0001752724-22-273817.txt : 20221129 0001752724-22-273817.hdr.sgml : 20221129 20221129120512 ACCESSION NUMBER: 0001752724-22-273817 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221129 DATE AS OF CHANGE: 20221129 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Voya BALANCED PORTFOLIO INC CENTRAL INDEX KEY: 0000846799 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05773 FILM NUMBER: 221430068 BUSINESS ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD STREET 2: STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 480-477-3000 MAIL ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD STREET 2: STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258-2034 FORMER COMPANY: FORMER CONFORMED NAME: ING BALANCED PORTFOLIO INC DATE OF NAME CHANGE: 20090508 FORMER COMPANY: FORMER CONFORMED NAME: ING VP BALANCED PORTFOLIO INC DATE OF NAME CHANGE: 20020501 FORMER COMPANY: FORMER CONFORMED NAME: AETNA INVESTMENT ADVISERS FUND INC DATE OF NAME CHANGE: 20020322 0000846799 S000008663 Voya Balanced Portfolio C000028776 Class I IBPIX C000028777 Class S IBPSX NPORT-P 1 primary_doc.xml NPORT-P false 0000846799 XXXXXXXX S000008663 C000028776 C000028777 Voya BALANCED PORTFOLIO INC 811-05773 0000846799 549300SR3YSJO26U8B04 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA BALANCED PORTFOLIO S000008663 PX3K2LVY4N2W4J8E8Q69 2022-12-31 2022-09-30 N 299134741.38 14843597.44 284291143.94 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11242803.79000000 0.00000000 2040158.85000000 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3.75000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 KLA Corp 482480AM2 64000.00000000 PA USD 58295.47000000 0.020505552579 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N Loanpal Solar Loan Ltd. 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26443TAC0 195000.00000000 PA USD 121564.27000000 0.042760484310 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N UNITED AIRLINES 2012-1 A N/A United Airlines 2012-1 Class A Pass Through Trust 210795PZ7 13368.78000000 PA USD 12662.65000000 0.004454113422 Long DBT CORP US N 2 2024-04-11 Fixed 4.15000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAF8 6000.00000000 PA USD 5806.45000000 0.002042430840 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N CONSOLIDATED E 10/31/2022 N/A CONSOLIDATED E 10/31/2022 000000000 800000.00000000 PA USD 797583.38000000 0.280551609503 Long DBT CORP US N 2 2022-10-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QNSX1 973823.41000000 PA USD 853421.19000000 0.300192675076 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N EVERCORE INC 529900P6KLPT95DW3W58 EVERCORE INC 29977A105 316.00000000 NS USD 25991.00000000 0.009142388200 Long EC CORP US N 1 N N N Allegro MicroSystems Inc N/A Allegro MicroSystems Inc 01749D105 7685.00000000 NS USD 167917.25000000 0.059065241242 Long EC CORP US N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAL5 21000.00000000 PA USD 17032.18000000 0.005991104669 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AN6 17000.00000000 PA USD 14089.83000000 0.004956126949 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N Wintrust Financial Corp Q774KI4AW80FHFW33O61 Wintrust Financial Corp 97650W108 913.00000000 NS USD 74455.15000000 0.026189753563 Long EC CORP US N 1 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG RESOURCES INC 26875P101 3669.00000000 NS USD 409937.37000000 0.144196320827 Long EC CORP US N 1 N N N Patterson Cos Inc YM48Q2087CUE26GWEK09 Patterson Cos Inc 703395103 1778.00000000 NS USD 42707.56000000 0.015022472880 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BT0 6000.00000000 PA USD 4343.81000000 0.001527944184 