Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 41.3% | |||||
Communication Services: 3.0% | |||||
1,578 | (1) | Alphabet, Inc. - Class A | $ | 4,388,970 | 1.2 |
13,554 | AT&T, Inc. | 320,281 | 0.1 | ||
2,892 | (2) | Auto Trader Group PLC | 23,874 | 0.0 | |
1,046 | (1) | Charter Communications, Inc. | 570,614 | 0.2 | |
21,423 | Comcast Corp. – Class A | 1,003,025 | 0.3 | ||
7,880 | Deutsche Telekom AG | 146,759 | 0.1 | ||
1,306 | Electronic Arts, Inc. | 165,222 | 0.0 | ||
2,851 | Interpublic Group of Cos., Inc. | 101,068 | 0.0 | ||
8,586 | (1) | Iridium Communications, Inc. | 346,188 | 0.1 | |
500 | Konami Holdings Corp. | 31,538 | 0.0 | ||
1,800 | (1) | Live Nation Entertainment, Inc. | 211,752 | 0.1 | |
5,247 | (1) | Meta Platforms, Inc. | 1,166,723 | 0.3 | |
1,041 | (1) | NetFlix, Inc. | 389,948 | 0.1 | |
2,454 | New York Times Co. | 112,491 | 0.0 | ||
9,932 | News Corp - Class A | 219,994 | 0.1 | ||
200 | Nintendo Co., Ltd. | 100,952 | 0.0 | ||
7,100 | (3) | Nippon Telegraph & Telephone Corp. | 206,283 | 0.1 | |
5,164 | Orange SA | 61,149 | 0.0 | ||
1,369 | Paramount Global - Class B | 51,762 | 0.0 | ||
2,609 | (1) | Pinterest, Inc. | 64,208 | 0.0 | |
1,379 | Publicis Groupe | 83,697 | 0.0 | ||
1,582 | (2) | Scout24 SE | 90,194 | 0.0 | |
586 | (1) | Sea Ltd. ADR | 70,197 | 0.0 | |
25,209 | Spark New Zealand Ltd. | 79,777 | 0.0 | ||
1,139 | (1) | Spotify Technology SA | 172,012 | 0.1 | |
3,896 | Tele2 AB | 58,891 | 0.0 | ||
88,297 | Telecom Italia S.p.A. - TIT | 32,416 | 0.0 | ||
8,602 | Telstra Corp., Ltd. | 25,414 | 0.0 | ||
3,374 | Vivendi SE | 44,080 | 0.0 | ||
166,563 | Vodafone Group PLC | 273,127 | 0.1 | ||
445 | (1) | Walt Disney Co. | 61,036 | 0.0 | |
9,473 | WPP PLC | 123,983 | 0.1 | ||
1,094 | (1) | Yelp, Inc. | 37,316 | 0.0 | |
10,834,941 | 3.0 | ||||
Consumer Discretionary: 4.7% | |||||
1,072 | Adidas AG | 249,805 | 0.1 | ||
561 | (1) | Airbnb, Inc. | 96,357 | 0.0 | |
1,051 | (1) | Amazon.com, Inc. | 3,426,207 | 1.0 | |
1,646 | (3) | American Eagle Outfitters, Inc. | 27,653 | 0.0 | |
1,354 | (1) | Aptiv PLC | 162,087 | 0.1 | |
4,301 | Aristocrat Leisure Ltd. | 116,738 | 0.0 | ||
2,821 | (1) | Autonation, Inc. | 280,915 | 0.1 | |
249 | (1) | Autozone, Inc. | 509,100 | 0.2 | |
4,966 | Barratt Developments PLC | 33,807 | 0.0 | ||
70 | (1) | Booking Holdings, Inc. | 164,391 | 0.1 | |
3,864 | BorgWarner, Inc. | 150,310 | 0.1 | ||
4,981 | Boyd Gaming Corp. | 327,650 | 0.1 | ||
753 | Brunswick Corp. | 60,910 | 0.0 | ||
855 | Burberry Group PLC | 18,664 | 0.0 | ||
1,142 | (1) | Carmax, Inc. | 110,180 | 0.0 | |
241 | Carter's, Inc. | 22,170 | 0.0 | ||
7,200 | Chow Tai Fook Jewellery Group Ltd. | 13,004 | 0.0 | ||
956 | Cie Financiere Richemont SA | 121,178 | 0.1 | ||
1,235 | Cie Generale des Etablissements Michelin SCA | 167,363 | 0.1 | ||
147 | Columbia Sportswear Co. | 13,308 | 0.0 | ||
1,567 | (1) | CROCS, Inc. | 119,719 | 0.0 | |
9,160 | Dana, Inc. | 160,941 | 0.1 | ||
188 | (1) | Deckers Outdoor Corp. | 51,469 | 0.0 | |
2,379 | (3) | Dick's Sporting Goods, Inc. | 237,948 | 0.1 | |
195 | Domino's Pizza, Inc. | 79,367 | 0.0 | ||
1,835 | (3) | Electrolux AB | 27,768 | 0.0 | |
132 | (2) | Evolution AB | 13,429 | 0.0 | |
58 | (1) | Five Below, Inc. | 9,185 | 0.0 | |
300 | (1),(3) | Fiverr International Ltd. | 22,821 | 0.0 | |
22,790 | Ford Motor Co. | 385,379 | 0.1 | ||
260 | (1) | Fox Factory Holding Corp. | 25,467 | 0.0 | |
170 | (1),(3) | GameStop Corp. | 28,319 | 0.0 | |
4,812 | (1) | General Motors Co. | 210,477 | 0.1 | |
6,048 | Gentex Corp. | 176,420 | 0.1 | ||
24,000 | Genting Singapore Ltd. | 14,345 | 0.0 | ||
3,905 | Genuine Parts Co. | 492,108 | 0.1 | ||
3,168 | (1) | Goodyear Tire & Rubber Co. | 45,271 | 0.0 | |
4,809 | H & M Hennes & Mauritz AB | 64,574 | 0.0 | ||
1,032 | Harley-Davidson, Inc. | 40,661 | 0.0 | ||
1,615 | Home Depot, Inc. | 483,418 | 0.1 | ||
1,600 | (3) | Iida Group Holdings Co. Ltd. | 27,585 | 0.0 | |
1,100 | Isuzu Motors Ltd. | 14,210 | 0.0 | ||
29,566 | JD Sports Fashion PLC | 56,971 | 0.0 | ||
397 | (1),(2) | Just Eat Takeaway.com NV | 13,315 | 0.0 | |
91 | Kering SA | 57,451 | 0.0 | ||
654 | Kohl's Corp. | 39,541 | 0.0 | ||
400 | Koito Manufacturing Co., Ltd. | 16,188 | 0.0 | ||
2,855 | (2) | La Francaise des Jeux SAEM | 113,266 | 0.0 | |
414 | Lear Corp. | 59,032 | 0.0 | ||
753 | Lennar Corp. - Class A | 61,121 | 0.0 | ||
302 | Lithia Motors, Inc. | 90,636 | 0.0 | ||
8,355 | LKQ Corp. | 379,401 | 0.1 | ||
407 | Lowe's Cos, Inc. | 82,291 | 0.0 | ||
464 | LVMH Moet Hennessy Louis Vuitton SE | 331,205 | 0.1 | ||
1,903 | Macy's, Inc. | 46,357 | 0.0 | ||
356 | Marriott Vacations Worldwide Corp. | 56,141 | 0.0 | ||
2,581 | (1) | Mattel, Inc. | 57,324 | 0.0 | |
2,100 | Mazda Motor Corp. | 15,436 | 0.0 | ||
216 | McDonald's Corp. | 53,412 | 0.0 | ||
600 | (1) | Mercari, Inc. | 15,488 | 0.0 | |
244 | Mercedes-Benz Group AG | 17,126 | 0.0 | ||
1,626 | MGM Resorts International | 68,194 | 0.0 | ||
6,171 | Nike, Inc. - Class B | 830,370 | 0.2 | ||
45 | (1) | NVR, Inc. | 201,027 | 0.1 | |
200 | (1),(3) | Ollie's Bargain Outlet Holdings, Inc. | 8,592 | 0.0 | |
400 | Open House Group Co. Ltd. | 17,701 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
2,500 | Panasonic Corp. | 24,280 | 0.0 | |
2,010 | Pandora A/S | 191,481 | 0.1 | |
76 | Penske Auto Group, Inc. | 7,123 | 0.0 | |
4,207 | Persimmon PLC | 117,970 | 0.0 | |
175 | Puma SE | 14,882 | 0.0 | |
946 | PVH Corp. | 72,473 | 0.0 | |
1,745 | (1) | Renault S.A. | 45,615 | 0.0 |
46 | (1),(3) | RH | 15,000 | 0.0 |
1,998 | (1) | Scientific Games Corp. | 117,382 | 0.0 |
423 | SEB SA | 58,992 | 0.0 | |
6,500 | Sekisui House Ltd. | 125,731 | 0.1 | |
1,133 | Service Corp. International | 74,574 | 0.0 | |
1,200 | Sony Group Corp. | 123,451 | 0.1 | |
2,945 | Starbucks Corp. | 267,907 | 0.1 | |
1,400 | Subaru Corp. | 22,236 | 0.0 | |
500 | Suzuki Motor Corp. | 17,135 | 0.0 | |
5,925 | TABCORP Holdings Ltd. | 23,606 | 0.0 | |
235 | Target Corp. | 49,872 | 0.0 | |
7,411 | (1) | Taylor Morrison Home Corp. | 201,727 | 0.1 |
46,519 | Taylor Wimpey PLC | 79,218 | 0.0 | |
605 | Tempur Sealy International, Inc. | 16,892 | 0.0 | |
2,252 | (1) | Tesla, Inc. | 2,426,755 | 0.7 |
526 | Texas Roadhouse, Inc. | 44,042 | 0.0 | |
165 | (3) | Thor Industries, Inc. | 12,985 | 0.0 |
1,077 | Toll Brothers, Inc. | 50,641 | 0.0 | |
169 | (1) | TopBuild Corp. | 30,655 | 0.0 |
6,500 | (3) | Toyota Motor Corp. | 117,247 | 0.0 |
617 | Travel + Leisure Co. | 35,749 | 0.0 | |
13,658 | (1) | Tri Pointe Homes, Inc. | 274,253 | 0.1 |
4,260 | (1) | Under Armour, Inc. - Class A | 72,505 | 0.0 |
2,009 | Wendy's Company | 44,138 | 0.0 | |
40 | Whirlpool Corp. | 6,911 | 0.0 | |
456 | Williams-Sonoma, Inc. | 66,120 | 0.0 | |
1,942 | Wyndham Hotels & Resorts, Inc. | 164,468 | 0.1 | |
1,820 | (1) | YETI Holdings, Inc. | 109,164 | 0.0 |
2,169 | Yum! Brands, Inc. | 257,092 | 0.1 | |
1,035 | (1),(2) | Zalando SE | 52,407 | 0.0 |
16,922,943 | 4.7 | |||
Consumer Staples: 2.6% | ||||
2,200 | Ajinomoto Co., Inc. | 62,442 | 0.0 | |
2,483 | Altria Group, Inc. | 129,737 | 0.1 | |
4,934 | Archer-Daniels-Midland Co. | 445,343 | 0.1 | |
1,336 | Beiersdorf AG | 140,353 | 0.0 | |
4,567 | (1) | BellRing Brands, Inc. | 105,406 | 0.0 |
576 | (1) | BJ's Wholesale Club Holdings, Inc. | 38,943 | 0.0 |
8,292 | British American Tobacco PLC | 348,240 | 0.1 | |
10,698 | Coca-Cola Co. | 663,276 | 0.2 | |
1,017 | Coca-Cola European Partners PLC - USD | 49,436 | 0.0 | |
5,864 | Coca-Cola HBC AG | 122,299 | 0.0 | |
1,852 | Costco Wholesale Corp. | 1,066,474 | 0.3 | |
1,043 | (1) | Darling Ingredients, Inc. | 83,836 | 0.0 |
1,648 | Davide Campari-Milano NV | 19,115 | 0.0 | |
308 | Diageo PLC | 15,623 | 0.0 | |
333 | Energizer Holdings, Inc. | 10,243 | 0.0 | |
2,001 | Estee Lauder Cos., Inc. | 544,912 | 0.2 | |
3,439 | Flowers Foods, Inc. | 88,417 | 0.0 | |
1,010 | Heineken Holding NV | 79,087 | 0.0 | |
336 | (1) | HelloFresh SE | 15,081 | 0.0 |
3,943 | (1) | Herbalife Nutrition Ltd. | 119,710 | 0.0 |
24,499 | J Sainsbury Plc | 81,086 | 0.0 | |
11,200 | Japan Tobacco, Inc. | 191,269 | 0.1 | |
1,824 | Keurig Dr Pepper, Inc. | 69,130 | 0.0 | |
3,800 | Lawson, Inc. | 145,464 | 0.1 | |
874 | L'Oreal S.A. | 349,117 | 0.1 | |
3,319 | (1) | Monster Beverage Corp. | 265,188 | 0.1 |
3,522 | Nestle SA | 457,926 | 0.1 | |
1,069 | Nu Skin Enterprises, Inc. | 51,184 | 0.0 | |
6,721 | Orkla ASA | 59,713 | 0.0 | |
8,090 | PepsiCo, Inc. | 1,354,104 | 0.4 | |
1,408 | (1) | Performance Food Group Co. | 71,681 | 0.0 |
649 | Pernod Ricard SA | 142,593 | 0.1 | |
9,365 | Philip Morris International, Inc. | 879,748 | 0.3 | |
6,800 | Pola Orbis Holdings, Inc. | 88,543 | 0.0 | |
533 | (1) | Post Holdings, Inc. | 36,916 | 0.0 |
2,682 | Procter & Gamble Co. | 409,810 | 0.1 | |
56 | Sanderson Farms, Inc. | 10,500 | 0.0 | |
22,252 | Swedish Match AB | 167,336 | 0.1 | |
1,100 | Toyo Suisan Kaisha Ltd. | 39,360 | 0.0 | |
11,865 | Treasury Wine Estates Ltd. | 102,490 | 0.0 | |
3,418 | Tyson Foods, Inc. | 306,355 | 0.1 | |
631 | Unilever PLC | 28,519 | 0.0 | |
9,456,005 | 2.6 | |||
Energy: 1.7% | ||||
8,210 | Ampol Ltd. | 186,514 | 0.1 | |
362 | APA Corp. | 14,961 | 0.0 | |
11,284 | Baker Hughes Co. | 410,850 | 0.1 | |
33,141 | BP PLC | 162,469 | 0.1 | |
2,121 | (1) | ChampionX Corp. | 51,922 | 0.0 |
1,258 | Cheniere Energy, Inc. | 174,422 | 0.1 | |
1,735 | Chevron Corp. | 282,510 | 0.1 | |
2,496 | (1) | CNX Resources Corp. | 51,717 | 0.0 |
8,283 | ConocoPhillips | 828,300 | 0.2 | |
1,035 | Devon Energy Corp. | 61,200 | 0.0 | |
4,447 | ENI S.p.A. | 64,852 | 0.0 | |
3,624 | EOG Resources, Inc. | 432,090 | 0.1 | |
1,719 | EQT Corp. | 59,151 | 0.0 | |
1,982 | Equinor ASA | 74,001 | 0.0 | |
1,347 | Equitrans Midstream Corp. | 11,369 | 0.0 | |
6,899 | Exxon Mobil Corp. | 569,788 | 0.2 | |
2,711 | Galp Energia SGPS SA | 34,275 | 0.0 | |
324 | HF Sinclair Corp. | 12,911 | 0.0 | |
354 | (3) | Lundin Energy AB | 14,859 | 0.0 |
6,442 | Marathon Petroleum Corp. | 550,791 | 0.2 | |
592 | NOV, Inc. | 11,609 | 0.0 | |
1,939 | Occidental Petroleum Corp. | 110,019 | 0.0 | |
681 | OMV AG | 32,540 | 0.0 | |
213 | PDC Energy, Inc. | 15,481 | 0.0 | |
2,171 | (1) | Range Resources Corp. | 65,955 | 0.0 |
8,662 | Repsol SA | 113,466 | 0.0 | |
14,902 | Santos Ltd. | 86,399 | 0.0 | |
2,995 | Schlumberger NV | 123,723 | 0.1 | |
8,836 | Shell PLC | 242,183 | 0.1 | |
8,038 | Targa Resources Corp. | 606,628 | 0.2 | |
2,222 | Tenaris S.A. | 33,377 | 0.0 | |
1,416 | (3) | TotalEnergies SE | 71,649 | 0.0 |
4,477 | Valero Energy Corp. | 454,595 | 0.1 | |
6,016,576 | 1.7 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
Financials: 5.4% | ||||
11,378 | 3i Group PLC | 205,741 | 0.1 | |
17,764 | Abrdn PLC | 49,741 | 0.0 | |
876 | Affiliated Managers Group, Inc. | 123,472 | 0.0 | |
6,000 | AIA Group Ltd. | 62,651 | 0.0 | |
1,706 | Aon PLC | 555,525 | 0.2 | |
1,170 | Australia & New Zealand Banking Group Ltd. | 23,974 | 0.0 | |
10,152 | AXA S.A. | 297,195 | 0.1 | |
1,123 | Axis Capital Holdings Ltd. | 67,908 | 0.0 | |
16,958 | Banco Bilbao Vizcaya Argentaria SA | 96,829 | 0.0 | |
5,548 | Bank of America Corp. | 228,689 | 0.1 | |
1,706 | Bank OZK | 72,846 | 0.0 | |
100,134 | Barclays PLC | 194,107 | 0.1 | |
3,119 | (1) | Berkshire Hathaway, Inc. – Class B | 1,100,726 | 0.3 |
936 | Blackrock, Inc. | 715,263 | 0.2 | |
4,755 | BNP Paribas | 271,724 | 0.1 | |
22,500 | BOC Hong Kong Holdings Ltd. | 84,663 | 0.0 | |
1,741 | Capital One Financial Corp. | 228,576 | 0.1 | |
3,067 | Charles Schwab Corp. | 258,579 | 0.1 | |
12,241 | Citigroup, Inc. | 653,669 | 0.2 | |
595 | Citizens Financial Group, Inc. | 26,971 | 0.0 | |
2,221 | CNO Financial Group, Inc. | 55,725 | 0.0 | |
3,481 | (1) | Commerzbank AG | 26,452 | 0.0 |
366 | Commonwealth Bank of Australia | 28,823 | 0.0 | |
10,951 | Credit Agricole SA | 130,849 | 0.0 | |
2,300 | Dai-ichi Life Holdings, Inc. | 46,738 | 0.0 | |
8,526 | (1) | Deutsche Bank AG | 107,379 | 0.0 |
125 | Deutsche Boerse AG | 22,501 | 0.0 | |
2,365 | Discover Financial Services | 260,599 | 0.1 | |
1,126 | East West Bancorp, Inc. | 88,976 | 0.0 | |
4,011 | Essent Group Ltd. | 165,293 | 0.1 | |
460 | Evercore, Inc. | 51,207 | 0.0 | |
278 | Everest Re Group Ltd. | 83,784 | 0.0 | |
473 | EXOR NV | 35,957 | 0.0 | |
907 | Factset Research Systems, Inc. | 393,774 | 0.1 | |
1,210 | First American Financial Corp. | 78,432 | 0.0 | |
5,964 | FNB Corp. | 74,252 | 0.0 | |
2,073 | (3) | Gjensidige Forsikring ASA | 51,405 | 0.0 |
4,958 | Hancock Whitney Corp. | 258,560 | 0.1 | |
643 | Hanover Insurance Group, Inc. | 96,141 | 0.0 | |
6,307 | Hartford Financial Services Group, Inc. | 452,906 | 0.1 | |
8,382 | HSBC Holdings PLC | 57,254 | 0.0 | |
512 | Industrivarden AB-Class A | 14,521 | 0.0 | |
9,757 | ING Groep NV | 101,873 | 0.0 | |
5,029 | International Bancshares Corp. | 212,274 | 0.1 | |
1,067 | Jefferies Financial Group, Inc. | 35,051 | 0.0 | |
3,277 | JPMorgan Chase & Co. | 446,721 | 0.1 | |
16,409 | Keycorp | 367,233 | 0.1 | |
441 | (3) | Lazard Ltd. | 15,214 | 0.0 |
7,387 | Loews Corp. | 478,825 | 0.1 | |
1,635 | Marsh & McLennan Cos., Inc. | 278,637 | 0.1 | |
19,270 | Medibank Pvt Ltd. | 44,273 | 0.0 | |
6,170 | Metlife, Inc. | 433,628 | 0.1 | |
18,736 | MGIC Investment Corp. | 253,873 | 0.1 | |
37,500 | Mitsubishi HC Capital, Inc. | 174,244 | 0.1 | |
7,500 | Mitsubishi UFJ Financial Group, Inc. | 46,359 | 0.0 | |
6,579 | Morgan Stanley | 575,005 | 0.2 | |
63,595 | Natwest Group PLC | 179,613 | 0.1 | |
498 | Navient Corp. | 8,486 | 0.0 | |
12,301 | New Residential Investment Corp. | 135,065 | 0.0 | |
29,407 | New York Community Bancorp., Inc. | 315,243 | 0.1 | |
2,106 | NN Group NV | 106,730 | 0.0 | |
14,683 | Nordea Bank Abp | 151,117 | 0.1 | |
14,804 | Old Republic International Corp. | 382,979 | 0.1 | |
1,900 | ORIX Corp. | 37,872 | 0.0 | |
9,500 | Oversea-Chinese Banking Corp., Ltd. | 86,183 | 0.0 | |
259 | PacWest Bancorp | 11,171 | 0.0 | |
274 | Popular, Inc. | 22,397 | 0.0 | |
10,117 | (2) | Poste Italiane SpA | 114,734 | 0.0 |
318 | Primerica, Inc. | 43,509 | 0.0 | |
896 | Prosperity Bancshares, Inc. | 62,164 | 0.0 | |
3,185 | QBE Insurance Group Ltd. | 27,312 | 0.0 | |
1,764 | Raiffeisen International Bank Holding AG | 25,044 | 0.0 | |
16,542 | Regions Financial Corp. | 368,225 | 0.1 | |
652 | Reinsurance Group of America, Inc. | 71,368 | 0.0 | |
2,254 | S&P Global, Inc. | 924,546 | 0.3 | |
2,571 | Schroders PLC | 108,263 | 0.0 | |
5,767 | Societe Generale | 154,599 | 0.1 | |
3,600 | Sompo Holdings, Inc. | 158,186 | 0.1 | |
21,307 | Standard Chartered PLC | 141,436 | 0.0 | |
10,293 | Starwood Property Trust, Inc. | 248,782 | 0.1 | |
1,033 | Stifel Financial Corp. | 70,141 | 0.0 | |
8,100 | Sumitomo Mitsui Financial Group, Inc. | 255,866 | 0.1 | |
6,700 | Sumitomo Mitsui Trust Holdings, Inc. | 218,049 | 0.1 | |
2,181 | Synovus Financial Corp. | 106,869 | 0.0 | |
1,500 | T&D Holdings, Inc. | 20,367 | 0.0 | |
3,611 | T. Rowe Price Group, Inc. | 545,947 | 0.2 | |
4,400 | Tokio Marine Holdings, Inc. | 256,050 | 0.1 | |
12,566 | UBS Group AG | 245,556 | 0.1 | |
766 | UMB Financial Corp. | 74,425 | 0.0 | |
12,511 | UniCredit SpA | 134,966 | 0.0 | |
4,909 | Unum Group | 154,683 | 0.1 | |
12,007 | US Bancorp | 638,172 | 0.2 | |
1,920 | Webster Financial Corp. | 107,750 | 0.0 | |
17,722 | Wells Fargo & Co. | 858,808 | 0.2 | |
717 | Zurich Insurance Group AG | 354,126 | 0.1 | |
19,290,386 | 5.4 | |||
Health Care: 5.6% | ||||
3,089 | Abbott Laboratories | 365,614 | 0.1 | |
715 | AbbVie, Inc. | 115,909 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
4,243 | Agilent Technologies, Inc. | 561,476 | 0.2 | |
565 | (1) | Align Technology, Inc. | 246,340 | 0.1 |
260 | (1) | Amedisys, Inc. | 44,795 | 0.0 |
1,727 | Anthem, Inc. | 848,337 | 0.3 | |
4,000 | Astellas Pharma, Inc. | 62,500 | 0.0 | |
2,035 | AstraZeneca PLC | 269,867 | 0.1 | |
732 | (1) | Biogen, Inc. | 154,159 | 0.1 |
33 | Bio-Techne Corp. | 14,290 | 0.0 | |
13,583 | Bristol-Myers Squibb Co. | 991,966 | 0.3 | |
263 | Bruker Corp. | 16,911 | 0.0 | |
3,370 | (1) | Centene Corp. | 283,720 | 0.1 |
42 | (1) | Charles River Laboratories International, Inc. | 11,927 | 0.0 |
800 | Chugai Pharmaceutical Co., Ltd. | 26,695 | 0.0 | |
1,538 | Cigna Corp. | 368,520 | 0.1 | |
