Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 96.1% | |||||
Communication Services: 7.7% | |||||
144,258 | Activision Blizzard, Inc. | $ | 10,724,140 | 0.2 | |
1,214,960 | (1) | Alphabet, Inc. - Class A | 116,210,924 | 1.8 | |
1,086,510 | (1) | Alphabet, Inc. - Class C | 104,467,937 | 1.7 | |
1,445,967 | AT&T, Inc. | 22,181,134 | 0.4 | ||
22,463 | (1) | Charter Communications, Inc. | 6,814,151 | 0.1 | |
892,379 | Comcast Corp. – Class A | 26,173,476 | 0.4 | ||
50,645 | (1) | Dish Network Corp. - Class A | 700,420 | 0.0 | |
53,526 | Electronic Arts, Inc. | 6,193,493 | 0.1 | ||
62,954 | Fox Corp. - Class A | 1,931,429 | 0.0 | ||
29,204 | Fox Corp. - Class B | 832,314 | 0.0 | ||
79,512 | Interpublic Group of Cos., Inc. | 2,035,507 | 0.0 | ||
28,791 | (1) | Live Nation Entertainment, Inc. | 2,189,268 | 0.0 | |
193,016 | (2) | Lumen Technologies, Inc. | 1,405,156 | 0.0 | |
57,684 | (1) | Match Group, Inc. | 2,754,411 | 0.0 | |
462,152 | (1) | Meta Platforms, Inc. | 62,704,783 | 1.0 | |
90,115 | (1) | NetFlix, Inc. | 21,216,676 | 0.3 | |
78,463 | News Corp - Class A | 1,185,576 | 0.0 | ||
24,153 | News Corp - Class B | 372,439 | 0.0 | ||
41,554 | Omnicom Group | 2,621,642 | 0.0 | ||
102,326 | (2) | Paramount Global - Class B | 1,948,287 | 0.0 | |
31,931 | (1) | Take-Two Interactive Software, Inc. | 3,480,479 | 0.1 | |
121,976 | (1) | T-Mobile US, Inc. | 16,365,520 | 0.3 | |
136,246 | (1) | Twitter, Inc. | 5,973,025 | 0.1 | |
851,025 | Verizon Communications, Inc. | 32,313,419 | 0.5 | ||
369,422 | (1) | Walt Disney Co. | 34,847,577 | 0.6 | |
446,056 | (1) | Warner Bros Discovery, Inc. | 5,129,644 | 0.1 | |
492,772,827 | 7.7 | ||||
Consumer Discretionary: 11.3% | |||||
12,339 | Advance Auto Parts, Inc. | 1,929,079 | 0.0 | ||
1,796,022 | (1) | Amazon.com, Inc. | 202,950,486 | 3.2 | |
54,722 | (1) | Aptiv PLC | 4,279,808 | 0.1 | |
3,949 | (1) | Autozone, Inc. | 8,458,482 | 0.1 | |
46,262 | Bath & Body Works, Inc. | 1,508,141 | 0.0 | ||
40,895 | Best Buy Co., Inc. | 2,590,289 | 0.1 | ||
8,046 | (1) | Booking Holdings, Inc. | 13,221,268 | 0.2 | |
48,389 | BorgWarner, Inc. | 1,519,415 | 0.0 | ||
43,297 | (1) | Caesars Entertainment, Inc. | 1,396,761 | 0.0 | |
32,425 | (1),(2) | Carmax, Inc. | 2,140,698 | 0.0 | |
200,021 | (1) | Carnival Corp. | 1,406,148 | 0.0 | |
5,626 | (1) | Chipotle Mexican Grill, Inc. | 8,454,528 | 0.1 | |
64,076 | D.R. Horton, Inc. | 4,315,519 | 0.1 | ||
24,839 | Darden Restaurants, Inc. | 3,137,662 | 0.1 | ||
45,998 | Dollar General Corp. | 11,033,080 | 0.2 | ||
42,774 | (1) | Dollar Tree, Inc. | 5,821,541 | 0.1 | |
7,280 | Domino's Pizza, Inc. | 2,258,256 | 0.0 | ||
111,323 | eBay, Inc. | 4,097,800 | 0.1 | ||
25,675 | (1),(2) | Etsy, Inc. | 2,570,838 | 0.1 | |
30,615 | (1) | Expedia Group, Inc. | 2,868,319 | 0.1 | |
800,299 | Ford Motor Co. | 8,963,349 | 0.2 | ||
31,264 | (2) | Garmin Ltd. | 2,510,812 | 0.0 | |
295,457 | General Motors Co. | 9,481,215 | 0.2 | ||
28,599 | Genuine Parts Co. | 4,270,403 | 0.1 | ||
26,474 | Hasbro, Inc. | 1,784,877 | 0.0 | ||
55,581 | Hilton Worldwide Holdings, Inc. | 6,704,180 | 0.1 | ||
208,263 | Home Depot, Inc. | 57,468,092 | 0.9 | ||
66,584 | (1) | Las Vegas Sands Corp. | 2,498,232 | 0.0 | |
51,670 | Lennar Corp. - Class A | 3,851,998 | 0.1 | ||
52,556 | LKQ Corp. | 2,478,015 | 0.0 | ||
129,512 | Lowe's Cos, Inc. | 24,323,649 | 0.4 | ||
55,902 | Marriott International, Inc. | 7,834,106 | 0.1 | ||
149,085 | McDonald's Corp. | 34,399,873 | 0.6 | ||
66,116 | MGM Resorts International | 1,964,968 | 0.0 | ||
10,686 | (1),(2) | Mohawk Industries, Inc. | 974,456 | 0.0 | |
76,268 | Newell Brands, Inc. | 1,059,363 | 0.0 | ||
256,263 | Nike, Inc. - Class B | 21,300,581 | 0.3 | ||
84,650 | (1),(2) | Norwegian Cruise Line Holdings Ltd. | 961,624 | 0.0 | |
625 | (1) | NVR, Inc. | 2,491,925 | 0.0 | |
12,919 | (1) | O'Reilly Automotive, Inc. | 9,086,579 | 0.2 | |
8,094 | Pool Corp. | 2,575,592 | 0.1 | ||
46,910 | Pulte Group, Inc. | 1,759,125 | 0.0 | ||
8,693 | (2) | Ralph Lauren Corp. | 738,296 | 0.0 | |
70,974 | Ross Stores, Inc. | 5,980,979 | 0.1 | ||
44,449 | (1) | Royal Caribbean Cruises Ltd. | 1,684,617 | 0.0 | |
232,508 | Starbucks Corp. | 19,591,124 | 0.3 | ||
50,859 | Tapestry, Inc. | 1,445,921 | 0.0 | ||