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Knight-Swift Transportation Ho N/A Knight-Swift Transportation Holdings Inc 499049104 979.00000000 NS USD 47902.47000000 0.016849793256 Long EC CORP US N 1 N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 Georgia Power Co 373334FS5 33000.00000000 PA USD 33154.97000000 0.011662329519 Long DBT CORP US N 2 2023-04-15 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGK4 18000.00000000 PA USD 13185.31000000 0.004637960161 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A2GT4 277466.45000000 PA USD 262802.32000000 0.092441261573 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMM1 42000.00000000 PA USD 31134.94000000 0.010951779773 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ArcelorMittal SA 000000000 810.00000000 NS 16117.58000000 0.005669392221 Long EC CORP LU N 2 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCV5 27000.00000000 PA USD 25170.93000000 0.008853926876 Long DBT CORP US N 2 2030-07-26 Fixed 5.24700000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 Moderna Inc 60770K107 387.00000000 NS USD 45762.75000000 0.016097142304 Long EC CORP US N 1 N N N Bank N/A BANK 2019-BNK16 065405AJ1 961414.12850000 PA USD 41936.74000000 0.014751335345 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.10245800 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHM4 69000.00000000 PA USD 63016.04000000 0.022166022875 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106103 7216.00000000 NS USD 599793.92000000 0.210978756385 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co/The 260543CK7 36000.00000000 PA USD 30557.05000000 0.010748505766 Long DBT CORP US N 2 2034-10-01 Fixed 4.25000000 N N N N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 UGI CORP 902681105 9644.00000000 NS USD 311790.52000000 0.109672962611 Long EC CORP US N 1 N N N Cousins Properties Inc 5493007XPYD5EJABN062 Cousins Properties Inc 222795502 1125.00000000 NS USD 26268.75000000 0.009240087340 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCJ8 87000.00000000 PA USD 71134.01000000 0.025021535674 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 Waste Connections Inc 94106BAF8 29000.00000000 PA USD 26292.21000000 0.009248339443 Long DBT CORP CA N 2 2033-01-15 Fixed 4.20000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CA2 131000.00000000 PA USD 96025.06000000 0.033777014179 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 PECO Energy Co 693304AS6 10000.00000000 PA USD 8336.07000000 0.002932229926 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 Dover Corp 260003108 1118.00000000 NS USD 130336.44000000 0.045846113316 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCH6 29000.00000000 PA USD 24661.89000000 0.008674870999 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800000 N N N N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 Lululemon Athletica Inc 550021109 320.00000000 NS USD 89459.20000000 0.031467459295 Long EC CORP CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WE4G1 9318.87000000 PA USD 8657.50000000 0.003045293595 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N MasTec Inc 549300TMDIT8WREDOF45 MasTec Inc 576323109 724.00000000 NS USD 45974.00000000 0.016171449930 Long EC CORP US N 1 N N N 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XJI53DCPL7QABOWK4Z75 Avnet Inc 053807103 1518.00000000 NS USD 54830.16000000 0.019286622594 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 Digital Realty Trust Inc 253868103 2450.00000000 NS USD 242991.00000000 0.085472588640 Long EC CORP US N 1 N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 DXC Technology Co 23355LAM8 20000.00000000 PA USD 16359.74000000 0.005754572503 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N N 2022-11-29 Voya BALANCED PORTFOLIO INC Tin Bui Tin Bui Vice President XXXX NPORT-EX 2 471439VOYA09302022.htm