153 | Cochlear Ltd. | 25,545 | 0.0 | |
1,520 | (1) | Colfax Corp. | 60,481 | 0.0 |
972 | CSL Ltd. | 194,053 | 0.1 | |
3,338 | CVS Health Corp. | 337,839 | 0.1 | |
800 | Daiichi Sankyo Co., Ltd. | 17,470 | 0.0 | |
632 | Danaher Corp. | 185,385 | 0.1 | |
120 | (1) | DexCom, Inc. | 61,392 | 0.0 |
4,765 | (1) | Edwards Lifesciences Corp. | 560,936 | 0.2 |
300 | Eisai Co., Ltd. | 13,899 | 0.0 | |
1,165 | Eli Lilly & Co. | 333,621 | 0.1 | |
583 | (1) | Envista Holdings Corp. | 28,398 | 0.0 |
2,933 | (1) | Exelixis, Inc. | 66,491 | 0.0 |
601 | Getinge AB | 23,943 | 0.0 | |
1,048 | Gilead Sciences, Inc. | 62,304 | 0.0 | |
12,057 | GlaxoSmithKline PLC | 260,876 | 0.1 | |
482 | (1) | Globus Medical, Inc. | 35,562 | 0.0 |
1,152 | (1) | Halozyme Therapeutics, Inc. | 45,942 | 0.0 |
247 | (1) | HealthEquity, Inc. | 16,658 | 0.0 |
3,814 | Hikma Pharmaceuticals PLC | 102,894 | 0.0 | |
5,220 | (1) | Hologic, Inc. | 401,000 | 0.1 |
1,500 | Hoya Corp. | 170,937 | 0.1 | |
987 | (1) | Inmode Ltd. | 36,430 | 0.0 |
1,118 | Ipsen SA | 139,946 | 0.0 | |
321 | (1) | IQVIA Holdings, Inc. | 74,218 | 0.0 |
555 | (1) | Jazz Pharmaceuticals PLC | 86,397 | 0.0 |
10,040 | Johnson & Johnson | 1,779,389 | 0.5 | |
1,600 | Kyowa Kirin Co., Ltd. | 37,222 | 0.0 | |
751 | (1) | Laboratory Corp. of America Holdings | 198,009 | 0.1 |
195 | (1) | LHC Group, Inc. | 32,877 | 0.0 |
348 | (1) | LivaNova PLC | 28,477 | 0.0 |
281 | (1) | Masimo Corp. | 40,897 | 0.0 |
1,519 | McKesson Corp. | 465,011 | 0.1 | |
320 | (1) | Medpace Holdings, Inc. | 52,349 | 0.0 |
4,136 | Medtronic PLC | 458,889 | 0.1 | |
11,383 | Merck & Co., Inc. | 933,975 | 0.3 | |
9 | (1) | Mettler Toledo International, Inc. | 12,359 | 0.0 |
614 | (1) | Moderna, Inc. | 105,768 | 0.0 |
1,040 | (1) | Molina Healthcare, Inc. | 346,934 | 0.1 |
193 | (1) | Natera, Inc. | 7,851 | 0.0 |
553 | (1) | Neurocrine Biosciences, Inc. | 51,844 | 0.0 |
1,572 | Novartis AG | 138,008 | 0.0 | |
2,552 | Novo Nordisk A/S | 283,058 | 0.1 | |
548 | (1) | NuVasive, Inc. | 31,072 | 0.0 |
4,500 | Olympus Corp. | 85,287 | 0.0 | |
6,700 | Ono Pharmaceutical Co., Ltd. | 167,938 | 0.1 | |
877 | (1) | Option Care Health, Inc. | 25,047 | 0.0 |
5,400 | �� | Otsuka Holdings Co. Ltd. | 186,558 | 0.1 |
738 | Patterson Cos., Inc. | 23,889 | 0.0 | |
48 | (1) | Penumbra, Inc. | 10,662 | 0.0 |
15,381 | Pfizer, Inc. | 796,274 | 0.2 | |
833 | (1) | Progyny, Inc. | 42,816 | 0.0 |
67 | Quest Diagnostics, Inc. | 9,170 | 0.0 | |
266 | (1) | Quidel Corp. | 29,914 | 0.0 |
712 | (1) | Regeneron Pharmaceuticals, Inc. | 497,275 | 0.2 |
50 | (1) | Repligen Corp. | 9,405 | 0.0 |
1,473 | Roche Holding AG-GENUSSCHEIN | 582,810 | 0.2 | |
2,861 | (1) | Sage Therapeutics, Inc. | 94,699 | 0.0 |
2,286 | Sanofi | 233,721 | 0.1 | |
9,500 | Santen Pharmaceutical Co., Ltd. | 94,985 | 0.0 | |
60 | Sartorius Stedim Biotech | 24,565 | 0.0 | |
585 | (1) | Seagen, Inc. | 84,269 | 0.0 |
6,243 | Sonic Healthcare Ltd. | 164,829 | 0.0 | |
571 | Sonova Holding AG - Reg | 238,529 | 0.1 | |
590 | (1) | Staar Surgical Co. | 47,147 | 0.0 |
59 | Straumann Holding AG | 94,204 | 0.0 | |
1,400 | Sumitomo Dainippon Pharma Co. Ltd. | 13,812 | 0.0 | |
102 | (1) | Syneos Health, Inc. | 8,257 | 0.0 |
600 | Takeda Pharmaceutical Co., Ltd. | 17,095 | 0.0 | |
2,071 | (1) | Tandem Diabetes Care, Inc. | 240,837 | 0.1 |
365 | (1) | Tenet Healthcare Corp. | 31,375 | 0.0 |
1,577 | Thermo Fisher Scientific, Inc. | 931,455 | 0.3 | |
936 | UCB S.A. | 111,943 | 0.0 | |
285 | (1) | United Therapeutics Corp. | 51,132 | 0.0 |
3,023 | UnitedHealth Group, Inc. | 1,541,639 | 0.4 | |
121 | (1) | Veeva Systems, Inc. | 25,708 | 0.0 |
1,056 | (1) | Vertex Pharmaceuticals, Inc. | 275,584 | 0.1 |
1,937 | Zoetis, Inc. | 365,299 | 0.1 | |
19,887,761 | 5.6 | |||
Industrials: 4.1% | ||||
412 | ABB Ltd. | 13,366 | 0.0 | |
2,464 | ACS Actividades de Construccion y Servicios SA | 66,428 | 0.0 | |
965 | Acuity Brands, Inc. | 182,674 | 0.1 | |
2,153 | Adecco Group AG | 97,663 | 0.0 | |
71 | Advanced Drainage Systems, Inc. | 8,435 | 0.0 | |
3,954 | AECOM | 303,707 | 0.1 | |
650 | (1) | AerCap Holdings NV | 32,682 | 0.0 |
369 | AGCO Corp. | 53,885 | 0.0 | |
3,295 | Allegion Public Ltd. | 361,725 | 0.1 | |
3,139 | AO Smith Corp. | 200,551 | 0.1 | |
49 | AP Moller - Maersk A/S - Class B | 147,243 | 0.1 | |
755 | (1) | ASGN, Inc. | 88,116 | 0.0 |
713 | Assa Abloy AB | 19,165 | 0.0 | |
2,400 | Atlas Copco AB - A Shares | 124,574 | 0.0 | |
54,544 | Aurizon Holdings Ltd. | 149,922 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
260 | (1) | Avis Budget Group, Inc. | 68,458 | 0.0 |
197 | (1) | Axon Enterprise, Inc. | 27,133 | 0.0 |
138 | Brink's Co. | 9,384 | 0.0 | |
1,192 | (1) | Builders FirstSource, Inc. | 76,932 | 0.0 |
68 | (1) | CACI International, Inc. | 20,486 | 0.0 |
111 | Carlisle Cos., Inc. | 27,297 | 0.0 | |
3,519 | Cie de Saint-Gobain | 209,383 | 0.1 | |
10,500 | CK Hutchison Holdings Ltd. | 76,780 | 0.0 | |
502 | (1) | Clean Harbors, Inc. | 56,043 | 0.0 |
8,639 | CNH Industrial NV | 136,072 | 0.1 | |
2,579 | (1) | Copart, Inc. | 323,587 | 0.1 |
343 | (1),(3) | Core & Main, Inc. | 8,297 | 0.0 |
1,790 | (1) | CoStar Group, Inc. | 119,232 | 0.1 |
2,345 | Crane Co. | 253,917 | 0.1 | |
272 | Curtiss-Wright Corp. | 40,844 | 0.0 | |
5,700 | Dai Nippon Printing Co., Ltd. | 133,637 | 0.1 | |
436 | DCC PLC | 33,761 | 0.0 | |
250 | Deere & Co. | 103,865 | 0.0 | |
5,389 | Deutsche Post AG | 257,336 | 0.1 | |
264 | (1) | Dycom Industries, Inc. | 25,149 | 0.0 |
843 | Eiffage SA | 86,519 | 0.0 | |
213 | EMCOR Group, Inc. | 23,990 | 0.0 | |
5,777 | Emerson Electric Co. | 566,435 | 0.2 | |
185 | EnerSys | 13,795 | 0.0 | |
3,644 | Epiroc AB-A | 77,941 | 0.0 | |
214 | Equifax, Inc. | 50,739 | 0.0 | |
200 | Fanuc Ltd. | 35,102 | 0.0 | |
1,373 | FedEx Corp. | 317,698 | 0.1 | |
1,582 | Ferguson PLC | 214,329 | 0.1 | |
7,021 | Flowserve Corp. | 252,054 | 0.1 | |
8,573 | Fortive Corp. | 522,353 | 0.2 | |
2,604 | GEA Group AG | 106,732 | 0.0 | |
5,101 | General Electric Co. | 466,741 | 0.1 | |
159 | Graco, Inc. | 11,085 | 0.0 | |
285 | (1) | GXO Logistics, Inc. | 20,332 | 0.0 |
602 | Hexcel Corp. | 35,801 | 0.0 | |
233 | Hubbell, Inc. | 42,818 | 0.0 | |
9,294 | Husqvarna AB - B Shares | 96,952 | 0.0 | |
845 | (1) | IAA, Inc. | 32,321 | 0.0 |
2,504 | Insperity, Inc. | 251,452 | 0.1 | |
221 | Intertek Group PLC | 15,076 | 0.0 | |
1,900 | Jardine Matheson Holdings Ltd. | 104,500 | 0.0 | |
18,509 | (1) | JetBlue Airways Corp. | 276,710 | 0.1 |
9,184 | Johnson Controls International plc | 602,195 | 0.2 | |
183 | KBR, Inc. | 10,016 | 0.0 | |
998 | Knight-Swift Transportation Holdings, Inc. | 50,359 | 0.0 | |
1,876 | Legrand S.A. | 178,364 | 0.1 | |
27 | Lennox International, Inc. | 6,962 | 0.0 | |
4,800 | Lixil Corp. | 89,356 | 0.0 | |
1,829 | Manpowergroup, Inc. | 171,780 | 0.1 | |
737 | (1) | Mastec, Inc. | 64,193 | 0.0 |
157 | (1) | Middleby Corp. | 25,739 | 0.0 |
8,200 | Mitsubishi Electric Corp. | 94,045 | 0.0 | |
1,900 | Mitsubishi Heavy Industries Ltd. | 62,370 | 0.0 | |
1,100 | NGK Insulators Ltd. | 15,692 | 0.0 | |
1,200 | Nihon M&A Center Holdings, Inc. | 16,786 | 0.0 | |
1,000 | NIPPON EXPRESS HOLDINGS INC | 68,701 | 0.0 | |
2,103 | nVent Electric PLC | 73,142 | 0.0 | |
3,604 | Owens Corning, Inc. | 329,766 | 0.1 | |
1,321 | Parker Hannifin Corp. | 374,847 | 0.1 | |
4,314 | Pentair PLC | 233,862 | 0.1 | |
861 | (3) | Randstad NV | 51,794 | 0.0 |
2,000 | Recruit Holdings Co. Ltd. | 86,894 | 0.0 | |
543 | Regal Rexnord Corp. | 80,788 | 0.0 | |
1,231 | Rockwell Automation, Inc. | 344,717 | 0.1 | |
1,504 | Roper Technologies, Inc. | 710,234 | 0.2 | |
2,936 | Ryder System, Inc. | 232,913 | 0.1 | |
233 | (1) | Saia, Inc. | 56,810 | 0.0 |
2,815 | Sandvik AB | 59,799 | 0.0 | |
1,776 | Schneider Electric SE | 298,175 | 0.1 | |
3,000 | (3) | Secom Co., Ltd. | 217,026 | 0.1 |
2,603 | Securitas AB | 29,365 | 0.0 | |
1,367 | (1) | Sensata Technologies Holding PLC | 69,512 | 0.0 |
674 | Siemens AG | 93,327 | 0.0 | |
434 | Simpson Manufacturing Co., Inc. | 47,323 | 0.0 | |
61,900 | Singapore Technologies Engineering Ltd. | 187,498 | 0.1 | |
12,000 | SITC International Holdings Co. Ltd. | 41,960 | 0.0 | |
4,097 | SKF AB - B Shares | 66,806 | 0.0 | |
1,533 | Snap-On, Inc. | 315,001 | 0.1 | |
1,717 | (1) | Southwest Airlines Co. | 78,639 | 0.0 |
52 | Teleperformance | 19,807 | 0.0 | |
1,393 | Terex Corp. | 49,674 | 0.0 | |
95 | Tetra Tech, Inc. | 15,669 | 0.0 | |
923 | Timken Co. | 56,026 | 0.0 | |
100 | Toro Co. | 8,549 | 0.0 | |
75 | TransUnion | 7,750 | 0.0 | |
14,596 | Transurban Group - Stapled Security | 147,478 | 0.1 | |
232 | (1) | Trex Co., Inc. | 15,157 | 0.0 |
381 | Trinity Industries, Inc. | 13,091 | 0.0 | |
644 | (1) | United Rentals, Inc. | 228,755 | 0.1 |
1,968 | Verisk Analytics, Inc. | 422,392 | 0.1 | |
101 | (1) | Vicor Corp. | 7,126 | 0.0 |
7,090 | (3) | Volvo AB - B Shares | 132,266 | 0.0 |
774 | Watts Water Technologies, Inc. | 108,043 | 0.0 | |
894 | Westinghouse Air Brake Technologies Corp. | 85,976 | 0.0 | |
141 | Wolters Kluwer NV | 15,032 | 0.0 | |
664 | Woodward, Inc. | 82,940 | 0.0 | |
4,300 | Yamato Holdings Co., Ltd. | 80,325 | 0.0 | |
14,512,016 | 4.1 | |||
Information Technology: 9.8% | ||||
2,340 | Accenture PLC | 789,118 | 0.2 | |
1,313 | (1) | ACI Worldwide, Inc. | 41,346 | 0.0 |
1,988 | (1) | Adobe, Inc. | 905,773 | 0.3 |
4,486 | (1) | Advanced Micro Devices, Inc. | 490,499 | 0.1 |
400 | Advantest Corp. | 31,230 | 0.0 | |
70 | (1),(2) | Adyen NV | 138,649 | 0.0 |
2,998 | (1) | Akamai Technologies, Inc. | 357,931 | 0.1 |
4,100 | Amdocs Ltd. | 337,061 | 0.1 | |
38,528 | Apple, Inc. | 6,727,374 | 1.9 | |
4,480 | Applied Materials, Inc. | 590,464 | 0.2 | |
2,623 | (1) | Arrow Electronics, Inc. | 311,167 | 0.1 |
459 | ASM International NV | 167,137 | 0.1 | |
563 | ASML Holding NV | 376,211 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
2,044 | Automatic Data Processing, Inc. | 465,092 | 0.1 | |
10,429 | Avnet, Inc. | 423,313 | 0.1 | |
215 | Broadcom, Inc. | 135,381 | 0.0 | |
1,881 | (1) | Cadence Design Systems, Inc. | 309,349 | 0.1 |
595 | (1) | Calix, Inc. | 25,532 | 0.0 |
325 | Capgemini SE | 72,119 | 0.0 | |
1,404 | (1) | Check Point Software Technologies | 194,117 | 0.1 |
3,341 | (1) | Ciena Corp. | 202,565 | 0.1 |
22,215 | Cisco Systems, Inc. | 1,238,708 | 0.3 | |
726 | Cognex Corp. | 56,011 | 0.0 | |
3,246 | Cognizant Technology Solutions Corp. | 291,069 | 0.1 | |
835 | (1) | Commvault Systems, Inc. | 55,402 | 0.0 |
380 | Concentrix Corp. | 63,293 | 0.0 | |
49 | (1) | Crowdstrike Holdings, Inc. | 11,127 | 0.0 |
298 | Dassault Systemes SE | 14,640 | 0.0 | |
275 | (1) | Digital Turbine, Inc. | 12,048 | 0.0 |
95 | (1) | DocuSign, Inc. | 10,176 | 0.0 |
1,614 | Dolby Laboratories, Inc. | 126,247 | 0.0 | |
14,379 | (1) | Dropbox, Inc. | 334,312 | 0.1 |
421 | (1) | Envestnet, Inc. | 31,339 | 0.0 |
629 | (1) | EPAM Systems, Inc. | 186,568 | 0.1 |
284 | (1) | Euronet Worldwide, Inc. | 36,963 | 0.0 |
344 | (1) | F5, Inc. | 71,879 | 0.0 |
18 | (1) | Fair Isaac Corp. | 8,396 | 0.0 |
98 | (1) | First Solar, Inc. | 8,207 | 0.0 |
12,269 | Genpact Ltd. | 533,824 | 0.2 | |
600 | Hirose Electric Co., Ltd. | 86,973 | 0.0 | |
367 | (1) | HubSpot, Inc. | 174,303 | 0.1 |
754 | (1) | II-VI, Inc. | 54,658 | 0.0 |
644 | Infineon Technologies AG | 21,787 | 0.0 | |
9,587 | Intel Corp. | 475,132 | 0.1 | |
393 | Intuit, Inc. | 188,970 | 0.1 | |
2,389 | Juniper Networks, Inc. | 88,775 | 0.0 | |
300 | Keyence Corp. | 139,111 | 0.0 | |
191 | KLA Corp. | 69,918 | 0.0 | |
1,174 | (1) | Kyndryl Holdings, Inc. | 15,403 | 0.0 |
899 | Lam Research Corp. | 483,311 | 0.1 | |
4,359 | (1) | Lattice Semiconductor Corp. | 265,681 | 0.1 |
173 | (1) | Lumentum Holdings, Inc. | 16,885 | 0.0 |
59 | (1) | Manhattan Associates, Inc. | 8,184 | 0.0 |
1,218 | Mastercard, Inc. - Class A | 435,289 | 0.1 | |
19,003 | Microsoft Corp. | 5,858,815 | 1.6 | |
388 | (1) | Mimecast Ltd. | 30,869 | 0.0 |
329 | MKS Instruments, Inc. | 49,350 | 0.0 | |
231 | (1) | MongoDB, Inc. | 102,469 | 0.0 |
734 | Monolithic Power Systems, Inc. | 356,489 | 0.1 | |
1,341 | National Instruments Corp. | 54,431 | 0.0 | |
181 | (1) | nCino, Inc. | 7,417 | 0.0 |
294 | (1) | NCR Corp. | 11,816 | 0.0 |
1,753 | NetApp, Inc. | 145,499 | 0.0 | |
7,610 | Nvidia Corp. | 2,076,465 | 0.6 | |
701 | (1) | Palo Alto Networks, Inc. | 436,380 | 0.1 |
1,233 | (1) | Paylocity Holding Corp. | 253,714 | 0.1 |
3,105 | (1) | PayPal Holdings, Inc. | 359,093 | 0.1 |
368 | Power Integrations, Inc. | 34,106 | 0.0 | |
5,272 | (1) | Pure Storage, Inc. - Class A | 186,154 | 0.1 |
2,053 | (1) | Qorvo, Inc. | 254,777 | 0.1 |
1,498 | Qualcomm, Inc. | 228,924 | 0.1 | |
1,208 | (1) | Qualys, Inc. | 172,031 | 0.1 |
2,600 | Rohm Co., Ltd. | 201,864 | 0.1 | |
20,080 | Sage Group PLC/The | 183,986 | 0.1 | |
2,978 | (1) | Salesforce.com, Inc. | 632,289 | 0.2 |
1,187 | SAP SE | 131,554 | 0.0 | |
2,400 | SCSK Corp. | 41,042 | 0.0 | |
2,064 | (1) | Semtech Corp. | 143,118 | 0.0 |
1,188 | (1) | ServiceNow, Inc. | 661,585 | 0.2 |
44 | (1) | SiTime Corp. | 10,904 | 0.0 |
48 | (1) | SolarEdge Technologies, Inc. | 15,474 | 0.0 |
3,949 | STMicroelectronics NV-STM1 | 171,640 | 0.1 | |
1,200 | Sumco Corp. | 19,638 | 0.0 | |
382 | (1) | Synaptics, Inc. | 76,209 | 0.0 |
2,668 | TD SYNNEX Corp. | 275,364 | 0.1 | |
328 | (1) | Teradata Corp. | 16,167 | 0.0 |
2,904 | Teradyne, Inc. | 343,340 | 0.1 | |
1,969 | Texas Instruments, Inc. | 361,272 | 0.1 | |
4,000 | TIS, Inc. | 93,610 | 0.0 | |
300 | Tokyo Electron Ltd. | 154,068 | 0.1 | |
477 | Universal Display Corp. | 79,635 | 0.0 | |
11,400 | Venture Corp. Ltd. | 146,912 | 0.1 | |
5,522 | Visa, Inc. - Class A | 1,224,614 | 0.3 | |
2,916 | VMware, Inc. | 332,045 | 0.1 | |
907 | WiseTech Global Ltd. | 34,138 | 0.0 | |
245 | (1) | Wix.com Ltd. | 25,593 | 0.0 |
101 | (1) | Wolfspeed, Inc. | 11,500 | 0.0 |
788 | (1) | Workday, Inc. | 188,695 | 0.1 |
1,052 | (1) | Xero Ltd. | 79,729 | 0.0 |
89 | (1) | Zendesk, Inc. | 10,706 | 0.0 |
34,991,507 | 9.8 | |||
Materials: 1.7% | ||||
888 | Air Products & Chemicals, Inc. | 221,920 | 0.1 | |
1,002 | Alcoa Corp. | 90,210 | 0.0 | |
4,024 | Anglo American PLC | 209,096 | 0.1 | |
2,230 | ArcelorMittal SA | 71,436 | 0.0 | |
676 | Arkema SA | 80,810 | 0.0 | |
1,600 | Asahi Kasei Corp. | 13,839 | 0.0 | |
79 | Ashland Global Holdings, Inc. | 7,774 | 0.0 | |
620 | Avient Corp. | 29,760 | 0.0 | |
591 | (1) | Axalta Coating Systems Ltd. | 14,527 | 0.0 |
2,920 | BASF SE | 166,618 | 0.1 | |
10,302 | BHP Group Ltd. Australian | 397,117 | 0.1 | |
916 | Chemours Co. | 28,836 | 0.0 | |
1,520 | (1) | Cleveland-Cliffs, Inc. | 48,959 | 0.0 |
843 | Commercial Metals Co. | 35,086 | 0.0 | |
8,476 | Corteva, Inc. | 487,201 | 0.2 | |
1,155 | (2) | Covestro AG | 58,161 | 0.0 |
5,108 | CRH PLC | 203,735 | 0.1 | |
1,624 | DuPont de Nemours, Inc. | 119,494 | 0.1 | |
449 | Eagle Materials, Inc. | 57,634 | 0.0 | |
1,679 | Evonik Industries AG | 46,580 | 0.0 | |
8,850 | Freeport-McMoRan, Inc. | 440,199 | 0.1 | |
607 | Greif, Inc. - Class A | 39,491 | 0.0 | |
2,433 | HeidelbergCement AG | 137,889 | 0.0 | |
1,600 | (1) | Hitachi Metals Ltd. | 26,768 | 0.0 |
4,079 | Holcim Ltd. | 198,389 | 0.1 | |
5,049 | (1) | Ingevity Corp. | 323,489 | 0.1 |
2,262 | James Hardie Industries SE | 67,856 | 0.0 | |
370 | Louisiana-Pacific Corp. | 22,984 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
441 | Mineral Resources Ltd. | 17,384 | 0.0 | |
4,555 | Minerals Technologies, Inc. | 301,313 | 0.1 | |
1,414 | Newcrest Mining Ltd. | 28,573 | 0.0 | |
1,400 | Nippon Sanso Holdings Corp. | 26,619 | 0.0 | |
2,100 | Nissan Chemical Corp. | 123,181 | 0.0 | |
1,500 | Nitto Denko Corp. | 107,532 | 0.0 | |
2,476 | Norsk Hydro ASA | 24,057 | 0.0 | |
1,047 | Olin Corp. | 54,737 | 0.0 | |
584 | Packaging Corp. of America | 91,168 | 0.0 | |
243 | Reliance Steel & Aluminum Co. | 44,554 | 0.0 | |
2,614 | Rio Tinto Ltd. | 233,692 | 0.1 | |
812 | Royal Gold, Inc. | 114,719 | 0.0 | |
617 | RPM International, Inc. | 50,249 | 0.0 | |
612 | Sensient Technologies Corp. | 51,377 | 0.0 | |
206 | Sherwin-Williams Co. | 51,422 | 0.0 | |
300 | Shin-Etsu Chemical Co., Ltd. | 45,580 | 0.0 | |
540 | Sika AG | 178,661 | 0.1 | |
20,419 | South32 Ltd. - AUD | 77,619 | 0.0 | |