93,963 | Target Corp. | 13,943,170 | 0.2 | ||
539,718 | (1) | Tesla, Inc. | 143,160,200 | 2.3 | |
237,211 | TJX Cos., Inc. | 14,735,547 | 0.2 | ||
22,598 | Tractor Supply Co. | 4,200,516 | 0.1 | ||
10,549 | (1) | Ulta Beauty, Inc. | 4,232,153 | 0.1 | |
66,916 | (2) | VF Corp. | 2,001,458 | 0.0 | |
11,045 | (2) | Whirlpool Corp. | 1,488,976 | 0.0 | |
21,314 | (1) | Wynn Resorts Ltd. | 1,343,421 | 0.0 | |
57,597 | Yum! Brands, Inc. | 6,124,865 | 0.1 | ||
715,372,375 | 11.3 | ||||
Consumer Staples: 6.6% | |||||
365,694 | Altria Group, Inc. | 14,766,724 | 0.2 | ||
113,655 | Archer-Daniels-Midland Co. | 9,143,545 | 0.1 | ||
36,918 | Brown-Forman Corp. - Class B | 2,457,631 | 0.0 | ||
40,828 | Campbell Soup Co. | 1,923,815 | 0.0 | ||
49,035 | Church & Dwight Co., Inc. | 3,503,060 | 0.1 | ||
24,860 | Clorox Co. | 3,191,775 | 0.1 | ||
788,704 | Coca-Cola Co. | 44,183,198 | 0.7 | ||
169,247 | Colgate-Palmolive Co. | 11,889,602 | 0.2 | ||
96,925 | Conagra Brands, Inc. | 3,162,663 | 0.1 | ||
32,286 | Constellation Brands, Inc. | 7,415,449 | 0.1 | ||
89,761 | Costco Wholesale Corp. | 42,391,428 | 0.7 | ||
46,973 | Estee Lauder Cos., Inc. | 10,141,471 | 0.2 | ||
120,714 | General Mills, Inc. | 9,247,900 | 0.1 | ||
29,762 | Hershey Co. | 6,561,628 | 0.1 | ||
58,646 | Hormel Foods Corp. | 2,664,874 | 0.0 | ||
21,593 | JM Smucker Co. | 2,967,094 | 0.0 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Consumer Staples: (continued) | |||||
51,690 | Kellogg Co. | $ | 3,600,725 | 0.1 | |
172,170 | Keurig Dr Pepper, Inc. | 6,167,129 | 0.1 | ||
68,415 | Kimberly-Clark Corp. | 7,699,424 | 0.1 | ||
161,409 | Kraft Heinz Co. | 5,382,990 | 0.1 | ||
132,509 | Kroger Co. | 5,797,269 | 0.1 | ||
29,175 | Lamb Weston Holdings, Inc. | 2,257,562 | 0.0 | ||
50,540 | McCormick & Co., Inc. | 3,601,986 | 0.1 | ||
38,040 | Molson Coors Beverage Co. | 1,825,540 | 0.0 | ||
277,730 | Mondelez International, Inc. | 15,227,936 | 0.2 | ||
77,940 | (1) | Monster Beverage Corp. | 6,777,662 | 0.1 | |
279,659 | PepsiCo, Inc. | 45,657,128 | 0.7 | ||
314,123 | Philip Morris International, Inc. | 26,075,350 | 0.4 | ||
484,216 | Procter & Gamble Co. | 61,132,270 | 1.0 | ||
103,240 | Sysco Corp. | 7,300,100 | 0.1 | ||
58,885 | Tyson Foods, Inc. | 3,882,288 | 0.1 | ||
144,805 | Walgreens Boots Alliance, Inc. | 4,546,877 | 0.1 | ||
288,841 | Walmart, Inc. | 37,462,678 | 0.6 | ||
420,006,771 | 6.6 | ||||
Energy: 4.4% | |||||
66,168 | APA Corp. | 2,262,284 | 0.0 | ||
205,021 | Baker Hughes Co. | 4,297,240 | 0.1 | ||
364,920 | Chevron Corp. | 52,428,056 | 0.8 | ||
257,966 | ConocoPhillips | 26,400,241 | 0.4 | ||
161,218 | Coterra Energy, Inc. | 4,211,014 | 0.1 | ||
132,688 | Devon Energy Corp. | 7,978,530 | 0.1 | ||
36,019 | Diamondback Energy, Inc. | 4,338,849 | 0.1 | ||
118,755 | EOG Resources, Inc. | 13,268,496 | 0.2 | ||
844,524 | Exxon Mobil Corp. | 73,735,390 | 1.2 | ||
183,782 | Halliburton Co. | 4,524,713 | 0.1 | ||
56,466 | (2) | Hess Corp. | 6,154,229 | 0.1 | |
401,760 | Kinder Morgan, Inc. | 6,685,286 | 0.1 | ||
137,305 | Marathon Oil Corp. | 3,100,347 | 0.0 | ||
101,041 | Marathon Petroleum Corp. | 10,036,403 | 0.2 | ||
151,005 | Occidental Petroleum Corp. | 9,279,257 | 0.1 | ||
90,207 | Oneok, Inc. | 4,622,207 | 0.1 | ||
97,480 | Phillips 66 | 7,868,586 | 0.1 | ||
48,363 | Pioneer Natural Resources Co. | 10,472,040 | 0.2 | ||
286,610 | Schlumberger NV | 10,289,299 | 0.2 | ||
79,834 | Valero Energy Corp. | 8,530,263 | 0.1 | ||
246,921 | Williams Cos., Inc. | 7,069,348 | 0.1 | ||
277,552,078 | 4.4 | ||||
Financials: 10.6% | |||||
116,526 | Aflac, Inc. | 6,548,761 | 0.1 | ||
54,772 | Allstate Corp. | 6,820,757 | 0.1 | ||
121,542 | American Express Co. | 16,397,231 | 0.3 | ||
154,090 | American International Group, Inc. | 7,316,193 | 0.1 | ||
21,919 | Ameriprise Financial, Inc. | 5,522,492 | 0.1 | ||
42,742 | Aon PLC | 11,449,300 | 0.2 | ||
42,622 | Arthur J. Gallagher & Co. | 7,297,739 | 0.1 | ||
10,924 | Assurant, Inc. | 1,586,929 | 0.0 | ||
1,416,578 | Bank of America Corp. | 42,780,656 | 0.7 | ||
149,015 | Bank of New York Mellon Corp. | 5,740,058 | 0.1 | ||
365,728 | (1) | Berkshire Hathaway, Inc. – Class B | 97,656,691 | 1.5 | |
30,552 | Blackrock, Inc. | 16,812,155 | 0.3 | ||
47,321 | Brown & Brown, Inc. | 2,861,974 | 0.0 | ||