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited)

 

Shares       Value    Percentage
of Net
Assets
COMMON STOCK: 40.3%
    Communication Services: 2.5%
1,075 (1) Adevinta ASA $ 6,405   0.0 
32,529 (1) Alphabet, Inc. - Class A   3,111,399   1.1 
19,240   AT&T, Inc.   295,142   0.1 
2,058 (2) Auto Trader Group PLC   11,671   0.0 
21,686   Bezeq Israeli Telecommunication Corp., Ltd.   35,450   0.0 
1,106 (1) Charter Communications, Inc.   335,505   0.1 
16,825   Comcast Corp. – Class A   493,477   0.2 
1,000   Dentsu Group, Inc.   28,427   0.0 
1,653   Deutsche Telekom AG   28,137   0.0 
670   Electronic Arts, Inc.   77,526   0.0 
5,119   Fox Corp. - Class A   157,051   0.1 
4,827 (1) Frontier Communications Parent, Inc.   113,097   0.1 
8,846 (1) Iridium Communications, Inc.   392,497   0.1 
4,527 (1) Live Nation Entertainment, Inc.   344,233   0.1 
4,321 (1) Meta Platforms, Inc.   586,273   0.2 
310 (1) NetFlix, Inc.   72,986   0.0 
5,823   News Corp - Class A   87,985   0.0 
1,175   Nexstar Media Group, Inc.   196,049   0.1 
5,200 (3) Nippon Telegraph & Telephone Corp.   140,256   0.1 
1,001   Publicis Groupe   47,430   0.0 
1,176 (2) Scout24 SE   58,930   0.0 
1,345   Seek Ltd.   16,347   0.0 
5,600   Singapore Telecommunications Ltd.   10,333   0.0 
11,523 (3) Sirius XM Holdings, Inc.   65,796   0.0 
3,000   SoftBank Group Corp.   101,673   0.1 
1,052   TEGNA, Inc.   21,755   0.0 
2,825   Tele2 AB   24,379   0.0 
192,854 (1) Telecom Italia S.p.A. - TIT   35,671   0.0 
22,886   Telia Co. AB   65,914   0.1 
17,152   Telstra Corp., Ltd.   42,352   0.0 
421 (1) TripAdvisor, Inc.   9,296   0.0 
2,295   Vivendi SE   17,801   0.0 
5,272   WPP PLC   43,521   0.0 
162 (1) Ziff Davis, Inc.   11,094   0.0 
        7,085,858   2.5 
             
    Consumer Discretionary: 4.6%
894 (3) ADT, Inc.   6,696   0.0 
1,634 (1) Airbnb, Inc.   171,635   0.1 
21,200 (1) Amazon.com, Inc.   2,395,600   0.9 
4,316   Aristocrat Leisure Ltd.   91,010   0.0 
2,750 (1) Autonation, Inc.   280,143   0.1 
198 (1) Autozone, Inc.   424,102   0.2 
1,631   BorgWarner, Inc.   51,213   0.0 
6,015   Boyd Gaming Corp.   286,615   0.1 
762   Brunswick Corp.   49,873   0.0 
1,334   Burberry Group PLC   26,647   0.0 
1,943 (1) Carmax, Inc.   128,277   0.1 
5,400   Chow Tai Fook Jewellery Group Ltd.   10,149   0.0 
1,143   Cie Financiere Richemont SA   107,894   0.1 
802 (1) CROCS, Inc.   55,065   0.0 
2,965   Dana, Inc.   33,890   0.0 
185 (1) Deckers Outdoor Corp.   57,833   0.0 
1,840 (3) Dick's Sporting Goods, Inc.   192,538   0.1 
2,946 (3) Electrolux AB   30,619   0.0 
1,511   Entain PLC   18,066   0.0 
328 (2) Evolution AB   25,928   0.0 
57 (1) Five Below, Inc.   7,847   0.0 
28,272   Ford Motor Co.   316,646   0.1 
912 (1),(3) GameStop Corp.   22,919   0.0 
10,693   General Motors Co.   343,138   0.1 
2,840   Gentex Corp.   67,706   0.0 
3,855   Genuine Parts Co.   575,629   0.2 
3,113 (1) Goodyear Tire & Rubber Co.   31,410   0.0 
831 (3) H & M Hennes & Mauritz AB   7,683   0.0 
2,708   Harley-Davidson, Inc.   94,455   0.0 
1,390   Hilton Worldwide Holdings, Inc.   167,662   0.1 
1,723   Home Depot, Inc.   475,445   0.2 
5,400   Honda Motor Co., Ltd.   117,211   0.1 
6,127   Industria de Diseno Textil SA   126,440   0.1 
800 (3) Isuzu Motors Ltd.   8,846   0.0 
538 (1),(2) Just Eat Takeaway.com NV   8,345   0.0 
66   Kering SA   29,274   0.0 
6,233   Kingfisher PLC   15,172   0.0 
732   Kohl's Corp.   18,410   0.0 
2,071 (2) La Francaise des Jeux SAEM   61,434   0.0 
406   Lear Corp.   48,594   0.0 
2,339   Lennar Corp. - