Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 39.4% | |||||
Communication Services: 2.5% | |||||
22,557 | (1) | Alphabet, Inc. - Class A | $ | 2,157,577 | 0.9 |
32,724 | AT&T, Inc. | 501,986 | 0.2 | ||
18,145 | Comcast Corp. – Class A | 532,193 | 0.2 | ||
5,690 | Deutsche Telekom AG | 96,853 | 0.1 | ||
2,802 | Electronic Arts, Inc. | 324,219 | 0.1 | ||
1,103 | Elisa OYJ | 49,976 | 0.0 | ||
1,335 | Fox Corp. - Class A | 40,958 | 0.0 | ||
26,000 | HKT Trust & HKT Ltd. - Stapled Security | 30,452 | 0.0 | ||
2,442 | Interpublic Group of Cos., Inc. | 62,515 | 0.0 | ||
3,161 | (1) | Iridium Communications, Inc. | 140,254 | 0.1 | |
27,221 | Koninklijke KPN NV | 73,670 | 0.0 | ||
4,314 | (1) | Live Nation Entertainment, Inc. | 328,037 | 0.2 | |
485 | Nexstar Media Group, Inc. | 80,922 | 0.0 | ||
2,000 | Nintendo Co., Ltd. | 80,669 | 0.0 | ||
1,600 | (2) | Nippon Telegraph & Telephone Corp. | 43,156 | 0.0 | |
3,511 | Omnicom Group | 221,509 | 0.1 | ||
10,025 | Orange SA | 90,671 | 0.1 | ||
3,614 | (2) | Proximus SADP | 37,470 | 0.0 | |
44,534 | (2) | Sirius XM Holdings, Inc. | 254,289 | 0.1 | |
11,500 | (2) | SoftBank Corp. | 114,838 | 0.1 | |
7,519 | Spark New Zealand Ltd. | 21,036 | 0.0 | ||
184 | Swisscom AG | 86,156 | 0.0 | ||
13,500 | Telefonica Deutschland Holding AG | 27,294 | 0.0 | ||
7,122 | (2) | Telenor ASA | 65,181 | 0.0 | |
16,535 | Verizon Communications, Inc. | 627,834 | 0.3 | ||
6,089,715 | 2.5 | ||||
Consumer Discretionary: 3.8% | |||||
32,236 | (1) | Amazon.com, Inc. | 3,642,668 | 1.5 | |
1,504 | Bayerische Motoren Werke AG | 101,937 | 0.1 | ||
2,900 | Bridgestone Corp. | 93,789 | 0.1 | ||
574 | (1) | Chipotle Mexican Grill, Inc. | 862,584 | 0.3 | |
3,449 | Cie Generale des Etablissements Michelin SCA | 77,277 | 0.0 | ||
1,213 | Domino's Pizza, Inc. | 376,273 | 0.2 | ||
3,109 | (1) | Etsy, Inc. | 311,304 | 0.1 | |
4,140 | (1) | Expedia Group, Inc. | 387,877 | 0.2 | |
14,154 | Ford Motor Co. | 158,525 | 0.1 | ||
2,193 | General Motors Co. | 70,373 | 0.0 | ||
3,866 | Gentex Corp. | 92,166 | 0.0 | ||
2,172 | Genuine Parts Co. | 324,323 | 0.1 | ||
3,044 | Hasbro, Inc. | 205,227 | 0.1 | ||
164 | Home Depot, Inc. | 45,254 | 0.0 | ||
4,935 | LKQ Corp. | 232,685 | 0.1 | ||
2,379 | (1) | Lululemon Athletica, Inc. | 665,073 | 0.3 | |
176 | McDonald's Corp. | 40,610 | 0.0 | ||
1,800 | McDonald's Holdings Co. Japan Ltd. | 62,717 | 0.0 | ||
1,752 | Mercedes-Benz Group AG | 88,593 | 0.0 | ||
4,400 | Sekisui House Ltd. | 72,874 | 0.0 | ||
4,660 | Service Corp. International | 269,068 | 0.1 | ||
2,600 | Subaru Corp. | 39,292 | 0.0 | ||
2,646 | (1) | Tesla, Inc. | 701,852 | 0.3 | |
2,895 | Travel + Leisure Co. | 98,777 | 0.0 | ||
10,755 | Wendy's Company | 201,011 | 0.1 | ||
1,078 | Wesfarmers Ltd. | 29,471 | 0.0 | ||
2,246 | Yum! Brands, Inc. | 238,840 | 0.1 | ||
9,490,440 | 3.8 | ||||
Consumer Staples: 2.8% | |||||
5,576 | British American Tobacco PLC | 199,941 | 0.1 | ||
735 | (2) | Carrefour S.A. | 10,194 | 0.0 | |
6,600 | Coca-Cola Co. | 369,732 | 0.2 | ||
6,341 | Coles Group Ltd. | 66,849 | 0.0 | ||
3,726 | Conagra Brands, Inc. | 121,579 | 0.0 | ||
5,625 | Constellation Brands, Inc. | 1,291,950 | 0.5 | ||
3,453 | Estee Lauder Cos., Inc. | 745,503 | 0.3 | ||
11,174 | Flowers Foods, Inc. | 275,886 | 0.1 | ||
5,078 | General Mills, Inc. | 389,026 | 0.2 | ||
4,910 | Imperial Brands PLC | 100,963 | 0.1 | ||
6,200 | Japan Tobacco, Inc. | 101,883 | 0.1 | ||
2,475 | Jeronimo Martins SGPS SA | 46,093 | 0.0 | ||
2,827 | Kellogg Co. | 196,929 | 0.1 | ||
4,140 | Koninklijke Ahold Delhaize NV | 105,451 | 0.1 | ||
7,528 | Mondelez International, Inc. | 412,760 | 0.2 | ||
325 | Nestle SA | 35,151 | 0.0 | ||
2,044 | PepsiCo, Inc. | 333,703 | 0.1 | ||
6,304 | Philip Morris International, Inc. | 523,295 | 0.2 | ||
5,214 | Procter & Gamble Co. | 658,267 | 0.3 | ||
1,508 | Reckitt Benckiser Group PLC | 99,952 | 0.0 | ||
33,510 | Tesco PLC | 76,908 | 0.0 | ||
1,142 | Tyson Foods, Inc. | 75,292 | 0.0 | ||
1,346 | Unilever PLC | 59,246 | 0.0 | ||
1,128 | Unilever PLC - ULVRL | 49,564 | 0.0 | ||
3,927 | Walmart, Inc. | 509,332 | 0.2 | ||
6,855,449 | 2.8 | ||||
Energy: 2.0% | |||||
1,556 | Aker BP ASA | 44,664 | 0.0 | ||
11,593 | Baker Hughes Co. | 242,989 | 0.1 | ||
48,147 | BP PLC | 230,064 | 0.1 | ||
1,273 | Cheniere Energy, Inc. | 211,204 | 0.1 | ||
2,764 | Chevron Corp. | 397,104 | 0.2 | ||
1,319 | ConocoPhillips | 134,987 | 0.0 | ||
4,481 | Diamondback Energy, Inc. | 539,781 | 0.2 | ||
3,307 | DT Midstream, Inc. | 171,600 | 0.1 | ||
26,400 | (2) | ENEOS Holdings, Inc. | 85,144 | 0.1 | |
10,173 | (2) | ENI S.p.A. | 108,125 | 0.1 | |
2,454 | EOG Resources, Inc. | 274,185 | 0.1 | ||
723 | Exxon Mobil Corp. | 63,125 | 0.0 | ||
7,255 | (2) | Galp Energia SGPS SA | 69,803 | 0.0 | |
3,300 | (2) | Idemitsu Kosan Co., Ltd. | 71,720 | 0.0 | |
18,827 | Kinder Morgan, Inc. | 313,281 | 0.1 | ||
4,005 | Marathon Petroleum Corp. | 397,817 | 0.2 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Energy: (continued) | |||||
4,267 | Phillips 66 | $ | 344,432 | 0.1 | |
6,238 | Repsol SA | 71,676 | 0.0 | ||
1,163 | Shell PLC | 28,852 | 0.0 | ||
3,157 | Targa Resources Corp. | 190,493 | 0.1 | ||
764 | (2) | TotalEnergies SE | 35,843 | 0.0 | |
6,635 | Valero Energy Corp. | 708,950 | 0.3 | ||
1,628 | Washington H Soul Pattinson & Co. Ltd. | 27,988 | 0.0 | ||
6,350 | Woodside Energy Group Ltd. | 129,741 | 0.1 | ||
4,893,568 | 2.0 | ||||
Financials: 4.9% | |||||
1,691 | Aflac, Inc. | 95,034 | 0.0 | ||
1,504 | Ageas SA/NV | 54,853 | 0.0 | ||
2,872 | Allstate Corp. | 357,650 | 0.1 | ||
1,060 | Aon PLC | 283,942 | 0.1 | ||
8,140 | Australia & New Zealand Banking Group Ltd. | 119,160 | 0.1 | ||
18,938 | Aviva PLC | 81,222 | 0.0 | ||
4,850 | Axis Capital Holdings Ltd. | 238,378 | 0.1 | ||
364 | Baloise Holding AG | 46,510 | 0.0 | ||
10,350 | Bank Leumi Le-Israel BM | 88,397 | 0.1 | ||
4,424 | Bank of America Corp. | 133,605 | 0.1 | ||
1,731 | Bank of Hawaii Corp. | 131,764 | 0.1 | ||
4,688 | Bank OZK | 185,457 | 0.1 | ||
287 | Blackrock, Inc. | 157,930 | 0.1 | ||
952 | BNP Paribas | 40,212 | 0.0 | ||
26,500 | BOC Hong Kong Holdings Ltd. | 88,132 | 0.1 | ||
625 | Charles Schwab Corp. | 44,919 | 0.0 | ||
6,507 | Citigroup, Inc. | 271,147 | 0.1 | ||
7,520 | Citizens Financial Group, Inc. | 258,387 | 0.1 | ||
1,971 | CME Group, Inc. | 349,123 | 0.1 | ||
3,763 | Commerce Bancshares, Inc. | 248,960 | 0.1 | ||
5,738 | (2) | Danske Bank A/S | 71,419 | 0.0 | |
374 | Deutsche Boerse AG | 61,308 | 0.0 | ||
6,151 | Essent Group Ltd. | 214,485 | 0.1 | ||
212 | Everest Re Group Ltd. | 55,637 | 0.0 | ||
5,873 | Fidelity National Financial, Inc. | 212,603 | 0.1 | ||
4,333 | First American Financial Corp. | 199,751 | 0.1 | ||
564 | Groupe Bruxelles Lambert NV | 39,443 | 0.0 | ||
2,709 | Hancock Whitney Corp. | 124,099 | 0.1 | ||
368 | Hannover Rueck SE | 55,165 | 0.0 | ||
1,317 | Hanover Insurance Group, Inc. | 168,760 | 0.1 | ||
4,455 | Hartford Financial Services Group, Inc. | 275,943 | 0.1 | ||
46,512 | HSBC Holdings PLC | 240,832 | 0.1 | ||
11,240 | (2) | Insurance Australia Group Ltd. | 33,251 | 0.0 | |
2,970 | International Bancshares Corp. | 126,225 | 0.1 | ||
10,500 | (2) | Japan Post Bank Co. Ltd. | 73,397 | 0.0 | |
7,700 | Japan Post Holdings Co. Ltd. | 51,014 | 0.0 | ||
407 | JPMorgan Chase & Co. | 42,532 | 0.0 | ||
7,214 | Keycorp | 115,568 | 0.0 | ||
29,706 | Legal & General Group PLC | 70,907 | 0.0 | ||
3,678 | Loews Corp. | 183,312 | 0.1 | ||
1,158 | LPL Financial Holdings, Inc. | 253,000 | 0.1 | ||
1,761 | Marsh & McLennan Cos., Inc. | 262,900 | 0.1 | ||
32,414 | Medibank Pvt Ltd. | 72,451 | 0.0 | ||
8,748 | (2) | Mediobanca Banca di Credito Finanziario SpA | 68,451 | 0.0 | |
5,591 | Metlife, Inc. | 339,821 | 0.1 | ||
20,247 | MGIC Investment Corp. | 259,567 | 0.1 | ||
14,400 | Mitsubishi HC Capital, Inc. | 61,894 | 0.0 | ||
32,300 | Mitsubishi UFJ Financial Group, Inc. | 146,323 | 0.1 | ||
308 | Mizrahi Tefahot Bank Ltd. | 10,783 | 0.0 | ||
10,600 | (2) | Mizuho Financial Group, Inc. | 114,741 | 0.1 | |
2,226 | Morgan Stanley | 175,876 | 0.1 | ||
3,300 | (2) | MS&AD Insurance Group Holdings, Inc. | 87,393 | 0.1 | |
1,983 | MSCI, Inc. - Class A | 836,410 | 0.3 | ||
231 | Muenchener Rueckversicherungs-Gesellschaft AG | 55,606 | 0.0 | ||
16,425 | NatWest Group PLC | 40,910 | 0.0 | ||
1,987 | NN Group NV | 77,282 | 0.0 | ||
11,911 | Old Republic International Corp. | 249,297 | 0.1 | ||
10,652 | Phoenix Group Holdings PLC | 62,035 | 0.0 | ||
1,333 | Popular, Inc. | 96,056 | 0.0 | ||
7,168 | (3) | Poste Italiane SpA | 54,154 | 0.0 | |
3,894 | Prosperity Bancshares, Inc. | 259,652 | 0.1 | ||
10,644 | Regions Financial Corp. | 213,625 | 0.1 | ||
2,274 | Sampo OYJ | 97,080 | 0.1 | ||
5,028 | Schroders PLC | 21,612 | 0.0 | ||
2,100 | (2) | Sompo Holdings, Inc. | 84,024 | 0.0 | |
4,600 | Sumitomo Mitsui Financial Group, Inc. | 127,519 | 0.1 | ||
3,000 | (2) | Sumitomo Mitsui Trust Holdings, Inc. | 85,319 | 0.1 | |
8,395 | Suncorp Group Ltd. | 54,173 | 0.0 | ||
3,300 | Tokio Marine Holdings, Inc. | 58,651 | 0.0 | ||
2,028 | Travelers Cos, Inc. | 310,690 | 0.1 | ||
3,282 | (2) | Tryg A/S | 67,753 | 0.0 | |
1,811 | UMB Financial Corp. | 152,649 | 0.1 | ||
6,678 | Unum Group | 259,106 | 0.1 | ||
8,591 | US Bancorp | 346,389 | 0.1 | ||
4,209 | Washington Federal, Inc. | 126,186 | 0.1 | ||
6,970 | Wells Fargo & Co. | 280,333 | 0.1 | ||
6,598 | Westpac Banking Corp. | 87,292 | 0.1 | ||
1,474 | Willis Towers Watson PLC | 296,186 | 0.1 | ||
418 | Zurich Insurance Group AG | 166,636 | 0.1 | ||
12,110,258 | 4.9 | ||||
Health Care: 6.1% | |||||
4,283 | Abbott Laboratories | 414,423 | 0.2 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Health Care: (continued) | |||||
1,672 | AbbVie, Inc. | $ | 224,399 | 0.1 | |
1,230 | Amgen, Inc. | 277,242 | 0.1 | ||
20,120 | (1) | Boston Scientific Corp. | 779,248 | 0.3 | |
9,018 | Bristol-Myers Squibb Co. | 641,090 | 0.3 | ||
4,379 | Cardinal Health, Inc. | 291,992 | 0.1 | ||
1,213 | Cigna Corp. | 336,571 | 0.1 | ||
5,710 | CVS Health Corp. | 544,563 | 0.2 | ||
2,543 | Danaher Corp. | 656,831 | 0.3 | ||
8,858 | (1) | DexCom, Inc. | 713,423 | 0.3 | |
4,249 | (1) | Edwards Lifesciences Corp. | 351,095 | 0.1 | |
616 | Elevance Health, Inc. | 279,812 | 0.1 | ||
6,556 | Eli Lilly & Co. | 2,119,883 | 0.9 | ||
7,438 | Gilead Sciences, Inc. | 458,850 | 0.2 | ||
10,364 | GSK PLC | 149,684 | 0.1 | ||
1,747 | Hikma Pharmaceuticals PLC | 26,332 | 0.0 | ||
1,722 | Humana, Inc. | 835,497 | 0.3 | ||
1,995 | (1) | Intuitive Surgical, Inc. | 373,943 | 0.2 | |
189 | Ipsen SA | 17,492 | 0.0 | ||
8,076 | Johnson & Johnson | 1,319,295 | 0.5 | ||
1,075 | McKesson Corp. | 365,360 | 0.2 | ||
1,876 | Medtronic PLC | 151,487 | 0.1 | ||
6,435 | Merck & Co., Inc. | 554,182 | 0.2 | ||
4,700 | Novartis AG | 358,314 | 0.2 | ||
3,000 | Ono Pharmaceutical Co., Ltd. | 70,076 | 0.0 | ||
960 | Orion Oyj | 40,423 | 0.0 | ||
1,600 | Otsuka Holdings Co. Ltd. | 50,664 | 0.0 | ||
19,547 | Pfizer, Inc. | 855,377 | 0.3 | ||
969 | Recordati Industria Chimica e Farmaceutica SpA | 35,464 | 0.0 | ||
190 | Roche Holding AG-GENUSSCHEIN | 61,851 | 0.0 | ||
2,435 | Sanofi | 185,416 | 0.1 | ||
5,300 | Takeda Pharmaceutical Co., Ltd. | 137,629 | 0.1 | ||
141 | Thermo Fisher Scientific, Inc. | 71,514 | 0.0 | ||
2,148 | UnitedHealth Group, Inc. | 1,084,826 | 0.4 | ||
1,214 | Zoetis, Inc. | 180,024 | 0.1 | ||
15,014,272 | 6.1 | ||||
Industrials: 3.3% | |||||
3,543 | 3M Co. | 391,501 | 0.2 | ||
2,316 | (2) | ACS Actividades de Construccion y Servicios SA | 52,039 | 0.0 | |
2,088 | AECOM | 142,757 | 0.1 | ||
725 | Allegion Public Ltd. | 65,018 | 0.0 | ||
44 | AP Moller - Maersk A/S - Class B | 79,958 | 0.1 | ||
576 | Atlantia S.p.A | 12,710 | 0.0 | ||
27,986 | Aurizon Holdings Ltd. | 61,895 | 0.0 | ||
13,226 | BAE Systems PLC | 116,209 | 0.1 | ||
6,697 | Booz Allen Hamilton Holding Corp. | 618,468 | 0.2 | ||
2,578 | Bouygues SA | 67,436 | 0.0 | ||
7,816 | Brambles Ltd. | 57,178 | 0.0 | ||
934 | Bureau Veritas SA | 20,901 | 0.0 | ||
