLand Integrated Commercial Trust | | | | | 1,004,237 | | | | | | 0.1 | | |
375,796 | | | CapitaLand Ltd. | | | | | 1,038,035 | | | | | | 0.1 | | |
58,381 | | | City Developments Ltd. | | | | | 317,043 | | | | | | 0.0 | | |
257,320 | | | DBS Group Holdings Ltd. | | | | | 5,724,678 | | | | | | 0.2 | | |
859,912 | | | Genting Singapore Ltd. | | | | | 535,615 | | | | | | 0.0 | | |
207,404 | | | Keppel Corp., Ltd. | | | | | 845,754 | | | | | | 0.0 | | |
306,400 | | | Mapletree Commercial Trust | | | | | 492,857 | | | | | | 0.0 | | |
427,902 | | | Mapletree Logistics Trust | | | | | 654,144 | | | | | | 0.0 | | |
479,122 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 4,269,812 | | | | | | 0.2 | | |
1,967 (1) | | | Sea Ltd. ADR | | | | | 540,138 | | | | | | 0.0 | | |
190,800 (1)(3) | | | Singapore Airlines Ltd. | | | | | 688,049 | | | | | | 0.0 | | |
114,451 | | | Singapore Exchange Ltd. | | | | | 953,248 | | | | | | 0.1 | | |
222,306 | | | Singapore Technologies Engineering Ltd. | | | | | 641,447 | | | | | | 0.0 | | |
1,178,550 | | | Singapore Telecommunications Ltd. | | | | | 2,010,743 | | | | | | 0.1 | | |
168,256 | | | United Overseas Bank Ltd. | | | | | 3,240,173 | | | | | | 0.1 | | |
66,000 | | | UOL Group Ltd. | | | | | 358,929 | | | | | | 0.0 | | |
39,300 | | | Venture Corp. Ltd. | | | | | 562,224 | | | | | | 0.0 | | |
273,576 | | | Wilmar International Ltd. | | | | | 917,233 | | | | | | 0.0 | | |
| | | | | | | | 25,799,147 | | | | | | 1.0 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Spain: 2.4% | | ||||||||||||
33,661 | | | ACS Actividades de Construccion y Servicios SA | | | | $ | 902,397 | | | | | | 0.0 | | |
10,705 (1)(3)(4) | | | Aena SME SA | | | | | 1,756,485 | | | | | | 0.1 | | |
64,299 (1) | | | Amadeus IT Group SA | | | | | 4,532,853 | | | | | | 0.2 | | |
951,699 | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 5,903,363 | | | | | | 0.2 | | |
2,475,008 | | | Banco Santander SA | | | | | 9,467,018 | | | | | | 0.4 | | |
634,485 | | | CaixaBank SA | | | | | 1,953,388 | | | | | | 0.1 | | |
72,724 (3)(4) | | | Cellnex Telecom SA | | | | | 4,638,420 | | | | | | 0.2 | | |
41,130 | | | EDP Renovaveis S.A. | | | | | 952,962 | | | | | | 0.0 | | |
35,445 (3) | | | Enagas | | | | | 819,236 | | | | | | 0.0 | | |
45,334 (3) | | | Endesa S.A. | | | | | 1,100,516 | | | | | | 0.0 | | |
69,790 | | | Ferrovial SA - FERE | | | | | 2,051,012 | | | | | | 0.1 | | |
42,481 (3) | | | Grifols SA | | | | | 1,151,950 | | | | | | 0.1 | | |
824,450 | | | Iberdrola S.A. - IBEE | | | | | 10,053,862 | | | | | | 0.4 | | |
155,692 | | | Industria de Diseno Textil SA | | | | | 5,496,977 | | | | | | 0.2 | | |
41,367 | | | Naturgy Energy Group SA | | | | | 1,064,639 | | | | | | 0.0 | | |
61,646 (3) | | | Red Electrica Corp. SA | | | | | 1,144,529 | | | | | | 0.1 | | |
213,468 (3) | | | Repsol SA | | | | | 2,681,706 | | | | | | 0.1 | | |
33,903 (1) | | | Siemens Gamesa Renewable Energy SA | | | | | 1,133,500 | | | | | | 0.1 | | |
745,398 (1)(3) | | | Telefonica S.A. | | | | | 3,479,120 | | | | | | 0.1 | | |
| | | | | | | | 60,283,933 | | | | | | 2.4 | | |
| | |||||||||||||||
| | | Sweden: 3.4% | | ||||||||||||
44,901 | | | Alfa Laval AB | | | | | 1,587,037 | | | | | | 0.1 | | |
143,057 | | | Assa Abloy AB | | | | | 4,312,871 | | | | | | 0.2 | | |
95,845 | | | Atlas Copco AB - A Shares | | | | | 5,885,686 | | | | | | 0.2 | | |
55,695 | | | Atlas Copco AB - B Shares | | | | | 2,933,258 | | | | | | 0.1 | | |
39,038 | | | Boliden AB | | | | | 1,502,163 | | | | | | 0.1 | | |
32,121 | | | Electrolux AB | | | | | 890,135 | | | | | | 0.0 | | |
36,604 (1) | | | Embracer Group AB | | | | | 989,713 | | | | | | 0.0 | | |
94,060 | | | Epiroc AB | | | | | 2,143,198 | | | | | | 0.1 | | |
55,459 | | | Epiroc AB | | | | | 1,088,365 | | | | | | 0.0 | | |
33,930 | | | EQT AB | | | | | 1,232,534 | | | | | | 0.1 | | |
86,861 | | | Essity AB | | | | | 2,881,195 | | | | | | 0.1 | | |
24,244 (4) | | | Evolution AB | | | | | 3,834,966 | | | | | | 0.2 | | |
15,010 (1) | | | Fastighets AB Balder | | | | | 940,943 | | | | | | 0.0 | | |
104,240 (1)(3) | | | H & M Hennes & Mauritz AB | | | | | 2,475,640 | | | | | | 0.1 | | |
281,188 | | | Hexagon AB | | | | | 4,166,186 | | | | | | 0.2 | | |
59,529 | | | Husqvarna AB - B Shares | | | | | 791,155 | | | | | | 0.0 | | |
14,323 (3) | | | ICA Gruppen AB | | | | | 666,603 | | | | | | 0.0 | | |
15,195 | | | Industrivarden AB-Class A | | | | | 590,981 | | | | | | 0.0 | | |
22,743 | | | Industrivarden AB-Class C | | | | | 832,532 | | | | | | 0.0 | | |
21,054 (3) | | | Investment AB Latour | | | | | 691,249 | | | | | | 0.0 | | |
260,043 | | | Investor AB | | | | | 5,994,098 | | | | | | 0.2 | | |
34,402 (3) | | | Kinnevik AB | | | | | 1,377,591 | | | | | | 0.1 | | |
10,823 | | | Lundbergforetagen AB | | | | | 698,523 | | | | | | 0.0 | | |
28,567 (3) | | | Lundin Energy AB | | | | | 1,012,771 | | | | | | 0.0 | | |
203,467 | | | Nibe Industrier AB | | | | | 2,144,013 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Sweden (continued) | | ||||||||||||
161,133 | | | Sandvik AB | | | | $ | 4,120,115 | | | | | | 0.2 | | |
44,593 | | | Securitas AB | | | | | 704,433 | | | | | | 0.0 | | |
72,260 (1)(4) | | | Sinch AB | | | | | 1,215,935 | | | | | | 0.1 | | |
232,293 | | | Skandinaviska Enskilda Banken AB | | | | | 3,002,643 | | | | | | 0.1 | | |
48,555 | | | Skanska AB | | | | | 1,289,094 | | | | | | 0.1 | | |
54,469 | | | SKF AB - B Shares | | | | | 1,388,316 | | | | | | 0.1 | | |
86,475 | | | Svenska Cellulosa AB SCA | | | | | 1,418,379 | | | | | | 0.1 | | |
208,182 | | | Svenska Handelsbanken AB | | | | | 2,349,948 | | | | | | 0.1 | | |
129,256 | | | Swedbank AB | | | | | 2,406,350 | | | | | | 0.1 | | |
231,506 | | | Swedish Match AB | | | | | 1,974,312 | | | | | | 0.1 | | |
71,485 (3) | | | Tele2 AB | | | | | 974,623 | | | | | | 0.0 | | |
416,593 | | | Telefonaktiebolaget LM Ericsson | | | | | 5,238,202 | | | | | | 0.2 | | |
379,410 | | | Telia Co. AB | | | | | 1,685,136 | | | | | | 0.1 | | |
28,581 (3) | | | Volvo AB | | | | | 709,375 | | | | | | 0.0 | | |
204,048 (3) | | | Volvo AB - B Shares | | | | | 4,917,440 | | | | | | 0.2 | | |
| | | | | | | | 85,057,707 | | | | | | 3.4 | | |
| | |||||||||||||||
| | | Switzerland: 10.0% | | ||||||||||||
247,566 | | | ABB Ltd. | | | | | 8,410,968 | | | | | | 0.3 | | |
22,118 | | | Adecco Group AG | | | | | 1,504,948 | | | | | | 0.1 | | |
71,322 | | | Alcon, Inc. | | | | | 5,002,350 | | | | | | 0.2 | | |
6,602 | | | Baloise Holding AG | | | | | 1,030,821 | | | | | | 0.0 | | |
4,284 | | | Banque Cantonale Vaudoise | | | | | 384,954 | | | | | | 0.0 | | |
509 | | | Barry Callebaut AG | | | | | 1,182,955 | | | | | | 0.1 | | |
147 | | | Chocoladefabriken Lindt & Spruengli AG - Participation Certificate | | | | | 1,462,454 | | | | | | 0.0 | | |
16 | | | Chocoladefabriken Lindt & Spruengli AG - Registered | | | | | 1,675,655 | | | | | | 0.1 | | |
74,504 | | | Cie Financiere Richemont SA | | | | | 9,032,017 | | | | | | 0.4 | | |
30,795 | | | Clariant AG | | | | | 613,199 | | | | | | 0.0 | | |
28,522 | | | Coca-Cola HBC AG | | | | | 1,032,399 | | | | | | 0.0 | | |
349,364 | | | Credit Suisse Group AG | | | | | 3,657,116 | | | | | | 0.2 | | |
1,001 (1) | | | EMS-Chemie Holding AG | | | | | 983,890 | | | | | | 0.0 | | |
5,287 | | | Geberit AG - Reg | | | | | 3,971,443 | | | | | | 0.2 | | |
1,318 | | | Givaudan | | | | | 6,135,570 | | | | | | 0.2 | | |
1,426,322 | | | Glencore PLC | | | | | 6,121,895 | | | | | | 0.2 | | |
74,724 | | | Holcim Ltd. | | | | | 4,491,518 | | | | | | 0.2 | | |
31,944 | | | Julius Baer Group Ltd. | | | | | 2,086,366 | | | | | | 0.1 | | |
7,707 | | | Kuehne & Nagel International AG | | | | | 2,637,792 | | | | | | 0.1 | | |
24,707 | | | Logitech International SA | | | | | 3,000,477 | | | | | | 0.1 | | |
10,629 | | | Lonza Group AG | | | | | 7,535,501 | | | | | | 0.3 | | |
411,202 | | | Nestle SA | | | | | 51,255,129 | | | | | | 2.1 | | |
316,908 | | | Novartis AG | | | | | 28,910,435 | | | | | | 1.2 | | |
3,239 | | | Partners Group | | | | | 4,910,151 | | | | | | 0.2 | | |
4,567 (3) | | | Roche Holding AG | | | | | 1,857,402 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Switzerland (continued) | | ||||||||||||
100,276 | | | Roche Holding AG | | | | $ | 37,787,821 | | | | | | 1.5 | | |
5,811 | | | Schindler Holding AG - Part Cert | | | | | 1,778,373 | | | | | | 0.1 | | |
2,866 | | | Schindler Holding AG - Reg | | | | | 838,637 | | | | | | 0.0 | | |
864 | | | SGS SA | | | | | 2,667,570 | | | | | | 0.1 | | |
20,236 (3) | | | Sika AG | | | | | 6,630,082 | | | | | | 0.3 | | |
7,865 | | | Sonova Holding AG - Reg | | | | | 2,962,390 | | | | | | 0.1 | | |
97,472 | | | STMicroelectronics NV-STM1 | | | | | 3,544,716 | | | | | | 0.1 | | |
1,476 | | | Straumann Holding AG | | | | | 2,354,285 | | | | | | 0.1 | | |
4,130 | | | Swatch Group AG - BR | | | | | 1,418,304 | | | | | | 0.1 | | |
7,482 | | | Swatch Group AG - Reg | | | | | 494,041 | | | | | | 0.0 | | |
4,569 | | | Swiss Life Holding AG | | | | | 2,222,606 | | | | | | 0.1 | | |
10,819 | | | Swiss Prime Site AG | | | | | 1,073,753 | | | | | | 0.0 | | |
43,050 | | | Swiss Re Ltd. | | | | | 3,888,391 | | | | | | 0.2 | | |
3,697 | | | Swisscom AG | | | | | 2,112,424 | | | | | | 0.1 | | |
9,532 | | | Temenos AG | | | | | 1,532,504 | | | | | | 0.1 | | |
523,258 | | | UBS Group AG | | | | | 8,014,861 | | | | | | 0.3 | | |
6,958 | | | Vifor Pharma AG | | | | | 901,533 | | | | | | 0.0 | | |
21,475 | | | Zurich Insurance Group AG | | | | | 8,625,765 | | | | | | 0.4 | | |
| | | | | | | | 247,735,461 | | | | | | 10.0 | | |
| | |||||||||||||||
| | | United Arab Emirates: 0.0% | | ||||||||||||
19,351 | | | NMC Health PLC | | | | | 7,293 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | United Kingdom: 12.8% | | ||||||||||||
138,898 | | | 3i Group PLC | | | | | 2,254,154 | | | | | | 0.1 | | |
27,525 | | | Admiral Group Plc | | | | | 1,197,671 | | | | | | 0.0 | | |
184,828 | | | Anglo American PLC | | | | | 7,355,068 | | | | | | 0.3 | | |
56,080 | | | Antofagasta PLC | | | | | 1,115,196 | | | | | | 0.0 | | |
64,129 | | | Ashtead Group PLC | | | | | 4,766,592 | | | | | | 0.2 | | |
50,848 | | | Associated British Foods PLC | | | | | 1,560,872 | | | | | | 0.1 | | |
187,360 | | | AstraZeneca PLC | | | | | 22,510,190 | | | | | | 0.9 | | |
137,555 (1)(4) | | | Auto Trader Group PLC | | | | | 1,204,706 | | | | | | 0.0 | | |
16,357 | | | AVEVA Group PLC | | | | | 839,538 | | | | | | 0.0 | | |
560,735 | | | Aviva PLC | | | | | 3,147,937 | | | | | | 0.1 | | |
459,569 | | | BAE Systems PLC | | | | | 3,320,851 | | | | | | 0.1 | | |
2,477,887 | | | Barclays PLC | | | | | 5,880,209 | | | | | | 0.2 | | |
145,343 | | | Barratt Developments PLC | | | | | 1,399,460 | | | | | | 0.1 | | |
17,824 | | | Berkeley Group Holdings PLC | | | | | 1,133,333 | | | | | | 0.0 | | |
2,904,133 | | | BP PLC | | | | | 12,735,755 | | | | | | 0.5 | | |
311,082 | | | British American Tobacco PLC | | | | | 12,077,924 | | | | | | 0.5 | | |
125,375 | | | British Land Co. PLC | | | | | 857,640 | | | | | | 0.0 | | |
1,273,933 (1) | | | BT Group PLC | | | | | 3,423,498 | | | | | | 0.1 | | |
48,100 | | | Bunzl PLC | | | | | 1,591,206 | | | | | | 0.1 | | |
57,777 (1) | | | Burberry Group PLC | | | | | 1,652,374 | | | | | | 0.1 | | |
146,054 | | | CNH Industrial NV | | | | | 2,422,691 | | | | | | 0.1 | | |
23,965 | | | Coca-Cola European Partners PLC - EUR | | | | | 1,410,877 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
5,247 | | | Coca-Cola European Partners PLC - USD | | | | $ | 311,252 | | | | | | 0.0 | | |
254,611 (1) | | | Compass Group PLC | | | | | 5,364,115 | | | | | | 0.2 | | |
60,857 | | | CRH PLC - London | | | | | 3,089,652 | | | | | | 0.1 | | |
19,913 | | | Croda International PLC | | | | | 2,031,007 | | | | | | 0.1 | | |
333,944 | | | Diageo PLC | | | | | 16,005,422 | | | | | | 0.6 | | |
194,331 | | | Direct Line Insurance Group PLC | | | | | 766,482 | | | | | | 0.0 | | |
83,529 (1)(3) | | | Entain PLC | | | | | 2,018,361 | | | | | | 0.1 | | |
72,514 | | | Evraz PLC | | | | | 594,920 | | | | | | 0.0 | | |
130,928 | | | Experian PLC | | | | | 5,055,014 | | | | | | 0.2 | | |
32,121 | | | Ferguson PLC | | | | | 4,468,901 | | | | | | 0.2 | | |
718,071 | | | GlaxoSmithKline PLC | | | | | 14,116,608 | | | | | | 0.6 | | |
54,186 | | | Halma PLC | | | | | 2,018,711 | | | | | | 0.1 | | |
50,774 | | | Hargreaves Lansdown PLC | | | | | 1,117,250 | | | | | | 0.0 | | |
24,616 | | | Hikma Pharmaceuticals PLC | | | | | 833,051 | | | | | | 0.0 | | |
2,907,210 | | | HSBC Holdings PLC | | | | | 16,778,966 | | | | | | 0.7 | | |
135,080 | | | Imperial Brands PLC | | | | | 2,912,691 | | | | | | 0.1 | | |
214,398 (1) | | | Informa PLC | | | | | 1,490,013 | | | | | | 0.1 | | |
26,070 (1) | | | InterContinental Hotels Group PLC | | | | | 1,737,579 | | | | | | 0.1 | | |
23,035 | | | Intertek Group PLC | | | | | 1,762,967 | | | | | | 0.1 | | |
238,122 | | | J Sainsbury Plc | | | | | 896,260 | | | | | | 0.0 | | |
73,459 | | | JD Sports Fashion PLC | | | | | 934,812 | | | | | | 0.0 | | |
27,623 | | | Johnson Matthey PLC | | | | | 1,176,081 | | | | | | 0.0 | | |
300,512 | | | Kingfisher PLC | | | | | 1,516,711 | | | | | | 0.1 | | |
100,316 | | | Land Securities Group PLC | | | | | 936,214 | | | | | | 0.0 | | |
851,714 | | | Legal & General Group PLC | | | | | 3,038,560 | | | | | | 0.1 | | |
10,113,646 | | | Lloyds Banking Group Plc | | | | | 6,542,077 | | | | | | 0.3 | | |
46,342 | | | London Stock Exchange Group PLC | | | | | 5,121,270 | | | | | | 0.2 | | |
370,263 | | | M&G PLC | | | | | 1,172,956 | | | | | | 0.0 | | |
693,413 | | | Melrose Industries PLC | | | | | 1,492,586 | | | | | | 0.1 | | |
69,302 | | | Mondi PLC | | | | | 1,824,600 | | | | | | 0.1 | | |
506,569 | | | National Grid PLC | | | | | 6,443,382 | | | | | | 0.3 | | |
695,043 | | | Natwest Group PLC | | | | | 1,956,042 | | | | | | 0.1 | | |
18,976 (1) | | | Next PLC | | | | | 2,065,227 | | | | | | 0.1 | | |
69,469 (1) | | | Ocado Group PLC | | | | | 1,924,836 | | | | | | 0.1 | | |
107,385 | | | Pearson PLC | | | | | 1,236,635 | | | | | | 0.1 | | |
45,541 | | | Persimmon PLC | | | | | 1,865,522 | | | | | | 0.1 | | |
92,700 | | | Phoenix Group Holdings PLC | | | | | 867,766 | | | | | | 0.0 | | |
372,453 | | | Prudential PLC | | | | | 7,086,198 | | | | | | 0.3 | | |
101,733 | | | Reckitt Benckiser Group PLC | | | | | 8,988,120 | | | | | | 0.4 | | |
275,809 | | | Relx PLC (GBP Exchange) | | | | | 7,313,535 | | | | | | 0.3 | | |
264,667 | | | Rentokil Initial Plc | | | | | 1,812,751 | | | | | | 0.1 | | |
160,182 | | | Rio Tinto PLC | | | | | 13,229,017 | | | | | | 0.5 | | |
1,194,297 (1) | | | Rolls-Royce Holdings PLC | | | | | 1,635,011 | | | | | | 0.1 | | |
156,460 | | | Sage Group PLC/The | | | | | 1,482,025 | | | | | | 0.1 | | |
17,704 | | | Schroders PLC | | | | | 861,012 | | | | | | 0.0 | | |
170,073 | | | Segro PLC | | | | | 2,574,609 | | | | | | 0.1 | | |
34,001 | | | Severn Trent PLC | | | | | 1,177,036 | | | | | | 0.0 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
125,191 | | | Smith & Nephew PLC | | | | $ | 2,715,043 | | | | | | 0.1 | | |
56,426 | | | Smiths Group PLC | | | | | 1,242,716 | | | | | | 0.1 | | |
10,524 | | | Spirax-Sarco Engineering PLC | | | | | 1,982,160 | | | | | | 0.1 | | |
148,747 | | | SSE PLC | | | | | 3,089,289 | | | | | | 0.1 | | |
76,816 | | | St. James’s Place PLC | | | | | 1,570,632 | | | | | | 0.1 | | |
382,906 | | | Standard Chartered PLC | | | | | 2,443,627 | | | | | | 0.1 | | |
313,549 | | | Standard Life Aberdeen PLC | | | | | 1,176,280 | | | | | | 0.0 | | |
520,329 | | | Taylor Wimpey PLC | | | | | 1,145,107 | | | | | | 0.0 | | |
1,103,537 | | | Tesco PLC | | | | | 3,409,023 | | | | | | 0.1 | | |
157,299 | | | Unilever PLC - ULVRL | | | | | 9,191,533 | | | | | | 0.4 | | |
217,970 | | | Unilever PLC | | | | | 12,758,747 | | | | | | 0.5 | | |
97,325 | | | United Utilities Group PLC | | | | | 1,313,614 | | | | | | 0.1 | | |
3,830,028 | | | Vodafone Group PLC | | | | | 6,419,232 | | | | | | 0.3 | | |
28,808 (1) | | | Whitbread PLC | | | | | 1,245,308 | | | | | | 0.1 | | |
342,957 | | | WM Morrison Supermarkets PLC | | | | | 1,170,374 | | | | | | 0.1 | | |
174,890 | | | WPP PLC | | | | | 2,364,136 | | | | | | 0.1 | | |
| | | | | | | | 316,738,376 | | | | | | 12.8 | | |
| | | Total Common Stock (Cost $1,646,339,718) | | | | | 2,404,328,252 | | | | | | 97.0 | | |
| | |||||||||||||||
PREFERRED STOCK: 0.6% | | |||||||||||||||
| | | Germany: 0.6% | | ||||||||||||
8,087 | | | Bayerische Motoren Werke AG | | | | | 727,498 | | | | | | 0.0 | | |
9,898 | | | Fuchs Petrolub AG | | | | | 481,679 | | | | | | 0.0 | | |
25,429 | | | Henkel AG & Co. KGaA | | | | | 2,685,652 | | | | | | 0.1 | | |
21,855 | | | Porsche AG | | | | | 2,346,146 | | | | | | 0.1 | | |
3,741 | | | Sartorius AG | | | | | 1,947,217 | | | | | | 0.1 | | |
26,488 | | | Volkswagen AG | | | | | 6,641,361 | | | | | | 0.3 | | |
| | | Total Preferred Stock (Cost $9,313,397) | | | | | 14,829,553 | | | | | | 0.6 | | |
| | |||||||||||||||
RIGHTS: 0.0% | | |||||||||||||||
| | | Spain: 0.0% | | ||||||||||||
33,661 (1)(3) | | | ACS Actividades de Construccion y Servicios SA | | | | | 47,098 | | | | | | 0.0 | | |
| | | Total Rights (Cost $51,043) | | | | | 47,098 | | | | | | 0.0 | | |
| | |||||||||||||||
WARRANTS: 0.0% | | |||||||||||||||
| | | Switzerland: 0.0% | | ||||||||||||
155,786 (1) | | | Cie Financiere Richemont SA | | | | | 104,391 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $—) | | | | | 104,391 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $1,655,704,158) | | | | | 2,419,309,294 | | | | | | 97.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.6% | | |||||||||||||||
| | | Repurchase Agreements: 3.7% | | ||||||||||||
2,474,574 (5) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,474,578, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,524,065, due 12/30/21-07/01/51) | | | | $ | 2,474,574 | | | | | | 0.1 | | |
3,626,054 (5) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $3,626,062, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $3,698,575, due 01/01/25-04/01/51) | | | | | 3,626,054 | | | | | | 0.1 | | |
8,306,908 (5) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $8,306,954, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $8,714,832, due 09/19/22-01/27/40) | | | | | 8,306,908 | | | | | | 0.3 | | |
22,956,900 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $22,956,931, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $23,416,038, due 07/25/21-05/20/71) | | | | | 22,956,900 | | | | | | 0.9 | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,675,243 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $8,675,264, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $8,848,770, due 07/01/21-11/15/50) | | | | $ | 8,675,243 | | | | | | 0.4 | | |
2,879,581 (5) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $2,879,584, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,937,173, due 07/07/21-11/01/49) | | | | | 2,879,581 | | | | | | 0.1 | | |
6,796,699 (5) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $6,796,716, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $6,932,633, due 08/01/21-06/01/51) | | | | | 6,796,699 | | | | | | 0.3 | | |
8,635,193 (5) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $8,635,207, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $8,807,912, due 05/01/24-04/20/71) | | | | | 8,635,193 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
5,075,900 (5) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $5,075,913, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $5,177,433, due 02/28/27) | | | | $ | 5,075,900 | | | | | | 0.2 | | |
14,545,236 (5) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $14,545,280, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $14,837,725, due 07/15/23-02/15/48) | | | | | 14,545,236 | | | | | | 0.6 | | |
5,595,712 (5) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $5,595,727, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $5,707,626, due 12/01/21-05/20/71) | | | | | 5,595,712 | | | | | | 0.2 | | |
1,973,181 (5) | | | TD Securities (USA) LLC, Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,973,184, collateralized by various U.S. Government Agency Obligations, 2.000%-4.500%, Market Value plus accrued interest $2,012,645, due 03/01/32-07/01/51) | | | | | 1,973,181 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $91,541,181) | | | | | 91,541,181 | | | | | | 3.7 | | |
|
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.9% | | ||||||||||||
44,004,000 (5)(6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | $ | 44,004,000 | | | | | | 1.7 | | |
1,926,000 (5)(6) | | | Goldman Sachs Financial Square Government Fund ‑ Institutional Shares, 0.030% | | | | | 1,926,000 | | | | | | 0.1 | | |
2,470,000 (5)(6) | | | Morgan Stanley Institutional Liquidity Funds ‑ Government Portfolio (Institutional Share Class), 0.030% | | | | | 2,470,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $48,400,000) | | | | | 48,400,000 | | | | | | 1.9 | | |
| | | Total Short-Term Investments (Cost $139,941,181) | | | | | 139,941,181 | | | | | | 5.6 | | |
| | | Total Investments in Securities (Cost $1,795,645,339) | | | | $ | 2,559,250,475 | | | | | | 103.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (79,167,967) | | | | | | (3.2) | | |
| | | Net Assets | | | | $ | 2,480,082,508 | | | | | | 100.0 | | |
| Geographic Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 22.6% | |
| United Kingdom | | | 12.8% | |
| France | | | 10.5% | |
| Switzerland | | | 10.0% | |
| Germany | | | 9.2% | |
| Australia | | | 7.2% | |
| Netherlands | | | 6.0% | |
| Sweden | | | 3.4% | |
| Hong Kong | | | 2.8% | |
| Denmark | | | 2.5% | |
| Countries between 0.0% – 2.4%^ | | | 10.6% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| ^ Includes 16 countries, which each represents 0.0% – 2.4% of net assets. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 16.5% | | |
Industrials | | | | | 15.1 | | |
Consumer Discretionary | | | | | 12.8 | | |
Health Care | | | | | 12.1 | | |
Consumer Staples | | | | | 10.3 | | |
Information Technology | | | | | 8.9 | | |
Materials | | | | | 7.7 | | |
Communication Services | | | | | 4.8 | | |
Utilities | | | | | 3.3 | | |
Energy | | | | | 3.2 | | |
Real Estate | | | | | 2.9 | | |
Short-Term Investments | | | | | 5.6 | | |
Liabilities in Excess of Other Assets | | | | | (3.2) | | |
Net Assets | | | | | 100.0% | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | 851,944 | | | | | $ | 177,736,010 | | | | | $ | — | | | | | $ | 178,587,954 | | |
Austria | | | | | — | | | | | | 4,708,034 | | | | | | — | | | | | | 4,708,034 | | |
Belgium | | | | | 432,372 | | | | | | 20,546,080 | | | | | | — | | | | | | 20,978,452 | | |
China | | | | | 1,279,598 | | | | | | 2,561,350 | | | | | | — | | | | | | 3,840,948 | | |
Denmark | | | | | 1,358,761 | | | | | | 61,182,052 | | | | | | — | | | | | | 62,540,813 | | |
Finland | | | | | — | | | | | | 30,658,167 | | | | | | — | | | | | | 30,658,167 | | |
France | | | | | — | | | | | | 259,197,132 | | | | | | — | | | | | | 259,197,132 | | |
Germany | | | | | — | | | | | | 212,057,184 | | | | | | — | | | | | | 212,057,184 | | |
Hong Kong | | | | | 852,234 | | | | | | 69,337,676 | | | | | | — | | | | | | 70,189,910 | | |
Ireland | | | | | — | | | | | | 17,355,017 | | | | | | — | | | | | | 17,355,017 | | |
Israel | | | | | 6,432,081 | | | | | | 8,085,753 | | | | | | — | | | | | | 14,517,834 | | |
Italy | | | | | — | | | | | | 49,813,529 | | | | | | — | | | | | | 49,813,529 | | |
Japan | | | | | 1,015,819 | | | | | | 559,026,160 | | | | | | — | | | | | | 560,041,979 | | |
Luxembourg | | | | | — | | | | | | 2,915,443 | | | | | | — | | | | | | 2,915,443 | | |
Macau | | | | | — | | | | | | 4,595,022 | | | | | | — | | | | | | 4,595,022 | | |
Netherlands | | | | | — | | | | | | 149,692,420 | | | | | | — | | | | | | 149,692,420 | | |
New Zealand | | | | | — | | | | | | 7,684,615 | | | | | | — | | | | | | 7,684,615 | | |
Norway | | | | | 580,539 | | | | | | 14,648,470 | | | | | | — | | | | | | 15,229,009 | | |
Poland | | | | | 572,917 | | | | | | — | | | | | | — | | | | | | 572,917 | | |
Portugal | | | | | 2,753,791 | | | | | | 776,165 | | | | | | — | | | | | | 3,529,956 | | |
Singapore | | | | | 540,138 | | | | | | 25,259,009 | | | | | | — | | | | | | 25,799,147 | | |
Spain | | | | | 952,962 | | | | | | 59,330,971 | | | | | | — | | | | | | 60,283,933 | | |
Sweden | | | | | 8,064,352 | | | | | | 76,993,355 | | | | | | — | | | | | | 85,057,707 | | |
Switzerland | | | | | 3,138,109 | | | | | | 244,597,352 | | | | | | — | | | | | | 247,735,461 | | |
United Arab Emirates | | | | | — | | | | | | 7,293 | | | | | | — | | | | | | 7,293 | | |
United Kingdom | | | | | 14,240,373 | | | | | | 302,498,003 | | | | | | — | | | | | | 316,738,376 | | |
Total Common Stock | | | | | 43,065,990 | | | | | | 2,361,262,262 | | | | | | — | | | | | | 2,404,328,252 | | |
Preferred Stock | | | | | — | | | | | | 14,829,553 | | | | | | — | | | | | | 14,829,553 | | |
Rights | | | | | 47,098 | | | | | | — | | | | | | — | | | | | | 47,098 | | |
Warrants | | | | | 104,391 | | | | | | — | | | | | | — | | | | | | 104,391 | | |
Short-Term Investments | | | | | 48,400,000 | | | | | | 91,541,181 | | | | | | — | | | | | | 139,941,181 | | |
Total Investments, at fair value | | | | $ | 91,617,479 | | | | | $ | 2,467,632,996 | | | | | $ | — | | | | | $ | 2,559,250,475 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (1,368,170) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,368,170) | | |
Total Liabilities | | | | $ | (1,368,170) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,368,170) | | |
Voya International Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI EAFE Index | | | | | 492 | | | | | | 09/17/21 | | | | | $ | 56,680,860 | | | | | $ | (1,368,170) | | |
| | | | | | | | | | | | | | | | $ | 56,680,860 | | | | | $ | (1,368,170) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 1,368,170 | | |
Total Liability Derivatives | | | | | | | $ | 1,368,170 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 4,013,029 | | |
Total | | | | $ | 4,013,029 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,589,208) | | |
Total | | | | $ | (1,589,208) | | |
| Cost for federal income tax purposes was $1,840,723,353. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 828,040,049 | | |
| Gross Unrealized Depreciation | | | | | (107,051,974) | | |
| Net Unrealized Appreciation | | | | $ | 720,988,075 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.4% | | |||||||||||||||
| | | Communication Services: 14.1% | | ||||||||||||
23,321 (1) | | | Alphabet, Inc. - Class A | | | | $ | 56,944,985 | | | | | | 3.7 | | |
21,989 (1) | | | Alphabet, Inc. - Class C | | | | | 55,111,470 | | | | | | 3.6 | | |
11,211 (1) | | | Charter Communications, Inc. | | | | | 8,088,176 | | | | | | 0.5 | | |
215,519 (1) | | | Facebook, Inc.- Class A | | | | | 74,938,112 | | | | | | 4.9 | | |
38,892 (1) | | | NetFlix, Inc. | | | | | 20,543,143 | | | | | | 1.3 | | |
8,339 (1) | | | Walt Disney Co. | | | | | 1,465,746 | | | | | | 0.1 | | |
| | | | | | | | 217,091,632 | | | | | | 14.1 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 19.0% | | ||||||||||||
39,086 (1) | | | Amazon.com, Inc. | | | | | 134,462,094 | | | | | | 8.7 | | |
3,690 (1) | | | Booking Holdings, Inc. | | | | | 8,074,052 | | | | | | 0.5 | | |
9,219 | | | Dollar General Corp. | | | | | 1,994,899 | | | | | | 0.1 | | |
61,304 | | | eBay, Inc. | | | | | 4,304,154 | | | | | | 0.3 | | |
96,837 | | | Home Depot, Inc. | | | | | 30,880,351 | | | | | | 2.0 | | |
29,751 (1) | | | Las Vegas Sands Corp. | | | | | 1,567,580 | | | | | | 0.1 | | |
64,625 | | | Lowe’s Cos, Inc. | | | | | 12,535,311 | | | | | | 0.8 | | |
24,475 (1) | | | Marriott International, Inc. | | | | | 3,341,327 | | | | | | 0.2 | | |
11,971 | | | McDonald’s Corp. | | | | | 2,765,181 | | | | | | 0.2 | | |
111,565 | | | Nike, Inc. - Class B | | | | | 17,235,677 | | | | | | 1.1 | | |
31,514 | | | Ross Stores, Inc. | | | | | 3,907,736 | | | | | | 0.3 | | |
106,106 | | | Starbucks Corp. | | | | | 11,863,712 | | | | | | 0.8 | | |
20,055 | | | Target Corp. | | | | | 4,848,096 | | | | | | 0.3 | | |
69,861 (1) | | | Tesla, Inc. | | | | | 47,484,522 | | | | | | 3.1 | | |
108,583 | | | TJX Cos., Inc. | | | | | 7,320,666 | | | | | | 0.5 | | |
| | | | | | | | 292,585,358 | | | | | | 19.0 | | |
| | | | | ||||||||||||
| | | Consumer Staples: 4.3% | | ||||||||||||
92,700 | | | Altria Group, Inc. | | | | | 4,419,936 | | | | | | 0.3 | | |
246,834 | | | Coca-Cola Co. | | | | | 13,356,188 | | | | | | 0.9 | | |
39,840 | | | Colgate-Palmolive Co. | | | | | 3,240,984 | | | | | | 0.2 | | |
37,222 | | | Costco Wholesale Corp. | | | | | 14,727,629 | | | | | | 1.0 | | |
20,606 | | | Estee Lauder Cos., Inc. | | | | | 6,554,356 | | | | | | 0.4 | | |
15,262 | | | Kimberly-Clark Corp. | | | | | 2,041,750 | | | | | | 0.1 | | |
31,013 (1) | | | Monster Beverage Corp. | | | | | 2,833,038 | | | | | | 0.2 | | |
103,265 | | | PepsiCo, Inc. | | | | | 15,300,775 | | | | | | 1.0 | | |
43,859 | | | Sysco Corp. | | | | | 3,410,037 | | | | | | 0.2 | | |
| | | | | | | | 65,884,693 | | | | | | 4.3 | | |
| | | | | ||||||||||||
| | | Energy: 0.0% | | ||||||||||||
6,247 | | | EOG Resources, Inc. | | | | | 521,250 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Financials: 1.8% | | ||||||||||||
37,323 | | | American Express Co. | | | | | 6,166,879 | | | | | | 0.4 | | |
11,863 | | | Aon PLC | | | | | 2,832,410 | | | | | | 0.2 | | |
61,303 | | | Blackstone Group, Inc./The | | | | | 5,954,973 | | | | | | 0.4 | | |
1,634 | | | Goldman Sachs Group, Inc. | | | | | 620,152 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
5,397 | | | Marsh & McLennan Cos., Inc. | | | | $ | 759,250 | | | | | | 0.1 | | |
13,848 | | | Moody’s Corp. | | | | | 5,018,100 | | | | | | 0.3 | | |
15,347 | | | S&P Global, Inc. | | | | | 6,299,176 | | | | | | 0.4 | | |
| | | | | | | | 27,650,940 | | | | | | 1.8 | | |
| | | | | ||||||||||||
| | | Health Care: 7.0% | | ||||||||||||
78,205 | | | Abbott Laboratories | | | | | 9,066,306 | | | | | | 0.6 | | |
159,093 | | | AbbVie, Inc. | | | | | 17,920,235 | | | | | | 1.2 | | |
7,083 (1) | | | Align Technology, Inc. | | | | | 4,327,713 | | | | | | 0.3 | | |
42,592 | | | Amgen, Inc. | | | | | 10,381,800 | | | | | | 0.7 | | |
2,969 | | | Danaher Corp. | | | | | 796,761 | | | | | | 0.0 | | |
55,669 (1) | | | Edwards Lifesciences Corp. | | | | | 5,765,638 | | | | | | 0.4 | | |
60,300 | | | Eli Lilly & Co. | | | | | 13,840,056 | | | | | | 0.9 | | |
23,426 | | | HCA Healthcare, Inc. | | | | | 4,843,091 | | | | | | 0.3 | | |
13,132 (1) | | | Illumina, Inc. | | | | | 6,214,194 | | | | | | 0.4 | | |
10,634 (1) | | | Intuitive Surgical, Inc. | | | | | 9,779,452 | | | | | | 0.6 | | |
30,461 (1) | | | Moderna, Inc. | | | | | 7,157,726 | | | | | | 0.5 | | |
965 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 538,991 | | | | | | 0.0 | | |
13,404 | | | Stryker Corp. | | | | | 3,481,421 | | | | | | 0.2 | | |
3,184 | | | Thermo Fisher Scientific, Inc. | | | | | 1,606,232 | | | | | | 0.1 | | |
5,845 | | | UnitedHealth Group, Inc. | | | | | 2,340,572 | | | | | | 0.2 | | |
9,330 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 1,881,208 | | | | | | 0.1 | | |
40,528 | | | Zoetis, Inc. | | | | | 7,552,798 | | | | | | 0.5 | | |
| | | | | | | | 107,494,194 | | | | | | 7.0 | | |
| | | | | ||||||||||||
| | | Industrials: 4.4% | | ||||||||||||
7,604 | | | 3M Co. | | | | | 1,510,382 | | | | | | 0.1 | | |
42,533 | | | Caterpillar, Inc. | | | | | 9,256,457 | | | | | | 0.6 | | |
25,385 | | | Deere & Co. | | | | | 8,953,543 | | | | | | 0.6 | | |
9,601 | | | FedEx Corp. | | | | | 2,864,266 | | | | | | 0.2 | | |
13,515 | | | Honeywell International, Inc. | | | | | 2,964,515 | | | | | | 0.2 | | |
25,403 | | | Illinois Tool Works, Inc. | | | | | 5,679,095 | | | | | | 0.4 | | |
19,492 | | | Lockheed Martin Corp. | | | | | 7,374,798 | | | | | | 0.5 | | |
1,182 | | | Northrop Grumman Corp. | | | | | 429,574 | | | | | | 0.0 | | |
124,356 (1) | | | Uber Technologies, Inc. | | | | | 6,232,723 | | | | | | 0.4 | | |
37,806 | | | Union Pacific Corp. | | | | | 8,314,674 | | | | | | 0.5 | | |
65,170 | | | United Parcel Service, Inc. - Class B | | | | | 13,553,405 | | | | | | 0.9 | | |
6,042 | | | Waste Management, Inc. | | | | | 846,545 | | | | | | 0.0 | | |
| | | | | | | | 67,979,977 | | | | | | 4.4 | | |
| | | | | ||||||||||||
| | | Information Technology: 46.3% | | ||||||||||||
46,042 | | | Accenture PLC | | | | | 13,572,721 | | | | | | 0.9 | | |
42,994 (1) | | | Adobe, Inc. | | | | | 25,179,006 | | | | | | 1.6 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
108,981 (1) | | | Advanced Micro Devices, Inc. | | | | $ | 10,236,585 | | | | | | 0.7 | | |
4,874 | | | Analog Devices, Inc. | | | | | 839,108 | | | | | | 0.0 | | |
1,413,832 | | | Apple, Inc. | | | | | 193,638,431 | | | | | | 12.6 | | |
82,433 | | | Applied Materials, Inc. | | | | | 11,738,459 | | | | | | 0.8 | | |
11,839 (1) | | | Atlassian Corp. PLC | | | | | 3,040,966 | | | | | | 0.2 | | |
19,823 (1) | | | Autodesk, Inc. | | | | | 5,786,334 | | | | | | 0.4 | | |
35,232 | | | Automatic Data Processing, Inc. | | | | | 6,997,780 | | | | | | 0.5 | | |
35,948 | | | Broadcom, Inc. | | | | | 17,141,444 | | | | | | 1.1 | | |
12,019 (1) | | | Dell Technologies, Inc. | | | | | 1,197,934 | | | | | | 0.1 | | |
3,662 (1) | | | Fiserv, Inc. | | | | | 391,431 | | | | | | 0.0 | | |
22,981 | | | Intuit, Inc. | | | | | 11,264,597 | | | | | | 0.7 | | |
13,800 | | | KLA Corp. | | | | | 4,474,098 | | | | | | 0.3 | | |
12,826 | | | Lam Research Corp. | | | | | 8,345,878 | | | | | | 0.5 | | |
78,794 | | | Mastercard, Inc. - Class A | | | | | 28,766,901 | | | | | | 1.9 | | |
13,922 (1) | | | Micron Technology, Inc. | | | | | 1,183,092 | | | | | | 0.1 | | |
678,663 | | | Microsoft Corp. | | | | | 183,849,807 | | | | | | 12.0 | | |
53,860 | | | Nvidia Corp. | | | | | 43,093,386 | | | | | | 2.8 | | |
7,616 | | | NXP Semiconductor NV - NXPI - US | | | | | 1,566,763 | | | | | | 0.1 | | |
146,095 | | | Oracle Corp. | | | | | 11,372,035 | | | | | | 0.7 | | |
105,814 (1) | | | PayPal Holdings, Inc. | | | | | 30,842,665 | | | | | | 2.0 | | |
101,625 | | | Qualcomm, Inc. | | | | | 14,525,261 | | | | | | 0.9 | | |
12,522 (1) | | | Salesforce.com, Inc. | | | | | 3,058,749 | | | | | | 0.2 | | |
17,747 (1) | | | ServiceNow, Inc. | | | | | 9,752,864 | | | | | | 0.6 | | |
10,109 (1) | | | Snowflake, Inc. - Class A | | | | | 2,444,356 | | | | | | 0.2 | | |
35,163 (1) | | | Square, Inc. | | | | | 8,572,739 | | | | | | 0.6 | | |
51,568 | | | Texas Instruments, Inc. | | | | | 9,916,526 | | | | | | 0.6 | | |
4,095 (1) | | | Twilio, Inc. | | | | | 1,614,085 | | | | | | 0.1 | | |
152,430 | | | Visa, Inc. - Class A | | | | | 35,641,183 | | | | | | 2.3 | | |
2,682 (1)(2) | | | VMware, Inc. | | | | | 429,040 | | | | | | 0.0 | | |
16,617 (1) | | | Workday, Inc. | | | | | 3,967,143 | | | | | | 0.3 | | |
19,216 (1) | | | Zoom Video Communications, Inc. | | | | | 7,437,168 | | | | | | 0.5 | | |
| | | | | | | | 711,878,535 | | | | | | 46.3 | | |
| | | | | ||||||||||||
| | | Materials: 0.8% | | ||||||||||||
4,845 | | | Dow, Inc. | | | | | 306,592 | | | | | | 0.0 | | |
19,736 | | | Ecolab, Inc. | | | | | 4,065,024 | | | | | | 0.3 | | |
38,586 | | | Freeport-McMoRan, Inc. | | | | | 1,431,926 | | | | | | 0.1 | | |
21,956 | | | Sherwin-Williams Co. | | | | | 5,981,912 | | | | | | 0.4 | | |
6,905 | | | Southern Copper Corp. | | | | | 444,130 | | | | | | 0.0 | | |
| | | | | | | | 12,229,584 | | | | | | 0.8 | | |
| | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate: 1.7% | | ||||||||||||
40,646 | | | American Tower Corp. | | | | $ | 10,980,111 | | | | | | 0.7 | | |
38,788 | | | Crown Castle International Corp. | | | | | 7,567,539 | | | | | | 0.5 | | |
5,712 | | | Equinix, Inc. | | | | | 4,584,451 | | | | | | 0.3 | | |
10,364 | | | Public Storage, Inc. | | | | | 3,116,351 | | | | | | 0.2 | | |
| | | | | | | | 26,248,452 | | | | | | 1.7 | | |
| | | Total Common Stock (Cost $497,997,413) | | | | | 1,529,564,615 | | | | | | 99.4 | | |
EXCHANGE-TRADED FUNDS: 0.4% | | |||||||||||||||
40,452 | | | iShares Russell Top 200 Growth ETF | | | | | 6,092,071 | | | | | | 0.4 | | |
| | | Total Exchange-Traded Funds (Cost $5,845,244) | | | | | 6,092,071 | | | | | | 0.4 | | |
| | | Total Long-Term Investments (Cost $503,842,657) | | | | | 1,535,656,686 | | | | | | 99.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||
| | | Repurchase Agreements: 0.0% | | ||||||||||||
438,768 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $438,769, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 8.000%, Market Value plus accrued interest $447,543, due 08/01/21-04/15/62) (Cost $438,768) | | | | | 438,768 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
2,522,000 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $2,522,000) | | | | | 2,522,000 | | | | | | 0.2 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $2,960,768) | | | | $ | 2,960,768 | | | | | | 0.2 | | |
| | | Total Investments in Securities (Cost $506,803,425) | | | | $ | 1,538,617,454 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (726,909) | | | | | | — | | |
| | | Net Assets | | | | $ | 1,537,890,545 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 46.3% | |
| Consumer Discretionary | | | 19.0% | |
| Communication Services | | | 14.1% | |
| Health Care | | | 7.0% | |
| Industrials | | | 4.4% | |
| Consumer Staples | | | 4.3% | |
| Financials | | | 1.8% | |
| Real Estate | | | 1.7% | |
| Materials | | | 0.8% | |
| Exchange-Traded Funds | | | 0.4% | |
| Energy | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,529,564,615 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,529,564,615 | | |
Exchange-Traded Funds | | | | | 6,092,071 | | | | | | — | | | | | | — | | | | | | 6,092,071 | | |
Short-Term Investments | | | | | 2,522,000 | | | | | | 438,768 | | | | | | — | | | | | | 2,960,768 | | |
Total Investments, at fair value | | | | $ | 1,538,178,686 | | | | | $ | 438,768 | | | | | $ | — | | | | | $ | 1,538,617,454 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 60,466 | | | | | | — | | | | | | — | | | | | | 60,466 | | |
Total Assets | | | | $ | 1,538,239,152 | | | | | $ | 438,768 | | | | | $ | — | | | | | $ | 1,538,677,920 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 20 | | | | | | 09/17/21 | | | | | $ | 4,288,600 | | | | | $ | 60,466 | | |
| | | | | | | | | | | | | | | | $ | 4,288,600 | | | | | $ | 60,466 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 60,466 | | |
Total Asset Derivatives | | | | | | | $ | 60,466 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 560,065 | | |
Total | | | | $ | 560,065 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (47,316) | | |
Total | | | | $ | (47,316) | | |
| Cost for federal income tax purposes was $507,302,163. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 1,032,368,327 | | |
| Gross Unrealized Depreciation | | | | | (992,571) | | |
| Net Unrealized Appreciation | | | | $ | 1,031,375,756 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.2% | | |||||||||||||||
| | | Communication Services: 12.6% | | ||||||||||||
32,392 | | | Activision Blizzard, Inc. | | | | $ | 3,091,492 | | | | | | 0.2 | | |
12,653 (1) | | | Alphabet, Inc. - Class A | | | | | 30,895,969 | | | | | | 2.4 | | |
11,930 (1) | | | Alphabet, Inc. - Class C | | | | | 29,900,398 | | | | | | 2.3 | | |
300,467 | | | AT&T, Inc. | | | | | 8,647,440 | | | | | | 0.7 | | |
5,530 (1) | | | Charter Communications, Inc. | | | | | 3,989,618 | | | | | | 0.3 | | |
191,840 | | | Comcast Corp. - Class A | | | | | 10,938,717 | | | | | | 0.9 | | |
12,048 | | | Electronic Arts, Inc. | | | | | 1,732,864 | | | | | | 0.1 | | |
100,674 (1) | | | Facebook, Inc. - Class A | | | | | 35,005,357 | | | | | | 2.7 | | |
18,167 (1) | | | NetFlix, Inc. | | | | | 9,595,991 | | | | | | 0.8 | | |
24,778 (1) | | | T-Mobile US, Inc. | | | | | 3,588,598 | | | | | | 0.3 | | |
174,310 | | | Verizon Communications, Inc. | | | | | 9,766,589 | | | | | | 0.8 | | |
76,375 (1) | | | Walt Disney Co. | | | | | 13,424,434 | | | | | | 1.1 | | |
| | | | | | | | 160,577,467 | | | | | | 12.6 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 12.0% | | ||||||||||||
18,258 (1) | | | Amazon.com, Inc. | | | | | 62,810,441 | | | | | | 4.9 | | |
1,724 (1) | | | Booking Holdings, Inc. | | | | | 3,772,267 | | | | | | 0.3 | | |
10,061 | | | Dollar General Corp. | | | | | 2,177,100 | | | | | | 0.2 | | |
28,636 | | | eBay, Inc. | | | | | 2,010,534 | | | | | | 0.2 | | |
164,553 (1) | | | Ford Motor Co. | | | | | 2,445,258 | | | | | | 0.2 | | |
57,820 (1) | | | General Motors Co. | | | | | 3,421,209 | | | | | | 0.3 | | |
45,235 | | | Home Depot, Inc. | | | | | 14,424,989 | | | | | | 1.1 | | |
13,898 (1) | | | Las Vegas Sands Corp. | | | | | 732,286 | | | | | | 0.1 | | |
30,188 | | | Lowe’s Cos, Inc. | | | | | 5,855,566 | | | | | | 0.5 | | |
11,391 (1) | | | Marriott International, Inc. | | | | | 1,555,099 | | | | | | 0.1 | | |
31,414 | | | McDonald’s Corp. | | | | | 7,256,320 | | | | | | 0.6 | | |
52,114 | | | Nike, Inc. - Class B | | | | | 8,051,092 | | | | | | 0.6 | | |
14,721 | | | Ross Stores, Inc. | | | | | 1,825,404 | | | | | | 0.1 | | |
49,608 | | | Starbucks Corp. | | | | | 5,546,670 | | | | | | 0.4 | | |
20,911 | | | Target Corp. | | | | | 5,055,025 | | | | | | 0.4 | | |
32,633 (1) | | | Tesla, Inc. | | | | | 22,180,650 | | | | | | 1.7 | | |
50,721 | | | TJX Cos., Inc. | | | | | 3,419,610 | | | | | | 0.3 | | |
| | | | | | | | 152,539,520 | | | | | | 12.0 | | |
| | | | | ||||||||||||
| | | Consumer Staples: 6.2% | | ||||||||||||
77,881 | | | Altria Group, Inc. | | | | | 3,713,366 | | | | | | 0.3 | | |
163,317 | | | Coca-Cola Co. | | | | | 8,837,083 | | | | | | 0.7 | | |
35,113 | | | Colgate-Palmolive Co. | | | | | 2,856,442 | | | | | | 0.2 | | |
6,796 | | | Constellation Brands, Inc. | | | | | 1,589,516 | | | | | | 0.1 | | |
18,596 | | | Costco Wholesale Corp. | | | | | 7,357,879 | | | | | | 0.6 | | |
9,607 | | | Estee Lauder Cos., Inc. | | | | | 3,055,795 | | | | | | 0.2 | | |
25,739 | | | General Mills, Inc. | | | | | 1,568,277 | | | | | | 0.1 | | |
29,370 | | | Keurig Dr Pepper, Inc. | | | | | 1,034,999 | | | | | | 0.1 | | |
14,174 | | | Kimberly-Clark Corp. | | | | | 1,896,198 | | | | | | 0.2 | | |
27,904 | | | Kraft Heinz Co. | | | | | 1,137,925 | | | | | | 0.1 | | |
58,650 | | | Mondelez International, Inc. | | | | | 3,662,106 | | | | | | 0.3 | | |
15,649 (1) | | | Monster Beverage Corp. | | | | | 1,429,536 | | | | | | 0.1 | | |
58,117 | | | PepsiCo, Inc. | | | | | 8,611,196 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
65,499 | | | Philip Morris International, Inc. | | | | $ | 6,491,606 | | | | | | 0.5 | | |
102,416 | | | Procter & Gamble Co. | | | | | 13,818,991 | | | | | | 1.1 | | |
20,555 | | | Sysco Corp. | | | | | 1,598,151 | | | | | | 0.1 | | |
30,160 | | | Walgreens Boots Alliance, Inc. | | | | | 1,586,718 | | | | | | 0.1 | | |
60,341 | | | Walmart, Inc. | | | | | 8,509,288 | | | | | | 0.7 | | |
| | | | | | | | 78,755,072 | | | | | | 6.2 | | |
| | | | | ||||||||||||
| | | Energy: 2.2% | | ||||||||||||
81,377 | | | Chevron Corp. | | | | | 8,523,427 | | | | | | 0.7 | | |
56,781 | | | ConocoPhillips | | | | | 3,457,963 | | | | | | 0.3 | | |
24,523 | | | EOG Resources, Inc. | | | | | 2,046,199 | | | | | | 0.1 | | |
178,137 | | | Exxon Mobil Corp. | | | | | 11,236,882 | | | | | | 0.9 | | |
81,810 | | | Kinder Morgan, Inc. | | | | | 1,491,396 | | | | | | 0.1 | | |
58,882 | | | Schlumberger NV | | | | | 1,884,813 | | | | | | 0.1 | | |
| | | | | | | | 28,640,680 | | | | | | 2.2 | | |
| | | | | ||||||||||||
| | | Financials: 11.1% | | ||||||||||||
12,552 | | | Allstate Corp. | | | | | 1,637,283 | | | | | | 0.1 | | |
27,413 | | | American Express Co. | | | | | 4,529,450 | | | | | | 0.4 | | |
36,095 | | | American International Group, Inc. | | | | | 1,718,122 | | | | | | 0.1 | | |
9,408 | | | Aon PLC | | | | | 2,246,254 | | | | | | 0.2 | | |
317,209 | | | Bank of America Corp. | | | | | 13,078,527 | | | | | | 1.0 | | |
33,716 | | | Bank of New York Mellon Corp. | | | | | 1,727,271 | | | | | | 0.1 | | |
78,889 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 21,924,831 | | | | | | 1.7 | | |
6,012 | | | Blackrock, Inc. | | | | | 5,260,320 | | | | | | 0.4 | | |
28,636 | | | Blackstone Group, Inc./The | | | | | 2,781,701 | | | | | | 0.2 | | |
18,850 | | | Capital One Financial Corp. | | | | | 2,915,907 | | | | | | 0.2 | | |
65,978 | | | Charles Schwab Corp. | | | | | 4,803,858 | | | | | | 0.4 | | |
18,826 | | | Chubb Ltd. | | | | | 2,992,204 | | | | | | 0.2 | | |
86,935 | | | Citigroup, Inc. | | | | | 6,150,651 | | | | | | 0.5 | | |
15,061 | | | CME Group, Inc. | | | | | 3,203,173 | | | | | | 0.3 | | |
13,881 | | | Goldman Sachs Group, Inc. | | | | | 5,268,256 | | | | | | 0.4 | | |
23,384 | | | Intercontinental Exchange, Inc. | | | | | 2,775,681 | | | | | | 0.2 | | |
126,515 | | | JPMorgan Chase & Co. | | | | | 19,678,143 | | | | | | 1.6 | | |
21,366 | | | Marsh & McLennan Cos., Inc. | | | | | 3,005,769 | | | | | | 0.2 | | |
31,155 | | | Metlife, Inc. | | | | | 1,864,627 | | | | | | 0.2 | | |
6,824 | | | Moody’s Corp. | | | | | 2,472,813 | | | | | | 0.2 | | |
58,397 | | | Morgan Stanley | | | | | 5,354,421 | | | | | | 0.4 | | |
17,845 | | | PNC Financial Services Group, Inc. | | | | | 3,404,112 | | | | | | 0.3 | | |
24,566 | | | Progressive Corp. | | | | | 2,412,627 | | | | | | 0.2 | | |
10,126 | | | S&P Global, Inc. | | | | | 4,156,217 | | | | | | 0.3 | | |
10,562 | | | Travelers Cos, Inc. | | | | | 1,581,237 | | | | | | 0.1 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
56,488 | | | Truist Financial Corp. | | | | $ | 3,135,084 | | | | | | 0.3 | | |
56,453 | | | US Bancorp | | | | | 3,216,127 | | | | | | 0.3 | | |
174,004 | | | Wells Fargo & Co. | | | | | 7,880,641 | | | | | | 0.6 | | |
| | | | | | | | 141,175,307 | | | | | | 11.1 | | |
| | | | | ||||||||||||
| | | Health Care: 13.4% | | ||||||||||||
73,062 | | | Abbott Laboratories | | | | | 8,470,078 | | | | | | 0.7 | | |
74,316 | | | AbbVie, Inc. | | | | | 8,370,954 | | | | | | 0.7 | | |
3,309 (1) | | | Align Technology, Inc. | | | | | 2,021,799 | | | | | | 0.2 | | |
24,174 | | | Amgen, Inc. | | | | | 5,892,412 | | | | | | 0.5 | | |
10,302 | | | Anthem, Inc. | | | | | 3,933,304 | | | | | | 0.3 | | |
21,136 | | | Baxter International, Inc. | | | | | 1,701,448 | | | | | | 0.1 | | |
12,154 | | | Becton Dickinson & Co. | | | | | 2,955,731 | | | | | | 0.2 | | |
6,301 (1) | | | Biogen, Inc. | | | | | 2,181,847 | | | | | | 0.2 | | |
59,657 (1) | | | Boston Scientific Corp. | | | | | 2,550,933 | | | | | | 0.2 | | |
93,963 | | | Bristol-Myers Squibb Co. | | | | | 6,278,608 | | | | | | 0.5 | | |
24,361 (1) | | | Centene Corp. | | | | | 1,776,648 | | | | | | 0.1 | | |
14,346 | | | Cigna Corp. | | | | | 3,401,006 | | | | | | 0.3 | | |
55,364 | | | CVS Health Corp. | | | | | 4,619,572 | | | | | | 0.4 | | |
26,670 | | | Danaher Corp. | | | | | 7,157,161 | | | | | | 0.6 | | |
25,984 (1) | | | Edwards Lifesciences Corp. | | | | | 2,691,163 | | | | | | 0.2 | | |
35,655 | | | Eli Lilly & Co. | | | | | 8,183,536 | | | | | | 0.6 | | |
52,804 | | | Gilead Sciences, Inc. | | | | | 3,636,083 | | | | | | 0.3 | | |
10,943 | | | HCA Healthcare, Inc. | | | | | 2,262,356 | | | | | | 0.2 | | |
5,423 | | | Humana, Inc. | | | | | 2,400,871 | | | | | | 0.2 | | |
6,134 (1) | | | Illumina, Inc. | | | | | 2,902,670 | | | | | | 0.2 | | |
4,967 (1) | | | Intuitive Surgical, Inc. | | | | | 4,567,852 | | | | | | 0.4 | | |
110,831 | | | Johnson & Johnson | | | | | 18,258,299 | | | | | | 1.4 | | |
56,475 | | | Medtronic PLC | | | | | 7,010,242 | | | | | | 0.5 | | |
106,566 | | | Merck & Co., Inc. | | | | | 8,287,638 | | | | | | 0.6 | | |
14,229 (1) | | | Moderna, Inc. | | | | | 3,343,530 | | | | | | 0.3 | | |
234,826 | | | Pfizer, Inc. | | | | | 9,195,786 | | | | | | 0.7 | | |
4,215 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 2,354,246 | | | | | | 0.2 | | |
14,664 | | | Stryker Corp. | | | | | 3,808,681 | | | | | | 0.3 | | |
16,526 | | | Thermo Fisher Scientific, Inc. | | | | | 8,336,871 | | | | | | 0.6 | | |
39,572 | | | UnitedHealth Group, Inc. | | | | | 15,846,212 | | | | | | 1.2 | | |
10,895 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 2,196,759 | | | | | | 0.2 | | |
19,970 | | | Zoetis, Inc. | | | | | 3,721,609 | | | | | | 0.3 | | |
| | | | | | | | 170,315,905 | | | | | | 13.4 | | |
| | | | | ||||||||||||
| | | Industrials: 6.7% | | ||||||||||||
24,329 | | | 3M Co. | | | | | 4,832,469 | | | | | | 0.4 | | |
22,525 (1) | | | Boeing Co. | | | | | 5,396,089 | | | | | | 0.4 | | |
23,049 | | | Caterpillar, Inc. | | | | | 5,016,154 | | | | | | 0.4 | | |
95,238 | | | CSX Corp. | | | | | 3,055,235 | | | | | | 0.2 | | |
11,858 | | | Deere & Co. | | | | | 4,182,435 | | | | | | 0.3 | | |
16,742 | | | Eaton Corp. PLC | | | | | 2,480,830 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
25,087 | | | Emerson Electric Co. | | | | $ | 2,414,373 | | | | | | 0.2 | | |
10,310 | | | FedEx Corp. | | | | | 3,075,782 | | | | | | 0.2 | | |
10,575 | | | General Dynamics Corp. | | | | | 1,990,850 | | | | | | 0.2 | | |
367,469 | | | General Electric Co. | | | | | 4,946,133 | | | | | | 0.4 | | |
29,229 | | | Honeywell International, Inc. | | | | | 6,411,381 | | | | | | 0.5 | | |
13,229 | | | Illinois Tool Works, Inc. | | | | | 2,957,475 | | | | | | 0.2 | | |
30,094 | | | Johnson Controls International plc | | | | | 2,065,351 | | | | | | 0.2 | | |
8,591 | | | L3Harris Technologies, Inc. | | | | | 1,856,945 | | | | | | 0.1 | | |
10,418 | | | Lockheed Martin Corp. | | | | | 3,941,650 | | | | | | 0.3 | | |
10,501 | | | Norfolk Southern Corp. | | | | | 2,787,070 | | | | | | 0.2 | | |
6,347 | | | Northrop Grumman Corp. | | | | | 2,306,690 | | | | | | 0.2 | | |
63,736 | | | Raytheon Technologies Corp. | | | | | 5,437,318 | | | | | | 0.4 | | |
4,416 | | | Roper Technologies, Inc. | | | | | 2,076,403 | | | | | | 0.2 | | |
67,862 (1) | | | Uber Technologies, Inc. | | | | | 3,401,244 | | | | | | 0.3 | | |
27,943 | | | Union Pacific Corp. | | | | | 6,145,504 | | | | | | 0.5 | | |
30,402 | | | United Parcel Service, Inc. - Class B | | | | | 6,322,704 | | | | | | 0.5 | | |
17,750 | | | Waste Management, Inc. | | | | | 2,486,953 | | | | | | 0.2 | | |
| | | | | | | | 85,587,038 | | | | | | 6.7 | | |
| | | | | ||||||||||||
| | | Information Technology: 30.7% | | ||||||||||||
26,750 | | | Accenture PLC | | | | | 7,885,633 | | | | | | 0.6 | | |
20,083 (1) | | | Adobe, Inc. | | | | | 11,761,408 | | | | | | 0.9 | | |
50,819 (1) | | | Advanced Micro Devices, Inc. | | | | | 4,773,429 | | | | | | 0.4 | | |
15,489 | | | Analog Devices, Inc. | | | | | 2,666,586 | | | | | | 0.2 | | |
660,432 | | | Apple, Inc. | | | | | 90,452,767 | | | | | | 7.1 | | |
38,506 | | | Applied Materials, Inc. | | | | | 5,483,254 | | | | | | 0.4 | | |
5,564 (1) | | | Atlassian Corp. PLC | | | | | 1,429,169 | | | | | | 0.1 | | |
9,260 (1) | | | Autodesk, Inc. | | | | | 2,702,994 | | | | | | 0.2 | | |
17,889 | | | Automatic Data Processing, Inc. | | | | | 3,553,113 | | | | | | 0.3 | | |
16,792 | | | Broadcom, Inc. | | | | | 8,007,097 | | | | | | 0.6 | | |
177,761 | | | Cisco Systems, Inc. | | | | | 9,421,333 | | | | | | 0.7 | | |
22,145 | | | Cognizant Technology Solutions Corp. | | | | | 1,533,763 | | | | | | 0.1 | | |
11,529 (1) | | | Dell Technologies, Inc. | | | | | 1,149,095 | | | | | | 0.1 | | |
26,057 | | | Fidelity National Information Services, Inc. | | | | | 3,691,495 | | | | | | 0.3 | | |
25,155 (1) | | | Fiserv, Inc. | | | | | 2,688,818 | | | | | | 0.2 | | |
12,330 | | | Global Payments, Inc. | | | | | 2,312,368 | | | | | | 0.2 | | |
170,023 | | | Intel Corp. | | | | | 9,545,091 | | | | | | 0.8 | | |
37,589 | | | International Business Machines Corp. | | | | | 5,510,172 | | | | | | 0.4 | | |
10,735 | | | Intuit, Inc. | | | | | 5,261,975 | | | | | | 0.4 | | |
6,446 | | | KLA Corp. | | | | | 2,089,858 | | | | | | 0.2 | | |
5,991 | | | Lam Research Corp. | | | | | 3,898,344 | | | | | | 0.3 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
36,806 | | | Mastercard, Inc. - Class A | | | | $ | 13,437,503 | | | | | | 1.1 | | |
47,191 (1) | | | Micron Technology, Inc. | | | | | 4,010,291 | | | | | | 0.3 | | |
317,018 | | | Microsoft Corp. | | | | | 85,880,176 | | | | | | 6.8 | | |
25,159 | | | Nvidia Corp. | | | | | 20,129,716 | | | | | | 1.6 | | |
11,588 | | | NXP Semiconductor NV - NXPI - US | | | | | 2,383,883 | | | | | | 0.2 | | |
73,224 | | | Oracle Corp. | | | | | 5,699,756 | | | | | | 0.5 | | |
49,428 (1) | | | PayPal Holdings, Inc. | | | | | 14,407,273 | | | | | | 1.1 | | |
47,450 | | | Qualcomm, Inc. | | | | | 6,782,029 | | | | | | 0.5 | | |
37,215 (1) | | | Salesforce.com, Inc. | | | | | 9,090,508 | | | | | | 0.7 | | |
8,290 (1) | | | ServiceNow, Inc. | | | | | 4,555,770 | | | | | | 0.4 | | |
5,018 (1) | | | Snowflake, Inc. - Class A | | | | | 1,213,352 | | | | | | 0.1 | | |
16,425 (1) | | | Square, Inc. | | | | | 4,004,415 | | | | | | 0.3 | | |
38,852 | | | Texas Instruments, Inc. | | | | | 7,471,240 | | | | | | 0.6 | | |
6,807 (1) | | | Twilio, Inc. | | | | | 2,683,047 | | | | | | 0.2 | | |
71,203 | | | Visa, Inc. - Class A | | | | | 16,648,685 | | | | | | 1.3 | | |
3,412 (1)(2) | | | VMware, Inc. | | | | | 545,818 | | | | | | 0.0 | | |
7,762 (1) | | | Workday, Inc. | | | | | 1,853,100 | | | | | | 0.2 | | |
8,976 (1) | | | Zoom Video Communications, Inc. | | | | | 3,473,981 | | | | | | 0.3 | | |
| | | | | | | | 390,088,305 | | | | | | 30.7 | | |
| | |||||||||||||||
| | | Materials: 1.3% | | ||||||||||||
9,297 | | | Air Products & Chemicals, Inc. | | | | | 2,674,561 | | | | | | 0.2 | | |
31,471 | | | Dow, Inc. | | | | | 1,991,485 | | | | | | 0.2 | | |
22,399 | | | DuPont de Nemours, Inc. | | | | | 1,733,906 | | | | | | 0.1 | | |
10,512 | | | Ecolab, Inc. | | | | | 2,165,157 | | | | | | 0.2 | | |
61,516 | | | Freeport-McMoRan, Inc. | | | | | 2,282,859 | | | | | | 0.2 | | |
33,707 | | | Newmont Corp. | | | | | 2,136,350 | | | | | | 0.2 | | |
10,256 | | | Sherwin-Williams Co. | | | | | 2,794,247 | | | | | | 0.2 | | |
3,495 | | | Southern Copper Corp. | | | | | 224,798 | | | | | | 0.0 | | |
| | | | | | | | 16,003,363 | | | | | | 1.3 | | |
| | | | | ||||||||||||
| | | Real Estate: 1.5% | | ||||||||||||
18,984 | | | American Tower Corp. | | | | | 5,128,338 | | | | | | 0.4 | | |
18,119 | | | Crown Castle International Corp. | | | | | 3,535,017 | | | | | | 0.3 | | |
11,827 | | | Digital Realty Trust, Inc. | | | | | 1,779,490 | | | | | | 0.1 | | |
3,758 | | | Equinix, Inc. | | | | | 3,016,171 | | | | | | 0.2 | | |
31,001 | | | ProLogis, Inc. | | | | | 3,705,549 | | | | | | 0.3 | | |
6,337 | | | Public Storage, Inc. | | | | | 1,905,473 | | | | | | 0.2 | | |
| | | | | | | | 19,070,038 | | | | | | 1.5 | | |
| | | | | ||||||||||||
| | | Utilities: 1.5% | | ||||||||||||
21,062 | | | American Electric Power Co., Inc. | | | | | 1,781,635 | | | | | | 0.1 | | |
33,876 | | | Dominion Energy, Inc. | | | | | 2,492,257 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: (continued) | | | | | |||||||||||||||||||||
| | | Utilities (continued) | | | | | ||||||||||||||||||
32,361 | | | Duke Energy Corp. | | | | $ | 3,194,678 | | | | | | 0.3 | | | | | | ||||||
41,042 | | | Exelon Corp. | | | | | 1,818,571 | | | | | | 0.1 | | | | | | ||||||
82,486 | | | NextEra Energy, Inc. | | | | | 6,044,574 | | | | | | 0.5 | | | | | | ||||||
13,264 | | | Sempra Energy | | | | | 1,757,215 | | | | | | 0.1 | | | | | | ||||||
44,487 | | | Southern Co. | | | | | 2,691,908 | | | | | | 0.2 | | | | | | ||||||
| | | | | | | | 19,780,838 | | | | | | 1.5 | | | | | | ||||||
| | | Total Common Stock | | | | | | | | | | | | | | | | | ||||||
| | | (Cost $309,859,475) | | | | | 1,262,533,533 | | | | | | 99.2 | | | | | | ||||||
| | | | | | | | ||||||||||||||||||
EXCHANGE-TRADED FUNDS: 0.5% | | | | | | | | | | | |||||||||||||||
61,156 | | | iShares Russell Top 200 ETF | | | | | 6,287,448 | | | | | | 0.5 | | | | | | ||||||
| | | Total Exchange-Traded Funds | | | | | | | | | | | | | | | | | ||||||
| | | (Cost $6,158,140) | | | | | 6,287,448 | | | | | | 0.5 | | | | | | ||||||
| | | Total Long-Term Investments | | | | | | | | | | | | | | | | | ||||||
| | | (Cost $316,017,615) | | | | | 1,268,820,981 | | | | | | 99.7 | | | | | | ||||||
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
SHORT-TERM INVESTMENTS: 0.3% | | | | |||||||||||||||||||
| | | Repurchase Agreements: 0.0% | | | | | | | | ||||||||||||
557,388 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $557,389, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 8.000%, Market Value plus accrued interest $568,536, due 08/01/21-04/15/62) (Cost $557,388) | | | | | 557,388 | | | | | | 0.0 | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
3,233,000 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $3,233,000) | | | | | 3,233,000 | | | | | | 0.3 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $3,790,388) | | | | $ | 3,790,388 | | | | | | 0.3 | | |
| | | Total Investments in Securities (Cost $319,808,003) | | | | $ | 1,272,611,369 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (477,665) | | | | | | — | | |
| | | Net Assets | | | | $ | 1,272,133,704 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 30.7% | |
| Health Care | | | 13.4% | |
| Communication Services | | | 12.6% | |
| Consumer Discretionary | | | 12.0% | |
| Financials | | | 11.1% | |
| Industrials | | | 6.7% | |
| Consumer Staples | | | 6.2% | |
| Energy | | | 2.2% | |
| Utilities | | | 1.5% | |
| Real Estate | | | 1.5% | |
| Materials | | | 1.3% | |
| Exchange-Traded Funds | | | 0.5% | |
| Assets in Excess of Other Liabilities* | | | 0.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,262,533,533 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,262,533,533 | | |
Exchange-Traded Funds | | | | | 6,287,448 | | | | | | — | | | | | | — | | | | | | 6,287,448 | | |
Short-Term Investments | | | | | 3,233,000 | | | | | | 557,388 | | | | | | — | | | | | | 3,790,388 | | |
Total Investments, at fair value | | | | $ | 1,272,053,981 | | | | | $ | 557,388 | | | | | $ | — | | | | | $ | 1,272,611,369 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 52,029 | | | | | | — | | | | | | — | | | | | | 52,029 | | |
Total Assets | | | | $ | 1,272,106,010 | | | | | $ | 557,388 | | | | | $ | — | | | | | $ | 1,272,663,398 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 18 | | | | | | 09/17/21 | | | | | $ | 3,859,740 | | | | | $ | 52,029 | | |
| | | | | | | | | | | | | | | | $ | 3,859,740 | | | | | $ | 52,029 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 52,029 | | |
Total Asset Derivatives | | | | | | | $ | 52,029 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 520,354 | | |
Total | | | | $ | 520,354 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (51,645) | | |
Total | | | | $ | (51,645) | | |
| Cost for federal income tax purposes was $322,470,740. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 954,681,098 | | |
| Gross Unrealized Depreciation | | | | | (4,488,440) | | |
| Net Unrealized Appreciation | | | | $ | 950,192,658 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 10.8% | | ||||||||||||
55,134 | | | Activision Blizzard, Inc. | | | | $ | 5,261,989 | | | | | | 0.6 | | |
2,986 (1) | | | Alphabet, Inc. - Class A | | | | | 7,291,185 | | | | | | 0.8 | | |
2,815 (1) | | | Alphabet, Inc. - Class C | | | | | 7,055,291 | | | | | | 0.8 | | |
510,108 | | | AT&T, Inc. | | | | | 14,680,908 | | | | | | 1.6 | | |
498 (1) | | | Charter Communications, Inc. | | | | | 359,282 | | | | | | 0.0 | | |
325,690 | | | Comcast Corp. - Class A | | | | | 18,570,844 | | | | | | 2.0 | | |
20,453 | | | Electronic Arts, Inc. | | | | | 2,941,755 | | | | | | 0.3 | | |
42,065 (1) | | | T-Mobile US, Inc. | | | | | 6,092,274 | | | | | | 0.6 | | |
295,930 | | | Verizon Communications, Inc. | | | | | 16,580,958 | | | | | | 1.8 | | |
123,050 (1) | | | Walt Disney Co. | | | | | 21,628,498 | | | | | | 2.3 | | |
| | | | | | | | 100,462,984 | | | | | | 10.8 | | |
| | |||||||||||||||
| | | Consumer Discretionary: 2.9% | | ||||||||||||
9,770 | | | Dollar General Corp. | | | | | 2,114,130 | | | | | | 0.2 | | |
279,365 (1) | | | Ford Motor Co. | | | | | 4,151,364 | | | | | | 0.5 | | |
98,161 (1) | | | General Motors Co. | | | | | 5,808,186 | | | | | | 0.6 | | |
43,840 | | | McDonald’s Corp. | | | | | 10,126,602 | | | | | | 1.1 | | |
19,597 | | | Target Corp. | | | | | 4,737,379 | | | | | | 0.5 | | |
| | | | | | | | 26,937,661 | | | | | | 2.9 | | |
| | |||||||||||||||
| | | Consumer Staples: 8.7% | | ||||||||||||
58,706 | | | Altria Group, Inc. | | | | | 2,799,102 | | | | | | 0.3 | | |
81,516 | | | Coca-Cola Co. | | | | | 4,410,831 | | | | | | 0.5 | | |
28,018 | | | Colgate-Palmolive Co. | | | | | 2,279,264 | | | | | | 0.2 | | |
11,538 | | | Constellation Brands, Inc. | | | | | 2,698,623 | | | | | | 0.3 | | |
2,052 | | | Costco Wholesale Corp. | | | | | 811,915 | | | | | | 0.1 | | |
43,559 | | | General Mills, Inc. | | | | | 2,654,050 | | | | | | 0.3 | | |
49,862 | | | Keurig Dr Pepper, Inc. | | | | | 1,757,137 | | | | | | 0.2 | | |
11,959 | | | Kimberly-Clark Corp. | | | | | 1,599,875 | | | | | | 0.2 | | |
47,373 | | | Kraft Heinz Co. | | | | | 1,931,871 | | | | | | 0.2 | | |
99,572 | | | Mondelez International, Inc. | | | | | 6,217,275 | | | | | | 0.7 | | |
1,908 (1) | | | Monster Beverage Corp. | | | | | 174,296 | | | | | | 0.0 | | |
16,773 | | | PepsiCo, Inc. | | | | | 2,485,255 | | | | | | 0.2 | | |
111,199 | | | Philip Morris International, Inc. | | | | | 11,020,933 | | | | | | 1.2 | | |
173,874 | | | Procter & Gamble Co. | | | | | 23,460,819 | | | | | | 2.5 | | |
51,203 | | | Walgreens Boots Alliance, Inc. | | | | | 2,693,790 | | | | | | 0.3 | | |
102,442 | | | Walmart, Inc. | | | | | 14,446,371 | | | | | | 1.5 | | |
| | | | | | | | 81,441,407 | | | | | | 8.7 | | |
| | |||||||||||||||
| | | Energy: 5.2% | | ||||||||||||
138,155 | | | Chevron Corp. | | | | | 14,470,355 | | | | | | 1.6 | | |
96,397 | | | ConocoPhillips | | | | | 5,870,577 | | | | | | 0.6 | | |
36,679 | | | EOG Resources, Inc. | | | | | 3,060,496 | | | | | | 0.3 | | |
302,427 | | | Exxon Mobil Corp. | | | | | 19,077,095 | | | | | | 2.1 | | |
138,890 | | | Kinder Morgan, Inc. | | | | | 2,531,965 | | | | | | 0.3 | | |
99,864 | | | Schlumberger NV | | | | | 3,196,646 | | | | | | 0.3 | | |
| | | | | | | | 48,207,134 | | | | | | 5.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials: 23.3% | | ||||||||||||
21,309 | | | Allstate Corp. | | | | $ | 2,779,546 | | | | | | 0.3 | | |
16,940 | | | American Express Co. | | | | | 2,798,996 | | | | | | 0.3 | | |
61,279 | | | American International Group, Inc. | | | | | 2,916,880 | | | | | | 0.3 | | |
6,565 | | | Aon PLC | | | | | 1,567,459 | | | | | | 0.2 | | |
538,532 | | | Bank of America Corp. | | | | | 22,203,674 | | | | | | 2.4 | | |
57,241 | | | Bank of New York Mellon Corp. | | | | | 2,932,457 | | | | | | 0.3 | | |
133,931 (1) | | | Berkshire Hathaway, Inc.- Class B | | | | | 37,222,104 | | | | | | 4.0 | | |
10,208 | | | Blackrock, Inc. | | | | | 8,931,694 | | | | | | 1.0 | | |
32,002 | | | Capital One Financial Corp. | | | | | 4,950,389 | | | | | | 0.5 | | |
112,013 | | | Charles Schwab Corp. | | | | | 8,155,667 | | | | | | 0.9 | | |
31,961 | | | Chubb Ltd. | | | | | 5,079,881 | | | | | | 0.5 | | |
147,591 | | | Citigroup, Inc. | | | | | 10,442,063 | | | | | | 1.1 | | |
25,596 | | | CME Group, Inc. | | | | | 5,443,757 | | | | | | 0.6 | | |
22,269 | | | Goldman Sachs Group, Inc. | | | | | 8,451,754 | | | | | | 0.9 | | |
39,700 | | | Intercontinental Exchange, Inc. | | | | | 4,712,390 | | | | | | 0.5 | | |
214,786 | | | JPMorgan Chase & Co. | | | | | 33,407,815 | | | | | | 3.6 | | |
31,993 | | | Marsh & McLennan Cos., Inc. | | | | | 4,500,775 | | | | | | 0.5 | | |
52,892 | | | Metlife, Inc. | | | | | 3,165,586 | | | | | | 0.3 | | |
602 | | | Moody’s Corp. | | | | | 218,147 | | | | | | 0.0 | | |
99,142 | | | Morgan Stanley | | | | | 9,090,330 | | | | | | 1.0 | | |
30,295 | | | PNC Financial Services Group, Inc. | | | | | 5,779,074 | | | | | | 0.6 | | |
41,705 | | | Progressive Corp. | | | | | 4,095,848 | | | | | | 0.4 | | |
5,020 | | | S&P Global, Inc. | | | | | 2,060,459 | | | | | | 0.2 | | |
17,931 | | | Travelers Cos, Inc. | | | | | 2,684,450 | | | | | | 0.3 | | |
95,900 | | | Truist Financial Corp. | | | | | 5,322,450 | | | | | | 0.6 | | |
95,841 | | | US Bancorp | | | | | 5,460,062 | | | | | | 0.6 | �� | |
295,409 | | | Wells Fargo & Co. | | | | | 13,379,074 | | | | | | 1.4 | | |
| | | | | | | | 217,752,781 | | | | | | 23.3 | | |
| | |||||||||||||||
| | | Health Care: 21.9% | | ||||||||||||
62,019 | | | Abbott Laboratories | | | | | 7,189,863 | | | | | | 0.8 | | |
7,264 | | | Amgen, Inc. | | | | | 1,770,600 | | | | | | 0.2 | | |
17,490 | | | Anthem, Inc. | | | | | 6,677,682 | | | | | | 0.7 | | |
35,883 | | | Baxter International, Inc. | | | | | 2,888,581 | | | | | | 0.3 | | |
20,635 | | | Becton Dickinson & Co. | | | | | 5,018,226 | | | | | | 0.5 | | |
10,698 (1) | | | Biogen, Inc. | | | | | 3,704,396 | | | | | | 0.4 | | |
101,281 (1) | | | Boston Scientific Corp. | | | | | 4,330,776 | | | | | | 0.5 | | |
159,523 | | | Bristol-Myers Squibb Co. | | | | | 10,659,327 | | | | | | 1.2 | | |
41,289 (1) | | | Centene Corp. | | | | | 3,011,207 | | | | | | 0.3 | | |
24,356 | | | Cigna Corp. | | | | | 5,774,077 | | | | | | 0.6 | | |
93,992 | | | CVS Health Corp. | | | | | 7,842,692 | | | | | | 0.9 | | |
42,924 | | | Danaher Corp. | | | | | 11,519,085 | | | | | | 1.2 | | |
12,712 | | | Eli Lilly & Co. | | | | | 2,917,658 | | | | | | 0.3 | | |
89,646 | | | Gilead Sciences, Inc. | | | | | 6,173,024 | | | | | | 0.7 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
9,206 | | | Humana, Inc. | | | | $ | 4,075,680 | | | | | | 0.4 | | |
188,160 | | | Johnson & Johnson | | | | | 30,997,478 | | | | | | 3.3 | | |
95,878 | | | Medtronic PLC | | | | | 11,901,336 | | | | | | 1.3 | | |
180,918 | | | Merck & Co., Inc. | | | | | 14,069,993 | | | | | | 1.5 | | |
398,668 | | | Pfizer, Inc. | | | | | 15,611,839 | | | | | | 1.7 | | |
6,391 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 3,569,629 | | | | | | 0.4 | | |
14,265 | | | Stryker Corp. | | | | | 3,705,048 | | | | | | 0.4 | | |
25,532 | | | Thermo Fisher Scientific, Inc. | | | | | 12,880,128 | | | | | | 1.4 | | |
62,547 | | | UnitedHealth Group, Inc. | | | | | 25,046,321 | | | | | | 2.7 | | |
11,098 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 2,237,690 | | | | | | 0.2 | | |
1,763 | | | Zoetis, Inc. | | | | | 328,553 | | | | | | 0.0 | | |
| | | | | | | | 203,900,889 | | | | | | 21.9 | | |
| | |||||||||||||||
| | | Industrials: 9.8% | | ||||||||||||
35,273 | | | 3M Co. | | | | | 7,006,276 | | | | | | 0.7 | | |
38,241 (1) | | | Boeing Co. | | | | | 9,161,014 | | | | | | 1.0 | | |
5,400 | | | Caterpillar, Inc. | | | | | 1,175,202 | | | | | | 0.1 | | |
161,688 | | | CSX Corp. | | | | | 5,186,951 | | | | | | 0.6 | | |
28,423 | | | Eaton Corp. PLC | | | | | 4,211,720 | | | | | | 0.4 | | |
42,591 | | | Emerson Electric Co. | | | | | 4,098,958 | | | | | | 0.4 | | |
9,890 | | | FedEx Corp. | | | | | 2,950,484 | | | | | | 0.3 | | |
17,953 | | | General Dynamics Corp. | | | | | 3,379,832 | | | | | | 0.4 | | |
623,858 | | | General Electric Co. | | | | | 8,397,129 | | | | | | 0.9 | | |
38,904 | | | Honeywell International, Inc. | | | | | 8,533,592 | | | | | | 0.9 | | |
2,313 | | | Illinois Tool Works, Inc. | | | | | 517,094 | | | | | | 0.1 | | |
51,092 | | | Johnson Controls International plc | | | | | 3,506,444 | | | | | | 0.4 | | |
14,586 | | | L3Harris Technologies, Inc. | | | | | 3,152,764 | | | | | | 0.3 | | |
2,228 | | | Lockheed Martin Corp. | | | | | 842,964 | | | | | | 0.1 | | |
17,828 | | | Norfolk Southern Corp. | | | | | 4,731,729 | | | | | | 0.5 | | |
9,838 | | | Northrop Grumman Corp. | | | | | 3,575,424 | | | | | | 0.4 | | |
108,206 | | | Raytheon Technologies Corp. | | | | | 9,231,054 | | | | | | 1.0 | | |
7,484 | | | Roper Technologies, Inc. | | | | | 3,518,977 | | | | | | 0.4 | | |
16,590 (1) | | | Uber Technologies, Inc. | | | | | 831,491 | | | | | | 0.1 | | |
17,457 | | | Union Pacific Corp. | | | | | 3,839,318 | | | | | | 0.4 | | |
25,342 | | | Waste Management, Inc. | | | | | 3,550,667 | | | | | | 0.4 | | |
| | | | | | | | 91,399,084 | | | | | | 9.8 | | |
| | |||||||||||||||
| | | Information Technology: 10.5% | | ||||||||||||
8,901 | | | Accenture PLC | | | | | 2,623,926 | | | | | | 0.3 | | |
22,430 | | | Analog Devices, Inc. | | | | | 3,861,549 | | | | | | 0.4 | | |
2,430 | | | Automatic Data Processing, Inc. | | | | | 482,647 | | | | | | 0.1 | | |
301,788 | | | Cisco Systems, Inc. | | | | | 15,994,764 | | | | | | 1.7 | | |
37,595 | | | Cognizant Technology Solutions Corp. | | | | | 2,603,830 | | | | | | 0.3 | | |
10,041 (1) | | | Dell Technologies, Inc. | | | | | 1,000,786 | | | | | | 0.1 | | |
44,237 | | | Fidelity National Information Services, Inc. | | | | | 6,267,056 | | | | | | 0.7 | | |
39,802 (1) | | | Fiserv, Inc. | | | | | 4,254,436 | | | | | | 0.5 | | |
20,933 | | | Global Payments, Inc. | | | | | 3,925,775 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
288,651 | | | Intel Corp. | | | | $ | 16,204,867 | | | | | | 1.7 | | |
63,816 | | | International Business Machines Corp. | | | | | 9,354,787 | | | | | | 1.0 | | |
68,964 (1) | | | Micron Technology, Inc. | | | | | 5,860,561 | | | | | | 0.6 | | |
13,634 | | | NXP Semiconductor NV - NXPI - US | | | | | 2,804,786 | | | | | | 0.3 | | |
8,453 | | | Oracle Corp. | | | | | 657,981 | | | | | | 0.1 | | |
53,322 (1) | | | Salesforce.com, Inc. | | | | | 13,024,965 | | | | | | 1.4 | | |
503 (1) | | | Snowflake, Inc. - Class A | | | | | 121,625 | | | | | | 0.0 | | |
25,065 | | | Texas Instruments, Inc. | | | | | 4,819,999 | | | | | | 0.5 | | |
8,310 (1) | | | Twilio, Inc. | | | | | 3,275,470 | | | | | | 0.3 | | |
3,607 (1) | | | VMware, Inc. | | | | | 577,012 | | | | | | 0.1 | | |
| | | | | | | | 97,716,822 | | | | | | 10.5 | | |
| | |||||||||||||||
| | | Materials: 1.9% | | ||||||||||||
15,784 | | | Air Products & Chemicals, Inc. | | | | | 4,540,741 | | | | | | 0.5 | | |
49,519 | | | Dow, Inc. | | | | | 3,133,563 | | | | | | 0.3 | | |
38,027 | | | DuPont de Nemours, Inc. | | | | | 2,943,670 | | | | | | 0.3 | | |
2,195 | | | Ecolab, Inc. | | | | | 452,104 | | | | | | 0.1 | | |
73,837 | | | Freeport-McMoRan, Inc. | | | | | 2,740,091 | | | | | | 0.3 | | |
57,226 | | | Newmont Corp. | | | | | 3,626,984 | | | | | | 0.4 | | |
528 | | | Southern Copper Corp. | | | | | 33,961 | | | | | | 0.0 | | |
| | | | | | | | 17,471,114 | | | | | | 1.9 | | |
| | |||||||||||||||
| | | Real Estate: 1.2% | | ||||||||||||
20,025 | | | Digital Realty Trust, Inc. | | | | | 3,012,961 | | | | | | 0.3 | | |
1,850 | | | Equinix, Inc. | | | | | 1,484,810 | | | | | | 0.1 | | |
52,632 | | | ProLogis, Inc. | | | | | 6,291,103 | | | | | | 0.7 | | |
2,539 | | | Public Storage, Inc. | | | | | 763,452 | | | | | | 0.1 | | |
| | | | | | | | 11,552,326 | | | | | | 1.2 | | |
| | |||||||||||||||
| | | Utilities: 3.6% | | ||||||||||||
35,723 | | | American Electric Power Co., Inc. | | | | | 3,021,808 | | | | | | 0.3 | | |
57,512 | | | Dominion Energy, Inc. | | | | | 4,231,158 | | | | | | 0.5 | | |
54,941 | | | Duke Energy Corp. | | | | | 5,423,775 | | | | | | 0.6 | | |
69,678 | | | Exelon Corp. | | | | | 3,087,432 | | | | | | 0.3 | | |
140,038 | | | NextEra Energy, Inc. | | | | | 10,261,985 | | | | | | 1.1 | | |
22,518 | | | Sempra Energy | | | | | 2,983,185 | | | | | | 0.3 | | |
75,527 | | | Southern Co. | | | | | 4,570,139 | | | | | | 0.5 | | |
| | | | | | | | 33,579,482 | | | | | | 3.6 | | |
| | | Total Common Stock (Cost $689,668,419) | | | | | 930,421,684 | | | | | | 99.8 | | |
EXCHANGE-TRADED FUNDS: 0.0% | | |||||||||||||||
1,164 | | | iShares Russell Top 200 Value ETF | | | | | 77,336 | | | | | | 0.0 | | |
| | | Total Exchange-Traded Funds (Cost $72,435) | | | | | 77,336 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $689,740,854) | | | | | 930,499,020 | | | | | | 99.8 | | |
|
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.1% | | |||||||||||||||
| | | Mutual Funds: 0.1% | | ||||||||||||
1,325,000 (2) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $1,325,000) | | | | $ | 1,325,000 | | | | | | 0.1 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $1,325,000) | | | | | 1,325,000 | | | | | | 0.1 | | |
| | | Total Investments in Securities (Cost $691,065,854) | | | | $ | 931,824,020 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 760,569 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 932,584,589 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 23.3% | |
| Health Care | | | 21.9% | |
| Communication Services | | | 10.8% | |
| Information Technology | | | 10.5% | |
| Industrials | | | 9.8% | |
| Consumer Staples | | | 8.7% | |
| Energy | | | 5.2% | |
| Utilities | | | 3.6% | |
| Consumer Discretionary | | | 2.9% | |
| Materials | | | 1.9% | |
| Real Estate | | | 1.2% | |
| Exchange-Traded Funds | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 930,421,684 | | | | | $ | — | | | | | $ | — | | | | | $ | 930,421,684 | | |
Exchange-Traded Funds | | | | | 77,336 | | | | | | — | | | | | | — | | | | | | 77,336 | | |
Short-Term Investments | | | | | 1,325,000 | | | | | | — | | | | | | — | | | | | | 1,325,000 | | |
Total Investments, at fair value | | | | $ | 931,824,020 | | | | | $ | — | | | | | $ | — | | | | | $ | 931,824,020 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 39,572 | | | | | | — | | | | | | — | | | | | | 39,572 | | |
Total Assets | | | | $ | 931,863,592 | | | | | $ | — | | | | | $ | — | | | | | $ | 931,863,592 | | |
Description | | | Numberof Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 13 | | | | | | 09/17/21 | | | | | $ | 2,787,590 | | | | | $ | 39,572 | | |
| | | | | | | | | | | | | | | | $ | 2,787,590 | | | | | $ | 39,572 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 39,572 | | |
Total Asset Derivatives | | | | | | | $ | 39,572 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 396,827 | | |
Total | | | | $ | 396,827 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (18,283) | | |
Total | | | | $ | (18,283) | | |
| Cost for federal income tax purposes was $695,309,681. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 246,418,639 | | |
| Gross Unrealized Depreciation | | | | | (9,864,727) | | |
| Net Unrealized Appreciation | | | | $ | 236,553,912 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.3% | | |||||||||||||||
| | | Communication Services: 6.2% | | ||||||||||||
24,401 (1) | | | Altice USA, Inc. | | | | $ | 833,050 | | | | | | 0.1 | | |
466 | | | Cable One, Inc. | | | | | 891,369 | | | | | | 0.1 | | |
8,385 (1) | | | Live Nation Entertainment, Inc. | | | | | 734,442 | | | | | | 0.1 | | |
1,181 (1) | | | Madison Square Garden Sports Corp. | | | | | 203,805 | | | | | | 0.0 | | |
44,006 (1) | | | Match Group, Inc. | | | | | 7,095,968 | | | | | | 1.1 | | |
458 | | | Nexstar Media Group, Inc. | | | | | 67,729 | | | | | | 0.0 | | |
89,157 (1) | | | Pinterest, Inc. | | | | | 7,038,945 | | | | | | 1.0 | | |
12,411 (1) | | | Playtika Holding Corp. | | | | | 295,878 | | | | | | 0.1 | | |
18,795 (1) | | | Roku, Inc. | | | | | 8,631,604 | | | | | | 1.3 | | |
48,012 (1)(2) | | | Skillz, Inc. | | | | | 1,042,821 | | | | | | 0.2 | | |
22,289 (1) | | | Spotify Technology SA | | | | | 6,142,626 | | | | | | 0.9 | | |
3,705 (1) | | | Take-Two Interactive Software, Inc. | | | | | 655,859 | | | | | | 0.1 | | |
9,834 (1) | | | TripAdvisor, Inc. | | | | | 396,310 | | | | | | 0.1 | | |
13,360 (1) | | | Twitter, Inc. | | | | | 919,302 | | | | | | 0.1 | | |
18,798 (1) | | | Vimeo, Inc. | | | | | 921,102 | | | | | | 0.1 | | |
6,267 | | | World Wrestling Entertainment, Inc. | | | | | 362,797 | | | | | | 0.1 | | |
9,685 (1) | | | Zillow Group, Inc. - Class A | | | | | 1,186,703 | | | | | | 0.2 | | |
26,736 (1) | | | Zillow Group, Inc. - Class C | | | | | 3,267,674 | | | | | | 0.5 | | |
77,521 (1) | | | Zynga, Inc. - Class A | | | | | 824,048 | | | | | | 0.1 | | |
| | | | | | | | 41,512,032 | | | | | | 6.2 | | |
| | |||||||||||||||
| | | Consumer Discretionary: 15.8% | | ||||||||||||
8,055 (1) | | | Aptiv PLC | | | | | 1,267,293 | | | | | | 0.2 | | |
768 (1) | | | Autozone, Inc. | | | | | 1,146,025 | | | | | | 0.2 | | |
9,379 | | | Best Buy Co., Inc. | | | | | 1,078,397 | | | | | | 0.2 | | |
2,850 (1) | | | Boyd Gaming Corp. | | | | | 175,246 | | | | | | 0.0 | | |
7,905 (1) | | | Bright Horizons Family Solutions, Inc. | | | | | 1,162,905 | | | | | | 0.2 | | |
1,624 | | | Brunswick Corp. | | | | | 161,783 | | | | | | 0.0 | | |
10,193 (1) | | | Burlington Stores, Inc. | | | | | 3,282,044 | | | | | | 0.5 | | |
20,193 (1) | | | Caesars Entertainment, Inc. | | | | | 2,095,024 | | | | | | 0.3 | | |
2,287 (1) | | | Carmax, Inc. | | | | | 295,366 | | | | | | 0.0 | | |
12,576 (1) | | | Carvana Co. | | | | | 3,795,688 | | | | | | 0.6 | | |
17,411 (1) | | | Chegg, Inc. | | | | | 1,447,028 | | | | | | 0.2 | | |
4,577 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 7,095,906 | | | | | | 1.0 | | |
5,678 | | | Choice Hotels International, Inc. | | | | | 674,887 | | | | | | 0.1 | | |
6,010 | | | Churchill Downs, Inc. | | | | | 1,191,543 | | | | | | 0.2 | | |
405 | | | Columbia Sportswear Co. | | | | | 39,836 | | | | | | 0.0 | | |
14,401 | | | Darden Restaurants, Inc. | | | | | 2,102,402 | | | | | | 0.3 | | |
618 (1) | | | Deckers Outdoor Corp. | | | | | 237,355 | | | | | | 0.0 | | |
4,290 | | | Domino’s Pizza, Inc. | | | | | 2,001,242 | | | | | | 0.3 | | |
12,034 (1)(2) | | | DoorDash, Inc. | | | | | 2,146,023 | | | | | | 0.3 | | |
22,404 | | | D.R. Horton, Inc. | | | | | 2,024,649 | | | | | | 0.3 | | |
49,521 (1) | | | DraftKings, Inc. - Class A | | | | | 2,583,511 | | | | | | 0.4 | | |
20,654 (1) | | | Etsy, Inc. | | | | | 4,251,419 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
23,022 (1) | | | Expedia Group, Inc. | | | | $ | 3,768,932 | | | | | | 0.6 | | |
8,983 (1) | | | Five Below, Inc. | | | | | 1,736,144 | | | | | | 0.3 | | |
16,594 (1) | | | Floor & Decor Holdings, Inc. | | | | | 1,753,986 | | | | | | 0.3 | | |
9,550 (1) | | | frontdoor, Inc. | | | | | 475,781 | | | | | | 0.1 | | |
9,647 (1) | | | GameStop Corp. | | | | | 2,065,809 | | | | | | 0.3 | | |
23,838 | | | H&R Block, Inc. | | | | | 559,716 | | | | | | 0.1 | | |
33,832 | | | Hanesbrands, Inc. | | | | | 631,643 | | | | | | 0.1 | | |
29,942 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 3,611,604 | | | | | | 0.5 | | |
22,188 | | | L Brands, Inc. | | | | | 1,598,867 | | | | | | 0.2 | | |
15,744 (1) | | | Leslie’s, Inc. | | | | | 432,803 | | | | | | 0.1 | | |
429 | | | Lithia Motors, Inc. | | | | | 147,422 | | | | | | 0.0 | | |
18,604 (1) | | | Lululemon Athletica, Inc. | | | | | 6,789,902 | | | | | | 1.0 | | |
56,851 (1) | | | Mattel, Inc. | | | | | 1,142,705 | | | | | | 0.2 | | |
15,188 (1) | | | Nordstrom, Inc. | | | | | 555,425 | | | | | | 0.1 | | |
360 (1) | | | NVR, Inc. | | | | | 1,790,388 | | | | | | 0.3 | | |
3,431 (1) | | | O’Reilly Automotive, Inc. | | | | | 1,942,667 | | | | | | 0.3 | | |
43,059 (1) | | | Peloton Interactive, Inc. | | | | | 5,340,177 | | | | | | 0.8 | | |
1,604 (1) | | | Penn National Gaming, Inc. | | | | | 122,690 | | | | | | 0.0 | | |
770 (1)(2) | | | Petco Health & Wellness Co., Inc. | | | | | 17,256 | | | | | | 0.0 | | |
9,344 (1) | | | Planet Fitness, Inc. | | | | | 703,136 | | | | | | 0.1 | | |
6,526 | | | Polaris, Inc. | | | | | 893,801 | | | | | | 0.1 | | |
6,348 | | | Pool Corp. | | | | | 2,911,574 | | | | | | 0.4 | | |
12,431 | | | Pulte Group, Inc. | | | | | 678,360 | | | | | | 0.1 | | |
13,537 (1)(2) | | | QuantumScape Corp. | | | | | 396,093 | | | | | | 0.1 | | |
2,798 (1) | | | RH | | | | | 1,899,842 | | | | | | 0.3 | | |
4,816 (1) | | | Six Flags Entertainment Corp. | | | | | 208,436 | | | | | | 0.0 | | |
2,405 (1) | | | Skechers USA, Inc. | | | | | 119,841 | | | | | | 0.0 | | |
4,551 (1) | | | Tapestry, Inc. | | | | | 197,877 | | | | | | 0.0 | | |
29,672 | | | Tempur Sealy International, Inc. | | | | | 1,162,846 | | | | | | 0.2 | | |
3,532 | | | Thor Industries, Inc. | | | | | 399,116 | | | | | | 0.1 | | |
7,418 | | | Toll Brothers, Inc. | | | | | 428,835 | | | | | | 0.1 | | |
4,454 (1) | | | TopBuild Corp. | | | | | 880,912 | | | | | | 0.1 | | |
18,752 | | | Tractor Supply Co. | | | | | 3,488,997 | | | | | | 0.5 | | |
9,187 | | | Travel + Leisure Co. | | | | | 546,167 | | | | | | 0.1 | | |
8,774 (1) | | | Ulta Beauty, Inc. | | | | | 3,033,786 | | | | | | 0.4 | | |
6,508 (1) | | | Vail Resorts, Inc. | | | | | 2,059,912 | | | | | | 0.3 | | |
33,959 | | | VF Corp. | | | | | 2,785,996 | | | | | | 0.4 | | |
4,692 (1)(2) | | | Vroom, Inc. | | | | | 196,407 | | | | | | 0.0 | | |
6,820 (1) | | | Wayfair, Inc. | | | | | 2,153,142 | | | | | | 0.3 | | |
29,052 | | | Wendy’s Company | | | | | 680,398 | | | | | | 0.1 | | |
9,280 (2) | | | Williams-Sonoma, Inc. | | | | | 1,481,552 | | | | | | 0.2 | | |
9,433 | | | Wyndham Hotels & Resorts, Inc. | | | | | 681,912 | | | | | | 0.1 | | |
17,229 (1) | | | Wynn Resorts Ltd. | | | | | 2,107,107 | | | | | | 0.3 | | |
13,950 (1) | | | YETI Holdings, Inc. | | | | | 1,280,889 | | | | | | 0.2 | | |
5,354 | | | Yum China Holdings, Inc. | | | | | 354,703 | | | | | | 0.0 | | |
4,136 | | | Yum! Brands, Inc. | | | | | 475,764 | | | | | | 0.1 | | |
| | | | | | | | 106,946,890 | | | | | | 15.8 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples: 2.1% | | ||||||||||||
8,195 (1)(2) | | | Beyond Meat, Inc. | | | | $ | 1,290,630 | | | | | | 0.2 | | |
1,522 (1) | | | Boston Beer Co., Inc. | | | | | 1,553,658 | | | | | | 0.2 | | |
3,682 | | | Brown-Forman Corp. - Class A | | | | | 259,581 | | | | | | 0.1 | | |
14,835 | | | Brown-Forman Corp. - Class B | | | | | 1,111,735 | | | | | | 0.2 | | |
2,121 | | | Church & Dwight Co., Inc. | | | | | 180,752 | | | | | | 0.0 | | |
16,439 | | | Clorox Co. | | | | | 2,957,540 | | | | | | 0.4 | | |
1,402 (1) | | | Darling Ingredients, Inc. | | | | | 94,635 | | | | | | 0.0 | | |
6,653 (1) | | | Freshpet, Inc. | | | | | 1,084,173 | | | | | | 0.2 | | |
2,888 (1) | | | Herbalife Nutrition Ltd. | | | | | 152,284 | | | | | | 0.0 | | |
20,477 | | | Hershey Co. | | | | | 3,566,684 | | | | | | 0.5 | | |
18,228 | | | Kellogg Co. | | | | | 1,172,607 | | | | | | 0.2 | | |
7,045 | | | Lamb Weston Holdings, Inc. | | | | | 568,250 | | | | | | 0.1 | | |
3,184 (1) | | | Pilgrim’s Pride Corp. | | | | | 70,621 | | | | | | 0.0 | | |
| | | | | | | | 14,063,150 | | | | | | 2.1 | | |
| | | | | | | ||||||||||
| | | Energy: 1.5% | | ||||||||||||
7,617 | | | Cabot Oil & Gas Corp. | | | | | 132,993 | | | | | | 0.0 | | |
38,204 (1) | | | Cheniere Energy, Inc. | | | | | 3,313,815 | | | | | | 0.5 | | |
3,278 | | | Cimarex Energy Co. | | | | | 237,491 | | | | | | 0.0 | | |
1,097 (2) | | | Continental Resources, Inc. | | | | | 41,719 | | | | | | 0.0 | | |
13,962 | | | Diamondback Energy, Inc. | | | | | 1,310,892 | | | | | | 0.2 | | |
7,660 | | | Halliburton Co. | | | | | 177,099 | | | | | | 0.0 | | |
3,076 | | | Hess Corp. | | | | | 268,596 | | | | | | 0.1 | | |
4,318 | | | New Fortress Energy, Inc. | | | | | 163,566 | | | | | | 0.0 | | |
17,507 | | | Occidental Petroleum Corp. | | | | | 547,444 | | | | | | 0.1 | | |
15,702 | | | Pioneer Natural Resources Co. | | | | | 2,551,889 | | | | | | 0.4 | | |
961 | | | Texas Pacific Land Corp. | | | | | 1,537,350 | | | | | | 0.2 | | |
| | | | | | | | 10,282,854 | | | | | | 1.5 | | |
| | | | | | | ||||||||||
| | | Financials: 4.4% | | ||||||||||||
242 (1) | | | Alleghany Corp. | | | | | 161,431 | | | | | | 0.0 | | |
10,628 | | | Ameriprise Financial, Inc. | | | | | 2,645,097 | | | | | | 0.4 | | |
29,107 | | | Apollo Global Management, Inc. | | | | | 1,810,455 | | | | | | 0.3 | | |
15,146 (1) | | | Arch Capital Group Ltd. | | | | | 589,785 | | | | | | 0.1 | | |
19,707 | | | Ares Management Corp. | | | | | 1,253,168 | | | | | | 0.2 | | |
2,217 | | | Brown & Brown, Inc. | | | | | 117,811 | | | | | | 0.0 | | |
12,265 | | | Citizens Financial Group, Inc. | | | | | 562,596 | | | | | | 0.1 | | |
112 (1)(2) | | | Credit Acceptance Corp. | | | | | 50,860 | | | | | | 0.0 | | |
27,333 | | | Discover Financial Services | | | | | 3,233,221 | | | | | | 0.5 | | |
2,831 | | | Erie Indemnity Co. | | | | | 547,374 | | | | | | 0.1 | | |
1,467 | | | Everest Re Group Ltd. | | | | | 369,699 | | | | | | 0.0 | | |
5,323 | | | Factset Research Systems, Inc. | | | | | 1,786,452 | | | | | | 0.3 | | |
6,726 (1) | | | GoHealth, Inc. | | | | | 75,398 | | | | | | 0.0 | | |
651 (1)(2) | | | Lemonade, Inc. | | | | | 71,226 | | | | | | 0.0 | | |
4,696 | | | Lincoln National Corp. | | | | | 295,097 | | | | | | 0.0 | | |
12,980 | | | LPL Financial Holdings, Inc. | | | | | 1,752,040 | | | | | | 0.3 | | |
368 (1) | | | Markel Corp. | | | | | 436,709 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
6,092 | | | MarketAxess Holdings, Inc. | | | | $ | 2,824,190 | | | | | | 0.4 | | |
3,455 | | | Morningstar, Inc. | | | | | 888,315 | | | | | | 0.1 | | |
9,274 | | | MSCI, Inc. - Class A | | | | | 4,943,784 | | | | | | 0.7 | | |
1,024 | | | Raymond James Financial, Inc. | | | | | 133,018 | | | | | | 0.0 | | |
3,539 | | | RenaissanceRe Holdings Ltd. | | | | | 526,674 | | | | | | 0.1 | | |
22,059 | | | Rocket Cos, Inc. | | | | | 426,842 | | | | | | 0.1 | | |
2,471 | | | Sterling Bancorp | | | | | 61,256 | | | | | | 0.0 | | |
17,697 | | | Synchrony Financial | | | | | 858,658 | | | | | | 0.1 | | |
1,785 | | | Synovus Financial Corp. | | | | | 78,326 | | | | | | 0.0 | | |
12,164 | | | T. Rowe Price Group, Inc. | | | | | 2,408,107 | | | | | | 0.4 | | |
2,003 (1) | | | Upstart Holdings, Inc. | | | | | 250,175 | | | | | | 0.0 | | |
3,354 | | | UWM Holdings Corp. | | | | | 28,341 | | | | | | 0.0 | | |
8,646 | | | Western Alliance Bancorp. | | | | | 802,781 | | | | | | 0.1 | | |
| | | | | | | | 29,988,886 | | | | | | 4.4 | | |
| | | | | | | ||||||||||
| | | Health Care: 17.2% | | ||||||||||||
13,635 (1) | | | 10X Genomics, Inc. | | | | | 2,670,006 | | | | | | 0.4 | | |
7,227 (1) | | | Abiomed, Inc. | | | | | 2,255,619 | | | | | | 0.3 | | |
8,601 (1) | | | Acceleron Pharma, Inc. | | | | | 1,079,339 | | | | | | 0.2 | | |
15,808 (1) | | | Adaptive Biotechnologies Corp. | | | | | 645,915 | | | | | | 0.1 | | |
44,469 | | | Agilent Technologies, Inc. | | | | | 6,572,963 | | | | | | 1.0 | | |
7,666 (1) | | | agilon health, Inc. | | | | | 311,010 | | | | | | 0.0 | | |
19,126 (1) | | | Alnylam Pharmaceuticals, Inc. | | | | | 3,242,239 | | | | | | 0.5 | | |
4,621 (1) | | | Amedisys, Inc. | | | | | 1,131,821 | | | | | | 0.2 | | |
94,547 (1) | | | Avantor, Inc. | | | | | 3,357,364 | | | | | | 0.5 | | |
6,312 | | | Bio-Techne Corp. | | | | | 2,842,041 | | | | | | 0.4 | | |
16,682 | | | Bruker Corp. | | | | | 1,267,498 | | | | | | 0.2 | | |
27,997 | | | Cardinal Health, Inc. | | | | | 1,598,349 | | | | | | 0.2 | | |
6,224 (1) | | | Catalent, Inc. | | | | | 672,939 | | | | | | 0.1 | | |
3,121 (1) | | | Certara, Inc. | | | | | 88,418 | | | | | | 0.0 | | |
7,614 (1) | | | Charles River Laboratories International, Inc. | | | | | 2,816,571 | | | | | | 0.4 | | |
671 | | | Chemed Corp. | | | | | 318,389 | | | | | | 0.1 | | |
8,661 (1) | | | CureVac NV | | | | | 636,410 | | | | | | 0.1 | | |
8,021 (1) | | | DaVita, Inc. | | | | | 965,969 | | | | | | 0.1 | | |
15,725 (1) | | | DexCom, Inc. | | | | | 6,714,575 | | | | | | 1.0 | | |
9,119 | | | Encompass Health Corp. | | | | | 711,556 | | | | | | 0.1 | | |
25,752 (1) | | | Exact Sciences Corp. | | | | | 3,201,231 | | | | | | 0.5 | | |
43,199 (1) | | | Exelixis, Inc. | | | | | 787,086 | | | | | | 0.1 | | |
645 (1) | | | Globus Medical, Inc. | | | | | 50,007 | | | | | | 0.0 | | |
14,642 (1) | | | Guardant Health, Inc. | | | | | 1,818,390 | | | | | | 0.3 | | |
6,657 (1) | | | Horizon Therapeutics Plc | | | | | 623,361 | | | | | | 0.1 | | |
13,803 (1) | | | Idexx Laboratories, Inc. | | | | | 8,717,285 | | | | | | 1.3 | | |
25,787 (1) | | | Incyte Corp., Ltd. | | | | | 2,169,460 | | | | | | 0.3 | | |
10,781 (1) | | | Insulet Corp. | | | | | 2,959,492 | | | | | | 0.4 | | |
21,059 (1) | | | Ionis Pharmaceuticals, Inc. | | | | | 840,043 | | | | | | 0.1 | | |
7,197 (1) | | | Iovance Biotherapeutics, Inc. | | | | | 187,266 | | | | | | 0.0 | | |
15,369 (1) | | | IQVIA Holdings, Inc. | | | | | 3,724,216 | | | | | | 0.6 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
12,303 (1) | | | Maravai LifeSciences Holdings, Inc. | | | | $ | 513,404 | | | | | | 0.1 | | |
5,914 (1) | | | Masimo Corp. | | | | | 1,433,849 | | | | | | 0.2 | | |
3,745 | | | McKesson Corp. | | | | | 716,194 | | | | | | 0.1 | | |
3,743 (1) | | | Mettler Toledo International, Inc. | | | | | 5,185,328 | | | | | | 0.8 | | |
5,336 (1) | | | Mirati Therapeutics, Inc. | | | | | 861,924 | | | | | | 0.1 | | |
1,429 (1) | | | Molina Healthcare, Inc. | | | | | 361,623 | | | | | | 0.1 | | |
11,891 (1) | | | Natera, Inc. | | | | | 1,349,985 | | | | | | 0.2 | | |
15,250 (1) | | | Neurocrine Biosciences, Inc. | | | | | 1,484,130 | | | | | | 0.2 | | |
12,042 (1)(2) | | | Novavax, Inc. | | | | | 2,556,637 | | | | | | 0.4 | | |
16,690 (1) | | | Novocure Ltd. | | | | | 3,702,176 | | | | | | 0.6 | | |
15,280 (1) | | | Oak Street Health, Inc. | | | | | 894,950 | | | | | | 0.1 | | |
5,506 (1) | | | Penumbra, Inc. | | | | | 1,508,974 | | | | | | 0.2 | | |
10,682 (1) | | | PPD, Inc. | | | | | 492,333 | | | | | | 0.1 | | |
8,405 (1) | | | Repligen Corp. | | | | | 1,677,806 | | | | | | 0.3 | | |
21,121 | | | Resmed, Inc. | | | | | 5,206,749 | | | | | | 0.8 | | |
31,394 | | | Royalty Pharma PLC | | | | | 1,286,840 | | | | | | 0.2 | | |
12,441 (1) | | | Sarepta Therapeutics, Inc. | | | | | 967,163 | | | | | | 0.1 | | |
19,430 (1) | | | Seagen, Inc. | | | | | 3,067,608 | | | | | | 0.5 | | |
12,775 (1) | | | Sotera Health Co. | | | | | 309,538 | | | | | | 0.0 | | |
2,202 | | | STERIS Public Ltd. Co. | | | | | 454,273 | | | | | | 0.1 | | |
2,140 (1) | | | Syneos Health, Inc. | | | | | 191,509 | | | | | | 0.0 | | |
9,354 (1) | | | Tandem Diabetes Care, Inc. | | | | | 911,080 | | | | | | 0.1 | | |
1,349 | | | Teleflex, Inc. | | | | | 542,015 | | | | | | 0.1 | | |
7,817 (1) | | | Ultragenyx Pharmaceutical, Inc. | | | | | 745,351 | | | | | | 0.1 | | |
22,344 (1) | | | Veeva Systems, Inc. | | | | | 6,947,867 | | | | | | 1.0 | | |
9,273 (1) | | | Waters Corp. | | | | | 3,204,842 | | | | | | 0.5 | | |
11,986 | | | West Pharmaceutical Services, Inc. | | | | | 4,304,173 | | | | | | 0.6 | | |
| | | | | | | | 115,855,149 | | | | | | 17.2 | | |
| | | | | | | ||||||||||
| | | Industrials: 14.3% | | ||||||||||||
9,172 | | | Advanced Drainage Systems, Inc. | | | | | 1,069,180 | | | | | | 0.1 | | |
997 | | | AGCO Corp. | | | | | 129,989 | | | | | | 0.0 | | |
11,140 | | | Allegion Public Ltd. | | | | | 1,551,802 | | | | | | 0.2 | | |
13,481 | | | Allison Transmission Holdings, Inc. | | | | | 535,735 | | | | | | 0.1 | | |
3,744 | | | Armstrong World Industries, Inc. | | | | | 401,581 | | | | | | 0.1 | | |
10,418 (1) | | | Axon Enterprise, Inc. | | | | | 1,841,902 | | | | | | 0.3 | | |
22,125 | | | Booz Allen Hamilton Holding Corp. | | | | | 1,884,608 | | | | | | 0.3 | | |
11,663 | | | BWX Technologies, Inc. | | | | | 677,854 | | | | | | 0.1 | | |
3,208 | | | Carlisle Cos., Inc. | | | | | 613,947 | | | | | | 0.1 | | |
66,381 | | | Carrier Global Corp. | | | | | 3,226,117 | | | | | | 0.5 | | |
4,241 | | | CH Robinson Worldwide, Inc. | | | | | 397,255 | | | | | | 0.1 | | |
13,621 | | | Cintas Corp. | | | | | 5,203,222 | | | | | | 0.8 | | |
34,095 (1) | | | Copart, Inc. | | | | | 4,494,744 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
49,577 (1) | | | CoStar Group, Inc. | | | | $ | 4,105,967 | | | | | | 0.6 | | |
104,234 (1) | | | Delta Air Lines, Inc. | | | | | 4,509,163 | | | | | | 0.7 | | |
2,527 | | | Donaldson Co., Inc. | | | | | 160,540 | | | | | | 0.0 | | |
7,548 | | | Equifax, Inc. | | | | | 1,807,822 | | | | | | 0.3 | | |
20,004 | | | Expeditors International Washington, Inc. | | | | | 2,532,506 | | | | | | 0.4 | | |
83,012 | | | Fastenal Co. | | | | | 4,316,624 | | | | | | 0.6 | | |
5,745 | | | Fortune Brands Home & Security, Inc. | | | | | 572,260 | | | | | | 0.1 | | |
10,002 (1) | | | Generac Holdings, Inc. | | | | | 4,152,330 | | | | | | 0.6 | | |
17,000 | | | Graco, Inc. | | | | | 1,286,900 | | | | | | 0.2 | | |
4,130 | | | Heico Corp. - Class A - HEI.A | | | | | 512,863 | | | | | | 0.1 | | |
2,352 | | | Heico Corp. - HEI | | | | | 327,916 | | | | | | 0.0 | | |
4,728 (1) | | | Howmet Aerospace, Inc. | | | | | 162,974 | | | | | | 0.0 | | |
21,989 (1) | | | IAA, Inc. | | | | | 1,199,280 | | | | | | 0.2 | | |
12,173 | | | JB Hunt Transport Services, Inc. | | | | | 1,983,590 | | | | | | 0.3 | | |
3,947 | | | Kansas City Southern | | | | | 1,118,461 | | | | | | 0.2 | | |
5,527 | | | Landstar System, Inc. | | | | | 873,377 | | | | | | 0.1 | | |
9,360 | | | Lincoln Electric Holdings, Inc. | | | | | 1,232,806 | | | | | | 0.2 | | |
45,729 (1) | | | Lyft, Inc. | | | | | 2,765,690 | | | | | | 0.4 | | |
2,703 (1) | | | Middleby Corp. | | | | | 468,322 | | | | | | 0.1 | | |
1,715 | | | MSA Safety, Inc. | | | | | 283,970 | | | | | | 0.0 | | |
1,618 | | | Nordson Corp. | | | | | 355,167 | | | | | | 0.0 | | |
15,355 | | | Old Dominion Freight Line | | | | | 3,897,099 | | | | | | 0.6 | | |
3,483 | | | Parker Hannifin Corp. | | | | | 1,069,664 | | | | | | 0.2 | | |
81,612 (1) | | | Plug Power, Inc. | | | | | 2,790,314 | | | | | | 0.4 | | |
15,708 | | | Robert Half International, Inc. | | | | | 1,397,541 | | | | | | 0.2 | | |
11,493 | | | Rockwell Automation, Inc. | | | | | 3,287,228 | | | | | | 0.5 | | |
34,323 | | | Rollins, Inc. | | | | | 1,173,847 | | | | | | 0.2 | | |
3,744 (1) | | | SiteOne Landscape Supply, Inc. | | | | | 633,709 | | | | | | 0.1 | | |
4,985 | | | Spirit Aerosystems Holdings, Inc. | | | | | 235,242 | | | | | | 0.0 | | |
9,774 (1) | | | The AZEK Co., Inc. | | | | | 415,004 | | | | | | 0.1 | | |
16,571 | | | Toro Co. | | | | | 1,820,822 | | | | | | 0.3 | | |
18,960 | | | Trane Technologies PLC | | | | | 3,491,294 | | | | | | 0.5 | | |
2,428 (1) | | | TransDigm Group, Inc. | | | | | 1,571,620 | | | | | | 0.2 | | |
21,320 | | | TransUnion | | | | | 2,341,149 | | | | | | 0.3 | | |
18,866 (1) | | | Trex Co., Inc. | | | | | 1,928,294 | | | | | | 0.3 | | |
681 (1)(2) | | | TuSimple Holdings, Inc. | | | | | 48,514 | | | | | | 0.0 | | |
4,092 (1) | | | United Rentals, Inc. | | | | | 1,305,389 | | | | | | 0.2 | | |
16,491 | | | Verisk Analytics, Inc. | | | | | 2,881,308 | | | | | | 0.4 | | |
45,848 | | | Vertiv Holdings Co. | | | | | 1,251,650 | | | | | | 0.2 | | |
21,544 (1) | | | Virgin Galactic Holdings, Inc. | | | | | 991,024 | | | | | | 0.1 | | |
6,290 | | | WW Grainger, Inc. | | | | | 2,755,020 | | | | | | 0.4 | | |
12,881 (1) | | | XPO Logistics, Inc. | | | | | 1,801,923 | | | | | | 0.3 | | |
19,239 | | | Xylem, Inc. | | | | | 2,307,910 | | | | | | 0.3 | | |
| | | | | | | | 96,152,029 | | | | | | 14.3 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology: 33.9% | | ||||||||||||
8,377 (1) | | | Allegro MicroSystems, Inc. | | | | $ | 232,043 | | | | | | 0.0 | | |
9,584 (1) | | | Alteryx, Inc. | | | | | 824,416 | | | | | | 0.1 | | |
67,725 | | | Amphenol Corp. | | | | | 4,633,067 | | | | | | 0.7 | | |
22,894 (1) | | | Anaplan, Inc. | | | | | 1,220,250 | | | | | | 0.2 | | |
5,909 (1) | | | ANSYS, Inc. | | | | | 2,050,778 | | | | | | 0.3 | | |
8,780 (1) | | | Arista Networks, Inc. | | | | | 3,181,082 | | | | | | 0.5 | | |
11,073 (1) | | | Aspen Technology, Inc. | | | | | 1,522,980 | | | | | | 0.2 | | |
13,811 (1) | | | Avalara, Inc. | | | | | 2,234,620 | | | | | | 0.3 | | |
21,983 (2) | | | Bentley Systems, Inc. | | | | | 1,424,059 | | | | | | 0.2 | | |
12,232 (1) | | | Bill.com Holdings, Inc. | | | | | 2,240,658 | | | | | | 0.3 | | |
17,123 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 2,765,878 | | | | | | 0.4 | | |
9,834 | | | Brooks Automation, Inc. | | | | | 936,984 | | | | | | 0.1 | | |
801 (1)(2) | | | C3.ai, Inc. | | | | | 50,087 | | | | | | 0.0 | | |
44,825 (1) | | | Cadence Design Systems, Inc. | | | | | 6,132,957 | | | | | | 0.9 | | |
3,080 | | | CDK Global, Inc. | | | | | 153,045 | | | | | | 0.0 | | |
22,824 | | | CDW Corp. | | | | | 3,986,212 | | | | | | 0.6 | | |
7,190 | | | Citrix Systems, Inc. | | | | | 843,171 | | | | | | 0.1 | | |
38,652 (1) | | | Cloudflare, Inc. | | | | | 4,090,928 | | | | | | 0.6 | | |
27,878 | | | Cognex Corp. | | | | | 2,343,146 | | | | | | 0.4 | | |
3,573 (1) | | | Coherent, Inc. | | | | | 944,487 | | | | | | 0.1 | | |
32,721 (1) | | | CommScope Holding Co., Inc. | | | | | 697,285 | | | | | | 0.1 | | |
41,952 | | | Corning, Inc. | | | | | 1,715,837 | | | | | | 0.3 | | |
11,932 (1) | | | Coupa Software, Inc. | | | | | 3,127,497 | | | | | | 0.5 | | |
26,168 (1) | | | Crowdstrike Holdings, Inc. | | | | | 6,576,280 | | | | | | 1.0 | | |
36,959 (1) | | | Datadog, Inc. | | | | | 3,846,693 | | | | | | 0.6 | | |
31,111 (1) | | | DocuSign, Inc. | | | | | 8,697,702 | | | | | | 1.3 | | |
2,485 (1) | | | DoubleVerify Holdings, Inc. | | | | | 105,215 | | | | | | 0.0 | | |
49,701 (1) | | | Dropbox, Inc. | | | | | 1,506,437 | | | | | | 0.2 | | |
2,618 (1)(2) | | | Duck Creek Technologies, Inc. | | | | | 113,909 | | | | | | 0.0 | | |
28,218 (1) | | | Dynatrace, Inc. | | | | | 1,648,496 | | | | | | 0.3 | | |
11,135 (1) | | | Elastic NV | | | | | 1,623,038 | | | | | | 0.2 | | |
21,507 (1) | | | Enphase Energy, Inc. | | | | | 3,949,330 | | | | | | 0.6 | | |
21,952 | | | Entegris, Inc. | | | | | 2,699,437 | | | | | | 0.4 | | |
8,776 (1) | | | EPAM Systems, Inc. | | | | | 4,484,185 | | | | | | 0.7 | | |
5,844 (1) | | | Euronet Worldwide, Inc. | | | | | 790,985 | | | | | | 0.1 | | |
6,125 (1) | | | Everbridge, Inc. | | | | | 833,490 | | | | | | 0.1 | | |
4,549 (1) | | | Fair Isaac Corp. | | | | | 2,286,691 | | | | | | 0.3 | | |
11,196 (1) | | | FireEye, Inc. | | | | | 226,383 | | | | | | 0.0 | | |
10,889 (1) | | | Five9, Inc. | | | | | 1,996,934 | | | | | | 0.3 | | |
3,045 (1) | | | FleetCor Technologies, Inc. | | | | | 779,703 | | | | | | 0.1 | | |
21,842 (1) | | | Fortinet, Inc. | | | | | 5,202,546 | | | | | | 0.8 | | |
13,655 (1) | | | Gartner, Inc. | | | | | 3,307,241 | | | | | | 0.5 | | |
1,500 | | | Genpact Ltd. | | | | | 68,145 | | | | | | 0.0 | | |
6,335 (1) | | | Globant SA | | | | | 1,388,505 | | | | | | 0.2 | | |
2,792 (1) | | | GoDaddy, Inc. | | | | | 242,792 | | | | | | 0.0 | | |
70,601 | | | HP, Inc. | | | | | 2,131,444 | | | | | | 0.3 | | |
7,268 (1) | | | HubSpot, Inc. | | | | | 4,235,209 | | | | | | 0.6 | | |
427 (1) | | | IPG Photonics Corp. | | | | | 89,999 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
18,721 | | | Jabil, Inc. | | | | $ | 1,088,065 | | | | | | 0.2 | | |
3,142 | | | Jack Henry & Associates, Inc. | | | | | 513,748 | | | | | | 0.1 | | |
7,304 (1) | | | Jamf Holding Corp. | | | | | 245,195 | | | | | | 0.0 | | |
13,274 (1) | | | Keysight Technologies, Inc. | | | | | 2,049,638 | | | | | | 0.3 | | |
5,500 (1) | | | Manhattan Associates, Inc. | | | | | 796,620 | | | | | | 0.1 | | |
41,345 | | | Maxim Integrated Products | | | | | 4,356,109 | | | | | | 0.7 | | |
5,765 | | | McAfee Corp. | | | | | 161,535 | | | | | | 0.0 | | |
9,235 (1) | | | Medallia, Inc. | | | | | 311,681 | | | | | | 0.1 | | |
34,278 | | | Microchip Technology, Inc. | | | | | 5,132,788 | | | | | | 0.8 | | |
7,608 | | | MKS Instruments, Inc. | | | | | 1,353,844 | | | | | | 0.2 | | |
8,624 (1) | | | MongoDB, Inc. | | | | | 3,117,749 | | | | | | 0.5 | | |
7,309 | | | Monolithic Power Systems, Inc. | | | | | 2,729,546 | | | | | | 0.4 | | |
7,670 (1)(2) | | | nCino, Inc. | | | | | 459,586 | | | | | | 0.1 | | |
7,064 (1) | | | NCR Corp. | | | | | 322,189 | | | | | | 0.1 | | |
24,061 | | | NetApp, Inc. | | | | | 1,968,671 | | | | | | 0.3 | | |
8,920 (1) | | | New Relic, Inc. | | | | | 597,372 | | | | | | 0.1 | | |
23,751 | | | NortonLifeLock, Inc. | | | | | 646,502 | | | | | | 0.1 | | |
17,655 (1) | | | Nuance Communications, Inc. | | | | | 961,138 | | | | | | 0.1 | | |
31,398 (1) | | | Nutanix, Inc. | | | | | 1,200,032 | | | | | | 0.2 | | |
20,256 (1) | | | Okta, Inc. | | | | | 4,956,238 | | | | | | 0.7 | | |
37,354 (1) | | | ON Semiconductor Corp. | | | | | 1,429,911 | | | | | | 0.2 | | |
264,956 (1)(2) | | | Palantir Technologies, Inc. | | | | | 6,984,240 | | | | | | 1.0 | | |
15,545 (1) | | | Palo Alto Networks, Inc. | | | | | 5,767,972 | | | | | | 0.9 | | |
45,810 | | | Paychex, Inc. | | | | | 4,915,413 | | | | | | 0.7 | | |
8,269 (1) | | | Paycom Software, Inc. | | | | | 3,005,533 | | | | | | 0.5 | | |
6,110 (1) | | | Paylocity Holding Corp. | | | | | 1,165,788 | | | | | | 0.2 | | |
6,278 | | | Pegasystems, Inc. | | | | | 873,835 | | | | | | 0.1 | | |
9,247 (1) | | | Proofpoint, Inc. | | | | | 1,606,759 | | | | | | 0.2 | | |
17,186 (1) | | | PTC, Inc. | | | | | 2,427,694 | | | | | | 0.4 | | |
40,681 (1) | | | Pure Storage, Inc. - Class A | | | | | 794,500 | | | | | | 0.1 | | |
13,103 (1) | | | RingCentral, Inc. | | | | | 3,807,470 | | | | | | 0.6 | | |
51,740 (1) | | | Sabre Corp. | | | | | 645,715 | | | | | | 0.1 | | |
7,000 (1) | | | Shift4 Payments, Inc. | | | | | 656,040 | | | | | | 0.1 | | |
12,696 | | | Skyworks Solutions, Inc. | | | | | 2,434,458 | | | | | | 0.4 | | |
80,833 (1) | | | Slack Technologies, Inc. | | | | | 3,580,902 | | | | | | 0.5 | | |
19,585 (1) | | | Smartsheet, Inc. | | | | | 1,416,387 | | | | | | 0.2 | | |
26,717 (1) | | | Splunk, Inc. | | | | | 3,862,744 | | | | | | 0.6 | | |
33,571 (1) | | | StoneCo Ltd. | | | | | 2,251,271 | | | | | | 0.3 | | |
18,685 | | | Switch, Inc. | | | | | 394,440 | | | | | | 0.1 | | |
15,690 (1) | | | Synopsys, Inc. | | | | | 4,327,145 | | | | | | 0.6 | | |
15,157 (1) | | | Teradata Corp. | | | | | 757,395 | | | | | | 0.1 | | |
27,104 | | | Teradyne, Inc. | | | | | 3,630,852 | | | | | | 0.5 | | |
69,876 (1) | | | Trade Desk, Inc./The | | | | | 5,405,607 | | | | | | 0.8 | | |
5,685 (1) | | | Tyler Technologies, Inc. | | | | | 2,571,723 | | | | | | 0.4 | | |
951 | | | Ubiquiti, Inc. | | | | | 296,893 | | | | | | 0.0 | | |
23,995 (1) | | | Unity Software, Inc. | | | | | 2,635,371 | | | | | | 0.4 | | |
7,056 | | | Universal Display Corp. | | | | | 1,568,761 | | | | | | 0.2 | | |
14,914 | | | Vontier Corp. | | | | | 485,898 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
16,507 | | | Western Union Co. | | | | $ | 379,166 | | | | | | 0.1 | | |
4,886 (1) | | | WEX, Inc. | | | | | 947,395 | | | | | | 0.1 | | |
8,693 (1) | | | Wix.com Ltd. | | | | | 2,523,404 | | | | | | 0.4 | | |
40,117 | | | Xilinx, Inc. | | | | | 5,802,523 | | | | | | 0.9 | | |
8,683 (1) | | | Zebra Technologies Corp. | | | | | 4,597,562 | | | | | | 0.7 | | |
19,180 (1) | | | Zendesk, Inc. | | | | | 2,768,441 | | | | | | 0.4 | | |
12,605 (1) | | | Zscaler, Inc. | | | | | 2,723,436 | | | | | | 0.4 | | |
| | | | | | | | 228,593,146 | | | | | | 33.9 | | |
| | | | | | | ||||||||||
| | | Materials: 2.0% | | ||||||||||||
7,166 | | | Avery Dennison Corp. | | | | | 1,506,580 | | | | | | 0.2 | | |
6,026 (1) | | | Axalta Coating Systems Ltd. | | | | | 183,733 | | | | | | 0.0 | | |
15,519 | | | Ball Corp. | | | | | 1,257,349 | | | | | | 0.2 | | |
6,688 | | | Celanese Corp. - Series A | | | | | 1,013,901 | | | | | | 0.2 | | |
13,819 | | | Chemours Co. | | | | | 480,901 | | | | | | 0.1 | | |
2,601 | | | Crown Holdings, Inc. | | | | | 265,848 | | | | | | 0.0 | | |
6,483 (1) | | | Diversey Holdings Ltd. | | | | | 116,110 | | | | | | 0.0 | | |
5,316 | | | FMC Corp. | | | | | 575,191 | | | | | | 0.1 | | |
12,977 | | | Graphic Packaging Holding Co. | | | | | 235,403 | | | | | | 0.0 | | |
1,218 | | | Louisiana-Pacific Corp. | | | | | 73,433 | | | | | | 0.0 | | |
5,273 | | | LyondellBasell Industries NV - Class A | | | | | 542,433 | | | | | | 0.1 | | |
1,789 | | | Olin Corp. | | | | | 82,759 | | | | | | 0.0 | | |
16,294 | | | PPG Industries, Inc. | | | | | 2,766,232 | | | | | | 0.4 | | |
12,157 | | | RPM International, Inc. | | | | | 1,078,083 | | | | | | 0.2 | | |
6,693 | | | Scotts Miracle-Gro Co. | | | | | 1,284,521 | | | | | | 0.2 | | |
13,419 | | | Sealed Air Corp. | | | | | 795,076 | | | | | | 0.1 | | |
6,118 | | | Steel Dynamics, Inc. | | | | | 364,633 | | | | | | 0.1 | | |
1,086 | | | Westlake Chemical Corp. | | | | | 97,838 | | | | | | 0.0 | | |
9,172 | | | WR Grace & Co. | | | | | 633,969 | | | | | | 0.1 | | |
| | | | | | | | 13,353,993 | | | | | | 2.0 | | |
| | | | | | | ||||||||||
| | | Real Estate: 1.8% | | ||||||||||||
5,264 | | | Brookfield Property REIT, Inc. | | | | | 99,437 | | | | | | 0.0 | | |
2,886 (1) | | | CBRE Group, Inc. | | | | | 247,417 | | | | | | 0.0 | | |
5,427 | | | Coresite Realty Corp. | | | | | 730,474 | | | | | | 0.1 | | |
14,960 | | | Equity Lifestyle Properties, Inc. | | | | | 1,111,678 | | | | | | 0.2 | | |
1,903 | | | Extra Space Storage, Inc. | | | | | 311,749 | | | | | | 0.1 | | |
32,888 | | | Iron Mountain, Inc. | | | | | 1,391,820 | | | | | | 0.2 | | |
12,279 | | | Lamar Advertising Co. | | | | | 1,282,173 | | | | | | 0.2 | | |
11,363 (1)(2) | | | Opendoor Technologies, Inc. | | | | | 201,466 | | | | | | 0.0 | | |
2,951 | | | SBA Communications Corp. | | | | | 940,484 | | | | | | 0.1 | | |
46,233 | | | Simon Property Group, Inc. | | | | | 6,032,482 | | | | | | 0.9 | | |
| | | | | | | | 12,349,180 | | | | | | 1.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities: 0.1% | | ||||||||||||
5,226 | | | Brookfield Renewable Corp. | | | | $ | 219,179 | | | | | | 0.0 | | |
18,011 | | | NRG Energy, Inc. | | | | | 725,843 | | | | | | 0.1 | | |
| | | | | | | | 945,022 | | | | | | 0.1 | | |
| | | Total Common Stock | | | | | | | | | | | | | |
| | | (Cost $398,431,169) | | | | | 670,042,331 | | | | | | 99.3 | | |
| | | | | ||||||||||||
EXCHANGE-TRADED FUNDS: 0.6% | | |||||||||||||||
37,730 | | | iShares Russell Mid-Cap Growth ETF | | | | | 4,271,036 | | | | | | 0.6 | | |
| | | Total Exchange-Traded Funds | | | | | | | | | | | | | |
| | | (Cost $4,131,480) | | | | | 4,271,036 | | | | | | 0.6 | | |
| | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | (Cost $402,562,649) | | | | | 674,313,367 | | | | | | 99.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.6% | | |||||||||||||||
| | | Repurchase Agreements: 1.6% | | ||||||||||||
412,063 (3) | | | Bank of America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $412,064, collateralized by various U.S. Government Agency Obligations, 1.500%-8.500%, Market Value plus accrued interest $420,304, due 07/15/21-01/15/60) | | | | | 412,063 | | | | | | 0.0 | | |
2,506,200 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,506,203, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,556,324, due 07/25/21-05/20/71) | | | | | 2,506,200 | | | | | | 0.4 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,249,529 (3) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,249,532, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,274,520, due 08/01/21-06/01/51) | | | | $ | 1,249,529 | | | | | | 0.2 | | |
1,587,523 (3) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,587,526, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,619,276, due 05/01/24-04/20/71) | | | | | 1,587,523 | | | | | | 0.2 | | |
2,506,200 (3) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,506,206, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,556,331, due 02/28/27) | | | | | 2,506,200 | | | | | | 0.4 | | |
2,506,187 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,506,190, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,556,311, due 08/01/21-04/15/62) | | | | | 2,506,187 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $10,767,702) | | | | $ | 10,767,702 | | | | | | 1.6 | | |
| | | Total Investments in Securities (Cost $413,330,351) | | | | $ | 685,081,069 | | | | | | 101.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (10,038,342) | | | | | | (1.5) | | |
| | | Net Assets | | | | $ | 675,042,727 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 33.9% | |
| Health Care | | | 17.2% | |
| Consumer Discretionary | | | 15.8% | |
| Industrials | | | 14.3% | |
| Communication Services | | | 6.2% | |
| Financials | | | 4.4% | |
| Consumer Staples | | | 2.1% | |
| Materials | | | 2.0% | |
| Real Estate | | | 1.8% | |
| Energy | | | 1.5% | |
| Exchange-Traded Funds | | | 0.6% | |
| Utilities | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 670,042,331 | | | | | $ | — | | | | | $ | — | | | | | $ | 670,042,331 | | |
Exchange-Traded Funds | | | | | 4,271,036 | | | | | | — | | | | | | — | | | | | | 4,271,036 | | |
Short-Term Investments | | | | | — | | | | | | 10,767,702 | | | | | | — | | | | | | 10,767,702 | | |
Total Investments, at fair value | | | | $ | 674,313,367 | | | | | $ | 10,767,702 | | | | | $ | — | | | | | $ | 685,081,069 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (23,626) | | | | | $ | — | | | | | $ | — | | | | | $ | (23,626) | | |
Total Liabilities | | | | $ | (23,626) | | | | | $ | — | | | | | $ | — | | | | | $ | (23,626) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 6 | | | | | | 09/17/21 | | | | | $ | 1,615,440 | | | | | $ | (23,626) | | |
| | | | | | | | | | | | | | | | $ | 1,615,440 | | | | | $ | (23,626) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 23,626 | | |
Total Liability Derivatives | | | | | | | $ | 23,626 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 347,576 | | |
Total | | | | $ | 347,576 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (77,856) | | |
Total | | | | $ | (77,856) | | |
| Gross Unrealized Appreciation | | | | $ | 274,921,068 | | |
| Gross Unrealized Depreciation | | | | | (4,115,344) | | |
| Net Unrealized Appreciation | | | | $ | 270,805,724 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 4.9% | | ||||||||||||
34,088 (1) | | | Altice USA, Inc. | | | | $ | 1,163,764 | | | | | | 0.1 | | |
861 | | | Cable One, Inc. | | | | | 1,646,929 | | | | | | 0.1 | | |
26,334 (1)(2) | | | Discovery Communications, Inc. - Class A | | | | | 807,927 | | | | | | 0.0 | | |
50,289 (1) | | | Discovery Communications, Inc. - Class C | | | | | 1,457,375 | | | | | | 0.1 | | |
39,614 (1)(2) | | | Dish Network Corp. - Class A | | | | | 1,655,865 | | | | | | 0.1 | | |
51,404 | | | Fox Corp. - Class A | | | | | 1,908,630 | | | | | | 0.1 | | |
24,246 | | | Fox Corp. - Class B | | | | | 853,459 | | | | | | 0.0 | | |
12,189 (1) | | | IAC/InterActiveCorp | | | | | 1,879,178 | | | | | | 0.1 | | |
62,503 | | | Interpublic Group of Cos., Inc. | | | | | 2,030,722 | | | | | | 0.1 | | |
3,984 (1) | | | Liberty Media Corp.- Liberty Formula One A Tracking Stock | | | | | 169,838 | | | | | | 0.0 | | |
31,606 (1) | | | Liberty Media Corp.- Liberty Formula One C Tracking Stock | | | | | 1,523,725 | | | | | | 0.1 | | |
12,741 (1) | | | Liberty Media Corp.- Liberty SiriusXM A Tracking Stock | | | | | 593,476 | | | | | | 0.0 | | |
25,859 (1) | | | Liberty Media Corp.- Liberty SiriusXM C Tracking Stock | | | | | 1,199,599 | | | | | | 0.1 | | |
3,951 (1) | | | Liberty Broadband Corp. - Series A | | | | | 664,440 | | | | | | 0.0 | | |
24,197 (1) | | | Liberty Broadband Corp. - Series C | | | | | 4,202,051 | | | | | | 0.2 | | |
21,408 (1) | | | Live Nation Entertainment, Inc. | | | | | 1,875,127 | | | | | | 0.1 | | |
175,557 | | | Lumen Technologies, Inc. | | | | | 2,385,820 | | | | | | 0.1 | | |
3,008 (1) | | | Madison Square Garden Sports Corp. | | | | | 519,091 | | | | | | 0.0 | | |
43,034 (1) | | | Match Group, Inc. | | | | | 6,939,232 | | | | | | 0.4 | | |
26,310 | | | New York Times Co. | | | | | 1,145,800 | | | | | | 0.1 | | |
62,154 | | | News Corp - Class A | | | | | 1,601,709 | | | | | | 0.1 | | |
19,313 | | | News Corp - Class B | | | | | 470,272 | | | | | | 0.0 | | |
6,561 | | | Nexstar Media Group, Inc. | | | | | 970,241 | | | | | | 0.1 | | |
33,979 | | | Omnicom Group | | | | | 2,717,980 | | | | | | 0.1 | | |
87,187 (1) | | | Pinterest, Inc. | | | | | 6,883,414 | | | | | | 0.4 | | |
12,137 (1) | | | Playtika Holding Corp. | | | | | 289,346 | | | | | | 0.0 | | |
18,379 (1) | | | Roku, Inc. | | | | | 8,440,556 | | | | | | 0.5 | | |
143,701 (2) | | | Sirius XM Holdings, Inc. | | | | | 939,805 | | | | | | 0.1 | | |
46,951 (1)(2) | | | Skillz, Inc. | | | | | 1,019,776 | | | | | | 0.1 | | |
21,796 (1) | | | Spotify Technology SA | | | | | 6,006,760 | | | | | | 0.3 | | |
18,208 (1) | | | Take-Two Interactive Software, Inc. | | | | | 3,223,180 | | | | | | 0.2 | | |
15,688 (1) | | | TripAdvisor, Inc. | | | | | 632,226 | | | | | | 0.0 | | |
124,425 (1) | | | Twitter, Inc. | | | | | 8,561,684 | | | | | | 0.5 | | |
1,304 (2) | | | ViacomCBS, Inc. - Class A | | | | | 63,179 | | | | | | 0.0 | | |
92,986 | | | ViacomCBS, Inc. - Class B | | | | | 4,202,967 | | | | | | 0.2 | | |
19,981 (1) | | | Vimeo, Inc. | | | | | 979,069 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Communication Services (continued) | | ||||||||||||
7,093 (2) | | | World Wrestling Entertainment, Inc. | | | | $ | 410,614 | | | | | | 0.0 | | |
9,471 (1) | | | Zillow Group, Inc. - Class A | | | | | 1,160,482 | | | | | | 0.1 | | |
26,145 (1) | | | Zillow Group, Inc. - Class C | | | | | 3,195,442 | | | | | | 0.2 | | |
159,261 (1) | | | Zynga, Inc. - Class A | | | | | 1,692,944 | | | | | | 0.1 | | |
| | | | | | | | 88,083,694 | | | | | | 4.9 | | |
| | | | | | | | | | | | | | | | |
| | | Consumer Discretionary: 12.7% | | ||||||||||||
10,428 | | | Advance Auto Parts, Inc. | | | | | 2,139,200 | | | | | | 0.1 | | |
43,044 (1) | | | Aptiv PLC | | | | | 6,772,113 | | | | | | 0.4 | | |
36,536 | | | Aramark | | | | | 1,360,966 | | | | | | 0.1 | | |
8,094 (1) | | | Autonation, Inc. | | | | | 767,392 | | | | | | 0.0 | | |
3,511 (1) | | | Autozone, Inc. | | | | | 5,239,184 | | | | | | 0.3 | | |
39,878 | | | Best Buy Co., Inc. | | | | | 4,585,172 | | | | | | 0.3 | | |
38,197 | | | BorgWarner, Inc. | | | | | 1,854,082 | | | | | | 0.1 | | |
13,087 (1) | | | Boyd Gaming Corp. | | | | | 804,720 | | | | | | 0.0 | | |
9,687 (1) | | | Bright Horizons Family Solutions, Inc. | | | | | 1,425,055 | | | | | | 0.1 | | |
12,407 | | | Brunswick Corp. | | | | | 1,235,985 | | | | | | 0.1 | | |
10,581 (1) | | | Burlington Stores, Inc. | | | | | 3,406,976 | | | | | | 0.2 | | |
31,798 (1) | | | Caesars Entertainment, Inc. | | | | | 3,299,043 | | | | | | 0.2 | | |
23,547 (1) | | | Capri Holdings Ltd. | | | | | 1,346,653 | | | | | | 0.1 | | |
26,008 (1) | | | Carmax, Inc. | | | | | 3,358,933 | | | | | | 0.2 | | |
135,848 (1)(2) | | | Carnival Corp. | | | | | 3,580,953 | | | | | | 0.2 | | |
6,865 | | | Carter’s, Inc. | | | | | 708,262 | | | | | | 0.0 | | |
12,298 (1)(2) | | | Carvana Co. | | | | | 3,711,782 | | | | | | 0.2 | | |
22,344 (1) | | | Chegg, Inc. | | | | | 1,857,010 | | | | | | 0.1 | | |
4,476 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 6,939,322 | | | | | | 0.4 | | |
5,552 | | | Choice Hotels International, Inc. | | | | | 659,911 | | | | | | 0.0 | | |
5,878 | | | Churchill Downs, Inc. | | | | | 1,165,372 | | | | | | 0.1 | | |
6,366 | | | Columbia Sportswear Co. | | | | | 626,160 | | | | | | 0.0 | | |
20,740 | | | Darden Restaurants, Inc. | | | | | 3,027,833 | | | | | | 0.2 | | |
4,446 (1) | | | Deckers Outdoor Corp. | | | | | 1,707,575 | | | | | | 0.1 | | |
10,021 | | | Dick’s Sporting Goods, Inc. | | | | | 1,004,004 | | | | | | 0.1 | | |
36,950 (1) | | | Dollar Tree, Inc. | | | | | 3,676,525 | | | | | | 0.2 | | |
6,169 | | | Domino’s Pizza, Inc. | | | | | 2,877,777 | | | | | | 0.2 | | |
13,373 (1)(2) | | | DoorDash, Inc. | | | | | 2,384,807 | | | | | | 0.1 | | |
53,049 | | | D.R. Horton, Inc. | | | | | 4,794,038 | | | | | | 0.3 | | |
48,426 (1) | | | DraftKings, Inc. - Class A | | | | | 2,526,384 | | | | | | 0.1 | | |
20,197 (1) | | | Etsy, Inc. | | | | | 4,157,351 | | | | | | 0.2 | | |
22,513 (1) | | | Expedia Group, Inc. | | | | | 3,685,603 | | | | | | 0.2 | | |
8,784 (1) | | | Five Below, Inc. | | | | | 1,697,684 | | | | | | 0.1 | | |
16,227 (1) | | | Floor & Decor Holdings, Inc. | | | | | 1,715,194 | | | | | | 0.1 | | |
14,310 | | | Foot Locker, Inc. | | | | | 881,925 | | | | | | 0.0 | | |
13,674 (1) | | | frontdoor, Inc. | | | | | 681,239 | | | | | | 0.0 | | |
9,434 (1) | | | GameStop Corp. | | | | | 2,020,197 | | | | | | 0.1 | | |
32,092 | | | Gap, Inc. | | | | | 1,079,896 | | | | | | 0.1 | | |
24,143 | | | Garmin Ltd. | | | | | 3,492,044 | | | | | | 0.2 | | |
38,525 | | | Gentex Corp. | | | | | 1,274,792 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
22,532 | | | Genuine Parts Co. | | | | $ | 2,849,622 | | | | | | 0.2 | | |
7,312 (1) | | | Grand Canyon Education, Inc. | | | | | 657,861 | | | | | | 0.0 | | |
28,957 | | | H&R Block, Inc. | | | | | 679,910 | | | | | | 0.0 | | |
55,324 | | | Hanesbrands, Inc. | | | | | 1,032,899 | | | | | | 0.1 | | |
24,414 | | | Harley-Davidson, Inc. | | | | | 1,118,649 | | | | | | 0.1 | | |
20,395 | | | Hasbro, Inc. | | | | | 1,927,735 | | | | | | 0.1 | | |
6,116 (1) | | | Hayward Holdings, Inc. | | | | | 159,138 | | | | | | 0.0 | | |
43,701 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 5,271,215 | | | | | | 0.3 | | |
6,451 (1)(2) | | | Hyatt Hotels Corp. | | | | | 500,856 | | | | | | 0.0 | | |
24,962 | | | Kohl’s Corp. | | | | | 1,375,656 | | | | | | 0.1 | | |
37,603 | | | L Brands, Inc. | | | | | 2,709,672 | | | | | | 0.1 | | |
9,571 | | | Lear Corp. | | | | | 1,677,605 | | | | | | 0.1 | | |
21,197 | | | Leggett & Platt, Inc. | | | | | 1,098,217 | | | | | | 0.1 | | |
43,289 | | | Lennar Corp. - Class A | | | | | 4,300,762 | | | | | | 0.2 | | |
2,496 | | | Lennar Corp. - Class B | | | | | 203,299 | | | | | | 0.0 | | |
17,377 (1) | | | Leslie’s, Inc. | | | | | 477,694 | | | | | | 0.0 | | |
4,613 | | | Lithia Motors, Inc. | | | | | 1,585,211 | | | | | | 0.1 | | |
44,600 (1) | | | LKQ Corp. | | | | | 2,195,212 | | | | | | 0.1 | | |
18,192 (1) | | | Lululemon Athletica, Inc. | | | | | 6,639,534 | | | | | | 0.4 | | |
6,638 (1) | | | Marriott Vacations Worldwide Corp. | | | | | 1,057,433 | | | | | | 0.1 | | |
55,594 (1) | | | Mattel, Inc. | | | | | 1,117,439 | | | | | | 0.1 | | |
65,079 | | | MGM Resorts International | | | | | 2,775,619 | | | | | | 0.2 | | |
9,018 (1) | | | Mohawk Industries, Inc. | | | | | 1,733,169 | | | | | | 0.1 | | |
60,644 | | | Newell Brands, Inc. | | | | | 1,665,891 | | | | | | 0.1 | | |
17,618 (1) | | | Nordstrom, Inc. | | | | | 644,290 | | | | | | 0.0 | | |
58,881 (1)(2) | | | Norwegian Cruise Line Holdings Ltd. | | | | | 1,731,690 | | | | | | 0.1 | | |
526 (1) | | | NVR, Inc. | | | | | 2,615,956 | | | | | | 0.1 | | |
10,401 (1)(2) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 875,036 | | | | | | 0.0 | | |
11,002 (1) | | | O’Reilly Automotive, Inc. | | | | | 6,229,442 | | | | | | 0.3 | | |
42,108 (1) | | | Peloton Interactive, Inc. | | | | | 5,222,234 | | | | | | 0.3 | | |
24,893 (1) | | | Penn National Gaming, Inc. | | | | | 1,904,066 | | | | �� | | 0.1 | | |
5,071 | | | Penske Auto Group, Inc. | | | | | 382,810 | | | | | | 0.0 | | |
11,898 (1)(2) | | | Petco Health & Wellness Co., Inc. | | | | | 266,634 | | | | | | 0.0 | | |
13,281 (1) | | | Planet Fitness, Inc. | | | | | 999,395 | | | | | | 0.1 | | |
9,196 | | | Polaris, Inc. | | | | | 1,259,484 | | | | | | 0.1 | | |
6,208 | | | Pool Corp. | | | | | 2,847,361 | | | | | | 0.2 | | |
41,773 | | | Pulte Group, Inc. | | | | | 2,279,553 | | | | | | 0.1 | | |
11,319 (1) | | | PVH Corp. | | | | | 1,217,811 | | | | | | 0.1 | | |
18,540 (1)(2) | | | QuantumScape Corp. | | | | | 542,480 | | | | | | 0.0 | | |
59,259 | | | Qurate Retail, Inc. | | | | | 775,700 | | | | | | 0.0 | | |
7,544 | | | Ralph Lauren Corp. | | | | | 888,759 | | | | | | 0.0 | | |
2,736 (1) | | | RH | | | | | 1,857,744 | | | | | | 0.1 | | |
34,952 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 2,980,707 | | | | | | 0.2 | | |
26,085 | | | Service Corp. International | | | | | 1,397,895 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
12,297 (1) | | | Six Flags Entertainment Corp. | | | | $ | 532,214 | | | | | | 0.0 | | |
21,002 (1) | | | Skechers USA, Inc. | | | | | 1,046,530 | | | | | | 0.1 | | |
44,502 (1) | | | Tapestry, Inc. | | | | | 1,934,947 | | | | | | 0.1 | | |
29,016 | | | Tempur Sealy International, Inc. | | | | | 1,137,137 | | | | | | 0.1 | | |
20,508 (1) | | | Terminix Global Holdings, Inc. | | | | | 978,437 | | | | | | 0.1 | | |
8,486 | | | Thor Industries, Inc. | | | | | 958,918 | | | | | | 0.1 | | |
17,912 | | | Toll Brothers, Inc. | | | | | 1,035,493 | | | | | | 0.1 | | |
5,260 (1) | | | TopBuild Corp. | | | | | 1,040,323 | | | | | | 0.1 | | |
18,337 | | | Tractor Supply Co. | | | | | 3,411,782 | | | | | | 0.2 | | |
13,510 | | | Travel + Leisure Co. | | | | | 803,170 | | | | | | 0.0 | | |
8,580 (1) | | | Ulta Beauty, Inc. | | | | | 2,966,707 | | | | | | 0.2 | | |
30,040 (1) | | | Under Armour, Inc. - Class A | | | | | 635,346 | | | | | | 0.0 | | |
31,572 (1) | | | Under Armour, Inc. - Class C | | | | | 586,292 | | | | | | 0.0 | | |
6,364 (1) | | | Vail Resorts, Inc. | | | | | 2,014,333 | | | | | | 0.1 | | |
51,646 | | | VF Corp. | | | | | 4,237,038 | | | | | | 0.2 | | |
18,352 (1)(2) | | | Vroom, Inc. | | | | | 768,215 | | | | | | 0.0 | | |
12,016 (1)(2) | | | Wayfair, Inc. | | | | | 3,793,571 | | | | | | 0.2 | | |
28,410 | | | Wendy’s Company | | | | | 665,362 | | | | | | 0.0 | | |
9,772 | | | Whirlpool Corp. | | | | | 2,130,491 | | | | | | 0.1 | | |
11,940 (2) | | | Williams-Sonoma, Inc. | | | | | 1,906,221 | | | | | | 0.1 | | |
14,619 | | | Wyndham Hotels & Resorts, Inc. | | | | | 1,056,808 | | | | | | 0.1 | | |
16,849 (1) | | | Wynn Resorts Ltd. | | | | | 2,060,633 | | | | | | 0.1 | | |
13,640 (1) | | | YETI Holdings, Inc. | | | | | 1,252,425 | | | | | | 0.1 | | |
67,124 | | | Yum China Holdings, Inc. | | | | | 4,446,965 | | | | | | 0.2 | | |
47,583 | | | Yum! Brands, Inc. | | | | | 5,473,473 | | | | | | 0.3 | | |
| | | | | | | | 228,131,290 | | | | | | 12.7 | | |
| | | | | | | | | | | | | | | | |
| | | Consumer Staples: 3.4% | | ||||||||||||
24,751 (2) | | | Albertsons Cos, Inc. | | | | | 486,605 | | | | | | 0.0 | | |
88,818 | | | Archer-Daniels-Midland Co. | | | | | 5,382,371 | | | | | | 0.3 | | |
9,138 (1)(2) | | | Beyond Meat, Inc. | | | | | 1,439,144 | | | | | | 0.1 | | |
1,486 (1) | | | Boston Beer Co., Inc. | | | | | 1,516,909 | | | | | | 0.1 | | |
7,260 | | | Brown-Forman Corp. - Class A | | | | | 511,830 | | | | | | 0.0 | | |
29,248 | | | Brown-Forman Corp. - Class B | | | | | 2,191,845 | | | | | | 0.1 | | |
21,911 | | | Bunge Ltd. | | | | | 1,712,345 | | | | | | 0.1 | | |
31,114 | | | Campbell Soup Co. | | | | | 1,418,487 | | | | | | 0.1 | | |
5,877 | | | Casey’s General Stores, Inc. | | | | | 1,143,899 | | | | | | 0.1 | | |
39,136 | | | Church & Dwight Co., Inc. | | | | | 3,335,170 | | | | | | 0.2 | | |
19,846 | | | Clorox Co. | | | | | 3,570,494 | | | | | | 0.2 | | |
74,715 | | | Conagra Brands, Inc. | | | | | 2,718,132 | | | | | | 0.2 | | |
46,272 (1) | | | Coty, Inc - Class A | | | | | 432,180 | | | | | | 0.0 | | |
25,764 (1) | | | Darling Ingredients, Inc. | | | | | 1,739,070 | | | | | | 0.1 | | |
29,884 | | | Flowers Foods, Inc. | | | | | 723,193 | | | | | | 0.0 | | |
6,506 (1) | | | Freshpet, Inc. | | | | | 1,060,218 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
13,929 (1)(2) | | | Grocery Outlet Holding Corp. | | | | $ | 482,779 | | | | | | 0.0 | | |
13,358 (1) | | | Hain Celestial Group, Inc. | | | | | 535,923 | | | | | | 0.0 | | |
17,119 (1) | | | Herbalife Nutrition Ltd. | | | | | 902,685 | | | | | | 0.0 | | |
23,338 | | | Hershey Co. | | | | | 4,065,013 | | | | | | 0.2 | | |
45,106 (2) | | | Hormel Foods Corp. | | | | | 2,153,811 | | | | | | 0.1 | | |
10,689 | | | Ingredion, Inc. | | | | | 967,354 | | | | | | 0.1 | | |
16,919 (2) | | | JM Smucker Co. | | | | | 2,192,195 | | | | | | 0.1 | | |
40,147 | | | Kellogg Co. | | | | | 2,582,657 | | | | | | 0.1 | | |
119,269 | | | Kroger Co. | | | | | 4,569,195 | | | | | | 0.3 | | |
23,276 | | | Lamb Weston Holdings, Inc. | | | | | 1,877,442 | | | | | | 0.1 | | |
39,793 | | | McCormick & Co., Inc. | | | | | 3,514,518 | | | | | | 0.2 | | |
28,464 (1) | | | Molson Coors Beverage Co. | | | | | 1,528,232 | | | | | | 0.1 | | |
7,578 (1) | | | Pilgrim’s Pride Corp. | | | | | 168,080 | | | | | | 0.0 | | |
9,403 (1) | | | Post Holdings, Inc. | | | | | 1,019,943 | | | | | | 0.1 | | |
8,662 | | | Reynolds Consumer Products, Inc. | | | | | 262,892 | | | | | | 0.0 | | |
40 | | | Seaboard Corp. | | | | | 154,749 | | | | | | 0.0 | | |
6,674 | | | Spectrum Brands Holdings, Inc. | | | | | 567,557 | | | | | | 0.0 | | |
45,809 | | | Tyson Foods, Inc. | | | | | 3,378,872 | | | | | | 0.2 | | |
35,218 (1) | | | US Foods Holding Corp. | | | | | 1,350,962 | | | | | | 0.1 | | |
| | | | | | | | 61,656,751 | | | | | | 3.4 | | |
| | | | | | | | | | | | | | | | |
| | | Energy: 3.7% | | ||||||||||||
53,296 | | | Antero Midstream Corp. | | | | | 553,745 | | | | | | 0.0 | | |
60,143 | | | APA Corp. | | | | | 1,300,893 | | | | | | 0.1 | | |
117,555 | | | Baker Hughes Co. | | | | | 2,688,483 | | | | | | 0.1 | | |
62,597 | | | Cabot Oil & Gas Corp. | | | | | 1,092,944 | | | | | | 0.1 | | |
37,359 (1) | | | Cheniere Energy, Inc. | | | | | 3,240,520 | | | | | | 0.2 | | |
16,030 | | | Cimarex Energy Co. | | | | | 1,161,373 | | | | | | 0.1 | | |
10,367 (2) | | | Continental Resources, Inc. | | | | | 394,257 | | | | | | 0.0 | | |
107,530 | | | Devon Energy Corp. | | | | | 3,138,801 | | | | | | 0.2 | | |
28,804 | | | Diamondback Energy, Inc. | | | | | 2,704,408 | | | | | | 0.1 | | |
44,399 (1) | | | EQT Corp. | | | | | 988,322 | | | | | | 0.1 | | |
141,335 | | | Halliburton Co. | | | | | 3,267,665 | | | | | | 0.2 | | |
44,233 | | | Hess Corp. | | | | | 3,862,426 | | | | | | 0.2 | | |
23,858 | | | HollyFrontier Corp. | | | | | 784,928 | | | | | | 0.0 | | |
125,023 | | | Marathon Oil Corp. | | | | | 1,702,813 | | | | | | 0.1 | | |
104,000 | | | Marathon Petroleum Corp. | | | | | 6,283,680 | | | | | | 0.3 | | |
4,223 | | | New Fortress Energy, Inc. | | | | | 159,967 | | | | | | 0.0 | | |
62,114 (1) | | | NOV, Inc. | | | | | 951,586 | | | | | | 0.1 | | |
134,803 | | | Occidental Petroleum Corp. | | | | | 4,215,290 | | | | | | 0.2 | | |
70,759 | | | Oneok, Inc. | | | | | 3,937,031 | | | | | | 0.2 | | |
69,849 | | | Phillips 66 | | | | | 5,994,441 | | | | | | 0.3 | | |
34,428 | | | Pioneer Natural Resources Co. | | | | | 5,595,239 | | | | | | 0.3 | | |
35,930 | | | Targa Resources Corp. | | | | | 1,597,089 | | | | | | 0.1 | | |
938 | | | Texas Pacific Land Corp. | | | | | 1,500,556 | | | | | | 0.1 | | |
65,130 | | | Valero Energy Corp. | | | | | 5,085,350 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
193,919 | | | Williams Cos., Inc. | | | | $ | 5,148,549 | | | | | | 0.3 | | |
| | | | | | | | 67,350,356 | | | | | | 3.7 | | |
| | | | | | | | | | | | | | | | |
| | | Financials: 11.7% | | ||||||||||||
6,618 | | | Affiliated Managers Group, Inc. | | | | | 1,020,562 | | | | | | 0.1 | | |
107,123 | | | Aflac, Inc. | | | | | 5,748,220 | | | | | | 0.3 | | |
83,579 | | | AGNC Investment Corp. | | | | | 1,411,649 | | | | | | 0.1 | | |
2,153 (1) | | | Alleghany Corp. | | | | | 1,436,202 | | | | | | 0.1 | | |
59,073 | | | Ally Financial, Inc. | | | | | 2,944,198 | | | | | | 0.2 | | |
10,810 | | | American Financial Group, Inc. | | | | | 1,348,223 | | | | | | 0.1 | | |
18,591 | | | Ameriprise Financial, Inc. | | | | | 4,626,928 | | | | | | 0.3 | | |
222,840 | | | Annaly Capital Management, Inc. | | | | | 1,978,819 | | | | | | 0.1 | | |
28,464 | | | Apollo Global Management, Inc. | | | | | 1,770,461 | | | | | | 0.1 | | |
61,974 (1) | | | Arch Capital Group Ltd. | | | | | 2,413,268 | | | | | | 0.1 | | |
21,924 | | | Ares Management Corp. | | | | | 1,394,147 | | | | | | 0.1 | | |
32,267 | | | Arthur J. Gallagher & Co. | | | | | 4,519,961 | | | | | | 0.2 | | |
9,631 | | | Assurant, Inc. | | | | | 1,504,170 | | | | | | 0.1 | | |
11,592 | | | Assured Guaranty Ltd. | | | | | 550,388 | | | | | | 0.0 | | |
18,409 (1) | | | Athene Holding Ltd. | | | | | 1,242,608 | | | | | | 0.1 | | |
12,346 | | | Axis Capital Holdings Ltd. | | | | | 605,077 | | | | | | 0.0 | | |
6,343 (2) | | | Bank of Hawaii Corp. | | | | | 534,207 | | | | | | 0.0 | | |
19,588 | | | Bank OZK | | | | | 825,830 | | | | | | 0.0 | | |
4,872 | | | BOK Financial Corp. | | | | | 421,915 | | | | | | 0.0 | | |
13,726 (1) | | | Brighthouse Financial, Inc. | | | | | 625,082 | | | | | | 0.0 | | |
37,382 | | | Brown & Brown, Inc. | | | | | 1,986,480 | | | | | | 0.1 | | |
25,878 | | | Carlyle Group, Inc./The | | | | | 1,202,809 | | | | | | 0.1 | | |
16,957 | | | Cboe Global Markets, Inc. | | | | | 2,018,731 | | | | | | 0.1 | | |
23,890 | | | Cincinnati Financial Corp. | | | | | 2,786,052 | | | | | | 0.2 | | |
67,760 | | | Citizens Financial Group, Inc. | | | | | 3,108,151 | | | | | | 0.2 | | |
4,406 | | | CNA Financial Corp. | | | | | 200,429 | | | | | | 0.0 | | |
22,247 | | | Comerica, Inc. | | | | | 1,587,101 | | | | | | 0.1 | | |
16,962 | | | Commerce Bancshares, Inc. | | | | | 1,264,687 | | | | | | 0.1 | | |
1,483 (1)(2) | | | Credit Acceptance Corp. | | | | | 673,445 | | | | | | 0.0 | | |
9,104 (2) | | | Cullen/Frost Bankers, Inc. | | | | | 1,019,648 | | | | | | 0.1 | | |
48,598 | | | Discover Financial Services | | | | | 5,748,657 | | | | | | 0.3 | | |
22,502 | | | East West Bancorp, Inc. | | | | | 1,613,168 | | | | | | 0.1 | | |
61,159 | | | Equitable Holdings, Inc. | | | | | 1,862,292 | | | | | | 0.1 | | |
4,000 | | | Erie Indemnity Co. | | | | | 773,400 | | | | | | 0.0 | | |
6,374 | | | Evercore, Inc. | | | | | 897,268 | | | | | | 0.0 | | |
6,322 | | | Everest Re Group Ltd. | | | | | 1,593,207 | | | | | | 0.1 | | |
6,045 | | | Factset Research Systems, Inc. | | | | | 2,028,762 | | | | | | 0.1 | | |
44,062 | | | Fidelity National Financial, Inc. | | | | | 1,914,935 | | | | | | 0.1 | | |
111,915 | | | Fifth Third Bancorp | | | | | 4,278,510 | | | | | | 0.2 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
16,975 | | | First American Financial Corp. | | | | $ | 1,058,391 | | | | | | 0.1 | | |
963 | | | First Citizens BancShares, Inc. | | | | | 801,929 | | | | | | 0.0 | | |
20,750 | | | First Hawaiian, Inc. | | | | | 588,055 | | | | | | 0.0 | | |
87,260 | | | First Horizon Corp. | | | | | 1,507,853 | | | | | | 0.1 | | |
27,966 | | | First Republic Bank | | | | | 5,234,396 | | | | | | 0.3 | | |
50,761 | | | FNB Corp. | | | | | 625,883 | | | | | | 0.0 | | |
46,105 | | | Franklin Resources, Inc. | | | | | 1,474,899 | | | | | | 0.1 | | |
16,176 | | | Globe Life, Inc. | | | | | 1,540,764 | | | | | | 0.1 | | |
7,642 (1) | | | GoHealth, Inc. | | | | | 85,667 | | | | | | 0.0 | | |
5,692 | | | Hanover Insurance Group, Inc. | | | | | 772,063 | | | | | | 0.0 | | |
56,895 | | | Hartford Financial Services Group, Inc. | | | | | 3,525,783 | | | | | | 0.2 | | |
233,769 | | | Huntington Bancshares, Inc. | | | | | 3,335,884 | | | | | | 0.2 | | |
12,800 | | | Interactive Brokers Group, Inc. | | | | | 841,344 | | | | | | 0.0 | | |
53,181 | | | Invesco Ltd. | | | | | 1,421,528 | | | | | | 0.1 | | |
27,235 | | | Janus Henderson Group PLC | | | | | 1,056,990 | | | | | | 0.1 | | |
34,882 | | | Jefferies Financial Group, Inc. | | | | | 1,192,964 | | | | | | 0.1 | | |
9,719 | | | Kemper Corp. | | | | | 718,234 | | | | | | 0.0 | | |
154,272 | | | Keycorp | | | | | 3,185,717 | | | | | | 0.2 | | |
87,751 | | | KKR & Co., Inc. | | | | | 5,198,369 | | | | | | 0.3 | | |
16,238 | | | Lazard Ltd. | | | | | 734,770 | | | | | | 0.0 | | |
6,092 (1)(2) | | | Lemonade, Inc. | | | | | 666,526 | | | | | | 0.0 | | |
30,212 | | | Lincoln National Corp. | | | | | 1,898,522 | | | | | | 0.1 | | |
35,365 | | | Loews Corp. | | | | | 1,932,697 | | | | | | 0.1 | | |
12,693 | | | LPL Financial Holdings, Inc. | | | | | 1,713,301 | | | | | | 0.1 | | |
20,459 | | | M&T Bank Corp. | | | | | 2,972,897 | | | | | | 0.2 | | |
2,156 (1) | | | Markel Corp. | | | | | 2,558,547 | | | | | | 0.1 | | |
5,957 | | | MarketAxess Holdings, Inc. | | | | | 2,761,606 | | | | | | 0.2 | | |
4,243 | | | Mercury General Corp. | | | | | 275,583 | | | | | | 0.0 | | |
53,871 | | | MGIC Investment Corp. | | | | | 732,646 | | | | | | 0.0 | | |
3,729 | | | Morningstar, Inc. | | | | | 958,763 | | | | | | 0.1 | | |
12,791 | | | MSCI, Inc. - Class A | | | | | 6,818,626 | | | | | | 0.4 | | |
18,212 | | | Nasdaq, Inc. | | | | | 3,201,670 | | | | | | 0.2 | | |
68,988 | | | New Residential Investment Corp. | | | | | 730,583 | | | | | | 0.0 | | |
71,966 | | | New York Community Bancorp., Inc. | | | | | 793,065 | | | | | | 0.0 | | |
32,742 | | | Northern Trust Corp. | | | | | 3,785,630 | | | | | | 0.2 | | |
44,629 | | | Old Republic International Corp. | | | | | 1,111,708 | | | | | | 0.1 | | |
14,120 | | | OneMain Holdings, Inc. | | | | | 845,929 | | | | | | 0.0 | | |
18,787 | | | PacWest Bancorp | | | | | 773,273 | | | | | | 0.0 | | |
67,794 | | | People’s United Financial, Inc. | | | | | 1,161,989 | | | | | | 0.1 | | |
11,847 | | | Pinnacle Financial Partners, Inc. | | | | | 1,045,972 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
13,207 | | | Popular, Inc. | | | | $ | 991,185 | | | | | | 0.1 | | |
6,247 | | | Primerica, Inc. | | | | | 956,666 | | | | | | 0.1 | | |
42,850 | | | Principal Financial Group, Inc. | | | | | 2,707,692 | | | | | | 0.1 | | |
14,236 | | | Prosperity Bancshares, Inc. | | | | | 1,022,145 | | | | | | 0.1 | | |
62,911 | | | Prudential Financial, Inc. | | | | | 6,446,490 | | | | | | 0.4 | | |
19,631 | | | Raymond James Financial, Inc. | | | | | 2,550,067 | | | | | | 0.1 | | |
153,327 | | | Regions Financial Corp. | | | | | 3,094,139 | | | | | | 0.2 | | |
10,817 | | | Reinsurance Group of America, Inc. | | | | | 1,233,138 | | | | | | 0.1 | | |
7,831 | | | RenaissanceRe Holdings Ltd. | | | | | 1,165,409 | | | | | | 0.1 | | |
21,572 | | | Rocket Cos, Inc. | | | | | 417,418 | | | | | | 0.0 | | |
9,609 | | | Santander Consumer USA Holdings, Inc. | | | | | 348,999 | | | | | | 0.0 | | |
17,463 | | | SEI Investments Co. | | | | | 1,082,182 | | | | | | 0.1 | | |
8,988 | | | Signature Bank | | | | | 2,207,902 | | | | | | 0.1 | | |
51,311 | | | SLM Corp. | | | | | 1,074,452 | | | | | | 0.1 | | |
43,728 | | | Starwood Property Trust, Inc. | | | | | 1,144,362 | | | | | | 0.1 | | |
55,435 | | | State Street Corp. | | | | | 4,561,192 | | | | | | 0.2 | | |
30,458 | | | Sterling Bancorp | | | | | 755,054 | | | | | | 0.0 | | |
16,265 | | | Stifel Financial Corp. | | | | | 1,054,948 | | | | | | 0.1 | | |
8,621 (1) | | | SVB Financial Group | | | | | 4,796,983 | | | | | | 0.3 | | |
92,548 | | | Synchrony Financial | | | | | 4,490,429 | | | | | | 0.2 | | |
23,488 | | | Synovus Financial Corp. | | | | | 1,030,653 | | | | | | 0.1 | | |
35,937 | | | T. Rowe Price Group, Inc. | | | | | 7,114,448 | | | | | | 0.4 | | |
7,849 | | | TFS Financial Corp. | | | | | 159,335 | | | | | | 0.0 | | |
16,733 | | | Tradeweb Markets, Inc. | | | | | 1,414,943 | | | | | | 0.1 | | |
35,060 | | | Umpqua Holdings Corp. | | | | | 646,857 | | | | | | 0.0 | | |
32,491 | | | Unum Group | | | | | 922,744 | | | | | | 0.0 | | |
1,959 (1) | | | Upstart Holdings, Inc. | | | | | 244,679 | | | | | | 0.0 | | |
6,790 (2) | | | UWM Holdings Corp. | | | | | 57,376 | | | | | | 0.0 | | |
14,877 | | | Virtu Financial, Inc. | | | | | 411,052 | | | | | | 0.0 | | |
19,199 (3) | | | Voya Financial, Inc. | | | | | 1,180,739 | | | | | | 0.1 | | |
14,349 | | | Webster Financial Corp. | | | | | 765,376 | | | | | | 0.0 | | |
16,074 | | | Western Alliance Bancorp. | | | | | 1,492,471 | | | | | | 0.1 | | |
481 | | | White Mountains Insurance Group Ltd. | | | | | 552,202 | | | | | | 0.0 | | |
20,486 | | | Willis Towers Watson PLC | | | | | 4,712,190 | | | | | | 0.3 | | |
9,034 | | | Wintrust Financial Corp. | | | | | 683,241 | | | | | | 0.0 | | |
22,012 | | | WR Berkley Corp. | | | | | 1,638,353 | | | | | | 0.1 | | |
25,729 | | | Zions Bancorp NA | | | | | 1,360,035 | | | | | | 0.1 | | |
| | | | | | | | 211,608,209 | | | | | | 11.7 | | |
| | | | | | | | | | | | | | | | |
| | | Health Care: 11.8% | | ||||||||||||
13,334 (1) | | | 10X Genomics, Inc. | | | | | 2,611,064 | | | | | | 0.1 | | |
7,067 (1) | | | Abiomed, Inc. | | | | | 2,205,681 | | | | | | 0.1 | | |
14,098 (1) | | | Acadia Healthcare Co., Inc. | | | | | 884,650 | | | | | | 0.0 | | |
8,411 (1) | | | Acceleron Pharma, Inc. | | | | | 1,055,496 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
17,350 (1)(2) | | | Adaptive Biotechnologies Corp. | | | | $ | 708,921 | | | | | | 0.0 | | |
48,534 | | | Agilent Technologies, Inc. | | | | | 7,173,811 | | | | | | 0.4 | | |
7,992 (1) | | | agilon health, Inc. | | | | | 324,235 | | | | | | 0.0 | | |
35,252 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 6,476,145 | | | | | | 0.4 | | |
18,703 (1) | | | Alnylam Pharmaceuticals, Inc. | | | | | 3,170,533 | | | | | | 0.2 | | |
5,112 (1) | | | Amedisys, Inc. | | | | | 1,252,082 | | | | | | 0.1 | | |
23,414 | | | AmerisourceBergen Corp. | | | | | 2,680,669 | | | | | | 0.1 | | |
92,457 (1) | | | Avantor, Inc. | | | | | 3,283,148 | | | | | | 0.2 | | |
29,087 (1) | | | BioMarin Pharmaceutical, Inc. | | | | | 2,427,019 | | | | | | 0.1 | | |
3,383 (1) | | | Bio-Rad Laboratories, Inc. | | | | | 2,179,633 | | | | | | 0.1 | | |
6,173 | | | Bio-Techne Corp. | | | | | 2,779,455 | | | | | | 0.2 | | |
16,313 | | | Bruker Corp. | | | | | 1,239,462 | | | | | | 0.1 | | |
46,325 | | | Cardinal Health, Inc. | | | | | 2,644,694 | | | | | | 0.1 | | |
25,901 (1) | | | Catalent, Inc. | | | | | 2,800,416 | | | | | | 0.2 | | |
48,075 | | | Cerner Corp. | | | | | 3,757,542 | | | | | | 0.2 | | |
5,341 (1) | | | Certara, Inc. | | | | | 151,311 | | | | | | 0.0 | | |
39,330 (1) | | | Change Healthcare, Inc. | | | | | 906,163 | | | | | | 0.0 | | |
7,946 (1) | | | Charles River Laboratories International, Inc. | | | | | 2,939,384 | | | | | | 0.2 | | |
2,486 | | | Chemed Corp. | | | | | 1,179,607 | | | | | | 0.1 | | |
7,719 | | | Cooper Cos., Inc. | | | | | 3,058,808 | | | | | | 0.2 | | |
8,470 (1) | | | CureVac NV | | | | | 622,376 | | | | | | 0.0 | | |
11,173 (1) | | | DaVita, Inc. | | | | | 1,345,564 | | | | | | 0.1 | | |
34,654 | | | Dentsply Sirona, Inc. | | | | | 2,192,212 | | | | | | 0.1 | | |
15,377 (1) | | | DexCom, Inc. | | | | | 6,565,979 | | | | | | 0.4 | | |
70,980 (1) | | | Elanco Animal Health, Inc. | | | | | 2,462,296 | | | | | | 0.1 | | |
15,562 | | | Encompass Health Corp. | | | | | 1,214,303 | | | | | | 0.1 | | |
25,647 (1) | | | Envista Holdings Corp. | | | | | 1,108,207 | | | | | | 0.1 | | |
27,225 (1) | | | Exact Sciences Corp. | | | | | 3,384,340 | | | | | | 0.2 | | |
49,350 (1) | | | Exelixis, Inc. | | | | | 899,157 | | | | | | 0.0 | | |
12,318 (1) | | | Globus Medical, Inc. | | | | | 955,015 | | | | | | 0.1 | | |
14,318 (1) | | | Guardant Health, Inc. | | | | | 1,778,152 | | | | | | 0.1 | | |
22,458 (1) | | | Henry Schein, Inc. | | | | | 1,666,159 | | | | | | 0.1 | | |
10,607 | | | Hill-Rom Holdings, Inc. | | | | | 1,204,849 | | | | | | 0.1 | | |
40,446 (1) | | | Hologic, Inc. | | | | | 2,698,557 | | | | | | 0.1 | | |
34,811 (1) | | | Horizon Therapeutics Plc | | | | | 3,259,702 | | | | | | 0.2 | | |
3,174 (1) | | | ICU Medical, Inc. | | | | | 653,209 | | | | | | 0.0 | | |