77,776 | Capital One Financial Corp. | 7,168,614 | 0.1 | ||
21,448 | Cboe Global Markets, Inc. | 2,517,352 | 0.0 | ||
309,419 | Charles Schwab Corp. | 22,237,944 | 0.4 | ||
84,630 | Chubb Ltd. | 15,392,504 | 0.2 | ||
32,260 | Cincinnati Financial Corp. | 2,889,528 | 0.0 | ||
392,227 | Citigroup, Inc. | 16,344,099 | 0.3 | ||
100,436 | Citizens Financial Group, Inc. | 3,450,981 | 0.1 | ||
72,835 | CME Group, Inc. | 12,901,264 | 0.2 | ||
26,411 | Comerica, Inc. | 1,877,822 | 0.0 | ||
55,355 | Discover Financial Services | 5,032,877 | 0.1 | ||
7,966 | Everest Re Group Ltd. | 2,090,597 | 0.0 | ||
7,654 | Factset Research Systems, Inc. | 3,062,442 | 0.1 | ||
138,575 | Fifth Third Bancorp | 4,428,857 | 0.1 | ||
37,025 | First Republic Bank | 4,833,614 | 0.1 | ||
57,562 | (2) | Franklin Resources, Inc. | 1,238,734 | 0.0 | |
18,322 | Globe Life, Inc. | 1,826,703 | 0.0 | ||
69,172 | Goldman Sachs Group, Inc. | 20,270,855 | 0.3 | ||
65,481 | Hartford Financial Services Group, Inc. | 4,055,893 | 0.1 | ||
290,683 | Huntington Bancshares, Inc. | 3,831,202 | 0.1 | ||
113,165 | Intercontinental Exchange, Inc. | 10,224,458 | 0.2 | ||
92,180 | (2) | Invesco Ltd. | 1,262,866 | 0.0 | |
594,253 | JPMorgan Chase & Co. | 62,099,438 | 1.0 | ||
188,339 | Keycorp | 3,017,191 | 0.0 | ||
31,390 | Lincoln National Corp. | 1,378,335 | 0.0 | ||
40,525 | Loews Corp. | 2,019,766 | 0.0 | ||
35,586 | M&T Bank Corp. | 6,274,523 | 0.1 | ||
7,623 | MarketAxess Holdings, Inc. | 1,696,041 | 0.0 | ||
101,120 | Marsh & McLennan Cos., Inc. | 15,096,205 | 0.2 | ||
135,767 | Metlife, Inc. | 8,251,918 | 0.1 | ||
31,978 | Moody's Corp. | 7,774,172 | 0.1 | ||
271,358 | Morgan Stanley | 21,439,996 | 0.3 | ||
16,385 | MSCI, Inc. - Class A | 6,911,029 | 0.1 | ||
68,684 | Nasdaq, Inc. | 3,893,009 | 0.1 | ||
42,088 | Northern Trust Corp. | 3,601,049 | 0.1 | ||
83,107 | PNC Financial Services Group, Inc. | 12,417,848 | 0.2 | ||
46,970 | Principal Financial Group, Inc. | 3,388,885 | 0.1 | ||
118,526 | Progressive Corp. | 13,773,906 | 0.2 | ||
75,742 | Prudential Financial, Inc. | 6,497,149 | 0.1 | ||
39,264 | Raymond James Financial, Inc. | 3,880,068 | 0.1 | ||
188,749 | Regions Financial Corp. | 3,788,192 | 0.1 | ||
69,039 | S&P Global, Inc. | 21,081,059 | 0.3 | ||
12,710 | Signature Bank | 1,919,210 | 0.0 | ||
74,494 | State Street Corp. | 4,529,980 | 0.1 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Financials: (continued) | |||||
11,972 | (1) | SVB Financial Group | $ | 4,019,958 | 0.1 |
97,623 | Synchrony Financial | 2,751,992 | 0.0 | ||
45,909 | (2) | T. Rowe Price Group, Inc. | 4,820,904 | 0.1 | |
48,089 | Travelers Cos, Inc. | 7,367,235 | 0.1 | ||
268,917 | Truist Financial Corp. | 11,708,646 | 0.2 | ||
273,980 | US Bancorp | 11,046,874 | 0.2 | ||
768,619 | Wells Fargo & Co. | 30,913,856 | 0.5 | ||
22,283 | Willis Towers Watson PLC | 4,477,546 | 0.1 | ||
41,391 | WR Berkley Corp. | 2,673,031 | 0.0 | ||
30,571 | Zions Bancorp NA | 1,554,841 | 0.0 | ||
671,793,994 | 10.6 | ||||
Health Care: 14.5% | |||||
354,865 | Abbott Laboratories | 34,336,737 | 0.5 | ||
358,285 | AbbVie, Inc. | 48,085,430 | 0.8 | ||
9,203 | (1) | Abiomed, Inc. | 2,260,809 | 0.0 | |
60,616 | Agilent Technologies, Inc. | 7,367,875 | 0.1 | ||
14,803 | (1) | Align Technology, Inc. | 3,065,849 | 0.1 | |
31,499 | AmerisourceBergen Corp. | 4,262,760 | 0.1 | ||
108,398 | Amgen, Inc. | 24,432,909 | 0.4 | ||
101,702 | Baxter International, Inc. | 5,477,670 | 0.1 | ||
57,792 | Becton Dickinson & Co. | 12,877,791 | 0.2 | ||
29,406 | (1) | Biogen, Inc. | 7,851,402 | 0.1 | |
4,371 | (1) | Bio-Rad Laboratories, Inc. | 1,823,319 | 0.0 | |
7,924 | Bio-Techne Corp. | 2,250,416 | 0.0 | ||
290,100 | (1) | Boston Scientific Corp. | 11,235,573 | 0.2 | |
432,685 | Bristol-Myers Squibb Co. | 30,759,577 | 0.5 | ||
55,024 | Cardinal Health, Inc. | 3,669,000 | 0.1 | ||
36,197 | (1) | Catalent, Inc. | 2,619,215 | 0.0 | |
115,824 | (1) | Centene Corp. | 9,012,265 | 0.1 | |
10,262 | (1) | Charles River Laboratories International, Inc. | 2,019,562 | 0.0 | |
61,828 | Cigna Corp. | 17,155,415 | 0.3 | ||
9,958 | Cooper Cos., Inc. | 2,627,916 | 0.0 | ||
266,030 | CVS Health Corp. | 25,371,281 | 0.4 | ||
132,668 | Danaher Corp. | 34,266,818 | 0.5 | ||
11,286 | (1) | DaVita, Inc. | 934,142 | 0.0 | |
43,517 | Dentsply Sirona, Inc. | 1,233,707 | 0.0 | ||
79,552 | (1) | DexCom, Inc. | 6,407,118 | 0.1 | |
125,581 | (1) | Edwards Lifesciences Corp. | 10,376,758 | 0.2 | |
48,694 | Elevance Health, Inc. | 22,118,763 | 0.4 | ||
159,810 | Eli Lilly & Co. | 51,674,564 | 0.8 | ||
253,981 | Gilead Sciences, Inc. | 15,668,088 | 0.3 | ||
43,622 | HCA Healthcare, Inc. | 8,017,287 | 0.1 | ||
27,883 | (1) | Henry Schein, Inc. | 1,833,865 | 0.0 | |
50,370 | (1) | Hologic, Inc. | 3,249,872 | 0.1 | |
25,645 | Humana, Inc. | 12,442,698 | 0.2 | ||
16,968 | (1) | Idexx Laboratories, Inc. | 5,528,174 | 0.1 | |
31,731 | (1) | Illumina, Inc. | 6,053,957 | 0.1 | |
37,411 | (1) | Incyte Corp., Ltd. | 2,493,069 | 0.0 | |
72,502 | (1) | Intuitive Surgical, Inc. | 13,589,775 | 0.2 | |
37,794 | (1) | IQVIA Holdings, Inc. | 6,846,005 | 0.1 | |
532,774 | Johnson & Johnson | 87,033,961 | 1.4 | ||
18,319 | Laboratory Corp. of America Holdings | 3,751,914 | 0.1 | ||
29,125 | McKesson Corp. | 9,898,714 | 0.2 | ||
269,248 | Medtronic PLC | 21,741,776 | 0.3 | ||
513,341 | Merck & Co., Inc. | 44,208,927 | 0.7 | ||
4,581 | (1) | Mettler Toledo International, Inc. | 4,966,354 | 0.1 | |
68,174 | (1) | Moderna, Inc. | 8,061,576 | 0.1 | |
11,856 | (1) | Molina Healthcare, Inc. | 3,910,583 | 0.1 | |
51,229 | Organon & Co. | 1,198,759 | 0.0 | ||
25,479 | (2) | PerkinElmer, Inc. | 3,065,888 | 0.1 | |
1,137,280 | Pfizer, Inc. | 49,767,373 | 0.8 | ||
23,705 | Quest Diagnostics, Inc. | 2,908,366 | 0.0 | ||
21,721 | (1) | Regeneron Pharmaceuticals, Inc. | 14,962,945 | 0.2 | |
29,671 | Resmed, Inc. | 6,477,179 | 0.1 | ||
20,224 | (2) | STERIS Public Ltd. Co. | 3,362,847 | 0.1 | |
68,230 | Stryker Corp. | 13,819,304 | 0.2 | ||
9,473 | (2) | Teleflex, Inc. | 1,908,431 | 0.0 | |
79,392 | Thermo Fisher Scientific, Inc. | 40,266,828 | 0.6 | ||
189,545 | UnitedHealth Group, Inc. | 95,727,807 | 1.5 | ||
13,558 | Universal Health Services, Inc. | 1,195,544 | 0.0 | ||
51,969 | (1) | Vertex Pharmaceuticals, Inc. | 15,047,104 | 0.2 | |
244,864 | Viatris, Inc. | 2,086,241 | 0.0 | ||
12,166 | (1) | Waters Corp. | 3,279,102 | 0.1 | |
14,962 | West Pharmaceutical Services, Inc. | 3,681,849 | 0.1 | ||
42,330 | Zimmer Biomet Holdings, Inc. | 4,425,602 | 0.1 | ||
95,057 | Zoetis, Inc. | 14,096,003 | 0.2 | ||
922,148,408 | 14.5 | ||||
Industrials: 7.6% | |||||
112,184 | 3M Co. | 12,396,332 | 0.2 | ||
25,468 | (1) | Alaska Air Group, Inc. | 997,072 | 0.0 | |
17,735 | Allegion Public Ltd. | 1,590,475 | 0.0 | ||
131,188 | (1),(2) | American Airlines Group, Inc. | 1,579,504 | 0.0 | |
46,639 | Ametek, Inc. | 5,289,329 | 0.1 | ||
26,265 | AO Smith Corp. | 1,275,954 | 0.0 | ||
113,109 | (1) | Boeing Co. | 13,695,238 | 0.2 | |
171,327 | Carrier Global Corp. | 6,092,388 | 0.1 | ||
106,975 | Caterpillar, Inc. | 17,552,458 | 0.3 | ||
25,103 | (2) | CH Robinson Worldwide, Inc. | 2,417,670 | 0.0 | |
17,429 | Cintas Corp. | 6,765,763 | 0.1 | ||
43,172 | (1) | Copart, Inc. | 4,593,501 | 0.1 | |
80,235 | (1) | CoStar Group, Inc. | 5,588,368 | 0.1 | |
433,898 | CSX Corp. | 11,559,043 | 0.2 | ||
28,499 | Cummins, Inc. | 5,799,831 | 0.1 | ||
56,387 | Deere & Co. | 18,827,055 | 0.3 | ||
129,480 | (1) | Delta Air Lines, Inc. | 3,633,209 | 0.1 | |
29,118 | Dover Corp. | 3,394,576 | 0.1 | ||
80,590 | Eaton Corp. PLC | 10,747,482 | 0.2 | ||
119,975 | Emerson Electric Co. | 8,784,569 | 0.1 | ||
24,709 | Equifax, Inc. | 4,235,864 | 0.1 | ||
33,151 | Expeditors International Washington, Inc. | 2,927,565 | 0.0 | ||
116,260 | Fastenal Co. | 5,352,610 | 0.1 | ||
48,442 | FedEx Corp. | 7,192,184 | 0.1 | ||
72,399 | Fortive Corp. | 4,220,862 | 0.1 | ||
26,420 | Fortune Brands Home & Security, Inc. | 1,418,490 | 0.0 | ||
12,892 | (1) | Generac Holdings, Inc. | 2,296,581 | 0.0 | |
45,570 | General Dynamics Corp. | 9,668,587 | 0.2 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Industrials: (continued) | |||||
222,311 | General Electric Co. | $ | 13,763,274 | 0.2 | |
136,516 | Honeywell International, Inc. | 22,794,077 | 0.4 | ||
74,917 | Howmet Aerospace, Inc. | 2,317,183 | 0.0 | ||
8,089 | Huntington Ingalls Industries, Inc. | 1,791,713 | 0.0 | ||
15,352 | IDEX Corp. | 3,068,097 | 0.1 | ||
57,243 | Illinois Tool Works, Inc. | 10,340,948 | 0.2 | ||
81,989 | Ingersoll Rand, Inc. | 3,546,844 | 0.1 | ||
25,980 | Jacobs Solutions, Inc. | 2,818,570 | 0.0 | ||
16,931 | JB Hunt Transport Services, Inc. | 2,648,347 | 0.0 | ||
139,580 | Johnson Controls International plc | 6,870,128 | 0.1 | ||
38,776 | L3Harris Technologies, Inc. | 8,058,816 | 0.1 | ||
27,603 | Leidos Holdings, Inc. | 2,414,434 | 0.0 | ||
47,836 | Lockheed Martin Corp. | 18,478,568 | 0.3 | ||
45,699 | Masco Corp. | 2,133,686 | 0.0 | ||
72,650 | Nielsen Holdings PLC | 2,013,858 | 0.0 | ||
10,884 | Nordson Corp. | 2,310,347 | 0.0 | ||
47,595 | Norfolk Southern Corp. | 9,978,292 | 0.2 | ||
29,513 | Northrop Grumman Corp. | 13,880,554 | 0.2 | ||
18,545 | Old Dominion Freight Line | 4,613,440 | 0.1 | ||
85,395 | Otis Worldwide Corp. | 5,448,201 | 0.1 | ||
70,225 | Paccar, Inc. | 5,877,130 | 0.1 | ||
25,928 | Parker Hannifin Corp. | 6,282,614 | 0.1 | ||
33,407 | Pentair PLC | 1,357,326 | 0.0 | ||
29,026 | (2) | Quanta Services, Inc. | 3,697,622 | 0.1 | |
299,199 | Raytheon Technologies Corp. | 24,492,430 | 0.4 | ||
41,613 | Republic Services, Inc. | 5,661,033 | 0.1 | ||
22,321 | Robert Half International, Inc. | 1,707,556 | 0.0 | ||
23,482 | Rockwell Automation, Inc. | 5,051,213 | 0.1 | ||
46,898 | (2) | Rollins, Inc. | 1,626,423 | 0.0 | |
10,780 | Snap-On, Inc. | 2,170,553 | 0.0 | ||
119,765 | (1) | Southwest Airlines Co. | 3,693,553 | 0.1 | |
29,953 | Stanley Black & Decker, Inc. | 2,252,765 | 0.0 | ||
42,865 | Textron, Inc. | 2,497,315 | 0.0 | ||
46,955 | Trane Technologies PLC | 6,799,554 | 0.1 | ||
10,474 | TransDigm Group, Inc. | 5,496,965 | 0.1 | ||
126,544 | Union Pacific Corp. | 24,653,302 | 0.4 | ||
65,993 | (1) | United Airlines Holdings, Inc. | 2,146,752 | 0.0 | |
148,341 | United Parcel Service, Inc. - Class B | 23,963,005 | 0.4 | ||
14,182 | (1) | United Rentals, Inc. | 3,830,842 | 0.1 | |
31,893 | Verisk Analytics, Inc. | 5,438,713 | 0.1 | ||
76,220 | Waste Management, Inc. | 12,211,206 | 0.2 | ||
36,891 | Westinghouse Air Brake Technologies Corp. | 3,001,083 | 0.0 | ||
9,175 | WW Grainger, Inc. | 4,488,318 | 0.1 | ||
36,375 | Xylem, Inc. | 3,177,720 | 0.1 | ||
480,756,930 | 7.6 | ||||
Information Technology: 25.4% | |||||
128,179 | Accenture PLC | 32,980,457 | 0.5 | ||
94,835 | (1) | Adobe, Inc. | 26,098,592 | 0.4 | |
327,308 | (1) | Advanced Micro Devices, Inc. | 20,738,235 | 0.3 | |
32,378 | (1) | Akamai Technologies, Inc. | 2,600,601 | 0.0 | |
120,609 | Amphenol Corp. | 8,075,979 | 0.1 | ||
105,333 | Analog Devices, Inc. | 14,677,100 | 0.2 | ||
17,570 | (1) | ANSYS, Inc. | 3,895,269 | 0.1 | |
3,061,163 | Apple, Inc. | 423,052,727 | 6.7 | ||
176,285 | Applied Materials, Inc. | 14,443,030 | 0.2 | ||
49,944 | (1) | Arista Networks, Inc. | 5,638,178 | 0.1 | |
43,936 | (1) | Autodesk, Inc. | 8,207,245 | 0.1 | |
84,200 | Automatic Data Processing, Inc. | 19,045,198 | 0.3 | ||
81,829 | Broadcom, Inc. | 36,332,894 | 0.6 | ||
23,677 | Broadridge Financial Solutions, Inc. ADR | 3,417,065 | 0.1 | ||
55,697 | (1) | Cadence Design Systems, Inc. | 9,102,561 | 0.1 | |
27,291 | CDW Corp. | 4,259,579 | 0.1 | ||
31,015 | (1) | Ceridian HCM Holding, Inc. | 1,733,118 | 0.0 | |
839,054 | Cisco Systems, Inc. | 33,562,160 | 0.5 | ||
25,191 | Citrix Systems, Inc. | 2,619,864 | 0.1 | ||
105,266 | Cognizant Technology Solutions Corp. | 6,046,479 | 0.1 | ||
153,534 | Corning, Inc. | 4,455,557 | 0.1 | ||
46,582 | (1) | DXC Technology Co. | 1,140,327 | 0.0 | |
27,449 | (1) | Enphase Energy, Inc. | 7,616,274 | 0.1 | |
11,625 | (1) | EPAM Systems, Inc. | 4,210,459 | 0.1 | |
12,214 | (1) | F5, Inc. | 1,767,732 | 0.0 | |
123,363 | Fidelity National Information Services, Inc. | 9,322,542 | 0.2 | ||
129,604 | (1) | Fiserv, Inc. | 12,127,046 | 0.2 | |
15,201 | (1) | FleetCor Technologies, Inc. | 2,677,960 | 0.0 | |
132,621 | (1) | Fortinet, Inc. | 6,515,670 | 0.1 | |
16,028 | (1) | Gartner, Inc. | 4,434,787 | 0.1 | |
56,164 | Global Payments, Inc. | 6,068,520 | 0.1 | ||
262,600 | Hewlett Packard Enterprise Co. | 3,145,948 | 0.1 | ||
184,410 | HP, Inc. | 4,595,497 | 0.1 | ||
832,035 | Intel Corp. | 21,441,542 | 0.3 | ||
183,019 | International Business Machines Corp. | 21,744,487 | 0.3 | ||
57,122 | Intuit, Inc. | 22,124,493 | 0.4 | ||
14,717 | Jack Henry & Associates, Inc. | 2,682,468 | 0.0 | ||