800 | Caterpillar, Inc. | 131,264 | 0.0 | ||
3,343 | CSX Corp. | 89,057 | 0.0 | ||
973 | Cummins, Inc. | 198,015 | 0.1 | ||
1,900 | (2) | Dai Nippon Printing Co., Ltd. | 38,065 | 0.0 | |
1,092 | DCC PLC | 56,710 | 0.0 | ||
2,899 | Deutsche Post AG | 87,374 | 0.1 | ||
5,230 | Eaton Corp. PLC | 697,473 | 0.3 | ||
4,028 | Emerson Electric Co. | 294,930 | 0.1 | ||
423 | FedEx Corp. | 62,803 | 0.0 | ||
2,824 | Fortive Corp. | 164,639 | 0.1 | ||
606 | GEA Group AG | 19,612 | 0.0 | ||
4,939 | Johnson Controls International plc | 243,098 | 0.1 | ||
1,245 | Kone Oyj | 47,968 | 0.0 | ||
655 | Lockheed Martin Corp. | 253,020 | 0.1 | ||
2,400 | (2) | Mitsui OSK Lines Ltd. | 42,942 | 0.0 | |
3,365 | MSC Industrial Direct Co. | 245,006 | 0.1 | ||
5,500 | MTR Corp. | 25,228 | 0.0 | ||
3,000 | (2) | Nippon Yusen KK | 50,922 | 0.0 | |
9,000 | (2) | Obayashi Corp. | 57,762 | 0.0 | |
173 | Parker Hannifin Corp. | 41,920 | 0.0 | ||
7,019 | Quanta Services, Inc. | 894,150 | 0.4 | ||
2,115 | Relx PLC (GBP Exchange) | 51,681 | 0.0 | ||
2,573 | Robert Half International, Inc. | 196,834 | 0.1 | ||
976 | Rockwell Automation, Inc. | 209,947 | 0.1 | ||
1,200 | Secom Co., Ltd. | 68,423 | 0.1 | ||
31,000 | SITC International Holdings Co. Ltd. | 56,852 | 0.0 | ||
6,500 | Sumitomo Corp. | 80,303 | 0.1 | ||
863 | TransDigm Group, Inc. | 452,920 | 0.2 | ||
4,185 | Transurban Group - Stapled Security | 33,051 | 0.0 | ||
1,589 | United Parcel Service, Inc. - Class B | 256,687 | 0.1 | ||
1,498 | Verisk Analytics, Inc. | 255,454 | 0.1 | ||
5,580 | Waste Connections, Inc. | 754,025 | 0.3 | ||
700 | Wolters Kluwer NV | 68,161 | 0.0 | ||
340 | WW Grainger, Inc. | 166,325 | 0.1 | ||
3,200 | (2) | Yamato Holdings Co., Ltd. | 48,056 | 0.0 | |
8,126,747 | 3.3 | ||||
Information Technology: 10.0% | |||||
7,539 | (1) | Advanced Micro Devices, Inc. | 477,671 | 0.2 | |
3,693 | Amdocs Ltd. | 293,409 | 0.1 | ||
30,513 | Apple, Inc. | 4,216,897 | 1.7 | ||
1,144 | Automatic Data Processing, Inc. | 258,761 | 0.1 | ||
4,286 | (1) | Cadence Design Systems, Inc. | 700,461 | 0.3 | |
15,909 | Cisco Systems, Inc. | 636,360 | 0.3 | ||
5,278 | Cognizant Technology Solutions Corp. | 303,168 | 0.1 | ||
2,684 | (1) | Crowdstrike Holdings, Inc. | 442,350 | 0.2 | |
4,602 | (1) | Datadog, Inc. | 408,565 | 0.2 | |
3,108 | Dolby Laboratories, Inc. | 202,486 | 0.1 | ||
2,357 | (1) | Enphase Energy, Inc. | 653,997 | 0.3 | |
2,174 | (1) | Gartner, Inc. | 601,524 | 0.2 | |
5,710 | Genpact Ltd. | 249,927 | 0.1 | ||
2,434 | International Business Machines Corp. | 289,183 | 0.1 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Information Technology: (continued) | |||||
2,158 | Intuit, Inc. | $ | 835,837 | 0.3 | |
1,387 | Jack Henry & Associates, Inc. | 252,808 | 0.1 | ||
9,332 | Juniper Networks, Inc. | 243,752 | 0.1 | ||
3,334 | (1) | Keysight Technologies, Inc. | 524,638 | 0.2 | |
10,157 | Marvell Technology, Inc. | 435,837 | 0.2 | ||
4,134 | MAXIMUS, Inc. | 239,235 | 0.1 | ||
24,152 | Microsoft Corp. | 5,625,001 | 2.3 | ||
1,330 | (1) | MongoDB, Inc. | 264,085 | 0.1 | |
2,148 | Motorola Solutions, Inc. | 481,088 | 0.2 | ||
3,755 | NetApp, Inc. | 232,247 | 0.1 | ||
7,371 | Nvidia Corp. | 894,766 | 0.4 | ||
1,554 | Oracle Corp. | 94,903 | 0.0 | ||
6,061 | (1) | Palo Alto Networks, Inc. | 992,731 | 0.4 | |
6,567 | Paychex, Inc. | 736,883 | 0.3 | ||
2,158 | (1) | ServiceNow, Inc. | 814,882 | 0.3 | |
2,307 | Texas Instruments, Inc. | 357,077 | 0.1 | ||
9,489 | The Sage Group PLC | 73,127 | 0.0 | ||
1,400 | Trend Micro, Inc. | 75,408 | 0.1 | ||
9,498 | Visa, Inc. - Class A | 1,687,320 | 0.7 | ||
24,596,384 | 10.0 | ||||
Materials: 1.1% | |||||
557 | Air Liquide SA | 63,664 | 0.0 | ||
1,554 | Air Products & Chemicals, Inc. | 361,662 | 0.1 | ||
9,857 | Amcor PLC | 105,766 | 0.0 | ||
392 | (2) | Chr Hansen Holding A/S | 19,310 | 0.0 | |
1,193 | CRH PLC | 38,357 | 0.0 | ||
6,696 | Crown Holdings, Inc. | 542,577 | 0.2 | ||
3,124 | Evonik Industries AG | 52,319 | 0.0 | ||
25,457 | Glencore PLC | 133,776 | 0.1 | ||
1,912 | Holcim AG | 78,355 | 0.1 | ||
1,622 | ICL Group Ltd. | 13,000 | 0.0 | ||
617 | Linde PLC | 166,337 | 0.1 | ||
2,800 | (2) | Mitsubishi Chemical Holdings Corp. | 12,827 | 0.0 | |
5,448 | Newmont Corp. | 228,979 | 0.1 | ||
4,500 | (2) | Nippon Steel Corp. | 62,452 | 0.0 | |
400 | Nitto Denko Corp. | 21,658 | 0.0 | ||
1,256 | (2) | Novozymes A/S | 63,117 | 0.0 | |
1,998 | (2) | OCI NV | 73,150 | 0.1 | |
594 | Packaging Corp. of America | 66,700 | 0.0 | ||
2,099 | Rio Tinto Ltd. | 126,974 | 0.1 | ||
595 | Sherwin-Williams Co. | 121,826 | 0.1 | ||
5,500 | (2) | Sumitomo Chemical Co., Ltd. | 18,918 | 0.0 | |
541 | Symrise AG | 52,754 | 0.0 | ||
5,300 | Tosoh Corp. | 59,070 | 0.0 | ||
5,241 | WestRock Co. | 161,895 | 0.1 | ||
687 | Yara International ASA | 24,110 | 0.0 | ||
2,669,553 | 1.1 | ||||
Real Estate: 1.5% | |||||
1,500 | (2) | Daiwa House Industry Co., Ltd. | 30,499 | 0.0 | |
2,639 | Digital Realty Trust, Inc. | 261,736 | 0.1 | ||
1,447 | Equity Residential | 97,267 | 0.0 | ||
2,692 | First Industrial Realty Trust, Inc. | 120,628 | 0.0 | ||
25,014 | GPT Group | 61,564 | 0.0 | ||
6,112 | Highwoods Properties, Inc. | 164,780 | 0.1 | ||
4,260 | Invitation Homes, Inc. | 143,860 | 0.1 | ||
4,631 | Iron Mountain, Inc. | 203,625 | 0.1 | ||
2,252 | Kilroy Realty Corp. | 94,832 | 0.0 | ||
491 | Lamar Advertising Co. | 40,503 | 0.0 | ||
2,055 | Life Storage, Inc. | 227,612 | 0.1 | ||
12,800 | Link REIT | 89,351 | 0.1 | ||
1,777 | Mid-America Apartment Communities, Inc. | 275,559 | 0.1 | ||
6,499 | National Retail Properties, Inc. | 259,050 | 0.1 | ||
4,146 | National Storage Affiliates Trust | 172,391 | 0.1 | ||
15,000 | New World Development Co. Ltd. | 42,601 | 0.0 | ||
1,200 | Nomura Real Estate Holdings, Inc. | 27,101 | 0.0 | ||
5,433 | ProLogis, Inc. | 551,993 | 0.2 | ||
1,022 | Realty Income Corp. | 59,480 | 0.0 | ||
1,791 | SBA Communications Corp. | 509,808 | 0.2 | ||
7,500 | Sun Hung Kai Properties Ltd. | 82,772 | 0.1 | ||
8,600 | Swire Properties Ltd. | 18,501 | 0.0 | ||
502 | Swiss Prime Site AG | 39,988 | 0.0 | ||
1,920 | WP Carey, Inc. | 134,016 | 0.1 | ||
3,709,517 | 1.5 | ||||
Utilities: 1.4% | |||||
3,152 | American Electric Power Co., Inc. | 272,490 | 0.1 | ||
548 | Atmos Energy Corp. | 55,814 | 0.0 | ||
4,000 | CK Infrastructure Holdings Ltd. | 20,401 | 0.0 | ||
10,500 | CLP Holdings Ltd. | 79,356 | 0.1 | ||
1,365 | Consolidated Edison, Inc. | 117,062 | 0.0 | ||
2,386 | DTE Energy Co. | 274,509 | 0.1 | ||
4,262 | Duke Energy Corp. | 396,451 | 0.2 | ||
1,512 | E.ON AG | 11,616 | 0.0 | ||
4,825 | Edison International | 272,999 | 0.1 | ||
260 | (2) | Elia Group SA/NV | 30,594 | 0.0 | |
3,909 | Enagas | 60,507 | 0.0 | ||
1,939 | Eversource Energy | 151,165 | 0.1 | ||
15,000 | (2) | HK Electric Investments & HK Electric Investments Ltd. - Stapled Security | 10,510 | 0.0 | |
1,802 | Iberdrola S.A. - IBEE | 16,802 | 0.0 | ||
2,438 | National Fuel Gas Co. | 150,059 | 0.1 | ||
11,980 | National Grid PLC | 123,323 | 0.1 | ||
2,454 | NiSource, Inc. | 61,816 | 0.0 | ||
11,000 | Power Assets Holdings Ltd. | 55,141 | 0.0 | ||
11,215 | PPL Corp. | 284,300 | 0.1 | ||
4,672 | Red Electrica Corp. SA | 71,694 | 0.1 | ||
1,756 | Sempra Energy | 263,295 | 0.1 | ||
2,286 | Severn Trent PLC | 59,760 | 0.0 | ||
13,954 | Snam SpA | 56,401 | 0.0 | ||
6,298 | Southern Co. | 428,264 | 0.2 | ||
11,343 | Terna - Rete Elettrica Nazionale | 69,085 | 0.0 | ||
3,578 | UGI Corp. | 115,677 | 0.0 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Utilities: (continued) | |||||
6,930 | United Utilities Group PLC | $ | 68,428 | 0.0 | |
3,577,519 | 1.4 | ||||
Total Common Stock | |||||
(Cost $106,350,583) | 97,133,422 | 39.4 | |||
EXCHANGE-TRADED FUNDS: 0.2% | |||||
3,783 | iShares MSCI EAFE Value Index ETF | 145,759 | 0.1 | ||
1,986 | iShares Russell 1000 Value ETF | 270,076 | 0.1 | ||
Total Exchange-Traded Funds | |||||
(Cost $456,575) | 415,835 | 0.2 | |||
MUTUAL FUNDS: 10.7% | |||||
Affiliated Investment Companies: 10.7% | |||||
221,915 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 1,535,649 | 0.6 | ||
2,197,574 | Voya Floating Rate Fund - Class P | 17,976,155 | 7.3 | ||
1,043,491 | Voya High Yield Bond Fund - Class P | 6,782,693 | 2.8 | ||
Total Mutual Funds | |||||
(Cost $30,371,947) | 26,294,497 | 10.7 | |||
PREFERRED STOCK: 0.2% | |||||
Consumer Staples: 0.0% | |||||
982 | Henkel AG & Co. KGaA | 58,318 | 0.0 | ||
Financials: 0.2% | |||||
50 | (1),(4) | Fannie Mae | 500,000 | 0.2 | |
Total Preferred Stock | |||||
(Cost $4,168,331) | 558,318 | 0.2 | |||
OTHER(5): –% | |||||
Consumer Discretionary: –% | |||||
120,000 | (6),(7) | General Motors Co. Escrow | – | – | |
Total Other | |||||
(Cost $–) | – | – | |||
Principal Amount† |
Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: 11.6% | |||||
Basic Materials: 0.6% | |||||
15,000 | (3) | ASP Unifrax Holdings, Inc., 5.250%, 09/30/2028 | 11,554 | 0.0 | |
200,000 | (3) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 166,106 | 0.1 | |
70,000 | (2),(3) | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | 57,925 | 0.0 | |
70,000 | (3) | Coeur Mining, Inc., 5.125%, 02/15/2029 | 53,034 | 0.0 | |
250,000 | (3) | Evraz PLC, 5.250%, 04/02/2024 | 131,250 | 0.1 | |
225,000 | (3) | GC Treasury Center Co. Ltd., 4.400%, 03/30/2032 | 194,117 | 0.1 | |
70,000 | (3) | HudBay Minerals, Inc., 4.500%, 04/01/2026 | 58,269 | 0.0 | |
70,000 | (3) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 58,235 | 0.0 | |
70,000 | (3),(8) | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | 64,846 | 0.1 | |
65,000 | (3) | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | 48,878 | 0.0 | |
70,000 | (3) | Mativ, Inc., 6.875%, 10/01/2026 | 61,856 | 0.0 | |
35,000 | (3) | Mineral Resources Ltd., 8.000%, 11/01/2027 | 33,607 | 0.0 | |
70,000 | (3) | Novelis Corp., 3.875%, 08/15/2031 | 52,364 | 0.0 | |
60,000 | (3) | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.000%, 01/27/2030 | 50,018 | 0.0 | |
70,000 | Olin Corp., 5.125%, 09/15/2027 | 63,398 | 0.1 | ||
200,000 | (2) | Suzano Austria GmbH, 5.000%, 01/15/2030 | 173,690 | 0.1 | |
70,000 | (3) | Taseko Mines Ltd., 7.000%, 02/15/2026 | 55,777 | 0.0 | |
50,000 | (3) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.125%, 04/01/2029 | 29,596 | 0.0 | |
55,000 | (3) | Tronox, Inc., 4.625%, 03/15/2029 | 40,816 | 0.0 | |
70,000 | (3) | Vibrantz Technologies, Inc., 9.000%, 02/15/2030 | 45,701 | 0.0 | |
1,451,037 | 0.6 | ||||
Communications: 0.8% | |||||
70,000 | (2) | AMC Networks, Inc., 4.250%, 02/15/2029 | 51,917 | 0.0 | |
70,000 | (3) | Audacy Capital Corp., 6.500%, 05/01/2027 | 17,285 | 0.0 | |
70,000 | (3) | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | 54,125 | 0.0 | |
70,000 | (3) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | 50,269 | 0.0 | |
70,000 | (3) | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | 50,861 | 0.0 | |
206,000 | Comcast Corp., 2.937%, 11/01/2056 | 123,318 | 0.1 | ||
70,000 | (3) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 52,943 | 0.0 | |
70,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 64,847 | 0.1 | ||
70,000 | (3) | Directv Financing LLC / Directv Financing Co-Obligor, Inc., 5.875%, 08/15/2027 | 60,506 | 0.1 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: (continued) | |||||
Communications: (continued) | |||||
70,000 | DISH DBS Corp., 5.125%, 06/01/2029 | $ | 41,237 | 0.0 | |
70,000 | Embarq Corp., 7.995%, 06/01/2036 | 35,157 | 0.0 | ||
70,000 | (3) | GCI LLC, 4.750%, 10/15/2028 | 58,259 | 0.0 | |
70,000 | (3) | Gray Escrow II, Inc., 5.375%, 11/15/2031 | 55,059 | 0.0 | |
70,000 | (2) | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 59,019 | 0.0 | |
75,000 | (3) | McGraw-Hill Education, Inc., 8.000%, 08/01/2029 | 61,672 | 0.1 | |
70,000 | (3) | Millennium Escrow Corp., 6.625%, 08/01/2026 | 55,490 | 0.0 | |
45,000 | Netflix, Inc., 5.875%, 11/15/2028 | 44,023 | 0.0 | ||
70,000 | (9) | Paramount Global, 6.250%, 02/28/2057 | 60,377 | 0.0 | |
280,000 | (9) | Paramount Global, 6.375%, 03/30/2062 | 242,375 | 0.1 | |
70,000 | (3) | Radiate Holdco LLC / Radiate Finance, Inc., 4.500%, 09/15/2026 | 57,507 | 0.0 | |
70,000 | (3) | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | 52,787 | 0.0 | |
70,000 | (3) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 64,387 | 0.1 | |
70,000 | (3) | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | 44,475 | 0.0 | |
70,000 | Sprint Corp., 7.625%, 03/01/2026 | 72,519 | 0.1 | ||
70,000 | (3) | Stagwell Global LLC, 5.625%, 08/15/2029 | 57,706 | 0.0 | |
70,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 54,583 | 0.0 | ||
70,000 | (3) | Univision Communications, Inc., 6.625%, 06/01/2027 | 66,216 | 0.1 | |
70,000 | (2),(3) | Urban One, Inc., 7.375%, 02/01/2028 | 59,584 | 0.0 | |
70,000 | (3) | ViaSat, Inc., 5.625%, 09/15/2025 | 54,447 | 0.0 | |
70,000 | (3) | Viavi Solutions, Inc., 3.750%, 10/01/2029 | 56,101 | 0.0 | |
70,000 | (3) | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | 49,211 | 0.0 | |
1,928,262 | 0.8 | ||||
Consumer, Cyclical: 1.6% | |||||
70,000 | (3) | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | 55,292 | 0.0 | |
70,000 | (3) | Academy Ltd., 6.000%, 11/15/2027 | 63,626 | 0.1 | |
70,000 | (3) | Adams Homes, Inc., 7.500%, 02/15/2025 | 57,878 | 0.0 | |
70,000 | (3) | Affinity Gaming, 6.875%, 12/15/2027 | 57,199 | 0.0 | |
70,000 | (3) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 63,459 | 0.1 | |
70,000 | (3) | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | 65,858 | 0.1 | |
65,000 | (3) | Arko Corp., 5.125%, 11/15/2029 | 50,825 | 0.0 | |
70,000 | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 54,781 | 0.0 | ||
70,000 | Bath & Body Works, Inc., 6.750%, 07/01/2036 | 57,794 | 0.0 | ||
70,000 | (3) | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | 53,658 | 0.0 | |
70,000 | (3) | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | 67,579 | 0.1 | |
70,000 | (3) | CCM Merger, Inc., 6.375%, 05/01/2026 | 64,009 | 0.1 | |
70,000 | (3) | Century Communities, Inc., 3.875%, 08/15/2029 | 53,812 | 0.0 | |
200,000 | (3) | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | 162,297 | 0.1 | |
70,000 | (3) | CROCS INC COMPANY GUAR 144A 08/31 4.125, 4.125%, 08/15/2031 | 53,416 | 0.0 | |
70,000 | (2) | Delta Air Lines 2020-1 Class A Pass Through Trust, 4.375%, 04/19/2028 | 59,144 | 0.0 | |
200,000 | (3) | Falabella SA, 3.375%, 01/15/2032 | 149,666 | 0.1 | |
70,000 | (3) | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.750%, 01/15/2030 | 53,332 | 0.0 | |
70,000 | (3) | Foot Locker, Inc., 4.000%, 10/01/2029 | 54,372 | 0.0 | |
70,000 | Ford Motor Co., 6.100%, 08/19/2032 | 61,831 | 0.0 | ||
70,000 | (3) | Foundation Building Materials, Inc., 6.000%, 03/01/2029 | 51,224 | 0.0 | |
70,000 | (3) | Gap, Inc./The, 3.875%, 10/01/2031 | 44,657 | 0.0 | |
70,000 | (3) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 69,114 | 0.1 | |
70,000 | (2) | Goodyear Tire & Rubber Co/The, 5.250%, 07/15/2031 | 56,086 | 0.0 | |
225,000 | Home Depot, Inc./The, 3.625%, 04/15/2052 | 170,317 | 0.1 | ||
200,000 | (3) | InRetail Consumer, 3.250%, 03/22/2028 | 166,770 | 0.1 | |
70,000 | (3) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 63,077 | 0.1 | |
70,000 | (3) | Interface, Inc., 5.500%, 12/01/2028 | 59,944 | 0.0 | |
70,000 | (3) | LBM Acquisition LLC, 6.250%, 01/15/2029 | 47,575 | 0.0 | |
70,000 | (3) | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | 54,310 | 0.0 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: (continued) | |||||
Consumer, Cyclical: (continued) | |||||
70,000 | (3) | LGI Homes, Inc., 4.000%, 07/15/2029 | $ | 51,962 | 0.0 |
70,000 | (3) | Lindblad Expeditions LLC, 6.750%, 02/15/2027 | 61,725 | 0.0 | |
70,000 | (3) | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | 52,287 | 0.0 | |
170,000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 127,419 | 0.1 | ||
70,000 | M/I Homes, Inc., 3.950%, 02/15/2030 | 51,284 | 0.0 | ||
70,000 | (3) | Macy's Retail Holdings LLC, 6.125%, 03/15/2032 | 53,748 | 0.0 | |
70,000 | (3) | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | 57,771 | 0.0 | |
70,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 67,048 | 0.1 | ||
70,000 | (3) | NCL Corp. Ltd., 7.750%, 02/15/2029 | 53,529 | 0.0 | |
70,000 | (3) | Penn Entertainment, Inc., 4.125%, 07/01/2029 | 53,673 | 0.0 | |
70,000 | (3) | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | 50,642 | 0.0 | |
25,000 | (3) | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | 25,469 | 0.0 | |
70,000 | (3) | Scientific Games Holdings L.P./Scientific Games US FinCo, Inc., 6.625%, 03/01/2030 | 56,225 | 0.0 | |
70,000 | (3) | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | 54,605 | 0.0 | |
65,000 | (3) | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | 57,676 | 0.0 | |
70,000 | (2),(3) | Sonic Automotive, Inc., 4.625%, 11/15/2029 | 55,033 | 0.0 | |
70,000 | (3) | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | 57,999 | 0.0 | |
70,000 | (3) | SRS Distribution, Inc., 6.125%, 07/01/2029 | 56,356 | 0.0 | |
70,000 | (3) | Staples, Inc., 10.750%, 04/15/2027 | 51,978 | 0.0 | |
70,000 | (3) | Station Casinos LLC, 4.500%, 02/15/2028 | 57,560 | 0.0 | |
70,000 | (3) | STL Holding Co. LLC, 7.500%, 02/15/2026 | 59,659 | 0.0 | |
70,000 | (3) | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | 51,437 | 0.0 | |
70,000 | (2) | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 65,355 | 0.1 | |
70,000 | (3) | Victoria's Secret & Co., 4.625%, 07/15/2029 | 52,999 | 0.0 | |
35,000 | (3) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 26,762 | 0.0 | |
35,000 | (3) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 36,307 | 0.0 | |
193,000 | (3) | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 140,644 | 0.1 | |
70,000 | (3) | William Carter Co/The, 5.625%, 03/15/2027 | 65,545 | 0.1 | |
70,000 | (3) | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | 61,377 | 0.0 | |
70,000 | (3) | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | 53,506 | 0.0 | |
70,000 | (3) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/2027 | 61,767 | 0.0 | |
3,972,249 | 1.6 | ||||
Consumer, Non-cyclical: 0.8% | |||||
70,000 | (3) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 63,966 | 0.1 | |
70,000 | (3) | ACCO Brands Corp., 4.250%, 03/15/2029 | 52,767 | 0.0 | |
70,000 | (3) | ADT Security Corp./The, 4.125%, 08/01/2029 | 58,248 | 0.0 | |
60,000 | (3) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 48,490 | 0.0 | |
25,000 | (3) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 22,327 | 0.0 | |
50,000 | (3) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 41,166 | 0.0 | |
70,000 | (3) | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | 58,784 | 0.0 | |
70,000 | (3) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 62,955 | 0.1 | |
70,000 | (3) | APi Escrow Corp., 4.750%, 10/15/2029 | 58,089 | 0.0 | |
70,000 | (3) | BellRing Brands, Inc., 7.000%, 03/15/2030 | 64,180 | 0.1 | |
70,000 | (3) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 62,522 | 0.1 | |
35,000 | Centene Corp., 2.625%, 08/01/2031 | 26,451 | 0.0 | ||
35,000 | Centene Corp., 4.625%, 12/15/2029 | 31,533 | 0.0 | ||
25,000 | (3) | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | 21,297 | 0.0 | |
70,000 | (2),(3) | CHS/Community Health Systems, Inc., 5.250%, 05/15/2030 | 48,897 | 0.0 | |
70,000 | (3) | CoreLogic, Inc., 4.500%, 05/01/2028 | 47,702 | 0.0 | |
64,000 | (3) | CPI CG, Inc., 8.625%, 03/15/2026 | 59,873 | 0.0 | |
70,000 | (3) | DaVita, Inc., 4.625%, 06/01/2030 | 54,334 | 0.0 | |
70,000 | Encompass Health Corp., 4.750%, 02/01/2030 | 57,698 | 0.0 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: (continued) | |||||
Consumer, Non-cyclical: (continued) | |||||
70,000 | (3) | Graham Holdings Co., 5.750%, 06/01/2026 | $ | 67,977 | 0.1 |
70,000 | HCA, Inc., 3.500%, 09/01/2030 | 57,953 | 0.0 | ||
56,000 | (3) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 56,326 | 0.0 | |
70,000 | (3) | Medline Borrower L.P., 3.875%, 04/01/2029 | 56,234 | 0.0 | |
70,000 | (2),(3) | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | 52,711 | 0.0 | |
40,000 | (3) | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | 33,391 | 0.0 | |
70,000 | (3) | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | 68,727 | 0.1 | |
70,000 | (3) | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/2029 | 51,329 | 0.0 | |
70,000 | (3) | Post Holdings, Inc., 4.625%, 04/15/2030 | 57,645 | 0.0 | |
70,000 | (3) | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | 57,042 | 0.0 | |
70,000 | (2),(3) | Select Medical Corp., 6.250%, 08/15/2026 | 65,951 | 0.1 | |
70,000 | (3) | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | 57,383 | 0.0 | |
70,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 66,250 | 0.1 | ||
70,000 | (2),(3) | Tenet Healthcare Corp., 6.125%, 10/01/2028 | 61,439 | 0.0 | |
70,000 | (3) | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | 53,643 | 0.0 | |
45,000 | (3) | United Natural Foods, Inc., 6.750%, 10/15/2028 | 41,250 | 0.0 | |
70,000 | United Rentals North America, Inc., 3.750%, 01/15/2032 | 55,100 | 0.0 | ||
40,000 | (3) | Varex Imaging Corp., 7.875%, 10/15/2027 | 39,329 | 0.0 | |
1,940,959 | 0.8 | ||||
Energy: 1.4% | |||||
70,000 | (3) | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | 67,732 | 0.1 | |
70,000 | (3) | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | 64,884 | 0.0 | |
70,000 | (3) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 61,673 | 0.0 | |
70,000 | (3) | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.875%, 06/30/2029 | 62,426 | 0.0 | |
70,000 | (3) | Baytex Energy Corp., 8.750%, 04/01/2027 | 70,524 | 0.1 | |
70,000 | (3) | Chesapeake Energy Corp., 6.750%, 04/15/2029 | 67,251 | 0.1 | |
70,000 | (3) | Chord Energy Corp., 6.375%, 06/01/2026 | 66,842 | 0.1 | |
70,000 | (3) | CNX Midstream Partners LP, 4.750%, 04/15/2030 | 55,058 | 0.0 | |
70,000 | (3) | Colgate Energy Partners III LLC, 5.875%, 07/01/2029 | 62,644 | 0.0 | |
70,000 | (3) | Comstock Resources, Inc., 5.875%, 01/15/2030 | 61,133 | 0.0 | |
70,000 | (3) | Crescent Energy Finance LLC, 7.250%, 05/01/2026 | 63,051 | 0.0 | |
70,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 66,513 | 0.0 | ||
46,000 | Devon Energy Corp., 5.250%, 10/15/2027 | 46,137 | 0.0 | ||
70,000 | (3) | DT Midstream, Inc., 4.125%, 06/15/2029 | 59,302 | 0.0 | |
70,000 | (3) | Earthstone Energy Holdings LLC, 8.000%, 04/15/2027 | 66,115 | 0.0 | |
350,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 314,862 | 0.2 | ||
70,000 | (3) | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | 64,714 | 0.0 | |
450,000 | (9) | Energy Transfer L.P., 7.125%, 12/31/2199 | 370,820 | 0.2 | |
70,000 | (2) | EnLink Midstream LLC, 5.375%, 06/01/2029 | 64,200 | 0.0 | |
70,000 | (3) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 66,286 | 0.0 | |
13,000 | (3) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 12,037 | 0.0 | |
70,000 | (3) | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | 56,674 | 0.0 | |
70,000 | (3) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | 61,341 | 0.0 | |
70,000 | (3) | Howard Midstream Energy Partners LLC, 6.750%, 01/15/2027 | 62,473 | 0.0 | |
350,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 278,272 | 0.1 | ||
70,000 | Murphy Oil Corp., 6.375%, 07/15/2028 | 66,251 | 0.0 | ||
60,000 | (3) | Nabors Industries, Inc., 7.375%, 05/15/2027 | 55,500 | 0.0 | |
70,000 | Occidental Petroleum Corp., 6.625%, 09/01/2030 | 71,218 | 0.1 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: (continued) | |||||
Energy: (continued) | |||||
225,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | $ | 159,336 | 0.1 | |
425,000 | Petroleos Mexicanos, 5.950%, 01/28/2031 | 287,731 | 0.1 | ||
185,000 | Petroleos Mexicanos, 6.700%, 02/16/2032 | 130,083 | 0.1 | ||
200,000 | (3) | Qatar Energy, 3.125%, 07/12/2041 | 146,330 | 0.1 | |
70,000 | (3) | Strathcona Resources Ltd., 6.875%, 08/01/2026 | 59,482 | 0.0 | |
70,000 | (3) | SunCoke Energy, Inc., 4.875%, 06/30/2029 | 54,131 | 0.0 | |