1,176 | Steel Dynamics, Inc. | 98,114 | 0.0 | |
30,700 | (3) | Sumitomo Chemical Co., Ltd. | 140,570 | 0.1 |
1,621 | United States Steel Corp. | 61,177 | 0.0 | |
230 | Valvoline, Inc. | 7,259 | 0.0 | |
10,079 | WestRock Co. | 474,015 | 0.2 | |
2,772 | Yara International ASA | 138,624 | 0.0 | |
6,188,054 | 1.7 | |||
Real Estate: 1.4% | ||||
1,754 | American Campus Communities, Inc. | 98,171 | 0.0 | |
4,208 | British Land Co. PLC | 29,135 | 0.0 | |
3,627 | Brixmor Property Group, Inc. | 93,613 | 0.0 | |
255 | Camden Property Trust | 42,381 | 0.0 | |
3,469 | (1) | CBRE Group, Inc. | 317,483 | 0.1 |
338 | Corporate Office Properties Trust SBI MD | 9,646 | 0.0 | |
2,037 | Cousins Properties, Inc. | 82,071 | 0.0 | |
1,803 | Digital Realty Trust, Inc. | 255,665 | 0.1 | |
586 | First Industrial Realty Trust, Inc. | 36,279 | 0.0 | |
5,034 | GPT Group | 19,418 | 0.0 | |
1,096 | (3) | Healthcare Realty Trust, Inc. | 30,118 | 0.0 |
8,059 | Highwoods Properties, Inc. | 368,619 | 0.1 | |
14,800 | Hongkong Land Holdings Ltd. - HKHGF | 72,311 | 0.0 | |
3,194 | Invitation Homes, Inc. | 128,335 | 0.1 | |
8,435 | Iron Mountain, Inc. | 467,383 | 0.1 | |
456 | (1) | Jones Lang LaSalle, Inc. | 109,194 | 0.0 |
5,085 | Kilroy Realty Corp. | 388,596 | 0.1 | |
984 | Lamar Advertising Co. | 114,321 | 0.0 | |
867 | Life Storage, Inc. | 121,753 | 0.1 | |
539 | Medical Properties Trust, Inc. | 11,394 | 0.0 | |
2,308 | Mid-America Apartment Communities, Inc. | 483,411 | 0.2 | |
7,714 | Mirvac Group | 14,304 | 0.0 | |
5,900 | Mitsui Fudosan Co., Ltd. | 126,274 | 0.0 | |
4,252 | National Retail Properties, Inc. | 191,085 | 0.1 | |
968 | National Storage Affiliates Trust | 60,752 | 0.0 | |
4,700 | Nomura Real Estate Holdings, Inc. | 112,561 | 0.0 | |
1,683 | Physicians Realty Trust | 29,520 | 0.0 | |
2,708 | ProLogis, Inc. | 437,288 | 0.1 | |
434 | PS Business Parks, Inc. | 72,947 | 0.0 | |
119 | Rexford Industrial Realty, Inc. | 8,876 | 0.0 | |
727 | SBA Communications Corp. | 250,161 | 0.1 | |
7,306 | Scentre Group | 16,611 | 0.0 | |
12,580 | Segro PLC | 221,144 | 0.1 | |
2,077 | Spirit Realty Capital, Inc. | 95,583 | 0.0 | |
1,270 | STORE Capital Corp. | 37,122 | 0.0 | |
15,500 | Swire Pacific Ltd. - Class A | 94,257 | 0.0 | |
52,200 | Swire Properties Ltd. | 128,997 | 0.1 | |
5,176,779 | 1.4 | |||
Utilities: 1.3% | ||||
496 | ALLETE, Inc. | 33,222 | 0.0 | |
109 | Black Hills Corp. | 8,395 | 0.0 | |
987 | Constellation Energy Corp. | 55,519 | 0.0 | |
745 | DTE Energy Co. | 98,496 | 0.0 | |
4,278 | Duke Energy Corp. | 477,681 | 0.1 | |
9,019 | (3) | Electricite de France SA | 84,654 | 0.0 |
31,747 | Enel S.p.A. | 211,968 | 0.1 | |
4,800 | Engie SA | 63,106 | 0.0 | |
2,154 | Entergy Corp. | 251,479 | 0.1 | |
177 | Essential Utilities, Inc. | 9,050 | 0.0 | |
2,665 | Eversource Energy | 235,026 | 0.1 | |
16,598 | Iberdrola S.A. - IBEE | 181,417 | 0.1 | |
8,834 | National Fuel Gas Co. | 606,896 | 0.2 | |
4,857 | NextEra Energy, Inc. | 411,436 | 0.1 | |
429 | ONE Gas, Inc. | 37,855 | 0.0 | |
9,700 | Osaka Gas Co., Ltd. | 166,221 | 0.1 | |
19,000 | Power Assets Holdings Ltd. | 123,824 | 0.0 | |
3,137 | PPL Corp. | 89,593 | 0.0 | |
3,740 | Sempra Energy | 628,769 | 0.2 | |
647 | (3) | Southwest Gas Holdings, Inc. | 50,654 | 0.0 |
7,200 | Tokyo Gas Co., Ltd. | 131,812 | 0.0 | |
13,316 | UGI Corp. | 482,306 | 0.2 | |
2,160 | United Utilities Group PLC | 31,807 | 0.0 | |
4,535 | Vistra Corp. | 105,439 | 0.0 | |
4,576,625 | 1.3 | |||
Total Common Stock | ||||
(Cost $125,722,322) | 147,853,593 | 41.3 | ||
EXCHANGE-TRADED FUNDS: 28.2% | ||||
51,391 | (3) | iShares 20+ Year Treasury Bond ETF | 6,787,723 | 1.9 |
1,022 | iShares Core S&P Mid-Cap ETF | 274,244 | 0.1 | |
2,379 | iShares MSCI EAFE ETF | 175,094 | 0.0 | |
67,513 | (3) | iShares Russell 2000 ETF | 13,858,394 | 3.9 |
161,097 | SPDR S&P 500 ETF Trust | 72,757,849 | 20.4 | |
72,214 | Vanguard Emerging Markets ETF | 3,331,232 | 0.9 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
73,441 | Vanguard FTSE Developed Markets ETF | 3,527,371 | 1.0 | ||
Total Exchange-Traded Funds | |||||
(Cost $84,993,768) | 100,711,907 | 28.2 | |||
MUTUAL FUNDS: 3.1% | |||||
Affiliated Investment Companies: 3.1% | |||||
132,374 | Voya Emerging Markets Local Currency Debt Fund - Class P | 775,711 | 0.2 | ||
189,367 | Voya Floating Rate Fund - Class P | 1,685,369 | 0.5 | ||
520,603 | Voya High Yield Bond Fund - Class P | 3,946,173 | 1.1 | ||
483,835 | Voya Short Term Bond Fund - Class R6 | 4,635,142 | 1.3 | ||
Total Mutual Funds | |||||
(Cost $11,466,087) | 11,042,395 | 3.1 | |||
PREFERRED STOCK: 0.1% | |||||
Consumer Discretionary: 0.1% | |||||
1,172 | Porsche AG | 112,740 | 0.1 | ||
349 | Volkswagen AG | 59,976 | 0.0 | ||
172,716 | 0.1 | ||||
Consumer Staples: 0.0% | |||||
1,371 | Henkel AG & Co. KGaA | 91,764 | 0.0 | ||
Total Preferred Stock | |||||
(Cost $346,552) | 264,480 | 0.1 | |||
Principal Amount† | Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: 9.7% | |||||
Basic Materials: 0.2% | |||||
10,000 | (2) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 9,995 | 0.0 | |
12,000 | (2) | Anglo American Capital PLC, 5.625%, 04/01/2030 | 13,244 | 0.0 | |
30,000 | Celanese US Holdings LLC, 1.400%, 08/05/2026 | 27,061 | 0.0 | ||
50,000 | Dow Chemical Co., 4.250%, 10/01/2034 | 51,564 | 0.0 | ||
55,000 | Dow Chemical Co., 4.375%, 11/15/2042 | 57,339 | 0.0 | ||
15,000 | Ecolab, Inc., 2.700%, 12/15/2051 | 12,884 | 0.0 | ||
40,000 | Ecolab, Inc., 2.750%, 08/18/2055 | 33,174 | 0.0 | ||
40,000 | (2) | Georgia-Pacific LLC, 0.950%, 05/15/2026 | 36,550 | 0.0 | |
42,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 48,423 | 0.0 | ||
18,000 | Newmont Corp., 2.250%, 10/01/2030 | 16,473 | 0.0 | ||
31,000 | Nucor Corp., 3.850%, 04/01/2052 | 31,042 | 0.0 | ||
32,000 | PPG Industries, Inc., 1.200%, 03/15/2026 | 29,669 | 0.0 | ||
36,000 | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | 31,201 | 0.0 | ||
91,000 | RPM International, Inc., 2.950%, 01/15/2032 | 83,527 | 0.1 | ||
21,000 | Steel Dynamics, Inc., 1.650%, 10/15/2027 | 19,108 | 0.0 | ||
15,000 | Steel Dynamics, Inc., 2.400%, 06/15/2025 | 14,520 | 0.0 | ||
19,000 | Teck Resources Ltd., 5.400%, 02/01/2043 | 20,582 | 0.0 | ||
65,000 | Teck Resources Ltd., 6.125%, 10/01/2035 | 76,937 | 0.0 | ||
100,000 | Teck Resources Ltd., 6.250%, 07/15/2041 | 119,851 | 0.1 | ||
733,144 | 0.2 | ||||
Communications: 0.8% | |||||
131,000 | Amazon.com, Inc., 2.875%, 05/12/2041 | 121,204 | 0.0 | ||
21,000 | Amazon.com, Inc., 3.100%, 05/12/2051 | 19,806 | 0.0 | ||
53,000 | AT&T, Inc., 2.550%, 12/01/2033 | 47,193 | 0.0 | ||
51,000 | AT&T, Inc., 3.100%, 02/01/2043 | 44,159 | 0.0 | ||
145,000 | AT&T, Inc., 3.300%, 02/01/2052 | 124,749 | 0.1 | ||
120,000 | AT&T, Inc., 3.500%, 06/01/2041 | 110,798 | 0.0 | ||
20,000 | AT&T, Inc., 3.550%, 09/15/2055 | 17,708 | 0.0 | ||
95,000 | AT&T, Inc., 3.650%, 09/15/2059 | 83,639 | 0.0 | ||
16,000 | AT&T, Inc., 4.500%, 05/15/2035 | 16,986 | 0.0 | ||
21,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | 18,925 | 0.0 | ||
30,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 | 24,887 | 0.0 | ||
35,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | 28,249 | 0.0 | ||
21,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | 17,774 | 0.0 | ||
50,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 50,187 | 0.0 | ||
10,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | 9,529 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
72,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 74,734 | 0.0 | ||
38,000 | Comcast Corp., 2.650%, 02/01/2030 | 36,526 | 0.0 | ||
32,000 | (2) | Comcast Corp., 2.887%, 11/01/2051 | 27,111 | 0.0 | |
60,000 | Comcast Corp., 3.900%, 03/01/2038 | 62,001 | 0.0 | ||
78,000 | Comcast Corp., 3.950%, 10/15/2025 | 80,620 | 0.0 | ||
40,000 | Comcast Corp., 3.999%, 11/01/2049 | 40,519 | 0.0 | ||
15,000 | Corning, Inc., 5.450%, 11/15/2079 | 16,660 | 0.0 | ||
80,000 | Discovery Communications LLC, 4.000%, 09/15/2055 | 69,317 | 0.0 | ||
45,000 | Discovery Communications LLC, 5.300%, 05/15/2049 | 47,247 | 0.0 | ||
100,000 | Fox Corp., 3.500%, 04/08/2030 | 99,200 | 0.0 | ||
9,000 | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | 9,171 | 0.0 | ||
200,000 | (2) | NBN Co. Ltd., 1.625%, 01/08/2027 | 183,774 | 0.1 | |
200,000 | (2) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 199,977 | 0.1 | |
25,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 26,932 | 0.0 | ||
143,000 | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 130,867 | 0.1 | ||
14,000 | T-Mobile USA, Inc., 3.300%, 02/15/2051 | 11,823 | 0.0 | ||
10,000 | (2) | T-Mobile USA, Inc., 3.600%, 11/15/2060 | 8,627 | 0.0 | |
509,000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 511,678 | 0.2 | ||
133,000 | Verizon Communications, Inc., 2.100%, 03/22/2028 | 124,229 | 0.1 | ||
267,000 | (2) | Verizon Communications, Inc., 2.355%, 03/15/2032 | 241,608 | 0.1 | |
12,000 | Verizon Communications, Inc., 2.987%, 10/30/2056 | 9,920 | 0.0 | ||
18,000 | Verizon Communications, Inc., 3.400%, 03/22/2041 | 16,922 | 0.0 | ||
90,000 | Verizon Communications, Inc., 3.700%, 03/22/2061 | 83,851 | 0.0 | ||
80,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 90,772 | 0.0 | ||
55,000 | Vodafone Group PLC, 4.375%, 02/19/2043 | 55,354 | 0.0 | ||
20,000 | Vodafone Group PLC, 5.125%, 06/19/2059 | 22,299 | 0.0 | ||
8,000 | Walt Disney Co/The, 2.000%, 09/01/2029 | 7,405 | 0.0 | ||
3,024,937 | 0.8 | ||||
Consumer, Cyclical: 0.4% | |||||
27,355 | (2) | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | 28,031 | 0.0 | |
3,579 | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | 3,486 | 0.0 | ||
9,848 | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | 9,094 | 0.0 | ||
99,700 | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | 92,195 | 0.1 | ||
4,053 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 3,895 | 0.0 | ||
10,734 | (2) | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | 10,759 | 0.0 | |
2,405 | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | 2,401 | 0.0 | ||
11,238 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 10,443 | 0.0 | ||
20,000 | (2) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 20,132 | 0.0 | |
37,000 | (2) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 37,348 | 0.0 | |
50,000 | General Motors Co., 5.400%, 04/01/2048 | 52,765 | 0.0 | ||
17,000 | General Motors Co., 6.125%, 10/01/2025 | 18,266 | 0.0 | ||
95,000 | (3) | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | 88,750 | 0.0 | |
25,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 25,405 | 0.0 | ||
25,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 25,462 | 0.0 | ||
126,000 | (2) | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | 120,074 | 0.1 | |
40,000 | Hasbro, Inc., 3.000%, 11/19/2024 | 39,715 | 0.0 | ||
25,000 | Home Depot, Inc./The, 3.250%, 04/15/2032 | 25,044 | 0.0 | ||
30,000 | Home Depot, Inc./The, 3.625%, 04/15/2052 | 29,828 | 0.0 | ||
43,000 | Honda Motor Co. Ltd., 2.967%, 03/10/2032 | 41,643 | 0.0 | ||
27,000 | Lowe's Cos, Inc., 3.750%, 04/01/2032 | 27,324 | 0.0 | ||
22,000 | Lowe's Cos, Inc., 4.250%, 04/01/2052 | 22,790 | 0.0 | ||
22,000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 22,931 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
96,000 | (2) | Magallanes, Inc., 3.755%, 03/15/2027 | 95,985 | 0.1 | |
45,000 | (2) | Magallanes, Inc., 4.279%, 03/15/2032 | 45,256 | 0.0 | |
56,000 | (2) | Magallanes, Inc., 5.050%, 03/15/2042 | 57,238 | 0.0 | |
55,000 | (2) | Magallanes, Inc., 5.141%, 03/15/2052 | 56,401 | 0.0 | |
27,000 | (2) | Magallanes, Inc., 5.391%, 03/15/2062 | 27,974 | 0.0 | |
39,000 | (2) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 40,706 | 0.0 | |
27,000 | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | 25,075 | 0.0 | ||
43,000 | Toyota Motor Credit Corp., 3.050%, 03/22/2027 | 42,958 | 0.0 | ||
13,959 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 14,017 | 0.0 | ||
6,908 | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | 6,910 | 0.0 | ||
10,923 | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | 10,981 | 0.0 | ||
6,100 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 5,923 | 0.0 | ||
27,599 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | 25,348 | 0.0 | ||
86,741 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 82,423 | 0.0 | ||
17,672 | United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029 | 16,077 | 0.0 | ||
134,761 | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | 139,715 | 0.1 | ||
59,211 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 61,245 | 0.0 | ||
1,512,013 | 0.4 | ||||
Consumer, Non-cyclical: 1.5% | |||||
43,000 | AbbVie, Inc., 2.600%, 11/21/2024 | 42,742 | 0.0 | ||
200,000 | AbbVie, Inc., 2.950%, 11/21/2026 | 198,422 | 0.1 | ||
12,000 | AbbVie, Inc., 4.050%, 11/21/2039 | 12,365 | 0.0 | ||
75,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 78,492 | 0.0 | ||
33,000 | AbbVie, Inc., 4.400%, 11/06/2042 | 34,916 | 0.0 | ||
71,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 76,372 | 0.0 | ||
13,000 | AbbVie, Inc., 4.550%, 03/15/2035 | 13,987 | 0.0 | ||
30,000 | AbbVie, Inc., 4.625%, 10/01/2042 | 31,989 | 0.0 | ||
42,000 | Aetna, Inc., 2.800%, 06/15/2023 | 42,179 | 0.0 | ||
70,000 | Aetna, Inc., 4.500%, 05/15/2042 | 73,167 | 0.0 | ||
23,000 | Aetna, Inc., 6.625%, 06/15/2036 | 29,069 | 0.0 | ||
43,000 | Altria Group, Inc., 2.450%, 02/04/2032 | 37,458 | 0.0 | ||
139,000 | Altria Group, Inc., 3.700%, 02/04/2051 | 112,767 | 0.1 | ||
56,000 | Altria Group, Inc., 4.450%, 05/06/2050 | 51,014 | 0.0 | ||
9,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 9,450 | 0.0 | ||
20,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 21,621 | 0.0 | ||
97,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 104,297 | 0.0 | ||
175,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 194,905 | 0.1 | ||
15,000 | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | 17,573 | 0.0 | ||
25,000 | Anthem, Inc., 3.500%, 08/15/2024 | 25,386 | 0.0 | ||
23,000 | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | 21,239 | 0.0 | ||
102,000 | BAT Capital Corp., 2.259%, 03/25/2028 | 91,703 | 0.0 | ||
17,000 | BAT Capital Corp., 2.726%, 03/25/2031 | 15,007 | 0.0 | ||
17,000 | BAT Capital Corp., 3.734%, 09/25/2040 | 13,966 | 0.0 | ||
35,000 | BAT Capital Corp., 4.390%, 08/15/2037 | 32,624 | 0.0 | ||
61,000 | BAT International Finance PLC, 4.448%, 03/16/2028 | 61,261 | 0.0 | ||
20,000 | (2) | Baxter International, Inc., 1.915%, 02/01/2027 | 18,722 | 0.0 | |
40,000 | (2) | Baxter International, Inc., 2.272%, 12/01/2028 | 37,092 | 0.0 | |
7,000 | Becton Dickinson and Co., 3.363%, 06/06/2024 | 7,063 | 0.0 | ||
19,000 | Bio-Rad Laboratories, Inc., 3.300%, 03/15/2027 | 18,727 | 0.0 | ||
3,000 | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | 2,498 | 0.0 | ||
26,000 | (3) | Bristol-Myers Squibb Co., 2.950%, 03/15/2032 | 25,469 | 0.0 | |
16,000 | Bristol-Myers Squibb Co., 3.550%, 03/15/2042 | 15,861 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
92,000 | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | 92,737 | 0.0 | ||
30,000 | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | 32,323 | 0.0 | ||
19,000 | Bristol-Myers Squibb Co., 4.250%, 10/26/2049 | 20,807 | 0.0 | ||
45,000 | (2) | Cargill, Inc., 2.125%, 11/10/2031 | 40,716 | 0.0 | |
32,000 | (2) | Cargill, Inc., 3.875%, 05/23/2049 | 33,428 | 0.0 | |
51,000 | Cigna Corp., 3.400%, 03/15/2050 | 46,117 | 0.0 | ||
150,000 | Cigna Corp., 4.375%, 10/15/2028 | 158,019 | 0.1 | ||
64,000 | Cigna Corp., 4.800%, 08/15/2038 | 70,278 | 0.0 | ||
100,000 | Cigna Corp., 4.900%, 12/15/2048 | 112,539 | 0.1 | ||
72,000 | Coca-Cola Co/The, 2.875%, 05/05/2041 | 66,663 | 0.0 | ||
135,000 | CVS Health Corp., 2.125%, 09/15/2031 | 120,820 | 0.1 | ||
30,000 | CVS Health Corp., 2.700%, 08/21/2040 | 25,656 | 0.0 | ||
5,000 | CVS Health Corp., 3.875%, 07/20/2025 | 5,106 | 0.0 | ||
7,000 | CVS Health Corp., 4.125%, 04/01/2040 | 7,140 | 0.0 | ||
5,000 | CVS Health Corp., 4.780%, 03/25/2038 | 5,477 | 0.0 | ||
72,000 | CVS Health Corp., 5.050%, 03/25/2048 | 81,753 | 0.0 | ||
36,000 | (2) | Element Fleet Management Corp., 3.850%, 06/15/2025 | 36,081 | 0.0 | |