65,258 | Juniper Networks, Inc. | 1,704,539 | 0.0 | ||
36,464 | (1) | Keysight Technologies, Inc. | 5,737,975 | 0.1 | |
28,735 | KLA Corp. | 8,696,073 | 0.1 | ||
27,756 | Lam Research Corp. | 10,158,696 | 0.2 | ||
172,896 | Mastercard, Inc. - Class A | 49,161,249 | 0.8 | ||
112,298 | Microchip Technology, Inc. | 6,853,547 | 0.1 | ||
223,540 | Micron Technology, Inc. | 11,199,354 | 0.2 | ||
1,511,258 | Microsoft Corp. | 351,971,988 | 5.5 | ||
9,007 | Monolithic Power Systems, Inc. | 3,273,144 | 0.1 | ||
33,790 | Motorola Solutions, Inc. | 7,567,946 | 0.1 | ||
44,948 | NetApp, Inc. | 2,780,034 | 0.1 | ||
121,472 | NortonLifeLock, Inc. | 2,446,446 | 0.0 | ||
507,410 | Nvidia Corp. | 61,594,500 | 1.0 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Information Technology: (continued) | |||||
53,213 | NXP Semiconductor NV - NXPI - US | $ | 7,849,450 | 0.1 | |
87,761 | (1) | ON Semiconductor Corp. | 5,470,143 | 0.1 | |
307,810 | Oracle Corp. | 18,797,957 | 0.3 | ||
64,897 | (2) | Paychex, Inc. | 7,282,092 | 0.1 | |
9,850 | (1) | Paycom Software, Inc. | 3,250,401 | 0.1 | |
234,347 | (1) | PayPal Holdings, Inc. | 20,170,246 | 0.3 | |
21,264 | (1) | PTC, Inc. | 2,224,214 | 0.0 | |
20,913 | (1) | Qorvo, Inc. | 1,660,701 | 0.0 | |
227,563 | Qualcomm, Inc. | 25,710,068 | 0.4 | ||
21,482 | Roper Technologies, Inc. | 7,725,786 | 0.1 | ||
201,626 | (1) | Salesforce, Inc. | 29,001,884 | 0.5 | |
39,922 | Seagate Technology Holdings PLC | 2,125,048 | 0.0 | ||
40,933 | (1) | ServiceNow, Inc. | 15,456,710 | 0.2 | |
32,504 | Skyworks Solutions, Inc. | 2,771,616 | 0.0 | ||
11,274 | (1) | SolarEdge Technologies, Inc. | 2,609,480 | 0.0 | |
30,998 | (1) | Synopsys, Inc. | 9,470,199 | 0.2 | |
65,072 | TE Connectivity Ltd. | 7,181,346 | 0.1 | ||
9,461 | (1) | Teledyne Technologies, Inc. | 3,192,804 | 0.1 | |
31,770 | Teradyne, Inc. | 2,387,516 | 0.0 | ||
185,152 | Texas Instruments, Inc. | 28,657,827 | 0.5 | ||
50,523 | (1) | Trimble, Inc. | 2,741,883 | 0.0 | |
8,377 | (1) | Tyler Technologies, Inc. | 2,911,008 | 0.1 | |
18,914 | (1) | VeriSign, Inc. | 3,285,362 | 0.1 | |
331,317 | (2) | Visa, Inc. - Class A | 58,858,465 | 0.9 | |
63,253 | (1) | Western Digital Corp. | 2,058,885 | 0.0 | |
10,607 | (1) | Zebra Technologies Corp. | 2,779,140 | 0.1 | |
1,611,373,362 | 25.4 | ||||
Materials: 2.4% | |||||
44,945 | Air Products & Chemicals, Inc. | 10,460,050 | 0.2 | ||
23,735 | Albemarle Corp. | 6,276,483 | 0.1 | ||
303,527 | Amcor PLC | 3,256,845 | 0.1 | ||
16,505 | Avery Dennison Corp. | 2,685,363 | 0.0 | ||
63,691 | (2) | Ball Corp. | 3,077,549 | 0.0 | |
20,199 | Celanese Corp. - Series A | 1,824,778 | 0.0 | ||
40,378 | CF Industries Holdings, Inc. | 3,886,382 | 0.1 | ||
146,172 | Corteva, Inc. | 8,353,730 | 0.1 | ||
145,529 | Dow, Inc. | 6,393,089 | 0.1 | ||
101,502 | DuPont de Nemours, Inc. | 5,115,701 | 0.1 | ||
24,886 | Eastman Chemical Co. | 1,768,150 | 0.0 | ||
50,196 | Ecolab, Inc. | 7,249,306 | 0.1 | ||
25,437 | FMC Corp. | 2,688,691 | 0.0 | ||
289,773 | Freeport-McMoRan, Inc. | 7,919,496 | 0.1 | ||
51,472 | International Flavors & Fragrances, Inc. | 4,675,202 | 0.1 | ||
73,359 | International Paper Co. | 2,325,480 | 0.0 | ||
100,988 | Linde PLC | 27,225,355 | 0.4 | ||
51,560 | LyondellBasell Industries NV - Class A | 3,881,437 | 0.1 | ||
12,596 | Martin Marietta Materials, Inc. | 4,057,046 | 0.1 | ||
69,964 | Mosaic Co. | 3,381,360 | 0.1 | ||
160,301 | Newmont Corp. | 6,737,451 | 0.1 | ||
53,048 | Nucor Corp. | 5,675,606 | 0.1 | ||
18,926 | Packaging Corp. of America | 2,125,201 | 0.0 | ||
47,706 | PPG Industries, Inc. | 5,280,577 | 0.1 | ||
29,506 | Sealed Air Corp. | 1,313,312 | 0.0 | ||
47,794 | Sherwin-Williams Co. | 9,785,821 | 0.2 | ||
26,842 | Vulcan Materials Co. | 4,233,252 | 0.1 | ||
51,475 | WestRock Co. | 1,590,063 | 0.0 | ||
153,242,776 | 2.4 | ||||
Real Estate: 2.7% | |||||
30,000 | Alexandria Real Estate Equities, Inc. | 4,205,700 | 0.1 | ||
94,346 | American Tower Corp. | 20,256,086 | 0.3 | ||
28,240 | AvalonBay Communities, Inc. | 5,201,526 | 0.1 | ||
28,804 | Boston Properties, Inc. | 2,159,436 | 0.0 | ||
21,515 | Camden Property Trust | 2,569,967 | 0.0 | ||
65,082 | (1) | CBRE Group, Inc. | 4,393,686 | 0.1 | |
87,750 | Crown Castle, Inc. | 12,684,262 | 0.2 | ||