70,000 | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | 58,194 | 0.0 | ||
70,000 | (3) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 59,907 | 0.0 | |
70,000 | (3) | Weatherford International Ltd., 8.625%, 04/30/2030 | 61,120 | 0.0 | |
70,000 | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 57,521 | 0.0 | ||
3,559,768 | 1.4 | ||||
Financial: 4.5% | |||||
70,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 67,968 | 0.1 | ||
293,000 | (2) | American Express Co., 3.950%, 08/01/2025 | 283,960 | 0.1 | |
70,000 | (3) | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | 58,721 | 0.0 | |
200,000 | Banco Nacional de Panama, 2.500%, 08/11/2030 | 147,015 | 0.1 | ||
502,000 | (9) | Bank of America Corp., 1.530%, 12/06/2025 | 459,559 | 0.2 | |
2,391,000 | (9) | Bank of America Corp., 3.384%, 04/02/2026 | 2,259,740 | 0.9 | |
45,000 | (9) | Bank of America Corp., 3.846%, 03/08/2037 | 36,366 | 0.0 | |
70,000 | (3) | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | 55,270 | 0.0 | |
70,000 | (3) | Burford Capital Global Finance LLC, 6.875%, 04/15/2030 | 61,189 | 0.0 | |
407,000 | (9) | Capital One Financial Corp., 4.166%, 05/09/2025 | 396,177 | 0.2 | |
510,000 | (3),(9) | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 467,856 | 0.2 | |
200,000 | (3),(10) | Credit Bank of Moscow Via CBOM Finance PLC, 3.875%, 09/21/2026 | 41,225 | 0.0 | |
70,000 | (3) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 65,084 | 0.0 | |
30,000 | (3) | Freedom Mortgage Corp., 6.625%, 01/15/2027 | 21,433 | 0.0 | |
40,000 | (3) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 33,127 | 0.0 | |
1,595,000 | (9) | JPMorgan Chase & Co., 4.080%, 04/26/2026 | 1,536,693 | 0.6 | |
368,000 | (9) | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 348,524 | 0.2 | |
70,000 | (3) | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | 52,521 | 0.0 | |
35,000 | (3) | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | 29,964 | 0.0 | |
1,293,000 | (9) | Morgan Stanley, 2.188%, 04/28/2026 | 1,186,886 | 0.5 | |
1,870,000 | (9) | Morgan Stanley, 4.679%, 07/17/2026 | 1,821,856 | 0.8 | |
70,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | 48,885 | 0.0 | ||
215,000 | Nasdaq, Inc., 3.950%, 03/07/2052 | 160,332 | 0.1 | ||
70,000 | Navient Corp., 4.875%, 03/15/2028 | 53,613 | 0.0 | ||
70,000 | OneMain Finance Corp., 6.625%, 01/15/2028 | 60,222 | 0.0 | ||
70,000 | (3) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | 50,578 | 0.0 | |
70,000 | (3) | RLJ Lodging Trust L.P., 4.000%, 09/15/2029 | 54,990 | 0.0 | |
70,000 | (3) | United Wholesale Mortgage LLC, 5.750%, 06/15/2027 | 55,607 | 0.0 | |
70,000 | (3) | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | 44,578 | 0.0 | |
70,000 | (2),(3) | VistaJet Malta Finance PLC / XO Management Holding, Inc., 6.375%, 02/01/2030 | 57,398 | 0.0 | |
1,100,000 | (9) | Wells Fargo & Co., 4.540%, 08/15/2026 | 1,064,763 | 0.5 | |
70,000 | (3) | XHR L.P., 4.875%, 06/01/2029 | 57,856 | 0.0 | |
11,139,956 | 4.5 | ||||
Industrial: 0.7% | |||||
70,000 | (3) | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | 63,260 | 0.1 | |
70,000 | (3) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 59,604 | 0.0 | |
70,000 | (3) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 60,408 | 0.0 | |
70,000 | (3) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 59,360 | 0.0 | |
152,000 | FedEx Corp., 4.100%, 02/01/2045 | 110,541 | 0.1 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: (continued) | |||||
Industrial: (continued) | |||||
70,000 | (3) | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | $ | 56,099 | 0.0 |
70,000 | (3) | GFL Environmental, Inc., 4.000%, 08/01/2028 | 58,485 | 0.0 | |
70,000 | (3) | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | 51,931 | 0.0 | |
70,000 | (3) | GrafTech Finance, Inc., 4.625%, 12/15/2028 | 52,488 | 0.0 | |
70,000 | (3) | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | 56,363 | 0.0 | |
70,000 | (3) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 66,118 | 0.1 | |
70,000 | (3) | Imola Merger Corp., 4.750%, 05/15/2029 | 59,221 | 0.0 | |
200,000 | (3) | Indian Railway Finance Corp. Ltd., 3.570%, 01/21/2032 | 163,914 | 0.1 | |
70,000 | (3) | Intelligent Packaging Ltd Finco, Inc. / Intelligent Packaging Ltd Co-Issuer LLC, 6.000%, 09/15/2028 | 55,845 | 0.0 | |
70,000 | (3) | Koppers, Inc., 6.000%, 02/15/2025 | 62,777 | 0.1 | |
225,000 | (3) | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | 203,921 | 0.1 | |
70,000 | (3) | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | 59,177 | 0.0 | |
70,000 | (3) | PGT Innovations, Inc., 4.375%, 10/01/2029 | 57,552 | 0.0 | |
70,000 | (3) | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | 59,132 | 0.0 | |
70,000 | (3) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 55,287 | 0.0 | |
70,000 | (3) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 49,378 | 0.0 | |
70,000 | (3) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 68,510 | 0.1 | |
65,000 | TransDigm, Inc., 5.500%, 11/15/2027 | 56,678 | 0.0 | ||
70,000 | (3) | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | 56,671 | 0.0 | |
1,702,720 | 0.7 | ||||
Technology: 0.3% | |||||
25,000 | (3) | Castle US Holding Corp., 9.500%, 02/15/2028 | 18,556 | 0.0 | |
70,000 | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | 56,938 | 0.0 | ||
70,000 | (3) | Condor Merger Sub, Inc., 7.375%, 02/15/2030 | 57,363 | 0.0 | |
70,000 | (3) | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | 59,553 | 0.1 | |
70,000 | (3) | NCR Corp., 5.125%, 04/15/2029 | 52,643 | 0.0 | |
70,000 | (3) | Open Text Corp., 3.875%, 02/15/2028 | 57,987 | 0.1 | |
157,000 | Oracle Corp., 3.800%, 11/15/2037 | 114,229 | 0.1 | ||
85,000 | Oracle Corp., 3.950%, 03/25/2051 | 56,534 | 0.0 | ||
70,000 | (3) | Playtika Holding Corp., 4.250%, 03/15/2029 | 56,075 | 0.0 | |
15,000 | (3) | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | 7,078 | 0.0 | |
35,000 | Seagate HDD Cayman, 4.091%, 06/01/2029 | 28,148 | 0.0 | ||
70,000 | (3) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | 53,711 | 0.0 | |
70,000 | (3) | Virtusa Corp., 7.125%, 12/15/2028 | 52,265 | 0.0 | |
671,080 | 0.3 | ||||
Utilities: 0.9% | |||||
70,000 | (3) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 62,434 | 0.0 | |
338,000 | (9) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 299,384 | 0.1 | |
129,000 | (9) | Duke Energy Corp., 4.875%, 12/31/2199 | 115,938 | 0.1 | |
74,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 61,018 | 0.0 | ||
104,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 70,812 | 0.0 | ||
200,000 | Inkia Energy Ltd., 5.875%, 11/09/2027 | 184,429 | 0.1 | ||
334,000 | (9) | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 303,946 | 0.1 | |
275,000 | (9) | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | 240,164 | 0.1 | |
200,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 190,957 | 0.1 | ||
278,000 | South Jersey Industries, Inc., 5.020%, 04/15/2031 | 226,303 | 0.1 | ||
275,000 | (9) | Southern Co/The, 4.000%, 01/15/2051 | 247,142 | 0.1 | |
203,000 | Southern Co/The, 4.475%, 08/01/2024 | 200,616 | 0.1 | ||
70,000 | (3) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 65,680 | 0.0 | |
2,268,823 | 0.9 | ||||
Total Corporate Bonds/Notes | |||||
(Cost $33,153,078) | 28,634,854 | 11.6 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.7% | |||||
780,872 | (3),(9) | Agate Bay Mortgage Trust 2015-1 B4, 3.691%, 01/25/2045 | $ | 715,873 | 0.3 |
254,344 | (3),(9) | Chase Mortgage Finance Corp. 2016-SH1 M2, 3.750%, 04/25/2045 | 216,257 | 0.1 | |
187,903 | (3),(9) | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | 178,243 | 0.1 | |
447,690 | (3),(9) | CIM Trust 2019-J1 B2, 3.948%, 08/25/2049 | 387,026 | 0.2 | |
112,855 | (3),(9) | CIM Trust 2019-J2 A13, 3.500%, 10/25/2049 | 101,183 | 0.0 | |
443,251 | (3) | Connecticut Avenue Securities Trust 2020-R02 2M2, 5.084%, (US0001M + 2.000%), 01/25/2040 | 434,749 | 0.2 | |
500,000 | (3) | Connecticut Avenue Securities Trust 2022-R06 1M2, 6.131%, (SOFR30A + 3.850%), 05/25/2042 | 474,743 | 0.2 | |
800,000 | (3) | Connecticut Avenue Securities Trust 2022-R07 1M2, 6.955%, (SOFR30A + 4.650%), 06/25/2042 | 793,500 | 0.3 | |
700,000 | (3) | Connecticut Avenue Securities Trust 2022-R08 1M2, 5.905%, (SOFR30A + 3.600%), 07/25/2042 | 664,602 | 0.3 | |
524,721 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 5.084%, (US0001M + 2.000%), 03/25/2031 | 519,351 | 0.2 | ||
64,384 | (3) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 5.384%, (US0001M + 2.300%), 08/25/2031 | 64,232 | 0.0 | |
78,668 | (3) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 5.484%, (US0001M + 2.400%), 04/25/2031 | 78,399 | 0.0 | |
3,382,051 | (11) | Fannie Mae Interest Strip Series 367 2, 5.500%, 01/25/2036 | 651,817 | 0.3 | |
896,292 | (11) | Fannie Mae REMICS 2005-66 LS, 3.546%, (-1.000*US0001M + 6.630%), 07/25/2035 | 93,363 | 0.0 | |
1,235,196 | (11) | Fannie Mae REMICS 2008-36 YI, 4.116%, (-1.000*US0001M + 7.200%), 07/25/2036 | 97,529 | 0.0 | |
556,886 | (11) | Fannie Mae REMICS 2010-59 NS, 2.686%, (-1.000*US0001M + 5.770%), 06/25/2040 | 44,815 | 0.0 | |
2,388,438 | (11) | Fannie Mae REMICS 2012-121 ID, 3.000%, 11/25/2027 | 114,633 | 0.1 | |
3,161,806 | (11) | Fannie Mae REMICS 2012-144 SC, 3.016%, (-1.000*US0001M + 6.100%), 01/25/2043 | 364,841 | 0.2 | |
1,454,770 | (11) | Fannie Mae REMICS 2012-151 WS, 3.116%, (-1.000*US0001M + 6.200%), 03/25/2042 | 100,001 | 0.0 | |
2,882,232 | (11) | Fannie Mae REMICS 2012-35 LS, 3.516%, (-1.000*US0001M + 6.600%), 04/25/2041 | 184,045 | 0.1 | |
4,602,322 | (11) | Fannie Mae REMICS 2013-130 SB, 2.966%, (-1.000*US0001M + 6.050%), 01/25/2044 | 447,341 | 0.2 | |
2,162,571 | (11) | Fannie Mae REMICS 2013-20 SK, 3.116%, (-1.000*US0001M + 6.200%), 05/25/2041 | 82,846 | 0.0 | |
2,796,309 | (11) | Fannie Mae REMICS 2013-71 AI, 3.000%, 07/25/2028 | 147,025 | 0.1 | |
6,257,904 | (11) | Fannie Mae REMICS 2014-38 S, 3.016%, (-1.000*US0001M + 6.100%), 07/25/2044 | 664,092 | 0.3 | |
866,755 | (11) | Fannie Mae REMICS 2015-65 KI, 3.916%, (-1.000*US0001M + 7.000%), 08/25/2035 | 76,040 | 0.0 | |
7,085,058 | (11) | Fannie Mae REMICS 2016-29 SB, 2.966%, (-1.000*US0001M + 6.050%), 05/25/2046 | 805,444 | 0.3 | |
186,865 | (11) | Fannie Mae REMICS 2018-86 DS, 3.016%, (-1.000*US0001M + 6.100%), 12/25/2048 | 13,993 | 0.0 | |
1,645,005 | (11) | Fannie Mae REMICS 2019-13 IB, 6.000%, 09/25/2039 | 350,139 | 0.1 | |
3,074,959 | (11) | Fannie Mae REMICS 2021-56 QI, 4.500%, 09/25/2051 | 715,886 | 0.3 | |
205,150 | (3),(9) | Flagstar Mortgage Trust 2017-1 1A7, 3.500%, 03/25/2047 | 185,483 | 0.1 | |
835,087 | (3),(9) | Flagstar Mortgage Trust 2017-1 B3, 3.618%, 03/25/2047 | 716,017 | 0.3 | |
433,354 | (3),(9) | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | 404,990 | 0.2 | |
875,967 | (3),(9) | Flagstar Mortgage Trust 2021-2 A4, 2.500%, 04/25/2051 | 691,136 | 0.3 | |
576,140 | (3),(9) | Flagstar Mortgage Trust 2021-2 B3, 2.785%, 04/25/2051 | 396,616 | 0.2 | |
456,484 | (11) | Freddie Mac REMICS 3318 KS, 3.592%, (-1.000*US0001M + 6.410%), 05/15/2037 | 33,010 | 0.0 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||
615,802 | (11) | Freddie Mac REMICS 3879 SL, 3.782%, (-1.000*US0001M + 6.600%), 01/15/2041 | $ | 39,905 | 0.0 |
2,587,490 | (11) | Freddie Mac REMICS 4120 JS, 3.382%, (-1.000*US0001M + 6.200%), 10/15/2032 | 181,548 | 0.1 | |
1,355,305 | (11) | Freddie Mac REMICS 4141 EI, 3.000%, 09/15/2027 | 40,412 | 0.0 | |
4,070,078 | (11) | Freddie Mac REMICS 4143 MS, 3.882%, (-1.000*US0001M + 6.700%), 12/15/2042 | 544,573 | 0.2 | |
2,035,733 | (11) | Freddie Mac REMICS 4153 IB, 2.500%, 01/15/2028 | 85,146 | 0.0 | |
1,538,260 | (11) | Freddie Mac REMICS 4517 KI, 0.065%, (-0.357*US0001M + 1.071%), 04/15/2043 | 12,724 | 0.0 | |
2,469,660 | (11) | Freddie Mac REMICS 4596 DI, 3.500%, 06/15/2046 | 424,503 | 0.2 | |
1,462,429 | (11) | Freddie Mac REMICS 4619 KS, 1.686%, (-1.000*US0001M + 4.250%), 06/15/2039 | 99,476 | 0.0 | |
218,733 | (3) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 4.984%, (US0001M + 1.900%), 01/25/2050 | 216,152 | 0.1 | |
500,000 | (3) | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 4.531%, (SOFR30A + 2.250%), 08/25/2033 | 459,341 | 0.2 | |
600,000 | (3) | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 6.031%, (SOFR30A + 3.750%), 12/25/2041 | 528,136 | 0.2 | |
1,000,000 | (3) | Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 4.631%, (SOFR30A + 2.350%), 12/25/2041 | 853,990 | 0.3 | |
400,000 | (3) | Freddie Mac STACR REMIC Trust 2022-DNA4 M1B, 5.631%, (SOFR30A + 3.350%), 05/25/2042 | 381,104 | 0.2 | |
187,116 | (11) | Freddie Mac Strips 239 S30, 4.882%, (-1.000*US0001M + 7.700%), 08/15/2036 | 26,933 | 0.0 | |
200,000 | (3) | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA2 M1B, 4.681%, (SOFR30A + 2.400%), 02/25/2042 | 186,228 | 0.1 | |
1,000,000 | (3) | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M1B, 6.781%, (SOFR30A + 4.500%), 06/25/2042 | 1,004,758 | 0.4 | |
888,142 | (11) | Ginnie Mae Series 2013-148 DS, 2.741%, (-1.000*US0001M + 5.680%), 10/16/2043 | 81,057 | 0.0 | |
5,124,201 | (11) | Ginnie Mae Series 2015-20 CI, 3.500%, 02/20/2030 | 461,951 | 0.2 | |
383,908 | (11) | Ginnie Mae Series 2015-42 IY, 5.500%, 08/20/2039 | 33,316 | 0.0 | |
5,172,239 | (11) | Ginnie Mae Series 2019-23 MT, 0.600%, (-1.000*US0001M + 6.700%), 03/20/2042 | 85,335 | 0.0 | |
46,285 | (3),(9) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 44,138 | 0.0 | |
251,141 | (3),(9) | GS Mortgage-Backed Securities Trust 2020-NQM1 A2, 1.791%, 09/27/2060 | 230,978 | 0.1 | |
500,000 | (3) | Home RE 2019-1 M2 Ltd., 6.334%, (US0001M + 3.250%), 05/25/2029 | 491,465 | 0.2 | |
854,916 | (3),(9) | Hundred Acre Wood Trust 2021-INV1 A27, 2.500%, 07/25/2051 | 663,881 | 0.3 | |
48,471 | (3),(9) | J.P. Morgan Mortgage Trust 2019-2 A15, 4.000%, 08/25/2049 | 46,566 | 0.0 | |
967,430 | (3),(9) | J.P. Morgan Mortgage Trust 2022-5 A9, 2.800%, 09/25/2052 | 780,855 | 0.3 | |
424,093 | (3),(9) | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | 382,293 | 0.2 | |
848,113 | (3),(9) | JP Morgan Mortgage Trust 2017-5 B2, 3.124%, 10/26/2048 | 806,083 | 0.3 | |
1,079,049 | (3),(9) | JP Morgan Mortgage Trust 2018-3 B2, 3.715%, 09/25/2048 | 908,633 | 0.4 | |
700,482 | (3),(9) | JP Morgan Mortgage Trust 2018-4 B2, 3.715%, 10/25/2048 | 595,968 | 0.2 | |
914,341 | (3),(9) | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | 796,471 | 0.3 | |
135,259 | (3),(9) | JP Morgan Mortgage Trust 2018-8 A13, 4.000%, 01/25/2049 | 126,417 | 0.1 | |
61,396 | (3),(9) | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 58,094 | 0.0 | |
52,328 | (3),(9) | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | 50,370 | 0.0 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |||||
19,417 | (3),(9) | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | $ | 17,563 | 0.0 |
938,500 | (3),(9) | JP Morgan Mortgage Trust 2019-INV1 B2, 4.970%, 10/25/2049 | 810,459 | 0.3 | |
20,700 | (3),(9) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 20,449 | 0.0 | |
565,021 | (3),(9) | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.704%, 12/25/2049 | 501,481 | 0.2 | |
180,234 | (3),(9) | JP Morgan Mortgage Trust 2020-3 A15, 3.500%, 08/25/2050 | 160,544 | 0.1 | |
1,000,000 | (3),(9) | JP Morgan Mortgage Trust 2021-3 A5, 2.500%, 07/25/2051 | 678,534 | 0.3 | |
454,754 | (3),(9) | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.323%, 10/25/2048 | 394,492 | 0.2 | |
120,423 | (3),(9) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 113,776 | 0.0 | |
400,000 | (3),(9) | Provident Funding Mortgage Trust 2021-J1 A10, 2.000%, 10/25/2051 | 251,041 | 0.1 | |
479,126 | (3),(9) | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | 378,029 | 0.2 | |
479,799 | (3),(9) | RCKT Mortgage Trust 2021-1 B3, 2.721%, 03/25/2051 | 330,569 | 0.1 | |
696,597 | (3),(9) | RCKT Mortgage Trust 2021-4 A21, 2.500%, 09/25/2051 | 549,613 | 0.2 | |
1,094,493 | (3),(9) | Sequoia Mortgage Trust 2019-2 B2, 4.255%, 06/25/2049 | 971,254 | 0.4 | |
1,096,104 | (3),(9) | Sequoia Mortgage Trust 2019-2 B3, 4.255%, 06/25/2049 | 955,595 | 0.4 | |
93,030 | (3),(9) | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | 81,594 | 0.0 | |
23,831 | (3),(9) | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | 23,456 | 0.0 | |
676,716 | (3),(9) | Sequoia Mortgage Trust 2021-3 B3, 2.653%, 05/25/2051 | 449,318 | 0.2 | |
719,784 | (3),(9) | Verus Securitization Trust 2021-3 A1, 1.046%, 06/25/2066 | 593,058 | 0.2 | |
542,488 | (3),(9) | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.668%, 07/25/2047 | 455,182 | 0.2 | |
Total Collateralized Mortgage Obligations | |||||
(Cost $38,517,187) | 31,474,067 | 12.7 | |||
U.S. TREASURY OBLIGATIONS: 3.4% | |||||
U.S. Treasury Bonds: 0.3% | |||||
761,000 | 2.875%,05/15/2052 | 638,408 | 0.2 | ||
160,000 | 3.375%,08/15/2042 | 144,975 | 0.1 | ||
783,383 | 0.3 | ||||
U.S. Treasury Notes: 3.1% | |||||
5,000 | 2.750%,08/15/2032 | 4,572 | 0.0 | ||
779,000 | 3.125%,08/31/2027 | 747,353 | 0.3 | ||
314,000 | 3.125%,08/31/2029 | 298,079 | 0.1 | ||
245,000 | 3.250%,08/31/2024 | 240,598 | 0.1 | ||
3,540,000 | 3.500%,09/15/2025 | 3,468,094 | 1.4 | ||
2,939,000 | 4.125%,09/30/2027 | 2,948,873 | 1.2 | ||
7,707,569 | 3.1 | ||||
Total U.S. Treasury Obligations | |||||
(Cost $8,668,305) | 8,490,952 | 3.4 | |||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.8% | |||||
650,000 | (3) | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | 517,338 | 0.2 | |
1,170,000 | (3) | BANK 2017-BNK8 D, 2.600%, 11/15/2050 | 825,273 | 0.3 | |
4,650,000 | (9),(11) | BBCMS Trust 2022-C17 XA, 1.152%, 09/15/2055 | 381,878 | 0.2 | |
1,000,000 | (3),(9) | Benchmark 2018-B3 D Mortgage Trust, 3.187%, 04/10/2051 | 737,032 | 0.3 | |
12,300,637 | (9),(11) | Benchmark 2019-B10 XA Mortgage Trust, 1.385%, 03/15/2062 | 659,789 | 0.3 | |
5,484,548 | (9),(11) | Benchmark 2020-B17 XA Mortgage Trust, 1.539%, 03/15/2053 | 341,138 | 0.1 | |
3,238,579 | (9),(11) | Benchmark 2020-B18 XA Mortgage Trust, 1.915%, 07/15/2053 | 262,313 | 0.1 | |
2,095,518 | (9),(11) | Benchmark 2021-B24 XA Mortgage Trust, 1.270%, 03/15/2054 | 131,411 | 0.1 | |
204,000 | (3),(12) | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | 134,152 | 0.1 | |
16,077,969 | (9),(11) | Citigroup Commercial Mortgage Trust 2019-C7 XA, 0.996%, 12/15/2072 | 727,138 | 0.3 | |
130,000 | (3),(9) | COMM 2013-CR10 E Mortgage Trust, 5.031%, 08/10/2046 | 121,436 | 0.1 | |
1,530,000 | (9) | Commercial Mortgage Pass Through Certificates 2016-CR28 D, 4.008%, 02/10/2049 | 1,327,372 | 0.5 | |
300,000 | (3) | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | 187,338 | 0.1 | |
560,000 | (3) | CSWF 2021-SOP2 D, 5.135%, (US0001M + 2.317%), 06/15/2034 | 521,992 | 0.2 | |
17,241 | (3),(6) | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 17,098 | 0.0 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |||||
1,000,000 | (3),(9) | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | $ | 772,082 | 0.3 |
1,146,398 | (9),(11) | Freddie Mac Multiclass Certificates Series 2021-P011 X1, 1.797%, 09/25/2045 | 149,111 | 0.1 | |
1,453,704 | (9),(11) | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.699%, 04/25/2030 | 132,191 | 0.1 | |
4,276,070 | (9),(11) | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.630%, 05/25/2035 | 563,185 | 0.2 | |
1,696,136 | (9),(11) | Freddie Mac Multifamily Structured Pass Through Certificates K-1521 X1, 1.095%, 08/25/2036 | 152,012 | 0.1 | |
2,837,168 | (3),(11) | FREMF 2016-K57 X2B Mortgage Trust, 0.100%, 08/25/2049 | 9,043 | 0.0 | |
1,119,480 | (3),(12) | FREMF 2016-K57 D Mortgage Trust, 0.000%, 08/25/2049 | 789,361 | 0.3 | |
11,726,921 | (3),(11) | FREMF 2016-K57 X2A Mortgage Trust, 0.100%, 08/25/2049 | 33,832 | 0.0 | |
200,000 | (3),(12) | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 115,012 | 0.1 | |
2,543,279 | (3),(11) | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | 9,210 | 0.0 | |
280,000 | (3),(11) | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | 1,280 | 0.0 | |
147,000 | (3),(9) | GAM RE-REMIC TR 2021-FFR2 BK44, 1.740%, 09/27/2051 | 127,374 | 0.1 | |
166,000 | (3),(9) | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | 126,264 | 0.1 | |
126,000 | (3),(12) | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | 105,418 | 0.0 | |
153,000 | (3),(12) | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | 124,066 | 0.1 | |
125,000 | (3),(9) | GAM RE-REMIC TR 2021-FFR2 CK49, 1.050%, 09/27/2051 | 102,240 | 0.0 | |
106,000 | (3),(12) | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | 65,029 | 0.0 | |
126,000 | (3),(12) | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | 100,818 | 0.0 | |
125,000 | (3),(12) | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | 96,434 | 0.0 | |
1,000,000 | (3) | GAM Re-REMIC Trust 2021-FRR1 1B, 1.050%, 11/29/2050 | 743,877 | 0.3 | |
1,000,000 | (3) | GAM Re-REMIC Trust 2021-FRR1 2B, 1.320%, 11/29/2050 | 690,033 | 0.3 | |
238,000 | (3),(9),(11) | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | 183,929 | 0.1 | |
163,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 BK61, 0.950%, 01/29/2052 | 123,241 | 0.1 | |
176,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 BK89, 1.480%, 01/27/2052 | 113,919 | 0.1 | |
92,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 C728, 0.530%, 08/27/2050 | 79,344 | 0.0 | |
95,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 CK47, 0.810%, 05/27/2048 | 77,266 | 0.0 | |
113,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 CK61, 1.300%, 11/27/2049 | 79,310 | 0.0 | |
80,000 | (3),(9),(11) | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | 55,382 | 0.0 | |
92,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 CK89, 1.790%, 01/27/2052 | 54,454 | 0.0 | |
92,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 D728, 0.620%, 01/29/2052 | 76,798 | 0.0 | |
125,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 DK27, 0.120%, 12/27/2045 | 121,472 | 0.1 | |
75,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 DK41, 0.730%, 10/27/2047 | 62,492 | 0.0 | |
95,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 DK47, 0.960%, 05/27/2048 | 74,275 | 0.0 | |
31,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 EK27, 0.150%, 12/27/2045 | 29,942 | 0.0 | |
49,000 | (3),(13) | GAM Resecuritization Trust 2022-FRR3 EK41, 0.720%, 01/29/2052 | 39,664 | 0.0 | |
303,066 | (3),(9) | GS Mortgage Securities Trust 2012-GCJ7 D, 5.431%, 05/10/2045 | 274,269 | 0.1 | |
13,623,826 | (9),(11) | GS Mortgage Securities Trust 2019-GC39 XA, 1.283%, 05/10/2052 | 651,110 | 0.3 | |
770,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 5.268%, (US0001M + 2.450%), 04/15/2038 | 726,099 | 0.3 | |
200,000 | (3),(9) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 159,023 | 0.1 | |
23,873,404 | (9),(11) | JPMDB Commercial Mortgage Securities Trust 2018-C8 XA, 0.857%, 06/15/2051 | 488,658 | 0.2 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |||||
182,000 | (3) | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 5.460%, (TSFR1M + 2.500%), 07/15/2036 | $ | 173,747 | 0.1 |
253,862 | (3) | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | 188,032 | 0.1 | |
1,955,000 | (3),(9) | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | 1,482,603 | 0.6 | |
7,575,202 | (9),(11) | Morgan Stanley Capital I Trust 2019-L3 XA, 0.760%, 11/15/2052 | 263,401 | 0.1 | |
90,000 | (3) | RFM Reremic Trust 2022-FRR1 AB55, 0.950%, 03/28/2049 | 70,007 | 0.0 | |
70,000 | (3),(9) | RFM Reremic Trust 2022-FRR1 AB60, 2.470%, 11/08/2049 | 58,092 | 0.0 | |
110,000 | (3),(9) | RFM Reremic Trust 2022-FRR1 AB64, 2.314%, 03/01/2050 | 89,375 | 0.0 | |
30,000 | (3),(12) | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | 22,253 | 0.0 | |
30,000 | (3),(12) | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | 21,173 | 0.0 | |
30,000 | (3),(12) | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | 20,480 | 0.0 | |
140,000 | (3),(9) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.651%, 12/10/2045 | 135,384 | 0.1 | |