25,000 | General Mills, Inc., 4.000%, 04/17/2025 | 25,545 | 0.0 | ||
10,000 | Gilead Sciences, Inc., 0.750%, 09/29/2023 | 9,771 | 0.0 | ||
12,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 12,170 | 0.0 | ||
239,000 | Global Payments, Inc., 1.200%, 03/01/2026 | 220,503 | 0.1 | ||
150,000 | Global Payments, Inc., 2.650%, 02/15/2025 | 146,919 | 0.1 | ||
75,000 | Global Payments, Inc., 3.200%, 08/15/2029 | 71,345 | 0.0 | ||
16,000 | (2) | GXO Logistics, Inc., 1.650%, 07/15/2026 | 14,468 | 0.0 | |
27,000 | (2) | HCA, Inc., 3.125%, 03/15/2027 | 26,424 | 0.0 | |
21,000 | (2) | HCA, Inc., 3.625%, 03/15/2032 | 20,602 | 0.0 | |
177,000 | HCA, Inc., 4.125%, 06/15/2029 | 180,663 | 0.1 | ||
38,000 | (2) | HCA, Inc., 4.375%, 03/15/2042 | 37,551 | 0.0 | |
200,000 | HCA, Inc., 4.500%, 02/15/2027 | 206,862 | 0.1 | ||
12,000 | HCA, Inc., 5.125%, 06/15/2039 | 12,979 | 0.0 | ||
22,000 | HCA, Inc., 5.250%, 04/15/2025 | 23,179 | 0.0 | ||
9,000 | HCA, Inc., 5.250%, 06/15/2049 | 9,895 | 0.0 | ||
18,000 | (2) | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 17,146 | 0.0 | |
180,000 | Humana, Inc., 1.350%, 02/03/2027 | 163,326 | 0.1 | ||
35,000 | Humana, Inc., 2.150%, 02/03/2032 | 30,727 | 0.0 | ||
14,000 | Humana, Inc., 3.125%, 08/15/2029 | 13,567 | 0.0 | ||
35,000 | Humana, Inc., 4.500%, 04/01/2025 | 36,282 | 0.0 | ||
30,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 31,085 | 0.0 | ||
20,000 | Johnson & Johnson, 3.700%, 03/01/2046 | 21,145 | 0.0 | ||
56,000 | Johnson & Johnson, 3.750%, 03/03/2047 | 60,061 | 0.0 | ||
17,000 | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | 17,083 | 0.0 | ||
10,000 | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | 10,139 | 0.0 | ||
25,000 | (2) | Mars, Inc., 0.875%, 07/16/2026 | 22,782 | 0.0 | |
75,000 | (2) | Mars, Inc., 2.375%, 07/16/2040 | 62,897 | 0.0 | |
30,000 | (2) | Mars, Inc., 3.875%, 04/01/2039 | 30,429 | 0.0 | |
12,000 | (2) | Mars, Inc., 4.125%, 04/01/2054 | 12,861 | 0.0 | |
40,000 | McKesson Corp., 1.300%, 08/15/2026 | 36,778 | 0.0 | ||
18,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 20,034 | 0.0 | ||
15,000 | Merck & Co., Inc., 2.750%, 12/10/2051 | 13,097 | 0.0 | ||
15,000 | Merck & Co., Inc., 2.900%, 12/10/2061 | 12,813 | 0.0 | ||
35,000 | Mylan, Inc., 5.200%, 04/15/2048 | 34,437 | 0.0 | ||
83,000 | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 81,354 | 0.0 | ||
6,000 | PerkinElmer, Inc., 1.900%, 09/15/2028 | 5,435 | 0.0 | ||
30,000 | PerkinElmer, Inc., 3.300%, 09/15/2029 | 29,294 | 0.0 | ||
162,000 | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | 140,793 | 0.1 | ||
30,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 31,728 | 0.0 | ||
22,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 22,712 | 0.0 | ||
6,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 6,364 | 0.0 | ||
11,000 | Royalty Pharma PLC, 1.200%, 09/02/2025 | 10,131 | 0.0 | ||
14,000 | Royalty Pharma PLC, 1.750%, 09/02/2027 | 12,730 | 0.0 | ||
134,000 | Royalty Pharma PLC, 3.550%, 09/02/2050 | 111,732 | 0.1 | ||
54,000 | (2) | S&P Global, Inc., 2.700%, 03/01/2029 | 52,386 | 0.0 | |
23,000 | (2) | S&P Global, Inc., 3.700%, 03/01/2052 | 23,391 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
15,000 | (2) | S&P Global, Inc., 3.900%, 03/01/2062 | 15,473 | 0.0 | |
400,000 | Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030 | 361,562 | 0.1 | ||
120,000 | (2) | Triton Container International Ltd., 2.050%, 04/15/2026 | 112,044 | 0.1 | |
23,000 | (2) | Triton Container International Ltd., 3.150%, 06/15/2031 | 21,053 | 0.0 | |
15,000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 13,521 | 0.0 | ||
4,000 | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 3,735 | 0.0 | ||
47,000 | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | 44,297 | 0.0 | ||
19,000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 18,915 | 0.0 | ||
95,000 | Viatris, Inc., 2.700%, 06/22/2030 | 83,693 | 0.0 | ||
66,000 | Viatris, Inc., 3.850%, 06/22/2040 | 57,255 | 0.0 | ||
5,450,226 | 1.5 | ||||
Energy: 0.9% | |||||
18,000 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | 17,168 | 0.0 | ||
18,000 | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | 15,943 | 0.0 | ||
15,000 | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | 12,865 | 0.0 | ||
19,000 | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | 16,981 | 0.0 | ||
28,000 | (4) | BP Capital Markets PLC, 4.875%, 12/31/2199 | 28,158 | 0.0 | |
10,000 | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | 12,346 | 0.0 | ||
30,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 33,904 | 0.0 | ||
23,000 | Cenovus Energy, Inc./CA, 3.750%, 02/15/2052 | 20,653 | 0.0 | ||
20,000 | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | 19,969 | 0.0 | ||
5,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 5,336 | 0.0 | ||
8,000 | (2) | ConocoPhillips Co., 4.025%, 03/15/2062 | 8,135 | 0.0 | |
25,000 | Continental Resources, Inc., 4.900%, 06/01/2044 | 24,787 | 0.0 | ||
160,000 | (2) | Coterra Energy, Inc., 3.900%, 05/15/2027 | 161,450 | 0.1 | |
122,000 | Diamondback Energy, Inc., 3.125%, 03/24/2031 | 116,722 | 0.0 | ||
64,000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 63,470 | 0.0 | ||
200,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 199,524 | 0.1 | ||
38,000 | (4) | Enbridge, Inc., 5.750%, 07/15/2080 | 39,425 | 0.0 | |
9,000 | Energy Transfer L.P., 4.250%, 04/01/2024 | 9,181 | 0.0 | ||
5,000 | Energy Transfer L.P., 4.900%, 03/15/2035 | 5,072 | 0.0 | ||
43,000 | Energy Transfer L.P., 5.300%, 04/01/2044 | 44,384 | 0.0 | ||
160,000 | Energy Transfer L.P., 5.300%, 04/15/2047 | 165,044 | 0.1 | ||
60,000 | Energy Transfer L.P., 5.800%, 06/15/2038 | 65,162 | 0.0 | ||
25,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 25,471 | 0.0 | ||
50,000 | (4) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 44,741 | 0.0 | |
2,000 | Halliburton Co., 3.500%, 08/01/2023 | 2,019 | 0.0 | ||
144,000 | Hess Corp., 5.600%, 02/15/2041 | 162,223 | 0.1 | ||
200,000 | (2) | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | 195,068 | 0.1 | |
100,000 | Kinder Morgan, Inc., 3.600%, 02/15/2051 | 89,104 | 0.0 | ||
18,000 | Kinder Morgan, Inc., 5.550%, 06/01/2045 | 20,183 | 0.0 | ||
23,000 | Marathon Petroleum Corp., 4.700%, 05/01/2025 | 23,927 | 0.0 | ||
35,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 35,686 | 0.0 | ||
25,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 25,602 | 0.0 | ||
20,000 | MPLX L.P., 1.750%, 03/01/2026 | 18,767 | 0.0 | ||
114,000 | MPLX L.P., 2.650%, 08/15/2030 | 104,625 | 0.0 | ||
9,000 | MPLX L.P., 4.700%, 04/15/2048 | 9,094 | 0.0 | ||
55,000 | MPLX L.P., 4.875%, 06/01/2025 | 57,085 | 0.0 | ||
11,000 | MPLX L.P., 5.200%, 03/01/2047 | 11,828 | 0.0 | ||
21,000 | MPLX L.P., 5.200%, 12/01/2047 | 22,348 | 0.0 | ||
25,000 | MPLX L.P., 5.500%, 02/15/2049 | 27,771 | 0.0 | ||
16,000 | (2) | Northern Natural Gas Co., 3.400%, 10/16/2051 | 14,045 | 0.0 | |
19,000 | ONEOK Partners L.P., 6.125%, 02/01/2041 | 20,962 | 0.0 | ||
24,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 26,476 | 0.0 | ||
10,000 | ONEOK, Inc., 2.200%, 09/15/2025 | 9,590 | 0.0 | ||
72,000 | Ovintiv Exploration, Inc., 5.625%, 07/01/2024 | 75,741 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
200,000 | (2) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 179,475 | 0.1 | |
335,000 | Petroleos Mexicanos, 6.700%, 02/16/2032 | 318,598 | 0.1 | ||
10,000 | Phillips 66, 0.900%, 02/15/2024 | 9,683 | 0.0 | ||
41,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | 39,677 | 0.0 | ||
25,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | 25,732 | 0.0 | ||
50,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 51,408 | 0.0 | ||
73,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 70,233 | 0.0 | ||
4,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042 | 3,889 | 0.0 | ||
15,000 | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | 15,432 | 0.0 | ||
16,000 | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | 16,939 | 0.0 | ||
126,000 | (2) | Santos Finance Ltd., 3.649%, 04/29/2031 | 117,864 | 0.1 | |
19,000 | (2) | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | 19,358 | 0.0 | |
125,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 126,442 | 0.1 | ||
35,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 37,066 | 0.0 | ||
9,000 | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | 8,790 | 0.0 | ||
4,000 | Valero Energy Corp., 2.850%, 04/15/2025 | 3,956 | 0.0 | ||
25,000 | Valero Energy Corp., 3.650%, 12/01/2051 | 22,129 | 0.0 | ||
30,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 30,557 | 0.0 | ||
19,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 20,960 | 0.0 | ||
3,226,223 | 0.9 | ||||
Financial: 3.5% | |||||
18,000 | Alexandria Real Estate Equities, Inc., 3.550%, 03/15/2052 | 16,779 | 0.0 | ||
13,000 | Alleghany Corp., 3.625%, 05/15/2030 | 13,105 | 0.0 | ||
54,000 | American Campus Communities Operating Partnership L.P., 2.250%, 01/15/2029 | 49,424 | 0.0 | ||
223,000 | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | 197,232 | 0.1 | ||
21,000 | American Homes 4 Rent LP, 3.625%, 04/15/2032 | 20,479 | 0.0 | ||
25,000 | American Homes 4 Rent LP, 4.300%, 04/15/2052 | 24,309 | 0.0 | ||
46,000 | American International Group, Inc., 3.400%, 06/30/2030 | 45,941 | 0.0 | ||
165,000 | American International Group, Inc., 3.875%, 01/15/2035 | 168,487 | 0.1 | ||
29,000 | American International Group, Inc., 3.900%, 04/01/2026 | 29,769 | 0.0 | ||
52,000 | American International Group, Inc., 4.250%, 03/15/2029 | 54,475 | 0.0 | ||
10,000 | American International Group, Inc., 4.375%, 01/15/2055 | 10,730 | 0.0 | ||
33,000 | American International Group, Inc., 4.500%, 07/16/2044 | 35,712 | 0.0 | ||
17,000 | American International Group, Inc., 4.800%, 07/10/2045 | 19,227 | 0.0 | ||
27,000 | American Tower Corp., 3.650%, 03/15/2027 | 26,946 | 0.0 | ||
8,000 | (2) | Antares Holdings L.P., 3.750%, 07/15/2027 | 7,394 | 0.0 | |
36,000 | Assurant, Inc., 2.650%, 01/15/2032 | 31,486 | 0.0 | ||
54,000 | Assurant, Inc., 3.700%, 02/22/2030 | 52,266 | 0.0 | ||
40,000 | (2) | Athene Global Funding, 2.800%, 05/26/2023 | 40,027 | 0.0 | |
25,000 | (2) | Athene Global Funding, 2.950%, 11/12/2026 | 24,241 | 0.0 | |
21,000 | (2) | Aviation Capital Group LLC, 1.950%, 09/20/2026 | 19,025 | 0.0 | |
8,000 | (2) | Aviation Capital Group LLC, 3.875%, 05/01/2023 | 8,039 | 0.0 | |
6,000 | (2) | Aviation Capital Group LLC, 4.375%, 01/30/2024 | 5,995 | 0.0 | |
32,000 | (2) | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 32,967 | 0.0 | |
14,000 | (2) | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | 12,800 | 0.0 | |
25,000 | (2) | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | 22,128 | 0.0 | |
16,000 | (2) | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | 14,256 | 0.0 | |
9,000 | (2) | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | 8,650 | 0.0 | |
40,000 | (2) | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | 39,502 | 0.0 | |
200,000 | Banco Santander SA, 2.746%, 05/28/2025 | 195,110 | 0.1 | ||
63,000 | (4) | Bank of America Corp., 0.981%, 09/25/2025 | 59,763 | 0.0 | |
36,000 | (4) | Bank of America Corp., 1.197%, 10/24/2026 | 33,314 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
248,000 | (4) | Bank of America Corp., 1.734%, 07/22/2027 | 230,538 | 0.1 | |
62,000 | (4) | Bank of America Corp., 1.898%, 07/23/2031 | 54,248 | 0.0 | |
49,000 | (4) | Bank of America Corp., 2.087%, 06/14/2029 | 44,809 | 0.0 | |
45,000 | (4) | Bank of America Corp., 2.572%, 10/20/2032 | 40,960 | 0.0 | |
53,000 | (4) | Bank of America Corp., 2.676%, 06/19/2041 | 44,917 | 0.0 | |
364,000 | (4) | Bank of America Corp., 2.687%, 04/22/2032 | 335,294 | 0.1 | |
60,000 | (4) | Bank of America Corp., 3.593%, 07/21/2028 | 60,185 | 0.0 | |
115,000 | (4) | Bank of America Corp., 3.846%, 03/08/2037 | 110,287 | 0.1 | |
20,000 | Bank of America Corp., 3.950%, 04/21/2025 | 20,395 | 0.0 | ||
18,000 | (4) | Bank of America Corp., 3.970%, 03/05/2029 | 18,300 | 0.0 | |
40,000 | (4) | Bank of America Corp., 4.078%, 04/23/2040 | 41,213 | 0.0 | |
13,000 | (4) | Bank of America Corp., 4.083%, 03/20/2051 | 13,515 | 0.0 | |
79,000 | Bank of America Corp., 4.125%, 01/22/2024 | 81,123 | 0.0 | ||
103,000 | Bank of America Corp., 4.183%, 11/25/2027 | 105,141 | 0.0 | ||
75,000 | (4) | Bank of America Corp., 4.271%, 07/23/2029 | 77,455 | 0.0 | |
50,000 | (4) | Bank of Montreal, 3.803%, 12/15/2032 | 49,480 | 0.0 | |
23,000 | Bank of Nova Scotia/The, 1.950%, 02/02/2027 | 21,765 | 0.0 | ||
25,000 | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | 24,369 | 0.0 | ||
21,000 | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | 20,641 | 0.0 | ||
34,000 | (4) | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | 34,085 | 0.0 | |
11,000 | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | 9,569 | 0.0 | ||
21,000 | Berkshire Hathaway Finance Corp., 3.850%, 03/15/2052 | 21,501 | 0.0 | ||
29,000 | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | 31,903 | 0.0 | ||
21,000 | (2) | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | 18,789 | 0.0 | |
55,000 | (2) | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | 48,002 | 0.0 | |
41,000 | (2) | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 33,116 | 0.0 | |
59,000 | (2) | Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052 | 51,193 | 0.0 | |
30,000 | (2) | Blackstone Private Credit Fund, 2.625%, 12/15/2026 | 27,046 | 0.0 | |
41,000 | (2) | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | 37,999 | 0.0 | |
200,000 | (2),(4) | BNP Paribas SA, 2.219%, 06/09/2026 | 190,341 | 0.1 | |
22,000 | Boston Properties L.P., 3.250%, 01/30/2031 | 21,312 | 0.0 | ||
250,000 | (2),(4) | BPCE SA, 2.277%, 01/20/2032 | 219,899 | 0.1 | |
206,000 | (2) | BPCE SA, 5.700%, 10/22/2023 | 213,179 | 0.1 | |
35,000 | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | 34,208 | 0.0 | ||
70,000 | Canadian Imperial Bank of Commerce, 3.600%, 04/07/2032 | 69,756 | 0.0 | ||
45,000 | (4) | Capital One Financial Corp., 1.878%, 11/02/2027 | 41,592 | 0.0 | |
40,000 | (4) | Capital One Financial Corp., 3.273%, 03/01/2030 | 38,664 | 0.0 | |
8,000 | Capital One Financial Corp., 3.650%, 05/11/2027 | 8,020 | 0.0 | ||
33,000 | CBRE Services, Inc., 2.500%, 04/01/2031 | 29,866 | 0.0 | ||
12,000 | Charles Schwab Corp./The, 2.300%, 05/13/2031 | 11,091 | 0.0 | ||
44,000 | Charles Schwab Corp./The, 2.900%, 03/03/2032 | 42,423 | 0.0 | ||
20,000 | (4) | Charles Schwab Corp./The, 5.375%, 12/31/2199 | 20,700 | 0.0 | |
28,000 | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | 24,388 | 0.0 | ||
13,000 | Chubb INA Holdings, Inc., 3.050%, 12/15/2061 | 11,236 | 0.0 | ||
28,000 | CI Financial Corp., 4.100%, 06/15/2051 | 24,790 | 0.0 | ||
221,000 | (4) | Citigroup, Inc., 1.462%, 06/09/2027 | 203,277 | 0.1 | |
17,000 | (4) | Citigroup, Inc., 2.904%, 11/03/2042 | 14,623 | 0.0 | |
45,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 48,090 | 0.0 | ||
54,000 | CME Group, Inc., 2.650%, 03/15/2032 | 51,729 | 0.0 | ||
260,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 264,452 | 0.1 | ||
53,000 | Corebridge Financial, Inc., 3.850%, 04/05/2029 | 52,952 | 0.0 | ||
69,000 | Corebridge Financial, Inc., 3.900%, 04/05/2032 | 68,860 | 0.0 | ||
20,000 | Corebridge Financial, Inc., 4.350%, 04/05/2042 | 20,012 | 0.0 | ||
45,000 | Corebridge Financial, Inc., 4.400%, 04/05/2052 | 45,048 | 0.0 | ||
250,000 | (2),(4) | Credit Suisse Group AG, 2.193%, 06/05/2026 | 235,037 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
14,000 | Crown Castle International Corp., 1.050%, 07/15/2026 | 12,668 | 0.0 | ||
27,000 | Crown Castle International Corp., 2.900%, 03/15/2027 | 26,146 | 0.0 | ||
30,000 | CubeSmart L.P., 2.250%, 12/15/2028 | 27,287 | 0.0 | ||
200,000 | (2),(4) | Danske Bank A/S, 1.621%, 09/11/2026 | 185,168 | 0.1 | |
33,000 | (2) | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | 29,774 | 0.0 | |
50,000 | Essex Portfolio L.P., 3.250%, 05/01/2023 | 50,233 | 0.0 | ||
200,000 | (2) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 193,112 | 0.1 | |
43,000 | (4) | Goldman Sachs Group, Inc., 1.542%, 09/10/2027 | 39,359 | 0.0 | |
35,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 35,890 | 0.0 | ||
46,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 51,598 | 0.0 | ||
17,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 21,482 | 0.0 | ||
74,000 | (2) | Hartford Financial Services Group, Inc./The, 2.631%, (US0003M + 2.125%), 02/12/2067 | 65,527 | 0.0 | |
9,000 | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | 10,642 | 0.0 | ||
800,000 | (4) | HSBC Holdings PLC, 2.099%, 06/04/2026 | 761,421 | 0.2 | |
400,000 | (4) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 390,403 | 0.1 | |
24,000 | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | 20,467 | 0.0 | ||
39,000 | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | 35,365 | 0.0 | ||
55,000 | (4) | JPMorgan Chase & Co., 0.969%, 06/23/2025 | 52,556 | 0.0 | |
137,000 | (4) | JPMorgan Chase & Co., 1.040%, 02/04/2027 | 125,704 | 0.1 | |
65,000 | (4) | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 59,975 | 0.0 | |
55,000 | (4) | JPMorgan Chase & Co., 2.069%, 06/01/2029 | 50,737 | 0.0 | |
33,000 | (4) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 30,999 | 0.0 | |
31,000 | (4) | JPMorgan Chase & Co., 2.525%, 11/19/2041 | 25,554 | 0.0 | |
182,000 | (4) | JPMorgan Chase & Co., 2.545%, 11/08/2032 | 166,552 | 0.1 | |
48,000 | (4) | JPMorgan Chase & Co., 2.580%, 04/22/2032 | 44,042 | 0.0 | |
57,000 | (4) | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 55,941 | 0.0 | |
57,000 | (4) | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 55,690 | 0.0 | |
17,000 | (4) | JPMorgan Chase & Co., 2.963%, 01/25/2033 | 16,044 | 0.0 | |
211,000 | (4) | JPMorgan Chase & Co., 3.157%, 04/22/2042 | 191,985 | 0.1 | |
31,000 | (4) | JPMorgan Chase & Co., 3.328%, 04/22/2052 | 28,791 | 0.0 | |
70,000 | (4) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 70,821 | 0.0 | |
30,000 | Kilroy Realty L.P., 2.650%, 11/15/2033 | 26,051 | 0.0 | ||
26,000 | Kilroy Realty L.P., 3.450%, 12/15/2024 | 26,021 | 0.0 | ||
13,000 | Kite Realty Group L.P., 4.000%, 10/01/2026 | 13,026 | 0.0 | ||
82,000 | Main Street Capital Corp., 3.000%, 07/14/2026 | 76,136 | 0.0 | ||
30,000 | Main Street Capital Corp., 5.200%, 05/01/2024 | 30,636 | 0.0 | ||
200,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 201,272 | 0.1 | ||
200,000 | (4) | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | 191,934 | 0.1 | |
32,000 | (4) | Morgan Stanley, 1.512%, 07/20/2027 | 29,460 | 0.0 | |
103,000 | (4) | Morgan Stanley, 1.593%, 05/04/2027 | 95,827 | 0.0 | |
24,000 | (4) | Morgan Stanley, 1.794%, 02/13/2032 | 20,669 | 0.0 | |
234,000 | (4) | Morgan Stanley, 2.188%, 04/28/2026 | 226,272 | 0.1 | |
178,000 | (4) | Morgan Stanley, 2.239%, 07/21/2032 | 157,967 | 0.1 | |
18,000 | (4) | Morgan Stanley, 2.475%, 01/21/2028 | 17,187 | 0.0 | |
50,000 | (4) | Morgan Stanley, 2.511%, 10/20/2032 | 45,187 | 0.0 | |
86,000 | (4) | Morgan Stanley, 2.630%, 02/18/2026 | 84,423 | 0.0 | |
32,000 | (4) | Morgan Stanley, 2.802%, 01/25/2052 | 26,756 | 0.0 | |
29,000 | (4) | Morgan Stanley, 2.943%, 01/21/2033 | 27,229 | 0.0 | |
45,000 | (4) | Morgan Stanley, 3.737%, 04/24/2024 | 45,471 | 0.0 | |
112,000 | Morgan Stanley, 3.875%, 01/27/2026 | 114,234 | 0.1 | ||
100,000 | Morgan Stanley, 4.000%, 07/23/2025 | 102,433 | 0.0 | ||
40,000 | (4) | Morgan Stanley, 4.457%, 04/22/2039 | 43,272 | 0.0 | |
250,000 | (2),(4) | National Australia Bank Ltd., 3.933%, 08/02/2034 | 244,893 | 0.1 | |
200,000 | (4) | NatWest Group PLC, 3.073%, 05/22/2028 | 192,217 | 0.1 | |
43,000 | (2) | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | 39,443 | 0.0 | |
28,000 | (2) | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | 25,488 | 0.0 | |
29,000 | Old Republic International Corp., 3.850%, 06/11/2051 | 27,016 | 0.0 | ||
150,000 | ORIX Corp., 3.250%, 12/04/2024 | 150,318 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
27,000 | Owl Rock Capital Corp., 2.875%, 06/11/2028 | 23,599 | 0.0 | ||
28,000 | (2) | OWL Rock Core Income Corp., 4.700%, 02/08/2027 | 26,964 | 0.0 | |
18,000 | (2) | Pacific Life Global Funding II, 1.200%, 06/24/2025 | 16,863 | 0.0 | |
22,000 | (2) | Pacific Life Global Funding II, 1.375%, 04/14/2026 | 20,488 | 0.0 | |
70,000 | (4) | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 67,900 | 0.0 | |
23,000 | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | 21,551 | 0.0 | ||
30,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 30,525 | 0.0 | ||
15,000 | Public Storage, 1.950%, 11/09/2028 | 13,912 | 0.0 | ||
45,000 | Realty Income Corp., 2.200%, 06/15/2028 | 41,578 | 0.0 | ||
8,000 | Realty Income Corp., 3.950%, 08/15/2027 | 8,229 | 0.0 | ||
27,000 | Realty Income Corp., 4.875%, 06/01/2026 | 28,510 | 0.0 | ||
23,000 | Regency Centers L.P., 2.950%, 09/15/2029 | 21,941 | 0.0 | ||
10,000 | Regency Centers L.P., 3.700%, 06/15/2030 | 10,017 | 0.0 | ||
24,000 | Sabra Health Care L.P., 3.200%, 12/01/2031 | 21,458 | 0.0 | ||
23,000 | (4) | Santander Holdings USA, Inc., 2.490%, 01/06/2028 | 21,493 | 0.0 | |
22,000 | (2) | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | 22,123 | 0.0 | |
27,000 | Simon Property Group L.P., 1.750%, 02/01/2028 | 24,645 | 0.0 | ||
200,000 | (2),(4) | Societe Generale SA, 3.337%, 01/21/2033 | 184,204 | 0.1 | |
200,000 | (2),(4) | Standard Chartered PLC, 1.456%, 01/14/2027 | 182,115 | 0.1 | |
200,000 | (2),(4) | Standard Chartered PLC, 3.265%, 02/18/2036 | 179,574 | 0.1 | |
200,000 | (2),(4) | Standard Chartered PLC, 3.603%, 01/12/2033 | 185,375 | 0.1 | |
8,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 7,851 | 0.0 | ||
31,000 | (2) | Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027 | 29,926 | 0.0 | |
25,000 | (2) | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | 22,232 | 0.0 | |
20,000 | Toronto-Dominion Bank/The, 2.800%, 03/10/2027 | 19,664 | 0.0 | ||
35,000 | (4) | Truist Financial Corp., 1.267%, 03/02/2027 | 32,458 | 0.0 | |
25,000 | (4) | Truist Financial Corp., 5.100%, 12/31/2199 | 25,475 | 0.0 | |
200,000 | (2),(4) | UBS Group AG, 2.095%, 02/11/2032 | 175,246 | 0.1 | |
200,000 | (2),(4) | UBS Group AG, 2.746%, 02/11/2033 | 181,958 | 0.1 | |
7,000 | Ventas Realty L.P., 5.700%, 09/30/2043 | 8,307 | 0.0 | ||
50,000 | Visa, Inc., 4.300%, 12/14/2045 | 56,274 | 0.0 | ||
36,000 | (4) | Wells Fargo & Co., 2.393%, 06/02/2028 | 34,083 | 0.0 | |
101,000 | (4) | Wells Fargo & Co., 2.406%, 10/30/2025 | 98,936 | 0.0 | |
21,000 | (4) | Wells Fargo & Co., 3.068%, 04/30/2041 | 18,946 | 0.0 | |
120,000 | Wells Fargo & Co., 3.750%, 01/24/2024 | 122,236 | 0.1 | ||
28,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 30,556 | 0.0 | ||
23,000 | Westpac Banking Corp., 1.953%, 11/20/2028 | 21,219 | 0.0 | ||
33,000 | Westpac Banking Corp., 2.963%, 11/16/2040 | 27,809 | 0.0 | ||
45,000 | (4) | Westpac Banking Corp., 3.020%, 11/18/2036 | 40,059 | 0.0 | |
71,000 | XLIT Ltd., 4.450%, 03/31/2025 | 73,037 | 0.0 | ||
22,000 | XLIT Ltd., 5.500%, 03/31/2045 | 26,099 | 0.0 | ||
12,451,167 | 3.5 | ||||
Industrial: 0.3% | |||||
27,000 | Berry Global, Inc., 0.950%, 02/15/2024 | 25,866 | 0.0 | ||
40,000 | Berry Global, Inc., 1.650%, 01/15/2027 | 36,500 | 0.0 | ||
22,000 | Boeing Co/The, 3.250%, 02/01/2028 | 21,235 | 0.0 | ||
50,000 | Boeing Co/The, 3.250%, 02/01/2035 | 44,739 | 0.0 | ||
11,000 | (3) | Boeing Co/The, 3.625%, 02/01/2031 | 10,726 | 0.0 | |
9,000 | Boeing Co/The, 3.850%, 11/01/2048 | 7,920 | 0.0 | ||
35,000 | Boeing Co/The, 4.875%, 05/01/2025 | 36,142 | 0.0 | ||
45,000 | Boeing Co/The, 5.150%, 05/01/2030 | 48,060 | 0.0 | ||
27,000 | Boeing Co/The, 5.805%, 05/01/2050 | 31,273 | 0.0 | ||
45,000 | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 46,760 | 0.0 | ||
65,000 | Canadian Pacific Railway Co., 2.450%, 12/02/2031 | 60,453 | 0.0 | ||
51,000 | FedEx Corp., 3.900%, 02/01/2035 | 50,832 | 0.0 | ||
27,000 | Fortune Brands Home & Security, Inc., 4.000%, 03/25/2032 | 27,074 | 0.0 | ||
18,000 | GE Capital Funding LLC, 4.400%, 05/15/2030 | 18,374 | 0.0 | ||
42,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 42,549 | 0.0 | ||
13,000 | Norfolk Southern Corp., 4.100%, 05/15/2121 | 12,167 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
7,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 7,022 | 0.0 | ||
24,000 | (2) | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | 22,056 | 0.0 | |
40,000 | (2) | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | 37,172 | 0.0 | |
56,000 | Raytheon Technologies Corp., 3.200%, 03/15/2024 | 56,644 | 0.0 | ||
2,000 | Raytheon Technologies Corp., 3.650%, 08/16/2023 | 2,027 | 0.0 | ||
34,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 36,997 | 0.0 | ||
51,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 56,441 | 0.0 | ||
20,000 | Republic Services, Inc., 1.750%, 02/15/2032 | 17,197 | 0.0 | ||
30,000 | (2) | Sealed Air Corp., 1.573%, 10/15/2026 | 27,375 | 0.0 | |
44,000 | Sonoco Products Co., 2.250%, 02/01/2027 | 41,733 | 0.0 | ||
154,000 | Sonoco Products Co., 2.850%, 02/01/2032 | 144,130 | 0.1 | ||
15,000 | (2) | TD SYNNEX Corp., 1.750%, 08/09/2026 | 13,760 | 0.0 | |
97,000 | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | 90,512 | 0.1 | ||
29,000 | Union Pacific Corp., 2.800%, 02/14/2032 | 27,879 | 0.0 | ||
76,000 | Union Pacific Corp., 3.500%, 02/14/2053 | 74,582 | 0.1 | ||
15,000 | Union Pacific Corp., 3.550%, 05/20/2061 | 14,316 | 0.0 | ||
1,190,513 | 0.3 | ||||
Industrials: 0.1% | |||||
200,000 | Misc Capital Two (Labuan) Ltd., 3.750%, 04/06/2027 | 199,432 | 0.1 | ||
Technology: 0.6% | |||||
17,000 | Analog Devices, Inc., 2.800%, 10/01/2041 | 15,315 | 0.0 | ||
115,000 | Apple, Inc., 2.650%, 02/08/2051 | 99,521 | 0.1 | ||
110,000 | Apple, Inc., 2.800%, 02/08/2061 | 94,933 | 0.1 | ||
25,000 | Apple, Inc., 2.850%, 08/05/2061 | 21,650 | 0.0 | ||
70,000 | Apple, Inc., 3.750%, 09/12/2047 | 73,101 | 0.0 | ||
15,000 | Apple, Inc., 4.500%, 02/23/2036 | 17,185 | 0.0 | ||
27,000 | Citrix Systems, Inc., 1.250%, 03/01/2026 | 26,284 | 0.0 | ||
8,000 | Citrix Systems, Inc., 3.300%, 03/01/2030 | 7,925 | 0.0 | ||
25,000 | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 27,104 | 0.0 | ||
20,000 | DXC Technology Co., 1.800%, 09/15/2026 | 18,363 | 0.0 | ||
20,000 | DXC Technology Co., 2.375%, 09/15/2028 | 18,108 | 0.0 | ||
20,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 19,954 | 0.0 | ||
69,000 | Fiserv, Inc., 3.500%, 07/01/2029 | 67,999 | 0.0 | ||
30,000 | HP, Inc., 2.650%, 06/17/2031 | 26,890 | 0.0 | ||
81,000 | HP, Inc., 4.000%, 04/15/2029 | 80,771 | 0.0 | ||
45,000 | HP, Inc., 4.050%, 09/15/2022 | 45,479 | 0.0 | ||
15,000 | (2) | Infor, Inc., 1.450%, 07/15/2023 | 14,705 | 0.0 | |
15,000 | Intel Corp., 3.100%, 02/15/2060 | 12,959 | 0.0 | ||
42,000 | Intel Corp., 3.200%, 08/12/2061 | 37,355 | 0.0 | ||
30,000 | Intel Corp., 3.250%, 11/15/2049 | 27,796 | 0.0 | ||
75,000 | Intel Corp., 4.600%, 03/25/2040 | 83,195 | 0.0 | ||
100,000 | International Business Machines Corp., 3.300%, 05/15/2026 | 101,141 | 0.1 | ||
21,000 | (2) | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | 18,779 | 0.0 | |
54,000 | (2) | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | 46,830 | 0.0 | |
25,000 | (2) | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | 21,103 | 0.0 | |
37,000 | Microchip Technology, Inc., 2.670%, 09/01/2023 | 36,896 | 0.0 | ||
93,000 | Microsoft Corp., 2.921%, 03/17/2052 | 87,531 | 0.0 | ||
17,000 | NetApp, Inc., 1.875%, 06/22/2025 | 16,276 | 0.0 | ||
62,000 | NVIDIA Corp., 1.550%, 06/15/2028 | 57,056 | 0.0 | ||
31,000 | (2) | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 32,662 | 0.0 | |
20,000 | (2) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | 16,962 | 0.0 | |
20,000 | (2) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | 19,415 | 0.0 | |
100,000 | (2) | NXP BV / NXP Funding LLC / NXP USA, Inc., 4.300%, 06/18/2029 | 103,360 | 0.1 | |
70,000 | Oracle Corp., 2.300%, 03/25/2028 | 64,073 | 0.0 | ||
9,000 | Oracle Corp., 3.600%, 04/01/2050 | 7,487 | 0.0 | ||
74,000 | Oracle Corp., 3.650%, 03/25/2041 | 64,832 | 0.0 | ||
6,000 | Oracle Corp., 3.850%, 07/15/2036 | 5,535 | 0.0 | ||
53,000 | Oracle Corp., 3.950%, 03/25/2051 | 46,503 | 0.0 | ||
150,000 | Oracle Corp., 4.300%, 07/08/2034 | 148,319 | 0.1 | ||
17,000 | Roper Technologies, Inc., 1.400%, 09/15/2027 | 15,435 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
81,000 | salesforce.com, Inc., 2.700%, 07/15/2041 | 71,971 | 0.0 | |
12,000 | salesforce.com, Inc., 2.900%, 07/15/2051 | 10,692 | 0.0 | |
180,000 | VMware, Inc., 1.400%, 08/15/2026 | 165,515 | 0.1 | |
20,000 | VMware, Inc., 1.800%, 08/15/2028 | 17,779 | 0.0 | |
35,000 | Workday, Inc., 3.700%, 04/01/2029 | 35,110 | 0.0 | |
30,000 | Workday, Inc., 3.800%, 04/01/2032 | 29,980 | 0.0 | |
2,077,834 | 0.6 | |||
Utilities: 1.4% | ||||
152,000 | AEP Texas, Inc., 3.450%, 01/15/2050 | 135,537 | 0.1 | |
32,000 | (2) | AEP Texas, Inc., 3.850%, 10/01/2025 | 32,370 | 0.0 |
21,000 | AES Corp./The, 1.375%, 01/15/2026 | 19,338 | 0.0 | |
16,000 | (2) | AES Corp./The, 3.950%, 07/15/2030 | 15,882 | 0.0 |
20,000 | Alabama Power Co., 3.450%, 10/01/2049 | 18,638 | 0.0 | |
41,000 | (2) | Alliant Energy Finance LLC, 3.600%, 03/01/2032 | 39,922 | 0.0 |
74,000 | (2) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 74,865 | 0.0 |
30,000 | (4) | American Electric Power Co., Inc., 3.875%, 02/15/2062 | 27,737 | 0.0 |
35,000 | (2) | American Transmission Systems, Inc., 2.650%, 01/15/2032 | 32,377 | 0.0 |
28,000 | (2) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 30,914 | 0.0 |
23,000 | Appalachian Power Co., 2.700%, 04/01/2031 | 21,345 | 0.0 | |
14,000 | Appalachian Power Co., 3.700%, 05/01/2050 | 13,110 | 0.0 | |
55,000 | Avangrid, Inc., 3.200%, 04/15/2025 | 54,888 | 0.0 | |
30,000 | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | 27,348 | 0.0 | |
26,000 | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | 22,674 | 0.0 | |
25,000 | Black Hills Corp., 2.500%, 06/15/2030 | 22,765 | 0.0 | |
15,000 | Black Hills Corp., 3.050%, 10/15/2029 | 14,398 | 0.0 | |
40,000 | Black Hills Corp., 4.250%, 11/30/2023 | 40,786 | 0.0 | |
8,000 | Black Hills Corp., 4.350%, 05/01/2033 | 8,154 | 0.0 | |
25,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 24,537 | 0.0 | |
39,000 | (2) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 38,169 | 0.0 |
26,000 | (4) | CMS Energy Corp., 3.750%, 12/01/2050 | 23,010 | 0.0 |
68,000 | (4) | CMS Energy Corp., 4.750%, 06/01/2050 | 67,490 | 0.0 |
13,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 12,985 | 0.0 | |
34,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 33,380 | 0.0 | |
13,000 | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | 14,526 | 0.0 | |
100,000 | Dominion Energy South Carolina, Inc., 2.300%, 12/01/2031 | 91,370 | 0.1 | |
70,000 | (4) | Dominion Energy, Inc., 4.350%, 12/31/2199 | 68,044 | 0.0 |
35,000 | (4) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 34,825 | 0.0 |
13,000 | DTE Electric Co., 2.950%, 03/01/2050 | 11,518 | 0.0 | |
12,000 | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | 11,275 | 0.0 | |
200,000 | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 199,713 | 0.1 | |
2,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 1,959 | 0.0 | |
6,000 | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | 5,927 | 0.0 | |
10,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | 10,091 | 0.0 | |
2,000 | Duke Energy Carolinas LLC, 3.950%, 03/15/2048 | 2,061 | 0.0 | |
125,000 | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | 128,286 | 0.1 | |
2,000 | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | 2,099 | 0.0 | |
15,000 | (4) | Duke Energy Corp., 4.875%, 12/31/2199 | 15,197 | 0.0 |
45,000 | Duke Energy Florida LLC, 2.400%, 12/15/2031 | 41,577 | 0.0 | |
21,000 | Duke Energy Florida LLC, 3.000%, 12/15/2051 | 18,821 | 0.0 | |
8,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 8,561 | 0.0 | |
195,000 | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | 165,012 | 0.1 | |
30,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 26,772 | 0.0 | |
13,000 | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | 11,831 | 0.0 | |
109,000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 106,089 | 0.1 | |
55,000 | Duke Energy Progress LLC, 4.100%, 05/15/2042 | 56,874 | 0.0 | |
3,000 | Duke Energy Progress LLC, 4.100%, 03/15/2043 | 3,070 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