58,240 | Digital Realty Trust, Inc. | 5,776,243 | 0.1 | ||
77,652 | Duke Realty Corp. | 3,742,826 | 0.1 | ||
18,455 | Equinix, Inc. | 10,497,942 | 0.2 | ||
68,594 | Equity Residential | 4,610,889 | 0.1 | ||
13,196 | Essex Property Trust, Inc. | 3,196,467 | 0.1 | ||
27,122 | Extra Space Storage, Inc. | 4,684,241 | 0.1 | ||
14,756 | Federal Realty Investment Trust | 1,329,811 | 0.0 | ||
108,979 | Healthpeak Properties, Inc. | 2,497,799 | 0.0 | ||
144,370 | Host Hotels & Resorts, Inc. | 2,292,596 | 0.0 | ||
117,498 | Invitation Homes, Inc. | 3,967,907 | 0.1 | ||
58,687 | (2) | Iron Mountain, Inc. | 2,580,467 | 0.0 | |
124,824 | Kimco Realty Corp. | 2,298,010 | 0.0 | ||
23,314 | Mid-America Apartment Communities, Inc. | 3,615,302 | 0.1 | ||
150,029 | ProLogis, Inc. | 15,242,946 | 0.2 | ||
32,014 | Public Storage, Inc. | 9,374,019 | 0.1 | ||
125,145 | Realty Income Corp. | 7,283,439 | 0.1 | ||
31,332 | Regency Centers Corp. | 1,687,228 | 0.0 | ||
21,860 | SBA Communications Corp. | 6,222,449 | 0.1 | ||
66,318 | Simon Property Group, Inc. | 5,952,041 | 0.1 | ||
61,891 | UDR, Inc. | 2,581,474 | 0.0 | ||
80,730 | Ventas, Inc. | 3,242,924 | 0.1 | ||
194,506 | (2) | VICI Properties, Inc. | 5,806,004 | 0.1 | |
32,144 | (2) | Vornado Realty Trust | 744,455 | 0.0 | |
93,897 | Welltower, Inc. | 6,039,455 | 0.1 | ||
150,373 | Weyerhaeuser Co. | 4,294,653 | 0.1 | ||
171,032,250 | 2.7 | ||||
Utilities: 2.9% | |||||
134,894 | AES Corp. | 3,048,604 | 0.0 | ||
50,659 | Alliant Energy Corp. | 2,684,420 | 0.0 | ||
52,156 | Ameren Corp. | 4,201,166 | 0.1 | ||
104,102 | American Electric Power Co., Inc. | 8,999,618 | 0.1 | ||
36,710 | American Water Works Co., Inc. | 4,778,174 | 0.1 | ||
28,348 | (2) | Atmos Energy Corp. | 2,887,244 | 0.0 | |
127,135 | Centerpoint Energy, Inc. | 3,582,664 | 0.1 | ||
58,600 | CMS Energy Corp. | 3,412,864 | 0.1 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Utilities: (continued) | |||||
71,852 | Consolidated Edison, Inc. | $ | 6,162,027 | 0.1 | |
65,986 | Constellation Energy Corp. | 5,489,375 | 0.1 | ||
168,697 | Dominion Energy, Inc. | 11,658,650 | 0.2 | ||
39,131 | DTE Energy Co. | 4,502,022 | 0.1 | ||
156,026 | Duke Energy Corp. | 14,513,539 | 0.2 | ||
76,994 | Edison International | 4,356,321 | 0.1 | ||
41,077 | Entergy Corp. | 4,133,578 | 0.1 | ||
46,350 | Evergy, Inc. | 2,753,190 | 0.0 | ||
70,203 | Eversource Energy | 5,473,026 | 0.1 | ||
200,968 | Exelon Corp. | 7,528,261 | 0.1 | ||
109,997 | FirstEnergy Corp. | 4,069,889 | 0.1 | ||
398,140 | NextEra Energy, Inc. | 31,218,157 | 0.5 | ||
81,963 | NiSource, Inc. | 2,064,648 | 0.0 | ||
47,926 | NRG Energy, Inc. | 1,834,128 | 0.0 | ||
22,824 | Pinnacle West Capital Corp. | 1,472,376 | 0.0 | ||
148,637 | PPL Corp. | 3,767,948 | 0.1 | ||
100,840 | Public Service Enterprise Group, Inc. | 5,670,233 | 0.1 | ||
63,691 | Sempra Energy | 9,549,829 | 0.1 | ||
215,405 | Southern Co. | 14,647,540 | 0.2 | ||
63,711 | WEC Energy Group, Inc. | 5,697,675 | 0.1 | ||
110,842 | Xcel Energy, Inc. | 7,093,888 | 0.1 | ||
187,251,054 | 2.9 | ||||
Total Common Stock | |||||
(Cost $4,240,173,307) | 6,103,302,825 | 96.1 | |||
Principal Amount† |
Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 4.7% | |||||
Repurchase Agreements: 0.8% | |||||
11,453,791 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $11,456,662, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $11,682,867, due 11/01/22-08/20/72) | $ | 11,453,791 | 0.2 |
5,762,270 | (3) | Citadel Securities LLC, Repurchase Agreement dated 09/30/22, 3.06%, due 10/03/22 (Repurchase Amount $5,763,719, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $5,879,025, due 10/15/22-08/15/52) | 5,762,270 | 0.1 | |
6,988,606 | (3) | Citigroup, Inc., Repurchase Agreement dated 09/30/22, 2.98%, due 10/03/22 (Repurchase Amount $6,990,318, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $7,128,378, due 01/26/23-05/15/48) | 6,988,606 | 0.1 | |
3,434,024 | (3) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/22, 3.08%, due 10/03/22 (Repurchase Amount $3,434,893, collateralized by various U.S. Government Agency Obligations, 0.550%-8.000%, Market Value plus accrued interest $3,503,603, due 11/01/22-08/20/72) | 3,434,024 | 0.1 | |