13,498 (1) | | | Idexx Laboratories, Inc. | | | | | 8,524,662 | | | | | | 0.5 | | |
29,458 (1) | | | Incyte Corp., Ltd. | | | | | 2,478,302 | | | | | | 0.1 | | |
10,543 (1) | | | Insulet Corp. | | | | | 2,894,159 | | | | | | 0.2 | | |
11,524 (1) | | | Integra LifeSciences Holdings Corp. | | | | | 786,398 | | | | | | 0.0 | | |
22,360 (1)(2) | | | Ionis Pharmaceuticals, Inc. | | | | | 891,940 | | | | | | 0.0 | | |
23,152 (1) | | | Iovance Biotherapeutics, Inc. | | | | | 602,415 | | | | | | 0.0 | | |
30,423 (1) | | | IQVIA Holdings, Inc. | | | | | 7,372,101 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
9,449 (1) | | | Jazz Pharmaceuticals PLC | | | | $ | 1,678,520 | | | | | | 0.1 | | |
15,587 (1) | | | Laboratory Corp. of America Holdings | | | | | 4,299,674 | | | | | | 0.2 | | |
12,031 (1) | | | Maravai LifeSciences Holdings, Inc. | | | | | 502,054 | | | | | | 0.0 | | |
7,978 (1) | | | Masimo Corp. | | | | | 1,934,266 | | | | | | 0.1 | | |
25,433 | | | McKesson Corp. | | | | | 4,863,807 | | | | | | 0.3 | | |
3,661 (1) | | | Mettler Toledo International, Inc. | | | | | 5,071,730 | | | | | | 0.3 | | |
6,257 (1) | | | Mirati Therapeutics, Inc. | | | | | 1,010,693 | | | | | | 0.1 | | |
9,196 (1) | | | Molina Healthcare, Inc. | | | | | 2,327,140 | | | | | | 0.1 | | |
12,477 (1) | | | Natera, Inc. | | | | | 1,416,514 | | | | | | 0.1 | | |
28,293 (1) | | | Nektar Therapeutics | | | | | 485,508 | | | | | | 0.0 | | |
14,913 (1) | | | Neurocrine Biosciences, Inc. | | | | | 1,451,333 | | | | | | 0.1 | | |
11,775 (1)(2) | | | Novavax, Inc. | | | | | 2,499,950 | | | | | | 0.1 | | |
16,321 (1) | | | Novocure Ltd. | | | | | 3,620,324 | | | | | | 0.2 | | |
16,529 (1)(2) | | | Oak Street Health, Inc. | | | | | 968,104 | | | | | | 0.1 | | |
40,446 (1) | | | Organon & Co. | | | | | 1,223,896 | | | | | | 0.1 | | |
5,385 (1)(2) | | | Penumbra, Inc. | | | | | 1,475,813 | | | | | | 0.1 | | |
17,860 | | | PerkinElmer, Inc. | | | | | 2,757,763 | | | | | | 0.2 | | |
21,295 | | | Perrigo Co. PLC | | | | | 976,376 | | | | | | 0.1 | | |
25,540 (1) | | | PPD, Inc. | | | | | 1,177,139 | | | | | | 0.1 | | |
19,395 | | | Premier, Inc. | | | | | 674,752 | | | | | | 0.0 | | |
36,192 (1) | | | QIAGEN NV | | | | | 1,750,969 | | | | | | 0.1 | | |
20,790 | | | Quest Diagnostics, Inc. | | | | | 2,743,656 | | | | | | 0.1 | | |
5,991 (1) | | | Quidel Corp. | | | | | 767,567 | | | | | | 0.0 | | |
8,726 (1) | | | Repligen Corp. | | | | | 1,741,884 | | | | | | 0.1 | | |
22,949 | | | Resmed, Inc. | | | | | 5,657,387 | | | | | | 0.3 | | |
51,857 | | | Royalty Pharma PLC | | | | | 2,125,618 | | | | | | 0.1 | | |
8,191 (1) | | | Sage Therapeutics, Inc. | | | | | 465,331 | | | | | | 0.0 | | |
12,166 (1) | | | Sarepta Therapeutics, Inc. | | | | | 945,785 | | | | | | 0.0 | | |
21,277 (1) | | | Seagen, Inc. | | | | | 3,359,213 | | | | | | 0.2 | | |
3,645 (1) | | | Signify Health, Inc. | | | | | 110,917 | | | | | | 0.0 | | |
12,493 (1) | | | Sotera Health Co. | | | | | 302,705 | | | | | | 0.0 | | |
15,746 | | | STERIS Public Ltd. Co. | | | | | 3,248,400 | | | | | | 0.2 | | |
16,221 (1) | | | Syneos Health, Inc. | | | | | 1,451,617 | | | | | | 0.1 | | |
9,731 (1) | | | Tandem Diabetes Care, Inc. | | | | | 947,799 | | | | | | 0.0 | | |
23,381 (1)(2) | | | Teladoc Health, Inc. | | | | | 3,888,026 | | | | | | 0.2 | | |
7,454 | | | Teleflex, Inc. | | | | | 2,994,943 | | | | | | 0.2 | | |
10,275 (1) | | | Ultragenyx Pharmaceutical, Inc. | | | | | 979,721 | | | | | | 0.1 | | |
7,036 (1) | | | United Therapeutics Corp. | | | | | 1,262,329 | | | | | | 0.1 | | |
12,087 | | | Universal Health Services, Inc. | | | | | 1,769,899 | | | | | | 0.1 | | |
21,850 (1) | | | Veeva Systems, Inc. | | | | | 6,794,258 | | | | | | 0.4 | | |
192,746 | | | Viatris, Inc. | | | | | 2,754,340 | | | | | | 0.2 | | |
9,750 (1) | | | Waters Corp. | | | | | 3,369,698 | | | | | | 0.2 | | |
11,721 | | | West Pharmaceutical Services, Inc. | | | | | 4,209,011 | | | | | | 0.2 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
33,297 | | | Zimmer Biomet Holdings, Inc. | | | | $ | 5,354,824 | | | | | | 0.3 | | |
| | | | | | | | 212,861,236 | | | | | | 11.8 | | |
| | | | | | | | | | | | | | | | |
| | | Industrials: 15.2% | | ||||||||||||
5,637 | | | Acuity Brands, Inc. | | | | | 1,054,288 | | | | | | 0.1 | | |
25,195 | | | ADT, Inc. | | | | | 271,854 | | | | | | 0.0 | | |
8,969 | | | Advanced Drainage Systems, Inc. | | | | | 1,045,516 | | | | | | 0.1 | | |
22,291 (1) | | | AECOM | | | | | 1,411,466 | | | | | | 0.1 | | |
9,949 | | | AGCO Corp. | | | | | 1,297,151 | | | | | | 0.1 | | |
17,063 | | | Air Lease Corp. | | | | | 712,210 | | | | | | 0.0 | | |
19,443 (1) | | | Alaska Air Group, Inc. | | | | | 1,172,607 | | | | | | 0.1 | | |
14,315 | | | Allegion Public Ltd. | | | | | 1,994,079 | | | | | | 0.1 | | |
17,369 | | | Allison Transmission Holdings, Inc. | | | | | 690,244 | | | | | | 0.0 | | |
1,427 | | | AMERCO | | | | | 841,074 | | | | | | 0.0 | | |
101,803 (1) | | | American Airlines Group, Inc. | | | | | 2,159,242 | | | | | | 0.1 | | |
36,773 | | | Ametek, Inc. | | | | | 4,909,195 | | | | | | 0.3 | | |
21,101 | | | AO Smith Corp. | | | | | 1,520,538 | | | | | | 0.1 | | |
7,580 | | | Armstrong World Industries, Inc. | | | | | 813,031 | | | | | | 0.0 | | |
10,187 (1) | | | Axon Enterprise, Inc. | | | | | 1,801,062 | | | | | | 0.1 | | |
21,636 | | | Booz Allen Hamilton Holding Corp. | | | | | 1,842,954 | | | | | | 0.1 | | |
32,673 (1) | | | Builders FirstSource, Inc. | | | | | 1,393,830 | | | | | | 0.1 | | |
15,146 | | | BWX Technologies, Inc. | | | | | 880,285 | | | | | | 0.1 | | |
3,706 (1) | | | CACI International, Inc. | | | | | 945,475 | | | | | | 0.1 | | |
8,189 | | | Carlisle Cos., Inc. | | | | | 1,567,211 | | | | | | 0.1 | | |
138,705 | | | Carrier Global Corp. | | | | | 6,741,063 | | | | | | 0.4 | | |
21,053 | | | CH Robinson Worldwide, Inc. | | | | | 1,972,034 | | | | | | 0.1 | | |
19,948 (1)(2) | | | ChargePoint Holdings, Inc. | | | | | 692,993 | | | | | | 0.0 | | |
14,216 | | | Cintas Corp. | | | | | 5,430,512 | | | | | | 0.3 | | |
65,705 (1) | | | Clarivate PLC | | | | | 1,808,859 | | | | | | 0.1 | | |
8,073 (1) | | | Clean Harbors, Inc. | | | | | 751,919 | | | | | | 0.0 | | |
18,648 (1) | | | Colfax Corp. | | | | | 854,265 | | | | | | 0.0 | | |
5,025 (1) | | | Copa Holdings S.A.- Class A | | | | | 378,533 | | | | | | 0.0 | | |
33,341 (1) | | | Copart, Inc. | | | | | 4,395,344 | | | | | | 0.2 | | |
62,476 (1) | | | CoStar Group, Inc. | | | | | 5,174,262 | | | | | | 0.3 | | |
7,862 | | | Crane Co. | | | | | 726,213 | | | | | | 0.0 | | |
23,304 | | | Cummins, Inc. | | | | | 5,681,748 | | | | | | 0.3 | | |
6,495 | | | Curtiss-Wright Corp. | | | | | 771,346 | | | | | | 0.0 | | |
101,930 (1) | | | Delta Air Lines, Inc. | | | | | 4,409,492 | | | | | | 0.2 | | |
20,095 | | | Donaldson Co., Inc. | | | | | 1,276,635 | | | | | | 0.1 | | |
22,887 | | | Dover Corp. | | | | | 3,446,782 | | | | | | 0.2 | | |
5,848 (1) | | | Driven Brands Holdings, Inc. | | | | | 180,820 | | | | | | 0.0 | | |
25,528 (1) | | | Dun & Bradstreet Holdings, Inc. | | | | | 545,533 | | | | | | 0.0 | | |
19,323 | | | Equifax, Inc. | | | | | 4,628,052 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
26,833 | | | Expeditors International Washington, Inc. | | | | $ | 3,397,058 | | | | | | 0.2 | | |
91,519 | | | Fastenal Co. | | | | | 4,758,988 | | | | | | 0.3 | | |
20,734 | | | Flowserve Corp. | | | | | 835,995 | | | | | | 0.0 | | |
52,107 | | | Fortive Corp. | | | | | 3,633,942 | | | | | | 0.2 | | |
22,031 | | | Fortune Brands Home & Security, Inc. | | | | | 2,194,508 | | | | | | 0.1 | | |
5,347 (1) | | | FTI Consulting, Inc. | | | | | 730,454 | | | | | | 0.0 | | |
11,171 (1) | | | Gates Industrial Corp. PLC | | | | | 201,860 | | | | | | 0.0 | | |
9,781 (1) | | | Generac Holdings, Inc. | | | | | 4,060,582 | | | | | | 0.2 | | |
26,769 | | | Graco, Inc. | | | | | 2,026,413 | | | | | | 0.1 | | |
12,541 | | | Heico Corp. - Class A - HEI.A | | | | | 1,557,341 | | | | | | 0.1 | | |
7,143 | | | Heico Corp. - HEI | | | | | 995,877 | | | | | | 0.1 | | |
13,321 (1) | | | Hexcel Corp. | | | | | 831,230 | | | | | | 0.0 | | |
62,482 (1) | | | Howmet Aerospace, Inc. | | | | | 2,153,755 | | | | | | 0.1 | | |
8,632 | | | Hubbell, Inc. | | | | | 1,612,803 | | | | | | 0.1 | | |
6,280 | | | Huntington Ingalls Industries, Inc. | | | | | 1,323,510 | | | | | | 0.1 | | |
21,503 (1) | | | IAA, Inc. | | | | | 1,172,774 | | | | | | 0.1 | | |
12,109 | | | IDEX Corp. | | | | | 2,664,585 | | | | | | 0.1 | | |
59,552 | | | IHS Markit Ltd. | | | | | 6,709,128 | | | | | | 0.4 | | |
59,800 (1) | | | Ingersoll Rand, Inc. | | | | | 2,918,838 | | | | | | 0.2 | | |
13,737 | | | ITT, Inc. | | | | | 1,258,172 | | | | | | 0.1 | | |
20,609 | | | Jacobs Engineering Group, Inc. | | | | | 2,749,653 | | | | | | 0.2 | | |
13,406 | | | JB Hunt Transport Services, Inc. | | | | | 2,184,508 | | | | | | 0.1 | | |
50,464 (1) | | | JetBlue Airways Corp. | | | | | 846,786 | | | | | | 0.0 | | |
14,456 | | | Kansas City Southern | | | | | 4,096,397 | | | | | | 0.2 | | |
9,498 (1) | | | Kirby Corp. | | | | | 575,959 | | | | | | 0.0 | | |
25,634 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 1,165,322 | | | | | | 0.1 | | |
6,094 | | | Landstar System, Inc. | | | | | 962,974 | | | | | | 0.1 | | |
22,510 | | | Leidos Holdings, Inc. | | | | | 2,275,761 | | | | | | 0.1 | | |
5,431 | | | Lennox International, Inc. | | | | | 1,905,195 | | | | | | 0.1 | | |
9,153 | | | Lincoln Electric Holdings, Inc. | | | | | 1,205,542 | | | | | | 0.1 | | |
44,718 (1) | | | Lyft, Inc. | | | | | 2,704,545 | | | | | | 0.2 | | |
8,659 | | | Manpowergroup, Inc. | | | | | 1,029,642 | | | | | | 0.1 | | |
40,344 | | | Masco Corp. | | | | | 2,376,665 | | | | | | 0.1 | | |
8,949 (1) | | | Mastec, Inc. | | | | | 949,489 | | | | | | 0.1 | | |
8,806 (1) | | | Mercury Systems, Inc. | | | | | 583,662 | | | | | | 0.0 | | |
8,783 (1) | | | Middleby Corp. | | | | | 1,521,743 | | | | | | 0.1 | | |
5,845 (2) | | | MSA Safety, Inc. | | | | | 967,815 | | | | | | 0.1 | | |
7,152 | | | MSC Industrial Direct Co. | | | | | 641,749 | | | | | | 0.0 | | |
56,994 | | | Nielsen Holdings PLC | | | | | 1,406,042 | | | | | | 0.1 | | |
9,256 | | | Nordson Corp. | | | | | 2,031,785 | | | | | | 0.1 | | |
26,544 | | | nVent Electric PLC | | | | | 829,235 | | | | | | 0.0 | | |
16,303 | | | Old Dominion Freight Line | | | | | 4,137,701 | | | | | | 0.2 | | |
10,893 | | | Oshkosh Corp. | | | | | 1,357,703 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
68,561 | | | Otis Worldwide Corp. | | | | $ | 5,606,233 | | | | | | 0.3 | | |
16,614 | | | Owens Corning, Inc. | | | | | 1,626,511 | | | | | | 0.1 | | |
54,351 | | | Paccar, Inc. | | | | | 4,850,827 | | | | | | 0.3 | | |
20,520 | | | Parker Hannifin Corp. | | | | | 6,301,897 | | | | | | 0.4 | | |
26,361 | | | Pentair PLC | | | | | 1,779,104 | | | | | | 0.1 | | |
79,808 (1)(2) | | | Plug Power, Inc. | | | | | 2,728,636 | | | | | | 0.2 | | |
22,062 | | | Quanta Services, Inc. | | | | | 1,998,155 | | | | | | 0.1 | | |
6,468 | | | Regal Beloit Corp. | | | | | 863,543 | | | | | | 0.0 | | |
33,512 | | | Republic Services, Inc. | | | | | 3,686,655 | | | | | | 0.2 | | |
17,515 | | | Robert Half International, Inc. | | | | | 1,558,310 | | | | | | 0.1 | | |
18,515 | | | Rockwell Automation, Inc. | | | | | 5,295,660 | | | | | | 0.3 | | |
36,129 | | | Rollins, Inc. | | | | | 1,235,612 | | | | | | 0.1 | | |
8,322 | | | Ryder System, Inc. | | | | | 618,574 | | | | | | 0.0 | | |
8,254 | | | Schneider National, Inc. | | | | | 179,690 | | | | | | 0.0 | | |
9,230 | | | Science Applications International Corp. | | | | | 809,748 | | | | | | 0.0 | | |
24,803 (1) | | | Sensata Technologies Holding PLC | | | | | 1,437,830 | | | | | | 0.1 | | |
14,154 (1)(2) | | | Shoals Technologies Group, Inc. | | | | | 502,467 | | | | | | 0.0 | | |
7,027 (1) | | | SiteOne Landscape Supply, Inc. | | | | | 1,189,390 | | | | | | 0.1 | | |
8,513 | | | Snap-On, Inc. | | | | | 1,902,060 | | | | | | 0.1 | | |
94,223 (1) | | | Southwest Airlines Co. | | | | | 5,002,299 | | | | | | 0.3 | | |
16,694 | | | Spirit Aerosystems Holdings, Inc. | | | | | 787,790 | | | | | | 0.0 | | |
25,744 | | | Stanley Black & Decker, Inc. | | | | | 5,277,263 | | | | | | 0.3 | | |
14,582 (1) | | | Stericycle, Inc. | | | | | 1,043,342 | | | | | | 0.1 | | |
31,786 (1) | | | Sunrun, Inc. | | | | | 1,773,023 | | | | | | 0.1 | | |
7,327 (1) | | | Teledyne Technologies, Inc. | | | | | 3,068,767 | | | | | | 0.2 | | |
35,979 | | | Textron, Inc. | | | | | 2,474,276 | | | | | | 0.1 | | |
17,472 (1) | | | The AZEK Co., Inc. | | | | | 741,861 | | | | | | 0.0 | | |
10,236 | | | Timken Co. | | | | | 824,919 | | | | | | 0.0 | | |
17,130 | | | Toro Co. | | | | | 1,882,244 | | | | | | 0.1 | | |
38,072 | | | Trane Technologies PLC | | | | | 7,010,578 | | | | | | 0.4 | | |
8,244 (1) | | | TransDigm Group, Inc. | | | | | 5,336,259 | | | | | | 0.3 | | |
30,525 | | | TransUnion | | | | | 3,351,950 | | | | | | 0.2 | | |
18,449 (1) | | | Trex Co., Inc. | | | | | 1,885,672 | | | | | | 0.1 | | |
5,714 (1)(2) | | | TuSimple Holdings, Inc. | | | | | 407,065 | | | | | | 0.0 | | |
51,555 (1) | | | United Airlines Holdings, Inc. | | | | | 2,695,811 | | | | | | 0.2 | | |
11,533 (1) | | | United Rentals, Inc. | | | | | 3,679,142 | | | | | | 0.2 | | |
26,670 (1) | | | Univar Solutions, Inc. | | | | | 650,215 | | | | | | 0.0 | | |
3,325 | | | Valmont Industries, Inc. | | | | | 784,866 | | | | | | 0.0 | | |
25,317 | | | Verisk Analytics, Inc. | | | | | 4,423,386 | | | | | | 0.2 | | |
44,834 | | | Vertiv Holdings Co. | | | | | 1,223,968 | | | | | | 0.1 | | |
22,900 (1) | | | Virgin Galactic Holdings, Inc. | | | | | 1,053,400 | | | | | | 0.1 | | |
5,208 | | | Watsco, Inc. | | | | | 1,492,821 | | | | | | 0.1 | | |
28,919 | | | Westinghouse Air Brake Technologies Corp. | | | | | 2,380,034 | | | | | | 0.1 | | |
9,154 | | | Woodward, Inc. | | | | | 1,124,844 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
7,410 | | | WW Grainger, Inc. | | | | $ | 3,245,580 | | | | | | 0.2 | | |
14,698 (1) | | | XPO Logistics, Inc. | | | | | 2,056,103 | | | | | | 0.1 | | |
28,549 | | | Xylem, Inc. | | | | | 3,424,738 | | | | | | 0.2 | | |
| | | | | | | | 275,006,521 | | | | | | 15.2 | | |
| | | | | | | | | | | | | | | | |
| | | Information Technology: 18.5% | | ||||||||||||
25,636 (1) | | | Akamai Technologies, Inc. | | | | | 2,989,158 | | | | | | 0.2 | | |
8,192 (1) | | | Allegro MicroSystems, Inc. | | | | | 226,918 | | | | | | 0.0 | | |
7,932 | | | Alliance Data Systems Corp. | | | | | 826,435 | | | | | | 0.0 | | |
9,372 (1) | | | Alteryx, Inc. | | | | | 806,179 | | | | | | 0.0 | | |
20,624 | | | Amdocs Ltd. | | | | | 1,595,473 | | | | | | 0.1 | | |
93,148 | | | Amphenol Corp. | | | | | 6,372,255 | | | | | | 0.4 | | |
22,388 (1) | | | Anaplan, Inc. | | | | | 1,193,280 | | | | | | 0.1 | | |
13,891 (1) | | | ANSYS, Inc. | | | | | 4,821,010 | | | | | | 0.3 | | |
9,603 (1) | | | Arista Networks, Inc. | | | | | 3,479,263 | | | | | | 0.2 | | |
11,704 (1) | | | Arrow Electronics, Inc. | | | | | 1,332,266 | | | | | | 0.1 | | |
10,828 (1) | | | Aspen Technology, Inc. | | | | | 1,489,283 | | | | | | 0.1 | | |
13,506 (1) | | | Avalara, Inc. | | | | | 2,185,271 | | | | | | 0.1 | | |
15,813 | | | Avnet, Inc. | | | | | 633,785 | | | | | | 0.0 | | |
21,497 | | | Bentley Systems, Inc. | | | | | 1,392,576 | | | | | | 0.1 | | |
11,962 (1) | | | Bill.com Holdings, Inc. | | | | | 2,191,199 | | | | | | 0.1 | | |
24,234 (1) | | | Black Knight, Inc. | | | | | 1,889,767 | | | | | | 0.1 | | |
18,441 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 2,978,775 | | | | | | 0.2 | | |
11,671 | | | Brooks Automation, Inc. | | | | | 1,112,013 | | | | | | 0.1 | | |
2,932 (1)(2) | | | C3.ai, Inc. | | | | | 183,338 | | | | | | 0.0 | | |
43,835 (1) | | | Cadence Design Systems, Inc. | | | | | 5,997,505 | | | | | | 0.3 | | |
19,432 | | | CDK Global, Inc. | | | | | 965,576 | | | | | | 0.1 | | |
22,320 | | | CDW Corp. | | | | | 3,898,188 | | | | | | 0.2 | | |
20,594 (1) | | | Ceridian HCM Holding, Inc. | | | | | 1,975,376 | | | | | | 0.1 | | |
24,582 (1) | | | Ciena Corp. | | | | | 1,398,470 | | | | | | 0.1 | | |
9,218 (1) | | | Cirrus Logic, Inc. | | | | | 784,636 | | | | | | 0.0 | | |
19,749 | | | Citrix Systems, Inc. | | | | | 2,315,965 | | | | | | 0.1 | | |
40,083 (1) | | | Cloudflare, Inc. | | | | | 4,242,385 | | | | | | 0.2 | | |
27,262 | | | Cognex Corp. | | | | | 2,291,371 | | | | | | 0.1 | | |
3,896 (1) | | | Coherent, Inc. | | | | | 1,029,869 | | | | | | 0.1 | | |
31,998 (1) | | | CommScope Holding Co., Inc. | | | | | 681,877 | | | | | | 0.0 | | |
6,715 (1) | | | Concentrix Corp. | | | | | 1,079,772 | | | | | | 0.1 | | |
121,375 | | | Corning, Inc. | | | | | 4,964,237 | | | | | | 0.3 | | |
11,668 (1) | | | Coupa Software, Inc. | | | | | 3,058,299 | | | | | | 0.2 | | |
18,388 (1)(2) | | | Cree, Inc. | | | | | 1,800,737 | | | | | | 0.1 | | |
25,589 (1) | | | Crowdstrike Holdings, Inc. | | | | | 6,430,772 | | | | | | 0.4 | | |
36,142 (1) | | | Datadog, Inc. | | | | | 3,761,659 | | | | | | 0.2 | | |
3,800 (1)(2) | | | Datto Holding Corp. | | | | | 105,792 | | | | | | 0.0 | | |
30,424 (1) | | | DocuSign, Inc. | | | | | 8,505,638 | | | | | | 0.5 | | |
10,236 | | | Dolby Laboratories, Inc. | | | | | 1,006,096 | | | | | | 0.1 | | |
2,430 (1) | | | DoubleVerify Holdings, Inc. | | | | | 102,886 | | | | | | 0.0 | | |
48,602 (1)(2) | | | Dropbox, Inc. | | | | | 1,473,127 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
11,432 (1)(2) | | | Duck Creek Technologies, Inc. | | | | $ | 497,406 | | | | | | 0.0 | | |
40,458 (1) | | | DXC Technology Co. | | | | | 1,575,434 | | | | | | 0.1 | | |
29,324 (1) | | | Dynatrace, Inc. | | | | | 1,713,108 | | | | | | 0.1 | | |
10,889 (1) | | | Elastic NV | | | | | 1,587,181 | | | | | | 0.1 | | |
21,032 (1) | | | Enphase Energy, Inc. | | | | | 3,862,106 | | | | | | 0.2 | | |
21,467 | | | Entegris, Inc. | | | | | 2,639,797 | | | | | | 0.1 | | |
8,582 (1) | | | EPAM Systems, Inc. | | | | | 4,385,059 | | | | | | 0.2 | | |
8,072 (1) | | | Euronet Worldwide, Inc. | | | | | 1,092,545 | | | | | | 0.1 | | |
5,989 (1)(2) | | | Everbridge, Inc. | | | | | 814,983 | | | | | | 0.0 | | |
9,493 (1) | | | F5 Networks, Inc. | | | | | 1,771,963 | | | | | | 0.1 | | |
4,448 (1) | | | Fair Isaac Corp. | | | | | 2,235,921 | | | | | | 0.1 | | |
16,856 (1)(2) | | | Fastly, Inc. | | | | | 1,004,618 | | | | | | 0.1 | | |
37,367 (1) | | | FireEye, Inc. | | | | | 755,561 | | | | | | 0.0 | | |
16,899 (1) | | | First Solar, Inc. | | | | | 1,529,528 | | | | | | 0.1 | | |
10,648 (1) | | | Five9, Inc. | | | | | 1,952,737 | | | | | | 0.1 | | |
13,001 (1) | | | FleetCor Technologies, Inc. | | | | | 3,329,036 | | | | | | 0.2 | | |
21,359 (1) | | | Fortinet, Inc. | | | | | 5,087,500 | | | | | | 0.3 | | |
13,353 (1) | | | Gartner, Inc. | | | | | 3,234,097 | | | | | | 0.2 | | |
29,199 | | | Genpact Ltd. | | | | | 1,326,511 | | | | | | 0.1 | | |
6,193 (1) | | | Globant SA | | | | | 1,357,382 | | | ��� | | | 0.1 | | |
26,769 (1) | | | GoDaddy, Inc. | | | | | 2,327,832 | | | | | | 0.1 | | |
13,376 (1) | | | Guidewire Software, Inc. | | | | | 1,507,743 | | | | | | 0.1 | | |
207,350 | | | Hewlett Packard Enterprise Co. | | | | | 3,023,163 | | | | | | 0.2 | | |
198,965 | | | HP, Inc. | | | | | 6,006,753 | | | | | | 0.3 | | |
7,107 (1) | | | HubSpot, Inc. | | | | | 4,141,391 | | | | | | 0.2 | | |
5,771 (1) | | | IPG Photonics Corp. | | | | | 1,216,354 | | | | | | 0.1 | | |
23,116 | | | Jabil, Inc. | | | | | 1,343,502 | | | | | | 0.1 | | |
11,774 | | | Jack Henry & Associates, Inc. | | | | | 1,925,167 | | | | | | 0.1 | | |
8,433 (1) | | | Jamf Holding Corp. | | | | | 283,096 | | | | | | 0.0 | | |
51,722 | | | Juniper Networks, Inc. | | | | | 1,414,597 | | | | | | 0.1 | | |
29,570 (1) | | | Keysight Technologies, Inc. | | | | | 4,565,904 | | | | | | 0.3 | | |
3,817 | | | Littelfuse, Inc. | | | | | 972,533 | | | | | | 0.1 | | |
12,062 (1) | | | Lumentum Holdings, Inc. | | | | | 989,446 | | | | | | 0.1 | | |
10,090 (1) | | | Manhattan Associates, Inc. | | | | | 1,461,436 | | | | | | 0.1 | | |
128,787 | | | Marvell Technology, Inc. | | | | | 7,512,146 | | | | | | 0.4 | | |
42,649 | | | Maxim Integrated Products | | | | | 4,493,499 | | | | | | 0.3 | | |
7,379 | | | McAfee Corp. | | | | | 206,760 | | | | | | 0.0 | | |
16,509 (1) | | | Medallia, Inc. | | | | | 557,179 | | | | | | 0.0 | | |
39,810 | | | Microchip Technology, Inc. | | | | | 5,961,149 | | | | | | 0.3 | | |
8,815 | | | MKS Instruments, Inc. | | | | | 1,568,629 | | | | | | 0.1 | | |
8,433 (1) | | | MongoDB, Inc. | | | | | 3,048,698 | | | | | | 0.2 | | |
7,148 | | | Monolithic Power Systems, Inc. | | | | | 2,669,421 | | | | | | 0.1 | | |
26,507 | | | Motorola Solutions, Inc. | | | | | 5,748,043 | | | | | | 0.3 | | |
20,923 | | | National Instruments Corp. | | | | | 884,624 | | | | | | 0.0 | | |
7,500 (1) | | | nCino, Inc. | | | | | 449,400 | | | | | | 0.0 | | |
20,318 (1) | | | NCR Corp. | | | | | 926,704 | | | | | | 0.1 | | |
35,489 | | | NetApp, Inc. | | | | | 2,903,710 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
8,723 (1) | | | New Relic, Inc. | | | | $ | 584,179 | | | | | | 0.0 | | |
87,646 | | | NortonLifeLock, Inc. | | | | | 2,385,724 | | | | | | 0.1 | | |
45,435 (1) | | | Nuance Communications, Inc. | | | | | 2,473,481 | | | | | ��� | 0.1 | | |
30,704 (1) | | | Nutanix, Inc. | | | | | 1,173,507 | | | | | | 0.1 | | |
19,808 (1) | | | Okta, Inc. | | | | | 4,846,621 | | | | | | 0.3 | | |
67,520 (1) | | | ON Semiconductor Corp. | | | | | 2,584,666 | | | | | | 0.1 | | |
259,100 (1)(2) | | | Palantir Technologies, Inc. | | | | | 6,829,876 | | | | | | 0.4 | | |
15,202 (1) | | | Palo Alto Networks, Inc. | | | | | 5,640,702 | | | | | | 0.3 | | |
51,373 | | | Paychex, Inc. | | | | | 5,512,323 | | | | | | 0.3 | | |
8,086 (1) | | | Paycom Software, Inc. | | | | | 2,939,018 | | | | | | 0.2 | | |
5,975 (1) | | | Paylocity Holding Corp. | | | | | 1,140,030 | | | | | | 0.1 | | |
49,184 (1) | | | Paysafe Ltd. | | | | | 595,618 | | | | | | 0.0 | | |
6,503 | | | Pegasystems, Inc. | | | | | 905,153 | | | | | | 0.1 | | |
9,043 (1) | | | Proofpoint, Inc. | | | | | 1,571,312 | | | | | | 0.1 | | |
16,806 (1) | | | PTC, Inc. | | | | | 2,374,015 | | | | | | 0.1 | | |
42,502 (1) | | | Pure Storage, Inc. - Class A | | | | | 830,064 | | | | | | 0.0 | | |
18,019 (1) | | | Qorvo, Inc. | | | | | 3,525,417 | | | | | | 0.2 | | |
12,814 (1) | | | RingCentral, Inc. | | | | | 3,723,492 | | | | | | 0.2 | | |
50,597 (1)(2) | | | Sabre Corp. | | | | | 631,451 | | | | | | 0.0 | | |
6,845 (1) | | | Shift4 Payments, Inc. | | | | | 641,513 | | | | | | 0.0 | | |
26,305 | | | Skyworks Solutions, Inc. | | | | | 5,043,984 | | | | | | 0.3 | | |
79,047 (1) | | | Slack Technologies, Inc. | | | | | 3,501,782 | | | | | | 0.2 | | |
19,152 (1) | | | Smartsheet, Inc. | | | | | 1,385,073 | | | | | | 0.1 | | |
11,129 (1) | | | SolarWinds Corp. | | | | | 187,969 | | | | | | 0.0 | | |
26,126 (1) | | | Splunk, Inc. | | | | | 3,777,297 | | | | | | 0.2 | | |
35,738 | | | SS&C Technologies Holdings, Inc. | | | | | 2,575,280 | | | | | | 0.1 | | |
35,262 (1) | | | StoneCo Ltd. | | | | | 2,364,670 | | | | | | 0.1 | | |
18,272 | | | Switch, Inc. | | | | | 385,722 | | | | | | 0.0 | | |
6,635 | | | SYNNEX Corp. | | | | | 807,878 | | | | | | 0.0 | | |
24,201 (1) | | | Synopsys, Inc. | | | | | 6,674,394 | | | | | | 0.4 | | |
17,356 (1) | | | Teradata Corp. | | | | | 867,279 | | | | | | 0.0 | | |
26,503 | | | Teradyne, Inc. | | | | | 3,550,342 | | | | | | 0.2 | | |
68,331 (1) | | | Trade Desk, Inc./The | | | | | 5,286,086 | | | | | | 0.3 | | |
39,936 (1) | | | Trimble, Inc. | | | | | 3,267,963 | | | | | | 0.2 | | |
6,420 (1) | | | Tyler Technologies, Inc. | | | | | 2,904,215 | | | | | | 0.2 | | |
1,046 | | | Ubiquiti, Inc. | | | | | 326,551 | | | | | | 0.0 | | |
23,465 (1) | | | Unity Software, Inc. | | | | | 2,577,161 | | | | | | 0.1 | | |
6,900 | | | Universal Display Corp. | | | | | 1,534,077 | | | | | | 0.1 | | |
15,725 (1) | | | VeriSign, Inc. | | | | | 3,580,425 | | | | | | 0.2 | | |
9,876 (1) | | | Viasat, Inc. | | | | | 492,220 | | | | | | 0.0 | | |
26,958 | | | Vontier Corp. | | | | | 878,292 | | | | | | 0.0 | | |
48,948 (1) | | | Western Digital Corp. | | | | | 3,483,629 | | | | | | 0.2 | | |
65,090 | | | Western Union Co. | | | | | 1,495,117 | | | | | | 0.1 | | |
7,121 (1) | | | WEX, Inc. | | | | | 1,380,762 | | | | | | 0.1 | | |
8,501 (1) | | | Wix.com Ltd. | | | | | 2,467,670 | | | | | | 0.1 | | |
24,415 | | | Xerox Holdings Corp. | | | | | 573,508 | | | | | | 0.0 | | |
39,230 | | | Xilinx, Inc. | | | | | 5,674,227 | | | | | | 0.3 | | |
8,491 (1) | | | Zebra Technologies Corp. | | | | | 4,495,900 | | | | | | 0.3 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
18,756 (1) | | | Zendesk, Inc. | | | | $ | 2,707,241 | | | | | | 0.2 | | |
12,326 (1) | | | Zscaler, Inc. | | | | | 2,663,156 | | | | | | 0.1 | | |
| | | | | | | | 333,247,861 | | | | | | 18.5 | | |
| | | | | | | | | | | | | | | | |
| | | Materials: 5.3% | | ||||||||||||
18,538 | | | Albemarle Corp. | | | | | 3,122,911 | | | | | | 0.2 | | |
29,775 (1) | | | Alcoa Corp. | | | | | 1,096,911 | | | | | | 0.1 | | |
245,736 | | | Amcor PLC | | | | | 2,816,135 | | | | | | 0.2 | | |
10,471 | | | Aptargroup, Inc. | | | | | 1,474,736 | | | | | | 0.1 | | |
2,930 | | | Ardagh Group SA | | | | | 71,844 | | | | | | 0.0 | | |
8,759 | | | Ashland Global Holdings, Inc. | | | | | 766,412 | | | | | | 0.0 | | |
13,198 | | | Avery Dennison Corp. | | | | | 2,774,748 | | | | | | 0.2 | | |
33,292 (1) | | | Axalta Coating Systems Ltd. | | | | | 1,015,073 | | | | | | 0.1 | | |
51,270 | | | Ball Corp. | | | | | 4,153,895 | | | | | | 0.2 | | |
21,534 (1) | | | Berry Global Group, Inc. | | | | | 1,404,447 | | | | | | 0.1 | | |
17,967 | | | Celanese Corp. - Series A | | | | | 2,723,797 | | | | | | 0.1 | | |
34,097 | | | CF Industries Holdings, Inc. | | | | | 1,754,291 | | | | | | 0.1 | | |
26,240 | | | Chemours Co. | | | | | 913,152 | | | | | | 0.0 | | |
72,639 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 1,566,097 | | | | | | 0.1 | | |
117,735 | | | Corteva, Inc. | | | | | 5,221,547 | | | | | | 0.3 | | |
20,683 | | | Crown Holdings, Inc. | | | | | 2,114,009 | | | | | | 0.1 | | |
8,176 (1) | | | Diversey Holdings Ltd. | | | | | 146,432 | | | | | | 0.0 | | |
6,556 | | | Eagle Materials, Inc. | | | | | 931,673 | | | | | | 0.0 | | |
21,653 | | | Eastman Chemical Co. | | | | | 2,527,988 | | | | | | 0.1 | | |
36,885 | | | Element Solutions, Inc. | | | | | 862,371 | | | | | | 0.0 | | |
20,546 | | | FMC Corp. | | | | | 2,223,077 | | | | | | 0.1 | | |
45,001 | | | Graphic Packaging Holding Co. | | | | | 816,318 | | | | | | 0.0 | | |
33,609 | | | Huntsman Corp. | | | | | 891,311 | | | | | | 0.0 | | |
39,727 | | | International Flavors & Fragrances, Inc. | | | | | 5,935,214 | | | | | | 0.3 | | |
62,418 | | | International Paper Co. | | | | | 3,826,848 | | | | | | 0.2 | | |
16,250 | | | Louisiana-Pacific Corp. | | | | | 979,712 | | | | | | 0.1 | | |
41,925 | | | LyondellBasell Industries NV - Class A | | | | | 4,312,825 | | | | | | 0.2 | | |
9,917 | | | Martin Marietta Materials, Inc. | | | | | 3,488,900 | | | | | | 0.2 | | |
55,083 | | | Mosaic Co. | | | | | 1,757,699 | | | | | | 0.1 | | |
1,067 | | | NewMarket Corp. | | | | | 343,553 | | | | | | 0.0 | | |
47,655 | | | Nucor Corp. | | | | | 4,571,544 | | | | | | 0.3 | | |
22,921 | | | Olin Corp. | | | | | 1,060,325 | | | | | | 0.1 | | |
14,947 | | | Packaging Corp. of America | | | | | 2,024,123 | | | | | | 0.1 | | |
37,759 | | | PPG Industries, Inc. | | | | | 6,410,345 | | | | | | 0.4 | | |
10,100 | | | Reliance Steel & Aluminum Co. | | | | | 1,524,090 | | | | | | 0.1 | | |
10,447 | | | Royal Gold, Inc. | | | | | 1,192,003 | | | | | | 0.1 | | |
20,356 | | | RPM International, Inc. | | | | | 1,805,170 | | | | | | 0.1 | | |
6,545 | | | Scotts Miracle-Gro Co. | | | | | 1,256,116 | | | | | | 0.1 | | |
24,211 | | | Sealed Air Corp. | | | | | 1,434,502 | | | | | | 0.1 | | |
13,352 | | | Silgan Holdings, Inc. | | | | | 554,108 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
16,000 | | | Sonoco Products Co. | | | | $ | 1,070,400 | | | | | | 0.1 | | |
31,992 | | | Steel Dynamics, Inc. | | | | | 1,906,723 | | | | | | 0.1 | | |
42,628 | | | United States Steel Corp. | | | | | 1,023,072 | | | | | | 0.1 | | |
28,873 | | | Valvoline, Inc. | | | | | 937,218 | | | | | | 0.1 | | |
21,088 | | | Vulcan Materials Co. | | | | | 3,670,788 | | | | | | 0.2 | | |
5,286 | | | Westlake Chemical Corp. | | | | | 476,216 | | | | | | 0.0 | | |
41,512 | | | WestRock Co. | | | | | 2,209,269 | | | | | | 0.1 | | |
8,969 | | | WR Grace & Co. | | | | | 619,937 | | | | | | 0.0 | | |
| | | | | | | | 95,779,875 | | | | | | 5.3 | | |
| | | | | | | | | | | | | | | | |
| | | Real Estate: 7.3% | | ||||||||||||
23,328 | | | Alexandria Real Estate Equities, Inc. | | | | | 4,244,296 | | | | | | 0.2 | | |
21,826 | | | American Campus Communities, Inc. | | | | | 1,019,711 | | | | | | 0.1 | | |
44,317 | | | American Homes 4 Rent | | | | | 1,721,715 | | | | | | 0.1 | | |
40,254 | | | Americold Realty Trust | | | | | 1,523,614 | | | | | | 0.1 | | |
24,912 | | | Apartment Income REIT Corp. | | | | | 1,181,576 | | | | | | 0.1 | | |
22,234 | | | AvalonBay Communities, Inc. | | | | | 4,640,013 | | | | | | 0.3 | | |
24,896 | | | Boston Properties, Inc. | | | | | 2,852,833 | | | | | | 0.2 | | |
47,191 | | | Brixmor Property Group, Inc. | | | | | 1,080,202 | | | | | | 0.1 | | |
5,125 | | | Brookfield Property REIT, Inc. | | | | | 96,811 | | | | | | 0.0 | | |
15,066 | | | Camden Property Trust | | | | | 1,998,806 | | | | | | 0.1 | | |
53,256 (1) | | | CBRE Group, Inc. | | | | | 4,565,637 | | | | | | 0.3 | | |
6,787 | | | Coresite Realty Corp. | | | | | 913,530 | | | | | | 0.0 | | |
23,631 | | | Cousins Properties, Inc. | | | | | 869,148 | | | | | | 0.0 | | |
32,008 | | | CubeSmart | | | | | 1,482,611 | | | | | | 0.1 | | |
19,525 | | | CyrusOne, Inc. | | | | | 1,396,428 | | | | | | 0.1 | | |
26,519 | | | Douglas Emmett, Inc. | | | | | 891,569 | | | | | | 0.0 | | |
59,691 | | | Duke Realty Corp. | | | | | 2,826,369 | | | | | | 0.2 | | |
11,797 (1) | | | EPR Properties | | | | | 621,466 | | | | | | 0.0 | | |
27,707 | | | Equity Lifestyle Properties, Inc. | | | | | 2,058,907 | | | | | | 0.1 | | |
58,784 | | | Equity Residential | | | | | 4,526,368 | | | | | | 0.2 | | |
10,334 | | | Essex Property Trust, Inc. | | | | | 3,100,303 | | | | | | 0.2 | | |
20,914 | | | Extra Space Storage, Inc. | | | | | 3,426,132 | | | | | | 0.2 | | |
12,305 | | | Federal Realty Investment Trust | | | | | 1,441,777 | | | | | | 0.1 | | |
20,511 | | | First Industrial Realty Trust, Inc. | | | | | 1,071,290 | | | | | | 0.1 | | |
35,150 | | | Gaming and Leisure Properties, Inc. | | | | | 1,628,500 | | | | | | 0.1 | | |
34,690 (2) | | | Healthcare Trust of America, Inc. | | | | | 926,223 | | | | | | 0.0 | | |
85,972 | | | Healthpeak Properties, Inc. | | | | | 2,862,008 | | | | | | 0.2 | | |
16,382 | | | Highwoods Properties, Inc. | | | | | 739,975 | | | | | | 0.0 | | |
111,491 (1) | | | Host Hotels & Resorts, Inc. | | | | | 1,905,381 | | | | | | 0.1 | | |
6,614 (1) | | | Howard Hughes Corp. | | | | | 644,600 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
23,392 | | | Hudson Pacific Properties, Inc. | | | | $ | 650,765 | | | | | | 0.0 | | |
90,535 | | | Invitation Homes, Inc. | | | | | 3,376,050 | | | | | | 0.2 | | |
45,683 (2) | | | Iron Mountain, Inc. | | | | | 1,933,305 | | | | | | 0.1 | | |
19,746 | | | JBG SMITH Properties | | | | | 622,196 | | | | | | 0.0 | | |
8,150 (1) | | | Jones Lang LaSalle, Inc. | | | | | 1,592,999 | | | | | | 0.1 | | |
18,507 | | | Kilroy Realty Corp. | | | | | 1,288,827 | | | | | | 0.1 | | |
65,817 | | | Kimco Realty Corp. | | | | | 1,372,284 | | | | | | 0.1 | | |
13,738 | | | Lamar Advertising Co. | | | | | 1,434,522 | | | | | | 0.1 | | |
12,172 | | | Life Storage, Inc. | | | | | 1,306,664 | | | | | | 0.1 | | |
92,398 | | | Medical Properties Trust, Inc. | | | | | 1,857,200 | | | | | | 0.1 | | |
18,156 | | | Mid-America Apartment Communities, Inc. | | | | | 3,057,834 | | | | | | 0.2 | | |
27,848 | | | National Retail Properties, Inc. | | | | | 1,305,514 | | | | | | 0.1 | | |
37,481 | | | Omega Healthcare Investors, Inc. | | | | | 1,360,186 | | | | | | 0.1 | | |
55,281 (1)(2) | | | Opendoor Technologies, Inc. | | | | | 980,132 | | | | | | 0.1 | | |
37,427 (1) | | | Park Hotels & Resorts, Inc. | | | | | 771,370 | | | | | | 0.0 | | |
22,006 | | | Rayonier, Inc. | | | | | 790,676 | | | | | | 0.0 | | |
59,602 | | | Realty Income Corp. | | | | | 3,977,837 | | | | | | 0.2 | | |
26,925 | | | Regency Centers Corp. | | | | | 1,725,085 | | | | | | 0.1 | | |
21,396 | | | Rexford Industrial Realty, Inc. | | | | | 1,218,502 | | | | | | 0.1 | | |
17,278 | | | SBA Communications Corp. | | | | | 5,506,499 | | | | | | 0.3 | | |
52,027 | | | Simon Property Group, Inc. | | | | | 6,788,483 | | | | | | 0.4 | | |
11,184 (2) | | | SL Green Realty Corp. | | | | | 894,720 | | | | | | 0.0 | | |
18,273 | | | Spirit Realty Capital, Inc. | | | | | 874,180 | | | | | | 0.0 | | |
38,947 | | | STORE Capital Corp. | | | | | 1,344,061 | | | | | | 0.1 | | |
17,625 | | | Sun Communities, Inc. | | | | | 3,020,925 | | | | | | 0.2 | | |
47,092 | | | UDR, Inc. | | | | | 2,306,566 | | | | | | 0.1 | | |
59,782 | | | Ventas, Inc. | | | | | 3,413,552 | | | | | | 0.2 | | |
36,489 | | | VEREIT, Inc. | | | | | 1,675,940 | | | | | | 0.1 | | |
85,645 | | | VICI Properties, Inc. | | | | | 2,656,708 | | | | | | 0.1 | | |
27,973 | | | Vornado Realty Trust | | | | | 1,305,500 | | | | | | 0.1 | | |
19,044 | | | Weingarten Realty Investors | | | | | 610,741 | | | | | | 0.0 | | |
66,625 | | | Welltower, Inc. | | | | | 5,536,538 | | | | | | 0.3 | | |
119,506 | | | Weyerhaeuser Co. | | | | | 4,113,397 | | | | | | 0.2 | | |
28,139 | | | WP Carey, Inc. | | | | | 2,099,732 | | | | | | 0.1 | | |
| | | | | | | | 131,027,289 | | | | | | 7.3 | | |
| | | | | | | | | | | | | | | | |
| | | Utilities: 4.4% | | ||||||||||||
105,333 | | | AES Corp. | | | | | 2,746,031 | | | | | | 0.2 | | |
39,900 | | | Alliant Energy Corp. | | | | | 2,224,824 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
40,597 | | | Ameren Corp. | | | | $ | 3,249,384 | | | | | | 0.2 | | |
28,962 | | | American Water Works Co., Inc. | | | | | 4,463,913 | | | | | | 0.2 | | |
20,626 | | | Atmos Energy Corp. | | | | | 1,982,365 | | | | | | 0.1 | | |
9,104 | | | Avangrid, Inc. | | | | | 468,219 | | | | | | 0.0 | | |
20,361 | | | Brookfield Renewable Corp. | | | | | 853,940 | | | | | | 0.0 | | |
92,671 | | | Centerpoint Energy, Inc. | | | | | 2,272,293 | | | | | | 0.1 | | |
46,099 | | | CMS Energy Corp. | | | | | 2,723,529 | | | | | | 0.2 | | |
54,783 | | | Consolidated Edison, Inc. | | | | | 3,929,037 | | | | | | 0.2 | | |
30,778 | | | DTE Energy Co. | | | | | 3,988,829 | | | | | | 0.2 | | |
59,479 | | | Edison International | | | | | 3,439,076 | | | | | | 0.2 | | |
31,965 | | | Entergy Corp. | | | | | 3,186,910 | | | | | | 0.2 | | |
35,728 | | | Essential Utilities, Inc. | | | | | 1,632,770 | | | | | | 0.1 | | |
36,471 | | | Evergy, Inc. | | | | | 2,203,942 | | | | | | 0.1 | | |
54,752 | | | Eversource Energy | | | | | 4,393,300 | | | | | | 0.2 | | |
86,766 | | | FirstEnergy Corp. | | | | | 3,228,563 | | | | | | 0.2 | | |
16,806 | | | Hawaiian Electric Industries | | | | | 710,558 | | | | ��� | | 0.0 | | |
8,025 | | | Idacorp, Inc. | | | | | 782,437 | | | | | | 0.0 | | |
31,796 | | | MDU Resources Group, Inc. | | | | | 996,487 | | | | | | 0.1 | | |
13,911 | | | National Fuel Gas Co. | | | | | 726,850 | | | | | | 0.0 | | |
62,459 | | | NiSource, Inc. | | | | | 1,530,245 | | | | | | 0.1 | | |
38,794 | | | NRG Energy, Inc. | | | | | 1,563,398 | | | | | | 0.1 | | |
31,827 | | | OGE Energy Corp. | | | | | 1,070,979 | | | | | | 0.1 | | |
240,862 (1) | | | PG&E Corp. | | | | | 2,449,567 | | | | | | 0.1 | | |
17,969 | | | Pinnacle West Capital Corp. | | | | | 1,472,919 | | | | | | 0.1 | | |
122,919 | | | PPL Corp. | | | | | 3,438,044 | | | | | | 0.2 | | |
80,448 | | | Public Service Enterprise Group, Inc. | | | | | 4,805,963 | | | | | | 0.3 | | |
33,161 | | | UGI Corp. | | | | | 1,535,686 | | | | | | 0.1 | | |
76,363 | | | Vistra Corp. | | | | | 1,416,534 | | | | | | 0.1 | | |
50,338 | | | WEC Energy Group, Inc. | | | | | 4,477,565 | | | | | | 0.3 | | |
85,886 | | | Xcel Energy, Inc. | | | | | 5,658,170 | | | | | | 0.3 | | |
| | | | | | | | 79,622,327 | | | | | | 4.4 | | |
| | | Total Common Stock | | | | | | | | | | | | | |
| | | (Cost $893,815,177) | | | | | 1,784,375,409 | | | | | | 98.9 | | |
EXCHANGE-TRADED FUNDS: 0.8% | | |||||||||||||||
168,229 | | | iShares Russell Midcap Index Fund | | | | | 13,330,466 | | | | | | 0.8 | | |
| | | Total Exchange-Traded Funds | | | | | | | | | | | | | |
| | | (Cost $12,920,020) | | | | | 13,330,466 | | | | | | 0.8 | | |
| | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | (Cost $906,735,197) | | | | | 1,797,705,875 | | | | | | 99.7 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.7% | | |||||||||||||||
| | | Repurchase Agreements: 2.3% | | ||||||||||||
1,699,230 (4) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,699,234, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,733,215, due 01/01/25-04/01/51) | | | | $ | 1,699,230 | | | | | | 0.1 | | |
3,870,861 (4) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $3,870,882, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $4,060,946, due 09/19/22-01/27/40) | | | | | 3,870,861 | | | | | | 0.2 | | |
10,583,700 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $10,583,714, collateralized by various U.S. Government/U.S. Government Agency | | | | | | | | | | | | | |
| | | Obligations, 0.125%-9.000%, Market Value plus accrued interest $10,795,374, due 07/25/21-05/20/71) | | | | | 10,583,700 | | | | | | 0.6 | | |
4,796,939 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,796,951, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $4,892,890, due 07/01/21-11/15/50) | | | | | 4,796,939 | | | | | | 0.2 | | |
3,696,666 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $3,696,672, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,770,599, due 07/01/21-01/15/59) | | | | | 3,696,666 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,349,419 (4) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $1,349,420, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,376,407, due 07/07/21-11/01/49) | | | | $ | 1,349,419 | | | | | | 0.1 | | |
3,185,045 (4) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,185,053, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,248,746, due 08/01/21-06/01/51) | | | | | 3,185,045 | | | | | | 0.2 | | |
4,046,593 (4) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $4,046,600, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $4,127,532, due 05/01/24-04/20/71) | | | | | 4,046,593 | | | | | | 0.2 | | |
6,776,273 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $6,776,293, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,912,537, due 07/15/23-02/15/48) | | | | | 6,776,273 | | | | | | 0.4 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,622,242 (4) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $2,622,249, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $2,674,687, due 12/01/21-05/20/71) | | | | $ | 2,622,242 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $42,626,968) | | | | | 42,626,968 | | | | | | 2.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.4% | | ||||||||||||
5,103,491 (4)(5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 5,103,491 | | | | | | 0.3 | | |
1,002,000 (4)(5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 1,002,000 | | | | | | 0.1 | | |
820,000 (4)(5) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 820,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds | | | | | | | | | | | | | |
| | | (Cost $6,925,491) | | | | | 6,925,491 | | | | | | 0.4 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $49,552,459) | | | | | 49,552,459 | | | | | | 2.7 | | |
| | | Total Investments in Securities (Cost $956,287,656) | | | | $ | 1,847,258,334 | | | | | | 102.4 | | |
| | | Liabilities in Excess of Other Assets | | | | $ | (43,690,766) | | | | | | (2.4) | | |
| | | Net Assets | | | | $ | 1,803,567,568 | | | | | | 100.0 | | |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 18.5% | |
| Industrials | | | 15.2% | |
| Consumer Discretionary | | | 12.7% | |
| Health Care | | | 11.8% | |
| Financials | | | 11.7% | |
| Real Estate | | | 7.3% | |
| Materials | | | 5.3% | |
| Communication Services | | | 4.9% | |
| Utilities | | | 4.4% | |
| Energy | | | 3.7% | |
| Consumer Staples | | | 3.4% | |
| 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. | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,784,375,409 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,784,375,409 | | |
Exchange-Traded Funds | | | | | 13,330,466 | | | | | | — | | | | | | — | | | | | | 13,330,466 | | |
Short-Term Investments | | | | | 6,925,491 | | | | | | 42,626,968 | | | | | | — | | | | | | 49,552,459 | | |
Total Investments, at fair value | | | | $ | 1,804,631,366 | | | | | $ | 42,626,968 | | | | | $ | — | | | | | $ | 1,847,258,334 | | |
| | | | | | ||||||||||||||||||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (80,150) | | | | | $ | — | | | | | $ | — | | | | | $ | (80,150) | | |
Total Liabilities | | | | $ | (80,150) | | | | | $ | — | | | | | $ | — | | | | | $ | (80,150) | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/21 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 1,092,572 | | | | | $ | 185,985 | | | | | $ | (109,016) | | | | | $ | 11,198 | | | | | $ | 1,180,739 | | | | | $ | 6,183 | | | | | $ | 27,259 | | | | | $ | — | | |
| | | | $ | 1,092,572 | | | | | $ | 185,985 | | | | | $ | (109,016) | | | | | $ | 11,198 | | | | | $ | 1,180,739 | | | | | $ | 6,183 | | | | | $ | 27,259 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 21 | | | | | | 09/17/21 | | | | | $ | 5,654,040 | | | | | $ | (80,150) | | |
| | | | | | | | | | | | | | | | $ | 5,654,040 | | | | | $ | (80,150) | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 80,150 | | |
Total Liability Derivatives | | | | | | | $ | 80,150 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 788,503 | | |
Total | | | | $ | 788,503 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (143,943) | | |
Total | | | | $ | (143,943) | | |
| Gross Unrealized Appreciation | | | | $ | 910,754,369 | | |
| Gross Unrealized Depreciation | | | | | (30,197,495) | | |
| Net Unrealized Appreciation | | | | $ | 880,556,874 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.3% | | |||||||||||||||
| | | Communication Services: 3.6% | | ||||||||||||
29,372 (1) | | | Advantage Solutions, Inc. | | | | $ | 316,924 | | | | | | 0.0 | | |
160,655 (1)(2) | | | AMC Entertainment Holdings, Inc. | | | | | 9,105,925 | | | | | | 0.8 | | |
11,740 (1)(2) | | | AMC Networks, Inc. | | | | | 784,232 | | | | | | 0.1 | | |
4,599 (1)(2) | | | Anterix, Inc. | | | | | 275,894 | | | | | | 0.0 | | |
4,849 | | | ATN International, Inc. | | | | | 220,581 | | | | | | 0.0 | | |
8,855 (1)(2) | | | Bandwidth, Inc. | | | | | 1,221,282 | | | | | | 0.1 | | |
6,824 (1) | | | Boston Omaha Corp. | | | | | 216,389 | | | | | | 0.0 | | |
12,525 (1) | | | Cardlytics, Inc. | | | | | 1,589,798 | | | | | | 0.1 | | |
36,165 (1) | | | Cargurus, Inc. | | | | | 948,608 | | | | | | 0.1 | | |
27,608 (1) | | | Cars.com, Inc. | | | | | 395,623 | | | | | | 0.0 | | |
4,658 (1) | | | Chicken Soup For The Soul Entertainment, Inc. | | | | | 192,841 | | | | | | 0.0 | | |
19,965 (1) | | | Cincinnati Bell, Inc. | | | | | 307,860 | | | | | | 0.0 | | |
43,054 (1) | | | Cinemark Holdings, Inc. | | | | | 945,035 | | | | | | 0.1 | | |
143,217 (1) | | | Clear Channel Outdoor Holdings, Inc. | | | | | 378,093 | | | | | | 0.0 | | |
17,123 (2) | | | Cogent Communications Holdings, Inc. | | | | | 1,316,587 | | | | | | 0.1 | | |
27,555 (1) | | | comScore, Inc. | | | | | 137,775 | | | | | | 0.0 | | |
30,094 (1) | | | Consolidated Communications Holdings, Inc. | | | | | 264,526 | | | | | | 0.0 | | |
10,291 (1) | | | CuriosityStream, Inc. | | | | | 140,369 | | | | | | 0.0 | | |
516 (1) | | | Daily Journal Corp. | | | | | 174,666 | | | | | | 0.0 | | |
49,679 (1) | | | Entercom Communications Corp. | | | | | 214,117 | | | | | | 0.0 | | |
25,769 | | | Entravision Communications Corp. | | | | | 172,137 | | | | | | 0.0 | | |
127,151 (1) | | | Eros STX Global Corp. | | | | | 194,541 | | | | | | 0.0 | | |
29,182 (1)(2) | | | Eventbrite, Inc. | | | | | 554,458 | | | | | | 0.1 | | |
7,444 (1) | | | EverQuote, Inc. | | | | | 243,270 | | | | | | 0.0 | | |
23,098 | | | EW Scripps Co. | | | | | 470,968 | | | | | | 0.1 | | |
51,933 (1) | | | fuboTV, Inc. | | | | | 1,667,569 | | | | | | 0.1 | | |
56,075 (1)(2) | | | Gannett Co., Inc. | | | | | 307,852 | | | | | | 0.0 | | |
239,691 (1) | | | Globalstar, Inc. | | | | | 426,650 | | | | | | 0.0 | | |
23,385 (1)(2) | | | Gogo, Inc. | | | | | 266,121 | | | | | | 0.0 | | |
35,345 | | | Gray Television, Inc. | | | | | 827,073 | | | | | | 0.1 | | |
8,000 (1) | | | IDT Corp. | | | | | 295,680 | | | | | | 0.0 | | |
43,789 (1) | | | iHeartMedia, Inc. | | | | | 1,179,238 | | | | | | 0.1 | | |
20,370 (1) | | | Imax Corp. | | | | | 437,955 | | | | | | 0.0 | | |
47,431 (1) | | | Iridium Communications, Inc. | | | | | 1,896,766 | | | | | | 0.2 | | |
16,431 | | | John Wiley & Sons, Inc. | | | | | 988,818 | | | | | | 0.1 | | |
68,916 (1) | | | Liberty Latin America Ltd. | | | | | 971,716 | | | | | | 0.1 | | |
11,063 (1) | | | Liberty Latin America Ltd. - Class A | | | | | 153,333 | | | | | | 0.0 | | |
19,129 (1) | | | Liberty Media Corp. - Liberty Braves C Tracking Stock | | | | | 531,212 | | | | | | 0.1 | | |
30,143 (1) | | | Liberty TripAdvisor Holdings, Inc. | | | | | 122,682 | | | | | | 0.0 | | |
22,050 (1) | | | Lions Gate Entertainment Corp. - Class A | | | | | 456,435 | | | | | | 0.1 | | |
45,410 (1) | | | Lions Gate Entertainment Corp. - Class B | | | | | 831,003 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Communication Services (continued) | | ||||||||||||
22,066 (1)(2) | | | LiveXLive Media, Inc. | | | | $ | 104,152 | | | | | | 0.0 | | |
5,154 | | | Loral Space & Communications, Inc. | | | | | 200,233 | | | | | | 0.0 | | |
7,192 (1) | | | Madison Square Garden Entertainment Corp. | | | | | 603,912 | | | | | | 0.1 | | |
41,624 (1) | | | Magnite, Inc. | | | | | 1,408,556 | | | | | | 0.1 | | |
9,715 (1)(2) | | | Marcus Corp. | | | | | 206,055 | | | | | | 0.0 | | |
25,516 (1) | | | MDC Partners, Inc. | | | | | 149,269 | | | | | | 0.0 | | |
8,167 (1) | | | MediaAlpha, Inc. | | | | | 343,831 | | | | | | 0.0 | | |
16,078 (1) | | | Meredith Corp. | | | | | 698,428 | | | | | | 0.1 | | |
12,704 (1)(2) | | | MSG Networks, Inc. | | | | | 185,224 | | | | | | 0.0 | | |
24,833 | | | National CineMedia, Inc. | | | | | 125,903 | | | | | | 0.0 | | |
9,156 (1) | | | Ooma, Inc. | | | | | 172,682 | | | | | | 0.0 | | |
30,353 (1) | | | Orbcomm, Inc. | | | | | 341,168 | | | | | | 0.0 | | |
20,382 (1) | | | QuinStreet, Inc. | | | | | 378,698 | | | | | | 0.0 | | |
16,558 (1) | | | Radius Global Infrastructure, Inc. | | | | | 240,091 | | | | | | 0.0 | | |
12,078 | | | Scholastic Corp. | | | | | 457,635 | | | | | | 0.1 | | |
19,809 | | | Shenandoah Telecommunications Co. | | | | | 960,935 | | | | | | 0.1 | | |
18,210 (2) | | | Sinclair Broadcast Group, Inc. | | | | | 604,936 | | | | | | 0.1 | | |
9,797 (1) | | | TechTarget, Inc. | | | | | 759,170 | | | | | | 0.1 | | |
89,203 | | | TEGNA, Inc. | | | | | 1,673,448 | | | | | | 0.1 | | |
36,982 | | | Telephone & Data Systems, Inc. | | | | | 838,012 | | | | | | 0.1 | | |
2,540 (1) | | | Thryv Holdings, Inc. | | | | | 90,856 | | | | | | 0.0 | | |
41,989 (1)(2) | | | TrueCar, Inc. | | | | | 237,238 | | | | | | 0.0 | | |
4,733 (1) | | | United States Cellular Corp. | | | | | 171,855 | | | | | | 0.0 | | |
21,488 (1) | | | WideOpenWest, Inc. | | | | | 445,016 | | | | | | 0.0 | | |
28,926 (1) | | | Yelp, Inc. | | | | | 1,155,883 | | | | | | 0.1 | | |
| | | | | | | | 44,695,788 | | | | | | 3.6 | | |
| | | | | | | | | | | | | | | | |
| | | Consumer Discretionary: 11.5% | | ||||||||||||
10,451 (1)(2) | | | 1-800-Flowers.com, Inc. | | | | | 333,073 | | | | | | 0.0 | | |
27,893 (1)(2) | | | 2U, Inc. | | | | | 1,162,301 | | | | | | 0.1 | | |
13,570 | | | Aaron’s Co., Inc./The | | | | | 434,104 | | | | | | 0.0 | | |
24,401 (1) | | | Abercrombie & Fitch Co. - Class A | | | | | 1,132,938 | | | | | | 0.1 | | |
23,968 (1) | | | Academy Sports & Outdoors, Inc. | | | | | 988,440 | | | | | | 0.1 | | |
21,965 (1) | | | Accel Entertainment, Inc. | | | | | 260,725 | | | | | | 0.0 | | |
13,737 | | | Acushnet Holdings Corp. | | | | | 678,608 | | | | | | 0.1 | | |
37,415 (1) | | | Adient plc | | | | | 1,691,158 | | | | | | 0.1 | | |
20,420 (1) | | | Adtalem Global Education, Inc. | | | | | 727,769 | | | | | | 0.1 | | |
45,065 (1) | | | American Axle & Manufacturing Holdings, Inc. | | | | | 466,423 | | | | | | 0.1 | | |
60,028 (2) | | | American Eagle Outfitters, Inc. | | | | | 2,252,851 | | | | | | 0.2 | | |
5,663 (1) | | | American Outdoor Brands, Inc. | | | | | 198,998 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
7,009 (1) | | | American Public Education, Inc. | | | | $ | 198,635 | | | | | | 0.0 | | |
2,551 (1) | | | America’s Car-Mart, Inc. | | | | | 361,528 | | | | | | 0.0 | | |
25,984 (1) | | | AMMO, Inc. | | | | | 254,383 | | | | | | 0.0 | | |
10,905 (1)(2) | | | Arcimoto, Inc. | | | | | 187,457 | | | | | | 0.0 | | |
7,670 (1) | | | Asbury Automotive Group, Inc. | | | | | 1,314,408 | | | | | | 0.1 | | |
25,620 (1) | | | At Home Group, Inc. | | | | | 943,841 | | | | | | 0.1 | | |
7,831 (1) | | | Aterian, Inc. | | | | | 114,568 | | | | | | 0.0 | | |
12,753 (1) | | | Bally’s Corp. | | | | | 690,065 | | | | | | 0.1 | | |
15,185 (1) | | | Barnes & Noble Education, Inc. | | | | | 109,484 | | | | | | 0.0 | | |
3,353 | | | Bassett Furniture Industries, Inc. | | | | | 81,646 | | | | | | 0.0 | | |
11,762 (1) | | | Beazer Homes USA, Inc. | | | | | 226,889 | | | | | | 0.0 | | |
43,441 (1) | | | Bed Bath & Beyond, Inc. | | | | | 1,446,151 | | | | | | 0.1 | | |
8,050 | | | Big 5 Sporting Goods Corp. | | | | | 206,724 | | | | | | 0.0 | | |
13,916 | | | Big Lots, Inc. | | | | | 918,595 | | | | | | 0.1 | | |
9,084 (1) | | | BJ’s Restaurants, Inc. | | | | | 446,388 | | | | | | 0.0 | | |
14,364 (1)(2) | | | Blink Charging Co. | | | | | 591,366 | | | | | | 0.1 | | |
35,935 (1) | | | Bloomin Brands, Inc. | | | | | 975,276 | | | | | | 0.1 | | |
6,112 (1) | | | Bluegreen Vacations Holding Corp. | | | | | 110,016 | | | | | | 0.0 | | |
11,511 (1) | | | Boot Barn Holdings, Inc. | | | | | 967,500 | | | | | | 0.1 | | |
18,190 (1) | | | Brinker International, Inc. | | | | | 1,125,051 | | | | | | 0.1 | | |
11,916 (2) | | | Buckle, Inc. | | | | | 592,821 | | | | | | 0.1 | | |
14,808 | | | Caleres, Inc. | | | | | 404,110 | | | | | | 0.0 | | |
44,240 | | | Callaway Golf Co. | | | | | 1,492,215 | | | | | | 0.1 | | |
16,358 | | | Camping World Holdings, Inc. | | | | | 670,514 | | | | | | 0.1 | | |
31,342 (1)(2) | | | Canoo, Inc. | | | | | 311,539 | | | | | | 0.0 | | |
16,478 (1) | | | CarLotz, Inc. | | | | | 89,970 | | | | | | 0.0 | | |
18,566 (1)(2) | | | CarParts.com, Inc. | | | | | 378,004 | | | | | | 0.0 | | |
6,759 | | | Carriage Services, Inc. | | | | | 249,880 | | | | | | 0.0 | | |
16,515 (1) | | | Carrols Restaurant Group, Inc. | | | | | 99,255 | | | | | | 0.0 | | |
11,798 (1) | | | Casper Sleep, Inc. | | | | | 97,216 | | | | | | 0.0 | | |
8,866 | | | Cato Corp. | | | | | 149,569 | | | | | | 0.0 | | |
3,750 (1) | | | Cavco Industries, Inc. | | | | | 833,212 | | | | | | 0.1 | | |
10,899 (1) | | | Century Casinos, Inc. | | | | | 146,374 | | | | | | 0.0 | | |
12,043 | | | Century Communities, Inc. | | | | | 801,341 | | | | | | 0.1 | | |
17,419 (1) | | | Cheesecake Factory | | | | | 943,761 | | | | | | 0.1 | | |
49,520 (1) | | | Chico’s FAS, Inc. | | | | | 325,842 | | | | | | 0.0 | | |
5,635 (1) | | | Childrens Place, Inc./The | | | | | 524,393 | | | | | | 0.1 | | |
8,063 (1) | | | Chuy’s Holdings, Inc. | | | | | 300,427 | | | | | | 0.0 | | |
3,681 (1) | | | Citi Trends, Inc. | | | | | 320,247 | | | | | | 0.0 | | |
9,993 | | | Clarus Corp. | | | | | 256,820 | | | | | | 0.0 | | |
7,051 (1) | | | Conn’s, Inc. | | | | | 179,800 | | | | | | 0.0 | | |
13,066 (1) | | | Container Store Group, Inc. | | | | | 170,381 | | | | | | 0.0 | | |
7,022 (1) | | | Cooper-Standard Holdings, Inc. | | | | | 203,638 | | | | | | 0.0 | | |
17,762 | | | Core-Mark Holding Co., Inc. | | | | | 799,468 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
4,490 (1) | | | Coursera, Inc. | | | | $ | 177,624 | | | | | | 0.0 | | |
9,513 | | | Cracker Barrel Old Country Store, Inc. | | | | | 1,412,300 | | | | | | 0.1 | | |
25,433 (1) | | | CROCS, Inc. | | | | | 2,963,453 | | | | | | 0.3 | | |
57,297 | | | Dana, Inc. | | | | | 1,361,377 | | | | | | 0.1 | | |
17,349 (1) | | | Dave & Buster’s Entertainment, Inc. | | | | | 704,369 | | | | | | 0.1 | | |
13,061 | | | Del Taco Restaurants, Inc. | | | | | 130,741 | | | | | | 0.0 | | |
25,517 (1) | | | Denny’s Corp. | | | | | 420,775 | | | | | | 0.0 | | |
24,000 (1) | | | Designer Brands, Inc. | | | | | 397,200 | | | | | | 0.0 | | |
2,509 (2) | | | Dillards, Inc. | | | | | 453,828 | | | | | | 0.0 | | |
6,404 (1) | | | Dine Brands Global, Inc. | | | | | 571,557 | | | | | | 0.1 | | |
10,650 (1) | | | Dorman Products, Inc. | | | | | 1,104,085 | | | | | | 0.1 | | |
33,089 (1) | | | Drive Shack, Inc. | | | | | 109,525 | | | | | | 0.0 | | |
5,186 (1)(2) | | | Duluth Holdings, Inc. | | | | | 107,091 | | | | | | 0.0 | | |
7,999 (1) | | | El Pollo Loco Holdings, Inc. | | | | | 146,302 | | | | | | 0.0 | | |
4,455 | | | Escalade, Inc. | | | | | 102,242 | | | | | | 0.0 | | |
9,314 | | | Ethan Allen Interiors, Inc. | | | | | 257,066 | | | | | | 0.0 | | |
33,759 (1) | | | Everi Holdings, Inc. | | | | | 841,949 | | | | | | 0.1 | | |
7,760 (1) | | | Fiesta Restaurant Group, Inc. | | | | | 104,217 | | | | | | 0.0 | | |
62,312 (1) | | | Fisker, Inc. | | | | | 1,201,375 | | | | | | 0.1 | | |
2,489 | | | Flexsteel Industries, Inc. | | | | | 100,531 | | | | | | 0.0 | | |
18,895 (1) | | | Fossil Group, Inc. | | | | | 269,821 | | | | | | 0.0 | | |
16,608 (1) | | | Fox Factory Holding Corp. | | | | | 2,585,201 | | | | | | 0.2 | | |
10,840 | | | Franchise Group, Inc. | | | | | 382,327 | | | | | | 0.0 | | |
12,924 (1) | | | Full House Resorts, Inc. | | | | | 128,465 | | | | | | 0.0 | | |
9,872 (1)(2) | | | Funko, Inc. | | | | | 210,076 | | | | | | 0.0 | | |
15,388 (1)(2) | | | GAN Ltd. | | | | | 252,979 | | | | | | 0.0 | | |
6,028 (1) | | | Genesco, Inc. | | | | | 383,863 | | | | | | 0.0 | | |
110,719 (1) | | | Genius Brands International, Inc. | | | | | 203,723 | | | | | | 0.0 | | |
13,321 (1) | | | Gentherm, Inc. | | | | | 946,457 | | | | | | 0.1 | | |
17,799 (1) | | | G-III Apparel Group Ltd. | | | | | 584,875 | | | | | | 0.1 | | |
6,781 (1) | | | Golden Entertainment, Inc. | | | | | 303,789 | | | | | | 0.0 | | |
11,860 (1) | | | Golden Nugget Online Gaming, Inc. | | | | | 151,334 | | | | | | 0.0 | | |
108,869 (1) | | | Goodyear Tire & Rubber Co. | | | | | 1,867,103 | | | | | | 0.2 | | |
49,310 (1) | | | GoPro, Inc. | | | | | 574,461 | | | | | | 0.1 | | |
1,443 | | | Graham Holdings Co. | | | | | 914,718 | | | | | | 0.1 | | |
11,410 (1) | | | Green Brick Partners, Inc. | | | | | 259,463 | | | | | | 0.0 | | |
7,000 | | | Group 1 Automotive, Inc. | | | | | 1,081,010 | | | | | | 0.1 | | |
9,300 (1) | | | Groupon, Inc. | | | | | 401,388 | | | | | | 0.0 | | |
21,169 (1) | | | GrowGeneration Corp. | | | | | 1,018,229 | | | | | | 0.1 | | |
16,228 (2) | | | Guess?, Inc. | | | | | 428,419 | | | | | | 0.0 | | |
21,835 (1)(2) | | | Hall of Fame Resort & Entertainment Co. | | | | | 85,812 | | | | | | 0.0 | | |
6,655 (2) | | | Haverty Furniture Cos., Inc. | | | | | 284,568 | | | | | | 0.0 | | |
9,670 (1)(2) | | | Helen of Troy Ltd. | | | | | 2,205,920 | | | | | | 0.2 | | |
6,519 (1) | | | Hibbett, Inc. | | | | | 584,298 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
34,068 (1) | | | Hilton Grand Vacations, Inc. | | | | $ | 1,410,075 | | | | | | 0.1 | | |
5,088 | | | Hooker Furniture Corp. | | | | | 176,248 | | | | | | 0.0 | | |
49,999 (1) | | | Houghton Mifflin Harcourt Co. | | | | | 551,989 | | | | | | 0.1 | | |
1,988 (1) | | | Hovnanian Enterprises, Inc. | | | | | 211,305 | | | | | | 0.0 | | |
9,391 | | | Installed Building Products, Inc. | | | | | 1,149,083 | | | | | | 0.1 | | |
39,903 (1) | | | International Game Technology PLC | | | | | 956,076 | | | | | | 0.1 | | |
11,141 (1)(2) | | | iRobot Corp. | | | | | 1,040,458 | | | | | | 0.1 | | |
9,300 | | | Jack in the Box, Inc. | | | | | 1,036,392 | | | | | | 0.1 | | |
2,144 | | | Johnson Outdoors, Inc. | | | | | 259,424 | | | | | | 0.0 | | |
35,676 | | | KB Home | | | | | 1,452,727 | | | | | | 0.1 | | |
5,326 (1) | | | Kirkland’s, Inc. | | | | | 121,859 | | | | | | 0.0 | | |
20,552 | | | Kontoor Brands, Inc. | | | | | 1,159,338 | | | | | | 0.1 | | |
5,667 (1) | | | Lands’ End, Inc. | | | | | 232,630 | | | | | | 0.0 | | |
8,403 (1) | | | Latham Group, Inc. | | | | | 268,560 | | | | | | 0.0 | | |
43,174 (1) | | | Laureate Education Inc. - Class A | | | | | 626,455 | | | | | | 0.1 | | |
18,453 | | | La-Z-Boy, Inc. | | | | | 683,499 | | | | | | 0.1 | | |
9,806 | | | LCI Industries | | | | | 1,288,705 | | | | | | 0.1 | | |
8,847 (1) | | | LGI Homes, Inc. | | | | | 1,432,683 | | | | | | 0.1 | | |
5,187 | | | Lifetime Brands, Inc. | | | | | 77,649 | | | | | | 0.0 | | |
11,937 (1)(2) | | | Lindblad Expeditions Holdings, Inc. | | | | | 191,111 | | | | | | 0.0 | | |
10,763 (1) | | | Liquidity Services, Inc. | | | | | 273,918 | | | | | | 0.0 | | |
43,887 (1)(2) | | | Lordstown Motors Corp. | | | | | 485,390 | | | | | | 0.1 | | |
4,943 (1)(2) | | | Lovesac Co/The | | | | | 394,402 | | | | | | 0.0 | | |
11,742 (1) | | | Lumber Liquidators Holdings, Inc. | | | | | 247,756 | | | | | | 0.0 | | |
11,542 (1) | | | M/I Homes, Inc. | | | | | 677,169 | | | | | | 0.1 | | |
124,133 (1) | | | Macy’s, Inc. | | | | | 2,353,562 | | | | | | 0.2 | | |
8,570 (1) | | | Malibu Boats, Inc. | | | | | 628,438 | | | | | | 0.1 | | |
8,763 (1) | | | MarineMax, Inc. | | | | | 427,109 | | | | | | 0.0 | | |
7,658 (1) | | | MasterCraft Boat Holdings, Inc. | | | | | 201,329 | | | | | | 0.0 | | |
22,968 | | | MDC Holdings, Inc. | | | | | 1,162,181 | ��� | | | | | 0.1 | | |
14,897 (1) | | | Meritage Homes Corp. | | | | | 1,401,510 | | | | | | 0.1 | | |
20,425 (1) | | | Modine Manufacturing Co. | | | | | 338,851 | | | | | | 0.0 | | |
5,192 (1) | | | Monarch Casino & Resort, Inc. | | | | | 343,555 | | | | | | 0.0 | | |
13,445 | | | Monro, Inc. | | | | | 853,892 | | | | | | 0.1 | | |
7,860 (1) | | | Motorcar Parts of America, Inc. | | | | | 176,378 | | | | | | 0.0 | | |
6,308 | | | Movado Group, Inc. | | | | | 198,513 | | | | | | 0.0 | | |
9,967 | | | Murphy USA, Inc. | | | | | 1,329,299 | | | | | | 0.1 | | |
32,525 (1) | | | National Vision Holdings, Inc. | | | | | 1,663,003 | | | | | | 0.1 | | |
11,841 (1)(2) | | | Nautilus, Inc. | | | | | 199,521 | | | | | | 0.0 | | |
2,168 (1) | | | NEOGAMES SA | | | | | 133,267 | | | | | | 0.0 | | |
15,935 (1) | | | Noodles & Co. | | | | | 198,869 | | | | | | 0.0 | | |
19,388 (1) | | | ODP Corp./The | | | | | 930,818 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
8,029 (1) | | | ONE Group Hospitality, Inc./The | | | | $ | 88,480 | | | | | | 0.0 | | |
20,794 (1)(2) | | | OneSpaWorld Holdings Ltd. | | | | | 201,494 | | | | | | 0.0 | | |
3,806 | | | OneWater Marine, Inc. | | | | | 159,966 | | | | | | 0.0 | | |
16,996 (1) | | | Overstock.com, Inc. | | | | | 1,567,031 | | | | | | 0.1 | | |
6,339 | | | Oxford Industries, Inc. | | | | | 626,547 | | | | | | 0.1 | | |
13,206 | | | Papa Johns International, Inc. | | | | | 1,379,235 | | | | | | 0.1 | | |
43,133 (1) | | | Party City Holdco, Inc. | | | | | 402,431 | | | | | | 0.0 | | |
9,035 | | | Patrick Industries, Inc. | | | | | 659,555 | | | | | | 0.1 | | |
29,036 (1) | | | Perdoceo Education Corp. | | | | | 356,272 | | | | | | 0.0 | | |
7,977 (2) | | | PetMed Express, Inc. | | | | | 254,067 | | | | | | 0.0 | | |
11,451 (1) | | | PlayAGS, Inc. | | | | | 113,365 | | | | | | 0.0 | | |
4,195 (1) | | | PLBY Group, Inc. | | | | | 163,144 | | | | | | 0.0 | | |
6,123 (1) | | | Porch Group, Inc. | | | | | 118,419 | | | | | | 0.0 | | |
19,642 (1) | | | Purple Innovation, Inc. | | | | | 518,745 | | | | | | 0.1 | | |
35,461 (1) | | | Quotient Technology, Inc. | | | | | 383,333 | | | | | | 0.0 | | |
3,416 | | | RCI Hospitality Holdings, Inc. | | | | | 226,139 | | | | | | 0.0 | | |
30,667 (1)(2) | | | The RealReal, Inc. | | | | | 605,980 | | | | | | 0.1 | | |
6,531 (1) | | | Red Robin Gourmet Burgers, Inc. | | | | | 216,241 | | | | | | 0.0 | | |
24,755 (1) | | | Red Rock Resorts, Inc. | | | | | 1,052,087 | | | | | | 0.1 | | |
9,565 (1)(2) | | | Regis Corp. | | | | | 89,528 | | | | | | 0.0 | | |
25,366 | | | Rent-A-Center, Inc. | | | | | 1,346,174 | | | | | | 0.1 | | |
14,043 (1) | | | Revolve Group, Inc. | | | | | 967,563 | | | | | | 0.1 | | |
2,995 | | | Rocky Brands, Inc. | | | | | 166,522 | | | | | | 0.0 | | |
20,254 (1) | | | Rush Street Interactive, Inc. | | | | | 248,314 | | | | | | 0.0 | | |
13,157 (1) | | | Ruth’s Hospitality Group, Inc. | | | | | 303,006 | | | | | | 0.0 | | |
44,725 (1)(2) | | | Sally Beauty Holdings, Inc. | | | | | 987,081 | | | | | | 0.1 | | |
37,738 (1) | | | Scientific Games Corp. | | | | | 2,922,431 | | | | | | 0.3 | | |
20,629 (1) | | | SeaWorld Entertainment, Inc. | | | | | 1,030,212 | | | | | | 0.1 | | |
14,551 (1) | | | Shake Shack, Inc. | | | | | 1,557,248 | | | | | | 0.1 | | |
23,632 (1) | | | Shift Technologies, Inc. | | | | | 202,763 | | | | | | 0.0 | | |
3,740 | | | Shoe Carnival, Inc. | | | | | 267,747 | | | | | | 0.0 | | |
9,106 | | | Shutterstock, Inc. | | | | | 893,936 | | | | | | 0.1 | | |
20,652 (1)(2) | | | Signet Jewelers Ltd. | | | | | 1,668,475 | | | | | | 0.1 | | |
21,046 (1) | | | Skyline Champion Corp. | | | | | 1,121,752 | | | | | | 0.1 | | |
9,515 (1) | | | Sleep Number Corp. | | | | | 1,046,174 | | | | | | 0.1 | | |
21,180 | | | Smith & Wesson Brands, Inc. | | | | | 734,946 | | | | | | 0.1 | | |
9,000 (2) | | | Sonic Automotive, Inc. | | | | | 402,660 | | | | | | 0.0 | | |
47,549 (1) | | | Sonos, Inc. | | | | | 1,675,151 | | | | | | 0.1 | | |
16,511 (1) | | | Sportsman’s Warehouse Holdings, Inc. | | | | | 293,400 | | | | | | 0.0 | | |
6,967 (1) | | | Stamps.com, Inc. | | | | | 1,395,420 | | | | | | 0.1 | | |
8,523 | | | Standard Motor Products, Inc. | | | | | 369,472 | | | | | | 0.0 | | |
32,513 | | | Steven Madden Ltd. | | | | | 1,422,769 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
23,443 (1)(2) | | | Stitch Fix, Inc. | | | | $ | 1,413,613 | | | | | | 0.1 | | |
11,035 (1) | | | Stoneridge, Inc. | | | | | 325,532 | | | | | | 0.0 | | |
10,009 | | | Strategic Education, Inc. | | | | | 761,285 | | | | | | 0.1 | | |
16,304 (1) | | | Stride, Inc. | | | | | 523,848 | | | | | | 0.1 | | |
6,976 | | | Sturm Ruger & Co., Inc. | | | | | 627,700 | | | | | | 0.1 | | |
4,804 | | | Superior Group of Cos, Inc. | | | | | 114,864 | | | | | | 0.0 | | |
49,802 (1) | | | Taylor Morrison Home Corp. | | | | | 1,315,769 | | | | | | 0.1 | | |
27,112 (1) | | | Tenneco, Inc. | | | | | 523,804 | | | | | | 0.1 | | |
26,857 | | | Texas Roadhouse, Inc. | | | | | 2,583,643 | | | | | | 0.2 | | |
10,077 | | | Tilly’s, Inc. | | | | | 161,030 | | | | | | 0.0 | | |
4,518 (1) | | | TravelCenters of America, Inc. | | | | | 132,106 | | | | | | 0.0 | | |
47,373 (1) | | | Tri Pointe Homes, Inc. | | | | | 1,015,203 | | | | | | 0.1 | | |
19,633 (1) | | | Tupperware Brands Corp. | | | | | 466,284 | | | | | | 0.0 | | |
6,016 (1) | | | Unifi, Inc. | | | | | 146,550 | | | | | | 0.0 | | |
5,581 (1) | | | Universal Electronics, Inc. | | | | | 270,678 | | | | | | 0.0 | | |
27,268 (1) | | | Urban Outfitters, Inc. | | | | | 1,123,987 | | | | | | 0.1 | | |
8,678 (1) | | | Vera Bradley, Inc. | | | | | 107,520 | | | | | | 0.0 | | |
23,321 (1) | | | Vista Outdoor, Inc. | | | | | 1,079,296 | | | | | | 0.1 | | |
10,910 (1) | | | Visteon Corp. | | | | | 1,319,455 | | | | | | 0.1 | | |
35,884 (1) | | | Vivint Smart Home, Inc. | | | | | 473,669 | | | | | | 0.1 | | |
6,888 (1)(2) | | | VOXX International Corp. | | | | | 96,501 | | | | | | 0.0 | | |
23,071 (1) | | | Vuzix Corp. | | | | | 423,353 | | | | | | 0.0 | | |
11,837 | | | Wingstop, Inc. | | | | | 1,865,866 | | | | | | 0.2 | | |
1,241 | | | Winmark Corp. | | | | | 238,371 | | | | | | 0.0 | | |
12,879 | | | Winnebago Industries | | | | | 875,257 | | | | | | 0.1 | | |
32,291 | | | Wolverine World Wide, Inc. | | | | | 1,086,269 | | | | | | 0.1 | | |
48,752 (1)(2) | | | Workhorse Group, Inc. | | | | | 808,796 | | | | | | 0.1 | | |
20,548 (1) | | | WW International, Inc. | | | | | 742,605 | | | | | | 0.1 | | |
14,215 (1) | | | XL Fleet Corp. | | | | | 118,411 | | | | | | 0.0 | | |
6,961 (1) | | | XPEL, Inc. | | | | | 583,819 | | | | | | 0.1 | | |
8,612 (1) | | | Zumiez, Inc. | | | | | 421,902 | | | | | | 0.0 | | |
| | | | | | | | 141,611,319 | | | | | | 11.5 | | |
| | | | | | | | | | | | | | | | |
| | | Consumer Staples: 3.1% | | ||||||||||||
59,469 (1)(2) | | | 22nd Century Group, Inc. | | | | | 275,342 | | | | | | 0.0 | | |
12,936 | | | Andersons, Inc. | | | | | 394,936 | | | | | | 0.0 | | |
18,806 (1)(2) | | | AppHarvest, Inc. | | | | | 300,896 | | | | | | 0.0 | | |
25,790 (2) | | | B&G Foods, Inc. | | | | | 845,912 | | | | | | 0.1 | | |
17,304 (1) | | | Beauty Health Co/The | | | | | 290,707 | | | | | | 0.0 | | |
16,363 (1) | | | BellRing Brands, Inc. | | | | | 512,816 | | | | | | 0.1 | | |
54,564 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 2,596,155 | | | | | | 0.2 | | |
6,862 | | | Calavo Growers, Inc. | | | | | 435,188 | | | | | | 0.0 | | |
14,989 | | | Cal-Maine Foods, Inc. | | | | | 542,752 | | | | | | 0.1 | | |
17,888 (1) | | | Celsius Holdings, Inc. | | | | | 1,361,098 | | | | | | 0.1 | | |
20,727 (1) | | | Central Garden & Pet Co. - Class A - CENTA | | | | | 1,001,114 | | | | | | 0.1 | | |
12,253 (1) | | | Chefs’ Warehouse Holdings, Inc. | | | | | 390,013 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
1,934 (2) | | | Coca-Cola Consolidated, Inc. | | | | $ | 777,719 | | | | | | 0.1 | | |
7,382 (1) | | | Duckhorn Portfolio, Inc./The | | | | | 162,847 | | | | | | 0.0 | | |
21,854 | | | Edgewell Personal Care Co. | | | | | 959,391 | | | | | | 0.1 | | |
18,823 (1) | | | elf Beauty, Inc. | | | | | 510,856 | | | | | | 0.1 | | |
25,362 | | | Energizer Holdings, Inc. | | | | | 1,090,059 | | | | | | 0.1 | | |
13,046 | | | Fresh Del Monte Produce, Inc. | | | | | 428,953 | | | | | | 0.0 | | |
14,706 (1)(2) | | | HF Foods Group, Inc. | | | | | 77,795 | | | | | | 0.0 | | |
9,190 (1) | | | Honest Co., Inc./The | | | | | 148,786 | | | | | | 0.0 | | |
52,007 (1) | | | Hostess Brands, Inc. | | | | | 841,993 | | | | | | 0.1 | | |
6,033 (2) | | | Ingles Markets, Inc. | | | | | 351,543 | | | | | | 0.0 | | |
7,260 | | | Inter Parfums, Inc. | | | | | 522,720 | | | | | | 0.1 | | |
5,907 (2) | | | J&J Snack Foods Corp. | | | | | 1,030,240 | | | | | | 0.1 | | |
3,715 | | | John B Sanfilippo & Son, Inc. | | | | | 329,038 | | | | | | 0.0 | | |
2,947 (1) | | | Laird Superfood, Inc. | | | | | 88,027 | | | | | | 0.0 | | |
7,435 (2) | | | Lancaster Colony Corp. | | | | | 1,438,747 | | | | | | 0.1 | | |
11,897 (1) | | | Landec Corp. | | | | | 133,841 | | | | | | 0.0 | | |
6,759 | | | Limoneira Co. | | | | | 118,621 | | | | | | 0.0 | | |
5,945 (1) | | | MedAvail Holdings, Inc. | | | | | 72,826 | | | | | | 0.0 | | |
4,628 | | | Medifast, Inc. | | | | | 1,309,631 | | | | | | 0.1 | | |
5,406 | | | MGP Ingredients, Inc. | | | | | 365,662 | | | | | | 0.0 | | |
13,693 (1) | | | Mission Produce, Inc. | | | | | 283,582 | | | | | | 0.0 | | |
9,468 (2) | | | National Beverage Corp. | | | | | 447,174 | | | | | | 0.0 | | |
51,449 (1) | | | NewAge, Inc. | | | | | 114,731 | | | | | | 0.0 | | |
19,039 | | | Nu Skin Enterprises, Inc. | | | | | 1,078,559 | | | | | | 0.1 | | |
52,129 (1) | | | Performance Food Group Co. | | | | | 2,527,735 | | | | | | 0.2 | | |
9,354 | | | Pricesmart, Inc. | | | | | 851,308 | | | | | | 0.1 | | |
62,891 (2) | | | Primo Water Corp. | | | | | 1,052,166 | | | | | | 0.1 | | |
22,081 (1)(2) | | | Rite Aid Corp. | | | | | 359,920 | | | | | | 0.0 | | |
8,039 | | | Sanderson Farms, Inc. | | | | | 1,511,091 | | | | | | 0.1 | | |
2,730 (1) | | | Seneca Foods Corp. | | | | | 139,448 | | | | | | 0.0 | | |
34,081 (1) | | | Simply Good Foods Co/The | | | | | 1,244,297 | | | | | | 0.1 | | |
14,815 | | | SpartanNash Co. | | | | | 286,078 | | | | | | 0.0 | | |
45,508 (1) | | | Sprouts Farmers Market, Inc. | | | | | 1,130,874 | | | | | | 0.1 | | |
17,794 (1)(2) | | | Tattooed Chef, Inc. | | | | | 381,681 | | | | | | 0.0 | | |
7,285 (2) | | | Tootsie Roll Industries, Inc. | | | | | 247,034 | | | | | | 0.0 | | |
19,374 (1) | | | TreeHouse Foods, Inc. | | | | | 862,531 | | | | | | 0.1 | | |
5,526 | | | Turning Point Brands, Inc. | | | | | 252,925 | | | | | | 0.0 | | |
22,364 (1) | | | United Natural Foods, Inc. | | | | | 827,021 | | | | | | 0.1 | | |
10,386 | | | Universal Corp. | | | | | 591,690 | | | | | | 0.1 | | |
4,783 (1)(2) | | | USANA Health Sciences, Inc. | | | | | 489,923 | | | | | | 0.1 | | |
21,923 (2) | | | Utz Brands, Inc. | | | | | 477,702 | | | | | | 0.1 | | |
57,824 | | | Vector Group Ltd. | | | | | 817,631 | | | | | | 0.1 | | |
25,008 (1) | | | Veru, Inc. | | | | | 201,815 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
9,489 (1)(2) | | | Vital Farms, Inc. | | | | $ | 189,400 | | | | | | 0.0 | | |
5,499 (2) | | | WD-40 Co. | | | | | 1,409,339 | | | | | | 0.1 | | |
5,932 (2) | | | Weis Markets, Inc. | | | | | 306,447 | | | | | | 0.0 | | |
13,642 (1) | | | Whole Earth Brands, Inc. | | | | | 197,809 | | | | | | 0.0 | | |
| | | | | | | | 37,986,135 | | | | | | 3.1 | | |
| | | | | | | | | | | | | | | | |
| | | Energy: 4.2% | | ||||||||||||
9,213 (1)(2) | | | Aemetis, Inc. | | | | | 102,909 | | | | | | 0.0 | | |
28,100 (1) | | | Alto Ingredients, Inc. | | | | | 171,691 | | | | | | 0.0 | | |
1,251 | | | Altus Midstream Co. | | | | | 84,455 | | | | | | 0.0 | | |
112,471 (1) | | | Antero Resources Corp. | | | | | 1,690,439 | | | | | | 0.1 | | |
6,307 (1) | | | Arch Resources, Inc. | | | | | 359,373 | | | | | | 0.0 | | |
52,486 | | | Archrock, Inc. | | | | | 467,650 | | | | | | 0.1 | | |
8,651 (1) | | | Aspen Aerogels, Inc. | | | | | 258,838 | | | | | | 0.0 | | |
28,613 | | | Berry Corp. | | | | | 192,279 | | | | | | 0.0 | | |
12,075 | | | Bonanza Creek Energy, Inc. | | | | | 568,370 | | | | | | 0.1 | | |
17,535 | | | Brigham Minerals, Inc. | | | | | 373,320 | | | | | | 0.0 | | |
20,836 | | | Cactus, Inc. | | | | | 765,098 | | | | | | 0.1 | | |
32,810 (1)(2) | | | California Resources Corp. | | | | | 988,893 | | | | | | 0.1 | | |
15,743 (1)(2) | | | Callon Petroleum Co. | | | | | 908,214 | | | | | | 0.1 | | |
71,062 (1)(2) | | | Centennial Resource Development, Inc./DE | | | | | 481,800 | | | | | | 0.1 | | |
3,758 (1)(2) | | | Centrus Energy Corp. | | | | | 95,378 | | | | | | 0.0 | | |
78,815 (1) | | | ChampionX Corp. | | | | | 2,021,605 | | | | | | 0.2 | | |
38,112 | | | Chesapeake Energy Corp. | | | | | 1,978,775 | | | | | | 0.2 | | |
54,511 (1)(2) | | | Clean Energy Fuels Corp. | | | | | 553,287 | | | | | | 0.1 | | |
87,832 (1) | | | CNX Resources Corp. | | | | | 1,199,785 | | | | | | 0.1 | | |
35,358 (1) | | | Comstock Resources, Inc. | | | | | 235,838 | | | | | | 0.0 | | |
13,383 (1) | | | CONSOL Energy, Inc. | | | | | 247,184 | | | | | | 0.0 | | |
58,285 (1)(2) | | | Contango Oil & Gas Co. | | | | | 251,791 | | | | | | 0.0 | | |
12,308 (2) | | | CVR Energy, Inc. | | | | | 221,052 | | | | | | 0.0 | | |
27,157 | | | Delek US Holdings, Inc. | | | | | 587,143 | | | | | | 0.1 | | |
19,702 (1) | | | Denbury, Inc. | | | | | 1,512,720 | | | | | | 0.1 | | |
55,062 | | | DHT Holdings, Inc. | | | | | 357,352 | | | | | | 0.0 | | |
12,437 (1) | | | Diamond S Shipping, Inc. | | | | | 123,873 | | | | | | 0.0 | | |
7,282 (1)(2) | | | DMC Global, Inc. | | | | | 409,321 | | | | | | 0.0 | | |
13,690 (1) | | | Dorian L.P.G Ltd. | | | | | 193,303 | | | | | | 0.0 | | |
14,528 (1) | | | Dril-Quip, Inc. | | | | | 491,482 | | | | | | 0.1 | | |
9,921 (1) | | | Earthstone Energy, Inc. | | | | | 109,826 | | | | | | 0.0 | | |
54,742 (1)(2) | | | Energy Fuels, Inc./Canada | | | | | 331,189 | | | | | | 0.0 | | |
159,213 | | | Equitrans Midstream Corp. | | | | | 1,354,903 | | | | | | 0.1 | | |
5,865 (1) | | | Extraction Oil & Gas, Inc. | | | | | 322,047 | | | | | | 0.0 | | |
17,405 | | | Falcon Minerals Corp. | | | | | 88,417 | | | | | | 0.0 | | |
66,394 (1) | | | Frank’s International N.V. | | | | | 201,174 | | | | | | 0.0 | | |
48,825 (2) | | | Frontline Ltd./Bermuda | | | | | 439,425 | | | | | | 0.0 | | |
3,510 (1) | | | FTS International, Inc. | | | | | 99,298 | | | | | | 0.0 | | |
76,912 (1)(2) | | | Gevo, Inc. | | | | | 559,150 | | | | | | 0.1 | | |
41,214 (1) | | | Golar LNG Ltd. | | | | | 546,086 | | | | | | 0.1 | | |
16,624 (1)(2) | | | Green Plains, Inc. | | | | | 558,899 | | | | | | 0.1 | | |
59,283 (1)(2) | | | Helix Energy Solutions Group, Inc. | | | | | 338,506 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
40,443 | | | Helmerich & Payne, Inc. | | | | $ | 1,319,655 | | | | | | 0.1 | | |
10,564 | | | International Seaways, Inc. | | | | | 202,618 | | | | | | 0.0 | | |
162,955 (1) | | | Kosmos Energy Ltd. | | | | | 563,824 | | | | | | 0.1 | | |
4,917 (1) | | | Laredo Petroleum, Inc. | | | | | 456,248 | | | | | | 0.0 | | |
33,351 (1) | | | Liberty Oilfield Services, Inc. | | | | | 472,250 | | | | | | 0.1 | | |
53,845 (1)(2) | | | Magnolia Oil & Gas Corp. | | | | | 841,597 | | | | | | 0.1 | | |
44,241 | | | Matador Resources Co. | | | | | 1,593,118 | | | | | | 0.1 | | |
24,235 (1)(2) | | | Meta Materials, Inc. | | | | | 181,520 | | | | | | 0.0 | | |
57,082 | | | Murphy Oil Corp. | | | | | 1,328,869 | | | | | | 0.1 | | |
2,862 (1) | | | Nabors Industries Ltd. | | | | | 326,955 | | | | | | 0.0 | | |
11,471 (1) | | | National Energy Services Reunited Corp. | | | | | 163,462 | | | | | | 0.0 | | |
36,924 (1) | | | Newpark Resources, Inc. | | | | | 127,757 | | | | | | 0.0 | | |
67,375 (1) | | | NexTier Oilfield Solutions, Inc. | | | | | 320,705 | | | | | | 0.0 | | |
62,152 (2) | | | Nordic American Tankers Ltd. | | | | | 203,859 | | | | | | 0.0 | | |
18,858 | | | Northern Oil and Gas, Inc. | | | | | 391,681 | | | | | | 0.0 | | |
7,799 | | | Oasis Petroleum, Inc. | | | | | 784,189 | | | | | | 0.1 | | |
40,864 (1) | | | Oceaneering International, Inc. | | | | | 636,253 | | | | | | 0.1 | | |
24,385 (1) | | | Oil States International, Inc. | | | | | 191,422 | | | | | | 0.0 | | |
103,954 | | | Ovintiv, Inc. | | | | | 3,271,432 | | | | | | 0.3 | | |
17,294 (1) | | | Par Pacific Holdings, Inc. | | | | | 290,885 | | | | | | 0.0 | | |
75,601 | | | Patterson-UTI Energy, Inc. | | | | | 751,474 | | | | | | 0.1 | | |
38,757 (1)(2) | | | PBF Energy, Inc. | | | | | 592,982 | | | | | | 0.1 | | |
39,685 | | | PDC Energy, Inc. | | | | | 1,817,176 | | | | | | 0.2 | | |
27,026 (1)(2) | | | Peabody Energy Corp. | | | | | 214,316 | | | | | | 0.0 | | |
6,530 (1) | | | Penn Virginia Corp. | | | | | 154,173 | | | | | | 0.0 | | |
32,488 (1) | | | ProPetro Holding Corp. | | | | | 297,590 | | | | | | 0.0 | | |
94,091 (1) | | | Range Resources Corp. | | | | | 1,576,965 | | | | | | 0.1 | | |
17,716 (1) | | | Renewable Energy Group, Inc. | | | | | 1,104,415 | | | | | | 0.1 | | |
2,321 (1) | | | REX American Resources Corp. | | | | | 209,308 | | | | | | 0.0 | | |
903 | | | Riley Exploration Permian, Inc. | | | | | 26,169 | | | | | | 0.0 | | |
27,535 (1) | | | RPC, Inc. | | | | | 136,298 | | | | | | 0.0 | | |
19,850 (2) | | | Scorpio Tankers, Inc. | | | | | 437,693 | | | | | | 0.0 | | |
25,345 (1) | | | Select Energy Services, Inc. | | | | | 153,084 | | | | | | 0.0 | | |
39,417 (2) | | | SFL Corp. Ltd. | | | | | 301,540 | | | | | | 0.0 | | |
46,408 | | | SM Energy Co. | | | | | 1,143,029 | | | | | | 0.1 | | |
11,545 | | | Solaris Oilfield Infrastructure, Inc. | | | | | 112,448 | | | | | | 0.0 | | |
266,888 (1) | | | Southwestern Energy Co. | | | | | 1,513,255 | | | | | | 0.1 | | |
14,275 (1) | | | Talos Energy, Inc. | | | | | 223,261 | | | | | | 0.0 | | |
27,909 (1) | | | Teekay Corp. | | | | | 103,822 | | | | | | 0.0 | | |
8,947 (1)(2) | | | Teekay Tankers Ltd. | | | | | 129,016 | | | | | | 0.0 | | |
124,997 (1)(2) | | | Tellurian, Inc. | | | | | 581,236 | | | | | | 0.1 | | |
48,556 (1) | | | Tetra Technologies, Inc. | | | | | 210,733 | | | | | | 0.0 | | |
16,552 (1) | | | Tidewater, Inc. | | | | | 199,452 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
83,672 (1)(2) | | | Uranium Energy Corp. | | | | $ | 222,568 | | | | | | 0.0 | | |
71,859 (1) | | | Ur-Energy, Inc. | | | | | 100,603 | | | | | | 0.0 | | |
30,243 (1) | | | US Silica Holdings, Inc. | | | | | 349,609 | | | | | | 0.0 | | |
7,665 (1) | | | Vine Energy, Inc. | | | | | 119,497 | | | | | | 0.0 | | |
39,709 (1) | | | W&T Offshore, Inc. | | | | | 192,589 | | | | | | 0.0 | | |
15,411 (1) | | | Whiting Petroleum Corp. | | | | | 840,670 | | | | | | 0.1 | | |
25,096 | | | World Fuel Services Corp. | | | | | 796,296 | | | | | | 0.1 | | |
| | | | | | | | 51,121,704 | | | | | | 4.2 | | |
| | | | | | | | | | | | | | | | |
| | | Financials: 14.4% | | ||||||||||||
6,996 | | | 1st Source Corp. | | | | | 325,034 | | | | | | 0.0 | | |
6,254 | | | Alerus Financial Corp. | | | | | 181,429 | | | | | | 0.0 | | |
8,297 | | | Allegiance Bancshares, Inc. | | | | | 318,937 | | | | | | 0.0 | | |
6,608 | | | Altabancorp | | | | | 286,192 | | | | | | 0.0 | | |
3,384 | | | A-Mark Precious Metals, Inc. | | | | | 157,356 | | | | | | 0.0 | | |
19,039 (1) | | | Ambac Financial Group, Inc. | | | | | 298,151 | | | | | | 0.0 | | |
9,307 (1) | | | Amerant Bancorp, Inc. | | | | | 198,984 | | | | | | 0.0 | | |
34,124 | | | American Equity Investment Life Holding Co. | | | | | 1,102,888 | | | | | | 0.1 | | |
4,857 | | | American National Bankshares, Inc. | | | | | 151,004 | | | | | | 0.0 | | |
2,646 | | | American National Group, Inc. | | | | | 393,063 | | | | | | 0.0 | | |
26,712 | | | Ameris Bancorp. | | | | | 1,352,429 | | | | | | 0.1 | | |
8,039 | | | Amerisafe, Inc. | | | | | 479,848 | | | | | | 0.0 | | |
58,554 | | | Apollo Commercial Real Estate Finance, Inc. | | | | | 933,936 | | | | | | 0.1 | | |
48,402 (2) | | | Arbor Realty Trust, Inc. | | | | | 862,524 | | | | | | 0.1 | | |
13,533 | | | Ares Commercial Real Estate Corp. | | | | | 198,800 | | | | | | 0.0 | | |
13,184 | | | Argo Group International Holdings Ltd. | | | | | 683,327 | | | | | | 0.1 | | |
26,661 | | | ARMOUR Residential REIT, Inc. | | | | | 304,469 | | | | | | 0.0 | | |
5,837 | | | Arrow Financial Corp. | | | | | 209,840 | | | | | | 0.0 | | |
22,961 | | | Artisan Partners Asset Management, Inc. | | | | | 1,166,878 | | | | | | 0.1 | | |
6,641 (1) | | | AssetMark Financial Holdings, Inc. | | | | | 166,423 | | | | | | 0.0 | | |
49,017 | | | Associated Banc-Corp. | | | | | 1,003,868 | | | | | | 0.1 | | |
8,366 (1) | | | Atlantic Capital Bancshares, Inc. | | | | | 212,998 | | | | | | 0.0 | | |
32,099 | | | Atlantic Union Bankshares Corp. | | | | | 1,162,626 | | | | | | 0.1 | | |
2,068 (1) | | | Atlanticus Holdings Corp. | | | | | 82,100 | | | | | | 0.0 | | |
23,072 (1) | | | Axos Financial, Inc. | | | | | 1,070,310 | | | | | | 0.1 | | |
8,037 | | | B. Riley Financial, Inc. | | | | | 606,793 | | | | | | 0.1 | | |
18,443 | | | Banc of California, Inc. | | | | | 323,490 | | | | | | 0.0 | | |
7,444 | | | Bancfirst Corp. | | | | | 464,729 | | | | | | 0.0 | | |
13,607 | | | Banco Latinoamericano de Comercio Exterior SA | | | | | 209,140 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
21,242 (1) | | | Bancorp, Inc. | | | | $ | 488,778 | | | | | | 0.1 | | |
40,267 | | | BancorpSouth Bank | | | | | 1,140,764 | | | | | | 0.1 | | |
2,835 (2) | | | Bank First Corp. | | | | | 197,798 | | | | | | 0.0 | | |
5,776 | | | Bank of Marin Bancorp | | | | | 184,254 | | | | | | 0.0 | | |
20,756 | | | Bank of NT Butterfield & Son Ltd. | | | | | 735,800 | | | | | | 0.1 | | |
36,843 | | | BankUnited, Inc. | | | | | 1,572,828 | | | | | | 0.1 | | |
14,166 | | | Banner Corp. | | | | | 767,939 | | | | | | 0.1 | | |
6,774 | | | Bar Harbor Bankshares | | | | | 193,872 | | | | | | 0.0 | | |
18,988 | | | Berkshire Hills Bancorp, Inc. | | | | | 520,461 | | | | | | 0.1 | | |
127,175 | | | BGC Partners, Inc. | | | | | 721,082 | | | | | | 0.1 | | |
56,980 (2) | | | Blackstone Mortgage Trust, Inc. | | | | | 1,817,092 | | | | | | 0.2 | | |
20,018 (1) | | | Blucora, Inc. | | | | | 346,512 | | | | | | 0.0 | | |
33,102 | | | Boston Private Financial Holdings, Inc. | | | | | 488,254 | | | | | | 0.0 | | |
9,934 (1) | | | Bridgewater Bancshares, Inc. | | | | | 160,434 | | | | | | 0.0 | | |
23,224 | | | Brightsphere Investment Group, Inc. | | | | | 544,138 | | | | | | 0.1 | | |
35,205 (2) | | | BrightSpire Capital, Inc. | | | | | 330,927 | | | | | | 0.0 | | |
53,757 | | | Broadmark Realty Capital, Inc. | | | | | 569,287 | | | | | | 0.1 | | |
32,869 | | | Brookline Bancorp, Inc. | | | | | 491,392 | | | | | | 0.1 | | |
17,428 (1) | | | BRP Group, Inc. | | | | | 464,456 | | | | | | 0.0 | | |
8,360 | | | Bryn Mawr Bank Corp. | | | | | 352,708 | | | | | | 0.0 | | |
8,122 | | | Business First Bancshares, Inc. | | | | | 186,400 | | | | | | 0.0 | | |
10,561 | | | Byline Bancorp, Inc. | | | | | 238,995 | | | | | | 0.0 | | |
49,134 | | | Cadence BanCorp | | | | | 1,025,918 | | | | | | 0.1 | | |
2,698 | | | Cambridge Bancorp | | | | | 223,907 | | | | | | 0.0 | | |
6,411 | | | Camden National Corp. | | | | | 306,189 | | | | | | 0.0 | | |
34,776 (1) | | | Cannae Holdings, Inc. | | | | | 1,179,254 | | | | | | 0.1 | | |
6,455 | | | Capital City Bank Group, Inc. | | | | | 166,474 | | | | | | 0.0 | | |
55,029 | | | Capitol Federal Financial, Inc. | | | | | 648,242 | | | | | | 0.1 | | |
6,864 | | | Capstar Financial Holdings, Inc. | | | | | 140,712 | | | | | | 0.0 | | |
40,279 | | | Capstead Mortgage Corp. | | | | | 247,313 | | | | | | 0.0 | | |
9,658 (1) | | | Carter Bankshares, Inc. | | | | | 120,822 | | | | | | 0.0 | | |
31,303 | | | Cathay General Bancorp. | | | | | 1,232,086 | | | | | | 0.1 | | |
7,780 | | | CBTX, Inc. | | | | | 212,472 | | | | | | 0.0 | | |
11,644 | | | Central Pacific Financial Corp. | | | | | 303,443 | | | | | | 0.0 | | |
1,224 | | | Century Bancorp, Inc./MA | | | | | 139,536 | | | | | | 0.0 | | |
83,237 (2) | | | Chimera Investment Corp. | | | | | 1,253,549 | | | | | | 0.1 | | |
39,004 | | | CIT Group, Inc. | | | | | 2,012,216 | | | | | | 0.2 | | |
6,113 | | | Citizens & Northern Corp. | | | | | 149,768 | | | | | | 0.0 | | |
23,882 (1)(2) | | | Citizens, Inc. | | | | | 126,336 | | | | | | 0.0 | | |
6,451 | | | City Holding Co. | | | | | 485,373 | | | | | | 0.0 | | |
7,031 | | | Civista Bancshares, Inc. | | | | | 155,385 | | | | | | 0.0 | | |
6,792 | | | CNB Financial Corp. | | | | | 154,993 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
53,338 | | | CNO Financial Group, Inc. | | | | $ | 1,259,844 | | | | | | 0.1 | | |
4,048 (1) | | | Coastal Financial Corp./WA | | | | | 115,611 | | | | | | 0.0 | | |
9,881 | | | Cohen & Steers, Inc. | | | | | 811,131 | | | | | | 0.1 | | |
28,918 | | | Columbia Banking System, Inc. | | | | | 1,115,078 | | | | | | 0.1 | | |
19,774 (1)(2) | | | Columbia Financial, Inc. | | | | | 340,508 | | | | | | 0.0 | | |
21,302 | | | Community Bank System, Inc. | | | | | 1,611,496 | | | | | | 0.1 | | |
6,662 | | | Community Trust Bancorp, Inc. | | | | | 269,012 | | | | | | 0.0 | | |
15,812 | | | ConnectOne Bancorp, Inc. | | | | | 413,800 | | | | | | 0.0 | | |
10,651 (2) | | | Cowen, Inc. | | | | | 437,224 | | | | | | 0.0 | | |
20,287 (1) | | | CrossFirst Bankshares, Inc. | | | | | 278,946 | | | | | | 0.0 | | |
7,257 | | | Curo Group Holdings Corp. | | | | | 123,369 | | | | | | 0.0 | | |
11,775 | | | Customers Bancorp, Inc. | | | | | 459,107 | | | | | | 0.0 | | |
52,518 | | | CVB Financial Corp. | | | | | 1,081,346 | | | | | | 0.1 | | |
1,241 | | | Diamond Hill Investment Group, Inc. | | | | | 207,632 | | | | | | 0.0 | | |
14,862 | | | Dime Community Bancshares, Inc. | | | | | 499,660 | | | | | | 0.1 | | |
11,758 (1) | | | Donnelley Financial Solutions, Inc. | | | | | 388,014 | | | | | | 0.0 | | |
9,027 | | | Dynex Capital, Inc. | | | | | 168,444 | | | | | | 0.0 | | |
13,164 | | | Eagle Bancorp, Inc. | | | | | 738,237 | | | | | | 0.1 | | |
67,232 | | | Eastern Bankshares, Inc. | | | | | 1,382,962 | | | | | | 0.1 | | |
9,843 (1) | | | eHealth, Inc. | | | | | 574,831 | | | | | | 0.1 | | |
17,231 | | | Ellington Financial, Inc. | | | | | 329,974 | | | | | | 0.0 | | |
12,089 | | | Employers Holdings, Inc. | | | | | 517,409 | | | | | | 0.1 | | |
12,516 (1)(2) | | | Encore Capital Group, Inc. | | | | | 593,133 | | | | | | 0.1 | | |
14,215 (1) | | | Enova International, Inc. | | | | | 486,295 | | | | | | 0.0 | | |
5,098 (1) | | | Enstar Group Ltd. | | | | | 1,218,014 | | | | | | 0.1 | | |
9,906 | | | Enterprise Financial Services Corp. | | | | | 459,539 | | | | | | 0.0 | | |
6,157 (1) | | | Equity Bancshares, Inc. | | | | | 187,727 | | | | | | 0.0 | | |
43,557 | | | Essent Group Ltd. | | | | | 1,957,887 | | | | | | 0.2 | | |
22,146 (1)(2) | | | Ezcorp, Inc. | | | | | 133,540 | | | | | | 0.0 | | |
11,398 | | | Farmers National Banc Corp. | | | | | 176,783 | | | | | | 0.0 | | |
13,108 | | | FB Financial Corp. | | | | | 489,191 | | | | | | 0.1 | | |
3,847 | | | Federal Agricultural Mortgage Corp. | | | | | 380,468 | | | | | | 0.0 | | |
37,440 | | | Federated Hermes, Inc. | | | | | 1,269,590 | | | | | | 0.1 | | |
1,795 | | | Fidelity D&D Bancorp, Inc. | | | | | 97,109 | | | | | | 0.0 | | |
6,977 | | | Financial Institutions, Inc. | | | | | 209,310 | | | | | | 0.0 | | |
4,698 | | | First Bancorp, Inc./The | | | | | 138,356 | | | | | | 0.0 | | |
86,375 | | | First BanCorp. Puerto Rico | | | | | 1,029,590 | | | | | | 0.1 | | |
11,888 | | | First BanCorp. Southern Pines NC | | | | | 486,338 | | | | | | 0.0 | | |
8,942 | | | First Bancshares, Inc./The | | | | | 334,699 | | | | | | 0.0 | | |
7,667 | | | First Bank/Hamilton NJ | | | | | 103,811 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
21,252 | | | First Busey Corp. | | | | $ | 524,074 | | | | | | 0.1 | | |
4,719 | | | First Choice Bancorp | | | | | 143,694 | | | | | | 0.0 | | |
40,026 | | | First Commonwealth Financial Corp. | | | | | 563,166 | | | | | | 0.1 | | |
7,551 | | | First Community Bancshares, Inc. | | | | | 225,397 | | | | | | 0.0 | | |
39,587 | | | First Financial Bancorp. | | | | | 935,441 | | | | | | 0.1 | | |
51,162 (2) | | | First Financial Bankshares, Inc. | | | | | 2,513,589 | | | | | | 0.2 | | |
16,484 | | | First Foundation, Inc. | | | | | 371,055 | | | | | | 0.0 | | |
4,102 | | | First Internet Bancorp | | | | | 127,080 | | | | | | 0.0 | | |
16,790 | | | First Interstate Bancsystem, Inc. | | | | | 702,326 | | | | | | 0.1 | | |
22,485 | | | First Merchants Corp. | | | | | 936,950 | | | | | | 0.1 | | |
6,248 | | | First Mid Bancshares, Inc. | | | | | 253,106 | | | | | | 0.0 | | |
46,611 | | | First Midwest Bancorp., Inc. | | | | | 924,296 | | | | | | 0.1 | | |
10,252 | | | First of Long Island Corp. | | | | | 217,650 | | | | | | 0.0 | | |
16,107 | | | FirstCash, Inc. | | | | | 1,231,219 | | | | | | 0.1 | | |
19,865 | | | Flagstar Bancorp, Inc. | | | | | 839,694 | | | | | | 0.1 | | |
12,493 | | | Flushing Financial Corp. | | | | | 267,725 | | | | | | 0.0 | | |
16,422 (1) | | | Focus Financial Partners, Inc. | | | | | 796,467 | | | | | | 0.1 | | |
64,835 | | | Fulton Financial Corp. | | | | | 1,023,096 | | | | | | 0.1 | | |
11,980 | | | GCM Grosvenor, Inc. | | | | | 124,832 | | | | | | 0.0 | | |
201,569 (1) | | | Genworth Financial, Inc. | | | | | 786,119 | | | | | | 0.1 | | |
10,382 | | | German American Bancorp, Inc. | | | | | 386,210 | | | | | | 0.0 | | |
37,813 | | | Glacier Bancorp., Inc. | | | | | 2,082,740 | | | | | | 0.2 | | |
6,946 | | | Goosehead Insurance, Inc. | | | | | 884,226 | | | | | | 0.1 | | |
22,704 | | | Granite Point Mortgage Trust, Inc. | | | | | 334,884 | | | | | | 0.0 | | |
9,891 | | | Great Ajax Corp. | | | | | 128,385 | | | | | | 0.0 | | |
4,698 | | | Great Southern Bancorp., Inc. | | | | | 253,222 | | | | | | 0.0 | | |
22,132 | | | Great Western Bancorp, Inc. | | | | | 725,708 | | | | | | 0.1 | | |
21,096 (1) | | | Green Dot Corp. | | | | | 988,348 | | | | | | 0.1 | | |
5,722 | | | Greenhill & Co., Inc. | | | | | 89,034 | | | | | | 0.0 | | |
13,138 | | | Hamilton Lane, Inc. | | | | | 1,197,135 | | | | | | 0.1 | | |
34,680 | | | Hancock Whitney Corp. | | | | | 1,541,179 | | | | | | 0.1 | | |
12,866 | | | Hanmi Financial Corp. | | | | | 245,226 | | | | | | 0.0 | | |
30,213 (2) | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | | | | | 1,696,460 | | | | | | 0.1 | | |
22,634 | | | HarborOne Bancorp, Inc. | | | | | 324,572 | | | | | | 0.0 | | |
3,281 (2) | | | Hawthorn Bancshares, Inc. | | | | | 75,238 | | | | | | 0.0 | | |
2,563 (2) | | | HCI Group, Inc. | | | | | 254,839 | | | | | | 0.0 | | |
14,330 | | | Heartland Financial USA, Inc. | | | | | 673,367 | | | | | | 0.1 | | |
24,636 | | | Heritage Commerce Corp. | | | | | 274,199 | | | | | | 0.0 | | |
15,437 | | | Heritage Financial Corp. | | | | | 386,234 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
25,989 | | | Hilltop Holdings, Inc. | | | | $ | 946,000 | | | | | | 0.1 | | |
661 | | | Hingham Institution for Savings | | | | | 192,020 | | | | | | 0.0 | | |
3,532 | | | Home Bancorp, Inc. | | | | | 134,605 | | | | | | 0.0 | | |
60,838 | | | Home Bancshares, Inc./Conway AR | | | | | 1,501,482 | | | | | | 0.1 | | |
9,016 | | | HomeStreet, Inc. | | | | | 367,312 | | | | | | 0.0 | | |
6,874 | | | HomeTrust Bancshares, Inc. | | | | | 191,785 | | | | | | 0.0 | | |
47,936 | | | Hope Bancorp, Inc. | | | | | 679,732 | | | | | | 0.1 | | |
17,261 | | | Horace Mann Educators Corp. | | | | | 645,907 | | | | | | 0.1 | | |
18,042 | | | Horizon Bancorp, Inc. | | | | | 314,472 | | | | | | 0.0 | | |
20,601 | | | Houlihan Lokey, Inc. | | | | | 1,684,956 | | | | | | 0.1 | | |
13,205 | | | Independent Bank Corp. | | | | | 996,977 | | | | | | 0.1 | | |
15,224 | | | Independent Bank Group, Inc. | | | | | 1,126,272 | | | | | | 0.1 | | |
21,964 | | | International Bancshares Corp. | | | | | 943,134 | | | | | | 0.1 | | |
93,196 (2) | | | Invesco Mortgage Capital, Inc. | | | | | 363,464 | | | | | | 0.0 | | |
91,123 | | | Investors Bancorp, Inc. | | | | | 1,299,414 | | | | | | 0.1 | | |
12,920 | | | James River Group Holdings Ltd. | | | | | 484,758 | | | | | | 0.0 | | |
32,108 | | | Kearny Financial Corp./ MD | | | | | 383,691 | | | | | | 0.0 | | |
8,581 | | | Kinsale Capital Group, Inc. | | | | | 1,413,891 | | | | | | 0.1 | | |
12,510 (2) | | | KKR Real Estate Finance Trust, Inc. | | | | | 270,591 | | | | | | 0.0 | | |
43,933 | | | Ladder Capital Corp. | | | | | 506,987 | | | | | | 0.1 | | |
21,142 | | | Lakeland Bancorp, Inc. | | | | | 369,562 | | | | | | 0.0 | | |
10,141 | | | Lakeland Financial Corp. | | | | | 625,091 | | | | | | 0.1 | | |
37,507 (1) | | | LendingClub Corp. | | | | | 680,002 | | | | | | 0.1 | | |
4,485 (1) | | | LendingTree, Inc. | | | | | 950,282 | | | | | | 0.1 | | |
12,062 | | | Live Oak Bancshares, Inc. | | | | | 711,658 | | | | | | 0.1 | | |
27,153 (1) | | | Maiden Holdings Ltd. | | | | | 91,506 | | | | | | 0.0 | | |
21,518 (1)(2) | | | MBIA, Inc. | | | | | 236,698 | | | | | | 0.0 | | |
6,923 | | | Mercantile Bank Corp. | | | | | 209,075 | | | | | | 0.0 | | |
3,745 | | | Merchants Bancorp/IN | | | | | 146,954 | | | | | | 0.0 | | |
19,765 | | | Meridian Bancorp, Inc. | | | | | 404,392 | | | | | | 0.0 | | |
12,946 | | | Meta Financial Group, Inc. | | | | | 655,456 | | | | | | 0.1 | | |
7,844 | | | Metrocity Bankshares, Inc. | | | | | 137,348 | | | | | | 0.0 | | |
14,396 (1)(2) | | | MetroMile, Inc. | | | | | 131,723 | | | | | | 0.0 | | |
2,883 (1) | | | Metropolitan Bank Holding Corp. | | | | | 173,614 | | | | | | 0.0 | | |
186,249 | | | MFA Financial, Inc. | | | | | 854,883 | | | | | | 0.1 | | |
9,245 | | | Midland States Bancorp, Inc. | | | | | 242,866 | | | | | | 0.0 | | |
6,574 | | | MidWestOne Financial Group, Inc. | | | | | 189,134 | | | | | | 0.0 | | |
22,496 | | | Moelis & Co. | | | | | 1,279,797 | | | | | | 0.1 | | |
28,441 (1) | | | Mr Cooper Group, Inc. | | | | | 940,259 | | | | | | 0.1 | | |
4,081 | | | MVB Financial Corp. | | | | | 174,095 | | | | | | 0.0 | | |
12,339 | | | National Bank Holdings Corp. | | | | | 465,674 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
1,081 | | | National Western Life Group, Inc. | | | | $ | 242,566 | | | | | | 0.0 | | |
69,548 | | | Navient Corp. | | | | | 1,344,363 | | | | | | 0.1 | | |
17,890 | | | NBT Bancorp., Inc. | | | | | 643,503 | | | | | | 0.1 | | |
6,961 | | | Nelnet, Inc. | | | | | 523,676 | | | | | | 0.1 | | |
155,291 | | | New York Mortgage Trust, Inc. | | | | | 694,151 | | | | | | 0.1 | | |
3,904 (1) | | | Nicolet Bankshares, Inc. | | | | | 274,607 | | | | | | 0.0 | | |
34,128 (1) | | | NMI Holdings, Inc. | | | | | 767,197 | | | | | | 0.1 | | |
20,527 | | | Northfield Bancorp, Inc. | | | | | 336,643 | | | | | | 0.0 | | |
49,035 | | | Northwest Bancshares, Inc. | | | | | 668,837 | | | | | | 0.1 | | |
24,857 | | | OceanFirst Financial Corp. | | | | | 518,020 | | | | | | 0.1 | | |
3,209 (1) | | | Ocwen Financial Corp. | | | | | 99,415 | | | | | | 0.0 | | |
21,287 | | | OFG Bancorp | | | | | 470,868 | | | | | | 0.0 | | |
65,919 | | | Old National Bancorp. | | | | | 1,160,834 | | | | | | 0.1 | | |
13,429 | | | Old Second Bancorp, Inc. | | | | | 166,520 | | | | | | 0.0 | | |
40,435 (1) | | | Open Lending Corp. | | | | | 1,742,344 | | | | | | 0.2 | | |
8,504 (1) | | | Oportun Financial Corp. | | | | | 170,335 | | | | | | 0.0 | | |
3,953 | | | Oppenheimer Holdings, Inc. | | | | | 200,971 | | | | | | 0.0 | | |
9,209 | | | Origin Bancorp, Inc. | | | | | 391,014 | | | | | | 0.0 | | |
33,255 | | | Pacific Premier Bancorp, Inc. | | | | | 1,406,354 | | | | | | 0.1 | | |
9,569 (1) | | | Palomar Holdings, Inc. | | | | | 722,077 | | | | | | 0.1 | | |
5,963 (2) | | | Park National Corp. | | | | | 700,175 | | | | | | 0.1 | | |
8,170 | | | Peapack-Gladstone Financial Corp. | | | | | 253,842 | | | | | | 0.0 | | |
14,131 | | | PennyMac Financial Services, Inc. | | | | | 872,165 | | | | | | 0.1 | | |
40,736 | | | Pennymac Mortgage Investment Trust | | | | | 857,900 | | | | | | 0.1 | | |
7,721 | | | Peoples Bancorp., Inc. | | | | | 228,696 | | | | | | 0.0 | | |
3,130 | | | Peoples Financial Services Corp. | | | | | 133,338 | | | | | | 0.0 | | |
7,143 | | | Piper Sandler Cos | | | | | 925,447 | | | | | | 0.1 | | |
9,509 | | | PJT Partners, Inc. | | | | | 678,752 | | | | | | 0.1 | | |
18,359 (1) | | | PRA Group, Inc. | | | | | 706,271 | | | | | | 0.1 | | |
5,864 | | | Preferred Bank/Los Angeles CA | | | | | 371,015 | | | | | | 0.0 | | |
15,571 | | | Premier Financial Corp. | | | | | 442,372 | | | | | | 0.0 | | |
8,968 | | | Primis Financial Corp. | | | | | 136,852 | | | | | | 0.0 | | |
22,277 | | | ProAssurance Corp. | | | | | 506,802 | | | | | | 0.1 | | |
26,599 | | | PROG Holdings, Inc. | | | | | 1,280,210 | | | | | | 0.1 | | |
29,669 | | | Provident Financial Services, Inc. | | | | | 679,123 | | | | | | 0.1 | | |
6,333 | | | QCR Holdings, Inc. | | | | | 304,554 | | | | | | 0.0 | | |
76,064 | | | Radian Group, Inc. | | | | | 1,692,424 | | | | | | 0.1 | | |
24,353 | | | Ready Capital Corp. | | | | | 386,482 | | | | | | 0.0 | | |
47,008 | | | Redwood Trust, Inc. | | | | | 567,387 | | | | | | 0.1 | | |
3,553 | | | Regional Management Corp. | | | | | 165,357 | | | | | | 0.0 | | |
6,771 | | | Reliant Bancorp, Inc. | | | | | 187,760 | | | | | | 0.0 | | |
22,505 (2) | | | Renasant Corp. | | | | | 900,200 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
4,321 | | | Republic Bancorp., Inc. | | | | $ | 199,328 | | | | | | 0.0 | | |
16,112 | | | RLI Corp. | | | | | 1,685,154 | | | | | | 0.1 | | |
16,415 | | | S&T Bancorp, Inc. | | | | | 513,789 | | | | | | 0.1 | | |
6,009 | | | Safety Insurance Group, Inc. | | | | | 470,385 | | | | | | 0.0 | | |
19,072 | | | Sandy Spring Bancorp, Inc. | | | | | 841,647 | | | | | | 0.1 | | |
7,720 | | | Sculptor Capital Management, Inc. | | | | | 189,835 | | | | | | 0.0 | | |
21,452 | | | Seacoast Banking Corp. of Florida | | | | | 732,586 | | | | | | 0.1 | | |
23,917 | | | Selective Insurance Group | | | | | 1,940,865 | | | | | | 0.2 | | |
53,638 (1) | | | Selectquote, Inc. | | | | | 1,033,068 | | | | | | 0.1 | | |
19,997 | | | ServisFirst Bancshares, Inc. | | | | | 1,359,396 | | | | | | 0.1 | | |
6,544 | | | Sierra Bancorp. | | | | | 166,545 | | | | | | 0.0 | | |
8,987 (1) | | | Silvergate Capital Corp. | | | | | 1,018,407 | | | | | | 0.1 | | |
43,728 (2) | | | Simmons First National Corp. | | | | | 1,282,980 | | | | | | 0.1 | | |
34,316 (1) | | | SiriusPoint Ltd. | | | | | 345,562 | | | | | | 0.0 | | |
6,618 | | | SmartFinancial, Inc. | | | | | 158,898 | | | | | | 0.0 | | |
27,932 | | | South State Corp. | | | | | 2,283,720 | | | | | | 0.2 | | |
3,373 (1) | | | Southern First Bancshares, Inc. | | | | | 172,563 | | | | | | 0.0 | | |
3,607 | | | Southern Missouri Bancorp, Inc. | | | | | 162,171 | | | | | | 0.0 | | |
13,336 | | | Southside Bancshares, Inc. | | | | | 509,835 | | | | | | 0.1 | | |
6,151 | | | Spirit of Texas Bancshares, Inc. | | | | | 140,489 | | | | | | 0.0 | | |
7,848 | | | State Auto Financial Corp. | | | | | 134,358 | | | | | | 0.0 | | |
14,172 | | | StepStone Group, Inc. | | | | | 487,517 | | | | | | 0.0 | | |
10,836 | | | Stewart Information Services Corp. | | | | | 614,293 | | | | | | 0.1 | | |
8,577 (2) | | | Stock Yards Bancorp, Inc. | | | | | 436,484 | | | | | | 0.0 | | |
6,842 (1) | | | StoneX Group, Inc. | | | | | 415,104 | | | | | | 0.0 | | |
20,037 (1) | | | Texas Capital Bancshares, Inc. | | | | | 1,272,149 | | | | | | 0.1 | | |
10,397 | | | Tiptree Financial, Inc. | | | | | 96,692 | | | | | | 0.0 | | |
6,116 | | | Tompkins Financial Corp. | | | | | 474,357 | | | | | | 0.0 | | |
28,028 | | | TowneBank/Portsmouth VA | | | | | 852,612 | | | | | | 0.1 | | |
25,527 | | | TPG RE Finance Trust, Inc. | | | | | 343,338 | | | | | | 0.0 | | |
6,840 (1) | | | Trean Insurance Group, Inc. | | | | | 103,147 | | | | | | 0.0 | | |
11,182 | | | Trico Bancshares | | | | | 476,130 | | | | | | 0.0 | | |
11,603 (1) | | | Tristate Capital Holdings, Inc. | | | | | 236,585 | | | | | | 0.0 | | |
9,302 (1) | | | Triumph Bancorp, Inc. | | | | | 690,674 | | | | | | 0.1 | | |
14,905 (1) | | | Trupanion, Inc. | | | | | 1,715,566 | | | | | | 0.1 | | |
8,307 | | | TrustCo Bank Corp. NY | | | | | 285,595 | | | | | | 0.0 | | |
26,291 | | | Trustmark Corp. | | | | | 809,763 | | | | | | 0.1 | | |
113,550 (2) | | | Two Harbors Investment Corp. | | | | | 858,438 | | | | | | 0.1 | | |
17,638 | | | UMB Financial Corp. | | | | | 1,641,392 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
49,636 | | | United Bankshares, Inc. | | | | $ | 1,811,714 | | | | | | 0.2 | | |
32,143 | | | United Community Banks, Inc./GA | | | | | 1,028,897 | | | | | | 0.1 | | |
8,894 | | | United Fire Group, Inc. | | | | | 246,631 | | | | | | 0.0 | | |
11,396 | | | Universal Insurance Holdings, Inc. | | | | | 158,176 | | | | | | 0.0 | | |
12,499 | | | Univest Financial Corp. | | | | | 329,599 | | | | | | 0.0 | | |
156,588 | | | Valley National Bancorp | | | | | 2,102,977 | | | | | | 0.2 | | |
19,564 | | | Veritex Holdings, Inc. | | | | | 692,761 | | | | | | 0.1 | | |
2,937 | | | Virtus Investment Partners, Inc. | | | | | 815,810 | | | | | | 0.1 | | |
11,675 | | | Walker & Dunlop, Inc. | | | | | 1,218,637 | | | | | | 0.1 | | |
28,913 | | | Washington Federal, Inc. | | | | | 918,855 | | | | | | 0.1 | | |
7,206 | | | Washington Trust Bancorp, Inc. | | | | | 370,028 | | | | | | 0.0 | | |
10,498 | | | Waterstone Financial, Inc. | | | | | 206,391 | | | | | | 0.0 | | |
7,095 (1) | | | Watford Holdings Ltd. | | | | | 248,254 | | | | | | 0.0 | | |
26,669 | | | WesBanco, Inc. | | | | | 950,216 | | | | | | 0.1 | | |
7,473 | | | West BanCorp, Inc. | | | | | 207,376 | | | | | | 0.0 | | |
10,626 | | | Westamerica Bancorp. | | | | | 616,627 | | | | | | 0.1 | | |
56,864 | | | WisdomTree Investments, Inc. | | | | | 352,557 | | | | | | 0.0 | | |
1,791 (1)(2) | | | World Acceptance Corp. | | | | | 286,990 | | | | | | 0.0 | | |
19,234 | | | WSFS Financial Corp. | | | | | 896,112 | | | | | | 0.1 | | |
| | | | | | | | 176,877,885 | | | | | | 14.4 | | |
| | | | | | | | | | | | | | | | |
| | | Health Care: 20.6% | | ||||||||||||
45,416 (1) | | | 1Life Healthcare, Inc. | | | | | 1,501,453 | | | | | | 0.1 | | |
3,942 (1) | | | 4D Molecular Therapeutics, Inc. | | | | | 94,923 | | | | | | 0.0 | | |
3,626 (1) | | | 89bio, Inc. | | | | | 67,806 | | | | | | 0.0 | | |
84,085 (1) | | | 9 Meters Biopharma, Inc. | | | | | 92,493 | | | | | | 0.0 | | |
47,003 (1) | | | Acadia Pharmaceuticals, Inc. | | | | | 1,146,403 | | | | | | 0.1 | | |
14,412 (1) | | | Accelerate Diagnostics, Inc. | | | | | 116,161 | | | | | | 0.0 | | |
19,661 (1) | | | Accolade, Inc. | | | | | 1,067,789 | | | | | | 0.1 | | |
39,661 (1) | | | Accuray, Inc. | | | | | 179,268 | | | | | | 0.0 | | |
17,142 (1) | | | Aclaris Therapeutics, Inc. | | | | | 301,014 | | | | | | 0.0 | | |
6,320 (1)(2) | | | Acutus Medical, Inc. | | | | | 107,314 | | | | | | 0.0 | | |
30,878 (1) | | | AdaptHealth Corp. | | | | | 846,366 | | | | | | 0.1 | | |
6,151 (1) | | | Addus HomeCare Corp. | | | | | 536,613 | | | | | | 0.1 | | |
38,536 (1) | | | Adverum Biotechnologies, Inc. | | | | | 134,876 | | | | | | 0.0 | | |
9,075 (1) | | | Adicet Bio, Inc. | | | | | 93,382 | | | | | | 0.0 | | |
19,878 (1) | | | Aeglea BioTherapeutics, Inc. | | | | | 138,351 | | | | | | 0.0 | | |
16,899 (1) | | | Aerie Pharmaceuticals, Inc. | | | | | 270,553 | | | | | | 0.0 | | |
46,429 (1) | | | Affimed NV | | | | | 394,647 | | | | | | 0.0 | | |
77,460 (1)(2) | | | Agenus, Inc. | | | | | 425,255 | | | | | | 0.1 | | |
8,495 (1) | | | Agiliti, Inc. | | | | | 185,786 | | | | | | 0.0 | | |
24,116 (1) | | | Agios Pharmaceuticals, Inc. | | | | | 1,329,033 | | | | | | 0.1 | | |
60,452 (1)(2) | | | Akebia Therapeutics, Inc. | | | | | 229,113 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
10,067 (1)(2) | | | Akero Therapeutics, Inc. | | | | $ | 249,762 | | | | | | 0.0 | | |
10,088 (1) | | | Akouos, Inc. | | | | | 126,604 | | | | | | 0.0 | | |
6,959 (1) | | | Albireo Pharma, Inc. | | | | | 244,818 | | | | | | 0.0 | | |
19,097 (1) | | | Aldeyra Therapeutics, Inc. | | | | | 216,369 | | | | | | 0.0 | | |
22,788 (1) | | | Alector, Inc. | | | | | 474,674 | | | | | | 0.1 | | |
10,111 (1)(2) | | | Alignment Healthcare, Inc. | | | | | 236,294 | | | | | | 0.0 | | |
7,528 (1)(2) | | | Aligos Therapeutics, Inc. | | | | | 153,458 | | | | | | 0.0 | | |
62,166 (1) | | | Alkermes PLC | | | | | 1,524,310 | | | | | | 0.1 | | |
13,579 (1)(2) | | | Allakos, Inc. | | | | | 1,159,239 | | | | | | 0.1 | | |
26,591 (1) | | | Allogene Therapeutics, Inc. | | | | | 693,493 | | | | | | 0.1 | | |
12,134 (1)(2) | | | Allovir, Inc. | | | | | 239,525 | | | | | | 0.0 | | |
56,291 (1) | | | Allscripts Healthcare Solutions, Inc. | | | | | 1,041,946 | | | | | | 0.1 | | |
26,483 (1) | | | Alphatec Holdings, Inc. | | | | | 405,720 | | | | | | 0.0 | | |
12,793 (1) | | | Altimmune, Inc. | | | | | 126,011 | | | | | | 0.0 | | |
7,146 (1) | | | ALX Oncology Holdings, Inc. | | | | | 390,743 | | | | | | 0.0 | | |
76,602 (1) | | | American Well Corp. | | | | | 963,653 | | | | | | 0.1 | | |
105,778 (1) | | | Amicus Therapeutics, Inc. | | | | | 1,019,700 | | | | | | 0.1 | | |
18,801 (1) | | | AMN Healthcare Services, Inc. | | | | | 1,823,321 | | | | | | 0.2 | | |
40,231 (1) | | | Amneal Pharmaceuticals, Inc. | | | | | 205,983 | | | | | | 0.0 | | |
15,625 (1) | | | Amphastar Pharmaceuticals, Inc. | | | | | 315,000 | | | | | | 0.0 | | |
76,661 (1) | | | Ampio Pharmaceuticals, Inc. | | | | | 128,024 | | | | | | 0.0 | | |
8,413 (1) | | | AnaptysBio, Inc. | | | | | 218,149 | | | | | | 0.0 | | |
24,441 (1)(2) | | | Anavex Life Sciences Corp. | | | | | 558,721 | | | | | | 0.1 | | |
14,951 (1) | | | Angiodynamics, Inc. | | | | | 405,621 | | | | | | 0.0 | | |
3,991 (1) | | | ANI Pharmaceuticals, Inc. | | | | | 139,885 | | | | | | 0.0 | | |
5,685 (1) | | | Anika Therapeutics, Inc. | | | | | 246,104 | | | | | | 0.0 | | |
12,330 (1) | | | Annexon, Inc. | | | | | 277,548 | | | | | | 0.0 | | |
68,627 (1) | | | Antares Pharma, Inc. | | | | | 299,214 | | | | | | 0.0 | | |
25,481 (1) | | | Apellis Pharmaceuticals, Inc. | | | | | 1,610,399 | | | | | | 0.1 | | |
14,163 (1) | | | Apollo Medical Holdings, Inc. | | | | | 889,578 | | | | | | 0.1 | | |
9,699 (1)(2) | | | Applied Molecular Transport, Inc. | | | | | 443,632 | | | | | | 0.1 | | |
7,118 (1) | | | Applied Therapeutics, Inc. | | | | | 147,912 | | | | | | 0.0 | | |
2,798 (1) | | | Apria, Inc. | | | | | 78,344 | | | | | | 0.0 | | |
14,257 (1) | | | Apyx Medical Corp. | | | | | 146,990 | | | | | | 0.0 | | |
21,257 (1) | | | AquaBounty Technologies, Inc. | | | | | 113,938 | | | | | | 0.0 | | |
31,842 (1) | | | Arbutus Biopharma Corp. | | | | | 96,481 | | | | | | 0.0 | | |
8,301 (1)(2) | | | Arcturus Therapeutics Holdings, Inc. | | | | | 280,906 | | | | | | 0.0 | | |
17,930 (1) | | | Arcus Biosciences, Inc. | | | | | 492,358 | | | | | | 0.1 | | |
10,779 (1) | | | Arcutis Biotherapeutics, Inc. | | | | | 294,159 | | | | | | 0.0 | | |
32,883 (1) | | | Ardelyx, Inc. | | | | | 249,253 | | | | | | 0.0 | | |
23,873 (1) | | | Arena Pharmaceuticals, Inc. | | | | | 1,628,139 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
40,189 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | $ | 3,328,453 | | | | | | 0.3 | | |
17,146 (1) | | | Arvinas, Inc. | | | | | 1,320,242 | | | | | | 0.1 | | |
92,734 (1)(2) | | | Asensus Surgical, Inc. | | | | | 293,967 | | | | | | 0.0 | | |
30,982 (1)(2) | | | Aspira Women’s Health, Inc. | | | | | 174,119 | | | | | | 0.0 | | |
33,080 (1) | | | Atara Biotherapeutics, Inc. | | | | | 514,394 | | | | | | 0.1 | | |
25,474 (1)(2) | | | Atea Pharmaceuticals, Inc. | | | | | 547,182 | | | | | | 0.1 | | |
34,253 (1)(2) | | | Athenex, Inc. | | | | | 158,249 | | | | | | 0.0 | | |
76,447 (1)(2) | | | Athersys, Inc. | | | | | 110,084 | | | | | | 0.0 | | |
12,372 (1)(2) | | | Athira Pharma, Inc. | | | | | 126,689 | | | | | | 0.0 | | |
46,138 (1) | | | Atossa Therapeutics, Inc. | | | | | 291,592 | | | | | | 0.0 | | |
12,136 (1)(2) | | | Atreca, Inc. | | | | | 103,399 | | | | | | 0.0 | | |
17,952 (1) | | | AtriCure, Inc. | | | | | 1,424,132 | | | | | | 0.1 | | |
595 | | | Atrion Corp. | | | | | 369,453 | | | | | | 0.0 | | |
19,215 (1) | | | Avanos Medical, Inc. | | | | | 698,850 | | | | | | 0.1 | | |
13,823 (1) | | | Aveanna Healthcare Holdings, Inc. | | | | | 170,991 | | | | | | 0.0 | | |
24,198 (1) | | | Avid Bioservices, Inc. | | | | | 620,679 | | | | | | 0.1 | | |
12,756 (1)(2) | | | Avidity Biosciences, Inc. | | | | | 315,201 | | | | | | 0.0 | | |
9,452 (1)(2) | | | Avita Medical, Inc. | | | | | 193,955 | | | | | | 0.0 | | |
14,978 (1) | | | Avrobio, Inc. | | | | | 133,154 | | | | | | 0.0 | | |
15,164 (1) | | | AxoGen, Inc. | | | | | 327,694 | | | | | | 0.0 | | |
16,164 (1) | | | Axonics, Inc. | | | | | 1,024,959 | | | | | | 0.1 | | |
11,302 (1) | | | Axsome Therapeutics, Inc. | | | | | 762,433 | | | | | | 0.1 | | |
18,484 (1)(2) | | | Beam Therapeutics, Inc. | | | | | 2,379,076 | | | | | | 0.2 | | |
18,749 (1) | | | Berkeley Lights, Inc. | | | | | 840,143 | | | | | | 0.1 | | |
9,286 (1)(2) | | | Beyondspring, Inc. | | | | | 96,946 | | | | | | 0.0 | | |
4,791 (1) | | | BioAtla, Inc. | | | | | 203,043 | | | | | | 0.0 | | |
70,669 (1) | | | BioCryst Pharmaceuticals, Inc. | | | | | 1,117,277 | | | | | | 0.1 | | |
39,915 (1) | | | BioDelivery Sciences International, Inc. | | | | | 142,896 | | | | | | 0.0 | | |
5,768 (1) | | | Biodesix, Inc. | | | | | 76,195 | | | | | | 0.0 | | |
21,266 (1) | | | Biohaven Pharmaceutical Holding Co. Ltd. | | | | | 2,064,503 | | | | | | 0.2 | | |
9,585 (1) | | | BioLife Solutions, Inc. | | | | | 426,628 | | | | | | 0.1 | | |
110,985 (1) | | | Bionano Genomics, Inc. | | | | | 813,520 | | | | | | 0.1 | | |
5,939 (1)(2) | | | Bioxcel Therapeutics, Inc. | | | | | 172,587 | | | | | | 0.0 | | |
8,665 (1) | | | Black Diamond Therapeutics, Inc. | | | | | 105,626 | | | | | | 0.0 | | |
26,520 (1) | | | Bluebird Bio, Inc. | | | | | 848,110 | | | | | | 0.1 | | |
22,835 (1) | | | Blueprint Medicines Corp. | | | | | 2,008,567 | | | | | | 0.2 | | |
5,051 (1) | | | Bolt Biotherapeutics, Inc. | | | | | 78,088 | | | | | | 0.0 | | |
42,379 (1)(2) | | | Bridgebio Pharma, Inc. | | | | | 2,583,424 | | | | | | 0.2 | | |
74,389 (1) | | | Brookdale Senior Living, Inc. | | | | | 587,673 | | | | | | 0.1 | | |
9,415 (1) | | | Brooklyn ImmunoTherapeutics, Inc. | | | | | 169,564 | | | | | | 0.0 | | |
12,422 (1)(2) | | | Butterfly Network, Inc. | | | | | 179,871 | | | | | | 0.0 | | |
13,560 (1)(2) | | | C4 Therapeutics, Inc. | | | | | 513,110 | | | | | | 0.1 | | |
16,796 (1) | | | Cara Therapeutics, Inc. | | | | | 239,679 | | | | | | 0.0 | | |
14,472 (1) | | | Cardiff Oncology, Inc. | | | | | 96,239 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
16,258 (1) | | | Cardiovascular Systems, Inc. | | | | $ | 693,404 | | | | | | 0.1 | | |
19,904 (1) | | | CareDx, Inc. | | | | | 1,821,614 | | | | | | 0.2 | | |
15,084 (1)(2) | | | Cassava Sciences, Inc. | | | | | 1,288,777 | | | | | | 0.1 | | |
8,320 (1) | | | Castle Biosciences, Inc. | | | | | 610,106 | | | | | | 0.1 | | |
49,024 (1) | | | Castlight Health, Inc. | | | | | 128,933 | | | | | | 0.0 | | |
39,686 (1)(2) | | | Catalyst Pharmaceuticals, Inc. | | | | | 228,194 | | | | | | 0.0 | | |
3,303 (1) | | | Celcuity, Inc. | | | | | 79,272 | | | | | | 0.0 | | |
15,441 (1) | | | Celldex Therapeutics, Inc. | | | | | 516,347 | | | | | | 0.1 | | |
14,522 (1)(2) | | | CEL-SCI Corp. | | | | | 126,051 | | | | | | 0.0 | | |
21,854 (1)(2) | | | Cerecor, Inc. | | | | | 71,463 | | | | | | 0.0 | | |
14,022 (1)(2) | | | Cerevel Therapeutics Holdings, Inc. | | | | | 359,244 | | | | | | 0.0 | | |
68,570 (1)(2) | | | Cerus Corp. | | | | | 405,249 | | | | | | 0.0 | | |
20,645 (1) | | | ChemoCentryx, Inc. | | | | | 276,437 | | | | | | 0.0 | | |
29,029 (1) | | | Chimerix, Inc. | | | | | 232,232 | | | | | | 0.0 | | |
12,445 (1) | | | Chinook Therapeutics, Inc. | | | | | 175,723 | | | | | | 0.0 | | |
18,995 (1) | | | ChromaDex Corp. | | | | | 187,291 | | | | | | 0.0 | | |
45,304 (1)(2) | | | Citius Pharmaceuticals, Inc. | | | | | 157,658 | | | | | | 0.0 | | |
7,563 (1) | | | ClearPoint Neuro, Inc. | | | | | 144,378 | | | | | | 0.0 | | |
9,593 (1) | | | Clene, Inc. | | | | | 107,825 | | | | | | 0.0 | | |
39,594 (1)(2) | | | Clovis Oncology, Inc. | | | | | 229,645 | | | | | | 0.0 | | |
23,628 (1)(2) | | | Codexis, Inc. | | | | | 535,410 | | | | | | 0.1 | | |
6,327 (1) | | | Codiak Biosciences, Inc. | | | | | 117,239 | | | | | | 0.0 | | |
14,956 (1) | | | Cogent Biosciences, Inc. | | | | | 121,293 | | | | | | 0.0 | | |
24,280 (1)(2) | | | Coherus Biosciences, Inc. | | | | | 335,792 | | | | | | 0.0 | | |
14,259 (1) | | | Collegium Pharmaceutical, Inc. | | | | | 337,083 | | | | | | 0.0 | | |
48,879 (1) | | | Community Health Systems, Inc. | | | | | 754,692 | | | | | | 0.1 | | |
5,381 | | | Computer Programs & Systems, Inc. | | | | | 178,811 | | | | | | 0.0 | | |
11,069 (2) | | | Conmed Corp. | | | | | 1,521,213 | | | | | | 0.1 | | |
14,107 (1) | | | Constellation Pharmaceuticals, Inc. | | | | | 476,817 | | | | | | 0.1 | | |
39,502 (1) | | | Corcept Therapeutics, Inc. | | | | | 869,044 | | | | | | 0.1 | | |
15,679 (1)(2) | | | CorMedix, Inc. | | | | | 107,558 | | | | | | 0.0 | | |
7,915 (1)(2) | | | Cortexyme, Inc. | | | | | 419,495 | | | | | | 0.0 | | |
3,623 (1) | | | Corvel Corp. | | | | | 486,569 | | | | | | 0.1 | | |
41,336 (1) | | | Covetrus, Inc. | | | | | 1,116,072 | | | | | | 0.1 | | |
14,112 (1) | | | Crinetics Pharmaceuticals, Inc. | | | | | 266,011 | | | | | | 0.0 | | |
14,636 (1) | | | Cross Country Healthcare, Inc. | | | | | 241,640 | | | | | | 0.0 | | |
15,660 (1) | | | CryoLife, Inc. | | | | | 444,744 | | | | | | 0.1 | | |
16,160 (1)(2) | | | CryoPort, Inc. | | | | | 1,019,696 | | | | | | 0.1 | | |
12,325 (1) | | | Cue Biopharma, Inc. | | | | | 143,586 | | | | | | 0.0 | | |
5,466 (1)(2) | | | Cullinan Oncology, Inc. | | | | | 140,749 | | | | | | 0.0 | | |
34,188 (1) | | | Curis, Inc. | | | | | 275,897 | | | | | | 0.0 | | |
7,063 (1) | | | Cutera, Inc. | | | | | 346,299 | | | | | | 0.0 | | |
30,810 (1)(2) | | | Cymabay Therapeutics, Inc. | | | | | 134,332 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
27,315 (1)(2) | | | Cytokinetics, Inc. | | | | $ | 540,564 | | | | | | 0.1 | | |
25,809 (1) | | | CytomX Therapeutics, Inc. | | | | | 163,371 | | | | | | 0.0 | | |
17,229 (1)(2) | | | CytoSorbents Corp. | | | | | 130,079 | | | | | | 0.0 | | |
5,441 (1)(2) | | | DarioHealth Corp. | | | | | 116,220 | | | | | | 0.0 | | |
16,014 (1) | | | Deciphera Pharmaceuticals, Inc. | | | | | 586,273 | | | | | | 0.1 | | |
35,765 (1) | | | Denali Therapeutics, Inc. | | | | | 2,805,407 | | | | | | 0.2 | | |
9,362 (1)(2) | | | DermTech, Inc. | | | | | 389,178 | | | | | | 0.0 | | |
5,252 (1) | | | Design Therapeutics, Inc. | | | | | 104,462 | | | | | | 0.0 | | |
27,230 (1) | | | Dicerna Pharmaceuticals, Inc. | | | | | 1,016,224 | | | | | | 0.1 | | |
92,575 (1) | | | Durect Corp. | | | | | 150,897 | | | | | | 0.0 | | |
43,500 (1)(2) | | | Dynavax Technologies Corp. | | | | | 428,475 | | | | | | 0.1 | | |
11,699 (1) | | | Dyne Therapeutics, Inc. | | | | | 246,147 | | | | | | 0.0 | | |
4,285 (1) | | | Eagle Pharmaceuticals, Inc./DE | | | | | 183,398 | | | | | | 0.0 | | |
7,577 (1)(2) | | | Eargo, Inc. | | | | | 302,398 | | | | | | 0.0 | | |
4,611 (1) | | | Edgewise Therapeutics, Inc. | | | | | 98,353 | | | | | | 0.0 | | |
27,130 (1)(2) | | | Editas Medicine, Inc. | | | | | 1,536,643 | | | | | | 0.1 | | |
13,875 (1) | | | Eiger BioPharmaceuticals, Inc. | | | | | 118,215 | | | | | | 0.0 | | |
19,131 (1) | | | Emergent Biosolutions, Inc. | | | | | 1,205,062 | | | | | | 0.1 | | |
8,010 (1) | | | Enanta Pharmaceuticals, Inc. | | | | | 352,520 | | | | | | 0.0 | | |
93,512 (1) | | | Endo International PLC | | | | | 437,636 | | | | | | 0.1 | | |
20,950 | | | Ensign Group, Inc. | | | | | 1,815,736 | | | | | | 0.2 | | |
37,172 (1) | | | Epizyme, Inc. | | | | | 308,899 | | | | | | 0.0 | | |
10,593 (1)(2) | | | Esperion Therapeutics, Inc. | | | | | 224,042 | | | | | | 0.0 | | |
12,125 (1)(2) | | | Evelo Biosciences, Inc. | | | | | 166,597 | | | | | | 0.0 | | |
31,005 (1) | | | Evolent Health, Inc. | | | | | 654,826 | | | | | | 0.1 | | |
12,955 (1)(2) | | | Evolus, Inc. | | | | | 163,881 | | | | | | 0.0 | | |
8,765 (1) | | | EyePoint Pharmaceuticals, Inc. | | | | | 78,797 | | | | | | 0.0 | | |
31,486 (1) | | | Fate Therapeutics, Inc. | | | | | 2,732,670 | | | | | | 0.2 | | |
34,664 (1) | | | FibroGen, Inc. | | | | | 923,102 | | | | | | 0.1 | | |
19,696 (1)(2) | | | Flexion Therapeutics, Inc. | | | | | 162,098 | | | | | | 0.0 | | |
30,711 (1)(2) | | | Fluidigm Corp. | | | | | 189,180 | | | | | | 0.0 | | |
8,145 (1)(2) | | | Foghorn Therapeutics, Inc. | | | | | 86,907 | | | | | | 0.0 | | |
7,851 (1) | | | Forian, Inc. | | | | | 98,687 | | | | | | 0.0 | | |
12,775 (1) | | | Forma Therapeutics Holdings, Inc. | | | | | 317,970 | | | | | | 0.0 | | |
4,539 (1) | | | Forte Biosciences, Inc. | | | | | 152,601 | | | | | | 0.0 | | |
27,040 (1) | | | Fortress Biotech, Inc. | | | | | 96,533 | | | | | | 0.0 | | |
12,914 (1)(2) | | | Frequency Therapeutics, Inc. | | | | | 128,623 | | | | | | 0.0 | | |
9,026 (1)(2) | | | Fulcrum Therapeutics, Inc. | | | | | 94,592 | | | | | | 0.0 | | |
8,009 (1) | | | Fulgent Genetics, Inc. | | | | | 738,670 | | | | | | 0.1 | | |
15,229 (1)(2) | | | G1 Therapeutics, Inc. | | | | | 334,124 | | | | | | 0.0 | | |
17,258 (1)(2) | | | Generation Bio Co. | | | | | 464,240 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
119,573 (1) | | | Geron Corp. | | | | $ | 168,598 | | | | | | 0.0 | | |
17,520 (1)(2) | | | Glaukos Corp. | | | | | 1,486,222 | | | | | | 0.1 | | |
23,434 (1) | | | Global Blood Therapeutics, Inc. | | | | | 820,659 | | | | | | 0.1 | | |
23,327 (1)(2) | | | Gossamer Bio, Inc. | | | | | 189,415 | | | | | | 0.0 | | |
2,160 (1) | | | Greenwich Lifesciences, Inc. | | | | | 97,070 | | | | | | 0.0 | | |
16,274 (1)(2) | | | Gritstone bio, Inc. | | | | | 148,582 | | | | | | 0.0 | | |
9,522 (1) | | | GT Biopharma, Inc. | | | | | 147,591 | | | | | | 0.0 | | |
19,541 (1) | | | Haemonetics Corp. | | | | | 1,302,212 | | | | | | 0.1 | | |
54,753 (1) | | | Halozyme Therapeutics, Inc. | | | | | 2,486,334 | | | | | | 0.2 | | |
15,379 (1) | | | Hanger, Inc. | | | | | 388,781 | | | | | | 0.0 | | |
8,861 (1) | | | Harmony Biosciences Holdings, Inc. | | | | | 250,146 | | | | | | 0.0 | | |
7,629 (1) | | | Harpoon Therapeutics, Inc. | | | | | 105,814 | | | | | | 0.0 | | |
16,697 (1) | | | Harvard Bioscience, Inc. | | | | | 139,086 | | | | | | 0.0 | | |
17,288 (1)(2) | | | Health Catalyst, Inc. | | | | | 959,657 | | | | | | 0.1 | | |
32,383 (1) | | | HealthEquity, Inc. | | | | | 2,606,184 | | | | | | 0.2 | | |
10,823 (1) | | | HealthStream, Inc. | | | | | 302,395 | | | | | | 0.0 | | |
36,277 (1)(2) | | | Heron Therapeutics, Inc. | | | | | 563,019 | | | | | | 0.1 | | |
3,678 (1)(2) | | | Heska Corp. | | | | | 844,947 | | | | | | 0.1 | | |
17,236 (1) | | | Homology Medicines, Inc. | | | | | 125,306 | | | | | | 0.0 | | |
7,827 (1) | | | Hookipa Pharma, Inc. | | | | | 71,695 | | | | | | 0.0 | | |
17,712 (1) | | | Humanigen, Inc. | | | | | 307,835 | | | | | | 0.0 | | |
85,461 (1) | | | iBio, Inc. | | | | | 129,046 | | | | | | 0.0 | | |
8,595 (1) | | | iCAD, Inc. | | | | | 148,779 | | | | | | 0.0 | | |
11,049 (1) | | | Ideaya Biosciences, Inc. | | | | | 231,919 | | | | | | 0.0 | | |
3,144 (1) | | | IGM Biosciences, Inc. | | | | | 261,581 | | | | | | 0.0 | | |
6,439 (1) | | | Immunic, Inc. | | | | | 78,942 | | | | | | 0.0 | | |
26,471 (1) | | | ImmunityBio, Inc. | | | | | 378,006 | | | | | | 0.0 | | |
79,204 (1) | | | Immunogen, Inc. | | | | | 521,954 | | | | | | 0.1 | | |
15,282 (1) | | | Immunovant, Inc. | | | | | 161,531 | | | | | | 0.0 | | |
13,300 (1) | | | Inari Medical, Inc. | | | | | 1,240,624 | | | | | | 0.1 | | |
35,046 (1) | | | Infinity Pharmaceuticals, Inc. | | | | | 104,788 | | | | | | 0.0 | | |
6,608 (1) | | | InfuSystem Holdings, Inc. | | | | | 137,380 | | | | | | 0.0 | | |
11,154 (1) | | | Inhibrx, Inc. | | | | | 306,958 | | | | | | 0.0 | | |
6,670 (1) | | | Innovage Holding Corp. | | | | | 142,138 | | | | | | 0.0 | | |
26,620 (1) | | | Innoviva, Inc. | | | | | 356,974 | | | | | | 0.0 | | |
7,584 (1) | | | Inogen, Inc. | | | | | 494,249 | | | | | | 0.1 | | |
5,275 (1) | | | Inotiv, Inc. | | | | | 140,737 | | | | | | 0.0 | | |
30,386 (1) | | | Inovalon Holdings, Inc. | | | | | 1,035,555 | | | | | | 0.1 | | |
81,409 (1)(2) | | | Inovio Pharmaceuticals, Inc. | | | | | 754,661 | | | | | | 0.1 | | |
5,800 (1)(2) | | | Inozyme Pharma, Inc. | | | | | 98,832 | | | | | | 0.0 | | |
41,610 (1) | | | Insmed, Inc. | | | | | 1,184,221 | | | | | | 0.1 | | |
10,676 (1) | | | Inspire Medical Systems, Inc. | | | | | 2,063,244 | | | | | | 0.2 | | |
6,800 (1) | | | Instil Bio, Inc. | | | | | 131,376 | | | | | | 0.0 | | |
13,226 (1) | | | Integer Holdings Corp. | | | | | 1,245,889 | | | | | | 0.1 | | |
25,099 (1) | | | Intellia Therapeutics, Inc. | | | | | 4,063,779 | | | | | | 0.3 | | |
11,240 (1)(2) | | | Intercept Pharmaceuticals, Inc. | | | | | 224,463 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
13,319 (1) | | | Intersect ENT, Inc. | | | | $ | 227,622 | | | | | | 0.0 | | |
27,806 (1)(2) | | | Intra-Cellular Therapies, Inc. | | | | | 1,135,041 | | | | | | 0.1 | | |
14,310 (1) | | | Invacare Corp. | | | | | 115,482 | | | | | | 0.0 | | |
78,629 (1)(2) | | | Invitae Corp. | | | | | 2,652,156 | | | | | | 0.2 | | |
11,701 (1) | | | iRhythm Technologies, Inc. | | | | | 776,361 | | | | | | 0.1 | | |
59,859 (1) | | | Ironwood Pharmaceuticals, Inc. | | | | | 770,385 | | | | | | 0.1 | | |
8,291 (1) | | | iTeos Therapeutics, Inc. | | | | | 212,664 | | | | | | 0.0 | | |
35,217 (1) | | | IVERIC bio, Inc. | | | | | 222,219 | | | | | | 0.0 | | |
5,500 (1) | | | Joint Corp./The | | | | | 461,560 | | | | | | 0.1 | | |
13,050 (1) | | | Jounce Therapeutics, Inc. | | | | | 88,740 | | | | | | 0.0 | | |
72,094 (1) | | | Kadmon Holdings, Inc. | | | | | 279,004 | | | | | | 0.0 | | |
19,788 (1)(2) | | | Kala Pharmaceuticals, Inc. | | | | | 104,876 | | | | | | 0.0 | | |
8,359 (1) | | | Kaleido Biosciences, Inc. | | | | | 62,191 | | | | | | 0.0 | | |
8,195 (1) | | | KalVista Pharmaceuticals, Inc. | | | | | 196,352 | | | | | | 0.0 | | |
8,640 (1) | | | Karuna Therapeutics, Inc. | | | | | 984,874 | | | | | | 0.1 | | |
29,239 (1)(2) | | | Karyopharm Therapeutics, Inc. | | | | | 301,746 | | | | | | 0.0 | | |
11,493 (1) | | | KemPharm, Inc. | | | | | 147,340 | | | | | | 0.0 | | |
6,106 (1) | | | Keros Therapeutics, Inc. | | | | | 259,322 | | | | | | 0.0 | | |
15,024 (1) | | | Kezar Life Sciences, Inc. | | | | | 81,580 | | | | | | 0.0 | | |
11,828 (1) | | | Kiniksa Pharmaceuticals Ltd. | | | | | 164,764 | | | | | | 0.0 | | |
5,265 (1)(2) | | | Kinnate Biopharma, Inc. | | | | | 122,569 | | | | | | 0.0 | | |
13,304 (1)(2) | | | Kodiak Sciences, Inc. | | | | | 1,237,272 | | | | | | 0.1 | | |
15,102 (1)(2) | | | Kronos Bio, Inc. | | | | | 361,693 | | | | | | 0.0 | | |
6,881 (1) | | | Krystal Biotech, Inc. | | | | | 467,908 | | | | | | 0.1 | | |
25,829 (1) | | | Kura Oncology, Inc. | | | | | 538,535 | | | | | | 0.1 | | |
11,395 (1) | | | Kymera Therapeutics, Inc. | | | | | 552,657 | | | | | | 0.1 | | |
26,941 (1) | | | Lantheus Holdings, Inc. | | | | | 744,649 | | | | | | 0.1 | | |
6,951 | | | LeMaitre Vascular, Inc. | | | | | 424,150 | | | | | | 0.1 | | |
26,907 (1) | | | Lexicon Pharmaceuticals, Inc. | | | | | 123,503 | | | | | | 0.0 | | |
12,129 (1) | | | LHC Group, Inc. | | | | | 2,428,954 | | | | | | 0.2 | | |
5,957 (1) | | | Ligand Pharmaceuticals, Inc. | | | | | 781,499 | | | | | | 0.1 | | |
47,970 (1) | | | Lineage Cell Therapeutics, Inc. | | | | | 136,714 | | | | | | 0.0 | | |
19,584 (1)(2) | | | LivaNova PLC | | | | | 1,647,210 | | | | | | 0.1 | | |
17,766 | | | Luminex Corp. | | | | | 653,789 | | | | | | 0.1 | | |
23,179 (1) | | | MacroGenics, Inc. | | | | | 622,588 | | | | | | 0.1 | | |
4,350 (1)(2) | | | Madrigal Pharmaceuticals, Inc. | | | | | 423,733 | | | | | | 0.0 | | |
9,205 (1) | | | Magellan Health, Inc. | | | | | 867,111 | | | | | | 0.1 | | |
12,394 (1) | | | Magenta Therapeutics, Inc. | | | | | 121,213 | | | | | | 0.0 | | |
97,426 (1)(2) | | | MannKind Corp. | | | | | 530,972 | | | | | | 0.1 | | |
14,615 (1)(2) | | | Marinus Pharmaceuticals, Inc. | | | | | 262,193 | | | | | | 0.0 | | |
30,242 (1) | | | Mednax, Inc. | | | | | 911,796 | | | | | | 0.1 | | |
11,275 (1) | | | Medpace Holdings, Inc. | | | | | 1,991,503 | | | | | | 0.2 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
48,032 (1) | | | MEI Pharma, Inc. | | | | $ | 136,891 | | | | | | 0.0 | | |
12,084 (1) | | | MeiraGTx Holdings plc | | | | | 187,302 | | | | | | 0.0 | | |
17,685 (1) | | | Meridian Bioscience, Inc. | | | | | 392,253 | | | | | | 0.0 | | |
20,672 (1) | | | Merit Medical Systems, Inc. | | | | | 1,336,652 | | | | | | 0.1 | | |
26,438 (1) | | | Mersana Therapeutics, Inc. | | | | | 359,028 | | | | | | 0.0 | | |
1,966 (2) | | | Mesa Laboratories, Inc. | | | | | 533,120 | | | | | | 0.1 | | |
43,831 (1) | | | MiMedx Group, Inc. | | | | | 548,326 | | | | | | 0.1 | | |
126,479 (1) | | | Mind Medicine MindMed, Inc. | | | | | 436,353 | | | | | | 0.1 | | |
4,994 (1) | | | Misonix, Inc. | | | | | 110,767 | | | | | | 0.0 | | |
4,998 (1) | | | ModivCare, Inc. | | | | | 850,010 | | | | | | 0.1 | | |
14,965 (1) | | | Molecular Templates, Inc. | | | | | 117,026 | | | | | | 0.0 | | |
8,167 (1) | | | Morphic Holding, Inc. | | | | | 468,704 | | | | | | 0.1 | | |
157,014 (1) | | | Multiplan Corp. | | | | | 1,494,773 | | | | | | 0.1 | | |
27,717 (1) | | | Mustang Bio, Inc. | | | | | 92,020 | | | | | | 0.0 | | |
29,771 (1) | | | Myriad Genetics, Inc. | | | | | 910,397 | | | | | | 0.1 | | |
18,162 (1) | | | NanoString Technologies, Inc. | | | | | 1,176,716 | | | | | | 0.1 | | |
5,352 | | | National Healthcare Corp. | | | | | 374,105 | | | | | | 0.0 | | |
5,666 | | | National Research Corp. | | | | | 260,069 | | | | | | 0.0 | | |
14,102 (1) | | | Natus Medical, Inc. | | | | | 366,370 | | | | | | 0.0 | | |
42,873 (1) | | | Neogen Corp. | | | | | 1,973,873 | | | | | | 0.2 | | |
44,518 (1) | | | NeoGenomics, Inc. | | | | | 2,010,878 | | | | | | 0.2 | | |
14,313 (1) | | | Neoleukin Therapeutics, Inc. | | | | | 132,109 | | | | | | 0.0 | | |
9,824 (1) | | | Neuronetics, Inc. | | | | | 157,380 | | | | | | 0.0 | | |
13,665 (1) | | | Nevro Corp. | | | | | 2,265,520 | | | | | | 0.2 | | |
22,885 (1) | | | NextGen Healthcare, Inc. | | | | | 379,662 | | | | | | 0.0 | | |
12,259 (1) | | | NGM Biopharmaceuticals, Inc. | | | | | 241,747 | | | | | | 0.0 | | |
5,901 (1)(2) | | | Nkarta, Inc. | | | | | 187,003 | | | | | | 0.0 | | |
12,358 (1) | | | Nurix Therapeutics, Inc. | | | | | 327,858 | | | | | | 0.0 | | |
20,649 (1) | | | NuVasive, Inc. | | | | | 1,399,589 | | | | | | 0.1 | | |
14,089 (1)(2) | | | Nuvation Bio, Inc. | | | | | 131,169 | | | | | | 0.0 | | |
72,951 (1)(2) | | | Ocugen, Inc. | | | | | 585,797 | | | | | | 0.1 | | |
29,854 (1)(2) | | | Ocular Therapeutix, Inc. | | | | | 423,330 | | | | | | 0.0 | | |
5,013 (1)(2) | | | Olema Pharmaceuticals, Inc. | | | | | 140,264 | | | | | | 0.0 | | |
24,599 (1)(2) | | | Omeros Corp. | | | | | 365,049 | | | | | | 0.0 | | |
17,158 (1) | | | Omnicell, Inc. | | | | | 2,598,579 | | | | | | 0.2 | | |
30,231 (1) | | | Oncocyte Corp. | | | | | 173,526 | | | | | | 0.0 | | |
8,118 (1) | | | Oncorus, Inc. | | | | | 112,028 | | | | | | 0.0 | | |
17,827 (1) | | | Oncternal Therapeutics, Inc. | | | | | 84,678 | | | | | | 0.0 | | |
3,452 (1) | | | Ontrak, Inc. | | | | | 112,121 | | | | | | 0.0 | | |
158,487 (1)(2) | | | Opko Health, Inc. | | | | | 641,872 | | | | | | 0.1 | | |
6,652 (1) | | | OptimizeRx Corp. | | | | | 411,759 | | | | | | 0.0 | | |
42,805 (1) | | | Option Care Health, Inc. | | | | | 936,145 | | | | | | 0.1 | | |
10,742 (1) | | | Oramed Pharmaceuticals, Inc. | | | | | 143,728 | | | | | | 0.0 | | |
29,547 (1)(2) | | | OraSure Technologies, Inc. | | | | | 299,607 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
14,911 (1) | | | Organogenesis Holdings, Inc. | | | | $ | 247,821 | | | | | | 0.0 | | |
11,750 (1) | | | ORIC Pharmaceuticals, Inc. | | | | | 207,858 | | | | | | 0.0 | | |
35,679 (1) | | | Ortho Clinical Diagnostics Holdings PLC | | | | | 763,887 | | | | | | 0.1 | | |
7,637 (1) | | | Orthofix Medical, Inc. | | | | | 306,320 | | | | | | 0.0 | | |
5,407 (1)(2) | | | OrthoPediatrics Corp. | | | | | 341,614 | | | | | | 0.0 | | |
36,020 (1) | | | Outlook Therapeutics, Inc. | | | | | 89,690 | | | | | | 0.0 | | |
17,945 (1) | | | Outset Medical, Inc. | | | | | 896,891 | | | | | | 0.1 | | |
28,765 | | | Owens & Minor, Inc. | | | | | 1,217,622 | | | | | | 0.1 | | |
4,386 (1)(2) | | | Oyster Point Pharma, Inc. | | | | | 75,395 | | | | | | 0.0 | | |
76,521 (1) | | | Pacific Biosciences of California, Inc. | | | | | 2,675,939 | | | | | | 0.2 | | |
17,546 (1) | | | Pacira BioSciences, Inc. | | | | | 1,064,691 | | | | | | 0.1 | | |
18,876 (1)(2) | | | Paratek Pharmaceuticals, Inc. | | | | | 128,734 | | | | | | 0.0 | | |
14,843 (1) | | | Passage Bio, Inc. | | | | | 196,521 | | | | | | 0.0 | | |
34,038 (2) | | | Patterson Cos., Inc. | | | | | 1,034,415 | | | | | | 0.1 | | |
28,592 (1) | | | PAVmed, Inc. | | | | | 182,989 | | | | | | 0.0 | | |
10,369 (1) | | | Pennant Group, Inc./The | | | | | 424,092 | | | | | | 0.0 | | |
13,941 (1) | | | Personalis, Inc. | | | | | 352,707 | | | | | | 0.0 | | |
10,102 (1)(2) | | | PetIQ, Inc. | | | | | 389,937 | | | | | | 0.0 | | |
7,968 (1) | | | Phathom Pharmaceuticals, Inc. | | | | | 269,717 | | | | | | 0.0 | | |
8,320 | | | Phibro Animal Health Corp. | | | | | 240,282 | | | | | | 0.0 | | |
14,637 (1) | | | Phreesia, Inc. | | | | | 897,248 | | | | | | 0.1 | | |
9,905 (1)(2) | | | Pliant Therapeutics, Inc. | | | | | 288,434 | | | | | | 0.0 | | |
10,278 (1)(2) | | | PMV Pharmaceuticals, Inc. | | | | | 351,096 | | | | | | 0.0 | | |
2,397 (1) | | | Portage Biotech, Inc. | | | | | 50,241 | | | | | | 0.0 | | |
13,813 (1)(2) | | | Poseida Therapeutics, Inc. | | | | | 138,406 | | | | | | 0.0 | | |
9,602 (1) | | | Praxis Precision Medicines, Inc. | | | | | 175,525 | | | | | | 0.0 | | |
37,036 (1)(2) | | | Precigen, Inc. | | | | | 241,475 | | | | | | 0.0 | | |
18,881 (1) | | | Precision BioSciences, Inc. | | | | | 236,390 | | | | | | 0.0 | | |
4,198 (1)(2) | | | Prelude Therapeutics, Inc. | | | | | 120,189 | | | | | | 0.0 | | |
20,566 (1) | | | Prestige Consumer Healthcare, Inc. | | | | | 1,071,489 | | | | | | 0.1 | | |
7,418 (1) | | | Privia Health Group, Inc. | | | | | 329,137 | | | | | | 0.0 | | |
24,585 (1) | | | Progyny, Inc. | | | | | 1,450,515 | | | | | | 0.1 | | |
4,494 (1) | | | Prometheus Biosciences, Inc. | | | | | 110,373 | | | | | | 0.0 | | |
16,250 (1) | | | Protagonist Therapeutics, Inc. | | | | | 729,300 | | | | | | 0.1 | | |
13,485 (1) | | | Prothena Corp. PLC | | | | | 693,264 | | | | | | 0.1 | | |
22,225 (1)(2) | | | Provention Bio, Inc. | | | | | 187,357 | | | | | | 0.0 | | |
26,890 (1) | | | PTC Therapeutics, Inc. | | | | | 1,136,640 | | | | | | 0.1 | | |
9,897 (1) | | | Pulmonx Corp. | | | | | 436,656 | | | | | | 0.1 | | |
6,124 (1) | | | Pulse Biosciences, Inc. | | | | | 100,434 | | | | | | 0.0 | | |
12,846 (1)(2) | | | Puma Biotechnology, Inc. | | | | | 117,926 | | | | | | 0.0 | | |
12,104 (1) | | | Quanterix Corp. | | | | | 710,021 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
31,440 (1) | | | Quotient Ltd. | | | | $ | 114,442 | | | | | | 0.0 | | |
50,710 (1) | | | R1 RCM, Inc. | | | | | 1,127,790 | | | | | | 0.1 | | |
18,603 (1) | | | Radius Health, Inc. | | | | | 339,319 | | | | | | 0.0 | | |
18,044 (1) | | | RadNet, Inc. | | | | | 607,902 | | | | | | 0.1 | | |
7,008 (1) | | | RAPT Therapeutics, Inc. | | | | | 222,784 | | | | | | 0.0 | | |
10,795 (1) | | | Reata Pharmaceuticals, Inc. | | | | | 1,527,816 | | | | | | 0.1 | | |
8,171 (1) | | | Recursion Pharmaceuticals, Inc. | | | | | 298,242 | | | | | | 0.0 | | |
15,692 (1) | | | REGENXBIO, Inc. | | | | | 609,634 | | | | | | 0.1 | | |
22,921 (1)(2) | | | Relay Therapeutics, Inc. | | | | | 838,679 | | | | | | 0.1 | | |
6,211 (1) | | | Relmada Therapeutics, Inc. | | | | | 198,814 | | | | | | 0.0 | | |
10,484 (1) | | | Replimune Group, Inc. | | | | | 402,795 | | | | | | 0.0 | | |
7,084 (1)(2) | | | Retractable Technologies, Inc. | | | | | 81,891 | | | | | | 0.0 | | |
27,418 (1) | | | Revance Therapeutics, Inc. | | | | | 812,670 | | | | | | 0.1 | | |
23,326 (1)(2) | | | REVOLUTION Medicines, Inc. | | | | | 740,367 | | | | | | 0.1 | | |
17,259 (1) | | | Rhythm Pharmaceuticals, Inc. | | | | | 337,931 | | | | | | 0.0 | | |
69,531 (1)(2) | | | Rigel Pharmaceuticals, Inc. | | | | | 301,765 | | | | | | 0.0 | | |
15,399 (1)(2) | | | Rocket Pharmaceuticals, Inc. | | | | | 682,022 | | | | | | 0.1 | | |
17,808 (1)(2) | | | Rubius Therapeutics, Inc. | | | | | 434,693 | | | | | | 0.1 | | |
10,582 (1) | | | Sana Biotechnology, Inc. | | | | | 208,042 | | | | | | 0.0 | | |
47,624 (1) | | | Sangamo Therapeutics, Inc. | | | | | 570,059 | | | | | | 0.1 | | |
11,068 (1) | | | Scholar Rock Holding Corp. | | | | | 319,865 | | | | | | 0.0 | | |
17,674 (1) | | | Schrodinger, Inc./United States | | | | | 1,336,331 | | | | | | 0.1 | | |
12,295 (1) | | | SeaSpine Holdings Corp. | | | | | 252,170 | | | | | | 0.0 | | |
29,436 (1) | | | Seelos Therapeutics, Inc. | | | | | 77,711 | | | | | | 0.0 | | |
6,082 (1)(2) | | | Seer, Inc. | | | | | 199,368 | | | | | | 0.0 | | |
43,941 | | | Select Medical Holdings Corp. | | | | | 1,856,947 | | | | | | 0.2 | | |
36,040 (1) | | | Selecta Biosciences, Inc. | | | | | 150,647 | | | | | | 0.0 | | |
164,027 (1)(2) | | | Senseonics Holdings, Inc. | | | | | 629,864 | | | | | | 0.1 | | |
27,336 (1)(2) | | | Seres Therapeutics, Inc. | | | | | 651,964 | | | | | | 0.1 | | |
67,871 (1)(2) | | | Sesen Bio, Inc. | | | | | 313,564 | | | | | | 0.0 | | |
10,578 (1)(2) | | | Shattuck Labs, Inc. | | | | | 306,656 | | | | | | 0.0 | | |
13,258 (1) | | | Shockwave Medical, Inc. | | | | | 2,515,440 | | | | | | 0.2 | | |
11,924 (1) | | | SI-BONE, Inc. | | | | | 375,248 | | | | | | 0.0 | | |
21,746 (1) | | | Sientra, Inc. | | | | | 173,098 | | | | | | 0.0 | | |
21,304 (1) | | | SIGA Technologies, Inc. | | | | | 133,789 | | | | | | 0.0 | | |
13,152 (1) | | | Silk Road Medical, Inc. | | | | | 629,455 | | | | | | 0.1 | | |
5,350 (1) | | | Silverback Therapeutics, Inc. | | | | | 165,262 | | | | | | 0.0 | | |
6,404 (2) | | | Simulations Plus, Inc. | | | | | 351,644 | | | | | | 0.0 | | |
16,281 (1) | | | SOC Telemed, Inc. | | | | | 92,639 | | | | | | 0.0 | | |
24,053 (1) | | | Solid Biosciences, Inc. | | | | | 88,034 | | | | | | 0.0 | | |
3,596 (1) | | | Soliton, Inc. | | | | | 80,874 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
107,539 (1)(2) | | | Sorrento Therapeutics, Inc. | | | | $ | 1,042,053 | | | | | | 0.1 | | |
61,919 (1) | | | Spectrum Pharmaceuticals, Inc. | | | | | 232,196 | | | | | | 0.0 | | |
10,124 (1)(2) | | | Spero Therapeutics, Inc. | | | | | 141,331 | | | | | | 0.0 | | |
11,413 (1)(2) | | | SpringWorks Therapeutics, Inc. | | | | | 940,545 | | | | | | 0.1 | | |
9,011 (1) | | | SQZ Biotechnologies Co. | | | | | 130,209 | | | | | | 0.0 | | |
18,646 (1) | | | Staar Surgical Co. | | | | | 2,843,515 | | | | | | 0.2 | | |
18,865 (1) | | | Stereotaxis, Inc. | | | | | 181,859 | | | | | | 0.0 | | |
7,473 (1)(2) | | | Stoke Therapeutics, Inc. | | | | | 251,541 | | | | | | 0.0 | | |
12,891 (1) | | | Summit Therapeutics, Inc. | | | | | 96,167 | | | | | | 0.0 | | |
19,745 (1) | | | Supernus Pharmaceuticals, Inc. | | | | | 607,949 | | | | | | 0.1 | | |
12,720 (1) | | | Surface Oncology, Inc. | | | | | 94,891 | | | | | | 0.0 | | |
12,377 (1) | | | Surgery Partners, Inc. | | | | | 824,556 | | | | | | 0.1 | | |
5,529 (1) | | | SurModics, Inc. | | | | | 299,948 | | | | | | 0.0 | | |
16,982 (1) | | | Sutro Biopharma, Inc. | | | | | 315,695 | | | | | | 0.0 | | |
17,797 (1) | | | Syndax Pharmaceuticals, Inc. | | | | | 305,574 | | | | | | 0.0 | | |
22,675 (1)(2) | | | Syros Pharmaceuticals, Inc. | | | | | 123,579 | | | | | | 0.0 | | |
8,754 (1)(2) | | | Tabula Rasa HealthCare, Inc. | | | | | 437,700 | | | | | | 0.1 | | |
7,600 (1) | | | Tactile Systems Technology, Inc. | | | | | 395,200 | | | | | | 0.0 | | |
5,856 (1)(2) | | | Talis Biomedical Corp. | | | | | 64,592 | | | | | | 0.0 | | |
3,248 (1) | | | Tarsus Pharmaceuticals, Inc. | | | | | 94,127 | | | | | | 0.0 | | |
8,950 (1)(2) | | | Taysha Gene Therapies, Inc. | | | | | 189,740 | | | | | | 0.0 | | |
11,611 (1) | | | TCR2 Therapeutics, Inc. | | | | | 190,537 | | | | | | 0.0 | | |
41,920 (1) | | | Tenet Healthcare Corp. | | | | | 2,808,221 | | | | | | 0.2 | | |
3,367 (1)(2) | | | Terns Pharmaceuticals, Inc. | | | | | 41,279 | | | | | | 0.0 | | |
50,144 (1) | | | TG Therapeutics, Inc. | | | | | 1,945,086 | | | | | | 0.2 | | |
140,888 (1) | | | TherapeuticsMD, Inc. | | | | | 167,657 | | | | | | 0.0 | | |
21,001 (1) | | | Theravance Biopharma, Inc. | | | | | 304,935 | | | | | | 0.0 | | |
17,742 (1)(2) | | | Tivity Health, Inc. | | | | | 466,792 | | | | | | 0.1 | | |
129,745 (1) | | | Tonix Pharmaceuticals Holding Corp. | | | | | 144,017 | | | | ��� | | 0.0 | | |
26,882 (1)(2) | | | Translate Bio, Inc. | | | | | 740,330 | | | | | | 0.1 | | |
10,426 (1) | | | TransMedics Group, Inc. | | | | | 345,935 | | | | | | 0.0 | | |
23,007 (1) | | | Travere Therapeutics, Inc. | | | | | 335,672 | | | | | | 0.0 | | |
4,115 (1) | | | Treace Medical Concepts, Inc. | | | | | 128,635 | | | | | | 0.0 | | |
67,259 (1) | | | Trevena, Inc. | | | | | 113,668 | | | | | | 0.0 | | |
38,780 (1)(2) | | | Trillium Therapeutics, Inc. | | | | | 376,166 | | | | | | 0.0 | | |
9,966 (1) | | | Triple-S Management Corp. | | | | | 221,943 | | | | | | 0.0 | | |
17,923 (1) | | | Turning Point Therapeutics, Inc. | | | | | 1,398,352 | | | | | | 0.1 | | |
18,699 (1) | | | Twist Bioscience Corp. | | | | | 2,491,642 | | | | | | 0.2 | | |
8,091 (1)(2) | | | UroGen Pharma Ltd. | | | | | 123,550 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
5,217 | | | US Physical Therapy, Inc. | | | | $ | 604,494 | | | | | | 0.1 | | |
22,168 (1) | | | Vanda Pharmaceuticals, Inc. | | | | | 476,834 | | | | | | 0.1 | | |
8,500 (1) | | | Vapotherm, Inc. | | | | | 200,940 | | | | | | 0.0 | | |
15,843 (1) | | | Varex Imaging Corp. | | | | | 424,909 | | | | | | 0.1 | | |
47,192 (1)(2) | | | Vaxart, Inc. | | | | | 353,468 | | | | | | 0.0 | | |
15,700 (1)(2) | | | Vaxcyte, Inc. | | | | | 353,407 | | | | | | 0.0 | | |
76,427 (1)(2) | | | VBI Vaccines, Inc. | | | | | 256,030 | | | | | | 0.0 | | |
26,843 (1) | | | Veracyte, Inc. | | | | | 1,073,183 | | | | | | 0.1 | | |
70,619 (1) | | | Verastem, Inc. | | | | | 287,419 | | | | | | 0.0 | | |
18,634 (1)(2) | | | Vericel Corp. | | | | | 978,285 | | | | | | 0.1 | | |
5,254 (1)(2) | | | Verrica Pharmaceuticals, Inc. | | | | | 59,370 | | | | | | 0.0 | | |
14,321 (1)(2) | | | Viemed Healthcare, Inc. | | | | | 102,395 | | | | | | 0.0 | | |
53,932 (1) | | | ViewRay, Inc. | | | | | 355,951 | | | | | | 0.0 | | |
28,353 (1)(2) | | | Viking Therapeutics, Inc. | | | | | 169,834 | | | | | | 0.0 | | |
23,734 (1)(2) | | | Vir Biotechnology, Inc. | | | | | 1,122,144 | | | | | | 0.1 | | |
14,355 (1)(2) | | | Viracta Therapeutics, Inc. | | | | | 162,786 | | | | | | 0.0 | | |
76,301 (1) | | | VistaGen Therapeutics, Inc. | | | | | 240,348 | | | | | | 0.0 | | |
13,367 (1)(2) | | | Vocera Communications, Inc. | | | | | 532,675 | | | | | | 0.1 | | |
4,735 (1) | | | Vor BioPharma, Inc. | | | | | 88,308 | | | | | | 0.0 | | |
15,388 (1) | | | WaVe Life Sciences Ltd. | | | | | 102,484 | | | | | | 0.0 | | |
6,191 (1) | | | XBiotech, Inc. | | | | | 102,523 | | | | | | 0.0 | | |
22,884 (1) | | | Xencor, Inc. | | | | | 789,269 | | | | | | 0.1 | | |
2,572 (1) | | | XOMA Corp. | | | | | 87,448 | | | | | | 0.0 | | |
13,702 (1) | | | Y-mAbs Therapeutics, Inc. | | | | | 463,128 | | | | | | 0.1 | | |
13,061 (1)(2) | | | Zentalis Pharmaceuticals, Inc. | | | | | 694,845 | | | | | | 0.1 | | |
87,631 (1)(2) | | | ZIOPHARM Oncology, Inc. | | | | | 231,346 | | | | | | 0.0 | | |
23,306 (1) | | | Zogenix, Inc. | | | | | 402,728 | | | | | | 0.0 | | |
7,649 (1)(2) | | | Zynex, Inc. | | | | | 118,789 | | | | | | 0.0 | | |
| | | | | | | | 252,803,401 | | | | | | 20.6 | | |
| | | | | | | | | | | | | | | | |
| | | Industrials: 13.9% | | ||||||||||||