2,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 2,098 | 0.0 | |
17,000 | (2) | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | 15,275 | 0.0 |
124,000 | Entergy Arkansas LLC, 2.650%, 06/15/2051 | 101,607 | 0.1 | |
53,000 | Entergy Arkansas LLC, 4.200%, 04/01/2049 | 57,022 | 0.0 | |
32,000 | Entergy Corp., 2.400%, 06/15/2031 | 28,773 | 0.0 | |
13,000 | Entergy Corp., 2.800%, 06/15/2030 | 12,203 | 0.0 | |
100,000 | Entergy Louisiana LLC, 2.900%, 03/15/2051 | 86,681 | 0.1 | |
9,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 9,555 | 0.0 | |
33,000 | Entergy Texas, Inc., 4.000%, 03/30/2029 | 34,461 | 0.0 | |
18,000 | Evergy Metro, Inc., 2.250%, 06/01/2030 | 16,549 | 0.0 | |
25,000 | Eversource Energy, 1.400%, 08/15/2026 | 23,102 | 0.0 | |
57,000 | Eversource Energy, 2.900%, 03/01/2027 | 55,950 | 0.0 | |
35,000 | Eversource Energy, 3.375%, 03/01/2032 | 34,276 | 0.0 | |
5,000 | Exelon Corp., 4.050%, 04/15/2030 | 5,168 | 0.0 | |
10,000 | Exelon Corp., 4.700%, 04/15/2050 | 11,034 | 0.0 | |
57,000 | FirstEnergy Corp., 3.350%, 07/15/2022 | 57,070 | 0.0 | |
30,000 | Florida Power & Light Co., 2.875%, 12/04/2051 | 26,956 | 0.0 | |
25,000 | Georgia Power Co., 2.200%, 09/15/2024 | 24,537 | 0.0 | |
33,000 | Georgia Power Co., 5.750%, 04/15/2023 | 33,996 | 0.0 | |
44,000 | Indiana Michigan Power Co., 3.250%, 05/01/2051 | 39,442 | 0.0 | |
20,000 | Interstate Power and Light Co., 3.100%, 11/30/2051 | 17,163 | 0.0 | |
80,000 | Interstate Power and Light Co., 3.250%, 12/01/2024 | 80,427 | 0.1 | |
12,000 | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 12,039 | 0.0 | |
200,000 | (2) | Israel Electric Corp. Ltd., 3.750%, 02/22/2032 | 192,672 | 0.1 |
14,000 | (2) | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | 13,057 | 0.0 |
50,000 | (2) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 51,099 | 0.0 |
50,000 | (2) | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | 51,145 | 0.0 |
12,000 | (2) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 11,953 | 0.0 |
5,000 | MidAmerican Energy Co., 4.400%, 10/15/2044 | 5,388 | 0.0 | |
30,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 30,160 | 0.0 | |
20,000 | (2) | Monongahela Power Co., 3.550%, 05/15/2027 | 20,009 | 0.0 |
15,000 | (2) | Narragansett Electric Co/The, 3.395%, 04/09/2030 | 14,764 | 0.0 |
44,000 | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | 41,064 | 0.0 | |
49,000 | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | 46,363 | 0.0 | |
43,000 | (4) | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 41,964 | 0.0 |
175,000 | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | 164,409 | 0.1 | |
123,000 | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | 113,577 | 0.1 | |
25,000 | NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032 | 22,890 | 0.0 | |
45,000 | (4) | NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082 | 41,592 | 0.0 |
100,000 | NiSource, Inc., 0.950%, 08/15/2025 | 92,009 | 0.1 | |
20,000 | NiSource, Inc., 5.950%, 06/15/2041 | 23,406 | 0.0 | |
18,000 | NSTAR Electric Co., 1.950%, 08/15/2031 | 15,919 | 0.0 | |
20,000 | Oglethorpe Power Corp., 3.750%, 08/01/2050 | 18,873 | 0.0 | |
59,000 | ONE Gas, Inc., 1.100%, 03/11/2024 | 56,951 | 0.0 | |
13,000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 11,278 | 0.0 | |
28,000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 23,917 | 0.0 | |
17,000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 15,115 | 0.0 | |
7,000 | PacifiCorp, 4.150%, 02/15/2050 | 7,322 | 0.0 | |
5,000 | PECO Energy Co., 3.700%, 09/15/2047 | 5,044 | 0.0 | |
10,000 | PECO Energy Co., 4.150%, 10/01/2044 | 10,426 | 0.0 | |
200,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 202,460 | 0.1 | |
15,000 | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | 13,428 | 0.0 | |
75,000 | PPL Electric Utilities Corp., 4.125%, 06/15/2044 | 77,120 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
5,000 | Public Service Electric and Gas Co., 3.600%, 12/01/2047 | 4,964 | 0.0 | |
17,000 | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | 14,561 | 0.0 | |
80,000 | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | 72,766 | 0.0 | |
50,000 | Sempra Energy, 3.800%, 02/01/2038 | 49,154 | 0.0 | |
75,000 | (4) | Sempra Energy, 4.125%, 04/01/2052 | 70,207 | 0.0 |
24,000 | (4) | Sempra Energy, 4.875%, 12/31/2199 | 24,180 | 0.0 |
68,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 66,871 | 0.0 | |
75,000 | South Jersey Industries, Inc., 5.020%, 04/15/2031 | 73,765 | 0.0 | |
6,000 | Southern California Edison Co., 4.050%, 03/15/2042 | 5,787 | 0.0 | |
40,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 47,203 | 0.0 | |
60,000 | (4) | Southern Co/The, 3.750%, 09/15/2051 | 55,473 | 0.0 |
35,000 | (4) | Southern Co/The, 4.000%, 01/15/2051 | 33,950 | 0.0 |
27,000 | Southwest Gas Corp., 4.050%, 03/15/2032 | 26,958 | 0.0 | |
36,000 | Southwestern Electric Power Co., 1.650%, 03/15/2026 | 33,888 | 0.0 | |
14,000 | Tampa Electric Co., 4.350%, 05/15/2044 | 14,570 | 0.0 | |
25,000 | Tucson Electric Power Co., 1.500%, 08/01/2030 | 21,420 | 0.0 | |
17,000 | Union Electric Co., 3.900%, 09/15/2042 | 16,891 | 0.0 | |
28,000 | Virginia Electric and Power Co., 3.450%, 09/01/2022 | 28,087 | 0.0 | |
36,000 | Washington Gas Light Co., 3.650%, 09/15/2049 | 34,808 | 0.0 | |
31,000 | WEC Energy Group, Inc., 1.375%, 10/15/2027 | 27,939 | 0.0 | |
26,000 | WEC Energy Group, Inc., 2.200%, 12/15/2028 | 23,877 | 0.0 | |
23,000 | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | 20,826 | 0.0 | |
26,000 | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | 24,989 | 0.0 | |
4,902,009 | 1.4 | |||
Total Corporate Bonds/Notes | ||||
(Cost $36,669,837) | 34,767,498 | 9.7 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.5% | ||||
61,928 | Alternative Loan Trust 2004-J7 MI, 1.477%, (US0001M + 1.020%), 10/25/2034 | 61,782 | 0.0 | |
41,503 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 35,916 | 0.0 | |
87,443 | Alternative Loan Trust 2005-J2 1A12, 0.857%, (US0001M + 0.400%), 04/25/2035 | 73,260 | 0.0 | |
15,732 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 10,120 | 0.0 | |
81,230 | Alternative Loan Trust 2006-19CB A12, 0.857%, (US0001M + 0.400%), 08/25/2036 | 40,174 | 0.0 | |
24,310 | Alternative Loan Trust 2007-23CB A3, 0.957%, (US0001M + 0.500%), 09/25/2037 | 11,742 | 0.0 | |
106,053 | Alternative Loan Trust 2007-2CB 2A1, 1.057%, (US0001M + 0.600%), 03/25/2037 | 49,529 | 0.0 | |
600,000 | (2) | Arroyo Mortgage Trust 2022-1 A3, 3.650%, 12/25/2056 | 576,780 | 0.2 |
25,259 | (4) | Bear Stearns ALT-A Trust 2005-7 21A1, 2.627%, 09/25/2035 | 22,838 | 0.0 |
42,606 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.647%, (US0001M + 0.190%), 01/25/2037 | 39,549 | 0.0 | |
500,000 | (2) | Bellemeade Re 2022-1 M1C Ltd., 3.799%, (SOFR30A + 3.700%), 01/26/2032 | 482,047 | 0.1 |
60,188 | (4) | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.772%, 03/25/2036 | 51,726 | 0.0 |
30,427 | (4) | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.185%, 09/25/2037 | 28,815 | 0.0 |
100,000 | (2) | Connecticut Avenue Securities Trust 2020-R02 2B1, 3.457%, (US0001M + 3.000%), 01/25/2040 | 91,898 | 0.0 |
290,091 | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | 295,648 | 0.1 | |
431,094 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 450,812 | 0.1 | |
51,662 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.457%, (US0001M + 4.000%), 05/25/2025 | 51,730 | 0.0 | |
143,545 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.457%, (US0001M + 3.000%), 10/25/2029 | 146,696 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
160,326 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 3.307%, (US0001M + 2.850%), 11/25/2029 | 163,214 | 0.1 | |
59,591 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 3.257%, (US0001M + 2.800%), 02/25/2030 | 60,700 | 0.0 | |
162,482 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.457%, (US0001M + 2.000%), 03/25/2031 | 162,478 | 0.1 | |
22,055 | (2) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.757%, (US0001M + 2.300%), 08/25/2031 | 22,062 | 0.0 |
80,692 | (2) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.507%, (US0001M + 2.050%), 01/25/2040 | 80,660 | 0.0 |
179,522 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 187,671 | 0.1 | |
161,376 | (4) | Fannie Mae REMIC Trust 2009-50 HZ, 5.534%, 02/25/2049 | 174,150 | 0.1 |
129,093 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 137,598 | 0.0 | |
102,803 | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | 106,878 | 0.0 | |
233,792 | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | 239,295 | 0.1 | |
61,259 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 65,546 | 0.0 | |
37,273 | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | 38,400 | 0.0 | |
89,987 | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | 89,898 | 0.0 | |
456,732 | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | 463,320 | 0.1 | |
51,494 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 50,360 | 0.0 | |
90,641 | (2),(4) | Flagstar Mortgage Trust 2018-1 B3, 3.968%, 03/25/2048 | 88,353 | 0.0 |
260,976 | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | 318,178 | 0.1 | |
53,944 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 57,266 | 0.0 | |
46,576 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 50,145 | 0.0 | |
11,428 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 12,261 | 0.0 | |
34,063 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 36,267 | 0.0 | |
106,081 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 113,760 | 0.0 | |
40,685 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 43,243 | 0.0 | |
38,597 | (4),(5) | Freddie Mac REMIC Trust 3524 LA, 5.146%, 03/15/2033 | 38,918 | 0.0 |
38,987 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 41,704 | 0.0 | |
6,918 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 7,254 | 0.0 | |
218,251 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 217,680 | 0.1 | |
557,684 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 584,932 | 0.2 | |
557,684 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 583,883 | 0.2 | |
1,058,134 | Freddie Mac REMICS 4136 ZG, 3.000%, 11/15/2042 | 1,039,707 | 0.3 | |
518,357 | Freddie Mac REMICS 4372 Z, 3.000%, 08/15/2044 | 508,310 | 0.2 | |
182,283 | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | 182,524 | 0.1 | |
250,000 | (2) | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.099%, (SOFR30A + 2.000%), 12/25/2050 | 247,070 | 0.1 |
108,008 | (2) | Freddie Mac STACR Remic Trust 2020-HQA2 M2, 3.557%, (US0001M + 3.100%), 03/25/2050 | 108,580 | 0.0 |
25,405 | (2) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 4.057%, (US0001M + 3.600%), 07/25/2050 | 25,441 | 0.0 |
250,000 | (2) | Freddie Mac STACR REMIC Trust 2021-DNA5 M2, 1.749%, (SOFR30A + 1.650%), 01/25/2034 | 246,087 | 0.1 |
600,000 | (2) | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 3.849%, (SOFR30A + 3.750%), 12/25/2041 | 541,774 | 0.2 |
100,000 | (2) | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 3.499%, (SOFR30A + 3.400%), 01/25/2042 | 91,119 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
130,153 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.807%, (US0001M + 2.350%), 04/25/2030 | 131,134 | 0.0 | |
75,674 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.757%, (US0001M + 2.300%), 09/25/2030 | 75,807 | 0.0 | |
280,070 | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | 266,374 | 0.1 | |
1,113,780 | Ginnie Mae 2019-15 CZ, 3.500%, 02/20/2049 | 1,123,559 | 0.3 | |
33,590 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 35,132 | 0.0 | |
223,690 | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | 227,807 | 0.1 | |
10,161 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 10,812 | 0.0 | |
28,592 | HomeBanc Mortgage Trust 2004-1 2A, 1.317%, (US0001M + 0.860%), 08/25/2029 | 28,209 | 0.0 | |
97,666 | (2),(4) | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | 97,708 | 0.0 |
167,534 | (2),(4) | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | 164,512 | 0.1 |
100,000 | (2) | Mello Warehouse Securitization Trust 2021-1 C, 1.557%, (US0001M + 1.100%), 02/25/2055 | 99,259 | 0.0 |
45,245 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 33,496 | 0.0 | |
300,000 | (2) | Mortgage Insurance-Linked Notes 2021-3 M1B, 2.999%, (SOFR30A + 2.900%), 02/25/2034 | 290,134 | 0.1 |
9,610 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 8,814 | 0.0 | |
17,315 | (4) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.469%, 10/25/2036 | 16,759 | 0.0 |
43,365 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.477%, (US0001M + 0.510%), 08/25/2045 | 43,132 | 0.0 | |
22,827 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.437%, (US0001M + 0.490%), 10/25/2045 | 22,484 | 0.0 | |
22,578 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.854%, 08/25/2046 | 22,188 | 0.0 |
107,852 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.030%, 12/25/2036 | 106,479 | 0.0 |
59,379 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.950%, 07/25/2037 | 59,023 | 0.0 |
134,365 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.101%, (12MTA + 0.960%), 08/25/2046 | 92,322 | 0.0 | |
13,297 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.887%, (US0001M + 0.430%), 06/25/2037 | 10,800 | 0.0 | |
10,991 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.885%, 04/25/2036 | 10,705 | 0.0 |
16,225 | (4) | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.868%, 12/28/2037 | 16,001 | 0.0 |
Total Collateralized Mortgage Obligations | ||||
(Cost $13,081,394) | 12,740,398 | 3.5 | ||
U.S. TREASURY OBLIGATIONS: 4.2% | ||||
U.S. Treasury Bonds: 1.5% | ||||
1,000 | 1.250%,05/15/2050 | 747 | 0.0 | |
22,000 | 1.375%,11/15/2040 | 18,002 | 0.0 | |
2,200 | 1.625%,11/15/2050 | 1,806 | 0.0 | |
1,333,200 | 1.875%,02/15/2032 | 1,280,497 | 0.4 | |
1,790,000 | 1.875%,11/15/2051 | 1,570,725 | 0.4 | |
2,563,800 | 2.375%,02/15/2042 | 2,473,666 | 0.7 | |
5,345,443 | 1.5 | |||
U.S. Treasury Notes: 2.7% | ||||
1,000 | 0.125%,10/15/2023 | 969 | 0.0 | |
260,500 | 0.500%,11/30/2023 | 253,240 | 0.1 | |
344,900 | (3) | 0.875%,01/31/2024 | 336,170 | 0.1 |
20,500 | 1.125%,02/15/2031 | 18,516 | 0.0 | |
137,800 | 1.250%,11/30/2026 | 130,396 | 0.0 | |
219,300 | 1.250%,09/30/2028 | 203,546 | 0.1 | |
364,000 | (3) | 1.500%,02/29/2024 | 358,725 | 0.1 |
347,900 | (3) | 1.500%,01/31/2027 | 332,516 | 0.1 |
693,400 | 1.500%,11/30/2028 | 653,245 | 0.2 | |
1,898,000 | 1.750%,03/15/2025 | 1,857,964 | 0.5 | |
251,500 | (3) | 1.875%,02/28/2027 | 244,800 | 0.1 |
536,000 | (3) | 1.875%,02/28/2029 | 517,533 | 0.1 |
3,439,000 | 2.250%,03/31/2024 | 3,434,500 | 1.0 | |
1,121,000 | 2.375%,03/31/2029 | 1,117,847 | 0.3 | |
192,000 | 2.500%,03/31/2027 | 192,435 | 0.0 | |
9,652,402 | 2.7 | |||
Total U.S. Treasury Obligations | ||||
(Cost $15,291,758) | 14,997,845 | 4.2 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 4.5% | ||||
Federal Home Loan Mortgage Corporation: 0.2%(6) | ||||
8,652 | 2.500%,05/01/2030 | 8,580 | 0.0 | |
5,548 | 2.500%,05/01/2030 | 5,504 | 0.0 | |
10,222 | 2.500%,06/01/2030 | 10,136 | 0.0 | |
18,832 | 3.000%,03/01/2045 | 18,798 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
12,985 | 3.000%,03/01/2045 | 12,903 | 0.0 | |
20,321 | 3.000%,04/01/2045 | 20,222 | 0.0 | |
28,908 | 3.500%,03/01/2045 | 29,411 | 0.0 | |
85,742 | 4.000%,12/01/2041 | 89,598 | 0.1 | |
28,539 | 4.000%,12/01/2042 | 29,850 | 0.0 | |
3,883 | 4.000%,09/01/2045 | 4,036 | 0.0 | |
4,628 | 4.000%,09/01/2045 | 4,836 | 0.0 | |
6,820 | 4.000%,09/01/2045 | 7,125 | 0.0 | |
4,663 | 4.000%,09/01/2045 | 4,856 | 0.0 | |
56,617 | 4.500%,08/01/2041 | 59,256 | 0.0 | |
246,867 | 4.500%,09/01/2041 | 263,034 | 0.1 | |
2,422 | 5.500%,07/01/2037 | 2,657 | 0.0 | |
1,894 | 6.500%,12/01/2031 | 2,064 | 0.0 | |
572,866 | 0.2 | |||
Federal National Mortgage Association: 0.1%(6) | ||||
444,681 | 4.500%,09/01/2047 | 486,513 | 0.1 | |
Government National Mortgage Association: 1.3% | ||||
1,319,113 | 2.500%,05/20/2051 | 1,281,544 | 0.4 | |
600,000 | (7) | 3.000%,04/15/2052 | 593,039 | 0.2 |
2,500,000 | (7) | 3.500%,05/15/2052 | 2,507,031 | 0.7 |