15,957,905 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $15,961,892, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $16,277,063, due 08/15/25-08/20/52) | 15,957,905 | 0.2 | |
8,400,190 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $8,402,289, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,568,402, due 10/15/24-02/15/51) | 8,400,190 | 0.1 | |
Total Repurchase Agreements | |||||
(Cost $51,996,786) | 51,996,786 | 0.8 | |||
Time Deposits: 0.3% | |||||
1,610,000 | (3) | Barclays Bank PLC, 3.090%, 10/03/2022 | 1,610,000 | 0.0 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: (continued) | |||||
Time Deposits (continued) | |||||
1,320,000 | (3) | Canadian Imperial Bank of Commerce, 3.030%, 10/03/2022 | $ | 1,320,000 | 0.0 |
1,460,000 | (3) | Credit Agricole, 3.060%, 10/03/2022 | 1,460,000 | 0.0 | |
1,480,000 | (3) | Landesbank Baden-Wurttemberg, 3.070%, 10/03/2022 | 1,480,000 | 0.0 | |
1,480,000 | (3) | Mizuho Bank Ltd., 3.070%, 10/03/2022 | 1,480,000 | 0.0 | |
1,290,000 | (3) | National Australia Bank Ltd., 3.050%, 10/03/2022 | 1,290,000 | 0.0 | |
1,660,000 | (3) | Royal Bank of Canada, 3.070%, 10/03/2022 | 1,660,000 | 0.1 | |
1,670,000 | (3) | Skandinaviska Enskilda Banken AB, 3.050%, 10/03/2022 | 1,670,000 | 0.1 | |
1,330,000 | (3) | Societe Generale, 3.060%, 10/03/2022 | 1,330,000 | 0.0 | |
1,650,000 | (3) | Svenska Handelsbanken AB, 3.000%, 10/03/2022 | 1,650,000 | 0.1 | |
1,610,000 | (3) | Toronto-Dominion Bank, 3.060%, 10/03/2022 | 1,610,000 | 0.0 | |
Total Time Deposits | |||||
(Cost $16,560,000) | 16,560,000 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 3.6% | ||||||
230,118,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.930% | ||||
(Cost $230,118,000) | 230,118,000 | 3.6 | ||||
Total Short-Term Investments | ||||||
(Cost $298,674,786) | 298,674,786 | 4.7 | ||||
Total Investments in Securities (Cost $4,538,848,093) |
$ | 6,401,977,611 | 100.8 | |||
Liabilities in Excess of Other Assets | (48,073,104) | (0.8) | ||||
Net Assets | $ | 6,353,904,507 | 100.0 | |||
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of September 30, 2022. |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of September 30, 2022 in valuing the assets and liabilities:
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2022 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock | ||||||||||||||||
Communication Services | $ | 492,772,827 | $ | – | $ | – | $ | 492,772,827 | ||||||||
Consumer Discretionary | 715,372,375 | – | – | 715,372,375 | ||||||||||||
Consumer Staples | 420,006,771 | – | – | 420,006,771 | ||||||||||||
Energy | 277,552,078 | – | – | 277,552,078 | ||||||||||||
Financials | 671,793,994 | – | – | 671,793,994 | ||||||||||||
Health Care | 922,148,408 | – | – | 922,148,408 | ||||||||||||
Industrials | 480,756,930 | – | – | 480,756,930 | ||||||||||||
Information Technology | 1,608,753,498 | 2,619,864 | – | 1,611,373,362 | ||||||||||||
Materials | 153,242,776 | – | – | 153,242,776 | ||||||||||||
Real Estate | 171,032,250 | – | – | 171,032,250 | ||||||||||||
Utilities | 187,251,054 | – | – | 187,251,054 | ||||||||||||
Total Common Stock | 6,100,682,961 | 2,619,864 | – | 6,103,302,825 | ||||||||||||
Short-Term Investments | 230,118,000 | 68,556,786 | – | 298,674,786 | ||||||||||||
Total Investments, at fair value | $ | 6,330,800,961 | $ | 71,176,650 | $ | – | $ | 6,401,977,611 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Futures | $ | (23,876,735 | ) | $ | – | $ | – | $ | (23,876,735 | ) | ||||||
Total Liabilities | $ | (23,876,735 | ) | $ | – | $ | – | $ | (23,876,735 | ) |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio's investments are categorized as Level 2 investments. |
At September 30, 2022, the following futures contracts were outstanding for Voya U.S. Stock Index Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
S&P 500® E-Mini | 1,364 | 12/16/22 | $ | 245,622,300 | $ | (23,876,735 | ) | |||||
$ | 245,622,300 | $ | (23,876,735 | ) |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
Cost for federal income tax purposes was $4,563,048,027.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation | $ | 2,123,578,456 | ||
Gross Unrealized Depreciation | (308,525,607 | ) | ||
Net Unrealized Appreciation | $ | 1,815,052,849 |