835,531 | (3),(9) | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.704%, 11/15/2044 | 833,025 | 0.3 | |
2,210,000 | (3) | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | 2,068,545 | 0.8 | |
1,750,000 | (3),(9) | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.090%, 06/15/2046 | 1,506,400 | 0.6 | |
1,920,000 | (9) | WFRBS Commercial Mortgage Trust 2014-C19 C, 4.646%, 03/15/2047 | 1,826,056 | 0.7 | |
Total Commercial Mortgage-Backed Securities | |||||
(Cost $26,269,877) | 24,129,790 | 9.8 | |||
ASSET-BACKED SECURITIES: 8.6% | |||||
Automobile Asset-Backed Securities: 1.2% | |||||
300,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 299,210 | 0.1 | ||
450,000 | Americredit Automobile Receivables Trust 2019-2 D, 2.990%, 06/18/2025 | 438,665 | 0.2 | ||
1,200,000 | Carmax Auto Owner Trust 2019-3 D, 2.850%, 01/15/2026 | 1,171,026 | 0.5 | ||
400,000 | GM Financial Automobile Leasing Trust 2022-3 C, 5.130%, 08/20/2026 | 391,626 | 0.1 | ||
500,000 | GM Financial Consumer Automobile Receivables Trust 2019-3 C, 2.620%, 01/16/2025 | 494,374 | 0.2 | ||
186,393 | Santander Drive Auto Receivables Trust 2019-1 D, 3.650%, 04/15/2025 | 186,437 | 0.1 | ||
2,981,338 | 1.2 | ||||
Home Equity Asset-Backed Securities: 0.2% | |||||
532,641 | (3),(9) | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | 433,338 | 0.2 | |
Other Asset-Backed Securities: 7.0% | |||||
396,000 | (3) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/05/2049 | 376,448 | 0.2 | |
148,500 | (3) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/05/2049 | 138,662 | 0.1 | |
250,000 | (3) | Arbor Realty Commercial Real Estate Notes 2021-FL4 D Ltd., 5.718%, (US0001M + 2.900%), 11/15/2036 | 237,475 | 0.1 | |
300,000 | (3) | Babson CLO Ltd. 2018-3A C, 4.610%, (US0003M + 1.900%), 07/20/2029 | 284,546 | 0.1 | |
750,000 | (3) | Benefit Street Partners CLO II Ltd. 2013-IIA BR2, 4.412%, (US0003M + 1.900%), 07/15/2029 | 710,240 | 0.3 | |
400,000 | (3) | Benefit Street Partners CLO Ltd. 2021-23A C, 4.983%, (US0003M + 2.200%), 04/25/2034 | 362,534 | 0.1 | |
250,000 | (3) | BlueMountain CLO Ltd. 2021-28A C, 4.512%, (US0003M + 2.000%), 04/15/2034 | 224,792 | 0.1 | |
593,863 | (3) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 561,029 | 0.2 | |
1,000,000 | (3) | Dryden Senior Loan Fund 2021-87A C, 4.884%, (US0003M + 1.900%), 05/20/2034 | 902,745 | 0.4 | |
380,877 | (3) | J.G. Wentworth XXXVIII LLC 2017-1A A, 3.990%, 08/16/2060 | 337,212 | 0.1 | |
750,000 | (3) | LCM XV L.P. 15A CR, 5.110%, (US0003M + 2.400%), 07/20/2030 | 701,926 | 0.3 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | |||
ASSET-BACKED SECURITIES: (continued) | |||||
Other Asset-Backed Securities: (continued) | |||||
750,000 | (3) | LCM XXII Ltd. 22A BR, 4.710%, (US0003M + 2.000%), 10/20/2028 | $ | 697,787 | 0.3 |
950,000 | (3) | Magnetite XXVI Ltd. 2020-26A CR, 4.683%, (US0003M + 1.900%), 07/25/2034 | 861,453 | 0.3 | |
350,000 | (3) | Marlette Funding Trust 2022-3A A, 5.180%, 11/15/2032 | 348,654 | 0.1 | |
321,638 | (3) | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | 292,877 | 0.1 | |
491,555 | (3) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 453,778 | 0.2 | |
750,000 | (3) | Neuberger Berman CLO XVII Ltd. 2014-17A CR2, 4.759%, (US0003M + 2.000%), 04/22/2029 | 698,985 | 0.3 | |
1,000,000 | (3) | Neuberger Berman Loan Advisers CLO 25 Ltd. 2017-25A CR, 4.490%, (US0003M + 1.750%), 10/18/2029 | 931,957 | 0.4 | |
750,000 | (3) | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A CR, 4.640%, (US0003M + 1.900%), 10/16/2033 | 690,393 | 0.3 | |
500,000 | (3) | NYACK Park CLO Ltd. 2021-1A C, 4.660%, (US0003M + 1.950%), 10/20/2034 | 448,520 | 0.2 | |
250,000 | (3) | Oak Hill Credit Partners 2021-8A C, 4.640%, (US0003M + 1.900%), 01/18/2034 | 227,628 | 0.1 | |
580,000 | (3) | Octagon Investment Partners 31 Ltd. 2017-1A CR, 4.760%, (US0003M + 2.050%), 07/20/2030 | 544,763 | 0.2 | |
250,000 | (3) | Octagon Loan Funding Ltd. 2014-1A CRR, 5.161%, (US0003M + 2.200%), 11/18/2031 | 225,076 | 0.1 | |
550,000 | (3) | Shackleton 2019-15A CR CLO Ltd., 4.662%, (US0003M + 2.150%), 01/15/2032 | 503,964 | 0.2 | |
500,000 | (3) | Silver Creek CLO Ltd. 2014-1A CR, 5.010%, (US0003M + 2.300%), 07/20/2030 | 471,684 | 0.2 | |
102,477 | (3) | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | 102,013 | 0.0 | |
100,000 | (3) | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | 99,342 | 0.0 | |
400,000 | (3) | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | 395,227 | 0.2 | |
395,629 | (3) | Sunnova Helios IX Issuer LLC 2022-B A, 5.000%, 08/20/2049 | 375,164 | 0.1 | |
307,245 | (3) | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | 279,941 | 0.1 | |
600,000 | (3) | THL Credit Wind River 2017-3A CR Clo Ltd., 5.012%, (US0003M + 2.500%), 04/15/2035 | 552,970 | 0.2 | |
2,000,000 | (3),(9) | Towd Point Mortgage Trust 2015-4 M2, 3.750%, 04/25/2055 | 1,973,231 | 0.8 | |
180,000 | (3),(9) | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 168,144 | 0.1 | |
1,143,000 | (3) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 1,020,161 | 0.4 | |
228,125 | (3) | Wendy's Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | 209,924 | 0.1 | |
17,411,245 | 7.0 | ||||
Student Loan Asset-Backed Securities: 0.2% | |||||
600,000 | (3) | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | 517,388 | 0.2 | |
Total Asset-Backed Securities | |||||
(Cost $22,856,270) | 21,343,309 | 8.6 | |||
SOVEREIGN BONDS: 0.5% | |||||
275,000 | Chile Government International Bond, 2.450%, 01/31/2031 | 220,666 | 0.1 | ||
250,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 212,597 | 0.1 | ||
200,000 | Mexico Government International Bond, 4.500%, 04/22/2029 | 185,334 | 0.1 | ||
250,000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 207,238 | 0.1 | ||
250,000 | (3) | Romanian Government International Bond, 3.625%, 03/27/2032 | 181,282 | 0.1 | |
200,000 | (10) | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 90,000 | 0.0 | |
350,000 | (10) | Ukraine Government International Bond, 7.750%, 09/01/2027 | 72,625 | 0.0 | |
Total Sovereign Bonds | |||||
(Cost $1,823,474) | 1,169,742 | 0.5 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† |
Value | Percentage of Net Assets | ||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1% | ||||||
Uniform Mortgage-Backed Security: 0.1% | ||||||
200,000 | (14) | 4.500%,10/15/2052 | $ | 190,578 | 0.1 | |
Total U.S. Government Agency Obligations | ||||||
(Cost $199,141) | 190,578 | 0.1 | ||||
Value | Percentage of Net Assets | |||||
PURCHASED OPTIONS (15): 0.1% | ||||||
Total Purchased Options | ||||||
(Cost $182,214) | 278,093 | 0.1 | ||||
Total Long-Term Investments | ||||||
(Cost $273,016,982) | 240,113,457 | 97.3 | ||||
Principal Amount† |
Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||
Repurchase Agreements: 1.2% | ||||||
1,000,000 | (16) | Jefferies LLC, Repurchase Agreement dated 09/30/22, 3.08%, due 10/03/22 (Repurchase Amount $1,000,253, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $1,020,001, due 12/15/22-11/15/30) | 1,000,000 | 0.4 | ||
990,908 | (16) | MUFG Securities America Inc., Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $991,156, collateralized by various U.S. Government Agency Obligations, 2.000%-5.000%, Market Value plus accrued interest $1,010,726, due 09/01/28-09/01/52) | 990,908 | 0.4 | ||
1,000,000 | (16) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $1,000,250, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 08/15/25-08/20/52) | 1,000,000 | 0.4 | ||
Total Repurchase Agreements | ||||||
Total Short-Term Investments | ||||||
(Cost $2,990,908) | $ | 2,990,908 | 1.2 | |||
Total Investments in Securities (Cost $276,007,890) |
$ | 243,104,365 | 98.5 | |||
Assets in Excess of Other Liabilities | 3,644,688 | 1.5 | ||||
Net Assets | $ | 246,749,053 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | Preferred Stock may be called prior to convertible date. |
(5) | Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing. |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(7) | Restricted security as to resale, excluding Rule 144A securities. As of September 30, 2022, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(8) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(9) | Variable rate security. Rate shown is the rate in effect as of September 30, 2022. |
(10) | Defaulted security. |
(11) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(12) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(13) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2022. |
(14) | Represents or includes a TBA transaction. |
(15) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(16) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Reference Rate Abbreviations: | |
SOFR30A | 30-day Secured Overnight Financing Rate |
TSFR1M | 1-month CME Term Secured Overnight Financing Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
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 | $ | 5,272,293 | $ | 817,422 | $ | – | $ | 6,089,715 | ||||||||
Consumer Discretionary | 8,924,490 | 565,950 | – | 9,490,440 | ||||||||||||
Consumer Staples | 5,903,254 | 952,195 | – | 6,855,449 | ||||||||||||
Energy | 3,989,948 | 903,620 | – | 4,893,568 | ||||||||||||
Financials | 9,192,954 | 2,917,304 | – | 12,110,258 | ||||||||||||
Health Care | 13,880,927 | 1,133,345 | – | 15,014,272 | ||||||||||||
Industrials | 6,825,311 | 1,301,436 | – | 8,126,747 | ||||||||||||
Information Technology | 24,447,849 | 148,535 | – | 24,596,384 | ||||||||||||
Materials | 1,755,742 | 913,811 | – | 2,669,553 | ||||||||||||
Real Estate | 3,317,140 | 392,377 | – | 3,709,517 | ||||||||||||
Utilities | 2,854,411 | 723,108 | – | 3,577,519 | ||||||||||||
Total Common Stock | 86,364,319 | 10,769,103 | – | 97,133,422 | ||||||||||||
Exchange-Traded Funds | 415,835 | – | – | 415,835 | ||||||||||||
Mutual Funds | 26,294,497 | – | – | 26,294,497 | ||||||||||||
Preferred Stock | – | 558,318 | – | 558,318 | ||||||||||||
Purchased Options | – | 278,093 | – | 278,093 | ||||||||||||
Corporate Bonds/Notes | – | 28,634,854 | – | 28,634,854 | ||||||||||||
Collateralized Mortgage Obligations | – | 31,474,067 | – | 31,474,067 | ||||||||||||
Asset-Backed Securities | – | 21,343,309 | – | 21,343,309 | ||||||||||||
U.S. Government Agency Obligations | – | 190,578 | – | 190,578 | ||||||||||||
Commercial Mortgage-Backed Securities | – | 24,112,692 | 17,098 | 24,129,790 | ||||||||||||
Sovereign Bonds | – | 1,169,742 | – | 1,169,742 | ||||||||||||
Other | – | – | – | – | ||||||||||||
U.S. Treasury Obligations | – | 8,490,952 | – | 8,490,952 | ||||||||||||
Short-Term Investments | – | 2,990,908 | – | 2,990,908 | ||||||||||||
Total Investments, at fair value | $ | 113,074,651 | $ | 130,012,616 | $ | 17,098 | $ | 243,104,365 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | – | 156,394 | – | 156,394 | ||||||||||||
Forward Foreign Currency Contracts | – | 3,824,494 | – | 3,824,494 | ||||||||||||
Forward Premium Swaptions | – | 115,121 | – | 115,121 | ||||||||||||
Futures | 1,891,620 | – | – | 1,891,620 | ||||||||||||
Total Assets | $ | 114,966,271 | $ | 134,108,625 | $ | 17,098 | $ | 249,091,994 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | $ | – | $ | (222,218 | ) | $ | – | $ | (222,218 | ) | ||||||
Forward Foreign Currency Contracts | – | (3,853,656 | ) | – | (3,853,656 | ) | ||||||||||
Forward Premium Swaptions | – | (164,791 | ) | – | (164,791 | ) | ||||||||||
Futures | (2,629,958 | ) | – | – | (2,629,958 | ) | ||||||||||
Written Options | – | (725,776 | ) | – | (725,776 | ) | ||||||||||
Total Liabilities | $ | (2,629,958 | ) | $ | (4,966,441 | ) | $ | – | $ | (7,596,399 | ) |
+ | 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. |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
# | 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. |
Transactions with Affiliates
An investment of at least 5% of the voting securities of an issuer, or a company which is under common control results in that issuer becoming an affiliated person as defined by the 1940 Act.