22,615 | 4.000%,11/20/2040 | 23,775 | 0.0 | |
46,729 | 4.000%,03/20/2046 | 48,450 | 0.0 | |
41,985 | 4.500%,08/20/2041 | 44,730 | 0.0 | |
83,230 | 4.500%,09/15/2047 | 89,021 | 0.0 | |
4,587,590 | 1.3 | |||
Uniform Mortgage-Backed Securities: 2.9% | ||||
283,427 | 2.000%,05/01/2051 | 263,686 | 0.1 | |
292,096 | 2.000%,10/01/2051 | 271,582 | 0.1 | |
996,862 | 2.000%,02/01/2052 | 927,801 | 0.3 | |
14,044 | 2.500%,05/01/2030 | 13,917 | 0.0 | |
18,419 | 2.500%,06/01/2030 | 18,246 | 0.0 | |
26,287 | 2.500%,06/01/2030 | 26,041 | 0.0 | |
10,672 | 2.500%,07/01/2030 | 10,572 | 0.0 | |
333,517 | 2.500%,01/01/2052 | 319,400 | 0.1 | |
998,176 | 2.500%,02/01/2052 | 957,178 | 0.3 | |
898,473 | 2.500%,02/01/2052 | 862,685 | 0.2 | |
382,235 | 2.500%,03/01/2052 | 366,063 | 0.1 | |
1,757,000 | (7) | 2.500%,04/15/2052 | 1,676,425 | 0.5 |
34,061 | 3.000%,09/01/2043 | 34,019 | 0.0 | |
171,993 | 3.000%,04/01/2045 | 171,040 | 0.1 | |
113,577 | 3.000%,07/01/2046 | 112,946 | 0.0 | |
600,228 | 3.000%,04/01/2050 | 589,236 | 0.2 | |
1,098,227 | 3.000%,02/01/2052 | 1,081,739 | 0.3 | |
1,738,000 | (7) | 3.000%,04/15/2052 | 1,700,253 | 0.5 |
37,482 | 3.500%,10/01/2042 | 38,244 | 0.0 | |
343,941 | 3.500%,08/01/2046 | 350,374 | 0.1 | |
91,433 | 4.000%,07/01/2042 | 95,726 | 0.0 | |
9,018 | 4.000%,07/01/2042 | 9,373 | 0.0 | |
136,202 | 4.000%,01/01/2045 | 142,311 | 0.0 | |
21,145 | 4.000%,06/01/2045 | 22,077 | 0.0 | |
18,119 | 4.500%,11/01/2040 | 19,284 | 0.0 | |
32,125 | 4.500%,10/01/2041 | 33,984 | 0.0 | |
15,664 | 5.000%,06/01/2033 | 16,961 | 0.0 | |
3,911 | 5.000%,02/01/2036 | 4,235 | 0.0 | |
1,708 | 5.000%,07/01/2036 | 1,847 | 0.0 | |
41,475 | 5.000%,07/01/2037 | 44,051 | 0.0 | |
40,618 | 5.000%,11/01/2040 | 43,867 | 0.0 | |
17,162 | 5.000%,05/01/2041 | 18,585 | 0.0 | |
25,524 | 5.000%,06/01/2041 | 27,640 | 0.0 | |
55,264 | 5.000%,06/01/2041 | 59,824 | 0.0 | |
65,289 | 5.500%,12/01/2036 | 71,520 | 0.0 | |
220 | 7.000%,10/01/2029 | 237 | 0.0 | |
1,180 | 7.000%,01/01/2032 | 1,244 | 0.0 | |
376 | 7.000%,05/01/2032 | 380 | 0.0 | |
10,404,593 | 2.9 | |||
Total U.S. Government Agency Obligations | ||||
(Cost $16,395,721) | 16,051,562 | 4.5 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | ||||
500,000 | (2),(4) | Arbor Multifamily Mortgage Securities Trust 2021-MF2 E, 2.000%, 06/15/2054 | 388,985 | 0.1 |
500,000 | (2) | AREIT 2021-CRE5 D Trust, 3.047%, (US0001M + 2.650%), 08/17/2026 | 497,334 | 0.2 |
100,000 | (2),(4) | BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.596%, 04/14/2033 | 93,900 | 0.0 |
3,000,000 | (4),(5) | BANK 2017-BNK8 XB, 0.174%, 11/15/2050 | 27,316 | 0.0 |
966,170 | (4),(5) | BANK 2019-BNK16 XA, 0.944%, 02/15/2052 | 48,876 | 0.0 |
3,778,748 | (4),(5) | BANK 2019-BNK21 XA, 0.868%, 10/17/2052 | 191,307 | 0.1 |
2,180,000 | (2),(4),(5) | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | 41,874 | 0.0 |
987,618 | (4),(5) | Benchmark 2019-B9 XA Mortgage Trust, 1.037%, 03/15/2052 | 57,009 | 0.0 |
343,000 | (2) | BX Commercial Mortgage Trust 2021-IRON E, 2.747%, (US0001M + 2.350%), 02/15/2038 | 334,043 | 0.1 |
400,000 | (2) | BX Trust 2021-ARIA F, 2.991%, (US0001M + 2.594%), 10/15/2036 | 389,963 | 0.1 |
795,030 | (4),(5) | CD 2017-CD4 Mortgage Trust XA, 1.270%, 05/10/2050 | 33,910 | 0.0 |
876,319 | (4),(5) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.900%, 07/10/2049 | 53,320 | 0.0 |
1,256,431 | (4),(5) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.081%, 10/12/2050 | 48,547 | 0.0 |
967,646 | (4),(5) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.886%, 09/15/2050 | 37,266 | 0.0 |
1,291,681 | (4),(5) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.535%, 06/10/2051 | 42,424 | 0.0 |
1,114,140 | (4),(5) | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.055%, 08/10/2056 | 63,252 | 0.0 |
60,000 | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | 58,671 | 0.0 | |
737,294 | (4),(5) | COMM 2012-CR4 XA, 1.685%, 10/15/2045 | 2,816 | 0.0 |
2,380,000 | (2),(4),(5) | COMM 2012-CR4 XB, 0.614%, 10/15/2045 | 7,730 | 0.0 |
177,000 | (4) | Comm 2013-CCRE13 C Mortgage Trust, 4.881%, 11/10/2046 | 176,726 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
20,000 | (4) | COMM 2016-COR1 C, 4.332%, 10/10/2049 | 19,687 | 0.0 |
1,417,172 | (4),(5) | COMM 2016-CR28 XA, 0.709%, 02/10/2049 | 27,876 | 0.0 |
697,330 | (4),(5) | COMM 2017-COR2 XA, 1.164%, 09/10/2050 | 35,074 | 0.0 |
110,000 | (2),(4) | DBJPM 16-C3 Mortgage Trust, 3.484%, 08/10/2049 | 90,131 | 0.0 |
130,000 | (2),(4) | DBWF 2015-LCM D Mortgage Trust, 3.422%, 06/10/2034 | 111,354 | 0.1 |
655,153 | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | 116,941 | 0.1 | |
1,646,932 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.882%, 11/25/2030 | 101,288 | 0.0 |
798,813 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.330%, 07/25/2035 | 105,450 | 0.0 |
1,290,584 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.871%, 10/25/2035 | 108,781 | 0.1 |
848,000 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | 68,809 | 0.0 |
300,000 | (2) | GAM Re-REMIC Trust 2021-FRR1 1B, 0.800%, 11/29/2050 | 238,356 | 0.1 |
300,000 | (2) | GAM Re-REMIC Trust 2021-FRR1 2B, 1.070%, 11/29/2050 | 220,669 | 0.1 |
900,000 | (2) | Great Wolf Trust 2019-WOLF E, 3.129%, (US0001M + 2.732%), 12/15/2036 | 865,178 | 0.3 |
100,000 | (2) | GS Mortgage Securities Corp. II 2018-RIVR F, 2.497%, (US0001M + 2.100%), 07/15/2035 | 91,741 | 0.0 |
979,461 | (4),(5) | GS Mortgage Securities Trust 2014-GC22 XA, 0.942%, 06/10/2047 | 13,703 | 0.0 |
1,360,033 | (4),(5) | GS Mortgage Securities Trust 2016-GS4 XA, 0.572%, 11/10/2049 | 28,395 | 0.0 |
836,788 | (4),(5) | GS Mortgage Securities Trust 2017-GS6 XA, 1.019%, 05/10/2050 | 37,458 | 0.0 |
50,000 | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | 51,515 | 0.0 | |
1,218,279 | (4),(5) | GS Mortgage Securities Trust 2019-GC38 XA, 0.955%, 02/10/2052 | 64,649 | 0.0 |
2,054,879 | (4),(5) | GS Mortgage Securities Trust 2019-GC42 XA, 0.808%, 09/01/2052 | 97,739 | 0.0 |
90,000 | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | 87,718 | 0.0 | |
1,299,543 | (4),(5) | GS Mortgage Securities Trust 2020-GC47 XA, 1.131%, 05/12/2053 | 96,916 | 0.0 |
100,000 | (2),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 93,327 | 0.0 |
40,000 | (2),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | 37,894 | 0.0 |
1,137,839 | (4),(5) | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.591%, 12/15/2049 | 24,633 | 0.0 |
100,000 | (2),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 88,291 | 0.0 |
100,000 | (2),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 80,671 | 0.0 |
394,520 | (4),(5) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.647%, 04/15/2047 | 3,579 | 0.0 |
72,104 | (2),(4),(5) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.052%, 11/15/2038 | 233 | 0.0 |
175,000 | (2) | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.943%, (TSFR1M + 2.500%), 07/15/2036 | 172,933 | 0.1 |
1,492,467 | (4),(5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 0.959%, 12/15/2047 | 29,053 | 0.0 |
62,000 | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | 61,507 | 0.0 | |
3,344,755 | (4),(5) | Morgan Stanley Capital I Trust 2019-L3 XA, 0.640%, 11/15/2052 | 137,115 | 0.1 |
1,008,431 | (4),(5) | Morgan Stanley Capital I Trust 2021-L5 XA, 1.299%, 05/15/2054 | 85,920 | 0.0 |
75,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 62,256 | 0.0 | |
336,401 | (2) | Motel Trust 2021-MTL6 F, 3.947%, (US0001M + 3.550%), 09/15/2038 | 328,736 | 0.1 |
2,085,145 | (4),(5) | UBS Commercial Mortgage Trust 2018-C9 XA, 0.871%, 03/15/2051 | 89,710 | 0.0 |
60,000 | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | 57,783 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
40,000 | (2),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.461%, 12/10/2045 | 36,922 | 0.0 | ||
60,000 | (2),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.461%, 12/10/2045 | 45,534 | 0.0 | ||
400,000 | (2) | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | 321,401 | 0.1 | ||
1,027,434 | (4),(5) | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.591%, 08/15/2052 | 88,855 | 0.0 | ||
889,075 | (2),(4),(5) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.687%, 08/15/2045 | 44 | 0.0 | ||
500,000 | (2),(4) | WFRBS Commercial Mortgage Trust 2014-C23 D, 4.004%, 10/15/2057 | 466,840 | 0.2 | ||
Total Commercial Mortgage-Backed Securities | ||||||
(Cost $7,913,822) | 7,587,934 | 2.1 | ||||
ASSET-BACKED SECURITIES: 3.0% | ||||||
Automobile Asset-Backed Securities: 0.2% | ||||||
100,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 101,134 | 0.1 | |||
100,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 100,925 | 0.0 | |||
100,000 | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | 101,109 | 0.0 | |||
150,000 | Drive Auto Receivables Trust 2021-2 C, 0.870%, 10/15/2027 | 144,258 | 0.1 | |||
100,000 | (2) | GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 | 95,835 | 0.0 | ||
26,248 | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | 26,303 | 0.0 | |||
100,000 | Santander Drive Auto Receivables Trust 2021-3 D, 1.330%, 09/15/2027 | 95,835 | 0.0 | |||
665,399 | 0.2 | |||||
Home Equity Asset-Backed Securities: 0.0% | ||||||
86,515 | (4) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 88,104 | 0.0 | ||
Other Asset-Backed Securities: 2.6% | ||||||
250,000 | (2) | AMMC CLO 16 Ltd. 2015-16A CR2, 2.188%, (US0003M + 1.950%), 04/14/2029 | 248,028 | 0.1 | ||
50,326 | (2) | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | 48,968 | 0.0 | ||
400,000 | (2) | ARES XLIV CLO Ltd. 2017-44A A2R, 1.541%, (US0003M + 1.300%), 04/15/2034 | 398,006 | 0.1 | ||
95,858 | (2) | Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 | 90,151 | 0.0 | ||
250,000 | (2) | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.404%, (US0003M + 2.150%), 01/20/2032 | 244,746 | 0.1 | ||
500,000 | (2) | Benefit Street Partners Clo XXII Ltd. 2020-22A AR, 2.025%, (TSFR3M + 1.350%), 04/20/2035 | 499,403 | 0.1 | ||
500,000 | (2) | BlueMountain CLO 2014-2A A2R2 Ltd., 1.654%, (US0003M + 1.400%), 10/20/2030 | 496,070 | 0.1 | ||
250,000 | (2) | BlueMountain CLO Ltd. 2021-28A C, 2.241%, (US0003M + 2.000%), 04/15/2034 | 245,517 | 0.1 | ||
455,000 | (2) | BlueMountain CLO XXX Ltd. 2020-30A CR, 2.368%, (TSFR3M + 2.150%), 04/15/2035 | 452,112 | 0.1 | ||
100,000 | (2) | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | 98,161 | 0.0 | ||
250,000 | (2) | Carlyle US Clo 2017-2A CR Ltd., 1.654%, (US0003M + 1.400%), 07/20/2031 | 249,360 | 0.1 | ||
16,450 | Chase Funding Trust Series 2003-5 2A2, 1.057%, (US0001M + 0.600%), 07/25/2033 | 15,704 | 0.0 | |||
250,000 | (2) | Clear Creek CLO 2015-1A CR, 2.204%, (US0003M + 1.950%), 10/20/2030 | 244,469 | 0.1 | ||
84,050 | (2) | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | 78,931 | 0.0 | ||
98,013 | (2) | CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 | 92,684 | 0.0 | ||
96,750 | (2) | Domino's Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | 97,086 | 0.0 | ||
196,000 | (2) | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 188,559 | 0.1 | ||
99,250 | (2) | Domino's Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | 90,861 | 0.0 | ||
97,000 | (2) | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 97,002 | 0.0 | ||
250,000 | (2) | Eaton Vance Clo 2015-1A A2R Ltd., 1.504%, (US0003M + 1.250%), 01/20/2030 | 248,848 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
99,250 | (2) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 98,468 | 0.0 | ||
25,104 | (2) | FREED ABS Trust 2021-2 A, 0.680%, 06/19/2028 | 25,068 | 0.0 | ||
16,599 | (2) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 16,646 | 0.0 | ||
239,147 | (2) | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | 243,806 | 0.1 | ||
250,000 | (2) | Jay Park CLO Ltd. 2016-1A BR, 2.254%, (US0003M + 2.000%), 10/20/2027 | 248,895 | 0.1 | ||
250,000 | (2) | LCM XXIV Ltd. 24A AR, 1.234%, (US0003M + 0.980%), 03/20/2030 | 248,337 | 0.1 | ||
74,456 | (2) | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | 70,833 | 0.0 | ||
76,593 | (2) | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | 70,179 | 0.0 | ||
125,893 | (2) | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | 117,030 | 0.0 | ||
250,000 | (2) | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.248%, (US0003M + 2.000%), 04/19/2033 | 248,357 | 0.1 | ||
250,000 | (2) | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 249,610 | 0.1 | ||
200,000 | (2),(4) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 197,002 | 0.1 | ||
41,350 | (2) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 41,449 | 0.0 | ||
60,999 | (2) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 60,303 | 0.0 | ||
66,810 | (2) | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | 61,018 | 0.0 | ||
75,430 | (2) | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | 69,717 | 0.0 | ||
250,000 | (2) | Newark BSL CLO 2 Ltd. 2017-1A BR, 2.008%, (US0003M + 1.750%), 07/25/2030 | 246,547 | 0.1 | ||
250,000 | (2) | Oak Hill Credit Partners 2021-8A C, 2.141%, (US0003M + 1.900%), 01/18/2034 | 246,953 | 0.1 | ||
250,000 | (2) | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.204%, (US0003M + 1.950%), 03/17/2030 | 244,221 | 0.1 | ||
250,000 | (2) | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 1.441%, (US0003M + 1.200%), 07/15/2029 | 248,674 | 0.1 | ||
200,000 | (2) | OHA Loan Funding 2013-1A A1R2 Ltd., 1.349%, (US0003M + 1.090%), 07/23/2031 | 199,588 | 0.1 | ||
100,000 | (2) | Pagaya AI Debt Trust 2022-1 A, 2.030%, 10/15/2029 | 98,214 | 0.0 | ||
250,000 | (2) | Palmer Square CLO 2021-1A B Ltd., 1.954%, (US0003M + 1.700%), 04/20/2034 | 244,404 | 0.1 | ||
250,000 | (2) | Rockland Park CLO Ltd. 2021-1A C, 2.154%, (US0003M + 1.900%), 04/20/2034 | 247,184 | 0.1 | ||
194,508 | (2) | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | 182,792 | 0.1 | ||
95,888 | (2) | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | 87,619 | 0.0 | ||
94,329 | (2) | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | 90,886 | 0.0 | ||
96,750 | (2) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 97,927 | 0.0 | ||
99,750 | (2) | Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 | 86,752 | 0.0 | ||
95,333 | (2) | Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046 | 86,697 | 0.0 | ||
91,500 | (2) | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | 82,988 | 0.0 | ||
116,613 | (2) | Upstart Securitization Trust 2021-4 A, 0.840%, 09/20/2031 | 113,473 | 0.0 | ||
95,750 | (2) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 95,079 | 0.0 | ||
99,250 | (2) | Wendy's Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | 88,050 | 0.0 | ||
199,000 | (2) | Zaxby's Funding LLC 2021-1A A2, 3.238%, 07/30/2051 | 184,466 | 0.1 | ||
9,263,898 | 2.6 | |||||
Student Loan Asset-Backed Securities: 0.2% | ||||||
31,096 | (2) | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | 30,889 | 0.0 | ||
24,925 | (2) | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | 24,826 | 0.0 | ||
54,615 | (2) | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | 54,706 | 0.0 | ||
41,984 | (2) | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | 40,999 | 0.0 | ||
38,262 | (2) | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | 38,357 | 0.0 | ||
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
40,048 | (2) | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | 38,996 | 0.0 | ||
100,000 | (2) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 98,328 | 0.1 | ||
80,017 | (2) | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | 76,654 | 0.0 | ||
45,638 | (2) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 45,944 | 0.0 | ||
42,597 | (2) | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | 42,684 | 0.0 | ||
87,400 | (2) | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | 85,674 | 0.1 | ||
578,057 | 0.2 | |||||
Total Asset-Backed Securities | ||||||
(Cost $10,797,098) | 10,595,458 | 3.0 | ||||
SOVEREIGN BONDS: 0.7% | ||||||
145,500 | (8) | Argentine Republic Government International Bond, 0.500% (Step Rate @ 0.750% on 07/09/2023), 07/09/2030 | 49,108 | 0.0 | ||
8,843 | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | 3,043 | 0.0 | |||
225,000 | Brazilian Government International Bond, 3.875%, 06/12/2030 | 207,821 | 0.1 | |||