16,822 (2) | | | AAON, Inc. | | | | | 1,052,889 | | | | | | 0.1 | | |
13,690 (1) | | | AAR Corp. | | | | | 530,488 | | | | | | 0.0 | | |
26,952 | | | ABM Industries, Inc. | | | | | 1,195,321 | | | | | | 0.1 | | |
20,966 (1) | | | Acacia Research Corp. | | | | | 141,730 | | | | | | 0.0 | | |
38,561 | | | ACCO Brands Corp. | | | | | 332,781 | | | | | | 0.0 | | |
29,356 (2) | | | Aerojet Rocketdyne Holdings, Inc. | | | | | 1,417,601 | | | | | | 0.1 | | |
8,926 (1) | | | Aerovironment, Inc. | | | | | 893,939 | | | | | | 0.1 | | |
26,202 (1) | | | AgEagle Aerial Systems, Inc. | | | | | 138,085 | | | | | | 0.0 | | |
24,507 (1) | | | Air Transport Services Group, Inc. | | | | | 569,298 | | | | | | 0.1 | | |
4,053 | | | Alamo Group, Inc. | | | | | 618,812 | | | | | | 0.1 | | |
12,329 | | | Albany International Corp. | | | | | 1,100,487 | | | | | | 0.1 | | |
5,610 (1) | | | Allegiant Travel Co. | | | | | 1,088,340 | | | | | | 0.1 | | |
4,852 | | | Allied Motion Technologies, Inc. | | | | | 167,540 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
6,073 (1) | | | Alta Equipment Group, Inc. | | | | $ | 80,710 | | | | | | 0.0 | | |
25,781 | | | Altra Industrial Motion Corp. | | | | | 1,676,281 | | | | | | 0.1 | | |
11,906 (1) | | | Ameresco, Inc. | | | | | 746,744 | | | | | | 0.1 | | |
10,907 (1) | | | American Superconductor Corp. | | | | | 189,673 | | | | | | 0.0 | | |
6,863 (1) | | | American Woodmark Corp. | | | | | 560,639 | | | | | | 0.1 | | |
68,945 (1)(3) | | | API Group Corp. | | | | | 1,440,261 | | | | | | 0.1 | | |
10,243 | | | Apogee Enterprises, Inc. | | | | | 417,197 | | | | | | 0.0 | | |
15,454 | | | Applied Industrial Technologies, Inc. | | | | | 1,407,241 | | | | | | 0.1 | | |
10,103 | | | ArcBest Corp. | | | | | 587,894 | | | | | | 0.1 | | |
19,559 | | | Arcosa, Inc. | | | | | 1,148,896 | | | | | | 0.1 | | |
6,200 | | | Argan, Inc. | | | | | 296,298 | | | | | | 0.0 | | |
49,668 (1) | | | Array Technologies, Inc. | | | | | 774,821 | | | | | | 0.1 | | |
20,511 (1) | | | ASGN, Inc. | | | | | 1,988,131 | | | | | | 0.2 | | |
9,060 | | | Astec Industries, Inc. | | | | | 570,236 | | | | | | 0.1 | | |
9,570 (1) | | | Astronics Corp. | | | | | 167,571 | | | | | | 0.0 | | |
18,675 (1) | | | Atkore, Inc. | | | | | 1,325,925 | | | | | | 0.1 | | |
10,641 (1) | | | Atlas Air Worldwide Holdings, Inc. | | | | | 724,759 | | | | | | 0.1 | | |
20,231 (1) | | | Avis Budget Group, Inc. | | | | | 1,575,793 | | | | | | 0.1 | | |
10,398 | | | AZZ, Inc. | | | | | 538,408 | | | | | | 0.1 | | |
21,874 (1) | | | Babcock & Wilcox Enterprises, Inc. | | | | | 172,367 | | | | | | 0.0 | | |
18,824 | | | Barnes Group, Inc. | | | | | 964,730 | | | | | | 0.1 | | |
3,186 | | | Barrett Business Services, Inc. | | | | | 231,336 | | | | | | 0.0 | | |
21,973 (1) | | | Beacon Roofing Supply, Inc. | | | | | 1,170,062 | | | | | | 0.1 | | |
3,435 (1)(2) | | | Beam Global | | | | | 131,595 | | | | | | 0.0 | | |
54,538 (1)(2) | | | Bloom Energy Corp. | | | | | 1,465,436 | | | | | | 0.1 | | |
6,346 (1) | | | Blue Bird Corp. | | | | | 157,762 | | | | | | 0.0 | | |
3,289 (1) | | | BlueLinx Holdings, Inc. | | | | | 165,371 | | | | | | 0.0 | | |
15,666 | | | Boise Cascade Co. | | | | | 914,111 | | | | | | 0.1 | | |
18,958 | | | Brady Corp. | | | | | 1,062,406 | | | | | | 0.1 | | |
16,654 (1) | | | BrightView Holdings, Inc. | | | | | 268,463 | | | | | | 0.0 | | |
19,279 (2) | | | Brink’s Co. | | | | | 1,481,398 | | | | | | 0.1 | | |
4,166 (1) | | | Byrna Technologies, Inc. | | | | | 94,652 | | | | | | 0.0 | | |
9,577 | | | Caesarstone Ltd. | | | | | 141,357 | | | | | | 0.0 | | |
6,641 | | | CAI International, Inc. | | | | | 371,896 | | | | | | 0.0 | | |
19,855 (1) | | | Casella Waste Systems, Inc. | | | | | 1,259,403 | | | | | | 0.1 | | |
20,808 (1) | | | CBIZ, Inc. | | | | | 681,878 | | | | | | 0.1 | | |
14,553 (1) | | | Ceco Environmental Corp. | | | | | 104,200 | | | | | | 0.0 | | |
14,447 (1)(2) | | | Chart Industries, Inc. | | | | | 2,113,885 | | | | | | 0.2 | | |
7,044 (1)(2) | | | Cimpress PLC | | | | | 763,640 | | | | | | 0.1 | | |
7,821 (1) | | | CIRCOR International, Inc. | | | | | 254,965 | | | | | | 0.0 | | |
9,667 | | | Columbus McKinnon Corp. | | | | | 466,336 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
14,299 | | | Comfort Systems USA, Inc. | | | | $ | 1,126,618 | | | | | | 0.1 | | |
11,851 (1) | | | Commercial Vehicle Group, Inc. | | | | | 125,976 | | | | | | 0.0 | | |
11,490 (1) | | | Concrete Pumping Holdings, Inc. | | | | | 97,320 | | | | | | 0.0 | | |
11,607 (1) | | | Construction Partners, Inc. | | | | | 364,460 | | | | | | 0.0 | | |
48,429 (1) | | | CoreCivic, Inc. | | | | | 507,052 | | | | | | 0.0 | | |
20,309 (1) | | | Cornerstone Building Brands, Inc. | | | | | 369,218 | | | | | | 0.0 | | |
20,189 | | | Costamare, Inc. | | | | | 238,432 | | | | | | 0.0 | | |
47,712 | | | Covanta Holding Corp. | | | | | 840,208 | | | | | | 0.1 | | |
5,166 (1) | | | Covenant Logistics Group, Inc. | | | | | 106,833 | | | | | | 0.0 | | |
3,142 | | | CRA International, Inc. | | | | | 268,955 | | | | | | 0.0 | | |
5,521 | | | CSW Industrials, Inc. | | | | | 654,018 | | | | | | 0.1 | | |
18,069 (1) | | | Daseke, Inc. | | | | | 117,087 | | | | | | 0.0 | | |
16,944 | | | Deluxe Corp. | | | | | 809,415 | | | | | | 0.1 | | |
32,060 (1) | | | Desktop Metal, Inc. | | | | | 368,690 | | | | | | 0.0 | | |
9,484 | | | Douglas Dynamics, Inc. | | | | | 385,904 | | | | | | 0.0 | | |
4,395 (1) | | | Ducommun, Inc. | | | | | 239,791 | | | | | | 0.0 | | |
7,043 (1) | | | DXP Enterprises, Inc. | | | | | 234,532 | | | | | | 0.0 | | |
11,924 (1) | | | Dycom Industries, Inc. | | | | | 888,696 | | | | | | 0.1 | | |
3,205 (1)(2) | | | Eagle Bulk Shipping, Inc. | | | | | 151,661 | | | | | | 0.0 | | |
10,791 (1) | | | Echo Global Logistics, Inc. | | | | | 331,715 | | | | | | 0.0 | | |
21,361 | | | EMCOR Group, Inc. | | | | | 2,631,462 | | | | | | 0.2 | | |
8,436 | | | Encore Wire Corp. | | | | | 639,364 | | | | | | 0.1 | | |
16,526 (1) | | | Energy Recovery, Inc. | | | | | 376,462 | | | | | | 0.0 | | |
24,551 | | | Enerpac Tool Group Corp. | | | | | 653,548 | | | | | | 0.1 | | |
17,145 | | | EnerSys | | | | | 1,675,581 | | | | | | 0.1 | | |
11,329 | | | Ennis, Inc. | | | | | 243,800 | | | | | | 0.0 | | |
8,296 | | | EnPro Industries, Inc. | | | | | 805,956 | | | | | | 0.1 | | |
7,002 (1)(2) | | | Eos Energy Enterprises, Inc. | | | | | 125,756 | | | | | | 0.0 | | |
10,151 | | | ESCO Technologies, Inc. | | | | | 952,265 | | | | | | 0.1 | | |
2,106 (1)(2) | | | EVI Industries, Inc. | | | | | 59,810 | | | | | | 0.0 | | |
45,661 (1) | | | Evoqua Water Technologies Corp. | | | | | 1,542,429 | | | | | | 0.1 | | |
6,685 (1) | | | ExOne Co. | | | | | 144,663 | | | | | | 0.0 | | |
20,468 | | | Exponent, Inc. | | | | | 1,825,950 | | | | | | 0.2 | | |
24,154 | | | Federal Signal Corp. | | | | | 971,715 | | | | | | 0.1 | | |
56,571 (1)(2) | | | Fluor Corp. | | | | | 1,001,307 | | | | | | 0.1 | | |
4,669 (1) | | | Forrester Research, Inc. | | | | | 213,840 | | | | | | 0.0 | | |
11,047 | | | Forward Air Corp. | | | | | 991,468 | | | | | | 0.1 | | |
5,343 (1) | | | Franklin Covey Co. | | | | | 172,846 | | | | | | 0.0 | | |
18,405 | | | Franklin Electric Co., Inc. | | | | | 1,483,811 | | | | | | 0.1 | | |
12,361 (1) | | | Frontier Group Holdings, Inc. | | | | | 210,631 | | | | | | 0.0 | | |
6,878 (1) | | | FTC Solar, Inc. | | | | | 91,546 | | | | | | 0.0 | | |
127,982 (1) | | | FuelCell Energy, Inc. | | | | | 1,139,040 | | | | | | 0.1 | | |
13,971 (2) | | | GATX Corp. | | | | | 1,236,014 | | | | | | 0.1 | | |
12,117 | | | Genco Shipping & Trading Ltd. | | | | | 228,769 | | | | | | 0.0 | | |
13,113 (1) | | | Gibraltar Industries, Inc. | | | | | 1,000,653 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
5,310 | | | Global Industrial Co. | | | | $ | 194,930 | | | | | | 0.0 | | |
17,087 (1) | | | GMS, Inc. | | | | | 822,568 | | | | | | 0.1 | | |
7,619 | | | Gorman-Rupp Co. | | | | | 262,398 | | | | | | 0.0 | | |
65,627 | | | GrafTech International Ltd. | | | | | 762,586 | | | | | | 0.1 | | |
18,860 | | | Granite Construction, Inc. | | | | | 783,256 | | | | | | 0.1 | | |
26,436 (1) | | | Great Lakes Dredge & Dock Corp. | | | | | 386,230 | | | | | | 0.0 | | |
12,960 | | | Greenbrier Cos., Inc. | | | | | 564,797 | | | | | | 0.1 | | |
19,037 | | | Griffon Corp. | | | | | 487,918 | | | | | | 0.0 | | |
13,172 | | | H&E Equipment Services, Inc. | | | | | 438,232 | | | | | | 0.0 | | |
31,715 (1) | | | Harsco Corp. | | | | | 647,620 | | | | | | 0.1 | | |
19,776 (1) | | | Hawaiian Holdings, Inc. | | | | | 481,941 | | | | | | 0.0 | | |
20,191 (1)(2) | | | HC2 Holdings, Inc. | | | | | 80,360 | | | | | | 0.0 | | |
30,116 (2) | | | Healthcare Services Group, Inc. | | | | | 950,762 | | | | | | 0.1 | | |
20,234 | | | Heartland Express, Inc. | | | | | 346,608 | | | | | | 0.0 | | |
7,973 | | | Heidrick & Struggles International, Inc. | | | | | 355,197 | | | | | | 0.0 | | |
12,810 | | | Helios Technologies, Inc. | | | | | 999,821 | | | | | | 0.1 | | |
9,935 (1) | | | Herc Holdings, Inc. | | | | | 1,113,416 | | | | | | 0.1 | | |
6,478 (1) | | | Heritage-Crystal Clean, Inc. | | | | | 192,267 | | | | | | 0.0 | | |
23,531 | | | Herman Miller, Inc. | | | | | 1,109,251 | | | | | | 0.1 | | |
29,902 | | | Hillenbrand, Inc. | | | | | 1,318,080 | | | | | | 0.1 | | |
17,658 | | | HNI Corp. | | | | | 776,422 | | | | | | 0.1 | | |
13,501 (1) | | | HUB Group, Inc. | | | | | 890,796 | | | | | | 0.1 | | |
9,382 (1) | | | Huron Consulting Group, Inc. | | | | | 461,125 | | | | | | 0.0 | | |
4,393 (1) | | | Hydrofarm Holdings Group, Inc. | | | | | 259,670 | | | | | | 0.0 | | |
45,712 (1)(2) | | | Hyliion Holdings Corp. | | | | | 532,545 | | | | | | 0.1 | | |
6,907 (1) | | | HyreCar, Inc. | | | | | 144,494 | | | | | | 0.0 | | |
4,032 | | | Hyster-Yale Materials Handling, Inc. - A shares | | | | | 294,255 | | | | | | 0.0 | | |
7,415 | | | ICF International, Inc. | | | | | 651,482 | | | | | | 0.1 | | |
3,473 (1) | | | IES Holdings, Inc. | | | | | 178,373 | | | | | | 0.0 | | |
7,935 (1)(2) | | | Infrastructure and Energy Alternatives, Inc. | | | | | 102,044 | | | | | | 0.0 | | |
14,398 | | | Insperity, Inc. | | | | | 1,301,147 | | | | | | 0.1 | | |
7,709 | | | Insteel Industries, Inc. | | | | | 247,844 | | | | | | 0.0 | | |
24,157 | | | Interface, Inc. | | | | | 369,602 | | | | | | 0.0 | | |
31,606 (1) | | | JELD-WEN Holding, Inc. | | | | | 829,974 | | | | | | 0.1 | | |
12,450 | | | John Bean Technologies Corp. | | | | | 1,775,619 | | | | | | 0.2 | | |
4,620 | | | Kadant, Inc. | | | | | 813,536 | | | | | | 0.1 | | |
11,327 | | | Kaman Corp. | | | | | 570,881 | | | | | | 0.1 | | |
49,069 (1) | | | KAR Auction Services, Inc. | | | | | 861,161 | | | | | | 0.1 | | |
55,267 | | | KBR, Inc. | | | | | 2,108,436 | | | | | | 0.2 | | |
13,774 (1) | | | Kelly Services, Inc. | | | | | 330,163 | | | | | | 0.0 | | |
33,243 | | | Kennametal, Inc. | | | | | 1,194,089 | | | | | | 0.1 | | |
8,050 | | | Kforce, Inc. | | | | | 506,587 | | | | | | 0.0 | | |
15,964 | | | Kimball International, Inc. | | | | | 209,927 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
19,079 | | | Knoll, Inc. | | | | $ | 495,863 | | | | | | 0.0 | | |
21,244 | | | Korn Ferry | | | | | 1,541,252 | | | | | | 0.1 | | |
49,036 (1) | | | Kratos Defense & Security Solutions, Inc. | | | | | 1,397,036 | | | | | | 0.1 | | |
1,849 (1) | | | Lawson Products | | | | | 98,940 | | | | | | 0.0 | | |
4,370 | | | Lindsay Corp. | | | | | 722,274 | | | | | | 0.1 | | |
11,451 | | | Luxfer Holdings PLC | | | | | 254,785 | | | | | | 0.0 | | |
6,977 (1) | | | Lydall, Inc. | | | | | 422,248 | | | | | | 0.0 | | |
26,110 | | | Macquarie Infrastructure Co. LLC | | | | | 999,230 | | | | | | 0.1 | | |
14,042 (1) | | | Manitowoc Co., Inc./The | | | | | 344,029 | | | | | | 0.0 | | |
10,914 | | | Mantech International Corp. | | | | | 944,498 | | | | | | 0.1 | | |
24,566 | | | Marten Transport Ltd. | | | | | 405,093 | | | | | | 0.0 | | |
9,793 (1) | | | Masonite International Corp. | | | | | 1,094,760 | | | | | | 0.1 | | |
11,038 (1) | | | Matrix Service Co. | | | | | 115,899 | | | | | | 0.0 | | |
17,035 | | | Matson, Inc. | | | | | 1,090,240 | | | | | | 0.1 | | |
12,821 | | | Matthews International Corp. | | | | | 461,043 | | | | | | 0.0 | | |
28,407 | | | Maxar Technologies, Inc. | | | | | 1,134,007 | | | | | | 0.1 | | |
9,780 | | | Mcgrath Rentcorp | | | | | 797,755 | | | | | | 0.1 | | |
28,028 (1) | | | Meritor, Inc. | | | | | 656,416 | | | | | | 0.1 | | |
14,550 (1) | | | Mesa Air Group, Inc. | | | | | 135,752 | | | | | | 0.0 | | |
4,882 | | | Miller Industries, Inc. | | | | | 192,546 | | | | | | 0.0 | | |
7,872 (1) | | | Mistras Group, Inc. | | | | | 77,382 | | | | | | 0.0 | | |
8,885 (1) | | | Montrose Environmental Group, Inc. | | | | | 476,769 | | | | | | 0.0 | | |
11,950 | | | Moog, Inc. | | | | | 1,004,517 | | | | | | 0.1 | | |
32,515 (1) | | | MRC Global, Inc. | | | | | 305,641 | | | | | | 0.0 | | |
22,416 | | | Mueller Industries, Inc. | | | | | 970,837 | | | | | | 0.1 | | |
62,896 | | | Mueller Water Products, Inc. | | | | | 906,960 | | | | | | 0.1 | | |
6,733 (1) | | | MYR Group, Inc. | | | | | 612,164 | | | | | | 0.1 | | |
2,215 | | | National Presto Industries, Inc. | | | | | 225,155 | | | | | | 0.0 | | |
19,227 (1) | | | Navistar International Corp. | | | | | 855,602 | | | | | | 0.1 | | |
78,838 (1) | | | Nikola Corp. | | | | | 1,423,814 | | | | | | 0.1 | | |
17,990 (1) | | | NN, Inc. | | | | | 132,227 | | | | | | 0.0 | | |
4,386 (1) | | | Northwest Pipe Co. | | | | | 123,905 | | | | | | 0.0 | | |
44,296 (1) | | | NOW, Inc. | | | | | 420,369 | | | | | | 0.0 | | |
4,788 (1) | | | NV5 Global, Inc. | | | | | 452,514 | | | | | | 0.0 | | |
1,244 (2) | | | Omega Flex, Inc. | | | | | 182,507 | | | | | | 0.0 | | |
25,236 (1) | | | PAE, Inc. | | | | | 224,600 | | | | | | 0.0 | | |
8,519 | | | Park Aerospace Corp. | | | | | 126,933 | | | | | | 0.0 | | |
3,893 | | | Park-Ohio Holdings Corp. | | | | | 125,121 | | | | | | 0.0 | | |
9,066 (1) | | | Parsons Corp. | | | | | 356,838 | | | | | | 0.0 | | |
23,658 (1) | | | PGT Innovations, Inc. | | | | | 549,575 | | | | | | 0.1 | | |
69,807 | | | Pitney Bowes, Inc. | | | | | 612,207 | | | | | | 0.1 | | |
1,416 | | | Preformed Line Products Co. | | | | | 105,067 | | | | | | 0.0 | | |
19,774 | | | Primoris Services Corp. | | | | | 581,949 | | | | | | 0.1 | | |
10,989 (1) | | | Proto Labs, Inc. | | | | | 1,008,790 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
13,693 | | | Quanex Building Products Corp. | | | | $ | 340,134 | | | | | | 0.0 | | |
16,585 (1) | | | Radiant Logistics, Inc. | | | | | 114,934 | | | | | | 0.0 | | |
14,301 | | | Raven Industries, Inc. | | | | | 827,313 | | | | | | 0.1 | | |
9,710 (1) | | | RBC Bearings, Inc. | | | | | 1,936,368 | | | | | | 0.2 | | |
12,138 (1) | | | Rekor Systems, Inc. | | | | | 123,322 | | | | | | 0.0 | | |
57,131 (1) | | | Resideo Technologies, Inc. | | | | | 1,713,930 | | | | | | 0.1 | | |
13,579 | | | Resources Connection, Inc. | | | | | 194,994 | | | | | | 0.0 | | |
11,086 | | | REV Group, Inc. | | | | | 173,939 | | | | | | 0.0 | | |
47,146 | | | Rexnord Corp. | | | | | 2,359,186 | | | | | | 0.2 | | |
16,152 (1) | | | Romeo Power, Inc. | | | | | 131,477 | | | | | | 0.0 | | |
27,954 (1) | | | RR Donnelley & Sons Co. | | | | | 175,551 | | | | | | 0.0 | | |
19,380 | | | Rush Enterprises, Inc. - Class A | | | | | 837,991 | | | | | | 0.1 | | |
21,289 (1) | | | Safe Bulkers, Inc. | | | | | 85,369 | | | | | | 0.0 | | |
10,492 (1) | | | Saia, Inc. | | | | | 2,197,969 | | | | | | 0.2 | | |
13,835 | | | Shyft Group, Inc./The | | | | | 517,567 | | | | | | 0.0 | | |
17,270 | | | Simpson Manufacturing Co., Inc. | | | | | 1,907,299 | | | | | | 0.2 | | |
20,112 (1) | | | Skywest, Inc. | | | | | 866,224 | | | | | | 0.1 | | |
9,448 (1) | | | SP Plus Corp. | | | | | 289,014 | | | | | | 0.0 | | |
39,320 (1) | | | Spirit Airlines, Inc. | | | | | 1,196,901 | | | | | | 0.1 | | |
17,604 (1) | | | SPX Corp. | | | | | 1,075,252 | | | | | | 0.1 | | |
17,147 | | | SPX FLOW, Inc. | | | | | 1,118,670 | | | | | | 0.1 | | |
5,153 | | | Standex International Corp. | | | | | 489,071 | | | | | | 0.0 | | |
35,809 | | | Steelcase, Inc. | | | | | 541,074 | | | | | | 0.1 | | |
24,523 (1)(2) | | | Stem, Inc. | | | | | 883,073 | | | | | | 0.1 | | |
11,317 (1) | | | Sterling Construction Co., Inc. | | | | | 273,079 | | | | | | 0.0 | | |
6,455 (1) | | | Sun Country Airlines Holdings, Inc. | | | | | 238,900 | | | | | | 0.0 | | |
12,521 (1) | | | Team, Inc. | | | | | 83,891 | | | | | | 0.0 | | |
7,599 | | | Tennant Co. | | | | | 606,780 | | | | | | 0.1 | | |
27,195 | | | Terex Corp. | | | | | 1,295,026 | | | | | | 0.1 | | |
21,210 | | | Tetra Tech, Inc. | | | | | 2,588,468 | | | | | | 0.2 | | |
19,298 (1) | | | Textainer Group Holdings Ltd. | | | | | 651,694 | | | | | | 0.1 | | |
13,579 (1) | | | Thermon Group Holdings, Inc. | | | | | 231,386 | | | | | | 0.0 | | |
19,221 (1) | | | Titan International, Inc. | | | | | 162,994 | | | | | | 0.0 | | |
8,128 (1) | | | Titan Machinery, Inc. | | | | | 251,480 | | | | | | 0.0 | | |
13,782 (1) | | | TPI Composites, Inc. | | | | | 667,324 | | | | | | 0.1 | | |
3,107 (1) | | | Transcat, Inc. | | | | | 175,577 | | | | | | 0.0 | | |
17,194 (1) | | | Trimas Corp. | | | | | 521,494 | | | | | | 0.0 | | |
16,019 (1) | | | TriNet Group, Inc. | | | | | 1,161,057 | | | | | | 0.1 | | |
31,672 | | | Trinity Industries, Inc. | | | | | 851,660 | | | | | | 0.1 | | |
25,255 | | | Triton International Ltd. | | | | | 1,321,847 | | | | | | 0.1 | | |
20,664 (1) | | | Triumph Group, Inc. | | | | | 428,778 | | | | | | 0.0 | | |
14,423 (1) | | | TrueBlue, Inc. | | | | | 405,431 | | | | | | 0.0 | | |
16,745 (1) | | | Tutor Perini Corp. | | | | | 231,918 | | | | | | 0.0 | | |
23,741 | | | UFP Industries, Inc. | | | | | 1,764,906 | | | | | | 0.2 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
6,053 | | | Unifirst Corp. | | | | $ | 1,420,276 | | | | | | 0.1 | | |
45,611 (1) | | | Upwork, Inc. | | | | | 2,658,665 | | | | | | 0.2 | | |
13,061 (1) | | | US Ecology, Inc. | | | | | 490,049 | | | | | | 0.0 | | |
10,172 (1) | | | US Xpress Enterprises, Inc. | | | | | 87,479 | | | | | | 0.0 | | |
4,964 (1) | | | Vectrus, Inc. | | | | | 236,237 | | | | | | 0.0 | | |
5,841 (1) | | | Veritiv Corp. | | | | | 358,754 | | | | | | 0.0 | | |
8,366 (1) | | | Viad Corp. | | | | | 417,045 | | | | | | 0.0 | | |
7,930 (1) | | | Vicor Corp. | | | | | 838,518 | | | | | | 0.1 | | |
32,669 (1)(2) | | | View, Inc. | | | | | 277,033 | | | | | | 0.0 | | |
4,266 | | | VSE Corp. | | | | | 211,210 | | | | | | 0.0 | | |
21,133 (2) | | | Wabash National Corp. | | | | | 338,128 | | | | | | 0.0 | | |
10,827 | | | Watts Water Technologies, Inc. | | | | | 1,579,768 | | | | | | 0.1 | | |
51,395 (1) | | | Welbilt, Inc. | | | | | 1,189,794 | | | | | | 0.1 | | |
24,564 | | | Werner Enterprises, Inc. | | | | | 1,093,589 | | | | | | 0.1 | | |
17,496 (1) | | | Wesco International, Inc. | | | | | 1,798,939 | | | | | | 0.2 | | |
4,321 (1) | | | Willdan Group, Inc. | | | | | 162,642 | | | | | | 0.0 | | |
69,968 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 1,950,008 | | | | | | 0.2 | | |
19,425 (1) | | | Yellow Corp. | | | | | 126,457 | | | | | | 0.0 | | |
| | | | | | | | 170,665,727 | | | | | | 13.9 | | |
| | | | | | | | | | | | | | | | |
| | | Information Technology: 13.3% | | ||||||||||||
48,040 (1) | | | 3D Systems Corp. | | | | | 1,920,159 | | | | | | 0.2 | | |
42,574 (1) | | | 8x8, Inc. | | | | | 1,181,854 | | | | | | 0.1 | | |
2,746 (1)(2) | | | 908 Devices, Inc. | | | | | 106,408 | | | | | | 0.0 | | |
25,673 (1) | | | A10 Networks, Inc. | | | | | 289,078 | | | | | | 0.0 | | |
46,724 (1) | | | ACI Worldwide, Inc. | | | | | 1,735,329 | | | | | | 0.1 | | |
19,554 | | | Adtran, Inc. | | | | | 403,790 | | | | | | 0.0 | | |
15,238 | | | Advanced Energy Industries, Inc. | | | | | 1,717,475 | | | | | | 0.1 | | |
9,378 (1)(2) | | | Aeva Technologies, Inc. | | | | | 99,125 | | | | | | 0.0 | | |
7,803 (1) | | | Agilysys, Inc. | | | | | 443,757 | | | | | | 0.0 | | |
17,102 (1)(2) | | | Akoustis Technologies, Inc. | | | | | 183,162 | | | | | | 0.0 | | |
18,928 (1) | | | Alarm.com Holdings, Inc. | | | | | 1,603,202 | | | | | | 0.1 | | |
2,420 (1) | | | Alkami Technology, Inc. | | | | | 86,321 | | | | | | 0.0 | | |
8,619 (1) | | | Alpha & Omega Co. | | | | | 261,931 | | | | | | 0.0 | | |
17,774 (1)(2) | | | Altair Engineering, Inc. | | | | | 1,225,873 | | | | | | 0.1 | | |
13,783 (1) | | | Ambarella, Inc. | | | | | 1,469,681 | | | | | | 0.1 | | |
12,359 | | | American Software, Inc. | | | | | 271,404 | | | | | | 0.0 | | |
40,219 | | | Amkor Technology, Inc. | | | | | 951,984 | | | | | | 0.1 | | |
7,221 (1) | | | Appfolio, Inc. | | | | | 1,019,605 | | | | | | 0.1 | | |
15,453 (1)(2) | | | Appian Corp. | | | | | 2,128,651 | | | | | | 0.2 | | |
33,251 (1) | | | Arlo Technologies, Inc. | | | | | 225,109 | | | | | | 0.0 | | |
28,968 (1)(2) | | | Asana, Inc. | | | | | 1,796,885 | | | | | | 0.2 | | |
7,961 (1)(2) | | | Atomera, Inc. | | | | | 170,684 | | | | | | 0.0 | | |
33,009 (1) | | | Avaya Holdings Corp. | | | | | 887,942 | | | | | | 0.1 | | |
3,659 (1) | | | Aviat Networks, Inc. | | | | | 119,905 | | | | | | 0.0 | | |
13,985 (1) | | | Avid Technology, Inc. | | | | | 547,513 | | | | | | 0.1 | | |
13,427 (1) | | | Axcelis Technologies, Inc. | | | | | 542,719 | | | | | | 0.1 | | |
16,846 (1) | | | AXT, Inc. | | | | | 184,969 | | | | | | 0.0 | | |
11,736 | | | Badger Meter, Inc. | | | | | 1,151,536 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
17,668 | | | Belden, Inc. | | | | $ | 893,471 | | | | | | 0.1 | | |
14,836 | | | Benchmark Electronics, Inc. | | | | | 422,233 | | | | | | 0.0 | | |
11,330 (1) | | | Benefitfocus, Inc. | | | | | 159,753 | | | | | | 0.0 | | |
18,417 (1)(2) | | | BigCommerce Holdings, Inc. | | | | | 1,195,632 | | | | | | 0.1 | | |
19,310 (1)(2) | | | Blackbaud, Inc. | | | | | 1,478,567 | | | | | | 0.1 | | |
20,844 (1)(2) | | | Blackline, Inc. | | | | | 2,319,312 | | | | | | 0.2 | | |
1,948 (1)(4) | | | BM Technologies, Inc. | | | | | 23,021 | | | | | | 0.0 | | |
17,950 (1) | | | Bottomline Technologies de, Inc. | | | | | 665,586 | | | | | | 0.1 | | |
58,392 (1) | | | Box, Inc. | | | | | 1,491,916 | | | | | | 0.1 | | |
16,317 (1) | | | Brightcove, Inc. | | | | | 234,149 | | | | | | 0.0 | | |
17,653 (1) | | | BTRS Holdings, Inc. | | | | | 222,781 | | | | | | 0.0 | | |
13,945 (1) | | | CalAmp Corp. | | | | | 177,380 | | | | | | 0.0 | | |
21,582 (1) | | | Calix, Inc. | | | | | 1,025,145 | | | | | | 0.1 | | |
3,431 (1) | | | Cambium Networks Corp. | | | | | 165,889 | | | | | | 0.0 | | |
22,203 (1) | | | Cantaloupe, Inc. | | | | | 263,328 | | | | | | 0.0 | | |
13,195 (1) | | | Casa Systems, Inc. | | | | | 117,040 | | | | | | 0.0 | | |
5,874 | | | Cass Information Systems, Inc. | | | | | 239,365 | | | | | | 0.0 | | |
14,995 (1)(2) | | | Cerence, Inc. | | | | | 1,600,116 | | | | | | 0.1 | | |
9,020 (1) | | | Ceva, Inc. | | | | | 426,646 | | | | | | 0.0 | | |
11,512 (1) | | | ChannelAdvisor Corp. | | | | | 282,159 | | | | | | 0.0 | | |
12,946 (1)(2) | | | Cleanspark, Inc. | | | | | 215,421 | | | | | | 0.0 | | |
4,724 (1) | | | Clearfield, Inc. | | | | | 176,914 | | | | | | 0.0 | | |
89,273 (1) | | | Cloudera, Inc. | | | | | 1,415,870 | | | | | | 0.1 | | |
11,560 | | | CMC Materials, Inc. | | | | | 1,742,554 | | | | | | 0.2 | | |
18,195 (1) | | | Cohu, Inc. | | | | | 669,394 | | | | | | 0.1 | | |
17,046 (1) | | | Commvault Systems, Inc. | | | | | 1,332,486 | | | | | | 0.1 | | |
10,093 | | | Comtech Telecommunications Corp. | | | | | 243,847 | | | | | | 0.0 | | |
67,647 (1) | | | Conduent, Inc. | | | | | 507,352 | | | | | | 0.0 | | |
25,340 (1) | | | Cornerstone OnDemand, Inc. | | | | | 1,307,037 | | | | | | 0.1 | | |
10,382 (1)(2) | | | Corsair Gaming, Inc. | | | | | 345,617 | | | | | | 0.0 | | |
13,208 | | | CSG Systems International, Inc. | | | | | 623,153 | | | | | | 0.1 | | |
13,361 | | | CTS Corp. | | | | | 496,495 | | | | | | 0.0 | | |
28,777 (1) | | | Diebold Nixdorf, Inc. | | | | | 369,497 | | | | | | 0.0 | | |
12,209 (1) | | | Digi International, Inc. | | | | | 245,523 | | | | | | 0.0 | | |
5,111 (1)(2) | | | Digimarc Corp. | | | | | 171,219 | | | | | | 0.0 | | |
33,375 (1) | | | Digital Turbine, Inc. | | | | | 2,537,501 | | | | | | 0.2 | | |
4,731 (1) | | | DigitalOcean Holdings, Inc. | | | | | 262,996 | | | | | | 0.0 | | |
17,417 (1) | | | Diodes, Inc. | | | | | 1,389,354 | | | | | | 0.1 | | |
10,978 (1) | | | Domo, Inc. | | | | | 887,352 | | | | | | 0.1 | | |
9,999 (1) | | | DSP Group, Inc. | | | | | 147,985 | | | | | | 0.0 | | |
6,264 (1) | | | DZS, Inc. | | | | | 129,978 | | | | | | 0.0 | | |
15,766 (1) | | | E2open Parent Holdings, Inc. | | | | | 180,048 | | | | | | 0.0 | | |
17,473 (1) | | | Eastman Kodak Co. | | | | | 145,375 | | | | | | 0.0 | | |
10,608 (2) | | | Ebix, Inc. | | | | | 359,611 | | | | | | 0.0 | | |
14,967 (1) | | | EchoStar Corp. | | | | | 363,548 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
9,059 (1) | | | eGain Corp. | | | | $ | 103,997 | | | | | | 0.0 | | |
14,250 (1) | | | Emcore Corp. | | | | | 131,385 | | | | | | 0.0 | | |
21,613 (1) | | | Envestnet, Inc. | | | | | 1,639,562 | | | | | | 0.1 | | |
5,515 (1) | | | ePlus, Inc. | | | | | 478,095 | | | | | | 0.0 | | |
24,425 | | | EVERTEC, Inc. | | | | | 1,066,151 | | | | | | 0.1 | | |
18,696 (1) | | | Evo Payments, Inc. | | | | | 518,627 | | | | | | 0.1 | | |
13,204 (1) | | | ExlService Holdings, Inc. | | | | | 1,403,057 | | | | | | 0.1 | | |
49,633 (1) | | | Extreme Networks, Inc. | | | | | 553,904 | | | | | | 0.1 | | |
14,716 (1) | | | Fabrinet | | | | | 1,410,823 | | | | | | 0.1 | | |
7,361 (1) | | | Faro Technologies, Inc. | | | | | 572,465 | | | | | | 0.1 | | |
30,889 (1) | | | Formfactor, Inc. | | | | | 1,126,213 | | | | | | 0.1 | | |
6,961 (1) | | | GreenBox POS | | | | | 83,045 | | | | | | 0.0 | | |
27,715 (1) | | | GreenSky, Inc. | | | | | 153,818 | | | | | | 0.0 | | |
11,652 (1) | | | Grid Dynamics Holdings, Inc. | | | | | 175,130 | | | | | | 0.0 | | |
15,051 (1) | | | GTY Technology Holdings, Inc. | | | | | 107,013 | | | | | | 0.0 | | |
10,759 | | | Hackett Group, Inc. | | | | | 193,877 | | | | | | 0.0 | | |
38,773 (1) | | | Harmonic, Inc. | | | | | 330,346 | | | | | | 0.0 | | |
7,774 (1) | | | I3 Verticals, Inc. | | | | | 234,930 | | | | | | 0.0 | | |
10,731 (1) | | | Ichor Holdings Ltd. | | | | | 577,328 | | | | | | 0.1 | | |
160,269 (1)(2) | | | Ideanomics, Inc. | | | | | 455,164 | | | | | | 0.0 | | |
8,078 (1) | | | Identiv, Inc. | | | | | 137,326 | | | | | | 0.0 | | |
41,179 (1) | | | II-VI, Inc. | | | | | 2,989,184 | | | | | | 0.3 | | |
7,101 (1)(2) | | | Impinj, Inc. | | | | | 366,341 | | | | | | 0.0 | | |
67,678 (1)(2) | | | Infinera Corp. | | | | | 690,316 | | | | | | 0.1 | | |
32,186 (1)(2) | | | Inseego Corp. | | | | | 324,757 | | | | | | 0.0 | | |
13,665 (1) | | | Insight Enterprises, Inc. | | | | | 1,366,637 | | | | | | 0.1 | | |
3,278 (1)(2) | | | Intelligent Systems Corp. | | | | | 103,126 | | | | | | 0.0 | | |
12,337 | | | InterDigital, Inc. | | | | | 900,971 | | | | | | 0.1 | | |
12,086 (1) | | | International Money Express, Inc. | | | | | 179,477 | | | | | | 0.0 | | |
17,130 (1) | | | Iteris, Inc. | | | | | 113,915 | | | | | | 0.0 | | |
18,007 (1) | | | Itron, Inc. | | | | | 1,800,340 | | | | | | 0.2 | | |
17,180 (1)(2) | | | j2 Global, Inc. | | | | | 2,363,109 | | | | | | 0.2 | | |
20,183 (1)(2) | | | JFrog Ltd. | | | | | 918,730 | | | | | | 0.1 | | |
9,909 (1) | | | Kimball Electronics, Inc. | | | | | 215,422 | | | | | | 0.0 | | |
35,163 (1) | | | Knowles Corp. | | | | | 694,118 | | | | | | 0.1 | | |
30,301 (1) | | | Kopin Corp. | | | | | 247,862 | | | | | | 0.0 | | |
23,476 | | | Kulicke & Soffa Industries, Inc. | | | | | 1,436,731 | | | | | | 0.1 | | |
53,444 (1) | | | Lattice Semiconductor Corp. | | | | | 3,002,484 | | | | | | 0.3 | | |
52,365 (1)(2) | | | Limelight Networks, Inc. | | | | | 164,950 | | | | | | 0.0 | | |
25,600 (1) | | | LivePerson, Inc. | | | | | 1,618,944 | | | | | | 0.1 | | |
25,781 (1) | | | LiveRamp Holdings, Inc. | | | | | 1,207,840 | | | | | | 0.1 | | |
12,853 (1) | | | Luna Innovations, Inc. | | | | | 139,198 | | | | | | 0.0 | | |
19,384 (1) | | | MACOM Technology Solutions Holdings, Inc. | | | | | 1,242,127 | | | | | | 0.1 | | |
37,619 (1) | | | Marathon Digital Holdings, Inc. | | | | | 1,180,108 | | | | | | 0.1 | | |
24,045 | | | MAXIMUS, Inc. | | | | | 2,115,239 | | | | | | 0.2 | | |
27,873 (1) | | | MaxLinear, Inc. | | | | | 1,184,324 | | | | | | 0.1 | | |
15,119 | | | Methode Electronics, Inc. | | | | | 744,006 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
3,085 (1)(2) | | | MicroStrategy, Inc. | | | | $ | 2,049,983 | | | | | | 0.2 | | |
62,360 (1) | | | Microvision, Inc. | | | | | 1,044,530 | | | | | | 0.1 | | |
23,897 (1) | | | Mimecast Ltd. | | | | | 1,267,736 | | | | | | 0.1 | | |
17,211 (1)(2) | | | Mitek Systems, Inc. | | | | | 331,484 | | | | | | 0.0 | | |
14,437 (1)(2) | | | Model N, Inc. | | | | | 494,756 | | | | | | 0.0 | | |
50,555 (1) | | | Momentive Global, Inc. | | | | | 1,065,194 | | | | | | 0.1 | | |
30,517 (1) | | | MoneyGram International, Inc. | | | | | 307,611 | | | | | | 0.0 | | |
5,585 (1) | | | Napco Security Technologies, Inc. | | | | | 203,126 | | | | | | 0.0 | | |
20,274 (1) | | | NeoPhotonics Corp. | | | | | 206,998 | | | | | | 0.0 | | |
12,409 (1) | | | Netgear, Inc. | | | | | 475,513 | | | | | | 0.0 | | |
28,401 (1) | | | Netscout Systems, Inc. | | | | | 810,565 | | | | | | 0.1 | | |
16,412 (1) | | | nLight, Inc. | | | | | 595,427 | | | | | | 0.1 | | |
13,992 (1) | | | Novanta, Inc. | | | | | 1,885,562 | | | | | | 0.2 | | |
1,977 | | | NVE Corp. | | | | | 146,397 | | | | | | 0.0 | | |
3,469 (1)(2) | | | ON24, Inc. | | | | | 123,080 | | | | | | 0.0 | | |
14,013 (1) | | | OneSpan, Inc. | | | | | 357,892 | | | | | | 0.0 | | |
19,426 (1) | | | Onto Innovation, Inc. | | | | | 1,418,875 | | | | | | 0.1 | | |
6,890 (1) | | | OSI Systems, Inc. | | | | | 700,300 | | | | | | 0.1 | | |
11,145 (1) | | | Ouster, Inc. | | | | | 139,201 | | | | | | 0.0 | | |
31,367 (1) | | | PagerDuty, Inc. | | | | | 1,335,607 | | | | | | 0.1 | | |
9,174 (1)(2) | | | PAR Technology Corp. | | | | | 641,630 | | | | | | 0.1 | | |
31,283 (1) | | | Paya Holdings, Inc. | | | | | 344,739 | | | | | | 0.0 | | |
4,575 | | | PC Connection, Inc. | | | | | 211,685 | | | | | | 0.0 | | |
12,461 (1) | | | PDF Solutions, Inc. | | | | | 226,541 | | | | | | 0.0 | | |
12,933 (1) | | | Perficient, Inc. | | | | | 1,040,072 | | | | | | 0.1 | | |
25,839 (1) | | | Photronics, Inc. | | | | | 341,333 | | | | | | 0.0 | | |
16,149 (1) | | | Ping Identity Holding Corp. | | | | | 369,812 | | | | | | 0.0 | | |
13,665 (1) | | | Plantronics, Inc. | | | | | 570,240 | | | | | | 0.1 | | |
11,489 (1) | | | Plexus Corp. | | | | | 1,050,209 | | | | | | 0.1 | | |
23,867 | | | Power Integrations, Inc. | | | | | 1,958,526 | | | | | | 0.2 | | |
17,872 | | | Progress Software Corp. | | | | | 826,580 | | | | | | 0.1 | | |
16,292 (1) | | | PROS Holdings, Inc. | | | | | 742,426 | | | | | | 0.1 | | |
20,655 (1) | | | Q2 Holdings, Inc. | | | | | 2,118,790 | | | | | | 0.2 | | |
4,812 | | | QAD, Inc. | | | | | 418,740 | | | | | | 0.0 | | |
13,593 (1)(2) | | | Qualys, Inc. | | | | | 1,368,679 | | | | | | 0.1 | | |
21,520 (1) | | | Quantum Corp. | | | | | 148,273 | | | | | | 0.0 | | |
20,646 (1)(2) | | | Rackspace Technology, Inc. | | | | | 404,868 | | | | | | 0.0 | | |
44,929 (1) | | | Rambus, Inc. | | | | | 1,065,267 | | | | | | 0.1 | | |
21,228 (1) | | | Rapid7, Inc. | | | | | 2,008,806 | | | | | | 0.2 | | |
29,588 (1)(2) | | | Repay Holdings Corp. | | | | | 711,296 | | | | | | 0.1 | | |
27,395 (1) | | | Ribbon Communications, Inc. | | | | | 208,476 | | | | | | 0.0 | | |
17,452 (1) | | | Rimini Street, Inc. | | | | | 107,504 | | | | | | 0.0 | | |
33,233 (1) | | | Riot Blockchain, Inc. | | | | | 1,251,887 | | | | | | 0.1 | | |
7,461 (1) | | | Rogers Corp. | | | | | 1,498,169 | | | | | | 0.1 | | |
36,110 (1)(2) | | | SailPoint Technologies Holding, Inc. | | | | | 1,844,138 | | | | | | 0.2 | | |
25,341 (1) | | | Sanmina Corp. | | | | | 987,285 | | | | | | 0.1 | | |
11,292 | | | Sapiens International Corp. NV | | | | | 296,641 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
10,423 (1) | | | Scansource, Inc. | | | | $ | 293,199 | | | | | | 0.0 | | |
25,606 (1) | | | Semtech Corp. | | | | | 1,761,693 | | | | | | 0.2 | | |
3,446 (1)(2) | | | ShotSpotter, Inc. | | | | | 168,061 | | | | | | 0.0 | | |
17,401 (1) | | | Silicon Laboratories, Inc. | | | | | 2,666,703 | | | | | | 0.2 | | |
4,965 (1) | | | SiTime Corp. | | | | | 628,519 | | | | | | 0.1 | | |
2,876 (1) | | | SkyWater Technology, Inc. | | | | | 82,397 | | | | | | 0.0 | | |
5,970 (1)(2) | | | SMART Global Holdings, Inc. | | | | | 284,650 | | | | | | 0.0 | | |
18,046 (1) | | | Smith Micro Software, Inc. | | | | | 94,200 | | | | | | 0.0 | | |
17,290 (1) | | | Sprout Social, Inc. | | | | | 1,546,072 | | | | | | 0.1 | | |
14,562 (1) | | | SPS Commerce, Inc. | | | | | 1,454,016 | | | | | | 0.1 | | |
31,952 (1) | | | Sumo Logic, Inc. | | | | | 659,809 | | | | | | 0.1 | | |
31,363 (1)(2) | | | SunPower Corp. | | | | | 916,427 | | | | | | 0.1 | | |
17,832 (1) | | | Super Micro Computer, Inc. | | | | | 627,330 | | | | | | 0.1 | | |
15,342 (1) | | | SYKES Enterprises, Inc. | | | | | 823,865 | | | | | | 0.1 | | |
13,923 (1) | | | Synaptics, Inc. | | | | | 2,166,140 | | | | | | 0.2 | | |
6,642 (1) | | | Telos Corp. | | | | | 225,894 | | | | | | 0.0 | | |
35,075 (1) | | | Tenable Holdings, Inc. | | | | | 1,450,351 | | | | | | 0.1 | | |
7,312 | | | TTEC Holdings, Inc. | | | | | 753,794 | | | | | | 0.1 | | |
40,039 (1) | | | TTM Technologies, Inc. | | | | | 572,558 | | | | | | 0.1 | | |
3,943 (1)(2) | | | Tucows, Inc. | | | | | 316,702 | | | | | | 0.0 | | |
5,723 (1) | | | Turtle Beach Corp. | | | | | 182,678 | | | | | | 0.0 | | |
16,433 (1) | | | Ultra Clean Holdings, Inc. | | | | | 882,781 | | | | | | 0.1 | | |
25,572 (1) | | | Unisys Corp. | | | | | 647,227 | | | | | | 0.1 | | |
10,954 (1) | | | Upland Software, Inc. | | | | | 450,976 | | | | | | 0.0 | | |
41,560 (1) | | | Varonis Systems, Inc. | | | | | 2,394,687 | | | | | | 0.2 | | |
20,133 (1)(2) | | | Veeco Instruments, Inc. | | | | | 483,997 | | | | | | 0.0 | | |
27,296 (1)(2) | | | Velodyne Lidar, Inc. | | | | | 290,429 | | | | | | 0.0 | | |
25,674 (1)(2) | | | Verint Systems, Inc. | | | | | 1,157,127 | | | | | | 0.1 | | |
11,234 (1)(2) | | | Veritone, Inc. | | | | | 221,422 | | | | | | 0.0 | | |
54,057 (1) | | | Verra Mobility Corp. | | | | | 830,856 | | | | | | 0.1 | | |
4,351 (1)(2) | | | Viant Technology, Inc. | | | | | 129,573 | | | | | | 0.0 | | |
90,872 (1) | | | Viavi Solutions, Inc. | | | | | 1,604,800 | | | | | | 0.1 | | |
26,586 (1)(2) | | | VirnetX Holding Corp. | | | | | 113,522 | | | | | | 0.0 | | |
52,707 | | | Vishay Intertechnology, Inc. | | | | | 1,188,543 | | | | | | 0.1 | | |
5,262 (1) | | | Vishay Precision Group, Inc. | | | | | 179,118 | | | | | | 0.0 | | |
96,176 (1) | | | Vonage Holdings Corp. | | | | | 1,385,896 | | | | | | 0.1 | | |
16,279 (1) | | | Workiva, Inc. | | | | | 1,812,341 | | | | | | 0.2 | | |
42,379 | | | Xperi Holding Corp. | | | | | 942,509 | | | | | | 0.1 | | |
43,562 (1) | | | Yext, Inc. | | | | | 622,501 | | | | | | 0.1 | | |
22,167 (1) | | | Zix Corp. | | | | | 156,277 | | | | | | 0.0 | | |
42,584 (1) | | | Zuora, Inc. | | | | | 734,574 | | | | | | 0.1 | | |
| | | | | | | | 162,784,842 | | | | | | 13.3 | | |
| | | | | | | | | | | | | | | | |
| | | Materials: 3.7% | | ||||||||||||
11,379 (1) | | | AdvanSix, Inc. | | | | | 339,777 | | | | | | 0.0 | | |
50,579 (1)(2) | | | Allegheny Technologies, Inc. | | | | | 1,054,572 | | | | | | 0.1 | | |
12,602 | | | American Vanguard Corp. | | | | | 220,661 | | | | | | 0.0 | | |
65,880 (1) | | | Amyris, Inc. | | | | | 1,078,456 | | | | | | 0.1 | | |
42,605 (1) | | | Arconic Corp. | | | | | 1,517,590 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
36,241 | | | Avient Corp. | | | | $ | 1,781,608 | | | | | | 0.2 | | |
12,858 | | | Balchem Corp. | | | | | 1,687,741 | | | | | | 0.1 | | |
19,857 | | | Cabot Corp. | | | | | 1,130,459 | | | | | | 0.1 | | |
19,188 | | | Carpenter Technology Corp. | | | | | 771,741 | | | | | | 0.1 | | |
20,606 (1) | | | Century Aluminum Co. | | | | | 265,611 | | | | | | 0.0 | | |
3,101 | | | Chase Corp. | | | | | 318,194 | | | | | | 0.0 | | |
7,006 (1) | | | Clearwater Paper Corp. | | | | | 202,964 | | | | | | 0.0 | | |
95,848 (1)(2) | | | Coeur Mining, Inc. | | | | | 851,130 | | | | | | 0.1 | | |
47,620 | | | Commercial Metals Co. | | | | | 1,462,886 | | | | | | 0.1 | | |
13,514 (2) | | | Compass Minerals International, Inc. | | | | | 800,840 | | | | | | 0.1 | | |
46,358 (1) | | | Constellium SE | | | | | 878,484 | | | | | | 0.1 | | |
26,922 (1) | | | Danimer Scientific, Inc. | | | | | 674,396 | | | | | | 0.1 | | |
19,523 (1) | | | Domtar Corp. | | | | | 1,072,984 | | | | | | 0.1 | | |
33,006 (1) | | | Ferro Corp. | | | | | 711,939 | | | | | | 0.1 | | |
30,512 (1)(4)(5) | | | Ferroglobe PLC | | | | | — | | | | | | — | | |
11,570 (1) | | | Forterra, Inc. | | | | | 272,011 | | | | | | 0.0 | | |
11,481 | | | FutureFuel Corp. | | | | | 110,218 | | | | | | 0.0 | | |
13,634 (1)(2) | | | Gatos Silver, Inc. | | | | | 238,459 | | | | | | 0.0 | | |
20,118 (1) | | | GCP Applied Technologies, Inc. | | | | | 467,945 | | | | | | 0.0 | | |
18,067 | | | Glatfelter Corp. | | | | | 252,396 | | | | | | 0.0 | | |
12,434 | | | Greif, Inc. - Class A | | | | | 752,879 | | | | | | 0.1 | | |
7,986 | | | Hawkins, Inc. | | | | | 261,541 | | | | | | 0.0 | | |
5,378 | | | Haynes International, Inc. | | | | | 190,274 | | | | | | 0.0 | | |
20,659 | | | HB Fuller Co. | | | | | 1,314,119 | | | | | | 0.1 | | |
209,952 (2) | | | Hecla Mining Co. | | | | | 1,562,043 | | | | | | 0.1 | | |
16,025 (1) | | | Ingevity Corp. | | | | | 1,303,794 | | | | | | 0.1 | | |
9,884 | | | Innospec, Inc. | | | | | 895,589 | | | | | | 0.1 | | |
4,072 (1) | | | Intrepid Potash, Inc. | | | | | 129,734 | | | | | | 0.0 | | |
6,301 | | | Kaiser Aluminum Corp. | | | | | 778,110 | | | | | | 0.1 | | |
8,591 (1) | | | Koppers Holdings, Inc. | | | | | 277,919 | | | | | | 0.0 | | |
12,837 (1) | | | Kraton Corp. | | | | | 414,507 | | | | | | 0.0 | | |
58,309 (1)(2) | | | Livent Corp. | | | | | 1,128,862 | | | | | | 0.1 | | |
40,624 (1) | | | Marrone Bio Innovations, Inc. | | | | | 67,436 | | | | | | 0.0 | | |
8,148 | | | Materion Corp. | | | | | 613,952 | | | | | | 0.1 | | |
13,549 | | | Minerals Technologies, Inc. | | | | | 1,065,900 | | | | | | 0.1 | | |
28,371 (1) | | | MP Materials Corp. | | | | | 1,045,755 | | | | | | 0.1 | | |
14,864 | | | Myers Industries, Inc. | | | | | 312,144 | | | | | | 0.0 | | |
6,628 | | | Neenah, Inc. | | | | | 332,527 | | | | | | 0.0 | | |
95,627 (1) | | | Novagold Resources, Inc. | | | | | 765,972 | | | | | | 0.1 | | |
62,272 (1) | | | O-I Glass, Inc. | | | | | 1,016,902 | | | | | | 0.1 | | |
3,966 | | | Olympic Steel, Inc. | | | | | 116,561 | | | | | | 0.0 | | |
25,054 (1) | | | Orion Engineered Carbons SA | | | | | 475,775 | | | | | | 0.0 | | |
16,526 | | | Pactiv Evergreen, Inc. | | | | | 249,047 | | | | | | 0.0 | | |
10,306 (1) | | | Perpetua Resources Corp. | | | | | 75,234 | | | | | | 0.0 | | |
17,217 | | | PQ Group Holdings, Inc. | | | | | 264,453 | | | | | | 0.0 | | |
12,872 (1) | | | PureCycle Technologies, Inc. | | | | | 304,423 | | | | | | 0.0 | | |
5,393 (2) | | | Quaker Chemical Corp. | | | | | 1,279,166 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
13,291 (1) | | | Ranpak Holdings Corp. | | | | $ | 332,674 | | | | | | 0.0 | | |
24,357 (1) | | | Rayonier Advanced Materials, Inc. | | | | | 162,948 | | | | | | 0.0 | | |
6,673 (1) | | | Ryerson Holding Corp. | | | | | 97,426 | | | | | | 0.0 | | |
10,525 | | | Schnitzer Steel Industries, Inc. | | | | | 516,251 | | | | | | 0.1 | | |
12,873 | | | Schweitzer-Mauduit International, Inc. | | | | | 519,812 | | | | | | 0.1 | | |
16,616 | | | Sensient Technologies Corp. | | | | | 1,438,281 | | | | | | 0.1 | | |
8,746 | | | Stepan Co. | | | | | 1,051,881 | | | | | | 0.1 | | |
46,690 (1) | | | Summit Materials, Inc. | | | | | 1,627,146 | | | | | | 0.1 | | |
35,453 | | | SunCoke Energy, Inc. | | | | | 253,134 | | | | | | 0.0 | | |
18,401 (1) | | | TimkenSteel Corp. | | | | | 260,374 | | | | | | 0.0 | | |
10,865 | | | Tredegar Corp. | | | | | 149,611 | | | | | | 0.0 | | |
15,458 | | | Trinseo SA | | | | | 925,007 | | | | | | 0.1 | | |
44,548 | | | Tronox Holdings PLC | | | | | 997,875 | | | | | | 0.1 | | |
3,005 (1) | | | UFP Technologies, Inc. | | | | | 172,547 | | | | | | 0.0 | | |
6,457 (1) | | | US Concrete, Inc. | | | | | 476,527 | | | | | | 0.1 | | |
11,903 | | | Verso Corp. | | | | | 210,683 | | | | | | 0.0 | | |
20,677 | | | Warrior Met Coal, Inc. | | | | | 355,644 | | | | | | 0.0 | | |
13,796 | | | Worthington Industries, Inc. | | | | | 844,039 | | | | | | 0.1 | | |
7,168 (1) | | | Zymergen, Inc. | | | | | 286,792 | | | | | | 0.0 | | |
| | | | | | | | 45,836,332 | | | | | | 3.7 | | |
| | | | | ||||||||||||
| | | Real Estate: 6.7% | | ||||||||||||
34,994 | | | Acadia Realty Trust | | | | | 768,468 | | | | | | 0.1 | | |
27,164 | | | Agree Realty Corp. | | | | | 1,914,790 | | | | | | 0.2 | | |
29,788 | | | Alexander & Baldwin, Inc. | | | | | 545,716 | | | | | | 0.0 | | |
873 | | | Alexander’s, Inc. | | | | | 233,920 | | | | | | 0.0 | | |
20,779 | | | American Assets Trust, Inc. | | | | | 774,849 | | | | | | 0.1 | | |
46,092 | | | American Finance Trust, Inc. | | | | | 390,860 | | | | | | 0.0 | | |
53,558 | | | Apartment Investment and Management Co. | | | | | 359,374 | | | | | | 0.0 | | |
76,905 | | | Apple Hospitality REIT, Inc. | | | | | 1,173,570 | | | | | | 0.1 | | |
24,076 | | | Armada Hoffler Properties, Inc. | | | | | 319,970 | | | | | | 0.0 | | |
43,234 (1) | | | Ashford Hospitality Trust, Inc. | | | | | 197,147 | | | | | | 0.0 | | |
17,381 (1) | | | Braemar Hotels & Resorts, Inc. | | | | | 107,936 | | | | | | 0.0 | | |
58,212 | | | Brandywine Realty Trust | | | | | 798,087 | | | | | | 0.1 | | |
53,640 | | | Broadstone Net Lease, Inc. | | | | | 1,255,712 | | | | | | 0.1 | | |
39,268 | | | CareTrust REIT, Inc. | | | | | 912,196 | | | | | | 0.1 | | |
20,331 | | | CatchMark Timber Trust, Inc. | | | | | 237,873 | | | | | | 0.0 | | |
5,520 | | | Centerspace | | | | | 435,528 | | | | | | 0.0 | | |
19,369 (1) | | | Chatham Lodging Trust | | | | | 249,279 | | | | | | 0.0 | | |
18,145 | | | City Office REIT, Inc. | | | | | 225,542 | | | | | | 0.0 | | |
47,229 | | | Columbia Property Trust, Inc. | | | | | 821,312 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
9,261 | | | Community Healthcare Trust, Inc. | | | | $ | 439,527 | | | | | | 0.0 | | |
17,290 (1) | | | CorePoint Lodging, Inc. | | | | | 185,003 | | | | | | 0.0 | | |
39,692 | | | Corporate Office Properties Trust SBI MD | | | | | 1,110,979 | | | | | | 0.1 | | |
2,524 (2) | | | CTO Realty Growth, Inc. | | | | | 135,084 | | | | | | 0.0 | | |
45,373 (1) | | | Cushman & Wakefield PLC | | | | | 792,666 | | | | | | 0.1 | | |
82,388 (1) | | | DiamondRock Hospitality Co. | | | | | 799,164 | | | | | | 0.1 | | |
190,860 (1) | | | DigitalBridge Group, Inc. | | | | | 1,507,794 | | | | | | 0.1 | | |
97,697 | | | Diversified Healthcare Trust | | | | | 408,373 | | | | | | 0.0 | | |
33,613 | | | Easterly Government Properties, Inc. | | | | | 708,562 | | | | | | 0.1 | | |
15,890 | | | EastGroup Properties, Inc. | | | | | 2,613,111 | | | | | | 0.2 | | |
52,802 | | | Empire State Realty Trust, Inc. | | | | | 633,624 | | | | | | 0.1 | | |
39,750 | | | Equity Commonwealth | | | | | 1,041,450 | | | | | | 0.1 | | |
43,919 | | | Essential Properties Realty Trust, Inc. | | | | | 1,187,570 | | | | | | 0.1 | | |
24,274 (1) | | | eXp World Holdings, Inc. | | | | | 941,103 | | | | | | 0.1 | | |
11,024 | | | Farmland Partners, Inc. | | | | | 132,839 | | | | | | 0.0 | | |
2,152 (1)(2) | | | Fathom Holdings, Inc. | | | | | 70,564 | | | | | | 0.0 | | |
7,345 (1) | | | Forestar Group, Inc. | | | | | 153,584 | | | | | | 0.0 | | |
30,145 | | | Four Corners Property Trust, Inc. | | | | | 832,303 | | | | | | 0.1 | | |
45,272 | | | Franklin Street Properties Corp. | | | | | 238,131 | | | | | | 0.0 | | |
3,023 (1) | | | FRP Holdings, Inc. | | | | | 168,321 | | | | | | 0.0 | | |
48,778 (2) | | | Geo Group, Inc./The | | | | | 347,299 | | | | | | 0.0 | | |
14,452 | | | Getty Realty Corp. | | | | | 450,180 | | | | | | 0.0 | | |
13,759 | | | Gladstone Commercial Corp. | | | | | 310,403 | | | | | | 0.0 | | |
9,272 (2) | | | Gladstone Land Corp. | | | | | 223,084 | | | | | | 0.0 | | |
18,039 | | | Global Medical REIT, Inc. | | | | | 266,256 | | | | | | 0.0 | | |
36,651 | | | Global Net Lease, Inc. | | | | | 678,044 | | | | | | 0.1 | | |
57,035 | | | Healthcare Realty Trust, Inc. | | | | | 1,722,457 | | | | | | 0.1 | | |
14,423 (1) | | | Hersha Hospitality Trust | | | | | 155,191 | | | | | | 0.0 | | |
42,520 | | | Independence Realty Trust, Inc. | | | | | 775,140 | | | | | | 0.1 | | |
1,667 | | | Indus Realty Trust, Inc. | | | | | 109,439 | | | | | | 0.0 | | |
26,613 | | | Industrial Logistics Properties Trust | | | | | 695,664 | | | | | | 0.1 | | |
9,495 (2) | | | Innovative Industrial Properties, Inc. | | | | | 1,813,735 | | | | | | 0.2 | | |
29,629 (2) | | | iStar, Inc. | | | | | 614,209 | | | | | | 0.1 | | |
49,442 | | | Kennedy-Wilson Holdings, Inc. | | | | | 982,413 | | | | | | 0.1 | | |
34,276 | | | Kite Realty Group Trust | | | | | 754,415 | | | | | | 0.1 | | |
111,582 | | | Lexington Realty Trust | | | | | 1,333,405 | | | | | | 0.1 | | |
15,993 (2) | | | LTC Properties, Inc. | | | | | 613,971 | | | | | | 0.1 | | |
77,583 | | | Macerich Co. | | | | | 1,415,890 | | | | | | 0.1 | | |
36,263 | | | Mack-Cali Realty Corp. | | | | | 621,910 | | | | | | 0.1 | | |
9,647 (1) | | | Marcus & Millichap, Inc. | | | | | 374,979 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
38,947 | | | Monmouth Real Estate Investment Corp. | | | | $ | 729,088 | | | | | | 0.1 | | |
17,827 | | | National Health Investors, Inc. | | | | | 1,195,300 | | | | | | 0.1 | | |
25,880 | | | National Storage Affiliates Trust | | | | | 1,308,493 | | | | | | 0.1 | | |
14,598 | | | NETSTREIT Corp. | | | | | 336,630 | | | | | | 0.0 | | |
33,592 | | | New Senior Investment Group, Inc. | | | | | 294,938 | | | | | | 0.0 | | |
59,441 | | | Newmark Group, Inc. | | | | | 713,886 | | | | | | 0.1 | | |
9,114 | | | NexPoint Residential Trust, Inc. | | | | | 501,088 | | | | | | 0.0 | | |
19,894 | | | Office Properties Income Trust | | | | | 583,093 | | | | | | 0.0 | | |
7,019 | | | One Liberty Properties, Inc. | | | | | 199,269 | | | | | | 0.0 | | |
54,976 (1) | | | Outfront Media, Inc. | | | | | 1,321,073 | | | | | | 0.1 | | |
66,905 | | | Paramount Group, Inc. | | | | | 673,733 | | | | | | 0.1 | | |
52,139 (2) | | | Pebblebrook Hotel Trust | | | | | 1,227,873 | | | | | | 0.1 | | |
85,017 | | | Physicians Realty Trust | | | | | 1,570,264 | | | | | | 0.1 | | |
51,146 | | | Piedmont Office Realty Trust, Inc. | | | | | 944,667 | | | | | | 0.1 | | |
10,212 | | | Plymouth Industrial REIT, Inc. | | | | | 204,444 | | | | | | 0.0 | | |
26,536 | | | PotlatchDeltic Corp. | | | | | 1,410,388 | | | | | | 0.1 | | |
19,953 | | | Preferred Apartment Communities, Inc. | | | | | 194,542 | | | | | | 0.0 | | |
8,120 | | | PS Business Parks, Inc. | | | | | 1,202,410 | | | | | | 0.1 | | |
26,246 | | | QTS Realty Trust, Inc. | | | | | 2,028,816 | | | | | | 0.2 | | |
3,869 (1) | | | Rafael Holdings, Inc. | | | | | 197,512 | | | | | | 0.0 | | |
7,711 | | | RE/MAX Holdings, Inc. | | | | | 257,008 | | | | | | 0.0 | | |
46,142 (1) | | | Realogy Holdings Corp. | | | | | 840,707 | | | | | | 0.1 | | |
40,259 (1)(2) | | | Redfin Corp. | | | | | 2,552,823 | | | | | | 0.2 | | |
47,551 | | | Retail Opportunity Investments Corp. | | | | | 839,751 | | | | | | 0.1 | | |
86,929 | | | Retail Properties of America, Inc. | | | | | 995,337 | | | | | | 0.1 | | |
7,459 | | | Retail Value, Inc. | | | | | 162,233 | | | | | | 0.0 | | |
66,455 | | | RLJ Lodging Trust | | | | | 1,012,110 | | | | | | 0.1 | | |
6,309 | | | RMR Group, Inc. | | | | | 243,780 | | | | | | 0.0 | | |
33,251 | | | RPT Realty | | | | | 431,598 | | | | | | 0.0 | | |
20,816 (1) | | | Ryman Hospitality Properties | | | | | 1,643,631 | | | | | | 0.1 | | |
83,910 | | | Sabra Healthcare REIT, Inc. | | | | | 1,527,162 | | | | | | 0.1 | | |
7,409 (2) | | | Safehold, Inc. | | | | | 581,607 | | | | | | 0.0 | | |
4,908 | | | Saul Centers, Inc. | | | | | 223,069 | | | | | | 0.0 | | |
14,568 (1)(2) | | | Seritage Growth Properties | | | | | 268,051 | | | | | | 0.0 | | |
66,037 | | | Service Properties Trust | | | | | 832,066 | | | | | | 0.1 | | |
63,500 | | | SITE Centers Corp. | | | | | 956,310 | | | | | | 0.1 | | |
13,601 (2) | | | St. Joe Co. | | | | | 606,741 | | | | | | 0.1 | | |
64,504 | | | STAG Industrial, Inc. | | | | | 2,414,385 | | | | | | 0.2 | | |
43,141 (1)(2) | | | Summit Hotel Properties, Inc. | | | | | 402,506 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
86,704 (1) | | | Sunstone Hotel Investors, Inc. | | | | $ | 1,076,864 | | | | | | 0.1 | | |
38,752 (2) | | | Tanger Factory Outlet Centers, Inc. | | | | | 730,475 | | | | | | 0.1 | | |
27,594 | | | Terreno Realty Corp. | | | | | 1,780,365 | | | | | | 0.1 | | |
15,564 | | | UMH Properties, Inc. | | | | | 339,606 | | | | | | 0.0 | | |
78,926 | | | Uniti Group, Inc. | | | | | 835,826 | | | | | | 0.1 | | |
5,436 | | | Universal Health Realty Income Trust | | | | | 334,586 | | | | | | 0.0 | | |
47,773 | | | Urban Edge Properties | | | | | 912,464 | | | | | | 0.1 | | |
12,905 | | | Urstadt Biddle Properties, Inc. | | | | | 250,099 | | | | | | 0.0 | | |
34,094 | | | Washington Real Estate Investment Trust | | | | | 784,162 | | | | | | 0.1 | | |
18,032 | | | Whitestone REIT | | | | | 148,764 | | | | | | 0.0 | | |
46,624 (1) | | | Xenia Hotels & Resorts, Inc. | | | | | 873,268 | | | | | | 0.1 | | |
| | | | | | | | 81,774,826 | | | | | | 6.7 | | |
| | | | | | | | | | | | | | | | |
| | | Utilities: 2.3% | | ||||||||||||
21,118 | | | ALLETE, Inc. | | | | | 1,477,838 | | | | | | 0.1 | | |
14,867 | | | American States Water Co. | | | | | 1,182,819 | | | | | | 0.1 | | |
27,857 | | | Avista Corp. | | | | | 1,188,658 | | | | | | 0.1 | | |
25,242 | | | Black Hills Corp. | | | | | 1,656,632 | | | | | | 0.1 | | |
13,663 | | | Brookfield Infrastructure Corp. | | | | | 1,030,190 | | | | | | 0.1 | | |
8,557 (1)(2) | | | Cadiz, Inc. | | | | | 116,375 | | | | | | 0.0 | | |
19,921 | | | California Water Service Group | | | | | 1,106,412 | | | | | | 0.1 | | |
7,034 | | | Chesapeake Utilities Corp. | | | | | 846,401 | | | | | | 0.1 | | |
12,854 | | | Clearway Energy, Inc. - Class A | | | | | 324,178 | | | | | | 0.0 | | |
33,941 | | | Clearway Energy, Inc. - Class C | | | | | 898,758 | | | | | | 0.1 | | |
15,143 | | | MGE Energy, Inc. | | | | | 1,127,245 | | | | | | 0.1 | | |
7,025 | | | Middlesex Water Co. | | | | | 574,153 | | | | | | 0.1 | | |
38,572 (2) | | | New Jersey Resources Corp. | | | | | 1,526,294 | | | | | | 0.1 | | |
12,817 | | | Northwest Natural Holding Co. | | | | | 673,149 | | | | | | 0.1 | | |
20,465 | | | NorthWestern Corp. | | | | | 1,232,402 | | | | | | 0.1 | | |
20,871 | | | ONE Gas, Inc. | | | | | 1,546,959 | | | | | | 0.1 | | |
18,019 (2) | | | Ormat Technologies, Inc. | | | | | 1,252,861 | | | | | | 0.1 | | |
17,012 | | | Otter Tail Corp. | | | | | 830,356 | | | | | | 0.1 | | |
33,207 | | | PNM Resources, Inc. | | | | | 1,619,505 | | | | | | 0.1 | | |
36,312 | | | Portland General Electric Co. | | | | | 1,673,257 | | | | | | 0.1 | | |
8,863 (1) | | | Purecycle Corp. | | | | | 122,487 | | | | | | 0.0 | | |
10,801 | | | SJW Group | | | | | 683,703 | | | | | | 0.1 | | |
41,039 | | | South Jersey Industries, Inc. | | | | | 1,064,141 | | | | | | 0.1 | | |
23,346 | | | Southwest Gas Holdings, Inc. | | | | | 1,545,272 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
20,101 | | | Spire, Inc. | | | | $ | 1,452,699 | | | | | | 0.1 | | |
33,607 (1) | | | Sunnova Energy International, Inc. | | | | | 1,265,640 | | | | | | 0.1 | | |
6,201 | | | Unitil Corp. | | | | | 328,467 | | | | | | 0.0 | | |
5,331 | | | York Water Co. | | | | | 241,494 | | | | | | 0.0 | | |
| | | | | | | | 28,588,345 | | | | | | 2.3 | | |
| | | Total Common Stock (Cost $655,792,265) | | | | | 1,194,746,304 | | | | | | 97.3 | | |
| | | | | ||||||||||||
RIGHTS: —% | | |||||||||||||||
| | | Communication Services: —% | | ||||||||||||
46,399 (1)(4)(5) | | | Media General, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer, Non-cyclical: —% | | ||||||||||||
390 (1)(4)(5) | | | GTX, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Health Care: —% | | ||||||||||||
4,590 (1)(4)(5) | | | Aduro Biotech, Inc. - CVR | | | | | — | | | | | | — | | |
37,288 (1)(2)(4)(5) | | | Progenics Pharmaceuticals, Inc. - CVR | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $799) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $655,793,064) | | | | | 1,194,746,304 | | | | | | 97.3 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 11.3% | | |||||||||||||||
| | | Repurchase Agreements: 9.1% | | ||||||||||||
2,889,199 (6) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,889,204, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,946,983, due 12/30/21-07/01/51) | | | | | 2,889,199 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,233,612 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $4,233,621, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $4,318,284, due 01/01/25-04/01/51) | | | | $ | 4,233,612 | | | | | | 0.4 | | |
10,223,000 (6) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $10,223,056, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $10,725,016, due 09/19/22-01/27/40) | | | | | 10,223,000 | | | | | | 0.8 | | |
28,700,000 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $28,700,039, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $29,274,001, due 07/25/21-05/20/71) | | | | | 28,700,000 | | | | | | 2.3 | | |
9,296,976 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $9,296,999, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $9,482,939, due 07/01/21-11/15/50) | | | | | 9,296,976 | | | | | | 0.8 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,318,543 (6) | | | ED&F Man Capital Markets Inc., Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,318,546, collateralized by various U.S. Government Agency Obligations, 1.907%-5.500%, Market Value plus accrued interest $1,344,914, due 10/01/21-07/01/51) | | | | $ | 1,318,543 | | | | | | 0.1 | | |
3,362,066 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $3,362,070, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,429,307, due 07/07/21-11/01/49) | | | | | 3,362,066 | | | | | | 0.3 | | |
7,935,510 (6) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $7,935,530, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $8,094,220, due 08/01/21-06/01/51) | | | | | 7,935,510 | | | | | | 0.7 | | |
10,082,052 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $10,082,069, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $10,283,710, due 05/01/24-04/20/71) | | | | | 10,082,052 | | | | | | 0.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
5,439,678 (6) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $5,439,691, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $5,548,488, due 02/28/27) | | | | $ | 5,439,678 | | | | | | 0.5 | | |
2,794,838 (6) | | | Royal Bank of Canada, Repurchase Agreement dated 06/30/21, 0.21%, due 07/01/21 (Repurchase Amount $2,794,854, collateralized by various U.S. Government Securities, 0.250%-7.500%, Market Value plus accrued interest $2,928,197, due 10/01/21-11/15/39) | | | | | 2,794,838 | | | | | | 0.2 | | |
17,419,235 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $17,419,287, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $17,769,517, due 07/15/23-02/15/48) | | | | | 17,419,235 | | | | | | 1.4 | | |
6,533,291 (6) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $6,533,309, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $6,663,957, due 12/01/21-05/20/71) | | | | | 6,533,291 | | | | | | 0.5 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,347,302 (6) | | | TD Securities (USA) LLC, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,347,304, collateralized by various U.S. Government Securities, 0.125%-2.625%, Market Value plus accrued interest $1,374,248, due 09/30/21-02/29/24) | | | | $ | 1,347,302 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $111,575,302) | | | | | 111,575,302 | | | | | | 9.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 2.2% | | ||||||||||||
19,841,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 19,841,000 | | | | | | 1.6 | | |
3,585,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 3,585,000 | | | | | | 0.3 | | |
3,585,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 3,585,000 | | | | | | 0.3 | | |
| | | Total Mutual Funds | | | | | | | | | | | | | |
| | | (Cost $27,011,000) | | | | | 27,011,000 | | | | | | 2.2 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $138,586,302) | | | | | 138,586,302 | | | | | | 11.3 | | |
| | | Total Investments in Securities (Cost $794,379,366) | | | | $ | 1,333,332,606 | | | | | | 108.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (106,133,989) | | | | | | (8.6) | | |
| | | Net Assets | | | | $ | 1,227,198,617 | | | | | | 100.0 | | |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Health Care | | | 20.6% | |
| Financials | | | 14.4% | |
| Industrials | | | 13.9% | |
| Information Technology | | | 13.3% | |
| Consumer Discretionary | | | 11.5% | |
| Real Estate | | | 6.7% | |
| Energy | | | 4.2% | |
| Materials | | | 3.7% | |
| Communication Services | | | 3.6% | |
| Consumer Staples | | | 3.1% | |
| Utilities | | | 2.3% | |
| Consumer, Non-cyclical | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 44,695,788 | | | | | $ | — | | | | | $ | — | | | | | $ | 44,695,788 | | |
Consumer Discretionary | | | | | 141,611,319 | | | | | | — | | | | | | — | | | | | | 141,611,319 | | |
Consumer Staples | | | | | 37,986,135 | | | | | | — | | | | | | — | | | | | | 37,986,135 | | |
Energy | | | | | 51,121,704 | | | | | | — | | | | | | — | | | | | | 51,121,704 | | |
Financials | | | | | 176,877,885 | | | | | | — | | | | | | — | | | | | | 176,877,885 | | |
Health Care | | | | | 252,803,401 | | | | | | — | | | | | | — | | | | | | 252,803,401 | | |
Industrials | | | | | 170,665,727 | | | | | | — | | | | | | — | | | | | | 170,665,727 | | |
Information Technology | | | | | 162,761,821 | | | | | | 23,021 | | | | | | — | | | | | | 162,784,842 | | |
Materials | | | | | 45,836,332 | | | | | | — | | | | | | — | | | | | | 45,836,332 | | |
Real Estate | | | | | 81,774,826 | | | | | | — | | | | | | — | | | | | | 81,774,826 | | |
Utilities | | | | | 28,588,345 | | | | | | — | | | | | | — | | | | | | 28,588,345 | | |
Total Common Stock | | | | | 1,194,723,283 | | | | | | 23,021 | | | | | | — | | | | | | 1,194,746,304 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 27,011,000 | | | | | | 111,575,302 | | | | | | — | | | | | | 138,586,302 | | |
Total Investments, at fair value | | | | $ | 1,221,734,283 | | | | | $ | 111,598,323 | | | | | $ | — | | | | | $ | 1,333,332,606 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (114,482) | | | | | $ | — | | | | | $ | — | | | | | $ | (114,482) | | |
Total Liabilities | | | | $ | (114,482) | | | | | $ | — | | | | | $ | — | | | | | $ | (114,482) | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. - CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
BM Technologies, Inc. | | | | | 12/17/2020 | | | | | | 24,350 | | | | | | 23,021 | | |
Ferroglobe PLC | | | | | 6/26/2018 | | | | | | — | | | | | | — | | |
GTX, Inc. - CVR | | | | | 6/10/2019 | | | | | | 799 | | | | | | — | | |
Media General, Inc. - CVR | | | | | 1/18/2017 | | | | | | — | | | | | | — | | |
Progenics Pharmaceuticals, Inc. - CVR | | | | | 6/22/2020 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 25,149 | | | | | $ | 23,021 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 297 | | | | | | 09/17/21 | | | | | $ | 34,270,830 | | | | | $ | (114,482) | | |
| | | | | | | | | | | | | | | | $ | 34,270,830 | | | | | $ | (114,482) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 114,482 | | |
Total Liability Derivatives | | | | | | | $ | 114,482 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 4,377,102 | | |
Total | | | | $ | 4,377,102 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (754,389) | | |
Total | | | | $ | (754,389) | | |
| Cost for federal income tax purposes was $807,374,467. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 557,223,891 | | |
| Gross Unrealized Depreciation | | | | | (31,380,234) | | |
| Net Unrealized Appreciation | | | | $ | 525,843,657 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 27.6% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
1,000,000 | | | Air Products and Chemicals, Inc., 1.850%, 05/15/2027 | | | | $ | 1,027,875 | | | | | | 0.1 | | |
500,000 | | | Air Products and Chemicals, Inc., 2.050%, 05/15/2030 | | | | | 510,438 | | | | | | 0.0 | | |
1,000,000 | | | Air Products and Chemicals, Inc., 2.700%, 05/15/2040 | | | | | 1,016,364 | | | | | | 0.0 | | |
800,000 | | | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | | | | | 1,110,447 | | | | | | 0.1 | | |
800,000 | | | Cabot Corp., 3.700%, 07/15/2022 | | | | | 822,902 | | | | | | 0.0 | | |
500,000 (1) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 558,216 | | | | | | 0.0 | | |
750,000 | | | Dow Chemical Co/The, 2.100%, 11/15/2030 | | | | | 741,480 | | | | | | 0.0 | | |
750,000 | | | Dow Chemical Co/The, 3.600%, 11/15/2050 | | | | | 811,857 | | | | | | 0.0 | | |
500,000 | | | Dow Chemical Co/The, 4.250%, 10/01/2034 | | | | | 579,573 | | | | | | 0.0 | | |
1,000,000 | | | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | | | | | 1,391,014 | | | | | | 0.1 | | |
400,000 | | | Eastman Chemical Co., 4.650%, 10/15/2044 | | | | | 484,711 | | | | | | 0.0 | | |
280,000 | | | International Paper Co., 3.800%, 01/15/2026 | | | | | 311,154 | | | | | | 0.0 | | |
532,000 | | | International Paper Co., 4.350%, 08/15/2048 | | | | | 660,631 | | | | | | 0.0 | | |
500,000 | | | Linde, Inc./CT, 1.100%, 08/10/2030 | | | | | 470,588 | | | | | | 0.0 | | |
1,000,000 | | | Linde, Inc./CT, 2.200%, 08/15/2022 | | | | | 1,016,919 | | | | | | 0.0 | | |
282,000 | | | LYB International Finance BV, 4.000%, 07/15/2023 | | | | | 301,461 | | | | | | 0.0 | | |
1,000,000 | | | LYB International Finance III LLC, 1.250%, 10/01/2025 | | | | | 998,578 | | | | | | 0.0 | | |
750,000 | | | LYB International Finance III LLC, 3.375%, 10/01/2040 | | | | | 778,593 | | | | | | 0.0 | | |
250,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 313,897 | | | | | | 0.0 | | |
1,000,000 | | | Nucor Corp., 2.000%, 06/01/2025 | | | | | 1,035,555 | | | | | | 0.1 | | |
1,000,000 | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | | 1,056,128 | | | | | | 0.1 | | |
1,000,000 | | | Nutrien Ltd., 3.150%, 10/01/2022 | | | | | 1,026,781 | | | | | | 0.0 | | |
500,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 499,144 | | | | | | 0.0 | | |
500,000 | | | PPG Industries, Inc., 2.550%, 06/15/2030 | | | | | 518,508 | | | | | | 0.0 | | |
500,000 | | | Rio Tinto Finance USA Ltd., 3.750%, 06/15/2025 | | | | | 555,080 | | | | | | 0.0 | | |
750,000 | | | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | | | | | 1,016,423 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,000,000 | | | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | | | | $ | 1,103,973 | | | | | | 0.1 | | |
250,000 | | | Southern Copper Corp., 5.875%, 04/23/2045 | | | | | 350,313 | | | | | | 0.0 | | |
350,000 | | | Southern Copper Corp., 6.750%, 04/16/2040 | | | | | 499,803 | | | | | | 0.0 | | |
1,955,000 | | | Vale Overseas Ltd., 6.875%, 11/21/2036 | | | | | 2,682,182 | | | | | | 0.1 | | |
| | | | | | | | 24,250,588 | | | | | | 0.7 | | |
| | | Communications: 3.0% | | ||||||||||||
500,000 | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 492,006 | | | | | | 0.0 | | |
1,000,000 | | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | | | | | 1,040,131 | | | | | | 0.0 | | |
1,000,000 (2) | | | Alibaba Group Holding Ltd., 3.400%, 12/06/2027 | | | | | 1,093,402 | | | | | | 0.0 | | |
1,000,000 | | | Alphabet, Inc., 1.100%, 08/15/2030 | | | | | 949,297 | | | | | | 0.0 | | |
2,000,000 | | | Alphabet, Inc., 1.900%, 08/15/2040 | | | | | 1,822,608 | | | | | | 0.1 | | |
1,000,000 | | | Amazon.com, Inc., 2.800%, 08/22/2024 | | | | | 1,064,334 | | | | | | 0.0 | | |
1,000,000 | | | Amazon.com, Inc., 3.150%, 08/22/2027 | | | | | 1,105,515 | | | | | | 0.0 | | |
1,000,000 (2) | | | Amazon.com, Inc., 3.800%, 12/05/2024 | | | | | 1,100,019 | | | | | | 0.0 | | |
1,000,000 | | | Amazon.com, Inc., 4.800%, 12/05/2034 | | | | | 1,291,233 | | | | | | 0.1 | | |
1,000,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 1,010,746 | | | | | | 0.0 | | |
2,000,000 | | | AT&T, Inc., 2.250%, 02/01/2032 | | | | | 1,965,104 | | | | | | 0.1 | | |
1,000,000 | | | AT&T, Inc., 2.300%, 06/01/2027 | | | | | 1,035,135 | | | | | | 0.0 | | |
2,359,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 2,339,457 | | | | | | 0.1 | | |
2,500,000 | | | AT&T, Inc., 3.300%, 02/01/2052 | | | | | 2,438,396 | | | | | | 0.1 | | |
2,000,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 2,081,237 | | | | | | 0.1 | | |
5,086,000 (1) | | | AT&T, Inc., 3.500%, 09/15/2053 | | | | | 5,117,470 | | | | | | 0.2 | | |
1,770,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 1,778,512 | | | | | | 0.1 | | |
1,000,000 | | | AT&T, Inc., 3.650%, 06/01/2051 | | | | | 1,040,808 | | | | | | 0.0 | | |
208,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 211,249 | | | | | | 0.0 | | |
1,264,000 (1) | | | AT&T, Inc., 3.800%, 12/01/2057 | | | | | 1,319,335 | | | | | | 0.1 | | |
1,000,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 1,175,324 | | | | | | 0.0 | | |
500,000 | | | AT&T, Inc., 4.650%, 06/01/2044 | | | | | 589,998 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,000,000 | | | Baidu, Inc., 1.720%, 04/09/2026 | | | | $ | 1,010,217 | | | | | | 0.0 | | |
500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.300%, 02/01/2032 | | | | | 481,333 | | | | | | 0.0 | | |
750,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 06/01/2041 | | | | | 756,313 | | | | | | 0.0 | | |
500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | | 517,711 | | | | | | 0.0 | | |
1,500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 1,700,335 | | | | | | 0.1 | | |
1,500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | | | | | 1,841,194 | | | | | | 0.1 | | |
1,000,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | | | | | 1,379,519 | | | | | | 0.1 | | |
1,000,000 | | | Cisco Systems, Inc., 3.625%, 03/04/2024 | | | | | 1,082,087 | | | | | | 0.0 | | |
1,500,000 | | | Cisco Systems, Inc., 5.500%, 01/15/2040 | | | | | 2,118,677 | | | | | | 0.1 | | |
3,000,000 | | | Comcast Corp., 1.950%, 01/15/2031 | | | | | 2,960,426 | | | | | | 0.1 | | |
500,000 | | | Comcast Corp., 3.375%, 02/15/2025 | | | | | 542,736 | | | | | | 0.0 | | |
1,250,000 | | | Comcast Corp., 3.600%, 03/01/2024 | | | | | 1,351,044 | | | | | | 0.1 | | |
1,000,000 | | | Comcast Corp., 3.750%, 04/01/2040 | | | | | 1,129,049 | | | | | | 0.0 | | |
724,000 | | | Comcast Corp., 3.969%, 11/01/2047 | | | | | 844,381 | | | | | | 0.0 | | |
750,000 | | | Comcast Corp., 4.200%, 08/15/2034 | | | | | 890,402 | | | | | | 0.0 | | |
750,000 | | | Comcast Corp., 4.250%, 01/15/2033 | | | | | 895,702 | | | | | | 0.0 | | |
1,000,000 | | | Comcast Corp., 4.500%, 01/15/2043 | | | | | 1,236,636 | | | | | | 0.0 | | |
1,000,000 | | | Comcast Corp., 4.600%, 08/15/2045 | | | | | 1,259,120 | | | | | | 0.0 | | |
1,500,000 | | | Comcast Corp., 4.700%, 10/15/2048 | | | | | 1,937,275 | | | | | | 0.1 | | |
335,000 | | | Comcast Corp., 6.500%, 11/15/2035 | | | | | 488,760 | | | | | | 0.0 | | |
1,500,000 | | | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | | | | | 2,249,621 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,250,000 | | | Discovery Communications LLC, 3.625%, 05/15/2030 | | | | $ | 1,364,995 | | | | | | 0.1 | | |
250,000 | | | Discovery Communications LLC, 3.900%, 11/15/2024 | | | | | 271,640 | | | | | | 0.0 | | |
1,500,000 | | | eBay, Inc., 2.700%, 03/11/2030 | | | | | 1,562,596 | | | | | | 0.1 | | |
500,000 | | | Interpublic Group of Cos, Inc./The, 2.400%, 03/01/2031 | | | | | 502,341 | | | | | | 0.0 | | |
91,000 | | | Motorola Solutions, Inc., 4.000%, 09/01/2024 | | | | | 99,607 | | | | | | 0.0 | | |
500,000 | | | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | | | | | 615,469 | | | | | | 0.0 | | |
500,000 | | | Orange SA, 5.500%, 02/06/2044 | | | | | 695,713 | | | | | | 0.0 | | |
250,000 | | | Rogers Communications, Inc., 5.000%, 03/15/2044 | | | | | 312,978 | | | | | | 0.0 | | |
500,000 | | | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | | | | | 563,352 | | | | | | 0.0 | | |
750,000 | | | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | | | | | 884,726 | | | | | | 0.0 | | |
1,000,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 1,034,992 | | | | | | 0.0 | | |
1,000,000 | | | Time Warner Cable LLC, 4.500%, 09/15/2042 | | | | | 1,114,633 | | | | | | 0.0 | | |
300,000 | | | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | | | | | 308,452 | | | | | | 0.0 | | |
400,000 | | | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | | | | | 434,545 | | | | | | 0.0 | | |
300,000 | | | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | | | | | 362,183 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 1.450%, 03/20/2026 | | | | | 1,008,944 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 1.750%, 01/20/2031 | | | | | 959,049 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 2.550%, 03/21/2031 | | | | | 1,022,889 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | | 964,120 | | | | | | 0.0 | | |
750,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 802,388 | | | | | | 0.0 | | |
2,000,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 2,302,768 | | | | | | 0.1 | | |
1,585,000 | | | Verizon Communications, Inc., 4.329%, 09/21/2028 | | | | | 1,845,327 | | | | | | 0.1 | | |
1,650,000 | | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | | | | 1,967,823 | | | | | | 0.1 | | |
3,000,000 | | | Verizon Communications, Inc., 4.750%, 11/01/2041 | | | | | 3,793,028 | | | | | | 0.1 | | |
1,636,000 | | | Verizon Communications, Inc., 4.862%, 08/21/2046 | | | | | 2,120,264 | | | | | | 0.1 | | |
300,000 | | | ViacomCBS, Inc., 3.700%, 08/15/2024 | | | | | 324,209 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
248,000 | | | ViacomCBS, Inc., 3.875%, 04/01/2024 | | | | $ | 266,945 | | | | | | 0.0 | | |
250,000 | | | ViacomCBS, Inc., 4.000%, 01/15/2026 | | | | | 278,182 | | | | | | 0.0 | | |
2,500,000 | | | ViacomCBS, Inc., 4.200%, 05/19/2032 | | | | | 2,887,909 | | | | | | 0.1 | | |
390,000 | | | ViacomCBS, Inc., 4.375%, 03/15/2043 | | | | | 452,348 | | | | | | 0.0 | | |
440,000 | | | ViacomCBS, Inc., 5.850%, 09/01/2043 | | | | | 603,806 | | | | | | 0.0 | | |
2,000,000 | | | Vodafone Group PLC, 4.125%, 05/30/2025 | | | | | 2,234,139 | | | | | | 0.1 | | |
1,000,000 | | | Vodafone Group PLC, 6.150%, 02/27/2037 | | | | | 1,385,476 | | | | | | 0.1 | | |
200,000 | | | Walt Disney Co/The, 1.750%, 08/30/2024 | | | | | 206,876 | | | | | | 0.0 | | |
1,000,000 | | | Walt Disney Co/The, 1.750%, 01/13/2026 | | | | | 1,028,768 | | | | | | 0.0 | | |
1,000,000 | | | Walt Disney Co/The, 2.200%, 01/13/2028 | | | | | 1,037,285 | | | | ��� | | 0.0 | | |
2,000,000 | | | Walt Disney Co/The, 2.650%, 01/13/2031 | | | | | 2,101,231 | | | | | | 0.1 | | |
3,000,000 | | | Walt Disney Co/The, 3.500%, 05/13/2040 | | | | | 3,350,430 | | | | | | 0.1 | | |
1,000,000 | | | Walt Disney Co/The, 3.600%, 01/13/2051 | | | | | 1,136,498 | | | | | | 0.0 | | |
250,000 | | | Walt Disney Co/The, 4.750%, 09/15/2044 | | | | | 325,633 | | | | | | 0.0 | | |
1,000,000 | | | WPP Finance 2010, 3.625%, 09/07/2022 | | | | | 1,036,517 | | | | | | 0.0 | | |
| | | | | | | | 104,304,928 | | | | | | 3.0 | | |
| | | Consumer, Cyclical: 1.4% | | ||||||||||||
196,750 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 201,188 | | | | | | 0.0 | | |
796,630 | | | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | | | | | 811,730 | | | | | | 0.0 | | |
201,250 | | | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | | | | | 207,910 | | | | | | 0.0 | | |
1,016,887 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 1,036,771 | | | | | | 0.0 | | |
2,000,000 | | | American Honda Finance Corp., 1.200%, 07/08/2025 | | | | | 2,015,426 | | | | | | 0.1 | | |
500,000 | | | American Honda Finance Corp., 2.000%, 03/24/2028 | | | | | 513,380 | | | | | | 0.0 | | |
500,000 | | | American Honda Finance Corp., 2.300%, 09/09/2026 | | | | | 526,467 | | | | | | 0.0 | | |
500,000 | | | AutoZone, Inc., 1.650%, 01/15/2031 | | | | | 476,398 | | | | | | 0.0 | | |
750,000 | | | AutoZone, Inc., 3.125%, 07/15/2023 | | | | | 784,964 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,000,000 | | | BorgWarner, Inc., 2.650%, 07/01/2027 | | | | $ | 1,061,509 | | | | | | 0.0 | | |
500,000 | | | Cummins, Inc., 1.500%, 09/01/2030 | | | | | 483,298 | | | | | | 0.0 | | |
250,000 | | | Cummins, Inc., 2.600%, 09/01/2050 | | | | | 239,469 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Co., 5.400%, 10/02/2023 | | | | | 1,101,749 | | | | | | 0.1 | | |
750,000 | | | General Motors Co., 6.600%, 04/01/2036 | | | | | 1,030,787 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 1.050%, 03/08/2024 | | | | | 503,014 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 2.400%, 04/10/2028 | | | | | 507,934 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 3.150%, 06/30/2022 | | | | | 512,076 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | | | | | 1,038,063 | | | | | | 0.0 | | |
750,000 | | | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | | | | | 787,690 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | | | | | 550,534 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 562,617 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | | | | | 1,155,545 | | | | | | 0.1 | | |
1,000,000 | | | Home Depot, Inc./The, 2.700%, 04/15/2030 | | | | | 1,070,451 | | | | | | 0.1 | | |
500,000 | | | Home Depot, Inc./The, 2.800%, 09/14/2027 | | | | | 541,341 | | | | | | 0.0 | | |
1,000,000 | | | Home Depot, Inc./The, 3.300%, 04/15/2040 | | | | | 1,097,606 | | | | | | 0.1 | | |
2,350,000 | | | Home Depot, Inc./The, 5.875%, 12/16/2036 | | | | | 3,364,496 | | | | | | 0.1 | | |
500,000 | | | Kohl’s Corp., 3.375%, 05/01/2031 | | | | | 518,215 | | | | | | 0.0 | | |
500,000 | | | Lear Corp., 4.250%, 05/15/2029 | | | | | 563,349 | | | | | | 0.0 | | |
500,000 | | | Lear Corp., 5.250%, 05/15/2049 | | | | | 632,307 | | | | | | 0.0 | | |
750,000 | | | Lowe’s Cos, Inc., 2.625%, 04/01/2031 | | | | | 775,815 | | | | | | 0.0 | | |
1,000,000 | | | Lowe’s Cos, Inc., 3.100%, 05/03/2027 | | | | | 1,091,357 | | | | | | 0.1 | | |
500,000 | | | Lowe’s Cos, Inc., 3.650%, 04/05/2029 | | | | | 560,061 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
500,000 | | | Marriott International, Inc./MD, 2.300%, 01/15/2022 | | | | $ | 503,641 | | | | | | 0.0 | | |
500,000 | | | Marriott International, Inc./MD, 2.850%, 04/15/2031 | | | | | 508,231 | | | | | | 0.0 | | |
500,000 | | | Marriott International, Inc./MD, 3.125%, 02/15/2023 | | | | | 513,539 | | | | | | 0.0 | | |
500,000 | | | McDonald’s Corp., 3.700%, 01/30/2026 | | | | | 555,854 | | | | | | 0.0 | | |
400,000 | | | McDonald’s Corp., 4.600%, 05/26/2045 | | | | | 500,378 | | | | | | 0.0 | | |
500,000 | | | McDonald’s Corp., 4.700%, 12/09/2035 | | | | | 621,477 | | | | | | 0.0 | | |
325,000 | | | McDonalds Corp., 6.300%, 10/15/2037 | | | | | 466,566 | | | | | | 0.0 | | |
1,250,000 | | | Mohawk Industries, Inc., 3.850%, 02/01/2023 | | | | | 1,305,381 | | | | | | 0.1 | | |
500,000 | | | NIKE, Inc., 2.375%, 11/01/2026 | | | | | 532,580 | | | | | | 0.0 | | |
500,000 | | | NIKE, Inc., 3.375%, 11/01/2046 | | | | | 563,914 | | | | | | 0.0 | | |
500,000 (1) | | | Nordstrom, Inc., 4.250%, 08/01/2031 | | | | | 521,352 | | | | | | 0.0 | | |
300,000 | | | O’Reilly Automotive, Inc., 3.800%, 09/01/2022 | | | | | 308,783 | | | | | | 0.0 | | |
1,250,000 | | | Starbucks Corp., 3.100%, 03/01/2023 | | | | | 1,304,120 | | | | | | 0.1 | | |
500,000 | | | Starbucks Corp., 3.550%, 08/15/2029 | | | | | 559,287 | | | | | | 0.0 | | |
400,000 | | | Tapestry, Inc., 4.250%, 04/01/2025 | | | | ��� | 435,520 | | | | | | 0.0 | | |
750,000 | | | Target Corp., 2.900%, 01/15/2022 | | | | | 760,984 | | | | | | 0.0 | | |
1,000,000 | | | Target Corp., 3.500%, 07/01/2024 | | | | | 1,085,299 | | | | | | 0.1 | | |
1,000,000 | | | TJX Cos, Inc./The, 1.600%, 05/15/2031 | | | | | 963,601 | | | | | | 0.0 | | |
1,000,000 | | | Toyota Motor Credit Corp., 1.350%, 08/25/2023 | | | | | 1,020,457 | | | | | | 0.0 | | |
1,000,000 | | | Toyota Motor Credit Corp., 1.800%, 02/13/2025 | | | | | 1,032,801 | | | | | | 0.0 | | |
500,000 | | | Toyota Motor Credit Corp., 1.900%, 04/06/2028 | | | | | 509,740 | | | | | | 0.0 | | |
1,000,000 | | | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | | | | | 1,036,679 | | | | | | 0.0 | | |
1,000,000 | | | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | | | | | 1,098,710 | | | | | | 0.1 | | |
500,000 | | | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | | | | | 549,227 | | | | | | 0.0 | | |
379,118 | | | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 06/01/2029 | | | | | 401,516 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
203,830 | | | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | | | | $ | 207,799 | | | | | | 0.0 | | |
203,829 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 215,344 | | | | | | 0.0 | | |
883,461 | | | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | | | | | 927,002 | | | | | | 0.0 | | |
88,000 | | | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | | | | | 95,820 | | | | | | 0.0 | | |
1,000,000 | | | Walmart, Inc., 3.300%, 04/22/2024 | | | | | 1,073,009 | | | | | | 0.1 | | |
1,000,000 | | | Walmart, Inc., 3.400%, 06/26/2023 | | | | | 1,059,720 | | | | | | 0.0 | | |
1,000,000 | | | Walmart, Inc., 3.550%, 06/26/2025 | | | | | 1,103,211 | | | | | | 0.1 | | |
1,000,000 | | | Walmart, Inc., 3.700%, 06/26/2028 | | | | | 1,139,075 | | | | | | 0.1 | | |
500,000 | | | Walmart, Inc., 5.250%, 09/01/2035 | | | | | 680,578 | | | | | | 0.0 | | |
300,000 | | | Whirlpool Corp., 3.700%, 05/01/2025 | | | | | 328,093 | | | | | | 0.0 | | |
200,000 | | | Whirlpool Corp., 4.000%, 03/01/2024 | | | | | 216,825 | | | | | | 0.0 | | |
| | | | | | | | 51,029,630 | | | | | | 1.4 | | |
| | | Consumer, Non-cyclical: 4.6% | | ||||||||||||
1,000,000 | | | Abbott Laboratories, 1.400%, 06/30/2030 | | | | | 967,889 | | | | | | 0.0 | | |
284,000 | | | Abbott Laboratories, 3.750%, 11/30/2026 | | | | | 320,887 | | | | | | 0.0 | | |
339,000 | | | Abbott Laboratories, 4.750%, 11/30/2036 | | | | | 437,156 | | | | | | 0.0 | | |
500,000 | | | Abbott Laboratories, 4.750%, 04/15/2043 | | | | | 664,844 | | | | | | 0.0 | | |
1,000,000 | | | Abbott Laboratories, 4.900%, 11/30/2046 | | | | | 1,371,295 | | | | | | 0.1 | | |
500,000 | | | AbbVie, Inc., 2.800%, 03/15/2023 | | | | | 516,751 | | | | | | 0.0 | | |
1,500,000 | | | AbbVie, Inc., 3.200%, 05/14/2026 | | | | | 1,627,646 | | | | | | 0.1 | | |
1,000,000 | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 1,086,881 | | | | | | 0.0 | | |
500,000 | | | AbbVie, Inc., 3.250%, 10/01/2022 | | | | | 514,154 | | | | | | 0.0 | | |
500,000 | | | AbbVie, Inc., 3.450%, 03/15/2022 | | | | | 508,463 | | | | | | 0.0 | | |
1,250,000 | | | AbbVie, Inc., 3.600%, 05/14/2025 | | | | | 1,364,660 | | | | | | 0.1 | | |
750,000 | | | AbbVie, Inc., 3.800%, 03/15/2025 | | | | | 820,799 | | | | | | 0.0 | | |
1,000,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,163,050 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,000,000 | | | AbbVie, Inc., 4.250%, 11/21/2049 | | | | $ | 1,200,430 | | | | | | 0.1 | | |
500,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 594,770 | | | | | | 0.0 | | |
500,000 | | | AbbVie, Inc., 4.450%, 05/14/2046 | | | | | 604,887 | | | | | | 0.0 | | |
1,000,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 1,206,054 | | | | | | 0.1 | | |
750,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 911,733 | | | | | | 0.0 | | |
500,000 | | | Aetna, Inc., 2.750%, 11/15/2022 | | | | | 513,633 | | | | | | 0.0 | | |
250,000 | | | Aetna, Inc., 3.500%, 11/15/2024 | | | | | 270,650 | | | | | | 0.0 | | |
300,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 360,130 | | | | | | 0.0 | | |
300,000 | | | Altria Group, Inc., 4.250%, 08/09/2042 | | | | | 314,521 | | | | | | 0.0 | | |
138,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 160,093 | | | | | | 0.0 | | |
500,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 618,538 | | | | | | 0.0 | | |
2,000,000 | | | AmerisourceBergen Corp., 2.800%, 05/15/2030 | | | | | 2,087,030 | | | | | | 0.1 | | |
250,000 | | | AmerisourceBergen Corp., 4.250%, 03/01/2045 | | | | | 290,666 | | | | | | 0.0 | | |
500,000 | | | Amgen, Inc., 2.250%, 08/19/2023 | | | | | 517,243 | | | | | | 0.0 | | |
2,000,000 | | | Amgen, Inc., 2.300%, 02/25/2031 | | | | | 2,025,952 | | | | | | 0.1 | | |
1,000,000 | | | Amgen, Inc., 3.150%, 02/21/2040 | | | | | 1,043,845 | | | | | | 0.0 | | |
1,500,000 | | | Amgen, Inc., 4.400%, 05/01/2045 | | | | | 1,824,456 | | | | | | 0.1 | | |
3,500,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 4,437,886 | | | | | | 0.1 | | |
1,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 06/01/2030 | | | | | 1,670,095 | | | | | | 0.1 | | |
250,000 | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | | | | | 271,640 | | | | | | 0.0 | | |
1,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.350%, 06/01/2040 | | | | | 1,788,564 | | | | | | 0.1 | | |
1,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.500%, 06/01/2050 | | | | | 1,828,567 | | | | | | 0.1 | | |
750,000 | | | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | | | | | 1,249,350 | | | | | | 0.1 | | |
750,000 | | | Anthem, Inc., 1.500%, 03/15/2026 | | | | | 759,060 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
750,000 | | | Anthem, Inc., 2.550%, 03/15/2031 | | | | $ | 773,581 | | | | | | 0.0 | | |
250,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 269,395 | | | | | | 0.0 | | |
1,000,000 | | | Anthem, Inc., 3.650%, 12/01/2027 | | | | | 1,120,261 | | | | | | 0.1 | | |
750,000 | | | Anthem, Inc., 4.101%, 03/01/2028 | | | | | 857,788 | | | | | | 0.0 | | |
250,000 | | | Anthem, Inc., 4.650%, 08/15/2044 | | | | | 312,688 | | | | | | 0.0 | | |
100,000 | | | AstraZeneca PLC, 3.500%, 08/17/2023 | | | | | 106,265 | | | | | | 0.0 | | |
1,000,000 | | | AstraZeneca PLC, 4.000%, 01/17/2029 | | | | | 1,150,202 | | | | | | 0.1 | | |
1,000,000 | | | AstraZeneca PLC, 4.375%, 08/17/2048 | | | | | 1,255,563 | | | | | | 0.1 | | |
1,400,000 | | | AstraZeneca PLC, 6.450%, 09/15/2037 | | | | | 2,095,433 | | | | | | 0.1 | | |
500,000 | | | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | | | | | 548,448 | | | | | | 0.0 | | |
1,000,000 | | | BAT Capital Corp., 3.222%, 08/15/2024 | | | | | 1,062,699 | | | | | | 0.0 | | |
224,000 | | | Baxalta, Inc., 4.000%, 06/23/2025 | | | | | 247,463 | | | | | | 0.0 | | |
1,000,000 | | | Becton Dickinson and Co., 1.957%, 02/11/2031 | | | | | 976,521 | | | | | | 0.0 | | |
750,000 | | | Biogen, Inc., 4.050%, 09/15/2025 | | | | | 835,580 | | | | | | 0.0 | | |
500,000 | | | Boston Scientific Corp., 1.900%, 06/01/2025 | | | | | 516,241 | | | | | | 0.0 | | |
500,000 | | | Boston Scientific Corp., 2.650%, 06/01/2030 | | | | | 517,641 | | | | | | 0.0 | | |
200,000 | | | Boston Scientific Corp., 3.375%, 05/15/2022 | | | | | 205,408 | | | | | | 0.0 | | |
1,000,000 | | | Bristol-Myers Squibb Co., 1.125%, 11/13/2027 | | | | | 985,716 | | | | | | 0.0 | | |
1,000,000 | | | Bristol-Myers Squibb Co., 2.350%, 11/13/2040 | | | | | 964,619 | | | | | | 0.0 | | |
500,000 | | | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | | | | | 537,803 | | | | | | 0.0 | | |
236,000 | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 262,905 | | | | | | 0.0 | | |
1,000,000 | | | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | | | | | 1,144,462 | | | | | | 0.1 | | |
500,000 | | | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | | | | | 653,533 | | | | | | 0.0 | | |
380,000 | | | Bristol-Myers Squibb Co., 5.000%, 08/15/2045 | | | | | 520,575 | | | | | | 0.0 | | |
1,000,000 | | | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | | | | | 1,088,449 | | | | | | 0.0 | | |
500,000 | | | Cardinal Health, Inc., 3.200%, 03/15/2023 | | | | | 522,299 | | | | | | 0.0 | | |
500,000 | | | Cardinal Health, Inc., 4.900%, 09/15/2045 | | | | | 598,664 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 | | | Cigna Corp., 1.250%, 03/15/2026 | | | | $ | 501,717 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 2.375%, 03/15/2031 | | | | | 507,482 | | | | | | 0.0 | | |
750,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 808,928 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 3.400%, 03/01/2027 | | | | | 548,867 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 3.400%, 03/15/2051 | | | | | 522,855 | | | | | | 0.0 | | |
250,000 | | | Cigna Corp., 3.500%, 06/15/2024 | | | | | 268,162 | | | | | | 0.0 | | |
1,000,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 1,246,862 | | | | | | 0.1 | | |
500,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 636,632 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 645,133 | | | | | | 0.0 | | |
1,000,000 | | | Clorox Co/The, 1.800%, 05/15/2030 | | | | | 983,437 | | | | | | 0.0 | | |
750,000 | | | Clorox Co/The, 3.050%, 09/15/2022 | | | | | 769,370 | | | | | | 0.0 | | |
1,000,000 | | | Coca-Cola Co., 1.650%, 06/01/2030 | | | | | 983,501 | | | | | | 0.0 | | |
1,000,000 | | | Coca-Cola Co., 2.500%, 03/15/2051 | | | | | 944,227 | | | | | | 0.0 | | |
1,000,000 | | | Coca-Cola Co., 2.900%, 05/25/2027 | | | | | 1,094,341 | | | | | | 0.1 | | |
500,000 | | | Coca-Cola Co/The, 1.500%, 03/05/2028 | | | | | 502,230 | | | | | | 0.0 | | |
1,500,000 | | | Coca-Cola Co/The, 2.000%, 03/05/2031 | | | | | 1,516,155 | | | | | | 0.1 | | |
500,000 | | | Coca-Cola Co/The, 3.000%, 03/05/2051 | | | | | 521,304 | | | | | | 0.0 | | |
750,000 | | | Colgate-Palmolive Co., 2.250%, 11/15/2022 | | | | | 770,183 | | | | | | 0.0 | | |
222,000 | | | Conagra Brands, Inc., 3.200%, 01/25/2023 | | | | | 229,507 | | | | | | 0.0 | | |
1,000,000 | | | Constellation Brands, Inc., 3.200%, 02/15/2023 | | | | | 1,042,609 | | | | | | 0.0 | | |
1,500,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 1,456,707 | | | | | | 0.1 | | |
750,000 | | | CVS Health Corp., 2.750%, 12/01/2022 | | | | | 770,810 | | | | | | 0.0 | | |
250,000 | | | CVS Health Corp., 3.375%, 08/12/2024 | | | | | 268,845 | | | | | | 0.0 | | |
137,000 | | | CVS Health Corp., 3.700%, 03/09/2023 | | | | | 144,312 | | | | | | 0.0 | | |
443,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 489,290 | | | | | | 0.0 | | |
1,000,000 | | | CVS Health Corp., 4.300%, 03/25/2028 | | | | | 1,149,730 | | | | | | 0.1 | | |
1,000,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 1,232,081 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,000,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | $ | 2,602,578 | | | | | | 0.1 | | |
1,000,000 | | | CVS Health Corp., 5.125%, 07/20/2045 | | | | | 1,302,790 | | | | | | 0.1 | | |
200,000 | | | CVS Health Corp., 5.300%, 12/05/2043 | | | | | 265,802 | | | | | | 0.0 | | |
2,000,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | | 2,010,384 | | | | | | 0.1 | | |
1,000,000 | | | Diageo Capital PLC, 3.500%, 09/18/2023 | | | | | 1,065,384 | | | | | | 0.0 | | |
1,000,000 | | | Diageo Capital PLC, 3.875%, 05/18/2028 | | | | | 1,139,186 | | | | | | 0.1 | | |
3,750,000 | | | Eli Lilly & Co., 2.250%, 05/15/2050 | | | | | 3,407,575 | | | | | | 0.1 | | |
500,000 | | | Estee Lauder Cos, Inc./The, 1.950%, 03/15/2031 | | | | | 500,712 | | | | | | 0.0 | | |
300,000 | | | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | | | | | 332,115 | | | | | | 0.0 | | |
500,000 | | | Flowers Foods, Inc., 2.400%, 03/15/2031 | | | | | 501,385 | | | | | | 0.0 | | |
751,000 (1)(2) | | | General Mills, Inc., 3.000%, 02/01/2051 | | | | | 759,107 | | | | | | 0.0 | | |
500,000 | | | Gilead Sciences, Inc., 2.500%, 09/01/2023 | | | | | 520,899 | | | | | | 0.0 | | |
750,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 813,414 | | | | | | 0.0 | | |
260,000 | | | Gilead Sciences, Inc., 3.650%, 03/01/2026 | | | | | 286,777 | | | | | | 0.0 | | |
150,000 | | | Gilead Sciences, Inc., 3.700%, 04/01/2024 | | | | | 161,286 | | | | | | 0.0 | | |
250,000 | | | Gilead Sciences, Inc., 4.150%, 03/01/2047 | | | | | 295,162 | | | | | | 0.0 | | |
200,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 245,108 | | | | | | 0.0 | | |
750,000 | | | Gilead Sciences, Inc., 4.750%, 03/01/2046 | | | | | 952,806 | | | | | | 0.0 | | |
350,000 | | | Gilead Sciences, Inc., 4.800%, 04/01/2044 | | | | | 443,807 | | | | | | 0.0 | | |
500,000 | | | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | | | | | 750,249 | | | | | | 0.0 | | |
750,000 | | | Hershey Co/The, 2.300%, 08/15/2026 | | | | | 797,681 | | | | | | 0.0 | | |
1,750,000 | | | Humana, Inc., 3.850%, 10/01/2024 | | | | | 1,900,003 | | | | | | 0.1 | | |
500,000 | | | Humana, Inc., 4.950%, 10/01/2044 | | | | | 648,097 | | | | | | 0.0 | | |
1,000,000 | | | Johnson & Johnson, 2.450%, 03/01/2026 | | | | | 1,066,531 | | | | | | 0.0 | | |
1,000,000 | | | Johnson & Johnson, 2.900%, 01/15/2028 | | | | | 1,093,686 | | | | | | 0.1 | | |
500,000 | | | Johnson & Johnson, 2.950%, 03/03/2027 | | | | | 547,076 | | | | | | 0.0 | | |
1,000,000 | | | Johnson & Johnson, 3.625%, 03/03/2037 | | | | | 1,168,831 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 | | | Johnson & Johnson, 3.700%, 03/01/2046 | | | | $ | 595,693 | | | | | | 0.0 | | |
500,000 | | | Johnson & Johnson, 3.750%, 03/03/2047 | | | | | 602,757 | | | | | | 0.0 | | |
1,000,000 | | | Kellogg Co., 2.100%, 06/01/2030 | | | | | 1,006,812 | | | | | | 0.0 | | |
500,000 | | | Kellogg Co., 3.250%, 04/01/2026 | | | | | 547,733 | | | | | | 0.0 | | |
500,000 | | | Keurig Dr Pepper, Inc., 0.750%, 03/15/2024 | | | | | 500,599 | | | | | | 0.0 | | |
500,000 | | | Keurig Dr Pepper, Inc., 2.250%, 03/15/2031 | | | | | 504,560 | | | | | | 0.0 | | |
500,000 | | | Keurig Dr Pepper, Inc., 3.350%, 03/15/2051 | | | | | 526,096 | | | | | | 0.0 | | |
250,000 | | | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | | | | | 273,683 | | | | | | 0.0 | | |
350,000 | | | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | | | | | 426,752 | | | | | | 0.0 | | |
1,000,000 | | | Kroger Co., 2.650%, 10/15/2026 | | | | | 1,061,932 | | | | | | 0.0 | | |
250,000 | | | Kroger Co/The, 4.450%, 02/01/2047 | | | | | 298,186 | | | | | | 0.0 | | |
879,000 | | | Kroger Co/The, 7.500%, 04/01/2031 | | | | | 1,259,246 | | | | | | 0.1 | | |
250,000 | | | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | | | | | 300,593 | | | | | | 0.0 | | |
500,000 | | | McCormick & Co., Inc./MD, 1.850%, 02/15/2031 | | | | | 483,294 | | | | | | 0.0 | | |
1,000,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 985,952 | | | | | | 0.0 | | |
250,000 | | | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | | | | | 325,490 | | | | | | 0.0 | | |
311,000 | | | Medtronic, Inc., 3.500%, 03/15/2025 | | | | | 341,569 | | | | | | 0.0 | | |
716,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 891,907 | | | | | | 0.0 | | |
72,000 | | | Medtronic, Inc., 4.625%, 03/15/2045 | | | | | 94,622 | | | | | | 0.0 | | |
1,000,000 | | | Merck & Co., Inc., 0.750%, 02/24/2026 | | | | | 994,859 | | | | | | 0.0 | | |
1,000,000 (2) | | | Merck & Co., Inc., 1.450%, 06/24/2030 | | | | | 974,563 | | | | | | 0.0 | | |
250,000 | | | Merck & Co., Inc., 3.700%, 02/10/2045 | | | | | 288,830 | | | | | | 0.0 | | |
1,000,000 | | | Merck & Co., Inc., 3.900%, 03/07/2039 | | | | | 1,188,406 | | | | | | 0.1 | | |
1,000,000 | | | Merck & Co., Inc., 4.150%, 05/18/2043 | | | | | 1,229,920 | | | | | | 0.1 | | |
500,000 | | | Molson Coors Beverage Co., 5.000%, 05/01/2042 | | | | | 615,053 | | | | | | 0.0 | | |
1,000,000 (2) | | | Mondelez International, Inc., 2.750%, 04/13/2030 | | | | | 1,054,300 | | | | | | 0.0 | | |
200,000 | | | Mylan, Inc., 4.200%, 11/29/2023 | | | | | 214,643 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 | | | Novartis Capital Corp., 2.200%, 08/14/2030 | | | | $ | 516,804 | | | | | | 0.0 | | |
500,000 | | | Novartis Capital Corp., 2.400%, 05/17/2022 | | | | | 508,896 | | | | | | 0.0 | | |
500,000 | | | Novartis Capital Corp., 2.750%, 08/14/2050 | | | | | 503,677 | | | | | | 0.0 | | |
500,000 | | | Novartis Capital Corp., 3.100%, 05/17/2027 | | | | | 547,089 | | | | | | 0.0 | | |
500,000 | | | Novartis Capital Corp., 3.400%, 05/06/2024 | | | | | 539,336 | | | | | | 0.0 | | |
1,000,000 | | | PayPal Holdings, Inc., 1.650%, 06/01/2025 | | | | | 1,027,056 | | | | | | 0.0 | | |
1,000,000 | | | PayPal Holdings, Inc., 2.300%, 06/01/2030 | | | | | 1,035,794 | | | | | | 0.0 | | |
2,500,000 | | | PepsiCo, Inc., 1.625%, 05/01/2030 | | | | | 2,461,850 | | | | | | 0.1 | | |
500,000 | | | PepsiCo, Inc., 2.250%, 05/02/2022 | | | | | 507,854 | | | | | | 0.0 | | |
1,000,000 | | | PepsiCo, Inc., 3.600%, 03/01/2024 | | | | | 1,075,327 | | | | | | 0.0 | | |
500,000 | | | PepsiCo, Inc., 4.000%, 03/05/2042 | | | | | 607,556 | | | | | | 0.0 | | |
250,000 | | | PepsiCo, Inc., 4.250%, 10/22/2044 | | | | | 310,271 | | | | | | 0.0 | | |
750,000 | | | Perrigo Finance Unlimited Co., 3.900%, 12/15/2024 | | | | | 808,625 | | | | | | 0.0 | | |
1,000,000 | | | Pfizer, Inc., 3.450%, 03/15/2029 | | | | | 1,125,989 | | | | | | 0.1 | | |
1,000,000 | | | Pfizer, Inc., 3.900%, 03/15/2039 | | | | | 1,200,360 | | | | | | 0.1 | | |
1,000,000 | | | Pfizer, Inc., 4.100%, 09/15/2038 | | | | | 1,221,432 | | | | | | 0.1 | | |
500,000 | | | Pfizer, Inc., 4.125%, 12/15/2046 | | | | | 622,705 | | | | | | 0.0 | | |
500,000 | | | Pfizer, Inc., 4.000%, 12/15/2036 | | | | | 607,248 | | | | | | 0.0 | | |
1,000,000 | | | Pfizer, Inc., 4.300%, 06/15/2043 | | | | | 1,257,717 | | | | | | 0.1 | | |
500,000 | | | Philip Morris International, Inc., 2.125%, 05/10/2023 | | | | | 514,959 | | | | | | 0.0 | | |
750,000 | | | Philip Morris International, Inc., 2.500%, 11/02/2022 | | | | | 770,316 | | | | | | 0.0 | | |
500,000 | | | Philip Morris International, Inc., 2.625%, 02/18/2022 | | | | | 506,548 | | | | | | 0.0 | | |
500,000 | | | Philip Morris International, Inc., 3.125%, 03/02/2028 | | | | | 545,872 | | | | | | 0.0 | | |
250,000 | | | Philip Morris International, Inc., 3.250%, 11/10/2024 | | | | | 270,521 | | | | | | 0.0 | | |
500,000 | | | Philip Morris International, Inc., 3.875%, 08/21/2042 | | | | | 554,261 | | | | | | 0.0 | | |
750,000 | | | Procter & Gamble Co/The, 1.000%, 04/23/2026 | | | | | 756,129 | | | | | | 0.0 | | |
750,000 (2) | | | Procter & Gamble Co/The, 1.950%, 04/23/2031 | | | | | 764,578 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,000,000 | | | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | | | | $ | 1,045,194 | | | | | | 0.0 | | |
500,000 | | | Reynolds American, Inc., 5.700%, 08/15/2035 | | | | | 604,633 | | | | | | 0.0 | | |
1,250,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 1,567,928 | | | | | | 0.1 | | |
1,000,000 | | | Sanofi, 3.625%, 06/19/2028 | | | | | 1,141,380 | | | | | | 0.1 | | |
500,000 | | | Stryker Corp., 3.500%, 03/15/2026 | | | | | 552,300 | | | | | | 0.0 | | |
750,000 | | | Tyson Foods, Inc., 3.550%, 06/02/2027 | | | | | 831,251 | | | | | | 0.0 | | |
150,000 | | | Unilever Capital Corp., 2.600%, 05/05/2024 | | | | | 158,268 | | | | | | 0.0 | | |
500,000 | | | Unilever Capital Corp., 3.250%, 03/07/2024 | | | | | 534,583 | | | | | | 0.0 | | |
1,000,000 | | | Unilever Capital Corp., 3.500%, 03/22/2028 | | | | | 1,125,948 | | | | | | 0.1 | | |
1,000,000 | | | UnitedHealth Group, Inc., 2.000%, 05/15/2030 | | | | | 1,008,941 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | | | | | 516,753 | | | | | | 0.0 | | |
1,000,000 | | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | | | | 1,014,411 | | | | | | 0.0 | | |
300,000 | | | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | | | | | 303,735 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | | | | | 521,557 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.900%, 05/15/2050 | | | | | 505,943 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | | | | | 544,472 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | | | | | 545,894 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 3.125%, 05/15/2060 | | | | | 517,236 | | | | | | 0.0 | | |
1,000,000 | | | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | | | | | 1,060,953 | | | | | | 0.0 | | |
1,000,000 | | | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | | | | | 1,150,319 | | | | | | 0.1 | | |
1,000,000 | | | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | | | | | 1,234,390 | | | | | | 0.1 | | |
250,000 | | | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | | | | | 316,271 | | | | | | 0.0 | | |
250,000 | | | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | | | | | 328,417 | | | | | | 0.0 | | |
1,000,000 | | | Zoetis, Inc., 2.000%, 05/15/2030 | | | | | 996,968 | | | | | | 0.0 | | |
1,000,000 | | | Zoetis, Inc., 3.000%, 05/15/2050 | | | | | 1,035,126 | | | | | | 0.0 | | |
500,000 | | | Zoetis, Inc., 4.500%, 11/13/2025 | | | | | 567,364 | | | | | | 0.0 | | |
| | | | | | | | 162,665,233 | | | | | | 4.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy: 2.1% | | ||||||||||||
1,000,000 | | | Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.138%, 11/07/2029 | | | | $ | 1,078,012 | | | | | | 0.0 | | |
250,000 | | | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | | | | | 279,775 | | | | | | 0.0 | | |
500,000 | | | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | | | | | 593,409 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets America, Inc., 2.112%, 09/16/2021 | | | | | 501,148 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets America, Inc., 2.520%, 09/19/2022 | | | | | 512,358 | | | | | | 0.0 | | |
1,000,000 | | | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | | | | | 1,041,811 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | | | | | 540,258 | | | | | | 0.0 | | |
250,000 | | | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | | | | | 271,337 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 529,595 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 503,842 | | | | | | 0.0 | | |
1,000,000 | | | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | | | | | 1,141,448 | | | | | | 0.1 | | |
250,000 | | | BP Capital Markets PLC, 3.535%, 11/04/2024 | | | | | 272,488 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets PLC, 3.814%, 02/10/2024 | | | | | 541,110 | | | | | | 0.0 | | |
250,000 | | | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | | | | | 268,986 | | | | | | 0.0 | | |
500,000 | | | Chevron Corp., 2.566%, 05/16/2023 | | | | | 519,138 | | | | | | 0.0 | | |
500,000 | | | Chevron Corp., 2.895%, 03/03/2024 | | | | | 529,463 | | | | | | 0.0 | | |
500,000 | | | Chevron Corp., 2.954%, 05/16/2026 | | | | | 542,260 | | | | | | 0.0 | | |
1,000,000 | | | Chevron Corp., 2.978%, 05/11/2040 | | | | | 1,050,419 | | | | | | 0.0 | | |
300,000 | | | Chevron USA, Inc., 3.900%, 11/15/2024 | | | | | 329,329 | | | | | | 0.0 | | |
700,000 | | | Chevron USA, Inc., 5.050%, 11/15/2044 | | | | | 940,632 | | | | | | 0.0 | | |
129,000 | | | ConocoPhillips Co., 4.150%, 11/15/2034 | | | | | 150,244 | | | | | | 0.0 | | |
500,000 | | | ConocoPhillips Co., 4.300%, 11/15/2044 | | | | | 602,430 | | | | | | 0.0 | | |
2,000,000 | | | ConocoPhillips, 6.500%, 02/01/2039 | | | | | 2,960,516 | | | | | | 0.1 | | |
500,000 | | | Ecopetrol SA, 4.125%, 01/16/2025 | | | | | 527,490 | | | | | | 0.0 | | |
250,000 | | | Enbridge, Inc., 3.500%, 06/10/2024 | | | | | 268,657 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
250,000 | | | Enbridge, Inc., 4.500%, 06/10/2044 | | | | $ | 295,951 | | | | | | 0.0 | | |
500,000 | | | Energy Transfer L.P., 3.450%, 01/15/2023 | | | | | 517,379 | | | | | | 0.0 | | |
500,000 | | | Energy Transfer L.P., 3.600%, 02/01/2023 | | | | | 518,958 | | | | | | 0.0 | | |
500,000 | | | Energy Transfer L.P., 4.950%, 01/15/2043 | | | | | 553,798 | | | | | | 0.0 | | |
800,000 | | | Energy Transfer L.P., 6.125%, 12/15/2045 | | | | | 1,021,391 | | | | | | 0.0 | | |
1,809,000 | | | Energy Transfer L.P., 6.500%, 02/01/2042 | | | | | 2,352,377 | | | | | | 0.1 | | |
1,000,000 | | | Enterprise Products Operating LLC, 3.200%, 02/15/2052 | | | | | 994,341 | | | | | | 0.0 | | |
500,000 | | | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | | | | | 553,664 | | | | | | 0.0 | | |
100,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 109,139 | | | | | | 0.0 | | |
500,000 | | | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | | | | | 559,376 | | | | | | 0.0 | | |
300,000 | | | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | | | | | 355,857 | | | | | | 0.0 | | |
1,100,000 | | | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | | | | | 1,347,176 | | | | | | 0.1 | | |
1,750,000 | | | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | | | | | 2,168,823 | | | | | | 0.1 | | |
1,950,000 | | | EOG Resources, Inc., 2.625%, 03/15/2023 | | | | | 2,013,542 | | | | | | 0.1 | | |
250,000 | | | EOG Resources, Inc., 4.150%, 01/15/2026 | | | | | 281,656 | | | | | | 0.0 | | |
1,000,000 | | | Equinor ASA, 2.375%, 05/22/2030 | | | | | 1,031,998 | | | | | | 0.0 | | |
250,000 | | | Equinor ASA, 2.750%, 11/10/2021 | | | | | 252,265 | | | | | | 0.0 | | |
500,000 | | | Equinor ASA, 3.625%, 09/10/2028 | | | | | 562,482 | | | | | | 0.0 | | |
500,000 | | | Equinor ASA, 3.950%, 05/15/2043 | | | | | 586,421 | | | | | | 0.0 | | |
500,000 | | | Exxon Mobil Corp., 2.726%, 03/01/2023 | | | | | 517,871 | | | | | | 0.0 | | |
500,000 | | | Exxon Mobil Corp., 3.043%, 03/01/2026 | | | | | 543,063 | | | | | | 0.0 | | |
500,000 | | | Exxon Mobil Corp., 4.114%, 03/01/2046 | | | | | 590,824 | | | | | | 0.0 | | |
500,000 (2) | | | Halliburton Co., 2.920%, 03/01/2030 | | | | | 520,057 | | | | | | 0.0 | | |
27,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 28,478 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
31,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | $ | 34,290 | | | | | | 0.0 | | |
500,000 | | | Halliburton Co., 4.750%, 08/01/2043 | | | | | 584,825 | | | | | | 0.0 | | |
500,000 | | | Halliburton Co., 4.850%, 11/15/2035 | | | | | 589,371 | | | | | | 0.0 | | |
1,000,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 1,250,003 | | | | | | 0.1 | | |
500,000 | | | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | | | | | 527,786 | | | | | | 0.0 | | |
167,000 | | | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/2022 | | | | | 172,370 | | | | | | 0.0 | | |
400,000 | | | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | | | | | 436,085 | | | | | | 0.0 | | |
400,000 | | | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | | | | | 503,089 | | | | | | 0.0 | | |
1,325,000 | | | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | | | | | 1,898,317 | | | | | | 0.1 | | |
750,000 | | | Kinder Morgan, Inc., 2.000%, 02/15/2031 | | | | | 721,818 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 3.600%, 02/15/2051 | | | | | 510,495 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 4.300%, 06/01/2025 | | | | | 556,930 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 5.050%, 02/15/2046 | | | | | 609,309 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 648,358 | | | | | | 0.0 | | |
1,500,000 | | | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | | | | | 1,618,969 | | | | | | 0.1 | | |
250,000 | | | Marathon Oil Corp., 3.850%, 06/01/2025 | | | | | 272,416 | | | | | | 0.0 | | |
500,000 | | | Marathon Oil Corp., 5.200%, 06/01/2045 | | | | | 601,682 | | | | | | 0.0 | | |
400,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 474,779 | | | | | | 0.0 | | |
1,000,000 | | | MPLX L.P., 4.000%, 03/15/2028 | | | | | 1,118,433 | | | | | | 0.1 | | |
1,000,000 | | | MPLX L.P., 4.875%, 12/01/2024 | | | | | 1,120,171 | | | | | | 0.1 | | |
1,000,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 1,320,262 | | | | | | 0.1 | | |
500,000 (2) | | | Petroleos Mexicanos, 4.875%, 01/18/2024 | | | | | 525,375 | | | | | | 0.0 | | |
1,500,000 | | | Phillips 66, 3.900%, 03/15/2028 | | | | | 1,684,860 | | | | | | 0.1 | | |
250,000 | | | Phillips 66, 4.650%, 11/15/2034 | | | | | 300,670 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
500,000 | | | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | | | | $ | 512,675 | | | | | | 0.0 | | |
750,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 839,643 | | | | | | 0.0 | | |
250,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | | | | | 265,436 | | | | | | 0.0 | | |
1,500,000 (2) | | | Schlumberger Investment SA, 2.650%, 06/26/2030 | | | | | 1,577,265 | | | | | | 0.1 | | |
500,000 | | | Shell International Finance BV, 1.750%, 09/12/2021 | | | | | 501,489 | | | | | | 0.0 | | |
1,040,000 | | | Shell International Finance BV, 2.875%, 05/10/2026 | | | | | 1,124,251 | | | | | | 0.1 | | |
1,000,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 1,085,836 | | | | | | 0.0 | | |
500,000 | | | Shell International Finance BV, 3.750%, 09/12/2046 | | | | | 568,257 | | | | | | 0.0 | | |
1,500,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 1,786,965 | | | | | | 0.1 | | |
250,000 | | | Shell International Finance BV, 4.375%, 05/11/2045 | | | | | 307,051 | | | | | | 0.0 | | |
600,000 | | | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | | | | | 705,190 | | | | | | 0.0 | | |
500,000 | | | Suncor Energy, Inc., 3.750%, 03/04/2051 | | | | | 541,854 | | | | | | 0.0 | | |
1,450,000 | | | Suncor Energy, Inc., 6.500%, 06/15/2038 | | | | | 2,056,507 | | | | | | 0.1 | | |
500,000 | | | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | | | | | 523,032 | | | | | | 0.0 | | |
2,000,000 | | | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | | | | | 2,375,040 | | | | | | 0.1 | | |
1,000,000 | | | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | | | | | 1,552,686 | | | | | | 0.1 | | |
1,000,000 | | | Valero Energy Corp., 6.625%, 06/15/2037 | | | | | 1,372,478 | | | | | | 0.1 | | |
1,250,000 | | | Williams Cos, Inc./The, 2.600%, 03/15/2031 | | | | | 1,267,180 | | | | | | 0.1 | | |
400,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 443,173 | | | | | | 0.0 | | |
500,000 | | | Williams Cos, Inc./The, 4.300%, 03/04/2024 | | | | | 543,402 | | | | | | 0.0 | | |
500,000 | | | Williams Cos, Inc./The, 5.100%, 09/15/2045 | | | | | 624,521 | | | | | | 0.0 | | |
500,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 635,047 | | | | | | 0.0 | | |
| | | | | | | | 74,062,683 | | | | | | 2.1 | | |
| | | Financial: 9.4% | | ||||||||||||
500,000 | | | Air Lease Corp., 3.000%, 09/15/2023 | | | | | 522,867 | | | | | | 0.0 | | |
500,000 | | | Air Lease Corp., 3.500%, 01/15/2022 | | | | | 508,320 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | $ | 975,286 | | | | | | 0.0 | | |
500,000 (2) | | | Allstate Corp./The, 1.450%, 12/15/2030 | | | | | 478,725 | | | | | | 0.0 | | |
1,000,000 | | | Allstate Corp./The, 3.280%, 12/15/2026 | | | | | 1,104,599 | | | | | | 0.1 | | |
1,000,000 | | | American Campus Communities Operating Partnership L.P., 3.875%, 01/30/2031 | | | | | 1,111,352 | | | | | | 0.1 | | |
750,000 | | | American Express Co., 3.000%, 10/30/2024 | | | | | 804,800 | | | | | | 0.0 | | |
1,000,000 | | | American Express Co., 3.400%, 02/27/2023 | | | | | 1,047,145 | | | | | | 0.0 | | |
500,000 | | | American Express Credit Corp., 2.700%, 03/03/2022 | | | | | 507,343 | | | | | | 0.0 | | |
1,000,000 | | | American Express Credit Corp., 3.300%, 05/03/2027 | | | | | 1,106,932 | | | | | | 0.1 | | |
1,000,000 | | | American International Group, Inc., 3.750%, 07/10/2025 | | | | | 1,102,990 | | | | | | 0.1 | | |
1,000,000 | | | American International Group, Inc., 4.375%, 06/30/2050 | | | | | 1,219,328 | | | | | | 0.1 | | |
900,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 1,093,955 | | | | | | 0.1 | | |
250,000 | | | American International Group, Inc., 4.700%, 07/10/2035 | | | | | 305,146 | | | | | | 0.0 | | |
500,000 | | | American Tower Corp., 1.600%, 04/15/2026 | | | | | 505,621 | | | | | | 0.0 | | |
500,000 | | | American Tower Corp., 2.700%, 04/15/2031 | | | | | 516,315 | | | | | | 0.0 | | |
500,000 | | | American Tower Corp., 3.375%, 10/15/2026 | | | | | 545,318 | | | | | | 0.0 | | |
1,000,000 | | | American Tower Corp., 3.500%, 01/31/2023 | | | | | 1,047,923 | | | | | | 0.0 | | |
750,000 | | | American Tower Corp., 3.550%, 07/15/2027 | | | | | 825,462 | | | | | | 0.0 | | |
500,000 | | | Aon Corp., 3.750%, 05/02/2029 | | | | | 563,287 | | | | | | 0.0 | | |
1,000,000 | | | Aon PLC, 4.450%, 05/24/2043 | | | | | 1,190,768 | | | | | | 0.1 | | |
500,000 | | | Aon PLC, 4.600%, 06/14/2044 | | | | | 628,938 | | | | | | 0.0 | | |
500,000 | | | Aon PLC, 4.750%, 05/15/2045 | | | | | 642,834 | | | | | | 0.0 | | |
400,000 | | | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | | | | | 446,832 | | | | | | 0.0 | | |
500,000 | | | AvalonBay Communities, Inc., 2.300%, 03/01/2030 | | | | | 513,505 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | | | | $ | 517,026 | | | | | | 0.0 | | |
500,000 | | | AvalonBay Communities, Inc., 2.950%, 09/15/2022 | | | | | 512,712 | | | | | | 0.0 | | |
600,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 625,149 | | | | | | 0.0 | | |
800,000 | | | Banco Santander SA, 3.500%, 04/11/2022 | | | | | 819,516 | | | | | | 0.0 | | |
600,000 | | | Banco Santander SA, 3.800%, 02/23/2028 | | | | | 663,923 | | | | | | 0.0 | | |
400,000 | | | Banco Santander SA, 4.250%, 04/11/2027 | | | | | 451,667 | | | | | | 0.0 | | |
400,000 | | | Banco Santander SA, 5.179%, 11/19/2025 | | | | | 457,411 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 504,117 | | | | | | 0.0 | | |
1,281,000 (3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 1,246,515 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 2.496%, 02/13/2031 | | | | | 511,040 | | | | | | 0.0 | | |
2,000,000 (3) | | | Bank of America Corp., 2.592%, 04/29/2031 | | | | | 2,063,320 | | | | | | 0.1 | | |
2,500,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 2,429,963 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 514,734 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of America Corp., 2.881%, 04/24/2023 | | | | | 510,303 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of America Corp., 3.093%, 10/01/2025 | | | | | 1,065,881 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of America Corp., 3.311%, 04/22/2042 | | | | | 529,600 | | | | | | 0.0 | | |
2,000,000 | | | Bank of America Corp., 3.300%, 01/11/2023 | | | | | 2,087,886 | | | | | | 0.1 | | |
2,384,000 (3) | | | Bank of America Corp., 3.419%, 12/20/2028 | | | | | 2,598,171 | | | | | | 0.1 | | |
1,000,000 | | | Bank of America Corp., 3.500%, 04/19/2026 | | | | | 1,102,213 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 3.550%, 03/05/2024 | | | | | 525,444 | | | | | | 0.0 | | |
1,020,000 (3) | | | Bank of America Corp., 3.824%, 01/20/2028 | | | | | 1,132,959 | | | | | | 0.1 | | |
1,500,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 1,647,355 | | | | | | 0.1 | | |
1,280,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 1,434,836 | | | | | | 0.1 | | |
1,000,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | | 1,129,885 | | | | | | 0.1 | | |
2,000,000 | | | Bank of America Corp., 4.450%, 03/03/2026 | | | | | 2,272,603 | | | | | | 0.1 | | |
750,000 | | | Bank of Montreal, 2.350%, 09/11/2022 | | | | | 768,997 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 1,103,684 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Bank of New York Mellon Corp./The, 0.500%, 04/26/2024 | | | | $ | 499,694 | | | | | | 0.0 | | |
500,000 | | | Bank of New York Mellon Corp./The, 2.600%, 02/07/2022 | | | | | 506,275 | | | | | | 0.0 | | |
750,000 (3) | | | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | | | | | 765,347 | | | | | | 0.0 | | |
1,000,000 | | | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | | | | | 1,039,869 | | | | | | 0.0 | | |
750,000 | | | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | | | | | 825,287 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | | | | | 550,974 | | | | | | 0.0 | | |
500,000 | | | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | | | | | 518,033 | | | | | | 0.0 | | |
700,000 | | | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | | | | | 766,660 | | | | | | 0.0 | | |
500,000 | | | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | | | | | 513,199 | | | | | | 0.0 | | |
500,000 | | | Bank of Nova Scotia, 4.500%, 12/16/2025 | | | | | 566,952 | | | | | | 0.0 | | |
1,000,000 (3) | | | Barclays PLC, 2.667%, 03/10/2032 | | | | | 1,006,375 | | | | | | 0.0 | | |
750,000 (3) | | | Barclays PLC, 3.811%, 03/10/2042 | | | | | 792,825 | | | | | | 0.0 | | |
750,000 | | | Barclays PLC, 4.375%, 01/12/2026 | | | | | 840,225 | | | | | | 0.0 | | |
1,000,000 | | | Barclays PLC, 5.200%, 05/12/2026 | | | | | 1,144,765 | | | | | | 0.1 | | |
250,000 | | | Barclays PLC, 5.250%, 08/17/2045 | | | | | 333,200 | | | | | | 0.0 | | |
1,000,000 | | | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | | | | | 1,237,796 | | | | | | 0.1 | | |
1,000,000 | | | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | | | | | 1,093,736 | | | | | | 0.1 | | |
2,000,000 | | | BlackRock, Inc., 1.900%, 01/28/2031 | | | | | 2,003,709 | | | | | | 0.1 | | |
500,000 | | | BNP Paribas SA, 3.250%, 03/03/2023 | | | | | 524,150 | | | | | | 0.0 | | |
1,000,000 (1) | | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 1,091,915 | | | | | | 0.1 | | |
1,000,000 | | | Boston Properties L.P., 2.550%, 04/01/2032 | | | | | 1,007,250 | | | | | | 0.0 | | |
500,000 | | | Boston Properties L.P., 3.250%, 01/30/2031 | | | | | 536,110 | | | | | | 0.0 | | |
1,000,000 (1) | | | BPCE SA, 3.250%, 01/11/2028 | | | | | 1,088,056 | | | | | | 0.1 | | |
1,500,000 | | | Brighthouse Financial, Inc., 5.625%, 05/15/2030 | | | | | 1,827,135 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
750,000 | | | Brookfield Finance, Inc., 2.724%, 04/15/2031 | | | | $ | 772,883 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.200%, 01/30/2023 | | | | | 520,726 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.200%, 02/05/2025 | | | | | 537,638 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.300%, 10/30/2024 | | | | | 538,871 | | | | | | 0.0 | | |
1,000,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 1,111,246 | | ��� | | | | 0.1 | | |
500,000 | | | Capital One Financial Corp., 3.750%, 04/24/2024 | | | | | 540,665 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.750%, 07/28/2026 | | | | | 552,147 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.800%, 01/31/2028 | | | | | 563,853 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 4.200%, 10/29/2025 | | | | | 558,591 | | | | | | 0.0 | | |
500,000 | | | Charles Schwab Corp./The, 0.750%, 03/18/2024 | | | | | 502,994 | | | | | | 0.0 | | |
1,000,000 | | | Charles Schwab Corp./The, 2.650%, 01/25/2023 | | | | | 1,033,956 | | | | | | 0.0 | | |
1,000,000 | | | Charles Schwab Corp./The, 3.200%, 01/25/2028 | | | | | 1,103,187 | | | | | | 0.1 | | |
1,000,000 | | | Chubb Corp./The, 6.000%, 05/11/2037 | | | | | 1,449,771 | | | | | | 0.1 | | |
750,000 | | | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | | | | | 780,299 | | | | | | 0.0 | | |
1,000,000 (3) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 1,018,658 | | | | | | 0.0 | | |
1,410,000 (3) | | | Citigroup, Inc., 2.572%, 06/03/2031 | | | | | 1,450,936 | | | | | | 0.1 | | |
750,000 | | | Citigroup, Inc., 2.700%, 10/27/2022 | | | | | 771,917 | | | | | | 0.0 | | |
500,000 (3) | | | Citigroup, Inc., 2.876%, 07/24/2023 | | | | | 512,935 | | | | | | 0.0 | | |
1,000,000 (3) | | | Citigroup, Inc., 3.142%, 01/24/2023 | | | | | 1,015,250 | | | | | | 0.0 | | |
500,000 | | | Citigroup, Inc., 3.400%, 05/01/2026 | | | | | 546,212 | | | | | | 0.0 | | |
1,000,000 | | | Citigroup, Inc., 3.500%, 05/15/2023 | | | | | 1,054,596 | | | | | | 0.0 | | |
1,000,000 (3) | | | Citigroup, Inc., 3.878%, 01/24/2039 | | | | | 1,155,578 | | | | | | 0.1 | | |
1,500,000 (3) | | | Citigroup, Inc., 3.887%, 01/10/2028 | | | | | 1,670,754 | | | | | | 0.1 | | |
1,000,000 (3) | | | Citigroup, Inc., 3.980%, 03/20/2030 | | | | | 1,134,015 | | | | | | 0.1 | | |
750,000 | | | Citigroup, Inc., 4.050%, 07/30/2022 | | | | | 779,387 | | | | | | 0.0 | | |
1,500,000 | | | Citigroup, Inc., 4.125%, 07/25/2028 | | | | | 1,691,211 | | | | | | 0.1 | | |
700,000 | | | Citigroup, Inc., 4.000%, 08/05/2024 | | | | | 762,724 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Citigroup, Inc., 4.300%, 11/20/2026 | | | | $ | 565,203 | | | | | | 0.0 | | |
500,000 | | | Citigroup, Inc., 4.400%, 06/10/2025 | | | | | 558,822 | | | | | | 0.0 | | |
1,000,000 | | | Citigroup, Inc., 4.450%, 09/29/2027 | | | | | 1,143,345 | | | | | | 0.1 | | |
500,000 | | | Citigroup, Inc., 4.600%, 03/09/2026 | | | | | 569,570 | | | | | | 0.0 | | |
793,000 | | | Citigroup, Inc., 5.300%, 05/06/2044 | | | | | 1,072,991 | | | | | | 0.0 | | |
615,000 | | | Citigroup, Inc., 8.125%, 07/15/2039 | | | | | 1,065,056 | | | | | | 0.0 | | |
1,000,000 | | | Citizens Financial Group, Inc., 3.250%, 04/30/2030 | | | | | 1,084,505 | | | | | | 0.1 | | |
300,000 | | | CNA Financial Corp., 4.500%, 03/01/2026 | | | | | 340,775 | | | | | | 0.0 | | |
250,000 | | | Comerica, Inc., 3.800%, 07/22/2026 | | | | | 277,232 | | | | | | 0.0 | | |
500,000 | | | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | | | | | 550,938 | | | | | | 0.0 | | |
500,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 523,568 | | | | | | 0.0 | | |
500,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 558,700 | | | | | | 0.0 | | |
500,000 | | | Corporate Office Properties L.P., 2.750%, 04/15/2031 | | | | | 504,423 | | | | | | 0.0 | | |
10,000,000 (1)(2) | | | CPPIB Capital, Inc., 3.125%, 09/25/2023 | | | | | 10,604,377 | | | | | | 0.3 | | |
750,000 (1) | | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 761,967 | | | | | | 0.0 | | |
1,000,000 | | | Credit Suisse Group AG, 3.800%, 06/09/2023 | | | | | 1,060,172 | | | | | | 0.0 | | |
750,000 (1) | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 834,878 | | | | | | 0.0 | | |
500,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 488,798 | | | | | | 0.0 | | |
1,000,000 | | | Crown Castle International Corp., 2.100%, 04/01/2031 | | | | | 975,468 | | | | | | 0.0 | | |
500,000 | | | Crown Castle International Corp., 2.900%, 04/01/2041 | | | | | 487,333 | | | | | | 0.0 | | |
1,000,000 | | | Crown Castle International Corp., 3.150%, 07/15/2023 | | | | | 1,050,371 | | | | | | 0.0 | | |
1,000,000 (3) | | | Deutsche Bank AG/New York NY, 1.447%, 04/01/2025 | | | | | 1,006,368 | | | | | | 0.0 | | |
1,000,000 (3) | | | Deutsche Bank AG/New York NY, 3.961%, 11/26/2025 | | | | | 1,081,767 | | | | | | 0.1 | | |
400,000 | | | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | | | | | 438,929 | | | | | | 0.0 | | |
500,000 | | | Discover Bank, 3.200%, 08/09/2021 | | | | | 500,327 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Discover Bank, 4.200%, 08/08/2023 | | | | $ | 538,657 | | | | | | 0.0 | | |
400,000 | | | Discover Bank, 4.250%, 03/13/2026 | | | | | 449,300 | | | | | | 0.0 | | |
1,000,000 | | | Duke Realty L.P., 1.750%, 07/01/2030 | | | | | 961,913 | | | | | | 0.0 | | |
500,000 | | | EPR Properties, 4.500%, 04/01/2025 | | | | | 535,665 | | | | | | 0.0 | | |
500,000 | | | ERP Operating L.P., 4.500%, 07/01/2044 | | | | | 630,905 | | | | | | 0.0 | | |
500,000 | | | Federal Realty Investment Trust, 3.500%, 06/01/2030 | | | | | 549,647 | | | | | | 0.0 | | |
750,000 | | | Fifth Third Bancorp, 2.600%, 06/15/2022 | | | | | 765,691 | | | | | | 0.0 | | |
1,000,000 | | | Fifth Third Bancorp, 3.500%, 03/15/2022 | | | | | 1,019,721 | | | | | | 0.0 | | |
400,000 | | | Fifth Third Bancorp, 4.300%, 01/16/2024 | | | | | 433,719 | | | | | | 0.0 | | |
750,000 | | | Franklin Resources, Inc., 1.600%, 10/30/2030 | | | | | 720,202 | | | | | | 0.0 | | |
1,000,000 | | | GE Capital Funding LLC, 4.050%, 05/15/2027 | | | | | 1,132,448 | | | | | | 0.1 | | |
1,000,000 | | | GE Capital Funding LLC, 4.550%, 05/15/2032 | | | | | 1,196,201 | | | | | | 0.1 | | |
5,801,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 6,962,607 | | | | | | 0.2 | | |
1,750,000 (3) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 1,745,819 | | | | | | 0.1 | | |
500,000 (3) | | | Goldman Sachs Group, Inc./The, 2.615%, 04/22/2032 | | | | | 511,138 | | | | | | 0.0 | | |
1,580,000 (3) | | | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | | | | | 1,592,549 | | | | | | 0.1 | | |
500,000 (3) | | | Goldman Sachs Group, Inc./The, 3.210%, 04/22/2042 | | | | | 523,768 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | | | | | 521,812 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | | | | | 544,139 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | | | | | 553,381 | | | | | | 0.0 | | |
500,000 (3) | | | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | | | | | 559,795 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | | | | | 551,355 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | | | | $ | 547,185 | | | | | | 0.0 | | |
1,000,000 | | | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | | | | | 1,081,977 | | | | | | 0.1 | | |
750,000 | | | Goldman Sachs Group, Inc., 5.750%, 01/24/2022 | | | | | 773,246 | | | | | | 0.0 | | |
4,000,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 5,833,685 | | | | | | 0.2 | | |
1,000,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 1,050,085 | | | | | | 0.0 | | |
1,000,000 (3) | | | HSBC Holdings PLC, 3.803%, 03/11/2025 | | | | | 1,075,749 | | | | | | 0.0 | | |
750,000 (3) | | | HSBC Holdings PLC, 4.292%, 09/12/2026 | | | | | 835,237 | | | | | | 0.0 | | |
300,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 338,626 | | | | | | 0.0 | | |
500,000 | | | HSBC Holdings PLC, 4.375%, 11/23/2026 | | | | | 564,279 | | | | | | 0.0 | | |
500,000 (3) | | | HSBC Holdings PLC, 4.583%, 06/19/2029 | | | | | 578,268 | | | | | | 0.0 | | |
500,000 (3) | | | HSBC Holdings PLC, 6.000%, 12/31/2199 | | | | | 556,250 | | | | | | 0.0 | | |
3,400,000 | | | HSBC Holdings PLC, 6.500%, 09/15/2037 | | | | | 4,737,309 | | | | | | 0.2 | | |
250,000 | | | HSBC USA, Inc., 3.500%, 06/23/2024 | | | | | 270,954 | | | | | | 0.0 | | |
1,000,000 | | | Huntington National Bank/ The, 3.550%, 10/06/2023 | | | | | 1,067,136 | | | | | | 0.0 | | |
500,000 | | | ING Groep NV, 3.150%, 03/29/2022 | | | | | 510,790 | | | | | | 0.0 | | |
1,000,000 | | | Intercontinental Exchange, Inc., 1.850%, 09/15/2032 | | | | | 950,244 | | | | | | 0.0 | | |
1,000,000 | | | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | | | | | 1,122,677 | | | | | | 0.1 | | |
900,000 | | | Jefferies Group LLC, 5.125%, 01/20/2023 | | | | | 962,255 | | | | | | 0.0 | | |
1,500,000 (3) | | | JPMorgan Chase & Co., 1.764%, 11/19/2031 | | | | | 1,439,720 | | | | | | 0.1 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 1,024,693 | | | | | | 0.0 | | |
1,500,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 1,432,834 | | | | | | 0.1 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 1,027,023 | | | | | | 0.0 | | |
500,000 | | | JPMorgan Chase & Co., 2.950%, 10/01/2026 | | | | | 538,568 | | | | | | 0.0 | | |
2,000,000 (3) | | | JPMorgan Chase & Co., 2.956%, 05/13/2031 | | | | | 2,103,187 | | | | | | 0.1 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.109%, 04/22/2041 | | | | | 1,039,340 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
750,000 | | | JPMorgan Chase & Co., 3.125%, 01/23/2025 | | | | $ | 805,197 | | | | | | 0.0 | | |
1,250,000 (3) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 1,302,596 | | | | | | 0.1 | | |
750,000 (3) | | | JPMorgan Chase & Co., 3.220%, 03/01/2025 | | | | | 796,988 | | | | | | 0.0 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 1,069,302 | | | | | | 0.0 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.509%, 01/23/2029 | | | | | 1,102,994 | | | | | | 0.1 | | |
750,000 (3) | | | JPMorgan Chase & Co., 3.540%, 05/01/2028 | | | | | 825,071 | | | | | | 0.0 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.782%, 02/01/2028 | | | | | 1,111,130 | | | | | | 0.1 | | |
750,000 (3) | | | JPMorgan Chase & Co., 3.882%, 07/24/2038 | | | | | 865,765 | | | | | | 0.0 | | |
1,000,000 | | | JPMorgan Chase & Co., 4.125%, 12/15/2026 | | | | | 1,132,214 | | | | | | 0.1 | | |
1,000,000 | | | JPMorgan Chase & Co., 4.250%, 10/01/2027 | | | | | 1,140,763 | | | | | | 0.1 | | |
2,375,000 | | | JPMorgan Chase & Co., 5.500%, 10/15/2040 | | | | | 3,262,661 | | | | | | 0.1 | | |
500,000 | | | Kemper Corp., 4.350%, 02/15/2025 | | | | | 547,160 | | | | | | 0.0 | | |
500,000 | | | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | | | | | 512,098 | | | | | | 0.0 | | |
750,000 | | | KeyBank NA/Cleveland OH, 2.400%, 06/09/2022 | | | | | 765,314 | | | | | | 0.0 | | |
500,000 | | | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | | | | | 545,384 | | | | | | 0.0 | | |
500,000 | | | Kilroy Realty L.P., 2.500%, 11/15/2032 | | | | | 494,364 | | | | | | 0.0 | | |
400,000 | | | Kilroy Realty L.P., 4.250%, 08/15/2029 | | | | | 451,331 | | | | | | 0.0 | | |
250,000 | | | Kilroy Realty L.P., 4.375%, 10/01/2025 | | | | | 277,319 | | | | | | 0.0 | | |
1,500,000 | | | Kimco Realty Corp., 2.700%, 10/01/2030 | | | | | 1,543,409 | | | | | | 0.1 | | |
1,000,000 | | | Korea Development Bank/ The, 1.000%, 09/09/2026 | | | | | 992,068 | | | | | | 0.0 | | |
3,000,000 | | | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/2022 | | | | | 3,041,075 | | | | | | 0.1 | | |
10,000,000 | | | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | | | | | 10,144,063 | | | | | | 0.3 | | |
3,000,000 | | | Landwirtschaftliche Rentenbank, 0.875%, 09/03/2030 | | | | | 2,842,461 | | | | | | 0.1 | | |
750,000 | | | Lincoln National Corp., 3.625%, 12/12/2026 | | | | | 831,596 | | | | | | 0.0 | | |
1,000,000 | | | Lincoln National Corp., 3.800%, 03/01/2028 | | | | | 1,120,041 | | | | | | 0.1 | | |
500,000 | | | Lincoln National Corp., 4.200%, 03/15/2022 | | | | | 513,479 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | $ | 515,682 | | | | | | 0.0 | | |
750,000 | | | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | | | | | 760,987 | | | | | | 0.0 | | |
500,000 (3) | | | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | | | | | 547,261 | | | | | | 0.0 | | |
1,000,000 | | | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | | | | | 1,084,621 | | | | | | 0.1 | | |
500,000 | | | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | | | | | 566,555 | | | | | | 0.0 | | |
250,000 | | | Loews Corp., 3.750%, 04/01/2026 | | | | | 278,282 | | | | | | 0.0 | | |
1,000,000 | | | Manufacturers & Traders Trust Co., 2.500%, 05/18/2022 | | | | | 1,018,603 | | | | | | 0.0 | | |
500,000 (3) | | | Manulife Financial Corp., 4.061%, 02/24/2032 | | | | | 552,462 | | | | | | 0.0 | | |
500,000 | | | Manulife Financial Corp., 4.150%, 03/04/2026 | | | | | 564,204 | | | | | | 0.0 | | |
500,000 | | | Manulife Financial Corp., 5.375%, 03/04/2046 | | | | | 702,354 | | | | | | 0.0 | | |
1,000,000 | | | Markel Corp., 3.625%, 03/30/2023 | | | | | 1,051,155 | | | | | | 0.0 | | |
1,000,000 | | | Marsh & McLennan Cos, Inc., 2.250%, 11/15/2030 | | | | | 1,014,085 | | | | | | 0.0 | | |
400,000 | | | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | | | | | 435,173 | | | | | | 0.0 | | |
500,000 | | | Mastercard, Inc., 2.950%, 03/15/2051 | | | | | 523,647 | | | | | | 0.0 | | |
1,000,000 | | | Mastercard, Inc., 3.500%, 02/26/2028 | | | | | 1,125,251 | | | | | | 0.1 | | |
500,000 | | | MetLife, Inc., 3.048%, 12/15/2022 | | | | | 519,715 | | | | | | 0.0 | | |
500,000 | | | MetLife, Inc., 4.050%, 03/01/2045 | | | | | 598,909 | | | | | | 0.0 | | |
400,000 | | | MetLife, Inc., 4.125%, 08/13/2042 | | | | | 478,248 | | | | | | 0.0 | | |
300,000 | | | MetLife, Inc., 4.721%, 12/15/2044 | | | | | 389,732 | | | | | | 0.0 | | |
750,000 (1) | | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 832,309 | | | | | | 0.0 | | |
1,000,000 | | | Mid-America Apartments L.P., 1.700%, 02/15/2031 | | | | | 951,653 | | | | | | 0.0 | | |
500,000 | | | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | | | | | 525,312 | | | | | | 0.0 | | |
500,000 (2) | | | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | | | | | 549,538 | | | | | | 0.0 | | |
750,000 | | | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | | | | | 839,026 | | | | | | 0.0 | | |
500,000 | | | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | | | | | 513,644 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 (3) | | | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | | | | $ | 535,895 | | | | | | 0.0 | | |
500,000 (3) | | | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | | | | | 577,599 | | | | | | 0.0 | | |
1,250,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 1,259,391 | | | | | | 0.1 | | |
1,000,000 | | | Morgan Stanley, 3.125%, 01/23/2023 | | | | | 1,042,879 | | | | | | 0.0 | | |
500,000 | | | Morgan Stanley, 3.125%, 07/27/2026 | | | | | 542,258 | | | | | | 0.0 | | |
500,000 (3) | | | Morgan Stanley, 3.217%, 04/22/2042 | | | | | 530,602 | | | | | | 0.0 | | |
1,750,000 (3) | | | Morgan Stanley, 3.591%, 07/22/2028 | | | | | 1,939,767 | | | | | | 0.1 | | |
750,000 | | | Morgan Stanley, 3.625%, 01/20/2027 | | | | | 832,304 | | | | | | 0.0 | | |
500,000 | | | Morgan Stanley, 3.700%, 10/23/2024 | | | | | 545,713 | | | | | | 0.0 | | |
1,000,000 (3) | | | Morgan Stanley, 3.772%, 01/24/2029 | | | | | 1,123,085 | | | | | | 0.1 | | |
750,000 | | | Morgan Stanley, 3.875%, 04/29/2024 | | | | | 816,059 | | | | | | 0.0 | | |
500,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 559,211 | | | | | | 0.0 | | |
750,000 | | | Morgan Stanley, 3.950%, 04/23/2027 | | | | | 838,542 | | | | | | 0.0 | | |
1,000,000 | | | Morgan Stanley, 4.100%, 05/22/2023 | | | | | 1,065,068 | | | | | | 0.0 | | |
750,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 834,832 | | | | | | 0.0 | | |
500,000 | | | Morgan Stanley, 4.350%, 09/08/2026 | | | | | 566,629 | | | | | | 0.0 | | |
800,000 | | | Morgan Stanley, 4.875%, 11/01/2022 | | | | | 845,326 | | | | | | 0.0 | | |
1,000,000 | | | Morgan Stanley, 5.000%, 11/24/2025 | | | | | 1,153,781 | | | | | | 0.1 | | |
500,000 | | | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | | | | | 532,737 | | | | | | 0.0 | | |
1,000,000 | | | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | | | | | 1,044,152 | | | | | | 0.0 | | |
300,000 | | | National Retail Properties, Inc., 4.000%, 11/15/2025 | | | | | 331,925 | | | | | | 0.0 | | |
1,000,000 (3) | | | Natwest Group PLC, 3.073%, 05/22/2028 | | | | | 1,055,977 | | | | | | 0.0 | | |
500,000 | | | Natwest Group PLC, 4.800%, 04/05/2026 | | | | | 572,735 | | | | | | 0.0 | | |
300,000 | | | Northern Trust Corp., 2.375%, 08/02/2022 | | | | | 307,048 | | | | | | 0.0 | | |
750,000 (3) | | | Northern Trust Corp., 3.375%, 05/08/2032 | | | | | 816,168 | | | | | | 0.0 | | |
250,000 | | | Northern Trust Corp., 3.950%, 10/30/2025 | | | | | 282,010 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,000,000 | | | Oesterreichische Kontrollbank AG, 0.500%, 02/02/2026 | | | | $ | 2,951,661 | | | | | | 0.1 | | |
3,000,000 (1) | | | Ontario Teachers’ Finance Trust, 0.375%, 09/29/2023 | | | | | 2,996,570 | | | | | | 0.1 | | |
2,000,000 (1) | | | Ontario Teachers’ Finance Trust, 1.625%, 09/12/2024 | | | | | 2,061,150 | | | | | | 0.1 | | |
750,000 | | | ORIX Corp., 2.250%, 03/09/2031 | | | | | 756,864 | | | | | | 0.0 | | |
500,000 | | | Owl Rock Capital Corp., 2.625%, 01/15/2027 | | | | | 501,721 | | | | | | 0.0 | | |
500,000 | | | PNC Bank NA, 2.700%, 11/01/2022 | | | | | 514,932 | | | | | | 0.0 | | |
750,000 | | | PNC Bank NA, 3.100%, 10/25/2027 | | | | | 821,670 | | | | | | 0.0 | | |
500,000 | | | PNC Bank NA, 3.250%, 01/22/2028 | | | | | 552,392 | | | | | | 0.0 | | |
1,000,000 (3) | | | PNC Financial Services Group, Inc./The, 2.307%, 04/23/2032 | | | | | 1,022,638 | | | | | | 0.0 | | |
500,000 (3) | | | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | | | | | 517,467 | | | | | | 0.0 | | |
500,000 | | | Primerica, Inc., 4.750%, 07/15/2022 | | | | | 521,010 | | | | | | 0.0 | | |
1,500,000 | | | Principal Financial Group, Inc., 2.125%, 06/15/2030 | | | | | 1,496,593 | | | | | | 0.1 | | |
300,000 | | | Principal Financial Group, Inc., 3.125%, 05/15/2023 | | | | | 314,551 | | | | | | 0.0 | | |
1,000,000 | | | Principal Financial Group, Inc., 3.300%, 09/15/2022 | | | | | 1,034,584 | | | | | | 0.0 | | |
1,000,000 | | | Private Export Funding Corp., 3.250%, 06/15/2025 | | | | | 1,087,778 | | | | | | 0.1 | | |
1,000,000 | | | Private Export Funding Corp., 3.550%, 01/15/2024 | | | | | 1,077,040 | | | | | | 0.0 | | |
1,000,000 | | | Progressive Corp./The, 4.000%, 03/01/2029 | | | | | 1,149,693 | | | | | | 0.1 | | |
750,000 | | | Prologis L.P., 3.250%, 10/01/2026 | | | | | 824,340 | | | | | | 0.0 | | |
1,000,000 (2) | | | Prudential Financial, Inc., 3.878%, 03/27/2028 | | | | | 1,145,028 | | | | | | 0.1 | | |
500,000 (3) | | | Prudential Financial, Inc., 5.375%, 05/15/2045 | | | | | 554,847 | | | | | | 0.0 | | |
1,000,000 (3) | | | Prudential Financial, Inc., 5.625%, 06/15/2043 | | | | | 1,073,627 | | | | | | 0.0 | | |
500,000 (2) | | | Public Storage, 1.850%, 05/01/2028 | | | | | 504,172 | | | | | | 0.0 | | |
250,000 (2) | | | Public Storage, 2.300%, 05/01/2031 | | | | | 255,241 | | | | | | 0.0 | | |
750,000 | | | Public Storage, 2.370%, 09/15/2022 | | | | | 767,045 | | | | | | 0.0 | | |
250,000 | | | Public Storage, 3.094%, 09/15/2027 | | | | | 274,357 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,500,000 | | | Realty Income Corp., 3.250%, 01/15/2031 | | | | $ | 1,636,690 | | | | | | 0.1 | | |
400,000 | | | Realty Income Corp., 3.875%, 07/15/2024 | | | | | 434,587 | | | | | | 0.0 | | |
300,000 | | | Realty Income Corp., 4.125%, 10/15/2026 | | | | | 340,520 | | | | | | 0.0 | | |
1,000,000 | | | Royal Bank of Canada, 0.875%, 01/20/2026 | | | | | 986,875 | | | | | | 0.0 | | |
1,000,000 | | | Royal Bank of Canada, 2.750%, 02/01/2022 | | | | | 1,014,863 | | | | | | 0.0 | | |
500,000 | | | Royal Bank of Canada, 4.650%, 01/27/2026 | | | | | 573,302 | | | | | | 0.0 | | |
2,000,000 (2) | | | Simon Property Group L.P., 2.650%, 07/15/2030 | | | | | 2,074,666 | | | | | | 0.1 | | |
500,000 | | | Simon Property Group L.P., 3.375%, 06/15/2027 | | | | | 544,519 | | | | | | 0.0 | | |
1,000,000 | | | Simon Property Group L.P., 3.500%, 09/01/2025 | | | | | 1,094,969 | | | | | | 0.1 | | |
500,000 | | | Simon Property Group L.P., 3.800%, 07/15/2050 | | | | | 553,909 | | | | | | 0.0 | | |
500,000 | | | Simon Property Group L.P., 4.250%, 10/01/2044 | | | | | 576,608 | | | | | | 0.0 | | |
750,000 | | | State Street Corp., 2.200%, 03/03/2031 | | | | | 756,576 | | | | | | 0.0 | | |
1,500,000 | | | State Street Corp., 3.100%, 05/15/2023 | | | | | 1,576,494 | | | | | | 0.1 | | |
500,000 | | | State Street Corp., 3.550%, 08/18/2025 | | | | | 553,749 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/2021 | | | | | 500,338 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | | | | | 503,389 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | | | | | 532,086 | | | | | | 0.0 | | |
750,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | | | | | 773,505 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | | | | | 512,837 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | | | | | 551,336 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | | | | | 550,491 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | | | | | 553,843 | | | | | | 0.0 | | |
300,000 | | | Synchrony Financial, 4.250%, 08/15/2024 | | | | | 327,981 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
250,000 | | | Synchrony Financial, 4.500%, 07/23/2025 | | | | $ | 279,808 | | | | | | 0.0 | | |
500,000 | | | Tanger Properties L.P., 3.125%, 09/01/2026 | | | | | 524,192 | | | | | | 0.0 | | |
750,000 (1)(2) | | | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | | | | | 759,334 | | | | | | 0.0 | | |
1,000,000 | | | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | | | | | 1,071,139 | | | | | | 0.0 | | |
1,500,000 | | | Travelers Cos, Inc./The, 2.550%, 04/27/2050 | | | | | 1,451,921 | | | | | | 0.1 | | |
750,000 | | | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | | | | | 913,995 | | | | | | 0.0 | | |
500,000 | | | Truist Bank, 2.750%, 05/01/2023 | | | | | 521,329 | | | | | | 0.0 | | |
1,000,000 | | | Truist Bank, 3.000%, 02/02/2023 | | | | | 1,040,411 | | | | | | 0.0 | | |
500,000 | | | Truist Bank, 3.300%, 05/15/2026 | | | | | 548,371 | | | | | | 0.0 | | |
500,000 | | | Truist Bank, 3.625%, 09/16/2025 | | | | | 550,636 | | | | | | 0.0 | | |
400,000 | | | Truist Bank, 3.800%, 10/30/2026 | | | | | 448,214 | | | | | | 0.0 | | |
1,000,000 | | | Truist Financial Corp., 1.125%, 08/03/2027 | | | | | 976,899 | | | | | | 0.0 | | |
500,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 499,694 | | | | | | 0.0 | | |
500,000 | | | Truist Financial Corp., 2.700%, 01/27/2022 | | | | | 506,234 | | | | | | 0.0 | | |
750,000 | | | Truist Financial Corp., 2.850%, 10/26/2024 | | | | | 802,493 | | | | | | 0.0 | | |
1,000,000 | | | Truist Financial Corp., 3.950%, 03/22/2022 | | | | | 1,023,673 | | | | | | 0.0 | | |
2,000,000 | | | US Bancorp, 1.375%, 07/22/2030 | | | | | 1,930,064 | | | | | | 0.1 | | |
750,000 | | | US Bancorp, 2.950%, 07/15/2022 | | | | | 769,633 | | | | | | 0.0 | | |
750,000 | | | US Bancorp, 3.150%, 04/27/2027 | | | | | 820,914 | | | | | | 0.0 | | |
250,000 | | | Ventas Realty L.P., 3.500%, 02/01/2025 | | | | | 269,998 | | | | | | 0.0 | | |
500,000 | | | Ventas Realty L.P., 3.750%, 05/01/2024 | | | | | 536,763 | | | | | | 0.0 | | |
500,000 | | | Ventas Realty L.P., 4.125%, 01/15/2026 | | | | | 559,045 | | | | | | 0.0 | | |
1,000,000 | | | Visa, Inc., 2.050%, 04/15/2030 | | | | | 1,028,828 | | | | | | 0.0 | | |
1,000,000 | | | Visa, Inc., 2.700%, 04/15/2040 | | | | | 1,035,322 | | | | | | 0.0 | | |
750,000 | | | Visa, Inc., 2.750%, 09/15/2027 | | | | | 811,580 | | | | | | 0.0 | | |
500,000 | | | Visa, Inc., 3.150%, 12/14/2025 | | | | | 547,310 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Visa, Inc., 4.300%, 12/14/2045 | | | | $ | 642,818 | | | | | | 0.0 | | |
500,000 (3) | | | Wells Fargo & Co., 2.164%, 02/11/2026 | | | | | 519,273 | | | | | | 0.0 | | |
2,000,000 (3) | | | Wells Fargo & Co., 2.188%, 04/30/2026 | | | | | 2,077,226 | | | | | | 0.1 | | |
1,000,000 (3) | | | Wells Fargo & Co., 2.879%, 10/30/2030 | | | | | 1,059,824 | | | | | | 0.0 | | |
3,000,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 3,082,930 | | | | | | 0.1 | | |
1,000,000 | | | Wells Fargo & Co., 3.000%, 10/23/2026 | | | | | 1,079,413 | | | | | | 0.1 | | |
1,000,000 (3) | | | Wells Fargo & Co., 3.584%, 05/22/2028 | | | | | 1,102,388 | | | | | | 0.1 | | |
500,000 | | | Wells Fargo & Co., 4.300%, 07/22/2027 | | | | | 570,393 | | | | | | 0.0 | | |
1,000,000 | | | Wells Fargo & Co., 4.900%, 11/17/2045 | | | | | 1,286,564 | | | | | | 0.1 | | |
983,000 | | | Wells Fargo & Co., 5.606%, 01/15/2044 | | | | | 1,347,250 | | | | | | 0.1 | | |
750,000 | | | Wells Fargo Bank NA, 6.600%, 01/15/2038 | | | | | 1,108,535 | | | | | | 0.1 | | |
500,000 | | | Welltower, Inc., 2.800%, 06/01/2031 | | | | | 517,153 | | | | | | 0.0 | | |
500,000 | | | Welltower, Inc., 4.000%, 06/01/2025 | | | | | 551,499 | | | | | | 0.0 | | |
500,000 | | | Western Union Co/The, 1.350%, 03/15/2026 | | | | | 497,100 | | | | | | 0.0 | | |
1,000,000 | | | Westpac Banking Corp., 2.750%, 01/11/2023 | | | | | 1,037,701 | | | | | | 0.0 | | |
750,000 (3) | | | Westpac Banking Corp., 4.322%, 11/23/2031 | | | | | 833,182 | | | | | | 0.0 | | |
500,000 | | | Zions Bancorp NA, 3.250%, 10/29/2029 | | | | | 524,859 | | | | | | 0.0 | | |
| | | | | | | | 332,213,626 | | | | | | 9.4 | | |
| | | Industrial: 2.1% | | ||||||||||||
750,000 | | | 3M Co., 2.250%, 09/19/2026 | | | | | 793,675 | | | | | | 0.0 | | |
1,000,000 | | | 3M Co., 2.875%, 10/15/2027 | | | | | 1,087,921 | | | | | | 0.0 | | |
100,000 | | | 3M Co., 3.000%, 08/07/2025 | | | | | 108,583 | | | | | | 0.0 | | |
200,000 | | | 3M Co., 3.875%, 06/15/2044 | | | | | 232,805 | | | | | | 0.0 | | |
1,000,000 | | | 3M Co., 4.000%, 09/14/2048 | | | | | 1,221,887 | | | | | | 0.1 | | |
500,000 | | | Agilent Technologies, Inc., 2.300%, 03/12/2031 | | | | | 500,442 | | | | | | 0.0 | | |
400,000 | | | Arrow Electronics, Inc., 3.500%, 04/01/2022 | | | | | 406,699 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 2.125%, 03/01/2022 | | | | | 505,179 | | | | | | 0.0 | | |
1,000,000 | | | Boeing Co/The, 2.196%, 02/04/2026 | | | | | 1,009,717 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 2.800%, 03/01/2027 | | | | | 520,302 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 3.300%, 03/01/2035 | | | | | 508,064 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 3.600%, 05/01/2034 | | | | | 528,080 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,000,000 | | | Boeing Co/The, 5.040%, 05/01/2027 | | | | $ | 1,154,396 | | | | | | 0.1 | | |
3,000,000 | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | | 3,555,314 | | | | | | 0.1 | | |
1,000,000 | | | Boeing Co/The, 5.705%, 05/01/2040 | | | | | 1,289,770 | | | | | | 0.1 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | | | | | 520,004 | | | | | | 0.0 | | |
1,000,000 | | | Burlington Northern Santa Fe LLC, 3.300%, 09/15/2051 | | | | | 1,094,384 | | | | | | 0.1 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | | | | | 625,676 | | | | | | 0.0 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | | | | | 629,972 | | | | | | 0.0 | | |
400,000 | | | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | | | | | 534,708 | | | | | | 0.0 | | |
1,000,000 (2) | | | Canadian National Railway Co., 2.250%, 11/15/2022 | | | | | 1,021,119 | | | | | | 0.0 | | |
750,000 | | | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | | | | | 928,134 | | | | | | 0.0 | | |
750,000 | | | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | | | | | 971,557 | | | | | | 0.0 | | |
200,000 | | | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | | | | | 213,404 | | | | | | 0.0 | | |
300,000 | | | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | | | | | 311,379 | | | | | | 0.0 | | |
500,000 | | | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | | | | | 540,080 | | | | | | 0.0 | | |
500,000 (2) | | | Caterpillar, Inc., 1.900%, 03/12/2031 | | | | | 500,927 | | | | | | 0.0 | | |
1,000,000 | | | Caterpillar, Inc., 3.803%, 08/15/2042 | | | | | 1,200,353 | | | | | | 0.1 | | |
1,000,000 | | | Caterpillar, Inc., 4.300%, 05/15/2044 | | | | | 1,269,187 | | | | | | 0.1 | | |
500,000 | | | CSX Corp., 3.950%, 05/01/2050 | | | | | 593,499 | | | | | | 0.0 | | |
500,000 | | | CSX Corp., 4.100%, 03/15/2044 | | | | | 590,003 | | | | | | 0.0 | | |
1,000,000 | | | CSX Corp., 4.400%, 03/01/2043 | | | | | 1,215,055 | | | | | | 0.1 | | |
500,000 | | | Deere & Co., 3.900%, 06/09/2042 | | | | | 617,077 | | | | | | 0.0 | | |
2,000,000 | | | Emerson Electric Co., 1.950%, 10/15/2030 | | | | | 2,027,795 | | | | | | 0.1 | | |
750,000 | | | FedEx Corp., 2.400%, 05/15/2031 | | | | | 763,989 | | | | | | 0.0 | | |
500,000 | | | FedEx Corp., 3.250%, 05/15/2041 | | | | | 514,864 | | | | | | 0.0 | | |
1,000,000 | | | FedEx Corp., 3.400%, 02/15/2028 | | | | | 1,111,054 | | | | | | 0.1 | | |
200,000 | | | FedEx Corp., 3.875%, 08/01/2042 | | | | | 223,884 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
500,000 | | | FedEx Corp., 4.750%, 11/15/2045 | | | | $ | 624,741 | | | | | | 0.0 | | |
500,000 | | | GATX Corp., 1.900%, 06/01/2031 | | | | | 476,903 | | | | | | 0.0 | | |
500,000 | | | General Dynamics Corp., 2.250%, 11/15/2022 | | | | | 511,225 | | | | | | 0.0 | | |
500,000 | | | General Dynamics Corp., 3.600%, 11/15/2042 | | | | | 574,305 | | | | | | 0.0 | | |
2,600,000 | | | Honeywell International, Inc., 3.812%, 11/21/2047 | | | | | 3,127,515 | | | | | | 0.1 | | |
500,000 | | | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | | | | | 535,601 | | | | | | 0.0 | | |
500,000 | | | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | | | | | 596,611 | | | | | | 0.0 | | |
500,000 | | | Jabil, Inc., 1.700%, 04/15/2026 | | | | | 504,075 | | | | | | 0.0 | | |
500,000 | | | John Deere Capital Corp., 1.500%, 03/06/2028 | | | | | 497,421 | | | | | | 0.0 | | |
1,000,000 | | | John Deere Capital Corp., 2.800%, 03/06/2023 | | | | | 1,042,327 | | | | | | 0.0 | | |
1,000,000 | | | John Deere Capital Corp., 2.800%, 09/08/2027 | | | | | 1,083,923 | | | | | | 0.0 | | |
500,000 | | | John Deere Capital Corp., 3.350%, 06/12/2024 | | | | | 540,854 | | | | | | 0.0 | | |
1,000,000 | | | John Deere Capital Corp., 3.450%, 03/07/2029 | | | | | 1,125,165 | | | | | | 0.1 | | |
373,000 (3) | | | Johnson Controls International plc, 3.625%, 07/02/2024 | | | | | 400,902 | | | | | | 0.0 | | |
250,000 (3) | | | Johnson Controls International plc, 4.625%, 07/02/2044 | | | | | 310,638 | | | | | | 0.0 | | |
24,000 | | | Johnson Controls International plc, 5.125%, 09/14/2045 | | | | | 31,911 | | | | | | 0.0 | | |
1,500,000 | | | Lockheed Martin Corp., 2.800%, 06/15/2050 | | | | | 1,510,586 | | | | | | 0.1 | | |
1,000,000 | | | Lockheed Martin Corp., 3.550%, 01/15/2026 | | | | | 1,105,759 | | | | | | 0.1 | | |
1,250,000 | | | Lockheed Martin Corp., 3.600%, 03/01/2035 | | | | | 1,432,728 | | | | | | 0.1 | | |
500,000 | | | Lockheed Martin Corp., 4.500%, 05/15/2036 | | | | | 626,297 | | | | | | 0.0 | | |
500,000 | | | Lockheed Martin Corp., 4.700%, 05/15/2046 | | | | | 663,003 | | | | | | 0.0 | | |
500,000 | | | Masco Corp., 1.500%, 02/15/2028 | | | | | 488,561 | | | | | | 0.0 | | |
500,000 | | | Masco Corp., 2.000%, 02/15/2031 | | | | | 488,725 | | | | | | 0.0 | | |
1,000,000 | | | Norfolk Southern Corp., 3.950%, 10/01/2042 | | | | | 1,153,781 | | | | | | 0.1 | | |
375,000 | | | Norfolk Southern Corp., 4.800%, 08/15/2043 | | | | | 449,547 | | | | | | 0.0 | | |
750,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 799,973 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
500,000 | | | Northrop Grumman Corp., 3.850%, 04/15/2045 | | | | $ | 577,348 | | | | | | 0.0 | | |
1,000,000 | | | Northrop Grumman Corp., 4.030%, 10/15/2047 | | | | | 1,195,264 | | | | | | 0.1 | | |
500,000 | | | Otis Worldwide Corp., 2.293%, 04/05/2027 | | | | | 518,379 | | | | | | 0.0 | | |
500,000 | | | Otis Worldwide Corp., 3.112%, 02/15/2040 | | | | | 517,726 | | | | | | 0.0 | | |
200,000 | | | Packaging Corp. of America, 3.650%, 09/15/2024 | | | | | 216,245 | | | | | | 0.0 | | |
250,000 | | | Parker-Hannifin Corp., 4.200%, 11/21/2034 | | | | | 294,228 | | | | | | 0.0 | | |
500,000 | | | Raytheon Technologies Corp., 4.150%, 05/15/2045 | | | | | 597,231 | | | | | | 0.0 | | |
1,000,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 1,213,526 | | | | | | 0.1 | | |
500,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 623,397 | | | | | | 0.0 | | |
1,000,000 | | | Raytheon Technologies Corp., 4.625%, 11/16/2048 | | | | | 1,289,098 | | | | | | 0.1 | | |
406,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | | 580,010 | | | | | | 0.0 | | |
500,000 | | | Republic Services, Inc., 2.300%, 03/01/2030 | | | | | 508,349 | | | | | | 0.0 | | |
500,000 | | | Ryder System, Inc., 2.900%, 12/01/2026 | | | | | 535,719 | | | | | | 0.0 | | |
500,000 | | | Stanley Black & Decker, Inc., 2.300%, 03/15/2030 | | | | | 519,006 | | | | | | 0.0 | | |
500,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 501,562 | | | | | | 0.0 | | |
250,000 | | | Teledyne Technologies, Inc., 2.750%, 04/01/2031 | | | | | 257,004 | | | | | | 0.0 | | |
500,000 | | | Textron, Inc., 2.450%, 03/15/2031 | | | | | 501,360 | | | | | | 0.0 | | |
500,000 | | | Trane Technologies Luxembourg Finance SA, 3.800%, 03/21/2029 | | | | | 564,935 | | | | | | 0.0 | | |
500,000 | | | Trane Technologies Luxembourg Finance SA, 4.500%, 03/21/2049 | | | | | 630,043 | | | | | | 0.0 | | |
250,000 | | | Trane Technologies Luxembourg Finance SA, 4.650%, 11/01/2044 | | | | | 316,159 | | | | | | 0.0 | | |
500,000 | | | Union Pacific Corp., 2.750%, 04/15/2023 | | | | | 518,584 | | | | | | 0.0 | | |
500,000 | | | Union Pacific Corp., 2.750%, 03/01/2026 | | | | | 534,095 | | | | | | 0.0 | | |
500,000 | | | Union Pacific Corp., 2.973%, 09/16/2062 | | | | | 482,273 | | | | | | 0.0 | | |
250,000 | | | Union Pacific Corp., 3.375%, 02/01/2035 | | | | | 275,210 | | | | | | 0.0 | | |
250,000 | | | Union Pacific Corp., 3.750%, 03/15/2024 | | | | | 268,541 | | | | | | 0.0 | | |
250,000 | | | Union Pacific Corp., 3.799%, 10/01/2051 | | | | | 286,484 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
750,000 (1) | | | Union Pacific Corp., 3.799%, 04/06/2071 | | | | $ | 835,067 | | | | | | 0.0 | | |
1,000,000 | | | United Parcel Service, Inc., 2.800%, 11/15/2024 | | | | | 1,068,065 | | | | | | 0.0 | | |
1,000,000 | | | United Parcel Service, Inc., 3.050%, 11/15/2027 | | | | | 1,110,472 | | | | | | 0.1 | | |
1,000,000 | | | Vulcan Materials Co., 3.500%, 06/01/2030 | | | | | 1,103,351 | | | | | | 0.1 | | |
1,000,000 | | | Waste Management, Inc., 1.150%, 03/15/2028 | | | | | 970,447 | | | | | | 0.0 | | |
750,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 710,437 | | | | | | 0.0 | | |
500,000 | | | Waste Management, Inc., 2.500%, 11/15/2050 | | | | | 469,711 | | | | | | 0.0 | | |
| | | | | | | | 72,733,341 | | | | | | 2.1 | | |
| | | Technology: 1.9% | | ||||||||||||
500,000 | | | Adobe, Inc., 2.150%, 02/01/2027 | | | | | 523,726 | | | | | | 0.0 | | |
500,000 | | | Analog Devices, Inc., 3.900%, 12/15/2025 | | | | | 557,036 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 1.200%, 02/08/2028 | | | | | 739,861 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 1.650%, 05/11/2030 | | | | | 993,097 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 2.375%, 02/08/2041 | | | | | 728,570 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 2.400%, 01/13/2023 | | | | | 1,032,627 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 2.400%, 05/03/2023 | | | | | 1,038,167 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 2.500%, 02/09/2022 | | | �� | | 759,080 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 2.650%, 05/11/2050 | | | | | 984,135 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 734,739 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 3.000%, 02/09/2024 | | | | | 796,207 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 3.200%, 05/13/2025 | | | | | 1,091,463 | | | | | | 0.1 | | |
1,000,000 | | | Apple, Inc., 3.250%, 02/23/2026 | | | | | 1,098,359 | | | | | | 0.1 | | |
1,000,000 | | | Apple, Inc., 3.350%, 02/09/2027 | | | | | 1,111,490 | | | | | | 0.1 | | |
500,000 | | | Apple, Inc., 3.450%, 05/06/2024 | | | | | 541,403 | | | | | | 0.0 | | |
500,000 | | | Apple, Inc., 3.450%, 02/09/2045 | | | | | 560,374 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 3.850%, 05/04/2043 | | | | | 1,190,691 | | | | | | 0.1 | | |
400,000 | | | Apple, Inc., 4.375%, 05/13/2045 | | | | | 511,814 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
500,000 | | | Apple, Inc., 4.450%, 05/06/2044 | | | | $ | 646,789 | | | | | | 0.0 | | |
500,000 | | | Applied Materials, Inc., 3.900%, 10/01/2025 | | | | | 559,948 | | | | | | 0.0 | | |
250,000 | | | Autodesk, Inc., 4.375%, 06/15/2025 | | | | | 279,792 | | | | | | 0.0 | | |
1,000,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | | | | | 1,105,558 | | | | | | 0.1 | | |
1,052,000 | | | Broadcom, Inc., 4.110%, 09/15/2028 | | | | | 1,184,498 | | | | | | 0.1 | | |
400,000 | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 434,060 | | | | | | 0.0 | | |
400,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 480,428 | | | | | | 0.0 | | |
400,000 | | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 655,248 | | | | | | 0.0 | | |
500,000 | | | Fidelity National Information Services, Inc., 1.150%, 03/01/2026 | | | | | 496,312 | | | | | | 0.0 | | |
500,000 | | | Fidelity National Information Services, Inc., 1.650%, 03/01/2028 | | | | | 497,707 | | | | | | 0.0 | | |
500,000 | | | Fidelity National Information Services, Inc., 2.250%, 03/01/2031 | | | | | 499,660 | | | | | | 0.0 | | |
1,000,000 | | | Fiserv, Inc., 2.250%, 06/01/2027 | | | | | 1,037,947 | | | | | | 0.0 | | |
2,000,000 | | | Fiserv, Inc., 2.650%, 06/01/2030 | | | | | 2,072,876 | | | | | | 0.1 | | |
1,000,000 | | | Hewlett Packard Enterprise Co., 1.450%, 04/01/2024 | | | | | 1,017,507 | | | | | | 0.0 | | |
1,000,000 | | | Hewlett Packard Enterprise Co., 3.500%, 10/05/2021 | | | | | 1,005,711 | | | | | | 0.0 | | |
500,000 | | | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | | | | | 521,864 | | | | | | 0.0 | | |
1,000,000 | | | HP, Inc., 2.200%, 06/17/2025 | | | | | 1,038,415 | | | | | | 0.0 | | |
500,000 | | | HP, Inc., 3.400%, 06/17/2030 | | | | | 536,226 | | | | | | 0.0 | | |
1,000,000 | | | Intel Corp., 2.450%, 11/15/2029 | | | | | 1,053,842 | | | | | | 0.0 | | |
1,000,000 | | | Intel Corp., 3.150%, 05/11/2027 | | | | | 1,101,400 | | | | | | 0.1 | | |
500,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 533,288 | | | | | | 0.0 | | |
1,760,000 | | | Intel Corp., 3.700%, 07/29/2025 | | | | | 1,946,512 | | | | | | 0.1 | | |
272,000 | | | Intel Corp., 3.734%, 12/08/2047 | | | | | 311,564 | | | | | | 0.0 | | |
3,000,000 | | | International Business Machines Corp., 1.950%, 05/15/2030 | | | | | 3,000,178 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
1,020,000 | | | International Business Machines Corp., 2.500%, 01/27/2022 | | | | $ | 1,033,986 | | | | | | 0.0 | | |
1,000,000 | | | International Business Machines Corp., 2.850%, 05/15/2040 | | | | | 1,018,619 | | | | | | 0.0 | | |
1,000,000 | | | International Business Machines Corp., 3.375%, 08/01/2023 | | | | | 1,062,363 | | | | | | 0.0 | | |
1,000,000 | | | International Business Machines Corp., 3.450%, 02/19/2026 | | | | | 1,105,506 | | | | | | 0.1 | | |
400,000 | | | Lam Research Corp., 3.800%, 03/15/2025 | | | | | 440,984 | | | | | | 0.0 | | |
750,000 | | | Lam Research Corp., 4.000%, 03/15/2029 | | | | | 871,560 | | | | | | 0.0 | | |
1,000,000 | | | Microsoft Corp., 2.375%, 05/01/2023 | | | | | 1,033,868 | | | | | | 0.0 | | |
1,000,000 | | | Microsoft Corp., 2.400%, 08/08/2026 | | | | | 1,066,686 | | | | | | 0.1 | | |
2,250,000 | | | Microsoft Corp., 2.525%, 06/01/2050 | | | | | 2,215,693 | | | | | | 0.1 | | |
87,000 | | | Microsoft Corp., 2.675%, 06/01/2060 | | | | | 86,411 | | | | | | 0.0 | | |
500,000 | | | Microsoft Corp., 2.875%, 02/06/2024 | | | | | 528,916 | | | | | | 0.0 | | |
1,000,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 1,063,152 | | | | | | 0.0 | | |
413,000 | | | Microsoft Corp., 3.041%, 03/17/2062 | | | | | 441,625 | | | | | | 0.0 | | |
500,000 | | | Microsoft Corp., 3.125%, 11/03/2025 | | | | | 545,787 | | | | | | 0.0 | | |
1,500,000 | | | Microsoft Corp., 3.300%, 02/06/2027 | | | | | 1,669,762 | | | | | | 0.1 | | |
250,000 | | | Microsoft Corp., 3.500%, 02/12/2035 | | | | | 290,673 | | | | | | 0.0 | | |
750,000 | | | Microsoft Corp., 3.625%, 12/15/2023 | | | | | 805,593 | | | | | | 0.0 | | |
1,000,000 | | | NVIDIA Corp., 2.850%, 04/01/2030 | | | | | 1,083,533 | | | | | | 0.1 | | |
1,000,000 | | | NVIDIA Corp., 3.500%, 04/01/2040 | | | | | 1,136,395 | | | | | | 0.1 | | |
500,000 | | | NVIDIA Corp., 3.500%, 04/01/2050 | | | | | 565,644 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 1.650%, 03/25/2026 | | | | | 760,620 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 2.500%, 10/15/2022 | | | | | 513,699 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 2.800%, 07/08/2021 | | | | | 750,330 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 2.875%, 03/25/2031 | | | | | 520,453 | | | | | | 0.0 | | |
1,000,000 | | | Oracle Corp., 2.950%, 11/15/2024 | | | | | 1,065,573 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
750,000 | | | Oracle Corp., 2.950%, 05/15/2025 | | | | $ | 802,026 | | | | | | 0.0 | | |
1,000,000 | | | Oracle Corp., 3.250%, 11/15/2027 | | | | | 1,089,422 | | | | | | 0.1 | | |
500,000 | | | Oracle Corp., 3.400%, 07/08/2024 | | | | | 536,174 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 531,010 | | | | | | 0.0 | | |
400,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 440,648 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 3.900%, 05/15/2035 | | | | | 836,931 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 546,401 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 4.125%, 05/15/2045 | | | | | 836,991 | | | | | | 0.0 | | |
180,000 | | | Oracle Corp., 4.300%, 07/08/2034 | | | | | 208,921 | | | | | | 0.0 | | |
1,500,000 | | | Oracle Corp., 5.375%, 07/15/2040 | | | | | 1,948,463 | | | | | | 0.1 | | |
500,000 | | | QUALCOMM, Inc., 2.150%, 05/20/2030 | | | | | 511,799 | | | | | | 0.0 | | |
500,000 | | | QUALCOMM, Inc., 3.000%, 05/20/2022 | | | | | 512,522 | | | | | | 0.0 | | |
850,000 | | | QUALCOMM, Inc., 4.650%, 05/20/2035 | | | | | 1,082,121 | | | | | | 0.1 | | |
350,000 | | | QUALCOMM, Inc., 4.800%, 05/20/2045 | | | | | 466,729 | | | | | | 0.0 | | |
| | | | | | | | 69,037,758 | | | | | | 1.9 | | |
| | | Utilities: 2.4% | | ||||||||||||
250,000 | | | Ameren Illinois Co., 4.300%, 07/01/2044 | | | | | 301,183 | | | | | | 0.0 | | |
500,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 553,098 | | | | | | 0.0 | | |
500,000 | | | Appalachian Power Co., 4.400%, 05/15/2044 | | | | | 593,127 | | | | | | 0.0 | | |
750,000 | | | Appalachian Power Co., 4.450%, 06/01/2045 | | | | | 896,211 | | | | | | 0.0 | | |
750,000 | | | Arizona Public Service Co., 2.950%, 09/15/2027 | | | | | 813,225 | | | | | | 0.0 | | |
400,000 | | | Arizona Public Service Co., 3.350%, 06/15/2024 | | | | | 427,607 | | | | | | 0.0 | | |
1,000,000 | | | Arizona Public Service Co., 3.350%, 05/15/2050 | | | | | 1,072,988 | | | | | | 0.1 | | |
500,000 | | | Atlantic City Electric Co., 2.300%, 03/15/2031 | | | | | 506,701 | | | | | | 0.0 | | |
500,000 | | | Atmos Energy Corp., 4.125%, 10/15/2044 | | | | | 588,670 | | | | | | 0.0 | | |
500,000 | | | Atmos Energy Corp., 4.125%, 03/15/2049 | | | | | 606,509 | | | | | | 0.0 | | |
1,000,000 | | | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | | | | | 1,050,827 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
500,000 | | | Baltimore Gas and Electric Co., 3.500%, 08/15/2046 | | | | $ | 553,344 | | | | | | 0.0 | | |
1,000,000 | | | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | | | | | 1,409,556 | | | | | | 0.1 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | | | | | 808,826 | | | | | | 0.0 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.350%, 04/01/2051 | | | | | 824,906 | | | | | | 0.0 | | |
250,000 | | | CMS Energy Corp., 3.875%, 03/01/2024 | | | | | 268,218 | | | | | | 0.0 | | |
250,000 | | | CMS Energy Corp., 4.875%, 03/01/2044 | | | | | 320,222 | | | | | | 0.0 | | |
500,000 | | | Commonwealth Edison Co., 3.125%, 03/15/2051 | | | | | 523,583 | | | | | | 0.0 | | |
200,000 | | | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | | | | | 235,952 | | | | | | 0.0 | | |
500,000 | | | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | | | | | 603,124 | | | | | | 0.0 | | |
500,000 | | | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | | | | | 605,793 | | | | | | 0.0 | | |
400,000 | | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | | | | | 504,863 | | | | | | 0.0 | | |
500,000 | | | Consumers Energy Co., 3.950%, 07/15/2047 | | | | | 594,924 | | | | | | 0.0 | | |
250,000 | | | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | | | | | 363,152 | | | | | | 0.0 | | |
750,000 | | | Dominion Energy, Inc., 1.450%, 04/15/2026 | | | | | 756,059 | | | | | | 0.0 | | |
750,000 | | | Dominion Energy, Inc., 3.300%, 04/15/2041 | | | | | 790,117 | | | | | | 0.0 | | |
200,000 | | | Eastern Energy Gas Holdings LLC, 3.600%, 12/15/2024 | | | | | 216,758 | | | | | | 0.0 | | |
250,000 | | | DTE Electric Co., 4.300%, 07/01/2044 | | | | | 306,984 | | | | | | 0.0 | | |
1,000,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 1,000,201 | | | | | | 0.0 | | |
400,000 | | | DTE Energy Co., 3.500%, 06/01/2024 | | | | | 427,702 | | | | | | 0.0 | | |
400,000 | | | DTE Energy Co., 3.850%, 12/01/2023 | | | | | 428,278 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | | | | | 517,201 | | | | | | 0.0 | | |
750,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 779,381 | | | | | | 0.0 | | |
750,000 | | | Duke Energy Carolinas LLC, 3.450%, 04/15/2051 | | | | | 833,720 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,000,000 | | | Duke Energy Corp., 2.450%, 06/01/2030 | | | | $ | 1,012,261 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Corp., 3.750%, 09/01/2046 | | | | | 535,664 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Corp., 3.950%, 10/15/2023 | | | | | 533,327 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Corp., 4.800%, 12/15/2045 | | | | | 612,992 | | | | | | 0.0 | | |
1,000,000 | | | Duke Energy Florida LLC, 3.800%, 07/15/2028 | | | | | 1,134,641 | | | | | | 0.1 | | |
150,000 | | | Duke Energy Progress LLC, 4.150%, 12/01/2044 | | | | | 181,862 | | | | | | 0.0 | | |
750,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 906,144 | | | | | | 0.0 | | |
500,000 | | | Enel Generacion Chile SA, 4.250%, 04/15/2024 | | | | | 535,509 | | | | | | 0.0 | | |
500,000 | | | Entergy Arkansas LLC, 3.350%, 06/15/2052 | | | | | 535,078 | | | | | | 0.0 | | |
400,000 | | | Entergy Arkansas LLC, 3.500%, 04/01/2026 | | | | | 439,968 | | | | | | 0.0 | | |
400,000 | | | Entergy Arkansas LLC, 3.700%, 06/01/2024 | | | | | 432,334 | | | | | | 0.0 | | |
500,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 499,614 | | | | | | 0.0 | | |
1,000,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 1,042,681 | | | | | | 0.1 | | |
500,000 | | | Entergy Louisiana LLC, 2.350%, 06/15/2032 | | | | | 506,734 | | | | | | 0.0 | | |
500,000 | | | Entergy Louisiana LLC, 4.950%, 01/15/2045 | | | | | 548,569 | | | | | | 0.0 | | |
500,000 | | | Essential Utilities, Inc., 2.400%, 05/01/2031 | | | | | 504,960 | | | | | | 0.0 | | |
1,000,000 | | | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | | | | | 1,181,505 | | | | | | 0.1 | | |
500,000 | | | Evergy Kansas Central, Inc., 4.625%, 09/01/2043 | | | | | 613,394 | | | | | | 0.0 | | |
1,000,000 | | | Exelon Corp., 4.950%, 06/15/2035 | | | | | 1,230,540 | | | | | | 0.1 | | |
750,000 | | | Exelon Corp., 5.100%, 06/15/2045 | | | | | 981,576 | | | | | | 0.0 | | |
500,000 | | | Florida Power & Light Co., 3.250%, 06/01/2024 | | | | | 534,514 | | | | | | 0.0 | | |
750,000 | | | Florida Power & Light Co., 3.800%, 12/15/2042 | | | | | 889,025 | | | | | | 0.0 | | |
1,500,000 | | | Florida Power & Light Co., 4.050%, 06/01/2042 | | | | | 1,827,466 | | | | | | 0.1 | | |
500,000 | | | Georgia Power Co., 3.250%, 03/15/2051 | | | | | 505,685 | | | | | | 0.0 | | |
500,000 | | | Indiana Michigan Power Co., 4.550%, 03/15/2046 | | | | | 627,165 | | | | | | 0.0 | | |
1,000,000 (1) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 1,122,860 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,000,000 | | | ITC Holdings Corp., 3.350%, 11/15/2027 | | | | $ | 1,091,637 | | | | | | 0.1 | | |
250,000 | | | ITC Holdings Corp., 3.650%, 06/15/2024 | | | | | 268,290 | | | | | | 0.0 | | |
500,000 | | | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | | | | | 647,849 | | | | | | 0.0 | | |
1,000,000 | | | Kentucky Utilities Co., 3.300%, 06/01/2050 | | | | | 1,059,598 | | | | | | 0.1 | | |
2,500,000 | | | Kentucky Utilities Co., 5.125%, 11/01/2040 | | | | | 3,284,492 | | | | | | 0.1 | | |
500,000 | | | MidAmerican Energy Co., 3.100%, 05/01/2027 | | | | | 547,213 | | | | | | 0.0 | | |
500,000 | | | MidAmerican Energy Co., 3.950%, 08/01/2047 | | | | | 592,773 | | | | | | 0.0 | | |
2,000,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 2,367,792 | | | | | | 0.1 | | |
250,000 (1) | | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | | 328,652 | | | | | | 0.0 | | |
500,000 | | | National Fuel Gas Co., 2.950%, 03/01/2031 | | | | | 503,851 | | | | | | 0.0 | | |
1,000,000 | | | National Fuel Gas Co., 5.200%, 07/15/2025 | | | | | 1,127,828 | | | | | | 0.1 | | |
500,000 | | | National Fuel Gas Co., 5.500%, 01/15/2026 | | | | | 579,154 | | | | | | 0.0 | | |
1,000,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | | | | | 1,084,407 | | | | | | 0.1 | | |
500,000 | | | Northern States Power Co/MN, 4.125%, 05/15/2044 | | | | | 613,118 | | | | | | 0.0 | | |
250,000 | | | Oklahoma Gas and Electric Co., 4.000%, 12/15/2044 | | | | | 283,808 | | | | | | 0.0 | | |
250,000 | | | Oklahoma Gas and Electric Co., 4.550%, 03/15/2044 | | | | | 301,015 | | | | | | 0.0 | | |
750,000 | | | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | | | | | 768,667 | | | | | | 0.0 | | |
1,500,000 | | | Pacific Gas and Electric Co., 2.100%, 08/01/2027 | | | | | 1,458,397 | | | | | | 0.1 | | |
1,500,000 | | | Pacific Gas and Electric Co., 2.500%, 02/01/2031 | | | | | 1,408,034 | | | | | | 0.1 | | |
500,000 | | | Pacific Gas and Electric Co., 3.250%, 06/01/2031 | | | | | 492,375 | | | | | | 0.0 | | |
1,500,000 | | | Pacific Gas and Electric Co., 3.300%, 08/01/2040 | | | | | 1,357,834 | | | | | | 0.1 | | |
1,500,000 | | | Pacific Gas and Electric Co., 3.500%, 08/01/2050 | | | | | 1,338,873 | | | | | | 0.1 | | |
500,000 | | | Pacific Gas and Electric Co., 4.200%, 06/01/2041 | | | | | 493,764 | | | | | | 0.0 | | |
1,000,000 | | | PacifiCorp, 4.150%, 02/15/2050 | | | | | 1,221,315 | | | | | | 0.1 | | |
750,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 913,034 | | | | | | 0.0 | | |
250,000 | | | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | | | | | 287,977 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
500,000 | | | Public Service Co. of Colorado, 1.900%, 01/15/2031 | | | | $ | 496,700 | | | | | | 0.0 | | |
1,000,000 | | | Public Service Co. of Colorado, 3.700%, 06/15/2028 | | | | | 1,129,608 | | | | | | 0.1 | | |
500,000 | | | Public Service Co. of Colorado, 4.100%, 06/15/2048 | | | | | 611,322 | | | | | | 0.0 | | |
1,000,000 | | | Public Service Electric and Gas Co., 2.375%, 05/15/2023 | | | | | 1,033,472 | | | | | | 0.0 | | |
750,000 | | | Public Service Electric and Gas Co., 3.800%, 01/01/2043 | | | | | 871,471 | | | | | | 0.0 | | |
250,000 | | | Public Service Electric and Gas Co., 4.000%, 06/01/2044 | | | | | 291,530 | | | | | | 0.0 | | |
750,000 | | | Sempra Energy, 3.550%, 06/15/2024 | | | | | 806,848 | | | | | | 0.0 | | |
250,000 | | | Sempra Energy, 3.750%, 11/15/2025 | | | | | 274,543 | | | | | | 0.0 | | |
750,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | | 797,904 | | | | | | 0.0 | | |
1,191,199 | | | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | | | | | 1,325,382 | | | | | | 0.1 | | |
500,000 | | | Southern California Edison Co., 3.900%, 03/15/2043 | | | | | 523,983 | | | | | | 0.0 | | |
750,000 | | | Southern California Edison Co., 4.000%, 04/01/2047 | | | | | 790,342 | | | | | | 0.0 | | |
500,000 | | | Southern California Edison Co., 4.650%, 10/01/2043 | | | | | 575,872 | | | | | | 0.0 | | |
500,000 | | | Southern California Gas Co., 4.300%, 01/15/2049 | | | | | 626,592 | | | | | | 0.0 | | |
1,000,000 | | | Southern Co. Gas Capital Corp., 1.750%, 01/15/2031 | | | | | 947,759 | | | | | | 0.0 | | |
1,000,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | | 1,180,179 | | | | | | 0.1 | | |
500,000 | | | Southern Co/The, 1.750%, 03/15/2028 | | | | | 494,101 | | | | | | 0.0 | | |
500,000 | | | Southern Power Co., 4.150%, 12/01/2025 | | | | | 560,212 | | | | | | 0.0 | | |
500,000 | | | Tampa Electric Co., 2.400%, 03/15/2031 | | | | | 511,673 | | | | | | 0.0 | | |
250,000 | | | Tampa Electric Co., 3.450%, 03/15/2051 | | | | | 274,491 | | | | | | 0.0 | | |
250,000 | | | Union Electric Co., 3.500%, 04/15/2024 | | | | | 267,961 | | | | | | 0.0 | | |
300,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 347,371 | | | | | | 0.0 | | |
500,000 | | | Virginia Electric and Power Co., 4.450%, 02/15/2044 | | | | | 622,062 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,533,000 | | | Virginia Electric and Power Co., 6.000%, 05/15/2037 | | | | $ | 2,134,697 | | | | | | 0.1 | | |
250,000 | | | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | | | | | 298,632 | | | | | | 0.0 | | |
500,000 | | | Wisconsin Power and Light Co., 4.100%, 10/15/2044 | | | | | 584,700 | | | | | | 0.0 | | |
| | | | | | | | 83,360,232 | | | | | | 2.4 | | |
| | | Total Corporate Bonds/ Notes (Cost $891,038,395) | | | | | 973,658,019 | | | | | | 27.6 | | |
| | | | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.0% | | |||||||||||||||
778,021 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 825,713 | | | | | | 0.0 | | |
517,622 | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 616,491 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $1,353,369) | | | | | 1,442,204 | | | | | | 0.0 | | |
MUNICIPAL BONDS: 0.9% | | |||||||||||||||
| | | California: 0.2% | | ||||||||||||
4,335,000 | | | State of California, 7.550%, 04/01/2039 | | | | | 7,399,873 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Connecticut: 0.1% | | ||||||||||||
3,735,000 | | | State of Connecticut, 5.850%, 03/15/2032 | | | | | 4,980,006 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | New Jersey: 0.3% | | ||||||||||||
3,425,000 | | | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | | | | | 5,486,435 | | | | | | 0.2 | | |
2,335,000 | | | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | | | | | 3,241,696 | | | | | | 0.1 | | |
| | | | | | | | 8,728,131 | | | | | | 0.3 | | |
| | | New York: 0.1% | | ||||||||||||
3,495,000 | | | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | | | | | 5,139,005 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Washington: 0.2% | | ||||||||||||
3,900,000 | | | State of Washington, 5.140%, 08/01/2040 | | | | | 5,379,473 | | | | | | 0.2 | | |
| | | Total Municipal Bonds (Cost $22,780,650) | | | | | 31,626,488 | | | | | | 0.9 | | |
| | | | | ||||||||||||
U.S. TREASURY OBLIGATIONS: 41.9% | | |||||||||||||||
| | | U.S. Treasury Bonds: 7.8% | | ||||||||||||
160,000 | | | 1.250%,05/15/2050 | | | | | 130,694 | | | | | | 0.0 | | |
215,300 | | | 1.625%,11/15/2050 | | | | | 193,434 | | | | | | 0.0 | | |
129,434,000 (2) | | | 1.875%,02/15/2051 | | | | | 123,569,022 | | | | | | 3.5 | | |
24,755,000 | | | 2.250%,05/15/2041 | | | | | 25,764,540 | | | | | | 0.7 | | |
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 | | | | $ | 11,024,570 | | | | | | 0.3 | | |
7,000,000 | | | 2.500%,02/15/2046 | | | | | 7,585,156 | | | | | | 0.2 | | |
9,072,000 | | | 2.500%,05/15/2046 | | | | | 9,831,071 | | | | | | 0.3 | | |
9,022,000 | | | 3.000%,11/15/2044 | | | | | 10,624,110 | | | | | | 0.3 | | |
10,042,000 | | | 3.000%,11/15/2045 | | | | | 11,875,842 | | | | | | 0.4 | | |
26,600 | | | 3.000%,02/15/2049 | | | | | 31,854 | | | | | | 0.0 | | |
1,482,000 | | | 3.125%,02/15/2043 | | | | | 1,771,221 | | | | | | 0.1 | | |
5,686,000 | | | 3.125%,08/15/2044 | | | | | 6,825,643 | | | | | | 0.2 | | |
13,888,000 | | | 3.625%,08/15/2043 | | | | | 17,891,650 | | | | | | 0.5 | | |
14,092,000 | | | 3.625%,02/15/2044 | | | | | 18,218,864 | | | | | | 0.5 | | |
13,251,000 | | | 3.750%,11/15/2043 | | | | | 17,398,149 | | | | | | 0.5 | | |
7,845,000 | | | 3.875%,08/15/2040 | | | | | 10,317,401 | | | | | | 0.3 | | |
830,000 | | | 6.000%,02/15/2026 | | | | | 1,026,185 | | | | | | 0.0 | | |
| | | | | | | | 274,079,406 | | | | | | 7.8 | | |
| | | U.S. Treasury Notes: 34.1% | | ||||||||||||
14,788,800 (2) | | | 0.125%,06/30/2022 | | | | | 14,793,003 | | | | | | 0.4 | | |
44,030,000 | | | 0.125%,05/31/2023 | | | | | 43,938,844 | | | | | | 1.2 | | |
209,828,000 | | | 0.125%,06/30/2023 | | | | | 209,332,118 | | | | | | 5.9 | | |
97,000 | | | 0.125%,10/15/2023 | | | | | 96,602 | | | | | | 0.0 | | |
293,369,000 | | | 0.250%,06/15/2024 | | | | | 291,592,742 | | | | | | 8.3 | | |
185,371,000 | | | 0.875%,06/30/2026 | | | | | 185,291,348 | | | | | | 5.3 | | |
1,867,100 (2) | | | 1.125%,02/15/2031 | | | | | 1,812,837 | | | | | | 0.1 | | |
192,770,000 | | | 1.250%,06/30/2028 | | | | | 193,086,262 | | | | | | 5.5 | | |
51,942,300 (2) | | | 1.625%,05/15/2031 | | | | | 52,745,782 | | | | | | 1.5 | | |
10,000,000 | | | 0.125%,01/31/2023 | | | | | 9,991,406 | | | | | | 0.3 | | |
18,549,700 | | | 0.375%,01/31/2026 | | | | | 18,180,880 | | | | | | 0.5 | | |
5,511,000 | | | 0.375%,09/30/2027 | | | | | 5,266,019 | | | | | | 0.2 | | |
7,000,000 | | | 1.375%,08/31/2023 | | | | | 7,166,797 | | | | | | 0.2 | | |
5,000,000 | | | 1.375%,09/30/2023 | | | | | 5,121,484 | | | | | | 0.1 | | |
10,000,000 | | | 1.500%,02/28/2023 | | | | | 10,216,406 | | | | | | 0.3 | | |
10,000,000 | | | 1.500%,03/31/2023 | | | | | 10,225,195 | | | | | | 0.3 | | |
456,000 | | | 1.500%,10/31/2024 | | | | | 470,624 | | | | | | 0.0 | | |
2,976,000 | | | 1.625%,08/15/2022 | | | | | 3,027,092 | | | | | | 0.1 | | |
6,480,000 | | | 1.625%,04/30/2023 | | | | | 6,645,291 | | | | | | 0.2 | | |
10,184,000 | | | 1.625%,05/31/2023 | | | | | 10,454,910 | | | | | | 0.3 | | |
4,046,000 | | | 1.625%,10/31/2023 | | | | | 4,169,751 | | | | | | 0.1 | | |
24,847,000 | | | 1.625%,02/15/2026 | | | | | 25,762,263 | | | | | | 0.7 | | |
168,000 | | | 1.750%,07/15/2022 | | | | | 170,877 | | | | | | 0.0 | | |
18,000,000 | | | 1.750%,09/30/2022 | | | | | 18,364,922 | | | | | | 0.5 | | |
69,000 | | | 1.750%,01/31/2023 | | | | | 70,705 | | | | | | 0.0 | | |
3,003,000 | | | 1.875%,08/31/2022 | | | | | 3,064,350 | | | | | | 0.1 | | |
10,000 | | | 1.875%,06/30/2026 | | | | | 10,488 | | | | | | 0.0 | | |
4,000,000 | | | 2.000%,07/31/2022 | | | | | 4,082,500 | | | | | | 0.1 | | |
17,133,000 | | | 2.000%,11/15/2026 | | | | | 18,085,354 | | | | | | 0.5 | | |
10,105,000 | | | 2.125%,06/30/2022 | | | | | 10,309,585 | | | | | | 0.3 | | |
5,000,000 | | | 2.125%,11/30/2023 | | | | | 5,216,895 | | | | | | 0.1 | | |
3,011,000 | | | 2.250%,12/31/2023 | | | | | 3,153,552 | | | | | | 0.1 | | |
19,000 | | | 2.250%,04/30/2024 | | | | | 19,978 | | | | | | 0.0 | | |
6,457,000 | | | 2.250%,11/15/2024 | | | | | 6,827,521 | | | | | | 0.2 | | |
373,000 | | | 2.375%,04/30/2026 | | | | | 400,013 | | | | | | 0.0 | | |
68,000 | | | 2.375%,05/15/2029 | | | | | 73,392 | | | | | | 0.0 | | |
9,874,000 | | | 2.500%,05/15/2024 | | | | | 10,460,847 | | | | | | 0.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes (continued) | | ||||||||||||
6,569,500 | | | 2.750%,11/15/2023 | | | | $ | 6,948,273 | | | | | | 0.2 | | |
7,052,000 | | | 2.750%,02/15/2024 | | | | | 7,491,097 | | | | | | 0.2 | | |
| | | | | | | | 1,204,138,005 | | | | | | 34.1 | | |
| | | Total U.S. Treasury Obligations (Cost $1,443,124,027) | | | | | 1,478,217,411 | | | | | | 41.9 | | |
| | | | | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 25.7% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 4.0%(4) | | ||||||||||||
665,148 | | | 2.275%, (US0012M + 1.900%),02/01/2042 | | | | | 678,287 | | | | | | 0.0 | | |
3,950,972 | | | 3.000%,04/01/2045 | | | | | 4,212,829 | | | | | | 0.1 | | |
3,756,984 | | | 3.000%,04/01/2045 | | | | | 3,999,390 | | | | | | 0.1 | | |
14,625,161 | | | 3.000%,05/01/2045 | | | | | 15,429,171 | | | | | | 0.5 | | |
7,245,765 | | | 3.000%,11/01/2046 | | | | | 7,737,484 | | | | | | 0.2 | | |
6,981,882 | | | 3.000%,11/01/2047 | | | | | 7,429,861 | | | | | | 0.2 | | |
999,981 | | | 3.500%,01/01/2042 | | | | | 1,072,976 | | | | | | 0.1 | | |
165,645 | | | 3.500%,01/01/2042 | | | | | 178,625 | | | | | | 0.0 | | |
3,358,496 | | | 3.500%,08/01/2042 | | | | | 3,616,972 | | | | | | 0.1 | | |
13,924,633 | | | 3.500%,04/01/2043 | | | | | 15,050,411 | | | | | | 0.5 | | |
16,006,376 | | | 3.500%,02/01/2044 | | | | | 17,300,498 | | | | | | 0.5 | | |
5,424,623 | | | 3.500%,12/01/2046 | | | | | 5,851,864 | | | | | | 0.2 | | |
3,445,518 | | | 3.500%,12/01/2047 | | | | | 3,700,031 | | | | | | 0.1 | | |
16,464,443 | | | 3.500%,03/01/2048 | | | | | 17,843,787 | | | | | | 0.5 | | |
411,023 | | | 4.000%,01/01/2025 | | | | | 436,986 | | | | | | 0.0 | | |
57,667 | | | 4.000%,08/01/2040 | | | | | 62,880 | | | | | | 0.0 | | |
867,511 | | | 4.000%,04/01/2041 | | | | | 950,242 | | | | | | 0.1 | | |
865,104 | | | 4.000%,05/01/2041 | | | | | 951,870 | | | | | | 0.1 | | |
36,198 | | | 4.000%,08/01/2041 | | | | | 39,839 | | | | | | 0.0 | | |
100,062 | | | 4.000%,12/01/2041 | | | | | 109,609 | | | | | | 0.0 | | |
161,981 | | | 4.000%,01/01/2042 | | | | | 172,693 | | | | | | 0.0 | | |
1,536,617 | | | 4.000%,03/01/2042 | | | | | 1,680,856 | | | | | | 0.1 | | |
51,873 | | | 4.000%,12/01/2042 | | | | | 57,098 | | | | | | 0.0 | | |
716,474 | | | 4.000%,02/01/2044 | | | | | 798,003 | | | | | | 0.0 | | |
355,880 | | | 4.000%,07/01/2045 | | | | | 388,005 | | | | | | 0.0 | | |
397,030 | | | 4.000%,09/01/2045 | | | | | 430,729 | | | | | | 0.0 | | |
311,956 | | | 4.000%,09/01/2045 | | | | | 339,748 | | | | | | 0.0 | | |
300,804 | | | 4.000%,09/01/2045 | | | | | 325,703 | | | | | | 0.0 | | |
7,219,325 | | | 4.000%,11/01/2045 | | | | | 7,866,726 | | | | | | 0.2 | | |
909,075 | | | 4.000%,05/01/2046 | | | | | 982,689 | | | | | | 0.1 | | |
293,742 | | | 4.000%,11/01/2047 | | | | | 314,304 | | | | | | 0.0 | | |
400,624 | | | 4.000%,03/01/2048 | | | | | 428,183 | | | | | | 0.0 | | |
1,356 | | | 4.500%,04/01/2023 | | | | | 1,422 | | | | | | 0.0 | | |
39,657 | | | 4.500%,03/01/2039 | | | | | 44,130 | | | | | | 0.0 | | |
116,943 | | | 4.500%,08/01/2039 | | | | | 130,137 | | | | | | 0.0 | | |
190,273 | | | 4.500%,09/01/2039 | | | | | 210,218 | | | | | | 0.0 | | |
301,671 | | | 4.500%,09/01/2039 | | | | | 335,707 | | | | | | 0.0 | | |
138,768 | | | 4.500%,09/01/2039 | | | | | 153,330 | | | | | | 0.0 | | |
271,697 | | | 4.500%,10/01/2039 | | | | | 303,385 | | | | | | 0.0 | | |
408,305 | | | 4.500%,12/01/2039 | | | | | 454,375 | | | | | | 0.0 | | |
124,462 | | | 4.500%,03/01/2040 | | | | | 137,526 | | | | | | 0.0 | | |
277,798 | | | 4.500%,04/01/2040 | | | | | 309,106 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
56,633 | | | 4.500%,06/01/2040 | | | | $ | 63,018 | | | | | | 0.0 | | |
265,747 | | | 4.500%,07/01/2040 | | | | | 293,585 | | | | | | 0.0 | | |
311,316 | | | 4.500%,07/01/2040 | | | | | 347,634 | | | | | | 0.0 | | |
239,952 | | | 4.500%,08/01/2040 | | | | | 267,956 | | | | | | 0.0 | | |
93,726 | | | 4.500%,08/01/2040 | | | | | 104,289 | | | | | | 0.0 | | |
97,251 | | | 4.500%,03/01/2041 | | | | | 108,204 | | | | | | 0.0 | | |
259,039 | | | 4.500%,03/01/2041 | | | | | 286,185 | | | | | | 0.0 | | |
135,024 | | | 4.500%,04/01/2041 | | | | | 150,228 | | | | | | 0.0 | | |
424,871 | | | 4.500%,06/01/2041 | | | | | 472,719 | | | | | | 0.0 | | |
320,553 | | | 4.500%,07/01/2041 | | | | | 356,726 | | | | | | 0.0 | | |
37,024 | | | 4.500%,08/01/2041 | | | | | 40,016 | | | | | | 0.0 | | |
2,328,153 | | | 4.500%,08/01/2041 | | | | | 2,574,010 | | | | | | 0.1 | | |
1,346,350 | | | 4.500%,07/01/2048 | | | | | 1,452,126 | | | | | | 0.1 | | |
14,303 | | | 5.000%,03/01/2034 | | | | | 16,386 | | | | | | 0.0 | | |
74,581 | | | 5.000%,12/01/2034 | | | | | 85,531 | | | | | | 0.0 | | |
92,184 | | | 5.000%,08/01/2035 | | | | | 105,726 | | | | | | 0.0 | | |
234,018 | | | 5.000%,08/01/2035 | | | | | 268,209 | | | | | | 0.0 | | |
75,280 | | | 5.000%,10/01/2035 | | | | | 86,319 | | | | | | 0.0 | | |
119,612 | | | 5.000%,10/01/2035 | | | | | 137,187 | | | | | | 0.0 | | |
73,848 | | | 5.000%,10/01/2035 | | | | | 84,317 | | | | | | 0.0 | | |
183,476 | | | 5.000%,12/01/2035 | | | | | 210,327 | | | | | | 0.0 | | |
28,183 | | | 5.000%,04/01/2036 | | | | | 32,323 | | | | | | 0.0 | | |
82,885 | | | 5.000%,11/01/2036 | | | | | 94,982 | | | | | | 0.0 | | |
59,021 | | | 5.000%,02/01/2037 | | | | | 67,683 | | | | | | 0.0 | | |
44,574 | | | 5.000%,05/01/2037 | | | | | 51,126 | | | | | | 0.0 | | |
710,242 | | | 5.000%,10/01/2037 | | | | | 813,882 | | | | | | 0.0 | | |
127,273 | | | 5.000%,03/01/2038 | | | | | 145,847 | | | | | | 0.0 | | |
358,346 | | | 5.000%,03/01/2038 | | | | | 410,957 | | | | | | 0.0 | | |
398,239 | | | 5.000%,03/01/2038 | | | | | 456,768 | | | | | | 0.0 | | |
109,335 | | | 5.000%,04/01/2038 | | | | | 124,572 | | | | | | 0.0 | | |
12,156 | | | 5.000%,10/01/2038 | | | | | 13,931 | | | | | | 0.0 | | |
40,754 | | | 5.000%,06/01/2040 | | | | | 46,286 | | | | | | 0.0 | | |
113,906 | | | 5.000%,08/01/2040 | | | | | 129,902 | | | | | | 0.0 | | |
285,278 | | | 5.000%,04/01/2041 | | | | | 326,813 | | | | | | 0.0 | | |
50,327 | | | 5.490%,02/01/2037 | | | | | 56,127 | | | | | | 0.0 | | |
34,874 | | | 5.500%,12/01/2024 | | | | | 35,949 | | | | | | 0.0 | | |
58,179 | | | 5.500%,09/01/2034 | | | | | 67,459 | | | | | | 0.0 | | |
74,417 | | | 5.500%,01/01/2035 | | | | | 86,159 | | | | | | 0.0 | | |
33,223 | | | 5.500%,09/01/2035 | | | | | 38,539 | | | | | | 0.0 | | |
673,490 | | | 5.500%,09/01/2035 | | | | | 781,262 | | | | | | 0.0 | | |
478,585 | | | 5.500%,10/01/2035 | | | | | 549,357 | | | | | | 0.0 | | |
51,784 | | | 5.500%,03/01/2036 | | | | | 60,138 | | | | | | 0.0 | | |
205,342 | | | 5.500%,03/01/2036 | | | | | 238,087 | | | | | | 0.0 | | |
32,455 | | | 5.500%,05/01/2036 | | | | | 37,247 | | | | | | 0.0 | | |
176,695 | | | 5.500%,06/01/2036 | | | | | 204,961 | | | | | | 0.0 | | |
66,970 | | | 5.500%,07/01/2036 | | | | | 77,647 | | | | | | 0.0 | | |
12,222 | | | 5.500%,07/01/2036 | | | | | 14,177 | | | | | | 0.0 | | |
2,784 | | | 5.500%,07/01/2036 | | | | | 3,217 | | | | | | 0.0 | | |
12,015 | | | 5.500%,10/01/2036 | | | | | 13,779 | | | | | | 0.0 | | |
78,620 | | | 5.500%,11/01/2036 | | | | | 91,369 | | | | | | 0.0 | | |
10,911 | | | 5.500%,12/01/2036 | | | | | 12,183 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
42,170 | | | 5.500%,12/01/2036 | | | | $ | 48,973 | | | | | | 0.0 | | |
58,480 | | | 5.500%,12/01/2036 | | | | | 67,915 | | | | | | 0.0 | | |
7,464 | | | 5.500%,02/01/2037 | | | | | 8,568 | | | | | | 0.0 | | |
53,405 | | | 5.500%,02/01/2037 | | | | | 62,043 | | | | | | 0.0 | | |
19,893 | | | 5.500%,05/01/2037 | | | | | 23,129 | | | | | | 0.0 | | |
2,474 | | | 5.500%,06/01/2037 | | | | | 2,862 | | | | | | 0.0 | | |
29,118 | | | 5.500%,12/01/2037 | | | | | 33,924 | | | | | | 0.0 | | |
15,809 | | | 5.500%,03/01/2038 | | | | | 18,412 | | | | | | 0.0 | | |
8,326 | | | 5.500%,06/01/2038 | | | | | 9,700 | | | | | | 0.0 | | |
3,943 | | | 5.500%,06/01/2038 | | | | | 4,589 | | | | | | 0.0 | | |
7,453 | | | 5.500%,08/01/2038 | | | | | 8,421 | | | | | | 0.0 | | |
818 | | | 5.500%,10/01/2038 | | | | | 913 | | | | | | 0.0 | | |
586,966 | | | 5.500%,11/01/2038 | | | | | 671,614 | | | | | | 0.0 | | |
11,468 | | | 5.500%,12/01/2038 | | | | | 13,361 | | | | | | 0.0 | | |
11,544 | | | 5.500%,12/01/2038 | | | | | 13,445 | | | | | | 0.0 | | |
9,033 | | | 5.500%,12/01/2038 | | | | | 10,521 | | | | | | 0.0 | | |
93,087 | | | 5.500%,01/01/2039 | | | | | 108,425 | | | | | | 0.0 | | |
16,025 | | | 5.500%,01/01/2039 | | | | | 18,665 | | | | | | 0.0 | | |
43,570 | | | 5.500%,01/01/2040 | | | | | 49,705 | | | | | | 0.0 | | |
59,423 | | | 5.500%,01/01/2040 | | | | | 69,206 | | | | | | 0.0 | | |
60,671 | | | 5.500%,03/01/2040 | | | | | 70,578 | | | | | | 0.0 | | |
107,215 | | | 5.500%,01/01/2041 | | | | | 119,549 | | | | | | 0.0 | | |
56,626 | | | 5.750%,05/01/2037 | | | | | 63,372 | | | | | | 0.0 | | |
114,045 | | | 5.800%,07/01/2037 | | | | | 127,408 | | | | | | 0.0 | | |
39,922 | | | 5.800%,08/01/2037 | | | | | 44,716 | | | | | | 0.0 | | |
72,081 | | | 5.800%,09/01/2037 | | | | | 80,732 | | | | | | 0.0 | | |
37,120 | | | 5.800%,09/01/2037 | | | | | 41,577 | | | | | | 0.0 | | |
3,555 | | | 6.000%,04/01/2028 | | | | | 4,058 | | | | | | 0.0 | | |
34,026 | | | 6.000%,07/01/2028 | | | | | 38,172 | | | | | | 0.0 | | |
93 | | | 6.000%,04/01/2036 | | | | | 105 | | | | | | 0.0 | | |
7,430 | | | 6.000%,04/01/2036 | | | | | 8,756 | | | | | | 0.0 | | |
2,721 | | | 6.000%,04/01/2036 | | | | | 3,233 | | | | | | 0.0 | | |
26,220 | | | 6.000%,06/01/2036 | | | | | 31,153 | | | | | | 0.0 | | |
8,361 | | | 6.000%,07/01/2036 | | | | | 9,934 | | | | | | 0.0 | | |
51,287 | | | 6.000%,08/01/2036 | | | | | 60,938 | | | | | | 0.0 | | |
2,466 | | | 6.000%,08/01/2036 | | | | | 2,769 | | | | | | 0.0 | | |
7,745 | | | 6.000%,08/01/2036 | | | | | 9,202 | | | | | | 0.0 | | |
37,967 | | | 6.000%,01/01/2037 | | | | | 45,112 | | | | | | 0.0 | | |
36,816 | | | 6.000%,02/01/2037 | | | | | 43,743 | | | | | | 0.0 | | |
2,214 | | | 6.000%,04/01/2037 | | | | | 2,631 | | | | | | 0.0 | | |
1,271 | | | 6.000%,06/01/2037 | | | | | 1,507 | | | | | | 0.0 | | |
11,038 | | | 6.000%,06/01/2037 | | | | | 13,017 | | | | | | 0.0 | | |
5,942 | | | 6.000%,07/01/2037 | | | | | 7,055 | | | | | | 0.0 | | |
178 | | | 6.000%,07/01/2037 | | | | | 206 | | | | | | 0.0 | | |
6,111 | | | 6.000%,08/01/2037 | | | | | 7,251 | | | | | | 0.0 | | |
147,369 | | | 6.000%,08/01/2037 | | | | | 170,105 | | | | | | 0.0 | | |
17,129 | | | 6.000%,08/01/2037 | | | | | 20,153 | | | | | | 0.0 | | |
2,971 | | | 6.000%,08/01/2037 | | | | | 3,522 | | | | | | 0.0 | | |
1,700 | | | 6.000%,08/01/2037 | | | | | 2,012 | | | | | | 0.0 | | |
6,208 | | | 6.000%,08/01/2037 | | | | | 6,971 | | | | | | 0.0 | | |
9,291 | | | 6.000%,09/01/2037 | | | | | 10,502 | | | | | | 0.0 | | |
2,083 | | | 6.000%,09/01/2037 | | | | | 2,466 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
4,813 | | | 6.000%,09/01/2037 | | | | $ | 5,707 | | | | | | 0.0 | | |
8,338 | | | 6.000%,10/01/2037 | | | | | 9,903 | | | | | | 0.0 | | |
5,437 | | | 6.000%,10/01/2037 | | | | | 6,105 | | | | | | 0.0 | | |
18,594 | | | 6.000%,10/01/2037 | | | | | 20,903 | | | | | | 0.0 | | |
11,113 | | | 6.000%,10/01/2037 | | | | | 13,194 | | | | | | 0.0 | | |
1,163 | | | 6.000%,11/01/2037 | | | | | 1,306 | | | | | | 0.0 | | |
2,463 | | | 6.000%,11/01/2037 | | | | | 2,923 | | | | | | 0.0 | | |
27,792 | | | 6.000%,11/01/2037 | | | | | 32,975 | | | | | | 0.0 | | |
57,054 | | | 6.000%,12/01/2037 | | | | | 67,394 | | | | | | 0.0 | | |
926 | | | 6.000%,12/01/2037 | | | | | 1,040 | | | | | | 0.0 | | |
10,953 | | | 6.000%,01/01/2038 | | | | | 12,404 | | | | | | 0.0 | | |
15,806 | | | 6.000%,01/01/2038 | | | | | 18,772 | | | | | | 0.0 | | |
2,033 | | | 6.000%,01/01/2038 | | | | | 2,379 | | | | | | 0.0 | | |
2,389 | | | 6.000%,02/01/2038 | | | | | 2,687 | | | | | | 0.0 | | |
13,718 | | | 6.000%,05/01/2038 | | | | | 15,447 | | | | | | 0.0 | | |
1,252 | | | 6.000%,06/01/2038 | | | | | 1,481 | | | | | | 0.0 | | |
21,757 | | | 6.000%,07/01/2038 | | | | | 25,612 | | | | | | 0.0 | | |
43,076 | | | 6.000%,07/01/2038 | | | | | 50,763 | | | | | | 0.0 | | |
10,649 | | | 6.000%,09/01/2038 | | | | | 11,962 | | | | | | 0.0 | | |
871 | | | 6.000%,09/01/2038 | | | | | 1,030 | | | | | | 0.0 | | |
7,388 | | | 6.000%,09/01/2038 | | | | | 8,752 | | | | | | 0.0 | | |
271,272 | | | 6.000%,09/01/2038 | | | | | 318,673 | | | | | | 0.0 | | |
13,255 | | | 6.000%,11/01/2038 | | | | | 15,193 | | | | | | 0.0 | | |
138,503 | | | 6.000%,01/01/2039 | | | | | 161,613 | | | | | | 0.0 | | |
142,145 | | | 6.000%,04/01/2039 | | | | | 166,618 | | | | | | 0.0 | | |
33,506 | | | 6.000%,08/01/2039 | | | | | 38,211 | | | | | | 0.0 | | |
41,733 | | | 6.000%,10/01/2039 | | | | | 48,615 | | | | | | 0.0 | | |
27,964 | | | 6.000%,11/01/2039 | | | | | 31,405 | | | | | | 0.0 | | |
18,091 | | | 6.000%,11/01/2039 | | | | | 21,340 | | | | | | 0.0 | | |
1,614 | | | 6.000%,12/01/2039 | | | | | 1,905 | | | | | | 0.0 | | |
53,844 | | | 6.000%,05/01/2040 | | | | | 63,949 | | | | | | 0.0 | | |
56,422 | | | 6.150%,12/01/2037 | | | | | 63,378 | | | | | | 0.0 | | |
19,954 | | | 6.150%,01/01/2038 | | | | | 22,409 | | | | | | 0.0 | | |
80,481 | | | 6.150%,02/01/2038 | | | | | 90,406 | | | | | | 0.0 | | |
61,547 | | | 6.150%,02/01/2038 | | | | | 69,133 | | | | | | 0.0 | | |
840,000 (2) | | | 6.250%,07/15/2032 | | | | | 1,235,026 | | | | | | 0.1 | | |
8,692 | | | 6.500%,06/01/2036 | | | | | 10,242 | | | | | | 0.0 | | |
2,276 | | | 6.500%,08/01/2036 | | | | | 2,647 | | | | | | 0.0 | | |
684 | | | 6.500%,10/01/2036 | | | | | 780 | | | | | | 0.0 | | |
34,343 | | | 6.500%,10/01/2036 | | | | | 40,619 | | | | | | 0.0 | | |
14,598 | | | 6.500%,07/01/2037 | | | | | 16,526 | | | | | | 0.0 | | |
5,552 | | | 6.500%,09/01/2037 | | | | | 6,372 | | | | | | 0.0 | | |
2,813 | | | 6.500%,10/01/2037 | | | | | 3,298 | | | | | | 0.0 | | |
2,815 | | | 6.500%,11/01/2037 | | | | | 3,233 | | | | | | 0.0 | | |
14,911 | | | 6.500%,04/01/2038 | | | | | 17,130 | | | | | | 0.0 | | |
6,479 | | | 6.500%,04/01/2038 | | | | | 7,526 | | | | | | 0.0 | | |
598 | | | 6.500%,05/01/2038 | | | | | 670 | | | | | | 0.0 | | |
1,540 | | | 6.500%,05/01/2038 | | | | | 1,726 | | | | | | 0.0 | | |
2,060 | | | 6.500%,07/01/2038 | | | | | 2,309 | | | | | | 0.0 | | |
1,264 | | | 6.500%,08/01/2038 | | | | | 1,463 | | | | | | 0.0 | | |
207 | | | 6.500%,10/01/2038 | | | | | 237 | | | | | | 0.0 | | |
6,187 | | | 6.500%,11/01/2038 | | | | | 7,029 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
440,303 | | | 6.500%,12/01/2038 | | | | $ | 506,872 | | | | | | 0.0 | | |
54,848 | | | 6.500%,12/01/2038 | | | | | 61,487 | | | | | | 0.0 | | |
5,752 | | | 6.500%,12/01/2038 | | | | | 6,449 | | | | | | 0.0 | | |
7,008 | | | 6.500%,12/01/2038 | | | | | 7,856 | | | | | | 0.0 | | |
2,855 | | | 6.500%,01/01/2039 | | | | | 3,385 | | | | | | 0.0 | | |
| | | | | | | | 140,776,477 | | | | | | 4.0 | | |
| | | Federal National Mortgage Association: 0.7%(4) | | ||||||||||||
1,609,113 | | | 3.000%,09/01/2046 | | | | | 1,653,583 | | | | | | 0.1 | | |
13,598,568 | | | 3.500%,11/01/2051 | | | | | 14,794,765 | | | | | | 0.4 | | |
1,234,511 | | | 3.720%,10/01/2029 | | | | | 1,405,100 | | | | | | 0.0 | | |
63,749 | | | 5.700%,07/01/2036 | | | | | 66,329 | | | | | | 0.0 | | |
12,311 | | | 5.700%,07/01/2036 | | | | | 12,364 | | | | | | 0.0 | | |
805,000 (2) | | | 6.625%,11/15/2030 | | | | | 1,165,555 | | | | | | 0.0 | | |
3,430,000 | | | 7.125%,01/15/2030 | | | | | 5,014,197 | | | | | | 0.2 | | |
| | | | | | | | 24,111,893 | | | | | | 0.7 | | |
| | | Government National Mortgage Association: 5.7% | | ||||||||||||
45,475,000 (5) | | | 2.000%,08/01/2051 | | | | | 46,233,509 | | | | | | 1.3 | | |
12,544,000 (5) | | | 2.500%,07/15/2051 | | | | | 12,982,060 | | | | | | 0.4 | | |
4,502,481 | | | 3.000%,07/20/2045 | | | | | 4,775,175 | | | | | | 0.2 | | |
11,965,348 | | | 3.000%,07/20/2050 | | | | | 12,509,933 | | | | | | 0.4 | | |
32,680,000 (5) | | | 3.000%,07/15/2051 | | | | | 34,100,176 | | | | | | 1.0 | | |
14,924,284 | | | 3.500%,03/20/2047 | | | | | 16,348,360 | | | | | | 0.5 | | |
7,577,946 | | | 3.500%,09/20/2047 | | | | | 8,032,348 | | | | | | 0.2 | | |
2,553,995 | | | 3.500%,01/20/2048 | | | | | 2,723,919 | | | | | | 0.1 | | |
16,134,752 | | | 3.500%,02/20/2048 | | | | | 17,192,387 | | | | | | 0.5 | | |
16,124,788 | | | 3.500%,03/20/2048 | | | | | 17,266,290 | | | | | | 0.5 | | |
3,560,177 | | | 4.000%,10/20/2043 | | | | | 3,869,140 | | | | | | 0.1 | | |
3,465,055 | | | 4.000%,03/20/2046 | | | | | 3,746,741 | | | | | | 0.1 | | |
1,803,243 | | | 4.000%,03/20/2046 | | | | | 1,949,841 | | | | | | 0.1 | | |
599,793 | | | 4.500%,02/20/2041 | | | | | 672,516 | | | | | | 0.0 | | |
181,897 | | | 4.500%,03/20/2041 | | | | | 201,281 | | | | | | 0.0 | | |
694,150 | | | 4.500%,05/20/2041 | | | | | 768,125 | | | | | | 0.0 | | |
789,603 | | | 4.500%,06/20/2041 | | | | | 873,753 | | | | | | 0.0 | | |
1,514,659 | | | 4.500%,07/20/2041 | | | | | 1,676,081 | | | | | | 0.1 | | |
647,457 | | | 4.500%,09/20/2041 | | | | | 716,459 | | | | | | 0.0 | | |
1,932,526 | | | 4.500%,10/20/2041 | | | | | 2,138,488 | | | | | | 0.1 | | |
3,715,425 | | | 4.500%,01/20/2050 | | | | | 3,962,441 | | | | | | 0.1 | | |
7,971 | | | 5.000%,10/15/2037 | | | | | 9,229 | | | | | | 0.0 | | |
2,165 | | | 5.000%,04/15/2038 | | | | | 2,478 | | | | | | 0.0 | | |
42,011 | | | 5.000%,03/15/2039 | | | | | 48,682 | | | | | | 0.0 | | |
56,272 | | | 5.000%,08/15/2039 | | | | | 64,578 | | | | | | 0.0 | | |
569,496 | | | 5.000%,09/15/2039 | | | | | 657,757 | | | | | | 0.0 | | |
482,824 | | | 5.000%,09/15/2039 | | | | | 558,021 | | | | | | 0.0 | | |
446,607 | | | 5.000%,02/15/2040 | | | | | 516,217 | | | | | | 0.0 | | |
295,576 | | | 5.000%,04/15/2040 | | | | | 339,196 | | | | | | 0.0 | | |
813,817 | | | 5.000%,06/15/2040 | | | | | 940,675 | | | | | | 0.0 | | |
25,042 | | | 5.000%,07/15/2040 | | | | | 28,942 | | | | | | 0.0 | | |
280,709 | | | 5.000%,04/15/2042 | | | | | 317,285 | | | | | | 0.0 | | |
409,255 | | | 5.000%,04/20/2042 | | | | | 464,124 | | | | | | 0.0 | | |
383,709 | | | 5.000%,06/20/2048 | | | | | 416,432 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
21,282 | | | 5.500%,07/20/2038 | | | | $ | 24,150 | | | | | | 0.0 | | |
281,589 | | | 5.500%,09/20/2039 | | | | | 330,572 | | | | | | 0.0 | | |
20,667 | | | 5.500%,10/20/2039 | | | | | 24,157 | | | | | | 0.0 | | |
12,255 | | | 5.500%,11/20/2039 | | | | | 14,591 | | | | | | 0.0 | | |
476,928 | | | 5.500%,11/20/2039 | | | | | 559,886 | | | | | | 0.0 | | |
7,303 | | | 5.500%,12/20/2040 | | | | | 8,359 | | | | | | 0.0 | | |
23,006 | | | 5.500%,01/20/2041 | | | | | 27,040 | | | | | | 0.0 | | |
154,421 | | | 5.500%,03/20/2041 | | | | | 181,271 | | | | | | 0.0 | | |
245,310 | | | 5.500%,04/20/2041 | | | | | 288,220 | | | | | | 0.0 | | |
372,371 | | | 5.500%,05/20/2041 | | | | | 437,135 | | | | | | 0.0 | | |
375,218 | | | 5.500%,06/20/2041 | | | | | 440,488 | | | | | | 0.0 | | |
10,227 | | | 6.000%,10/15/2036 | | | | | 12,168 | | | | | | 0.0 | | |
29,008 | | | 6.000%,08/15/2037 | | | | | 34,166 | | | | | | 0.0 | | |
26,740 | | | 6.000%,11/15/2037 | | | | | 31,630 | | | | | | 0.0 | | |
4,114 | | | 6.000%,12/15/2037 | | | | | 4,622 | | | | | | 0.0 | | |
17,001 | | | 6.000%,01/15/2038 | | | | | 19,369 | | | | | | 0.0 | | |
20,064 | | | 6.000%,01/15/2038 | | | | | 23,891 | | | | | | 0.0 | | |
42,223 | | | 6.000%,02/15/2038 | | | | | 47,666 | | | | | | 0.0 | | |
19,792 | | | 6.000%,02/15/2038 | | | | | 23,414 | | | | | | 0.0 | | |
220 | | | 6.000%,02/15/2038 | | | | | 249 | | | | | | 0.0 | | |
728 | | | 6.000%,04/15/2038 | | | | | 817 | | | | | | 0.0 | | |
115,823 | | | 6.000%,05/15/2038 | | | | | 137,898 | | | | | | 0.0 | | |
130,077 | | | 6.000%,05/15/2038 | | | | | 154,693 | | | | | | 0.0 | | |
17,176 | | | 6.000%,07/15/2038 | | | | | 20,458 | | | | | | 0.0 | | |
42,087 | | | 6.000%,09/15/2038 | | | | | 49,503 | | | | | | 0.0 | | |
17,630 | | | 6.000%,11/15/2038 | | | | | 19,789 | | | | | | 0.0 | | |
559,116 | | | 6.000%,08/20/2040 | | | | | 655,328 | | | | | | 0.0 | | |
| | | | | | | | 200,674,169 | | | | | | 5.7 | | |
| | | Other U.S. Agency Obligations: 0.9% | | ||||||||||||
3,489,000 | | | 1.620%,09/04/2025 | | | | | 3,613,745 | | | | | | 0.1 | | |
12,500,000 | | | 2.390%,11/01/2034 | | | | | 13,378,180 | | | | | | 0.4 | | |
5,000,000 | | | 2.400%,09/21/2026 | | | | | 5,376,912 | | | | | | 0.2 | | |
1,500,000 | | | 1.875%,08/15/2022 | | | | | 1,529,474 | | | | | | 0.0 | | |
10,000 | | | 6.150%,01/15/2038 | | | | | 15,416 | | | | | | 0.0 | | |
5,000,000 (2) | | | 7.125%,05/01/2030 | | | | | 7,280,733 | | | | | | 0.2 | | |
| | | | | | | | 31,194,460 | | | | | | 0.9 | | |
| | | Uniform Mortgage-Backed Securities: 14.4% | | ||||||||||||
29,800,000 (5) | | | 2.000%,08/01/2035 | | | | | 30,695,208 | | | | | | 0.9 | | |
87,800,000 (5) | | | 2.000%,08/15/2051 | | | | | 88,485,938 | | | | | | 2.5 | | |
3,141,787 | | | 2.500%,09/01/2027 | | | | | 3,292,728 | | | | | | 0.1 | | |
3,016,378 | | | 2.500%,06/01/2030 | | | | | 3,167,804 | | | | | | 0.1 | | |
4,214,605 | | | 2.500%,06/01/2030 | | | | | 4,426,205 | | | | | | 0.1 | | |
1,765,153 | | | 2.500%,07/01/2030 | | | | | 1,853,247 | | | | | | 0.1 | | |
153,140,000 (5) | | | 2.500%,07/15/2051 | | | | | 158,404,189 | | | | | | 4.5 | | |
907,695 | | | 3.000%,06/01/2026 | | | | | 953,649 | | | | | | 0.0 | | |
4,388,032 | | | 3.000%,08/01/2030 | | | | | 4,646,659 | | | | | | 0.1 | | |
1,748,498 | | | 3.000%,09/01/2030 | | | | | 1,849,459 | | | | | | 0.1 | | |
14,042,280 | | | 3.000%,12/01/2042 | | | | | 15,039,421 | | | | | | 0.4 | | |
6,348,209 | | | 3.000%,07/01/2043 | | | | | 6,751,502 | | | | | | 0.2 | | |
2,922,005 | | | 3.000%,09/01/2043 | | | | | 3,094,207 | | | | | | 0.1 | | |
3,663,748 | | | 3.000%,07/01/2046 | | | | | 3,915,326 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,353,830 | | | 3.000%,08/01/2046 | | | | $ | 1,442,444 | | | | | | 0.1 | | |
14,873,267 | | | 3.000%,12/01/2046 | | | | | 15,726,524 | | | | | | 0.5 | | |
59,200,000 (5) | | | 3.000%,07/15/2051 | | | | | 61,712,531 | | | | | | 1.8 | | |
2,337,135 | | | 3.500%,05/01/2029 | | | | | 2,520,797 | | | | | | 0.1 | | |
695,941 | | | 3.500%,03/01/2041 | | | | | 749,552 | | | | | | 0.0 | | |
749,571 | | | 3.500%,12/01/2041 | | | | | 807,987 | | | | | | 0.0 | | |
1,226,738 | | | 3.500%,01/01/2042 | | | | | 1,322,349 | | | | | | 0.0 | | |
2,731,748 | | | 3.500%,10/01/2042 | | | | | 2,944,693 | | | | | | 0.1 | | |
7,676,467 | | | 3.500%,11/01/2042 | | | | | 8,318,551 | | | | | | 0.2 | | |
3,417,356 | | | 3.500%,01/01/2046 | | | | | 3,710,672 | | | | | | 0.1 | | |
5,512,092 | | | 3.500%,02/01/2046 | | | | | 5,985,235 | | | | | | 0.2 | | |
2,427,533 | | | 3.500%,02/01/2046 | | | | | 2,635,951 | | | | | | 0.1 | | |
5,598,193 | | | 3.500%,04/01/2046 | | | | | 6,014,994 | | | | | | 0.2 | | |
2,200,000 (5) | | | 3.500%,07/15/2051 | | | | | 2,315,887 | | | | | | 0.1 | | |
957,834 | | | 4.000%,09/01/2026 | | | | | 1,018,084 | | | | | | 0.0 | | |
810,714 | | | 4.000%,10/01/2040 | | | | | 891,674 | | | | | | 0.0 | | |
110,562 | | | 4.000%,10/01/2040 | | | | | 121,582 | | | | | | 0.0 | | |
6,156,820 | | | 4.000%,11/01/2040 | | | | | 6,707,806 | | | | | | 0.2 | | |
1,049,101 | | | 4.000%,12/01/2040 | | | | | 1,148,561 | | | | | | 0.0 | | |
725,232 | | | 4.000%,12/01/2040 | | | | | 794,209 | | | | | | 0.0 | | |
1,409,218 | | | 4.000%,02/01/2041 | | | | | 1,536,085 | | | | | | 0.1 | | |
218,274 | | | 4.000%,03/01/2041 | | | | | 240,009 | | | | | | 0.0 | | |
235,300 | | | 4.000%,04/01/2041 | | | | | 257,675 | | | | | | 0.0 | | |
252,008 | | | 4.000%,08/01/2041 | | | | | 269,691 | | | | | | 0.0 | | |
165,698 | | | 4.000%,09/01/2041 | | | | | 181,119 | | | | | | 0.0 | | |
1,061,171 | | | 4.000%,11/01/2041 | | | | | 1,156,404 | | | | | | 0.0 | | |
195,710 | | | 4.000%,12/01/2041 | | | | | 213,334 | | | | | | 0.0 | | |
582,138 | | | 4.000%,01/01/2042 | | | | | 636,516 | | | | | | 0.0 | | |
463,394 | | | 4.000%,07/01/2042 | | | | | 509,807 | | | | | | 0.0 | | |
1,320,508 | | | 4.000%,12/01/2042 | | | | | 1,452,908 | | | | | | 0.1 | | |
1,666,841 | | | 4.000%,07/01/2043 | | | | | 1,856,319 | | | | | | 0.1 | | |
845,373 | | | 4.000%,02/01/2044 | | | | | 934,014 | | | | | | 0.0 | | |
1,381,369 | | | 4.000%,02/01/2044 | | | | | 1,526,236 | | | | | | 0.1 | | |
230,987 | | | 4.000%,03/01/2044 | | | | | 246,726 | | | | | | 0.0 | | |
721,486 | | | 4.000%,05/01/2045 | | | | | 786,956 | | | | | | 0.0 | | |
4,789,136 | | | 4.000%,06/01/2045 | | | | | 5,229,610 | | | | | | 0.2 | | |
2,056,700 | | | 4.000%,07/01/2045 | | | | | 2,260,566 | | | | | | 0.1 | | |
1,538,358 | | | 4.000%,07/01/2045 | | | | | 1,699,631 | | | | | | 0.1 | | |
1,306,743 | | | 4.000%,07/01/2045 | | | | | 1,428,406 | | | | | | 0.1 | | |
728,230 | | | 4.000%,07/01/2045 | | | | | 791,532 | | | | | | 0.0 | | |
1,800,823 | | | 4.000%,02/01/2046 | | | | | 1,970,427 | | | | | | 0.1 | | |
3,162,236 | | | 4.000%,02/01/2048 | | | | | 3,377,897 | | | | | | 0.1 | | |
277,425 | | | 4.000%,03/01/2048 | | | | | 296,394 | | | | | | 0.0 | | |
763,888 | | | 4.000%,03/01/2048 | | | | | 816,316 | | | | | | 0.0 | | |
1,046,861 | | | 4.500%,07/01/2026 | | | | | 1,105,270 | | | | | | 0.0 | | |
4,083 | | | 4.500%,06/01/2034 | | | | | 4,494 | | | | | | 0.0 | | |
11,629 | | | 4.500%,05/01/2035 | | | | | 12,744 | | | | | | 0.0 | | |
1,445 | | | 4.500%,03/01/2038 | | | | | 1,612 | | | | | | 0.0 | | |
1,118 | | | 4.500%,05/01/2038 | | | | | 1,218 | | | | | | 0.0 | | |
7,937 | | | 4.500%,06/01/2038 | | | | | 8,668 | | | | | | 0.0 | | |
8,418 | | | 4.500%,07/01/2038 | | | | | 9,066 | | | | | | 0.0 | | |
13,328 | | | 4.500%,09/01/2038 | | | | | 14,346 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
295,856 | | | 4.500%,03/01/2039 | | | | $ | 326,751 | | | | | | 0.0 | | |
10,224 | | | 4.500%,04/01/2039 | | | | | 11,286 | | | | | | 0.0 | | |
15,617 | | | 4.500%,04/01/2039 | | | | | 17,239 | | | | | | 0.0 | | |
333,824 | | | 4.500%,07/01/2039 | | | | | 371,084 | | | | | | 0.0 | | |
824,406 | | | 4.500%,09/01/2039 | | | | | 910,171 | | | | | | 0.0 | | |
774,095 | | | 4.500%,10/01/2039 | | | | | 863,823 | | | | | | 0.0 | | |
173,913 | | | 4.500%,12/01/2039 | | | | | 192,013 | | | | | | 0.0 | | |
233,044 | | | 4.500%,12/01/2039 | | | | | 259,083 | | | | | | 0.0 | | |
170,586 | | | 4.500%,12/01/2039 | | | | | 188,313 | | | | | | 0.0 | | |
136,812 | | | 4.500%,03/01/2040 | | | | | 152,664 | | | | | | 0.0 | | |
169,949 | | | 4.500%,10/01/2040 | | | | | 187,529 | | | | | | 0.0 | | |
184,176 | | | 4.500%,10/01/2040 | | | | | 204,736 | | | | | | 0.0 | | |
172,038 | | | 4.500%,10/01/2040 | | | | | 190,015 | | | | | | 0.0 | | |
248,122 | | | 4.500%,03/01/2041 | | | | | 274,021 | | | | | | 0.0 | | |
127,433 | | | 4.500%,04/01/2041 | | | | | 137,109 | | | | | | 0.0 | | |
1,845,858 | | | 4.500%,06/01/2041 | | | | | 2,060,148 | | | | | | 0.1 | | |
146,491 | | | 4.500%,06/01/2041 | | | | | 161,760 | | | | | | 0.0 | | |
140,260 | | | 4.500%,06/01/2041 | | | | | 156,014 | | | | | | 0.0 | | |
124,870 | | | 4.500%,07/01/2041 | | | | | 137,888 | | | | | | 0.0 | | |
64,634 | | | 4.500%,07/01/2041 | | | | | 71,387 | | | | | | 0.0 | | |
2,601,116 | | | 4.500%,07/01/2041 | | | | | 2,903,137 | | | | | | 0.1 | | |
747,733 | | | 4.500%,08/01/2041 | | | | | 823,037 | | | | | | 0.0 | | |
105,853 | | | 4.500%,08/01/2041 | | | | | 118,140 | | | | | | 0.0 | | |
799,127 | | | 4.500%,08/01/2041 | | | | | 882,385 | | | | | | 0.0 | | |
320,250 | | | 5.000%,03/01/2027 | | | | | 334,050 | | | | | | 0.0 | | |
62,913 | | | 5.000%,07/01/2033 | | | | | 71,114 | | | | | | 0.0 | | |
50,023 | | | 5.000%,02/01/2034 | | | | | 54,848 | | | | | | 0.0 | | |
11,733 | | | 5.000%,11/01/2034 | | | | | 13,436 | | | | | | 0.0 | | |
1,315,444 | | | 5.000%,02/01/2035 | | | | | 1,502,816 | | | | | | 0.1 | | |
224,951 | | | 5.000%,06/01/2035 | | | | | 257,371 | | | | | | 0.0 | | |
15,736 | | | 5.000%,08/01/2035 | | | | | 17,903 | | | | | | 0.0 | | |
48,130 | | | 5.000%,09/01/2035 | | | | | 54,417 | | | | | | 0.0 | | |
135,312 | | | 5.000%,09/01/2035 | | | | | 154,947 | | | | | | 0.0 | | |
197,013 | | | 5.000%,09/01/2035 | | | | | 225,639 | | | | | | 0.0 | | |
16,738 | | | 5.000%,10/01/2035 | | | | | 19,169 | | | | | | 0.0 | | |
248,578 | | | 5.000%,03/01/2036 | | | | | 284,692 | | | | | | 0.0 | | |
322,155 | | | 5.000%,03/01/2036 | | | | | 369,083 | | | | | | 0.0 | | |
2,649 | | | 5.000%,05/01/2036 | | | | | 3,034 | | | | | | 0.0 | | |
239,189 | | | 5.000%,05/01/2036 | | | | | 273,993 | | | | | | 0.0 | | |
41,610 | | | 5.000%,06/01/2036 | | | | | 47,636 | | | | | | 0.0 | | |
447,667 | | | 5.000%,12/01/2036 | | | | | 512,988 | | | | | | 0.0 | | |
34,556 | | | 5.000%,12/01/2036 | | | | | 39,592 | | | | | | 0.0 | | |
103,349 | | | 5.000%,07/01/2037 | | | | | 118,402 | | | | | | 0.0 | | |
58,753 | | | 5.000%,01/01/2038 | | | | | 67,296 | | | | | | 0.0 | | |
339,915 | | | 5.000%,02/01/2038 | | | | | 389,434 | | | | | | 0.0 | | |
155,810 | | | 5.000%,02/01/2038 | | | | | 178,498 | | | | | | 0.0 | | |
322,861 | | | 5.000%,08/01/2038 | | | | | 369,921 | | | | | | 0.0 | | |
53,180 | | | 5.000%,07/01/2040 | | | | | 58,924 | | | | | | 0.0 | | |
159,238 | | | 5.000%,07/01/2040 | | | | | 182,482 | | | | | | 0.0 | | |
242 | | | 5.500%,10/01/2021 | | | | | 243 | | | | | | 0.0 | | |
1,928 | | | 5.500%,11/01/2021 | | | | | 1,934 | | | | | | 0.0 | | |
8,152 | | | 5.500%,11/01/2021 | | | | | 8,193 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
11,557 | | | 5.500%,12/01/2021 | | | | $ | 11,623 | | | | | | 0.0 | | |
811 | | | 5.500%,12/01/2021 | | | | | 814 | | | | | | 0.0 | | |
18,393 | | | 5.500%,12/01/2021 | | | | | 18,478 | | | | | | 0.0 | | |
697 | | | 5.500%,01/01/2022 | | | | | 700 | | | | | | 0.0 | | |
239 | | | 5.500%,01/01/2022 | | | | | 241 | | | | | | 0.0 | | |
2,387 | | | 5.500%,02/01/2022 | | | | | 2,408 | | | | | | 0.0 | | |
91 | | | 5.500%,04/01/2022 | | | | | 91 | | | | | | 0.0 | | |
690 | | | 5.500%,06/01/2022 | | | | | 697 | | | | | | 0.0 | | |
877 | | | 5.500%,06/01/2022 | | | | | 882 | | | | | | 0.0 | | |
360 | | | 5.500%,07/01/2022 | | | | | 366 | | | | | | 0.0 | | |
5,263 | | | 5.500%,07/01/2022 | | | | | 5,346 | | | | | | 0.0 | | |
444 | | | 5.500%,08/01/2022 | | | | | 446 | | | | | | 0.0 | | |
1,047 | | | 5.500%,09/01/2022 | | | | | 1,065 | | | | | | 0.0 | | |
6,375 | | | 5.500%,09/01/2022 | | | | | 6,503 | | | | | | 0.0 | | |
1,170 | | | 5.500%,01/01/2023 | | | | | 1,198 | | | | | | 0.0 | | |
426 | | | 5.500%,02/01/2023 | | | | | 432 | | | | | | 0.0 | | |
1,895 | | | 5.500%,03/01/2023 | | | | | 1,943 | | | | | | 0.0 | | |
599 | | | 5.500%,04/01/2023 | | | | | 615 | | | | | | 0.0 | | |
3,553 | | | 5.500%,06/01/2023 | | | | | 3,583 | | | | | | 0.0 | | |
3,849 | | | 5.500%,08/01/2023 | | | | | 3,986 | | | | | | 0.0 | | |
710 | | | 5.500%,08/01/2023 | | | | | 732 | | | | | | 0.0 | | |
1,081 | | | 5.500%,08/01/2023 | | | | | 1,114 | | | | | | 0.0 | | |
8,388 | | | 5.500%,08/01/2023 | | | | | 8,634 | | | | | | 0.0 | | |
8,241 | | | 5.500%,09/01/2023 | | | | | 8,506 | | | | | | 0.0 | | |
1,282 | | | 5.500%,11/01/2023 | | | | | 1,325 | | | | | | 0.0 | | |
4,579 | | | 5.500%,11/01/2023 | | | | | 4,739 | | | | | | 0.0 | | |
553 | | | 5.500%,11/01/2023 | | | | | 573 | | | | | | 0.0 | | |
30,149 | | | 5.500%,02/01/2024 | | | | | 31,296 | | | | | | 0.0 | | |
816 | | | 5.500%,03/01/2024 | | | | | 824 | | | | | | 0.0 | | |
4,201 | | | 5.500%,07/01/2024 | | | | | 4,398 | | | | | | 0.0 | | |
2,650 | | | 5.500%,07/01/2024 | | | | | 2,671 | | | | | | 0.0 | | |
130 | | | 5.500%,05/01/2025 | | | | | 131 | | | | | | 0.0 | | |
11,717 | | | 5.500%,08/01/2025 | | | | | 12,020 | | | | | | 0.0 | | |
1,450 | | | 5.500%,07/01/2027 | | | | | 1,619 | | | | | | 0.0 | | |
365 | | | 5.500%,08/01/2027 | | | | | 407 | | | | | | 0.0 | | |
94,586 | | | 5.500%,03/01/2034 | | | | | 109,330 | | | | | | 0.0 | | |
61,333 | | | 5.500%,04/01/2034 | | | | | 70,160 | | | | | | 0.0 | | |
29,091 | | | 5.500%,11/01/2034 | | | | | 33,703 | | | | | | 0.0 | | |
31,157 | | | 5.500%,12/01/2034 | | | | | 36,124 | | | | | | 0.0 | | |
356,876 | | | 5.500%,02/01/2035 | | | | | 413,690 | | | | | | 0.0 | | |
51,144 | | | 5.500%,05/01/2035 | | | | | 59,301 | | | | | | 0.0 | | |
172,624 | | | 5.500%,09/01/2035 | | | | | 192,599 | | | | | | 0.0 | | |
48,741 | | | 5.500%,09/01/2035 | | | | | 56,445 | | | | | | 0.0 | | |
66,895 | | | 5.500%,04/01/2036 | | | | | 77,560 | | | | | | 0.0 | | |
40,890 | | | 5.500%,04/01/2036 | | | | | 47,354 | | | | | | 0.0 | | |
14,742 | | | 5.500%,05/01/2036 | | | | | 17,079 | | | | | | 0.0 | | |
45,338 | | | 5.500%,06/01/2036 | | | | | 52,535 | | | | | | 0.0 | | |
173,370 | | | 5.500%,07/01/2036 | | | | | 201,011 | | | | | | 0.0 | | |
95,332 | | | 5.500%,11/01/2036 | | | | | 110,495 | | | | | | 0.0 | | |
296,388 | | | 5.500%,12/01/2036 | | | | | 343,959 | | | | | | 0.0 | | |
139,146 | | | 5.500%,12/01/2036 | | | | | 161,346 | | | | | | 0.0 | | |
45,726 | | | 5.500%,01/01/2037 | | | | | 53,019 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
39,229 | | | 5.500%,03/01/2037 | | | | $ | 45,527 | | | | | | 0.0 | | |
452,693 | | | 5.500%,03/01/2037 | | | | | 526,238 | | | | | | 0.0 | | |
197,984 | | | 5.500%,03/01/2037 | | | | | 229,668 | | | | | | 0.0 | | |
177,520 | | | 5.500%,08/01/2037 | | | | | 205,834 | | | | | | 0.0 | | |
1,796 | | | 5.500%,01/01/2038 | | | | | 2,089 | | | | | | 0.0 | | |
814 | | | 5.500%,01/01/2038 | | | | | 947 | | | | | | 0.0 | | |
579 | | | 5.500%,01/01/2038 | | | | | 673 | | | | | | 0.0 | | |
5,598 | | | 5.500%,03/01/2038 | | | | | 6,470 | | | | | | 0.0 | | |
7,854 | | | 5.500%,05/01/2038 | | | | | 9,020 | | | | | | 0.0 | | |
27,055 | | | 5.500%,06/01/2038 | | | | | 31,495 | | | | | | 0.0 | | |
762,054 | | | 5.500%,09/01/2038 | | | | | 885,366 | | | | | | 0.0 | | |
187,359 | | | 5.500%,12/01/2038 | | | | | 217,990 | | | | | | 0.0 | | |
46,670 | | | 5.500%,06/01/2039 | | | | | 54,350 | | | | | | 0.0 | | |
37,639 | | | 5.500%,05/01/2040 | | | | | 41,991 | | | | | | 0.0 | | |
230,386 | | | 5.500%,06/01/2040 | | | | | 256,715 | | | | | | 0.0 | | |
4,454 | | | 6.000%,01/01/2034 | | | | | 5,008 | | | | | | 0.0 | | |
1,516 | | | 6.000%,07/01/2034 | | | | | 1,701 | | | | | | 0.0 | | |
39,359 | | | 6.000%,12/01/2034 | | | | | 46,735 | | | | | | 0.0 | | |
18,670 | | | 6.000%,05/01/2035 | | | | | 20,996 | | | | | | 0.0 | | |
30,774 | | | 6.000%,01/01/2036 | | | | | 34,542 | | | | | | 0.0 | | |
14,891 | | | 6.000%,01/01/2036 | | | | | 16,711 | | | | | | 0.0 | | |
12,775 | | | 6.000%,02/01/2036 | | | | | 15,153 | | | | | | 0.0 | | |
13,807 | | | 6.000%,03/01/2036 | | | | | 16,100 | | | | | | 0.0 | | |
21,240 | | | 6.000%,03/01/2036 | | | | | 25,065 | | | | | | 0.0 | | |
5,829 | | | 6.000%,04/01/2036 | | | | | 6,910 | | | | | | 0.0 | | |
2,992 | | | 6.000%,04/01/2036 | | | | | 3,355 | | | | | | 0.0 | | |
49,411 | | | 6.000%,05/01/2036 | | | | | 58,553 | | | | | | 0.0 | | |
182 | | | 6.000%,06/01/2036 | | | | | 214 | | | | | | 0.0 | | |
13,123 | | | 6.000%,08/01/2036 | | | | | 15,573 | | | | | | 0.0 | | |
1,670 | | | 6.000%,08/01/2036 | | | | | 1,874 | | | | | | 0.0 | | |
11,587 | | | 6.000%,09/01/2036 | | | | | 13,742 | | | | | | 0.0 | | |
16,128 | | | 6.000%,09/01/2036 | | | | | 18,090 | | | | | | 0.0 | | |
30,776 | | | 6.000%,09/01/2036 | | | | | 36,486 | | | | | | 0.0 | | |
40,722 | | | 6.000%,09/01/2036 | | | | | 46,421 | | | | | | 0.0 | | |
8,356 | | | 6.000%,10/01/2036 | | | | | 9,475 | | | | | | 0.0 | | |
90,160 | | | 6.000%,12/01/2036 | | | | | 101,215 | | | | | | 0.0 | | |
346,152 | | | 6.000%,12/01/2036 | | | | | 410,408 | | | | | | 0.0 | | |
7,201 | | | 6.000%,01/01/2037 | | | | | 8,083 | | | | | | 0.0 | | |
5,371 | | | 6.000%,02/01/2037 | | | | | 6,071 | | | | | | 0.0 | | |
5,109 | | | 6.000%,04/01/2037 | | | | | 5,732 | | | | | | 0.0 | | |
60,580 | | | 6.000%,07/01/2037 | | | | | 71,857 | | | | | | 0.0 | | |
17,984 | | | 6.000%,08/01/2037 | | | | | 21,328 | | | | | | 0.0 | | |
1,688 | | | 6.000%,08/01/2037 | | | | | 1,999 | | | | | | 0.0 | | |
1,022 | | | 6.000%,08/01/2037 | | | | | 1,190 | | | | | | 0.0 | | |
12,186 | | | 6.000%,09/01/2037 | | | | | 14,223 | | | | | | 0.0 | | |
38,315 | | | 6.000%,09/01/2037 | | | | | 42,966 | | | | | | 0.0 | | |
281 | | | 6.000%,09/01/2037 | | | | | 333 | | | | | | 0.0 | | |
5,091 | | | 6.000%,09/01/2037 | | | | | 6,038 | | | | | | 0.0 | | |
7,741 | | | 6.000%,09/01/2037 | | | | | 8,975 | | | | | | 0.0 | | |
1,226 | | | 6.000%,09/01/2037 | | | | | 1,408 | | | | | | 0.0 | | |
184 | | | 6.000%,10/01/2037 | | | | | 216 | | | | | | 0.0 | | |
1,460 | | | 6.000%,10/01/2037 | | | | | 1,670 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
2,129 | | | 6.000%,10/01/2037 | | | | $ | 2,428 | | | | | | 0.0 | | |
906 | | | 6.000%,10/01/2037 | | | | | 1,036 | | | | | | 0.0 | | |
6,779 | | | 6.000%,11/01/2037 | | | | | 7,604 | | | | | | 0.0 | | |
1,071 | | | 6.000%,11/01/2037 | | | | | 1,202 | | | | | | 0.0 | | |
18,539 | | | 6.000%,11/01/2037 | | | | | 21,144 | | | | | | 0.0 | | |
30,683 | | | 6.000%,11/01/2037 | | | | | 36,377 | | | | | | 0.0 | | |
1,082 | | | 6.000%,11/01/2037 | | | | | 1,223 | | | | | | 0.0 | | |
8,810 | | | 6.000%,11/01/2037 | | | | | 10,018 | | | | | | 0.0 | | |
29,956 | | | 6.000%,12/01/2037 | | | | | 35,403 | | | | | | 0.0 | | |
22,248 | | | 6.000%,12/01/2037 | | | | | 26,258 | | | | | | 0.0 | | |
11,713 | | | 6.000%,12/01/2037 | | | | | 13,843 | | | | | | 0.0 | | |
4,335 | | | 6.000%,12/01/2037 | | | | | 4,945 | | | | | | 0.0 | | |
11,568 | | | 6.000%,01/01/2038 | | | | | 13,072 | | | | | | 0.0 | | |
3,891 | | | 6.000%,01/01/2038 | | | | | 4,365 | | | | | | 0.0 | | |
61,096 | | | 6.000%,02/01/2038 | | | | | 69,935 | | | | | | 0.0 | | |
731 | | | 6.000%,02/01/2038 | | | | | 820 | | | | | | 0.0 | | |
3,020 | | | 6.000%,03/01/2038 | | | | | 3,407 | | | | | | 0.0 | | |
111,870 | | | 6.000%,03/01/2038 | | | | | 127,093 | | | | | | 0.0 | | |
18,345 | | | 6.000%,04/01/2038 | | | | | 21,736 | | | | | | 0.0 | | |
233,625 | | | 6.000%,04/01/2038 | | | | | 277,233 | | | | | | 0.0 | | |
18,398 | | | 6.000%,05/01/2038 | | | | | 21,671 | | | | | | 0.0 | | |
19,966 | | | 6.000%,05/01/2038 | | | | | 22,602 | | | | | | 0.0 | | |
1,056 | | | 6.000%,06/01/2038 | | | | | 1,185 | | | | | | 0.0 | | |
24,381 | | | 6.000%,07/01/2038 | | | | | 27,581 | | | | | | 0.0 | | |
8,520 | | | 6.000%,07/01/2038 | | | | | 9,592 | | | | | | 0.0 | | |
1,878 | | | 6.000%,08/01/2038 | | | | | 2,220 | | | | | | 0.0 | | |
819 | | | 6.000%,08/01/2038 | | | | | 920 | | | | | | 0.0 | | |
16,776 | | | 6.000%,09/01/2038 | | | | | 18,929 | | | | | | 0.0 | | |
33,936 | | | 6.000%,09/01/2038 | | | | | 38,318 | | | | | | 0.0 | | |
6,538 | | | 6.000%,09/01/2038 | | | | | 7,333 | | | | | | 0.0 | | |
20,510 | | | 6.000%,10/01/2038 | | | | | 24,095 | | | | | | 0.0 | | |
43,671 | | | 6.000%,10/01/2038 | | | | | 51,265 | | | | | | 0.0 | | |
29,622 | | | 6.000%,10/01/2038 | | | | | 34,077 | | | | | | 0.0 | | |
423,572 | | | 6.000%,10/01/2039 | | | | | 503,055 | | | | | | 0.0 | | |
11,999 | | | 6.000%,11/01/2039 | | | | | 13,503 | | | | | | 0.0 | | |
594 | | | 6.500%,04/01/2030 | | | | | 666 | | | | | | 0.0 | | |
55,372 | | | 6.500%,02/01/2034 | | | | | 62,036 | | | | | | 0.0 | | |
6,931 | | | 6.500%,11/01/2034 | | | | | 8,203 | | | | | | 0.0 | | |
10,446 | | | 6.500%,01/01/2036 | | | | | 12,104 | | | | | | 0.0 | | |
18,986 | | | 6.500%,03/01/2036 | | | | | 22,329 | | | | | | 0.0 | | |
32,042 | | | 6.500%,04/01/2036 | | | | | 36,541 | | | | | | 0.0 | | |
560 | | | 6.500%,05/01/2036 | | | | | 627 | | | | | | 0.0 | | |
4,026 | | | 6.500%,06/01/2036 | | | | | 4,511 | | | | | | 0.0 | | |
39,600 | | | 6.500%,07/01/2036 | | | | | 45,142 | | | | | | 0.0 | | |
15,520 | | | 6.500%,07/01/2036 | | | | | 17,814 | | | | | | 0.0 | | |
2,087 | | | 6.500%,07/01/2036 | | | | | 2,456 | | | | | | 0.0 | | |
955 | | | 6.500%,07/01/2036 | | | | | 1,107 | | | | | | 0.0 | | |
31,500 | | | 6.500%,07/01/2036 | | | | | 35,300 | | | | | | 0.0 | | |
5,022 | | | 6.500%,07/01/2036 | | | | | 5,628 | | | | | | 0.0 | | |
558 | | | 6.500%,08/01/2036 | | | | | 641 | | | | | | 0.0 | | |
7,993 | | | 6.500%,09/01/2036 | | | | | 9,078 | | | | | | 0.0 | | |
78,812 | | | 6.500%,09/01/2036 | | | | | 93,049 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
887 | | | 6.500%,09/01/2036 | | | | $ | 1,012 | | | | | | 0.0 | | |
13,681 | | | 6.500%,09/01/2036 | | | | | 15,719 | | | | | | 0.0 | | |
2,580 | | | 6.500%,11/01/2036 | | | | | 2,981 | | | | | | 0.0 | | |
811 | | | 6.500%,11/01/2036 | | | | | 931 | | | | | | 0.0 | | |
12,601 | | | 6.500%,12/01/2036 | | | | | 14,115 | | | | | | 0.0 | | |
2,111 | | | 6.500%,12/01/2036 | | | | | 2,435 | | | | | | 0.0 | | |
20,250 | | | 6.500%,01/01/2037 | | | | | 22,697 | | | | | | 0.0 | | |
29,920 | | | 6.500%,01/01/2037 | | | | | 33,534 | | | | | | 0.0 | | |
176 | | | 6.500%,01/01/2037 | | | | | 204 | | | | | | 0.0 | | |
13,007 | | | 6.500%,02/01/2037 | | | | | 14,598 | | | | | | 0.0 | | |
43,639 | | | 6.500%,03/01/2037 | | | | | 50,874 | | | | | | 0.0 | | |
11,250 | | | 6.500%,03/01/2037 | | | | | 12,764 | | | | | | 0.0 | | |
16,041 | | | 6.500%,03/01/2037 | | | | | 17,970 | | | | | | 0.0 | | |
4,531 | | | 6.500%,03/01/2037 | | | | | 5,203 | | | | | | 0.0 | | |
443 | | | 6.500%,07/01/2037 | | | | | 521 | | | | | | 0.0 | | |
717 | | | 6.500%,08/01/2037 | | | | | 807 | | | | | | 0.0 | | |
2,641 | | | 6.500%,08/01/2037 | | | | | 2,960 | | | | | | 0.0 | | |
3,558 | | | 6.500%,08/01/2037 | | | | | 4,099 | | | | | | 0.0 | | |
5,470 | | | 6.500%,09/01/2037 | | | | | 6,406 | | | | | | 0.0 | | |
923 | | | 6.500%,09/01/2037 | | | | | 1,069 | | | | | | 0.0 | | |
13,111 | | | 6.500%,09/01/2037 | | | | | 14,999 | | | | | | 0.0 | | |
416 | | | 6.500%,09/01/2037 | | | | | 479 | | | | | | 0.0 | | |
1,212 | | | 6.500%,09/01/2037 | | | | | 1,402 | | | | | | 0.0 | | |
66,032 | | | 6.500%,09/01/2037 | | | | | 78,297 | | | | | | 0.0 | | |
103,211 | | | 6.500%,09/01/2037 | | | | | 117,804 | | | | | | 0.0 | | |
1,667 | | | 6.500%,10/01/2037 | | | | | 1,985 | | | | | | 0.0 | | |
13,044 | | | 6.500%,10/01/2037 | | | | | 14,769 | | | | | | 0.0 | | |
22,658 | | | 6.500%,10/01/2037 | | | | | 26,411 | | | | | | 0.0 | | |
371 | | | 6.500%,10/01/2037 | | | | | 415 | | | | | | 0.0 | | |
3,923 | | | 6.500%,10/01/2037 | | | | | 4,576 | | | | | | 0.0 | | |
85,756 | | | 6.500%,11/01/2037 | | | | | 97,362 | | | | | | 0.0 | | |
2,537 | | | 6.500%,12/01/2037 | | | | | 2,846 | | | | | | 0.0 | | |
8,597 | | | 6.500%,12/01/2037 | | | | | 10,086 | | | | | | 0.0 | | |
58,765 | | | 6.500%,12/01/2037 | | | | | 65,864 | | | | | | 0.0 | | |
7,735 | | | 6.500%,12/01/2037 | | | | | 8,839 | | | | | | 0.0 | | |
1,454 | | | 6.500%,12/01/2037 | | | | | 1,629 | | | | | | 0.0 | | |
1,264 | | | 6.500%,12/01/2037 | | | | | 1,416 | | | | | | 0.0 | | |
1,363 | | | 6.500%,12/01/2037 | | | | | 1,527 | | | | | | 0.0 | | |
17,534 | | | 6.500%,01/01/2038 | | | | | 19,981 | | | | | | 0.0 | | |
510 | | | 6.500%,01/01/2038 | | | | | 571 | | | | | | 0.0 | | |
42,785 | | | 6.500%,03/01/2038 | | | | | 50,737 | | | | | | 0.0 | | |
40,519 | | | 6.500%,04/01/2038 | | | | | 46,979 | | | | | | 0.0 | | |
2,172 | | | 6.500%,05/01/2038 | | | | | 2,434 | | | | | | 0.0 | | |
30,630 | | | 6.500%,08/01/2038 | | | | | 35,499 | | | | | | 0.0 | | |
35,499 | | | 6.500%,08/01/2038 | | | | | 40,695 | | | | | | 0.0 | | |
22,161 | | | 6.500%,09/01/2038 | | | | | 25,436 | | | | | | 0.0 | | |
11,914 | | | 6.500%,10/01/2038 | | | | | 13,344 | | | | | | 0.0 | | |
9,578 | | | 6.500%,10/01/2038 | | | | | 10,782 | | | | | | 0.0 | | |
160,501 | | | 6.500%,10/01/2038 | | | | | 190,043 | | | | | | 0.0 | | |
2,716 | | | 6.500%,10/01/2038 | | | | | 3,217 | | | | | | 0.0 | | |
16,946 | | | 6.500%,11/01/2038 | | | | | 20,076 | | | | | | 0.0 | | |
29,964 | | | 6.500%,01/01/2039 | | | | | 35,148 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
917 | | | 6.500%,01/01/2039 | | | | $ | 1,044 | | | | | | 0.0 | | |
10,630 | | | 6.500%,03/01/2039 | | | | | 11,910 | | | | | | 0.0 | | |
5,143 | | | 6.500%,09/01/2039 | | | | | 5,763 | | | | | | 0.0 | | |
| | | | | | | | 510,284,298 | | | | | | 14.4 | | |
| | | Total U.S. Government Agency Obligations | | | | | | | | | | | | | |
| | | (Cost $880,460,693) | | | | | 907,041,297 | | | | | | 25.7 | | |
| | | | | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.9% | | |||||||||||||||
2,500,000 | | | Banc of America Commercial Mortgage Trust 2017-BNK3 AS, 3.748%, 02/15/2050 | | | | | 2,748,607 | | | | | | 0.1 | | |
5,000,000 | | | BANK 2021-BNK33 A5, 2.556%, 05/15/2064 | | | | | 5,233,340 | | | | | | 0.2 | | |
4,000,000 | | | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | | | | | 4,564,227 | | | | | | 0.1 | | |
1,103,000 | | | Benchmark 2019-B10 A4 Mortgage Trust, 3.717%, 03/15/2062 | | | | | 1,245,890 | | | | | | 0.0 | | |
5,000,000 | | | Benchmark 2020-B21 A5 Mortgage Trust, 1.978%, 12/17/2053 | | | | | 4,987,240 | | | | | | 0.1 | | |
3,000,000 | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | | 3,219,601 | | | | | | 0.1 | | |
1,817,929 (3) | | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | | 1,885,691 | | | | | | 0.1 | | |
2,213,239 (3) | | | Ginnie Mae 2011-142 B, 3.405%, 02/16/2044 | | | | | 2,230,795 | | | | | | 0.1 | | |
1,349,253 (3) | | | Ginnie Mae 2011-38 D, 3.715%, 01/16/2051 | | | | | 1,375,518 | | | | | | 0.0 | | |
52,848 (3) | | | Ginnie Mae 2011-53 B, 3.905%, 05/16/2051 | | | | | 54,306 | | | | | | 0.0 | | |
2,284,317 | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 2,308,833 | | | | | | 0.1 | | |
3,000,000 | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 3,148,186 | | | | | | 0.1 | | |
1,000,000 | | | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/2045 | | | | | 1,026,715 | | | | | | 0.0 | | |
6,379,463 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | | | | | 6,837,744 | | | | | | 0.2 | | |
3,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 3,124,286 | | | | | | 0.1 | | |
1,750,000 | | | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | | | | | 1,894,749 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,200,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | $ | 3,298,693 | | | | | | 0.1 | | |
1,000,000 (3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 C, 4.355%, 04/15/2048 | | | | | 1,009,369 | | | | | | 0.0 | | |
5,000,000 | | | Morgan Stanley Capital I Trust 2021-L5 A4, 2.728%, 05/15/2054 | | | | | 5,300,681 | | | | | | 0.2 | | |
1,000,000 (1)(3) | | | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | | | | | 1,034,920 | | | | | | 0.0 | | |
1,000,000 (3) | | | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | | | | | 1,131,951 | | | | | | 0.0 | | |
2,350,000 | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | | 2,520,180 | | | | | | 0.1 | | |
529,000 | | | Wells Fargo Commercial Mortgage Trust 2021-C59 A5, 2.626%, 04/15/2054 | | | | | 557,442 | | | | | | 0.0 | | |
4,445,000 (3) | | | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | | | | | 4,794,523 | | | | | | 0.1 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $64,757,292) | | | | | 65,533,487 | | | | | | 1.9 | | |
| | | | | ||||||||||||
SOVEREIGN BONDS: 1.7% | | |||||||||||||||
1,250,000 | | | Chile Government International Bond, 2.450%, 01/31/2031 | | | | | 1,275,188 | | | | | | 0.0 | | |
3,155,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | | 3,092,815 | | | | | | 0.1 | | |
1,950,000 | | | Colombia Government International Bond, 7.375%, 09/18/2037 | | | | | 2,571,621 | | | | | | 0.1 | | |
500,000 | | | Export-Import Bank of Korea, 3.250%, 08/12/2026 | | | | | 552,701 | | | | | | 0.0 | | |
1,000,000 | | | Export-Import Bank of Korea, 4.000%, 01/14/2024 | | | | | 1,087,606 | | | | | | 0.0 | | |
1,000,000 | | | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/2022 | | | | | 1,024,415 | | | | | | 0.0 | | |
1,000,000 (2) | | | Indonesia Government International Bond, 1.850%, 03/12/2031 | | | | | 980,353 | | | | | | 0.0 | | |
1,000,000 | | | Indonesia Government International Bond, 4.350%, 01/11/2048 | | | | | 1,138,027 | | | | | | 0.0 | | |
3,000,000 (1)(2) | | | Kommunalbanken AS, 2.250%, 01/25/2022 | | | | | 3,034,722 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
1,800,000 (1) | | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | $ | 1,861,234 | | | | | | 0.1 | | |
500,000 | | | Korea International Bond, 4.125%, 06/10/2044 | | | | | 640,807 | | | | | | 0.0 | | |
1,500,000 | | | Mexico Government International Bond, 2.659%, 05/24/2031 | | | | | 1,469,085 | | | | | | 0.0 | | |
5,000,000 | | | Mexico Government International Bond, 4.750%, 03/08/2044 | | | | | 5,539,975 | | | | | | 0.2 | | |
1,000,000 | | | Panama Government International Bond, 3.870%, 07/23/2060 | | | | | 1,023,600 | | | | | | 0.0 | | |
1,460,000 | | | Panama Government International Bond, 8.875%, 09/30/2027 | | | | | 2,017,589 | | | | | | 0.1 | | |
4,000,000 | | | Peruvian Government International Bond, 6.550%, 03/14/2037 | | | | | 5,522,220 | | | | | | 0.2 | | |
4,000,000 | | | Philippine Government International Bond, 6.375%, 01/15/2032 | | | | | 5,498,644 | | | | | | 0.2 | | |
5,000,000 | | | Province of Alberta Canada, 2.950%, 01/23/2024 | | | | | 5,318,455 | | | | | | 0.1 | | |
3,000,000 | | | Province of British Columbia Canada, 2.250%, 06/02/2026 | | | | | 3,183,684 | | | | | | 0.1 | | |
3,000,000 (2) | | | Province of Ontario Canada, 1.050%, 04/14/2026 | | | | | 3,010,804 | | | | | | 0.1 | | |
3,000,000 | | | Province of Ontario Canada, 1.125%, 10/07/2030 | | | | | 2,859,105 | | | | | | 0.1 | | |
2,400,000 | | | Republic of Italy Government International Bond, 1.250%, 02/17/2026 | | | | | 2,369,724 | | | | | | 0.1 | | |
1,000,000 | | | Republic of Poland Government International Bond, 3.250%, 04/06/2026 | | | | | 1,104,050 | | | | | | 0.0 | | |
3,000,000 (2) | | | Uruguay Government International Bond, 4.500%, 08/14/2024 | | | | | 3,264,600 | | | | | | 0.1 | | |
| | | Total Sovereign Bonds (Cost $56,484,430) | | | | | 59,441,024 | | | | | | 1.7 | | |
| | | | | ||||||||||||
SUPRANATIONAL BONDS: 0.6% | | |||||||||||||||
300,000 (2) | | | Asian Development Bank, 2.125%, 03/19/2025 | | | | | 316,239 | | | | | | 0.0 | | |
2,000,000 | | | Asian Development Bank, 2.000%, 02/16/2022 | | | | | 2,023,586 | | | | | | 0.1 | | |
1,000,000 | | | Corp Andina de Fomento, 2.125%, 09/27/2021 | | | | | 1,006,000 | | | | | | 0.0 | | |
2,964,000 | | | Corp Andina de Fomento, 4.375%, 06/15/2022 | | | | | 3,077,981 | | | | | | 0.1 | | |
750,000 | | | European Investment Bank, 0.625%, 07/25/2025 | | | | | 743,362 | | | | | | 0.0 | | |
3,000,000 | | | European Investment Bank, 1.250%, 02/14/2031 | | | | | 2,924,307 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SUPRANATIONAL BONDS: (continued) | | |||||||||||||||
3,000,000 | | | European Investment Bank, 2.250%, 03/15/2022 | | | | $ | 3,045,344 | | | | | | 0.1 | | |
1,500,000 | | | Inter-American Development Bank, 0.250%, 11/15/2023 | | | | | 1,495,928 | | | | | | 0.0 | | |
2,400,000 | | | Inter-American Development Bank, 0.625%, 07/15/2025 | | | | | 2,390,061 | | | | | | 0.1 | | |
3,000,000 | | | Inter-American Development Bank, 1.750%, 09/14/2022 | | | | | 3,056,701 | | | | | | 0.1 | | |
1,000,000 (2) | | | Inter-American Development Bank, 3.200%, 08/07/2042 | | | | | 1,153,291 | | | | | | 0.0 | | |
| | | Total Supranational Bonds (Cost $20,809,957) | | | | | 21,232,800 | | | | | | 0.6 | | |
| | | | | ||||||||||||
ASSET-BACKED SECURITIES: 0.5% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
1,000,000 | | | Ally Auto Receivables Trust 2019-4 A4, 1.920%, 01/15/2025 | | | | | 1,025,670 | | | | | | 0.1 | | |
600,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 603,364 | | | | | | 0.0 | | |
1,050,000 | | | AmeriCredit Automobile Receivables Trust 2021-2 A3, 0.340%, 12/18/2026 | | | | | 1,052,543 | | | | | | 0.1 | | |
200,000 | | | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | | | | | 207,643 | | | | | | 0.0 | | |
1,150,000 | | | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | | | | | 1,198,819 | | | | | | 0.1 | | |
1,050,000 | | | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | | | | | 1,086,222 | | | | | | 0.1 | | |
250,000 | | | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | | | | | 248,712 | | | | | | 0.0 | | |
1,000,000 | | | GM Financial Consumer Automobile Receivables Trust 2021-1 A4, 0.540%, 05/17/2027 | | | | | 999,033 | | | | | | 0.0 | | |
750,000 | | | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | | | | | 769,560 | | | | | | 0.0 | | |
800,000 | | | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | | | | | 822,941 | | | | | | 0.0 | | |
400,000 | | | Honda Auto Receivables 2021-1 A4 Owner Trust, 0.420%, 01/21/2028 | | | | | 398,463 | | | | | | 0.0 | | |
1,000,000 | | | Honda Auto Receivables Owner Trust 2021-2 A4, 0.550%, 08/16/2027 | | | | | 997,513 | | | | | | 0.0 | | |
744,008 (1) | | | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | | | | | 745,454 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
600,000 | | | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | | | | $ | 620,029 | | | | | | 0.0 | | |
322,355 (1) | | | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | | | | | 325,260 | | | | | | 0.0 | | |
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 355,596 | | | | | | 0.0 | | |
600,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 610,335 | | | | | | 0.0 | | |
1,000,000 | | | Santander Drive Auto Receivables Trust 2021-2 A3, 0.340%, 02/18/2025 | | | | | 1,000,127 | | | | | | 0.0 | | |
350,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 358,720 | | | | | | 0.0 | | |
| | | | | | | | 13,426,004 | | | | | | 0.4 | | |
| | | Credit Card Asset-Backed Securities: 0.1% | | ||||||||||||
1,000,000 | | | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | | | | | 1,027,226 | | | | | | 0.1 | | |
500,000 | | | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | | | | | 515,289 | | | | | | 0.0 | | |
| | | | | | | | 1,542,515 | | | | | | 0.1 | | |
| | | Other Asset-Backed Securities: 0.0% | | ||||||||||||
1,000,000 | | | Verizon Master Trust 2021-1 A, 0.500%, 05/20/2027 | | | | | 998,065 | | | | | | 0.0 | | |
| | | Total Asset-Backed Securities (Cost $15,714,168) | | | | | 15,966,584 | | | | | | 0.5 | | |
| | | Total Long-Term Investments (Cost $3,396,522,981) | | | | | 3,554,159,314 | | | | | | 100.8 | | |
| | | | | ||||||||||||
SHORT-TERM INVESTMENTS: 14.0% | | |||||||||||||||
| | | Commercial Paper: 8.7% | | ||||||||||||
12,300,000 | | | American Electric Power Co., 0.150%, 07/27/2021 | | | | | 12,298,635 | | | | | | 0.4 | | |
21,500,000 | | | American Electric Power Co., 0.170%, 08/17/2021 | | | | | 21,495,299 | | | | | | 0.6 | | |
5,000,000 | | | American Honda Finance Corp., 0.130%, 07/19/2021 | | | | | 4,999,649 | | | | | | 0.2 | | |
10,000,000 | | | American Honda Finance Corp., 0.200%, 09/03/2021 | | | | | 9,996,389 | | | | | | 0.3 | | |
2,805,000 | | | American Honda Finance Corp., 0.200%, 09/21/2021 | | | | | 2,803,707 | | | | | | 0.1 | | |
15,000,000 | | | AT&T, Inc., 0.150%, 09/21/2021 | | | | | 14,994,813 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Commercial Paper (continued) | | ||||||||||||
10,000,000 | | | Concord Minutemen Capital Co. LLC, 0.080%, 07/15/2021 | | | | $ | 9,999,667 | | | | | | 0.3 | | |
8,000,000 | | | Concord Minutemen Capital Co. LLC, 0.100%, 07/27/2021 | | | | | 7,999,418 | | | | | | 0.2 | | |
15,000,000 | | | Concord Minutemen Capital Co. LLC, 0.100%, 08/12/2021 | | | | | 14,998,208 | | | | | | 0.4 | | |
20,000,000 | | | Consolidated Edison Company, 0.130%, 07/19/2021 | | | | | 19,998,638 | | | | | | 0.6 | | |
15,000,000 | | | Consolidated Edison Company, 0.150%, 07/26/2021 | | | | | 14,998,407 | | | | | | 0.4 | | |
15,000,000 | | | Crown Point Capital Company LLC, 0.100%, 08/02/2021 | | | | | 14,998,625 | | | | | | 0.4 | | |
25,000,000 | | | Dominion Resources, Inc., 0.140%, 07/19/2021 | | | | | 24,998,113 | | | | | | 0.7 | | |
10,700,000 | | | Dominion Resources, Inc., 0.150%, 08/02/2021 | | | | | 10,698,509 | | | | | | 0.3 | | |
13,500,000 | | | Duke Energy Corp., 0.130%, 07/07/2021 | | | | | 13,499,653 | | | | | | 0.4 | | |
4,000,000 | | | Duke Energy Corp., 0.140%, 07/13/2021 | | | | | 3,999,801 | | | | | | 0.1 | | |
25,000,000 | | | Eaton Corporation, 0.140%, 07/12/2021 | | | | | 24,998,858 | | | | | | 0.7 | | |
38,400,000 | | | Entergy Corp., 0.200%, 07/14/2021 | | | | | 38,397,013 | | | | | | 1.1 | | |
10,000,000 | | | PPG Industries, Inc., 0.200%, 09/27/2021 | | | | | 9,995,080 | | | | | | 0.3 | | |
25,000,000 | | | Volkswagen AG, 0.450%, 08/06/2021 | | | | | 24,988,695 | | | | | | 0.7 | | |
1,500,000 | | | Waste Management, Inc., 0.150%, 07/28/2021 | | | | | 1,499,827 | | | | | | 0.1 | | |
| | | Total Commercial Paper (Cost $302,657,125) | | | | | 302,657,004 | | | | | | 8.7 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 1.5% | | ||||||||||||
1,452,960 (6) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,452,962, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 7.000%, Market Value plus accrued interest $1,482,019, due 12/30/21-07/01/51) | | | | | 1,452,960 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,129,056 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $2,129,061, collateralized by various U.S. Government Agency Obligations, 1.500%- 6.500%, Market Value plus accrued interest $2,171,637, due 01/01/25-04/01/51) | | | | $ | 2,129,056 | | | | | | 0.1 | | |
4,921,930 (6) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $4,921,957, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $5,163,629, due 09/19/22-01/27/40) | | | | | 4,921,930 | | | | | | 0.1 | | |
13,832,900 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $13,832,919, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $14,109,558, due 07/25/21-05/20/71) | | | | | 13,832,900 | | | | | | 0.4 | | |
5,093,713 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $5,093,726, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $5,195,600, due 07/01/21-11/15/50) | | | | | 5,093,713 | | | | | | 0.1 | | |
4,170,473 (6) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $4,170,480, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $4,253,882, due 07/01/21-01/15/59) | | | | | 4,170,473 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,690,760 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $1,690,762, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $1,724,575, due 07/07/21-11/01/49) | | | | $ | 1,690,760 | | | | | | 0.1 | | |
3,990,716 (6) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,990,726, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $4,070,530, due 08/01/21-06/01/51) | | | | | 3,990,716 | | | | | | 0.1 | | |
5,070,198 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $5,070,206, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $5,171,611, due 05/01/24-04/20/71) | | | | $ | 5,070,198 | | | | | | 0.1 | | |
8,621,878 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $8,621,904, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,795,255, due 07/15/23-02/15/48) | | | | | 8,621,878 | | | | | | 0.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,285,550 (6) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $3,285,559, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $3,351,261, due 12/01/21-05/20/71) | | | | $ | 3,285,550 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $54,260,134) | | | | | 54,260,134 | | | | | | 1.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 3.8% | | ||||||||||||
131,459,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | $ | 131,459,000 | | | | | | 3.7 | | |
1,724,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 1,724,000 | | | | | | 0.1 | | |
1,724,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 1,724,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $134,907,000) | | | | | 134,907,000 | | | | | | 3.8 | | |
| | | Total Short-Term Investments (Cost $491,824,259) | | | | | 491,824,138 | | | | | | 14.0 | | |
| | | Total Investments in Securities (Cost $3,888,347,240) | | | | $ | 4,045,983,452 | | | | | | 114.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (521,147,455) | | | | | | (14.8) | | |
| | | Net Assets | | | | $ | 3,524,835,997 | | | | | | 100.0 | | |
US0012M 12-month LIBOR
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 41.9% | |
| Corporate Bonds/Notes | | | 27.6% | |
| U.S. Government Agency Obligations | | | 25.7% | |
| Commercial Mortgage-Backed Securities | | | 1.9% | |
| Sovereign Bonds | | | 1.7% | |
| Municipal Bonds | | | 0.9% | |
| Supranational Bonds | | | 0.6% | |
| Asset-Backed Securities | | | 0.5% | |
| Collateralized Mortgage Obligations | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (0.8)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 973,658,019 | | | | | $ | — | | | | | $ | 973,658,019 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 1,442,204 | | | | | | — | | | | | | 1,442,204 | | |
Municipal Bonds | | | | | — | | | | | | 31,626,488 | | | | | | — | | | | | | 31,626,488 | | |
Sovereign Bonds | | | | | — | | | | | | 59,441,024 | | | | | | — | | | | | | 59,441,024 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 907,041,297 | | | | | | — | | | | | | 907,041,297 | | |
Asset-Backed Securities | | | | | — | | | | | | 15,966,584 | | | | | | — | | | | | | 15,966,584 | | |
Supranational Bonds | | | | | — | | | | | | 21,232,800 | | | | | | — | | | | | | 21,232,800 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 65,533,487 | | | | | | — | | | | | | 65,533,487 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,478,217,411 | | | | | | — | | | | | | 1,478,217,411 | | |
Short-Term Investments | | | | | 134,907,000 | | | | | | 356,917,138 | | | | | | — | | | | | | 491,824,138 | | |
Total Investments, at fair value | | | | $ | 134,907,000 | | | | | $ | 3,911,076,452 | | | | | $ | — | | | | | $ | 4,045,983,452 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 132,154 | | | | | | — | | | | | | 132,154 | | |
Futures | | | | | 90,646 | | | | | | — | | | | | | — | | | | | | 90,646 | | |
Total Assets | | | | $ | 134,997,646 | | | | | $ | 3,911,208,606 | | | | | $ | — | | | | | $ | 4,046,206,252 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (395,300) | | | | | $ | — | | | | | $ | — | | | | | $ | (395,300) | | |
Total Liabilities | | | | $ | (395,300) | | | | | $ | — | | | | | $ | — | | | | | $ | (395,300) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 85 | | | | | | 09/21/21 | | | | | $ | 11,262,500 | | | | | $ | 65,570 | | |
| | | | | | | | | | | | | | | | $ | 11,262,500 | | | | | $ | 65,570 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (3) | | | | | | 09/30/21 | | | | | | (660,961) | | | | | | 1,049 | | |
U.S. Treasury 5-Year Note | | | | | (86) | | | | | | 09/30/21 | | | | | | (10,614,953) | | | | | | 24,027 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (153) | | | | | | 09/21/21 | | | | | | (22,522,078) | | | | | | (395,300) | | |
| | | | | | | | | | | | | | | | $ | (33,797,992) | | | | | $ | (370,224) | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (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 Investment Grade Index, Series 35, Version 1 | | | | | Sell | | | | | | 1.000 | | | | | | 12/20/25 | | | | | | USD30,000,000 | | | | | $ | 758,398 | | | | | $ | 132,154 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 758,398 | | | | | $ | 132,154 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps* | | | | $ | 132,154 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts* | | | | | 90,646 | | |
Total Asset Derivatives | | | | | | | $ | 222,800 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 395,300 | | |
Total Liability Derivatives | | | | | | | $ | 395,300 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 59,222 | | | | | $ | — | | | | | $ | 59,222 | | |
Credit Contracts | | | | | — | | | | | | 229,329 | | | | | | 229,329 | | |
Total | | | | $ | 59,222 | | | | | $ | 229,329 | | | | | $ | 288,551 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit Contracts | | | | $ | — | | | | | $ | 146,052 | | | | | $ | 146,052 | | |
Interest Rate Contracts | | | | | (275,739) | | | | | | — | | | | | | (275,739) | | |
Total | | | | $ | (275,739) | | | | | $ | 146,052 | | | | | $ | (129,687) | | |
| Cost for federal income tax purposes was $3,892,469,205. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 163,962,345 | | |
| Gross Unrealized Depreciation | | | | | (9,994,352) | | |
| Net Unrealized Appreciation | | | | $ | 153,967,993 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,160.90 | | | | | | 1.05% | | | | | $ | 5.63 | | | | | $ | 1,000.00 | | | | | $ | 1,019.59 | | | | | | 1.05% | | | | | $ | 5.26 | | |
Class I | | | | | 1,000.00 | | | | | | 1,163.70 | | | | | | 0.55 | | | | | | 2.95 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,162.00 | | | | | | 0.80 | | | | | | 4.29 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,191.50 | | | | | | 0.60% | | | | | $ | 3.26 | | | | | $ | 1,000.00 | | | | | $ | 1,021.82 | | | | | | 0.60% | | | | | $ | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,190.10 | | | | | | 0.85 | | | | | | 4.62 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,231.30 | | | | | | 0.60% | | | | | $ | 3.32 | | | | | $ | 1,000.00 | | | | | $ | 1,021.82 | | | | | | 0.60% | | | | | $ | 3.01 | �� | |
Class S | | | | | 1,000.00 | | | | | | 1,229.90 | | | | | | 0.85 | | | | | | 4.70 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 903,865,079 | | | | | $ | 573,582,454 | | | | | $ | 272,192,988 | | |
Short-term investments at fair value† | | | | | 9,996,529 | | | | | | 11,108,329 | | | | | | 16,449,955 | | |
Cash | | | | | 197,171 | | | | | | 145,079 | | | | | | 59,005 | | |
Cash collateral for futures contracts | | | | | 374,000 | | | | | | 216,000 | | | | | | 390,000 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 111,870 | | | | | | 437 | | | | | | 65,313 | | |
Dividends | | | | | 639,839 | | | | | | 421,358 | | | | | | 261,795 | | |
Interest | | | | | 50 | | | | | | 61 | | | | | | 109 | | |
Variation margin on futures contracts | | | | | 11,220 | | | | | | 4,160 | | | | | | 18,390 | | |
Prepaid expenses | | | | | 243 | | | | | | 144 | | | | | | 69 | | |
Reimbursement due from Investment Adviser | | | | | 13,738 | | | | | | 37,567 | | | | | | 26,045 | | |
Other assets | | | | | 102,257 | | | | | | 62,439 | | | | | | 31,153 | | |
Total assets | | | | | 915,311,996 | | | | | | 585,578,028 | | | | | | 289,494,822 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 442,640 | | | | | | 323,703 | | | | | | 200,103 | | |
Payable upon receipt of securities loaned | | | | | 2,942,529 | | | | | | 6,632,329 | | | | | | 7,875,955 | | |
Payable for investment management fees | | | | | 333,337 | | | | | | 240,294 | | | | | | 115,609 | | |
Payable for distribution and shareholder service fees | | | | | 27,018 | | | | | | 15,082 | | | | | | 11,256 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 102,257 | | | | | | 62,439 | | | | | | 31,153 | | |
Payable for trustee fees | | | | | 4,526 | | | | | | 2,811 | | | | | | 1,355 | | |
Other accrued expenses and liabilities | | | | | 253,612 | | | | | | 342,805 | | | | | | 154,107 | | |
Total liabilities | | | | | 4,105,919 | | | | | | 7,619,463 | | | | | | 8,389,538 | | |
NET ASSETS | | | | $ | 911,206,077 | | | | | $ | 577,958,565 | | | | | $ | 281,105,284 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 539,501,301 | | | | | $ | 393,718,759 | | | | | $ | 198,650,841 | | |
Total distributable earnings | | | | | 371,704,776 | | | | | | 184,239,806 | | | | | | 82,454,443 | | |
NET ASSETS | | | | $ | 911,206,077 | | | | | $ | 577,958,565 | | | | | $ | 281,105,284 | | |
+ Including securities loaned at value | | | | $ | 2,880,255 | | | | | $ | 6,493,088 | | | | | $ | 7,748,825 | | |
* Cost of investments in securities | | | | $ | 638,600,914 | | | | | $ | 446,847,041 | | | | | $ | 205,346,845 | | |
† Cost of short-term investments | | | | $ | 9,996,529 | | | | | $ | 11,108,329 | | | | | $ | 16,449,955 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,433,891 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 45,931 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 31.22 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 780,063,061 | | | | | $ | 506,015,087 | | | | | $ | 227,614,197 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 24,679,311 | | | | | | 20,724,498 | | | | | | 8,703,672 | | |
Net asset value and redemption price per share | | | | $ | 31.61 | | | | | $ | 24.42 | | | | | $ | 26.15 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 129,709,125 | | | | | $ | 71,943,478 | | | | | $ | 53,491,087 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,144,771 | | | | | | 2,997,300 | | | | | | 2,070,673 | | |
Net asset value and redemption price per share | | | | $ | 31.29 | | | | | $ | 24.00 | | | | | $ | 25.83 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 5,751,320 | | | | | $ | 3,757,510 | | | | | $ | 1,580,901 | | |
Securities lending income, net | | | | | 32,673 | | | | | | 25,995 | | | | | | 14,214 | | |
Total investment income | | | | | 5,783,993 | | | | | | 3,783,505 | | | | | | 1,595,115 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,019,571 | | | | | | 1,393,960 | | | | | | 671,749 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 3,185 | | | | | | — | | | | | | — | | |
Class S | | | | | 156,899 | | | | | | 88,769 | | | | | | 66,756 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 420 | | | | | | — | | | | | | — | | |
Class I | | | | | 254,361 | | | | | | 370,549 | | | | | | 161,035 | | |
Class S | | | | | 41,422 | | | | | | 54,139 | | | | | | 39,946 | | |
Shareholder reporting expense | | | | | 33,485 | | | | | | 25,340 | | | | | | 14,842 | | |
Professional fees | | | | | 33,485 | | | | | | 19,186 | | | | | | 9,593 | | |
Custody and accounting expense | | | | | 49,775 | | | | | | 19,910 | | | | | | 25,340 | | |
Trustee fees | | | | | 18,100 | | | | | | 11,244 | | | | | | 5,419 | | |
Licensing fee | | | | | 89,751 | | | | | | 55,754 | | | | | | 26,868 | | |
Miscellaneous expense | | | | | 22,233 | | | | | | 11,865 | | | | | | 8,536 | | |
Interest expense | | | | | 60 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 2,722,747 | | | | | | 2,050,716 | | | | | | 1,030,084 | | |
Waived and reimbursed fees | | | | | (83,308) | | | | | | (282,792) | | | | | | (153,529) | | |
Net expenses | | | | | 2,639,439 | | | | | | 1,767,924 | | | | | | 876,555 | | |
Net investment income | | | | | 3,144,554 | | | | | | 2,015,581 | | | | | | 718,560 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 103,646,985 | | | | | | 55,902,045 | | | | | | 25,972,830 | | |
Futures | | | | | 1,341,013 | | | | | | 1,179,358 | | | | | | 444,870 | | |
Net realized gain | | | | | 104,987,998 | | | | | | 57,081,403 | | | | | | 26,417,700 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 29,804,908 | | | | | | 36,699,880 | | | | | | 26,809,482 | | |
Futures | | | | | (157,008) | | | | | | (274,905) | | | | | | 17,422 | | |
Net change in unrealized appreciation (depreciation) | | | | | 29,647,900 | | | | | | 36,424,975 | | | | | | 26,826,904 | | |
Net realized and unrealized gain | | | | | 134,635,898 | | | | | | 93,506,378 | | | | | | 53,244,604 | | |
Increase in net assets resulting from operations | | | | $ | 137,780,452 | | | | | $ | 95,521,959 | | | | | $ | 53,963,164 | | |
* Foreign taxes withheld | | | | $ | 1,886 | | | | | $ | 2,304 | | | | | $ | 4,017 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,144,554 | | | | | $ | 9,144,154 | | | | | $ | 2,015,581 | | | | | $ | 4,493,460 | | |
Net realized gain | | | | | 104,987,998 | | | | | | 57,096,156 | | | | | | 57,081,403 | | | | | | 3,279,829 | | |
Net change in unrealized appreciation (depreciation) | | | | | 29,647,900 | | | | | | 45,860,927 | | | | | | 36,424,975 | | | | | | 22,495,651 | | |
Increase in net assets resulting from operations | | | | | 137,780,452 | | | | | | 112,101,237 | | | | | | 95,521,959 | | | | | | 30,268,940 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (95,867) | | | | | | (105,361) | | | | | | — | | | | | | — | | |
Class I | | | | | (57,344,483) | | | | | | (72,216,692) | | | | | | (6,145,195) | | | | | | (5,713,179) | | |
Class S | | | | | (9,450,366) | | | | | | (12,151,657) | | | | | | (758,030) | | | | | | (711,318) | | |
Total distributions | | | | | (66,890,716) | | | | | | (84,473,710) | | | | | | (6,903,225) | | | | | | (6,424,497) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 10,252,451 | | | | | | 31,798,154 | | | | | | 8,549,796 | | | | | | 4,696,400 | | |
Reinvestment of distributions | | | | | 66,890,716 | | | | | | 84,192,475 | | | | | | 6,903,225 | | | | | | 6,424,497 | | |
| | | | | 77,143,167 | | | | | | 115,990,629 | | | | | | 15,453,021 | | | | | | 11,120,897 | | |
Cost of shares redeemed | | | | | (116,877,733) | | | | | | (179,811,131) | | | | | | (33,374,962) | | | | | | (67,454,674) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (39,734,566) | | | | | | (63,820,502) | | | | | | (17,921,941) | | | | | | (56,333,777) | | |
Net increase (decrease) in net assets | | | | | 31,155,170 | | | | | | (36,192,975) | | | | | | 70,696,793 | | | | | | (32,489,334) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 880,050,907 | | | | | | 916,243,882 | | | | | | 507,261,772 | | | | | | 539,751,106 | | |
End of year or period | | | | $ | 911,206,077 | | | | | $ | 880,050,907 | | | | | $ | 577,958,565 | | | | | $ | 507,261,772 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 718,560 | | | | | $ | 1,856,653 | | |
Net realized gain (loss) | | | | | 26,417,700 | | | | | | (11,014,285) | | |
Net change in unrealized appreciation (depreciation) | | | | | 26,826,904 | | | | | | 17,177,921 | | |
Increase in net assets resulting from operations | | | | | 53,963,164 | | | | | | 8,020,289 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class I | | | | | (1,522,903) | | | | | | (3,893,818) | | |
Class S | | | | | (269,344) | | | | | | (911,743) | | |
Total distributions | | | | | (1,792,247) | | | | | | (4,805,561) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 8,702,163 | | | | | | 5,141,575 | | |
Reinvestment of distributions | | | | | 1,792,247 | | | | | | 4,805,561 | | |
| | | | | 10,494,410 | | | | | | 9,947,136 | | |
Cost of shares redeemed | | | | | (17,679,061) | | | | | | (29,121,447) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (7,184,651) | | | | | | (19,174,311) | | |
Net increase (decrease) in net assets | | | | | 44,986,266 | | | | | | (15,959,583) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 236,119,018 | | | | | | 252,078,601 | | |
End of year or period | | | | $ | 281,105,284 | | | | | $ | 236,119,018 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.04 | | | | | | 0.04• | | | | | | 4.49 | | | | | | 4.53 | | | | | | 0.21 | | | | | | 2.14 | | | | | | — | | | | | | 2.35 | | | | | | — | | | | | | 31.22 | | | | | | 16.09 | | | | | | 1.07 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.24 | | | | | | 1,434 | | | | | | 30 | | |
12-31-20 | | | | | 28.37 | | | | | | 0.17• | | | | | | 3.30 | | | | | | 3.47 | | | | | | 0.28 | | | | | | 2.52 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 29.04 | | | | | | 15.37 | | | | | | 1.07 | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.43 | | | | | | 0.11• | | | | | | 4.55 | | | | | | 4.66 | | | | | | 0.34 | | | | | | 2.14 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 31.61 | | | | | | 16.37 | | | | | | 0.57 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 780,063 | | | | | | 30 | | |
12-31-20 | | | | | 28.77 | | | | | | 0.30• | | | | | | 3.33 | | | | | | 3.63 | | | | | | 0.45 | | | | | | 2.52 | | | | | | — | | | | | | 2.96 | | | | | | — | | | | | | 29.43 | | | | | | 15.91 | | | | | | 0.57 | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.13 | | | | | | 0.07• | | | | | | 4.50 | | | | | | 4.57 | | | | | | 0.27 | | | | | | 2.14 | | | | | | — | | | | | | 2.41 | | | | | | — | | | | | | 31.29 | | | | | | 16.20 | | | | | | 0.82 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.49 | | | | | | 129,709 | | | | | | 30 | | |
12-31-20 | | | | | 28.49 | | | | | | 0.27 | | | | | | 3.26 | | | | | | 3.53 | | | | | | 0.37 | | | | | | 2.52 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 29.13 | | | | | | 15.62 | | | | | | 0.82 | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 20.75 | | | | | | 0.09• | | | | | | 3.87 | | | | | | 3.96 | | | | | | 0.21 | | | | | | 0.08 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 24.42 | | | | | | 19.15 | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.75 | | | | | | 506,015 | | | | | | 33 | | |
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 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 20.38 | | | | | | 0.06• | | | | | | 3.80 | | | | | | 3.86 | | | | | | 0.16 | | | | | | 0.08 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 24.00 | | | | | | 19.01 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.50 | | | | | | 71,943 | | | | | | 33 | | |
12-31-20 | | | | | 19.14 | | | | | | 0.16 | | | | | | 1.28 | | | | | | 1.44 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 20.38 | | | | | | 7.98 | | | | | | 0.98 | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 21.39 | | | | | | 0.07• | | | | | | 4.87 | | | | | | 4.94 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 26.15 | | | | | | 23.13 | | | | | | 0.72 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.59 | | | | | | 227,614 | | | | | | 31 | | |
12-31-20 | | | | | 20.91 | | | | | | 0.17• | | | | | | 0.74 | | | | | | 0.91 | | | | | | 0.21 | | | | | | 0.22 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 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 | | | | | | — | | | | | | 3.53 | | | | | | — | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 21.11 | | | | | | 0.04• | | | | | | 4.81 | | | | | | 4.85 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 25.83 | | | | | | 22.99 | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.33 | | | | | | 53,491 | | | | | | 31 | | |
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 | | | | $ | 267,551,539 | | | | | $ | 366,171,325 | | |
Index Plus MidCap | | | | | 180,681,975 | | | | | | 198,910,816 | | |
Index Plus SmallCap | | | | | 80,789,760 | | | | | | 94,053,223 | | |
| 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 | | | | | 5.60% | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 72.19 | | |
| | | Index Plus MidCap | | | | | 80.67 | | |
| | | Index Plus SmallCap | | | | | 71.69 | | |
Portfolio | | | Amount | | |||
Index Plus LargeCap | | | | $ | 295,512 | | |
Index Plus MidCap | | | | | 424,358 | | |
Index Plus SmallCap | | | | | 200,775 | | |
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% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Index Plus LargeCap | | | | $ | — | | | | | $ | 97,000 | | | | | $ | 177,271 | | | | | $ | 274,271 | | |
Index Plus MidCap | | | | | — | | | | | | 242,043 | | | | | | 645,439 | | | | | | 887,482 | | |
Index Plus SmallCap | | | | | — | | | | | | 131,429 | | | | | | 287,120 | | | | | | 418,549 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 1 | | | | | $ | 1,684,000 | | | | | | 1.28% | | |
| | | 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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 3,812 | | | | | | — | | | | | | 3,262 | | | | | | (2,037) | | | | | | 5,037 | | | | | | 117,404 | | | | | | — | | | | | | 95,867 | | | | | | (62,052) | | | | | | 151,219 | | |
12/31/2020 | | | | | 78,550 | | | | | | — | | | | | | 4,782 | | | | | | (86,396) | | | | | | (3,064) | | | | | | 1,800,789 | | | | | | — | | | | | | 105,361 | | | | | | (2,070,262) | | | | | | (164,112) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 311,034 | | | | | | — | | | | | | 1,928,194 | | | | | | (3,232,405) | | | | | | (993,177) | | | | | | 9,802,570 | | | | | | — | | | | | | 57,344,483 | | | | | | (103,883,373) | | | | | | (36,736,320) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 10,895 | | | | | | — | | | | | | 320,895 | | | | | | (420,603) | | | | | | (88,813) | | | | | | 332,477 | | | | | | — | | | | | | 9,450,366 | | | | | | (12,932,308) | | | | | | (3,149,465) | | |
12/31/2020 | | | | | 42,737 | | | | | | — | | | | | | 550,846 | | | | | | (797,070) | | | | | | (203,487) | | | | | | 1,068,094 | | | | | | — | | | | | | 12,151,657 | | | | | | (20,692,316) | | | | | | (7,472,565) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 309,039 | | | | | | — | | | | | | 258,419 | | | | | | (1,147,225) | | | | | | (579,767) | | | | | | 7,106,366 | | | | | | — | | | | | | 6,145,195 | | | | | | (26,455,465) | | | | | | (13,203,904) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 64,943 | | | | | | — | | | | | | 32,408 | | | | | | (301,146) | | | | | | (203,795) | | | | | | 1,443,430 | | | | | | — | | | | | | 758,030 | | | | | | (6,919,497) | | | | | | (4,718,037) | | |
12/31/2020 | | | | | 51,627 | | | | | | — | | | | | | 50,128 | | | | | | (598,716) | | | | | | (496,961) | | | | | | 753,832 | | | | | | — | | | | | | 711,318 | | | | | | (10,355,519) | | | | | | (8,890,369) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 331,928 | | | | | | — | | | | | | 61,581 | | | | | | (487,244) | | | | | | (93,735) | | | | | | 8,382,833 | | | | | | — | | | | | | 1,522,903 | | | | | | (12,078,931) | | | | | | (2,173,195) | | |
12/31/2020 | | | | | 263,768 | | | | | | — | | | | | | 277,733 | | | | | | (1,264,970) | | | | | | (723,469) | | | | | | 4,303,983 | | | | | | — | | | | | | 3,893,818 | | | | | | (21,786,451) | | | | | | (13,588,650) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 13,205 | | | | | | — | | | | | | 11,025 | | | | | | (226,070) | | | | | | (201,840) | | | | | | 319,330 | | | | | | — | | | | | | 269,344 | | | | | | (5,600,130) | | | | | | (5,011,456) | | |
12/31/2020 | | | | | 57,046 | | | | | | — | | | | | | 65,782 | | | | | | (418,472) | | | | | | (295,644) | | | | | | 837,592 | | | | | | — | | | | | | 911,743 | | | | | | (7,334,996) | | | | | | (5,585,661) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Securities Corp, | | | | $ | 1,618 | | | | | $ | (1,618) | | | | | $ | — | | |
BofA Securities Inc | | | | | 200,445 | | | | | | (200,445) | | | | | | — | | |
Citigroup Global Markets Inc, | | | | | 1,177,759 | | | | | | (1,177,759) | | | | | | — | | |
Goldman, Sachs & Co, LLC | | | | | 315,147 | | | | | | (315,147) | | | | | | — | | |
J,P, Morgan Securities LLC | | | | | 715,153 | | | | | | (715,153) | | | | | | — | | |
Morgan Stanley & Co, LLC | | | | | 440,851 | | | | | | (440,851) | | | | | | — | | |
Natixis Securities America LLC | | | | | 29,282 | | | | | | (29,282) | | | | | | — | | |
Total | | | | $ | 2,880,255 | | | | | $ | (2,880,255) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,193,308 | | | | | $ | (1,193,308) | | | | | $ | — | | |
BofA Securities Inc | | | | | 680,497 | | | | | | (680,497) | | | | | | — | | |
J,P, Morgan Securities LLC | | | | | 68,156 | | | | | | (88,156) | | | | | | — | | |
MUFG Securities Americas Inc, | | | | | 547,722 | | | | | | (547,722) | | | | | | — | | |
Morgan Stanley & Co, LLC | | | | | 112,945 | | | | | | (112,945) | | | | | | — | | |
Natixis Securities Amenca LLC | | | | | 2,822,023 | | | | | | (2,822,023) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 904,750 | | | | | | (904,750) | | | | | | — | | |
UBS Securities LLC, | | | | | 143,687 | | | | | | (143,687) | | | | | | — | | |
Total | | | | $ | 6,493,088 | | | | | $ | (6,493,088) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc, | | | | $ | 11,597 | | | | | $ | (11,597) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 288,269 | | | | | | (288,269) | | | | | | — | | |
Citigroup Global Markets Inc, | | | | | 39,449 | | | | | | (39,449) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 334,604 | | | | | | (334,604) | | | | | | — | | |
Deutsche Bank Securities Inc, | | | | | 377,075 | | | | | | (377,075) | | | | | | — | | |
Goldman, Sachs & Co, LLC | | | | | 1,104,846 | | | | | | (1,104,846) | | | | | | — | | |
J,P, Morgan Securities LLC | | | | | 187,781 | | | | | | (187,781) | | | | | | — | | |
Morgan Stanley & Co, LLC | | | | | 203,241 | | | | | | (203,241) | | | | | | — | | |
Natixis Securities America LLC | | | | | 1,012,097 | | | | | | (1,012,097) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 1,123,442 | | | | | | (1,123,442) | | | | | | — | | |
Nomura Securities International, Inc, | | | | | 830,217 | | | | | | (830,217) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
UBS AG | | | | $ | 28,077 | | | | | $ | (28,077) | | | | | $ | — | | |
UBS Securities LLC, | | | | | 205,600 | | | | | | (205,600) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 2,002,530 | | | | | | (2,002,530) | | | | | | — | | |
Total | | | | $ | 7,748,825 | | | | | $ | (7,748,825) | | | | | $ | — | | |
|
| | | 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) | | | | | | | | | | | | | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.2% | | |||||||||||||||
| | | Communication Services: 11.2% | | ||||||||||||
14,097 (1) | | | Alphabet, Inc. - Class A | | | | $ | 34,421,914 | | | | | | 3.8 | | |
84,039 (1) | | | Altice USA, Inc. | | | | | 2,869,091 | | | | | | 0.3 | | |
8,858 (1) | | | Charter Communications, Inc. | | | | | 6,390,604 | | | | | | 0.7 | | |
110,436 | | | Comcast Corp. - Class A | | | | | 6,297,061 | | | | | | 0.7 | | |
32,003 | | | Electronic Arts, Inc. | | | | | 4,602,991 | | | | | | 0.5 | | |
69,931 (1) | | | Facebook, Inc. - Class A | | | | | 24,315,708 | | | | | | 2.7 | | |
23,767 | | | Fox Corp. - Class A | | | | | 882,469 | | | | | | 0.1 | | |
59,870 (1) | | | Iridium Communications, Inc. | | | | | 2,394,201 | | | | | | 0.3 | | |
12,436 (1) | | | Liberty Media Corp. - Liberty SiriusXM C Tracking Stock | | | | | 576,906 | | | | | | 0.1 | | |
2,762 (1) | | | Liberty Broadband Corp. - Series C | | | | | 479,649 | | | | | | 0.0 | | |
92,613 (1) | | | Liberty Global PLC - Class A | | | | | 2,515,369 | | | | | | 0.3 | | |
14,547 (1) | | | NetFlix, Inc. | | | | | 7,683,871 | | | | | | 0.8 | | |
75,925 | | | News Corp - Class A | | | | | 1,956,587 | | | | | | 0.2 | | |
3,396 | | | Nexstar Media Group, Inc. | | | | | 502,200 | | | | | | 0.1 | | |
1,956 (1) | | | Roku, Inc. | | | | | 898,293 | | | | | | 0.1 | | |
7,826 | | | Verizon Communications, Inc. | | | | | 438,491 | | | | | | 0.0 | | |
40,215 | | | ViacomCBS, Inc. - Class B | | | | | 1,817,718 | | | | | | 0.2 | | |
12,561 (1) | | | Walt Disney Co. | | | | | 2,207,847 | | | | | | 0.2 | | |
12,860 (1) | | | Yelp, Inc. | | | | | 513,886 | | | | | | 0.1 | | |
| | | | | | | | 101,764,856 | | | | | | 11.2 | | |
| | | Consumer Discretionary: 12.3% | | ||||||||||||
11,888 (1) | | | Amazon.com, Inc. | | | | | 40,896,622 | | | | | | 4.5 | | |
20,410 (1) | | | Autonation, Inc. | | | | | 1,935,072 | | | | | | 0.2 | | |
22,611 | | | BorgWarner, Inc. | | | | | 1,097,538 | | | | | | 0.1 | | |
23,972 (1) | | | Boyd Gaming Corp. | | | | | 1,474,038 | | | | | | 0.2 | | |
15,081 (1) | | | Carmax, Inc. | | | | | 1,947,711 | | | | | | 0.2 | | |
3,631 (1) | | | Carvana Co. | | | | | 1,095,908 | | | | | | 0.1 | | |
5,478 (1) | | | CROCS, Inc. | | | | | 638,297 | | | | | | 0.1 | | |
21,864 | | | Dana, Inc. | | | | | 519,489 | | | | | | 0.1 | | |
8,953 (1) | | | Deckers Outdoor Corp. | | | | | 3,438,579 | | | | | | 0.4 | | |
7,346 | | | Dick’s Sporting Goods, Inc. | | | | | 735,996 | | | | | | 0.1 | | |
3,978 (1) | | | Fox Factory Holding Corp. | | | | | 619,215 | | | | | | 0.1 | | |
4,214 | | | Garmin Ltd. | | | | | 609,513 | | | | | | 0.1 | | |
53,795 | | | Gentex Corp. | | | | | 1,780,076 | | | | | | 0.2 | | |
3,480 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 419,758 | | | | | | 0.0 | | |
15,084 | | | Home Depot, Inc. | | | | | 4,810,137 | | | | | | 0.5 | | |
34,154 | | | Lennar Corp. - Class A | | | | | 3,393,200 | | | | | | 0.4 | | |
4,108 | | | Lithia Motors, Inc. | | | | | 1,411,673 | | | | | | 0.2 | | |
67,236 (1) | | | LKQ Corp. | | | | | 3,309,356 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
4,992 | | | Lowe’s Cos, Inc. | | | | $ | 968,298 | | | | | | 0.1 | | |
32,199 | | | McDonald’s Corp. | | | | | 7,437,647 | | | | | | 0.8 | | |
13,088 | | | Nike, Inc. - Class B | | | | | 2,021,965 | | | | | | 0.2 | | |
227 (1) | | | NVR, Inc. | | | | | 1,128,939 | | | | | | 0.1 | | |
4,751 (1) | | | O’Reilly Automotive, Inc. | | | | | 2,690,064 | | | | | | 0.3 | | |
13,951 | | | Pulte Group, Inc. | | | | | 761,306 | | | | | | 0.1 | | |
5,991 (1) | | | Scientific Games Corp. | | | | | 463,943 | | | | | | 0.0 | | |
20,519 | | | Starbucks Corp. | | | | | 2,294,229 | | | | | | 0.2 | | |
15,790 | | | Target Corp. | | | | | 3,817,075 | | | | | | 0.4 | | |
16,360 (1) | | | Taylor Morrison Home Corp. | | | | | 432,231 | | | | | | 0.0 | | |
17,930 (1) | | | Tesla, Inc. | | | | | 12,187,021 | | | | | | 1.3 | | |
82,073 (1) | | | Tri Pointe Homes, Inc. | | | | | 1,758,824 | | | | | | 0.2 | | |
4,269 (1) | | | Ulta Beauty, Inc. | | | | | 1,476,092 | | | | | | 0.2 | | |
7,458 (1) | | | YETI Holdings, Inc. | | | | | 684,794 | | | | | | 0.1 | | |
34,094 | | | Yum! Brands, Inc. | | | | | 3,921,833 | | | | | | 0.4 | | |
| | | | | | | | 112,176,439 | | | | | | 12.3 | | |
| | | Consumer Staples: 5.6% | | ||||||||||||
35,566 (2) | | | Albertsons Cos, Inc. | | | | | 699,228 | | | | | | 0.1 | | |
119,071 | | | Altria Group, Inc. | | | | | 5,677,305 | | | | | | 0.6 | | |
32,523 | | | Coca-Cola Co. | | | | | 1,759,820 | | | | | | 0.2 | | |
18,436 | | | Costco Wholesale Corp. | | | | | 7,294,572 | | | | | | 0.8 | | |
10,092 | | | Energizer Holdings, Inc. | | | | | 433,754 | | | | | | 0.0 | | |
16,041 | | | Estee Lauder Cos., Inc. | | | | | 5,102,321 | | | | | | 0.6 | | |
21,145 (1) | | | Herbalife Nutrition Ltd. | | | | | 1,114,976 | | | | | | 0.1 | | |
76,516 | | | Mondelez International, Inc. | | | | | 4,777,659 | | | | | | 0.5 | | |
34,004 (1) | | | Monster Beverage Corp. | | | | | 3,106,265 | | | | | | 0.3 | | |
72,259 | | | PepsiCo, Inc. | | | | | 10,706,616 | | | | | | 1.2 | | |
82,578 | | | Philip Morris International, Inc. | | | | | 8,184,306 | | | | | | 0.9 | | |
17,797 | | | Procter & Gamble Co. | | | | | 2,401,349 | | | | | | 0.3 | | |
| | | | | | | | 51,258,171 | | | | | | 5.6 | | |
| | | Energy: 2.9% | | ||||||||||||
49,293 | | | APA Corp. | | | | | 1,066,208 | | | | | | 0.1 | | |
5,142 | | | Chevron Corp. | | | | | 538,573 | | | | | | 0.1 | | |
74,049 | | | ConocoPhillips | | | | | 4,509,584 | | | | | | 0.5 | | |
9,364 | | | EOG Resources, Inc. | | | | | 781,332 | | | | | | 0.1 | | |
84,806 | | | Equitrans Midstream Corp. | | | | | 721,699 | | | | | | 0.1 | | |
61,615 | | | Exxon Mobil Corp. | | | | | 3,886,674 | | | | | | 0.4 | | |
138,837 | | | Halliburton Co. | | | | | 3,209,912 | | | | | | 0.4 | | |
58,697 | | | Marathon Petroleum Corp. | | | | | 3,546,473 | | | | | | 0.4 | | |
25,895 | | | Phillips 66 | | | | | 2,222,309 | | | | | | 0.2 | | |
13,137 | | | Pioneer Natural Resources Co. | | | | | 2,135,025 | | | | | | 0.2 | | |
59,116 | | | Targa Resources Corp. | | | | | 2,627,706 | | | | | | 0.3 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
37,341 | | | World Fuel Services Corp. | | | | $ | 1,184,830 | | | | | | 0.1 | | |
| | | | | | | | 26,430,325 | | | | | | 2.9 | | |
| | | Financials: 11.5% | | ||||||||||||
16,395 | | | Allstate Corp. | | | | | 2,138,564 | | | | | | 0.2 | | |
42,609 | | | Ally Financial, Inc. | | | | | 2,123,633 | | | | | | 0.2 | | |
14,288 | | | Ameriprise Financial, Inc. | | | | | 3,555,997 | | | | | | 0.4 | | |
151,391 | | | Annaly Capital Management, Inc. | | | | | 1,344,352 | | | | | | 0.1 | | |
7,287 | | | Aon PLC | | | | | 1,739,844 | | | | | | 0.2 | | |
46,986 | | | Bank of America Corp. | | | | | 1,937,233 | | | | | | 0.2 | | |
67,675 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 18,808,236 | | | | | | 2.1 | | |
8,838 | | | Blackrock, Inc. | | | | | 7,732,985 | | | | | | 0.8 | | |
7,550 | | | Capital One Financial Corp. | | | | | 1,167,909 | | | | | | 0.1 | | |
79,887 | | | Citigroup, Inc. | | | | | 5,652,005 | | | | | | 0.6 | | |
99,329 | | | CNO Financial Group, Inc. | | | | | 2,346,151 | | | | | | 0.3 | | |
33,975 | | | First American Financial Corp. | | | | | 2,118,341 | | | | | | 0.2 | | |
17,475 | | | Hanover Insurance Group, Inc. | | | | | 2,370,309 | | | | | | 0.3 | | |
111,896 | | | JPMorgan Chase & Co. | | | | | 17,404,304 | | | | | | 1.9 | | |
10,165 | | | LPL Financial Holdings, Inc. | | | | | 1,372,072 | | | | | | 0.2 | | |
4,223 | | | MSCI, Inc. - Class A | | | | | 2,251,197 | | | | | | 0.2 | | |
101,358 | | | Old Republic International Corp. | | | | | 2,524,828 | | | | | | 0.3 | | |
183,782 | | | Regions Financial Corp. | | | | | 3,708,721 | | | | | | 0.4 | | |
17,577 | | | S&P Global, Inc. | | | | | 7,214,480 | | | | | | 0.8 | | |
27,571 | | | Stifel Financial Corp. | | | | | 1,788,255 | | | | | | 0.2 | | |
85,142 | | | Synchrony Financial | | | | | 4,131,090 | | | | | | 0.5 | | |
12,031 | | | Tradeweb Markets, Inc. | | | | | 1,017,341 | | | | | | 0.1 | | |
26,369 | | | Unum Group | | | | | 748,880 | | | | | | 0.1 | | |
16,327 | | | US Bancorp | | | | | 930,149 | | | | | | 0.1 | | |
195,246 | | | Wells Fargo & Co. | | | | | 8,842,691 | | | | | | 1.0 | | |
| | | | | | | | 104,969,567 | | | | | | 11.5 | | |
| | | Health Care: 13.1% | | ||||||||||||
38,319 | | | Abbott Laboratories | | | | | 4,442,322 | | | | | | 0.5 | | |
9,123 | | | AbbVie, Inc. | | | | | 1,027,615 | | | | | | 0.1 | | |
35,136 | | | Agilent Technologies, Inc. | | | | | 5,193,452 | | | | | | 0.6 | | |
10,837 (1) | | | Alexion Pharmaceuticals, Inc. | | | | �� | 1,990,865 | | | | | | 0.2 | | |
4,533 (1) | | | Align Technology, Inc. | | | | | 2,769,663 | | | | | | 0.3 | | |
17,356 | | | Anthem, Inc. | | | | | 6,626,521 | | | | | | 0.7 | | |
6,409 | | | Becton Dickinson & Co. | | | | | 1,558,605 | | | | | | 0.2 | | |
108,796 | | | Bristol-Myers Squibb Co. | | | | | 7,269,749 | | | | | | 0.8 | | |
10,002 (1) | | | Centene Corp. | | | | | 729,446 | | | | | | 0.1 | | |
17,937 | | | Cigna Corp. | | | | | 4,252,324 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
15,312 | | | CVS Health Corp. | | | | $ | 1,277,633 | | | | | | 0.1 | | |
1,190 (1) | | | DexCom, Inc. | | | | | 508,130 | | | | | | 0.1 | | |
36,808 (1) | | | Edwards Lifesciences Corp. | | | | | 3,812,204 | | | | | | 0.4 | | |
4,825 | | | Eli Lilly & Co. | | | | | 1,107,434 | | | | | | 0.1 | | |
8,610 | | | Humana, Inc. | | | | | 3,811,819 | | | | | | 0.4 | | |
39,759 (1) | | | Incyte Corp., Ltd. | | | | | 3,344,925 | | | | | | 0.4 | | |
7,626 (1) | | | Jazz Pharmaceuticals PLC | | | | | 1,354,683 | | | | | | 0.1 | | |
77,277 | | | Johnson & Johnson | | | | | 12,730,613 | | | | | | 1.4 | | |
8,375 | | | McKesson Corp. | | | | | 1,601,635 | | | | | | 0.2 | | |
79,397 | | | Medtronic PLC | | | | | 9,855,550 | | | | | | 1.1 | | |
133,112 | | | Merck & Co., Inc. | | | | | 10,352,120 | | | | | | 1.1 | | |
6,113 (1) | | | Quidel Corp. | | | | | 783,197 | | | | | | 0.1 | | |
6,289 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 3,512,658 | | | | | | 0.4 | | |
16,905 | | | Thermo Fisher Scientific, Inc. | | | | | 8,528,065 | | | | | | 0.9 | | |
33,631 | | | UnitedHealth Group, Inc. | | | | | 13,467,198 | | | | | | 1.5 | | |
18,904 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 3,811,613 | | | | | | 0.4 | | |
17,299 | | | Zoetis, Inc. | | | | | 3,223,842 | | | | | | 0.4 | | |
| | | | | | | | 118,943,881 | | | | | | 13.1 | | |
| | | Industrials: 8.6% | | ||||||||||||
12,955 | | | Acuity Brands, Inc. | | | | | 2,422,974 | | | | | | 0.3 | | |
4,590 | | | AGCO Corp. | | | | | 598,444 | | | | | | 0.1 | | |
17,519 | | | Allegion Public Ltd. | | | | | 2,440,397 | | | | | | 0.3 | | |
50,918 | | | Allison Transmission Holdings, Inc. | | | | | 2,023,481 | | | | | | 0.2 | | |
29,893 | | | Ametek, Inc. | | | | | 3,990,715 | | | | | | 0.4 | | |
9,372 | | | AO Smith Corp. | | | | | 675,346 | | | | | | 0.1 | | |
5,197 (1) | | | ASGN, Inc. | | | | | 503,745 | | | | | | 0.1 | | |
5,169 | | | Carlisle Cos., Inc. | | | | | 989,243 | | | | | | 0.1 | | |
4,957 (1) | | | Clean Harbors, Inc. | | | | | 461,695 | | | | | | 0.0 | | |
45,001 (1) | | | Copart, Inc. | | | | | 5,932,482 | | | | | | 0.6 | | |
32,010 (1) | | | CoStar Group, Inc. | | | | | 2,651,068 | | | | | | 0.3 | | |
12,432 | | | Crane Co. | | | | | 1,148,344 | | | | | | 0.1 | | |
22,251 | | | Deere & Co. | | | | | 7,848,150 | | | | | | 0.9 | | |
11,283 | | | Eaton Corp. PLC | | | | | 1,671,915 | | | | | | 0.2 | | |
5,645 | | | EMCOR Group, Inc. | | | | | 695,408 | | | | | | 0.1 | | |
21,803 | | | Emerson Electric Co. | | | | | 2,098,321 | | | | | | 0.2 | | |
8,278 | | | EnerSys | | | | | 809,009 | | | | | | 0.1 | | |
19,478 | | | FedEx Corp. | | | | | 5,810,872 | | | | | | 0.6 | | |
52,805 | | | Fortive Corp. | | | | | 3,682,621 | | | | | | 0.4 | | |
17,593 | | | Fortune Brands Home & Security, Inc. | | | | | 1,752,439 | | | | | | 0.2 | | |
2,448 (1) | | | Generac Holdings, Inc. | | | | | 1,016,287 | | | | | | 0.1 | | |
3,411 | | | Heico Corp. - HEI | | | | | 475,562 | | | | | | 0.1 | | |
11,037 | | | ITT, Inc. | | | | | 1,010,879 | | | | | | 0.1 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
41,376 | | | Johnson Controls International plc | | | | $ | 2,839,635 | | | | | | 0.3 | | |
19,701 | | | KBR, Inc. | | | | | 751,593 | | | | | | 0.1 | | |
25,488 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 1,158,684 | | | | | | 0.1 | | |
19,246 | | | Masco Corp. | | | | | 1,133,782 | | | | | | 0.1 | | |
4,332 | | | Old Dominion Freight Line | | | | | 1,099,462 | | | | | | 0.1 | | |
13,647 | | | Owens Corning, Inc. | | | | | 1,336,041 | | | | | | 0.1 | | |
2,843 | | | Parker Hannifin Corp. | | | | | 873,114 | | | | | | 0.1 | | |
9,879 | | | Pentair PLC | | | | | 666,734 | | | | | | 0.1 | | |
10,367 | | | Regal Beloit Corp. | | | | | 1,384,098 | | | | | | 0.2 | | |
10,414 | | | Rockwell Automation, Inc. | | | | | 2,978,612 | | | | | | 0.3 | | |
9,452 | | | Roper Technologies, Inc. | | | | | 4,444,330 | | | | | | 0.5 | | |
29,620 | | | Ryder System, Inc. | | | | | 2,201,655 | | | | | | 0.2 | | |
18,046 | | | Terex Corp. | | | | | 859,350 | | | | | | 0.1 | | |
19,260 | | | Union Pacific Corp. | | | | | 4,235,852 | | | | | | 0.5 | | |
1,483 (1) | | | United Rentals, Inc. | | | | | 473,092 | | | | | | 0.1 | | |
7,742 | | | Verisk Analytics, Inc. | | | | | 1,352,682 | | | | | | 0.1 | | |
| | | | | | | | 78,498,113 | | | | | | 8.6 | | |
| | | Information Technology: 26.3% | | ||||||||||||
17,784 | | | Accenture PLC | | | | | 5,242,545 | | | | | | 0.6 | | |
11,764 (1) | | | Adobe, Inc. | | | | | 6,889,469 | | | | | | 0.8 | | |
20,000 (1) | | | Akamai Technologies, Inc. | | | | | 2,332,000 | | | | | | 0.3 | | |
42,317 | | | Amdocs Ltd. | | | | | 3,273,643 | | | | | | 0.4 | | |
352,149 | | | Apple, Inc. | | | | | 48,230,327 | | | | | | 5.3 | | |
47,343 | | | Applied Materials, Inc. | | | | | 6,741,643 | | | | | | 0.7 | | |
17,071 (1) | | | Arrow Electronics, Inc. | | | | | 1,943,192 | | | | | | 0.2 | | |
78,755 | | | Avnet, Inc. | | | | | 3,156,500 | | | | | | 0.3 | | |
10,496 (1) | | | Cadence Design Systems, Inc. | | | | | 1,436,063 | | | | | | 0.2 | | |
186,220 | | | Cisco Systems, Inc. | | | | | 9,869,660 | | | | | | 1.1 | | |
36,183 (1) | | | Commvault Systems, Inc. | | | | | 2,828,425 | | | | | | 0.3 | | |
12,010 (1) | | | Datadog, Inc. | | | | | 1,250,001 | | | | | | 0.1 | | |
97,774 (1) | | | Dropbox, Inc. | | | | | 2,963,530 | | | | | | 0.3 | | |
14,257 (1) | | | DXC Technology Co. | | | | | 555,168 | | | | | | 0.1 | | |
4,516 (1) | | | EPAM Systems, Inc. | | | | | 2,307,495 | | | | | | 0.3 | | |
7,606 (1) | | | F5 Networks, Inc. | | | | | 1,419,736 | | | | | | 0.2 | | |
72,824 | | | Genpact Ltd. | | | | | 3,308,394 | | | | | | 0.4 | | |
13,757 (1) | | | GoDaddy, Inc. | | | | | 1,196,309 | | | | | | 0.1 | | |
2,279 (1) | | | HubSpot, Inc. | | | | | 1,328,019 | | | | | | 0.1 | | |
85,630 | | | Intel Corp. | | | | | 4,807,268 | | | | | | 0.5 | | |
11,214 | | | Jabil, Inc. | | | | | 651,758 | | | | | | 0.1 | | |
20,573 (1) | | | Jamf Holding Corp. | | | | | 690,636 | | | | | | 0.1 | | |
10,597 | | | KLA Corp. | | | | | 3,435,653 | | | | | | 0.4 | | |
8,560 | | | Lam Research Corp. | | | | | 5,569,992 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
5,894 | | | Mastercard, Inc. - Class A | | | | $ | 2,151,840 | | | | | | 0.2 | | |
208,912 | | | Microsoft Corp. | | | | | 56,594,261 | | | | | | 6.2 | | |
1,595 | | | Monolithic Power Systems, Inc. | | | | | 595,653 | | | | | | 0.1 | | |
25,382 | | | National Instruments Corp. | | | | | 1,073,151 | | | | | | 0.1 | | |
16,736 | | | NetApp, Inc. | | | | | 1,369,339 | | | | | | 0.1 | | |
10,339 | | | Nvidia Corp. | | | | | 8,272,234 | | | | | | 0.9 | | |
5,555 (1) | | | Palo Alto Networks, Inc. | | | | | 2,061,183 | | | | | | 0.2 | | |
31,197 (1) | | | PayPal Holdings, Inc. | | | | | 9,093,302 | | | | | | 1.0 | | |
137,421 (1) | | | Pure Storage, Inc. - Class A | | | | | 2,683,832 | | | | | | 0.3 | | |
47,648 | | | Qualcomm, Inc. | | | | | 6,810,329 | | | | | | 0.7 | | |
6,505 (1) | | | Qualys, Inc. | | | | | 654,988 | | | | | | 0.1 | | |
10,921 (1) | | | Salesforce.com, Inc. | | | | | 2,667,673 | | | | | | 0.3 | | |
8,777 (1) | | | ServiceNow, Inc. | | | | | 4,823,400 | | | | | | 0.5 | | |
17,989 | | | SYNNEX Corp. | | | | | 2,190,341 | | | | | | 0.2 | | |
9,103 (1) | | | Synopsys, Inc. | | | | | 2,510,516 | | | | | | 0.3 | | |
22,203 | | | Teradyne, Inc. | | | | | 2,974,314 | | | | | | 0.3 | | |
13,607 | | | Texas Instruments, Inc. | | | | | 2,616,626 | | | | | | 0.3 | | |
16,354 | | | Visa, Inc. - Class A | | | | | 3,823,892 | | | | | | 0.4 | | |
87,234 | | | Vishay Intertechnology, Inc. | | | | | 1,967,127 | | | | | | 0.2 | | |
13,578 (1)(2) | | | VMware, Inc. | | | | | 2,172,073 | | | | | | 0.2 | | |
1,927 (1) | | | Workday, Inc. | | | | | 460,052 | | | | | | 0.1 | | |
5,653 | | | Xilinx, Inc. | | | | | 817,650 | | | | | | 0.1 | | |
| | | | | | | | 239,811,202 | | | | | | 26.3 | | |
| | | Materials: 2.4% | | ||||||||||||
106,505 (1) | | | Axalta Coating Systems Ltd. | | | | | 3,247,337 | | | | | | 0.4 | | |
32,416 | | | Cabot Corp. | | | | | 1,845,443 | | | | | | 0.2 | | |
20,461 | | | Commercial Metals Co. | | | | | 628,562 | | | | | | 0.1 | | |
31,139 | | | Dow, Inc. | | | | | 1,970,476 | | | | | | 0.2 | | |
4,351 | | | Eastman Chemical Co. | | | | | 507,979 | | | | | | 0.0 | | |
25,063 | | | FMC Corp. | | | | | 2,711,817 | | | | | | 0.3 | | |
90,951 | | | Huntsman Corp. | | | | | 2,412,020 | | | | | | 0.3 | | |
14,257 | | | International Paper Co. | | | | | 874,097 | | | | | | 0.1 | | |
28,613 | | | Louisiana-Pacific Corp. | | | | | 1,725,078 | | | | | | 0.2 | | |
21,366 | | | PPG Industries, Inc. | | | | | 3,627,306 | | | | | | 0.4 | | |
19,115 | | | Royal Gold, Inc. | | | | | 2,181,021 | | | | | | 0.2 | | |
| | | | | | | | 21,731,136 | | | | | | 2.4 | | |
| | | Real Estate: 2.6% | | ||||||||||||
10,055 | | | Apartment Income REIT Corp. | | | | | 476,909 | | | | | | 0.1 | | |
45,426 | | | Brixmor Property Group, Inc. | | | | | 1,039,801 | | | | | | 0.1 | | |
31,039 | | | Corporate Office Properties Trust SBI MD | | | | | 868,782 | | | | | | 0.1 | | |
3,069 | | | Equinix, Inc. | | | | | 2,463,179 | | | | | | 0.3 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
26,920 | | | First Industrial Realty Trust, Inc. | | | | $ | 1,406,031 | | | | | | 0.2 | | |
88,336 | | | Gaming and Leisure Properties, Inc. | | | | | 4,092,607 | | | | | | 0.4 | | |
26,555 | | | Highwoods Properties, Inc. | | | | | 1,199,489 | | | | | | 0.1 | | |
110,492 | | | Invitation Homes, Inc. | | | | | 4,120,247 | | | | | | 0.4 | | |