The following table provides transactions during the period ended September 30, 2022, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/2021 | Purchases at Cost | Sales
at Cost | Change
in Unrealized Appreciation/ (Depreciation) | Ending
Fair Value at 9/30/2022 | Investment Income | Realized Gains/(Losses) | Net
Capital Gain Distributions | ||||||||||||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | $ | 2,012,032 | $ | 58,968 | $ | - | $ | (535,351 | ) | $ | 1,535,649 | $ | 66,454 | $ | - | $ | - | |||||||||||||||
Voya Floating Rate Fund - Class P | 28,239,002 | 684,036 | (9,781,548 | ) | (1,165,335 | ) | 17,976,155 | 785,987 | (781,540 | ) | - | |||||||||||||||||||||
Voya High Yield Bond Fund - Class P | 2,391,021 | 9,290,253 | (3,638,502 | ) | (1,260,078 | ) | 6,782,693 | 330,052 | (238,502 | ) | - | |||||||||||||||||||||
$ | 32,642,055 | $ | 10,033,257 | $ | (13,420,050 | ) | $ | (2,960,764 | ) | $ | 26,294,497 | $ | 1,182,493 | $ | (1,020,042 | ) | $ | - |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At September 30, 2022, Voya Balanced Income Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||
General Motors Co. Escrow | 11/24/2020 | $ | – | $ | – | ||||
$ | – | $ | – |
At September 30, 2022, the following forward foreign currency contracts were outstanding for Voya Balanced Income Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
EUR 412,699 | USD 408,082 | Bank of America N.A. | 10/07/22 | $ | (3,531 | ) | ||||
NZD 1,661,653 | USD 1,022,523 | Bank of America N.A. | 10/07/22 | (92,571 | ) | |||||
USD 1,909,992 | NZD 2,961,549 | Bank of America N.A. | 10/07/22 | 252,547 | ||||||
USD 177,417 | CAD 230,529 | Bank of America N.A. | 10/07/22 | 10,532 | ||||||
NZD 853,752 | USD 524,268 | Bank of America N.A. | 10/07/22 | (46,461 | ) | |||||
USD 767,134 | CHF 739,016 | Bank of America N.A. | 10/07/22 | 17,952 | ||||||
USD 366,328 | CHF 353,384 | Bank of America N.A. | 10/07/22 | 8,083 | ||||||
CHF 815,980 | USD 836,165 | Bank of America N.A. | 10/07/22 | (8,961 | ) | |||||
USD 1,043,293 | SEK 11,170,955 | Bank of America N.A. | 10/07/22 | 36,550 | ||||||
USD 1,468,655 | CAD 1,895,623 | Bank of America N.A. | 10/07/22 | 96,370 | ||||||
USD 727,360 | GBP 629,466 | Bank of America N.A. | 10/07/22 | 24,486 | ||||||
USD 639,549 | NZD 1,136,119 | Bank of America N.A. | 10/07/22 | 3,715 | ||||||
JPY 120,048,912 | USD 880,705 | Bank of America N.A. | 10/07/22 | (50,998 | ) | |||||
USD 331,668 | EUR 324,679 | Bank of America N.A. | 10/07/22 | 13,399 | ||||||
GBP 588,345 | USD 696,842 | Bank of America N.A. | 10/07/22 | (39,884 | ) | |||||
EUR 1,051,034 | USD 1,064,760 | Bank of America N.A. | 10/07/22 | (34,478 | ) | |||||
JPY 191,780,495 | USD 1,325,082 | Bank of America N.A. | 10/07/22 | 390 | ||||||
NOK 6,460,516 | USD 665,540 | Bank of America N.A. | 10/07/22 | (72,194 | ) | |||||
USD 238,033 | EUR 241,780 | Bank of America N.A. | 10/07/22 | 1,026 | ||||||
CHF 932,925 | USD 952,868 | Bank of America N.A. | 10/07/22 | (7,111 | ) | |||||
JPY 109,276,040 | USD 790,364 | BNP Paribas | 10/07/22 | (35,113 | ) | |||||
USD 1,855,382 | JPY 251,160,237 | BNP Paribas | 10/07/22 | 119,512 | ||||||
SEK 17,626,730 | USD 1,683,206 | BNP Paribas | 10/07/22 | (94,658 | ) | |||||
CHF 423,565 | USD 444,785 | BNP Paribas | 10/07/22 | (15,394 | ) | |||||
USD 706,028 | NOK 6,936,148 | BNP Paribas | 10/07/22 | 68,998 | ||||||
USD 820,591 | JPY 111,877,018 | BNP Paribas | 10/07/22 | 47,364 | ||||||
NZD 1,330,738 | USD 820,929 | BNP Paribas | 10/07/22 | (76,175 | ) | |||||
USD 550,247 | EUR 550,458 | BNP Paribas | 10/07/22 | 10,657 | ||||||
EUR 186,309 | USD 187,917 | BNP Paribas | 10/07/22 | (5,286 | ) | |||||
USD 1,705,574 | GBP 1,450,787 | BNP Paribas | 10/07/22 | 85,595 | ||||||
CHF 1,042,175 | USD 1,079,212 | BNP Paribas | 10/07/22 | (22,701 | ) | |||||
USD 1,422,701 | EUR 1,424,340 | BNP Paribas | 10/07/22 | 26,483 | ||||||
USD 1,317,392 | SEK 13,414,256 | BNP Paribas | 10/07/22 | 108,479 | ||||||
NZD 2,936,885 | USD 1,843,498 | BNP Paribas | 10/07/22 | (199,857 | ) | |||||
USD 513,850 | JPY 73,091,485 | BNP Paribas | 10/07/22 | 8,686 | ||||||
USD 2,100,959 | CAD 2,807,791 | BNP Paribas | 10/07/22 | 68,334 | ||||||
JPY 99,458,831 | USD 695,317 | BNP Paribas | 10/07/22 | (7,916 | ) | |||||
JPY 98,150,140 | USD 681,097 | BNP Paribas | 10/07/22 | (2,741 | ) | |||||
NOK 12,592,677 | USD 1,211,032 | BNP Paribas | 10/07/22 | (54,496 | ) | |||||
USD 1,178,958 | NOK 12,511,007 | BNP Paribas | 10/07/22 | 29,922 | ||||||
USD 1,321,472 | CHF 1,312,125 | BNP Paribas | 10/07/22 | (8,703 | ) | |||||
USD 650,034 | SEK 7,020,303 | BNP Paribas | 10/07/22 | 17,354 | ||||||
NZD 1,090,975 | USD 649,584 | BNP Paribas | 10/07/22 | (39,015 | ) | |||||
SEK 13,180,063 | USD 1,162,358 | BNP Paribas | 10/07/22 | 25,449 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
USD 1,250,799 | AUD 1,918,753 | BNP Paribas | 10/07/22 | $ | 23,419 | |||||
USD 1,374,531 | AUD 2,066,589 | BNP Paribas | 10/07/22 | 52,584 | ||||||
USD 807,292 | JPY 116,184,295 | BNP Paribas | 10/07/22 | 4,295 | ||||||
USD 557,790 | CHF 537,047 | BNP Paribas | 10/07/22 | 13,356 | ||||||
EUR 360,486 | USD 353,292 | BNP Paribas | 10/07/22 | 77 | ||||||
CAD 686,864 | USD 534,621 | BNP Paribas | 10/07/22 | (37,384 | ) | |||||
NZD 1,458,996 | USD 928,242 | BNP Paribas | 10/07/22 | (111,708 | ) | |||||
USD 762,231 | NZD 1,242,519 | BNP Paribas | 10/07/22 | 66,850 | ||||||
NOK 6,558,625 | USD 669,194 | BNP Paribas | 10/07/22 | (66,837 | ) | |||||
USD 651,641 | NOK 6,551,562 | BNP Paribas | 10/07/22 | 49,933 | ||||||
USD 742,372 | AUD 1,093,396 | BNP Paribas | 10/07/22 | 42,953 | ||||||
USD 1,581,590 | JPY 221,093,827 | BNP Paribas | 10/07/22 | 53,521 | ||||||
JPY 109,501,145 | USD 784,006 | BNP Paribas | 10/07/22 | (27,199 | ) | |||||
USD 2,389,209 | CAD 3,137,606 | BNP Paribas | 10/07/22 | 117,824 | ||||||
USD 649,796 | CHF 636,208 | BNP Paribas | 10/07/22 | 4,837 | ||||||
USD 394,105 | EUR 394,028 | BNP Paribas | 10/07/22 | 7,856 | ||||||
NZD 1,239,959 | USD 753,266 | BNP Paribas | 10/07/22 | (59,317 | ) | |||||
CHF 634,927 | USD 646,320 | BNP Paribas | 10/07/22 | (2,659 | ) | |||||
JPY 76,982,008 | USD 535,963 | BNP Paribas | 10/07/22 | (3,909 | ) | |||||
GBP 807,849 | USD 977,952 | BNP Paribas | 10/07/22 | (75,890 | ) | |||||
CAD 1,597,436 | USD 1,215,794 | BNP Paribas | 10/07/22 | (59,373 | ) | |||||
USD 717,485 | SEK 7,739,201 | BNP Paribas | 10/07/22 | 20,016 | ||||||
AUD 1,732,291 | USD 1,125,091 | BNP Paribas | 10/07/22 | (16,987 | ) | |||||
USD 1,250,836 | CAD 1,629,239 | BNP Paribas | 10/07/22 | 71,392 | ||||||
USD 1,614,913 | JPY 223,404,618 | BNP Paribas | 10/07/22 | 70,873 | ||||||
USD 122,745 | SEK 1,250,049 | BNP Paribas | 10/07/22 | 10,089 | ||||||
NOK 6,991,163 | USD 730,216 | BNP Paribas | 10/07/22 | (88,134 | ) | |||||
GBP 1,875,757 | USD 2,280,142 | BNP Paribas | 10/07/22 | (185,631 | ) | |||||
EUR 833,186 | USD 858,597 | BNP Paribas | 10/07/22 | (41,862 | ) | |||||
CAD 1,887,902 | USD 1,475,394 | BNP Paribas | 10/07/22 | (108,699 | ) | |||||
USD 852,511 | NOK 8,272,789 | BNP Paribas | 10/07/22 | 92,722 | ||||||
EUR 289,307 | USD 294,892 | BNP Paribas | 10/07/22 | (11,297 | ) | |||||
USD 1,144,650 | CHF 1,083,606 | BNP Paribas | 10/07/22 | 46,138 | ||||||
SEK 15,009,842 | USD 1,431,753 | BNP Paribas | 10/07/22 | (79,044 | ) | |||||
JPY 109,925,882 | USD 776,140 | BNP Paribas | 10/07/22 | (16,398 | ) | |||||
USD 1 | CAD 1 | Brown Brothers Harriman & Co. | 10/07/22 | – | ||||||
USD 1,002,380 | CHF 961,674 | Brown Brothers Harriman & Co. | 10/07/22 | 27,478 | ||||||
USD 1,058,214 | CAD 1,392,234 | Brown Brothers Harriman & Co. | 10/07/22 | 50,344 | ||||||
USD 8 | EUR 8 | Brown Brothers Harriman & Co. | 10/07/22 | – | ||||||
EUR 364,267 | USD 365,264 | Citibank N.A. | 10/07/22 | (8,189 | ) | |||||
JPY 102,088,331 | USD 707,266 | Citibank N.A. | 10/07/22 | (1,692 | ) | |||||
USD 0 | SEK 1 | Citibank N.A. | 10/07/22 | – | ||||||
USD 284,821 | JPY 40,855,572 | Goldman Sachs International | 10/07/22 | 2,452 | ||||||
EUR 1,706,694 | USD 1,704,108 | Goldman Sachs International | 10/07/22 | (31,111 | ) | |||||
JPY 128,738,285 | USD 903,706 | Goldman Sachs International | 10/07/22 | (13,943 | ) | |||||
USD 824,333 | EUR 823,427 | Goldman Sachs International | 10/07/22 | 17,163 | ||||||
USD 420,125 | EUR 419,957 | Goldman Sachs International | 10/07/22 | 8,460 | ||||||
USD 692,265 | SEK 7,388,885 | Goldman Sachs International | 10/07/22 | 26,367 | ||||||
CAD 1,543,362 | USD 1,172,135 | Goldman Sachs International | 10/07/22 | (54,860 | ) | |||||
USD 844,661 | EUR 846,324 | Goldman Sachs International | 10/07/22 | 15,047 | ||||||
GBP 1,297,783 | USD 1,495,033 | Goldman Sachs International | 10/07/22 | (45,901 | ) | |||||
NOK 6,710,030 | USD 665,024 | Goldman Sachs International | 10/07/22 | (48,762 | ) | |||||
AUD 1,141,562 | USD 785,008 | Goldman Sachs International | 10/07/22 | (54,779 | ) | |||||
NOK 8,226,094 | USD 852,639 | Goldman Sachs International | 10/07/22 | (97,139 | ) | |||||
NOK 6,598,577 | USD 610,578 | Goldman Sachs International | 10/07/22 | (4,552 | ) | |||||
USD 1,348,834 | EUR 1,405,299 | Goldman Sachs International | 10/07/22 | (28,719 | ) | |||||
CAD 327,016 | USD 237,972 | Goldman Sachs International | 10/07/22 | (1,238 | ) | |||||
USD 614,970 | NOK 6,301,969 | Goldman Sachs International | 10/07/22 | 36,185 | ||||||
NOK 4,942,454 | USD 457,177 | Goldman Sachs International | 10/07/22 | (3,253 | ) | |||||
USD 965,787 | GBP 816,561 | Goldman Sachs International | 10/07/22 | 53,998 | ||||||
USD 685,498 | SEK 7,249,825 | Goldman Sachs International | 10/07/22 | 32,133 | ||||||
JPY 42,063,419 | USD 291,916 | Goldman Sachs International | 10/07/22 | (1,198 | ) | |||||
USD 1,222,213 | JPY 176,574,287 | Goldman Sachs International | 10/07/22 | 1,836 | ||||||
CAD 2,161,555 | USD 1,587,920 | Goldman Sachs International | 10/07/22 | (23,120 | ) | |||||
USD 789,024 | CHF 770,967 | Goldman Sachs International | 10/07/22 | 7,452 | ||||||
JPY 179,805,560 | USD 1,255,915 | Goldman Sachs International | 10/07/22 | (13,206 | ) | |||||
GBP 133,990 | USD 158,647 | Goldman Sachs International | 10/07/22 | (9,031 | ) | |||||
CHF 1,809,569 | USD 1,879,525 | Goldman Sachs International | 10/07/22 | (45,064 | ) | |||||
USD 400,602 | EUR 400,127 | Goldman Sachs International | 10/07/22 | 8,375 | ||||||
JPY 224,690,921 | USD 1,641,194 | Goldman Sachs International | 10/07/22 | (88,264 | ) |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
USD 1,335,873 | NOK 13,027,031 | Goldman Sachs International | 10/07/22 | $ | 139,445 | |||||
NZD 966,959 | USD 554,263 | Goldman Sachs International | 10/07/22 | (13,099 | ) | |||||
USD 491,210 | EUR 496,380 | Goldman Sachs International | 10/07/22 | 4,630 | ||||||
CHF 1,230,090 | USD 1,304,858 | Goldman Sachs International | 10/07/22 | (57,848 | ) | |||||
USD 830,754 | EUR 829,154 | Goldman Sachs International | 10/07/22 | 17,971 | ||||||
AUD 2,000,959 | USD 1,339,852 | Morgan Stanley | 10/07/22 | (59,887 | ) | |||||
SEK 3,403,373 | USD 318,106 | Morgan Stanley Capital Services LLC | 10/07/22 | (11,389 | ) | |||||
AUD 1,116,832 | USD 752,549 | Morgan Stanley Capital Services LLC | 10/07/22 | (38,139 | ) | |||||
AUD 2,129,569 | USD 1,415,995 | Morgan Stanley Capital Services LLC | 10/07/22 | (53,761 | ) | |||||
USD 1,938,792 | CHF 1,895,517 | Morgan Stanley Capital Services LLC | 10/07/22 | 17,200 | ||||||
AUD 2,285,586 | USD 1,578,654 | Morgan Stanley Capital Services LLC | 10/07/22 | (116,620 | ) | |||||
SEK 15,455,428 | USD 1,436,245 | Morgan Stanley Capital Services LLC | 10/07/22 | (43,378 | ) | |||||
USD 724,839 | SEK 7,724,090 | Morgan Stanley Capital Services LLC | 10/07/22 | 28,733 | ||||||
USD 788,973 | NZD 1,268,072 | Morgan Stanley Capital Services LLC | 10/07/22 | 79,290 | ||||||
USD 468,852 | EUR 472,752 | Morgan Stanley Capital Services LLC | 10/07/22 | 5,434 | ||||||
CHF 1,468,425 | USD 1,495,349 | Morgan Stanley Capital Services LLC | 10/07/22 | (6,726 | ) | |||||
EUR 892,934 | USD 898,109 | Morgan Stanley Capital Services LLC | 10/07/22 | (22,805 | ) | |||||
USD 1,885,553 | AUD 2,645,052 | Morgan Stanley Capital Services LLC | 10/07/22 | 193,577 | ||||||
SEK 6,564,430 | USD 621,232 | Morgan Stanley Capital Services LLC | 10/07/22 | (29,636 | ) | |||||
USD 2,121,211 | EUR 2,190,631 | Morgan Stanley Capital Services LLC | 10/07/22 | (26,168 | ) | |||||
JPY 257,572,716 | USD 1,937,925 | Morgan Stanley Capital Services LLC | 10/07/22 | (157,736 | ) | |||||