200,000 | Brazilian Government International Bond, 4.625%, 01/13/2028 | 200,885 | 0.1 | |||
200,000 | Colombia Government International Bond, 3.125%, 04/15/2031 | 169,600 | 0.0 | |||
150,000 | Dominican Republic International Bond, 4.875%, 09/23/2032 | 136,126 | 0.0 | |||
225,000 | Egypt Government International Bond, 7.625%, 05/29/2032 | 204,417 | 0.1 | |||
225,000 | Export-Import Bank of India, 2.250%, 01/13/2031 | 193,516 | 0.1 | |||
200,000 | (2) | Hungary Government International Bond, 2.125%, 09/22/2031 | 181,568 | 0.0 | ||
200,000 | Mexico Government International Bond, 3.500%, 02/12/2034 | 186,398 | 0.1 | |||
200,000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 196,048 | 0.1 | |||
150,000 | (2) | Romanian Government International Bond, 3.625%, 03/27/2032 | 141,985 | 0.0 | ||
275,000 | Saudi Government International Bond, 2.250%, 02/02/2033 | 253,619 | 0.1 | |||
200,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 180,908 | 0.0 | |||
80,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 81,224 | 0.0 | |||
Total Sovereign Bonds | ||||||
(Cost $2,528,437) | 2,386,266 | 0.7 | ||||
Value | Percentage of Net Assets | |||||
PURCHASED OPTIONS (9): 0.0% | ||||||
Total Purchased Options | ||||||
(Cost $80,964) | 56,481 | 0.0 | ||||
Total Long-Term Investments | ||||||
(Cost $325,287,760) | 359,055,817 | 100.4 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 3.5% | ||||||
Commercial Paper: 0.6% | ||||||
2,000,000 | Auto Zone, 0.560%, 04/05/2022 | |||||
(Cost $1,999,867) | 1,999,846 | 0.6 | ||||
Repurchase Agreements: 2.3% | ||||||
2,070,912 | (10) | Bank of America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,070,929, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $2,112,330, due 02/01/36-03/01/52) | 2,070,912 | 0.6 | ||
2,070,900 | (10) | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/22, 0.29%, due 04/01/22 (Repurchase Amount $2,070,916, collateralized by various U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,112,318, due 04/25/22-12/20/71) | 2,070,900 | 0.5 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
52,307 | (10) | Citibank N.A., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $52,307, collateralized by various U.S. Government Securities, 0.000%-7.125%, Market Value plus accrued interest $53,353, due 04/07/22-02/15/50) | 52,307 | 0.0 | ||
2,070,912 | (10) | MUFG Securities America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,070,929, collateralized by various U.S. Government Agency Obligations, 1.920%-4.500%, Market Value plus accrued interest $2,112,330, due 12/01/28-03/01/52) | 2,070,912 | 0.6 | ||
2,070,912 | (10) | RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,070,929, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $2,112,330, due 04/26/22-03/20/52) | 2,070,912 | 0.6 | ||
Total Repurchase Agreements | ||||||
(Cost $8,335,943) | 8,335,943 | 2.3 | ||||
Certificates of Deposit: 0.4% | ||||||
1,300,000 | Mitsubishi UFJ Trust and Banking Corp., 0.220%, 04/04/2022 | |||||
(Cost $1,299,990) | 1,299,982 | 0.4 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.2% | ||||||
259,000 | (10),(11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.230% | 259,000 | 0.0 | ||
259,000 | (10),(11) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.250% | 259,000 | 0.1 | ||
259,000 | (10),(11) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.230% | 259,000 | 0.1 | ||
Total Mutual Funds | ||||||
(Cost $777,000) | 777,000 | 0.2 | ||||
Total Short-Term Investments | ||||||
(Cost $12,412,800) | 12,412,771 | 3.5 | ||||
Total Investments in Securities (Cost $337,700,560) | $ | 371,468,588 | 103.9 | |||
Liabilities in Excess of Other Assets | (13,946,319 | ) | (3.9) | |||
Net Assets | $ | 357,522,269 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Variable rate security. Rate shown is the rate in effect as of March 31, 2022. |
(5) | 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. |
(6) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(7) | Represents or includes a TBA transaction. |
(8) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of March 31, 2022. |
(9) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(10) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(11) | Rate shown is the 7-day yield as of March 31, 2022. |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
SOFR30A | 30-day Secured Overnight Financing Rate |
TSFR1M | 1-month CME Term Secured Overnight Financing Rate |
TSFR3M | 3-month CME Term Secured Overnight Financing Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
Fair Value Measurements | ||||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of March 31, 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 March 31, 2022 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock | ||||||||||||||||
Communication Services | $ | 9,513,956 | $ | 1,320,985 | $ | – | $ | 10,834,941 | ||||||||
Consumer Discretionary | 14,372,075 | 2,550,868 | – | 16,922,943 | ||||||||||||
Consumer Staples | 6,800,349 | 2,655,656 | – | 9,456,005 | ||||||||||||
Energy | 4,899,992 | 1,116,584 | – | 6,016,576 | ||||||||||||
Financials | 14,339,064 | 4,951,322 | – | 19,290,386 | ||||||||||||
Health Care | 16,104,572 | 3,783,189 | – | 19,887,761 | ||||||||||||
Industrials | 10,361,169 | 4,150,847 | – | 14,512,016 | ||||||||||||
Information Technology | 32,685,469 | 2,306,038 | – | 34,991,507 | ||||||||||||
Materials | 3,367,668 | 2,820,386 | – | 6,188,054 | ||||||||||||
Real Estate | 4,341,767 | 835,012 | – | 5,176,779 | ||||||||||||
Utilities | 3,705,640 | 870,985 | – | 4,576,625 | ||||||||||||
Total Common Stock | 120,491,721 | 27,361,872 | – | 147,853,593 | ||||||||||||
Exchange-Traded Funds | 100,711,907 | – | – | 100,711,907 | ||||||||||||
Mutual Funds | 11,042,395 | – | – | 11,042,395 | ||||||||||||
Preferred Stock | – | 264,480 | – | 264,480 | ||||||||||||
Purchased Options | – | 56,481 | – | 56,481 | ||||||||||||
Corporate Bonds/Notes | – | 34,767,498 | – | 34,767,498 | ||||||||||||
Collateralized Mortgage Obligations | – | 12,740,398 | – | 12,740,398 | ||||||||||||
Asset-Backed Securities | – | 10,595,458 | – | 10,595,458 | ||||||||||||
U.S. Government Agency Obligations | – | 16,051,562 | – | 16,051,562 | ||||||||||||
Commercial Mortgage-Backed Securities | – | 7,587,934 | – | 7,587,934 | ||||||||||||
Sovereign Bonds | – | 2,386,266 | – | 2,386,266 | ||||||||||||
U.S. Treasury Obligations | – | 14,997,845 | – | 14,997,845 | ||||||||||||
Short-Term Investments | 777,000 | 11,635,771 | – | 12,412,771 | ||||||||||||
Total Investments, at fair value | $ | 233,023,023 | $ | 138,445,565 | $ | – | $ | 371,468,588 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | – | 12,730 | – | 12,730 | ||||||||||||
Forward Foreign Currency Contracts | – | 1,010 | – | 1,010 | ||||||||||||
Futures | 99,394 | – | – | 99,394 | ||||||||||||
Total Assets | $ | 233,122,417 | $ | 138,459,305 | $ | – | $ | 371,581,722 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | $ | – | $ | (11,137 | ) | $ | – | $ | (11,137 | ) | ||||||
Forward Foreign Currency Contracts | – | (19,102 | ) | – | (19,102 | ) | ||||||||||
Futures | (842,769 | ) | – | – | (842,769 | ) | ||||||||||
Written Options | – | (32,311 | ) | – | (32,311 | ) | ||||||||||
Total Liabilities | $ | (842,769 | ) | $ | (62,550 | ) | $ | – | $ | (905,319 | ) |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio's investments are categorized as Level 2 investments. |
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 March 31, 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 3/31/2022 | Investment Income | Realized Gains/(Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | $ | 804,693 | $ | 9,170 | $ | - | $ | (38,152 | ) | $ | 775,711 | 9,170 | $ | - | $ | - | ||||||||||||||||
Voya Floating Rate Fund - Class P | 1,691,934 | 17,891 | - | (24,456 | ) | 1,685,369 | 17,891 | - | - | |||||||||||||||||||||||
Voya High Yield Bond Fund - Class P | 32,911,489 | 2,168,702 | (29,171,533 | ) | (1,962,485 | ) | 3,946,173 | 43,010 | 1,025,942 | - | ||||||||||||||||||||||
Voya Short Term Bond Fund - Class R6 | 4,762,230 | 17,726 | - | (144,814 | ) | 4,635,142 | 17,726 | - | - | |||||||||||||||||||||||
$ | 40,170,346 | $ | 2,213,489 | $ | (29,171,534 | ) | $ | (2,169,906 | ) | $ | 11,042,395 | $ | 87,797 | $ | 1,025,942 | $ | - |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At March 31, 2022, the following forward foreign currency contracts were outstanding for Voya Balanced Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
USD 769 | PHP 40,551 | Barclays Bank PLC | 04/29/22 | $ | (13 | ) | ||||
USD 76,011 | MYR 317,909 | Barclays Bank PLC | 04/29/22 | 661 | ||||||
USD 26,790 | HUF 9,282,257 | Barclays Bank PLC | 04/29/22 | (1,064 | ) | |||||
USD 42,173 | COP 160,078,860 | Barclays Bank PLC | 05/06/22 | (74 | ) | |||||
USD 84,554 | IDR 1,219,102,102 | BNP Paribas | 04/29/22 | (356 | ) | |||||
USD 71,353 | THB 2,370,100 | Citibank N.A. | 04/29/22 | 64 | ||||||
USD 25,417 | PEN 94,617 | Citibank N.A. | 05/06/22 | (233 | ) | |||||
USD 21,256 | RON 96,559 | Goldman Sachs International | 04/29/22 | (288 | ) | |||||
USD 10,645 | TRY 167,972 | Goldman Sachs International | 04/29/22 | (574 | ) | |||||
USD 72,792 | BRL 373,929 | HSBC Bank USA N.A. | 05/06/22 | (5,049 | ) | |||||
USD 186 | ILS 606 | JPMorgan Chase Bank N.A. | 04/29/22 | (4 | ) | |||||
USD 65,497 | PLN 288,089 | JPMorgan Chase Bank N.A. | 04/29/22 | (2,904 | ) | |||||
USD 86,437 | MXN 1,820,970 | JPMorgan Chase Bank N.A. | 05/06/22 | (4,599 | ) | |||||
USD 34,966 | CZK 807,548 | Morgan Stanley Capital Services LLC | 04/29/22 | (1,520 | ) | |||||
USD 91,597 | CNY 581,089 | Morgan Stanley Capital Services LLC | 04/29/22 | 229 | ||||||
USD 62,425 | ZAR 950,629 | Morgan Stanley Capital Services LLC | 04/29/22 | (2,424 | ) | |||||
CLP 1,515,016 | USD 1,858 | Morgan Stanley Capital Services LLC | 05/06/22 | 56 | ||||||
$ | (18,092 | ) |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
At March 31, 2022, the following futures contracts were outstanding for Voya Balanced Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
90-Day Eurodollar | 28 | 06/13/22 | $ | 6,892,900 | $ | (7,943 | ) | |||||
U.S. Treasury 2-Year Note | 23 | 06/30/22 | 4,874,203 | (35,362 | ) | |||||||
U.S. Treasury 5-Year Note | 45 | 06/30/22 | 5,160,938 | (127,900 | ) | |||||||
U.S. Treasury Long Bond | 14 | 06/21/22 | 2,100,875 | (63,368 | ) | |||||||
U.S. Treasury Ultra Long Bond | 21 | 06/21/22 | 3,719,625 | (124,409 | ) | |||||||
$ | 22,748,541 | $ | (358,982 | ) | ||||||||
Short Contracts: | ||||||||||||
MSCI EAFE Index | (34) | 06/17/22 | (3,645,480 | ) | (192,329 | ) | ||||||
MSCI Emerging Markets Index | (63) | 06/17/22 | (3,545,325 | ) | (291,458 | ) | ||||||
U.S. Treasury 10-Year Note | (19) | 06/21/22 | (2,334,625 | ) | 30,546 | |||||||
U.S. Treasury Ultra 10-Year Note | (18) | 06/21/22 | (2,438,438 | ) | 68,848 | |||||||
$ | (11,963,868 | ) | $ | (384,393 | ) |
At March 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Balanced Portfolio:
Centrally Cleared Credit Default Swaps on Credit Indices - Sell 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 37, Version 1 | Sell | 5.000 | 12/20/26 | USD | 1,374,800 | $ | 86,719 | $ | 10,533 | ||||||||||
$ | 86,719 | $ | 10,533 |
(1) | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay 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 a referenced index. |
(2) | Payments received 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. |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
At March 31, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Balanced 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 | 2.109 | % | Annual | 05/06/32 | USD | 219,000 | $ | (104 | ) | $ | (104 | ) | ||||||||
Pay | 1-day Secured Overnight Financing Rate | Annual | 2.161 | Annual | 05/06/32 | USD | 124,300 | 520 | 520 | |||||||||||||
Pay | 1-day Secured Overnight Financing Rate | Annual | 2.212 | Annual | 05/06/32 | USD | 124,300 | 1,089 | 1,089 | |||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.041 | Annual | 04/18/32 | USD | 101,500 | 588 | 588 | |||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.171 | Annual | 04/18/32 | USD | 105,000 | (633 | ) | (633 | ) | |||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.206 | Annual | 04/18/32 | USD | 186,100 | (1,702 | ) | (1,702 | ) | |||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.146 | Annual | 05/06/32 | USD | 186,696 | (525 | ) | (525 | ) | |||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.150 | Annual | 05/06/32 | USD | 186,304 | (592 | ) | (592 | ) | |||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.275 | Annual | 05/06/32 | USD | 244,800 | (3,540 | ) | (3,540 | ) | |||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.306 | Annual | 05/06/32 | USD | 234,000 | (4,041 | ) | (4,041 | ) | |||||||||||
$ | (8,940 | ) | $ | (8,940 | ) |
At March 31, 2022, the following OTC purchased foreign currency options were outstanding for Voya Balanced Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | |||||||||||||
Call JPY vs. Put USD | BNP Paribas | 02/27/25 | 107.500 | USD | 210,000 | $ | 10,416 | $ | 7,736 | ||||||||||
Call JPY vs. Put USD | Standard Chartered Bank | 02/27/25 | 107.500 | USD | 210,000 | 10,539 | 7,736 | ||||||||||||
Call USD vs. Put AUD | Goldman Sachs International | 06/15/22 | 0.674 | USD | 6,102,000 | 39,054 | 9,653 | ||||||||||||
Call USD vs. Put JPY | BNP Paribas | 02/27/25 | 107.500 | USD | 210,000 | 10,416 | 15,678 | ||||||||||||
Call USD vs. Put JPY | Standard Chartered Bank | 02/27/25 | 107.500 | USD | 210,000 | 10,539 | 15,678 | ||||||||||||
$ | 80,964 | $ | 56,481 |
At March 31, 2022, the following OTC written foreign currency options were outstanding for Voya Balanced Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Premiums Received | Fair Value | |||||||||||||
Call USD vs. Put AUD | Goldman Sachs International | 04/13/22 | 0.710 | USD | 3,051,000 | $ | 23,601 | $ | (805 | ) | |||||||||
$ | 23,601 | $ | (805 | ) |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
At March 31, 2022, the following OTC written interest rate swaptions were outstanding for Voya Balanced 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 | 2.230 | % | 1-day Secured Overnight Financing Rate | 04/29/22 | USD | 302,000 | $ | 3,609 | $ | (4,673 | ) | ||||||||||
Call on 10-Year Interest Rate Swap(1) | Morgan Stanley Capital Services LLC | Pay | 2.296 | % | 1-day Secured Overnight Financing Rate | 04/28/22 | USD | 302,000 | 3,935 | (5,851 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Bank of America N.A. | Receive | 2.010 | % | 1-day Secured Overnight Financing Rate | 04/14/22 | USD | 603,000 | 5,759 | (8,154 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | BNP Paribas | Receive | 2.230 | % | 1-day Secured Overnight Financing Rate | 04/29/22 | USD | 302,000 | 3,609 | (2,060 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley Capital Services LLC | Receive | 2.000 | % | 1-day Secured Overnight Financing Rate | 04/20/22 | USD | 603,000 | 6,033 | (9,326 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley Capital Services LLC | Receive | 2.296 | % | 1-day Secured Overnight Financing Rate | 04/28/22 | USD | 302,000 | 3,935 | (1,442 | ) | ||||||||||||
$ | 26,880 | $ | (31,506 | ) |
(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. |
Currency Abbreviations | ||
BRL | - | Brazilian Real |
CLP | - | Chilean Peso |
COP | - | Colombian Peso |
CNY | - | Chinese Yuan |
CZK | - | Czech Koruna |
HUF | - | Hungarian Forint |
IDR | - | Indonesian Rupiah |
ILS | - | Israeli New Shekel |
MXN | - | Mexican Peso |
MYR | - | Malaysian Ringgit |
PEN | - | Peruvian Nuevo Sol |
PHP | - | Philippine Peso |
PLN | - | Polish Zloty |
RON | - | Romanian New Leu |
THB | - | Thai Baht |
TRY | - | Turkish Lira |
USD | - | United States Dollar |
ZAR | - | South African Rand |
At March 31, 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 $338,595,862. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 44,765,816 | ||
Gross Unrealized Depreciation | (12,590,786 | ) | ||
Net Unrealized Appreciation | $ | 32,175,030 |