5,197 | | | Life Storage, Inc. | | | | | 557,898 | | | | | | 0.1 | | |
30,251 | | | Omega Healthcare Investors, Inc. | | | | | 1,097,809 | | | | | | 0.1 | | |
39,891 | | | PotlatchDeltic Corp. | | | | | 2,120,207 | | | | | | 0.2 | | |
28,181 | | | Spirit Realty Capital, Inc. | | | | | 1,348,179 | | | | | | 0.1 | | |
95,702 | | | Weyerhaeuser Co. | | | | | 3,294,063 | | | | | | 0.4 | | |
| | | | | | | | 24,085,201 | | | | | | 2.6 | | |
| | | Utilities: 2.7% | | ||||||||||||
11,923 | | | American Water Works Co., Inc. | | | | | 1,837,692 | | | | | | 0.2 | | |
23,190 | | | Black Hills Corp. | | | | | 1,521,960 | | | | | | 0.2 | | |
11,889 | | | Brookfield Renewable Corp. | | | | | 498,625 | | | | | | 0.1 | | |
39,357 | | | Entergy Corp. | | | | | 3,923,893 | | | | | | 0.4 | | |
77,610 | | | Evergy, Inc. | | | | | 4,689,972 | | | | | | 0.5 | | |
14,342 | | | MDU Resources Group, Inc. | | | | | 449,478 | | | | | | 0.1 | | |
42,240 | | | National Fuel Gas Co. | | | | | 2,207,040 | | | | | | 0.2 | | |
42,720 | | | NextEra Energy, Inc. | | | | | 3,130,522 | | | | | | 0.3 | | |
46,856 | | | Public Service Enterprise Group, Inc. | | | | | 2,799,177 | | | | | | 0.3 | | |
3,647 | | | Sempra Energy | | | | | 483,155 | | | | | | 0.1 | | |
57,324 | | | UGI Corp. | | | | | 2,654,674 | | | | | | 0.3 | | |
| | | | | | | | 24,196,188 | | | | | | 2.7 | | |
| | | Total Common Stock (Cost $638,600,914) | | | | | 903,865,079 | | | | | | 99.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Repurchase Agreements: 0.3% | | ||||||||||||
942,529 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $942,531, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $961,380, due 07/01/21-01/15/59) | | | | | 942,529 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 11/30/21-07/01/51) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
1,000,000 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/21-04/15/62) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $2,942,529) | | | | | 2,942,529 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.8% | | ||||||||||||
7,054,000 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $7,054,000) | | | | | 7,054,000 | | | | | | 0.8 | | |
| | | Total Short-Term Investments (Cost $9,996,529) | | | | | 9,996,529 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $648,597,443) | | | | $ | 913,861,608 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (2,655,531) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 911,206,077 | | | | | | 100.0 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| Information Technology | | | 26.3% | |
| Health Care | | | 13.1% | |
| Consumer Discretionary | | | 12.3% | |
| Financials | | | 11.5% | |
| Communication Services | | | 11.2% | |
| Industrials | | | 8.6% | |
| Consumer Staples | | | 5.6% | |
| Energy | | | 2.9% | |
| Utilities | | | 2.7% | |
| Real Estate | | | 2.6% | |
| Materials | | | 2.4% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 903,865,079 | | | | | $ | — | | | | | $ | — | | | | | $ | 903,865,079 | | |
Short-Term Investments | | | | | 7,054,000 | | | | | | 2,942,529 | | | | | | — | | | | | | 9,996,529 | | |
Total Investments, at fair value | | | | $ | 910,919,079 | | | | | $ | 2,942,529 | | | | | $ | — | | | | | $ | 913,861,608 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 91,212 | | | | | | — | | | | | | — | | | | | | 91,212 | | |
Total Assets | | | | $ | 911,010,291 | | | | | $ | 2,942,529 | | | | | $ | — | | | | | $ | 913,952,820 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 34 | | | | | | 09/17/21 | | | | | $ | 7,290,620 | | | | | $ | 91,212 | | |
| | | | | | | | | | | | | | | | $ | 7,290,620 | | | | | $ | 91,212 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 91,212 | | |
Total Asset Derivatives | | | | | | | $ | 91,212 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,341,013 | | |
Total | | | | $ | 1,341,013 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (157,008) | | |
Total | | | | $ | (157,008) | | |
| Gross Unrealized Appreciation | | | | $ | 267,996,038 | | |
| Gross Unrealized Depreciation | | | | | (4,352,883) | | |
| Net Unrealized Appreciation | | | | $ | 263,643,155 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.3% | | |||||||||||||||
| | | Communication Services: 2.3% | | ||||||||||||
30,522 (1) | | | Altice USA, Inc. | | | | $ | 1,042,021 | | | | | | 0.2 | | |
881 | | | Cable One, Inc. | | | | | 1,685,186 | | | | | | 0.3 | | |
7,945 | | | Fox Corp. - Class A | | | | | 294,998 | | | | | | 0.1 | | |
62,547 (1) | | | Iridium Communications, Inc. | | | | | 2,501,255 | | | | | | 0.4 | | |
16,187 (1) | | | Liberty Global PLC - Class A | | | | | 439,639 | | | | | | 0.1 | | |
42,239 | | | New York Times Co. | | | | | 1,839,508 | | | | | | 0.3 | | |
35,009 | | | News Corp - Class A | | | | | 902,182 | | | | | | 0.2 | | |
4,603 (1) | | | Pinterest, Inc. | | | | | 363,407 | | | | | | 0.1 | | |
15,596 (1) | | | Playtika Holding Corp. | | | | | 371,809 | | | | | | 0.1 | | |
1,717 (1) | | | Roku, Inc. | | | | | 788,532 | | | | | | 0.1 | | |
17,717 | | | ViacomCBS, Inc. - Class B | | | | | 800,808 | | | | | | 0.1 | | |
48,201 (1) | | | Yelp, Inc. | | | | | 1,926,112 | | | | | | 0.3 | | |
| | | | | | | | 12,955,457 | | | | | | 2.3 | | |
| | | Consumer Discretionary: 14.8% | | ||||||||||||
23,124 (1) | | | Adient plc | | | | | 1,045,205 | | | | | | 0.2 | | |
28,038 (1) | | | Adtalem Global Education, Inc. | | | | | 999,274 | | | | | | 0.2 | | |
32,455 (2) | | | American Eagle Outfitters, Inc. | | | | | 1,218,036 | | | | | | 0.2 | | |
26,251 (1) | | | Autonation, Inc. | | | | | 2,488,857 | | | | | | 0.4 | | |
13,719 | | | BorgWarner, Inc. | | | | | 665,920 | | | | | | 0.1 | | |
48,980 (1) | | | Boyd Gaming Corp. | | | | | 3,011,780 | | | | | | 0.5 | | |
14,886 | | | Brunswick Corp. | | | | | 1,482,943 | | | | | | 0.3 | | |
9,923 | | | Carter’s, Inc. | | | | | 1,023,756 | | | | | | 0.2 | | |
2,394 (1) | | | Carvana Co. | | | | | 722,557 | | | | | | 0.1 | | |
22,629 (1) | | | CROCS, Inc. | | | | | 2,636,731 | | | | | | 0.4 | | |
117,156 | | | Dana, Inc. | | | | | 2,783,627 | | | | | | 0.5 | | |
13,075 (1) | | | Deckers Outdoor Corp. | | | | | 5,021,715 | | | | | | 0.9 | | |
29,801 | | | Dick’s Sporting Goods, Inc. | | | | | 2,985,762 | | | | | | 0.5 | | |
2,255 (1) | | | Five Below, Inc. | | | | | 435,824 | | | | | | 0.1 | | |
34,956 | | | Foot Locker, Inc. | | | | | 2,154,338 | | | | | | 0.4 | | |
17,158 (1) | | | Fox Factory Holding Corp. | | | | | 2,670,814 | | | | | | 0.5 | | |
118,024 | | | Gentex Corp. | | | | | 3,905,414 | | | | | | 0.7 | | |
59,631 (1) | | | Goodyear Tire & Rubber Co. | | | | | 1,022,672 | | | | | | 0.2 | | |
66,572 | | | H&R Block, Inc. | | | | | 1,563,111 | | | | | | 0.3 | | |
7,175 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 865,449 | | | | | | 0.1 | | |
51,540 | | | KB Home | | | | | 2,098,709 | | | | | | 0.4 | | |
51,727 | | | Kohl’s Corp. | | | | | 2,850,675 | | | | | | 0.5 | | |
7,265 | | | Lear Corp. | | | | | 1,273,409 | | | | | | 0.2 | | |
14,872 | | | Lennar Corp. - Class A | | | | | 1,477,533 | | | | | | 0.2 | | |
10,664 | | | Lithia Motors, Inc. | | | | | 3,664,577 | | | | | | 0.6 | | |
18,322 (1) | | | LKQ Corp. | | | | | 901,809 | | | | | | 0.1 | | |
5,601 (1) | | | Marriott Vacations Worldwide Corp. | | | | | 892,239 | | | | | | 0.1 | | |
16,772 (1) | | | Mattel, Inc. | | | | | 337,117 | | | | | | 0.1 | | |
274 (1) | | | NVR, Inc. | | | | | 1,362,684 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
7,743 (1) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | $ | 651,419 | | | | | | 0.1 | | |
5,016 (1) | | | Penn National Gaming, Inc. | | | | | 383,674 | | | | | | 0.1 | | |
2,516 | | | Polaris, Inc. | | | | | 344,592 | | | | | | 0.1 | | |
18,205 | | | Pulte Group, Inc. | | | | | 993,447 | | | | | | 0.2 | | |
4,058 (1) | | | RH | | | | | 2,755,382 | | | | | | 0.5 | | |
30,227 (1) | | | Scientific Games Corp. | | | | | 2,340,779 | | | | | | 0.4 | | |
75,299 | | | Service Corp. International | | | | | 4,035,274 | | | | | | 0.7 | | |
73,908 (1) | | | Taylor Morrison Home Corp. | | | | | 1,952,649 | | | | | | 0.3 | | |
33,230 | | | Tempur Sealy International, Inc. | | | | | 1,302,284 | | | | | | 0.2 | | |
15,321 | | | Thor Industries, Inc. | | | | | 1,731,273 | | | | | | 0.3 | | |
12,149 | | | Toll Brothers, Inc. | | | | | 702,334 | | | | | | 0.1 | | |
4,228 (1) | | | TopBuild Corp. | | | | | 836,214 | | | | | | 0.1 | | |
37,073 | | | Travel + Leisure Co. | | | | | 2,203,990 | | | | | | 0.4 | | |
100,989 (1) | | | Tri Pointe Homes, Inc. | | | | | 2,164,194 | | | | | | 0.4 | | |
891 (1) | | | Ulta Beauty, Inc. | | | | | 308,081 | | | | | | 0.0 | | |
77,867 | | �� | Wendy’s Company | | | | | 1,823,645 | | | | | | 0.3 | | |
17,679 (2) | | | Williams-Sonoma, Inc. | | | | | 2,822,452 | | | | | | 0.5 | | |
9,560 | | | Wingstop, Inc. | | | | | 1,506,943 | | | | | | 0.3 | | |
36,361 (1) | | | YETI Holdings, Inc. | | | | | 3,338,667 | | | | | | 0.6 | | |
| | | | | | | | 85,759,830 | | | | | | 14.8 | | |
| | | Consumer Staples: 3.2% | | ||||||||||||
17,379 (2) | | | Albertsons Cos, Inc. | | | | | 341,671 | | | | | | 0.1 | | |
30,966 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 1,473,362 | | | | | | 0.2 | | |
577 (1) | | | Boston Beer Co., Inc. | | | | | 589,002 | | | | | | 0.1 | | |
40,419 (1) | | | Darling Ingredients, Inc. | | | | | 2,728,283 | | | | | | 0.5 | | |
30,584 | | | Energizer Holdings, Inc. | | | | | 1,314,500 | | | | | | 0.2 | | |
65,871 | | | Flowers Foods, Inc. | | | | | 1,594,078 | | | | | | 0.3 | | |
15,765 (1) | | | Herbalife Nutrition Ltd. | | | | | 831,289 | | | | | | 0.1 | | |
6,906 | | | Hershey Co. | | | | | 1,202,887 | | | | | | 0.2 | | |
12,512 | | | Ingredion, Inc. | | | | | 1,132,336 | | | | | | 0.2 | | |
28,261 | | | Nu Skin Enterprises, Inc. | | | | | 1,600,986 | | | | | | 0.3 | | |
23,403 (1) | | | Post Holdings, Inc. | | | | | 2,538,523 | | | | | | 0.4 | | |
5,128 | | | Sanderson Farms, Inc. | | | | | 963,910 | | | | | | 0.2 | | |
37,086 (1) | | | Sprouts Farmers Market, Inc. | | | | | 921,587 | | | | | | 0.2 | | |
13,451 | | | Tyson Foods, Inc. | | | | | 992,146 | | | | | | 0.2 | | |
| | | | | | | | 18,224,560 | | | | | | 3.2 | | |
| | | Energy: 2.3% | | ||||||||||||
40,273 | | | APA Corp. | | | | | 871,105 | | | | | | 0.2 | | |
51,394 (1) | | | ChampionX Corp. | | | | | 1,318,256 | | | | | | 0.2 | | |
31,842 | | | Cimarex Energy Co. | | | | | 2,306,953 | | | | | | 0.4 | | |
19,536 (1) | | | EQT Corp. | | | | | 434,871 | | | | | | 0.1 | | |
143,701 | | | Equitrans Midstream Corp. | | | | | 1,222,896 | | | | | | 0.2 | | |
47,180 | | | Halliburton Co. | | | | | 1,090,802 | | | | | | 0.2 | | |
12,491 | | | Marathon Petroleum Corp. | | | | | 754,706 | | | | | | 0.1 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
4,153 | | | Pioneer Natural Resources Co. | | | | $ | 674,946 | | | | | | 0.1 | | |
67,365 | | | Targa Resources Corp. | | | | | 2,994,374 | | | | | | 0.5 | | |
47,254 | | | World Fuel Services Corp. | | | | | 1,499,369 | | | | | | 0.3 | | |
| | | | | | | | 13,168,278 | | | | | | 2.3 | | |
| | | Financials: 15.0% | | ||||||||||||
491 (1) | | | Alleghany Corp. | | | | | 327,531 | | | | | | 0.1 | | |
31,767 | | | Ally Financial, Inc. | | | | | 1,583,267 | | | | | | 0.3 | | |
7,199 | | | Ameriprise Financial, Inc. | | | | | 1,791,687 | | | | | | 0.3 | | |
69,600 | | | Annaly Capital Management, Inc. | | | | | 618,048 | | | | | | 0.1 | | |
66,143 | | | Bank OZK | | | | | 2,788,589 | | | | | | 0.5 | | |
5,869 | | | Brown & Brown, Inc. | | | | | 311,879 | | | | | | 0.0 | | |
35,412 | | | Citizens Financial Group, Inc. | | | | | 1,624,348 | | | | | | 0.3 | | |
114,592 | | | CNO Financial Group, Inc. | | | | | 2,706,663 | | | | | | 0.5 | | |
10,182 | | | East West Bancorp, Inc. | | | | | 729,948 | | | | | | 0.1 | | |
42,397 | | | Essent Group Ltd. | | | | | 1,905,745 | | | | | | 0.3 | | |
16,045 | | | Evercore, Inc. | | | | | 2,258,655 | | | | | | 0.4 | | |
3,077 | | | Factset Research Systems, Inc. | | | | | 1,032,672 | | | | | | 0.2 | | |
39,075 | | | Fifth Third Bancorp | | | | | 1,493,837 | | | | | | 0.3 | | |
59,598 | | | First American Financial Corp. | | | | | 3,715,935 | | | | | | 0.6 | | |
4,365 | | | Globe Life, Inc. | | | | | 415,766 | | | | | | 0.1 | | |
70,913 | | | Hancock Whitney Corp. | | | | | 3,151,374 | | | | | | 0.5 | | |
24,945 | | | Hanover Insurance Group, Inc. | | | | | 3,383,540 | | | | | | 0.6 | | |
40,225 | | | International Bancshares Corp. | | | | | 1,727,262 | | | | | | 0.3 | | |
64,370 | | | Janus Henderson Group PLC | | | | | 2,498,200 | | | | | | 0.4 | | |
21,959 | | | Jefferies Financial Group, Inc. | | | | | 750,998 | | | | | | 0.1 | | |
56,339 | | | Keycorp | | | | | 1,163,400 | | | | | | 0.2 | | |
8,307 | | | LPL Financial Holdings, Inc. | | | | | 1,121,279 | | | | | | 0.2 | | |
186,570 | | | MGIC Investment Corp. | | | | | 2,537,352 | | | | | | 0.4 | | |
1,820 | | | MSCI, Inc. - Class A | | | | | 970,206 | | | | | | 0.2 | | |
98,646 | | | Navient Corp. | | | | | 1,906,827 | | | | | | 0.3 | | |
32,092 | | | New Residential Investment Corp. | | | | | 339,854 | | | | | | 0.1 | | |
215,573 | | | New York Community Bancorp., Inc. | | | | | 2,375,614 | | | | | | 0.4 | | |
181,858 | | | Old Republic International Corp. | | | | | 4,530,083 | | | | | | 0.8 | | |
37,896 | | | PacWest Bancorp | | | | | 1,559,799 | | | | | | 0.3 | | |
8,169 | | | Popular, Inc. | | | | | 613,083 | | | | | | 0.1 | | |
17,713 | | | Primerica, Inc. | | | | | 2,712,569 | | | | | | 0.5 | | |
25,677 | | | PROG Holdings, Inc. | | | | | 1,235,834 | | | | | | 0.2 | | |
5,746 | | | Prosperity Bancshares, Inc. | | | | | 412,563 | | | | | | 0.1 | | |
100,087 | | | Regions Financial Corp. | | | | | 2,019,756 | | | | | | 0.3 | | |
5,563 | | | Reinsurance Group of America, Inc. | | | | | 634,182 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
9,700 | | | RLI Corp. | | | | $ | 1,014,523 | | | | | | 0.2 | | |
39,986 | | | SEI Investments Co. | | | | | 2,477,932 | | | | | | 0.4 | | |
14,965 | | | Selective Insurance Group | | | | | 1,214,410 | | | | | | 0.2 | | |
6,569 | | | Signature Bank | | | | | 1,613,675 | | | | | | 0.3 | | |
55,213 | | | Stifel Financial Corp. | | | | | 3,581,115 | | | | | | 0.6 | | |
37,915 | | | Synchrony Financial | | | | | 1,839,636 | | | | | | 0.3 | | |
78,856 | | | Synovus Financial Corp. | | | | | 3,460,201 | | | | | | 0.6 | | |
12,132 | | | Tradeweb Markets, Inc. | | | | | 1,025,882 | | | | | | 0.2 | | |
28,261 | | | UMB Financial Corp. | | | | | 2,629,969 | | | | | | 0.4 | | |
181,865 | | | Umpqua Holdings Corp. | | | | | 3,355,409 | | | | | | 0.6 | | |
32,760 | | | Unum Group | | | | | 930,384 | | | | | | 0.2 | | |
23,776 | | | Washington Federal, Inc. | | | | | 755,601 | | | | | | 0.1 | | |
39,833 | | | Webster Financial Corp. | | | | | 2,124,692 | | | | | | 0.4 | | |
7,498 | | | Wintrust Financial Corp. | | | | | 567,074 | | | | | | 0.1 | | |
24,024 | | | Zions Bancorp NA | | | | | 1,269,909 | | | | | | 0.2 | | |
| | | | | | | | 86,808,757 | | | | | | 15.0 | | |
| | | Health Care: 11.0% | | ||||||||||||
1,590 (1) | | | 10X Genomics, Inc. | | | | | 311,354 | | | | | | 0.0 | | |
10,855 | | | Agilent Technologies, Inc. | | | | | 1,604,478 | | | | | | 0.3 | | |
1,813 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 333,066 | | | | | | 0.1 | | |
10,083 (1) | | | Amedisys, Inc. | | | | | 2,469,629 | | | | | | 0.4 | | |
5,179 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 428,925 | | | | | | 0.1 | | |
8,921 | | | Bio-Techne Corp. | | | | | 4,016,770 | | | | | | 0.7 | | |
6,529 (1) | | | Charles River Laboratories International, Inc. | | | | | 2,415,208 | | | | | | 0.4 | | |
6,917 | | | Chemed Corp. | | | | | 3,282,117 | | | | | | 0.6 | | |
20,611 (1) | | | Emergent Biosolutions, Inc. | | | | | 1,298,287 | ��� | | | | | 0.2 | | |
19,419 (1) | | | Envista Holdings Corp. | | | | | 839,095 | | | | | | 0.1 | | |
113,724 (1) | | | Exelixis, Inc. | | | | | 2,072,051 | | | | | | 0.4 | | |
14,664 (1) | | | Globus Medical, Inc. | | | | | 1,136,900 | | | | | | 0.2 | | |
42,930 (1) | | | Halozyme Therapeutics, Inc. | | | | | 1,949,451 | | | | | | 0.3 | | |
9,573 (1) | | | HealthEquity, Inc. | | | | | 770,435 | | | | | | 0.1 | | |
14,130 | | | Hill-Rom Holdings, Inc. | | | | | 1,605,027 | | | | | | 0.3 | | |
15,186 (1) | | | Incyte Corp., Ltd. | | | | | 1,277,598 | | | | | | 0.2 | | |
21,503 (1) | | | Jazz Pharmaceuticals PLC | | | | | 3,819,793 | | | | | | 0.7 | | |
13,062 (1) | | | LHC Group, Inc. | | | | | 2,615,796 | | | | | | 0.4 | | |
2,602 (1) | | | Ligand Pharmaceuticals, Inc. | | | | | 341,356 | | | | | | 0.1 | | |
11,549 (1) | | | Masimo Corp. | | | | | 2,800,055 | | | | | | 0.5 | | |
8,033 | | | McKesson Corp. | | | | | 1,536,231 | | | | | | 0.3 | | |
12,394 (1) | | | Medpace Holdings, Inc. | | | | | 2,189,152 | | | | | | 0.4 | | |
270 (1) | | | Mettler Toledo International, Inc. | | | | | 374,042 | | | | | | 0.1 | | |
21,851 (1) | | | Molina Healthcare, Inc. | | | | | 5,529,614 | | | | | | 1.0 | | |
4,359 (1) | | | Natera, Inc. | | | | | 494,877 | | | | | | 0.1 | | |
7,779 (1) | | | Neurocrine Biosciences, Inc. | | | | | 757,052 | | | | | | 0.1 | | |
21,241 (1) | | | NuVasive, Inc. | | | | | 1,439,715 | | | | | | 0.2 | | |
61,192 | | | Patterson Cos., Inc. | | | | | 1,859,625 | | | | | | 0.3 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
3,247 (1) | | | Penumbra, Inc. | | | | $ | 889,873 | | | | | | 0.1 | | |
12,613 (1) | | | PRA Health Sciences, Inc. | | | | | 2,083,794 | | | | | | 0.4 | | |
22,393 (1) | | | Progyny, Inc. | | | | | 1,321,187 | | | | | | 0.2 | | |
16,603 (1) | | | Quidel Corp. | | | | | 2,127,176 | | | | | | 0.4 | | |
1,595 (1) | | | Repligen Corp. | | | | | 318,394 | | | | | | 0.1 | | |
11,638 (1) | | | Staar Surgical Co. | | | | | 1,774,795 | | | | | | 0.3 | | |
2,058 | | | STERIS Public Ltd. Co. | | | | | 424,565 | | | | | | 0.1 | | |
4,087 (1) | | | Tandem Diabetes Care, Inc. | | | | | 398,074 | | | | | | 0.1 | | |
16,868 (1) | | | Tenet Healthcare Corp. | | | | | 1,129,987 | | | | | | 0.2 | | |
11,030 (1) | | | United Therapeutics Corp. | | | | | 1,978,892 | | | | | | 0.3 | | |
4,677 (1) | | | Veeva Systems, Inc. | | | | | 1,454,313 | | | | | | 0.2 | | |
| | | | | | | | 63,468,749 | | | | | | 11.0 | | |
| | | Industrials: 17.4% | | ||||||||||||
19,303 | | | Acuity Brands, Inc. | | | | | 3,610,240 | | | | | | 0.6 | | |
2,748 | | | Advanced Drainage Systems, Inc. | | | | | 320,334 | | | | | | 0.1 | | |
26,521 | | | AGCO Corp. | | | | | 3,457,808 | | | | | | 0.6 | | |
6,651 | | | Allegion Public Ltd. | | | | | 926,484 | | | | | | 0.2 | | |
30,583 | | | Allison Transmission Holdings, Inc. | | | | | 1,215,368 | | | | | | 0.2 | | |
9,724 | | | Ametek, Inc. | | | | | 1,298,154 | | | | | | 0.2 | | |
5,964 | | | AO Smith Corp. | | | | | 429,766 | | | | | | 0.1 | | |
29,276 (1) | | | ASGN, Inc. | | | | | 2,837,723 | | | | | | 0.5 | | |
5,047 (1) | | | Avis Budget Group, Inc. | | | | | 393,111 | | | | | | 0.1 | | |
7,639 (1) | | | Axon Enterprise, Inc. | | | | | 1,350,575 | | | | | | 0.2 | | |
7,297 | | | Brink’s Co. | | | | | 560,701 | | | | | | 0.1 | | |
19,806 (1) | | | Builders FirstSource, Inc. | | | | | 844,924 | | | | | | 0.1 | | |
9,127 (1) | | | CACI International, Inc. | | | | | 2,328,480 | | | | | | 0.4 | | |
19,359 | | | Carlisle Cos., Inc. | | | | | 3,704,925 | | | | | | 0.6 | | |
11,032 (1) | | | Clarivate PLC | | | | | 303,711 | | | | | | 0.0 | | |
34,127 (1) | | | Clean Harbors, Inc. | | | | | 3,178,589 | | | | | | 0.5 | | |
8,222 (1) | | | Colfax Corp. | | | | | 376,650 | | | | | | 0.1 | | |
12,718 (1) | | | Copart, Inc. | | | | | 1,676,614 | | | | | | 0.3 | | |
14,360 (1) | | | CoStar Group, Inc. | | | | | 1,189,295 | | | | | | 0.2 | | |
36,948 | | | Crane Co. | | | | | 3,412,887 | | | | | | 0.6 | | |
10,539 | | | Curtiss-Wright Corp. | | | | | 1,251,612 | | | | | | 0.2 | | |
13,768 (1) | | | Dycom Industries, Inc. | | | | | 1,026,129 | | | | | | 0.2 | | |
35,573 | | | EMCOR Group, Inc. | | | | | 4,382,238 | | | | | | 0.8 | | |
22,748 | | | EnerSys | | | | | 2,223,162 | | | | | | 0.4 | | |
17,627 | | | Fortive Corp. | | | | | 1,229,307 | | | | | | 0.2 | | |
6,206 | | | Fortune Brands Home & Security, Inc. | | | | | 618,180 | | | | | | 0.1 | | |
3,104 (1) | | | Generac Holdings, Inc. | | | | | 1,288,626 | | | | | | 0.2 | | |
6,163 | | | Graco, Inc. | | | | | 466,539 | | | | | | 0.1 | | |
30,152 | | | Herman Miller, Inc. | | | | | 1,421,365 | | | | | | 0.2 | | |
21,236 | | | Hubbell, Inc. | | | | | 3,967,734 | | | | | | 0.7 | | |
35,469 (1) | | | IAA, Inc. | | | | | 1,934,479 | | | | | | 0.3 | | |
47,279 | | | ITT, Inc. | | | | | 4,330,284 | | | | | | 0.7 | | |
81,157 | | | KBR, Inc. | | | | | 3,096,140 | | | | | | 0.5 | | |
62,912 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 2,859,979 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
870 | | | Lennox International, Inc. | | | | $ | 305,196 | | | | | | 0.0 | | |
17,524 | | | Manpowergroup, Inc. | | | | | 2,083,779 | | | | | | 0.4 | | |
10,142 | | | Masco Corp. | | | | | 597,465 | | | | | | 0.1 | | |
16,216 (1) | | | Mastec, Inc. | | | | | 1,720,518 | | | | | | 0.3 | | |
6,081 (1) | | | Middleby Corp. | | | | | 1,053,594 | | | | | | 0.2 | | |
1,413 | | | Nordson Corp. | | | | | 310,168 | | | | | | 0.1 | | |
81,531 | | | nVent Electric PLC | | | | | 2,547,028 | | | | | | 0.4 | | |
1,382 | | | Old Dominion Freight Line | | | | | 350,752 | | | | | | 0.1 | | |
18,263 | | | Oshkosh Corp. | | | | | 2,276,300 | | | | | | 0.4 | | |
44,283 | | | Owens Corning, Inc. | | | | | 4,335,306 | | | | | | 0.7 | | |
28,681 | | | Regal Beloit Corp. | | | | | 3,829,200 | | | | | | 0.7 | | |
2,330 | | | Rockwell Automation, Inc. | | | | | 666,427 | | | | | | 0.1 | | |
38,206 | | | Ryder System, Inc. | | | | | 2,839,852 | | | | | | 0.5 | | |
16,816 | | | Simpson Manufacturing Co., Inc. | | | | | 1,857,159 | | | | | | 0.3 | | |
12,032 (1) | | | Sunrun, Inc. | | | | | 671,145 | | | | | | 0.1 | | |
37,133 | | | Terex Corp. | | | | | 1,768,273 | | | | | | 0.3 | | |
3,686 | | | Tetra Tech, Inc. | | | | | 449,839 | | | | | | 0.1 | | |
47,819 | | | Timken Co. | | | | | 3,853,733 | | | | | | 0.7 | | |
3,210 | | | Toro Co. | | | | | 352,715 | | | | | | 0.1 | | |
3,287 (1) | | | Trex Co., Inc. | | | | | 335,964 | | | | | | 0.1 | | |
959 (1) | | | United Rentals, Inc. | | | | | 305,931 | | | | | | 0.1 | | |
19,304 (1) | | | Univar Solutions, Inc. | | | | | 470,632 | | | | | | 0.1 | | |
18,767 | | | Woodward, Inc. | | | | | 2,306,089 | | | | | | 0.4 | | |
11,909 (1) | | | XPO Logistics, Inc. | | | | | 1,665,950 | | | | | | 0.3 | | |
| | | | | | | | 100,465,128 | | | | | | 17.4 | | |
| | | | | | | | | | | | | | | | |
| | | Information Technology: 13.9% | | ||||||||||||
6,787 (1) | | | Akamai Technologies, Inc. | | | | | 791,364 | | | | | | 0.1 | | |
9,368 | | | Alliance Data Systems Corp. | | | | | 976,052 | | | | | | 0.2 | | |
12,472 | | | Amdocs Ltd. | | | | | 964,834 | | | | | | 0.2 | | |
44,278 | | | Amkor Technology, Inc. | | | | | 1,048,060 | | | | | | 0.2 | | |
39,367 (1) | | | Arrow Electronics, Inc. | | | | | 4,481,146 | | | | | | 0.8 | | |
5,106 (1) | | | Avalara, Inc. | | | | | 826,151 | | | | | | 0.1 | | |
69,930 | | | Avnet, Inc. | | | | | 2,802,794 | | | | | | 0.5 | | |
24,645 | | | Brooks Automation, Inc. | | | | | 2,348,176 | | | | | | 0.4 | | |
8,053 (1) | | | Cadence Design Systems, Inc. | | | | | 1,101,811 | | | | | | 0.2 | | |
3,258 (1) | | | Ceridian HCM Holding, Inc. | | | | | 312,507 | | | | | | 0.1 | | |
42,865 (1) | | | Ciena Corp. | | | | | 2,438,590 | | | | | | 0.4 | | |
38,780 | | | Cognex Corp. | | | | | 3,259,459 | | | | | | 0.6 | | |
40,451 (1) | | | Commvault Systems, Inc. | | | | | 3,162,055 | | | | | | 0.5 | | |
5,438 (1) | | | Concentrix Corp. | | | | | 874,430 | | | | | | 0.1 | | |
7,405 (1) | | | Cree, Inc. | | | | | 725,172 | | | | | | 0.1 | | |
11,230 (1) | | | Datadog, Inc. | | | | | 1,168,818 | | | | | | 0.2 | | |
1,288 (1) | | | DocuSign, Inc. | | | | | 360,086 | | | | | | 0.1 | | |
51,844 (1) | | | Dropbox, Inc. | | | | | 1,571,392 | | | | | | 0.3 | | |
10,118 (1) | | | DXC Technology Co. | | | | | 393,995 | | | | | | 0.1 | | |
3,368 (1) | | | Elastic NV | | | | | 490,920 | | | | | | 0.1 | | |
2,409 (1) | | | EPAM Systems, Inc. | | | | | 1,230,903 | | | | | | 0.2 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
1,689 (1) | | | F5 Networks, Inc. | | | | $ | 315,269 | | | | | | 0.1 | | |
1,872 (1) | | | Fair Isaac Corp. | | | | | 941,017 | | | | | | 0.2 | | |
84,871 | | | Genpact Ltd. | | | | | 3,855,690 | | | | | | 0.7 | | |
12,428 (1) | | | GoDaddy, Inc. | | | | | 1,080,739 | | | | | | 0.2 | | |
1,920 (1) | | | HubSpot, Inc. | | | | | 1,118,822 | | | | | | 0.2 | | |
21,876 (1) | | | II-VI, Inc. | | | | | 1,587,979 | | | | | | 0.3 | | |
10,359 (1) | | | j2 Global, Inc. | | | | | 1,424,880 | | | | | | 0.2 | | |
63,850 | | | Jabil, Inc. | | | | | 3,710,962 | | | | | | 0.6 | | |
20,439 (1) | | | Jamf Holding Corp. | | | | | 686,137 | | | | | | 0.1 | | |
6,796 (1) | | | Lumentum Holdings, Inc. | | | | | 557,476 | | | | | | 0.1 | | |
2,274 (1) | | | Manhattan Associates, Inc. | | | | | 329,366 | | | | | | 0.1 | | |
12,230 | | | MAXIMUS, Inc. | | | | | 1,075,873 | | | | | | 0.2 | | |
13,944 | | | MKS Instruments, Inc. | | | | | 2,481,335 | | | | | | 0.4 | | |
2,067 | | | Monolithic Power Systems, Inc. | | | | | 771,921 | | | | | | 0.1 | | |
51,979 | | | National Instruments Corp. | | | | | 2,197,672 | | | | | | 0.4 | | |
4,541 (1) | | | nCino, Inc. | | | | | 272,097 | | | | | | 0.0 | | |
22,904 (1) | | | NCR Corp. | | | | | 1,044,651 | | | | | | 0.2 | | |
3,499 | | | NetApp, Inc. | | | | | 286,288 | | | | | | 0.0 | | |
3,047 (1) | | | Palo Alto Networks, Inc. | | | | | 1,130,589 | | | | | | 0.2 | | |
6,994 (1) | | | Paylocity Holding Corp. | | | | | 1,334,455 | | | | | | 0.2 | | |
70,416 (1) | | | Pure Storage, Inc. - Class A | | | | | 1,375,224 | | | | | | 0.2 | | |
18,049 (1) | | | Qualys, Inc. | | | | | 1,817,354 | | | | | | 0.3 | | |
31,710 (1) | | | Semtech Corp. | | | | | 2,181,648 | | | | | | 0.4 | | |
2,040 (1) | | | Silicon Laboratories, Inc. | | | | | 312,630 | | | | | | 0.1 | | |
10,703 (1) | | | SolarEdge Technologies, Inc. | | | | | 2,957,988 | | | | | | 0.5 | | |
8,643 (1)(2) | | | Synaptics, Inc. | | | | | 1,344,678 | | | | | | 0.2 | | |
25,368 | | | SYNNEX Corp. | | | | | 3,088,808 | | | | | | 0.5 | | |
4,169 (1) | | | Synopsys, Inc. | | | | | 1,149,769 | | | | | | 0.2 | | |
13,487 | | | Teradyne, Inc. | | | | | 1,806,719 | | | | | | 0.3 | | |
13,401 | | | Universal Display Corp. | | | | | 2,979,444 | | | | | | 0.5 | | |
116,909 | | | Vishay Intertechnology, Inc. | | | | | 2,636,298 | | | | | | 0.5 | | |
20,099 | | | Vontier Corp. | | | | | 654,825 | | | | | | 0.1 | | |
3,447 (1) | | | Zendesk, Inc. | | | | | 497,540 | | | | | | 0.1 | | |
| | | | | | | | 80,334,858 | | | | | | 13.9 | | |
| | | Materials: 6.2% | | ||||||||||||
16,438 | | | Ashland Global Holdings, Inc. | | | | | 1,438,325 | | | | | | 0.2 | | |
15,217 | | | Avient Corp. | | | | | 748,068 | | | | | | 0.1 | | |
52,741 (1) | | | Axalta Coating Systems Ltd. | | | | | 1,608,073 | | | | | | 0.3 | | |
47,217 | | | Cabot Corp. | | | | | 2,688,064 | | | | | | 0.5 | | |
45,424 | | | Chemours Co. | | | | | 1,580,755 | | | | | | 0.3 | | |
32,842 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 708,073 | | | | | | 0.1 | | |
70,727 | | | Commercial Metals Co. | | | | | 2,172,733 | | | | | | 0.4 | | |
28,829 | | | Compass Minerals International, Inc. | | | | | 1,708,406 | | | | | | 0.3 | | |
17,426 | | | Eagle Materials, Inc. | | | | | 2,476,409 | | | | | | 0.4 | | |
2,552 | | | Eastman Chemical Co. | | | | | 297,946 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
7,213 | | | FMC Corp. | | | | $ | 780,447 | | | | | | 0.1 | | |
55,439 | | | Huntsman Corp. | | | | | 1,470,242 | | | | | | 0.3 | | |
58,307 | | | Louisiana-Pacific Corp. | | | | | 3,515,329 | | | | | | 0.6 | | |
19,416 | | | Minerals Technologies, Inc. | | | | | 1,527,457 | | | | | | 0.3 | | |
1,298 | | | NewMarket Corp. | | | | | 417,930 | | | | | | 0.1 | | |
11,611 | | | Olin Corp. | | | | | 537,125 | | | | | | 0.1 | | |
4,984 | | | PPG Industries, Inc. | | | | | 846,134 | | | | | | 0.1 | | |
32,996 | | | Royal Gold, Inc. | | | | | 3,764,844 | | | | | | 0.6 | | |
42,506 | | | RPM International, Inc. | | | | | 3,769,432 | | | | | | 0.7 | | |
2,212 | | | Scotts Miracle-Gro Co. | | | | | 424,527 | | | | | | 0.1 | | |
43,272 | | | Steel Dynamics, Inc. | | | | | 2,579,011 | | | | | | 0.4 | | |
30,450 (2) | | | United States Steel Corp. | | | | | 730,800 | | | | | | 0.1 | | |
| | | | | | | | 35,790,130 | | | | | | 6.2 | | |
| | | Real Estate: 9.7% | | ||||||||||||
51,382 | | | American Campus Communities, Inc. | | | | | 2,400,567 | | | | | | 0.4 | | |
13,681 | | | American Homes 4 Rent | | | | | 531,507 | | | | | | 0.1 | | |
71,721 | | | Apartment Income REIT Corp. | | | | | 3,401,727 | | | | | | 0.6 | | |
140,132 | | | Brixmor Property Group, Inc. | | | | | 3,207,621 | | | | | | 0.6 | | |
2,459 | | | Camden Property Trust | | | | | 326,236 | | | | | | 0.1 | | |
105,873 | | | Corporate Office Properties Trust SBI MD | | | | | 2,963,385 | | | | | | 0.5 | | |
19,714 | | | EastGroup Properties, Inc. | | | | | 3,241,967 | | | | | | 0.6 | | |
61,681 | | | First Industrial Realty Trust, Inc. | | | | | 3,221,599 | | | | | | 0.6 | | |
33,032 | | | Gaming and Leisure Properties, Inc. | | | | | 1,530,373 | | | | | | 0.3 | | |
77,740 | | | Highwoods Properties, Inc. | | | | | 3,511,516 | | | | | | 0.6 | | |
71,113 | | | Hudson Pacific Properties, Inc. | | | | | 1,978,364 | | | | | | 0.3 | | |
51,236 | | | Invitation Homes, Inc. | | | | | 1,910,590 | | | | | | 0.3 | | |
12,714 (1) | | | Jones Lang LaSalle, Inc. | | | | | 2,485,078 | | | | | | 0.4 | | |
18,267 | | | Lamar Advertising Co. | | | | | 1,907,440 | | | | | | 0.3 | | |
33,597 | | | Life Storage, Inc. | | | | | 3,606,638 | | | | | | 0.6 | | |
29,215 | | | Medical Properties Trust, Inc. | | | | | 587,221 | | | | | | 0.1 | | |
53,953 | | | National Retail Properties, Inc. | | | | | 2,529,317 | | | | | | 0.4 | | |
27,478 | | | National Storage Affiliates Trust | | | | | 1,389,288 | | | | | | 0.2 | | |
89,203 | | | Omega Healthcare Investors, Inc. | | | | | 3,237,177 | | | | | | 0.6 | | |
52,508 | | | PotlatchDeltic Corp. | | | | | 2,790,800 | | | | | | 0.5 | | |
79,257 | | | Sabra Healthcare REIT, Inc. | | | | | 1,442,477 | | | | | | 0.3 | | |
75,390 | | | Spirit Realty Capital, Inc. | | | | | 3,606,658 | | | | | | 0.6 | | |
4,123 | | | Sun Communities, Inc. | | | | | 706,682 | | | | | | 0.1 | | |
73,201 | | | Weingarten Realty Investors | | | | | 2,347,556 | | | | | | 0.4 | | |
39,955 | | | Weyerhaeuser Co. | | | | | 1,375,251 | | | | | | 0.2 | | |
| | | | | | | | 56,237,035 | | | | | | 9.7 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities: 3.5% | | ||||||||||||
3,787 | | | American Water Works Co., Inc. | | | | $ | 583,690 | | | | | | 0.1 | | |
38,539 | | | Black Hills Corp. | | | | | 2,529,315 | | | | | | 0.4 | | |
16,774 | | | Brookfield Renewable Corp. | | | | | 703,501 | | | | | | 0.1 | | |
12,304 | | | Entergy Corp. | | | | | 1,226,709 | | | | | | 0.2 | | |
5,968 | | | Essential Utilities, Inc. | | | | | 272,738 | | | | | | 0.1 | | |
23,061 | | | Evergy, Inc. | | | | | 1,393,576 | | | | | | 0.2 | | |
77,296 | | | MDU Resources Group, Inc. | | | | | 2,422,457 | | | | | | 0.4 | | |
52,794 | | | National Fuel Gas Co. | | | | | 2,758,486 | | | | | | 0.5 | | |
21,244 | | | NorthWestern Corp. | | | | | 1,279,314 | | | | | | 0.2 | | |
5,196 | | | Public Service Enterprise Group, Inc. | | | | | 310,409 | | | | | | 0.1 | | |
11,835 | | | Southwest Gas Holdings, Inc. | | | | | 783,359 | | | | | | 0.1 | | |
17,065 | | | Spire, Inc. | | | | | 1,233,287 | | | | | | 0.2 | | |
105,222 | | | UGI Corp. | | | | | 4,872,831 | | | | | | 0.9 | | |
| | | | | | | | 20,369,672 | | | | | | 3.5 | | |
| | | Total Common Stock (Cost $446,847,041) | | | | | 573,582,454 | | | | | | 99.3 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.9% | | |||||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
1,543,700 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,543,702, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $1,574,574, due 07/25/21-05/20/71) | | | | | 1,543,700 | | | | | | 0.3 | | |
457,598 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $457,599, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $466,750, due 07/01/21-01/15/59) | | | | | 457,598 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,543,677 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,543,679, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,574,551, due 11/30/21-07/01/51) | | | | $ | 1,543,677 | | | | | | 0.2 | | |
1,543,677 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,543,679, collateralized by various U.S. Government Agency Obligations, 1.985%-4.000%, Market Value plus accrued interest $1,574,551, due 08/01/35-06/01/51) | | | | | 1,543,677 | | | | | | 0.2 | | |
1,543,677 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,543,679, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,574,551, due 08/01/21-04/15/62) | | | | | 1,543,677 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $6,632,329) | | | | | 6,632,329 | | | | | | 1.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.8% | | ||||||||||||
4,476,000 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $4,476,000) | | | | | 4,476,000 | | | | | | 0.8 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Short-Term Investments (Cost $11,108,329) | | | | $ | 11,108,329 | | | | | | 1.9 | | |
| | | Total Investments in Securities (Cost $457,955,370) | | | | $ | 584,690,783 | | | | | | 101.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (6,732,218) | | | | | | (1.2) | | |
| | | Net Assets | | | | $ | 577,958,565 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 17.4% | |
| Financials | | | 15.0% | |
| Consumer Discretionary | | | 14.8% | |
| Information Technology | | | 13.9% | |
| Health Care | | | 11.0% | |
| Real Estate | | | 9.7% | |
| Materials | | | 6.2% | |
| Utilities | | | 3.5% | |
| Consumer Staples | | | 3.2% | |
| Energy | | | 2.3% | |
| Communication Services | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 573,582,454 | | | | | $ | — | | | | | $ | — | | | | | $ | 573,582,454 | | |
Short-Term Investments | | | | | 4,476,000 | | | | | | 6,632,329 | | | | | | — | | | | | | 11,108,329 | | |
Total Investments, at fair value | | | | $ | 578,058,454 | | | | | $ | 6,632,329 | | | | | $ | — | | | | | $ | 584,690,783 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (68,741) | | | | | $ | — | | | | | $ | — | | | | | $ | (68,741) | | |
Total Liabilities | | | | $ | (68,741) | | | | | $ | — | | | | | $ | — | | | | | $ | (68,741) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 16 | | | | | | 09/17/21 | | | | | $ | 4,307,840 | | | | | $ | (68,741) | | |
| | | | | | | | | | | | | | | | $ | 4,307,840 | | | | | $ | (68,741) | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 68,741 | | |
Total Liability Derivatives | | | | | | | $ | 68,741 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,179,358 | | |
Total | | | | $ | 1,179,358 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (274,905) | | |
Total | | | | $ | (274,905) | | |
| Gross Unrealized Appreciation | | | | $ | 132,587,564 | | |
| Gross Unrealized Depreciation | | | | | (7,405,135) | | |
| Net Unrealized Appreciation | | | | $ | 125,182,429 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.8% | | |||||||||||||||
| | | Communication Services: 2.2% | | ||||||||||||
13,888 (1) | | | AMC Networks, Inc. | | | | $ | 927,719 | | | | | | 0.3 | | |
10,662 (1) | | | Cargurus, Inc. | | | | | 279,664 | | | | | | 0.1 | | |
20,424 | | | Cogent Communications Holdings, Inc. | | | | | 1,570,401 | | | | | | 0.6 | | |
33,504 | | | Entravision Communications Corp. | | | | | 223,807 | | | | | | 0.1 | | |
6,343 (1) | | | EverQuote, Inc. | | | | | 207,289 | | | | | | 0.1 | | |
38,768 | | | EW Scripps Co. | | | | | 790,480 | | | | | | 0.3 | | |
35,343 (1) | | | Gannett Co., Inc. | | | | | 194,033 | | | | | | 0.1 | | |
14,568 (1) | | | Iridium Communications, Inc. | | | | | 582,574 | | | | | | 0.2 | | |
12,918 (1) | | | Liberty Latin America Ltd. | | | | | 182,144 | | | | | | 0.1 | | |
6,680 (1) | | | Meredith Corp. | | | | | 290,179 | | | | | | 0.1 | | |
20,736 (1) | | | QuinStreet, Inc. | | | | | 385,275 | | | | | | 0.1 | | |
4,297 | | | Sinclair Broadcast Group, Inc. | | | | | 142,746 | | | | | | 0.0 | | |
3,390 (1)(2) | | | TechTarget, Inc. | | | | | 262,691 | | | | | | 0.1 | | |
| | | | | | | | 6,039,002 | | | | | | 2.2 | | |
| | | Consumer Discretionary: 14.3% | | ||||||||||||
3,781 (1)(2) | | | 1-800-Flowers.com, Inc. | | | | | 120,501 | | | | | | 0.0 | | |
4,677 (1) | | | Abercrombie & Fitch Co. - Class A | | | | | 217,153 | | | | | | 0.1 | | |
55,028 (1) | | | American Axle & Manufacturing Holdings, Inc. | | | | | 569,540 | | | | | | 0.2 | | |
4,834 (1) | | | American Public Education, Inc. | | | | | 136,996 | | | | | | 0.0 | | |
3,095 (1) | | | America’s Car-Mart, Inc. | | | | | 438,623 | | | | | | 0.2 | | |
7,782 (1) | | | Asbury Automotive Group, Inc. | | | | | 1,333,601 | | | | | | 0.5 | | |
15,203 (1) | | | Beazer Homes USA, Inc. | | | | | 293,266 | | | | | | 0.1 | | |
17,587 (1)(2) | | | Bed Bath & Beyond, Inc. | | | | | 585,471 | | | | | | 0.2 | | |
5,169 (2) | | | Big 5 Sporting Goods Corp. | | | | | 132,740 | | | | | | 0.0 | | |
14,147 | | | Big Lots, Inc. | | | | | 933,844 | | | | | | 0.3 | | |
2,754 (1) | | | BJ’s Restaurants, Inc. | | | | | 135,332 | | | | | | 0.0 | | |
29,908 (1) | | | Bloomin Brands, Inc. | | | | | 811,703 | | | | | | 0.3 | | |
14,319 (1) | | | Boot Barn Holdings, Inc. | | | | | 1,203,512 | | | | | | 0.4 | | |
5,090 (1) | | | Boyd Gaming Corp. | | | | | 312,984 | | | | | | 0.1 | | |
7,904 (1) | | | Brinker International, Inc. | | | | | 488,862 | | | | | | 0.2 | | |
13,115 (2) | | | Buckle, Inc. | | | | | 652,471 | | | | | | 0.2 | | |
4,621 | | | Camping World Holdings, Inc. | | | | | 189,415 | | | | | | 0.1 | | |
641 (1) | | | Cavco Industries, Inc. | | | | | 142,424 | | | | | | 0.0 | | |
14,254 | | | Century Communities, Inc. | | | | | 948,461 | | | | | | 0.3 | | |
9,978 (1) | | | Chuy’s Holdings, Inc. | | | | | 371,780 | | | | | | 0.1 | | |
17,650 (1) | | | Conn’s, Inc. | | | | | 450,075 | | | | | | 0.2 | | |
6,595 | | | Core-Mark Holding Co., Inc. | | | | | 296,841 | | | | | | 0.1 | | |
2,842 (1) | | | CROCS, Inc. | | | | | 331,150 | | | | | | 0.1 | | |
1,743 (1) | | | Deckers Outdoor Corp. | | | | | 669,434 | | | | | | 0.2 | | |
7,246 (1) | | | Dine Brands Global, Inc. | | | | | 646,706 | | | | | | 0.2 | | |
1,217 (1) | | | Fox Factory Holding Corp. | | | | | 189,438 | | | | | | 0.1 | | |
14,023 (1)(2) | | | GameStop Corp. | | | | | 3,002,885 | | | | | | 1.1 | | |
9,180 (1) | | | Genesco, Inc. | | | | | 584,582 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
24,605 (1) | | | G-III Apparel Group Ltd. | | | | $ | 808,520 | | | | | | 0.3 | | |
6,922 | | | Group 1 Automotive, Inc. | | | | | 1,068,964 | | | | | | 0.4 | | |
3,889 (1) | | | GrowGeneration Corp. | | | | | 187,061 | | | | | | 0.1 | | |
21,186 | | | Guess?, Inc. | | | | | 559,310 | | | | | | 0.2 | | |
11,652 | | | Haverty Furniture Cos., Inc. | | | | | 498,240 | | | | | | 0.2 | | |
4,510 (1) | | | Hibbett, Inc. | | | | | 404,231 | | | | | | 0.1 | | |
6,942 | | | Installed Building Products, Inc. | | | | | 849,423 | | | | | | 0.3 | | |
12,052 (1) | | | International Game Technology PLC | | | | | 288,766 | | | | | | 0.1 | | |
2,769 (1)(2) | | | iRobot Corp. | | | | | 258,597 | | | | | | 0.1 | | |
5,919 | | | Kontoor Brands, Inc. | | | | | 333,891 | | | | | | 0.1 | | |
24,271 | | | La-Z-Boy, Inc. | | | | | 898,998 | | | | | | 0.3 | | |
7,305 | | | LCI Industries | | | | | 960,023 | | | | | | 0.3 | | |
21,753 (1) | | | Lumber Liquidators Holdings, Inc. | | | | | 458,988 | | | | | | 0.2 | | |
13,519 (1) | | | M/I Homes, Inc. | | | | | 793,160 | | | | | | 0.3 | | |
39,851 (1) | | | Macy’s, Inc. | | | | | 755,575 | | | | | | 0.3 | | |
15,585 (1) | | | MarineMax, Inc. | | | | | 759,613 | | | | | | 0.3 | | |
15,932 | | | MDC Holdings, Inc. | | | | | 806,159 | | | | | | 0.3 | | |
14,918 (1) | | | Meritage Homes Corp. | | | | | 1,403,485 | | | | | | 0.5 | | |
1,999 | | | Nathan’s Famous, Inc. | | | | | 142,569 | | | | | | 0.0 | | |
7,554 (1) | | | ODP Corp./The | | | | | 362,668 | | | | | | 0.1 | | |
9,685 | | | Patrick Industries, Inc. | | | | | 707,005 | | | | | | 0.3 | | |
55,482 (1) | | | Perdoceo Education Corp. | | | | | 680,764 | | | | | | 0.2 | | |
16,465 (1) | | | PlayAGS, Inc. | | | | | 163,004 | | | | | | 0.1 | | |
2,316 | | | RCI Hospitality Holdings, Inc. | | | | | 153,319 | | | | | | 0.1 | | |
6,571 (1) | | | Red Rock Resorts, Inc. | | | | | 279,268 | | | | | | 0.1 | | |
2,764 | | | Rent-A-Center, Inc. | | | | | 146,686 | | | | | | 0.1 | | |
2,510 (1) | | | Scientific Games Corp. | | | | | 194,374 | | | | | | 0.1 | | |
7,135 (1) | | | Shake Shack, Inc. | | | | | 763,588 | | | | | | 0.3 | | |
10,103 | | | Shoe Carnival, Inc. | | | | | 723,274 | | | | | | 0.3 | | |
7,142 | | | Shutterstock, Inc. | | | | | 701,130 | | | | | | 0.2 | | |
8,802 (1) | | | Signet Jewelers Ltd. | | | | | 711,114 | | | | | | 0.3 | | |
9,332 (1) | | | Sleep Number Corp. | | | | | 1,026,053 | | | | | | 0.4 | | |
3,710 | | | Sonic Automotive, Inc. | | | | | 165,985 | | | | | | 0.1 | | |
4,863 (1) | | | Stamps.com, Inc. | | | | | 974,010 | | | | | | 0.3 | | |
7,214 (1) | | | Taylor Morrison Home Corp. | | | | | 190,594 | | | | | | 0.1 | | |
16,420 (1) | | | Tenneco, Inc. | | | | | 317,234 | | | | | | 0.1 | | |
17,393 (1) | | | Tri Pointe Homes, Inc. | | | | | 372,732 | | | | | | 0.1 | | |
7,085 (1) | | | Vista Outdoor, Inc. | | | | | 327,894 | | | | | | 0.1 | | |
9,950 | | | Winnebago Industries | | | | | 676,202 | | | | | | 0.2 | | |
21,240 | | | Wolverine World Wide, Inc. | | | | | 714,514 | | | | | | 0.3 | | |
5,110 (1) | | | YETI Holdings, Inc. | | | | | 469,200 | | | | | | 0.2 | | |
18,289 (1) | | | Zumiez, Inc. | | | | | 895,978 | | | | | | 0.3 | | |
| | | | | | | | 40,141,953 | | | | | | 14.3 | | |
| | | Consumer Staples: 3.8% | | ||||||||||||
11,171 (2) | | | B&G Foods, Inc. | | | | | 366,409 | | | | | | 0.1 | | |
4,752 (1) | | | BellRing Brands, Inc. | | | | | 148,928 | | | | | | 0.1 | | |
2,171 (1) | | | Celsius Holdings, Inc. | | | | | 165,191 | | | | | | 0.1 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
18,761 (1) | | | Central Garden & Pet Co. - CENT | | | | $ | 993,020 | | | | | | 0.4 | | |
2,282 | | | Coca-Cola Consolidated, Inc. | | | | | 917,661 | | | | | | 0.3 | | |
10,131 | | | Fresh Del Monte Produce, Inc. | | | | | 333,107 | | | | | | 0.1 | | |
2,909 (1) | | | Herbalife Nutrition Ltd. | | | | | 153,392 | | | | | | 0.1 | | |
8,381 (1) | | | Hostess Brands, Inc. | | | | | 135,688 | | | | | | 0.0 | | |
6,053 | | | Ingles Markets, Inc. | | | | | 352,708 | | | | | | 0.1 | | |
5,342 | | | John B Sanfilippo & Son, Inc. | | | | | 473,141 | | | | | | 0.2 | | |
5,057 | | | Medifast, Inc. | | | | | 1,431,030 | | | | | | 0.5 | | |
3,264 | | | National Beverage Corp. | | | | | 154,159 | | | | | | 0.1 | | |
6,094 (1) | | | Seneca Foods Corp. | | | | | 311,282 | | | | | | 0.1 | | |
16,202 (1) | | | Simply Good Foods Co/The | | | | | 591,535 | | | | | | 0.2 | | |
31,055 | | | SpartanNash Co. | | | | | 599,672 | | | | | | 0.2 | | |
3,099 | | | Turning Point Brands, Inc. | | | | | 141,841 | | | | | | 0.0 | | |
14,333 (1) | | | United Natural Foods, Inc. | | | | | 530,034 | | | | | | 0.2 | | |
18,791 | | | Universal Corp. | | | | | 1,070,523 | | | | | | 0.4 | | |
6,250 (1) | | | USANA Health Sciences, Inc. | | | | | 640,187 | | | | | | 0.2 | | |
79,457 | | | Vector Group Ltd. | | | | | 1,123,522 | | | | | | 0.4 | | |
| | | | | | | | 10,633,030 | | | | | | 3.8 | | |
| | | Energy: 4.4% | | ||||||||||||
16,426 | | | APA Corp. | | | | | 355,294 | | | | | | 0.1 | | |
15,356 | | | Archrock, Inc. | | | | | 136,822 | | | | | | 0.0 | | |
7,972 | | | Cactus, Inc. | | | | | 292,732 | | | | | | 0.1 | | |
1,966 | | | Cimarex Energy Co. | | | | | 142,437 | | | | | | 0.0 | | |
35,477 (1) | | | Dorian L.P.G Ltd. | | | | | 500,935 | | | | | | 0.2 | | |
8,295 (1) | | | Green Plains, Inc. | | | | | 278,878 | | | | | | 0.1 | | |
35,515 (1) | | | Helix Energy Solutions Group, Inc. | | | | | 202,791 | | | | | | 0.1 | | |
30,629 | | | Helmerich & Payne, Inc. | | | | | 999,424 | | | | | | 0.4 | | |
5,370 (1) | | | Laredo Petroleum, Inc. | | | | | 498,282 | | | | | | 0.2 | | |
33,893 | | | Matador Resources Co. | | | | | 1,220,487 | | | | | | 0.4 | | |
1,614 (1) | | | Nabors Industries Ltd. | | | | | 184,383 | | | | | | 0.1 | | |
39,416 (1) | | | Oceaneering International, Inc. | | | | | 613,707 | | | | | | 0.2 | | |
40,314 (1) | | | Oil States International, Inc. | | | | | 316,465 | | | | | | 0.1 | | |
44,462 | | | Patterson-UTI Energy, Inc. | | | | | 441,952 | | | | | | 0.2 | | |
9,143 | | | PDC Energy, Inc. | | | | | 418,658 | | | | | | 0.1 | | |
14,745 (1) | | | Penn Virginia Corp. | | | | | 348,130 | | | | | | 0.1 | | |
10,868 | | | Plains GP Holdings L.P. | | | | | 129,764 | | | | | | 0.0 | | |
46,424 (1) | | | ProPetro Holding Corp. | | | | | 425,244 | | | | | | 0.2 | | |
49,118 (1)(2) | | | Range Resources Corp. | | | | | 823,218 | | | | | | 0.3 | | |
10,692 (1) | | | Renewable Energy Group, Inc. | | | | | 666,539 | | | | | | 0.2 | | |
3,619 (1) | | | REX American Resources Corp. | | | | | 326,361 | | | | | | 0.1 | | |
25,512 (1) | | | Select Energy Services, Inc. | | | | | 154,093 | | | | | | 0.1 | | |
28,865 | | | SM Energy Co. | | | | | 710,945 | | | | | | 0.3 | | |
24,873 | | | Solaris Oilfield Infrastructure, Inc. | | | | | 242,263 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
212,889 (1) | | | Southwestern Energy Co. | | | | $ | 1,207,081 | | | | | | 0.4 | | |
7,551 | | | Targa Resources Corp. | | | | | 335,642 | | | | | | 0.1 | | |
38,678 (1)(2) | | | Teekay Corp. | | | | | 143,882 | | | | | | 0.1 | | |
11,903 (1) | | | US Silica Holdings, Inc. | | | | | 137,599 | | | | | | 0.0 | | |
6,643 | | | World Fuel Services Corp. | | | | | 210,782 | | | | | | 0.1 | | |
| | | | | | | | 12,464,790 | | | | | | 4.4 | | |
| | | Financials: 17.1% | | ||||||||||||
5,110 | | | 1st Source Corp. | | | | | 237,411 | | | | | | 0.1 | | |
14,652 | | | Amalgamated Financial Corp. | | | | | 229,011 | | | | | | 0.1 | | |
30,155 | | | American Equity Investment Life Holding Co. | | | | | 974,610 | | | | | | 0.3 | | |
2,547 | | | Ameris Bancorp. | | | | | 128,955 | | | | | | 0.0 | | |
8,454 | | | Artisan Partners Asset Management, Inc. | | | | | 429,632 | | | | | | 0.2 | | |
8,122 | | | Assured Guaranty Ltd. | | | | | 385,633 | | | | | | 0.1 | | |
12,142 (1) | | | Atlantic Capital Bancshares, Inc. | | | | | 309,135 | | | | | | 0.1 | | |
2,021 | | | B. Riley Financial, Inc. | | | | | 152,585 | | | | | | 0.1 | | |
35,881 | | | Banc of California, Inc. | | | | | 629,353 | | | | | | 0.2 | | |
3,041 | | | BankUnited, Inc. | | | | | 129,820 | | | | | | 0.0 | | |
26,043 | | | Banner Corp. | | | | | 1,411,791 | | | | | | 0.5 | | |
11,850 | | | Brightsphere Investment Group, Inc. | | | | | 277,645 | | | | | | 0.1 | | |
19,830 | | | Brookline Bancorp, Inc. | | | | | 296,459 | | | | | | 0.1 | | |
35,366 | | | Cadence BanCorp | | | | | 738,442 | | | | | | 0.3 | | |
8,598 | | | Capstar Financial Holdings, Inc. | | | | | 176,259 | | | | | | 0.1 | | |
126,379 | | | Capstead Mortgage Corp. | | | | | 775,967 | | | | | | 0.3 | | |
11,744 (1) | | | Carter Bankshares, Inc. | | | | | 146,917 | | | | | | 0.0 | | |
38,701 | | | Central Pacific Financial Corp. | | | | | 1,008,548 | | | | | | 0.4 | | |
12,734 | | | Civista Bancshares, Inc. | | | | | 281,421 | | | | | | 0.1 | | |
16,639 | | | CNO Financial Group, Inc. | | | | | 393,013 | | | | | | 0.1 | | |
6,018 | | | Cohen & Steers, Inc. | | | | | 494,018 | | | | | | 0.2 | | |
19,011 | | | Columbia Banking System, Inc. | | | | | 733,064 | | | | | | 0.3 | | |
1,830 | | | Community Bank System, Inc. | | | | | 138,440 | | | | | | 0.0 | | |
56,678 | | | CVB Financial Corp. | | | | | 1,167,000 | | | | | | 0.4 | | |
26,816 | | | Eastern Bankshares, Inc. | | | | | 551,605 | | | | | | 0.2 | | |
4,241 (1) | | | eHealth, Inc. | | | | | 247,674 | | | | | | 0.1 | | |
20,287 | | | Ellington Financial, Inc. | | | | | 388,496 | | | | | | 0.1 | | |
15,922 (1) | | | Encore Capital Group, Inc. | | | | | 754,544 | | | | | | 0.3 | | |
8,174 | | | Farmers National Banc Corp. | | | | | 126,779 | | | | | | 0.0 | | |
13,207 | | | Financial Institutions, Inc. | | | | | 396,210 | | | | | | 0.1 | | |
7,002 | | | First American Financial Corp. | | | | | 436,575 | | | | | | 0.2 | | |
133,839 | | | First BanCorp. Puerto Rico | | | | | 1,595,361 | | | | | | 0.6 | | |
31,633 | | | First Financial Bancorp. | | | | | 747,488 | | | | | | 0.3 | | |
28,130 | | | First Hawaiian, Inc. | | | | | 797,204 | | | | | | 0.3 | | |
8,513 | | | First Midwest Bancorp., Inc. | | | | | 168,813 | | | | | | 0.1 | | |
19,836 | | | First of Long Island Corp. | | | | | 421,118 | | | | | | 0.1 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
19,318 | | | Flagstar Bancorp, Inc. | | | | $ | 816,572 | | | | | | 0.3 | | |
6,204 | | | Flushing Financial Corp. | | | | | 132,952 | | | | | | 0.0 | | |
193,229 (1) | | | Genworth Financial, Inc. | | | | | 753,593 | | | | | | 0.3 | | |
3,964 | | | Great Southern Bancorp., Inc. | | | | | 213,660 | | | | | | 0.1 | | |
22,064 | | | Great Western Bancorp, Inc. | | | | | 723,479 | | | | | | 0.3 | | |
13,259 (1) | | | Green Dot Corp. | | | | | 621,184 | | | | | | 0.2 | | |
21,352 (1) | | | Greenlight Capital Re Ltd. | | | | | 194,944 | | | | | | 0.1 | | |
9,495 | | | Hancock Whitney Corp. | | | | | 421,958 | | | | | | 0.1 | | |
21,645 | | | Hanmi Financial Corp. | | | | | 412,554 | | | | | | 0.1 | | |
16,948 | | | HomeStreet, Inc. | | | | | 690,462 | | | | | | 0.2 | | |
21,485 | | | Independent Bank Corp. Michigan | | | | | 466,439 | | | | | | 0.2 | | |
7,751 | | | International Bancshares Corp. | | | | | 332,828 | | | | | | 0.1 | | |
115,906 | | | Investors Bancorp, Inc. | | | | | 1,652,820 | | | | | | 0.6 | | |
1,330 | | | Investors Title Co. | | | | | 232,258 | | | | | | 0.1 | | |
33,922 | | | KKR Real Estate Finance Trust, Inc. | | | | | 733,733 | | | | | | 0.3 | | |
20,098 | | | Luther Burbank Corp. | | | | | 238,362 | | | | | | 0.1 | | |
7,005 | | | Mercantile Bank Corp. | | | | | 211,551 | | | | | | 0.1 | | |
20,866 | | | Meridian Bancorp, Inc. | | | | | 426,918 | | | | | | 0.1 | | |
21,118 | | | MGIC Investment Corp. | | | | | 287,205 | | | | | | 0.1 | | |
4,251 (1) | | | Mr Cooper Group, Inc. | | | | | 140,538 | | | | | | 0.0 | | |
8,923 | | | Navient Corp. | | | | | 172,482 | | | | | | 0.1 | | |
24,850 | | | NBT Bancorp., Inc. | | | | | 893,855 | | | | | | 0.3 | | |
19,299 | | | New Residential Investment Corp. | | | | | 204,376 | | | | | | 0.1 | | |
211,648 | | | New York Mortgage Trust, Inc. | | | | | 946,067 | | | | | | 0.3 | | |
30,506 (1) | | | NMI Holdings, Inc. | | | | | 685,775 | | | | | | 0.2 | | |
39,029 | | | Northfield Bancorp, Inc. | | | | | 640,076 | | | | | | 0.2 | | |
50,462 | | | OFG Bancorp | | | | | 1,116,219 | | | | | | 0.4 | | |
18,810 | | | Old Republic International Corp. | | | | | 468,557 | | | | | | 0.2 | | |
8,469 | | | Oppenheimer Holdings, Inc. | | | | | 430,564 | | | | | | 0.2 | | |
5,801 | | | Orrstown Financial Services, Inc. | | | | | 133,829 | | | | | | 0.0 | | |
20,266 | | | Pacific Premier Bancorp, Inc. | | | | | 857,049 | | | | | | 0.3 | | |
11,805 | | | Peapack-Gladstone Financial Corp. | | | | | 366,781 | | | | | | 0.1 | | |
5,708 | | | Piper Sandler Cos | | | | | 739,528 | | | | | | 0.3 | | |
8,427 | | | ProAssurance Corp. | | | | | 191,714 | | | | | | 0.1 | | |
8,948 | | | QCR Holdings, Inc. | | | | | 430,309 | | | | | | 0.2 | | |
21,397 | | | Radian Group, Inc. | | | | | 476,083 | | | | | | 0.2 | | |
2,656 | | | Red River Bancshares, Inc. | | | | | 134,155 | | | | | | 0.0 | | |
84,492 | | | Redwood Trust, Inc. | | | | | 1,019,818 | | | | | | 0.4 | | |
9,070 | | | Republic Bancorp., Inc. | | | | | 418,399 | | | | | | 0.1 | | |
7,073 | | | Safety Insurance Group, Inc. | | | | | 553,674 | | | | | | 0.2 | | |
7,341 (1) | | | Selectquote, Inc. | | | | | 141,388 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
7,000 | | | Sierra Bancorp. | | | | $ | 178,150 | | | | | | 0.1 | | |
25,357 | | | Southside Bancshares, Inc. | | | | | 969,398 | | | | | | 0.3 | | |
7,693 | | | State Auto Financial Corp. | | | | | 131,704 | | | | | | 0.0 | | |
14,459 | | | Stewart Information Services Corp. | | | | | 819,681 | | | | | | 0.3 | | |
4,390 | | | Stifel Financial Corp. | | | | | 284,735 | | | | | | 0.1 | | |
17,697 | | | Tiptree Financial, Inc. | | | | | 164,582 | | | | | | 0.1 | | |
1,413 (1) | | | Trupanion, Inc. | | | | | 162,636 | | | | | | 0.1 | | |
20,942 | | | TrustCo Bank Corp. NY | | | | | 719,986 | | | | | | 0.3 | | |
1,683 | | | UMB Financial Corp. | | | | | 156,620 | | | | | | 0.1 | | |
7,612 | | | Umpqua Holdings Corp. | | | | | 140,441 | | | | | | 0.0 | | |
53,598 | | | United Community Banks, Inc./GA | | | | | 1,715,672 | | | | | | 0.6 | | |
30,206 | | | Universal Insurance Holdings, Inc. | | | | | 419,259 | | | | | | 0.1 | | |
13,119 | | | Unum Group | | | | | 372,580 | | | | | | 0.1 | | |
4,578 | | | Victory Capital Holdings, Inc. | | | | | 147,824 | | | | | | 0.1 | | |
2,431 | | | Virtus Investment Partners, Inc. | | | | | 675,259 | | | | | | 0.2 | | |
14,553 | | | WesBanco, Inc. | | | | | 518,523 | | | | | | 0.2 | | |
21,914 | | | Westamerica Bancorp. | | | | | 1,271,669 | | | | | | 0.5 | | |
5,944 | | | WSFS Financial Corp. | | | | | 276,931 | | | | | | 0.1 | | |
| | | | | | | | 48,127,354 | | | | | | 17.1 | | |
| | | Health Care: 11.6% | | ||||||||||||
7,419 (1) | | | Addus HomeCare Corp. | | | | | 647,234 | | | | | | 0.2 | | |
45,481 (1) | | | Akebia Therapeutics, Inc. | | | | | 172,373 | | | | | | 0.1 | | |
15,673 (1) | | | Amicus Therapeutics, Inc. | | | | | 151,088 | | | | | | 0.1 | | |
18,184 (1) | | | AMN Healthcare Services, Inc. | | | | | 1,763,484 | | | | | | 0.6 | | |
8,456 (1) | | | Amphastar Pharmaceuticals, Inc. | | | | | 170,473 | | | | | | 0.1 | | |
9,874 (1) | | | Angiodynamics, Inc. | | | | | 267,882 | | | | | | 0.1 | | |
7,125 (1) | | | Anika Therapeutics, Inc. | | | | | 308,441 | | | | | | 0.1 | | |
6,882 (1) | | | Apria, Inc. | | | | | 192,696 | | | | | | 0.1 | | |
8,227 (1) | | | AxoGen, Inc. | | | | | 177,785 | | | | | | 0.1 | | |
2,114 (1) | | | Blueprint Medicines Corp. | | | | | 185,947 | | | | | | 0.1 | | |
5,431 (1) | | | Cardiovascular Systems, Inc. | | | | | 231,632 | | | | | | 0.1 | | |
2,517 (1) | | | CareDx, Inc. | | | | | 230,356 | | | | | | 0.1 | | |
3,598 (1) | | | Castle Biosciences, Inc. | | | | | 263,841 | | | | | | 0.1 | | |
72,330 (1) | | | Castlight Health, Inc. | | | | | 190,228 | | | | | | 0.1 | | |
43,582 (1) | | | Coherus Biosciences, Inc. | | | | | 602,739 | | | | | | 0.2 | | |
27,443 (1) | | | Community Health Systems, Inc. | | | | | 423,720 | | | | | | 0.1 | | |
17,327 | | | Computer Programs & Systems, Inc. | | | | | 575,776 | | | | | | 0.2 | | |
11,201 | | | Conmed Corp. | | | | | 1,539,353 | | | | | | 0.5 | | |
30,427 (1) | | | Covetrus, Inc. | | | | | 821,529 | | | | | | 0.3 | | |
31,466 (1) | | | Cross Country Healthcare, Inc. | | | | | 519,504 | | | | | | 0.2 | | |
4,211 (1) | | | Cutera, Inc. | | | | | 206,465 | | | | | | 0.1 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
3,868 (1) | | | Deciphera Pharmaceuticals, Inc. | | | | $ | 141,607 | | | | | | 0.0 | | |
4,469 (1) | | | Enanta Pharmaceuticals, Inc. | | | | | 196,681 | | | | | | 0.1 | | |
15,068 | | | Ensign Group, Inc. | | | | | 1,305,944 | | | | | | 0.5 | | |
14,594 (1)(2) | | | EyePoint Pharmaceuticals, Inc. | | | | | 131,200 | | | | | | 0.0 | | |
6,437 (1)(2) | | | Fulgent Genetics, Inc. | | | | | 593,685 | | | | | | 0.2 | | |
1,735 (1)(2) | | | Glaukos Corp. | | | | | 147,180 | | | | | | 0.0 | | |
11,730 (1) | | | Hanger, Inc. | | | | | 296,534 | | | | | | 0.1 | | |
20,005 (1) | | | Homology Medicines, Inc. | | | | | 145,436 | | | | | | 0.0 | | |
10,763 (1) | | | Integer Holdings Corp. | | | | | 1,013,875 | | | | | | 0.4 | | |
7,330 (1) | | | Intercept Pharmaceuticals, Inc. | | | | | 146,380 | | | | | | 0.0 | | |
36,339 (1) | | | Invacare Corp. | | | | | 293,256 | | | | | | 0.1 | | |
7,429 (1) | | | Joint Corp./The | | | | | 623,442 | | | | | | 0.2 | | |
18,382 (1) | | | Jounce Therapeutics, Inc. | | | | | 124,998 | | | | | | 0.0 | | |
8,749 | | | LeMaitre Vascular, Inc. | | | | | 533,864 | | | | | | 0.2 | | |
7,764 (1) | | | MacroGenics, Inc. | | | | | 208,541 | | | | | | 0.1 | | |
759 (1) | | | Medpace Holdings, Inc. | | | | | 134,062 | | | | | | 0.0 | | |
19,856 (1) | | | Meridian Bioscience, Inc. | | | | | 440,406 | | | | | | 0.2 | | |
12,858 (1) | | | Merit Medical Systems, Inc. | | | | | 831,398 | | | | | | 0.3 | | |
3,708 (1) | | | ModivCare, Inc. | | | | | 630,620 | | | | | | 0.2 | | |
23,534 (1) | | | Myriad Genetics, Inc. | | | | | 719,670 | | | | | | 0.3 | | |
1,542 (1) | | | Natera, Inc. | | | | | 175,063 | | | | | | 0.1 | | |
3,579 | | | National Healthcare Corp. | | | | | 250,172 | | | | | | 0.1 | | |
5,674 (1) | | | Natus Medical, Inc. | | | | | 147,411 | | | | | | 0.0 | | |
38,941 (1) | | | NeoGenomics, Inc. | | | | | 1,758,965 | | | | | | 0.6 | | |
40,191 (1) | | | NextGen Healthcare, Inc. | | | | | 666,769 | | | | | | 0.2 | | |
13,701 (1) | | | Omnicell, Inc. | | | | | 2,075,016 | | | | | | 0.7 | | |
15,059 (1)(2) | | | OraSure Technologies, Inc. | | | | | 152,698 | | | | | | 0.1 | | |
19,451 (1) | | | Orthofix Medical, Inc. | | | | | 780,180 | | | | | | 0.3 | | |
25,525 | | | Owens & Minor, Inc. | | | | | 1,080,473 | | | | | | 0.4 | | |
13,064 (1) | | | Pacira BioSciences, Inc. | | | | | 792,724 | | | | | | 0.3 | | |
17,106 (1) | | | Prestige Consumer Healthcare, Inc. | | | | | 891,223 | | | | | | 0.3 | | |
3,404 (1) | | | Progyny, Inc. | | | | | 200,836 | | | | | | 0.1 | | |
22,512 (1) | | | Puma Biotechnology, Inc. | | | | | 206,660 | | | | | | 0.1 | | |
1,513 (1) | | | Quidel Corp. | | | | | 193,846 | | | | | | 0.1 | | |
13,356 (1) | | | Radius Health, Inc. | | | | | 243,613 | | | | | | 0.1 | | |
10,180 (1) | | | REGENXBIO, Inc. | | | | | 395,493 | | | | | | 0.1 | | |
11,684 | | | Select Medical Holdings Corp. | | | | | 493,766 | | | | | | 0.2 | | |
8,290 (1) | | | SI-BONE, Inc. | | | | | 260,886 | | | | | | 0.1 | | |
2,855 | | | Simulations Plus, Inc. | | | | | 156,768 | | | | | | 0.1 | | |
16,601 (1) | | | Supernus Pharmaceuticals, Inc. | | | | | 511,145 | | | | | | 0.2 | | |
19,116 (1)(2) | | | Surface Oncology, Inc. | | | | | 142,605 | | | | | | 0.0 | | |
5,457 (1) | | | SurModics, Inc. | | | | | 296,042 | | | | | | 0.1 | | |
13,070 (1) | | | Tactile Systems Technology, Inc. | | | | | 679,640 | | | | | | 0.2 | | |
11,572 (1) | | | Triple-S Management Corp. | | | | | 257,708 | | | | | | 0.1 | | |
40,928 (1) | | | Vanda Pharmaceuticals, Inc. | | | | | 880,361 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
3,808 (1) | | | Veracyte, Inc. | | | | $ | 152,244 | | | | | | 0.1 | | |
5,851 (1)(2) | | | Vericel Corp. | | | | | 307,178 | | | | | | 0.1 | | |
20,334 (1) | | | Viemed Healthcare, Inc. | | | | | 145,388 | | | | | | 0.0 | | |
4,054 (1) | | | Xencor, Inc. | | | | | 139,822 | | | | | | 0.0 | | |
| | | | | | | | 32,736,020 | | | | | | 11.6 | | |
| | | Industrials: 16.7% | | ||||||||||||
28,593 | | | ABM Industries, Inc. | | | | | 1,268,100 | | | | | | 0.4 | | |
16,909 | | | ACCO Brands Corp. | | | | | 145,925 | | | | | | 0.0 | | |
1,943 | | | Acuity Brands, Inc. | | | | | 363,399 | | | | | | 0.1 | | |
1,558 | | | Advanced Drainage Systems, Inc. | | | | | 181,616 | | | | | | 0.1 | | |
10,309 (1) | | | Aerovironment, Inc. | | | | | 1,032,446 | | | | | | 0.4 | | |
1,030 | | | Alamo Group, Inc. | | | | | 157,260 | | | | | | 0.1 | | |
3,002 | | | Albany International Corp. | | | | | 267,959 | | | | | | 0.1 | | |
4,287 (1) | | | Allegiant Travel Co. | | | | | 831,678 | | | | | | 0.3 | | |
4,585 | | | Altra Industrial Motion Corp. | | | | | 298,117 | | | | | | 0.1 | | |
5,523 (1) | | | American Woodmark Corp. | | | | | 451,174 | | | | | | 0.2 | | |
11,824 | | | Apogee Enterprises, Inc. | | | | | 481,592 | | | | | | 0.2 | | |
17,006 | | | Applied Industrial Technologies, Inc. | | | | | 1,548,566 | | | | | | 0.5 | | |
14,181 | | | ArcBest Corp. | | | | | 825,192 | | | | | | 0.3 | | |
10,258 | | | Arcosa, Inc. | | | | | 602,555 | | | | | | 0.2 | | |
2,552 (1) | | | ASGN, Inc. | | | | | 247,365 | | | | | | 0.1 | | |
14,427 | | | Astec Industries, Inc. | | | | | 908,035 | | | | | | 0.3 | | |
8,359 (1) | | | Atkore, Inc. | | | | | 593,489 | | | | | | 0.2 | | |
15,638 (1) | | | Atlas Air Worldwide Holdings, Inc. | | | | | 1,065,104 | | | | | | 0.4 | | |
19,503 | | | Barnes Group, Inc. | | | | | 999,529 | | | | | | 0.4 | | |
2,982 (1) | | | Beacon Roofing Supply, Inc. | | | | | 158,791 | | | | | | 0.1 | | |
3,264 (1) | | | BlueLinx Holdings, Inc. | | | | | 164,114 | | | | | | 0.1 | | |
22,900 | | | Boise Cascade Co. | | | | | 1,336,215 | | | | | | 0.5 | | |
19,860 | | | Brady Corp. | | | | | 1,112,954 | | | | | | 0.4 | | |
6,556 (1) | | | Chart Industries, Inc. | | | | | 959,274 | | | | | | 0.3 | | |
10,045 | | | Columbus McKinnon Corp. | | | | | 484,571 | | | | | | 0.2 | | |
12,578 | | | Comfort Systems USA, Inc. | | | | | 991,021 | | | | | | 0.4 | | |
40,613 (1) | | | CoreCivic, Inc. | | | | | 425,218 | | | | | | 0.1 | | |
19,299 (1) | | | Cornerstone Building Brands, Inc. | | | | | 350,856 | | | | | | 0.1 | | |
14,871 | | | Costamare, Inc. | | | | | 175,627 | | | | | | 0.1 | | |
8,010 (1) | | | DXP Enterprises, Inc. | | | | | 266,733 | | | | | | 0.1 | | |
21,624 | | | Enerpac Tool Group Corp. | | | | | 575,631 | | | | | | 0.2 | | |
8,840 | | | EnPro Industries, Inc. | | | | | 858,806 | | | | | | 0.3 | | |
1,565 | | | ESCO Technologies, Inc. | | | | | 146,813 | | | | | | 0.1 | | |
14,805 | | | Exponent, Inc. | | | | | 1,320,754 | | | | | | 0.5 | | |
10,457 | | | Franklin Electric Co., Inc. | | | | | 843,043 | | | | | | 0.3 | | |
5,482 (1) | | | Gibraltar Industries, Inc. | | | | | 418,331 | | | | | | 0.1 | | |
22,948 (1) | | | GMS, Inc. | | | | | 1,104,717 | | | | | | 0.4 | | |
28,414 | | | GrafTech International Ltd. | | | | | 330,171 | | | | | | 0.1 | | |
3,084 (2) | | | Greenbrier Cos., Inc. | | | | | 134,401 | | | | | | 0.0 | | |
11,451 | | | Griffon Corp. | | | | | 293,489 | | | | | | 0.1 | | |
4,808 | | | H&E Equipment Services, Inc. | | | | | 159,962 | | | | | | 0.1 | | |
37,537 | | | Hillenbrand, Inc. | | | | | 1,654,631 | | | | | | 0.6 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
4,473 | | | HNI Corp. | | | | $ | 196,678 | | | | | | 0.1 | | |
7,892 | | | Insteel Industries, Inc. | | | | | 253,728 | | | | | | 0.1 | | |
12,538 | | | John Bean Technologies Corp. | | | | | 1,788,170 | | | | | | 0.6 | | |
26,658 (1) | | | Kelly Services, Inc. | | | | | 638,992 | | | | | | 0.2 | | |
28,070 | | | Korn Ferry | | | | | 2,036,479 | | | | | | 0.7 | | |
10,186 | | | Mantech International Corp. | | | | | 881,496 | | | | | | 0.3 | | |
38,212 | | | Marten Transport Ltd. | | | | | 630,116 | | | | | | 0.2 | | |
2,203 (1) | | | Masonite International Corp. | | | | | 246,273 | | | | | | 0.1 | | |
5,273 | | | Matson, Inc. | | | | | 337,472 | | | | | | 0.1 | | |
24,288 (1) | | | Mesa Air Group, Inc. | | | | | 226,607 | | | | | | 0.1 | | |
3,365 | | | Moog, Inc. | | | | | 282,862 | | | | | | 0.1 | | |
15,610 (1) | | | MRC Global, Inc. | | | | | 146,734 | | | | | | 0.0 | | |
62,470 (1) | | | NOW, Inc. | | | | | 592,840 | | | | | | 0.2 | | |
30,419 (1) | | | PAE, Inc. | | | | | 270,729 | | | | | | 0.1 | | |
6,066 (1) | | | PGT Innovations, Inc. | | | | | 140,913 | | | | | | 0.0 | | |
21,539 | | | Pitney Bowes, Inc. | | | | | 188,897 | | | | | | 0.1 | | |
7,918 | | | Powell Industries, Inc. | | | | | 245,062 | | | | | | 0.1 | | |
23,206 | | | Quanex Building Products Corp. | | | | | 576,437 | | | | | | 0.2 | | |
36,794 (1) | | | Resideo Technologies, Inc. | | | | | 1,103,820 | | | | | | 0.4 | | |
3,845 | | | Rush Enterprises, Inc. - Class A | | | | | 166,258 | | | | | | 0.1 | | |
9,348 (1) | | | Saia, Inc. | | | | | 1,958,313 | | | | | | 0.7 | | |
1,309 | | | Simpson Manufacturing Co., Inc. | | | | | 144,566 | | | | | | 0.0 | | |
27,351 (1) | | | Skywest, Inc. | | | | | 1,178,008 | | | | | | 0.4 | | |
23,920 (1) | | | SPX Corp. | | | | | 1,461,034 | | | | | | 0.5 | | |
8,162 | | | SPX FLOW, Inc. | | | | | 532,489 | | | | | | 0.2 | | |
5,347 (1) | | | Titan Machinery, Inc. | | | | | 165,436 | | | | | | 0.1 | | |
1,879 (1) | | | TriNet Group, Inc. | | | | | 136,190 | | | | | | 0.0 | | |
4,821 | | | Triton International Ltd. | | | | | 252,331 | | | | | | 0.1 | | |
3,022 | | | UFP Industries, Inc. | | | | | 224,655 | | | | | | 0.1 | | |
6,388 | | | Unifirst Corp. | | | | | 1,498,880 | | | | | | 0.5 | | |
4,010 (1) | | | Veritiv Corp. | | | | | 246,294 | | | | | | 0.1 | | |
4,306 (1) | | | Vicor Corp. | | | | | 455,316 | | | | | | 0.2 | | |
31,581 | | | Wabash National Corp. | | | | | 505,296 | | | | | | 0.2 | | |
974 | | | Watts Water Technologies, Inc. | | | | | 142,116 | | | | | | 0.0 | | |
1,597 (1) | | | Wesco International, Inc. | | | | | 164,204 | | | | | | 0.1 | | |
13,892 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 387,170 | | | | | | 0.1 | | |
| | | | | | | | 46,938,085 | | | | | | 16.7 | | |
| | | Information Technology: 13.2% | | ||||||||||||
27,702 (1)(2) | | | 3D Systems Corp. | | | | | 1,107,249 | | | | | | 0.4 | | |
31,341 | | | Adtran, Inc. | | | | | 647,192 | | | | | | 0.2 | | |
14,574 | | | Advanced Energy Industries, Inc. | | | | | 1,642,636 | | | | | | 0.6 | | |
5,443 (1) | | | Agilysys, Inc. | | | | | 309,543 | | | | | | 0.1 | | |
11,881 (1) | | | Alarm.com Holdings, Inc. | | | | | 1,006,321 | | | | | | 0.4 | | |
3,818 | | | Avnet, Inc. | | | | | 153,025 | | | | | | 0.1 | | |
20,343 (1) | | | Axcelis Technologies, Inc. | | | | | 822,264 | | | | | | 0.3 | | |
9,956 | | | Bel Fuse, Inc. | | | | | 143,366 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
10,801 | | | Benchmark Electronics, Inc. | | | | $ | 307,397 | | | | | | 0.1 | | |
6,088 (1)(3) | | | BM Technologies, Inc. | | | | | 71,948 | | | | | | 0.0 | | |
6,260 (1) | | | Bottomline Technologies de, Inc. | | | | | 232,121 | | | | | | 0.1 | | |
12,047 (1) | | | Box, Inc. | | | | | 307,801 | | | | | | 0.1 | | |
3,904 (1) | | | Cambium Networks Corp. | | | | | 188,758 | | | | | | 0.1 | | |
3,786 | | | Cass Information Systems, Inc. | | | | | 154,280 | | | | | | 0.1 | | |
12,659 (1) | | | Ceva, Inc. | | | | | 598,771 | | | | | | 0.2 | | |
23,370 (1) | | | Cohu, Inc. | | | | | 859,782 | | | | | | 0.3 | | |
2,715 (1) | | | Commvault Systems, Inc. | | | | | 212,232 | | | | | | 0.1 | | |
23,809 | | | Comtech Telecommunications Corp. | | | | | 575,225 | | | | | | 0.2 | | |
22,307 | | | CSG Systems International, Inc. | | | | | 1,052,444 | | | | | | 0.4 | | |
28,009 (1) | | | Daktronics, Inc. | | | | | 184,579 | | | | | | 0.1 | | |
23,759 (1) | | | Diebold Nixdorf, Inc. | | | | | 305,066 | | | | | | 0.1 | | |
32,049 (1) | | | Digi International, Inc. | | | | | 644,505 | | | | | | 0.2 | | |
18,265 (1) | | | Diodes, Inc. | | | | | 1,456,999 | | | | | | 0.5 | | |
4,542 (1) | | | Domo, Inc. | | | | | 367,130 | | | | | | 0.1 | | |
4,543 (1) | | | ePlus, Inc. | | | | | 393,833 | | | | | | 0.1 | | |
15,391 | | | EVERTEC, Inc. | | | | | 671,817 | | | | | | 0.2 | | |
10,704 (1) | | | ExlService Holdings, Inc. | | | | | 1,137,407 | | | | | | 0.4 | | |
94,881 (1) | | | Extreme Networks, Inc. | | | | | 1,058,872 | | | | | | 0.4 | | |
5,993 (1) | | | Fabrinet | | | | | 574,549 | | | | | | 0.2 | | |
7,498 (1) | | | Faro Technologies, Inc. | | | | | 583,120 | | | | | | 0.2 | | |
24,389 (1) | | | Formfactor, Inc. | | | | | 889,223 | | | | | | 0.3 | | |
25,681 (1) | | | GreenSky, Inc. | | | | | 142,530 | | | | | | 0.0 | | |
2,949 (1) | | | Ichor Holdings Ltd. | | | | | 158,656 | | | | | | 0.1 | | |
16,405 (1) | | | Insight Enterprises, Inc. | | | | | 1,640,664 | | | | | | 0.6 | | |
2,947 (1) | | | Itron, Inc. | | | | | 294,641 | | | | | | 0.1 | | |
25,957 | | | Kulicke & Soffa Industries, Inc. | | | | | 1,588,568 | | | | | | 0.6 | | |
15,644 (1) | | | LivePerson, Inc. | | | | | 989,327 | | | | | | 0.4 | | |
17,709 (1) | | | MaxLinear, Inc. | | | | | 752,455 | | | | | | 0.3 | | |
1,289 (1)(2) | | | MicroStrategy, Inc. | | | | | 856,541 | | | | | | 0.3 | | |
3,523 (1) | | | Mimecast Ltd. | | | | | 186,895 | | | | | | 0.1 | | |
14,331 (1) | | | Mitek Systems, Inc. | | | | | 276,015 | | | | | | 0.1 | | |
7,242 (1) | | | Momentive Global, Inc. | | | | | 152,589 | | | | | | 0.1 | | |
11,999 (1) | | | Netgear, Inc. | | | | | 459,802 | | | | | | 0.2 | | |
22,828 (1) | | | Onto Innovation, Inc. | | | | | 1,667,357 | | | | | | 0.6 | | |
3,837 | | | PC Connection, Inc. | | | | | 177,538 | | | | | | 0.1 | | |
4,214 (1) | | | Perficient, Inc. | | | | | 338,890 | | | | | | 0.1 | | |
45,833 (1) | | | Photronics, Inc. | | | | | 605,454 | | | | | | 0.2 | | |
6,903 (1) | | | Plantronics, Inc. | | | | | 288,062 | | | | | | 0.1 | | |
4,296 | | | Power Integrations, Inc. | | | | | 352,530 | | | | | | 0.1 | | |
22,195 | | | Progress Software Corp. | | | | | 1,026,519 | | | | | | 0.4 | | |
19,893 (1) | | | Pure Storage, Inc. - Class A | | | | | 388,510 | | | | | | 0.1 | | |
29,646 (1) | | | Rambus, Inc. | | | | | 702,907 | | | | | | 0.2 | | |
18,574 (1) | | | Ribbon Communications, Inc. | | | | | 141,348 | | | | | | 0.0 | | |
2,053 (1) | | | Rogers Corp. | | | | | 412,242 | | | | | | 0.1 | | |
17,576 (1) | | | Scansource, Inc. | | | | | 494,413 | | | | | | 0.2 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
2,953 (1) | | | Sprout Social, Inc. | | | | $ | 264,057 | | | | | | 0.1 | | |
14,600 (1) | | | SPS Commerce, Inc. | | | | | 1,457,810 | | | | | | 0.5 | | |
2,095 | | | SYNNEX Corp. | | | | | 255,087 | | | | | | 0.1 | | |
6,291 | | | TTEC Holdings, Inc. | | | | | 648,539 | | | | | | 0.2 | | |
16,469 (1) | | | Ultra Clean Holdings, Inc. | | | | | 884,715 | | | | | | 0.3 | | |
6,885 (1) | | | Veeco Instruments, Inc. | | | | | 165,515 | | | | | | 0.1 | | |
8,258 (1) | | | Viavi Solutions, Inc. | | | | | 145,836 | | | | | | 0.0 | | |
9,137 | | | Vishay Intertechnology, Inc. | | | | | 206,039 | | | | | | 0.1 | | |
12,279 (1) | | | Vonage Holdings Corp. | | | | | 176,940 | | | | | | 0.1 | | |
6,461 | | | Xperi Holding Corp. | | | | | 143,693 | | | | | | 0.0 | | |
| | | | | | | | 37,102,139 | | | | | | 13.2 | | |
| | | Materials: 4.9% | | ||||||||||||
8,049 (1) | | | Allegheny Technologies, Inc. | | | | | 167,822 | | | | | | 0.1 | | |
24,662 | | | American Vanguard Corp. | | | | | 431,832 | | | | | | 0.2 | | |
9,183 (1) | | | Arconic Corp. | | | | | 327,098 | | | | | | 0.1 | | |
16,248 (1) | | | Axalta Coating Systems Ltd. | | | | | 495,401 | | | | | | 0.2 | | |
1,114 | | | Balchem Corp. | | | | | 146,224 | | | | | | 0.0 | | |
8,804 | | | Cabot Corp. | | | | | 501,212 | | | | | | 0.2 | | |
22,022 | | | Carpenter Technology Corp. | | | | | 885,725 | | | | | | 0.3 | | |
1,347 | | | Chase Corp. | | | | | 138,216 | | | | | | 0.0 | | |
5,566 (1) | | | Clearwater Paper Corp. | | | | | 161,247 | | | | | | 0.1 | | |
4,263 | | | Hawkins, Inc. | | | | | 139,613 | | | | | | 0.0 | | |
24,216 | | | HB Fuller Co. | | | | | 1,540,380 | | | | | | 0.5 | | |
16,603 | | | Huntsman Corp. | | | | | 440,311 | | | | | | 0.2 | | |
11,833 | | | Innospec, Inc. | | | | | 1,072,188 | | | | | | 0.4 | | |
7,329 | | | Kaiser Aluminum Corp. | | | | | 905,058 | | | | | | 0.3 | | |
15,532 (1) | | | Koppers Holdings, Inc. | | | | | 502,460 | | | | | | 0.2 | | |
9,783 | | | Kronos Worldwide, Inc. | | | | | 140,092 | | | | | | 0.0 | | |
8,512 | | | Louisiana-Pacific Corp. | | | | | 513,188 | | | | | | 0.2 | | |
10,197 | | | Mercer International, Inc. | | | | | 130,012 | | | | | | 0.0 | | |
3,033 | | | Neenah, Inc. | | | | | 152,166 | | | | | | 0.1 | | |
17,758 | | | Olympic Steel, Inc. | | | | | 521,908 | | | | | | 0.2 | | |
2,787 | | | Quaker Chemical Corp. | | | | | 661,048 | | | | | | 0.2 | | |
35,316 (1) | | | Rayonier Advanced Materials, Inc. | | | | | 236,264 | | | | | | 0.1 | | |
1,147 | | | Royal Gold, Inc. | | | | | 130,873 | | | | | | 0.0 | | |
4,428 | | | Schweitzer-Mauduit International, Inc. | | | | | 178,803 | | | | | | 0.1 | | |
4,452 | | | Stepan Co. | | | | | 535,442 | | | | | | 0.2 | | |
91,768 | | | SunCoke Energy, Inc. | | | | | 655,223 | | | | | | 0.2 | | |
39,634 (1) | | | TimkenSteel Corp. | | | | | 560,821 | | | | | | 0.2 | | |
14,184 | | | Trinseo SA | | | | | 848,771 | | | | | | 0.3 | | |
8,116 | | | Tronox Holdings PLC | | | | | 181,798 | | | | | | 0.1 | | |
29,813 | | | Warrior Met Coal, Inc. | | | | | 512,784 | | | | | | 0.2 | | |
| | | | | | | | 13,813,980 | | | | | | 4.9 | | |
| | | Real Estate: 7.4% | | ||||||||||||
35,838 | | | Acadia Realty Trust | | | | | 787,002 | | | | | | 0.3 | | |
2,896 | | | Agree Realty Corp. | | | | | 204,139 | | | | | | 0.1 | | |
50,718 | | | Alexander & Baldwin, Inc. | | | | | 929,154 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
3,249 | | | Apartment Income REIT Corp. | | | | $ | 154,100 | | | | | | 0.1 | | |
52,512 | | | Armada Hoffler Properties, Inc. | | | | | 697,884 | | | | | | 0.2 | | |
5,888 | | | Brixmor Property Group, Inc. | | | | | 134,776 | | | | | | 0.0 | | |
56,923 | | | CareTrust REIT, Inc. | | | | | 1,322,321 | | | | | | 0.5 | | |
9,998 (1) | | | Chatham Lodging Trust | | | | | 128,674 | | | | | | 0.0 | | |
166 (2) | | | CorEnergy Infrastructure Trust, Inc. | | | | | 1,099 | | | | | | 0.0 | | |
43,279 | | | Easterly Government Properties, Inc. | | | | | 912,321 | | | | | | 0.3 | | |
52,180 | | | Essential Properties Realty Trust, Inc. | | | | | 1,410,947 | | | | | | 0.5 | | |
5,917 | | | First Industrial Realty Trust, Inc. | | | | | 309,045 | | | | | | 0.1 | | |
8,624 (1) | | | Forestar Group, Inc. | | | | �� | 180,328 | | | | | | 0.1 | | |
35,477 | | | Four Corners Property Trust, Inc. | | | | | 979,520 | | | | | | 0.4 | | |
10,678 | | | Gaming and Leisure Properties, Inc. | | | | | 494,712 | | | | | | 0.2 | | |
27,892 (2) | | | Geo Group, Inc./The | | | | | 198,591 | | | | | | 0.1 | | |
18,176 | | | Global Net Lease, Inc. | | | | | 336,256 | | | | | | 0.1 | | |
1,643 (2) | | | Innovative Industrial Properties, Inc. | | | | | 313,846 | | | | | | 0.1 | | |
53,526 | | | Kite Realty Group Trust | | | | | 1,178,107 | | | | | | 0.4 | | |
77,758 | | | Lexington Realty Trust | | | | | 929,208 | | | | | | 0.3 | | |
4,733 | | | Life Storage, Inc. | | | | | 508,088 | | | | | | 0.2 | | |
4,046 | | | MGM Growth Properties LLC | | | | | 148,165 | | | | | | 0.1 | | |
5,449 | | | National Storage Affiliates Trust | | | | | 275,501 | | | | | | 0.1 | | |
10,738 | | | Newmark Group, Inc. | | | | | 128,963 | | | | | | 0.0 | | |
28,868 | | | Piedmont Office Realty Trust, Inc. | | | | | 533,192 | | | | | | 0.2 | | |
7,728 | | | PotlatchDeltic Corp. | | | | | 410,743 | | | | | | 0.1 | | |
11,315 | | | RE/MAX Holdings, Inc. | | | | | 377,129 | | | | | | 0.1 | | |
55,481 (1) | | | Realogy Holdings Corp. | | | | | 1,010,864 | | | | | | 0.4 | | |
59,580 | | | Retail Opportunity Investments Corp. | | | | | 1,052,183 | | | | | | 0.4 | | |
76,082 | | | Retail Properties of America, Inc. | | | | | 871,139 | | | | | | 0.3 | | |
18,910 | | | Retail Value, Inc. | | | | | 411,293 | | | | | | 0.1 | | |
72,497 | | | RPT Realty | | | | | 941,011 | | | | | | 0.3 | | |
5,286 | | | Saul Centers, Inc. | | | | | 240,249 | | | | | | 0.1 | | |
94,159 | | | SITE Centers Corp. | | | | | 1,418,035 | | | | | | 0.5 | | |
2,845 | | | Spirit Realty Capital, Inc. | | | | | 136,105 | | | | | | 0.1 | | |
3,648 | | | Terreno Realty Corp. | | | | | 235,369 | | | | | | 0.1 | | |
50,608 | | | Whitestone REIT | | | | | 417,516 | | | | | | 0.2 | | |
| | | | | | | | 20,717,575 | | | | | | 7.4 | | |
| | | Utilities: 1.2% | | ||||||||||||
16,629 | | | Avista Corp. | | | | | 709,559 | | | | | | 0.2 | | |
2,548 | | | Black Hills Corp. | | | | | 167,225 | | | | | | 0.0 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,752 | | | Brookfield Infrastructure Corp. | | | | $ | 207,501 | | | | | | 0.1 | | |
2,481 | | | Chesapeake Utilities Corp. | | | | | 298,539 | | | | | | 0.1 | | |
5,508 | | | National Fuel Gas Co. | | | | | 287,793 | | | | | | 0.1 | | |
10,690 | | | Portland General Electric Co. | | | | | 492,595 | | | | | | 0.2 | | |
18,866 | | | South Jersey Industries, Inc. | | | | | 489,195 | | | | | | 0.2 | | |
14,978 | | | Unitil Corp. | | | | | 793,385 | | | | | | 0.3 | | |
| | | | | | | | 3,445,792 | | | | | | 1.2 | | |
| | | Total Common Stock (Cost $205,309,056) | | | | | 272,159,720 | | | | | | 96.8 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
645 (1) | | | Nabors Industries Ltd. | | | | | 6,450 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Health Care: —% | | ||||||||||||
7,651 (1)(3)(4) | | | Aduro Biotech, Inc. - CVR | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $—) | | | | | 6,450 | | | | | | 0.0 | | |
WARRANTS: 0.0% | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
1,219 (1) | | | Oasis Petroleum, Inc. | | | | | 26,818 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $37,789) | | | | | 26,818 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $205,346,845) | | | | | 272,192,988 | | | | | | 96.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.9% | | |||||||||||||||
| | | Repurchase Agreements: 2.8% | | ||||||||||||
1,833,100 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,833,103, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $1,869,762, due 07/25/21-05/20/71) | | | | | 1,833,100 | | | | | | 0.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,215,489 (5) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,215,491, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,239,799, due 11/30/21-07/01/51) | | | | $ | 1,215,489 | | | | | | 0.4 | | |
1,161,102 (5) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,161,104, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,184,326, due 05/01/24-04/20/71) | | | | | 1,161,102 | | | | | | 0.4 | | |
1,833,132 (5) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,833,135, collateralized by various U.S. Government Agency Obligations, 1.985%-4.000%, Market Value plus accrued interest $1,869,795, due 08/01/35-06/01/51) | | | | | 1,833,132 | | | | | | 0.7 | | |
1,833,132 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,833,135, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,869,795, due 08/01/21-04/15/62) | | | | | 1,833,132 | | | | | | 0.7 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | Total Repurchase Agreements (Cost $7,875,955) | | | | $ | 7,875,955 | | | | | | 2.8 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.1% | | ||||||||||||
| | | 8,574,000 (6 | ) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $8,574,000) | | | | | 8,574,000 | | | | | | 3.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $16,449,955) | | | | | 16,449,955 | | | | | | 5.9 | | |
| | | | | | | Total Investments in Securities (Cost $221,796,800) | | | | $ | 288,642,943 | | | | | | 102.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (7,537,659) | | | | | | (2.7) | | |
| | | | | | | Net Assets | | | | $ | 281,105,284 | | | | | | 100.0 | | |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 17.1% | |
| Industrials | | | 16.7% | |
| Consumer Discretionary | | | 14.3% | |
| Information Technology | | | 13.2% | |
| Health Care | | | 11.6% | |
| Real Estate | | | 7.4% | |
| Materials | | | 4.9% | |
| Energy | | | 4.4% | |
| Consumer Staples | | | 3.8% | |
| Communication Services | | | 2.2% | |
| Utilities | | | 1.2% | |
| Assets in Excess of Other Liabilities* | | | 3.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 6,039,002 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,039,002 | | |
Consumer Discretionary | | | | | 40,141,953 | | | | | | — | | | | | | — | | | | | | 40,141,953 | | |
Consumer Staples | | | | | 10,633,030 | | | | | | — | | | | | | — | | | | | | 10,633,030 | | |
Energy | | | | | 12,464,790 | | | | | | — | | | | | | — | | | | | | 12,464,790 | | |
Financials | | | | | 48,127,354 | | | | | | — | | | | | | — | | | | | | 48,127,354 | | |
Health Care | | | | | 32,736,020 | | | | | | — | | | | | | — | | | | | | 32,736,020 | | |
Industrials | | | | | 46,938,085 | | | | | | — | | | | | | — | | | | | | 46,938,085 | | |
Information Technology | | | | | 37,030,191 | | | | | | 71,948 | | | | | | — | | | | | | 37,102,139 | | |
Materials | | | | | 13,813,980 | | | | | | — | | | | | | — | | | | | | 13,813,980 | | |
Real Estate | | | | | 20,717,575 | | | | | | — | | | | | | — | | | | | | 20,717,575 | | |
Utilities | | | | | 3,445,792 | | | | | | — | | | | | | — | | | | | | 3,445,792 | | |
Total Common Stock | | | | | 272,087,772 | | | | | | 71,948 | | | | | | — | | | | | | 272,159,720 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Rights | | | | $ | 6,450 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,450 | | |
Warrants | | | | | — | | | | | | 26,818 | | | | | | — | | | | | | 26,818 | | |
Short-Term Investments | | | | | 8,574,000 | | | | | | 7,875,955 | | | | | | — | | | | | | 16,449,955 | | |
Total Investments, at fair value | | | | $ | 280,668,222 | | | | | $ | 7,974,721 | | | | | $ | — | | | | | $ | 288,642,943 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 49,761 | | | | | | — | | | | | | — | | | | | | 49,761 | | |
Total Assets | | | | $ | 280,717,983 | | | | | $ | 7,974,721 | | | | | $ | — | | | | | $ | 288,692,704 | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. - CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
BM Technologies, Inc. | | | | | 12/17/2020 | | | | | | 76,100 | | | | | | 71,948 | | |
| | | | | | | | | | $ | 76,100 | | | | | $ | 71,948 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 73 | | | | | | 09/17/21 | | | | | $ | 8,423,470 | | | | | $ | 49,761 | | |
| | | | | | | | | | | | | | | | $ | 8,423,470 | | | | | $ | 49,761 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 49,761 | | |
Total Asset Derivatives | | | | | | | $ | 49,761 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 444,870 | | |
Total | | | | $ | 444,870 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 17,422 | | |
Total | | | | $ | 17,422 | | |
| Gross Unrealized Appreciation | | | | $ | 72,136,486 | | |
| Gross Unrealized Depreciation | | | | | (5,589,621) | | |
| Net Unrealized Appreciation | | | | $ | 66,546,865 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,095.70 | | | | | | 0.69% | | | | | $ | 3.59 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | |
Class S | | | | | 1,000.00 | | | | | | 1,093.70 | | | | | | 0.94 | | | | | | 4.88 | | | | | | 1,000.00 | | | | | | 1,020.13 | | | | | | 0.94 | | | | | | 4.71 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,123.00 | | | | | | 1.10% | | | | | $ | 5.79 | | | | | $ | 1,000.00 | | | | | $ | 1,019.34 | | | | | | 1.10% | | | | | $ | 5.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,125.50 | | | | | | 0.60 | | | | | | 3.16 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,124.30 | | | | | | 0.85 | | | | | | 4.48 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,123.60 | | | | | | 1.00 | | | | | | 5.27 | | | | | | 1,000.00 | | | | | | 1,019.84 | | | | | | 1.00 | | | | | | 5.01 | | |
Class T | | | | | 1,000.00 | | | | | | 1,122.60 | | | | | | 1.20 | | | | | | 6.32 | | | | | | 1,000.00 | | | | | | 1,018.84 | | | | | | 1.20 | | | | | | 6.01 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.20 | | | | | | 0.05% | | | | | $ | 0.25 | | | | | $ | 1,000.00 | | | | | $ | 1,024.55 | | | | | | 0.05% | | | | | $ | 0.25 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.10 | | | | | | 0.05 | | | | | | 0.25 | | | | | | 1,000.00 | | | | | | 1,024.55 | | | | | | 0.05 | | | | | | 0.25 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,170.30 | | | | | | 1.07% | | | | | $ | 5.76 | | | | | $ | 1,000.00 | | | | | $ | 1,019.49 | | | | | | 1.07% | | | | | $ | 5.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,172.90 | | | | | | 0.62 | | | | | | 3.34 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | |
Class S | | | | | 1,000.00 | | | | | | 1,171.90 | | | | | | 0.87 | | | | | | 4.69 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,170.70 | | | | | | 1.02 | | | | | | 5.49 | | | | | | 1,000.00 | | | | | | 1,019.74 | | | | | | 1.02 | | | | | | 5.11 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 989.50 | | | | | | 1.03% | | | | | $ | 5.08 | | | | | $ | 1,000.00 | | | | | $ | 1,019.69 | | | | | | 1.03% | | | | | $ | 5.16 | | |
Class I | | | | | 1,000.00 | | | | | | 992.20 | | | | | | 0.53 | | | | | | 2.62 | | | | | | 1,000.00 | | | | | | 1,022.17 | | | | | | 0.53 | | | | | | 2.66 | | |
Class S | | | | | 1,000.00 | | | | | | 990.80 | | | | | | 0.78 | | | | | | 3.85 | | | | | | 1,000.00 | | | | | | 1,020.93 | | | | | | 0.78 | | | | | | 3.91 | | |
Class S2 | | | | | 1,000.00 | | | | | | 990.00 | | | | | | 0.93 | | | | | | 4.59 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,137.80 | | | | | | 1.40% | | | | | $ | 7.42 | | | | | $ | 1,000.00 | | | | | $ | 1,017.85 | | | | | | 1.40% | | | | | $ | 7.00 | | |
Class I | | | | | 1,000.00 | | | | | | 1,140.60 | | | | | | 0.90 | | | | | | 4.78 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,140.70 | | | | | | 0.88 | | | | | | 4.67 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,139.10 | | | | | | 1.15 | | | | | | 6.10 | | | | | | 1,000.00 | | | | | | 1,019.09 | | | | | | 1.15 | | | | | | 5.76 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 344,372,474 | | | | | $ | 639,220,870 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 40,775,980 | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 21,087,903 | | | | | | 9,845,917 | | | | | | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 237,979,542 | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 304,306,000 | | |
Cash | | | | | 268,183 | | | | | | 142,411 | | | | | | 639 | | |
Cash collateral for futures contracts | | | | | 151,382 | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 20,927 | | | | | | 136,289 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 2,471,845 | | | | | | — | | | | | | 116,484,023 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 1,463,394 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 2,211,713 | | | | | | 220,454 | | | | | | 1,148,186 | | |
Dividends | | | | | 535,957 | | | | | | 1,243,992 | | | | | | 519 | | |
Interest | | | | | 370,511 | | | | | | 40 | | | | | | 9,395 | | |
Foreign tax reclaims | | | | | 145,422 | | | | | | 1,458,061 | | | | | | — | | |
Variation margin on futures contracts | | | | | 9,630 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 15,080 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 103 | | | | | | 169 | | | | | | 155 | | |
Reimbursement due from Investment Adviser | | | | | 17,826 | | | | | | 25,664 | | | | | | 177,910 | | |
Other assets | | | | | 57,539 | | | | | | 62,808 | | | | | | 141,965 | | |
Total assets | | | | | 413,975,869 | | | | | | 652,356,675 | | | | | | 660,248,334 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,219,872 | | | | | | — | | | | | | 157,955,392 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 4,933,704 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 2,633,964 | | | | | | 713,482 | | | | | | 54,116 | | |
Payable upon receipt of securities loaned | | | | | 15,838,444 | | | | | | 8,938,917 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 5,097 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 191,675 | | | | | | 294,908 | | | | | | 126,851 | | |
Payable for distribution and shareholder service fees | | | | | 602 | | | | | | 108,065 | | | | | | 6 | | |
Payable for directors/trustees fees | | | | | 1,908 | | | | | | 3,148 | | | | | | 2,673 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 57,539 | | | | | | 62,808 | | | | | | 141,965 | | |
Other accrued expenses and liabilities | | | | | 116,783 | | | | | | 139,697 | | | | | | 168,139 | | |
Written options, at fair value^ | | | | | 23,518 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 25,023,106 | | | | | | 10,261,025 | | | | | | 158,449,142 | | |
NET ASSETS | | | | $ | 388,952,763 | | | | | $ | 642,095,650 | | | | | $ | 501,799,192 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 301,906,574 | | | | | $ | 564,077,362 | | | | | $ | 501,870,977 | | |
Total distributable earnings (loss) | | | | | 87,046,189 | | | | | | 78,018,288 | | | | | | (71,785) | | |
NET ASSETS | | | | $ | 388,952,763 | | | | | $ | 642,095,650 | | | | | $ | 501,799,192 | | |
+ Including securities loaned at value | | | | $ | 15,472,012 | | | | | $ | 8,282,584 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 283,277,713 | | | | | $ | 549,845,690 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 38,554,702 | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 21,088,055 | | | | | $ | 9,845,917 | | | | | $ | — | | |
‡ Cost of foreign currencies | | | | $ | 22,357 | | | | | $ | 137,156 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 27,559 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 14,041,091 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,202,442 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.68 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 386,009,280 | | | | | $ | 140,495,917 | | | | | $ | 501,744,086 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 22,164,261 | | | | | | 12,037,385 | | | | | | 501,624,094 | | |
Net asset value and redemption price per share | | | | $ | 17.42 | | | | | $ | 11.67 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,943,483 | | | | | $ | 484,284,304 | | | | | $ | 55,106 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 169,818 | | | | | | 41,320,323 | | | | | | 55,094 | | |
Net asset value and redemption price per share | | | | $ | 17.33 | | | | | $ | 11.72 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 392,123 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 33,912 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.56 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,882,215 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 246,552 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.69 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,541,144,262 | | | | | $ | 2,573,279,304 | | | | | $ | 480,660,424 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 806,414,723 | | | | | | — | | |
Short-term investments at fair value† | | | | | 38,173,447 | | | | | | 36,767,381 | | | | | | 14,420,718 | | |
Cash | | | | | 347,159 | | | | | | 1,291,783 | | | | | | — | | |
Cash collateral for futures contracts | | | | | — | | | | | | 3,814,537 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 3,516,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 320,000 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 12,552,935 | | | | | | 2,057,288 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 51,189,750 | | | | | | — | | |
Fund shares sold | | | | | 11,462 | | | | | | 11,912,462 | | | | | | 86,753 | | |
Dividends | | | | | 4,167,973 | | | | | | 2,863,037 | | | | | | 214,269 | | |
Interest | | | | | 445 | | | | | | 13,934,562 | | | | | | 82 | | |
Foreign tax reclaims | | | | | 231,444 | | | | | | — | | | | | | 3,331 | | |
Variation margin on futures contracts | | | | | — | | | | | | 647,568 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,041,084 | | | | | | — | | |
Prepaid expenses | | | | | 891 | | | | | | 971 | | | | | | 126 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 121,399 | | | | | | 37,528 | | |
Other assets | | | | | 288,027 | | | | | | 406,331 | | | | | | 51,970 | | |
Total assets | | | | | 3,584,365,110 | | | | | | 3,520,073,827 | | | | | | 497,532,489 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 23,653,145 | | | | | | 9,044,232 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 108,912,604 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 8,132,151 | | | | | | 29,915 | | | | | | 162,384 | | |
Payable upon receipt of securities loaned | | | | | 26,852,447 | | | | | | 12,313,700 | | | | | | 4,028,718 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 340,811 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 4,717 | | | | | | — | | |
Payable for investment management fees | | | | | 1,620,031 | | | | | | 1,381,140 | | | | | | 344,101 | | |
Payable for distribution and shareholder service fees | | | | | 466,287 | | | | | | 543,454 | | | | | | 21,625 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | — | | | | | | 1,004,330 | | |
Payable for directors/trustees fees | | | | | 17,146 | | | | | | 17,155 | | | | | | 2,422 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 288,027 | | | | | | 406,331 | | | | | | 51,970 | | |
Other accrued expenses and liabilities | | | | | 425,358 | | | | | | 556,523 | | | | | | 158,774 | | |
Written options, at fair value^ | | | | | — | | | | | | 881,808 | | | | | | — | | |
Total liabilities | | | | | 37,801,447 | | | | | | 149,041,303 | | | | | | 14,818,556 | | |
NET ASSETS | | | | $ | 3,546,563,663 | | | | | $ | 3,371,032,524 | | | | | $ | 482,713,933 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,198,603,896 | | | | | $ | 3,322,237,028 | | | | | $ | 354,500,758 | | |
Total distributable earnings | | | | | 1,347,959,767 | | | | | | 48,795,496 | | | | | | 128,213,175 | | |
NET ASSETS | | | | $ | 3,546,563,663 | | | | | $ | 3,371,032,524 | | | | | $ | 482,713,933 | | |
+ Including securities loaned at value | | | | $ | 26,286,780 | | | | | $ | 12,044,608 | | | | | $ | 3,934,931 | | |
* Cost of investments in securities | | | | $ | 2,676,587,070 | | | | | $ | 2,486,168,251 | | | | | $ | 417,701,663 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 793,908,162 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 38,173,447 | | | | | $ | 36,767,337 | | | | | $ | 14,420,718 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 1,070,359 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 970,125,603 | | | | | $ | 294,915,792 | | | | | $ | 8,325,450 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 29,058,974 | | | | | | 22,940,344 | | | | | | 423,278 | | |
Net asset value and redemption price per share | | | | $ | 33.38 | | | | | $ | 12.86 | | | | | $ | 19.67 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,058,318,520 | | | | | $ | 1,022,783,657 | | | | | $ | 372,110,545 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 60,229,529 | | | | | | 78,688,643 | | | | | | 17,646,504 | | |
Net asset value and redemption price per share | | | | $ | 34.17 | | | | | $ | 13.00 | | | | | $ | 21.09 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 15,396,679 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 729,806 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 21.10 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 517,682,572 | | | | | $ | 2,036,354,987 | | | | | $ | 86,881,259 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 15,473,196 | | | | | | 157,758,605 | | | | | | 4,256,843 | | |
Net asset value and redemption price per share | | | | $ | 33.46 | | | | | $ | 12.91 | | | | | $ | 20.41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 436,968 | | | | | $ | 16,978,088 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 13,278 | | | | | | 1,320,424 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 32.91 | | | | | $ | 12.86 | | | | | | 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* | | | | $ | 2,113,359 | | | | | $ | 9,952,398 | | | | | $ | 4,635 | | |
Dividends from affiliated underlying funds | | | | | 1,067,940 | | | | | | — | | | | | | — | | |
Interest | | | | | 933,977 | | | | | | 115 | | | | | | 120,467 | | |
Securities lending income, net | | | | | 37,751 | | | | | | 14,028 | | | | | | — | | |
Total investment income | | | | | 4,153,027 | | | | | | 9,966,541 | | | | | | 125,102 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,135,432 | | | | | | 1,729,166 | | | | | | 927,387 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 34,585 | | | | | | — | | |
Class S | | | | | 3,561 | | | | | | 591,526 | | | | | | 64 | | |
Class S2 | | | | | — | | | | | | 746 | | | | | | — | | |
Class T | | | | | — | | | | | | 10,148 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 3,778 | | | | | | — | | |
Class I | | | | | 164,446 | | | | | | 36,681 | | | | | | 302,491 | | |
Class S | | | | | 1,248 | | | | | | 129,241 | | | | | | 30 | | |
Class S2 | | | | | — | | | | | | 102 | | | | | | — | | |
Class T | | | | | — | | | | | | 739 | | | | | | — | | |
Shareholder reporting expense | | | | | 16,290 | | | | | | 36,500 | | | | | | 25,340 | | |
Registration fees | | | | | — | | | | | | — | | | | | | 1,977 | | |
Professional fees | | | | | 13,394 | | | | | | 22,274 | | | | | | 17,187 | | |
Custody and accounting expense | | | | | 72,038 | | | | | | 53,576 | | | | | | 27,110 | | |
Directors/trustees fees | | | | | 7,632 | | | | | | 12,592 | | | | | | 10,694 | | |
Licensing fee (Note 7) | | | | | 9,857 | | | | | | — | | | | | | — | | |
Shareholder notification costs (Note 6) | | | | | — | | | | | | 14,148 | | | | | | — | | |
Miscellaneous expense | | | | | 8,996 | | | | | | 16,501 | | | | | | 10,918 | | |
Interest expense | | | | | 260 | | | | | | 19 | | | | | | — | | |
Total expenses | | | | | 1,433,154 | | | | | | 2,692,322 | | | | | | 1,323,198 | | |
Waived and reimbursed fees | | | | | (117,597) | | | | | | (175,758) | | | | | | (1,198,096) | | |
Net expenses | | | | | 1,315,557 | | | | | | 2,516,564 | | | | | | 125,102 | | |
Net investment income | | | | | 2,837,470 | | | | | | 7,449,977 | | | | | | — | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 22,446,311 | | | | | | 35,672,861 | | | | | | 78,056 | | |
Sale of affiliated underlying funds | | | | | 7,537 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (38,278) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 13 | | | | | | (2,401) | | | | | | — | | |
Futures | | | | | 542,164 | | | | | | — | | | | | | — | | |
Swaps | | | | | (112,635) | | | | | | — | | | | | | — | | |
Written options | | | | | 96,446 | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 22,941,558 | | | | | | 35,670,460 | | | | | | 78,056 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 8,702,707 | | | | | | 30,821,852 | | | | | | — | | |
Affiliated underlying funds | | | | | 154,421 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 46,517 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (16,216) | | | | | | (62,648) | | | | | | — | | |
Futures | | | | | (9,397) | | | | | | — | | | | | | — | | |
Written options | | | | | (8,318) | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 8,869,714 | | | | | | 30,759,204 | | | | | | — | | |
Net realized and unrealized gain | | | | | 31,811,272 | | | | | | 66,429,664 | | | | | | 78,056 | | |
Increase in net assets resulting from operations | | | | $ | 34,648,742 | | | | | $ | 73,879,641 | | | | | $ | 78,056 | | |
* Foreign taxes withheld | | | | $ | 60,943 | | | | | $ | 418,929 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 25,434,985 | | | | | $ | 3,250 | | | | | $ | 2,074,935 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | 15,688,570 | | | | | | — | | |
Interest | | | | | — | | | | | | 37,029,243 | | | | | | 46 | | |
Securities lending income, net | | | | | 32,268 | | | | | | 39,962 | | | | | | 20,477 | | |
Total investment income | | | | | 25,467,253 | | | | | | 52,761,025 | | | | | | 2,095,458 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 10,203,028 | | | | | | 8,506,767 | | | | | | 2,042,422 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 2,348,991 | | | | | | 745,761 | | | | | | 19,957 | | |
Class S | | | | | 626,129 | | | | | | 2,549,978 | | | | | | 108,449 | | |
Class S2 | | | | | 805 | | | | | | 37,884 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 191,937 | | | | | | 73,611 | | | | | | 5,212 | | |
Class I | | | | | 400,399 | | | | | | 257,985 | | | | | | 244,581 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 10 | | |
Class S | | | | | 102,322 | | | | | | 503,393 | | | | | | 56,941 | | |
Class S2 | | | | | 82 | | | | | | 4,674 | | | | | | — | | |
Shareholder reporting expense | | | | | 122,175 | | | | | | 97,100 | | | | | | 19,900 | | |
Professional fees | | | | | 61,540 | | | | | | 65,010 | | | | | | 5,802 | | |
Custody and accounting expense | | | | | 127,473 | | | | | | 179,680 | | | | | | 25,350 | | |
Directors fees | | | | | 68,584 | | | | | | 68,618 | | | | | | 9,691 | | |
Miscellaneous expense | | | | | 41,829 | | | | | | 85,110 | | | | | | 7,116 | | |
Interest expense | | | | | 2,718 | | | | | | — | | | | | | 1,191 | | |
Total expenses | | | | | 14,298,012 | | | | | | 13,175,571 | | | | | | 2,546,622 | | |
Waived and reimbursed fees | | | | | (1,000,145) | | | | | | (777,918) | | | | | | (250,907) | | |
Net expenses | | | | | 13,297,867 | | | | | | 12,397,653 | | | | | | 2,295,715 | | |
Net investment income (loss) | | | | | 12,169,386 | | | | | | 40,363,372 | | | | | | (200,257) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 497,280,035 | | | | | | (3,957,517) | | | | | | 74,597,398 | | |
Forward foreign currency contracts | | | | | — | | | | | | (2,482,429) | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | 28,192 | | | | | | 50 | | |
Futures | | | | | — | | | | | | (20,386,890) | | | | | | — | | |
Swaps | | | | | — | | | | | | (6,622,187) | | | | | | — | | |
Written options | | | | | — | | | | | | 4,325,004 | | | | | | — | | |
Net realized gain (loss) | | | | | 497,280,035 | | | | | | (29,095,827) | | | | | | 74,597,448 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 31,127,418 | | | | | | (43,282,836) | | | | | | (12,750,640) | | |
Affiliated underlying funds | | | | | — | | | | | | (8,573,483) | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 2,927,974 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | (727,928) | | | | | | 30 | | |
Futures | | | | | — | | | | | | 5,028,577 | | | | | | — | | |
Swaps | | | | | — | | | | | | (499,969) | | | | | | — | | |
Written options | | | | | — | | | | | | (351,604) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 31,127,418 | | | | | | (45,479,269) | | | | | | (12,750,610) | | |
Net realized and unrealized gain (loss) | | | | | 528,407,453 | | | | | | (74,575,096) | | | | | | 61,846,838 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 540,576,839 | | | | | $ | (34,211,724) | | | | | $ | 61,646,581 | | |
* Foreign taxes withheld | | | | $ | 68,016 | | | | | $ | — | | | | | $ | 5,761 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,837,470 | | | | | $ | 6,399,068 | | | | | $ | 7,449,977 | | | | | $ | 12,886,495 | | |
Net realized gain (loss) | | | | | 22,941,558 | | | | | | 5,154,690 | | | | | | 35,670,460 | | | | | | (30,424,009) | | |
Net change in unrealized appreciation (depreciation) | | | | | 8,869,714 | | | | | | 24,343,888 | | | | | | 30,759,204 | | | | | | 1,716,505 | | |
Increase (decrease) in net assets resulting from operations | | | | | 34,648,742 | | | | | | 35,897,646 | | | | | | 73,879,641 | | | | | | (15,821,009) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (78,799) | | | | | | (256,442) | | |
Class I | | | | | (12,106,937) | | | | | | (18,138,058) | | | | | | (928,032) | | | | | | (3,119,971) | | |
Class S | | | | | (86,191) | | | | | | (126,078) | | | | | | (2,973,332) | | | | | | (9,952,937) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (2,274) | | | | | | (6,422) | | |
Class T | | | | | — | | | | | | — | | | | | | (14,627) | | | | | | (44,881) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (7,056) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (68,689) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (243,548) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (168) | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | (1,310) | | |
Total distributions | | | | | (12,193,128) | | | | | | (18,264,136) | | | | | | (3,997,064) | | | | | | (13,701,424) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,895,118 | | | | | | 5,535,434 | | | | | | 4,015,267 | | | | | | 18,903,580 | | |
Reinvestment of distributions | | | | | 12,193,128 | | | | | | 18,264,136 | | | | | | 3,997,064 | | | | | | 13,701,424 | | |
| | | | | 14,088,246 | | | | | | 23,799,570 | | | | | | 8,012,331 | | | | | | 32,605,004 | | |
Cost of shares redeemed | | | | | (21,213,408) | | | | | | (41,524,529) | | | | | | (47,194,037) | | | | | | (102,658,244) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (7,125,162) | | | | | | (17,724,959) | | | | | | (39,181,706) | | | | | | (70,053,240) | | |
Net increase (decrease) in net assets | | | | | 15,330,452 | | | | | | (91,449) | | | | | | 30,700,871 | | | | | | (99,575,673) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 373,622,311 | | | | | | 373,713,760 | | | | | | 611,394,779 | | | | | | 710,970,452 | | |
End of year or period | | | | $ | 388,952,763 | | | | | $ | 373,622,311 | | | | | $ | 642,095,650 | | | | | $ | 611,394,779 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | — | | | | | $ | 1,187,700 | | | | | $ | 12,169,386 | | | | | $ | 34,522,135 | | |
Net realized gain | | | | | 78,056 | | | | | | 212,665 | | | | | | 497,280,035 | | | | | | 300,435,837 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 31,127,418 | | | | | | 130,647,761 | | |
Increase in net assets resulting from operations | | | | | 78,056 | | | | | | 1,400,365 | | | | | | 540,576,839 | | | | | | 465,605,733 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (24,833,067) | | | | | | (89,633,973) | | |
Class I | | | | | (76,617) | | | | | | (1,404,625) | | | | | | (51,108,040) | | | | | | (185,709,436) | | |
Class S | | | | | (7) | | | | | | (11) | | | | | | (13,200,400) | | | | | | (48,725,698) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (11,028) | | | | | | (36,297) | | |
Total distributions | | | | | (76,624) | | | | | | (1,404,636) | | | | | | (89,152,535) | | | | | | (324,105,404) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 29,061,705 | | | | | | 285,044,111 | | | | | | 9,118,359 | | | | | | 16,220,803 | | |
Reinvestment of distributions | | | | | 76,624 | | | | | | 1,404,636 | | | | | | 89,108,338 | | | | | | 323,931,465 | | |
| | | | | 29,138,329 | | | | | | 286,448,747 | | | | | | 98,226,697 | | | | | | 340,152,268 | | |
Cost of shares redeemed | | | | | (97,336,043) | | | | | | (185,720,359) | | | | | | (234,900,746) | | | | | | (425,160,048) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (68,197,714) | | | | | | 100,728,388 | | | | | | (136,674,049) | | | | | | (85,007,780) | | |
Net increase (decrease) in net assets | | | | | (68,196,282) | | | | | | 100,724,117 | | | | | | 314,750,255 | | | | | | 56,492,549 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 569,995,474 | | | | | | 469,271,357 | | | | | | 3,231,813,408 | | | | | | 3,175,320,859 | | |
End of year or period | | | | $ | 501,799,192 | | | | | $ | 569,995,474 | | | | | $ | 3,546,563,663 | | | | | $ | 3,231,813,408 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 40,363,372 | | | | | $ | 95,405,007 | | | | | $ | (200,257) | | | | | $ | 561,796 | | |
Net realized gain (loss) | | | | | (29,095,827) | | | | | | 86,132,589 | | | | | | 74,597,448 | | | | | | 2,886,158 | | |
Net change in unrealized appreciation (depreciation) | | | | | (45,479,269) | | | | | | 74,500,612 | | | | | | (12,750,610) | | | | | | 25,963,897 | | |
Increase (decrease) in net assets resulting from operations | | | | | (34,211,724) | | | | | | 256,038,208 | | | | | | 61,646,581 | | | | | | 29,411,851 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (4,443,704) | | | | | | (15,415,594) | | | | | | (34,072) | | | | | | (115,866) | | |
Class I | | | | | (18,187,515) | | | | | | (60,842,817) | | | | | | (1,965,801) | | | | | | (7,399,513) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (82,238) | | | | | | (113,123) | | |
Class S | | | | | (32,949,306) | | | | | | (114,239,492) | | | | | | (342,592) | | | | | | (1,519,485) | | |
Class S2 | | | | | (291,405) | | | | | | (1,162,517) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (55,871,930) | | | | | | (191,660,420) | | | | | | (2,424,703) | | | | | | (9,147,987) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 55,394,447 | | | | | | 289,580,060 | | | | | | 16,984,291 | | | | | | 35,470,151 | | |
Reinvestment of distributions | | | | | 55,868,139 | | | | | | 191,650,804 | | | | | | 2,424,703 | | | | | | 9,147,987 | | |
| | | | | 111,262,586 | | | | | | 481,230,864 | | | | | | 19,408,994 | | | | | | 44,618,138 | | |
Cost of shares redeemed | | | | | (232,115,376) | | | | | | (498,718,864) | | | | | | (41,750,338) | | | | | | (145,853,074) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (120,852,790) | | | | | | (17,488,000) | | | | | | (22,341,344) | | | | | | (101,234,936) | | |
Net increase (decrease) in net assets | | | | | (210,936,444) | | | | | | 46,889,788 | | | | | | 36,880,534 | | | | | | (80,971,072) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,581,968,968 | | | | | | 3,535,079,180 | | | | | | 445,833,399 | | | | | | 526,804,471 | | |
End of year or period | | | | $ | 3,371,032,524 | | | | | $ | 3,581,968,968 | | | | | $ | 482,713,933 | | | | | $ | 445,833,399 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.43 | | | | | | 0.13• | | | | | | 1.42 | | | | | | 1.55 | | | | | | 0.29 | | | | | | 0.27 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 17.42 | | | | | | 9.57 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.50 | | | | | | 386,009 | | | | | | 50 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.34 | | | | | | 0.11• | | | | | | 1.41 | | | | | | 1.52 | | | | | | 0.26 | | | | | | 0.27 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 17.33 | | | | | | 9.37 | | | | | | 1.01 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.25 | | | | | | 2,943 | | | | | | 50 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.46 | | | | | | 0.12• | | | | | | 1.16 | | | | | | 1.28 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 11.68 | | | | | | 12.30 | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.09 | | | | | | 14,041 | | | | | | 37 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.44 | | | | | | 0.14• | | | | | | 1.17 | | | | | | 1.31 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 11.67 | | | | | | 12.55 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.59 | | | | | | 140,496 | | | | | | 37 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.49 | | | | | | 0.13• | | | | | | 1.17 | | | | | | 1.30 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 11.72 | | | | | | 12.43 | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.34 | | | | | | 484,284 | | | | | | 37 | | |
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 | | |
| | | | | | | | | 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 S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 10.35 | | | | | | 0.12• | | | | | | 1.16 | | | | | | 1.28 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 11.56 | | | | | | 12.36 | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.20 | | | | | | 392 | | | | | | 37 | | | | ||
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 | | | | ||
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 10.47 | | | | | | 0.11• | | | | | | 1.17 | | | | | | 1.28 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 11.69 | | | | | | 12.26 | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.99 | | | | | | 2,882 | | | | | | 37 | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.50 | | | | | | 0.05 | | | | | | 0.05 | | | | | | 0.00* | | | | | | 501,744 | | | | | | — | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 1.00 | | | | | | (0.00)*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.75 | | | | | | 0.05 | | | | | | 0.05 | | | | | | (0.01) | | | | | | 55 | | | | | | — | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 29.29 | | | | | | 0.07• | | | | | | 4.88 | | | | | | 4.95 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 33.38 | | | | | | 17.03 | | | | | | 1.17 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.43 | | | | | | 970,126 | | | | | | 41 | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 29.90 | | | | | | 0.14• | | | | | | 4.99 | | | | | | 5.13 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 34.17 | | | | | | 17.29 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.88 | | | | | | 2,058,319 | | | | | | 41 | | | | ||
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 | | | |
| | | | | | | | | 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 S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.32 | | | | | | 0.10• | | | | | | 4.90 | | | | | | 5.00 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 33.46 | | | | | | 17.19 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.62 | | | | | | 517,683 | | | | | | 41 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 28.88 | | | | | | 0.08• | | | | | | 4.81 | | | | | | 4.89 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 32.91 | | | | | | 17.07 | | | | | | 1.07 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 0.48 | | | | | | 437 | | | | | | 41 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.19 | | | | | | 0.13• | | | | | | (0.27) | | | | | | (0.14) | | | | | | 0.19 | | | | | | 0.00* | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.86 | | | | | | (1.05) | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.07 | | | | | | 294,916 | | | | | | 70 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.33 | | | | | | 0.17• | | | | | | (0.28) | | | | | | (0.11) | | | | | | 0.22 | | | | | | 0.00* | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.00 | | | | | | (0.78) | | | | | | 0.58 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.57 | | | | | | 1,022,784 | | | | | | 70 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.24 | | | | | | 0.15• | | | | | | (0.27) | | | | | | (0.12) | | | | | | 0.21 | | | | | | 0.00* | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.91 | | | | | | (0.92) | | | | | | 0.83 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.32 | | | | | | 2,036,355 | | | | | | 70 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.19 | | | | | | 0.14• | | | | | | (0.27) | | | | | | (0.13) | | | | | | 0.20 | | | | | | 0.00* | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 12.86 | | | | | | (1.00) | | | | | | 0.98 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.17 | | | | | | 16,978 | | | | | | 70 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.36 | | | | | | (0.05)• | | | | | | 2.44 | | | | | | 2.39 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 19.67 | | | | | | 13.78 | | | | | | 1.51 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.53) | | | | | | 8,325 | | | | | | 63 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.59 | | | | | | (0.00)*• | | | | | | 2.61 | | | | | | 2.61 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.09 | | | | | | 14.06 | | | | | | 1.01 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.03) | | | | | | 372,111 | | | | | | 63 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.60 | | | | | | (0.00)*• | | | | | | 2.61 | | | | | | 2.61 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.10 | | | | | | 14.07 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.02) | | | | | | 15,397 | | | | | | 63 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.99 | | | | | | (0.03)• | | | | | | 2.53 | | | | | | 2.50 | | | | �� | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 20.41 | | | | | | 13.91 | | | | | | 1.26 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.28) | | | | | | 86,881 | | | | | | 63 | | |
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 | | | | $ | 2,065 | | | | | $ | 964,300 | | |
Intermediate Bond | | | | | 319,299 | | | | | | 62,304,862 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 20,272,309 | | | | | $ | 8,783,070 | | |
Intermediate Bond | | | | | 384,268,305 | | | | | | 107,696,438 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 105,136,029 | | | | | $ | 121,947,778 | | |
Global High Dividend Low Volatility | | | | | 226,924,885 | | | | | | 256,296,391 | | |
Growth and Income | | | | | 1,385,364,844 | | | | | | 1,568,755,234 | | |
Intermediate Bond | | | | | 581,813,660 | | | | | | 544,879,001 | | |
Small Company | | | | | 297,931,884 | | | | | | 322,598,524 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 86,158,294 | | | | | $ | 83,133,927 | | |
Intermediate Bond | | | | | 1,825,994,571 | | | | | | 1,955,740,402 | | |
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% | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Government Money Market | | | | $ | — | | | | | $ | 122,934 | | | | | $ | 231,150 | | | | | $ | 354,084 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 7.16% | | |
| | | Intermediate Bond | | | | | 11.78 | | |
| | | Small Company | | | | | 16.08 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.59 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
| | | Global High Dividend Low Volatility | | | | | 19.60 | | |
| | | Government Money Market | | | | | 89.43 | | |
| | | Growth and Income | | | | | 53.65 | | |
| | | Intermediate Bond | | | | | 25.59 | | |
| | | Small Company | | | | | 61.20 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 165,489 | | |
Global High Dividend Low Volatility | | | | | 169,939 | | |
Government Money Market | | | | | 302,066 | | |
Growth and Income | | | | | 688,896 | | |
Intermediate Bond | | | | | 836,978 | | |
Small Company | | | | | 306,407 | | |
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 | | | | | 1.40% | | | | | | 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% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Balanced | | | | $ | — | | | | | $ | 122,934 | | | | | $ | 231,150 | | | | | $ | 354,084 | | |
Intermediate Bond | | | | | 900 | | | | | | 722,047 | | | | | | 1,578,156 | | | | | | 2,301,103 | | |
Small Company | | | | | — | | | | | | — | | | | | | 1,021 | | | | | | 1,021 | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 3,281 | | | | | $ | 8,083 | | | | | $ | 11,364 | | |
Class I | | | | | — | | | | | | 190,129 | | | | | | 396,537 | | | | | | 586,666 | | |
Class S | | | | | — | | | | | | 39,677 | | | | | | 91,275 | | | | | | 130,952 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 6 | | | | | $ | 1,229,500 | | | | | | 1.27% | | |
Global High Dividend Low Volatility | | | | | 1 | | | | | | 556,000 | | | | | | 1.26 | | |
Growth and Income | | | | | 9 | | | | | $ | 8,562,111 | | | | | | 1.27% | | |
Small Company | | | | | 23 | | | | | | 1,455,783 | | | | | | 1.28 | | |
Year or period ended | | | 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) | | ||||||||||||||||||||||||||||||
| # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 107,497 | | | | | | — | | | | | | 723,234 | | | | | | (1,231,865) | | | | | | (401,134) | | | | | | 1,848,543 | | | | | | — | | | | | | 12,106,937 | | | | | | (21,058,818) | | | | | | (7,103,338) | | |
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) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 2,678 | | | | | | — | | | | | | 5,170 | | | | | | (9,014) | | | | | | (1,166) | | | | | | 46,575 | | | | | | — | | | | | | 86,191 | | | | | | (154,590) | | | | | | (21,824) | | |
12/31/2020 | | | | | 20,580 | | | | | | — | | | | | | 9,573 | | | | | | (19,934) | | | | | | 10,219 | | | | | | 280,671 | | | | | | — | | | | | | 126,078 | | | | | | (304,096) | | | | | | 102,653 | | |
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 8,826 | | | | | | — | | | | | | 7,086 | | | | | | (122,253) | | | | | | (106,341) | | | | | | 100,078 | | | | | | — | | | | | | 78,799 | | | | | | (1,360,101) | | | | | | (1,181,224) | | |
12/31/2020 | | | | | 77,076 | | | | | | — | | | | | | 30,013 | | | | | | (244,244) | | | | | | (137,155) | | | | | | 752,065 | | | | | | — | | | | | | 263,498 | | | | | | (2,345,996) | | | | | | (1,330,433) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 212,321 | | | | | | — | | | | | | 83,531 | | | | | | (654,876) | | | | | | (359,024) | | | | | | 2,362,552 | | | | | | — | | | | | | 928,032 | | | | | | (7,245,503) | | | | | | (3,954,919) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 123,452 | | | | | | — | | | | | | 266,428 | | | | | | (3,450,172) | | | | | | (3,060,292) | | | | | | 1,403,521 | | | | | | — | | | | | | 2,973,332 | | | | | | (38,430,029) | | | | | | (34,053,176) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 266 | | | | | | — | | | | | | 207 | | | | | | (770) | | | | | | (297) | | | | | | 2,844 | | | | | | — | | | | | | 2,274 | | | | | | (8,611) | | | | | | (3,493) | | |
12/31/2020 | | | | | 5,033 | | | | | | — | | | | | | 752 | | | | | | (2,502) | | | | | | 3,283 | | | | | | 47,069 | | | | | | — | | | | | | 6,590 | | | | | | (24,262) | | | | | | 29,397 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 12,930 | | | | | | — | | | | | | 1,313 | | | | | | (13,491) | | | | | | 752 | | | | | | 146,272 | | | | | | — | | | | | | 14,627 | | | | | | (149,793) | | | | | | 11,106 | | |
12/31/2020 | | | | | 29,187 | | | | | | — | | | | | | 5,244 | | | | | | (86,581) | | | | | | (52,150) | | | | | | 270,674 | | | | | | — | | | | | | 46,191 | | | | | | (853,521) | | | | | | (536,656) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 29,057,020 | | | | | | — | | | | | | 76,617 | | | | | | (97,335,740) | | | | | | (68,202,103) | | | | | | 29,057,021 | | | | | | — | | | | | | 76,616 | | | | | | (97,335,740) | | | | | | (68,202,103) | | |
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 | | |
Year or period ended | | | 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) | | ||||||||||||||||||||||||||||||
| # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||
Government Money Market (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 4,684 | | | | | | — | | | | | | 8 | | | | | | (303) | | | | | | 4,389 | | | | | | 4,684 | | | | | | — | | | | | | 8 | | | | | | (303) | | | | | | 4,389 | | |
12/31/2020 | | | | | 50,935 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,611 | | | | | | 51,029 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,705 | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 157,420 | | | | | | — | | | | | | 780,669 | | | | | | (2,713,681) | | | | | | (1,775,592) | | | | | | 5,137,681 | | | | | | — | | | | | | 24,833,067 | | | | | | (86,312,984) | | | | | | (56,342,236) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 49,401 | | | | | | — | | | | | | 1,569,264 | | | | | | (3,127,021) | | | | | | (1,508,356) | | | | | | 1,632,749 | | | | | | — | | | | | | 51,063,843 | | | | | | (101,936,202) | | | | | | (49,239,610) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 73,635 | | | | | | — | | | | | | 414,195 | | | | | | (1,471,062) | | | | | | (983,232) | | | | | | 2,340,642 | | | | | | — | | | | | | 13,200,400 | | | | | | (46,650,614) | | | | | | (31,109,572) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 230 | | | | | | — | | | | | | 352 | | | | | | (29) | | | | | | 553 | | | | | | 7,287 | | | | | | — | | | | | | 11,028 | | | | | | (946) | | | | | | 17,369 | | |
12/31/2020 | | | | | 1,276 | | | | | | — | | | | | | 1,309 | | | | | | (504) | | | | | | 2,081 | | | | | | 35,646 | | | | | | — | | | | | | 36,297 | | | | | | (14,200) | | | | | | 57,743 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 703,704 | | | | | | — | | | | | | 345,850 | | | | | | (1,818,294) | | | | | | (768,740) | | | | | | 9,071,291 | | | | | | — | | | | | | 4,443,704 | | | | | | (23,379,003) | | | | | | (9,864,008) | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,696,823 | | | | | | — | | | | | | 1,399,543 | | | | | | (7,555,319) | | | | | | (4,458,953) | | | | | | 22,168,268 | | | | | | — | | | | | | 18,183,724 | | | | | | (98,081,139) | | | | | | (57,729,147) | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,748,107 | | | | | | — | | | | | | 2,553,840 | | | | | | (8,121,359) | | | | | | (3,819,412) | | | | | | 22,496,656 | | | | | | — | | | | | | 32,949,306 | | | | | | (104,924,000) | | | | | | (49,478,038) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 128,336 | | | | | | — | | | | | | 22,667 | | | | | | (446,680) | | | | | | (295,677) | | | | | | 1,658,232 | | | | | | — | | | | | | 291,405 | | | | | | (5,731,234) | | | | | | (3,781,597) | | |
12/31/2020 | | | | | 601,174 | | | | | | — | | | | | | 88,025 | | | | | | (726,972) | | | | | | (37,773) | | | | | | 7,914,116 | | | | | | — | | | | �� | | 1,162,517 | | | | | | (9,573,854) | | | | | | (497,221) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 65,484 | | | | | | — | | | | | | 1,793 | | | | | | (38,720) | | | | | | 28,557 | | | | | | 1,268,545 | | | | | | — | | | | | | 34,073 | | | | | | (761,090) | | | | | | 541,528 | | |
12/31/2020 | | | | | 51,983 | | | | | | — | | | | | | 10,173 | | | | | | (121,718) | | | | | | (59,562) | | | | | | 701,057 | | | | | | — | | | | | | 115,866 | | | | | | (1,719,028) | | | | | | (902,105) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 415,432 | | | | | | — | | | | | | 96,552 | | | | | | (1,536,127) | | | | | | (1,024,143) | | | | | | 8,542,868 | | | | | | — | | | | | | 1,965,799 | | | | | | (31,600,319) | | | | | | (21,091,652) | | |
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) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 251,525 | | | | | | — | | | | | | 4,037 | | | | | | (142,344) | | | | | | 113,218 | | | | | | 5,284,837 | | | | | | — | | | | | | 82,239 | | | | | | (2,789,229) | | | | | | 2,577,847 | | |
12/31/2020 | | | | | 414,831 | | | | | | — | | | | | | 9,295 | | | | | | (139,912) | | | | | | 284,214 | | | | | | 7,085,914 | | | | | | — | | | | | | 113,123 | | | | | | (2,086,431) | | | | | | 5,112,606 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 93,258 | | | | | | — | | | | | | 17,382 | | | | | | (330,098) | | | | | | (219,458) | | | | | | 1,888,041 | | | | | | — | | | | | | 342,592 | | | | | | (6,599,700) | | | | | | (4,369,067) | | |
12/31/2020 | | | | | 226,261 | | | | | | — | | | | | | 128,879 | | | | | | (1,098,470) | | | | | | (743,330) | | | | | | 3,236,538 | | | | | | — | | | | | | 1,519,485 | | | | | | (15,645,213) | | | | | | (10,889,190) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 11,648 | | | | | $ | (11,648) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 7,293 | | | | | | (7,293) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 134,528 | | | | | | (134,528) | | | | | | — | | |
BNP Paribas | | | | | 197,877 | | | | | | (197,877) | | | | | | — | | |
BNP Paribas Prime Brokerage International Ltd. | | | | | 47,019 | | | | | | (47,019) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 28,312 | | | | | | (28,312) | | | | | | — | | |
BofA Securities Inc. | | | | | 75,862 | | | | | | (75,862) | | | | | | — | | |
Citadel Clearing LLC | | | | | 35,981 | | | | | | (35,981) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 81,030 | | | | | | (81,030) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 15,051 | | | | | | (15,051) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 3,266,082 | | | | | | (3,266,082) | | | | | | — | | |
HSBC Bank PLC | | | | | 48,088 | | | | | | (48,088) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 14,334 | | | | | | (14,334) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,291,558 | | | | | | (1,291,558) | | | | | | — | | |
Jefferies LLC | | | | | 1,839,122 | | | | | | (1,839,122) | | | | | | — | | |
JP Morgan Securities, PLC | | | | | 162,096 | | | | | | (162,096) | | | | | | — | | |
Merrill Lynch International | | | | | 76,684 | | | | | | (76,684) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 206,958 | | | | | | (206,958) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 21,585 | | | | | | (21,585) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 112,663 | | | | | | (112,663) | | | | | | — | | |
Natixis Securities America LLC | | | | | 111,256 | | | | | | (111,256) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 189,858 | | | | | | (189,858) | | | | | | — | | |
Societe Generale | | | | | 2,431,768 | | | | | | (2,431,768) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 46,073 | | | | | | (46,073) | | | | | | — | | |
TD Prime Services LLC | | | | | 1,041,662 | | | | | | (1,041,662) | | | | | | — | | |
UBS AG | | | | | 196,266 | | | | | | (196,266) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 3,781,358 | | | | | | (3,781,358) | | | | | | — | | |
Total | | | | $ | 15,472,012 | | | | | $ | (15,472,012) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 165,605 | | | | | $ | (165,605) | | | | | $ | — | | |
BofA Securities Inc. | | | | | 1,434,988 | | | | | | (1,434,988) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 609,955 | | | | | | (609,955) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,283,699 | | | | | | (1,283,699) | | | | | | — | | |
JP Morgan Securities, PLC | | | | | 1,387,454 | | | | | | (1,387,454) | | | | | | — | | |
Merrill Lynch International | | | | | 1,020,518 | | | | | | (1,020,518) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 701,577 | | | | | | (701,577) | | | | | | — | | |
UBS AG | | | | | 1,678,788 | | | | | | (1,678,788) | | | | | | — | | |
Total | | | | $ | 8,282,584 | | | | | $ | (8,282,584) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
State Street Bank and Trust Company | | | | $ | 26,286,780 | | | | | $ | (26,286,780) | | | | | $ | — | | |
Total | | | | $ | 26,286,780 | | | | | $ | (26,286,780) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas | | | | $ | 2,601,821 | | | | | $ | (2,601,821) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 160,539 | | | | | | (160,539) | | | | | | | | |
Deutsche Bank Securities Inc. | | | | | 2,260,372 | | | | | | (2,260,372) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 515,824 | | | | | | (515,824) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 437,047 | | | | | | (437,047) | | | | | | — | | |
Mirae Asset Securities (USA) Inc. | | | | | 139,515 | | | | | | (139,515) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 2,230,960 | | | | | | (2,230,960) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 220,381 | | | | | | (220,381) | | | | | | — | | |
National Bank Financial Inc. | | | | | 24,509 | | | | | | (24,509) | | | | | | — | | |
Societe Generale | | | | | 3,398,248 | | | | | | (3,398,248) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 55,392 | | | | | | (55,392) | | | | | | — | | |
Total | | | | $ | 12,044,608 | | | | | $ | (12,044,608) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 375,128 | | | | | $ | (375,128) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 11,956 | | | | | | (11,956) | | | | | | — | | |
BNP Paribas Prime Brokerage International Ltd. | | | | | 53,161 | | | | | | (53,161) | | | | | | — | | |
BofA Securities Inc. | | | | | 965,662 | | | | | | (965,662) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 226,985 | | | | | | (226,985) | | | | | | — | | |
HSBC Bank PLC | | | | | 685,855 | | | | | | (685,855) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,470,868 | | | | | | (1,470,868) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Bank of Canada Financial Inc. | | | | $ | 135,720 | | | | | $ | (135,720) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 591 | | | | | | (591) | | | | | | — | | |
TD Prime Services LLC | | | | | 9,005 | | | | | | (9,005) | | | | | | — | | |
Total | | | | $ | 3,934,931 | | | | | $ | (3,934,931) | | | | | $ | — | | |
|
| | | 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 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Global High Dividend Low Volatility | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0602 | | | | July 2, 2021 | | | June 30, 2021 | |
Class I | | | NII | | | | $ | 0.0749 | | | | July 2, 2021 | | | June 30, 2021 | |
Class S | | | NII | | | | $ | 0.0675 | | | | July 2, 2021 | | | June 30, 2021 | |
Class S2 | | | NII | | | | $ | 0.0635 | | | | July 2, 2021 | | | June 30, 2021 | |
Class T | | | NII | | | | $ | 0.0576 | | | | July 2, 2021 | | | June 30, 2021 | |
Government Money Market | | |||||||||||||||
All Classes | | | STCG | | | | $ | 0.0000* | | | | August 2, 2021 | | | July 29, 2021 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0324 | | | | August 2, 2021 | | | Daily | |
Class I | | | NII | | | | $ | 0.0383 | | | | August 2, 2021 | | | Daily | |
Class S | | | NII | | | | $ | 0.0353 | | | | August 2, 2021 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0335 | | | | August 2, 2021 | | | Daily | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 40.6% | | |||||||||||||||
| | | Communication Services: 3.6% | | ||||||||||||
1,562 (1) | | | Adevinta ASA | | | | $ | 29,964 | | | | | | 0.0 | | |
1,640 (1) | | | Alphabet, Inc. - Class A | | | | | 4,004,536 | | | | | | 1.0 | | |
10,980 (1) | | | Altice USA, Inc. | | | | | 374,857 | | | | | | 0.1 | | |
35 | | | Cable One, Inc. | | | | | 66,948 | | | | | | 0.0 | | |
1,031 (1) | | | Charter Communications, Inc. | | | | | 743,815 | | | | | | 0.2 | | |
12,848 | | | Comcast Corp. - Class A | | | | | 732,593 | | | | | | 0.2 | | |
15,362 | | | Deutsche Telekom AG | | | | | 324,906 | | | | | | 0.1 | | |
3,723 | | | Electronic Arts, Inc. | | | | | 535,479 | | | | | | 0.2 | | |
8,136 (1) | | | Facebook, Inc. - Class A | | | | | 2,828,969 | | | | | | 0.7 | | |
3,078 | | | Fox Corp. - Class A | | | | | 114,286 | | | | | | 0.0 | | |
332 (2) | | | Iliad SA | | | | | 48,644 | | | | | | 0.0 | | |
9,431 (1) | | | Iridium Communications, Inc. | | | | | 377,146 | | | | | | 0.1 | | |
1,000 | | | Konami Holdings Corp. | | | | | 59,890 | | | | | | 0.0 | | |
1,447 (1) | | | Liberty Media Corp. - Liberty SiriusXM C Tracking Stock | | | | | 67,126 | | | | | | 0.0 | | |
321 (1) | | | Liberty Broadband Corp. - Series C | | | | | 55,745 | | | | | | 0.0 | | |
11,413 (1) | | | Liberty Global PLC - Class A | | | | | 309,977 | | | | | | 0.1 | | |
1,692 (1) | | | NetFlix, Inc. | | | | | 893,731 | | | | | | 0.2 | | |
1,665 | | | New York Times Co. | | | | | 72,511 | | | | | | 0.0 | | |
10,213 | | | News Corp - Class A | | | | | 263,189 | | | | | | 0.1 | | |
395 | | | Nexstar Media Group, Inc. | | | | | 58,413 | | | | | | 0.0 | | |
300 | | | Nintendo Co., Ltd. | | | | | 173,602 | | | | | | 0.1 | | |
181 (1) | | | Pinterest, Inc. | | | | | 14,290 | | | | | | 0.0 | | |
615 (1) | | | Playtika Holding Corp. | | | | | 14,662 | | | | | | 0.0 | | |
1,426 | | | Publicis Groupe | | | | | 91,257 | | | | | | 0.0 | | |
296 (1) | | | Roku, Inc. | | | | | 135,938 | | | | | | 0.1 | | |
167 (1) | | | Sea Ltd. ADR | | | | | 45,858 | | | | | | 0.0 | | |
900 | | | SoftBank Group Corp. | | | | | 62,768 | | | | | | 0.0 | | |
41,896 | | | Spark New Zealand Ltd. | | | | | 140,631 | | | | | | 0.1 | | |
4,141 (2) | | | Tele2 AB | | | | | 56,458 | | | | | | 0.0 | | |
17,842 | | | Telstra Corp., Ltd. | | | | | 50,321 | | | | | | 0.0 | | |
910 | | | Verizon Communications, Inc. | | | | | 50,987 | | | | | | 0.0 | | |
5,377 | | | ViacomCBS, Inc. - Class B | | | | | 243,040 | | | | | | 0.1 | | |
2,643 (2) | | | Vivendi SE | | | | | 88,802 | | | | | | 0.0 | | |
146,319 | | | Vodafone Group PLC | | | | | 245,235 | | | | | | 0.1 | | |
1,461 (1) | | | Walt Disney Co. | | | | | 256,800 | | | | | | 0.1 | | |
6,781 | | | WPP PLC | | | | | 91,664 | | | | | | 0.0 | | |
3,396 (1) | | | Yelp, Inc. | | | | | 135,704 | | | | | | 0.0 | | |
| | | | | | | | 13,860,742 | | | | | | 3.6 | | |
| | |||||||||||||||
| | | Consumer Discretionary: 5.2% | | ||||||||||||
178 | | | Adidas AG | | | | | 66,422 | | | | | | 0.0 | | |
912 (1) | | | Adient plc | | | | | 41,222 | | | | | | 0.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
1,105 (1) | | | Adtalem Global Education, Inc. | | | | $ | 39,382 | | | | | | 0.0 | | |
1,383 (1) | | | Amazon.com, Inc. | | | | | 4,757,741 | | | | | | 1.2 | | |
1,279 (2) | | | American Eagle Outfitters, Inc. | | | | | 48,001 | | | | | | 0.0 | | |
2,032 | | | Aristocrat Leisure Ltd. | | | | | 65,598 | | | | | | 0.0 | | |
3,410 (1) | | | Autonation, Inc. | | | | | 323,302 | | | | | | 0.1 | | |
5,826 | | | Barratt Developments PLC | | | | | 56,097 | | | | | | 0.0 | | |
1,583 | | | Bayerische Motoren Werke AG | | | | | 167,822 | | | | | | 0.1 | | |
3,172 | | | BorgWarner, Inc. | | | | | 153,969 | | | | | | 0.0 | | |
4,720 (1) | | | Boyd Gaming Corp. | | | | | 290,233 | | | | | | 0.1 | | |
587 | | | Brunswick Corp. | | | | | 58,477 | | | | | | 0.0 | | |
1,755 (1) | | | Carmax, Inc. | | | | | 226,658 | | | | | | 0.1 | | |
391 | | | Carter’s, Inc. | | | | | 40,339 | | | | | | 0.0 | | |
516 (1) | | | Carvana Co. | | | | | 155,739 | | | | | | 0.0 | | |
1,145 | | | Cie Generale des Etablissements Michelin SCA | | | | | 182,736 | | | | | | 0.1 | | |
1,529 (1) | | | CROCS, Inc. | | | | | 178,159 | | | | | | 0.1 | | |
2,281 | | | Daimler AG | | | | | 203,827 | | | | | | 0.1 | | |
7,162 | | | Dana, Inc. | | | | | 170,169 | | | | | | 0.1 | | |
1,557 (1) | | | Deckers Outdoor Corp. | | | | | 597,997 | | | | | | 0.2 | | |
2,030 | | | Dick’s Sporting Goods, Inc. | | | | | 203,386 | | | | | | 0.1 | | |
1,612 | | | Electrolux AB | | | | | 44,672 | | | | | | 0.0 | | |
557 (3) | | | Evolution AB | | | | | 88,107 | | | | | | 0.0 | | |
89 (1) | | | Five Below, Inc. | | | | | 17,201 | | | | | | 0.0 | | |
1,378 | | | Foot Locker, Inc. | | | | | 84,926 | | | | | | 0.0 | | |
1,139 (1) | | | Fox Factory Holding Corp. | | | | | 177,297 | | | | | | 0.1 | | |
490 | | | Garmin Ltd. | | | | | 70,874 | | | | | | 0.0 | | |
10,911 | | | Gentex Corp. | | | | | 361,045 | | | | | | 0.1 | | |
131,800 | | | Genting Singapore Ltd. | | | | | 82,094 | | | | | | 0.0 | | |
2,351 (1) | | | Goodyear Tire & Rubber Co. | | | | | 40,320 | | | | | | 0.0 | | |
2,624 | | | H&R Block, Inc. | | | | | 61,612 | | | | | | 0.0 | | |
209 (1) | | | HelloFresh SE | | | | | 20,317 | | | | | | 0.0 | | |
600 | | | Hikari Tsushin, Inc. | | | | | 105,448 | | | | | | 0.0 | | |
696 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 83,952 | | | | | | 0.0 | | |
1,755 | | | Home Depot, Inc. | | | | | 559,652 | | | | | | 0.2 | | |
5,200 | | | Honda Motor Co., Ltd. | | | | | 167,249 | | | | | | 0.1 | | |
6,347 | | | Husqvarna AB - B Shares | | | | | 84,353 | | | | | | 0.0 | | |
800 | | | Iida Group Holdings Co. Ltd. | | | | | 20,578 | | | | | | 0.0 | | |
9,208 | | | JD Sports Fashion PLC | | | | | 117,178 | | | | | | 0.0 | | |
2,032 | | | KB Home | | | | | 82,743 | | | | | | 0.0 | | |
97 | | | Kering SA | | | | | 84,993 | | | | | | 0.0 | | |
3,237 | | | Kingfisher PLC | | | | | 16,337 | | | | | | 0.0 | | |
2,039 | | | Kohl’s Corp. | | | | | 112,369 | | | | | | 0.0 | | |
286 | | | Lear Corp. | | | | | 50,130 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
4,559 | | | Lennar Corp. - Class A | | | | $ | 452,937 | | | | | | 0.1 | | |
898 | | | Lithia Motors, Inc. | | | | | 308,589 | | | | | | 0.1 | | |
8,544 (1) | | | LKQ Corp. | | | | | 420,536 | | | | | | 0.1 | | |
581 | | | Lowe’s Cos, Inc. | | | | | 112,697 | | | | | | 0.0 | | |
480 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 377,594 | | | | | | 0.1 | | |