GBP 626,309 | USD 720,699 | Morgan Stanley Capital Services LLC | 10/07/22 | (21,349 | ) | |||||
USD 727,604 | SEK 7,724,000 | Morgan Stanley Capital Services LLC | 10/07/22 | 31,506 | ||||||
USD 1,060,525 | SEK 11,846,121 | Morgan Stanley Capital Services LLC | 10/07/22 | (7,065 | ) | |||||
USD 1,510,525 | NZD 2,502,240 | Morgan Stanley Capital Services LLC | 10/07/22 | 110,134 | ||||||
CAD 1,052,975 | USD 815,985 | Morgan Stanley Capital Services LLC | 10/07/22 | (53,713 | ) | |||||
NZD 1,291,085 | USD 773,579 | Morgan Stanley Capital Services LLC | 10/07/22 | (51,018 | ) | |||||
USD 437,636 | EUR 455,152 | Morgan Stanley Capital Services LLC | 10/07/22 | (8,530 | ) | |||||
USD 711,079 | GBP 618,018 | Morgan Stanley Capital Services LLC | 10/07/22 | 20,987 | ||||||
CAD 1,425,857 | USD 1,075,141 | Morgan Stanley Capital Services LLC | 10/07/22 | (42,930 | ) | |||||
GBP 737,909 | USD 860,926 | Morgan Stanley Capital Services LLC | 10/07/22 | (36,961 | ) | |||||
EUR 1,307,832 | USD 1,305,201 | Morgan Stanley Capital Services LLC | 10/07/22 | (23,191 | ) | |||||
USD 1,114,791 | GBP 923,723 | Morgan Stanley Capital Services LLC | 10/07/22 | 83,343 | ||||||
USD 1,334,698 | CAD 1,726,855 | Morgan Stanley Capital Services LLC | 10/07/22 | 84,588 | ||||||
AUD 1,316,352 | USD 925,414 | Morgan Stanley Capital Services LLC | 10/07/22 | (83,375 | ) | |||||
GBP 629,107 | USD 719,283 | Morgan Stanley Capital Services LLC | 10/07/22 | (16,809 | ) | |||||
CAD 1,610,503 | USD 1,229,693 | Morgan Stanley Capital Services LLC | 10/07/22 | (63,813 | ) | |||||
USD 843,826 | NZD 1,331,697 | Morgan Stanley Capital Services LLC | 10/07/22 | 98,535 | ||||||
USD 997,217 | NOK 10,642,696 | Morgan Stanley Capital Services LLC | 10/07/22 | 19,771 | ||||||
USD 927,810 | AUD 1,318,741 | Morgan Stanley Capital Services LLC | 10/07/22 | 84,243 | ||||||
USD 1,200,351 | JPY 171,039,753 | Morgan Stanley Capital Services LLC | 10/07/22 | 18,226 | ||||||
USD 129,726 | JPY 18,464,920 | Morgan Stanley Capital Services LLC | 10/07/22 | 2,108 | ||||||
CAD 1,617,470 | USD 1,250,060 | Morgan Stanley Capital Services LLC | 10/07/22 | (79,136 | ) | |||||
USD 924,307 | NZD 1,436,336 | Standard Chartered Bank | 10/07/22 | 120,455 | ||||||
USD 163,922 | JPY 23,375,589 | Standard Chartered Bank | 10/07/22 | 2,363 | ||||||
USD 467,348 | EUR 464,576 | Standard Chartered Bank | 10/07/22 | 11,945 | ||||||
AUD 1,337,608 | USD 950,964 | Standard Chartered Bank | 10/07/22 | (95,328 | ) | |||||
USD 930,884 | JPY 134,205,516 | Standard Chartered Bank | 10/07/22 | 3,335 | ||||||
USD 943,194 | JPY 125,524,000 | Standard Chartered Bank | 10/07/22 | 75,647 | ||||||
CHF 290 | USD 309 | Standard Chartered Bank | 10/07/22 | (15 | ) | |||||
EUR 368,899 | USD 369,216 | Standard Chartered Bank | 10/07/22 | (7,601 | ) | |||||
USD 210,918 | EUR 205,012 | Standard Chartered Bank | 10/07/22 | 9,953 | ||||||
USD 718,547 | GBP 661,201 | Standard Chartered Bank | 10/07/22 | (19,764 | ) | |||||
EUR 198,717 | USD 198,467 | Standard Chartered Bank | 10/07/22 | (3,674 | ) | |||||
USD 1,147,867 | EUR 1,124,642 | State Street Bank and Trust Co. | 10/07/22 | 45,430 | ||||||
USD 1,298,042 | CHF 1,232,754 | State Street Bank and Trust Co. | 10/07/22 | 48,331 | ||||||
USD 434,912 | EUR 454,767 | State Street Bank and Trust Co. | 10/07/22 | (10,876 | ) | |||||
SEK 5,475,005 | USD 527,949 | State Street Bank and Trust Co. | 10/07/22 | (34,534 | ) | |||||
AUD 175,657 | USD 122,190 | State Street Bank and Trust Co. | 10/07/22 | (9,826 | ) | |||||
USD 171,250 | EUR 171,371 | State Street Bank and Trust Co. | 10/07/22 | 3,262 | ||||||
EUR 422,063 | USD 420,125 | State Street Bank and Trust Co. | 10/07/22 | (6,395 | ) | |||||
EUR 717,788 | USD 690,892 | State Street Bank and Trust Co. | 10/07/22 | 12,724 | ||||||
EUR 387,891 | USD 377,819 | State Street Bank and Trust Co. | 10/07/22 | 2,414 | ||||||
EUR 913,274 | USD 885,512 | State Street Bank and Trust Co. | 10/07/22 | 9,730 | ||||||
USD 768,773 | GBP 666,864 | State Street Bank and Trust Co. | 10/07/22 | 24,139 | ||||||
USD 685,678 | AUD 1,021,754 | State Street Bank and Trust Co. | 10/07/22 | 32,087 | ||||||
USD 881,154 | JPY 126,460,683 | State Street Bank and Trust Co. | 10/07/22 | 7,133 | ||||||
USD 786,309 | AUD 1,126,578 | State Street Bank and Trust Co. | 10/07/22 | 65,664 | ||||||
USD 291,881 | CHF 280,303 | State Street Bank and Trust Co. | 10/07/22 | 7,723 | ||||||
USD 394,258 | EUR 391,173 | State Street Bank and Trust Co. | 10/07/22 | 10,809 |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
EUR 393,354 | USD 393,980 | State Street Bank and Trust Co. | 10/07/22 | $ | (8,392 | ) | ||||
USD 801,230 | AUD 1,167,791 | State Street Bank and Trust Co. | 10/07/22 | 54,222 | ||||||
EUR 886,545 | USD 888,529 | State Street Bank and Trust Co. | 10/07/22 | (19,488 | ) | |||||
USD 1,156,759 | GBP 952,910 | State Street Bank and Trust Co. | 10/07/22 | 92,721 | ||||||
USD 644,234 | EUR 629,892 | State Street Bank and Trust Co. | 10/07/22 | 26,778 | ||||||
CHF 661,955 | USD 699,149 | State Street Bank and Trust Co. | 10/07/22 | (28,088 | ) | |||||
$ | (29,162 | ) |
At September 30, 2022, the following futures contracts were outstanding for Voya Balanced Income Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
U.S. Treasury 10-Year Note | 139 | 12/20/22 | $ | 15,576,687 | $ | (776,874 | ) | |||||
U.S. Treasury 2-Year Note | 182 | 12/30/22 | 37,381,094 | (569,666 | ) | |||||||
U.S. Treasury 5-Year Note | 386 | 12/30/22 | 41,498,016 | (1,283,418 | ) | |||||||
$ | 94,455,797 | $ | (2,629,958 | ) | ||||||||
Short Contracts: | ||||||||||||
U.S. Treasury Long Bond | (55) | 12/20/22 | (6,952,344 | ) | 591,029 | |||||||
U.S. Treasury Ultra 10-Year Note | (144) | 12/20/22 | (17,061,750 | ) | 1,098,138 | |||||||
U.S. Treasury Ultra Long Bond | (17) | 12/20/22 | (2,329,000 | ) | 202,453 | |||||||
$ | (26,343,094 | ) | $ | 1,891,620 |
At September 30, 2022, the following centrally cleared credit default swaps were outstanding for Voya Balanced Income Portfolio:
Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection(1)
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(2) | Termination Date | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | |||||||||||
CDX North American High Yield Index, Series 38, Version 2 | Buy | (5.000) | 06/20/27 | USD | 3,170,777 | $ | 71,773 | $ | 139,112 | ||||||||
$ | 71,773 | $ | 139,112 |
Centrally Cleared Credit Default Swaps on Corporate and Sovereign Issues - Buy Protection(1)
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(2) | Termination Date | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | |||||||||||
Prudential Financial Inc. 3.50%, due 05/15/2024 | Buy | (1.000) | 12/20/24 | USD | 1,140,000 | (13,006 | ) | 17,282 | |||||||||
(13,006 | ) | $ | 17,282 |
(1) | If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | Payments made quarterly. |
(3) | The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. |
(4) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
At September 30, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Balanced Income Portfolio:
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed
Rate | Fixed
Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Pay | 1-day Secured Overnight Financing Rate | Annual | 3.391 | % | Annual | 08/25/24 | USD | 16,000,000 | $ | (222,218 | ) | $ | (222,218 | ) | |||||||||
$ | (222,218 | ) | $ | (222,218 | ) |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, the following OTC purchased foreign currency options were outstanding for Voya Balanced Income Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | |||||||||||||
Call EUR vs. Put USD | BNP Paribas | 03/16/23 | 1.080 USD | 1,755,400 | $ | 10,207 | $ | 147,559 | |||||||||||
Call JPY vs. Put USD | BNP Paribas | 02/27/25 | 107.500 USD | 855,000 | 42,408 | 11,428 | |||||||||||||
Call USD vs. Put AUD | Morgan Stanley Capital Services LLC | 10/17/22 | 0.625 USD | 12,323,000 | 88,356 | 78,178 | |||||||||||||
Call USD vs. Put JPY | Bank of America N.A. | 09/09/32 | 140.000 USD | 1,118,300 | 19,906 | 20,464 | |||||||||||||
Call USD vs. Put JPY | BNP Paribas | 09/09/32 | 140.000 USD | 1,118,300 | 21,337 | 20,464 | |||||||||||||
$ | 182,214 | $ | 278,093 |
At September 30, 2022, the following OTC written foreign currency options were outstanding for Voya Balanced Income Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Premiums Received | Fair Value | |||||||||||||
Call EUR vs. Put USD | BNP Paribas | 10/27/22 | 1.003 USD | 1,755,400 | $ | 31,755 | $ | (14,011 | ) | ||||||||||
Call EUR vs. Put USD | Citibank N.A. | 11/10/22 | 1.020 USD | 1,755,400 | 25,524 | (34,471 | ) | ||||||||||||
Call USD vs. Put EUR | BNP Paribas | 10/27/22 | 1.003 USD | 1,755,400 | 31,755 | (39,814 | ) | ||||||||||||
Call USD vs. Put EUR | Citibank N.A. | 11/10/22 | 1.020 USD | 1,755,400 | 32,405 | (28,388 | ) | ||||||||||||
Call USD vs. Put EUR | BNP Paribas | 11/17/22 | 0.960 USD | 1,755,400 | 9,013 | (100,430 | ) | ||||||||||||
Call USD vs. Put JPY | Bank of America N.A. | 09/09/27 | 140.000 USD | 1,118,300 | 31,670 | (31,193 | ) | ||||||||||||
Call USD vs. Put JPY | BNP Paribas | 09/09/27 | 140.000 USD | 1,118,300 | 30,641 | (31,193 | ) | ||||||||||||
$ | 192,763 | $ | (279,500 | ) |
At September 30, 2022, the following OTC written interest rate swaptions were outstanding for Voya Balanced Income Portfolio:
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating
Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
Call on 10-Year Interest Rate Swap(1) | BNP Paribas | Pay | 3.350% | 1-day Secured Overnight Financing Rate | 09/28/23 | USD | 5,568,000 | $ | 236,640 | $ | (252,558 | ) | ||||||||||
Put on 10-Year Interest Rate Swap(2) | BNP Paribas | Receive | 3.350% | 1-day Secured Overnight Financing Rate | 09/28/23 | USD | 5,568,000 | 236,640 | (193,718 | ) | ||||||||||||
$ | 473,280 | $ | (446,276 | ) |
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, the following OTC forward premium swaptions were outstanding for Voya Balanced Income Portfolio:
Description | Counterparty | Exercise Rate(3) | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premium receivable/(payable) at expiration(4) | Unrealized Appreciation/(Depreciation) | ||||||||||||||
Call on 10-Year Interest Rate Swap (Purchased) | Deutsche Bank AG | 2.950 | % | Receive | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 2,698,900 | $ | (156,536 | ) | $ | (56,185 | ) | ||||||||
Call on 1-Year Interest Rate Swap (Written) | Deutsche Bank AG | 2.750 | % | Receive | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 21,591,100 | 180,376 | 11,324 | ||||||||||||
Call on 30-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Receive | 1-day Secured Overnight Financing Rate | 06/14/27 | USD | 1,676,000 | (293,300 | ) | 3,598 | |||||||||||
Call on 35-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Receive | 1-day Secured Overnight Financing Rate | 06/03/27 | USD | 1,676,000 | (293,719 | ) | 3,582 | |||||||||||
Put on 10-Year Interest Rate Swap (Purchased) | Deutsche Bank AG | 2.950 | % | Pay | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 2,698,900 | (156,536 | ) | 96,617 | |||||||||||
Put on 1-Year Interest Rate Swap (Written) | Deutsche Bank AG | 2.750 | % | Pay | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 21,591,100 | 180,376 | (101,035 | ) | |||||||||||
Put on 30-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Pay | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 4,989,400 | (898,092 | ) | (7,571 | ) | ||||||||||
$ | (1,437,431 | ) | $ | (49,670 | ) |
(1) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. |
(2) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. |
(3) | Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract. |
(4) | Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective forward premium swaption contract. |
Currency Abbreviations | ||
AUD | - | Australian Dollar |
CAD | - | Canadian Dollar |
CHF | - | Swiss Franc |
EUR | - | EU Euro |
GBP | - | British Pound |
JPY | - | Japanese Yen |
NOK | - | Norwegian Krone |
NZD | - | New Zealand Dollar |
SEK | - | Swedish Krona |
USD | - | United States Dollar |
Voya Balanced Income 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 $275,868,180. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 12,149,915 | ||
Gross Unrealized Depreciation | (46,560,600 | ) | ||
Net Unrealized Depreciation | $ | (34,410,685 | ) |