221 (1) | | | Marriott Vacations Worldwide Corp. | | | | | 35,205 | | | | | | 0.0 | | |
661 (1) | | | Mattel, Inc. | | | | | 13,286 | | | | | | 0.0 | | |
3,746 | | | McDonald’s Corp. | | | | | 865,289 | | | | | | 0.2 | | |
800 (1) | | | Mercari, Inc. | | | | | 42,291 | | | | | | 0.0 | | |
1,523 | | | Nike, Inc. - Class B | | | | | 235,288 | | | | | | 0.1 | | |
4,800 (1) | | | Nissan Motor Co., Ltd. | | | | | 23,912 | | | | | | 0.0 | | |
700 | | | Nitori Co., Ltd. | | | | | 123,618 | | | | | | 0.1 | | |
37 (1) | | | NVR, Inc. | | | | | 184,012 | | | | | | 0.1 | | |
305 (1) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 25,660 | | | | | | 0.0 | | |
553 (1) | | | O’Reilly Automotive, Inc. | | | | | 313,114 | | | | | | 0.1 | | |
2,600 | | | Panasonic Corp. | | | | | 29,938 | | | | | | 0.0 | | |
450 | | | Pandora A/S | | | | | 60,711 | | | | | | 0.0 | | |
198 (1) | | | Penn National Gaming, Inc. | | | | | 15,145 | | | | | | 0.0 | | |
1,798 | | | Persimmon PLC | | | | | 73,653 | | | | | | 0.0 | | |
99 | | | Polaris, Inc. | | | | | 13,559 | | | | | | 0.0 | | |
758 | | | Prosus NV | | | | | 74,259 | | | | | | 0.0 | | |
2,341 | | | Pulte Group, Inc. | | | | | 127,748 | | | | | | 0.0 | | |
5,300 | | | Rakuten Group, Inc. | | | | | 59,843 | | | | | | 0.0 | | |
160 (1) | | | RH | | | | | 108,640 | | | | | | 0.0 | | |
1,889 (1) | | | Scientific Games Corp. | | | | | 146,284 | | | | | | 0.0 | | |
206 | | | SEB SA | | | | | 37,266 | | | | | | 0.0 | | |
6,700 | | | Sekisui House Ltd. | | | | | 137,583 | | | | | | 0.1 | | |
2,968 | | | Service Corp. International | | | | | 159,055 | | | | | | 0.0 | | |
3,000 | | | Sony Group Corp. | | | | | 290,902 | | | | | | 0.1 | | |
2,100 | | | Stanley Electric Co., Ltd. | | | | | 60,672 | | | | | | 0.0 | | |
2,387 | | | Starbucks Corp. | | | | | 266,890 | | | | | | 0.1 | | |
744 | | | Stellantis NV | | | | | 14,637 | | | | | | 0.0 | | |
7,200 | | | Sumitomo Electric Industries Ltd. | | | | | 106,343 | | | | | | 0.0 | | |
5,925 | | | TABCORP Holdings Ltd. | | | | | 22,989 | | | | | | 0.0 | | |
1,837 | | | Target Corp. | | | | | 444,076 | | | | | | 0.1 | | |
4,816 (1) | | | Taylor Morrison Home Corp. | | | | | 127,239 | | | | | | 0.0 | | |
1,310 | | | Tempur Sealy International, Inc. | | | | | 51,339 | | | | | | 0.0 | | |
2,086 (1) | | | Tesla, Inc. | | | | | 1,417,854 | | | | | | 0.4 | | |
604 | | | Thor Industries, Inc. | | | | | 68,252 | | | | | | 0.0 | | |
479 | | | Toll Brothers, Inc. | | | | | 27,691 | | | | | | 0.0 | | |
167 (1) | | | TopBuild Corp. | | | | | 33,029 | | | | | | 0.0 | | |
1,300 | | | Toyota Motor Corp. | | | | | 113,638 | | | | | | 0.0 | | |
1,461 | | | Travel + Leisure Co. | | | | | 86,856 | | | | | | 0.0 | | |
13,529 (1) | | | Tri Pointe Homes, Inc. | | | | | 289,926 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
532 (1) | | | Ulta Beauty, Inc. | | | | $ | 183,950 | | | | | | 0.1 | | |
3,069 | | | Wendy’s Company | | | | | 71,876 | | | | | | 0.0 | | |
6,968 | | | Wesfarmers Ltd. | | | | | 308,913 | | | | | | 0.1 | | |
697 (2) | | | Williams-Sonoma, Inc. | | | | | 111,276 | | | | | | 0.0 | | |
377 | | | Wingstop, Inc. | | | | | 59,427 | | | | | | 0.0 | | |
30,300 | | | Yamada Holdings Co. Ltd. | | | | | 140,111 | | | | | | 0.1 | | |
2,301 (1) | | | YETI Holdings, Inc. | | | | | 211,278 | | | | | | 0.1 | | |
3,967 | | | Yum! Brands, Inc. | | | | | 456,324 | | | | | | 0.1 | | |
| | | | | | | | 20,103,923 | | | | | | 5.2 | | |
| | |||||||||||||||
| | | Consumer Staples: 2.5% | | ||||||||||||
2,200 | | | Ajinomoto Co., Inc. | | | | | 57,155 | | | | | | 0.0 | | |
4,823 (2) | | | Albertsons Cos, Inc. | | | | | 94,820 | | | | | | 0.0 | | |
13,853 | | | Altria Group, Inc. | | | | | 660,511 | | | | | | 0.2 | | |
1,221 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 58,095 | | | | | | 0.0 | | |
23 (1) | | | Boston Beer Co., Inc. | | | | | 23,478 | | | | | | 0.0 | | |
8,384 | | | British American Tobacco PLC | | | | | 325,513 | | | | | | 0.1 | | |
3,784 | | | Coca-Cola Co. | | | | | 204,752 | | | | | | 0.1 | | |
2,525 | | | Coca-Cola HBC AG | | | | | 91,396 | | | | | | 0.0 | | |
2,145 | | | Costco Wholesale Corp. | | | | | 848,712 | | | | | | 0.2 | | |
1,593 (1) | | | Darling Ingredients, Inc. | | | | | 107,528 | | | | | | 0.0 | | |
327 | | | Diageo PLC | | | | | 15,673 | | | | | | 0.0 | | |
2,380 | | | Energizer Holdings, Inc. | | | | | 102,292 | | | | | | 0.0 | | |
1,866 | | | Estee Lauder Cos., Inc. | | | | | 593,537 | | | | | | 0.2 | | |
2,596 | | | Flowers Foods, Inc. | | | | | 62,823 | | | | | | 0.0 | | |
3,081 (1) | | | Herbalife Nutrition Ltd. | | | | | 162,461 | | | | | | 0.0 | | |
272 | | | Hershey Co. | | | | | 47,377 | | | | | | 0.0 | | |
7,776 | | | Imperial Brands PLC | | | | | 167,672 | | | | | | 0.1 | | |
493 | | | Ingredion, Inc. | | | | | 44,617 | | | | | | 0.0 | | |
10,129 | | | J Sainsbury Plc | | | | | 38,124 | | | | | | 0.0 | | |
6,100 (2) | | | Japan Tobacco, Inc. | | | | | 115,280 | | | | | | 0.0 | | |
7,792 | | | Koninklijke Ahold Delhaize NV | | | | | 232,042 | | | | | | 0.1 | | |
2,600 | | | Lawson, Inc. | | | | | 120,423 | | | | | | 0.0 | | |
631 | | | L’Oreal S.A. | | | | | 281,800 | | | | | | 0.1 | | |
8,902 | | | Mondelez International, Inc. | | | | | 555,841 | | | | | | 0.2 | | |
3,956 (1) | | | Monster Beverage Corp. | | | | | 361,381 | | | | | | 0.1 | | |
3,980 | | | Nestle SA | | | | | 496,095 | | | | | | 0.1 | | |
1,114 | | | Nu Skin Enterprises, Inc. | | | | | 63,108 | | | | | | 0.0 | | |
9,632 | | | Orkla ASA | | | | | 98,161 | | | | | | 0.0 | | |
8,407 | | | PepsiCo, Inc. | | | | | 1,245,665 | | | | | | 0.3 | | |
671 | | | Pernod Ricard SA | | | | | 149,138 | | | | | | 0.0 | | |
9,607 | | | Philip Morris International, Inc. | | | | | 952,150 | | | | | | 0.3 | | |
4,000 (2) | | | Pola Orbis Holdings, Inc. | | | | | 105,472 | | | | | | 0.0 | | |
922 (1) | | | Post Holdings, Inc. | | | | | 100,009 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
2,071 | | | Procter & Gamble Co. | | | | $ | 279,440 | | | | | | 0.1 | | |
2,521 | | | Reckitt Benckiser Group PLC | | | | | 222,730 | | | | | | 0.1 | | |
202 | | | Sanderson Farms, Inc. | | | | | 37,970 | | | | | | 0.0 | | |
1,462 (1) | | | Sprouts Farmers Market, Inc. | | | | | 36,331 | | | | | | 0.0 | | |
23,030 | | | Swedish Match AB | | | | | 196,403 | | | | | | 0.1 | | |
1,000 | | | Toyo Suisan Kaisha Ltd. | | | | | 38,542 | | | | | | 0.0 | | |
3,145 | | | Treasury Wine Estates Ltd. | | | | | 27,539 | | | | | | 0.0 | | |
530 | | | Tyson Foods, Inc. | | | | | 39,093 | | | | | | 0.0 | | |
4,432 | | | Unilever PLC | | | | | 259,425 | | | | | | 0.1 | | |
600 | | | Welcia Holdings Co. Ltd. | | | | | 19,619 | | | | | | 0.0 | | |
128,500 (3) | | | WH Group Ltd. | | | | | 115,342 | | | | | | 0.0 | | |
| | | | | | | | 9,855,535 | | | | | | 2.5 | | |
| | |||||||||||||||
| | | Energy: 1.2% | | ||||||||||||
7,323 | | | APA Corp. | | | | | 158,396 | | | | | | 0.1 | | |
32,420 | | | BP PLC | | | | | 142,174 | | | | | | 0.1 | | |
2,026 (1) | | | ChampionX Corp. | | | | | 51,967 | | | | | | 0.0 | | |
598 | | | Chevron Corp. | | | | | 62,635 | | | | | | 0.0 | | |
1,255 | | | Cimarex Energy Co. | | | | | 90,925 | | | | | | 0.0 | | |
8,615 | | | ConocoPhillips | | | | | 524,654 | | | | | | 0.1 | | |
50,200 | | | ENEOS Holdings, Inc. | | | | | 210,378 | | | | | | 0.1 | | |
4,602 | | | ENI S.p.A. | | | | | 56,105 | | | | | | 0.0 | | |
1,089 | | | EOG Resources, Inc. | | | | | 90,866 | | | | | | 0.0 | | |
770 (1) | | | EQT Corp. | | | | | 17,140 | | | | | | 0.0 | | |
15,531 | | | Equitrans Midstream Corp. | | | | | 132,169 | | | | | | 0.0 | | |
7,168 | | | Exxon Mobil Corp. | | | | | 452,157 | | | | | | 0.1 | | |
2,804 | | | Galp Energia SGPS SA | | | | | 30,487 | | | | | | 0.0 | | |
18,012 | | | Halliburton Co. | | | | | 416,437 | | | | | | 0.1 | | |
7,321 | | | Marathon Petroleum Corp. | | | | | 442,335 | | | | | | 0.1 | | |
3,013 | | | Phillips 66 | | | | | 258,576 | | | | | | 0.1 | | |
1,692 | | | Pioneer Natural Resources Co. | | | | | 274,984 | | | | | | 0.1 | | |
8,859 (2) | | | Repsol SA | | | | | 111,292 | | | | | | 0.0 | | |
11,773 | | | Royal Dutch Shell PLC - Class A | | | | | 236,023 | | | | | | 0.1 | | |
6,345 | | | Santos Ltd. | | | | | 33,702 | | | | | | 0.0 | | |
9,533 | | | Targa Resources Corp. | | | | | 423,742 | | | | | | 0.1 | | |
6,131 | | | Tenaris S.A. | | | | | 67,075 | | | | | | 0.0 | | |
561 (1) | | | Thungela Resources Ltd. | | | | | 1,544 | | | | | | 0.0 | | |
767 (2) | | | TotalEnergies SE | | | | | 34,747 | | | | | | 0.0 | | |
6,207 | | | World Fuel Services Corp. | | | | | 196,948 | | | | | | 0.1 | | |
| | | | | | | | 4,517,458 | | | | | | 1.2 | | |
| | |||||||||||||||
| | | Financials: 5.3% | | ||||||||||||
9,495 | | | 3i Group PLC | | | | | 154,093 | | | | | | 0.0 | | |
13,800 | | | AIA Group Ltd. | | | | | 171,197 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
19 (1) | | | Alleghany Corp. | | | | $ | 12,674 | | | | | | 0.0 | | |
1,907 | | | Allstate Corp. | | | | | 248,749 | | | | | | 0.1 | | |
6,209 | | | Ally Financial, Inc. | | | | | 309,457 | | | | | | 0.1 | | |
1,946 | | | Ameriprise Financial, Inc. | | | | | 484,320 | | | | | | 0.1 | | |
20,357 | | | Annaly Capital Management, Inc. | | | | | 180,770 | | | | | | 0.1 | | |
848 | | | Aon PLC | | | | | 202,468 | | | | | | 0.1 | | |
580 | | | ASX Ltd. | | | | | 33,812 | | | | | | 0.0 | | |
1,084 | | | Australia & New Zealand Banking Group Ltd. | | | | | 22,881 | | | | | | 0.0 | | |
2,229 | | | AXA S.A. | | | | | 56,599 | | | | | | 0.0 | | |
8,102 (1) | | | Bank Leumi Le-Israel BM | | | | | 61,565 | | | | | | 0.0 | | |
5,466 | | | Bank of America Corp. | | | | | 225,363 | | | | | | 0.1 | | |
2,607 | | | Bank OZK | | | | | 109,911 | | | | | | 0.0 | | |
85,726 | | | Barclays PLC | | | | | 203,434 | | | | | | 0.1 | | |
7,873 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 2,188,064 | | | | | | 0.6 | | |
1,028 | | | Blackrock, Inc. | | | | | 899,469 | | | | | | 0.2 | | |
4,318 | | | BNP Paribas | | | | | 270,996 | | | | | | 0.1 | | |
23,000 | | | BOC Hong Kong Holdings Ltd. | | | | | 77,954 | | | | | | 0.0 | | |
231 | | | Brown & Brown, Inc. | | | | | 12,275 | | | | | | 0.0 | | |
878 | | | Capital One Financial Corp. | | | | | 135,818 | | | | | | 0.1 | | |
9,294 | | | Citigroup, Inc. | | | | | 657,551 | | | | | | 0.2 | | |
1,396 | | | Citizens Financial Group, Inc. | | | | | 64,035 | | | | | | 0.0 | | |
16,073 | | | CNO Financial Group, Inc. | | | | | 379,644 | | | | | | 0.1 | | |
6,288 | | | CNP Assurances | | | | | 107,169 | | | | | | 0.0 | | |
8,553 (1) | | | Commerzbank AG | | | | | 60,741 | | | | | | 0.0 | | |
628 | | | Commonwealth Bank of Australia | | | | | 47,026 | | | | | | 0.0 | | |
2,987 (1) | | | Deutsche Bank AG | | | | | 38,943 | | | | | | 0.0 | | |
690 | | | Deutsche Boerse AG | | | | | 120,437 | | | | | | 0.0 | | |
36,093 | | | Direct Line Insurance Group PLC | | | | | 142,358 | | | | | | 0.0 | | |
401 | | | East West Bancorp, Inc. | | | | | 28,748 | | | | | | 0.0 | | |
1,671 | | | Essent Group Ltd. | | | | | 75,111 | | | | | | 0.0 | | |
632 | | | Evercore, Inc. | | | | | 88,967 | | | | | | 0.0 | | |
121 | | | Factset Research Systems, Inc. | | | | | 40,609 | | | | | | 0.0 | | |
1,540 | | | Fifth Third Bancorp | | | | | 58,874 | | | | | | 0.0 | | |
6,302 | | | First American Financial Corp. | | | | | 392,930 | | | | | | 0.1 | | |
172 | | | Globe Life, Inc. | | | | | 16,383 | | | | | | 0.0 | | |
2,795 | | | Hancock Whitney Corp. | | | | | 124,210 | | | | | | 0.0 | | |
421 | | | Hannover Rueck SE | | | | | 70,479 | | | | | | 0.0 | | |
3,016 | | | Hanover Insurance Group, Inc. | | | | | 409,090 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
2,700 | | | Hong Kong Exchanges and Clearing Ltd. | | | | $ | 160,730 | | | | | | 0.1 | | |
28,319 | | | HSBC Holdings PLC | | | | | 163,443 | | | | | | 0.1 | | |
10,796 | | | ING Groep NV | | | | | 143,310 | | | | | | 0.0 | | |
1,586 | | | International Bancshares Corp. | | | | | 68,103 | | | | | | 0.0 | | |
66,538 | | | Intesa Sanpaolo SpA | | | | | 184,066 | | | | | | 0.1 | | |
2,537 | | | Janus Henderson Group PLC | | | | | 98,461 | | | | | | 0.0 | | |
866 | | | Jefferies Financial Group, Inc. | | | | | 29,617 | | | | | | 0.0 | | |
13,018 | | | JPMorgan Chase & Co. | | | | | 2,024,820 | | | | | | 0.5 | | |
2,221 | | | Keycorp | | | | | 45,864 | | | | | | 0.0 | | |
3,966 | | | Kinnevik AB | | | | | 158,814 | | | | | | 0.0 | | |
481 | | | London Stock Exchange Group PLC | | | | | 53,155 | | | | | | 0.0 | | |
1,510 | | | LPL Financial Holdings, Inc. | | | | | 203,820 | | | | | | 0.1 | | |
12,508 | | | M&G PLC | | | | | 39,624 | | | | | | 0.0 | | |
2,406 | | | Magellan Financial Group Ltd. | | | | | 97,173 | | | | | | 0.0 | | |
12,418 | | | Medibank Pvt Ltd. | | | | | 29,441 | | | | | | 0.0 | | |
7,354 | | | MGIC Investment Corp. | | | | | 100,014 | | | | | | 0.0 | | |
48,400 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 260,695 | | | | | | 0.1 | | |
563 | | | MSCI, Inc. - Class A | | | | | 300,124 | | | | | | 0.1 | | |
680 | | | Muenchener Rueckversicherungs-Gesellschaft AG | | | | | 186,361 | | | | | | 0.1 | | |
20,927 | | | Natwest Group PLC | | | | | 58,894 | | | | | | 0.0 | | |
3,888 | | | Navient Corp. | | | | | 75,155 | | | | | | 0.0 | | |
1,265 | | | New Residential Investment Corp. | | | | | 13,396 | | | | | | 0.0 | | |
8,497 | | | New York Community Bancorp., Inc. | | | | | 93,637 | | | | | | 0.0 | | |
22,700 | | | Nomura Holdings, Inc. | | | | | 115,531 | | | | | | 0.0 | | |
13,622 | | | Nordea Bank Abp | | | | | 151,693 | | | | | | 0.0 | | |
18,960 | | | Old Republic International Corp. | | | | | 472,294 | | | | | | 0.1 | | |
7,600 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 67,729 | | | | | | 0.0 | | |
1,494 | | | PacWest Bancorp | | | | | 61,493 | | | | | | 0.0 | | |
322 | | | Popular, Inc. | | | | | 24,166 | | | | | | 0.0 | | |
10,470 (3) | | | Poste Italiane SpA | | | | | 138,576 | | | | | | 0.0 | | |
698 | | | Primerica, Inc. | | | | | 106,892 | | | | | | 0.0 | | |
1,012 | | | PROG Holdings, Inc. | | | | | 48,708 | | | | | | 0.0 | | |
227 | | | Prosperity Bancshares, Inc. | | | | | 16,299 | | | | | | 0.0 | | |
25,326 | | | Regions Financial Corp. | | | | | 511,079 | | | | | | 0.1 | | |
219 | | | Reinsurance Group of America, Inc. | | | | | 24,966 | | | | | | 0.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
382 | | | RLI Corp. | | | | $ | 39,953 | | | | | | 0.0 | | |
2,045 | | | S&P Global, Inc. | | | | | 839,370 | | | | | | 0.2 | | |
1,576 | | | SEI Investments Co. | | | | | 97,665 | | | | | | 0.0 | | |
590 | | | Selective Insurance Group | | | | | 47,879 | | | | | | 0.0 | | |
259 | | | Signature Bank | | | | | 63,623 | | | | | | 0.0 | | |
22,051 | | | Standard Chartered PLC | | | | | 140,725 | | | | | | 0.0 | | |
5,384 | | | Stifel Financial Corp. | | | | | 349,206 | | | | | | 0.1 | | |
7,400 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 255,093 | | | | | | 0.1 | | |
6,100 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 194,591 | | | | | | 0.1 | | |
160 | | | Swiss Life Holding AG | | | | | 77,833 | | | | | | 0.0 | | |
11,400 | | | Synchrony Financial | | | | | 553,128 | | | | | | 0.2 | | |
3,108 | | | Synovus Financial Corp. | | | | | 136,379 | | | | | | 0.1 | | |
11,300 | | | T&D Holdings, Inc. | | | | | 146,639 | | | | | | 0.0 | | |
2,000 | | | Tokio Marine Holdings, Inc. | | | | | 92,121 | | | | | | 0.0 | | |
1,878 | | | Tradeweb Markets, Inc. | | | | | 158,804 | | | | | | 0.1 | | |
13,764 | | | UBS Group AG | | | | | 210,826 | | | | | | 0.1 | | |
1,114 | | | UMB Financial Corp. | | | | | 103,669 | | | | | | 0.0 | | |
7,169 | | | Umpqua Holdings Corp. | | | | | 132,268 | | | | | | 0.1 | | |
14,453 | | | UniCredit SpA | | | | | 170,873 | | | | | | 0.1 | | |
4,359 | | | Unum Group | | | | | 123,796 | | | | | | 0.0 | | |
1,899 | | | US Bancorp | | | | | 108,186 | | | | | | 0.0 | | |
937 | | | Washington Federal, Inc. | | | | | 29,778 | | | | | | 0.0 | | |
1,570 | | | Webster Financial Corp. | | | | | 83,744 | | | | | | 0.0 | | |
22,715 | | | Wells Fargo & Co. | | | | | 1,028,762 | | | | | | 0.3 | | |
296 | | | Wintrust Financial Corp. | | | | | 22,386 | | | | | | 0.0 | | |
947 | | | Zions Bancorp NA | | | | | 50,058 | | | | | | 0.0 | | |
458 | | | Zurich Insurance Group AG | | | | | 183,963 | | | | | | 0.1 | | |
| | | | | | | | 20,754,635 | | | | | | 5.3 | | |
| | |||||||||||||||
| | | Health Care: 5.2% | | ||||||||||||
63 (1) | | | 10X Genomics, Inc. | | | | | 12,337 | | | | | | 0.0 | | |
4,458 | | | Abbott Laboratories | | | | | 516,816 | | | | | | 0.1 | | |
1,061 | | | AbbVie, Inc. | | | | | 119,511 | | | | | | 0.0 | | |
4,516 | | | Agilent Technologies, Inc. | | | | | 667,510 | | | | | | 0.2 | | |
1,332 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 244,702 | | | | | | 0.1 | | |
527 (1) | | | Align Technology, Inc. | | | | | 321,997 | | | | | | 0.1 | | |
397 (1) | | | Amedisys, Inc. | | | | | 97,237 | | | | | | 0.0 | | |
2,019 | | | Anthem, Inc. | | | | | 770,854 | | | | | | 0.2 | | |
204 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 16,895 | | | | | | 0.0 | | |
1,401 | | | AstraZeneca PLC | | | | | 168,322 | | | | | | 0.1 | | |
2,351 | | | Bayer AG | | | | | 142,929 | | | | | | 0.0 | | |
746 | | | Becton Dickinson & Co. | | | | | 181,420 | | | | | | 0.1 | | |
352 | | | Bio-Techne Corp. | | | | | 158,491 | | | | | | 0.1 | | |
12,657 | | | Bristol-Myers Squibb Co. | | | | | 845,741 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
1,164 (1) | | | Centene Corp. | | | | $ | 84,891 | | | | | | 0.0 | | |
257 (1) | | | Charles River Laboratories International, Inc. | | | | | 95,069 | | | | | | 0.0 | | |
273 | | | Chemed Corp. | | | | | 129,538 | | | | | | 0.1 | | |
2,087 | | | Cigna Corp. | | | | | 494,765 | | | | | | 0.1 | | |
153 | | | Cochlear Ltd. | | | | | 28,866 | | | | | | 0.0 | | |
1,103 | | | CSL Ltd. | | | | | 235,897 | | | | | | 0.1 | | |
1,781 | | | CVS Health Corp. | | | | | 148,607 | | | | | | 0.1 | | |
800 | | | Daiichi Sankyo Co., Ltd. | | | | | 17,258 | | | | | | 0.0 | | |
138 (1) | | | DexCom, Inc. | | | | | 58,926 | | | | | | 0.0 | | |
167 | | | DiaSorin SpA | | | | | 31,599 | | | | | | 0.0 | | |
4,282 (1) | | | Edwards Lifesciences Corp. | | | | | 443,487 | | | | | | 0.1 | | |
1,000 | | | Eisai Co., Ltd. | | | | | 98,277 | | | | | | 0.0 | | |
561 | | | Eli Lilly & Co. | | | | | 128,761 | | | | | | 0.1 | | |
812 (1) | | | Emergent Biosolutions, Inc. | | | | | 51,148 | | | | | | 0.0 | | |
765 (1) | | | Envista Holdings Corp. | | | | | 33,056 | | | | | | 0.0 | | |
4,483 (1) | | | Exelixis, Inc. | | | | | 81,680 | | | | | | 0.0 | | |
1,235 | | | Fisher & Paykel Healthcare Corp. Ltd. | | | | | 26,867 | | | | | | 0.0 | | |
544 | | | Fresenius SE & Co. KGaA | | | | | 28,391 | | | | | | 0.0 | | |
12,476 | | | GlaxoSmithKline PLC | | | | | 245,267 | | | | | | 0.1 | | |
578 (1) | | | Globus Medical, Inc. | | | | | 44,812 | | | | | | 0.0 | | |
1,692 (1) | | | Halozyme Therapeutics, Inc. | | | | | 76,834 | | | | | | 0.0 | | |
377 (1) | | | HealthEquity, Inc. | | | | | 30,341 | | | | | | 0.0 | | |
3,946 | | | Hikma Pharmaceuticals PLC | | | | | 133,540 | | | | | | 0.0 | | |
557 | | | Hill-Rom Holdings, Inc. | | | | | 63,270 | | | | | | 0.0 | | |
1,600 | | | Hoya Corp. | | | | | 211,633 | | | | | | 0.1 | | |
1,002 | | | Humana, Inc. | | | | | 443,605 | | | | | | 0.1 | | |
5,225 (1) | | | Incyte Corp., Ltd. | | | | | 439,579 | | | | | | 0.1 | | |
1,156 | | | Ipsen SA | | | | | 120,290 | | | | | | 0.0 | | |
1,735 (1) | | | Jazz Pharmaceuticals PLC | | | | | 308,205 | | | | | | 0.1 | | |
8,990 | | | Johnson & Johnson | | | | | 1,481,013 | | | | | | 0.4 | | |
4,158 | | | Koninklijke Philips NV | | | | | 206,378 | | | | | | 0.1 | | |
515 (1) | | | LHC Group, Inc. | | | | | 103,134 | | | | | | 0.0 | | |
103 (1) | | | Ligand Pharmaceuticals, Inc. | | | | | 13,513 | | | | | | 0.0 | | |
455 (1) | | | Masimo Corp. | | | | | 110,315 | | | | | | 0.0 | | |
1,291 | | | McKesson Corp. | | | | | 246,891 | | | | | | 0.1 | | |
3,400 | | | Medipal Holdings Corp. | | | | | 65,003 | | | | | | 0.0 | | |
489 (1) | | | Medpace Holdings, Inc. | | | | | 86,372 | | | | | | 0.0 | | |
9,237 | | | Medtronic PLC | | | | | 1,146,589 | | | | | | 0.3 | | |
15,486 | | | Merck & Co., Inc. | | | | | 1,204,346 | | | | | | 0.3 | | |
414 | | | Merck KGaA | | | | | 79,437 | | | | | | 0.0 | | |
11 (1) | | | Mettler Toledo International, Inc. | | | | | 15,239 | | | | | | 0.0 | | |
861 (1) | | | Molina Healthcare, Inc. | | | | | 217,885 | | | | | | 0.1 | | |
172 (1) | | | Natera, Inc. | | | | | 19,527 | | | | | | 0.0 | | |
307 (1) | | | Neurocrine Biosciences, Inc. | | | | | 29,877 | | | | | | 0.0 | | |
500 | | | Nippon Shinyaku Co., Ltd. | | | | | 39,779 | | | | | | 0.0 | | |
2,403 | | | Novartis AG | | | | | 219,218 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
612 | | | Novo Nordisk A/S | | | | $ | 51,230 | | | | | | 0.0 | | |
837 (1) | | | NuVasive, Inc. | | | | | 56,732 | | | | | | 0.0 | | |
3,000 | | | Olympus Corp. | | | | | 59,673 | | | | | | 0.0 | | |
5,000 (2) | | | Otsuka Holdings Co. Ltd. | | | | | 207,610 | | | | | | 0.1 | | |
2,412 | | | Patterson Cos., Inc. | | | | | 73,301 | | | | | | 0.0 | | |
128 (1) | | | Penumbra, Inc. | | | | | 35,080 | | | | | | 0.0 | | |
497 (1) | | | PRA Health Sciences, Inc. | | | | | 82,109 | | | | | | 0.0 | | |
883 (1) | | | Progyny, Inc. | | | | | 52,097 | | | | | | 0.0 | | |
1,365 (1) | | | Quidel Corp. | | | | | 174,884 | | | | | | 0.1 | | |
732 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 408,851 | | | | | | 0.1 | | |
63 (1) | | | Repligen Corp. | | | | | 12,576 | | | | | | 0.0 | | |
1,398 | | | Roche Holding AG | | | | | 526,820 | | | | | | 0.1 | | |
3,325 | | | Sanofi | | | | | 349,332 | | | | | | 0.1 | | |
2,100 | | | Santen Pharmaceutical Co., Ltd. | | | | | 28,983 | | | | | | 0.0 | | |
63 | | | Sartorius Stedim Biotech | | | | | 29,817 | | | | | | 0.0 | | |
591 | | | Sonova Holding AG - Reg | | | | | 222,603 | | | | | | 0.1 | | |
459 (1) | | | Staar Surgical Co. | | | | | 69,997 | | | | | | 0.0 | | |
81 | | | STERIS Public Ltd. Co. | | | | | 16,710 | | | | | | 0.0 | | |
40 | | | Straumann Holding AG | | | | | 63,802 | | | | | | 0.0 | | |
161 (1) | | | Tandem Diabetes Care, Inc. | | | | | 15,681 | | | | | | 0.0 | | |
665 (1) | | | Tenet Healthcare Corp. | | | | | 44,548 | | | | | | 0.0 | | |
1,967 | | | Thermo Fisher Scientific, Inc. | | | | | 992,292 | | | | | | 0.3 | | |
1,597 | | | UCB S.A. | | | | | 167,256 | | | | | | 0.0 | | |
435 (1) | | | United Therapeutics Corp. | | | | | 78,043 | | | | | | 0.0 | | |
3,913 | | | UnitedHealth Group, Inc. | | | | | 1,566,922 | | | | | | 0.4 | | |
184 (1) | | | Veeva Systems, Inc. | | | | | 57,215 | | | | | | 0.0 | | |
2,199 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 443,384 | | | | | | 0.1 | | |
2,013 | | | Zoetis, Inc. | | | | | 375,143 | | | | | | 0.1 | | |
| | | | | | | | 20,146,428 | | | | | | 5.2 | | |
| | |||||||||||||||
| | | Industrials: 4.5% | | ||||||||||||
970 | | | ACS Actividades de Construccion y Servicios SA | | | | | 26,004 | | | | | | 0.0 | | |
2,268 | | | Acuity Brands, Inc. | | | | | 424,184 | | | | | | 0.1 | | |
323 | | | Adecco Group AG | | | | | 21,978 | | | | | | 0.0 | | |
108 | | | Advanced Drainage Systems, Inc. | | | | | 12,590 | | | | | | 0.0 | | |
1,579 | | | AGCO Corp. | | | | | 205,870 | | | | | | 0.1 | | |
2,300 | | | Allegion Public Ltd. | | | | | 320,390 | | | | | | 0.1 | | |
7,130 | | | Allison Transmission Holdings, Inc. | | | | | 283,346 | | | | | | 0.1 | | |
3,861 | | | Ametek, Inc. | | | | | 515,444 | | | | | | 0.1 | | |
1,325 | | | AO Smith Corp. | | | | | 95,480 | | | | | | 0.0 | | |
35 | | | AP Moller - Maersk A/S - Class B | | | | | 100,762 | | | | | | 0.0 | | |
1,759 (1) | | | ASGN, Inc. | | | | | 170,500 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
1,501 | | | Ashtead Group PLC | | | | $ | 111,567 | | | | | | 0.0 | | |
1,192 | | | Assa Abloy AB | | | | | 35,936 | | | | | | 0.0 | | |
2,483 | | | Atlas Copco AB - A Shares | | | | | 152,477 | | | | | | 0.1 | | |
55,312 | | | Aurizon Holdings Ltd. | | | | | 154,063 | | | | | | 0.1 | | |
199 (1) | | | Avis Budget Group, Inc. | | | | | 15,500 | | | | | | 0.0 | | |
301 (1) | | | Axon Enterprise, Inc. | | | | | 53,217 | | | | | | 0.0 | | |
4,840 | | | BAE Systems PLC | | | | | 34,974 | | | | | | 0.0 | | |
17,274 | | | Brambles Ltd. | | | | | 148,245 | | | | | | 0.1 | | |
288 | | | Brink’s Co. | | | | | 22,130 | | | | | | 0.0 | | |
781 (1) | | | Builders FirstSource, Inc. | | | | | 33,317 | | | | | | 0.0 | | |
360 (1) | | | CACI International, Inc. | | | | | 91,843 | | | | | | 0.0 | | |
1,364 | | | Carlisle Cos., Inc. | | | | | 261,042 | | | | | | 0.1 | | |
3,250 | | | Cie de Saint-Gobain | | | | | 214,486 | | | | | | 0.1 | | |
11,000 | | | CK Hutchison Holdings Ltd. | | | | | 85,633 | | | | | | 0.0 | | |
435 (1) | | | Clarivate PLC | | | | | 11,976 | | | | | | 0.0 | | |
1,922 (1) | | | Clean Harbors, Inc. | | | | | 179,015 | | | | | | 0.1 | | |
7,237 | | | CNH Industrial NV | | | | | 120,045 | | | | | | 0.0 | | |
324 (1) | | | Colfax Corp. | | | | | 14,842 | | | | | | 0.0 | | |
5,736 (1) | | | Copart, Inc. | | | | | 756,177 | | | | | | 0.2 | | |
4,294 (1)(2) | | | CoStar Group, Inc. | | | | | 355,629 | | | | | | 0.1 | | |
2,902 | | | Crane Co. | | | | | 268,058 | | | | | | 0.1 | | |
415 | | | Curtiss-Wright Corp. | | | | | 49,285 | | | | | | 0.0 | | |
6,700 | | | Dai Nippon Printing Co., Ltd. | | | | | 141,782 | | | | | | 0.0 | | |
2,589 | | | Deere & Co. | | | | | 913,166 | | | | | | 0.2 | | |
4,646 | | | Deutsche Post AG | | | | | 316,414 | | | | | | 0.1 | | |
543 (1) | | | Dycom Industries, Inc. | | | | | 40,470 | | | | | | 0.0 | | |
1,313 | | | Eaton Corp. PLC | | | | | 194,560 | | | | | | 0.1 | | |
139 | | | Eiffage SA | | | | | 14,158 | | | | | | 0.0 | | |
2,059 | | | EMCOR Group, Inc. | | | | | 253,648 | | | | | | 0.1 | | |
2,537 | | | Emerson Electric Co. | | | | | 244,161 | | | | | | 0.1 | | |
1,860 | | | EnerSys | | | | | 181,778 | | | | | | 0.1 | | |
3,770 | | | Epiroc AB | | | | | 85,901 | | | | | | 0.0 | | |
300 | | | Fanuc Ltd. | | | | | 71,939 | | | | | | 0.0 | | |
2,266 | | | FedEx Corp. | | | | | 676,016 | | | | | | 0.2 | | |
969 | | | Ferguson PLC | | | | | 134,814 | | | | | | 0.0 | | |
6,838 | | | Fortive Corp. | | | | | 476,882 | | | | | | 0.1 | | |
2,292 | | | Fortune Brands Home & Security, Inc. | | | | | 228,306 | | | | | | 0.1 | | |
1,127 | | | GEA Group AG | | | | | 45,666 | | | | | | 0.0 | | |
66 | | | Geberit AG - Reg | | | | | 49,577 | | | | | | 0.0 | | |
407 (1) | | | Generac Holdings, Inc. | | | | | 168,966 | | | | | | 0.1 | | |
243 | | | Graco, Inc. | | | | | 18,395 | | | | | | 0.0 | | |
397 | | | Heico Corp. - HEI | | | | | 55,350 | | | | | | 0.0 | | |
1,189 | | | Herman Miller, Inc. | | | | | 56,049 | | | | | | 0.0 | | |
400 | | | Hitachi Ltd. | | | | | 22,923 | | | | | | 0.0 | | |
837 | | | Hubbell, Inc. | | | | | 156,385 | | | | | | 0.0 | | |
1,398 (1) | | | IAA, Inc. | | | | | 76,247 | | | | | | 0.0 | | |
335 | | | Intertek Group PLC | | | | | 25,639 | | | | | | 0.0 | | |
1,400 | | | Itochu Corp. | | | | | 40,397 | | | | | | 0.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
3,148 | | | ITT, Inc. | | | | $ | 288,325 | | | | | | 0.1 | | |
2,600 (1) | | | Japan Airlines Co. Ltd. | | | | | 56,299 | | | | | | 0.0 | | |
4,814 | | | Johnson Controls International plc | | | | | 330,385 | | | | | | 0.1 | | |
5,491 | | | KBR, Inc. | | | | | 209,482 | | | | | | 0.1 | | |
5,445 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 247,530 | | | | | | 0.1 | | |
1,940 | | | Legrand S.A. | | | | | 205,607 | | | | | | 0.1 | | |
34 | | | Lennox International, Inc. | | | | | 11,927 | | | | | | 0.0 | | |
4,900 | | | Lixil Corp. | | | | | 126,799 | | | | | | 0.0 | | |
691 | | | Manpowergroup, Inc. | | | | | 82,167 | | | | | | 0.0 | | |
2,639 | | | Masco Corp. | | | | | 155,464 | | | | | | 0.0 | | |
639 (1) | | | Mastec, Inc. | | | | | 67,798 | | | | | | 0.0 | | |
240 (1) | | | Middleby Corp. | | | | | 41,582 | | | | | | 0.0 | | |
2,200 | | | Mitsubishi Corp. | | | | | 60,096 | | | | | | 0.0 | | |
400 (2) | | | Nabtesco Corp. | | | | | 15,091 | | | | | | 0.0 | | |
56 | | | Nordson Corp. | | | | | 12,293 | | | | | | 0.0 | | |
3,214 | | | nVent Electric PLC | | | | | 100,405 | | | | | | 0.0 | | |
558 | | | Old Dominion Freight Line | | | | | 141,620 | | | | | | 0.0 | | |
720 | | | Oshkosh Corp. | | | | | 89,741 | | | | | | 0.0 | | |
3,334 | | | Owens Corning, Inc. | | | | | 326,399 | | | | | | 0.1 | | |
331 | | | Parker Hannifin Corp. | | | | | 101,653 | | | | | | 0.0 | | |
1,149 | | | Pentair PLC | | | | | 77,546 | | | | | | 0.0 | | |
9,534 (1) | | | Qantas Airways Ltd. | | | | | 33,283 | | | | | | 0.0 | | |
2,337 | | | Regal Beloit Corp. | | | | | 312,013 | | | | | | 0.1 | | |
1,304 | | | Rockwell Automation, Inc. | | | | | 372,970 | | | | | | 0.1 | | |
1,100 | | | Roper Technologies, Inc. | | | | | 517,220 | | | | | | 0.1 | | |
4,952 | | | Ryder System, Inc. | | | | | 368,082 | | | | | | 0.1 | | |
7,255 | | | Sandvik AB | | | | | 185,508 | | | | | | 0.1 | | |
2,042 | | | Schneider Electric SE | | | | | 321,909 | | | | | | 0.1 | | |
1,900 | | | Secom Co., Ltd. | | | | | 144,819 | | | | | | 0.0 | | |
1,916 | | | Siemens AG | | | | | 304,219 | | | | | | 0.1 | | |
663 | | | Simpson Manufacturing Co., Inc. | | | | | 73,222 | | | | | | 0.0 | | |
26,300 (1) | | | Singapore Airlines Ltd. | | | | | 94,841 | | | | | | 0.0 | | |
11,000 | | | Singapore Technologies Engineering Ltd. | | | | | 31,740 | | | | | | 0.0 | | |
4,238 | | | SKF AB - B Shares | | | | | 108,019 | | | | | | 0.0 | | |
300 | | | SMC Corp. | | | | | 177,478 | | | | | | 0.1 | | |
1,900 | | | Sohgo Security Services Co., Ltd. | | | | | 86,565 | | | | | | 0.0 | | |
3,500 | | | Sumitomo Corp. | | | | | 46,930 | | | | | | 0.0 | | |
474 (1) | | | Sunrun, Inc. | | | | | 26,440 | | | | | | 0.0 | | |
2,500 | | | Techtronic Industries Co., Ltd. | | | | | 43,567 | | | | | | 0.0 | | |
52 | | | Teleperformance | | | | | 21,117 | | | | | | 0.0 | | |
3,563 | | | Terex Corp. | | | | | 169,670 | | | | | | 0.1 | | |
145 | | | Tetra Tech, Inc. | | | | | 17,696 | | | | | | 0.0 | | |
1,885 | | | Timken Co. | | | | | 151,912 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
127 | | | Toro Co. | | | | $ | 13,955 | | | | | | 0.0 | | |
130 (1) | | | Trex Co., Inc. | | | | | 13,287 | | | | | | 0.0 | | |
2,241 | | | Union Pacific Corp. | | | | | 492,863 | | | | | | 0.1 | | |
211 (1) | | | United Rentals, Inc. | | | | | 67,311 | | | | | | 0.0 | | |
761 (1) | | | Univar Solutions, Inc. | | | | | 18,553 | | | | | | 0.0 | | |
901 | | | Verisk Analytics, Inc. | | | | | 157,423 | | | | | | 0.0 | | |
6,626 (2) | | | Volvo AB - B Shares | | | | | 159,683 | | | | | | 0.1 | | |
633 | | | Wolters Kluwer NV | | | | | 63,625 | | | | | | 0.0 | | |
740 | | | Woodward, Inc. | | | | | 90,931 | | | | | | 0.0 | | |
469 (1) | | | XPO Logistics, Inc. | | | | | 65,608 | | | | | | 0.0 | | |
| | | | | | | | 17,536,262 | | | | | | 4.5 | | |
| | |||||||||||||||
| | | Information Technology: 8.7% | | ||||||||||||
2,069 | | | Accenture PLC | | | | | 609,921 | | | | | | 0.2 | | |
1,369 (1) | | | Adobe, Inc. | | | | | 801,741 | | | | | | 0.2 | | |
2,595 (1) | | | Akamai Technologies, Inc. | | | | | 302,577 | | | | | | 0.1 | | |
369 | | | Alliance Data Systems Corp. | | | | | 38,446 | | | | | | 0.0 | | |
5,415 | | | Amdocs Ltd. | | | | | 418,904 | | | | | | 0.1 | | |
1,745 | | | Amkor Technology, Inc. | | | | | 41,304 | | | | | | 0.0 | | |
40,969 | | | Apple, Inc. | | | | | 5,611,114 | | | | | | 1.4 | | |
5,508 | | | Applied Materials, Inc. | | | | | 784,339 | | | | | | 0.2 | | |
3,538 (1) | | | Arrow Electronics, Inc. | | | | | 402,731 | | | | | | 0.1 | | |
545 | | | ASM International NV | | | | | 179,756 | | | | | | 0.1 | | |
932 | | | ASML Holding NV | | | | | 643,376 | | | | | | 0.2 | | |
201 (1) | | | Avalara, Inc. | | | | | 32,522 | | | | | | 0.0 | | |
11,918 | | | Avnet, Inc. | | | | | 477,673 | | | | | | 0.1 | | |
243 | | | Bechtle AG | | | | | 45,164 | | | | | | 0.0 | | |
971 | | | Brooks Automation, Inc. | | | | | 92,517 | | | | | | 0.0 | | |
1,900 | | | Brother Industries Ltd. | | | | | 37,950 | | | | | | 0.0 | | |
1,538 (1) | | | Cadence Design Systems, Inc. | | | | | 210,429 | | | | | | 0.1 | | |
128 (1) | | | Ceridian HCM Holding, Inc. | | | | | 12,278 | | | | | | 0.0 | | |
1,573 (1) | | | Check Point Software Technologies | | | | | 182,672 | | | | | | 0.1 | | |
1,690 (1) | | | Ciena Corp. | | | | | 96,144 | | | | | | 0.0 | | |
21,665 | | | Cisco Systems, Inc. | | | | | 1,148,245 | | | | | | 0.3 | | |
1,529 | | | Cognex Corp. | | | | | 128,512 | | | | | | 0.0 | | |
5,804 (1) | | | Commvault Systems, Inc. | | | | | 453,699 | | | | | | 0.1 | | |
214 (1) | | | Concentrix Corp. | | | | | 34,411 | | | | | | 0.0 | | |
292 (1) | | | Cree, Inc. | | | | | 28,596 | | | | | | 0.0 | | |
101 | | | Dassault Systemes SE | | | | | 24,512 | | | | | | 0.0 | | |
1,840 (1) | | | Datadog, Inc. | | | | | 191,507 | | | | | | 0.1 | | |
51 (1) | | | DocuSign, Inc. | | | | | 14,258 | | | | | | 0.0 | | |
13,419 (1) | | | Dropbox, Inc. | | | | | 406,730 | | | | | | 0.1 | | |
2,058 (1) | | | DXC Technology Co. | | | | | 80,139 | | | | | | 0.0 | | |
133 (1) | | | Elastic NV | | | | | 19,386 | | | | | | 0.0 | | |
620 (1) | | | EPAM Systems, Inc. | | | | | 316,795 | | | | | | 0.1 | | |
952 (1) | | | F5 Networks, Inc. | | | | | 177,700 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
74 (1) | | | Fair Isaac Corp. | | | | $ | 37,198 | | | | | | 0.0 | | |
11,818 | | | Genpact Ltd. | | | | | 536,892 | | | | | | 0.1 | | |
2,090 (1) | | | GoDaddy, Inc. | | | | | 181,746 | | | | | | 0.1 | | |
341 (1) | | | HubSpot, Inc. | | | | | 198,708 | | | | | | 0.1 | | |
862 (1) | | | II-VI, Inc. | | | | | 62,573 | | | | | | 0.0 | | |
644 | | | Infineon Technologies AG | | | | | 25,904 | | | | | | 0.0 | | |
9,962 | | | Intel Corp. | | | | | 559,267 | | | | | | 0.1 | | |
1,400 | | | Itochu Techno-Solutions Corp. | | | | | 43,310 | | | | | | 0.0 | | |
408 (1) | | | j2 Global, Inc. | | | | | 56,120 | | | | | | 0.0 | | |
3,822 | | | Jabil, Inc. | | | | | 222,135 | | | | | | 0.1 | | |
3,199 (1) | | | Jamf Holding Corp. | | | | | 107,390 | | | | | | 0.0 | | |
200 | | | Keyence Corp. | | | | | 100,725 | | | | | | 0.0 | | |
1,233 | | | KLA Corp. | | | | | 399,751 | | | | | | 0.1 | | |
996 | | | Lam Research Corp. | | | | | 648,097 | | | | | | 0.2 | | |
268 (1) | | | Lumentum Holdings, Inc. | | | | | 21,984 | | | | | | 0.0 | | |
90 (1) | | | Manhattan Associates, Inc. | | | | | 13,036 | | | | | | 0.0 | | |
686 | | | Mastercard, Inc. - Class A | | | | | 250,452 | | | | | | 0.1 | | |
482 | | | MAXIMUS, Inc. | | | | | 42,402 | | | | | | 0.0 | | |
24,305 | | | Microsoft Corp. | | | | | 6,584,225 | | | | | | 1.7 | | |
550 | | | MKS Instruments, Inc. | | | | | 97,872 | | | | | | 0.0 | | |
267 | | | Monolithic Power Systems, Inc. | | | | | 99,711 | | | | | | 0.0 | | |
1,100 | | | Murata Manufacturing Co., Ltd. | | | | | 83,792 | | | | | | 0.0 | | |
5,002 | | | National Instruments Corp. | | | | | 211,485 | | | | | | 0.1 | | |
179 (1) | | | nCino, Inc. | | | | | 10,726 | | | | | | 0.0 | | |
903 (1) | | | NCR Corp. | | | | | 41,186 | | | | | | 0.0 | | |
700 | | | NEC Corp. | | | | | 36,018 | | | | | | 0.0 | | |
529 | | | Nemetschek SE | | | | | 40,493 | | | | | | 0.0 | | |
2,085 | | | NetApp, Inc. | | | | | 170,595 | | | | | | 0.0 | | |
178 (1) | | | Nice Ltd. | | | | | 43,936 | | | | | | 0.0 | | |
1,203 | | | Nvidia Corp. | | | | | 962,520 | | | | | | 0.3 | | |
766 (1) | | | Palo Alto Networks, Inc. | | | | | 284,224 | | | | | | 0.1 | | |
276 (1) | | | Paylocity Holding Corp. | | | | | 52,661 | | | | | | 0.0 | | |
3,629 (1) | | | PayPal Holdings, Inc. | | | | | 1,057,781 | | | | | | 0.3 | | |
18,764 (1) | | | Pure Storage, Inc. - Class A | | | | | 366,461 | | | | | | 0.1 | | |
5,543 | | | Qualcomm, Inc. | | | | | 792,261 | | | | | | 0.2 | | |
1,468 (1) | | | Qualys, Inc. | | | | | 147,813 | | | | | | 0.0 | | |
4,000 | | | Ricoh Co., Ltd. | | | | | 45,024 | | | | | | 0.0 | | |
1,600 | | | Rohm Co., Ltd. | | | | | 147,244 | | | | | | 0.1 | | |
9,341 | | | Sage Group PLC/The | | | | | 88,480 | | | | | | 0.0 | | |
1,271 (1) | | | Salesforce.com, Inc. | | | | | 310,467 | | | | | | 0.1 | | |
1,228 | | | SAP SE | | | | | 172,484 | | | | | | 0.1 | | |
1,250 (1) | | | Semtech Corp. | | | | | 86,000 | | | | | | 0.0 | | |
1,021 (1) | | | ServiceNow, Inc. | | | | | 561,091 | | | | | | 0.1 | | |
80 (1) | | | Silicon Laboratories, Inc. | | | | | 12,260 | | | | | | 0.0 | | |
860 (1)(3) | | | Sinch AB | | | | | 14,471 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
422 (1) | | | SolarEdge Technologies, Inc. | | | | $ | 116,628 | | | | | | 0.0 | | |
5,923 | | | STMicroelectronics NV-STM1 | | | | | 215,399 | | | | | | 0.1 | | |
341 (1)(2) | | | Synaptics, Inc. | | | | | 53,053 | | | | | | 0.0 | | |
3,093 | | | SYNNEX Corp. | | | | | 376,604 | | | | | | 0.1 | | |
1,223 (1) | | | Synopsys, Inc. | | | | | 337,291 | | | | | | 0.1 | | |
200 | | | TDK Corp. | | | | | 24,211 | | | | | | 0.0 | | |
422 (1)(3) | | | TeamViewer AG | | | | | 15,849 | | | | | | 0.0 | | |
1,207 | | | Telefonaktiebolaget LM Ericsson | | | | | 15,177 | | | | | | 0.0 | | |
3,115 | | | Teradyne, Inc. | | | | | 417,285 | | | | | | 0.1 | | |
1,583 | | | Texas Instruments, Inc. | | | | | 304,411 | | | | | | 0.1 | | |
5,000 | | | TIS, Inc. | | | | | 127,606 | | | | | | 0.0 | | |
300 | | | Tokyo Electron Ltd. | | | | | 129,715 | | | | | | 0.0 | | |
2,600 | | | Trend Micro, Inc. | | | | | 136,145 | | | | | | 0.1 | | |
528 | | | Universal Display Corp. | | | | | 117,390 | | | | | | 0.0 | | |
6,700 | | | Venture Corp. Ltd. | | | | | 95,850 | | | | | | 0.0 | | |
1,903 | | | Visa, Inc. - Class A | | | | | 444,959 | | | | | | 0.1 | | |
14,757 | | | Vishay Intertechnology, Inc. | | | | | 332,770 | | | | | | 0.1 | | |
1,580 (1)(2) | | | VMware, Inc. | | | | | 252,753 | | | | | | 0.1 | | |
792 | | | Vontier Corp. | | | | | 25,803 | | | | | | 0.0 | | |
884 | | | WiseTech Global Ltd. | | | | | 21,125 | | | | | | 0.0 | | |
57 (1) | | | Wix.com Ltd. | | | | | 16,546 | | | | | | 0.0 | | |
224 (1) | | | Workday, Inc. | | | | | 53,478 | | | | | | 0.0 | | |
410 (1) | | | Xero Ltd. | | | | | 42,173 | | | | | | 0.0 | | |
658 | | | Xilinx, Inc. | | | | | 95,173 | | | | | | 0.0 | | |
136 (1) | | | Zendesk, Inc. | | | | | 19,630 | | | | | | 0.0 | | |
| | | | | | | | 33,862,043 | | | | | | 8.7 | | |
| | |||||||||||||||
| | | Materials: 1.7% | | ||||||||||||
1,096 | | | Air Liquide SA | | | | | 192,183 | | | | | | 0.1 | | |
5,373 | | | Anglo American PLC | | | | | 213,814 | | | | | | 0.1 | | |
2,995 | | | ArcelorMittal SA | | | | | 92,207 | | | | | | 0.0 | | |
699 | | | Arkema SA | | | | | 87,853 | | | | | | 0.0 | | |
1,300 | | | Asahi Kasei Corp. | | | | | 14,289 | | | | | | 0.0 | | |
648 | | | Ashland Global Holdings, Inc. | | | | | 56,700 | | | | | | 0.0 | | |
600 | | | Avient Corp. | | | | | 29,496 | | | | | | 0.0 | | |
14,470 (1) | | | Axalta Coating Systems Ltd. | | | | | 441,190 | | | | | | 0.1 | | |
690 | | | BASF SE | | | | | 54,468 | | | | | | 0.0 | | |
10,009 | | | BHP Group Ltd. | | | | | 364,131 | | | | | | 0.1 | | |
5,632 | | | Cabot Corp. | | | | | 320,630 | | | | | | 0.1 | | |
1,790 | | | Chemours Co. | | | | | 62,292 | | | | | | 0.0 | | |
1,295 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 27,920 | | | | | | 0.0 | | |
5,168 (2) | | | Commercial Metals Co. | | | | | 158,761 | | | | | | 0.1 | | |
1,136 | | | Compass Minerals International, Inc. | | | | | 67,319 | | | | | | 0.0 | | |
5,053 | | | CRH PLC | | | | | 255,536 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
3,623 | | | Dow, Inc. | | | | $ | 229,263 | | | | | | 0.1 | | |
687 | | | Eagle Materials, Inc. | | | | | 97,630 | | | | | | 0.0 | | |
607 | | | Eastman Chemical Co. | | | | | 70,867 | | | | | | 0.0 | | |
875 | | | Evonik Industries AG | | | | | 29,377 | | | | | | 0.0 | | |
3,200 | | | FMC Corp. | | | | | 346,240 | | | | | | 0.1 | | |
1,578 | | | HeidelbergCement AG | | | | | 135,481 | | | | | | 0.0 | | |
4,219 | | | Holcim Ltd. | | | | | 253,596 | | | | | | 0.1 | | |
12,766 | | | Huntsman Corp. | | | | | 338,554 | | | | | | 0.1 | | |
1,659 | | | International Paper Co. | | | | | 101,713 | | | | | | 0.0 | | |
473 | | | James Hardie Industries SE | | | | | 16,050 | | | | | | 0.0 | | |
4,500 | | | JFE Holdings, Inc. | | | | | 52,794 | | | | | | 0.0 | | |
5,627 | | | Louisiana-Pacific Corp. | | | | | 339,252 | | | | | | 0.1 | | |
765 | | | Minerals Technologies, Inc. | | | | | 60,183 | | | | | | 0.0 | | |
739 | | | Newcrest Mining Ltd. | | | | | 14,014 | | | | | | 0.0 | | |
51 | | | NewMarket Corp. | | | | | 16,421 | | | | | | 0.0 | | |
2,200 | | | Nissan Chemical Corp. | | | | | 107,536 | | | | | | 0.0 | | |
1,500 | | | Nitto Denko Corp. | | | | | 111,706 | | | | | | 0.0 | | |
1,833 | | | Novozymes A/S | | | | | 138,299 | | | | | | 0.1 | | |
458 | | | Olin Corp. | | | | | 21,187 | | | | | | 0.0 | | |
2,682 | | | PPG Industries, Inc. | | | | | 455,323 | | | | | | 0.1 | | |
2,098 | | | Rio Tinto Ltd. | | | | | 198,902 | | | | | | 0.1 | | |
3,525 | | | Royal Gold, Inc. | | | | | 402,203 | | | | | | 0.1 | | |
1,676 | | | RPM International, Inc. | | | | | 148,628 | | | | | | 0.1 | | |
87 | | | Scotts Miracle-Gro Co. | | | | | 16,697 | | | | | | 0.0 | | |
2,324 | | | Smurfit Kappa PLC | | | | | 126,387 | | | | | | 0.0 | | |
6,795 | | | South32 Ltd. - AUD | | | | | 14,901 | | | | | | 0.0 | | |
1,706 | | | Steel Dynamics, Inc. | | | | | 101,678 | | | | | | 0.0 | | |
17,600 | | | Sumitomo Chemical Co., Ltd. | | | | | 93,542 | | | | | | 0.0 | | |
788 | | | Symrise AG | | | | | 109,813 | | | | | | 0.0 | | |
1,200 (2) | | | United States Steel Corp. | | | | | 28,800 | | | | | | 0.0 | | |
2,359 | | | Yara International ASA | | | | | 124,306 | | | | | | 0.0 | | |
| | | | | | | | 6,740,132 | | | | | | 1.7 | | |
| | |||||||||||||||
| | | Real Estate: 1.5% | | ||||||||||||
2,025 | | | American Campus Communities, Inc. | | | | | 94,608 | | | | | | 0.0 | | |
539 | | | American Homes 4 Rent | | | | | 20,940 | | | | | | 0.0 | | |
3,997 | | | Apartment Income REIT Corp. | | | | | 189,578 | | | | | | 0.1 | | |
10,809 | | | Brixmor Property Group, Inc. | | | | | 247,418 | | | | | | 0.1 | | |
97 | | | Camden Property Trust | | | | | 12,869 | | | | | | 0.0 | | |
8,000 | | | CK Asset Holdings Ltd. | | | | | 55,064 | | | | | | 0.0 | | |
7,784 | | | Corporate Office Properties Trust SBI MD | | | | | 217,874 | | | | | | 0.1 | | |
3,200 | | | Daiwa House Industry Co., Ltd. | | | | | 96,219 | | | | | | 0.0 | | |
777 | | | EastGroup Properties, Inc. | | | | | 127,778 | | | | | | 0.0 | | |
357 | | | Equinix, Inc. | | | | | 286,528 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
292 (1) | | | Fastighets AB Balder | | | | $ | 18,305 | | | | | | 0.0 | | |
5,563 | | | First Industrial Realty Trust, Inc. | | | | | 290,556 | | | | | | 0.1 | | |
11,579 | | | Gaming and Leisure Properties, Inc. | | | | | 536,455 | | | | | | 0.1 | | |
11,979 | | | Goodman Group | | | | | 189,576 | | | | | | 0.1 | | |
7,917 | | | GPT Group | | | | | 28,962 | | | | | | 0.0 | | |
6,153 | | | Highwoods Properties, Inc. | | | | | 277,931 | | | | | | 0.1 | | |
10,500 | | | Hongkong Land Holdings Ltd. - HKHGF | | | | | 50,006 | | | | | | 0.0 | | |
2,803 | | | Hudson Pacific Properties, Inc. | | | | | 77,979 | | | | | | 0.0 | | |
14,875 | | | Invitation Homes, Inc. | | | | | 554,689 | | | | | | 0.1 | | |
501 (1) | | | Jones Lang LaSalle, Inc. | | | | | 97,925 | | | | | | 0.0 | | |
720 | | | Lamar Advertising Co. | | | | | 75,182 | | | | | | 0.0 | | |
1,929 | | | Life Storage, Inc. | | | | | 207,078 | | | | | | 0.1 | | |
36,500 | | | Mapletree Logistics Trust | | | | | 55,798 | | | | | | 0.0 | | |
1,152 | | | Medical Properties Trust, Inc. | | | | | 23,155 | | | | | | 0.0 | | |
5,500 | | | Mitsui Fudosan Co., Ltd. | | | | | 127,180 | | | | | | 0.0 | | |
2,127 | | | National Retail Properties, Inc. | | | | | 99,714 | | | | | | 0.0 | | |
1,083 | | | National Storage Affiliates Trust | | | | | 54,757 | | | | | | 0.0 | | |
4,900 | | | Nomura Real Estate Holdings, Inc. | | | | | 124,111 | | | | | | 0.0 | | |
7,035 | | | Omega Healthcare Investors, Inc. | | | | | 255,300 | | | | | | 0.1 | | |
6,711 | ��� | | PotlatchDeltic Corp. | | | | | 356,690 | | | | | | 0.1 | | |
3,124 | | | Sabra Healthcare REIT, Inc. | | | | | 56,857 | | | | | | 0.0 | | |
7,306 | | | Scentre Group | | | | | 14,950 | | | | | | 0.0 | | |
11,035 | | | Segro PLC | | | | | 167,051 | | | | | | 0.1 | | |
6,251 | | | Spirit Realty Capital, Inc. | | | | | 299,048 | | | | | | 0.1 | | |
1,900 | | | Sumitomo Realty & Development Co., Ltd. | | | | | 67,953 | | | | | | 0.0 | | |
163 | | | Sun Communities, Inc. | | | | | 27,938 | | | | | | 0.0 | | |
2,886 | | | Weingarten Realty Investors | | | | | 92,554 | | | | | | 0.0 | | |
12,709 | | | Weyerhaeuser Co. | | | | | 437,444 | | | | | | 0.1 | | |
| | | | | | | | 6,014,020 | | | | | | 1.5 | | |
| | |||||||||||||||
| | | Utilities: 1.2% | | ||||||||||||
1,536 | | | American Water Works Co., Inc. | | | | | 236,744 | | | | | | 0.1 | | |
4,217 | | | Black Hills Corp. | | | | | 276,762 | | | | | | 0.1 | | |
2,044 | | | Brookfield Renewable Corp. | | | | | 85,725 | | | | | | 0.0 | | |
6,481 | | | Electricite de France SA | | | | | 88,570 | | | | | | 0.0 | | |
5,832 (2) | | | Endesa S.A. | | | | | 141,576 | | | | | | 0.0 | | |
21,676 | | | Enel S.p.A. | | | | | 201,432 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,018 | | | Engie SA | | | | $ | 13,959 | | | | | | 0.0 | | |
5,064 | | | Entergy Corp. | | | | | 504,881 | | | | | | 0.1 | | |
235 | | | Essential Utilities, Inc. | | | | | 10,739 | | | | | | 0.0 | | |
9,938 | | | Evergy, Inc. | | | | | 600,553 | | | | | | 0.2 | | |
4,716 | | | MDU Resources Group, Inc. | | | | | 147,799 | | | | | | 0.0 | | |
6,995 | | | National Fuel Gas Co. | | | | | 365,489 | | | | | | 0.1 | | |
4,970 | | | NextEra Energy, Inc. | | | | | 364,202 | | | | | | 0.1 | | |
837 | | | NorthWestern Corp. | | | | | 50,404 | | | | | | 0.0 | | |
10,000 | | | Osaka Gas Co., Ltd. | | | | | 186,589 | | | | | | 0.1 | | |
8,500 | | | Power Assets Holdings Ltd. | | | | | 52,156 | | | | | | 0.0 | | |
5,656 | | | Public Service Enterprise Group, Inc. | | | | | 337,889 | | | | | | 0.1 | | |
5,941 | | | RWE AG | | | | | 215,404 | | | | | | 0.1 | | |
424 | | | Sempra Energy | | | | | 56,172 | | | | | | 0.0 | | |
467 | | | Southwest Gas Holdings, Inc. | | | | | 30,911 | | | | | | 0.0 | | |
673 | | | Spire, Inc. | | | | | 48,638 | | | | | | 0.0 | | |
3,100 | | | Tohoku Electric Power Co., Inc. | | | | | 24,305 | | | | | | 0.0 | | |
4,700 | | | Tokyo Gas Co., Ltd. | | | | | 88,650 | | | | | | 0.0 | | |
10,817 | | | UGI Corp. | | | | | 500,935 | | | | | | 0.1 | | |
2,160 | | | United Utilities Group PLC | | | | | 29,154 | | | | | | 0.0 | | |
| | | | | | | | 4,659,638 | | | | | | 1.2 | | |
| | | Total Common Stock (Cost $123,011,889) | | | | | 158,050,816 | | | | | | 40.6 | | |
| | | | | ||||||||||||
EXCHANGE-TRADED FUNDS: 26.0% | | |||||||||||||||
286,072 | | | iShares Core MSCI Emerging Markets ETF | | | | | 19,163,963 | | | | | | 4.9 | | |
1,304 | | | iShares Core S&P Mid-Cap ETF | | | | | 350,424 | | | | | | 0.1 | | |
5,126 | | | iShares MSCI EAFE ETF | | | | | 404,339 | | | | | | 0.1 | | |
153,023 | | | iShares MSCI Eurozone ETF | | | | | 7,551,685 | | | | | | 1.9 | | |
33,035 (2) | | | iShares Russell 2000 ETF | | | | | 7,577,238 | | | | | | 2.0 | | |
154,310 (2) | | | SPDR S&P 500 ETF Trust | | | | | 66,053,939 | | | | | | 17.0 | | |
| | | Total Exchange-Traded Funds (Cost $77,068,888) | | | | | 101,101,588 | | | | | | 26.0 | | |
| | | | | ||||||||||||
MUTUAL FUNDS: 10.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 10.5% | | ||||||||||||
127,776 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 856,099 | | | | | | 0.2 | | |
183,427 | | | Voya Floating Rate Fund - Class P | | | | | 1,663,680 | | | | | | 0.4 | | |
4,111,643 | | | Voya High Yield Bond Fund - Class P | | | | | 33,345,426 | | | | | | 8.6 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
492,062 | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 4,910,775 | | | | | | 1.3 | | |
| | | Total Mutual Funds (Cost $38,554,702) | | | | | 40,775,980 | | | | | | 10.5 | | |
PREFERRED STOCK: 0.1% | | |||||||||||||||
| | | Consumer Discretionary: 0.1% | | ||||||||||||
684 | | | Porsche AG | | | | | 73,428 | | | | | | 0.0 | | |
361 | | | Volkswagen AG | | | | | 90,514 | | | | | | 0.1 | | |
| | | | | | | | 163,942 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Consumer Staples: 0.0% | | ||||||||||||
1,125 | | | Henkel AG & Co. KGaA | | | | | 118,815 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | Materials: 0.0% | | ||||||||||||
2,544 | | | Fuchs Petrolub AG | | | | | 123,802 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $403,987) | | | | | 406,559 | | | | | | 0.1 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Industrials: 0.0% | | ||||||||||||
970 (1)(2) | | | ACS Actividades de Construccion y Servicios SA | | | | | 1,357 | | | | | | 0.0 | | |
| | | Total Rights (Cost $1,471) | | | | | 1,357 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: 7.1% | | |||||||||||||||
| | | | Basic Materials: 0.1% | | ||||||||||||
| 10,000 (3) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 10,787 | | | | | | 0.0 | | |
| 12,000 (3) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 14,705 | | | | | | 0.0 | | |
| 55,000 | | | Dow Chemical Co., 4.375%, 11/15/2042 | | | | | 65,725 | | | | | | 0.1 | | |
| 34,000 (2) | | | Dow Chemical Co/The, 2.100%, 11/15/2030 | | | | | 33,614 | | | | | | 0.0 | | |
| 40,000 (3) | | | Georgia-Pacific LLC, 0.950%, 05/15/2026 | | | | | 39,381 | | | | | | 0.0 | | |
| 35,000 (3) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 35,804 | | | | | | 0.0 | | |
| 42,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 52,735 | | | | | | 0.0 | | |
| 13,000 (3) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 13,987 | | | | | | 0.0 | | |
| 10,000 (3) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 11,484 | | | | | | 0.0 | | |
| 18,000 | | | Newmont Corp., 2.250%, 10/01/2030 | | | | | 17,967 | | | | | | 0.0 | | |
| 3,000 | | | Newmont Corp., 3.700%, 03/15/2023 | | | | | 3,133 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Basic Materials (continued) | | ||||||||||||
| 15,000 | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | $ | 15,842 | | | | | | 0.0 | | |
| 32,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 31,945 | | | | | | 0.0 | | |
| 21,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 20,978 | | | | | | 0.0 | | |
| 15,000 | | | Steel Dynamics, Inc., 2.400%, 06/15/2025 | | | | | 15,702 | | | | | | 0.0 | | |
| | | | | | | | | 383,789 | | | | | | 0.1 | | |
| | | | Communications: 0.8% | | ||||||||||||
| 79,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 80,380 | | | | | | 0.0 | | |
| 61,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 63,014 | | | | | | 0.0 | | |
| 21,000 | | | Amazon.com, Inc., 3.100%, 05/12/2051 | | | | | 22,088 | | | | | | 0.0 | | |
| 44,000 | | | Amazon.com, Inc., 3.250%, 05/12/2061 | | | | | 46,448 | | | | | | 0.0 | | |
| 137,000 | | | AT&T, Inc., 1.650%, 02/01/2028 | | | | | 136,068 | | | | | | 0.1 | | |
| 50,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 50,537 | | | | | | 0.0 | | |
| 191,000 | | | AT&T, Inc., 2.750%, 06/01/2031 | | | | | 198,740 | | | | | | 0.1 | | |
| 51,000 | | | AT&T, Inc., 3.100%, 02/01/2043 | | | | | 50,074 | | | | | | 0.0 | | |
| 20,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 20,812 | | | | | | 0.0 | | |
| 20,000 (3) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 20,096 | | | | | | 0.0 | | |
| 115,000 (3) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 116,796 | | | | | | 0.1 | | |
| 16,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 18,805 | | | | | | 0.0 | | |
| 35,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 34,437 | | | | | | 0.0 | | |
| 21,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 21,444 | | | | | | 0.0 | | |
| 10,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | | | | | 11,507 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 50,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | $ | 51,771 | | | | | | 0.0 | | |
| 72,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 81,616 | | | | | | 0.0 | | |
| 38,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 40,037 | | | | | | 0.0 | | |
| 60,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 69,143 | | | | | | 0.0 | | |
| 78,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 87,446 | | | | | | 0.0 | | |
| 40,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 47,190 | | | | | | 0.0 | | |
| 25,000 | | | Comcast Corp., 4.600%, 10/15/2038 | | | | | 31,039 | | | | | | 0.0 | | |
| 15,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 21,048 | | | | | | 0.0 | | |
| 27,000 | | | Discovery Communications LLC, 2.950%, 03/20/2023 | | | | | 28,106 | | | | | | 0.0 | | |
| 110,000 | | | Discovery Communications LLC, 4.000%, 09/15/2055 | | | | | 116,645 | | | | | | 0.1 | | |
| 25,000 | | | Discovery Communications LLC, 5.200%, 09/20/2047 | | | | | 31,123 | | | | | | 0.0 | | |
| 45,000 | | | Discovery Communications LLC, 5.300%, 05/15/2049 | | | | | 57,041 | | | | | | 0.0 | | |
| 40,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 40,353 | | | | | | 0.0 | | |
| 9,000 | | | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | | | | | 9,797 | | | | | | 0.0 | | |
| 200,000 (3) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 206,998 | | | | | | 0.1 | | |
| 25,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 32,432 | | | | | | 0.0 | | |
| 143,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 145,565 | | | | | | 0.1 | | |
| 14,000 | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 13,994 | | | | | | 0.0 | | |
| 38,000 | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 38,735 | | | | | | 0.0 | | |
| 309,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 346,466 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 21,000 | | | VeriSign, Inc., 2.700%, 06/15/2031 | | | | $ | 21,361 | | | | | | 0.0 | | |
| 118,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | | 113,766 | | | | | | 0.1 | | |
| 30,000 | | | Verizon Communications, Inc., 2.875%, 11/20/2050 | | | | | 28,570 | | | | | | 0.0 | | |
| 12,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 11,300 | | | | | | 0.0 | | |
| 18,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 19,064 | | | | | | 0.0 | | |
| 75,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 80,239 | | | | | | 0.0 | | |
| 80,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 85,819 | | | | | | 0.0 | | |
| 5,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 5,757 | | | | | | 0.0 | | |
| 80,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 101,483 | | | | | | 0.0 | | |
| 40,000 | | | ViacomCBS, Inc., 5.500%, 05/15/2033 | | | | | 50,842 | | | | | | 0.0 | | |
| 55,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 64,342 | | | | | | 0.0 | | |
| 20,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 26,200 | | | | | | 0.0 | | |
| 8,000 | | | Walt Disney Co/The, 2.000%, 09/01/2029 | | | | | 8,094 | | | | | | 0.0 | | |
| | | | | | | | | 3,004,628 | | | | | | 0.8 | | |
| | | | Consumer, Cyclical: 0.2% | | ||||||||||||
| 29,785 (3) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 33,033 | | | | | | 0.0 | | |
| 3,816 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 3,957 | | | | | | 0.0 | | |
| 8,855 | | | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | | | | | 8,964 | | | | | | 0.0 | | |
| 19,266 | | | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | | | | | 19,111 | | | | | | 0.0 | | |
| 4,188 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 4,270 | | | | | | 0.0 | | |
| 11,261 (3) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 12,162 | | | | | | 0.0 | | |
| 2,502 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 2,650 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 11,825 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | $ | 12,016 | | | | | | 0.0 | | |
| 10,000 (3) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 10,751 | | | | | | 0.0 | | |
| 37,000 (3) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 41,165 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 31,902 | | | | | | 0.0 | | |
| 17,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 20,136 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 26,911 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 28,131 | | | | | | 0.0 | | |
| 18,000 | | | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | | | | | 19,387 | | | | | | 0.0 | | |
| 33,000 (3) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 35,330 | | | | | | 0.0 | | |
| 40,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 42,585 | | | | | | 0.0 | | |
| 43,000 (3) | | | Hyundai Capital America, 2.000%, 06/15/2028 | | | | | 42,705 | | | | | | 0.0 | | |
| 30,000 | | | Lowe’s Cos, Inc., 1.700%, 10/15/2030 | | | | | 28,784 | | | | | | 0.0 | | |
| 21,000 (3) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 23,147 | | | | | | 0.0 | | |
| 27,000 | | | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | | | | | 27,727 | | | | | | 0.0 | | |
| 35,163 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 37,402 | | | | | | 0.0 | | |
| 8,135 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 8,619 | | | | | | 0.0 | | |
| 11,382 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 12,025 | | | | | | 0.0 | | |
| 47,288 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 49,960 | | | | | | 0.1 | | |
| 89,648 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 91,780 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 1,903 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | $ | 2,116 | | | | | | 0.0 | | |
| 19,462 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 20,370 | | | | | | 0.0 | | |
| | | | | | | | | 697,096 | | | | | | 0.2 | | |
| | | | Consumer, Non-cyclical: 1.2% | | ||||||||||||
| 43,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 45,359 | | | | | | 0.0 | | |
| 200,000 | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 215,131 | | | | | | 0.1 | | |
| 12,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 13,957 | | | | | | 0.0 | | |
| 75,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 89,215 | | | | | | 0.1 | | |
| 33,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 40,124 | | | | | | 0.0 | | |
| 71,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 85,630 | | | | | | 0.1 | | |
| 13,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 15,803 | | | | | | 0.0 | | |
| 30,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 37,153 | | | | | | 0.0 | | |
| 42,000 | | | Aetna, Inc., 2.800%, 06/15/2023 | | | | | 43,728 | | | | | | 0.0 | | |
| 70,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 84,030 | | | | | | 0.0 | | |
| 23,000 | | | Aetna, Inc., 6.625%, 06/15/2036 | | | | | 33,613 | | | | | | 0.0 | | |
| 19,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 18,396 | | | | | | 0.0 | | |
| 39,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 37,058 | | | | | | 0.0 | | |
| 25,000 | | | Altria Group, Inc., 4.400%, 02/14/2026 | | | | | 28,300 | | | | | | 0.0 | | |
| 56,000 | | | Altria Group, Inc., 4.450%, 05/06/2050 | | | | | 59,846 | | | | | | 0.0 | | |
| 9,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 10,441 | | | | | | 0.0 | | |
| 20,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 24,741 | | | | | | 0.0 | | |
| 97,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 119,155 | | | | | | 0.1 | | |
| 75,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 95,098 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 15,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | $ | 19,824 | | | | | | 0.0 | | |
| 34,000 | | | Anthem, Inc., 2.875%, 09/15/2029 | | | | | 36,124 | | | | | | 0.0 | | |
| 25,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 26,940 | | | | | | 0.0 | | |
| 50,000 | | | Anthem, Inc., 5.100%, 01/15/2044 | | | | | 66,060 | | | | | | 0.0 | | |
| 23,000 | | | Astrazeneca Finance LLC, 1.200%, 05/28/2026 | | | | | 22,949 | | | | | | 0.0 | | |
| 23,000 | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 23,015 | | | | | | 0.0 | | |
| 26,000 | | | Astrazeneca Finance LLC, 2.250%, 05/28/2031 | | | | | 26,430 | | | | | | 0.0 | | |
| 25,000 | | | AstraZeneca PLC, 1.375%, 08/06/2030 | | | | | 23,678 | | | | | | 0.0 | | |
| 102,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 101,344 | | | | | | 0.1 | | |
| 17,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 16,801 | | | | | | 0.0 | | |
| 17,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 16,644 | | | | | | 0.0 | | |
| 35,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 37,795 | | | | | | 0.0 | | |
| 15,000 | | | Becton Dickinson and Co., 3.363%, 06/06/2024 | | | | | 16,076 | | | | | | 0.0 | | |
| 18,000 | | | Bristol-Myers Squibb Co., 1.450%, 11/13/2030 | | | | | 17,396 | | | | | | 0.0 | | |
| 18,000 | | | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | | | | | 17,256 | | | | | | 0.0 | | |
| 30,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 36,282 | | | | | | 0.0 | | |
| 41,000 | | | Bunge Ltd. Finance Corp., 2.750%, 05/14/2031 | | | | | 41,481 | | | | | | 0.0 | | |
| 48,000 (3) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 56,691 | | | | | | 0.0 | | |
| 19,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 23,690 | | | | | | 0.0 | | |
| 10,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 12,733 | | | | | | 0.0 | | |
| 100,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 129,027 | | | | | | 0.1 | | |
| 40,000 | | | Coca-Cola Co/The, 2.000%, 03/05/2031 | | | | | 40,431 | | | | | | 0.0 | | |
| 72,000 | | | Coca-Cola Co/The, 2.875%, 05/05/2041 | | | | | 74,940 | | | | | | 0.0 | | |
| 30,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 29,134 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 5,522 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 7,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | $ | 8,140 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 6,160 | | | | | | 0.0 | | |
| 135,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 175,674 | | | | | | 0.1 | | |
| 45,000 | | | Dentsply Sirona, Inc., 3.250%, 06/01/2030 | | | | | 48,182 | | | | | | 0.0 | | |
| 12,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | | 12,062 | | | | | | 0.0 | | |
| 36,000 (3) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 38,777 | | | | | | 0.0 | | |
| 25,000 | | | General Mills, Inc., 4.000%, 04/17/2025 | | | | | 27,722 | | | | | | 0.0 | | |
| 14,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 14,007 | | | | | | 0.0 | | |
| 12,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 13,015 | | | | | | 0.0 | | |
| 13,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 15,932 | | | | | | 0.0 | | |
| 39,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 38,659 | | | | | | 0.0 | | |
| 150,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 158,172 | | | | | | 0.1 | | |
| 75,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 80,386 | | | | | | 0.0 | | |
| 27,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 30,426 | | | | | | 0.0 | | |
| 200,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 226,247 | | | | | | 0.1 | | |
| 12,000 | | | HCA, Inc., 5.125%, 06/15/2039 | | | | | 15,030 | | | | | | 0.0 | | |
| 22,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 25,190 | | | | | | 0.0 | | |
| 9,000 | | | HCA, Inc., 5.250%, 06/15/2049 | | | | | 11,494 | | | | | | 0.0 | | |
| 18,000 (3) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 18,296 | | | | | | 0.0 | | |
| 51,000 | | | Hormel Foods Corp., 3.050%, 06/03/2051 | | | | | 52,982 | | | | | | 0.0 | | |
| 80,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 86,225 | | | | | | 0.1 | | |
| 35,000 | | | Humana, Inc., 4.500%, 04/01/2025 | | | | | 39,214 | | | | | | 0.0 | | |
| 30,000 | | | Illumina, Inc., 2.550%, 03/23/2031 | | | | | 30,483 | | | | | | 0.0 | | |
| 15,000 | | | Johnson & Johnson, 0.950%, 09/01/2027 | | | | | 14,734 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 17,000 | | | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | | | | $ | 18,202 | | | | | | 0.0 | | |
| 10,000 | | | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | | | | | 10,695 | | | | | | 0.0 | | |
| 25,000 (3) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 24,507 | | | | | | 0.0 | | |
| 75,000 (3) | | | Mars, Inc., 2.375%, 07/16/2040 | | | | | 72,396 | | | | | | 0.0 | | |
| 42,000 (3) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 52,536 | | | | | | 0.0 | | |
| 32,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 31,550 | | | | | | 0.0 | | |
| 18,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 22,422 | | | | | | 0.0 | | |
| 35,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 43,291 | | | | | | 0.0 | | |
| 21,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | | 22,676 | | | | | | 0.0 | | |
| 59,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 63,950 | | | | | | 0.0 | | |
| 61,000 | | | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | | | | | 57,877 | | | | | | 0.0 | | |
| 52,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 63,771 | | | | | | 0.0 | | |
| 6,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 7,526 | | | | | | 0.0 | | |
| 11,000 (3) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 10,909 | | | | | | 0.0 | | |
| 14,000 (3) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 13,789 | | | | | | 0.0 | | |
| 68,000 (3) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 68,602 | | | | | | 0.0 | | |
| 28,000 (3) | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 27,920 | | | | | | 0.0 | | |
| 28,000 | | | Smith & Nephew PLC, 2.032%, 10/14/2030 | | | | | 27,422 | | | | | | 0.0 | | |
| 14,000 | | | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | | | | | 14,274 | | | | | | 0.0 | | |
| 72,000 | | | STERIS Irish FinCo UnLtd. Co., 3.750%, 03/15/2051 | | | | | 76,600 | | | | | | 0.0 | | |
| 200,000 | | | Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030 | | | | | 198,575 | | | | | | 0.1 | | |
| 20,000 (3) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 20,124 | | | | | | 0.0 | | |
| 23,000 (3) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 23,154 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 17,000 | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | $ | 17,011 | | | | | | 0.0 | | |
| 47,000 | | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | | | | | 48,167 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 19,921 | | | | | | 0.0 | | |
| 47,000 | | | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | | | | | 50,235 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 21,264 | | | | | | 0.0 | | |
| 66,000 (3) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 70,286 | | | | | | 0.0 | | |
| 43,000 (3) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 45,553 | | | | | | 0.0 | | |
| | | | | | | | | 4,447,455 | | | | | | 1.2 | | |
| | | | Energy: 0.8% | | ||||||||||||
| 18,000 (2) | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 17,585 | | | | | | 0.0 | | |
| 15,000 | | | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | | | | | 14,397 | | | | | | 0.0 | | |
| 48,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 50,841 | | | | | | 0.0 | | |
| 75,000 | | | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | | | | | 80,001 | | | | | | 0.1 | | |
| 38,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 38,292 | | | | | | 0.0 | | |
| 28,000 (4) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 30,814 | | | | | | 0.0 | | |
| 8,000 | | | Burlington Resources LLC, 5.950%, 10/15/2036 | | | | | 11,071 | | | | | | 0.0 | | |
| 10,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 14,015 | | | | | | 0.0 | | |
| 30,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 32,798 | | | | | | 0.0 | | |
| 3,000 | | | Chevron USA, Inc., 3.250%, 10/15/2029 | | | | | 3,326 | | | | | | 0.0 | | |
| 28,000 | | | Chevron USA, Inc., 4.950%, 08/15/2047 | | | | | 37,814 | | | | | | 0.0 | | |
| 60,000 | | | Cimarex Energy Co., 3.900%, 05/15/2027 | | | | | 66,207 | | | | | | 0.0 | | |
| 41,000 (3) | | | ConocoPhillips, 2.400%, 02/15/2031 | | | | | 42,004 | | | | | | 0.0 | | |
| 25,000 (3) | | | ConocoPhillips, 3.750%, 10/01/2027 | | | | | 28,122 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 26,000 | | | Diamondback Energy, Inc., 2.875%, 12/01/2024 | | | | $ | 27,479 | | | | | | 0.0 | | |
| 20,000 | | | Diamondback Energy, Inc., 3.125%, 03/24/2031 | | | | | 20,749 | | | | | | 0.0 | | |
| 30,000 | | | Diamondback Energy, Inc., 3.250%, 12/01/2026 | | | | | 32,181 | | | | | | 0.0 | | |
| 55,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 58,928 | | | | | | 0.0 | | |
| 16,000 | | | Diamondback Energy, Inc., 4.400%, 03/24/2051 | | | | | 18,063 | | | | | | 0.0 | | |
| 10,000 | | | Diamondback Energy, Inc., 4.750%, 05/31/2025 | | | | | 11,270 | | | | | | 0.0 | | |
| 200,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 209,626 | | | | | | 0.1 | | |
| 38,000 (4) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 42,465 | | | | | | 0.0 | | |
| 9,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 9,710 | | | | | | 0.0 | | |
| 5,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 5,798 | | | | | | 0.0 | | |
| 43,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 49,737 | | | | | | 0.0 | | |
| 160,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 187,495 | | | | | | 0.1 | | |
| 60,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 74,810 | | | | | | 0.0 | | |
| 25,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 27,285 | | | | | | 0.0 | | |
| 50,000 (4) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 49,098 | | | | | | 0.0 | | |
| 11,000 | | | EOG Resources, Inc., 4.950%, 04/15/2050 | | | | | 14,674 | | | | | | 0.0 | | |
| 10,000 | | | Exxon Mobil Corp., 4.227%, 03/19/2040 | | | | | 11,953 | | | | | | 0.0 | | |
| 46,000 (3) | | | Flex Intermediate Holdco LLC, 3.363%, 06/30/2031 | | | | | 46,659 | | | | | | 0.0 | | |
| 2,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 2,109 | | | | | | 0.0 | | |
| 2,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 2,212 | | | | | | 0.0 | | |
| 109,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 136,250 | | | | | | 0.1 | | |
| 200,000 (3) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/ 2025 | | | | | 224,506 | | | | | | 0.1 | | |
| 18,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 23,341 | | | | | | 0.0 | | |
| 23,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 25,958 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 35,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | $ | 41,543 | | | | | | 0.0 | | |
| 25,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 30,098 | | | | | | 0.0 | | |
| 20,000 | | | MPLX L.P., 1.750%, 03/01/2026 | | | | | 20,227 | | | | | | 0.0 | | |
| 14,000 | | | MPLX L.P., 2.650%, 08/15/2030 | | | | | 14,143 | | | | | | 0.0 | | |
| 9,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 10,483 | | | | | | 0.0 | | |
| 11,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 13,574 | | | | | | 0.0 | | |
| 21,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 25,710 | | | | | | 0.0 | | |
| 25,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 32,431 | | | | | | 0.0 | | |
| 16,000 (3) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | | 16,464 | | | | | | 0.0 | | |
| 19,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 24,527 | | | | | | 0.0 | | |
| 24,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 31,686 | | | | | | 0.0 | | |
| 10,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 10,291 | | | | | | 0.0 | | |
| 200,000 (3) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 210,250 | | | | | | 0.1 | | |
| 200,000 | | | Petroleos Mexicanos, 6.500%, 03/13/2027 | | | | | 211,350 | | | | | | 0.1 | | |
| 10,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 10,014 | | | | | | 0.0 | | |
| 41,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 43,216 | | | | | | 0.0 | | |
| 25,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 28,081 | | | | | | 0.0 | | |
| 50,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 55,976 | | | | | | 0.0 | | |
| 73,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 79,512 | | | | | | 0.0 | | |
| 4,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042 | | | | | 4,493 | | | | | | 0.0 | | |
| 15,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 16,950 | | | | | | 0.0 | | |
| 16,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 18,496 | | | | | | 0.0 | | |
| 46,000 (3) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 47,140 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 19,000 (3) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | $ | 20,462 | | | | | | 0.0 | | |
| 125,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 135,730 | | | | | | 0.1 | | |
| 25,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 29,783 | | | | | | 0.0 | | |
| 30,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 30,606 | | | | | | 0.0 | | |
| 33,000 | | | TotalEnergies Capital International SA, 3.127%, 05/29/2050 | | | | | 33,525 | | | | | | 0.0 | | |
| 9,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 9,753 | | | | | | 0.0 | | |
| 16,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 16,977 | | | | | | 0.0 | | |
| 30,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 33,238 | | | | | | 0.0 | | |
| 19,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 24,132 | | | | | | 0.0 | | |
| 23,000 | | | Williams Partners L.P., 3.600%, 03/15/2022 | | | | | 23,388 | | | | | | 0.0 | | |
| 21,000 | | | Williams Partners L.P., 3.750%, 06/15/2027 | | | | | 23,346 | | | | | | 0.0 | | |
| | | | | | | | | 3,157,238 | | | | | | 0.8 | | |
| | | | Financial: 2.5% | | ||||||||||||
| 43,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 41,937 | | | | | | 0.0 | | |
| 23,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2031 | | | | | 22,734 | | | | | | 0.0 | | |
| 7,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2051 | | | | | 6,857 | | | | | | 0.0 | | |
| 13,000 | | | American International Group, Inc., 3.875%, 01/15/2035 | | | | | 14,753 | | | | | | 0.0 | | |
| 29,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 32,376 | | | | | | 0.0 | | |
| 10,000 | | | American International Group, Inc., 4.375%, 01/15/2055 | | | | | 12,166 | | | | | | 0.0 | | |
| 33,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 40,112 | | | | | | 0.0 | | |
| 17,000 | | | American International Group, Inc., 4.800%, 07/10/2045 | | | | | 21,321 | | | | | | 0.0 | | |
| 39,000 | | | Arthur J Gallagher & Co., 3.500%, 05/20/2051 | | | | | 40,916 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 49,000 | | | Assurant, Inc., 2.650%, 01/15/2032 | | | | $ | 48,973 | | | | | | 0.0 | | |
| 43,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 46,645 | | | | | | 0.0 | | |
| 40,000 (3) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 41,694 | | | | | | 0.0 | | |
| 25,000 (3) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 26,654 | | | | | | 0.0 | | |
| 8,000 (3) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 8,385 | | | | | | 0.0 | | |
| 6,000 (3) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 6,439 | | | | | | 0.0 | | |
| 32,000 (3) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 36,199 | | | | | | 0.0 | | |
| 14,000 (3) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 13,954 | | | | | | 0.0 | | |
| 41,000 (3) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 40,592 | | | | | | 0.0 | | |
| 9,000 (3) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 9,272 | | | | | | 0.0 | | |
| 200,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 210,852 | | | | | | 0.1 | | |
| 63,000 (4) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 62,988 | | | | | | 0.0 | | |
| 36,000 (4) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 35,696 | | | | | | 0.0 | | |
| 61,000 (4) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 61,502 | | | | | | 0.0 | | |
| 112,000 (4) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 108,985 | | | | | | 0.0 | | |
| 26,000 (4) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 25,365 | | | | | | 0.0 | | |
| 49,000 (4) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 49,444 | | | | | | 0.0 | | |
| 105,000 (4) | | | Bank of America Corp., 2.496%, 02/13/2031 | | | | | 107,318 | | | | | | 0.0 | | |
| 53,000 (4) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 51,515 | | | | | | 0.0 | | |
| 37,000 (4) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 38,090 | | | | | | 0.0 | | |
| 60,000 (4) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 66,117 | | | | | | 0.0 | | |
| 20,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 21,965 | | | | | | 0.0 | | |
| 18,000 (4) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 20,312 | | | | | | 0.0 | | |
| 40,000 (4) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 46,768 | | | | | | 0.0 | | |
| 13,000 (4) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 15,566 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 79,000 | | | Bank of America Corp., 4.125%, 01/22/2024 | | | | $ | 86,045 | | | | | | 0.0 | | |
| 103,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 115,459 | | | | | | 0.0 | | |
| 75,000 (4) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 86,228 | | | | | | 0.0 | | |
| 50,000 (4) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 55,184 | | | | | | 0.0 | | |
| 25,000 | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 26,077 | | | | | | 0.0 | | |
| 21,000 | | | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | | | | | 22,507 | | | | | | 0.0 | | |
| 34,000 (4) | | | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | | | | | 37,400 | | | | | | 0.0 | | |
| 200,000 (4) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 200,803 | | | | | | 0.1 | | |
| 17,000 | | | Berkshire Hathaway Finance Corp., 1.450%, 10/15/2030 | | | | | 16,624 | | | | | | 0.0 | | |
| 11,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 11,003 | | | | | | 0.0 | | |
| 29,000 | | | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | | | | | 36,096 | | | | | | 0.0 | | |
| 200,000 (3)(4) | | | BNP Paribas SA, 1.323%, 01/13/2027 | | | | | 197,723 | | | | | | 0.1 | | |
| 200,000 (3)(4) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 206,263 | | | | | | 0.1 | | |
| 22,000 | | | Boston Properties L.P., 3.250%, 01/30/2031 | | | | | 23,589 | | | | | | 0.0 | | |
| 206,000 (3) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 228,176 | | | | | | 0.1 | | |
| 35,000 | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 36,576 | | | | | | 0.0 | | |
| 15,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 16,669 | | | | | | 0.0 | | |
| 22,000 | | | Capital One Financial Corp., 3.750%, 03/09/2027 | | | | | 24,470 | | | | | | 0.0 | | |
| 33,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 33,454 | | | | | | 0.0 | | |
| 30,000 | | | Charles Schwab Corp./ The, 1.650%, 03/11/2031 | | | | | 29,148 | | | | | | 0.0 | | |
| 16,000 | | | Charles Schwab Corp./ The, 2.000%, 03/20/2028 | | | | | 16,427 | | | | | | 0.0 | | |
| 20,000 (4) | | | Charles Schwab Corp./ The, 5.375%, 12/31/2199 | | | | | 22,156 | | | | | | 0.0 | | |
| 28,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 29,319 | | | | | | 0.0 | | |
| 21,000 (4) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 20,934 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 20,000 (4) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | $ | 20,428 | | | | | | 0.0 | | |
| 35,000 (4) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 35,653 | | | | | | 0.0 | | |
| 45,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 52,445 | | | | | | 0.0 | | |
| 9,000 | | | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | | | | | 9,497 | | | | | | 0.0 | | |
| 5,000 | | | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | | | | | 5,391 | | | | | | 0.0 | | |
| 260,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 290,524 | | | | | | 0.1 | | |
| 250,000 (3)(4) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 256,111 | | | | | | 0.1 | | |
| 14,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 13,686 | | | | | | 0.0 | | |
| 200,000 (3)(4) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 200,388 | | | | | | 0.1 | | |
| 12,000 (3) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 11,830 | | | | | | 0.0 | | |
| 17,000 | | | ERP Operating L.P., 2.500%, 02/15/2030 | | | | | 17,618 | | | | | | 0.0 | | |
| 50,000 | | | Essex Portfolio L.P., 3.250%, 05/01/2023 | | | | | 52,187 | | | | | | 0.0 | | |
| 200,000 (3) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 206,744 | | | | | | 0.1 | | |
| 18,000 | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 20,991 | | | | | | 0.0 | | |
| 40,000 (4) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 39,904 | | | | | | 0.0 | | |
| 43,000 (4) | | | Goldman Sachs Group, Inc./The, 1.542%, 09/10/2027 | | | | | 42,932 | | | | | | 0.0 | | |
| 35,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 39,153 | | | | | | 0.0 | | |
| 46,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | | 61,673 | | | | | | 0.0 | | |
| 17,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 24,793 | | | | | | 0.0 | | |
| 30,000 (3) | | | Guardian Life Global Funding, 1.250%, 11/19/2027 | | | | | 29,291 | | | | | | 0.0 | | |
| 16,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 21,891 | | | | | | 0.0 | | |
| 200,000 (4) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 205,679 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 200,000 (4) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | $ | 210,017 | | | | | | 0.1 | | |
| 200,000 (4) | | | HSBC Holdings PLC, 3.262%, 03/13/2023 | | | | | 204,064 | | | | | | 0.1 | | |
| 24,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 22,919 | | | | | | 0.0 | | |
| 23,000 | | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | | | | | 22,745 | | | | | | 0.0 | | |
| 55,000 (4) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 55,089 | | | | | | 0.0 | | |
| 27,000 (4) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 26,571 | | | | | | 0.0 | | |
| 66,000 (4) | | | JPMorgan Chase & Co., 1.953%, 02/04/2032 | | | | | 64,149 | | | | | | 0.0 | | |
| 55,000 (4) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 55,486 | | | | | | 0.0 | | |
| 33,000 (4) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 33,815 | | | | | | 0.0 | | |
| 182,000 (4) | | | JPMorgan Chase & Co., 2.522%, 04/22/2031 | | | | | 187,438 | | | | | | 0.1 | | |
| 31,000 (4) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 29,612 | | | | | | 0.0 | | |
| 101,000 (4) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 103,729 | | | | | | 0.0 | | |
| 121,000 (4) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 126,091 | | | | | | 0.1 | | |
| 31,000 (4) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 33,148 | | | | | | 0.0 | | |
| 70,000 (4) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 74,603 | | | | | | 0.0 | | |
| 15,000 (4) | | | JPMorgan Chase & Co., 4.493%, 03/24/2031 | | | | | 17,780 | | | | | | 0.0 | | |
| 21,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 22,677 | | | | | | 0.0 | | |
| 4,000 (3) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 4,469 | | | | | | 0.0 | | |
| 200,000 (3) | | | LSEGA Financing PLC, 3.200%, 04/06/2041 | | | | | 209,986 | | | | | | 0.1 | | |
| 44,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 45,254 | | | | | | 0.0 | | |
| 30,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 32,666 | | | | | | 0.0 | | |
| 200,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 207,390 | | | | | | 0.1 | | |
| 200,000 (4) | | | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | | | | | 207,118 | | | | | | 0.1 | | |
| 147,000 (4) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 148,104 | | | | | | 0.1 | | |
| 51,000 (4) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 49,048 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 34,000 (4) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | $ | 35,318 | | | | | | 0.0 | | |
| 32,000 (4) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 31,441 | | | | | | 0.0 | | |
| 75,000 (4) | | | Morgan Stanley, 3.622%, 04/01/2031 | | | | | 83,797 | | | | | | 0.0 | | |
| 112,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 125,263 | | | | | | 0.1 | | |
| 100,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 111,311 | | | | | | 0.0 | | |
| 40,000 (4) | | | Morgan Stanley, 4.457%, 04/22/2039 | | | | | 49,540 | | | | | | 0.0 | | |
| 250,000 (3)(4) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 271,155 | | | | | | 0.1 | | |
| 200,000 (4) | | | Natwest Group PLC, 3.073%, 05/22/2028 | | | | | 211,195 | | | | | | 0.1 | | |
| 55,000 (3) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 58,418 | | | | | | 0.0 | | |
| 25,000 | | | Northern Trust Corp., 1.950%, 05/01/2030 | | | | | 25,242 | | | | | | 0.0 | | |
| 43,000 (3) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 43,083 | | | | | | 0.0 | | |
| 28,000 (3) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 30,875 | | | | | | 0.0 | | |
| 29,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 30,935 | | | | | | 0.0 | | |
| 150,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 161,788 | | | | | | 0.1 | | |
| 58,000 | | | Owl Rock Capital Corp., 4.250%, 01/15/2026 | | | | | 62,729 | | | | | | 0.0 | | |
| 38,000 (3) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 41,824 | | | | | | 0.0 | | |
| 40,000 (3) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 40,101 | | | | | | 0.0 | | |
| 23,000 | | | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | | | | | 23,398 | | | | | | 0.0 | | |
| 30,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 32,361 | | | | | | 0.0 | | |
| 39,000 | | | Public Storage, 0.875%, 02/15/2026 | | | | | 38,699 | | | | | | 0.0 | | |
| 23,000 | | | Regency Centers L.P., 2.950%, 09/15/2029 | | | | | 24,246 | | | | | | 0.0 | | |
| 25,000 | | | Regency Centers L.P., 3.700%, 06/15/2030 | | | | | 27,701 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 20,000 | | | Retail Properties of America, Inc., 4.750%, 09/15/2030 | | | | $ | 22,204 | | | | | | 0.0 | | |
| 40,000 (3) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 43,762 | | | | | | 0.0 | | |
| 27,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 26,876 | | | | | | 0.0 | | |
| 200,000 (2)(3)(4) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 198,408 | | | | | | 0.1 | | |
| 200,000 (3)(4) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 200,828 | | | | | | 0.1 | | |
| 34,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | | | | | 33,216 | | | | | | 0.0 | | |
| 8,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | | | | | 8,643 | | | | | | 0.0 | | |
| 25,000 (3) | | | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | | | | | 25,849 | | | | | | 0.0 | | |
| 19,000 | | | Travelers Cos, Inc./The, 3.050%, 06/08/2051 | | | | | 20,127 | | | | | | 0.0 | | |
| 35,000 (4) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 34,979 | | | | | | 0.0 | | |
| 46,000 (2)(4) | | | Truist Financial Corp., 1.887%, 06/07/2029 | | | | | 46,184 | | | | | | 0.0 | | |
| 25,000 (4) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 28,156 | | | | | | 0.0 | | |
| 30,000 | | | Unum Group, 4.125%, 06/15/2051 | | | | | 30,397 | | | | | | 0.0 | | |
| 7,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 9,295 | | | | | | 0.0 | | |
| 45,000 | | | VEREIT Operating Partnership L.P., 2.200%, 06/15/2028 | | | | | 45,734 | | | | | | 0.0 | | |
| 36,000 (4) | | | Wells Fargo & Co., 2.393%, 06/02/2028 | | | | | 37,360 | | | | | | 0.0 | | |
| 101,000 (4) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 105,721 | | | | | | 0.0 | | |
| 21,000 (4) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 21,581 | | | | | | 0.0 | | |
| 120,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 129,097 | | | | | | 0.1 | | |
| 28,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 35,506 | | | | | | 0.0 | | |
| 43,000 | | | Westpac Banking Corp., 2.150%, 06/03/2031 | | | | | 43,502 | | | | | | 0.0 | | |
| 15,000 | | | Westpac Banking Corp., 2.350%, 02/19/2025 | | | | | 15,785 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 33,000 | | | Westpac Banking Corp., 2.963%, 11/16/2040 | | | | $ | 32,503 | | | | | | 0.0 | | |
| 20,000 | | | WP Carey, Inc., 2.400%, 02/01/2031 | | | | | 19,935 | | | | | | 0.0 | | |
| 71,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 79,736 | | | | | | 0.0 | | |
| 22,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 29,936 | | | | | | 0.0 | | |
| | | | | | | | | 9,751,309 | | | | | | 2.5 | | |
| | | | Industrial: 0.2% | | ||||||||||||
| 14,000 | | | Avnet, Inc., 3.000%, 05/15/2031 | | | | | 13,969 | | | | | | 0.0 | | |
| 27,000 (3) | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 27,057 | | | | | | 0.0 | | |
| 40,000 (3) | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 39,704 | | | | | | 0.0 | | |
| 22,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 23,348 | | | | | | 0.0 | | |
| 11,000 | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 11,843 | | | | | | 0.0 | | |
| 9,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 9,267 | | | | | | 0.0 | | |
| 35,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 39,234 | | | | | | 0.0 | | |
| 27,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 36,419 | | | | | | 0.0 | | |
| 45,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 52,943 | | | | | | 0.0 | | |
| 18,000 | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 18,677 | | | | | | 0.0 | | |
| 25,000 (3) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 26,281 | | | | | | 0.0 | | |
| 51,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 58,636 | | | | | | 0.0 | | |
| 20,000 | | | GATX Corp., 4.000%, 06/30/2030 | | | | | 22,582 | | | | | | 0.0 | | |
| 14,000 | | | General Electric Co., 3.625%, 05/01/2030 | | | | | 15,625 | | | | | | 0.0 | | |
| 16,000 (3) | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 15,939 | | | | | | 0.0 | | |
| 16,000 (3) | | | GXO Logistics, Inc., 2.650%, 07/15/2031 | | | | | 15,891 | | | | | | 0.0 | | |
| 42,000 | | | Norfolk Southern Corp., 3.650%, 08/01/2025 | | | | | 46,121 | | | | | | 0.0 | | |
| 13,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 14,298 | | | | | | 0.0 | | |
| 7,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 7,466 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Industrial (continued) | | ||||||||||||
| 24,000 (3) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | $ | 23,789 | | | | | | 0.0 | | |
| 40,000 (3) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 40,302 | | | | | | 0.0 | | |
| 56,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 59,592 | | | | | | 0.0 | | |
| 2,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 2,124 | | | | | | 0.0 | | |
| 4,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 4,854 | | | | | | 0.0 | | |
| 51,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 63,586 | | | | | | 0.1 | | |
| 5,000 | | | Raytheon Technologies Corp., 5.400%, 05/01/2035 | | | | | 6,619 | | | | | | 0.0 | | |
| 6,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | | 8,572 | | | | | | 0.0 | | |
| 22,000 | | | Republic Services, Inc., 1.450%, 02/15/2031 | | | | | 20,642 | | | | | | 0.0 | | |
| 20,000 | | | Republic Services, Inc., 1.750%, 02/15/2032 | | | | | 19,048 | | | | | | 0.0 | | |
| 99,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 99,309 | | | | | | 0.1 | | |
| 35,000 | | | Union Pacific Corp., 3.550%, 05/20/2061 | | | | | 37,754 | | | | | | 0.0 | | |
| 17,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 16,103 | | | | | | 0.0 | | |
| 25,000 | | | WRKCo, Inc., 3.000%, 06/15/2033 | | | | | 26,219 | | | | | | 0.0 | | |
| | | | | | | | | 923,813 | | | | | | 0.2 | | |
| | | | Technology: 0.4% | | ||||||||||||
| 10,000 | | | Analog Devices, Inc., 3.500%, 12/05/2026 | | | | | 11,108 | | | | | | 0.0 | | |
| 39,000 | | | Apple, Inc., 1.650%, 02/08/2031 | | | | | 38,431 | | | | | | 0.0 | | |
| 35,000 | | | Apple, Inc., 2.650%, 05/11/2050 | | | | | 34,445 | | | | | | 0.0 | | |
| 65,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 63,677 | | | | | | 0.0 | | |
| 140,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 136,757 | | | | | | 0.1 | | |
| 70,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 82,868 | | | | | | 0.0 | | |
| 35,000 | | | Apple, Inc., 3.750%, 11/13/2047 | | | | | 41,067 | | | | | | 0.0 | | |
| 20,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 19,764 | | | | | | 0.0 | | |
| 25,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 30,027 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 20,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | $ | 21,107 | | | | | | 0.0 | | |
| 85,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | | 93,613 | | | | | | 0.0 | | |
| 32,000 (3) | | | HP, Inc., 1.450%, 06/17/2026 | | | | | 31,800 | | | | | | 0.0 | | |
| 45,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 46,980 | | | | | | 0.0 | | |
| 15,000 (3) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 15,180 | | | | | | 0.0 | | |
| 15,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 15,373 | | | | | | 0.0 | | |
| 30,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 31,997 | | | | | | 0.0 | | |
| 75,000 | | | Intel Corp., 4.600%, 03/25/2040 | | | | | 95,163 | | | | | | 0.1 | | |
| 20,000 | | | Intel Corp., 4.950%, 03/25/2060 | | | | | 28,309 | | | | | | 0.0 | | |
| 100,000 | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 110,073 | | | | | | 0.1 | | |
| 37,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 38,557 | | | | | | 0.0 | | |
| 50,000 | | | Microsoft Corp., 2.400%, 08/08/2026 | | | | | 53,334 | | | | | | 0.0 | | |
| 93,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 98,873 | | | | | | 0.1 | | |
| 17,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 17,491 | | | | | | 0.0 | | |
| 62,000 | | | NVIDIA Corp., 1.550%, 06/15/2028 | | | | | 61,808 | | | | | | 0.0 | | |
| 60,000 | | | NVIDIA Corp., 2.000%, 06/15/2031 | | | | | 60,143 | | | | | | 0.0 | | |
| 31,000 (3) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 36,194 | | | | | | 0.0 | | |
| 20,000 (3) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 21,860 | | | | | | 0.0 | | |
| 24,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 25,488 | | | | | | 0.0 | | |
| 6,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 6,610 | | | | | | 0.0 | | |
| 20,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 21,856 | | | | | | 0.0 | | |
| 17,000 | | | Roper Technologies, Inc., 1.400%, 09/15/2027 | | | | | 16,736 | | | | | | 0.0 | | |
| 41,000 | | | salesforce.com, Inc., 1.950%, 07/15/2031 | | | | | 41,099 | | | | | | 0.0 | | |
| 31,000 | | | salesforce.com, Inc., 2.700%, 07/15/2041 | | | | | 31,246 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 22,000 | | | salesforce.com, Inc., 2.900%, 07/15/2051 | | | | $ | 22,325 | | | | | | 0.0 | | |
| 35,000 | | | salesforce.com, Inc., 3.050%, 07/15/2061 | | | | | 35,667 | | | | | | 0.0 | | |
| | | | | | | | | 1,537,026 | | | | | | 0.4 | | |
| | | | Utilities: 0.9% | | ||||||||||||
| 52,000 | | | AEP Texas, Inc., 3.450%, 01/15/2050 | | | | | 53,978 | | | | | | 0.0 | | |
| 32,000 (3) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 35,057 | | | | | | 0.0 | | |
| 21,000 (3) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 20,804 | | | | | | 0.0 | | |
| 16,000 (3) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 17,546 | | | | | | 0.0 | | |
| 20,000 | | | Alabama Power Co., 3.450%, 10/01/2049 | | | | | 21,777 | | | | | | 0.0 | | |
| 74,000 (3) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 78,433 | | | | | | 0.1 | | |
| 50,000 (3) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 64,277 | | | | | | 0.1 | | |
| 50,000 (3) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 51,203 | | | | | | 0.0 | | |
| 23,000 | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 23,803 | | | | | | 0.0 | | |
| 14,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 15,487 | | | | | | 0.0 | | |
| 55,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 59,113 | | | | | | 0.0 | | |
| 30,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 30,325 | | | | | | 0.0 | | |
| 20,000 | | | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | | | | | 21,012 | | | | | | 0.0 | | |
| 26,000 | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 25,009 | | | | | | 0.0 | | |
| 25,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 25,491 | | | | | | 0.0 | | |
| 15,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 16,000 | | | | | | 0.0 | | |
| 40,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 43,005 | | | | | | 0.0 | | |
| 8,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 9,329 | | | | | | 0.0 | | |
| 25,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 28,121 | | | | | | 0.0 | | |
| 39,000 (3) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 41,757 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 26,000 (4) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | $ | 26,482 | | | | | | 0.0 | | |
| 53,000 (4) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 59,194 | | | | | | 0.0 | | |
| 13,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 15,089 | | | | | | 0.0 | | |
| 34,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | | 38,572 | | | | | | 0.0 | | |
| 13,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 16,507 | | | | | | 0.0 | | |
| 35,000 (4) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 37,275 | | | | | | 0.0 | | |
| 12,000 | | | DTE Electric Co., 1.900%, 04/01/2028 | | | | | 12,194 | | | | | | 0.0 | | |
| 13,000 | | | DTE Electric Co., 2.950%, 03/01/2050 | | | | | 13,343 | | | | | | 0.0 | | |
| 12,000 | | | DTE Electric Co., 3.250%, 04/01/2051 | | | | | 13,038 | | | | | | 0.0 | | |
| 47,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 47,009 | | | | | | 0.0 | | |
| 12,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 12,470 | | | | | | 0.0 | | |
| 15,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 17,730 | | | | | | 0.0 | | |
| 15,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 15,975 | | | | | | 0.0 | | |
| 195,000 | | | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | | | | | 189,304 | | | | | | 0.1 | | |
| 25,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 26,521 | | | | | | 0.0 | | |
| 13,000 | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | | 13,071 | | | | | | 0.0 | | |
| 109,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 123,640 | | | | | | 0.1 | | |
| 45,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 53,015 | | | | | | 0.0 | | |
| 5,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 6,041 | | | | | | 0.0 | | |
| 17,000 (3) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 16,736 | | | | | | 0.0 | | |
| 24,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 22,814 | | | | | | 0.0 | | |
| 32,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 31,975 | | | | | | 0.0 | | |
| 13,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 13,555 | | | | | | 0.0 | | |
| 9,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 11,053 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 73,000 | | | Entergy Mississippi LLC, 3.100%, 07/01/2023 | | | | $ | 75,964 | | | | | | 0.1 | | |
| 19,000 | | | Entergy Mississippi LLC, 3.500%, 06/01/2051 | | | | | 20,864 | | | | | | 0.0 | | |
| 33,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 37,279 | | | | | | 0.0 | | |
| 18,000 | | | Evergy Metro, Inc., 2.250%, 06/01/2030 | | | | | 18,348 | | | | | | 0.0 | | |
| 23,000 | | | Eversource Energy, 3.450%, 01/15/2050 | | | | | 24,289 | | | | | | 0.0 | | |
| 5,000 | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 5,701 | | | | | | 0.0 | | |
| 10,000 | | | Exelon Corp., 4.700%, 04/15/2050 | | | | | 12,660 | | | | | | 0.0 | | |
| 57,000 | | | FirstEnergy Corp., 3.350%, 07/15/2022 | | | | | 57,958 | | | | | | 0.0 | | |
| 25,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 26,034 | | | | | | 0.0 | | |
| 33,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 35,756 | | | | | | 0.0 | | |
| 44,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 46,206 | | | | | | 0.0 | | |
| 20,000 | | | Interstate Power and Light Co., 2.300%, 06/01/2030 | | | | | 20,322 | | | | | | 0.0 | | |
| 80,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 86,126 | | | | | | 0.1 | | |
| 12,000 | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 13,512 | | | | | | 0.0 | | |
| 14,000 (3) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 14,243 | | | | | | 0.0 | | |
| 50,000 (3) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 55,385 | | | | | | 0.0 | | |
| 50,000 (3) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 54,445 | | | | | | 0.0 | | |
| 25,000 | | | Kentucky Utilities Co., 3.300%, 06/01/2050 | | | | | 26,490 | | | | | | 0.0 | | |
| 12,000 (3) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 12,727 | | | | | | 0.0 | | |
| 30,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 35,517 | | | | | | 0.0 | | |
| 20,000 (3) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 22,075 | | | | | | 0.0 | | |
| 15,000 (3) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 16,453 | | | | | | 0.0 | | |
| 44,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 45,454 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 43,000 (4) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | $ | 45,032 | | | | | | 0.0 | | |
| 23,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 23,284 | | | | | | 0.0 | | |
| 29,000 | | | NiSource, Inc., 3.600%, 05/01/2030 | | | | | 32,150 | | | | | | 0.0 | | |
| 20,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 28,126 | | | | | | 0.0 | | |
| 20,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 21,203 | | | | | | 0.0 | | |
| 59,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 59,043 | | | | | | 0.0 | | |
| 13,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 12,421 | | | | | | 0.0 | | |
| 28,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 26,982 | | | | | | 0.0 | | |
| 17,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 16,877 | | | | | | 0.0 | | |
| 10,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 12,174 | | | | | | 0.0 | | |
| 200,000 (2) | | | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | | | | | 217,150 | | | | | | 0.1 | | |
| 15,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 15,502 | | | | | | 0.0 | | |
| 75,000 | | | PPL Electric Utilities Corp., 4.125%, 06/15/2044 | | | | | 89,460 | | | | | | 0.1 | | |
| 17,000 | | | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | | | | | 16,133 | | | | | | 0.0 | | |
| 50,000 | | | Sempra Energy, 3.800%, 02/01/2038 | | | | | 55,656 | | | | | | 0.0 | | |
| 24,000 (4) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 26,100 | | | | | | 0.0 | | |
| 68,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | | 72,343 | | | | | | 0.1 | | |
| 41,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 43,464 | | | | | | 0.0 | | |
| 5,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 5,043 | | | | | | 0.0 | | |
| 6,000 | | | Southern California Edison Co., 4.050%, 03/15/2042 | | | | | 6,471 | | | | | | 0.0 | | |
| 40,000 | | | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | | | | | 55,275 | | | | | | 0.0 | | |
| 60,000 (4) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 60,459 | | | | | | 0.0 | | |
| 35,000 (4) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 37,100 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 36,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | $ | 36,468 | | | | | | 0.0 | | |
| 14,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 17,032 | | | | | | 0.0 | | |
| 25,000 | | | Tucson Electric Power Co., 1.500%, 08/01/2030 | | | | | 23,783 | | | | | | 0.0 | | |
| 17,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 19,684 | | | | | | 0.0 | | |
| 28,000 | | | Virginia Electric and Power Co., 3.450%, 09/01/2022 | | | | | 28,788 | | | | | | 0.0 | | |
| 36,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 40,515 | | | | | | 0.0 | | |
| 31,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 30,312 | | | | | | 0.0 | | |
| 23,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 23,093 | | | | | | 0.0 | | |
| 26,000 | | | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | | | | | 29,479 | | | | | | 0.0 | | |
| | | | | | | | | 3,504,540 | | | | | | 0.9 | | |
| | | | Total Corporate Bonds/Notes (Cost $26,308,948) | | | | | 27,406,894 | | | | | | 7.1 | | |
| | | | | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.0% | | |||||||||||||||
| 77,416 | | | Alternative Loan Trust 2004-J7 MI, 1.112%, (US0001M + 1.020%), 10/25/2034 | | | | | 76,163 | | | | | | 0.0 | | |
| 58,961 | | | Alternative Loan Trust 2005-10CB 1A1, 0.592%, (US0001M + 0.500%), 05/25/2035 | | | | | 48,196 | | | | | | 0.0 | | |
| 48,926 | | | Alternative Loan Trust 2005-51 3A2A, 1.406%, (12MTA + 1.290%), 11/20/2035 | | | | | 46,109 | | | | | | 0.0 | | |
| 47,792 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 43,879 | | | | | | 0.0 | | |
| 98,604 | | | Alternative Loan Trust 2005-J2 1A12, 0.492%, (US0001M + 0.400%), 04/25/2035 | | | | | 82,546 | | | | | | 0.0 | | |
| 16,603 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 11,232 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 91,456 | | | Alternative Loan Trust 2006-19CB A12, 0.492%, (US0001M + 0.400%), 08/25/2036 | | | | $ | 48,111 | | | | | | 0.0 | | |
| 66,855 | | | Alternative Loan Trust 2006-HY11 A1, 0.332%, (US0001M + 0.120%), 06/25/2036 | | | | | 64,893 | | | | | | 0.0 | | |
| 26,425 | | | Alternative Loan Trust 2007-23CB A3, 0.592%, (US0001M + 0.500%), 09/25/2037 | | | | | 11,457 | | | | | | 0.0 | | |
| 120,475 | | | Alternative Loan Trust 2007-2CB 2A1, 0.692%, (US0001M + 0.600%), 03/25/2037 | | | | | 59,110 | | | | | | 0.0 | | |
| 30,064 (4) | | | Bear Stearns ALT-A Trust 2005-7 21A1, 2.816%, 09/25/2035 | | | | | 28,053 | | | | | | 0.0 | | |
| 51,574 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.282%, (US0001M + 0.190%), 01/25/2037 | | | | | 48,126 | | | | | | 0.0 | | |
| 65,361 (4) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.775%, 03/25/2036 | | | | | 57,854 | | | | | | 0.0 | | |
| 38,063 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.234%, 09/25/2037 | | | | | 37,678 | | | | | | 0.0 | | |
| 419,875 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 455,927 | | | | | | 0.1 | | |
| 416,814 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 484,870 | | | | | | 0.1 | | |
| 79,365 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | | | 81,103 | | | | | | 0.0 | | |
| 73,685 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650%), 09/25/2029 | | | | | 76,423 | | | | | | 0.0 | | |
| 178,272 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.092%, (US0001M + 3.000%), 10/25/2029 | | | | | 183,999 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 169,688 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.942%, (US0001M + 2.850%), 11/25/2029 | | | | $ | 174,071 | | | | | | 0.1 | | |
| 61,064 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.892%, (US0001M + 2.800%), 02/25/2030 | | | | | 62,502 | | | | | | 0.0 | | |
| 361,160 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.642%, (US0001M + 2.550%), 12/25/2030 | | | | | 368,016 | | | | | | 0.1 | | |
| 166,434 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.092%, (US0001M + 2.000%), 03/25/2031 | | | | | 167,875 | | | | | | 0.1 | | |
| 62,705 (3) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.392%, (US0001M + 2.300%), 08/25/2031 | | | | | 63,182 | | | | | | 0.0 | | |
| 156,812 (3) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.142%, (US0001M + 2.050%), 01/25/2040 | | | | | 157,623 | | | | | | 0.1 | | |
| 212,180 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 237,730 | | | | | | 0.1 | | |
| 199,100 (4) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.538%, 02/25/2049 | | | | | 228,765 | | | | | | 0.1 | | |
| 139,777 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 148,761 | | | | | | 0.1 | | |
| 143,871 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 160,397 | | | | | | 0.1 | | |
| 294,313 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 318,882 | | | | | | 0.1 | | |
| 78,372 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 89,156 | | | | | | 0.0 | | |
| 214,171 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 220,753 | | | | | | 0.1 | | |
| 600,000 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 646,691 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 79,853 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | $ | 83,112 | | | | | | 0.0 | | |
| 92,499 (3)(4) | | | Flagstar Mortgage Trust 2018-1 B2, 4.004%, 03/25/2048 | | | | | 96,353 | | | | | | 0.0 | | |
| 92,499 (3)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.004%, 03/25/2048 | | | | | 95,622 | | | | | | 0.0 | | |
| 306,021 (3)(4) | | | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 08/25/2050 | | | | | 309,078 | | | | | | 0.1 | | |
| 251,390 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 328,817 | | | | | | 0.1 | | |
| 66,531 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 74,630 | | | | | | 0.0 | | |
| 56,895 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 65,428 | | | | | | 0.0 | | |
| 13,680 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 16,047 | | | | | | 0.0 | | |
| 40,602 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 46,253 | | | | | | 0.0 | | |
| 128,890 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 147,977 | | | | | | 0.0 | | |
| 50,630 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 58,818 | | | | | | 0.0 | | |
| 46,206 (4) | | | Freddie Mac REMIC Trust 3524 LA, 5.332%, 03/15/2033 | | | | | 51,415 | | | | | | 0.0 | | |
| 47,760 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 54,697 | | | | | | 0.0 | | |
| 8,997 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 10,038 | | | | | | 0.0 | | |
| 239,672 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 257,334 | | | | | | 0.1 | | |
| 540,219 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 607,855 | | | | | | 0.2 | | |
| 540,219 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 613,702 | | | | | | 0.2 | | |
| 253,994 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 265,024 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 5,942 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | $ | 6,023 | | | | | | 0.0 | | |
| 250,000 (3) | | | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.018%, (SOFR30A + 2.000%), 12/25/2050 | | | | | 252,972 | | | | | | 0.1 | | |
| 200,000 (3) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.192%, (US0001M + 3.100%), 03/25/2050 | | | | | 203,371 | | | | | | 0.1 | | |
| 132,482 (3) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.692%, (US0001M + 3.600%), 07/25/2050 | | | | | 134,221 | | | | | | 0.0 | | |
| 143,449 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.442%, (US0001M + 2.350%), 04/25/2030 | | | | | 146,830 | | | | | | 0.0 | | |
| 77,646 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.392%, (US0001M + 2.300%), 09/25/2030 | | | | | 78,852 | | | | | | 0.0 | | |
| 391,623 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 400,797 | | | | | | 0.1 | | |
| 41,375 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 46,682 | | | | | | 0.0 | | |
| 288,979 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 315,945 | | | | | | 0.1 | | |
| 13,641 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 15,015 | | | | | | 0.0 | | |
| 37,805 (3)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 38,307 | | | | | | 0.0 | | |
| 115,091 (3)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 116,419 | | | | | | 0.0 | | |
| 200,000 (3)(4) | | | GS Mortgage-Backed Securities Trust 2021-PJ6 A12, 2.500%, 11/25/2051 | | | | | 203,380 | | | | | | 0.1 | | |
| 35,161 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.952%, (US0001M + 0.860%), 08/25/2029 | | | | | 34,704 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 34,583 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.512%, (US0001M + 0.420%), 04/25/2046 | | | | $ | 32,887 | | | | | | 0.0 | | |
| 400,000 (3)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | | | | | 407,775 | | | | | | 0.1 | | |
| 333,740 (3)(4) | | | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | | | | 337,485 | | | | | | 0.1 | | |
| 37,856 | | | Lehman XS Trust Series 2005-5N 1A2, 0.452%, (US0001M + 0.360%), 11/25/2035 | | | | | 35,667 | | | | | | 0.0 | | |
| 100,000 (3) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.206%, (US0001M + 1.100%), 02/25/2055 | | | | | 100,346 | | | | | | 0.0 | | |
| 47,293 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 36,613 | | | | | | 0.0 | | |
| 10,557 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 10,080 | | | | | | 0.0 | | |
| 20,217 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.514%, 10/25/2036 | | | | | 19,709 | | | | | | 0.0 | | |
| 55,958 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.112%, (US0001M + 0.510%), 08/25/2045 | | | | | 55,953 | | | | | | 0.0 | | |
| 28,493 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.072%, (US0001M + 0.490%), 10/25/2045 | | | | | 28,304 | | | | | | 0.0 | | |
| 25,657 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.076%, 08/25/2046 | | | | | 25,542 | | | | | | 0.0 | | |
| 128,549 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.050%, 12/25/2036 | | | | | 128,946 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 33,882 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.716%, 04/25/2037 | | | | $ | 32,245 | | | | | | 0.0 | | |
| 69,703 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.035%, 07/25/2037 | | | | | 70,176 | | | | | | 0.0 | | |
| 154,993 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.076%, (12MTA + 0.960%), 08/25/2046 | | | | | 104,899 | | | | | | 0.0 | | |
| 15,134 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.522%, (US0001M + 0.430%), 06/25/2037 | | | | | 12,103 | | | | | | 0.0 | | |
| 14,387 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.827%, 04/25/2036 | | | | | 14,120 | | | | | | 0.0 | | |
| 20,645 (4) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.873%, 12/28/2037 | | | | | 20,592 | | | | | | 0.0 | | |
| 100,000 (3)(4) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/ 2049 | | | | | 102,412 | | | | | | 0.0 | | |
| | | | Total Collateralized Mortgage Obligations (Cost $11,415,128) | | | | | 11,741,705 | | | | | | 3.0 | | |
| | | | | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: 3.5% | | |||||||||||||||
| | | | U.S. Treasury Bonds: 0.8% | | ||||||||||||
| 1,000 | | | 1.250%, 05/15/2050 | | | | | 817 | | | | | | 0.0 | | |
| 22,000 | | | 1.375%, 11/15/2040 | | | | | 19,771 | | | | | | 0.0 | | |
| 2,200 | | | 1.625%, 11/15/2050 | | | | | 1,976 | | | | | | 0.0 | | |
| 1,098,000 (2) | | | 1.875%, 02/15/2051 | | | | | 1,048,247 | | | | | | 0.3 | | |
| 1,809,000 | | | 2.250%, 05/15/2041 | | | | | 1,882,773 | | | | | | 0.5 | | |
| | | | | | | | | 2,953,584 | | | | | | 0.8 | | |
| | | | U.S. Treasury Notes: 2.7% | | ||||||||||||
| 1,941,400 | | | 0.125%, 06/30/2022 | | | | | 1,941,952 | | | | | | 0.5 | | |
| 565,000 | | | 0.125%, 05/31/2023 | | | | | 563,830 | | | | | | 0.1 | | |
| 646,000 | | | 0.125%, 06/30/2023 | | | | | 644,474 | | | | | | 0.2 | | |
| 1,000 | | | 0.125%, 10/15/2023 | | | | | 996 | | | | | | 0.0 | | |
| 1,623,000 | | | 0.250%, 06/15/2024 | | | | | 1,613,173 | | | | | | 0.4 | | |
| 217,000 | | | 0.875%, 06/30/2026 | | | | | 216,907 | | | | | | 0.0 | | |
| 20,500 (2) | | | 1.125%, 02/15/2031 | | | | | 19,904 | | | | | | 0.0 | | |
| 3,094,000 | | | 1.250%, 06/30/2028 | | | | | 3,099,076 | | | | | | 0.8 | | |
| 2,588,400 (2) | | | 1.625%, 05/15/2031 | | | | | 2,628,439 | | | | | | 0.7 | | |
| | | | | | | | | 10,728,751 | | | | | | 2.7 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | | Total U.S. Treasury Obligations (Cost $13,516,591) | | | | $ | 13,682,335 | | | | | | 3.5 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.1% | | |||||||||||||||
| | | | Federal Home Loan Mortgage Corporation: 0.2%(5) | | ||||||||||||
| 10,554 | | | 2.500%, 05/01/2030 | | | | | 11,117 | | | | | | 0.0 | | |
| 6,308 | | | 2.500%, 05/01/2030 | | | | | 6,624 | | | | | | 0.0 | | |
| 13,381 | | | 2.500%, 06/01/2030 | | | | | 14,095 | | | | | | 0.0 | | |
| 22,556 | | | 3.000%, 03/01/2045 | | | | | 24,051 | | | | | | 0.0 | | |
| 17,601 | | | 3.000%, 03/01/2045 | | | | | 18,662 | | | | | | 0.0 | | |
| 25,225 | | | 3.000%, 04/01/2045 | | | | | 26,853 | | | | | | 0.0 | | |
| 36,129 | | | 3.500%, 03/01/2045 | | | | | 38,800 | | | | | | 0.0 | | |
| 116,076 | | | 4.000%, 12/01/2041 | | | | | 127,152 | | | | | | 0.1 | | |
| 33,718 | | | 4.000%, 12/01/2042 | | | | | 37,114 | | | | | | 0.0 | | |
| 6,007 | | | 4.000%, 09/01/2045 | | | | | 6,504 | | | | | | 0.0 | | |
| 6,090 | | | 4.000%, 09/01/2045 | | | | | 6,606 | | | | | | 0.0 | | |
| 10,399 | | | 4.000%, 09/01/2045 | | | | | 11,325 | | | | | | 0.0 | | |
| 6,164 | | | 4.000%, 09/01/2045 | | | | | 6,735 | | | | | | 0.0 | | |
| 77,342 | | | 4.500%, 08/01/2041 | | | | | 86,568 | | | | | | 0.0 | | |
| 274,272 | | | 4.500%, 09/01/2041 | | | | | 305,680 | | | | | | 0.1 | | |
| 2,798 | | | 5.500%, 07/01/2037 | | | | | 3,232 | | | | | | 0.0 | | |
| 2,149 | | | 6.500%, 12/01/2031 | | | | | 2,451 | | | | | | 0.0 | | |
| | | | | | | | | 733,569 | | | | | | 0.2 | | |
| | | | Federal National Mortgage Association: 0.2%(5) | | ||||||||||||
| 584,522 | | | 4.500%, 09/01/2047 | | | | | 667,221 | | | | | | 0.2 | | |
| | | |||||||||||||||
| | | | Government National Mortgage Association: 0.4% | | ||||||||||||
| 1,011,000 (6) | | | 2.500%, 07/15/2051 | | | | | 1,046,306 | | | | | | 0.3 | | |
| 283,157 | | | 3.000%, 07/20/2050 | | | | | 296,044 | | | | | | 0.1 | | |
| 29,186 | | | 4.000%, 11/20/2040 | | | | | 31,949 | | | | | | 0.0 | | |
| 65,275 | | | 4.000%, 03/20/2046 | | | | | 70,582 | | | | | | 0.0 | | |
| 52,316 | | | 4.500%, 08/20/2041 | | | | | 57,891 | | | | | | 0.0 | | |
| 171,047 | | | 4.500%, 09/15/2047 | | | | | 190,664 | | | | | | 0.0 | | |
| | | | | | | | | 1,693,436 | | | | | | 0.4 | | |
| | | | Uniform Mortgage-Backed Securities: 1.3% | | ||||||||||||
| 1,450,000 (6) | | | 2.000%, 08/15/2051 | | | | | 1,461,328 | | | | | | 0.4 | | |
| 16,338 | | | 2.500%, 05/01/2030 | | | | | 17,185 | | | | | | 0.0 | | |
| 34,179 | | | 2.500%, 06/01/2030 | | | | | 35,895 | | | | | | 0.0 | | |
| 23,748 | | | 2.500%, 06/01/2030 | | | | | 24,940 | | | | | | 0.0 | | |
| 12,952 | | | 2.500%, 07/01/2030 | | | | | 13,598 | | | | | | 0.0 | | |
| 940,000 (6) | | | 2.500%, 07/15/2051 | | | | | 972,313 | | | | | | 0.3 | | |
| 42,962 | | | 3.000%, 09/01/2043 | | | | | 45,494 | | | | | | 0.0 | | |
| 198,926 | | | 3.000%, 04/01/2045 | | | | | 211,804 | | | | | | 0.1 | | |
| 133,410 | | | 3.000%, 07/01/2046 | | | | | 142,571 | | | | | | 0.1 | | |
| 852,927 | | | 3.000%, 04/01/2050 | | | | | 890,689 | | | | | | 0.2 | | |
| 47,847 | | | 3.500%, 10/01/2042 | | | | | 51,576 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
| 422,126 | | | 3.500%, 08/01/2046 | | | | $ | 458,358 | | | | | | 0.1 | | |
| 115,107 | | | 4.000%, 07/01/2042 | | | | | 126,654 | | | | | | 0.0 | | |
| 17,634 | | | 4.000%, 07/01/2042 | | | | | 19,400 | | | | | | 0.0 | | |
| 161,214 | | | 4.000%, 01/01/2045 | | | | | 179,791 | | | | | | 0.1 | | |
| 26,613 | | | 4.000%, 06/01/2045 | | | | | 29,061 | | | | | | 0.0 | | |
| 23,466 | | | 4.500%, 11/01/2040 | | | | | 25,898 | | | | | | 0.0 | | |
| 47,597 | | | 4.500%, 10/01/2041 | | | | | 52,680 | | | | | | 0.0 | | |
| 19,419 | | | 5.000%, 06/01/2033 | | | | | 22,189 | | | | | | 0.0 | | |
| 4,885 | | | 5.000%, 02/01/2036 | | | | | 5,599 | | | | | | 0.0 | | |
| 2,164 | | | 5.000%, 07/01/2036 | | | | | 2,471 | | | | | | 0.0 | | |
| 52,495 | | | 5.000%, 07/01/2037 | | | | | 58,863 | | | | | | 0.0 | | |
| 64,341 | | | 5.000%, 11/01/2040 | | | | | 73,737 | | | | | | 0.0 | | |
| 21,789 | | | 5.000%, 05/01/2041 | | | | | 24,950 | | | | | | 0.0 | | |
| 36,218 | | | 5.000%, 06/01/2041 | | | | | 41,472 | | | | | | 0.0 | | |
| 66,537 | | | 5.000%, 06/01/2041 | | | | | 75,449 | | | | | | 0.0 | | |
| 79,153 | | | 5.500%, 12/01/2036 | | | | | 91,246 | | | | | | 0.0 | | |
| 392 | | | 7.000%, 06/01/2029 | | | | | 393 | | | | | | 0.0 | | |
| 286 | | | 7.000%, 10/01/2029 | | | | | 328 | | | | | | 0.0 | | |
| 1,258 | | | 7.000%, 01/01/2032 | | | | | 1,400 | | | | | | 0.0 | | |
| 395 | | | 7.000%, 05/01/2032 | | | | | 399 | | | | | | 0.0 | | |
| | | | | | | | | 5,157,731 | | | | | | 1.3 | | |
| | | | Total U.S. Government Agency Obligations (Cost $8,094,314) | | | | | 8,251,957 | | | | | | 2.1 | | |
| | | | | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | | |||||||||||||||
| 900,000 (3)(4) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.716%, 04/14/2033 | | | | | 924,466 | | | | | | 0.3 | | |
| 3,000,000 (4)(7) | | | BANK 2017-BNK8 XB, 0.221%, 11/15/2050 | | | | | 32,759 | | | | | | 0.0 | | |
| 986,656 (4)(7) | | | BANK 2019-BNK16 XA, 1.119%, 02/15/2052 | | | | | 58,845 | | | | | | 0.0 | | |
| 3,792,191 (4)(7) | | | BANK 2019-BNK21 XA, 0.992%, 10/17/2052 | | | | | 222,436 | | | | | | 0.1 | | |
| 2,180,000 (3)(4)(7) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 53,212 | | | | | | 0.0 | | |
| 991,830 (4)(7) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.208%, 03/15/2052 | | | | | 67,230 | | | | | | 0.0 | | |
| 343,000 (3) | | | BX Commercial Mortgage Trust 2021-IRON E, 2.423%, (US0001M + 2.350%), 02/15/2038 | | | | | 345,393 | | | | | | 0.1 | | |
| 60,000 (4) | | | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.538%, 11/15/2050 | | | | | 65,609 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 803,190 (4)(7) | | | CD 2017-CD4 Mortgage Trust XA, 1.439%, 05/10/2050 | | | | $ | 42,952 | | | | | | 0.0 | | |
| 891,000 (4)(7) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.108%, 07/10/2049 | | | | | 63,699 | | | | | | 0.0 | | |
| 1,265,105 (4)(7) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.231%, 10/12/2050 | | | | | 61,544 | | | | | | 0.0 | | |
| 975,957 (4)(7) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.040%, 09/15/2050 | | | | | 45,518 | | | | | | 0.0 | | |
| 1,298,083 (4)(7) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.693%, 06/10/2051 | | | | | 50,316 | | | | | | 0.0 | | |
| 1,116,047 (4)(7) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.186%, 08/10/2056 | | | | | 74,653 | | | | | | 0.0 | | |
| 60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 65,020 | | | | | | 0.0 | | |
| 739,239 (4)(7) | | | COMM 2012-CR4 XA, 1.841%, 10/15/2045 | | | | | 12,178 | | | | | | 0.0 | | |
| 2,380,000 (3)(4)(7) | | | COMM 2012-CR4 XB, 0.769%, 10/15/2045 | | | | | 19,184 | | | | | | 0.0 | | |
| 177,000 (4) | | | Comm 2013-CCRE13 C Mortgage Trust, 5.046%, 11/10/2046 | | | | | 190,579 | | | | | | 0.1 | | |
| 20,000 (4) | | | COMM 2016-COR1 C, 4.510%, 10/10/2049 | | | | | 21,663 | | | | | | 0.0 | | |
| 1,461,168 (4)(7) | | | COMM 2016-CR28 XA, 0.781%, 02/10/2049 | | | | | 36,879 | | | | | | 0.0 | | |
| 743,999 (4)(7) | | | COMM 2017-COR2 XA, 1.309%, 09/10/2050 | | | | | 44,578 | | | | | | 0.0 | | |
| 170,000 (4) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 192,218 | | | | | | 0.1 | | |
| 130,000 (3)(4) | | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 119,431 | | | | | | 0.1 | | |
| 110,000 (3)(4) | | | DBJPM 16-C3 Mortgage Trust, 3.631%, 08/10/2049 | | | | | 93,792 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 658,896 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | $ | 125,613 | | | | | | 0.1 | | |
| 1,648,786 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.974%, 11/25/2030 | | | | | 117,319 | | | | | | 0.1 | | |
| 799,414 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.447%, 07/25/2035 | | | | | 117,457 | | | | | | 0.1 | | |
| 1,295,927 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.961%, 10/25/2035 | | | | | 120,892 | | | | | | 0.1 | | |
| 848,000 (7) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | | 77,996 | | | | | | 0.0 | | |
| 178,000 (3)(4) | | | Grace Trust 2020-GRCE E, 2.769%, 12/10/2040 | | | | | 170,813 | | | | | | 0.1 | | |
| 900,000 (3) | | | Great Wolf Trust 2019-WOLF E, 2.805%, (US0001M + 2.732%), 12/15/2036 | | | | | 885,477 | | | | | | 0.2 | | |
| 100,000 (3) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.173%, (US0001M + 2.100%), 07/15/2035 | | | | | 92,682 | | | | | | 0.0 | | |
| 999,687 (4)(7) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.105%, 06/10/2047 | | | | | 20,785 | | | | | | 0.0 | | |
| 1,397,942 (4)(7) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.621%, 11/10/2049 | | | | | 33,340 | | | | | | 0.0 | | |
| 846,892 (4)(7) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.176%, 05/10/2050 | | | | | 44,948 | | | | | | 0.0 | | |
| 50,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 57,187 | | | | | | 0.0 | | |
| 1,221,683 (4)(7) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.120%, 02/10/2052 | | | | | 76,414 | | | | | | 0.0 | | |
| 2,058,971 (4)(7) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.934%, 09/01/2052 | | | | | 115,214 | | | | | | 0.0 | | |
| 90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 97,479 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 1,300,212 (4)(7) | | | GS Mortgage Securities Trust 2020-GC47 XA, 1.247%, 05/12/2053 | | | | $ | 117,190 | | | | | | 0.0 | | |
| 408,884 (4)(7) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.834%, 04/15/2047 | | | | | 5,758 | | | | | | 0.0 | | |
| 870,000 (3) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450%), 04/15/2038 | | | | | 874,332 | | | | | | 0.2 | | |
| 100,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 99,245 | | | | | | 0.0 | | |
| 150,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.611%, 08/15/2046 | | | | | 150,289 | | | | | | 0.1 | | |
| 40,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 39,511 | | | | | | 0.0 | | |
| 99,979 (3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 103,145 | | | | | | 0.0 | | |
| 1,259,460 (4)(7) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.810%, 12/15/2049 | | | | | 30,941 | | | | | | 0.0 | | |
| 100,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | | | | | 98,372 | | | | | | 0.0 | | |
| 100,000 (3)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 79,294 | | | | | | 0.0 | | |
| 242,526 (3)(4)(7) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.629%, 11/15/2038 | | | | | 785 | | | | | | 0.0 | | |
| 1,565,701 (4)(7) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.129%, 12/15/2047 | | | | | 43,137 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | $ | 68,558 | | | | | | 0.0 | | |
| 3,350,865 (4)(7) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.764%, 11/15/2052 | | | | | 162,071 | | | | | | 0.1 | | |
| 1,009,860 (4)(7) | | | Morgan Stanley Capital I Trust 2021-L5 XA, 1.425%, 05/15/2054 | | | | | 100,436 | | | | | | 0.0 | | |
| 75,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 67,128 | | | | | | 0.0 | | |
| 60,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | | 63,923 | | | | | | 0.0 | | |
| 40,000 (3)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.616%, 12/10/2045 | | | | | 29,571 | | | | | | 0.0 | | |
| 60,000 (3)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.616%, 12/10/2045 | | | | | 34,620 | | | | | | 0.0 | | |
| 2,098,019 (4)(7) | | | UBS Commercial Mortgage Trust 2018-C9 XA, 1.042%, 03/15/2051 | | | | | 104,023 | | | | | | 0.0 | | |
| 400,000 (3) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 352,609 | | | | | | 0.1 | | |
| 1,076,941 (4)(7) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.760%, 08/15/2052 | | | | | 110,314 | | | | | | 0.0 | | |
| 500,000 (3)(4) | | | WFRBS Commercial Mortgage Trust 2014-C23 D, 4.146%, 10/15/2057 | | | | | 504,558 | | | | | | 0.1 | | |
| 1,495,300 (3)(4)(7) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.941%, 08/15/2045 | | | | | 15,313 | | | | | | 0.0 | | |
| | | | Total Commercial Mortgage-Backed Securities (Cost $8,252,560) | | | | | 8,312,893 | | | | | | 2.1 | | |
| ASSET-BACKED SECURITIES: 3.8% | | |||||||||||||||
| | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| 100,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 104,808 | | | | | | 0.0 | | |
| 100,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 105,408 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| 100,000 | | | AmeriCredit Automobile Receivables Trust 2020-3 A3, 0.530%, 06/18/2025 | | | | $ | 100,361 | | | | | | 0.0 | | |
| 100,000 | | | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | | | | | 104,875 | | | | | | 0.0 | | |
| 150,000 | | | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | | | | | 154,208 | | | | | | 0.1 | | |
| 100,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 101,156 | | | | | | 0.0 | | |
| 100,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 102,522 | | | | | | 0.0 | | |
| 100,000 | | | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | | | | | 101,959 | | | | | | 0.0 | | |
| | | | | | | | | 875,297 | | | | | | 0.2 | | |
| | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| 224,625 (4) | | | GSAA Home Equity Trust 2006-4 4A3, 3.059%, 03/25/2036 | | | | | 178,019 | | | | | | 0.1 | | |
| 120,138 (4) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 129,490 | | | | | | 0.0 | | |
| | | | | | | | | 307,509 | | | | | | 0.1 | | |
| | | | Other Asset-Backed Securities: 3.2% | | ||||||||||||
| 250,000 (3) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.136%, (US0003M + 1.950%), 04/14/2029 | | | | | 247,643 | | | | | | 0.0 | | |
| 73,809 (3) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 74,698 | | | | | | 0.0 | | |
| 400,000 (3) | | | ARES XLIV CLO Ltd. 2017-44A A2R, 1.462%, (US0003M + 1.300%), 04/15/2034 | | | | | 400,211 | | | | | | 0.1 | | |
| 300,000 (3) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.414%, (US0003M + 1.230%), 01/15/2030 | | | | | 299,081 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 250,000 (3) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.338%, (US0003M + 2.150%), 01/20/2032 | | | | $ | 248,752 | | | | | | 0.1 | | |
| 250,000 (3) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.388%, (US0003M + 1.200%), 01/20/2031 | | | | | 249,430 | | | | | | 0.1 | | |
| 250,000 (3) | | | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000%), 04/15/2034 | | | | | 248,802 | | | | | | 0.1 | | |
| 100,000 (3) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 104,724 | | | | | | 0.0 | | |
| 250,000 (3) | | | Carlyle US Clo 2017-2A CR Ltd., 1.594%, (US0003M + 1.400%), 07/20/2031 | | | | | 250,006 | | | | | | 0.1 | | |
| 300,000 (3) | | | Cedar Funding IV CLO Ltd.2014-4A ARR, 1.306%, (US0003M + 1.160%), 07/23/2034 | | | | | 300,604 | | | | | | 0.1 | | |
| 16,450 | | | Chase Funding Trust Series 2003-5 2A2, 0.692%, (US0001M + 0.600%), 07/25/2033 | | | | | 15,936 | | | | | | 0.0 | | |
| 250,000 (3) | | | CIFC Funding 2021-IA A1 Ltd., 1.246%, (US0003M + 1.110%), 04/25/2033 | | | | | 249,691 | | | | | | 0.1 | | |
| 250,000 (3) | | | Clear Creek CLO 2015-1A CR, 2.138%, (US0003M + 1.950%), 10/20/2030 | | | | | 249,860 | | | | | | 0.1 | | |
| 91,500 (3) | | | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | | | | | 92,419 | | | | | | 0.0 | | |
| 250,000 (3) | | | Deer Creek Clo Ltd. 2017-1A A, 1.368%, (US0003M + 1.180%), 10/20/2030 | | | | | 250,033 | | | | | | 0.1 | | |
| 97,500 (3) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 106,493 | | | | | | 0.0 | | |
| 197,500 (3) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 214,451 | | | | | | 0.0 | | |
| 100,000 (3) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 105,140 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 97,750 (3) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | $ | 105,677 | | | | | | 0.0 | | |
| 250,000 (3) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.438%, (US0003M + 1.250%), 01/20/2030 | | | | | 249,771 | | | | | | 0.1 | | |
| 250,000 (3) | | | Elmwood CLO IX Ltd. 2021-2A A, 1.276%, (US0003M + 1.130%), 07/20/2034 | | | | | 250,100 | | | | | | 0.1 | | |
| 99,250 (3) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 103,846 | | | | | | 0.0 | | |
| 138,950 (3) | | | FREED ABS Trust 2021-2 A, 0.680%, 06/19/2028 | | | | | 139,047 | | | | | | 0.0 | | |
| 21,303 (3) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 22,447 | | | | | | 0.0 | | |
| 249,581 (3) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 274,587 | | | | | | 0.1 | | |
| 250,000 (3) | | | Jay Park CLO Ltd. 2016-1A BR, 2.188%, (US0003M + 2.000%), 10/20/2027 | | | | | 249,688 | | | | | | 0.1 | | |
| 250,000 (3) | | | LCM XXIV Ltd. 24A AR, 1.168%, (US0003M + 0.980%), 03/20/2030 | | | | | 250,023 | | | | | | 0.1 | | |
| 86,212 (3) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 89,834 | | | | | | 0.0 | | |
| 88,051 (3) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | | 89,586 | | | | | | 0.0 | | |
| 140,843 (3) | | | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | | | | | 142,414 | | | | | | 0.0 | | |
| 250,000 (3) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.142%, (US0003M + 2.000%), 04/19/2033 | | | | | 249,373 | | | | | | 0.1 | | |
| 250,000 (3) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 255,733 | | | | | | 0.1 | | |
| 200,000 (3)(4) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 210,929 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 50,746 (3) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | $ | 54,795 | | | | | | 0.0 | | |
| 74,353 (3) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 79,230 | | | | | | 0.0 | | |
| 83,957 (3) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 82,759 | | | | | | 0.0 | | |
| 92,509 (3) | | | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | | | | | 92,780 | | | | | | 0.0 | | |
| 250,000 (3) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.281%, (US0003M + 1.100%), 12/21/2029 | | | | | 250,038 | | | | | | 0.1 | | |
| 250,000 (3) | | | Newark BSL CLO 2 Ltd. 2017-1A BR, 1.926%, (US0003M + 1.750%), 07/25/2030 | | | | | 249,096 | | | | | | 0.1 | | |
| 250,000 (3) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900%), 01/18/2034 | | | | | 249,599 | | | | | | 0.1 | | |
| 450,000 (3) | | | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160%), 07/15/2034 | | | | | 450,906 | | | | | | 0.1 | | |
| 250,000 (3) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950%), 03/17/2030 | | | | | 248,985 | | | | | | 0.1 | | |
| 250,000 (3) | | | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 1.384%, (US0003M + 1.200%), 07/15/2029 | | | | | 250,005 | | | | | | 0.1 | | |
| 250,000 (3) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.176%, (US0003M + 1.000%), 01/25/2031 | | | | | 250,073 | | | | | | 0.1 | | |
| 200,000 (3) | | | OHA Loan Funding 2013-1A A1R2 Ltd., 1.263%, (US0003M + 1.090%), 07/23/2031 | | | | | 200,002 | | | | | | 0.0 | | |
| 250,000 (3) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.288%, (US0003M + 1.100%), 07/20/2030 | | | | | 249,730 | | | | | | 0.1 | | |
| 250,000 (3) | | | Palmer Square CLO 2021-1A B Ltd., 1.894%, (US0003M + 1.700%), 04/20/2034 | | | | | 249,794 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 400,000 (3) | | | Palmer Square CLO Ltd. 2021-2A A, 1.256%, (US0003M + 1.150%), 07/15/2034 | | | | $ | 400,406 | | | | | | 0.1 | | |
| 400,000 (3) | | | Riserva Clo Ltd. 2016-3A ARR, 1.250%, (US0003M + 1.060%), 01/18/2034 | | | | | 399,959 | | | | | | 0.1 | | |
| 250,000 (3) | | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900%), 04/20/2034 | | | | | 250,088 | | | | | | 0.1 | | |
| 198,258 (3) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 203,469 | | | | | | 0.0 | | |
| 100,000 (3) | | | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | | | | | 100,059 | | | | | | 0.0 | | |
| 97,213 (3) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 101,877 | | | | | | 0.0 | | |
| 97,500 (3) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 110,344 | | | | | | 0.0 | | |
| 250,000 (3) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.366%, (US0003M + 1.190%), 11/01/2031 | | | | | 249,999 | | | | | | 0.1 | | |
| 400,000 (3) | | | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160%), 07/20/2034 | | | | | 400,042 | | | | | | 0.1 | | |
| 250,000 (3) | | | Tiaa Clo III Ltd. 2017-2A A, 1.334%, (US0003M + 1.150%), 01/16/2031 | | | | | 248,689 | | | | | | 0.0 | | |
| 97,875 (3) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 97,528 | | | | | | 0.0 | | |
| 250,000 (3) | | | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | | | | | 250,000 | | | | | | 0.1 | | |
| 96,500 (3) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 103,079 | | | | | | 0.0 | | |
| 100,000 (3) | | | Wendy’s Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | | | | | 101,344 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 200,000 (3) | | | ZAXBY’S FUNDING LLC 2021-1A A2, 3.238%, 07/30/2051 | | | | $ | 202,496 | | | | | | 0.0 | | |
| | | | | | | | | 12,568,200 | | | | | | 3.2 | | |
| | | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
| 40,368 (3) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 41,176 | | | | | | 0.0 | | |
| 33,745 (3) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 35,058 | | | | | | 0.0 | | |
| 75,795 (3) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 77,766 | | | | | | 0.0 | | |
| 58,310 (3) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 59,188 | | | | | | 0.0 | | |
| 60,298 (3) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 61,848 | | | | | | 0.0 | | |
| 58,936 (3) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 59,557 | | | | | | 0.0 | | |
| 54,658 (3) | | | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | | | | | 55,021 | | | | | | 0.0 | | |
| 100,000 (3) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 103,951 | | | | | | 0.1 | | |
| 100,000 (3) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 101,110 | | | | | | 0.1 | | |
| 71,887 (3) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 74,194 | | | | | | 0.0 | | |
| 68,671 (3) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 70,542 | | | | | | 0.0 | | |
| 95,828 (3) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 97,874 | | | | | | 0.0 | | |
| 124,687 (3) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 126,589 | | | | | | 0.1 | | |
| | | | | | | | | 963,874 | | | | | | 0.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | | Total Asset-Backed Securities (Cost $14,504,455) | | | | $ | 14,714,880 | | | | | | 3.8 | | |
| SOVEREIGN BONDS: 0.2% | | |||||||||||||||
| 145,500 (8) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 52,483 | | | | | | 0.0 | | |
| 8,843 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 3,371 | | | | | | 0.0 | | |
| 200,000 | | | Brazilian Government International Bond, 4.625%, 01/13/2028 | | | | | 216,483 | | | | | | 0.1 | | |
| 200,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | | 196,058 | | | | | | 0.1 | | |
| 100,000 (3) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 110,040 | | | | | | 0.0 | | |
| 80,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 86,687 | | | | | | 0.0 | | |
| | | | Total Sovereign Bonds (Cost $665,918) | | | | | 665,122 | | | | | | 0.2 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | ||||||
PURCHASED OPTIONS (9): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $33,564) | | | | | 36,368 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $321,832,415) | | | | | 385,148,454 | | | | | | 99.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 5.4% | | |||||||||||||||
| | | | U.S. Government Agency Obligations: 0.8% | | ||||||||||||
| 1,525,000 (10) | | | Federal Home Loan Bank Discount Notes, 0.030%, 08/04/2021 | | | | | 1,524,957 | | | | | | 0.4 | | |
| 1,600,000 (10) | | | Federal Home Loan Bank Discount Notes, 0.030%, 08/11/2021 | | | | | 1,599,945 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | U.S. Government Agency Obligations (continued) | | ||||||||||||
| | | | Total U.S. Government Agency Obligations (Cost $3,124,955) | | | | $ | 3,124,902 | | | | | | 0.8 | | |
| | | |||||||||||||||
| | | | U.S. Treasury Bills: 0.5% | | ||||||||||||
| 2,125,000 (10) | | | United States Treasury Bill, 0.050%, 12/09/2021 (Cost $2,124,656) | | | | | 2,124,557 | | | | | | 0.5 | | |
| | | |||||||||||||||
| | | | Repurchase Agreements: 3.8% | | ||||||||||||
| 3,686,400 (11) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $3,686,405, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $3,760,128, due 07/25/21-05/20/71) | | | | | 3,686,400 | | | | | | 0.9 | | |
| 3,686,400 (11) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $3,686,404, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $3,760,128, due 07/07/21-11/01/49) | | | | | 3,686,400 | | | | | | 1.0 | | |
| 1,268,044 (11) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,268,047, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,293,405, due 08/01/21-06/01/51) | | | | | 1,268,044 | | | | | | 0.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| 1,611,046 (11) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,611,049, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,643,270, due 05/01/24-04/20/71) | | | | $ | 1,611,046 | | | | | | 0.4 | | |
| 1,915,955 (11) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,915,958, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,954,274, due 08/01/21-04/15/62) | | | | | 1,915,955 | | | | | | 0.5 | | |
| 2,576,599 (11) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $2,576,607, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,628,412, due 07/15/23-02/15/48) | | | | | 2,576,599 | | | | | | 0.7 | | |
| | | | Total Repurchase Agreements (Cost $14,744,444) | | | | | 14,744,444 | | | | | | 3.8 | | |
|
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
413,000 (11)(12) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 413,000 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds (continued) | | ||||||||||||
268,000 (11)(12) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | $ | 268,000 | | | | | | 0.1 | | |
413,000 (11)(12) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 413,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,094,000) | | | | | 1,094,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $21,088,055) | | | | | 21,087,903 | | | | | | 5.4 | | |
| | | Total Investments in Securities (Cost $342,920,470) | | | | | 406,236,357 | | | | | | 104.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (17,283,594) | | | | | | (4.4) | | |
| | | Net Assets | | | | $ | 388,952,763 | | | | | | 100.0 | | |
|
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| Common Stock | | | 40.6% | |
| Exchange-Traded Funds | | | 26.0% | |
| Mutual Funds | | | 10.5% | |
| Corporate Bonds/Notes | | | 7.1% | |
| Asset-Backed Securities | | | 3.8% | |
| U.S. Treasury Obligations | | | 3.5% | |
| Collateralized Mortgage Obligations | | | 3.0% | |
| Commercial Mortgage-Backed Securities | | | 2.1% | |
| U.S. Government Agency Obligations | | | 2.1% | |
| Sovereign Bonds | | | 0.2% | |
| Preferred Stock | | | 0.1% | |
| Purchased Options | | | 0.0%^ | |
| Rights | | | 0.0%^ | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 12,396,600 | | | | | $ | 1,464,142 | | | | | $ | — | | | | | $ | 13,860,742 | | |
Consumer Discretionary | | | | | 16,431,222 | | | | | | 3,672,701 | | | | | | — | | | | | | 20,103,923 | | |
Consumer Staples | | | | | 6,941,416 | | | | | | 2,914,119 | | | | | | — | | | | | | 9,855,535 | | |
Energy | | | | | 3,595,475 | | | | | | 921,983 | | | | | | — | | | | | | 4,517,458 | | |
Financials | | | | | 15,633,052 | | | | | | 5,121,583 | | | | | | — | | | | | | 20,754,635 | | |
Health Care | | | | | 16,340,351 | | | | | | 3,806,077 | | | | | | — | | | | | | 20,146,428 | | |
Industrials | | | | | 13,179,588 | | | | | | 4,356,674 | | | | | | — | | | | | | 17,536,262 | | |
Information Technology | | | | | 31,266,154 | | | | | | 2,595,889 | | | | | | — | | | | | | 33,862,043 | | |
Materials | | | | | 3,938,947 | | | | | | 2,801,185 | | | | | | — | | | | | | 6,740,132 | | |
Real Estate | | | | | 5,018,845 | | | | | | 995,175 | | | | | | — | | | | | | 6,014,020 | | |
Utilities | | | | | 3,617,843 | | | | | | 1,041,795 | | | | | | — | | | | | | 4,659,638 | | |
Total Common Stock | | | | | 128,359,493 | | | | | | 29,691,323 | | | | | | — | | | | | | 158,050,816 | ��� | |
Exchange-Traded Funds | | | | | 101,101,588 | | | | | | — | | | | | | — | | | | | | 101,101,588 | | |
Mutual Funds | | | | | 40,775,980 | | | | | | — | | | | | | — | | | | | | 40,775,980 | | |
Preferred Stock | | | | | — | | | | | | 406,559 | | | | | | — | | | | | | 406,559 | | |
Rights | | | | | 1,357 | | | | | | — | | | | | | — | | | | | | 1,357 | | |
Purchased Options | | | | | — | | | | | | 36,368 | | | | | | — | | | | | | 36,368 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 27,406,894 | | | | | | — | | | | | | 27,406,894 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,741,705 | | | | | | — | | | | | | 11,741,705 | | |
Asset-Backed Securities | | | | | — | | | | | | 14,714,880 | | | | | | — | | | | | | 14,714,880 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 8,251,957 | | | | | | — | | | | | | 8,251,957 | | |
Sovereign Bonds | | | | | — | | | | | | 665,122 | | | | | | — | | | | | | 665,122 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 8,312,893 | | | | | | — | | | | | | 8,312,893 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 13,682,335 | | | | | | — | | | | | | 13,682,335 | | |
Short-Term Investments | | | | | 1,094,000 | | | | | | 19,993,903 | | | | | | — | | | | | | 21,087,903 | | |
Total Investments, at fair value | | | | $ | 271,332,418 | | | | | $ | 134,903,939 | | | | | $ | — | | | | | $ | 406,236,357 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 15,080 | | | | | | — | | | | | | 15,080 | | |
Futures | | | | | 253,055 | | | | | | — | | | | | | — | | | | | | 253,055 | | |
Total Assets | | | | $ | 271,585,473 | | | | | $ | 134,919,019 | | | | | $ | — | | | | | $ | 406,504,492 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (5,097) | | | | | $ | — | | | | | $ | (5,097) | | |
Futures | | | | | (159,965) | | | | | | — | | | | | | — | | | | | | (159,965) | | |
Written Options | | | | | — | | | | | | (23,518) | | | | | | — | | | | | | (23,518) | | |
Total Liabilities | | | | $ | (159,965) | | | | | $ | (28,615) | | | | | $ | — | | | | | $ | (188,580) | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 895,049 | | | | | $ | 19,884 | | | | | $ | — | | | | | $ | (58,834) | | | | | $ | 856,099 | | | | | $ | 19,884 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 1,611,575 | | | | | | 32,209 | | | | | | — | | | | | | 19,896 | | | | | | 1,663,680 | | | | | | 32,209 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 31,783,502 | | | | | | 1,858,292 | | | | | | (499,263) | | | | | | 202,895 | | | | | | 33,345,426 | | | | | | 968,105 | | | | | | 7,537 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 4,628,482 | | | | | | 291,829 | | | | | | — | | | | | | (9,536) | | | | | | 4,910,775 | | | | | | 47,742 | | | | | | — | | | | | | — | | |
| | | | $ | 38,918,608 | | | | | $ | 2,202,214 | | | | | $ | (499,263) | | | | | $ | 154,421 | | | | | $ | 40,775,980 | | | | | $ | 1,067,940 | | | | | $ | 7,537 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 90,830 | | | MXN 1,820,970 | | | Barclays Bank PLC | | | 07/23/21 | | | | $ | (278) | | |
USD 38,503 | | | CZK 807,548 | | | BNP Paribas | | | 08/06/21 | | | | | 962 | | |
USD 32,089 | | | HUF 9,282,257 | | | BNP Paribas | | | 08/06/21 | | | | | 782 | | |
USD 43,066 | | | COP 160,078,860 | | | Citibank N.A. | | | 07/23/21 | | | | | 456 | | |
USD 90,444 | | | CNY 581,089 | | | Citibank N.A. | | | 08/06/21 | | | | | 811 | | |
USD 187 | | | ILS 607 | | | Citibank N.A. | | | 08/06/21 | | | | | 1 | | |
USD 12,770 | | | PEN 47,308 | | | Credit Suisse International | | | 07/23/21 | | | | | 460 | | |
USD 12,770 | | | PEN 47,308 | | | Credit Suisse International | | | 07/23/21 | | | | | 460 | | |
USD 70,248 | | | BRL 373,929 | | | Goldman Sachs International | | | 07/23/21 | | | | | (4,761) | | |
USD 77,391 | | | MYR 317,909 | | | Goldman Sachs International | | | 08/06/21 | | | | | 935 | | |
USD 843 | | | PHP 40,551 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 14 | | |
USD 19,546 | | | TRY 167,972 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 611 | | |
CLP 1,515,016 | | | USD 2,120 | | | JPMorgan Chase Bank N.A. | | | 07/23/21 | | | | | (58) | | |
USD 23,758 | | | RON 96,559 | | | JPMorgan Chase Bank N.A. | | | 08/06/21 | | | | | 548 | | |
USD 68,729 | | | ZAR 950,629 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 2,456 | | |
USD 77,451 | | | PLN 288,089 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 1,884 | | |
USD 71,606 | | | RUB 5,209,214 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 794 | | |
USD 76,075 | | | THB 2,370,100 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 2,134 | | |
USD 85,133 | | | IDR 1,219,102,102 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 1,772 | | |
| | | | | | | | | | | | | $ | 9,983 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 19 | | | | | | 09/21/21 | | | | | $ | 2,517,500 | | | | | $ | 10,618 | | |
U.S. Treasury 2-Year Note | | | | | 20 | | | | | | 09/30/21 | | | | | | 4,406,406 | | | | | | (6,319) | | |
U.S. Treasury 5-Year Note | | | | | 43 | | | | | | 09/30/21 | | | | | | 5,307,477 | | | | | | (14,153) | | |
U.S. Treasury Long Bond | | | | | 14 | | | | | | 09/21/21 | | | | | | 2,250,500 | | | | | | 60,306 | | |
U.S. Treasury Ultra Long Bond | | | | | 23 | | | | | | 09/21/21 | | | | | | 4,431,813 | | | | | | 182,131 | | |
| | | | | | | | | | | | | | | | $ | 18,913,696 | | | | | $ | 232,583 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (64) | | | | | | 09/21/21 | | | | | | (9,421,000) | | | | | | (139,493) | | |
| | | | | | | | | | | | | | | | $ | (9,421,000) | | | | | $ | (139,493) | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 09/17/21 | | | | | | 0.733 USD | | | | 4,498,000 | | | | $ | 33,564 | | | | $36,368 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 33,564 | | | | $36,368 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 07/19/21 | | | | | | 0.751 USD | | | | 2,570,000 | | | | $ | 17,872 | | | | $(22,807) | |
| | | | | | | | | | | | | | | | | | | | | | $ | 17,872 | | | | $(22,807) | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | | | Barclays Bank PLC | | | | | Receive | | | | | | 2.720% | | | | 3-month USD-LIBOR | | | | | 09/24/21 | | | | USD 1,111,000 | | | | $ | 9,687 | | | | | $ | (711) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 9,687 | | | | | $ | (711) | | |
CLP – Chilean Peso
COP – Colombian Peso
CNY – Chinese Yuan
CZK – Czech Koruna
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 36,368 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 15,080 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 253,055 | | |
Total Asset Derivatives | | | | | | | $ | 304,503 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 5,097 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 159,965 | | |
Interest rate contracts | | | Written Options, at fair value | | | | | 711 | | |
Foreign exchange contracts | | | Written Options, at fair value | | | | | 22,807 | | |
Total Liability Derivatives | | | | | | | $ | 188,580 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (15,901) | | | | | $ | — | | | | | $ | — | | | | | $ | (30,012) | | | | | $ | — | | | | | $ | (45,913) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 963,033 | | | | | | — | | | | | | — | | | | | | 963,033 | | |
Foreign exchange contracts | | | | | (58,904) | | | | | | (38,278) | | | | | | — | | | | | | — | | | | | | 35,388 | | | | | | (61,794) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (420,869) | | | | | | (82,623) | | | | | | 61,058 | | | | | | (442,434) | | |
Total | | | | $ | (74,805) | | | | | $ | (38,278) | | | | | $ | 542,164 | | | | | $ | (112,635) | | | | | $ | 96,446 | | | | | $ | 412,892 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Written options | | | Total | | |||||||||||||||
Credit contracts | | | | $ | 5,883 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 5,883 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (128,586) | | | | | | — | | | | | | (128,586) | | |
Foreign exchange contracts | | | | | 20,267 | | | | | | 46,517 | | | | | | — | | | | | | (17,294) | | | | | | 49,490 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 119,189 | | | | | | 8,976 | | | | | | 128,165 | | |
Total | | | | $ | 26,150 | | | | | $ | 46,517 | | | | | $ | (9,397) | | | | | $ | (8,318) | | | | | $ | 54,952 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | 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 | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 36,368 | | | | | $ | 36,368 | | |
Forward foreign currency contracts | | | | | — | | | | | | 1,744 | | | | | | 1,268 | | | | | | 920 | | | | | | 935 | | | | | | 625 | | | | | | 548 | | | | | | 4,340 | | | | | | 4,700 | | | | | | 15,080 | | |
Total Assets | | | | $ | — | | | | | $ | 1,744 | | | | | $ | 1,268 | | | | | $ | 920 | | | | | $ | 935 | | | | | $ | 625 | | | | | $ | 548 | | | | | $ | 4,340 | | | | | $ | 41,068 | | | | | $ | 51,448 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 278 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 4,761 | | | | | $ | — | | | | | $ | 58 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,097 | | |
Written options | | | | | 711 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22,807 | | | | | | 23,518 | | |
Total Liabilities | | | | $ | 989 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 4,761 | | | | | $ | — | | | | | $ | 58 | | | | | $ | — | | | | | $ | 22,807 | | | | | $ | 28,615 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (989) | | | | | $ | 1,744 | | | | | $ | 1,268 | | | | | $ | 920 | | | | | $ | (3,826) | | | | | $ | 625 | | | | | $ | 490 | | | | | $ | 4,340 | | | | | $ | 18,261 | | | | | | 22,833 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (989) | | | | | $ | 1,744 | | | | | $ | 1,268 | | | | | $ | 920 | | | | | $ | (3,826) | | | | | $ | 625 | | | | | $ | 490 | | | | | $ | 4,340 | | | | | $ | 18,261 | | | | | $ | 22,833 | | |
| Gross Unrealized Appreciation | | | | $ | 65,488,746 | | |
| Gross Unrealized Depreciation | | | | | (3,400,990) | | |
| Net Unrealized Appreciation | | | | $ | 62,087,756 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.3% | | |||||||||||||||
| | | Australia: 3.1% | | ||||||||||||
44,329 | | | ASX Ltd. | | | | $ | 2,584,195 | | | | | | 0.4 | | |
473,867 | | | Aurizon Holdings Ltd. | | | | | 1,319,887 | | | | | | 0.2 | | |
49,439 | | | Australia & New Zealand Banking Group Ltd. | | | | | 1,043,556 | | | | | | 0.2 | | |
111,940 | | | BHP Group Ltd. | | | | | 4,072,418 | | | | | | 0.6 | | |
140,976 | | | Brambles Ltd. | | | | | 1,209,851 | | | | | | 0.2 | | |
94,950 | | | Goodman Group | | | | | 1,502,651 | | | | | | 0.2 | | |
623,266 | | | Medibank Pvt Ltd. | | | | | 1,477,656 | | | | | | 0.2 | | |
46,883 | | | Rio Tinto Ltd. | | | | | 4,444,776 | | | | | | 0.7 | | |
50,749 | | | Wesfarmers Ltd. | | | | | 2,249,862 | | | | | | 0.4 | | |
| | | | | | | | 19,904,852 | | | | | | 3.1 | | |
| | |||||||||||||||
| | | Canada: 4.3% | | ||||||||||||
64,679 | | | BCE, Inc. | | | | | 3,189,599 | | | | | | 0.5 | | |
37,547 | | | Canadian Imperial Bank of Commerce - XTSE | | | | | 4,274,167 | | | | | | 0.7 | | |
23,433 | | | Canadian Natural Resources Ltd. | | | | | 850,666 | | | | | | 0.1 | | |
446 | | | Constellation Software, Inc./Canada | | | | | 675,480 | | | | | | 0.1 | | |
32,065 | | | National Bank Of Canada | | | | | 2,399,702 | | | | | | 0.4 | | |
54,646 (1) | | | Pembina Pipeline Corp. | | | | | 1,736,452 | | | | | | 0.3 | | |
61,588 | | | Quebecor, Inc. | | | | | 1,642,545 | | | | | | 0.2 | | |
49,699 | | | Royal Bank of Canada | | | | | 5,035,251 | | | | | | 0.8 | | |
170,892 | | | TELUS Corp. | | | | | 3,832,525 | | | | | | 0.6 | | |
35,482 | | | Waste Connections, Inc. | | | | | 4,237,615 | | | | | | 0.6 | | |
| | | | | | | | 27,874,002 | | | | | | 4.3 | | |
| | |||||||||||||||
| | | China: 0.5% | | ||||||||||||
1,037,500 | | | BOC Hong Kong Holdings Ltd. | | | | | 3,516,411 | | | | | | 0.5 | | |
| | |||||||||||||||
| | | Denmark: 1.0% | | ||||||||||||
334 | | | AP Moller - Maersk A/S - Class B | | | | | 961,556 | | | | | | 0.2 | | |
35,412 | | | Novozymes A/S | | | | | 2,671,823 | | | | | | 0.4 | | |
104,754 | | | Tryg A/S | | | | | 2,573,048 | | | | | | 0.4 | | |
| | | | | | | | 6,206,427 | | | | | | 1.0 | | |
| | |||||||||||||||
| | | Finland: 1.1% | | ||||||||||||
43,033 | | | Kone Oyj | | | | | 3,512,097 | | | | | | 0.6 | | |
240,427 | | | Nordea Bank Abp | | | | | 2,677,375 | | | | | | 0.4 | | |
20,814 | | | Orion Oyj | | | | | 894,884 | | | | | | 0.1 | | |
| | | | | | | | 7,084,356 | | | | | | 1.1 | | |
| |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France: 2.2% | | ||||||||||||
14,193 | | | Air Liquide SA | | | | $ | 2,488,738 | | | | | | 0.4 | | |
27,323 | | | Cie de Saint-Gobain | | | | | 1,803,200 | | | | | | 0.3 | | |
2,755 | | | Dassault Systemes SE | | | | | 668,627 | | | | | | 0.1 | | |
7,333 (1) | | | Iliad SA | | | | | 1,074,417 | | | | | | 0.2 | | |
14,613 | | | Legrand S.A. | | | | | 1,548,731 | | | | | | 0.2 | | |
187,806 | | | Orange SA | | | | | 2,143,385 | | | | | | 0.3 | | |
13,573 | | | Schneider Electric SE | | | | | 2,139,704 | | | | | | 0.3 | | |
5,439 | | | SEB SA | | | | | 983,931 | | | | | | 0.2 | | |
29,769 (1) | | | Vivendi SE | | | | | 1,000,210 | | | | | | 0.2 | | |
| | | | | | | | 13,850,943 | | | | | | 2.2 | | |
| | |||||||||||||||
| | | Germany: 2.6% | | ||||||||||||
7,809 | | | Deutsche Boerse AG | | | | | 1,363,029 | | | | | | 0.2 | | |
72,790 | | | Deutsche Post AG | | | | | 4,957,331 | | | | | | 0.8 | | |
215,208 | | | Deutsche Telekom AG | | | | | 4,551,640 | | | | | | 0.7 | | |
58,096 | | | RWE AG | | | | | 2,106,394 | | | | | | 0.3 | | |
5,622 | | | Siemens AG | | | | | 892,652 | | | | | | 0.1 | | |
21,099 | | | Symrise AG | | | | | 2,940,283 | | | | | | 0.5 | | |
| | | | | | | | 16,811,329 | | | | | | 2.6 | | |
| | |||||||||||||||
| | | Hong Kong: 1.4% | | ||||||||||||
191,000 | | | CK Hutchison Holdings Ltd. | | | | | 1,486,899 | | | | | | 0.2 | | |
283,000 | | | CLP Holdings Ltd. | | | | | 2,796,846 | | | | | | 0.5 | | |
43,700 | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 2,601,451 | | | | | | 0.4 | | |
303,500 | | | Power Assets Holdings Ltd. | | | | | 1,862,295 | | | | | | 0.3 | | |
| | | | | | | | 8,747,491 | | | | | | 1.4 | | |
| | |||||||||||||||
| | | Ireland: 1.2% | | ||||||||||||
20,292 | | | CRH PLC | | | | | 1,026,191 | | | | | | 0.1 | | |
41,342 | | | Medtronic PLC | | | | | 5,131,783 | | | | | | 0.8 | | |
31,974 | | | Smurfit Kappa PLC | | | | | 1,738,848 | | | | | | 0.3 | | |
| | | | | | | | 7,896,822 | | | | | | 1.2 | | |
| | |||||||||||||||
| | | Israel: 0.3% | | ||||||||||||
235,784 (2) | | | Bank Leumi Le-Israel BM | | | | | 1,791,657 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Italy: 1.7% | | ||||||||||||
5,977 | | | DiaSorin SpA | | | | | 1,130,939 | | | | | | 0.2 | | |
81,178 | | | ENI S.p.A. | | | | | 989,683 | | | | | | 0.2 | | |
112,340 (2) | | | FinecoBank Banca Fineco SpA | | | | | 1,960,477 | | | | | | 0.3 | | |
1,127,036 | | | Intesa Sanpaolo SpA | | | | | 3,117,757 | | | | | | 0.5 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Italy (continued) | | ||||||||||||
101,648 (3) | | | Poste Italiane SpA | | | | $ | 1,345,365 | | | | | | 0.2 | | |
279,498 | | | Terna SPA | | | | | 2,084,404 | | | | | | 0.3 | | |
| | | | | | | | 10,628,625 | | | | | | 1.7 | | |
| | |||||||||||||||
| | | Japan: 7.7% | | ||||||||||||
49,000 | | | Dai Nippon Printing Co., Ltd. | | | | | 1,036,911 | | | | | | 0.2 | | |
898,400 | | | ENEOS Holdings, Inc. | | | | | 3,765,017 | | | | | | 0.6 | | |
12,100 | | | Hoya Corp. | | | | | 1,600,471 | | | | | | 0.3 | | |
31,500 | | | Idemitsu Kosan Co., Ltd. | | | | | 761,062 | | | | | | 0.1 | | |
73,800 (1) | | | Japan Tobacco, Inc. | | | | | 1,394,696 | | | | | | 0.2 | | |
25,700 | | | Lawson, Inc. | | | | | 1,190,335 | | | | | | 0.2 | | |
31,200 | | | Lixil Corp. | | | | | 807,374 | | | | | | 0.1 | | |
16,400 (1) | | | McDonald’s Holdings Co. Japan Ltd. | | | | | 722,693 | | | | | | 0.1 | | |
289,300 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 1,558,245 | | | | | | 0.2 | | |
5,600 | | | Nintendo Co., Ltd. | | | | | 3,240,569 | | | | | | 0.5 | | |
92,500 | | | Nippon Telegraph & Telephone Corp. | | | | | 2,418,430 | | | | | | 0.4 | | |
16,500 | | | Nissan Chemical Corp. | | | | | 806,521 | | | | | | 0.1 | | |
8,200 | | | Nitto Denko Corp. | | | | | 610,658 | | | | | | 0.1 | | |
90,200 | | | Osaka Gas Co., Ltd. | | | | | 1,683,033 | | | | | | 0.3 | | |
9,000 | | | Rohm Co., Ltd. | | | | | 828,250 | | | | | | 0.1 | | |
38,200 | | | Secom Co., Ltd. | | | | | 2,911,626 | | | | | | 0.5 | | |
122,000 | | | Sekisui House Ltd. | | | | | 2,505,242 | | | | | | 0.4 | | |
3,200 | | | SMC Corp. | | | | | 1,893,103 | | | | | | 0.3 | | |
334,000 | | | SoftBank Corp. | | | | | 4,367,047 | | | | | | 0.7 | | |
18,500 | | | Sohgo Security Services Co., Ltd. | | | | | 842,874 | | | | | | 0.1 | | |
122,200 | | | Sumitomo Chemical Co., Ltd. | | | | | 649,477 | | | | | | 0.1 | | |
80,200 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 2,764,652 | | | | | | 0.4 | | |
97,800 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 3,119,841 | | | | | | 0.5 | | |
115,300 | | | T&D Holdings, Inc. | | | | | 1,496,235 | | | | | | 0.2 | | |
60,900 | | | Tokyo Gas Co., Ltd. | | | | | 1,148,676 | | | | | | 0.2 | | |
50,700 | | | Trend Micro, Inc. | | | | | 2,654,830 | | | | | | 0.4 | | |
10,200 | | | Tsuruha Holdings, Inc. | | | | | 1,187,129 | | | | | | 0.2 | | |
39,500 | | | Welcia Holdings Co. Ltd. | | | | | 1,291,595 | | | | | | 0.2 | | |
| | | | | | | | 49,256,592 | | | | | | 7.7 | | |
| | |||||||||||||||
| | | Netherlands: 0.7% | | ||||||||||||
3,910 | | | ASM International NV | | | | | 1,289,621 | | | | | | 0.2 | | |
79,746 | | | Koninklijke Ahold Delhaize NV | | | | | 2,374,796 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Netherlands (continued) | | ||||||||||||
14,186 | | | Koninklijke Philips NV | | | | $ | 704,109 | | | | | | 0.1 | | |
| | | | | | | | 4,368,526 | | | | | | 0.7 | | |
| | |||||||||||||||
| | | New Zealand: 0.1% | | ||||||||||||
228,547 | | | Spark New Zealand Ltd. | | | | | 767,160 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Norway: 0.1% | | ||||||||||||
17,593 | | | Yara International ASA | | | | | 927,052 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Singapore: 0.3% | | ||||||||||||
204,600 | | | Singapore Exchange Ltd. | | | | | 1,704,087 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Spain: 0.4% | | ||||||||||||
108,504 (1) | | | Endesa S.A. | | | | | 2,634,015 | | | | | | 0.4 | | |
| | |||||||||||||||
| | | Sweden: 0.3% | | ||||||||||||
202,349 | | | Swedish Match AB | | | | | 1,725,658 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Switzerland: 1.4% | | ||||||||||||
877 | | | Geberit AG - Reg | | | | | 658,777 | | | | | | 0.1 | | |
37,647 | | | Holcim Ltd. | | | | | 2,262,890 | | | | | | 0.4 | | |
2,060 | | | Roche Holding AG | | | | | 776,287 | | | | | | 0.1 | | |
3,704 | | | Sonova Holding AG - Reg | | | | | 1,395,129 | | | | | | 0.2 | | |
9,347 | | | Zurich Insurance Group AG | | | | | 3,754,367 | | | | | | 0.6 | | |
| | | | | | | | 8,847,450 | | | | | | 1.4 | | |
| | |||||||||||||||
| | | United Kingdom: 4.4% | | ||||||||||||
125,500 | | | 3i Group PLC | | | | | 2,036,720 | | | | | | 0.3 | | |
82,385 | | | British American Tobacco PLC | | | | | 3,198,641 | | | | | | 0.5 | | |
322,636 | | | Direct Line Insurance Group PLC | | | | | 1,272,544 | | | | | | 0.2 | | |
208,241 | | | GlaxoSmithKline PLC | | | | | 4,093,824 | | | | | | 0.6 | | |
37,350 | | | Hikma Pharmaceuticals PLC | | | | | 1,263,993 | | | | | | 0.2 | | |
105,486 | | | Imperial Brands PLC | | | | | 2,274,564 | | | | | | 0.3 | | |
20,458 | | | Janus Henderson Group PLC | | | | | 793,975 | | | | | | 0.1 | | |
8,424 | | | London Stock Exchange Group PLC | | | | | 930,939 | | | | | | 0.1 | | |
29,814 | | | Reckitt Benckiser Group PLC | | | | | 2,634,070 | | | | | | 0.4 | | |
244,140 | | | Sage Group PLC/The | | | | | 2,312,550 | | | | | | 0.4 | | |
73,067 | | | Segro PLC | | | | | 1,106,107 | | | | | | 0.2 | | |
87,838 | | | Standard Chartered PLC | | | | | 560,564 | | | | | | 0.1 | | |
83,059 | | | United Utilities Group PLC | | | | | 1,121,063 | | | | | | 0.2 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
1,876,250 | | | Vodafone Group PLC | | | | $ | 3,144,647 | | | | | | 0.5 | | |
7,704 | | | Willis Towers Watson PLC | | | | | 1,772,074 | | | | | | 0.3 | | |
| | | | | | | | 28,516,275 | | | | | | 4.4 | | |
| | |||||||||||||||
| | | United States: 63.5% | | ||||||||||||
69,419 | | | AbbVie, Inc. | | | | | 7,819,356 | | | | | | 1.2 | | |
35,190 | | | Aflac, Inc. | | | | | 1,888,295 | | | | | | 0.3 | | |
25,554 | | | Agilent Technologies, Inc. | | | | | 3,777,137 | | | | | | 0.6 | | |
4,328 | | | Alexandria Real Estate Equities, Inc. | | | | | 787,436 | | | | | | 0.1 | | |
22,430 | | | Allison Transmission Holdings, Inc. | | | | | 891,368 | | | | | | 0.1 | | |
7,885 | | | Allstate Corp. | | | | | 1,028,519 | | | | | | 0.2 | | |
24,394 | | | Ally Financial, Inc. | | | | | 1,215,797 | | | | | | 0.2 | | |
108,941 | | | Altria Group, Inc. | | | | | 5,194,307 | | | | | | 0.8 | | |
44,956 | | | Amdocs Ltd. | | | | | 3,477,796 | | | | | | 0.5 | | |
33,263 | | | American Homes 4 Rent | | | | | 1,292,268 | | | | | | 0.2 | | |
5,947 | | | American Tower Corp. | | | | | 1,606,523 | | | | | | 0.2 | | |
25,946 | | | American Water Works Co., Inc. | | | | | 3,999,057 | | | | | | 0.6 | | |
5,759 | | | Ameriprise Financial, Inc. | | | | | 1,433,300 | | | | | | 0.2 | | |
4,693 | | | Ametek, Inc. | | | | | 626,515 | | | | | | 0.1 | | |
20,800 | | | Amgen, Inc. | | | | | 5,070,000 | | | | | | 0.8 | | |
342,945 | | | Antero Midstream Corp. | | | | | 3,563,199 | | | | | | 0.6 | | |
4,572 | | | Anthem, Inc. | | | | | 1,745,590 | | | | | | 0.3 | | |
10,172 | | | AO Smith Corp. | | | | | 732,994 | | | | | | 0.1 | | |
16,339 | | | Aptargroup, Inc. | | | | | 2,301,185 | | | | | | 0.4 | | |
28,465 | | | Avnet, Inc. | | | | | 1,140,877 | | | | | | 0.2 | | |
7,362 | | | Bank of Hawaii Corp. | | | | | 620,028 | | | | | | 0.1 | | |
55,325 | | | Bank OZK | | | | | 2,332,502 | | | | | | 0.4 | | |
15,163 | | | Becton Dickinson & Co. | | | | | 3,687,490 | | | | | | 0.6 | | |
6,791 | | | Blackrock, Inc. | | | | | 5,941,921 | | | | | | 0.9 | | |
52,584 | | | Blackstone Group, Inc./The | | | | | 5,108,010 | | | | | | 0.8 | | |
40,025 | | | Booz Allen Hamilton Holding Corp. | | | | | 3,409,329 | | | | | | 0.5 | | |
97,302 | | | Bristol-Myers Squibb Co. | | | | | 6,501,720 | | | | | | 1.0 | | |
14,975 | | | Brookfield Renewable Corp. | | | | | 629,153 | | | | | | 0.1 | | |
5,977 | | | Carlisle Cos., Inc. | | | | | 1,143,878 | | | | | | 0.2 | | |
3,602 | | | Chemed Corp. | | | | | 1,709,149 | | | | | | 0.3 | | |
13,263 | | | Chevron Corp. | | | | | 1,389,167 | | | | | | 0.2 | | |
12,892 | | | Church & Dwight Co., Inc. | | | | | 1,098,656 | | | | | | 0.2 | | |
4,092 | | | Cigna Corp. | | | | | 970,090 | | | | | | 0.1 | | |
159,186 | | | Cisco Systems, Inc. | | | | | 8,436,858 | | | | | | 1.3 | | |
31,314 | | | Citigroup, Inc. | | | | | 2,215,465 | | | | | | 0.3 | | |
59,404 | | | Colgate-Palmolive Co. | | | | | 4,832,515 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
33,853 | | | Commerce Bancshares, Inc. | | | | $ | 2,524,080 | | | | | | 0.4 | | |
41,288 | | | ConocoPhillips | | | | | 2,514,439 | | | | | | 0.4 | | |
27,673 | | | Coresite Realty Corp. | | | | | 3,724,786 | | | | | | 0.6 | | |
61,985 | | | Corporate Office Properties Trust SBI MD | | | | | 1,734,960 | | | | | | 0.3 | | |
3,167 | | | Deere & Co. | | | | | 1,117,033 | | | | | | 0.2 | | |
14,791 | | | Dollar General Corp. | | | | | 3,200,624 | | | | | | 0.5 | | |
18,585 | | | DTE Energy Co. | | | | | 2,408,616 | | | | | | 0.4 | | |
18,473 | | | Duke Energy Corp. | | | | | 1,823,655 | | | | | | 0.3 | | |
23,844 | | | Duke Realty Corp. | | | | | 1,129,013 | | | | | | 0.2 | | |
26,600 | | | Electronic Arts, Inc. | | | | | 3,825,878 | | | | | | 0.6 | | |
7,653 | | | Emerson Electric Co. | | | | | 736,525 | | | | | | 0.1 | | |
31,995 | | | Entergy Corp. | | | | | 3,189,901 | | | | | | 0.5 | | |
3,141 | | | Equinix, Inc. | | | | | 2,520,967 | | | | | | 0.4 | | |
424,127 | | | Equitrans Midstream Corp. | | | | | 3,609,321 | | | | | | 0.6 | | |
5,978 | | | Everest Re Group Ltd. | | | | | 1,506,516 | | | | | | 0.2 | | |
61,214 | | | Evergy, Inc. | | | | | 3,699,162 | | | | | | 0.6 | | |
17,312 | | | Exelon Corp. | | | | | 767,095 | | | | | | 0.1 | | |
7,625 | | | FedEx Corp. | | | | | 2,274,766 | | | | | | 0.4 | | |
32,725 | | | First American Financial Corp. | | | | | 2,040,404 | | | | | | 0.3 | | |
20,608 | | | First Industrial Realty Trust, Inc. | | | | | 1,076,356 | | | | | | 0.2 | | |
119,694 | | | Flowers Foods, Inc. | | | | | 2,896,595 | | | | | | 0.5 | | |
14,550 | | | FMC Corp. | | | | | 1,574,310 | | | | | | 0.2 | | |
42,568 | | | Gaming and Leisure Properties, Inc. | | | | | 1,972,175 | | | | | | 0.3 | | |
14,861 | | | Garmin Ltd. | | | | | 2,149,495 | | | | | | 0.3 | | |
61,214 | | | General Mills, Inc. | | | | | 3,729,769 | | | | | | 0.6 | | |
13,861 | | | Genpact Ltd. | | | | | 629,705 | | | | | | 0.1 | | |
93,079 | | | Gentex Corp. | | | | | 3,079,984 | | | | | | 0.5 | | |
80,227 | | | Gilead Sciences, Inc. | | | | | 5,524,431 | | | | | | 0.9 | | |
90,746 | | | GrafTech International Ltd. | | | | | 1,054,469 | | | | | | 0.2 | | |
17,119 | | | Hanover Insurance Group, Inc. | | | | | 2,322,021 | | | | | | 0.4 | | |
20,632 | | | Hershey Co. | | | | | 3,593,682 | | | | | | 0.6 | | |
13,618 | | | Honeywell International, Inc. | | | | | 2,987,108 | | | | | | 0.5 | | |
1,862 | | | Humana, Inc. | | | | | 824,345 | | | | | | 0.1 | | |
61,673 | | | International Paper Co. | | | | | 3,781,172 | | | | | | 0.6 | | |
8,189 | | | Intuit, Inc. | | | | | 4,014,002 | | | | | | 0.6 | | |
62,252 | | | Invitation Homes, Inc. | | | | | 2,321,377 | | | | | | 0.4 | | |
70,734 | | | Johnson & Johnson | | | | | 11,652,719 | | | | | | 1.8 | | |
43,212 | | | Johnson Controls International plc | | | | | 2,965,640 | | | | | | 0.5 | | |
40,192 | | | JPMorgan Chase & Co. | | | | | 6,251,464 | | | | | | 1.0 | | |
21,766 | | | Kimberly-Clark Corp. | | | | | 2,911,855 | | | | | | 0.5 | | |
142,602 | | | Kinder Morgan, Inc. | | | | | 2,599,634 | | | | | | 0.4 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
66,711 | | | Knight-Swift Transportation Holdings, Inc. | | | | $ | 3,032,682 | | | | | | 0.5 | | |
18,317 | | | Kroger Co. | | | | | 701,724 | | | | | | 0.1 | | |
50,504 | | | Lazard Ltd. | | | | | 2,285,306 | | | | | | 0.4 | | |
15,715 | | | Leidos Holdings, Inc. | | | | | 1,588,786 | | | | | | 0.2 | | |
17,226 | | | Life Storage, Inc. | | | | | 1,849,211 | | | | | | 0.3 | | |
6,418 | | | LPL Financial Holdings, Inc. | | | | | 866,302 | | | | | | 0.1 | | |
5,537 | | | MarketAxess Holdings, Inc. | | | | | 2,566,898 | | | | | | 0.4 | | |
43,277 | | | Masco Corp. | | | | | 2,549,448 | | | | | | 0.4 | | |
6,068 | | | McDonald’s Corp. | | | | | 1,401,647 | | | | | | 0.2 | | |
18,174 | | | McKesson Corp. | | | | | 3,475,596 | | | | | | 0.5 | | |
100,981 | | | Merck & Co., Inc. | | | | | 7,853,292 | | | | | | 1.2 | | |
14,241 | | | Microsoft Corp. | | | | | 3,857,887 | | | | | | 0.6 | | |
32,023 | | | Mondelez International, Inc. | | | | | 1,999,516 | | | | | | 0.3 | | |
11,336 | | | MSC Industrial Direct Co. | | | | | 1,017,179 | | | | | | 0.2 | | |
7,026 | | | MSCI, Inc. - Class A | | | | | 3,745,420 | | | | | | 0.6 | | |
26,547 | | | Nasdaq, Inc. | | | | | 4,666,963 | | | | | | 0.7 | | |
25,831 | | | National Fuel Gas Co. | | | | | 1,349,670 | | | | | | 0.2 | | |
28,069 | | | National Storage Affiliates Trust | | | | | 1,419,169 | | | | | | 0.2 | | |
3,561 | | | NewMarket Corp. | | | | | 1,146,571 | | | | | | 0.2 | | |
99,818 | | | NiSource, Inc. | | | | | 2,445,541 | | | | | | 0.4 | | |
90,882 | | | Old Republic International Corp. | | | | | 2,263,871 | | | | | | 0.4 | | |
56,583 | | | Omega Healthcare Investors, Inc. | | | | | 2,053,397 | | | | | | 0.3 | | |
25,013 | | | Packaging Corp. of America | | | | | 3,387,260 | | | | | | 0.5 | | |
37,572 | | | PepsiCo, Inc. | | | | | 5,567,043 | | | | | | 0.9 | | |
212,004 | | | Pfizer, Inc. | | | | | 8,302,077 | | | | | | 1.3 | | |
58,058 | | | Philip Morris International, Inc. | | | | | 5,754,128 | | | | | | 0.9 | | |
33,254 | | | Phillips 66 | | | | | 2,853,858 | | | | | | 0.4 | | |
12,966 | | | Pinnacle West Capital Corp. | | | | | 1,062,823 | | | | | | 0.2 | | |
50,449 | | | Procter & Gamble Co. | | | | | 6,807,084 | | | | | | 1.1 | | |
42,351 | | | Progressive Corp. | | | | | 4,159,292 | | | | | | 0.6 | | |
17,019 | | | Prosperity Bancshares, Inc. | | | | | 1,221,964 | | | | | | 0.2 | | |
38,629 | | | Public Service Enterprise Group, Inc. | | | | | 2,307,696 | | | | | | 0.4 | | |
21,115 | | | Qualcomm, Inc. | | | | | 3,017,967 | | | | | | 0.5 | | |
4,857 | | | Regal Beloit Corp. | | | | | 648,458 | | | | | | 0.1 | | |
45,752 | | | Regions Financial Corp. | | | | | 923,275 | | | | | | 0.1 | | |
37,898 | | | Republic Services, Inc. | | | | | 4,169,159 | | | | | | 0.6 | | |
5,537 | | | Rockwell Automation, Inc. | | | | | 1,583,693 | | | | | | 0.2 | | |
8,567 | | | Roper Technologies, Inc. | | | | | 4,028,203 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
30,674 | | | Royal Gold, Inc. | | | | $ | 3,499,903 | | | | | | 0.5 | | |
14,835 | | | Ryder System, Inc. | | | | | 1,102,686 | | | | | | 0.2 | | |
9,652 | | | S&P Global, Inc. | | | | | 3,961,663 | | | | | | 0.6 | | |
59,592 | | | Service Corp. International | | | | | 3,193,535 | | | | | | 0.5 | | |
38,128 | | | Silgan Holdings, Inc. | | | | | 1,582,312 | | | | | | 0.2 | | |
13,610 | | | Stifel Financial Corp. | | | | | 882,745 | | | | | | 0.1 | | |
12,716 | | | Sun Communities, Inc. | | | | | 2,179,522 | | | | | | 0.3 | | |
115,074 | | | Switch, Inc. | | | | | 2,429,212 | | | | | | 0.4 | | |
34,144 | | | Synchrony Financial | | | | | 1,656,667 | | | | | | 0.3 | | |
11,439 | | | SYNNEX Corp. | | | | | 1,392,813 | | | | | | 0.2 | | |
25,314 | | | T. Rowe Price Group, Inc. | | | | | 5,011,413 | | | | | | 0.8 | | |
27,594 | | | Target Corp. | | | | | 6,670,574 | | | | | | 1.0 | | |
34,862 | | | Texas Instruments, Inc. | | | | | 6,703,963 | | | | | | 1.0 | | |
6,921 | | | Thermo Fisher Scientific, Inc. | | | | | 3,491,437 | | | | | | 0.5 | | |
41,624 | | | Tradeweb Markets, Inc. | | | | | 3,519,725 | | | | | | 0.5 | | |
15,256 | | | UMB Financial Corp. | | | | | 1,419,723 | | | | | | 0.2 | | |
120,758 | | | Umpqua Holdings Corp. | | | | | 2,227,985 | | | | | | 0.3 | | |
7,531 | | | United Parcel Service, Inc. - Class B | | | | | 1,566,222 | | | | | | 0.2 | | |
3,536 | | | UnitedHealth Group, Inc. | | | | | 1,415,956 | | | | | | 0.2 | | |
41,443 | | | US Bancorp | | | | | 2,361,008 | | | | | | 0.4 | | |
152,219 | | | Verizon Communications, Inc. | | | | | 8,528,831 | | | | | | 1.3 | | |
36,374 | | | Washington Federal, Inc. | | | | | 1,155,966 | | | | | | 0.2 | | |
32,776 | | | Waste Management, Inc. | | | | | 4,592,245 | | | | | | 0.7 | | |
47,973 | | | Wells Fargo & Co. | | | | | 2,172,697 | | | | | | 0.3 | | |
42,488 | | | Werner Enterprises, Inc. | | | | | 1,891,566 | | | | | | 0.3 | | |
16,774 | | | Weyerhaeuser Co. | | | | | 577,361 | | | | | | 0.1 | | |
171,674 | | | Williams Cos., Inc. | | | | | 4,557,945 | | | | | | 0.7 | | |
27,850 | | | World Fuel Services Corp. | | | | | 883,681 | | | | | | 0.1 | | |
19,023 | | | Zoetis, Inc. | | | | | 3,545,126 | | | | | | 0.6 | | |
| | | | | | | | 407,982,037 | | | | | | 63.5 | | |
| | | Total Common Stock (Cost $541,420,201) | | | | | 631,041,767 | | | | | | 98.3 | | |
EXCHANGE-TRADED FUNDS: 1.3% | | |||||||||||||||
34,911 | | | iShares Russell 1000 Value ETF | | | | | 5,537,583 | | | | | | 0.9 | | |
51,034 | | | iShares MSCI EAFE Value Index ETF | | | | | 2,641,520 | | | | | | 0.4 | | |
| | | Total Exchange-Traded Funds (Cost $8,425,489) | | | | | 8,179,103 | | | | | | 1.3 | | |
| | | Total Long-Term Investments (Cost $549,845,690) | | | | | 639,220,870 | | | | | | 99.6 | | |
|
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | | |||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.4% | | ||||||||||||
| | | 2,080,500 | (4) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,080,503, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,122,110, due 07/25/21-05/20/71) | | | | $ | 2,080,500 | | | | | | 0.3 | | | |
| | | 1,379,476 | (4) | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,379,478, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,407,066, due 11/30/21-07/01/51) | | | | | 1,379,476 | | | | | | 0.2 | | | |
| | | 1,317,905 | (4) | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,317,907, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,344,265, due 05/01/24-04/20/71) | | | | | 1,317,905 | | | | | | 0.2 | | | |
| | | 2,080,500 | (4) | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,080,505, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,122,116, due 02/28/27) | | | | | 2,080,500 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,080,536 | (4) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,080,539, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,122,147, due 08/01/21-04/15/62) | | | | $ | 2,080,536 | | | | | | 0.4 | | | |
| | | | | | | Total Repurchase Agreements (Cost $8,938,917) | | | | | 8,938,917 | | | | | | 1.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 907,000 | (5) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $907,000) | | | | | 907,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $9,845,917) | | | | | 9,845,917 | | | | | | 1.5 | | |
| | | | | | | Total Investments in Securities (Cost $559,691,607) | | | | $ | 649,066,787 | | | | | | 101.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (6,971,137) | | | | | | (1.1) | | |
| | | | | | | Net Assets | | | | $ | 642,095,650 | | | | | | 100.0 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 22.3% | | |
Health Care | | | | | 14.7 | | |
Industrials | | | | | 12.1 | | |
Consumer Staples | | | | | 9.7 | | |
Information Technology | | | | | 6.8 | | |
Communication Services | | | | | 6.8 | | |
Materials | | | | | 6.5 | | |
Utilities | | | | | 6.1 | | |
Energy | | | | | 4.7 | | |
Real Estate | | | | | 4.5 | | |
Consumer Discretionary | | | | | 4.1 | | |
Exchange-Traded Funds | | | | | 1.3 | | |
Short-Term Investments | | | | | 1.5 | | |
Liabilities in Excess of Other Assets | | | | | (1.1) | | |
Net Assets | | | | | 100.0% | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 19,904,852 | | | | | $ | — | | | | | $ | 19,904,852 | | |
Canada | | | | | 27,874,002 | | | | | | — | | | | | | — | | | | | | 27,874,002 | | |
China | | | | | — | | | | | | 3,516,411 | | | | | | — | | | | | | 3,516,411 | | |
Denmark | | | | | — | | | | | | 6,206,427 | | | | | | — | | | | | | 6,206,427 | | |
Finland | | | | | — | | | | | | 7,084,356 | | | | | | — | | | | | | 7,084,356 | | |
France | | | | | — | | | | | | 13,850,943 | | | | | | — | | | | | | 13,850,943 | | |
Germany | | | | | — | | | | | | 16,811,329 | | | | | | — | | | | | | 16,811,329 | | |
Hong Kong | | | | | — | | | | | | 8,747,491 | | | | | | — | | | | | | 8,747,491 | | |
Ireland | | | | | 5,131,783 | | | | | | 2,765,039 | | | | | | — | | | | | | 7,896,822 | | |
Israel | | | | | — | | | | | | 1,791,657 | | | | | | — | | | | | | 1,791,657 | | |
Italy | | | | | — | | | | | | 10,628,625 | | | | | | — | | | | | | 10,628,625 | | |
Japan | | | | | — | | | | | | 49,256,592 | | | | | | — | | | | | | 49,256,592 | | |
Netherlands | | | | | — | | | | | | 4,368,526 | | | | | | — | | | | | | 4,368,526 | | |
New Zealand | | | | | — | | | | | | 767,160 | | | | | | — | | | | | | 767,160 | | |
Norway | | | | | — | | | | | | 927,052 | | | | | | — | | | | | | 927,052 | | |
Singapore | | | | | — | | | | | | 1,704,087 | | | | | | — | | | | | | 1,704,087 | | |
Spain | | | | | — | | | | | | 2,634,015 | | | | | | — | | | | | | 2,634,015 | | |
Sweden | | | | | — | | | | | | 1,725,658 | | | | | | — | | | | | | 1,725,658 | | |
Switzerland | | | | | — | | | | | | 8,847,450 | | | | | | — | | | | | | 8,847,450 | | |
United Kingdom | | | | | 2,566,049 | | | | | | 25,950,226 | | | | | | — | | | | | | 28,516,275 | | |
United States | | | | | 407,982,037 | | | | | | — | | | | | | — | | | | | | 407,982,037 | | |
Total Common Stock | | | | | 443,553,871 | | | | | | 187,487,896 | | | | | | — | | | | | | 631,041,767 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Exchange-Traded Funds | | | | | 8,179,103 | | | | | | — | | | | | | — | | | | | | 8,179,103 | | |
Short-Term Investments | | | | | 907,000 | | | | | | 8,938,917 | | | | | | — | | | | | | 9,845,917 | | |
Total Investments, at fair value | | | | $ | 452,639,974 | | | | | $ | 196,426,813 | | | | | $ | — | | | | | $ | 649,066,787 | | |
|
| Gross Unrealized Appreciation | | | | $ | 97,064,576 | | |
| Gross Unrealized Depreciation | | | | | (8,165,246) | | |
| Net Unrealized Appreciation | | | | $ | 88,899,330 | | |
Voya Government Money Market Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 60.6% | | |||||||||||||||
128,000,000 | | | Deutsche Bank Repurchase Agreement dated 6/30/2021, 0.03%, due 7/1/2021, $128,000,107 to be received upon repurchase (Collateralized by $128,583,500, Various U.S. Govt. Agency Obligations, 0.00-1.625%, Market Value plus accrued interest $130,560,693 due 8/31/21-5/31/23), | | | | $ | 128,000,000 | | | | | | 25.5 | | |
176,306,000 | | | Deutsche Bank Repurchase Agreement dated 6/30/2021, 0.03%, due 7/1/2021, $176,306,147 to be received upon repurchase (Collateralized by $179,857,200, US Treasury Bill, 0.00%, Market Value plus accrued interest $179,832,135 due 9/9/2021-11/4/2021), | | | | | 176,306,000 | | | | | | 35.1 | | |
| | | Total U.S. Treasury Repurchase Agreement | | | | | | | | | | | | | |
| | | (Cost $304,306,000) | | | | | 304,306,000 | | | | | | 60.6 | | |
U.S. TREASURY DEBT: 23.3% | | |||||||||||||||
116,500,000 (1) | | | United States Treasury Bill, 0.060%, 12/30/2021 | | | | | 116,467,455 | | | | | | 23.3 | | |
| | | Total U.S. Treasury Debt | | | | | | | | | | | | | |
| | | (Cost $116,467,455) | | | | | 116,467,455 | | | | | | 23.3 | | |
U.S. GOVERNMENT AGENCY DEBT: 24.2% | | |||||||||||||||
33,500,000 | | | Federal Farm Credit Banks Funding Corp., 0.180%, (US0001M + 0.100%), 08/05/2021 | | | | | 33,505,051 | | | | | | 6.7 | | |
6,500,000 | | | Federal Home Loan Bank Discount Notes, 0.020%, 09/21/2021 | | | | | 6,499,778 | | | | | | 1.3 | | |
6,500,000 | | | Federal Home Loan Bank Discount Notes, 0.050%, 09/15/2021 | | | | | 6,499,314 | | | | | | 1.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | |||||||||||||||
6,005,000 | | | Federal Home Loan Banks, 0.070%, (US0003M + (0.080)%), 08/24/2021 | | | | $ | 6,005,499 | | | | | | 1.2 | | |
34,000,000 | | | Federal Farm Credit Banks Funding Corp., 0.081%, (US0001M + 0.000%), 08/09/2021 | | | | | 34,002,445 | | | | | | 6.8 | | |
35,000,000 | | | Federal Home Loan Banks, 0.085%, (SOFRRATE + 0.035%), 12/10/2021 | | | | | 35,000,000 | | | | | | 6.9 | | |
| | | Total U.S. Government Agency Debt | | | | | | | | | | | | | |
| | | (Cost $121,512,087) | | | | | 121,512,087 | | | | | | 24.2 | | |
| | | Total Investments in Securities (Cost $542,285,542) | | | | $ | 542,285,542 | | | | | | 108.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (40,486,350) | | | | | | (8.1) | | |
| | | Net Assets | | | | $ | 501,799,192 | | | | | | 100.0 | | |
|
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| U.S. Treasury Repurchase Agreement | | | 60.6% | |
| U.S. Government Agency Debt | | | 24.2 | |
| U.S. Treasury Debt | | | 23.3 | |
| Liabilities in Excess of Other Assets | | | (8.1) | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Government Money Market Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 121,512,087 | | | | | $ | — | | | | | $ | 121,512,087 | | |
U.S. Treasury Debt | | | | | — | | | | | | 116,467,455 | | | | | | — | | | | | | 116,467,455 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 304,306,000 | | | | | | — | | | | | | 304,306,000 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 542,285,542 | | | | | $ | — | | | | | $ | 542,285,542 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $304,306,000 | | | | $ | (304,306,000) | | | | | $ | — | | |
Totals | | | $304,306,000 | | | | $ | (304,306,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 15.8% | | ||||||||||||
594,397 | | | Activision Blizzard, Inc. | | | | $ | 56,729,250 | | | | | | 1.6 | | |
71,039 (1) | | | Alphabet, Inc. - Class A | | | | | 173,462,320 | | | | | | 4.9 | | |
1,899,072 | | | AT&T, Inc. | | | | | 54,655,292 | | | | | | 1.6 | | |
366,332 (1) | | | Facebook, Inc. Class A | | | | | 127,377,300 | | | | | | 3.6 | | |
1,148,533 | | | Fox Corp. - Class A | | | | | 42,645,030 | | | | | | 1.2 | | |
995,866 | | | Interpublic Group of Cos., Inc. | | | | | 32,355,686 | | | | | | 0.9 | | |
408,412 (1) | | | Walt Disney Co. | | | | | 71,786,577 | | | | | | 2.0 | | |
| | | | | | | | 559,011,455 | | | | | | 15.8 | | |
| | |||||||||||||||
| | | Consumer Discretionary: 7.8% | | ||||||||||||
435,127 (1) | | | Caesars Entertainment, Inc. | | | | | 45,144,426 | | | | | | 1.3 | | |
366,506 (1) | | | Expedia Group, Inc. | | | | | 60,000,697 | | | | | | 1.7 | | |
1,609,096 | | | Gap, Inc. | | | | | 54,146,081 | | | | | | 1.5 | | |
460,272 | | | Nike, Inc. - Class B | | | | | 71,107,421 | | | | | | 2.0 | | |
546,647 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 46,618,056 | | | | | | 1.3 | | |
| | | | | | | | 277,016,681 | | | | | | 7.8 | | |
| | |||||||||||||||
| | | Consumer Staples: 7.5% | | ||||||||||||
1,354,361 | | | Coca-Cola Co. | | | | | 73,284,474 | | | | | | 2.1 | | |
200,258 | | | Constellation Brands, Inc. | | | | | 46,838,344 | | | | | | 1.3 | | |
861,758 | | | Philip Morris International, Inc. | | | | | 85,408,835 | | | | | | 2.4 | | |
434,385 | | | Walmart, Inc. | | | | | 61,256,973 | | | | | | 1.7 | | |
| | | | | | | | 266,788,626 | | | | | | 7.5 | | |
| | |||||||||||||||
| | | Energy: 3.4% | | ||||||||||||
350,461 | | | Chevron Corp. | | | | | 36,707,285 | | | | | | 1.0 | | |
676,846 | | | ConocoPhillips | | | | | 41,219,921 | | | | | | 1.2 | | |
220,456 | | | Diamondback Energy, Inc. | | | | | 20,698,614 | | | | | | 0.6 | | |
292,871 | | | Valero Energy Corp. | | | | | 22,867,368 | | | | | | 0.6 | | |
| | | | | | | | 121,493,188 | | | | | | 3.4 | | |
| | |||||||||||||||
| | | Financials: 12.2% | | ||||||||||||
923,986 (2) | | | Apollo Global Management, Inc. | | | | | 57,471,929 | | | | | | 1.6 | | |
311,294 | | | Assurant, Inc. | | | | | 48,617,897 | | | | | | 1.4 | | |
1,680,205 | | | Bank of America Corp. | | | | | 69,274,852 | | | | | | 1.9 | | |
981,171 | | | Bank of New York Mellon Corp. | | | | | 50,265,391 | | | | | | 1.4 | | |
307,269 | | | Chubb Ltd. | | | | | 48,837,335 | | | | | | 1.4 | | |
849,502 | | | Citigroup, Inc. | | | | | 60,102,267 | | | | | | 1.7 | | |
894,114 | | | Synchrony Financial | | | | | 43,382,411 | | | | | | 1.2 | | |
977,823 | | | US Bancorp | | | | | 55,706,576 | | | | | | 1.6 | | |
| | | | | | | | 433,658,658 | | | | | | 12.2 | | |
| | |||||||||||||||
| | | Health Care: 13.8% | | ||||||||||||
542,116 | | | Alcon, Inc. | | | | | 38,089,070 | | | | | | 1.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
15,540 (1) | | | Biogen, Inc. | | | | $ | 5,381,036 | | | | | | 0.1 | | |
613,965 | | | Bristol-Myers Squibb Co. | | | | | 41,025,141 | | | | | | 1.2 | | |
363,568 | | | Eli Lilly & Co. | | | | | 83,446,127 | | | | | | 2.3 | | |
421,126 | | | Johnson & Johnson | | | | | 69,376,297 | | | | | | 2.0 | | |
126,500 | | | McKesson Corp. | | | | | 24,191,860 | | | | | | 0.7 | | |
570,391 | | | Medtronic PLC | | | | | 70,802,635 | | | | | | 2.0 | | |
77,118 | | | Thermo Fisher Scientific, Inc. | | | | | 38,903,718 | | | | | | 1.1 | | |
169,094 | | | UnitedHealth Group, Inc. | | | | | 67,712,001 | | | | | | 1.9 | | |
310,946 | | | Zimmer Biomet Holdings, Inc. | | | | | 50,006,336 | | | | | | 1.4 | | |
| | | | | | | | 488,934,221 | | | | | | 13.8 | | |
| | |||||||||||||||
| | | Industrials: 7.5% | | ||||||||||||
763,071 (1) | | | Howmet Aerospace, Inc. | | | | | 26,303,057 | | | | | | 0.7 | | |
257,618 | | | L3Harris Technologies, Inc. | | | | | 55,684,131 | | | | | | 1.6 | | |
830,975 | | | nVent Electric PLC | | | | | 25,959,659 | | | | | | 0.7 | | |
156,083 | | | Old Dominion Freight Line | | | | | 39,613,865 | | | | | | 1.1 | | |
812,315 | | | Raytheon Technologies Corp. | | | | | 69,298,593 | | | | | | 2.0 | | |
157,591 (1) | | | United Rentals, Inc. | | | | | 50,273,105 | | | | | | 1.4 | | |
| | | | | | | | 267,132,410 | | | | | | 7.5 | | |
| | |||||||||||||||
| | | Information Technology: 23.9% | | ||||||||||||
271,407 | | | CDW Corp. | | | | | 47,401,232 | | | | | | 1.3 | | |
576,583 | | | Dolby Laboratories, Inc. | | | | | 56,672,343 | | | | | | 1.6 | | |
802,776 (1) | | | Fiserv, Inc. | | | | | 85,808,727 | | | | | | 2.4 | | |
213,467 | | | Intuit, Inc. | | | | | 104,635,119 | | | | | | 3.0 | | |
488,877 | | | Microchip Technology, Inc. | | | | | 73,204,442 | | | | | | 2.1 | | |
1,085,539 | | | Microsoft Corp. | | | | | 294,072,515 | | | | | | 8.3 | | |
480,208 | | | Motorola Solutions, Inc. | | | | | 104,133,105 | | | | | | 2.9 | | |
389,033 | | | NXP Semiconductor NV - NXPI - US | | | | | 80,031,869 | | | | | | 2.3 | | |
| | | | | | | | 845,959,352 | | | | | | 23.9 | | |
| | |||||||||||||||
| | | Materials: 3.3% | | ||||||||||||
94,478 | | | Air Products & Chemicals, Inc. | | | | | 27,179,431 | | | | | | 0.8 | | |
562,651 (1) | | | Alcoa Corp. | | | | | 20,728,063 | | | | | | 0.6 | | |
660,585 | | | CF Industries Holdings, Inc. | | | | | 33,987,098 | | | | | | 0.9 | | |
298,659 | | | Eastman Chemical Co. | | | | | 34,868,438 | | | | | | 1.0 | | |
| | | | | | | | 116,763,030 | | | | | | 3.3 | | |
| | |||||||||||||||
| | | Real Estate: 2.3% | | ||||||||||||
254,035 | | | ProLogis, Inc. | | | | | 30,364,804 | | | | | | 0.9 | | |
244,196 (1) | | | Ryman Hospitality Properties | | | | | 19,281,716 | | | | | | 0.5 | | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
663,349 | | | UDR, Inc. | | | | $ | 32,490,834 | | | | | | 0.9 | | |
| | | | | | | | 82,137,354 | | | | | | 2.3 | | |
| | | Utilities: 2.3% | | ||||||||||||
335,213 | | | Ameren Corp. | | | | | 26,830,449 | | | | | | 0.7 | | |
199,360 | | | Entergy Corp. | | | | | 19,876,192 | | | | | | 0.6 | | |
802,136 | | | Exelon Corp. | | | | | 35,542,646 | | | | | | 1.0 | | |
| | | | | | | | 82,249,287 | | | | | | 2.3 | | |
| | | Total Common Stock (Cost $2,676,587,070) | | | | $ | 3,541,144,262 | | | | | | 99.8 | | |
| | |||||||||||||||
OTHER (3): —% | | |||||||||||||||
| | | Utilities: —% | | ||||||||||||
10,000,000 (4)(5) | | | Southern Energy (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $2,676,587,070) | | | | | 3,541,144,262 | | | | | | 99.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Repurchase Agreements: 0.7% | | ||||||||||||
1,301,446 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,301,449, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,327,475, due 01/01/25-04/01/51) | | | | | 1,301,446 | | | | | | 0.0 | | |
6,249,900 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $6,249,909, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $6,374,898, due 07/25/21-05/20/71) | | | | | 6,249,900 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,673,995 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,674,004, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $3,747,484, due 07/01/21- 11/15/50) | | | | $ | 3,673,995 | | | | | | 0.1 | | |
2,130,413 (6) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,130,418, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $2,173,021, due 08/01/21-06/01/51) | | | | | 2,130,413 | | | | | | 0.1 | | |
2,706,687 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,706,691, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,760,825, due 05/01/24-04/20/71) | | | | | 2,706,687 | | | | | | 0.1 | | |
2,688,109 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,688,113, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,741,871, due 08/01/21-04/15/62) | | | | | 2,688,109 | | | | | | 0.1 | | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,341,932 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $4,341,945, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,429,244, due 07/15/23-02/15/48) | | | | $ | 4,341,932 | | | | | | 0.1 | | |
1,753,965 (6) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,753,970, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,789,044, due 12/01/21-05/20/71) | | | | | 1,753,965 | | | | | | 0.0 | | |
| | | Total Repurchase Agreements (Cost $24,846,447) | | | | | 24,846,447 | | | | | | 0.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.4% | | ||||||||||||
12,039,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 12,039,000 | | | | | | 0.4 | | |
718,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 718,000 | | | | | | 0.0 | | |
570,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 570,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $13,327,000) | | | | | 13,327,000 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Short-Term Investments (Cost $38,173,447) | | | | $ | 38,173,447 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $2,714,760,517) | | | | $ | 3,579,317,709 | | | | | | 100.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (32,754,046) | | | | | | (0.9) | | |
| | | Net Assets | | | | $ | 3,546,563,663 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| Information Technology | | | 23.9% | |
| Communication Services | | | 15.8% | |
| Health Care | | | 13.8% | |
| Financials | | | 12.2% | |
| Consumer Discretionary | | | 7.8% | |
| Industrials | | | 7.5% | |
| Consumer Staples | | | 7.5% | |
| Energy | | | 3.4% | |
| Materials | | | 3.3% | |
| Utilities | | | 2.3% | |
| Real Estate | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,541,144,262 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,541,144,262 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 13,327,000 | | | | | | 24,846,447 | | | | | | — | | | | | | 38,173,447 | | |
Total Investments, at fair value | | | | $ | 3,554,471,262 | | | | | $ | 24,846,447 | | | | | $ | — | | | | | $ | 3,579,317,709 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Southern Energy (Escrow) | | | 11/30/2005 | | | | $ | — | | | | | $ | — | | |
| | | | | | | $ | — | | | | | $ | — | | |
| Cost for federal income tax purposes was $2,740,576,105. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 874,170,514 | | |
| Gross Unrealized Depreciation | | | | | (35,428,910) | | |
| Net Unrealized Appreciation | | | | $ | 838,741,604 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 27.1% | | |||||||||||||||
| | | Basic Materials: 0.5% | | ||||||||||||
445,000 (1) | | | Anglo American Capital PLC, 2.250%, 03/17/2028 | | | | $ | 450,490 | | | | | | 0.0 | | |
1,250,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 1,348,403 | | | | | | 0.1 | | |
476,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 583,284 | | | | | | 0.0 | | |
1,338,000 | | | Dow Chemical Co/The, 2.100%, 11/15/2030 | | | | | 1,322,800 | | | | | | 0.0 | | |
2,148,000 | | | Dow Chemical Co/The, 4.250%, 10/01/2034 | | | | | 2,489,845 | | | | | | 0.1 | | |
500,000 | | | Dow Chemical Co/The, 4.625%, 10/01/2044 | | | | | 615,289 | | | | | | 0.0 | | |
1,659,000 (1) | | | Georgia-Pacific LLC, 0.950%, 05/15/2026 | | | | | 1,633,336 | | | | | | 0.1 | | |
2,445,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 3,069,912 | | | | | | 0.1 | | |
702,000 (1) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 755,286 | | | | | | 0.0 | | |
561,000 (1) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 644,242 | | | | | | 0.0 | | |
747,000 | | | Newmont Corp., 2.250%, 10/01/2030 | | | | | 745,631 | | | | | | 0.0 | | |
345,000 | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | | 364,364 | | | | | | 0.0 | | |
1,333,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 1,330,718 | | | | | | 0.1 | | |
1,147,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 1,145,787 | | | | | | 0.0 | | |
250,000 | | | Teck Resources Ltd., 6.125%, 10/01/2035 | | | | | 322,419 | | | | | | 0.0 | | |
| | | | | | | | 16,821,806 | | | | | | 0.5 | | |
| | | Communications: 2.6% | | ||||||||||||
6,026,000 | | | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | | | | | 6,559,571 | | | | | | 0.2 | | |
725,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 737,667 | | | | | | 0.0 | | |
2,340,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 2,417,254 | | | | | | 0.1 | | |
813,000 | | | Amazon.com, Inc., 3.100%, 05/12/2051 | | | | | 855,117 | | | | | | 0.0 | | |
1,664,000 | | | Amazon.com, Inc., 3.250%, 05/12/2061 | | | | | 1,756,581 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
889,000 | | | AT&T, Inc., 1.650%, 02/01/2028 | | | | $ | 882,955 | | | | | | 0.0 | | |
2,080,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 2,102,351 | | | | | | 0.1 | | |
2,329,000 | | | AT&T, Inc., 2.250%, 02/01/2032 | | | | | 2,288,364 | | | | | | 0.1 | | |
801,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 794,364 | | | | | | 0.0 | | |
1,520,000 | | | AT&T, Inc., 3.100%, 02/01/2043 | | | | | 1,492,392 | | | | | | 0.1 | | |
4,606,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 4,628,150 | | | | | | 0.1 | | |
2,948,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 2,994,045 | | | | | | 0.1 | | |
616,000 | | | AT&T, Inc., 4.300%, 02/15/2030 | | | | | 712,551 | | | | | | 0.0 | | |
820,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 806,820 | | | | | | 0.0 | | |
829,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 846,523 | | | | | | 0.0 | | |
750,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | | 776,566 | | | | | | 0.0 | | |
2,500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 2,833,891 | | | | | | 0.1 | | |
1,250,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 1,316,994 | | | | | | 0.1 | | |
2,279,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 2,688,668 | | | | | | 0.1 | | |
3,655,000 | | | Comcast Corp., 4.000%, 03/01/2048 | | | | | 4,293,425 | | | | | | 0.1 | | |
1,225,000 | | | Comcast Corp., 4.600%, 10/15/2038 | | | | | 1,520,897 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
765,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | $ | 1,073,427 | | | | | | 0.0 | | |
860,000 (1) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | | 910,434 | | | | | | 0.0 | | |
3,500,000 | | | Discovery Communications LLC, 5.200%, 09/20/2047 | | | | | 4,357,226 | | | | | | 0.1 | | |
1,000,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 1,008,815 | | | | | | 0.0 | | |
738,000 (1) | | | NBN Co. Ltd., 1.450%, 05/05/2026 | | | | | 740,169 | | | | | | 0.0 | | |
651,000 (1) | | | NBN Co. Ltd., 2.625%, 05/05/2031 | | | | | 667,685 | | | | | | 0.0 | | |
2,630,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,722,029 | | | | | | 0.1 | | |
3,754,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 4,870,044 | | | | | | 0.2 | | |
527,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 536,452 | | | | | | 0.0 | | |
735,000 | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 734,706 | | | | | | 0.0 | | |
1,995,000 | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 2,033,603 | | | | | | 0.1 | | |
818,000 | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 905,841 | | | | | | 0.0 | | |
462,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 518,018 | | | | | | 0.0 | | |
3,317,000 | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 3,898,885 | | | | | | 0.1 | | |
806,000 | | | VeriSign, Inc., 2.700%, 06/15/2031 | | | | | 819,847 | | | | | | 0.0 | | |
899,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | | 866,744 | | | | | | 0.0 | | |
1,413,000 | | | Verizon Communications, Inc., 2.875%, 11/20/2050 | | | | | 1,345,633 | | | | | | 0.1 | | |
542,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 510,373 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
779,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | $ | 825,068 | | | | | | 0.0 | | |
3,375,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 3,620,476 | | | | | | 0.1 | | |
2,000,000 | | | Verizon Communications, Inc., 3.850%, 11/01/2042 | | | | | 2,275,011 | | | | | | 0.1 | | |
240,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 276,332 | | | | | | 0.0 | | |
208,000 | | | Verizon Communications, Inc., 4.500%, 08/10/2033 | | | | | 248,857 | | | | | | 0.0 | | |
2,750,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 3,488,493 | | | | | | 0.1 | | |
1,950,000 | | | Verizon Communications, Inc., 4.862%, 08/21/2046 | | | | | 2,527,209 | | | | | | 0.1 | | |
1,510,000 | | | ViacomCBS, Inc., 5.500%, 05/15/2033 | | | | | 1,919,288 | | | | | | 0.1 | | |
500,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 584,923 | | | | | | 0.0 | | |
880,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 1,152,805 | | | | | | 0.0 | | |
539,000 | | | Walt Disney Co/The, 2.000%, 09/01/2029 | | | | | 545,343 | | | | | | 0.0 | | |
| | | | | | | | 89,288,882 | | | | | | 2.6 | | |
| | | Consumer, Cyclical: 1.1% | | ||||||||||||
747,507 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 829,016 | | | | | | 0.0 | | |
41,974 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 43,532 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,251,607 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | $ | 2,302,390 | | | | | | 0.1 | | |
334,880 | | | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | | | | | 338,992 | | | | | | 0.0 | | |
727,903 | | | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | | | | | 722,081 | | | | | | 0.0 | | |
48,583 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 49,533 | | | | | | 0.0 | | |
528,080 (1) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 570,345 | | | | | | 0.0 | | |
23,766 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 25,171 | | | | | | 0.0 | | |
1,875,000 (1) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 1,942,423 | | | | | | 0.1 | | |
648,574 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 659,043 | | | | | | 0.0 | | |
515,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 553,673 | | | | | | 0.0 | | |
793,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 882,265 | | | | | | 0.0 | | |
1,400,000 | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 1,786,490 | | | | | | 0.1 | | |
935,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 1,107,507 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 1,076,425 | | | | | | 0.0 | | |
1,893,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 2,130,068 | | | | | | 0.1 | | |
1,004,000 | | | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | | | | | 1,081,370 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
873,000 (1) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | $ | 934,637 | | | | | | 0.0 | | |
1,652,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 1,758,745 | | | | | | 0.1 | | |
1,607,000 (1) | | | Hyundai Capital America, 2.000%, 06/15/2028 | | | | | 1,595,959 | | | | | | 0.1 | | |
1,155,000 | | | Lowe’s Cos, Inc., 1.700%, 10/15/2030 | | | | | 1,108,195 | | | | | | 0.1 | | |
550,000 | | | McDonald’s Corp., 3.500%, 07/01/2027 | | | | | 610,064 | | | | | | 0.0 | | |
222,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 244,699 | | | | | | 0.0 | | |
2,225,000 (1) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 2,514,321 | | | | | | 0.1 | | |
2,250,000 | | | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | | | | | 2,310,606 | | | | | | 0.1 | | |
956,663 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 1,017,595 | | | | | | 0.0 | | |
135,576 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 143,654 | | | | | | 0.0 | | |
583,173 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 616,081 | | | | | | 0.0 | | |
1,832,836 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 1,936,376 | | | | | | 0.1 | | |
3,828,791 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 3,919,860 | | | | | | 0.1 | | |
62,809 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 69,823 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
824,705 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | $ | 863,195 | | | | | | 0.0 | | |
| | | | | | | | 35,744,134 | | | | | | 1.1 | | |
| | | Consumer, Non-cyclical: 4.6% | | ||||||||||||
114,000 | | | Abbott Laboratories, 4.900%, 11/30/2046 | | | | | 156,328 | | | | | | 0.0 | | |
5,000,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 5,133,159 | | | | | | 0.2 | | |
2,554,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 2,694,110 | | | | | | 0.1 | | |
1,970,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 2,035,957 | | | | | | 0.1 | | |
1,441,000 | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 1,550,017 | | | | | | 0.1 | | |
732,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 851,352 | | | | | | 0.0 | | |
2,250,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 2,676,464 | | | | | | 0.1 | | |
1,964,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 2,387,974 | | | | | | 0.1 | | |
1,037,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 1,250,678 | | | | | | 0.0 | | |
522,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 634,566 | | | | | | 0.0 | | |
1,700,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 2,105,362 | | | | | | 0.1 | | |
2,403,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 2,884,642 | | | | | | 0.1 | | |
848,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 821,029 | | | | | | 0.0 | | |
1,691,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 1,606,818 | | | | | | 0.1 | | |
301,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 349,188 | | | | | | 0.0 | | |
730,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 903,065 | | | | | | 0.0 | | |
2,000,000 | | | Altria Group, Inc., 5.950%, 02/14/2049 | | | | | 2,563,706 | | | | | | 0.1 | | |
798,000 | | | Amgen, Inc., 3.375%, 02/21/2050 | | | | | 844,136 | | | | | | 0.0 | | |
2,462,000 | | | Anheuser-Busch Cos LLC / Anheuser- Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 3,024,327 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
4,049,000 | | | Anheuser-Busch Cos LLC / Anheuser- Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | $ | 5,134,000 | | | | | | 0.2 | | |
1,909,000 | | | Anheuser-Busch InBev Finance, Inc., 4.000%, 01/17/2043 | | | | | 2,136,472 | | | | | | 0.1 | | |
1,260,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 1,665,207 | | | | | | 0.1 | | |
1,416,000 | | | Anthem, Inc., 2.875%, 09/15/2029 | | | | | 1,504,443 | | | | | | 0.0 | | |
1,000,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 1,077,580 | | | | | | 0.0 | | |
1,800,000 | | | Anthem, Inc., 5.100%, 01/15/2044 | | | | | 2,378,158 | | | | | | 0.1 | | |
869,000 | | | Astrazeneca Finance LLC, 1.200%, 05/28/2026 | | | | | 867,065 | | | | | | 0.0 | | |
862,000 | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 862,563 | | | | | | 0.0 | | |
965,000 | | | Astrazeneca Finance LLC, 2.250%, 05/28/2031 | | | | | 980,970 | | | | | | 0.0 | | |
924,000 | | | AstraZeneca PLC, 1.375%, 08/06/2030 | | | | | 875,122 | | | | | | 0.0 | | |
3,079,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 3,059,206 | | | | | | 0.1 | | |
866,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 855,864 | | | | | | 0.0 | | |
140,000 | | | BAT Capital Corp., 3.215%, 09/06/2026 | | | | | 148,667 | | | | | | 0.0 | | |
866,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 847,861 | | | | | | 0.0 | | |
750,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 809,891 | | | | | | 0.0 | | |
500,000 | | | Becton Dickinson and Co., 3.363%, 06/06/2024 | | | | | 535,877 | | | | | | 0.0 | | |
863,000 (2) | | | Bristol-Myers Squibb Co., 1.450%, 11/13/2030 | | | | | 834,019 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
863,000 | | | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | | | | $ | 827,310 | | | | | | 0.0 | | |
1,757,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 2,124,901 | | | | | | 0.1 | | |
1,125,000 | | | Bunge Ltd. Finance Corp., 2.750%, 05/14/2031 | | | | | 1,138,190 | | | | | | 0.0 | | |
2,000,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,362,107 | | | | | | 0.1 | | |
2,195,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 2,367,464 | | | | | | 0.1 | | |
2,161,000 | | | Cigna Corp., 3.750%, 07/15/2023 | | | | | 2,302,036 | | | | | | 0.1 | | |
3,000,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 3,740,586 | | | | | | 0.1 | | |
485,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 617,533 | | | | | | 0.0 | | |
935,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 1,206,399 | | | | | | 0.0 | | |
1,666,000 | | | Coca-Cola Co/The, 2.000%, 03/05/2031 | | | | | 1,683,943 | | | | | | 0.1 | | |
1,443,000 | | | Coca-Cola Co/The, 2.875%, 05/05/2041 | | | | | 1,501,917 | | | | | | 0.0 | | |
798,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 774,968 | | | | | | 0.0 | | |
1,075,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 1,187,328 | | | | | | 0.0 | | |
1,886,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 2,193,181 | | | | | | 0.1 | | |
3,000,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 3,696,243 | | | | | | 0.1 | | |
3,500,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 4,554,512 | | | | | | 0.1 | | |
57,682 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 70,192 | | | | | | 0.0 | | |
650,000 | | | Dentsply Sirona, Inc., 3.250%, 06/01/2030 | | | | | 695,968 | | | | | | 0.0 | | |
345,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | | 346,791 | | | | | | 0.0 | | |
1,400,000 (1) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 1,507,998 | | | | | | 0.1 | | |
1,237,000 (1) | | | Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026 | | | | | 1,238,162 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
743,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | $ | 743,395 | | | | | | 0.0 | | |
557,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 604,095 | | | | | | 0.0 | | |
566,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 693,656 | | | | | | 0.0 | | |
1,676,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 1,661,340 | | | | | | 0.1 | | |
1,000,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 1,054,477 | | | | | | 0.0 | | |
3,000,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 3,215,443 | | | | | | 0.1 | | |
1,166,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 1,313,956 | | | | | | 0.0 | | |
1,604,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 1,814,498 | | | | | | 0.1 | | |
407,000 | | | HCA, Inc., 5.125%, 06/15/2039 | | | | | 509,769 | | | | | | 0.0 | | |
772,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 883,931 | | | | | | 0.0 | | |
500,000 | | | HCA, Inc., 5.250%, 06/15/2049 | | | | | 638,567 | | | | | | 0.0 | | |
1,932,000 | | | Hormel Foods Corp., 3.050%, 06/03/2051 | | | | | 2,007,076 | | | | | | 0.1 | | |
1,815,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 1,956,239 | | | | | | 0.1 | | |
650,000 | | | Illumina, Inc., 2.550%, 03/23/2031 | | | | | 660,464 | | | | | | 0.0 | | |
2,113,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,168,468 | | | | | | 0.1 | | |
796,000 | | | Johnson & Johnson, 0.950%, 09/01/2027 | | | | | 781,875 | | | | | | 0.0 | | |
969,000 | | | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | | | | | 1,037,506 | | | | | | 0.0 | | |
2,500,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 3,127,143 | | | | | | 0.1 | | |
1,505,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 1,483,858 | | | | | | 0.0 | | |
1,436,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 1,788,798 | | | | | | 0.1 | | |
1,627,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 2,012,390 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,891,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | $ | 3,121,703 | | | | | | 0.1 | | |
2,449,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 2,654,460 | | | | | | 0.1 | | |
1,500,000 | | | Philip Morris International, Inc., 3.875%, 08/21/2042 | | | | | 1,662,783 | | | | | | 0.1 | | |
2,449,000 | | | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | | | | | 2,323,636 | | | | | | 0.1 | | |
1,250,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 1,532,963 | | | | | | 0.1 | | |
624,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 782,710 | | | | | | 0.0 | | |
537,000 (1) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 532,581 | | | | | | 0.0 | | |
796,000 (1) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 784,007 | | | | | | 0.0 | | |
1,673,000 (1) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 1,687,812 | | | | | | 0.1 | | |
687,000 (1) | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 685,026 | | | | | | 0.0 | | |
650,000 | | | Smith & Nephew PLC, 2.032%, 10/14/2030 | | | | | 636,589 | | | | | | 0.0 | | |
581,000 | | | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | | | | | 592,367 | | | | | | 0.0 | | |
914,000 | | | STERIS Irish FinCo UnLtd. Co., 3.750%, 03/15/2051 | | | | | 972,398 | | | | | | 0.0 | | |
200,000 | | | Takeda Pharmaceutical Co. Ltd., 3.175%, 07/09/2050 | | | | | 202,572 | | | | | | 0.0 | | |
600,000 | | | Takeda Pharmaceutical Co. Ltd., 3.375%, 07/09/2060 | | | | | 617,370 | | | | | | 0.0 | | |
430,000 | | | Thermo Fisher Scientific, Inc., 4.133%, 03/25/2025 | | | | | 476,987 | | | | | | 0.0 | | |
830,000 (1) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 835,161 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
862,000 (1) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | $ | 867,783 | | | | | | 0.0 | | |
648,000 | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | | 648,437 | | | | | | 0.0 | | |
1,783,000 | | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | | | | | 1,827,281 | | | | | | 0.1 | | |
730,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 765,368 | | | | | | 0.0 | | |
1,783,000 | | | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | | | | | 1,905,706 | | | | | | 0.1 | | |
1,111,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 1,243,391 | | | | | | 0.0 | | |
1,500,000 (1) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 1,597,416 | | | | | | 0.1 | | |
981,000 (1) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 1,039,237 | | | | | | 0.0 | | |
1,065,000 (1) | | | Viterra Finance BV, 2.000%, 04/21/2026 | | | | | 1,067,368 | | | | | | 0.0 | | |
| | | | | | | | 156,403,628 | | | | | | 4.6 | | |
| | | Energy: 2.7% | | ||||||||||||
450,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 439,627 | | | | | | 0.0 | | |
357,000 | | | BP Capital Markets America, Inc., 2.772%, 11/10/2050 | | | | | 331,355 | | | | | | 0.0 | | |
4,000,000 | | | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | | | | | 4,266,694 | | | | | | 0.1 | | |
750,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 755,762 | | | | | | 0.0 | | |
923,000 (3) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 1,015,761 | | | | | | 0.0 | | |
408,000 | | | Burlington Resources LLC, 5.950%, 10/15/2036 | | | | | 564,611 | | | | | | 0.0 | | |
205,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 287,315 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy��(continued) | | ||||||||||||
1,665,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | $ | 1,820,307 | | | | | | 0.1 | | |
117,000 | | | Chevron USA, Inc., 3.250%, 10/15/2029 | | | | | 129,705 | | | | | | 0.0 | | |
4,243,000 | | | Cimarex Energy Co., 3.900%, 05/15/2027 | | | | | 4,681,945 | | | | | | 0.2 | | |
1,334,000 (1)(2) | | | ConocoPhillips, 2.400%, 02/15/2031 | | | | | 1,366,671 | | | | | | 0.1 | | |
647,000 (1) | | | ConocoPhillips, 3.750%, 10/01/2027 | | | | | 727,787 | | | | | | 0.0 | | |
1,652,000 | | | Diamondback Energy, Inc., 2.875%, 12/01/2024 | | | | | 1,745,996 | | | | | | 0.1 | | |
831,000 | | | Diamondback Energy, Inc., 3.125%, 03/24/2031 | | | | | 862,108 | | | | | | 0.0 | | |
1,160,000 | | | Diamondback Energy, Inc., 3.250%, 12/01/2026 | | | | | 1,244,327 | | | | | | 0.0 | | |
3,000,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 3,214,272 | | | | | | 0.1 | | |
665,000 | | | Diamondback Energy, Inc., 4.400%, 03/24/2051 | | | | | 750,741 | | | | | | 0.0 | | |
979,000 (2)(3) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 1,094,033 | | | | | | 0.0 | | |
1,067,000 | | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | | | | 1,145,785 | | | | | | 0.0 | | |
582,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 627,921 | | | | | | 0.0 | | |
275,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 318,887 | | | | | | 0.0 | | |
1,625,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 1,879,597 | | | | | | 0.1 | | |
2,000,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 2,343,694 | | | | | | 0.1 | | |
845,000 | | | Energy Transfer L.P., 5.350%, 05/15/2045 | | | | | 982,803 | | | | | | 0.0 | | |
490,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 610,947 | | | | | | 0.0 | | |
1,385,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 1,511,581 | | | | | | 0.1 | | |
589,000 | | | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | | | | | 658,162 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
283,000 | | | Enterprise Products Operating LLC, 4.200%, 01/31/2050 | | | | $ | 326,975 | | | | | | 0.0 | | |
2,400,000 (3) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 2,356,715 | | | | | | 0.1 | | |
826,000 | | | Equinor ASA, 3.125%, 04/06/2030 | | | | | 900,183 | | | | | | 0.0 | | |
1,394,000 | | | Exxon Mobil Corp., 2.726%, 03/01/2023 | | | | | 1,443,825 | | | | | | 0.1 | | |
755,000 | | | Exxon Mobil Corp., 4.227%, 03/19/2040 | | | | | 902,437 | | | | | | 0.0 | | |
1,732,000 (1) | | | Flex Intermediate Holdco LLC, 3.363%, 06/30/2031 | | | | | 1,756,808 | | | | | | 0.1 | | |
79,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 83,324 | | | | | | 0.0 | | |
66,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 73,004 | | | | | | 0.0 | | |
2,676,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 3,345,008 | | | | | | 0.1 | | |
1,000,000 | | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | | | | 1,100,074 | | | | | | 0.0 | | |
920,000 | | | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | | | | | 1,157,105 | | | | | | 0.0 | | |
786,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 1,019,219 | | | | | | 0.0 | | |
647,000 (1) | | | Lundin Energy Finance BV, 2.000%, 07/15/2026 | | | | | 648,796 | | | | | | 0.0 | | |
751,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 847,577 | | | | | | 0.0 | | |
1,336,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 1,585,761 | | | | | | 0.1 | | |
1,000,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 1,203,937 | | | | | | 0.0 | | |
373,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 434,463 | | | | | | 0.0 | | |
479,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 591,101 | | | | | | 0.0 | | |
928,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 1,136,128 | | | | | | 0.0 | | |
570,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 739,438 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
679,000 (1) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | $ | 698,712 | | | | | | 0.0 | | |
718,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 926,859 | | | | | | 0.0 | | |
908,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 1,198,798 | | | | | | 0.0 | | |
770,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 792,424 | | | | | | 0.0 | | |
510,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 510,702 | | | | | | 0.0 | | |
1,380,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 1,454,595 | | | | | | 0.1 | | |
1,180,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 1,325,419 | | | | | | 0.1 | | |
1,779,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 1,991,634 | | | | | | 0.1 | | |
500,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 544,601 | | | | | | 0.0 | | |
900,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 1,016,986 | | | | | | 0.0 | | |
906,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 1,047,308 | | | | | | 0.0 | | |
1,866,000 (1) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 1,912,241 | | | | | | 0.1 | | |
500,000 (1) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | | 538,462 | | | | | | 0.0 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 1,524,197 | | | | | | 0.1 | | |
4,500,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 4,886,262 | | | | | | 0.2 | | |
1,320,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 1,572,529 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
616,000 | | | Shell International Finance BV, 4.000%, 05/10/2046 | | | | $ | 722,528 | | | | | | 0.0 | | |
500,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 510,100 | | | | | | 0.0 | | |
351,000 | | | TotalEnergies Capital International SA, 3.127%, 05/29/2050 | | | | | 356,581 | | | | | | 0.0 | | |
2,000,000 | | | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | | | | | 2,092,128 | | | | | | 0.1 | | |
257,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 278,494 | | | | | | 0.0 | | |
392,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 415,929 | | | | | | 0.0 | | |
3,804,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 4,214,571 | | | | | | 0.1 | | |
1,017,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 1,291,686 | | | | | | 0.1 | | |
1,128,000 | | | Williams Partners L.P., 3.600%, 03/15/2022 | | | | | 1,147,043 | | | | | | 0.0 | | |
1,836,000 | | | Williams Partners L.P., 3.750%, 06/15/2027 | | | | | 2,041,119 | | | | | | 0.1 | | |
| | | | | | | | 92,042,180 | | | | | | 2.7 | | |
| | | Financial: 9.5% | | ||||||||||||
1,862,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 1,815,982 | | | | | | 0.1 | | |
826,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2031 | | | | | 816,410 | | | | | | 0.0 | | |
258,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2051 | | | | | 252,742 | | | | | | 0.0 | | |
215,000 | | | American International Group, Inc., 3.875%, 01/15/2035 | | | | | 243,984 | | | | | | 0.0 | | |
1,248,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 1,393,303 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
245,000 | | | American International Group, Inc., 4.375%, 01/15/2055 | | | | $ | 298,074 | | | | | | 0.0 | | |
1,106,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 1,344,349 | | | | | | 0.0 | | |
773,000 | | | American International Group, Inc., 4.800%, 07/10/2045 | | | | | 969,471 | | | | | | 0.0 | | |
875,000 (1) | | | ANZ New Zealand Int’l Ltd./London, 1.250%, 06/22/2026 | | | | | 871,635 | | | | | | 0.0 | | |
1,461,000 | | | Arthur J Gallagher & Co., 3.500%, 05/20/2051 | | | | | 1,532,759 | | | | | | 0.1 | | |
1,847,000 | | | Assurant, Inc., 2.650%, 01/15/2032 | | | | | 1,845,966 | | | | | | 0.1 | | |
1,334,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 1,447,087 | | | | | | 0.1 | | |
519,000 (1) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 553,326 | | | | | | 0.0 | | |
452,000 (1) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 473,733 | | | | | | 0.0 | | |
808,000 (1) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 867,061 | | | | | | 0.0 | | |
863,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 976,253 | | | | | | 0.0 | | |
599,000 (1) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 597,028 | | | | | | 0.0 | | |
1,804,000 (1) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 1,786,047 | | | | | | 0.1 | | |
391,000 (1) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 402,836 | | | | | | 0.0 | | |
800,000 | | | Banco Santander SA, 1.849%, 03/25/2026 | | | | | 808,945 | | | | | | 0.0 | | |
1,000,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 1,054,262 | | | | | | 0.0 | | |
800,000 | | | Banco Santander SA, 2.958%, 03/25/2031 | | | | | 824,877 | | | | | | 0.0 | | |
2,000,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 2,083,830 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,375,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | $ | 3,374,381 | | | | | | 0.1 | | |
1,955,000 (3) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 1,938,495 | | | | | | 0.1 | | |
2,576,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 2,597,209 | | | | | | 0.1 | | |
384,000 (3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 373,663 | | | | | | 0.0 | | |
1,396,000 (3) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 1,361,879 | | | | | | 0.0 | | |
225,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 232,084 | | | | | | 0.0 | | |
1,852,000 (3) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 1,868,792 | | | | | | 0.1 | | |
220,000 (3) | | | Bank of America Corp., 2.496%, 02/13/2031 | | | | | 224,857 | | | | | | 0.0 | | |
1,980,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 1,924,531 | | | | | | 0.1 | | |
1,508,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 1,552,437 | | | | | | 0.1 | | |
1,000,000 (3) | | | Bank of America Corp., 3.194%, 07/23/2030 | | | | | 1,077,953 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 1,101,950 | | | | | | 0.0 | | |
1,645,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 1,806,599 | | | | | | 0.1 | | |
435,000 (3) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 490,880 | | | | | | 0.0 | | |
1,355,000 (3) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 1,584,250 | | | | | | 0.1 | | |
323,000 (3) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 386,744 | | | | | | 0.0 | | |
3,641,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 4,081,437 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,336,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | $ | 4,899,181 | | | | | | 0.2 | | |
1,000,000 (3) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 1,149,702 | | | | | | 0.0 | | |
1,545,000 | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 1,611,552 | | | | | | 0.1 | | |
1,773,000 (1) | | | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | | | | | 1,769,082 | | | | | | 0.1 | | |
1,535,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,604,583 | | | | | | 0.1 | | |
932,000 (3) | | | Barclays PLC, 3.564%, 09/23/2035 | | | | | 972,160 | | | | | | 0.0 | | |
2,438,000 (3) | | | Barclays PLC, 3.932%, 05/07/2025 | | | | | 2,633,254 | | | | | | 0.1 | | |
1,325,000 (3) | | | Barclays PLC, 4.610%, 02/15/2023 | | | | | 1,359,067 | | | | | | 0.0 | | |
926,000 | | | Berkshire Hathaway Finance Corp., 1.450%, 10/15/2030 | | | | | 905,510 | | | | | | 0.0 | | |
608,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 608,166 | | | | | | 0.0 | | |
1,255,000 | | | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | | | | | 1,562,087 | | | | | | 0.1 | | |
1,843,000 (1)(3) | | | BNP Paribas SA, 1.323%, 01/13/2027 | | | | | 1,822,016 | | | | | | 0.1 | | |
455,000 (1)(3) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 444,957 | | | | | | 0.0 | | |
4,115,000 (1)(3) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 4,331,032 | | | | | | 0.1 | | |
1,294,000 (1)(3) | | | BNP Paribas SA, 2.871%, 04/19/2032 | | | | | 1,329,817 | | | | | | 0.0 | | |
1,327,000 (1)(3) | | | BPCE SA, 2.277%, 01/20/2032 | | | | | 1,303,461 | | | | | | 0.0 | | |
3,960,000 (1) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 4,140,812 | | | | | | 0.1 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,057,807 | | | | | | 0.0 | | |
359,000 | | | Camden Property Trust, 2.800%, 05/15/2030 | | | | | 381,050 | | | | | | 0.0 | | |
910,000 | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 950,973 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
424,000 | | | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | | | | $ | 450,801 | | | | | | 0.0 | | |
850,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 944,559 | | | | | | 0.0 | | |
1,379,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 1,397,976 | | | | | | 0.1 | | |
665,000 | | | Charles Schwab Corp./The, 2.000%, 03/20/2028 | | | | | 682,735 | | | | | | 0.0 | | |
1,358,000 (3) | | | Charles Schwab Corp./The, 5.375%, 12/31/2199 | | | | | 1,504,392 | | | | | | 0.1 | | |
1,035,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 1,083,751 | | | | | | 0.0 | | |
806,000 (3) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 803,482 | | | | | | 0.0 | | |
1,118,000 (3) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 1,141,899 | | | | | | 0.0 | | |
1,486,000 (3) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 1,513,725 | | | | | | 0.1 | | |
5,000,000 (3) | | | Citigroup, Inc., 2.876%, 07/24/2023 | | | | | 5,129,346 | | | | | | 0.2 | | |
4,000,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 4,661,772 | | | | | | 0.1 | | |
2,000,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,080,420 | | | | | | 0.1 | | |
525,000 | | | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | | | | | 553,963 | | | | | | 0.0 | | |
280,000 | | | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | | | | | 301,896 | | | | | | 0.0 | | |
1,013,000 (1) | | | Commonwealth Bank of Australia, 2.688%, 03/11/2031 | | | | | 1,013,760 | | | | | | 0.0 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 822,846 | | | | | | 0.0 | | |
1,358,000 (1)(3) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 1,341,843 | | | | | | 0.0 | | |
752,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 787,446 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
5,500,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | $ | 6,145,700 | | | | | | 0.2 | | |
1,235,000 (1)(3) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 1,259,792 | | | | | | 0.0 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,642,300 | | | | | | 0.2 | | |
3,000,000 (1)(3) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,098,920 | | | | | | 0.1 | | |
750,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 780,635 | | | | | | 0.0 | | |
589,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 575,804 | | | | | | 0.0 | | |
1,870,000 (1)(3) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 1,873,626 | | | | | | 0.1 | | |
600,000 (1) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 613,970 | | | | | | 0.0 | | |
813,000 (1)(3) | | | Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199 | | | | | 827,736 | | | | | | 0.0 | | |
1,770,000 (3) | | | Discover Bank, 4.682%, 08/09/2028 | | | | | 1,881,448 | | | | | | 0.1 | | |
609,000 (1) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 600,381 | | | | | | 0.0 | | |
500,000 | | | ERP Operating L.P., 2.500%, 02/15/2030 | | | | | 518,178 | | | | | | 0.0 | | |
1,925,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 1,989,907 | | | | | | 0.1 | | |
525,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 630,127 | | | | | | 0.0 | | |
1,668,000 (3) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 1,664,015 | | | | | | 0.1 | | |
1,608,000 (3) | | | Goldman Sachs Group, Inc./The, 1.542%, 09/10/2027 | | | | | 1,605,466 | | | | | | 0.1 | | |
2,500,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 2,796,659 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | $ | 1,340,727 | | | | | | 0.0 | | |
449,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 654,831 | | | | | | 0.0 | | |
1,265,000 (1) | | | Guardian Life Global Funding, 1.250%, 11/19/2027 | | | | | 1,235,110 | | | | | | 0.0 | | |
733,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 1,002,886 | | | | | | 0.0 | | |
1,355,000 (3) | | | HSBC Holdings PLC, 1.589%, 05/24/2027 | | | | | 1,358,631 | | | | | | 0.0 | | |
985,000 (3) | | | HSBC Holdings PLC, 2.013%, 09/22/2028 | | | | | 988,960 | | | | | | 0.0 | | |
1,331,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 1,397,663 | | | | | | 0.0 | | |
1,497,000 (3) | | | HSBC Holdings PLC, 3.973%, 05/22/2030 | | | | | 1,676,916 | | | | | | 0.1 | | |
3,307,000 (3) | | | HSBC Holdings PLC, 4.041%, 03/13/2028 | | | | | 3,669,776 | | | | | | 0.1 | | |
1,250,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 1,410,943 | | | | | | 0.1 | | |
1,673,000 (3) | | | HSBC Holdings PLC, 4.700%, 12/31/2199 | | | | | 1,739,920 | | | | | | 0.1 | | |
365,000 | | | HSBC Holdings PLC, 4.950%, 03/31/2030 | | | | | 440,936 | | | | | | 0.0 | | |
3,439,000 | | | ING Groep NV, 3.550%, 04/09/2024 | | | | | 3,706,448 | | | | | | 0.1 | | |
1,059,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 1,011,301 | | | | | | 0.0 | | |
396,000 | | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | | | | | 391,605 | | | | | | 0.0 | | |
2,030,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 2,033,291 | | | | | | 0.1 | | |
1,184,000 (3) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 1,165,177 | | | | | | 0.0 | | |
1,621,000 (3) | | | JPMorgan Chase & Co., 1.953%, 02/04/2032 | | | | | 1,575,550 | | | | | | 0.1 | | |
2,071,000 (3) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 2,089,291 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
381,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | $ | 390,408 | | | | | | 0.0 | | |
615,000 (3) | | | JPMorgan Chase & Co., 2.522%, 04/22/2031 | | | | | 633,375 | | | | | | 0.0 | | |
949,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 906,506 | | | | | | 0.0 | | |
3,267,000 (3) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 3,355,285 | | | | | | 0.1 | | |
283,000 (3) | | | JPMorgan Chase & Co., 3.109%, 04/22/2051 | | | | | 292,512 | | | | | | 0.0 | | |
2,326,000 (3) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 2,423,871 | | | | | | 0.1 | | |
1,273,000 (3) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 1,361,221 | | | | | | 0.0 | | |
3,320,000 | | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | | | | | 3,620,659 | | | | | | 0.1 | | |
947,000 (3) | | | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | | | | 1,113,456 | | | | | | 0.0 | | |
945,000 (3) | | | JPMorgan Chase & Co., 4.493%, 03/24/2031 | | | | | 1,120,144 | | | | | | 0.0 | | |
891,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 962,171 | | | | | | 0.0 | | |
834,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 931,752 | | | | | | 0.0 | | |
1,125,000 (3) | | | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | | | | | 1,173,746 | | | | | | 0.0 | | |
2,177,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | | 2,245,280 | | | | | | 0.1 | | |
1,404,000 (1) | | | LSEGA Financing PLC, 2.500%, 04/06/2031 | | | | | 1,440,236 | | | | | | 0.1 | | |
1,445,000 (1) | | | LSEGA Financing PLC, 3.200%, 04/06/2041 | | | | | 1,517,148 | | | | | | 0.1 | | |
1,917,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 1,971,617 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
684,000 (2) | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | $ | 744,779 | | | | | | 0.0 | | |
750,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | | | | | 780,843 | | | | | | 0.0 | | |
350,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026 | | | | | 372,955 | | | | | | 0.0 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,086,891 | | | | | | 0.2 | | |
315,000 (1) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 344,595 | | | | | | 0.0 | | |
1,919,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 1,933,417 | | | | | | 0.1 | | |
2,074,000 (3) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 1,994,610 | | | | | | 0.1 | | |
1,074,000 (3) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 1,115,642 | | | | | | 0.0 | | |
1,093,000 (3) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 1,073,892 | | | | | | 0.0 | | |
1,035,000 (3) | | | Morgan Stanley, 3.622%, 04/01/2031 | | | | | 1,156,395 | | | | | | 0.0 | | |
538,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 601,711 | | | | | | 0.0 | | |
1,080,000 | | | Morgan Stanley, 3.950%, 04/23/2027 | | | | | 1,207,501 | | | | | | 0.0 | | |
4,000,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 4,452,440 | | | | | | 0.1 | | |
1,000,000 | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 1,003,852 | | | | | | 0.0 | | |
1,341,000 (1) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 1,303,307 | | | | | | 0.0 | | |
1,575,000 (1)(3) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 1,708,277 | | | | | | 0.1 | | |
1,004,000 (1)(3) | | | Nationwide Building Society, 3.960%, 07/18/2030 | | | | | 1,128,007 | | | | | | 0.0 | | |
890,000 (3) | | | Natwest Group PLC, 3.032%, 11/28/2035 | | | | | 892,537 | | | | | | 0.0 | | |
336,000 (3) | | | Natwest Group PLC, 3.073%, 05/22/2028 | | | | | 354,808 | | | | | | 0.0 | | |
3,858,000 | | | Natwest Group PLC, 3.875%, 09/12/2023 | | | | | 4,122,449 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
398,000 (3) | | | Natwest Group PLC, 4.269%, 03/22/2025 | | | | $ | 431,937 | | | | | | 0.0 | | |
1,766,000 (3) | | | Natwest Group PLC, 4.519%, 06/25/2024 | | | | | 1,896,834 | | | | | | 0.1 | | |
1,576,000 (1) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 1,673,953 | | | | | | 0.1 | | |
2,661,000 (1)(2)(3) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,933,952 | | | | | | 0.1 | | |
1,611,000 (1) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 1,614,112 | | | | | | 0.1 | | |
174,000 (1) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 191,865 | | | | | | 0.0 | | |
1,079,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 1,150,991 | | | | | | 0.0 | | |
5,000,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 5,392,922 | | | | | | 0.2 | | |
1,990,000 | | | Owl Rock Capital Corp., 4.250%, 01/15/2026 | | | | | 2,152,252 | | | | | | 0.1 | | |
1,986,000 (1) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 2,185,828 | | | | | | 0.1 | | |
1,665,000 (1) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 1,669,218 | | | | | | 0.1 | | |
584,000 | | | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | | | | | 594,102 | | | | | | 0.0 | | |
1,130,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 1,218,920 | | | | | | 0.0 | | |
1,714,000 (2) | | | Public Storage, 0.875%, 02/15/2026 | | | | | 1,700,789 | | | | | | 0.1 | | |
691,000 | | | Regency Centers L.P., 3.700%, 06/15/2030 | | | | | 765,645 | | | | | | 0.0 | | |
797,000 | | | Retail Properties of America, Inc., 4.750%, 09/15/2030 | | | | | 884,848 | | | | | | 0.0 | | |
760,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 831,469 | | | | | | 0.0 | | |
600,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 597,251 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,360,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | $ | 1,346,958 | | | | | | 0.0 | | |
2,131,000 (1)(3) | | | Societe Generale SA, 1.792%, 06/09/2027 | | | | | 2,128,321 | | | | | | 0.1 | | |
1,070,000 (1)(2)(3) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 1,061,485 | | | | | | 0.0 | | |
1,801,000 (1)(3) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 1,808,457 | | | | | | 0.1 | | |
1,740,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | | | | | 1,699,859 | | | | | | 0.1 | | |
1,000,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | | | | | 1,006,778 | | | | | | 0.0 | | |
1,430,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | | | | | 1,501,036 | | | | | | 0.1 | | |
1,234,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 1,227,505 | | | | | | 0.0 | | |
1,137,000 (1)(3) | | | Svenska Handelsbanken AB, 1.418%, 06/11/2027 | | | | | 1,133,944 | | | | | | 0.0 | | |
692,000 | | | Travelers Cos, Inc./The, 3.050%, 06/08/2051 | | | | | 733,064 | | | | | | 0.0 | | |
1,501,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 1,500,081 | | | | | | 0.1 | | |
1,727,000 (3) | | | Truist Financial Corp., 1.887%, 06/07/2029 | | | | | 1,733,914 | | | | | | 0.1 | | |
700,000 (3) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 788,375 | | | | | | 0.0 | | |
3,500,000 | | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | | | | 3,766,096 | | | | | | 0.1 | | |
2,470,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,728,362 | | | | | | 0.1 | | |
791,000 (1)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 797,026 | | | | | | 0.0 | | |
750,000 (1)(3) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 745,311 | | | | | | 0.0 | | |
1,913,000 (1)(3) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 1,875,802 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,112,000 | | | Unum Group, 4.125%, 06/15/2051 | | | | $ | 1,126,702 | | | | | | 0.0 | | |
300,000 (1) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 303,753 | | | | | | 0.0 | | |
163,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 216,452 | | | | | | 0.0 | | |
2,118,000 | | | VEREIT Operating Partnership L.P., 2.200%, 06/15/2028 | | | | | 2,152,566 | | | | | | 0.1 | | |
2,100,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 2,198,166 | | | | | | 0.1 | | |
752,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 772,788 | | | | | | 0.0 | | |
4,000,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 4,303,236 | | | | | | 0.1 | | |
3,000,000 | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 3,227,414 | | | | | | 0.1 | | |
739,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 937,093 | | | | | | 0.0 | | |
465,000 (3) | | | Wells Fargo & Co., 5.013%, 04/04/2051 | | | | | 638,278 | | | | | | 0.0 | | |
2,195,000 (3) | | | Wells Fargo Bank NA, 2.082%, 09/09/2022 | | | | | 2,202,408 | | | | | | 0.1 | | |
6,600,000 | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 6,649,939 | | | | | | 0.2 | | |
1,610,000 | | | Westpac Banking Corp., 2.150%, 06/03/2031 | | | | | 1,628,796 | | | | | | 0.1 | | |
1,035,000 | | | Westpac Banking Corp., 2.350%, 02/19/2025 | | | | | 1,089,158 | | | | | | 0.0 | | |
1,553,000 | | | Westpac Banking Corp., 2.963%, 11/16/2040 | | | | | 1,529,623 | | | | | | 0.1 | | |
1,079,000 | | | WP Carey, Inc., 2.400%, 02/01/2031 | | | | | 1,075,480 | | | | | | 0.0 | | |
2,244,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 2,520,094 | | | | | | 0.1 | | |
1,668,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 2,269,672 | | | | | | 0.1 | | |
| | | | | | | | 320,834,783 | | | | | | 9.5 | | |
| | | Industrial: 1.2% | | ||||||||||||
527,000 | | | Avnet, Inc., 3.000%, 05/15/2031 | | | | | 525,817 | | | | | | 0.0 | | |
1,201,000 (1) | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 1,203,546 | | | | | | 0.0 | | |
1,472,000 (1) | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 1,461,093 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,213,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | $ | 1,287,310 | | | | | | 0.0 | | |
611,000 | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 657,801 | | | | | | 0.0 | | |
220,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 226,522 | | | | | | 0.0 | | |
768,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 860,918 | | | | | | 0.0 | | |
531,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 716,235 | | | | | | 0.0 | | |
1,290,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 1,517,687 | | | | | | 0.1 | | |
1,081,000 | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 1,121,679 | | | | | | 0.0 | | |
1,750,000 | | | CSX Corp., 4.650%, 03/01/2068 | | | | | 2,295,681 | | | | | | 0.1 | | |
646,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 742,718 | | | | | | 0.0 | | |
874,000 | | | FedEx Corp., 4.250%, 05/15/2030 | | | | | 1,018,498 | | | | | | 0.0 | | |
1,250,000 | | | FedEx Corp., 4.400%, 01/15/2047 | | | | | 1,497,618 | | | | | | 0.1 | | |
1,450,000 | | | General Dynamics Corp., 3.500%, 04/01/2027 | | | | | 1,610,334 | | | | | | 0.1 | | |
602,000 (1) | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 599,718 | | | | | | 0.0 | | |
602,000 (1) | | | GXO Logistics, Inc., 2.650%, 07/15/2031 | | | | | 597,918 | | | | | | 0.0 | | |
2,171,000 | | | Norfolk Southern Corp., 3.650%, 08/01/2025 | | | | | 2,383,992 | | | | | | 0.1 | | |
503,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 553,226 | | | | | | 0.0 | | |
278,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 296,524 | | | | | | 0.0 | | |
1,295,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 1,283,613 | | | | | | 0.0 | | |
1,661,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 1,673,537 | | | | | | 0.1 | | |
2,365,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 2,516,698 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
118,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | $ | 125,308 | | | | | | 0.0 | | |
274,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 332,506 | | | | | | 0.0 | | |
2,066,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 2,575,876 | | | | | | 0.1 | | |
272,000 | | | Raytheon Technologies Corp., 5.400%, 05/01/2035 | | | | | 360,081 | | | | | | 0.0 | | |
257,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | | 367,149 | | | | | | 0.0 | | |
500,000 | | | Republic Services, Inc., 1.750%, 02/15/2032 | | | | | 476,194 | | | | | | 0.0 | | |
4,161,000 (2) | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 4,174,000 | | | | | | 0.1 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,459,083 | | | | | | 0.1 | | |
1,326,000 | | | Union Pacific Corp., 3.550%, 05/20/2061 | | | | | 1,430,347 | | | | | | 0.1 | | |
300,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 284,175 | | | | | | 0.0 | | |
| | | | | | | | 39,233,402 | | | | | | 1.2 | | |
| | | Technology: 1.7% | | ||||||||||||
246,000 | | | Analog Devices, Inc., 3.500%, 12/05/2026 | | | | | 273,251 | | | | | | 0.0 | | |
1,691,000 (2) | | | Apple, Inc., 1.650%, 02/08/2031 | | | | | 1,666,328 | | | | | | 0.1 | | |
1,695,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 1,660,509 | | | | | | 0.1 | | |
2,647,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 2,585,683 | | | | | | 0.1 | | |
2,765,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 3,273,267 | | | | | | 0.1 | | |
1,165,000 | | | Apple, Inc., 3.750%, 11/13/2047 | | | | | 1,366,935 | | | | | | 0.1 | | |
2,000,000 | | | Apple, Inc., 3.850%, 05/04/2043 | | | | | 2,381,383 | | | | | | 0.1 | | |
844,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 834,061 | | | | | | 0.0 | | |
1,000,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,201,069 | | | | | | 0.0 | | |
1,170,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 1,234,741 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
3,203,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | $ | 3,527,563 | | | | | | 0.1 | | |
1,196,000 (1) | | | HP, Inc., 1.450%, 06/17/2026 | | | | | 1,188,542 | | | | | | 0.0 | | |
1,840,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 1,920,956 | | | | | | 0.1 | | |
760,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 778,896 | | | | | | 0.0 | | |
3,201,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 3,414,107 | | | | | | 0.1 | | |
890,000 | | | Intel Corp., 4.950%, 03/25/2060 | | | | | 1,259,734 | | | | | | 0.0 | | |
4,132,000 | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 4,548,234 | | | | | | 0.1 | | |
1,716,000 | | | International Business Machines Corp., 3.500%, 05/15/2029 | | | | | 1,921,968 | | | | | | 0.1 | | |
900,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 937,862 | | | | | | 0.0 | | |
4,000,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 4,252,607 | | | | | | 0.1 | | |
450,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 462,999 | | | | | | 0.0 | | |
2,289,000 | | | NVIDIA Corp., 1.550%, 06/15/2028 | | | | | 2,281,915 | | | | | | 0.1 | | |
2,248,000 | | | NVIDIA Corp., 2.000%, 06/15/2031 | | | | | 2,253,363 | | | | | | 0.1 | | |
255,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 278,721 | | | | | | 0.0 | | |
998,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 1,059,897 | | | | | | 0.0 | | |
209,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 230,239 | | | | | | 0.0 | | |
828,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 904,840 | | | | | | 0.0 | | |
2,500,000 | | | Oracle Corp., 4.000%, 11/15/2047 | | | | | 2,731,790 | | | | | | 0.1 | | |
1,539,000 | | | salesforce.com, Inc., 1.950%, 07/15/2031 | | | | | 1,542,698 | | | | | | 0.1 | | |
1,173,000 | | | salesforce.com, Inc., 2.700%, 07/15/2041 | | | | | 1,182,305 | | | | | | 0.0 | | |
802,000 | | | salesforce.com, Inc., 2.900%, 07/15/2051 | | | | | 813,837 | | | | | | 0.0 | | |
1,313,000 | | | salesforce.com, Inc., 3.050%, 07/15/2061 | | | | | 1,338,034 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
1,000,000 (1) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | $ | 979,056 | | | | | | 0.0 | | |
1,060,000 (1) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 1,021,211 | | | | | | 0.0 | | |
| | | | | | | | 57,308,601 | | | | | | 1.7 | | |
| | | Utilities: 3.2% | | ||||||||||||
1,198,000 (1) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 1,312,459 | | | | | | 0.0 | | |
1,068,000 (1) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 1,058,031 | | | | | | 0.0 | | |
1,576,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 1,728,305 | | | | | | 0.1 | | |
2,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,213,853 | | | | | | 0.1 | | |
3,219,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,296,466 | | | | | | 0.1 | | |
947,000 | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 980,048 | | | | | | 0.0 | | |
200,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 221,239 | | | | | | 0.0 | | |
323,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 347,155 | | | | | | 0.0 | | |
1,120,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 1,132,123 | | | | | | 0.0 | | |
1,470,000 | | | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | | | | | 1,544,715 | | | | | | 0.1 | | |
1,413,000 (2) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 1,359,142 | | | | | | 0.1 | | |
705,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 718,835 | | | | | | 0.0 | | |
1,045,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 1,114,692 | | | | | | 0.0 | | |
1,800,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 1,935,221 | | | | | | 0.1 | | |
487,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 567,886 | | | | | | 0.0 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 843,633 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,216,000 (3) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | $ | 1,238,557 | | | | | | 0.0 | | |
600,000 (3) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 670,125 | | | | | | 0.0 | | |
631,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 732,377 | | | | | | 0.0 | | |
500,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | | 567,238 | | | | | | 0.0 | | |
491,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 623,450 | | | | | | 0.0 | | |
2,155,000 (3) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 2,295,075 | | | | | | 0.1 | | |
499,000 | | | DTE Electric Co., 1.900%, 04/01/2028 | | | | | 507,064 | | | | | | 0.0 | | |
499,000 | | | DTE Electric Co., 3.250%, 04/01/2051 | | | | | 542,157 | | | | | | 0.0 | | |
1,069,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 1,069,215 | | | | | | 0.0 | | |
498,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 517,509 | | | | | | 0.0 | | |
1,000,000 | | | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | | | | | 1,050,614 | | | | | | 0.0 | | |
1,940,000 | | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | | | | 2,190,743 | | | | | | 0.1 | | |
945,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 1,116,963 | | | | | | 0.0 | | |
1,055,000 (3) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 1,123,575 | | | | | | 0.0 | | |
1,485,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 1,575,374 | | | | | | 0.1 | | |
533,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 604,587 | | | | | | 0.0 | | |
1,510,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 1,824,370 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
868,000 (1) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | $ | 854,503 | | | | | | 0.0 | | |
1,241,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 1,179,698 | | | | | | 0.0 | | |
1,626,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 1,605,770 | | | | | | 0.1 | | |
1,333,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 1,331,972 | | | | | | 0.0 | | |
747,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 778,882 | | | | | | 0.0 | | |
816,000 | | | Entergy Mississippi LLC, 3.500%, 06/01/2051 | | | | | 896,072 | | | | | | 0.0 | | |
1,944,000 | | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | | | | 2,063,511 | | | | | | 0.1 | | |
1,233,000 | | | Eversource Energy, 3.450%, 01/15/2050 | | | | | 1,302,087 | | | | | | 0.0 | | |
270,000 | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 307,835 | | | | | | 0.0 | | |
410,000 | | | Exelon Corp., 4.700%, 04/15/2050 | | | | | 519,067 | | | | | | 0.0 | | |
2,558,000 | | | FirstEnergy Corp., 3.350%, 07/15/2022 | | | | | 2,600,986 | | | | | | 0.1 | | |
2,203,000 | | | FirstEnergy Corp., 4.750%, 03/15/2023 | | | | | 2,326,202 | | | | | | 0.1 | | |
1,505,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 1,567,244 | | | | | | 0.1 | | |
1,310,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 1,419,422 | | | | | | 0.1 | | |
656,000 | | | Idaho Power Co., 4.200%, 03/01/2048 | | | | | 800,221 | | | | | | 0.0 | | |
1,799,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 1,889,197 | | | | | | 0.1 | | |
3,640,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 3,918,731 | | | | | | 0.1 | | |
517,000 (1) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 525,987 | | | | | | 0.0 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,103,757 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 435,887 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,745,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | $ | 3,249,794 | | | | | | 0.1 | | |
266,000 | | | Mississippi Power Co., 4.750%, 10/15/2041 | | | | | 309,280 | | | | | | 0.0 | | |
830,000 (1) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 916,132 | | | | | | 0.0 | | |
231,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 253,374 | | | | | | 0.0 | | |
1,830,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 1,890,462 | | | | | | 0.1 | | |
1,507,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 1,578,211 | | | | | | 0.1 | | |
863,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 873,655 | | | | | | 0.0 | | |
462,000 | | | NiSource, Inc., 3.600%, 05/01/2030 | | | | | 512,177 | | | | | | 0.0 | | |
764,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 1,074,410 | | | | | | 0.0 | | |
842,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 892,653 | | | | | | 0.0 | | |
2,495,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 2,496,812 | | | | | | 0.1 | | |
436,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 416,588 | | | | | | 0.0 | | |
629,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 606,121 | | | | | | 0.0 | | |
583,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 578,774 | | | | | | 0.0 | | |
465,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 566,081 | | | | | | 0.0 | | |
349,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 360,684 | | | | | | 0.0 | | |
1,315,000 (3) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 1,430,062 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,643,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | $ | 2,811,813 | | | | | | 0.1 | | |
1,724,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 1,827,605 | | | | | | 0.1 | | |
280,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 282,405 | | | | | | 0.0 | | |
1,750,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | | 2,065,314 | | | | | | 0.1 | | |
1,775,000 | | | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | | | | | 2,452,828 | | | | | | 0.1 | | |
2,295,000 (3) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 2,312,557 | | | | | | 0.1 | | |
1,280,000 (3) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 1,356,800 | | | | | | 0.1 | | |
1,499,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 1,518,470 | | | | | | 0.1 | | |
580,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 705,614 | | | | | | 0.0 | | |
998,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 1,155,587 | | | | | | 0.0 | | |
790,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 889,089 | | | | | | 0.0 | | |
1,683,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 1,645,631 | | | | | | 0.1 | | |
861,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 864,473 | | | | | | 0.0 | | |
| | | | | | | | 106,943,283 | | | | | | 3.2 | | |
| | | Total Corporate Bonds/Notes | | | | | | | | | | | | | |
| | | (Cost $864,295,325) | | | | | 914,620,699 | | | | | | 27.1 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.7% | | |||||||||||||||
2,466,034 (1)(3) | | | Agate Bay Mortgage Trust 2015-6 B2, 3.626%, 09/25/2045 | | | | | 2,532,508 | | | | | | 0.1 | | |
3,690,807 | | | Alternative Loan Trust 2005-10CB 1A1, 0.592%, (US0001M + 0.500%), 05/25/2035 | | | | | 3,016,938 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,122,008 | | | Alternative Loan Trust 2005-51 3A2A, 1.406%, (12MTA + 1.290%), 11/20/2035 | | | | $ | 2,942,255 | | | | | | 0.1 | | |
1,286,558 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,181,222 | | | | | | 0.0 | | |
1,613,252 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,564,879 | | | | | | 0.1 | | |
329,338 (4) | | | Alternative Loan Trust 2005-J3 2A2, 4.909%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 43,357 | | | | | | 0.0 | | |
1,213,077 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 820,646 | | | | | | 0.0 | | |
2,307,523 | | | Alternative Loan Trust 2006-HY11 A1, 0.332%, (US0001M + 0.120%), 06/25/2036 | | | | | 2,239,808 | | | | | | 0.1 | | |
1,742,538 | | | Alternative Loan Trust 2007-23CB A3, 0.592%, (US0001M + 0.500%), 09/25/2037 | | | | | 755,549 | | | | | | 0.0 | | |
105,144 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 101,105 | | | | | | 0.0 | | |
604,150 (3) | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.725%, 01/25/2036 | | | | | 597,968 | | | | | | 0.0 | | |
293,492 (3) | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.624%, 05/25/2035 | | | | | 300,823 | | | | | | 0.0 | | |
1,018,891 (3) | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.115%, 11/25/2036 | | | | | 780,908 | | | | | | 0.0 | | |
1,042,765 (3) | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.089%, 11/25/2036 | | | | | 701,137 | | | | | | 0.0 | | |
5,592 (3) | | | Bear Stearns ARM Trust 2005-12 13A1, 3.259%, 02/25/2036 | | | | | 5,368 | | | | | | 0.0 | | |
2,269,268 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.282%, (US0001M + 0.190%), 01/25/2037 | | | | | 2,117,582 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
106,841 (3) | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.227%, 01/26/2036 | | | | $ | 90,513 | | | | | | 0.0 | | |
1,898,538 (1) | | | Bellemeade Re 2020-4 M2A Ltd., 2.692%, (US0001M + 2.600%), 06/25/2030 | | | | | 1,900,492 | | | | | | 0.1 | | |
271,118 (3) | | | Chase Mortgage Finance Trust Series 2005-A1 1A1, 2.877%, 12/25/2035 | | | | | 262,226 | | | | | | 0.0 | | |
1,651,627 (3) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.800%, 11/25/2034 | | | | | 1,671,718 | | | | | | 0.1 | | |
26,290 (3) | | | CHL Mortgage Pass-Through Trust 2004-HYB9 1A1, 2.665%, 02/20/2035 | | | | | 26,650 | | | | | | 0.0 | | |
15,994 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 0.772%, (US0001M + 0.680%), 03/25/2035 | | | | | 15,006 | | | | | | 0.0 | | |
1,471,107 (1)(3) | | | CIM Trust 2020-J1 B3, 3.470%, 07/25/2050 | | | | | 1,501,817 | | | | | | 0.1 | | |
72,232 | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 74,571 | | | | | | 0.0 | | |
584,209 | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 585,202 | | | | | | 0.0 | | |
982,193 (3) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.234%, 09/25/2037 | | | | | 972,278 | | | | | | 0.0 | | |
1,021,638 (1)(3) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,074,814 | | | | | | 0.0 | | |
30,649 (3) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 2.996%, 08/25/2035 | | | | | 31,762 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,523,330 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | $ | 1,511,935 | | | | | | 0.1 | | |
250,311 | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 253,472 | | | | | | 0.0 | | |
1,745,227 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.092%, (US0001M + 2.000%), 01/25/2040 | | | | | 1,754,713 | | | | | | 0.1 | | |
853,483 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.592%, (US0001M + 0.500%), 11/25/2035 | | | | | 471,457 | | | | | | 0.0 | | |
3,394,258 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.812%, (US0001M + 0.720%), 11/25/2035 | | | | | 3,355,782 | | | | | | 0.1 | | |
143,961 (3) | | | DSLA Mortgage Loan Trust 2004-AR3 2A1, 2.506%, 07/19/2044 | | | | | 142,025 | | | | | | 0.0 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.742%, (US0001M + 3.650%), 02/25/2040 | | | | | 827,496 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,162,427 | | | | | | 0.0 | | |
12,933,639 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 15,045,397 | | | | | | 0.5 | | |
1,244,671 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,320,970 | | | | | | 0.0 | | |
21,166,651 (4) | | | Fannie Mae 2016-82 SD, 5.959%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 4,404,077 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,370,633 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | $ | 2,468,435 | | | | | | 0.1 | | |
6,123,522 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.342%, (US0001M + 4.250%), 04/25/2029 | | | | | 6,371,971 | | | | | | 0.2 | | |
1,723,274 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | | | 1,761,020 | | | | | | 0.1 | | |
50,550 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | | | 51,200 | | | | | | 0.0 | | |
3,876,689 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.642%, (US0001M + 5.550%), 04/25/2028 | | | | | 4,109,066 | | | | | | 0.1 | | |
218,340 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.442%, (US0001M + 4.350%), 05/25/2029 | | | | | 229,094 | | | | | | 0.0 | | |
3,287,645 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.642%, (US0001M + 3.550%), 07/25/2029 | | | | | 3,416,398 | | | | | | 0.1 | | |
4,900,043 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650%), 09/25/2029 | | | | | 5,082,110 | | | | | | 0.2 | | |
4,996,449 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.942%, (US0001M + 2.850%), 11/25/2029 | | | | | 5,125,509 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,456,101 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.742%, (US0001M + 2.650%), 02/25/2030 | | | | $ | 4,531,889 | | | | | | 0.1 | | |
5,235,204 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.592%, (US0001M + 2.500%), 05/25/2030 | | | | | 5,304,344 | | | | | | 0.2 | | |
2,931,090 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.892%, (US0001M + 2.800%), 02/25/2030 | | | | | 3,000,109 | | | | | | 0.1 | | |
2,325,917 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.242%, (US0001M + 2.150%), 10/25/2030 | | | | | 2,356,727 | | | | | | 0.1 | | |
4,418,007 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.442%, (US0001M + 2.350%), 01/25/2031 | | | | | 4,475,880 | | | | | | 0.1 | | |
3,162,237 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.092%, (US0001M + 2.000%), 03/25/2031 | | | | | 3,189,627 | | | | | | 0.1 | | |
2,447,413 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.192%, (US0001M + 2.100%), 03/25/2031 | | | | | 2,478,391 | | | | | | 0.1 | | |
886,836 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.542%, (US0001M + 2.450%), 07/25/2031 | | | | | 892,408 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,411,308 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.142%, (US0001M + 2.050%), 01/25/2040 | | | | $ | 1,418,603 | | | | | | 0.1 | | |
500,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.742%, (US0001M + 3.650%), 02/25/2040 | | | | | 518,954 | | | | | | 0.0 | | |
1,567,421 | | | Fannie Mae Connecticut Avenue Securities, 5.792%, (US0001M + 5.700%), 04/25/2028 | | | | | 1,662,910 | | | | | | 0.1 | | |
352,602 (4) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 50,421 | | | | | | 0.0 | | |
321,003 (4) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 44,101 | | | | | | 0.0 | | |
4,443 | | | Fannie Mae REMIC Trust 1994-77 FB, 1.592%, (US0001M + 1.500%), 04/25/2024 | | | | | 4,498 | | | | | | 0.0 | | |
246,802 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 276,424 | | | | | | 0.0 | | |
18,704 | | | Fannie Mae REMIC Trust 2002-21 FC, 0.992%, (US0001M + 0.900%), 04/25/2032 | | | | | 18,935 | | | | | | 0.0 | | |
618,917 (4) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 129,514 | | | | | | 0.0 | | |
43,712 | | | Fannie Mae REMIC Trust 2004-11 A, 0.212%, (US0001M + 0.120%), 03/25/2034 | | | | | 43,564 | | | | | | 0.0 | | |
336,350 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 389,786 | | | | | | 0.0 | | |
197,925 | | | Fannie Mae REMIC Trust 2005-74 DK, 23.634%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | | 302,099 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,499,269 (4) | | | Fannie Mae REMIC Trust 2005-92 SC, 6.589%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | $ | 726,224 | | | | | | 0.0 | | |
219,793 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 257,149 | | | | | | 0.0 | | |
693,621 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.993%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 1,348,874 | | | | | | 0.0 | | |
3,986,448 (4) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.659%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 694,129 | | | | | | 0.0 | | |
2,088,569 (4) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.649%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 466,718 | | | | | | 0.0 | | |
419,876 (4) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.609%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 49,337 | | | | | | 0.0 | | |
169,323 | | | Fannie Mae REMIC Trust 2007-73 A1, 0.152%, (US0001M + 0.060%), 07/25/2037 | | | | | 166,405 | | | | | | 0.0 | | |
338,048 | | | Fannie Mae REMIC Trust 2008-20 SP, 15.271%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 463,406 | | | | | | 0.0 | | |
1,639,446 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,836,856 | | | | | | 0.1 | | |
5,863,540 (4) | | | Fannie Mae REMIC Trust 2010-102 SB, 6.509%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,419,841 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,846,127 (4) | | | Fannie Mae REMIC Trust 2010-116 SE, 6.509%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | $ | 383,622 | | | | | | 0.0 | | |
5,083,390 (4) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.979%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 891,867 | | | | | | 0.0 | | |
2,775,420 (4) | | | Fannie Mae REMIC Trust 2010-55 AS, 6.329%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 575,574 | | | | | | 0.0 | | |
6,392,340 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 7,284,706 | | | | | | 0.2 | | |
799,638 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 890,116 | | | | | | 0.0 | | |
2,637,323 (4) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 291,125 | | | | | | 0.0 | | |
470,145 (4) | | | Fannie Mae REMIC Trust 2012-10 US, 6.359%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | | | 93,120 | | | | | | 0.0 | | |
533,640 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 543,053 | | | | | | 0.0 | | |
6,887,933 (4) | | | Fannie Mae REMIC Trust 2012-113 SG, 6.009%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 1,407,407 | | | | | | 0.0 | | |
4,788,855 (4) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.059%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,025,754 | | | | | | 0.0 | | |
2,200,942 (4) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 173,617 | | | | | | 0.0 | | |
1,338,239 | | | Fannie Mae REMIC Trust 2012-131 BS, 5.289%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 1,346,277 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,796,474 (4) | | | Fannie Mae REMIC Trust 2012-137 SN, 6.009%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | $ | 1,276,635 | | | | | | 0.0 | | |
2,041,561 (4) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.529%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 107,523 | | | | | | 0.0 | | |
1,626,630 (4) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 230,685 | | | | | | 0.0 | | |
102,879 | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 108,459 | | | | | | 0.0 | | |
6,621,123 (4) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.109%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,103,038 | | | | | | 0.0 | | |
6,703,505 (4) | | | Fannie Mae REMIC Trust 2013-9 DS, 6.059%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 1,601,192 | | | | | | 0.1 | | |
16,551,976 (4) | | | Fannie Mae REMIC Trust 2013-9 SA, 6.059%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 2,682,334 | | | | | | 0.1 | | |
684,955 (4) | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 10,344 | | | | | | 0.0 | | |
16,689,762 (4) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 3,775,004 | | | | | | 0.1 | | |
2,909,923 (4) | | | Fannie Mae REMICS 2005-66 SY, 6.609%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | | 619,241 | | | | | | 0.0 | | |
5,055,499 (4) | | | Fannie Mae REMICS 2006-120 QD, 4.609%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 562,005 | | | | | | 0.0 | | |
2,126,617 (4) | | | Fannie Mae REMICS 2006-59 XS, 7.109%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 474,623 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,499,606 (4) | | | Fannie Mae REMICS 2007-53 SX, 6.009%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | $ | 543,687 | | | | | | 0.0 | | |
3,829,462 (4) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 905,647 | | | | | | 0.0 | | |
13,493,852 (4) | | | Fannie Mae REMICS 2010-139 SA, 5.939%, (-1.000*US0001M + 6.030%), 12/25/2040 | | | | | 2,752,114 | | | | | | 0.1 | | |
794,912 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 904,292 | | | | | | 0.0 | | |
79,616 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 84,000 | | | | | | 0.0 | | |
3,008,464 (4) | | | Fannie Mae REMICS 2011-149 ES, 5.909%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 342,774 | | | | | | 0.0 | | |
11,646,300 (4) | | | Fannie Mae REMICS 2012-19 S, 5.859%, (-1.000*US0001M + 5.950%), 03/25/2042 | | | | | 2,242,826 | | | | | | 0.1 | | |
22,910,489 (4) | | | Fannie Mae REMICS 2016-2 IO, 5.500%, 02/25/2046 | | | | | 4,205,486 | | | | | | 0.1 | | |
8,311,851 (4) | | | Fannie Mae REMICS 2016-62 SC, 5.909%, (-1.000*US0001M + 6.000%), 09/25/2046 | | | | | 1,829,096 | | | | | | 0.1 | | |
34,749,397 (4) | | | Fannie Mae REMICS 2016-88 CS, 5.959%, (-1.000*US0001M + 6.050%), 12/25/2046 | | | | | 6,994,915 | | | | | | 0.2 | | |
9,597,792 (4) | | | Fannie Mae REMICS 2016-93 SL, 6.559%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | | 1,837,254 | | | | | | 0.1 | | |
2,008,781 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 2,079,097 | | | | | | 0.1 | | |
11,053,931 (4) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 2,550,162 | | | | | | 0.1 | | |
1,689,173 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 1,782,270 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,000,000 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | $ | 6,466,906 | | | | | | 0.2 | | |
313,986 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 330,517 | | | | | | 0.0 | | |
5,294,907 (4) | | | Fannie Mae REMICS 2018-43 SE, 6.159%, (-1.000*US0001M + 6.250%), 09/25/2038 | | | | | 1,034,396 | | | | | | 0.0 | | |
1,011,808 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 1,059,668 | | | | | | 0.0 | | |
24,891,304 (4) | | | Fannie Mae REMICS 2019-17 SB, 6.009%, (-1.000*US0001M + 6.100%), 09/25/2038 | | | | | 4,396,237 | | | | | | 0.1 | | |
9,334,778 (4) | | | Fannie Mae REMICS 2019-18 SA, 5.959%, (-1.000*US0001M + 6.050%), 05/25/2049 | | | | | 1,849,853 | | | | | | 0.1 | | |
7,985,236 (4) | | | Fannie Mae REMICS 2019-25 PS, 5.959%, (-1.000*US0001M + 6.050%), 06/25/2049 | | | | | 1,575,415 | | | | | | 0.1 | | |
31,216,904 (4) | | | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | | | | | 4,198,043 | | | | | | 0.1 | | |
152,949 (3) | | | First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1, 2.933%, 03/25/2035 | | | | | 118,744 | | | | | | 0.0 | | |
200,189 (3) | | | First Horizon Asset Securities, Inc. 2005-AR6 4A1, 2.686%, 02/25/2036 | | | | | 188,102 | | | | | | 0.0 | | |
24,501 (3) | | | First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1, 2.861%, 08/25/2035 | | | | | 19,442 | | | | | | 0.0 | | |
1,387,480 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B1, 4.004%, 03/25/2048 | | | | | 1,409,376 | | | | | | 0.1 | | |
1,479,979 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B2, 4.004%, 03/25/2048 | | | | | 1,541,652 | | | | | | 0.1 | | |
1,942,472 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B3, 4.004%, 03/25/2048 | | | | | 2,008,066 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,681,562 (1)(3) | | | Flagstar Mortgage Trust 2018-2 B2, 4.114%, 04/25/2048 | | | | $ | 1,703,655 | | | | | | 0.1 | | |
3,901,201 (4) | | | Freddie Mac 2815 GS, 5.927%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | | 732,745 | | | | | | 0.0 | | |
58 | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 58 | | | | | | 0.0 | | |
163,082 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 184,151 | | | | | | 0.0 | | |
156,940 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 176,044 | | | | | | 0.0 | | |
74,629 | | | Freddie Mac REMIC Trust 2411 FJ, 0.423%, (US0001M + 0.350%), 12/15/2029 | | | | | 74,754 | | | | | | 0.0 | | |
95,998 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 108,578 | | | | | | 0.0 | | |
95,648 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 97,769 | | | | | | 0.0 | | |
230,511 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 265,082 | | | | | | 0.0 | | |
150,269 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 174,667 | | | | | | 0.0 | | |
242,451 (4) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 49,100 | | | | | | 0.0 | | |
277,244 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 325,199 | | | | | | 0.0 | | |
816,387 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 936,990 | | | | | | 0.0 | | |
606,078 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 687,832 | | | | | | 0.0 | | |
694,985 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 791,712 | | | | | | 0.0 | | |
4,542,474 (4) | | | Freddie Mac REMIC Trust 3045 DI, 6.657%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 936,414 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,327,765 (4) | | | Freddie Mac REMIC Trust 3064 SP, 6.527%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | $ | 69,709 | | | | | | 0.0 | | |
290,601 | | | Freddie Mac REMIC Trust 3065 DC, 19.641%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 400,947 | | | | | | 0.0 | | |
499,615 (4) | | | Freddie Mac REMIC Trust 3102 IS, 24.299%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 294,293 | | | | | | 0.0 | | |
2,364,240 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 2,714,357 | | | | | | 0.1 | | |
1,354,788 (4) | | | Freddie Mac REMIC Trust 3170 SA, 6.527%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 273,446 | | | | | | 0.0 | | |
715,249 (4) | | | Freddie Mac REMIC Trust 3171 PS, 6.412%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 120,437 | | | | | | 0.0 | | |
1,097,916 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,275,482 | | | | | | 0.0 | | |
277,235 (3) | | | Freddie Mac REMIC Trust 3524 LA, 5.332%, 03/15/2033 | | | | | 308,490 | | | | | | 0.0 | | |
66,185 | | | Freddie Mac REMIC Trust 3556 NT, 3.173%, (US0001M + 3.100%), 03/15/2038 | | | | | 67,317 | | | | | | 0.0 | | |
5,177,887 (4) | | | Freddie Mac REMIC Trust 3589 SB, 6.127%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 1,059,407 | | | | | | 0.0 | | |
771,619 (4) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 102,004 | | | | | | 0.0 | | |
5,104,965 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 5,907,397 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,790,281 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | $ | 2,086,345 | | | | | | 0.1 | | |
894,744 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,024,705 | | | | | | 0.0 | | |
165,970 (4) | | | Freddie Mac REMIC Trust 3752 WS, 6.527%, (-1.000*US0001M + 6.600%), 12/15/2039 | | | | | 1,972 | | | | | | 0.0 | | |
269,536 (4) | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 352 | | | | | | 0.0 | | |
1,002,126 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 1,084,408 | | | | | | 0.0 | | |
4,001,666 (4) | | | Freddie Mac REMIC Trust 3856 KS, 6.477%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 743,017 | | | | | | 0.0 | | |
1,459,459 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,635,712 | | | | | | 0.1 | | |
995,734 (4) | | | Freddie Mac REMIC Trust 3925 SD, 5.977%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 104,940 | | | | | | 0.0 | | |
4,458,113 (4) | | | Freddie Mac REMIC Trust 3925 SL, 5.977%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 399,442 | | | | | | 0.0 | | |
9,784,655 (4) | | | Freddie Mac REMIC Trust 3951 SN, 6.477%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 2,068,185 | | | | | | 0.1 | | |
399,491 (4) | | | Freddie Mac REMIC Trust 3984 NS, 6.527%, (-1.000*US0001M + 6.600%), 01/15/2040 | | | | | 2,257 | | | | | | 0.0 | | |
620,780 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 692,615 | | | | | | 0.0 | | |
1,399,194 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 1,702,840 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
576,165 (4) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | $ | 20,043 | | | | | | 0.0 | | |
2,216,133 (4) | | | Freddie Mac REMIC Trust 4094 YS, 6.627%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 158,977 | | | | | | 0.0 | | |
5,797,729 (4) | | | Freddie Mac REMIC Trust 4102 MS, 6.527%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 1,287,444 | | | | | | 0.0 | | |
631,719 (4) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 91,001 | | | | | | 0.0 | | |
4,142,008 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 4,447,244 | | | | | | 0.1 | | |
28,953,458 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 32,158,487 | | | | | | 1.0 | | |
6,613,304 (4) | | | Freddie Mac REMIC Trust 4313 SD, 6.077%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 1,245,551 | | | | | | 0.0 | | |
10,186,482 (4) | | | Freddie Mac REMIC Trust 4313 SE, 6.077%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 2,020,327 | | | | | | 0.1 | | |
1,036,318 (4) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 49,748 | | | | | | 0.0 | | |
1,074,351 (4) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 173,751 | | | | | | 0.0 | | |
7,791,373 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,766,873 | | | | | | 0.3 | | |
3,640,085 (4) | | | Freddie Mac REMIC Trust 4346 ST, 6.127%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 458,891 | | | | | | 0.0 | | |
12,039,243 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 13,676,879 | | | | | | 0.4 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,146,187 (4) | | | Freddie Mac REMIC Trust 4386 LS, 6.027%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | $ | 573,626 | | | | | | 0.0 | | |
7,041,250 (4) | | | Freddie Mac REMICS 3284 CI, 6.047%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 1,413,650 | | | | | | 0.1 | | |
3,077,484 (4) | | | Freddie Mac REMICS 3311 IC, 6.337%, (-1.000*US0001M + 6.410%), 05/15/2037 | | | | | 601,514 | | | | | | 0.0 | | |
6,618,245 (4) | | | Freddie Mac REMICS 3510 IC, 6.007%, (-1.000*US0001M + 6.080%), 08/15/2037 | | | | | 1,298,956 | | | | | | 0.0 | | |
3,272,461 (4) | | | Freddie Mac REMICS 3575 ST, 6.527%, (-1.000*US0001M + 6.600%), 04/15/2039 | | | | | 633,635 | | | | | | 0.0 | | |
9,672,030 (4) | | | Freddie Mac REMICS 3702 SB, 4.427%, (-1.000*US0001M + 4.500%), 08/15/2040 | | | | | 1,377,811 | | | | | | 0.0 | | |
3,711,649 (4) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 836,083 | | | | | | 0.0 | | |
10,104,396 (4) | | | Freddie Mac REMICS 4675 KS, 5.927%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 2,016,998 | | | | | | 0.1 | | |
91,395 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 92,645 | | | | | | 0.0 | | |
15,019,383 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 16,339,985 | | | | | | 0.5 | | |
1,524,169 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 1,630,846 | | | | | | 0.1 | | |
25,068,061 (4) | | | Freddie Mac REMICS 4901 BS, 6.009%, (-1.000*US0001M + 6.100%), 07/25/2049 | | | | | 4,791,131 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,685,755 (4) | | | Freddie Mac REMICS 5118 LI, 3.000%, 06/25/2041 | | | | $ | 2,838,638 | | | | | | 0.1 | | |
8,882,153 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,898,473 | | | | | | 0.3 | | |
1,134,762 (1) | | | Freddie Mac STACR 2019-HQA3 M2, 1.942%, (US0001M + 1.850%), 09/25/2049 | | | | | 1,140,247 | | | | | | 0.0 | | |
3,900,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.392%, (US0001M + 2.300%), 10/25/2048 | | | | | 3,939,774 | | | | | | 0.1 | | |
6,417,151 (4) | | | Freddie Mac Strips Series 311 S1, 5.877%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 1,092,584 | | | | | | 0.0 | | |
376,489 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.092%, (US0001M + 4.000%), 08/25/2024 | | | | | 384,403 | | | | | | 0.0 | | |
1,113,152 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 3.992%, (US0001M + 3.900%), 12/25/2027 | | | | | 1,132,405 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.942%, (US0001M + 3.850%), 03/25/2029 | | | | | 518,575 | | | | | | 0.0 | | |
836,454 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.642%, (US0001M + 3.550%), 08/25/2029 | | | | | 866,297 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
682,992 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.742%, (US0001M + 2.650%), 12/25/2029 | | | | $ | 695,749 | | | | | | 0.0 | | |
6,885,552 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.442%, (US0001M + 2.350%), 04/25/2030 | | | | | 7,047,828 | | | | | | 0.2 | | |
5,105,758 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.892%, (US0001M + 1.800%), 07/25/2030 | | | | | 5,141,844 | | | | | | 0.2 | | |
1,009,401 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.392%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,025,070 | | | | | | 0.0 | | |
300,206 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 357,353 | | | | | | 0.0 | | |
318,764 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.316%, (12MTA + 1.200%), 10/25/2044 | | | | | 327,594 | | | | | | 0.0 | | |
22,794 | | | Freddie Mac-Ginnie Mae Series 27 FC, 1.875%, (PRIME + (1.375)%), 03/25/2024 | | | | | 23,010 | | | | | | 0.0 | | |
505,310 (3)(4) | | | Freddie Mac Strips 347 118, 4.500%, 02/15/2044 | | | | | 88,425 | | | | | | 0.0 | | |
12,157,366 (3)(4) | | | Freddie Mac Strips 347 C29, 3.000%, 01/15/2044 | | | | | 1,312,163 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
11,167,893 (3)(4) | | | Freddie Mac Strips 347 C30, 3.500%, 02/15/2044 | | | | $ | 1,373,749 | | | | | | 0.0 | | |
4,315,926 (3)(4) | | | Freddie Mac Strips 347 C31, 4.000%, 02/15/2044 | | | | | 693,107 | | | | | | 0.0 | | |
12,263,556 (4) | | | Freddie Mac Strips 351 C1, 2.500%, 02/15/2031 | | | | | 797,994 | | | | | | 0.0 | | |
8,646,366 (4) | | | Freddie Mac Strips 351 C11, 3.500%, 02/15/2031 | | | | | 760,468 | | | | | | 0.0 | | |
11,137,055 (4) | | | Freddie Mac Strips 351 C12, 4.000%, 02/15/2031 | | | | | 1,158,967 | | | | | | 0.0 | | |
7,601,624 (4) | | | Freddie Mac Strips 351 C13, 3.000%, 02/15/2031 | | | | | 584,377 | | | | | | 0.0 | | |
12,656,040 (4) | | | Freddie Mac Strips 351 C2, 3.000%, 02/15/2031 | | | | | 989,949 | | | | | | 0.0 | | |
10,590,225 (4) | | | Freddie Mac Strips 351 C7, 3.000%, 02/15/2031 | | | | | 832,231 | | | | | | 0.0 | | |
11,002,430 (4) | | | Freddie Mac Strips 351 C8, 3.500%, 02/15/2031 | | | | | 999,203 | | | | | | 0.0 | | |
682,160 (1)(5) | | | GCAT 2020-NQM2 A2 Trust, 2.272% (Step Rate @ 3.272% on 07/25/2024), 04/25/2065 | | | | | 690,544 | | | | | | 0.0 | | |
8,604,278 (4) | | | Ginnie Mae 2007-35 KY, 6.375%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 1,741,926 | | | | | | 0.1 | | |
676,217 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 692,651 | | | | | | 0.0 | | |
589,671 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 600,193 | | | | | | 0.0 | | |
257,882 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 256,426 | | | | | | 0.0 | | |
210,139 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 215,062 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
14,689,392 (4) | | | Ginnie Mae 2021-87 ID, 2.500%, 05/20/2051 | | | | $ | 1,861,945 | | | | | | 0.1 | | |
619,474 (4) | | | Ginnie Mae Series 2005-7 AH, 6.695%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 115,631 | | | | | | 0.0 | | |
300,800 | | | Ginnie Mae Series 2007-8 SP, 21.746%, (-3.242*US0001M + 22.048%), 03/20/2037 | | | | | 484,668 | | | | | | 0.0 | | |
1,766,841 (4) | | | Ginnie Mae Series 2008-35 SN, 6.307%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 294,675 | | | | | | 0.0 | | |
921,652 (4) | | | Ginnie Mae Series 2008-40 PS, 6.425%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 170,981 | | | | | | 0.0 | | |
7,221,845 (4) | | | Ginnie Mae Series 2009-106 SU, 6.107%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 1,366,010 | | | | | | 0.0 | | |
2,396,182 (4) | | | Ginnie Mae Series 2009-25 KS, 6.107%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 485,845 | | | | | | 0.0 | | |
1,164,327 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,313,660 | | | | | | 0.0 | | |
1,346,554 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,508,273 | | | | | | 0.1 | | |
12,265,394 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,255,425 | | | | | | 0.4 | | |
1,577,697 (4) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 157,972 | | | | | | 0.0 | | |
1,551,011 (4) | | | Ginnie Mae Series 2010-116 NS, 6.575%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 273,853 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,525,050 (4) | | | Ginnie Mae Series 2010-116 SK, 6.527%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | $ | 876,235 | | | | | | 0.0 | | |
6,099,331 (4) | | | Ginnie Mae Series 2010-149 HS, 6.025%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 631,339 | | | | | | 0.0 | | |
2,251,769 (4) | | | Ginnie Mae Series 2010-4 SP, 6.425%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 240,340 | | | | | | 0.0 | | |
2,355,606 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 2,644,740 | | | | | | 0.1 | | |
971,163 (4) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 79,565 | | | | | | 0.0 | | |
1,594,596 (4) | | | Ginnie Mae Series 2010-68 MS, 5.757%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 297,025 | | | | | | 0.0 | | |
3,619,447 (4) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 748,919 | | | | | | 0.0 | | |
1,790,706 (4) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 98,469 | | | | | | 0.0 | | |
336,838 (4) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 14,566 | | | | | | 0.0 | | |
34,870 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 38,382 | | | | | | 0.0 | | |
3,670,347 (4) | | | Ginnie Mae Series 2011-80 KS, 6.577%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 807,839 | | | | | | 0.0 | | |
240,092 (4) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 11,085 | | | | | | 0.0 | | |
8,628,946 (4) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,480,787 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,169,700 (4) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | $ | 1,501,604 | | | | | | 0.1 | | |
7,103,743 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 7,481,614 | | | | | | 0.2 | | |
6,428,003 (4) | | | Ginnie Mae Series 2014-3 SU, 5.957%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,157,062 | | | | | | 0.0 | | |
8,062,730 (4) | | | Ginnie Mae Series 2014-55 MS, 6.125%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 1,636,576 | | | | | | 0.1 | | |
7,233,046 (4) | | | Ginnie Mae Series 2014-56 SP, 6.125%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 1,037,309 | | | | | | 0.0 | | |
7,322,939 (4) | | | Ginnie Mae Series 2014-58 CS, 5.525%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,240,538 | | | | | | 0.0 | | |
9,522,633 (4) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 2,054,443 | | | | | | 0.1 | | |
3,610,075 (4) | | | Ginnie Mae Series 2014-99 S, 5.507%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 702,919 | | | | | | 0.0 | | |
2,150,730 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 2,299,728 | | | | | | 0.1 | | |
2,417,122 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 2,578,838 | | | | | | 0.1 | | |
38,318,344 (4) | | | Ginnie Mae Series 2019-145 LS, 2.737%, (-1.000*US0001M + 2.830%), 11/20/2049 | | | | | 2,606,237 | | | | | | 0.1 | | |
686,541 (1)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/ 2049 | | | | | 690,551 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,134,157 (1)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | $ | 1,149,211 | | | | | | 0.0 | | |
978,272 (1)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 989,558 | | | | | | 0.0 | | |
1,902 | | | GSR Mortgage Loan Trust 2003-2F 3A1, 6.000%, 03/25/2032 | | | | | 2,018 | | | | | | 0.0 | | |
45,637 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 0.533%, (US0001M + 0.440%), 05/19/2035 | | | | | 44,063 | | | | | | 0.0 | | |
172,716 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.952%, (US0001M + 0.860%), 08/25/2029 | | | | | 170,472 | | | | | | 0.0 | | |
2,506,628 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.512%, (US0001M + 0.420%), 04/25/2046 | | | | | 2,383,663 | | | | | | 0.1 | | |
2,048,308 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.512%, (US0001M + 0.420%), 02/25/2046 | | | | | 1,651,251 | | | | | | 0.1 | | |
5,355 (3) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 2.453%, 02/25/2035 | | | | | 5,447 | | | | | | 0.0 | | |
71,967 (3) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 2.577%, 07/25/2035 | | | | | 73,733 | | | | | | 0.0 | | |
886,051 (1)(3) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 900,484 | | | | | | 0.0 | | |
4,286,250 (1)(3) | | | JP Morgan Mortgage Trust 2017-4 B1, 3.928%, 11/25/2048 | | | | | 4,437,719 | | | | | | 0.1 | | |
1,572,936 (1)(3) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.928%, 11/25/2048 | | | | | 1,624,683 | | | | | | 0.1 | | |
1,019,562 (1)(3) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.803%, 12/25/2048 | | | | | 1,051,686 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,572,099 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.717%, 06/25/2048 | | | | $ | 1,614,391 | | | | | | 0.1 | | |
1,572,099 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.717%, 06/25/2048 | | | | | 1,610,341 | | | | | | 0.1 | | |
1,942,005 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.717%, 06/25/2048 | | | | | 2,004,086 | | | | | | 0.1 | | |
1,394,326 (1)(3) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.761%, 09/25/2048 | | | | | 1,445,951 | | | | | | 0.1 | | |
1,256,908 (1)(3) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.755%, 10/25/2048 | | | | | 1,299,078 | | | | | | 0.0 | | |
102,185 (1)(3) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 104,055 | | | | | | 0.0 | | |
2,404,718 (1)(3) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.172%, 02/25/2050 | | | | | 2,424,482 | | | | | | 0.1 | | |
1,934,380 (1)(3) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.485%, 03/25/2050 | | | | | 1,992,434 | | | | | | 0.1 | | |
2,434,410 (1)(3) | | | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.822%, 10/25/2049 | | | | | 2,565,505 | | | | | | 0.1 | | |
289,984 (1)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 292,803 | | | | | | 0.0 | | |
1,961,766 (1)(3) | | | JP Morgan Mortgage Trust 2020-5 B1, 3.675%, 12/25/2050 | | | | | 2,055,455 | | | | | | 0.1 | | |
865,621 (1)(3) | | | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | | | | | 874,875 | | | | | | 0.0 | | |
2,329,553 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B1, 3.569%, 03/25/2051 | | | | | 2,427,312 | | | | | | 0.1 | | |
1,424,490 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.569%, 03/25/2051 | | | | | 1,478,663 | | | | | | 0.1 | | |
1,890,794 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B3, 3.569%, 03/25/2051 | | | | | 1,950,938 | | | | | | 0.1 | | |
705,481 (1)(3) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 712,262 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,299,183,145 (1)(4)(6) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | $ | 893,233 | | | | | | 0.0 | | |
7,070,150 (4) | | | Lehman Mortgage Trust 2006-9 2A5, 6.529%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 1,597,042 | | | | | | 0.1 | | |
2,679,376 | | | Lehman XS Trust Series 2005-5N 1A2, 0.452%, (US0001M + 0.360%), 11/25/2035 | | | | | 2,524,410 | | | | | | 0.1 | | |
700,000 (1) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.206%, (US0001M + 1.100%), 02/25/2055 | | | | | 702,424 | | | | | | 0.0 | | |
60,329 (3) | | | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A, 2.024%, 05/25/2033 | | | | | 61,950 | | | | | | 0.0 | | |
3,732 | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 0.852%, (US0001M + 0.380%), 08/25/2035 | | | | | 3,739 | | | | | | 0.0 | | |
22,278 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 0.592%, (US0001M + 0.250%), 11/25/2035 | | | | | 22,172 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.892%, (US0001M + 1.800%), 09/25/2035 | | | | | 2,002,742 | | | | | | 0.1 | | |
1,402,237 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,085,570 | | | | | | 0.0 | | |
1,488,914 (1)(3) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,595,205 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
16,262 (1)(3) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | $ | 16,657 | | | | | | 0.0 | | |
448,669 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 428,405 | | | | | | 0.0 | | |
728,928 (1)(3) | | | PSMC 2020-3 A1 Trust, 3.000%, 11/25/2050 | | | | | 741,475 | | | | | | 0.0 | | |
384,663 (1) | | | RBSSP Resecuritization Trust 2011-3 2A1, 0.342%, (US0001M + 0.250%), 02/26/2037 | | | | | 386,311 | | | | | | 0.0 | | |
1,358 | | | RFMSI Series Trust 2003-S9 A1, 6.500%, 03/25/2032 | | | | | 1,412 | | | | | | 0.0 | | |
2,000,848 | | | Seasoned Credit Risk Transfer Trust 2017-4 M45T, 4.500%, 06/25/2057 | | | | | 2,224,620 | | | | | | 0.1 | | |
47,559 | | | Sequoia Mortgage Trust 2003-4 2A1, 0.793%, (US0001M + 0.350%), 07/20/2033 | | | | | 47,574 | | | | | | 0.0 | | |
23,252 (3) | | | Sequoia Mortgage Trust 2005-4 2A1, 2.647%, 04/20/2035 | | | | | 24,520 | | | | | | 0.0 | | |
748,412 (1)(3) | | | Sequoia Mortgage Trust 2014-3 B3, 3.985%, 10/25/2044 | | | | | 765,080 | | | | | | 0.0 | | |
798,749 (1)(3) | | | Sequoia Mortgage Trust 2014-4 B3, 3.878%, 11/25/2044 | | | | | 820,161 | | | | | | 0.0 | | |
805,903 (1)(3) | | | Sequoia Mortgage Trust 2015-2 B3, 3.768%, 05/25/2045 | | | | | 824,512 | | | | | | 0.0 | | |
906,469 (1)(3) | | | Sequoia Mortgage Trust 2015-3 B3, 3.718%, 07/25/2045 | | | | | 934,920 | | | | | | 0.0 | | |
2,772,414 (1)(3) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 2,820,891 | | | | | | 0.1 | | |
379,971 (1)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 385,369 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,671,013 (1)(3) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.487%, 02/25/2048 | | | | $ | 4,845,158 | | | | | | 0.2 | | |
361,755 (1)(3) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 369,700 | | | | | | 0.0 | | |
2,049,872 (1)(3) | | | Sequoia Mortgage Trust 2020-3 B3, 3.359%, 04/25/2050 | | | | | 2,021,567 | | | | | | 0.1 | | |
698,000 (1)(3) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 709,004 | | | | | | 0.0 | | |
42,516 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1, 2.925%, 08/25/2035 | | | | | 41,112 | | | | | | 0.0 | | |
808,146 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A, 2.702%, 04/25/2035 | | | | | 773,541 | | | | | | 0.0 | | |
171,619 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 0.593%, (US0001M + 0.250%), 07/19/2035 | | | | | 166,557 | | | | | | 0.0 | | |
75,786 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 0.593%, (US0001M + 0.250%), 07/19/2035 | | | | | 76,907 | | | | | | 0.0 | | |
228,287 (3) | | | Thornburg Mortgage Securities Trust 2006-5 A1, 2.756%, 10/25/2046 | | | | | 230,932 | | | | | | 0.0 | | |
5,644 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.593%, (COF 11 + 1.250%), 02/27/2034 | | | | | 5,771 | | | | | | 0.0 | | |
16,154 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 1.516%, (12MTA + 1.400%), 08/25/2042 | | | | | 15,920 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,350 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 0.732%, (US0001M + 0.640%), 01/25/2045 | | | | $ | 25,234 | | | | | | 0.0 | | |
527,661 (3) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.514%, 10/25/2036 | | | | | 514,404 | | | | | | 0.0 | | |
271,376 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 1.843%, (COF 11 + 1.500%), 07/25/2046 | | | | | 265,865 | | | | | | 0.0 | | |
47,320,460 (3)(4) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.765%, 08/25/2045 | | | | | 2,000,245 | | | | | | 0.1 | | |
1,275,059 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.072%, (US0001M + 0.490%), 10/25/2045 | | | | | 1,266,614 | | | | | | 0.0 | | |
547,576 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.066%, 10/25/2036 | | | | | 550,552 | | | | | | 0.0 | | |
1,078,408 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.492%, 12/25/2036 | | | | | 1,030,344 | | | | | | 0.0 | | |
1,815,594 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.076%, 08/25/2046 | | | | | 1,807,463 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,569,901 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.716%, 04/25/2037 | | | | $ | 2,445,740 | | | | | | 0.1 | | |
1,723,745 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.035%, 07/25/2037 | | | | | 1,735,459 | | | | | | 0.1 | | |
2,054,376 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,971,333 | | | | | | 0.1 | | |
184,130 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 184,570 | | | | | | 0.0 | | |
1,507,008 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.192%, (US0001M + 0.100%), 12/25/2036 | | | | | 998,311 | | | | | | 0.0 | | |
1,092,388 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.522%, (US0001M + 0.430%), 06/25/2037 | | | | | 873,581 | | | | | | 0.0 | | |
90,470 (3) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.130%, 05/25/2035 | | | | | 89,685 | | | | | | 0.0 | | |
254,629 (3) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.827%, 04/25/2036 | | | | | 249,894 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,476,057 (1)(3) | | | Wells Fargo Mortgage Backed Securities 2020-1 B2 Trust, 3.398%, 12/25/2049 | | | | $ | 1,511,731 | | | | | | 0.1 | | |
790,351 (1)(3) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.760%, 08/20/2045 | | | | | 790,573 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $517,022,156) | | | | | 527,823,766 | | | | | | 15.7 | | |
MUNICIPAL BONDS: 0.1% | | |||||||||||||||
| | | California: 0.1% | | ||||||||||||
500,000 | | | California State University, 6.434%, 11/01/2030 | | | | | 667,222 | | | | | | 0.1 | | |
200,000 | | | Los Angeles County Public Works Financing Authority, 7.488%, 08/01/2033 | | | | | 277,515 | | | | | | 0.0 | | |
300,000 | | | Los Angeles County Public Works Financing Authority, 7.618%, 08/01/2040 | | | | | 488,632 | | | | | | 0.0 | | |
200,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.398%, 05/15/2031 | | | | | 261,143 | | | | | | 0.0 | | |
300,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.548%, 05/15/2048 | | | | | 468,922 | | | | | | 0.0 | | |
| | | Total Municipal Bonds | | | | | | | | | | | | | |
| | | (Cost $1,500,000) | | | | | 2,163,434 | | | | | | 0.1 | | |
U.S. TREASURY OBLIGATIONS: 6.4% | | |||||||||||||||
| | | U.S. Treasury Bonds: 3.1% | | ||||||||||||
17,000 | | | 1.250%, 05/15/2050 | | | | | 13,886 | | | | | | 0.0 | | |
920,000 | | | 1.375%, 11/15/2040 | | | | | 826,778 | | | | | | 0.0 | | |
77,000 | | | 1.625%, 11/15/2050 | | | | | 69,180 | | | | | | 0.0 | | |
45,049,000 (2) | | | 1.875%, 02/15/2051 | | | | | 43,007,717 | | | | | | 1.3 | | |
59,448,000 | | | 2.250%, 05/15/2041 | | | | | 61,872,364 | | | | | | 1.8 | | |
| | | | | | | | 105,789,925 | | | | | | 3.1 | | |
| | | U.S. Treasury Notes: 3.3% | | ||||||||||||
38,252,000 | | | 0.125%, 06/30/2023 | | | | | 38,161,600 | | | | | | 1.1 | | |
25,000 | | | 0.125%, 10/15/2023 | | | | | 24,898 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes (continued) | | ||||||||||||
35,318,000 | | | 0.250%, 06/15/2024 | | | | $ | 35,104,160 | | | | | | 1.1 | | |
1,322,000 | | | 0.875%, 06/30/2026 | | | | | 1,321,432 | | | | | | 0.0 | | |
773,500 (2) | | | 1.125%, 02/15/2031 | | | | | 751,020 | | | | | | 0.0 | | |
29,948,000 | | | 1.250%, 06/30/2028 | | | | | 29,997,133 | | | | | | 0.9 | | |
6,326,000 (2) | | | 1.625%, 05/15/2031 | | | | | 6,423,855 | | | | | | 0.2 | | |
| | | | | | | | 111,784,098 | | | | | | 3.3 | | |
| | | Total U.S. Treasury Obligations (Cost $213,055,736) | | | | | 217,574,023 | | | | | | 6.4 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.7% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 2.9%(7) | | ||||||||||||
50,361 | | | 1.974%, (US0012M + 1.345%), 09/01/2035 | | | | | 52,737 | | | | | | 0.0 | | |
395,860 | | | 2.144%, (US0012M + 1.721%), 06/01/2035 | | | | | 419,593 | | | | | | 0.0 | | |
3,037 | | | 2.375%, (H15T1Y + 2.250%), 04/01/2032 | | | | | 3,064 | | | | | | 0.0 | | |
12,683 | | | 2.375%, (H15T1Y + 2.250%), 11/01/2035 | | | | | 13,326 | | | | | | 0.0 | | |
1,944 | | | 2.375%, (H15T1Y + 2.250%), 03/01/2036 | | | | | 2,083 | | | | | | 0.0 | | |
854 | | | 2.389%, (H15T1Y + 2.210%), 06/01/2024 | | | | | 854 | | | | | | 0.0 | | |
5,760 | | | 2.404%, (H15T1Y + 2.250%), 11/01/2031 | | | | | 5,807 | | | | | | 0.0 | | |
502,237 | | | 2.500%, 05/01/2030 | | | | | 527,413 | | | | | | 0.0 | | |
967,455 | | | 2.500%, 05/01/2030 | | | | | 1,019,077 | | | | | | 0.0 | | |
1,139,334 | | | 2.500%, 06/01/2030 | | | | | 1,200,118 | | | | | | 0.1 | | |
122,213 | | | 2.657%, (H15T1Y + 2.462%), 01/01/2029 | | | | | 122,538 | | | | | | 0.0 | | |
3,541,683 | | | 3.000%, 03/01/2045 | | | | | 3,776,431 | | | | | | 0.1 | | |
2,760,609 | | | 3.000%, 03/01/2045 | | | | | 2,926,959 | | | | | | 0.1 | | |
2,771,173 | | | 3.000%, 04/01/2045 | | | | | 2,949,973 | | | | | | 0.1 | | |
2,886,961 | | | 3.000%, 04/01/2045 | | | | | 3,078,300 | | | | | | 0.1 | | |
5,513,738 | | | 3.000%, 10/01/2046 | | | | | 5,842,810 | | | | | | 0.2 | | |
6,713,168 | | | 3.000%, 10/01/2046 | | | | | 7,187,274 | | | | | | 0.2 | | |
7,572,791 | | | 3.000%, 03/01/2048 | | | | | 8,019,961 | | | | | | 0.3 | | |
1,027,459 | | | 3.500%, 08/01/2042 | | | | | 1,107,570 | | | | | | 0.0 | | |
2,591,633 | | | 3.500%, 03/01/2045 | | | | | 2,783,176 | | | | | | 0.1 | | |
518,690 | | | 3.500%, 04/01/2045 | | | | | 552,262 | | | | | | 0.0 | | |
273,500 | | | 3.500%, 05/01/2045 | | | | | 288,629 | | | | | | 0.0 | | |
1,131,036 | | | 3.500%, 05/01/2045 | | | | | 1,224,442 | | | | | | 0.1 | | |
638,576 | | | 3.500%, 06/01/2045 | | | | | 689,478 | | | | | | 0.0 | | |
532,546 | | | 3.500%, 07/01/2045 | | | | | 567,052 | | | | | | 0.0 | | |
715,873 | | | 3.500%, 07/01/2045 | | | | | 772,452 | | | | | | 0.0 | | |
688,824 | | | 3.500%, 08/01/2045 | | | | | 735,562 | | | | | | 0.0 | | |
566,592 | | | 3.500%, 08/01/2045 | | | | | 609,121 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
435,073 | | | 3.500%, 08/01/2045 | | | | $ | 461,239 | | | | | | 0.0 | | |
737,669 | | | 3.500%, 08/01/2045 | | | | | 797,688 | | | | | | 0.0 | | |
1,074,527 | | | 3.500%, 08/01/2045 | | | | | 1,163,118 | | | | | | 0.0 | | |
271,555 | | | 3.500%, 09/01/2045 | | | | | 286,307 | | | | | | 0.0 | | |
701,706 | | | 3.500%, 09/01/2045 | | | | | 750,085 | | | | | | 0.0 | | |
1,668,001 | | | 3.500%, 09/01/2045 | | | | | 1,783,449 | | | | | | 0.1 | | |
1,300,314 | | | 3.500%, 11/01/2045 | | | | | 1,405,635 | | | | | | 0.1 | | |
5,328,336 | | | 3.500%, 12/01/2046 | | | | | 5,747,993 | | | | | | 0.2 | | |
14,211,662 | | | 3.500%, 03/01/2048 | | | | | 15,402,274 | | | | | | 0.5 | | |
1,059,539 | | | 4.000%, 10/01/2041 | | | | | 1,160,716 | | | | | | 0.0 | | |
1,362,929 | | | 4.000%, 12/01/2041 | | | | | 1,492,974 | | | | | | 0.1 | | |
251,209 | | | 4.000%, 07/01/2045 | | | | | 273,886 | | | | | | 0.0 | | |
136,349 | | | 4.000%, 09/01/2045 | | | | | 147,635 | | | | | | 0.0 | | |
1,580,487 | | | 4.000%, 09/01/2045 | | | | | 1,714,637 | | | | | | 0.1 | | |
3,319,236 | | | 4.000%, 09/01/2045 | | | | | 3,614,944 | | | | | | 0.1 | | |
2,006,012 | | | 4.000%, 09/01/2045 | | | | | 2,191,696 | | | | | | 0.1 | | |
1,326,904 | | | 4.000%, 05/01/2047 | | | | | 1,428,738 | | | | | | 0.1 | | |
440,531 | | | 4.000%, 11/01/2047 | | | | | 471,369 | | | | | | 0.0 | | |
400,624 | | | 4.000%, 03/01/2048 | | | | | 428,183 | | | | | | 0.0 | | |
1,239,430 | | | 4.000%, 06/01/2048 | | | | | 1,376,037 | | | | | | 0.1 | | |
5,558 | | | 4.500%, 06/01/2039 | | | | | 6,185 | | | | | | 0.0 | | |
16,777 | | | 4.500%, 09/01/2040 | | | | | 18,669 | | | | | | 0.0 | | |
54,742 | | | 4.500%, 03/01/2041 | | | | | 60,399 | | | | | | 0.0 | | |
304,925 | | | 4.500%, 08/01/2041 | | | | | 341,298 | | | | | | 0.0 | | |
480,883 | | | 4.500%, 08/01/2041 | | | | | 531,163 | | | | | | 0.0 | | |
168,559 | | | 4.500%, 09/01/2041 | | | | | 188,326 | | | | | | 0.0 | | |
226,732 | | | 4.500%, 09/01/2041 | | | | | 252,695 | | | | | | 0.0 | | |
1,065,953 | | | 4.500%, 09/01/2041 | | | | | 1,195,401 | | | | | | 0.0 | | |
427,587 | | | 4.500%, 09/01/2041 | | | | | 477,420 | | | | | | 0.0 | | |
21,961 | | | 5.000%, 05/01/2028 | | | | | 24,090 | | | | | | 0.0 | | |
90,359 | | | 5.000%, 05/01/2035 | | | | | 101,828 | | | | | | 0.0 | | |
249,308 | | | 5.000%, 01/01/2041 | | | | | 281,962 | | | | | | 0.0 | | |
192,270 | | | 5.000%, 04/01/2041 | | | | | 217,439 | | | | | | 0.0 | | |
496 | | | 5.500%, 11/01/2021 | | | | | 552 | | | | | | 0.0 | | |
11,655 | | | 5.500%, 03/01/2023 | | | | | 12,982 | | | | | | 0.0 | | |
3,283 | | | 5.500%, 05/01/2023 | | | | | 3,657 | | | | | | 0.0 | | |
9,435 | | | 5.500%, 03/01/2034 | | | | | 10,912 | | | | | | 0.0 | | |
3,063 | | | 5.500%, 05/01/2036 | | | | | 3,509 | | | | | | 0.0 | | |
63,739 | | | 5.500%, 06/01/2036 | | | | | 73,935 | | | | | | 0.0 | | |
7,164 | | | 5.500%, 12/01/2036 | | | | | 8,317 | | | | | | 0.0 | | |
37,413 | | | 5.500%, 03/01/2037 | | | | | 43,495 | | | | | | 0.0 | | |
10,626 | | | 5.500%, 04/01/2037 | | | | | 12,300 | | | | | | 0.0 | | |
54,801 | | | 5.500%, 05/01/2037 | | | | | 63,775 | | | | | | 0.0 | | |
96,390 | | | 5.500%, 07/01/2037 | | | | | 111,356 | | | | | | 0.0 | | |
16,474 | | | 5.500%, 09/01/2037 | | | | | 18,390 | | | | | | 0.0 | | |
10,260 | | | 5.500%, 10/01/2037 | | | | | 11,954 | | | | | | 0.0 | | |
35,526 | | | 5.500%, 11/01/2037 | | | | | 41,375 | | | | | | 0.0 | | |
28,777 | | | 5.500%, 12/01/2037 | | | | | 33,528 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
99,986 | | | 5.500%, 12/01/2037 | | | | $ | 116,452 | | | | | | 0.0 | | |
9,247 | | | 5.500%, 01/01/2038 | | | | | 10,770 | | | | | | 0.0 | | |
7,624 | | | 5.500%, 01/01/2038 | | | | | 8,877 | | | | | | 0.0 | | |
96,766 | | | 5.500%, 02/01/2038 | | | | | 112,742 | | | | | | 0.0 | | |
72,394 | | | 5.500%, 02/01/2038 | | | | | 84,284 | | | | | | 0.0 | | |
64,314 | | | 5.500%, 03/01/2038 | | | | | 74,907 | | | | | | 0.0 | | |
86,049 | | | 5.500%, 04/01/2038 | | | | | 100,217 | | | | | | 0.0 | | |
7,517 | | | 5.500%, 05/01/2038 | | | | | 8,758 | | | | | | 0.0 | | |
49,726 | | | 5.500%, 05/01/2038 | | | | | 56,543 | | | | | | 0.0 | | |
51,576 | | | 5.500%, 06/01/2038 | | | | | 59,957 | | | | | | 0.0 | | |
190,038 | | | 5.500%, 06/01/2038 | | | | | 221,415 | | | | | | 0.0 | | |
174,906 | | | 5.500%, 07/01/2038 | | | | | 203,705 | | | | | | 0.0 | | |
34,531 | | | 5.500%, 08/01/2038 | | | | | 40,198 | | | | | | 0.0 | | |
8,496 | | | 5.500%, 08/01/2038 | | | | | 9,773 | | | | | | 0.0 | | |
39,278 | | | 5.500%, 09/01/2038 | | | | | 45,720 | | | | | | 0.0 | | |
39,116 | | | 5.500%, 10/01/2038 | | | | | 45,561 | | | | | | 0.0 | | |
34,401 | | | 5.500%, 10/01/2038 | | | | | 40,069 | | | | | | 0.0 | | |
119,887 | | | 5.500%, 11/01/2038 | | | | | 139,603 | | | | | | 0.0 | | |
3,668 | | | 5.500%, 11/01/2038 | | �� | | | 4,272 | | | | | | 0.0 | | |
13,581 | | | 5.500%, 12/01/2038 | | | | | 15,731 | | | | | | 0.0 | | |
9,267 | | | 5.500%, 12/01/2038 | | | | | 10,798 | | | | | | 0.0 | | |
31,985 | | | 5.500%, 01/01/2039 | | | | | 37,234 | | | | | | 0.0 | | |
64,514 | | | 5.500%, 03/01/2039 | | | | | 75,089 | | | | | | 0.0 | | |
25,517 | | | 5.500%, 07/01/2039 | | | | | 29,666 | | | | | | 0.0 | | |
16,723 | | | 5.500%, 12/01/2039 | | | | | 19,467 | | | | | | 0.0 | | |
107,356 | | | 5.500%, 03/01/2040 | | | | | 125,035 | | | | | | 0.0 | | |
76,019 | | | 5.500%, 08/01/2040 | | | | | 88,437 | | | | | | 0.0 | | |
37,641 | | | 5.500%, 08/01/2040 | | | | | 43,791 | | | | | | 0.0 | | |
37,757 | | | 5.500%, 08/01/2040 | | | | | 42,142 | | | | | | 0.0 | | |
375,083 | | | 6.000%, 09/01/2027 | | | | | 420,723 | | | | | | 0.0 | | |
5,230 | | | 6.000%, 02/01/2029 | | | | | 5,869 | | | | | | 0.0 | | |
7,290 | | | 6.000%, 05/01/2035 | | | | | 8,479 | | | | | | 0.0 | | |
287,019 | | | 6.000%, 03/01/2037 | | | | | 341,030 | | | | | | 0.0 | | |
2,911 | | | 6.000%, 05/01/2037 | | | | | 3,459 | | | | | | 0.0 | | |
32,510 | | | 6.000%, 07/01/2037 | | | | | 38,595 | | | | | | 0.0 | | |
11,630 | | | 6.000%, 08/01/2037 | | | | | 13,683 | | | | | | 0.0 | | |
42,852 | | | 6.000%, 08/01/2037 | | | | | 50,916 | | | | | | 0.0 | | |
237,545 | | | 6.000%, 09/01/2037 | | | | | 281,889 | | | | | | 0.0 | | |
654 | | | 6.000%, 10/01/2037 | | | | | 777 | | | | | | 0.0 | | |
8,914 | | | 6.000%, 11/01/2037 | | | | | 10,505 | | | | | | 0.0 | | |
1,993 | | | 6.000%, 12/01/2037 | | | | | 2,251 | | | | | | 0.0 | | |
6,589 | | | 6.000%, 12/01/2037 | | | | | 7,805 | | | | | | 0.0 | | |
292,788 | | | 6.000%, 01/01/2038 | | | | | 346,989 | | | | | | 0.0 | | |
1,283 | | | 6.000%, 04/01/2038 | | | | | 1,517 | | | | | | 0.0 | | |
7,641 | | | 6.000%, 06/01/2038 | | | | | 8,753 | | | | | | 0.0 | | |
772 | | | 6.000%, 07/01/2038 | | | | | 908 | | | | | | 0.0 | | |
28,966 | | | 6.000%, 08/01/2038 | | | | | 33,530 | | | | | | 0.0 | | |
56,991 | | | 6.000%, 11/01/2038 | | | | | 67,139 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
12,477 | | | 6.000%, 05/01/2039 | | | | $ | 14,398 | | | | | | 0.0 | | |
10,449 | | | 6.000%, 08/01/2039 | | | | | 12,144 | | | | | | 0.0 | | |
1,730 | | | 6.000%, 09/01/2039 | | | | | 1,944 | | | | | | 0.0 | | |
736,049 | | | 6.500%, 09/01/2034 | | | | | 843,213 | | | | | | 0.0 | | |
| | | | | | | | 97,111,306 | | | | | | 2.9 | | |
| | | Federal National Mortgage Association: 0.0%(7) | | ||||||||||||
49,529 | | | 1.328%, (12MTA + 1.200%), 08/01/2042 | | | | | 50,997 | | | | | | 0.0 | | |
31,559 | | | 1.328%, (12MTA + 1.200%), 08/01/2042 | | | | | 32,426 | | | | | | 0.0 | | |
21,829 | | | 1.328%, (12MTA + 1.200%), 10/01/2044 | | | | | 22,488 | | | | | | 0.0 | | |
30,393 | | | 1.328%, (12MTA + 1.200%), 10/01/2044 | | | | | 31,054 | | | | | | 0.0 | | |
72,019 | | | 1.589%, (US0001M + 1.422%), 02/01/2033 | | | | | 72,928 | | | | | | 0.0 | | |
63,899 | | | 1.623%, (US0006M + 1.373%), 09/01/2035 | | | | | 64,522 | | | | | | 0.0 | | |
74,214 | | | 1.869%, (US0012M + 1.480%), 04/01/2035 | | | | | 74,919 | | | | | | 0.0 | | |
115,014 | | | 2.011%, (US0012M + 1.610%), 02/01/2034 | | | | | 119,038 | | | | | | 0.0 | | |
20,933 | | | 2.050%, (US0012M + 1.675%), 02/01/2035 | | | | | 20,949 | | | | | | 0.0 | | |
16,150 | | | 2.096%, (US0012M + 1.444%), 08/01/2035 | | | | | 16,338 | | | | | | 0.0 | | |
352,616 | | | 2.098%, (H15T1Y + 1.711%), 08/01/2035 | | | | | 356,326 | | | | | | 0.0 | | |
55,575 | | | 2.128%, (US0012M + 1.486%), 07/01/2035 | | | | | 56,254 | | | | | | 0.0 | | |
143,869 | | | 2.158%, (US0012M + 1.661%), 10/01/2035 | | | | | 144,717 | | | | | | 0.0 | | |
177,232 | | | 2.310%, (US0012M + 1.810%), 09/01/2034 | | | | | 187,892 | | | | | | 0.0 | | |
97,502 | | | 2.326%, (H15T1Y + 2.175%), 10/01/2035 | | | | | 98,303 | | | | | | 0.0 | | |
8,011 | | | 2.335%, (H15T1Y + 2.210%), 04/01/2032 | | | | | 8,011 | | | | | | 0.0 | | |
1,890 | | | 2.374%, (H15T1Y + 2.215%), 09/01/2031 | | | | | 1,896 | | | | | | 0.0 | | |
2,832 | | | 3.250%, (COF 11 + 1.251%), 05/01/2036 | | | | | 2,946 | | | | | | 0.0 | | |
28,832 | | | 4.051%, (COF 11 + 1.926%), 12/01/2036 | | | | | 30,792 | | | | | | 0.0 | | |
| | | | | | | | 1,392,796 | | | | | | 0.0 | | |
| | | Government National Mortgage Association: 1.7% | | ||||||||||||
28,861,000 (8) | | | 2.000%, 08/01/2051 | | | | | 29,342,393 | | | | | | 0.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
555,389 | | | 3.000%, 06/20/2050 | | | | $ | 580,006 | | | | | | 0.0 | | |
3,790,000 (8) | | | 3.000%, 07/15/2051 | | | | | 3,954,702 | | | | | | 0.1 | | |
3,306,640 | | | 3.500%, 07/20/2046 | | | | | 3,515,275 | | | | | | 0.1 | | |
536,188 | | | 3.500%, 07/20/2047 | | | | | 568,411 | | | | | | 0.0 | | |
7,672,305 | | | 3.500%, 12/20/2047 | | | | | 8,180,183 | | | | | | 0.3 | | |
4,111,309 | | | 3.500%, 01/20/2048 | | | | | 4,384,845 | | | | | | 0.2 | | |
563,229 | | | 4.000%, 11/20/2040 | | | | | 616,553 | | | | | | 0.0 | | |
1,164,786 | | | 4.000%, 03/20/2046 | | | | | 1,259,479 | | | | | | 0.1 | | |
853,613 | | | 4.500%, 08/20/2041 | | | | | 944,587 | | | | | | 0.0 | | |
460,831 | | | 4.500%, 01/20/2047 | | | | | 504,961 | | | | | | 0.0 | | |
6,405 | | | 5.000%, 11/15/2035 | | | | | 7,396 | | | | | | 0.0 | | |
1,885 | | | 5.000%, 11/15/2035 | | | | | 2,125 | | | | | | 0.0 | | |
16,553 | | | 5.000%, 11/15/2035 | | | | | 18,953 | | | | | | 0.0 | | |
5,281 | | | 5.000%, 11/15/2035 | | | | | 5,962 | | | | | | 0.0 | | |
35,525 | | | 5.000%, 06/15/2037 | | | | | 40,091 | | | | | | 0.0 | | |
118,253 | | | 5.000%, 03/15/2038 | | | | | 136,921 | | | | | | 0.0 | | |
35,417 | | | 5.000%, 03/15/2038 | | | | | 41,007 | | | | | | 0.0 | | |
5,441 | | | 5.000%, 06/15/2038 | | | | | 6,195 | | | | | | 0.0 | | |
367 | | | 5.000%, 07/15/2038 | | | | | 415 | | | | | | 0.0 | | |
2,695 | | | 5.000%, 09/15/2038 | | | | | 3,120 | | | | | | 0.0 | | |
12,756 | | | 5.000%, 11/15/2038 | | | | | 14,737 | | | | | | 0.0 | | |
37,115 | | | 5.000%, 11/15/2038 | | | | | 42,986 | | | | | | 0.0 | | |
63,640 | | | 5.000%, 12/15/2038 | | | | | 73,496 | | | | | | 0.0 | | |
7,917 | | | 5.000%, 12/15/2038 | | | | | 8,935 | | | | | | 0.0 | | |
811,623 | | | 5.000%, 12/15/2038 | | | | | 939,763 | | | | | | 0.0 | | |
59,343 | | | 5.000%, 01/15/2039 | | | | | 68,713 | | | | | | 0.0 | | |
95,695 | | | 5.000%, 01/15/2039 | | | | | 110,781 | | | | | | 0.0 | | |
683,021 | | | 5.000%, 01/15/2039 | | | | | 785,301 | | | | | | 0.0 | | |
90,421 | | | 5.000%, 02/15/2039 | | | | | 104,433 | | | | | | 0.0 | | |
66,511 | | | 5.000%, 02/15/2039 | | | | | 77,012 | | | | | | 0.0 | | |
27,879 | | | 5.000%, 02/15/2039 | | | | | 31,995 | | | | | | 0.0 | | |
72,035 | | | 5.000%, 03/15/2039 | | | | | 83,451 | | | | | | 0.0 | | |
129,890 | | | 5.000%, 03/15/2039 | | | | | 150,529 | | | | | | 0.0 | | |
1,749 | | | 5.000%, 03/15/2039 | | | | | 2,025 | | | | | | 0.0 | | |
69,097 | | | 5.000%, 03/15/2039 | | | | | 79,806 | | | | | | 0.0 | | |
79,972 | | | 5.000%, 04/15/2039 | | | | | 92,483 | | | | | | 0.0 | | |
124,403 | | | 5.000%, 05/15/2039 | | | | | 144,097 | | | | | | 0.0 | | |
44,855 | | | 5.000%, 05/15/2039 | | | | | 51,807 | | | | | | 0.0 | | |
414 | | | 5.000%, 05/15/2039 | | | | | 467 | | | | | | 0.0 | | |
60,700 | | | 5.000%, 07/15/2039 | | | | | 70,306 | | | | | | 0.0 | | |
54,782 | | | 5.000%, 09/15/2039 | | | | | 63,353 | | | | | | 0.0 | | |
9,394 | | | 5.000%, 11/15/2039 | | | | | 10,883 | | | | | | 0.0 | | |
1,605 | | | 5.000%, 04/15/2040 | | | | | 1,858 | | | | | | 0.0 | | |
12,014 | | | 5.000%, 06/15/2040 | | | | | 13,876 | | | | | | 0.0 | | |
22,849 | | | 5.000%, 09/15/2040 | | | | | 26,456 | | | | | | 0.0 | | |
17,037 | | | 5.000%, 09/15/2040 | | | | | 19,210 | | | | | | 0.0 | | |
59,168 | | | 5.000%, 10/15/2040 | | | | | 68,545 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
48,082 | | | 5.000%, 05/15/2042 | | | | $ | 54,268 | | | | | | 0.0 | | |
288,958 | | | 5.000%, 02/20/2043 | | | | | 326,585 | | | | | | 0.0 | | |
8,064 (3) | | | 5.500%, 03/20/2060 | | | | | 8,865 | | | | | | 0.0 | | |
| | | | | | | | 57,640,602 | | | | | | 1.7 | | |
| | | Uniform Mortgage-Backed Securities: 6.1% | | ||||||||||||
21,652,000 (8) | | | 2.000%, 08/15/2051 | | | | | 21,821,156 | | | | | | 0.7 | | |
1,470,698 | | | 2.500%, 05/01/2030 | | | | | 1,546,958 | | | | | | 0.1 | | |
3,222,111 | | | 2.500%, 06/01/2030 | | | | | 3,383,882 | | | | | | 0.1 | | |
2,310,314 | | | 2.500%, 06/01/2030 | | | | | 2,426,294 | | | | | | 0.1 | | |
1,350,213 | | | 2.500%, 07/01/2030 | | | | | 1,417,598 | | | | | | 0.1 | | |
3,113,347 | | | 3.000%, 08/01/2030 | | | | | 3,296,845 | | | | | | 0.1 | | |
1,624,197 | | | 3.000%, 09/01/2030 | | | | | 1,717,981 | | | | | | 0.1 | | |
1,009,236 | | | 3.000%, 08/01/2043 | | | | | 1,080,726 | | | | | | 0.1 | | |
1,906,924 | | | 3.000%, 09/01/2043 | | | | | 2,019,304 | | | | | | 0.1 | | |
6,640,614 | | | 3.000%, 04/01/2045 | | | | | 7,070,516 | | | | | | 0.2 | | |
4,338,092 | | | 3.000%, 08/01/2046 | | | | | 4,622,039 | | | | | | 0.2 | | |
436,239 | | | 3.000%, 09/01/2046 | | | | | 459,366 | | | | | | 0.0 | | |
6,074,642 | | | 3.000%, 01/01/2047 | | | | | 6,370,765 | | | | | | 0.2 | | |
661,010 | | | 3.500%, 12/01/2041 | | | | | 712,526 | | | | | | 0.0 | | |
527,577 | | | 3.500%, 08/01/2042 | | | | | 570,200 | | | | | | 0.0 | | |
138,570 | | | 3.500%, 08/01/2042 | | | | | 149,337 | | | | | | 0.0 | | |
484,430 | | | 3.500%, 10/01/2042 | | | | | 523,683 | | | | | | 0.0 | | |
723,513 | | | 3.500%, 10/01/2042 | | | | | 779,912 | | | | | | 0.0 | | |
297,200 | | | 3.500%, 03/01/2043 | | | | | 322,138 | | | | | | 0.0 | | |
2,410,082 | | | 3.500%, 01/01/2046 | | | | | 2,593,349 | | | | | | 0.1 | | |
4,261,351 | | | 3.500%, 02/01/2046 | | | | | 4,627,225 | | | | | | 0.2 | | |
3,419,583 | | | 3.500%, 08/01/2046 | | | | | 3,713,217 | | | | | | 0.1 | | |
18,663,289 | | | 3.500%, 08/01/2046 | | | | | 20,265,189 | | | | | | 0.6 | | |
3,574,137 | | | 3.500%, 09/01/2047 | | | | | 3,785,989 | | | | | | 0.1 | | |
9,035,883 | | | 3.500%, 07/01/2048 | | | | | 9,786,960 | | | | | | 0.3 | | |
2,700,000 (8) | | | 3.500%, 07/15/2051 | | | | | 2,842,225 | | | | | | 0.1 | | |
22 | | | 4.000%, 07/01/2021 | | | | | 22 | | | | | | 0.0 | | |
1,712,344 | | | 4.000%, 09/01/2026 | | | | | 1,820,055 | | | | | | 0.1 | | |
3,652 | | | 4.000%, 05/01/2029 | | | | | 3,890 | | | | | | 0.0 | | |
27,541 | | | 4.000%, 11/01/2030 | | | | | 29,616 | | | | | | 0.0 | | |
15,075 | | | 4.000%, 02/01/2031 | | | | | 16,212 | | | | | | 0.0 | | |
8,678 | | | 4.000%, 10/01/2031 | | | | | 9,458 | | | | | | 0.0 | | |
5,634,293 | | | 4.000%, 12/01/2039 | | | | | 6,164,329 | | | | | | 0.2 | | |
1,035,902 | | | 4.000%, 07/01/2042 | | | | | 1,139,657 | | | | | | 0.1 | | |
2,718,809 | | | 4.000%, 07/01/2042 | | | | | 2,991,557 | | | | | | 0.1 | | |
277,014 | | | 4.000%, 07/01/2042 | | | | | 304,806 | | | | | | 0.0 | | |
168,090 | | | 4.000%, 08/01/2042 | | | | | 179,167 | | | | | | 0.0 | | |
924,595 | | | 4.000%, 08/01/2042 | | | | | 1,017,018 | | | | | | 0.1 | | |
2,046,492 | | | 4.000%, 08/01/2043 | | | | | 2,251,718 | | | | | | 0.1 | | |
2,982,512 | | | 4.000%, 09/01/2043 | | | | | 3,284,127 | | | | | | 0.1 | | |
228,681 | | | 4.000%, 10/01/2043 | | | | | 249,142 | | | | | | 0.0 | | |
105,910 | | | 4.000%, 10/01/2043 | | | | | 115,438 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
5,314,646 | | | 4.000%, 01/01/2045 | | | | $ | 5,927,065 | | | | | | 0.2 | | |
530,120 | | | 4.000%, 06/01/2045 | | | | | 578,877 | | | | | | 0.0 | | |
1,047,046 | | | 4.000%, 07/01/2045 | | | | | 1,156,815 | | | | | | 0.1 | | |
2,586,407 | | | 4.000%, 07/01/2045 | | | | | 2,857,521 | | | | | | 0.1 | | |
4,517,854 | | | 4.000%, 02/01/2046 | | | | | 4,943,351 | | | | | | 0.2 | | |
1,024,856 | | | 4.000%, 06/01/2047 | | | | | 1,097,702 | | | | | | 0.1 | | |
277,425 | | | 4.000%, 03/01/2048 | | | | | 296,394 | | | | | | 0.0 | | |
763,888 | | | 4.000%, 03/01/2048 | | | | | 816,316 | | | | | | 0.0 | | |
5,014,904 | | | 4.000%, 09/01/2048 | | | | | 5,403,754 | | | | | | 0.2 | | |
28,800 | | | 4.500%, 10/01/2025 | | | | | 30,951 | | | | | | 0.0 | | |
546,187 | | | 4.500%, 07/01/2026 | | | | | 576,661 | | | | | | 0.0 | | |
415,870 | | | 4.500%, 04/01/2029 | | | | | 447,625 | | | | | | 0.0 | | |
75,923 | | | 4.500%, 06/01/2029 | | | | | 81,700 | | | | | | 0.0 | | |
6,203 | | | 4.500%, 06/01/2029 | | | | | 6,676 | | | | | | 0.0 | | |
77,029 | | | 4.500%, 07/01/2029 | | | | | 82,909 | | | | | | 0.0 | | |
1,850 | | | 4.500%, 10/01/2029 | | | | | 2,009 | | | | | | 0.0 | | |
10,023 | | | 4.500%, 06/01/2030 | | | | | 10,879 | | | | | | 0.0 | | |
327,431 | | | 4.500%, 10/01/2030 | | | | | 356,446 | | | | | | 0.0 | | |
77,099 | | | 4.500%, 02/01/2031 | | | | | 83,937 | | | | | | 0.0 | | |
56,538 | | | 4.500%, 05/01/2031 | | | | | 61,699 | | | | | | 0.0 | | |
41,097 | | | 4.500%, 10/01/2033 | | | | | 45,249 | | | | | | 0.0 | | |
19,820 | | | 4.500%, 01/01/2034 | | | | | 21,678 | | | | | | 0.0 | | |
4,683 | | | 4.500%, 07/01/2034 | | | | | 5,153 | | | | | | 0.0 | | |
20,303 | | | 4.500%, 09/01/2035 | | | | | 22,338 | | | | | | 0.0 | | |
4,166 | | | 4.500%, 09/01/2035 | | | | | 4,609 | | | | | | 0.0 | | |
36,597 | | | 4.500%, 11/01/2035 | | | | | 40,253 | | | | | | 0.0 | | |
132,550 | | | 4.500%, 02/01/2036 | | | | | 142,700 | | | | | | 0.0 | | |
82,979 | | | 4.500%, 01/01/2037 | | | | | 92,348 | | | | | | 0.0 | | |
37,911 | | | 4.500%, 09/01/2037 | | | | | 41,737 | | | | | | 0.0 | | |
1,937 | | | 4.500%, 02/01/2038 | | | | | 2,105 | | | | | | 0.0 | | |
26,847 | | | 4.500%, 01/01/2039 | | | | | 29,957 | | | | | | 0.0 | | |
31,970 | | | 4.500%, 02/01/2039 | | | | | 35,685 | | | | | | 0.0 | | |
2,060 | | | 4.500%, 02/01/2039 | | | | | 2,219 | | | | | | 0.0 | | |
41,444 | | | 4.500%, 04/01/2039 | | | | | 45,735 | | | | | | 0.0 | | |
15,341 | | | 4.500%, 04/01/2039 | | | | | 17,117 | | | | | | 0.0 | | |
74,945 | | | 4.500%, 04/01/2039 | | | | | 83,604 | | | | | | 0.0 | | |
871,387 | | | 4.500%, 05/01/2039 | | | | | 969,234 | | | | | | 0.0 | | |
70,786 | | | 4.500%, 05/01/2039 | | | | | 78,697 | | | | | | 0.0 | | |
13,929 | | | 4.500%, 05/01/2039 | | | | | 15,545 | | | | | | 0.0 | | |
4,576 | | | 4.500%, 05/01/2039 | | | | | 5,108 | | | | | | 0.0 | | |
384 | | | 4.500%, 05/01/2039 | | | | | 428 | | | | | | 0.0 | | |
84,386 | | | 4.500%, 05/01/2039 | | | | | 94,138 | | | | | | 0.0 | | |
75,052 | | | 4.500%, 05/01/2039 | | | | | 82,859 | | | | | | 0.0 | | |
111,123 | | | 4.500%, 06/01/2039 | | | | | 123,983 | | | | | | 0.0 | | |
4,727 | | | 4.500%, 06/01/2039 | | | | | 5,276 | | | | | | 0.0 | | |
17,521 | | | 4.500%, 07/01/2039 | | | | | 19,553 | | | | | | 0.0 | | |
32,738 | | | 4.500%, 07/01/2039 | | | | | 35,912 | | | | | | 0.0 | | |
59,435 | | | 4.500%, 07/01/2039 | | | | | 66,339 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
56,852 | | | 4.500%, 08/01/2039 | | | | $ | 63,201 | | | | | | 0.0 | | |
67,961 | | | 4.500%, 08/01/2039 | | | | | 75,047 | | | | | | 0.0 | | |
221,425 | | | 4.500%, 08/01/2039 | | | | | 246,168 | | | | | | 0.0 | | |
118,157 | | | 4.500%, 08/01/2039 | | | | | 131,370 | | | | | | 0.0 | | |
190,620 | | | 4.500%, 09/01/2039 | | | | | 212,706 | | | | | | 0.0 | | |
177,652 | | | 4.500%, 10/01/2039 | | | | | 197,884 | | | | | | 0.0 | | |
11,241 | | | 4.500%, 11/01/2039 | | | | | 12,499 | | | | | | 0.0 | | |
77,508 | | | 4.500%, 11/01/2039 | | | | | 85,424 | | | | | | 0.0 | | |
7,283 | | | 4.500%, 12/01/2039 | | | | | 7,847 | | | | | | 0.0 | | |
4,430 | | | 4.500%, 12/01/2039 | | | | | 4,892 | | | | | | 0.0 | | |
3,589 | | | 4.500%, 01/01/2040 | | | | | 3,888 | | | | | | 0.0 | | |
398,926 | | | 4.500%, 01/01/2040 | | | | | 440,317 | | | | | | 0.0 | | |
182,340 | | | 4.500%, 02/01/2040 | | | | | 202,729 | | | | | | 0.0 | | |
89,229 | | | 4.500%, 02/01/2040 | | | | | 99,564 | | | | | | 0.0 | | |
56,800 | | | 4.500%, 04/01/2040 | | | | | 63,148 | | | | | | 0.0 | | |
641,000 | | | 4.500%, 04/01/2040 | | | | | 707,706 | | | | | | 0.0 | | |
209,200 | | | 4.500%, 05/01/2040 | | | | | 228,520 | | | | | | 0.0 | | |
36,290 | | | 4.500%, 05/01/2040 | | | | | 39,313 | | | | | | 0.0 | | |
38,623 | | | 4.500%, 06/01/2040 | | | | | 42,940 | | | | | | 0.0 | | |
276,707 | | | 4.500%, 06/01/2040 | | | | | 307,599 | | | | | | 0.0 | | |
126,621 | | | 4.500%, 06/01/2040 | | | | | 139,832 | | | | | | 0.0 | | |
3,769 | | | 4.500%, 06/01/2040 | | | | | 4,204 | | | | | | 0.0 | | |
69,871 | | | 4.500%, 06/01/2040 | | | | | 77,157 | | | | | | 0.0 | | |
30,036 | | | 4.500%, 07/01/2040 | | | | | 33,162 | | | | | | 0.0 | | |
88,729 | | | 4.500%, 07/01/2040 | | | | | 98,671 | | | | | | 0.0 | | |
131,975 | | | 4.500%, 07/01/2040 | | | | | 147,269 | | | | | | 0.0 | | |
113,081 | | | 4.500%, 08/01/2040 | | | | | 124,810 | | | | | | 0.0 | | |
44,029 | | | 4.500%, 08/01/2040 | | | | | 48,896 | | | | | | 0.0 | | |
2,291 | | | 4.500%, 08/01/2040 | | | | | 2,547 | | | | | | 0.0 | | |
21,608 | | | 4.500%, 08/01/2040 | | | | | 24,029 | | | | | | 0.0 | | |
79,266 | | | 4.500%, 08/01/2040 | | | | | 87,515 | | | | | | 0.0 | | |
96,984 | | | 4.500%, 08/01/2040 | | | | | 107,824 | | | | | | 0.0 | | |
7,015 | | | 4.500%, 08/01/2040 | | | | | 7,679 | | | | | | 0.0 | | |
13,206 | | | 4.500%, 09/01/2040 | | | | | 14,206 | | | | | | 0.0 | | |
20,493 | | | 4.500%, 09/01/2040 | | | | | 22,862 | | | | | | 0.0 | | |
18,217 | | | 4.500%, 09/01/2040 | | | | | 20,117 | | | | | | 0.0 | | |
104,238 | | | 4.500%, 09/01/2040 | | | | | 112,449 | | | | | | 0.0 | | |
209,593 | | | 4.500%, 09/01/2040 | | | | | 233,814 | | | | | | 0.0 | | |
28,900 | | | 4.500%, 09/01/2040 | | | | | 31,849 | | | | | | 0.0 | | |
24,999 | | | 4.500%, 09/01/2040 | | | | | 27,892 | | | | | | 0.0 | | |
33,455 | | | 4.500%, 10/01/2040 | | | | | 36,944 | | | | | | 0.0 | | |
152,891 | | | 4.500%, 10/01/2040 | | | | | 170,629 | | | | | | 0.0 | | |
181,830 | | | 4.500%, 10/01/2040 | | | | | 202,834 | | | | | | 0.0 | | |
74,428 | | | 4.500%, 10/01/2040 | | | | | 82,029 | | | | | | 0.0 | | |
49,435 | | | 4.500%, 10/01/2040 | | | | | 54,580 | | | | | | 0.0 | | |
495,331 | | | 4.500%, 11/01/2040 | | | | | 540,145 | | | | | | 0.0 | | |
978,619 | | | 4.500%, 11/01/2040 | | | | | 1,092,197 | | | | | | 0.1 | | |
452,059 | | | 4.500%, 11/01/2040 | | | | | 498,917 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
57,468 | | | 4.500%, 11/01/2040 | | | | $ | 63,467 | | | | | | 0.0 | | |
74,073 | | | 4.500%, 11/01/2040 | | | | | 82,627 | | | | | | 0.0 | | |
2,985 | | | 4.500%, 12/01/2040 | | | | | 3,295 | | | | | | 0.0 | | |
104,470 | | | 4.500%, 12/01/2040 | | | | | 116,582 | | | | | | 0.0 | | |
31,607 | | | 4.500%, 12/01/2040 | | | | | 34,901 | | | | | | 0.0 | | |
90,849 | | | 4.500%, 12/01/2040 | | | | | 100,398 | | | | | | 0.0 | | |
190,640 | | | 4.500%, 12/01/2040 | | | | | 212,008 | | | | | | 0.0 | | |
26,294 | | | 4.500%, 12/01/2040 | | | | | 29,036 | | | | | | 0.0 | | |
13,187 | | | 4.500%, 12/01/2040 | | | | | 14,368 | | | | | | 0.0 | | |
40,981 | | | 4.500%, 12/01/2040 | | | | | 45,243 | | | | | | 0.0 | | |
46,805 | | | 4.500%, 12/01/2040 | | | | | 52,226 | | | | | | 0.0 | | |
164,838 | | | 4.500%, 01/01/2041 | | | | | 183,929 | | | | | | 0.0 | | |
37,040 | | | 4.500%, 01/01/2041 | | | | | 40,880 | | | | | | 0.0 | | |
22,954 | | | 4.500%, 01/01/2041 | | | | | 25,304 | | | | | | 0.0 | | |
527,319 | | | 4.500%, 01/01/2041 | | | | | 587,336 | | | | | | 0.0 | | |
223,007 | | | 4.500%, 01/01/2041 | | | | | 245,803 | | | | | | 0.0 | | |
88,291 | | | 4.500%, 02/01/2041 | | | | | 97,516 | | | | | | 0.0 | | |
60,544 | | | 4.500%, 02/01/2041 | | | | | 66,781 | | | | | | 0.0 | | |
26,660 | | | 4.500%, 02/01/2041 | | | | | 29,443 | | | | | | 0.0 | | |
87,884 | | | 4.500%, 02/01/2041 | | | | | 96,996 | | | | | | 0.0 | | |
77,257 | | | 4.500%, 02/01/2041 | | | | | 84,363 | | | | | | 0.0 | | |
79,238 | | | 4.500%, 03/01/2041 | | | | | 87,487 | | | | | | 0.0 | | |
78,679 | | | 4.500%, 03/01/2041 | | | | | 84,976 | | | | | | 0.0 | | |
219,954 | | | 4.500%, 03/01/2041 | | | | | 243,802 | | | | | | 0.0 | | |
23,174 | | | 4.500%, 03/01/2041 | | | | | 25,066 | | | | | | 0.0 | | |
25,752 | | | 4.500%, 03/01/2041 | | | | | 28,734 | | | | | | 0.0 | | |
58,291 | | | 4.500%, 03/01/2041 | | | | | 64,253 | | | | | | 0.0 | | |
4,882 | | | 4.500%, 03/01/2041 | | | | | 5,386 | | | | | | 0.0 | | |
42,811 | | | 4.500%, 03/01/2041 | | | | | 47,178 | | | | | | 0.0 | | |
28,158 | | | 4.500%, 03/01/2041 | | | | | 31,418 | | | | | | 0.0 | | |
75,910 | | | 4.500%, 04/01/2041 | | | | | 81,749 | | | | | | 0.0 | | |
239,610 | | | 4.500%, 04/01/2041 | | | | | 264,610 | | | | | | 0.0 | | |
17,741 | | | 4.500%, 04/01/2041 | | | | | 19,094 | | | | | | 0.0 | | |
41,407 | | | 4.500%, 04/01/2041 | | | | | 46,140 | | | | | | 0.0 | | |
450,784 | | | 4.500%, 04/01/2041 | | | | | 505,990 | | | | | | 0.0 | | |
50,707 | | | 4.500%, 04/01/2041 | | | | | 54,602 | | | | | | 0.0 | | |
6,668 | | | 4.500%, 04/01/2041 | | | | | 7,428 | | | | | | 0.0 | | |
11,756 | | | 4.500%, 05/01/2041 | | | | | 12,656 | | | | | | 0.0 | | |
476,925 | | | 4.500%, 05/01/2041 | | | | | 525,820 | | | | | | 0.0 | | |
28,887 | | | 4.500%, 05/01/2041 | | | | | 32,131 | | | | | | 0.0 | | |
7,834 | | | 4.500%, 05/01/2041 | | | | | 8,742 | | | | | | 0.0 | | |
324,163 | | | 4.500%, 05/01/2041 | | | | | 357,242 | | | | | | 0.0 | | |
376,679 | | | 4.500%, 05/01/2041 | | | | | 418,807 | | | | | | 0.0 | | |
3,669 | | | 4.500%, 05/01/2041 | | | | | 4,096 | | | | | | 0.0 | | |
209,926 | | | 4.500%, 05/01/2041 | | | | | 234,568 | | | | | | 0.0 | | |
21,936 | | | 4.500%, 05/01/2041 | | | | | 24,476 | | | | | | 0.0 | | |
226,583 | | | 4.500%, 06/01/2041 | | | | | 250,186 | | | | | | 0.0 | | |
49,935 | | | 4.500%, 06/01/2041 | | | | | 54,150 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
15,615 | | | 4.500%, 06/01/2041 | | | | $ | 17,424 | | | | | | 0.0 | | |
185,544 | | | 4.500%, 07/01/2041 | | | | | 207,307 | | | | | | 0.0 | | |
18,245 | | | 4.500%, 07/01/2041 | | | | | 19,640 | | | | | | 0.0 | | |
2,657 | | | 4.500%, 07/01/2041 | | | | | 2,967 | | | | | | 0.0 | | |
14,251 | | | 4.500%, 07/01/2041 | | | | | 15,740 | | | | | | 0.0 | | |
82,620 | | | 4.500%, 07/01/2041 | | | | | 92,197 | | | | | | 0.0 | | |
36,657 | | | 4.500%, 07/01/2041 | | | | | 40,905 | | | | | | 0.0 | | |
53,714 | | | 4.500%, 07/01/2041 | | | | | 59,784 | | | | | | 0.0 | | |
4,899 | | | 4.500%, 07/01/2041 | | | | | 5,457 | | | | | | 0.0 | | |
121,748 | | | 4.500%, 08/01/2041 | | | | | 134,543 | | | | | | 0.0 | | |
57,956 | | | 4.500%, 08/01/2041 | | | | | 63,506 | | | | | | 0.0 | | |
132,559 | | | 4.500%, 08/01/2041 | | | | | 142,745 | | | | | | 0.0 | | |
19,813 | | | 4.500%, 08/01/2041 | | | | | 21,881 | | | | | | 0.0 | | |
146,598 | | | 4.500%, 08/01/2041 | | | | | 163,553 | | | | | | 0.0 | | |
22,025 | | | 4.500%, 08/01/2041 | | | | | 23,718 | | | | | | 0.0 | | |
163,079 | | | 4.500%, 08/01/2041 | | | | | 176,112 | | | | | | 0.0 | | |
169,610 | | | 4.500%, 08/01/2041 | | | | | 186,843 | | | | | | 0.0 | | |
72,602 | | | 4.500%, 09/01/2041 | | | | | 79,677 | | | | | | 0.0 | | |
16,409 | | | 4.500%, 09/01/2041 | | | | | 18,120 | | | | | | 0.0 | | |
551,556 | | | 4.500%, 09/01/2041 | | | | | 609,121 | | | | | | 0.0 | | |
5,439 | | | 4.500%, 09/01/2041 | | | | | 6,049 | | | | | | 0.0 | | |
140,428 | | | 4.500%, 10/01/2041 | | | | | 153,745 | | | | | | 0.0 | | |
1,210,440 | | | 4.500%, 10/01/2041 | | | | | 1,357,209 | | | | | | 0.1 | | |
723,021 | | | 4.500%, 10/01/2041 | | | | | 800,239 | | | | | | 0.0 | | |
279,358 | | | 4.500%, 10/01/2041 | | | | | 311,769 | | | | | | 0.0 | | |
24,431 | | | 4.500%, 10/01/2041 | | | | | 27,237 | | | | | | 0.0 | | |
43,466 | | | 4.500%, 10/01/2041 | | | | | 48,049 | | | | | | 0.0 | | |
271,342 | | | 4.500%, 10/01/2041 | | | | | 299,842 | | | | | | 0.0 | | |
45,412 | | | 4.500%, 10/01/2041 | | | | | 48,906 | | | | | | 0.0 | | |
4,781 | | | 4.500%, 11/01/2041 | | | | | 5,280 | | | | | | 0.0 | | |
325,002 | | | 4.500%, 11/01/2041 | | | | | 363,147 | | | | | | 0.0 | | |
815,276 | | | 4.500%, 12/01/2041 | | | | | 911,711 | | | | | | 0.0 | | |
192,445 | | | 4.500%, 12/01/2041 | | | | | 212,422 | | | | | | 0.0 | | |
13,344 | | | 4.500%, 01/01/2042 | | | | | 14,880 | | | | | | 0.0 | | |
30,395 | | | 4.500%, 01/01/2042 | | | | | 33,590 | | | | | | 0.0 | | |
14,735 | | | 4.500%, 01/01/2042 | | | | | 15,857 | | | | | | 0.0 | | |
68,243 | | | 4.500%, 03/01/2042 | | | | | 76,011 | | | | | | 0.0 | | |
4,358 | | | 4.500%, 03/01/2042 | | | | | 4,690 | | | | | | 0.0 | | |
28,237 | | | 4.500%, 04/01/2042 | | | | | 30,385 | | | | | | 0.0 | | |
11,899 | | | 4.500%, 06/01/2042 | | | | | 13,007 | | | | | | 0.0 | | |
7,436 | | | 4.500%, 08/01/2042 | | | | | 8,294 | | | | | | 0.0 | | |
4,257 | | | 4.500%, 09/01/2042 | | | | | 4,582 | | | | | | 0.0 | | |
6,688 | | | 4.500%, 01/01/2043 | | | | | 7,199 | | | | | | 0.0 | | |
8,355 | | | 4.500%, 12/01/2043 | | | | | 9,290 | | | | | | 0.0 | | |
222,239 | | | 4.500%, 04/01/2047 | | | | | 241,480 | | | | | | 0.0 | | |
53,851 | | | 4.500%, 05/01/2047 | | | | | 57,915 | | | | | | 0.0 | | |
46,070 | | | 4.500%, 05/01/2047 | | | | | 49,629 | | | | | | 0.0 | | |
171,720 | | | 4.500%, 06/01/2047 | | | | | 186,468 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
263,297 | | | 4.500%, 06/01/2047 | | | | $ | 285,830 | | | | | | 0.0 | | |
435,532 | | | 4.500%, 07/01/2047 | | | | | 472,674 | | | | | | 0.0 | | |
70,217 | | | 4.500%, 07/01/2047 | | | | | 75,609 | | | | | | 0.0 | | |
121,002 | | | 4.500%, 08/01/2047 | | | | | 131,524 | | | | | | 0.0 | | |
290 | | | 5.000%, 04/01/2023 | | | | | 317 | | | | | | 0.0 | | |
523 | | | 5.000%, 12/01/2023 | | | | | 572 | | | | | | 0.0 | | |
38,430 | | | 5.000%, 04/01/2026 | | | | | 42,081 | | | | | | 0.0 | | |
52,950 | | | 5.000%, 05/01/2026 | | | | | 57,982 | | | | | | 0.0 | | |
37,094 | | | 5.000%, 08/01/2027 | | | | | 40,618 | | | | | | 0.0 | | |
14,191 | | | 5.000%, 04/01/2028 | | | | | 15,556 | | | | | | 0.0 | | |
86,029 | | | 5.000%, 05/01/2033 | | | | | 94,384 | | | | | | 0.0 | | |
210,026 | | | 5.000%, 06/01/2033 | | | | | 239,979 | | | | | | 0.0 | | |
24,658 | | | 5.000%, 08/01/2033 | | | | | 28,203 | | | | | | 0.0 | | |
261,002 | | | 5.000%, 09/01/2033 | | | | | 292,254 | | | | | | 0.0 | | |
62,523 | | | 5.000%, 02/01/2034 | | | | | 69,947 | | | | | | 0.0 | | |
129,261 | | | 5.000%, 03/01/2034 | | | | | 147,303 | | | | | | 0.0 | | |
34,244 | | | 5.000%, 06/01/2034 | | | | | 39,202 | | | | | | 0.0 | | |
8,784 | | | 5.000%, 11/01/2034 | | | | | 10,061 | | | | | | 0.0 | | |
303,564 | | | 5.000%, 02/01/2035 | | | | | 346,804 | | | | | | 0.0 | | |
302,037 | | | 5.000%, 03/01/2035 | | | | | 345,415 | | | | | | 0.0 | | |
8,597 | | | 5.000%, 05/01/2035 | | | | | 9,832 | | | | | | 0.0 | | |
1,095,199 | | | 5.000%, 07/01/2035 | | | | | 1,251,211 | | | | | | 0.1 | | |
46,349 | | | 5.000%, 08/01/2035 | | | | | 50,813 | | | | | | 0.0 | | |
5,358 | | | 5.000%, 09/01/2035 | | | | | 6,106 | | | | | | 0.0 | | |
116,836 | | | 5.000%, 09/01/2035 | | | | | 133,939 | | | | | | 0.0 | | |
139,730 | | | 5.000%, 10/01/2035 | | | | | 160,105 | | | | | | 0.0 | | |
2,896 | | | 5.000%, 10/01/2035 | | | | | 3,317 | | | | | | 0.0 | | |
69,717 | | | 5.000%, 12/01/2035 | | | | | 79,875 | | | | | | 0.0 | | |
162,268 | | | 5.000%, 02/01/2036 | | | | | 185,982 | | | | | | 0.0 | | |
51,302 | | | 5.000%, 03/01/2036 | | | | | 58,756 | | | | | | 0.0 | | |
57,364 | | | 5.000%, 04/01/2036 | | | | | 64,554 | | | | | | 0.0 | | |
41,985 | | | 5.000%, 05/01/2036 | | | | | 48,105 | | | | | | 0.0 | | |
393,919 | | | 5.000%, 07/01/2036 | | | | | 449,759 | | | | | | 0.0 | | |
1,380,954 | | | 5.000%, 12/01/2036 | | | | | 1,580,893 | | | | | | 0.1 | | |
1,446,115 | | | 5.000%, 07/01/2037 | | | | | 1,621,527 | | | | | | 0.1 | | |
55,833 | | | 5.000%, 04/01/2038 | | | | | 61,981 | | | | | | 0.0 | | |
34,847 | | | 5.000%, 04/01/2039 | | | | | 38,803 | | | | | | 0.0 | | |
28,245 | | | 5.000%, 07/01/2039 | | | | | 32,335 | | | | | | 0.0 | | |
331,109 | | | 5.000%, 11/01/2040 | | | | | 379,460 | | | | | | 0.0 | | |
22,070 | | | 5.000%, 04/01/2041 | | | | | 24,340 | | | | | | 0.0 | | |
193,200 | | | 5.000%, 05/01/2041 | | | | | 221,227 | | | | | | 0.0 | | |
579,686 | | | 5.000%, 06/01/2041 | | | | | 663,772 | | | | | | 0.0 | | |
1,081,475 | | | 5.000%, 06/01/2041 | | | | | 1,226,318 | | | | | | 0.1 | | |
900 | | | 5.500%, 06/01/2022 | | | | | 911 | | | | | | 0.0 | | |
187 | | | 5.500%, 11/01/2022 | | | | | 188 | | | | | | 0.0 | | |
2,440 | | | 5.500%, 11/01/2022 | | | | | 2,486 | | | | | | 0.0 | | |
326 | | | 5.500%, 11/01/2022 | | | | | 329 | | | | | | 0.0 | | |
46 | | | 5.500%, 12/01/2022 | | | | | 47 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
31,505 | | | 5.500%, 06/01/2023 | | | | $ | 35,080 | | | | | | 0.0 | | |
813 | | | 5.500%, 07/01/2023 | | | | | 820 | | | | | | 0.0 | | |
6,323 | | | 5.500%, 07/01/2023 | | | | | 6,519 | | | | | | 0.0 | | |
4,072 | | | 5.500%, 09/01/2023 | | | | | 4,212 | | | | | | 0.0 | | |
1,087 | | | 5.500%, 01/01/2025 | | | | | 1,100 | | | | | | 0.0 | | |
202 | | | 5.500%, 08/01/2025 | | | | | 207 | | | | | | 0.0 | | |
5,494 | | | 5.500%, 07/01/2026 | | | | | 6,117 | | | | | | 0.0 | | |
4,589 | | | 5.500%, 12/01/2027 | | | | | 5,121 | | | | | | 0.0 | | |
13,273 | | | 5.500%, 04/01/2028 | | | | | 14,780 | | | | | | 0.0 | | |
5,264 | | | 5.500%, 08/01/2028 | | | | | 5,876 | | | | | | 0.0 | | |
6,709 | | | 5.500%, 01/01/2029 | | | | | 7,490 | | | | | | 0.0 | | |
64,154 | | | 5.500%, 10/01/2029 | | | | | 71,599 | | | | | | 0.0 | | |
64,104 | | | 5.500%, 04/01/2033 | | | | | 73,215 | | | | | | 0.0 | | |
59,932 | | | 5.500%, 10/01/2033 | | | | | 66,770 | | | | | | 0.0 | | |
18,646 | | | 5.500%, 10/01/2033 | | | | | 20,886 | | | | | | 0.0 | | |
6,190 | | | 5.500%, 11/01/2033 | | | | | 6,944 | | | | | | 0.0 | | |
926 | | | 5.500%, 11/01/2033 | | | | | 1,048 | | | | | | 0.0 | | |
7,135 | | | 5.500%, 11/01/2033 | | | | | 8,232 | | | | | | 0.0 | | |
3,990 | | | 5.500%, 11/01/2033 | | | | | 4,487 | | | | | | 0.0 | | |
1,214 | | | 5.500%, 12/01/2033 | | | | | 1,402 | | | | | | 0.0 | | |
76,651 | | | 5.500%, 12/01/2033 | | | | | 87,281 | | | | | | 0.0 | | |
245,912 | | | 5.500%, 12/01/2033 | | | | | 284,986 | | | | | | 0.0 | | |
13,709 | | | 5.500%, 12/01/2033 | | | | | 15,704 | | | | | | 0.0 | | |
41,256 | | | 5.500%, 12/01/2033 | | | | | 47,816 | | | | | | 0.0 | | |
10,925 | | | 5.500%, 01/01/2034 | | | | | 12,548 | | | | | | 0.0 | | |
7,958 | | | 5.500%, 01/01/2034 | | | | | 8,874 | | | | | | 0.0 | | |
659 | | | 5.500%, 01/01/2034 | | | | | 749 | | | | | | 0.0 | | |
17,609 | | | 5.500%, 01/01/2034 | | | | | 19,656 | | | | | | 0.0 | | |
81,791 | | | 5.500%, 01/01/2034 | | | | | 93,541 | | | | | | 0.0 | | |
6,275 | | | 5.500%, 06/01/2034 | | | | | 7,225 | | | | | | 0.0 | | |
43,496 | | | 5.500%, 11/01/2034 | | | | | 50,391 | | | | | | 0.0 | | |
5,321 | | | 5.500%, 11/01/2034 | | | | | 5,931 | | | | | | 0.0 | | |
929 | | | 5.500%, 12/01/2034 | | | | | 1,077 | | | | | | 0.0 | | |
30,858 | | | 5.500%, 01/01/2035 | | | | | 34,838 | | | | | | 0.0 | | |
12,386 | | | 5.500%, 01/01/2035 | | | | | 14,351 | | | | | | 0.0 | | |
31,145 | | | 5.500%, 01/01/2035 | | | | | 35,786 | | | | | | 0.0 | | |
1,261,396 | | | 5.500%, 02/01/2035 | | | | | 1,462,182 | | | | | | 0.1 | | |
9,716 | | | 5.500%, 02/01/2035 | | | | | 10,901 | | | | | | 0.0 | | |
6,433 | | | 5.500%, 03/01/2035 | | | | | 7,171 | | | | | | 0.0 | | |
7,757 | | | 5.500%, 06/01/2035 | | | | | 8,651 | | | | | | 0.0 | | |
7,209 | | | 5.500%, 07/01/2035 | | | | | 8,234 | | | | | | 0.0 | | |
842,958 | | | 5.500%, 08/01/2035 | | | | | 976,428 | | | | | | 0.0 | | |
4,135 | | | 5.500%, 10/01/2035 | | | | | 4,788 | | | | | | 0.0 | | |
46,691 | | | 5.500%, 11/01/2035 | | | | | 54,028 | | | | | | 0.0 | | |
440 | | | 5.500%, 11/01/2035 | | | | | 497 | | | | | | 0.0 | | |
708 | | | 5.500%, 12/01/2035 | | | | | 821 | | | | | | 0.0 | | |
743 | | | 5.500%, 12/01/2035 | | | | | 860 | | | | | | 0.0 | | |
120,966 | | | 5.500%, 12/01/2035 | | | | | 138,472 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
10,893 | | | 5.500%, 12/01/2035 | | | | $ | 12,618 | | | | | | 0.0 | | |
71,111 | | | 5.500%, 01/01/2036 | | | | | 82,454 | | | | | | 0.0 | | |
10,347 | | | 5.500%, 01/01/2036 | | | | | 11,977 | | | | | | 0.0 | | |
441 | | | 5.500%, 02/01/2036 | | | | | 492 | | | | | | 0.0 | | |
10,771 | | | 5.500%, 04/01/2036 | | | | | 12,488 | | | | | | 0.0 | | |
846,230 | | | 5.500%, 07/01/2036 | | | | | 981,146 | | | | | | 0.0 | | |
487 | | | 5.500%, 08/01/2036 | | | | | 564 | | | | | | 0.0 | | |
72,734 | | | 5.500%, 09/01/2036 | | | | | 84,241 | | | | | | 0.0 | | |
42,946 | | | 5.500%, 09/01/2036 | | | | | 49,774 | | | | | | 0.0 | | |
102,993 | | | 5.500%, 12/01/2036 | | | | | 119,499 | | | | | | 0.0 | | |
129,894 | | | 5.500%, 12/01/2036 | | | | | 150,809 | | | | | | 0.0 | | |
1,415 | | | 5.500%, 12/01/2036 | | | | | 1,645 | | | | | | 0.0 | | |
1,041 | | | 5.500%, 12/01/2036 | | | | | 1,207 | | | | | | 0.0 | | |
14,992 | | | 5.500%, 01/01/2037 | | | | | 17,418 | | | | | | 0.0 | | |
65,075 | | | 5.500%, 01/01/2037 | | | | | 75,585 | | | | | | 0.0 | | |
93,808 | | | 5.500%, 02/01/2037 | | | | | 108,938 | | | | | | 0.0 | | |
254,781 | | | 5.500%, 03/01/2037 | | | | | 290,408 | | | | | | 0.0 | | |
10,352 | | | 5.500%, 04/01/2037 | | | | | 12,025 | | | | | | 0.0 | | |
22,563 | | | 5.500%, 05/01/2037 | | | | | 26,249 | | | | | | 0.0 | | |
1,450 | | | 5.500%, 05/01/2037 | | | | | 1,658 | | | | | | 0.0 | | |
621 | | | 5.500%, 05/01/2037 | | | | | 722 | | | | | | 0.0 | | |
14,059 | | | 5.500%, 05/01/2037 | | | | | 16,341 | | | | | | 0.0 | | |
25,922 | | | 5.500%, 06/01/2037 | | | | | 30,137 | | | | | | 0.0 | | |
61,561 | | | 5.500%, 06/01/2037 | | | | | 71,511 | | | | | | 0.0 | | |
20,783 | | | 5.500%, 07/01/2037 | | | | | 24,063 | | | | | | 0.0 | | |
26,708 | | | 5.500%, 08/01/2037 | | | | | 31,051 | | | | | | 0.0 | | |
13,584 | | | 5.500%, 08/01/2037 | | | | | 15,750 | | | | | | 0.0 | | |
34,945 | | | 5.500%, 08/01/2037 | | | | | 40,519 | | | | | | 0.0 | | |
93,783 | | | 5.500%, 09/01/2037 | | | | | 109,022 | | | | | | 0.0 | | |
651 | | | 5.500%, 11/01/2037 | | | | | 758 | | | | | | 0.0 | | |
341,383 | | | 5.500%, 01/01/2038 | | | | | 397,270 | | | | | | 0.0 | | |
577 | | | 5.500%, 02/01/2038 | | | | | 671 | | | | | | 0.0 | | |
1,204 | | | 5.500%, 02/01/2038 | | | | | 1,400 | | | | | | 0.0 | | |
5,592 | | | 5.500%, 03/01/2038 | | | | | 6,347 | | | | | | 0.0 | | |
273,873 | | | 5.500%, 03/01/2038 | | | | | 318,868 | | | | | | 0.0 | | |
71,167 | | | 5.500%, 04/01/2038 | | | | | 82,837 | | | | | | 0.0 | | |
13,004 | | | 5.500%, 04/01/2038 | | | | | 14,672 | | | | | | 0.0 | | |
588 | | | 5.500%, 04/01/2038 | | | | | 684 | | | | | | 0.0 | | |
163,796 | | | 5.500%, 05/01/2038 | | | | | 190,472 | | | | | | 0.0 | | |
2,617 | | | 5.500%, 05/01/2038 | | | | | 3,048 | | | | | | 0.0 | | |
6,250 | | | 5.500%, 05/01/2038 | | | | | 7,266 | | | | | | 0.0 | | |
79,530 | | | 5.500%, 06/01/2038 | | | | | 92,582 | | | | | | 0.0 | | |
25,535 | | | 5.500%, 06/01/2038 | | | | | 29,571 | | | | | | 0.0 | | |
1,586,326 | | | 5.500%, 06/01/2038 | | | | | 1,845,068 | | | | | | 0.1 | | |
36,589 | | | 5.500%, 07/01/2038 | | | | | 42,603 | | | | | | 0.0 | | |
470 | | | 5.500%, 07/01/2038 | | | | | 547 | | | | | | 0.0 | | |
56,952 | | | 5.500%, 07/01/2038 | | | | | 65,804 | | | | | | 0.0 | | |
43,583 | | | 5.500%, 07/01/2038 | | | | | 50,754 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
21,439 | | | 5.500%, 08/01/2038 | | | | $ | 24,908 | | | | | | 0.0 | | |
9,990 | | | 5.500%, 08/01/2038 | | | | | 11,583 | | | | | | 0.0 | | |
79,477 | | | 5.500%, 08/01/2038 | | | | | 92,441 | | | | | | 0.0 | | |
174,005 | | | 5.500%, 11/01/2038 | | | | | 202,640 | | | | | | 0.0 | | |
45,163 | | | 5.500%, 11/01/2038 | | | | | 52,130 | | | | | | 0.0 | | |
153 | | | 5.500%, 12/01/2038 | | | | | 176 | | | | | | 0.0 | | |
27,025 | | | 5.500%, 12/01/2038 | | | | | 31,473 | | | | | | 0.0 | | |
330,396 | | | 5.500%, 01/01/2039 | | | | | 384,759 | | | | | | 0.0 | | |
47,545 | | | 5.500%, 01/01/2039 | | | | | 55,270 | | | | | | 0.0 | | |
93,887 | | | 5.500%, 01/01/2039 | | | | | 109,019 | | | | | | 0.0 | | |
17,388 | | | 5.500%, 03/01/2039 | | | | | 20,249 | | | | | | 0.0 | | |
161,993 | | | 5.500%, 06/01/2039 | | | | | 188,579 | | | | | | 0.0 | | |
268,775 | | | 5.500%, 06/01/2039 | | | | | 312,331 | | | | | | 0.0 | | |
16,095 | | | 5.500%, 05/01/2040 | | | | | 17,943 | | | | | | 0.0 | | |
15,984 | | | 5.500%, 07/01/2041 | | | | | 18,587 | | | | | | 0.0 | | |
327,893 | | | 5.500%, 09/01/2041 | | | | | 379,634 | | | | | | 0.0 | | |
287 | | | 6.000%, 09/01/2021 | | | | | 321 | | | | | | 0.0 | | |
1,430 | | | 6.000%, 04/01/2022 | | | | | 1,602 | | | | | | 0.0 | | |
3,844 | | | 6.000%, 06/01/2022 | | | | | 4,307 | | | | | | 0.0 | | |
967 | | | 6.000%, 01/01/2023 | | | | | 1,083 | | | | | | 0.0 | | |
185 | | | 6.000%, 03/01/2024 | | | | | 208 | | | | | | 0.0 | | |
71,156 | | | 6.000%, 11/01/2028 | | | | | 79,769 | | | | | | 0.0 | | |
334 | | | 6.000%, 04/01/2031 | | | | | 387 | | | | | | 0.0 | | |
264 | | | 6.000%, 01/01/2032 | | | | | 296 | | | | | | 0.0 | | |
691 | | | 6.000%, 11/01/2032 | | | | | 820 | | | | | | 0.0 | | |
547 | | | 6.000%, 11/01/2032 | | | | | 615 | | | | | | 0.0 | | |
37,583 | | | 6.000%, 01/01/2033 | | | | | 44,218 | | | | | | 0.0 | | |
2,522 | | | 6.000%, 09/01/2033 | | | | | 2,866 | | | | | | 0.0 | | |
368 | | | 6.000%, 01/01/2034 | | | | | 417 | | | | | | 0.0 | | |
66,093 | | | 6.000%, 06/01/2035 | | | | | 75,802 | | | | | | 0.0 | | |
11,067 | | | 6.000%, 07/01/2035 | | | | | 13,135 | | | | | | 0.0 | | |
4,822 | | | 6.000%, 07/01/2035 | | | | | 5,412 | | | | | | 0.0 | | |
4,444 | | | 6.000%, 07/01/2035 | | | | | 5,264 | | | | | | 0.0 | | |
6,010 | | | 6.000%, 07/01/2035 | | | | | 6,779 | | | | | | 0.0 | | |
386 | | | 6.000%, 10/01/2035 | | | | | 433 | | | | | | 0.0 | | |
2,581 | | | 6.000%, 10/01/2035 | | | | | 2,901 | | | | | | 0.0 | | |
53,301 | | | 6.000%, 11/01/2035 | | | | | 62,148 | | | | | | 0.0 | | |
210,545 | | | 6.000%, 12/01/2035 | | | | | 237,517 | | | | | | 0.0 | | |
44,558 | | | 6.000%, 12/01/2035 | | | | | 52,914 | | | | | | 0.0 | | |
2,330 | | | 6.000%, 12/01/2035 | | | | | 2,615 | | | | | | 0.0 | | |
7,574 | | | 6.000%, 01/01/2036 | | | | | 8,665 | | | | | | 0.0 | | |
234 | | | 6.000%, 02/01/2036 | | | | | 262 | | | | | | 0.0 | | |
33,713 | | | 6.000%, 02/01/2036 | | | | | 40,010 | | | | | | 0.0 | | |
33,590 | | | 6.000%, 02/01/2036 | | | | | 39,867 | | | | | | 0.0 | | |
15,991 | | | 6.000%, 02/01/2036 | | | | | 18,073 | | | | | | 0.0 | | |
22,811 | | | 6.000%, 03/01/2036 | | | | | 26,897 | | | | | | 0.0 | | |
29,674 | | | 6.000%, 03/01/2036 | | | | | 34,414 | | | | | | 0.0 | | |
15,409 | | | 6.000%, 04/01/2036 | | | | | 18,273 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
32,530 | | | 6.000%, 04/01/2036 | | | | $ | 38,574 | | | | | | 0.0 | | |
11,530 | | | 6.000%, 05/01/2036 | | | | | 13,250 | | | | | | 0.0 | | |
11,670 | | | 6.000%, 05/01/2036 | | | | | 13,124 | | | | | | 0.0 | | |
2,403 | | | 6.000%, 06/01/2036 | | | | | 2,791 | | | | | | 0.0 | | |
358 | | | 6.000%, 06/01/2036 | | | | | 414 | | | | | | 0.0 | | |
1,279 | | | 6.000%, 07/01/2036 | | | | | 1,443 | | | | | | 0.0 | | |
3,977 | | | 6.000%, 07/01/2036 | | | | | 4,496 | | | | | | 0.0 | | |
15,532 | | | 6.000%, 07/01/2036 | | | | | 17,476 | | | | | | 0.0 | | |
71,928 | | | 6.000%, 07/01/2036 | | | | | 85,418 | | | | | | 0.0 | | |
3,718 | | | 6.000%, 08/01/2036 | | | | | 4,409 | | | | | | 0.0 | | |
3,521 | | | 6.000%, 08/01/2036 | | | | | 4,070 | | | | | | 0.0 | | |
23,134 | | | 6.000%, 08/01/2036 | | | | | 27,002 | | | | | | 0.0 | | |
362,458 | | | 6.000%, 08/01/2036 | | | | | 430,222 | | | | | | 0.0 | | |
186,933 | | | 6.000%, 08/01/2036 | | | | | 215,317 | | | | | | 0.0 | | |
18,192 | | | 6.000%, 08/01/2036 | | | | | 21,588 | | | | | | 0.0 | | |
12,987 | | | 6.000%, 09/01/2036 | | | | | 14,911 | | | | | | 0.0 | | |
59,111 | | | 6.000%, 09/01/2036 | | | | | 66,305 | | | | | | 0.0 | | |
26,809 | | | 6.000%, 09/01/2036 | | | | | 31,785 | | | | | | 0.0 | | |
13,454 | | | 6.000%, 09/01/2036 | | | | | 15,698 | | | | | | 0.0 | | |
40,288 | | | 6.000%, 09/01/2036 | | | | | 46,985 | | | | | | 0.0 | | |
259 | | | 6.000%, 09/01/2036 | | | | | 298 | | | | | | 0.0 | | |
12,934 | | | 6.000%, 09/01/2036 | | | | | 15,361 | | | | | | 0.0 | | |
2,379 | | | 6.000%, 10/01/2036 | | | | | 2,670 | | | | | | 0.0 | | |
11,951 | | | 6.000%, 10/01/2036 | | | | | 14,175 | | | | | | 0.0 | | |
33,236 | | | 6.000%, 10/01/2036 | | | | | 39,428 | | | | | | 0.0 | | |
38,379 | | | 6.000%, 10/01/2036 | | | | | 45,513 | | | | | | 0.0 | | |
13,571 | | | 6.000%, 10/01/2036 | | | | | 15,338 | | | | | | 0.0 | | |
32,504 | | | 6.000%, 10/01/2036 | | | | | 38,547 | | | | | | 0.0 | | |
47,682 | | | 6.000%, 11/01/2036 | | | | | 53,880 | | | | | | 0.0 | | |
26,913 | | | 6.000%, 11/01/2036 | | | | | 31,932 | | | | | | 0.0 | | |
9,526 | | | 6.000%, 11/01/2036 | | | | | 10,903 | | | | | | 0.0 | | |
15,835 | | | 6.000%, 11/01/2036 | | | | | 17,754 | | | | | | 0.0 | | |
38,360 | | | 6.000%, 12/01/2036 | | | | | 45,557 | | | | | | 0.0 | | |
3,361 | | | 6.000%, 12/01/2036 | | | | | 3,992 | | | | | | 0.0 | | |
99,490 | | | 6.000%, 12/01/2036 | | | | | 112,191 | | | | | | 0.0 | | |
21,658 | | | 6.000%, 12/01/2036 | | | | | 24,340 | | | | | | 0.0 | | |
4,222 | | | 6.000%, 12/01/2036 | | | | | 4,787 | | | | | | 0.0 | | |
1,449 | | | 6.000%, 12/01/2036 | | | | | 1,682 | | | | | | 0.0 | | |
43,358 | | | 6.000%, 12/01/2036 | | | | | 48,665 | | | | | | 0.0 | | |
7,856 | | | 6.000%, 01/01/2037 | | | | | 9,314 | | | | | | 0.0 | | |
573 | | | 6.000%, 01/01/2037 | | | | | 677 | | | | | | 0.0 | | |
11,161 | | | 6.000%, 01/01/2037 | | | | | 12,524 | | | | | | 0.0 | | |
1,006 | | | 6.000%, 01/01/2037 | | | | | 1,192 | | | | | | 0.0 | | |
90,053 | | | 6.000%, 02/01/2037 | | | | | 106,832 | | | | | | 0.0 | | |
8,054 | | | 6.000%, 02/01/2037 | | | | | 9,102 | | | | | | 0.0 | | |
14,053 | | | 6.000%, 02/01/2037 | | | | | 16,689 | | | | | | 0.0 | | |
1,366 | | | 6.000%, 02/01/2037 | | | | | 1,541 | | | | | | 0.0 | | |
18,759 | | | 6.000%, 03/01/2037 | | | | | 21,900 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
157,924 | | | 6.000%, 03/01/2037 | | | | $ | 186,856 | | | | | | 0.0 | | |
6,724 | | | 6.000%, 03/01/2037 | | | | | 7,843 | | | | | | 0.0 | | |
708 | | | 6.000%, 03/01/2037 | | | | | 839 | | | | | | 0.0 | | |
13,791 | | | 6.000%, 03/01/2037 | | | | | 15,723 | | | | | | 0.0 | | |
16,421 | | | 6.000%, 03/01/2037 | | | | | 19,484 | | | | | | 0.0 | | |
109,553 | | | 6.000%, 04/01/2037 | | | | | 127,666 | | | | | | 0.0 | | |
44,749 | | | 6.000%, 04/01/2037 | | | | | 53,128 | | | | | | 0.0 | | |
7,066 | | | 6.000%, 04/01/2037 | | | | | 8,346 | | | | | | 0.0 | | |
14,426 | | | 6.000%, 04/01/2037 | | | | | 17,134 | | | | | | 0.0 | | |
21,382 | | | 6.000%, 04/01/2037 | | | | | 25,085 | | | | | | 0.0 | | |
30,432 | | | 6.000%, 04/01/2037 | | | | | 34,212 | | | | | | 0.0 | | |
30,885 | | | 6.000%, 04/01/2037 | | | | | 35,382 | | | | | | 0.0 | | |
774 | | | 6.000%, 04/01/2037 | | | | | 868 | | | | | | 0.0 | | |
327 | | | 6.000%, 04/01/2037 | | | | | 366 | | | | | | 0.0 | | |
1,871 | | | 6.000%, 04/01/2037 | | | | | 2,218 | | | | | | 0.0 | | |
2,413 | | | 6.000%, 04/01/2037 | | | | | 2,723 | | | | | | 0.0 | | |
674 | | | 6.000%, 04/01/2037 | | | | | 756 | | | | | | 0.0 | | |
29,435 | | | 6.000%, 04/01/2037 | | | | | 33,065 | | | | | | 0.0 | | |
34,321 | | | 6.000%, 04/01/2037 | | | | | 40,760 | | | | | | 0.0 | | |
2,340 | | | 6.000%, 05/01/2037 | | | | | 2,680 | | | | | | 0.0 | | |
13,657 | | | 6.000%, 05/01/2037 | | | | | 15,322 | | | | | | 0.0 | | |
5,849 | | | 6.000%, 05/01/2037 | | | | | 6,570 | | | | | | 0.0 | | |
5,622 | | | 6.000%, 05/01/2037 | | | | | 6,563 | | | | | | 0.0 | | |
15,140 | | | 6.000%, 05/01/2037 | | | | | 17,981 | | | | | | 0.0 | | |
16,239 | | | 6.000%, 05/01/2037 | | | | | 18,319 | | | | | | 0.0 | | |
1,045 | | | 6.000%, 05/01/2037 | | | | | 1,172 | | | | | | 0.0 | | |
11,227 | | | 6.000%, 05/01/2037 | | | | | 12,598 | | | | | | 0.0 | | |
1,149 | | | 6.000%, 05/01/2037 | | | | | 1,290 | | | | | | 0.0 | | |
25,917 | | | 6.000%, 05/01/2037 | | | | | 30,578 | | | | | | 0.0 | | |
42,120 | | | 6.000%, 05/01/2037 | | | | | 47,628 | | | | | | 0.0 | | |
21,887 | | | 6.000%, 05/01/2037 | | | | | 24,724 | | | | | | 0.0 | | |
86,323 | | | 6.000%, 05/01/2037 | | | | | 102,515 | | | | | | 0.0 | | |
2,608 | | | 6.000%, 06/01/2037 | | | | | 2,931 | | | | | | 0.0 | | |
5,221 | | | 6.000%, 06/01/2037 | | | | | 6,162 | | | | | | 0.0 | | |
5,745 | | | 6.000%, 06/01/2037 | | | | | 6,711 | | | | | | 0.0 | | |
5,283 | | | 6.000%, 06/01/2037 | | | | | 5,926 | | | | | | 0.0 | | |
25,052 | | | 6.000%, 06/01/2037 | | | | | 28,105 | | | | | | 0.0 | | |
3,863 | | | 6.000%, 06/01/2037 | | | | | 4,342 | | | | | | 0.0 | | |
60,979 | | | 6.000%, 06/01/2037 | | | | | 72,373 | | | | | | 0.0 | | |
19,527 | | | 6.000%, 07/01/2037 | | | | | 22,274 | | | | | | 0.0 | | |
89,158 | | | 6.000%, 07/01/2037 | | | | | 100,154 | | | | | | 0.0 | | |
6,083 | | | 6.000%, 07/01/2037 | | | | | 7,222 | | | | | | 0.0 | | |
7,070 | | | 6.000%, 07/01/2037 | | | | | 7,927 | | | | | | 0.0 | | |
3,085 | | | 6.000%, 07/01/2037 | | | | | 3,601 | | | | | | 0.0 | | |
11,908 | | | 6.000%, 07/01/2037 | | | | | 13,601 | | | | | | 0.0 | | |
8,377 | | | 6.000%, 07/01/2037 | | | | | 9,853 | | | | | | 0.0 | | |
54,797 | | | 6.000%, 07/01/2037 | | | | | 64,998 | | | | | | 0.0 | | |
13,878 | | | 6.000%, 07/01/2037 | | | | | 15,603 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
32,759 | | | 6.000%, 07/01/2037 | | | | $ | 36,809 | | | | | | 0.0 | | |
20,000 | | | 6.000%, 08/01/2037 | | | | | 23,686 | | | | | | 0.0 | | |
4,852 | | | 6.000%, 08/01/2037 | | | | | 5,733 | | | | | | 0.0 | | |
46,431 | | | 6.000%, 08/01/2037 | | | | | 54,539 | | | | | | 0.0 | | |
6,326 | | | 6.000%, 08/01/2037 | | | | | 7,105 | | | | | | 0.0 | | |
39,334 | | | 6.000%, 08/01/2037 | | | | | 44,138 | | | | | | 0.0 | | |
7,984 | | | 6.000%, 08/01/2037 | | | | | 8,957 | | | | | | 0.0 | | |
9,097 | | | 6.000%, 08/01/2037 | | | | | 10,205 | | | | | | 0.0 | | |
17,745 | | | 6.000%, 08/01/2037 | | | | | 19,912 | | | | | | 0.0 | | |
2,662 | | | 6.000%, 09/01/2037 | | | | | 3,159 | | | | | | 0.0 | | |
249,574 | | | 6.000%, 09/01/2037 | | | | | 296,410 | | | | | | 0.0 | | |
8,101 | | | 6.000%, 09/01/2037 | | | | | 9,106 | | | | | | 0.0 | | |
16,060 | | | 6.000%, 09/01/2037 | | | | | 19,073 | | | | | | 0.0 | | |
65,487 | | | 6.000%, 09/01/2037 | | | | | 75,851 | | | | | | 0.0 | | |
1,406 | | | 6.000%, 09/01/2037 | | | | | 1,664 | | | | | | 0.0 | | |
1,184 | | | 6.000%, 10/01/2037 | | | | | 1,364 | | | | | | 0.0 | | |
30,792 | | | 6.000%, 10/01/2037 | | | | | 36,500 | | | | | | 0.0 | | |
51,289 | | | 6.000%, 11/01/2037 | | | | | 60,720 | | | | | | 0.0 | | |
33,013 | | | 6.000%, 11/01/2037 | | | | | 38,856 | | | | | | 0.0 | | |
868 | | | 6.000%, 11/01/2037 | | | | | 1,027 | | | | | | 0.0 | | |
1,091 | | | 6.000%, 12/01/2037 | | | | | 1,291 | | | | | | 0.0 | | |
72,219 | | | 6.000%, 12/01/2037 | | | | | 83,697 | | | | | | 0.0 | | |
19,568 | | | 6.000%, 12/01/2037 | | | | | 22,642 | | | | | | 0.0 | | |
59,571 | | | 6.000%, 12/01/2037 | | | | | 70,719 | | | | | | 0.0 | | |
19,763 | | | 6.000%, 02/01/2038 | | | | | 23,026 | | | | | | 0.0 | | |
73,670 | | | 6.000%, 02/01/2038 | | | | | 85,767 | | | | | | 0.0 | | |
127,546 | | | 6.000%, 02/01/2038 | | | | | 151,236 | | | | | | 0.0 | | |
1,197 | | | 6.000%, 03/01/2038 | | | | | 1,421 | | | | | | 0.0 | | |
4,007 | | | 6.000%, 03/01/2038 | | | | | 4,498 | | | | | | 0.0 | | |
23,889 | | | 6.000%, 03/01/2038 | | | | | 28,170 | | | | | | 0.0 | | |
59,663 | | | 6.000%, 05/01/2038 | | | | | 70,322 | | | | | | 0.0 | | |
3,402 | | | 6.000%, 05/01/2038 | | | | | 4,037 | | | | | | 0.0 | | |
1,071 | | | 6.000%, 06/01/2038 | | | | | 1,202 | | | | | | 0.0 | | |
11,275 | | | 6.000%, 06/01/2038 | | | | | 13,379 | | | | | | 0.0 | | |
42,720 | | | 6.000%, 07/01/2038 | | | | | 50,394 | | | | | | 0.0 | | |
111,640 | | | 6.000%, 07/01/2038 | | | | | 130,895 | | | | | | 0.0 | | |
1,061 | | | 6.000%, 08/01/2038 | | | | | 1,254 | | | | | | 0.0 | | |
15,023 | | | 6.000%, 09/01/2038 | | | | | 16,960 | | | | | | 0.0 | | |
26,489 | | | 6.000%, 09/01/2038 | | | | | 31,443 | | | | | | 0.0 | | |
3,418 | | | 6.000%, 09/01/2038 | | | | | 3,853 | | | | | | 0.0 | | |
6,135 | | | 6.000%, 09/01/2038 | | | | | 7,287 | | | | | | 0.0 | | |
1,508 | | | 6.000%, 10/01/2038 | | | | | 1,765 | | | | | | 0.0 | | |
12,233 | | | 6.000%, 10/01/2038 | | | | | 13,726 | | | | | | 0.0 | | |
26,440 | | | 6.000%, 10/01/2038 | | | | | 30,773 | | | | | | 0.0 | | |
71,531 | | | 6.000%, 10/01/2038 | | | | | 80,297 | | | | | | 0.0 | | |
14,425 | | | 6.000%, 10/01/2038 | | | | | 16,916 | | | | | | 0.0 | | |
11,833 | | | 6.000%, 10/01/2038 | | | | | 14,006 | | | | | | 0.0 | | |
377 | | | 6.000%, 10/01/2038 | | | | | 423 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,165 | | | 6.000%, 11/01/2038 | | | | $ | 1,309 | | | | | | 0.0 | | |
492 | | | 6.000%, 11/01/2038 | | | | | 571 | | | | | | 0.0 | | |
120,714 | | | 6.000%, 11/01/2038 | | | | | 137,752 | | | | | | 0.0 | | |
68,230 | | | 6.000%, 12/01/2038 | | | | | 81,034 | | | | | | 0.0 | | |
1,905 | | | 6.000%, 12/01/2038 | | | | | 2,174 | | | | | | 0.0 | | |
13,189 | | | 6.000%, 12/01/2038 | | | | | 14,905 | | | | | | 0.0 | | |
18,045 | | | 6.000%, 10/01/2039 | | | | | 21,351 | | | | | | 0.0 | | |
1,366 | | | 6.000%, 10/01/2039 | | | | | 1,621 | | | | | | 0.0 | | |
404,382 | | | 6.000%, 02/01/2040 | | | | | 478,014 | | | | | | 0.0 | | |
17,419 | | | 6.000%, 04/01/2040 | | | | | 20,636 | | | | | | 0.0 | | |
113,076 | | | 6.000%, 09/01/2040 | | | | | 127,328 | | | | | | 0.0 | | |
177,639 | | | 6.000%, 10/01/2040 | | | | | 210,447 | | | | | | 0.0 | | |
262,293 | | | 6.000%, 05/01/2041 | | | | | 310,116 | | | | | | 0.0 | | |
3,939 | | | 6.500%, 04/01/2027 | | | | | 4,413 | | | | | | 0.0 | | |
860 | | | 6.500%, 02/01/2028 | | | | | 963 | | | | | | 0.0 | | |
17 | | | 6.500%, 06/01/2029 | | | | | 19 | | | | | | 0.0 | | |
6,408 | | | 6.500%, 01/01/2032 | | | | | 7,200 | | | | | | 0.0 | | |
7,363 | | | 6.500%, 04/01/2032 | | | | | 8,487 | | | | | | 0.0 | | |
12,684 | | | 6.500%, 10/01/2032 | | | | | 14,210 | | | | | | 0.0 | | |
9,056 | | | 6.500%, 10/01/2032 | | | | | 10,152 | | | | | | 0.0 | | |
5,285 | | | 6.500%, 03/01/2038 | | | | | 6,379 | | | | | | 0.0 | | |
636 | | | 7.000%, 08/01/2025 | | | | | 680 | | | | | | 0.0 | | |
552 | | | 7.000%, 02/01/2026 | | | | | 554 | | | | | | 0.0 | | |
5,529 | | | 7.000%, 03/01/2026 | | | | | 5,961 | | | | | | 0.0 | | |
7,203 | | | 7.000%, 03/01/2026 | | | | | 7,303 | | | | | | 0.0 | | |
1,672 | | | 7.000%, 03/01/2026 | | | | | 1,678 | | | | | | 0.0 | | |
578 | | | 7.000%, 12/01/2027 | | | | | 586 | | �� | | | | 0.0 | | |
244,038 | | | 7.000%, 03/01/2038 | | | | | 293,260 | | | | | | 0.0 | | |
494,015 | | | 7.000%, 04/01/2038 | | | | | 609,523 | | | | | | 0.0 | | |
9,483 | | | 7.500%, 09/01/2031 | | | | | 11,209 | | | | | | 0.0 | | |
| | | | | | | | 204,952,480 | | | | | | 6.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $343,343,447) | | | | | 361,097,184 | | | | | | 10.7 | | |
ASSET-BACKED SECURITIES: 10.6% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
1,800,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 1,897,344 | | | | | | 0.1 | | |
1,650,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 1,685,704 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
1,300,000 | | | AmeriCredit Automobile Receivables Trust 2020-3 A3, 0.530%, 06/18/2025 | | | | $ | 1,304,686 | | | | | | 0.0 | | |
955,133 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 964,854 | | | | | | 0.0 | | |
700,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 708,090 | | | | | | 0.0 | | |
1,900,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 1,947,922 | | | | | | 0.1 | | |
2,650,000 | | | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | | | | | 2,701,917 | | | | | | 0.1 | | |
| | | | | | | | 11,210,517 | | | | | | 0.3 | | |
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
1,282,475 (1)(3) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 1,227,610 | | | | | | 0.0 | | |
397,256 | | | Home Equity Asset Trust 2005-2 M5, 1.187%, (US0001M + 1.095%), 07/25/2035 | | | | | 398,076 | | | | | | 0.0 | | |
1,575,216 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.007%, (US0001M + 0.915%), 03/25/2035 | | | | | 1,576,565 | | | | | | 0.1 | | |
322,274 | | | New Century Home Equity Loan Trust 2005-2 M3, 0.827%, (US0001M + 0.735%), 06/25/2035 | | | | | 322,330 | | | | | | 0.0 | | |
50,613 | | | Renaissance Home Equity Loan Trust 2003-2 A, 0.972%, (US0001M + 0.880%), 08/25/2033 | | | | | 49,975 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
1,561,798 (3) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | $ | 1,683,369 | | | | | | 0.1 | | |
55,027 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 0.172%, (US0001M + 0.080%), 11/25/2036 | | | | | 21,190 | | | | | | 0.0 | | |
| | | | | | | | 5,279,115 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 9.4% | | ||||||||||||
2,000,000 (1) | | | AGL CLO 12 Ltd. 2021-12A C, 1.980%, (US0003M + 1.850%), 07/20/2034 | | | | | 2,000,066 | | | | | | 0.1 | | |
8,750,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.518%, (US0003M + 1.330%), 01/20/2033 | | | | | 8,764,315 | | | | | | 0.3 | | |
2,444,683 (1)(3)(4)(6)(9) | | | American Homes 4 Rent 2015-SFR1 XS, 3.230%, 04/17/2052 | | | | | — | | | | | | — | | |
650,000 (1) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.136%, (US0003M + 1.950%), 04/14/2029 | | | | | 643,872 | | | | | | 0.0 | | |
9,500,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.508%, (US0003M + 1.320%), 01/20/2033 | | | | | 9,508,541 | | | | | | 0.3 | | |
4,500,000 (1) | | | Apidos CLO XXXIII 2020-33A A, 1.876%, (US0003M + 1.700%), 07/24/2031 | | | | | 4,501,800 | | | | | | 0.1 | | |
8,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.414%, (US0003M + 1.230%), 01/15/2030 | | | | | 7,975,488 | | | | | | 0.2 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.540%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,469,344 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 1.488%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,392,987 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
750,430 (3) | | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 3.054%, 10/25/2036 | | | | $ | 750,668 | | | | | | 0.0 | | |
3,200,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.520%, (US0003M + 1.330%), 01/17/2033 | | | | | 3,206,608 | | | | | | 0.1 | | |
2,250,000 (1) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.338%, (US0003M + 2.150%), 01/20/2032 | | | | | 2,238,773 | | | | | | 0.1 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.534%, (US0003M + 1.350%), 01/15/2033 | | | | | 5,005,570 | | | | | | 0.2 | | |
1,450,000 (1) | | | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000%), 04/15/2034 | | | | | 1,443,050 | | | | | | 0.0 | | |
5,000,000 (1) | | | BlueMountain CLO XXXI Ltd. 2021-31A C, 2.146%, (US0003M + 2.000%), 04/19/2034 | | | | | 4,999,945 | | | | | | 0.2 | | |
6,300,000 (1) | | | BlueMountain Fuji US Clo I Ltd. 2017-1A CR, 2.438%, (US0003M + 2.250%), 07/20/2029 | | | | | 6,284,174 | | | | | | 0.2 | | |
2,350,000 (1) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 2,461,018 | | | | | | 0.1 | | |
3,490,000 (1) | | | Broad River Bsl Funding Clo Ltd. 2020-1A AR, 1.248%, (US0003M + 1.170%), 07/20/2034 | | | | | 3,497,179 | | | | | | 0.1 | | |
3,000,000 (1) | | | Broad River Bsl Funding Clo Ltd. 2020-1A CR, 2.078%, (US0003M + 2.000%), 07/20/2034 | | | | | 3,000,294 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 1.328%, (US0003M + 1.140%), 01/20/2031 | | | | $ | 4,001,428 | | | | | | 0.1 | | |
5,500,000 (1) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A BR2, 2.210%, (US0003M + 2.050%), 04/20/2034 | | | | | 5,504,895 | | | | | | 0.2 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.320%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,400,158 | | | | | | 0.1 | | |
3,250,000 (1) | | | Cedar Funding IV CLO Ltd. 2014-4A CRR, 2.146%, (US0003M + 2.000%), 07/23/2034 | | | | | 3,250,000 | | | | | | 0.1 | | |
48,015 | | | Chase Funding Trust Series 2002-4 2A1, 0.832%, (US0001M + 0.740%), 10/25/2032 | | | | | 47,752 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 0.692%, (US0001M + 0.600%), 07/25/2033 | | | | | 103,372 | | | | | | 0.0 | | |
3,000,000 (1) | | | CIFC Funding 2017-2A CR Ltd., 1.978%, (US0003M + 1.850%), 04/20/2030 | | | | | 3,000,078 | | | | | | 0.1 | | |
4,000,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.514%, (US0003M + 1.330%), 01/16/2033 | | | | | 4,004,008 | | | | | | 0.1 | | |
5,220,870 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.392%, (US0001M + 0.150%), 10/25/2036 | | | | | 4,820,218 | | | | | | 0.1 | | |
933,375 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 1,034,406 | | | | | | 0.0 | | |
491,250 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 520,494 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
12,160,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.394%, (US0003M + 1.210%), 10/15/2030 | | | | $ | 12,159,976 | | | | | | 0.4 | | |
1,400,000 (1) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 1,471,957 | | | | | | 0.0 | | |
1,368,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,479,480 | | | | | | 0.0 | | |
1,200,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 1.204%, (US0003M + 1.020%), 04/15/2031 | | | | | 1,198,859 | | | | | | 0.0 | | |
7,460,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.356%, (US0003M + 1.200%), 08/15/2030 | | | | | 7,461,529 | | | | | | 0.2 | | |
5,000,000 (1) | | | Dryden Senior Loan Fund 2017-47A CR, 2.196%, (US0003M + 2.050%), 04/15/2028 | | | | | 5,000,085 | | | | | | 0.2 | | |
3,662,325 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,831,920 | | | | | | 0.1 | | |
2,100,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.374%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,100,021 | | | | | | 0.1 | | |
113,507 | | | GSAMP Trust 2007-FM1 A2A, 0.162%, (US0001M + 0.070%), 12/25/2036 | | | | | 69,857 | | | | | | 0.0 | | |
1,510,363 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,591,459 | | | | | | 0.0 | | |
2,000,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.188%, (US0003M + 2.000%), 10/20/2027 | | | | | 1,997,504 | | | | | | 0.1 | | |
4,300,000 (1)(8) | | | KKR CLO 21 A Ltd., 1.184%, (US0003M + 1.000%), 04/15/2031 | | | | | 4,287,435 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
10,000,000 (1) | | | LCM 26A A2 Ltd., 1.438%, (US0003M + 1.250%), 01/20/2031 | | | | $ | 9,999,970 | | | | | | 0.3 | | |
2,450,000 (1) | | | LCM 30A CR Ltd., 2.146%, (US0003M + 2.000%), 04/20/2031 | | | | | 2,450,392 | | | | | | 0.1 | | |
6,308,000 (1) | | | LCM XIV L.P. 14A AR, 1.228%, (US0003M + 1.040%), 07/20/2031 | | | | | 6,310,662 | | | | | | 0.2 | | |
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 0.652%, (US0001M + 0.560%), 10/25/2034 | | | | | 57,316 | | | | | | 0.0 | | |
2,090,000 (1) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.142%, (US0003M + 2.000%), 04/19/2033 | | | | | 2,084,756 | | | | | | 0.1 | | |
4,600,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.934%, (US0003M + 1.750%), 07/15/2030 | | | | | 4,603,151 | | | | | | 0.1 | | |
1,750,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,790,132 | | | | | | 0.1 | | |
1,902,988 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,054,824 | | | | | | 0.1 | | |
1,115,287 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,188,450 | | | | | | 0.0 | | |
2,266,846 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,411,816 | | | | | | 0.1 | | |
2,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.634%, (US0003M + 2.450%), 10/16/2032 | | | | | 2,002,418 | | | | | | 0.1 | | |
3,700,000 (1) | | | Newark BSL CLO 2 Ltd. 2017-1A BR, 1.926%, (US0003M + 1.750%), 07/25/2030 | | | | | 3,686,628 | | | | | | 0.1 | | |
1,500,000 (1) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900%), 01/18/2034 | | | | | 1,497,597 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
9,880,000 (1) | | | Oaktree CLO 2020-1A AR Ltd., 1.495%, (US0003M + 1.150%), 07/15/2034 | | | | $ | 9,900,323 | | | | | | 0.3 | | |
4,000,000 (1) | | | OCP CLO 2020-19 A A1 Ltd., 1.938%, (US0003M + 1.750%), 07/20/2031 | | | | | 4,001,452 | | | | | | 0.1 | | |
5,050,000 (1) | | | OCP CLO 2021-21A C Ltd., 2.046%, (US0003M + 1.900%), 07/20/2034 | | | | | 5,050,975 | | | | | | 0.2 | | |
3,950,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950%), 03/17/2030 | | | | | 3,933,971 | | | | | | 0.1 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.540%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,997,456 | | | | | | 0.1 | | |
4,250,000 (1) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.176%, (US0003M + 1.000%), 01/25/2031 | | | | | 4,251,237 | | | | | | 0.1 | | |
1,800,000 (1) | | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.046%, (US0003M + 1.900%), 07/19/2035 | | | | | 1,801,798 | | | | | | 0.1 | | |
8,000,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.496%, (US0003M + 1.340%), 11/15/2032 | | | | | 8,016,184 | | | | | | 0.2 | | |
4,000,000 (1) | | | Palmer Square CLO 2013-2A BR3 Ltd., 2.005%, (US0003M + 1.850%), 10/17/2031 | | | | | 4,000,092 | | | | | | 0.1 | | |
5,515,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.288%, (US0003M + 1.100%), 07/20/2030 | | | | | 5,509,055 | | | | | | 0.2 | | |
7,000,000 (1) | | | Palmer Square CLO Ltd. 2021-2A C, 1.906%, (US0003M + 1.800%), 07/15/2034 | | | | | 7,007,021 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
536,607 | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 1.172%, (US0001M + 1.080%), 03/25/2035 | | | | $ | 538,019 | | | | | | 0.0 | | |
763,794 (3) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.635%, 01/25/2036 | | | | | 772,275 | | | | | | 0.0 | | |
2,450,000 (1) | | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900%), 04/20/2034 | | | | | 2,450,858 | | | | | | 0.1 | | |
158,893 | | | Small Business Administration Participation Certificates 2007-20L 1, 5.290%, 12/01/2027 | | | | | 169,395 | | | | | | 0.0 | | |
4,375,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,474,528 | | | | | | 0.1 | | |
1,500,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,546,182 | | | | | | 0.0 | | |
3,200,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,317,565 | | | | | | 0.1 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 1,035,910 | | | | | | 0.0 | | |
1,533,208 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,625,256 | | | | | | 0.0 | | |
2,600,000 (1) | | | Sound Point CLO XXIX Ltd. 2021-1A C1, 2.440%, (US0003M + 2.300%), 04/25/2034 | | | | | 2,601,334 | | | | | | 0.1 | | |
2,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.584%, (US0003M + 1.400%), 01/15/2033 | | | | | 2,062,064 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,800,000 (1) | | | Sound Point CLO XXVI Ltd. 2021-1A C1R, 2.346%, (US0003M + 2.200%), 07/20/2034 | | | | $ | 2,800,000 | | | | | | 0.1 | | |
1,887,586 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,112,699 | | | | | | 0.1 | | |
8,200,000 (1) | | | Symphony CLO XXV Ltd. 2021-25A C, 2.235%, (US0003M + 2.050%), 04/19/2034 | | | | | 8,201,525 | | | | | | 0.2 | | |
1,755,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,986,197 | | | | | | 0.1 | | |
900,000 (1) | | | TCW CLO 2018-1A A1B2 Ltd., 1.876%, (US0003M + 1.700%), 04/25/2031 | | | | | 900,376 | | | | | | 0.0 | | |
6,000,000 (1) | | | TCW CLO 2020-1A CRR Ltd., 2.196%, (US0003M + 2.050%), 04/20/2034 | | | | | 6,002,382 | | | | | | 0.2 | | |
5,500,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,449,337 | | | | | | 0.2 | | |
2,327,636 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.420%, (US0003M + 1.230%), 10/18/2030 | | | | | 2,328,062 | | | | | | 0.1 | | |
9,500,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.366%, (US0003M + 1.190%), 11/01/2031 | | | | | 9,499,972 | | | | | | 0.3 | | |
7,000,000 (1) | | | THL Credit Wind River 2017-3A CR Clo Ltd., 2.646%, (US0003M + 2.500%), 04/15/2035 | | | | | 7,018,599 | | | | | | 0.2 | | |
1,370,250 (1) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 1,365,398 | | | | | | 0.0 | | |
3,950,000 (1) | | | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | | | | | 3,949,992 | | | | | | 0.1 | | |
| | | | | | | | 315,296,184 | | | | | | 9.4 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
702,084 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | $ | 718,790 | | | | | | 0.0 | | |
506,174 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 525,871 | | | | | | 0.0 | | |
909,542 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 933,187 | | | | | | 0.0 | | |
187,527 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 187,527 | | | | | | 0.0 | | |
750,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.673%, (US0001M + 1.600%), 10/15/2031 | | | | | 763,389 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,046,821 | | | | | | 0.1 | | |
1,688,353 (1) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 1,731,753 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,499,727 | | | | | | 0.0 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,559,267 | | | | | | 0.0 | | |
2,500,000 (1)(3) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,587,912 | | | | | | 0.1 | | |
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,192,795 | | | | | | 0.1 | | |
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,297,528 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | $ | 5,214,830 | | | | | | 0.2 | | |
1,437,730 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 1,483,879 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,045,544 | | | | | | 0.0 | | |
| | | | | | | | 24,788,820 | | | | | | 0.7 | | |
| | | Total Asset-Backed Securities (Cost $352,617,364) | | | | | 356,574,636 | | | | | | 10.6 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.7% | | |||||||||||||||
3,500,000 (1) | | | Alen 2021-ACEN E Mortgage Trust, 4.073%, (US0001M + 4.000%), 04/15/2034 | | | | | 3,543,479 | | | | | | 0.1 | | |
12,632,937 (3)(4) | | | BANK 2019-BNK16 XA, 1.119%, 02/15/2052 | | | | | 753,441 | | | | | | 0.0 | | |
2,600,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 2,444,234 | | | | | | 0.1 | | |
50,886,942 (3)(4) | | | BANK 2019-BNK19 XA, 1.092%, 08/15/2061 | | | | | 3,399,426 | | | | | | 0.1 | | |
22,800,000 (1)(3)(4) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 556,532 | | | | | | 0.0 | | |
27,713,854 (3)(4) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.202%, 08/15/2052 | | | | | 1,729,297 | | | | | | 0.1 | | |
19,573,771 (3)(4) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.208%, 03/15/2052 | | | | | 1,326,779 | | | | | | 0.0 | | |
3,160,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | | | 3,242,909 | | | | | | 0.1 | | |
2,258,000 (1) | | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | | | 2,296,646 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,537,000 (1)(10) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | $ | 2,683,356 | | | | | | 0.1 | | |
1,348,000 (1)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.525%, 05/25/2052 | | | | | 1,231,799 | | | | | | 0.0 | | |
4,000,000 (1) | | | BX Commercial Mortgage Trust 2021-IRON E, 2.423%, (US0001M + 2.350%), 02/15/2038 | | | | | 4,027,910 | | | | | | 0.1 | | |
2,280,000 (1)(3) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 2,387,941 | | | | | | 0.1 | | |
5,500,000 (1) | | | BX Trust 2020-BXLP C, 1.900%, (US0001M + 1.800%), 06/15/2038 | | | | | 5,518,640 | | | | | | 0.2 | | |
18,153,217 (3)(4) | | | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | | | | | 1,043,529 | | | | | | 0.0 | | |
4,120,000 (1)(3) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.582%, 08/10/2049 | | | | | 3,207,606 | | | | | | 0.1 | | |
35,134,456 (3)(4) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.040%, 09/15/2050 | | | | | 1,638,632 | | | | | | 0.0 | | |
51,766,301 (3)(4) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.693%, 06/10/2051 | | | | | 2,006,565 | | | | | | 0.1 | | |
2,101,000 (1)(3) | | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.235%, 11/10/2051 | | | | | 2,289,772 | | | | | | 0.1 | | |
13,582,702 (3)(4) | | | COMM 2012-CR2 XA, 1.776%, 08/15/2045 | | | | | 131,591 | | | | | | 0.0 | | |
24,279,125 (3)(4) | | | COMM 2012-CR3 XA, 1.997%, 10/15/2045 | | | | | 308,801 | | | | | | 0.0 | | |
65,166,000 (1)(3)(4) | | | COMM 2012-CR4 XB, 0.769%, 10/15/2045 | | | | | 525,277 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
19,345,692 (3)(4) | | | COMM 2012-CR5 XA, 1.651%, 12/10/2045 | | | | $ | 312,667 | | | | | | 0.0 | | |
25,371,134 (1)(3)(4) | | | COMM 2012-LC4 XA, 2.278%, 12/10/2044 | | | | | 227,597 | | | | | | 0.0 | | |
1,910,000 (1)(3) | | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | | | 1,885,176 | | | | | | 0.1 | | |
910,000 (3) | | | COMM 2016-COR1 C, 4.510%, 10/10/2049 | | | | | 985,677 | | | | | | 0.0 | | |
75,325,801 (3)(4) | | | COMM 2016-CR28 XA, 0.781%, 02/10/2049 | | | | | 1,901,193 | | | | | | 0.1 | | |
3,906,000 (1)(3) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037 | | | | | 3,681,423 | | | | | | 0.1 | | |
5,080,000 (3) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 5,743,929 | | | | | | 0.2 | | |
5,800,000 | | | CSAIL Commercial Mortgage Trust 2021-C20 A3, 2.805%, 03/15/2054 | | | | | 6,151,603 | | | | | | 0.2 | | |
4,520,000 (1) | | | CSWF 2021-SOP2 D, 2.390%, (US0001M + 2.317%), 06/15/2034 | | | | | 4,518,642 | | | | | | 0.1 | | |
4,831,698 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.742%, (US0001M + 3.650%), 07/10/2044 | | | | | 3,913,675 | | | | | | 0.1 | | |
2,000,000 (1) | | | Extended Stay America Trust 2021-ESH E, 2.925%, (US0001M + 2.850%), 07/15/2038 | | | | | 2,014,993 | | | | | | 0.1 | | |
2,650,000 (1) | | | Extended Stay America Trust 2021-ESH F, 3.775%, (US0001M + 3.700%), 07/15/2038 | | | | | 2,669,868 | | | | | | 0.1 | | |
10,581,218 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | | 2,017,218 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
36,470,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.937%, 05/25/2040 | | | | $ | 582,765 | | | | | | 0.0 | | |
42,327,934 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.336%, 08/25/2022 | | | | | 485,281 | | | | | | 0.0 | | |
22,000,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.719%, 06/25/2041 | | | | | 651,035 | | | | | | 0.0 | | |
27,650,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.647%, 05/25/2041 | | | | | 783,402 | | | | | | 0.0 | | |
10,700,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.849%, 12/25/2041 | | | | | 397,120 | | | | | | 0.0 | | |
1,500,000 (1) | | | FREMF 2019-KBF3 C Mortgage Trust, 4.836%, (US0001M + 4.750%), 01/25/2029 | | | | | 1,515,475 | | | | | | 0.0 | | |
5,200,000 (1)(10) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 3,154,053 | | | | | | 0.1 | | |
66,383,943 (1)(4) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 308,845 | | | | | | 0.0 | | |
7,380,000 (1)(4) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | | 43,672 | | | | | | 0.0 | | |
507,135,064 (1)(4) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 57,509 | | | | | | 0.0 | | |
1,000,000 (1)(3) | | | FRR Re-REMIC Trust 2018-C1 B725, 3.012%, 02/27/2050 | | | | | 1,006,052 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,000,000 (1)(3)(6) | | | FRR Re-REMIC Trust 2018-C1 C725, 0.353%, 02/27/2050 | | | | $ | 2,734,210 | | | | | | 0.1 | | |
6,158,000 (1)(6) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 4.270%, 07/28/2027 | | | | | 4,751,932 | | | | | | 0.1 | | |
8,097,000 (1)(6) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 4.320%, 12/29/2027 | | | | | 6,117,925 | | | | | | 0.2 | | |
3,070,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 1,690,224 | | | | | | 0.1 | | |
29,062,975 (3)(4) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.193%, 11/10/2046 | | | | | 577,760 | | | | | | 0.0 | | |
39,588,982 (3)(4) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.105%, 06/10/2047 | | | | | 823,095 | | | | | | 0.0 | | |
6,930,000 (1)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 7,069,174 | | | | | | 0.2 | | |
5,310,000 (1)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 5,309,442 | | | | | | 0.2 | | |
105,489,400 (3)(4) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.934%, 09/01/2052 | | | | | 5,902,860 | | | | | | 0.2 | | |
2,049,721 (3)(4) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.106%, 10/15/2048 | | | | | 57,913 | | | | | | 0.0 | | |
100,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450%), 04/15/2038 | | | | | 100,498 | | | | | | 0.0 | | |
18,909,375 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.543%, 06/15/2045 | | | | | 73,779 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
42,820,734 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.810%, 12/15/2049 | | | | $ | 1,051,977 | | | | | | 0.0 | | |
3,720,000 (1)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.048%, 01/15/2047 | | | | | 3,744,576 | | | | | | 0.1 | | |
1,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.073%, (US0001M + 2.000%), 05/15/2036 | | | | | 967,971 | | | | | | 0.0 | | |
982,390 (1)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.629%, 11/15/2038 | | | | | 3,179 | | | | | | 0.0 | | |
5,132,565 (1)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.629%, 11/15/2038 | | | | | 16,609 | | | | | | 0.0 | | |
2,300,000 (1) | | | Life 2021-BMR F Mortgage Trust, 2.423%, (US0001M + 2.350%), 03/15/2038 | | | | | 2,312,947 | | | | | | 0.1 | | |
4,447,000 (1)(3) | | | LSTAR Commercial Mortgage Trust 2015-3 E, 3.367%, 04/20/2048 | | | | | 4,238,361 | | | | | | 0.1 | | |
3,151,000 (1) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.625%, (US0001M + 2.500%), 07/15/2036 | | | | | 3,151,993 | | | | | | 0.1 | | |
4,250,000 (1) | | | MHC Commercial Mortgage Trust 2021-MHC D, 1.674%, (US0001M + 1.601%), 04/15/2038 | | | | | 4,264,124 | | | | | | 0.1 | | |
1,706,000 (1)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 5.063%, 04/15/2047 | | | | | 1,775,006 | | | | | | 0.1 | | |
3,943,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,360,079 | | | | | | 0.1 | | |
1,900,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 1,700,562 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
940,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/15/2054 | | | | $ | 975,797 | | | | | | 0.0 | | |
2,820,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | | 3,004,391 | | | | | | 0.1 | | |
2,060,000 (1)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.616%, 12/10/2045 | | | | | 1,522,917 | | | | | | 0.0 | | |
3,520,000 (1)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.616%, 12/10/2045 | | | | | 2,031,057 | | | | | | 0.1 | | |
26,675,969 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.184%, 12/15/2047 | | | | | 762,055 | | | | | | 0.0 | | |
25,106,147 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.689%, 04/15/2054 | | | | | 2,992,309 | | | | | | 0.1 | | |
1,630,000 (1)(3) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.901%, 11/15/2044 | | | | | 1,610,932 | | | | | | 0.0 | | |
6,583,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 5,799,867 | | | | | | 0.2 | | |
33,942,943 (1)(3)(4) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.257%, 03/15/2048 | | | | | 492,095 | | | | | | 0.0 | | |
2,500,000 (3) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 2,578,513 | | | | | | 0.1 | | |
18,718,802 (1)(3)(4) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.941%, 08/15/2045 | | | | | 191,697 | | | | | | 0.0 | | |
9,020,000 (1)(3) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.383%, 03/15/2045 | | | | | 7,032,587 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
8,510,000 (3) | | | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | | | | $ | 8,973,238 | | | | | | 0.3 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $193,080,122) | | | | | 192,066,683 | | | | | | 5.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 23.9% | | |||||||||||||||
| | | Affiliated Investment Companies: 23.9% | | ||||||||||||
9,624,245 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 99,995,907 | | | | | | 3.0 | | |
14,633,086 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 142,672,590 | | | | | | 4.2 | | |
8,589,572 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 57,550,131 | | | | | | 1.7 | | |
91,635 | | | Voya Floating Rate Fund - Class P | | | | | 831,132 | | | | | | 0.0 | | |
16,743,162 | | | Voya High Yield Bond Fund - Class P | | | | | 135,787,040 | | | | | | 4.0 | | |
15,714,422 | | | Voya Investment Grade Credit Fund - Class P | | | | | 178,515,839 | | | | | | 5.3 | | |
19,456,424 | | | Voya Securitized Credit Fund - Class P | | | | | 191,062,084 | | | | | | 5.7 | | |
| | | Total Mutual Funds (Cost $793,908,162) | | | | | 806,414,723 | | | | | | 23.9 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
| | |||||||||||||||
PURCHASED OPTIONS (11): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $1,254,101) | | | | | 1,358,879 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $3,280,076,413) | | | | $ | 3,379,694,027 | | | | | | 100.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Commercial Paper: 0.5% | | ||||||||||||
5,000,000 | | | Dominion Resources, Inc., 0.140%, 07/19/2021 | | | | $ | 4,999,622 | | | | | | 0.2 | | |
4,000,000 | | | Entergy Corp., 0.200%, 07/14/2021 | | | | | 3,999,689 | | | | | | 0.1 | | |
6,200,000 | | | Sherwin-Williams Co., 0.190%, 07/20/2021 | | | | | 6,199,370 | | | | | | 0.2 | | |
| | | Total Commercial Paper (Cost $15,198,637) | | | | | 15,198,681 | | | | | | 0.5 | | |
| | |||||||||||||||
| | | Repurchase Agreements: 0.3% | | ||||||||||||
2,866,000 (12) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,866,004, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,923,320, due 07/25/21-05/20/71) | | | | | 2,866,000 | | | | | | 0.1 | | |
1,289,945 (12) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,289,948, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,315,744, due 08/01/21-06/01/51) | | | | | 1,289,945 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,638,870 (12) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,638,873, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,671,650, due 05/01/24-04/20/71) | | | | $ | 1,638,870 | | | | | | 0.0 | | |
2,866,000 (12) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,866,007, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,923,328, due 02/28/27) | | | | | 2,866,000 | | | | | | 0.1 | | |
2,757,885 (12) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,757,889, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,813,043, due 08/01/21-04/15/62) | | | | | 2,757,885 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $11,418,700) | | | | | 11,418,700 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
9,613,000 (12)(13) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | $ | 9,613,000 | | | | | | 0.3 | | |
179,000 (12)(13) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 179,000 | | | | | | 0.0 | | |
358,000 (12)(13) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 358,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $10,150,000) | | | | | 10,150,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $36,767,337) | | | | | 36,767,381 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $3,316,843,750) | | | | $ | 3,416,461,408 | | | | | | 101.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (45,428,884) | | | | | | (1.3) | | |
| | | Net Assets | | | | $ | 3,371,032,524 | | | | | | 100.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| Corporate Bonds/Notes | | | 27.1% | |
| Mutual Funds | | | 23.9% | |
| Collateralized Mortgage Obligations | | | 15.7% | |
| U.S. Government Agency Obligations | | | 10.7% | |
| Asset-Backed Securities | | | 10.6% | |
| U.S. Treasury Obligations | | | 6.4% | |
| Commercial Mortgage-Backed Securities | | | 5.7% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0%^ | |
| Liabilities in Excess of Other Assets* | | | (0.2)% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | |||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | |||||
Mutual Funds | | | | $ | 806,414,723 | | | | | $ | — | | | | | $ | — | | | | | $ | 806,414,723 | | |
Purchased Options | | | | | — | | | | | | 1,358,879 | | | | | | — | | | | | | 1,358,879 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 914,620,699 | | | | | | — | | | | | | 914,620,699 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 527,823,766 | | | | | | — | | | | | | 527,823,766 | | |
Municipal Bonds | | | | | — | | | | | | 2,163,434 | | | | | | — | | | | | | 2,163,434 | | |
Asset-Backed Securities | | | | | — | | | | | | 356,574,636 | | | | | | — | | | | | | 356,574,636 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 192,066,683 | | | | | | — | | | | | | 192,066,683 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 361,097,184 | | | | | | — | | | | | | 361,097,184 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 217,574,023 | | | | | | — | | | | | | 217,574,023 | | |
Short-Term Investments | | | | | 10,150,000 | | | | | | 26,617,381 | | | | | | — | | | | | | 36,767,381 | | |
Total Investments, at fair value | | | | $ | 816,564,723 | | | | | $ | 2,599,896,685 | | | | | $ | — | | | | | $ | 3,416,461,408 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | |||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,041,084 | | | | | | — | | | | | | 1,041,084 | | |
Futures | | | | | 7,344,867 | | | | | | — | | | | | | — | | | | | | 7,344,867 | | |
Total Assets | | | | $ | 823,909,590 | | | | | $ | 2,600,937,769 | | | | | $ | — | | | | | $ | 3,424,847,359 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | |||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | |||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,626,705) | | | | | $ | — | | | | | $ | (1,626,705) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (340,811) | | | | | | — | | | | | | (340,811) | | |
Futures | | | | | (3,827,691) | | | | | | — | | | | | | — | | | | | | (3,827,691) | | |
Written Options | | | | | — | | | | | | (881,808) | | | | | | — | | | | | | (881,808) | | |
Total Liabilities | | | | $ | (3,827,691) | | | | | $ | (2,849,324) | | | | | $ | — | | | | | $ | (6,677,015) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund – Class P | | | | $ | 98,587,276 | | | | | $ | 2,250,718 | | | | | $ | — | | | | | $ | (842,087) | | | | | $ | 99,995,907 | | | | | $ | 2,250,718 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund – Class P | | | | | 143,867,617 | | | | | | 3,633,596 | | | | | | — | | | | | | (4,828,623) | | | | | | 142,672,590 | | | | | | 3,633,596 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund – Class P | | | | | 60,168,510 | | | | | | 918,694 | | | | | | — | | | | | | (3,537,073) | | | | | | 57,550,131 | | | | | | 918,694 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund – Class P | | | | | 805,101 | | | | | | 16,091 | | | | | | — | | | | | | 9,940 | | | | | | 831,132 | | | | | | 16,091 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund – Class P | | | | | 130,980,813 | | | | | | 3,654,339 | | | | | | — | | | | | | 1,151,888 | | | | | | 135,787,040 | | | | | | 3,654,339 | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund – Class P | | | | | 179,924,268 | | | | | | 2,738,505 | | | | | | — | | | | | | (4,146,934) | | | | | | 178,515,839 | | | | | | 2,738,505 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund – Class P | | | | | 184,966,051 | | | | | | 2,476,627 | | | | | | — | | | | | | 3,619,406 | | | | | | 191,062,084 | | | | | | 2,476,627 | | | | | | — | | | | | | — | | |
| | | | $ | 799,299,636 | | | | | $ | 15,688,570 | | | | | $ | — | | | | | $ | (8,573,483) | | | | | $ | 806,414,723 | | | | | $ | 15,688,570 | | | | | $ | — | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 6,106,218 | | | MXN 122,418,537 | | | Barclays Bank PLC | | | 07/23/21 | | | | $ | (18,700) | | |
USD 2,566,107 | | | CZK 53,820,783 | | | BNP Paribas | | | 08/06/21 | | | | | 64,102 | | |
USD 2,148,527 | | | HUF 621,498,481 | | | BNP Paribas | | | 08/06/21 | | | | | 52,375 | | |
USD 2,874,101 | | | COP 10,683,261,693 | | | Citibank N.A. | | | 07/23/21 | | | | | 30,419 | | |
USD 5,709,750 | | | CNY 36,684,320 | | | Citibank N.A. | | | 08/06/21 | | | | | 51,205 | | |
USD 3,421 | | | ILS 11,094 | | | Citibank N.A. | | | 08/06/21 | | | | | 17 | | |
USD 849,723 | | | PEN 3,147,883 | | | Credit Suisse International | | | 07/23/21 | | | | | 30,607 | | |
USD 849,723 | | | PEN 3,147,883 | | | Credit Suisse International | | | 07/23/21 | | | | | 30,607 | | |
USD 4,706,827 | | | BRL 25,054,440 | | | Goldman Sachs International | | | 07/23/21 | | | | | (318,974) | | |
USD 3,173,067 | | | MYR 13,034,344 | | | Goldman Sachs International | | | 08/06/21 | | | | | 38,341 | | |
USD 87,324 | | | PHP 4,202,365 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 1,511 | | |
USD 1,287,641 | | | TRY 11,065,391 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 40,228 | | |
USD 2,170,542 | | | CLP 1,551,286,349 | | | JPMorgan Chase Bank N.A. | | | 07/23/21 | | | | | 59,302 | | |
USD 1,565,912 | | | RON 6,364,323 | | | JPMorgan Chase Bank N.A. | | | 08/06/21 | | | | | 36,105 | | |
USD 4,592,486 | | | ZAR 63,520,811 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 164,134 | | |
USD 5,237,854 | | | PLN 19,482,975 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 127,394 | | |
USD 4,813,451 | | | RUB 350,169,974 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 53,387 | | |
USD 5,093,645 | | | THB 158,691,497 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 142,865 | | |
USD 5,692,904 | | | IDR 81,522,390,850 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 118,485 | | |
SGD 305,095 | | | USD 230,024 | | | Standard Chartered Bank | | | 08/06/21 | | | | | (3,137) | | |
| | | | | | | | | | | | | $ | 700,273 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | |||||
U.S. Treasury 10-Year Note | | | | | 547 | | | | | | 09/21/21 | | | | | $ | 72,477,500 | | | | | $ | 328,534 | | |
U.S. Treasury 2-Year Note | | | | | 197 | | | | | | 09/30/21 | | | | | | 43,403,101 | | | | | | (76,525) | | |
U.S. Treasury 5-Year Note | | | | | 686 | | | | | | 09/30/21 | | | | | | 84,672,766 | | | | | | (229,764) | | |
U.S. Treasury Long Bond | | | | | 556 | | | | | | 09/21/21 | | | | | | 89,377,000 | | | | | | 2,375,824 | | |
U.S. Treasury Ultra Long Bond | | | | | 575 | | | | | | 09/21/21 | | | | | | 110,795,313 | | | | | | 4,640,509 | | |
| | | | | | | | | | | | | | | | $ | 400,725,680 | | | | | $ | 7,038,578 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,748) | | | | | | 09/21/21 | | | | | | (257,311,063) | | | | | | (3,521,402) | | |
| | | | | | | | | | | | | | | | $ | (257,311,063) | | | | | $ | (3,521,402) | | |
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 | | | USD 81,704,670 | | | | $ | (8,039,022) | | | | | $ | (1,626,705) | | |
| | | | | | | | | | | | | | | | | | | $ | (8,039,022) | | | | | $ | (1,626,705) | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 09/17/21 | | | | 0.733 USD | | | | | 168,065,000 | | | | $1,254,101 | | | $1,358,879 | |
| | | | | | | | | | | | | | | | | | | | | $1,254,101 | | | $1,358,879 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 07/19/21 | | | | 0.751 USD | | | 96,037,000 | | | | $ | 667,841 | | | | | $ | (852,262) | | |
| | | | | | | | | | | | | | | | | | | $ | 667,841 | | | | | $ | (852,262) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Put on 10-Year Interest Rate Swap(1) | | | Barclays Bank PLC | | | | | Receive | | | | | | 2.720% | | | | 3-month USD-LIBOR | | | 09/24/21 | | | USD 46,165,000 | | | | $ | 402,518 | | | | | $ | (29,546) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 402,518 | | | | | $ | (29,546) | | |
CLP – Chilean Peso
COP – Colombian Peso
CNY – Chinese Yuan
CZK – Czech Koruna
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
SGD – Singapore Dollar
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | |||||
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 1,358,879 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,041,084 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 7,344,867 | | |
Total Asset Derivatives | | | | | | | $ | 9,744,830 | | |
Liability Derivatives | | | | | | |||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 340,811 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 3,827,691 | | |
Credit contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 1,626,705 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 29,546 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 852,262 | | |
Total Liability Derivatives | | | | | | | $ | 6,677,015 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (717,969) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,071,081) | | | | | $ | — | | | | | $ | (3,789,050) | | |
Foreign exchange contracts | | | | | (2,527,718) | | | | | | (2,482,429) | | | | | | — | | | | | | — | | | | | | 1,688,114 | | | | | | (3,322,033) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (20,386,890) | | | | | | (3,551,106) | | | | | | 2,636,890 | | | | | | (21,301,106) | | |
Total | | | | $ | (3,245,687) | | | | | $ | (2,482,429) | | | | | $ | (20,386,890) | | | | | $ | (6,622,187) | | | | | $ | 4,325,004 | | | | | $ | (28,412,189) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (102,186) | | | | | $ | — | | | | | $ | — | | | | | $ | (499,969) | | | | | | | | | | | $ | (602,155) | | |
Foreign exchange contracts | | | | | 867,951 | | | | | | 2,927,974 | | | | | | — | | | | | | — | | | | | | (724,576) | | | | | | 3,071,349 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 5,028,577 | | | | | | — | | | | | | 372,972 | | | | | | 5,401,549 | | |
Total | | | | $ | 765,765 | | | | | $ | 2,927,974 | | | | | $ | 5,028,577 | | | | | $ | (499,969) | | | | | $ | (351,604) | | | | | $ | 7,870,743 | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | 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 | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,358,879 | | | | | $ | 1,358,879 | | |
Forward foreign currency contracts | | | | | — | | | | | | 116,477 | | | | | | 81,641 | | | | | | 61,214 | | | | | | 38,341 | | | | | | 41,739 | | | | | | 95,407 | | | | | | 291,528 | | | | | | 314,737 | | | | | | 1,041,084 | | |
Total Assets | | | | $ | — | | | | | $ | 116,477 | | | | | $ | 81,641 | | | | | $ | 61,214 | | | | | $ | 38,341 | | | | | $ | 41,739 | | | | | $ | 95,407 | | | | | $ | 291,528 | | | | | $ | 1,673,616 | | | | | $ | 2,399,963 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Forward foreign currency contracts | | | | $ | 18,700 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 318,974 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 3,137 | | | | | $ | 340,811 | | |
Written options | | | | | 29,546 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 852,262 | | | | | | 881,808 | | |
Total Liabilities | | | | $ | 48,246 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 318,974 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 855,399 | | | | | $ | 1,222,619 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (48,246) | | | | | $ | 116,477 | | | | | $ | 81,641 | | | | | $ | 61,214 | | | | | $ | (280,633) | | | | | $ | 41,739 | | | | | $ | 95,407 | | | | | $ | 291,528 | | | | | $ | 818,217 | | | | | | 1,177,344 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 220,000 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 220,000 | | |
Net Exposure(1)(2) | | | | $ | (48,246) | | | | | $ | 116,477 | | | | | $ | 81,641 | | | | | $ | 61,214 | | | | | $ | (60,633) | | | | | $ | 41,739 | | | | | $ | 95,407 | | | | | $ | 291,528 | | | | | $ | 818,217 | | | | | $ | 1,397,344 | | |
| Gross Unrealized Appreciation | | | | $ | 143,292,786 | | |
| Gross Unrealized Depreciation | | | | | (40,388,738) | | |
| Net Unrealized Appreciation | | | | $ | 102,904,048 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.6% | | |||||||||||||||
| | | Communication Services: 1.0% | | ||||||||||||
232,391 (1) | | | Imax Corp. | | | | $ | 4,996,406 | | | | | | 1.0 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 15.5% | | ||||||||||||
102,056 (1) | | | Academy Sports & Outdoors, Inc. | | | | | 4,208,789 | | | | | | 0.9 | | |
111,623 (1) | | | Bloomin Brands, Inc. | | | | | 3,029,448 | | | | | | 0.6 | | |
88,559 (1) | | | Boyd Gaming Corp. | | | | | 5,445,493 | | | | | | 1.1 | | |
26,980 (1) | | | Bright Horizons Family Solutions, Inc. | | | | | 3,969,028 | | | | | | 0.8 | | |
49,508 (1) | | | Capri Holdings Ltd. | | | | | 2,831,362 | | | | | | 0.6 | | |
18,438 (1) | | | CROCS, Inc. | | | | | 2,148,396 | | | | | | 0.4 | | |
158,905 | | | Dana, Inc. | | | | | 3,775,583 | | | | | | 0.8 | | |
11,562 (1) | | | Deckers Outdoor Corp. | | | | | 4,440,617 | | | | | | 0.9 | | |
78,434 (1) | | | Golden Entertainment, Inc. | | | | | 3,513,843 | | | | | | 0.7 | | |
197,807 (1) | | | Goodyear Tire & Rubber Co. | | | | | 3,392,390 | | | | | | 0.7 | | |
47,719 | | | Kontoor Brands, Inc. | | | | | 2,691,829 | | | | | | 0.6 | | |
60,641 | | | La-Z-Boy, Inc. | | | | | 2,246,143 | | | | | | 0.5 | | |
27,980 | | | LCI Industries | | | | | 3,677,132 | | | | | | 0.8 | | |
187,379 (1) | | | Leslie’s, Inc. | | | | | 5,151,049 | | | | | | 1.1 | | |
75,246 (1)(2) | | | Lindblad Expeditions Holdings, Inc. | | | | | 1,204,688 | | | | | | 0.3 | | |
16,012 | | | Lithia Motors, Inc. | | | | | 5,502,364 | | | | | | 1.1 | | |
36,640 (1) | | | Malibu Boats, Inc. | | | | | 2,686,811 | | | | | | 0.6 | | |
28,371 (1) | | | Marriott Vacations Worldwide Corp. | | | | | 4,519,500 | | | | | | 0.9 | | |
248,946 (1) | | | Modine Manufacturing Co. | | | | | 4,130,014 | | | | | | 0.9 | | |
46,357 (1) | | | Six Flags Entertainment Corp. | | | | | 2,006,331 | | | | | | 0.4 | | |
59,055 | | | Winnebago Industries | | | | | 4,013,378 | | | | | | 0.8 | | |
| | | | | | | | 74,584,188 | | | | | | 15.5 | | |
| | | | | ||||||||||||
| | | Consumer Staples: 1.7% | | ||||||||||||
140,739 (1) | | | elf Beauty, Inc. | | | | | 3,819,657 | | | | | | 0.8 | | |
91,227 (1) | | | Performance Food Group Co. | | | | | 4,423,597 | | | | | | 0.9 | | |
| | | | | | | | 8,243,254 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | Energy: 2.8% | | ||||||||||||
176,965 | | | APA Corp. | | | | | 3,827,753 | | | | | | 0.8 | | |
15,683 | | | DHT Holdings, Inc. | | | | | 101,783 | | | | | | 0.0 | | |
77,679 (1)(2) | | | Dril-Quip, Inc. | | | | | 2,627,880 | | | | | | 0.6 | | |
291,116 | | | Marathon Oil Corp. | | | | | 3,965,000 | | | | | | 0.8 | | |
44,939 (1) | | | Renewable Energy Group, Inc. | | | | | 2,801,497 | | | | | | 0.6 | | |
| | | | | | | | 13,323,913 | | | | | | 2.8 | | |
| | | | | ||||||||||||
| | | Financials: 17.4% | | ||||||||||||
107,395 | | | Atlantic Union Bankshares Corp. | | | | | 3,889,847 | | | | | | 0.8 | | |
80,251 | | | BankUnited, Inc. | | | | | 3,425,915 | | | | | | 0.7 | | |
150,004 | | | Cadence BanCorp | | | | | 3,132,084 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
80,496 | | | Columbia Banking System, Inc. | | | | $ | 3,103,926 | | | | | | 0.6 | | |
108,486 | | | ConnectOne Bancorp, Inc. | | | | | 2,839,079 | | | | | | 0.6 | | |
52,502 | | | Cowen, Inc. | | | | | 2,155,207 | | | | | | 0.5 | | |
208,742 | | | Eastern Bankshares, Inc. | | | | | 4,293,823 | | | | | | 0.9 | | |
15,400 | | | First Foundation, Inc. | | | | | 346,654 | | | | | | 0.1 | | |
128,078 | | | First Horizon Corp. | | | | | 2,213,188 | | | | | | 0.5 | | |
97,538 (1) | | | Focus Financial Partners, Inc. | | | | | 4,730,593 | | | | | | 1.0 | | |
65,215 (1) | | | Green Dot Corp. | | | | | 3,055,323 | | | | | | 0.6 | | |
115,581 | | | Home Bancshares, Inc./ Conway AR | | | | | 2,852,539 | | | | | | 0.6 | | |
102,992 | | | New York Community Bancorp., Inc. | | | | | 1,134,972 | | | | | | 0.2 | | |
138,583 | | | OFG Bancorp | | | | | 3,065,456 | | | | | | 0.6 | | |
47,789 | | | Origin Bancorp, Inc. | | | | | 2,029,121 | | | | | | 0.4 | | |
94,522 | | | Pacific Premier Bancorp, Inc. | | | | | 3,997,335 | | | | | | 0.8 | | |
19,875 (1) | | | Palomar Holdings, Inc. | | | | | 1,499,768 | | | | | | 0.3 | | |
42,370 | | | Pinnacle Financial Partners, Inc. | | | | | 3,740,847 | | | | | | 0.8 | | |
66,021 | | | PJT Partners, Inc. | | | | | 4,712,579 | | | | | | 1.0 | | |
27,582 | | | Primerica, Inc. | | | | | 4,223,908 | | | | | | 0.9 | | |
80,494 | | | PROG Holdings, Inc. | | | | | 3,874,176 | | | | | | 0.8 | | |
171,616 | | | Provident Financial Services, Inc. | | | | | 3,928,290 | | | | | | 0.8 | | |
10,213 | | | Signature Bank | | | | | 2,508,823 | | | | | | 0.5 | | |
44,725 | | | South State Corp. | | | | | 3,656,716 | | | | | | 0.8 | | |
47,454 | | | Stifel Financial Corp. | | | | | 3,077,866 | | | | | | 0.6 | | |
134,493 (1) | | | Trean Insurance Group, Inc. | | | | | 2,028,154 | | | | | | 0.4 | | |
47,859 | | | Western Alliance Bancorp. | | | | | 4,443,708 | | | | | | 0.9 | | |
| | | | | | | | 83,959,897 | | | | | | 17.4 | | |
| | | | | ||||||||||||
| | | Health Care: 14.1% | | ||||||||||||
34,426 (1) | | | Addus HomeCare Corp. | | | | | 3,003,324 | | | | | | 0.6 | | |
71,764 (1) | | | Akouos, Inc. | | | | | 900,638 | | | | | | 0.2 | | |
115,118 (1) | | | Amicus Therapeutics, Inc. | | | | | 1,109,738 | | | | | | 0.2 | | |
33,191 (1) | | | AMN Healthcare Services, Inc. | | | | | 3,218,863 | | | | | | 0.7 | | |
26,071 (1) | | | Arena Pharmaceuticals, Inc. | | | | | 1,778,042 | | | | | | 0.4 | | |
36,319 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 3,007,940 | | | | | | 0.6 | | |
28,021 (1) | | | Biohaven Pharmaceutical Holding Co. Ltd. | | | | | 2,720,279 | | | | | | 0.6 | | |
14,224 (1) | | | Blueprint Medicines Corp. | | | | | 1,251,143 | | | | | | 0.3 | | |
60,182 | | | Encompass Health Corp. | | | | | 4,696,001 | | | | | | 1.0 | | |
49,156 | | | Ensign Group, Inc. | | | | | 4,260,351 | | | | | | 0.9 | | |
119,914 (1)(2) | | | Epizyme, Inc. | | | | | 996,485 | | | | | | 0.2 | | |
30,159 (1) | | | Fate Therapeutics, Inc. | | | | | 2,617,500 | | | | | | 0.5 | | |
45,394 (1) | | | Haemonetics Corp. | | | | | 3,025,056 | | | | | | 0.6 | | |
59,093 (1) | | | Insmed, Inc. | | | | | 1,681,787 | | | | | | 0.3 | | |
52,495 (1) | | | Integer Holdings Corp. | | | | | 4,945,029 | | | | | | 1.0 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
33,798 (1) | | | ModivCare, Inc. | | | | $ | 5,748,026 | | | | | | 1.2 | | |
33,519 (1) | | | Natera, Inc. | | | | | 3,805,412 | | | | | | 0.8 | | |
97,223 (1)(2) | | | Ontrak, Inc. | | | | �� | 3,157,803 | | | | | | 0.7 | | |
49,183 (1) | | | Progyny, Inc. | | | | | 2,901,797 | | | | | | 0.6 | | |
46,481 (1) | | | Rocket Pharmaceuticals, Inc. | | | | | 2,058,644 | | | | | | 0.4 | | |
107,874 | | | Select Medical Holdings Corp. | | | | | 4,558,755 | | | | | | 0.9 | | |
139,187 (1) | | | Sotera Health Co. | | | | | 3,372,501 | | | | | | 0.7 | | |
37,558 (1) | | | Syneos Health, Inc. | | | | | 3,361,065 | | | | | | 0.7 | | |
| | | | | | | | 68,176,179 | | | | | | 14.1 | | |
| | | | | ||||||||||||
| | | Industrials: 15.9% | | ||||||||||||
130,946 (1) | | | ACV Auctions, Inc. | | | | | 3,356,146 | | | | | | 0.7 | | |
129,354 (1) | | | Air Transport Services Group, Inc. | | | | | 3,004,893 | | | | | | 0.6 | | |
24,045 | | | Alamo Group, Inc. | | | | | 3,671,190 | | | | | | 0.8 | | |
62,737 | | | Altra Industrial Motion Corp. | | | | | 4,079,160 | | | | | | 0.8 | | |
31,939 (1) | | | ASGN, Inc. | | | | | 3,095,847 | | | | | | 0.6 | | |
33,816 | | | Barrett Business Services, Inc. | | | | | 2,455,380 | | | | | | 0.5 | | |
88,149 (1) | | | Builders FirstSource, Inc. | | | | | 3,760,436 | | | | | | 0.8 | | |
52,483 (1) | | | Casella Waste Systems, Inc. | | | | | 3,328,997 | | | | | | 0.7 | | |
36,428 | | | Curtiss-Wright Corp. | | | | | 4,326,189 | | | | | | 0.9 | | |
50,125 | | | EMCOR Group, Inc. | | | | | 6,174,899 | | | | | | 1.3 | | |
36,062 | | | EnerSys | | | | | 3,524,339 | | | | | | 0.7 | | |
71,338 | | | Heidrick & Struggles International, Inc. | | | | | 3,178,108 | | | | | | 0.7 | | |
105,412 | | | Hillenbrand, Inc. | | | | | 4,646,561 | | | | | | 1.0 | | |
39,919 (1) | | | Huron Consulting Group, Inc. | | | | | 1,962,019 | | | | | | 0.4 | | |
35,202 | | | ICF International, Inc. | | | | | 3,092,848 | | | | | | 0.6 | | |
35,329 | | | John Bean Technologies Corp. | | | | | 5,038,622 | | | | | | 1.0 | | |
23,853 | | | Regal Beloit Corp. | | | | | 3,184,614 | | | | | | 0.7 | | |
75,774 (1) | | | Shoals Technologies Group, Inc. | | | | | 2,689,977 | | | | | | 0.6 | | |
16,216 (1) | | | Skywest, Inc. | | | | | 698,423 | | | | | | 0.1 | | |
38,764 (1) | | | SP Plus Corp. | | | | | 1,185,791 | | | | | | 0.2 | | |
96,662 (1) | | | Sun Country Airlines Holdings, Inc. | | | | | 3,577,461 | | | | | | 0.7 | | |
40,335 | | | Werner Enterprises, Inc. | | | | | 1,795,714 | | | | | | 0.4 | | |
115,467 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 3,218,065 | | | | | | 0.7 | | |
15,203 | | | Woodward, Inc. | | | | | 1,868,145 | | | | | | 0.4 | | |
| | | | | | | | 76,913,824 | | | | | | 15.9 | | |
| | | | | ||||||||||||
| | | Information Technology: 16.8% | | ||||||||||||
189,444 | | | Absolute Software Corp. | | | | | 2,743,149 | | | | | | 0.6 | | |
117,777 (1) | | | ACI Worldwide, Inc. | | | | | 4,374,238 | | | | | | 0.9 | | |
161,583 (1) | | | Avaya Holdings Corp. | | | | | 4,346,583 | | | | | | 0.9 | | |
33,939 | | | Badger Meter, Inc. | | | | | 3,330,095 | | | | | | 0.7 | | |
73,873 (1) | | | Box, Inc. | | | | | 1,887,455 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
21,853 | | | CMC Materials, Inc. | | | | $ | 3,294,121 | | | | | | 0.7 | | |
39,241 (1) | | | Commvault Systems, Inc. | | | | | 3,067,469 | | | | | | 0.6 | | |
24,282 (1) | | | Concentrix Corp. | | | | | 3,904,546 | | | | | | 0.8 | | |
269,184 (1) | | | Diebold Nixdorf, Inc. | | | | | 3,456,323 | | | | | | 0.7 | | |
65,471 (1) | | | Envestnet, Inc. | | | | | 4,966,630 | | | | | | 1.0 | | |
23,344 (1) | | | Euronet Worldwide, Inc. | | | | | 3,159,610 | | | | | | 0.7 | | |
92,554 | | | EVERTEC, Inc. | | | | | 4,039,982 | | | | | | 0.8 | | |
306,676 (1) | | | Harmonic, Inc. | | | | | 2,612,880 | | | | | | 0.5 | | |
70,696 (1) | | | Intapp, Inc. | | | | | 1,979,488 | | | | | | 0.4 | | |
35,649 (1) | | | Itron, Inc. | | | | | 3,564,187 | | | | | | 0.7 | | |
24,599 (1) | | | j2 Global, Inc. | | | | | 3,383,592 | | | | | | 0.7 | | |
176,355 (1) | | | Knowles Corp. | | | | | 3,481,248 | | | | | | 0.7 | | |
49,334 (1) | | | Onto Innovation, Inc. | | | | | 3,603,355 | | | | | | 0.7 | | |
41,434 (1) | | | Q2 Holdings, Inc. | | | | | 4,250,300 | | | | | | 0.9 | | |
78,287 (1)(2) | | | SMART Global Holdings, Inc. | | | | | 3,732,724 | | | | | | 0.8 | | |
12,425 (1)(2) | | | SunPower Corp. | | | | | 363,058 | | | | | | 0.1 | | |
74,688 (1) | | | Ultra Clean Holdings, Inc. | | | | | 4,012,239 | | | | | | 0.8 | | |
233,115 (1) | | | Viavi Solutions, Inc. | | | | | 4,116,811 | | | | | | 0.9 | | |
251,394 (1) | | | Vonage Holdings Corp. | | | | | 3,622,588 | | | | | | 0.8 | | |
| | | | | | | | 81,292,671 | | | | | | 16.8 | | |
| | | | | ||||||||||||
| | | Materials: 6.4% | | ||||||||||||
99,890 | | | Avient Corp. | | | | | 4,910,592 | | | | | | 1.0 | | |
149,159 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 3,215,868 | | | | | | 0.7 | | |
111,472 | | | Commercial Metals Co. | | | | | 3,424,420 | | | | | | 0.7 | | |
165,365 | | | Glatfelter Corp. | | | | | 2,310,149 | | | | | | 0.5 | | |
53,796 (1) | | | Ingevity Corp. | | | | | 4,376,843 | | | | | | 0.9 | | |
24,754 | | | Minerals Technologies, Inc. | | | | | 1,947,397 | | | | | | 0.4 | | |
59,067 | | | Sealed Air Corp. | | | | | 3,499,720 | | | | | | 0.7 | | |
44,386 | | | Sensient Technologies Corp. | | | | | 3,842,052 | | | | | | 0.8 | | |
93,751 (1) | | | Summit Materials, Inc. | | | | | 3,267,222 | | | | | | 0.7 | | |
| | | | | | | | 30,794,263 | | | | | | 6.4 | | |
| | | | | ||||||||||||
| | | Real Estate: 6.4% | | ||||||||||||
127,970 | | | Acadia Realty Trust | | | | | 2,810,221 | | | | | | 0.6 | | |
131,102 | | | American Assets Trust, Inc. | | | | | 4,888,794 | | | | | | 1.0 | | |
194,074 (1) | | | Chatham Lodging Trust | | | | | 2,497,732 | | | | | | 0.5 | | |
113,592 | | | CubeSmart | | | | | 5,261,582 | | | | | | 1.1 | | |
217,663 (1) | | | Cushman & Wakefield PLC | | | | | 3,802,573 | | | | | | 0.8 | | |
128,516 | | | Easterly Government Properties, Inc. | | | | | 2,709,117 | | | | | | 0.6 | | |
68,628 (1) | | | EPR Properties | | | | | 3,615,323 | | | | | | 0.7 | | |
30,780 (1) | | | Ryman Hospitality Properties | | | | | 2,430,389 | | | | | | 0.5 | | |
151,203 (1) | | | Xenia Hotels & Resorts, Inc. | | | | | 2,832,032 | | | | | | 0.6 | | |
| | | | | | | | 30,847,763 | | | | | | 6.4 | | |
| | | | | ||||||||||||
| | | Utilities: 1.6% | | ||||||||||||
52,266 | | | Black Hills Corp. | | | | | 3,430,217 | | | | | | 0.7 | | |
28,844 | | | NorthWestern Corp. | | | | | 1,736,986 | | | | | | 0.4 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
51,234 | | | Portland General Electric Co. | | | | $ | 2,360,863 | | | | | | 0.5 | | |
| | | | | | | | 7,528,066 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Total Common Stock (Cost $417,701,663) | | | | | 480,660,424 | | | | | | 99.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 3.0% | | |||||||||||||||
| | | Repurchase Agreements: 0.8% | | ||||||||||||
1,000,000 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 07/01/21-01/15/59) | | | | | 1,000,000 | | | | | | 0.2 | | |
1,000,000 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 11/30/21-07/01/51) | | | | | 1,000,000 | | | | | | 0.2 | | |
28,718 (3) | | | HSBC Securities USA, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $28,718, collateralized by various U.S. Government Securities, 0.000%-8.000%, Market Value plus accrued interest $29,292, due 11/15/21- 02/15/48) | | | | | 28,718 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government Agency Obligations, 1.985%-4.000%, Market Value plus accrued interest $1,020,000, due 08/01/35-06/01/51) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
1,000,000 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/21-04/15/62) | | | | | 1,000,000 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $4,028,718) | | | | | 4,028,718 | | | | | | 0.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 2.2% | | ||||||||||||
10,392,000 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $10,392,000) | | | | | 10,392,000 | | | | | | 2.2 | | |
| | | Total Short-Term Investments (Cost $14,420,718) | | | | | 14,420,718 | | | | | | 3.0 | | |
| | | Total Investments in Securities (Cost $432,122,381) | | | | $ | 495,081,142 | | | | | | 102.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (12,367,209) | | | | | | (2.6) | | |
| | | Net Assets | | | | $ | 482,713,933 | | | | | | 100.0 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| Financials | | | 17.4% | |
| Information Technology | | | 16.8% | |
| Industrials | | | 15.9% | |
| Consumer Discretionary | | | 15.5% | |
| Health Care | | | 14.1% | |
| Real Estate | | | 6.4% | |
| Materials | | | 6.4% | |
| Energy | | | 2.8% | |
| Consumer Staples | | | 1.7% | |
| Utilities | | | 1.6% | |
| Communication Services | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 480,660,424 | | | | | $ | — | | | | | $ | — | | | | | $ | 480,660,424 | | |
Short-Term Investments | | | | | 10,392,000 | | | | | | 4,028,718 | | | | | | — | | | | | | 14,420,718 | | |
Total Investments, at fair value | | | | $ | 491,052,424 | | | | | $ | 4,028,718 | | | | | $ | — | | | | | $ | 495,081,142 | | |
| Cost for federal income tax purposes was $441,233,955. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 76,591,914 | | |
| Gross Unrealized Depreciation | | | | | (22,744,687) | | |
| Net Unrealized Appreciation | | | | $ | 53,847,227 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Portfolios, Inc.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 2, 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: September 2, 2021
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 2, 2021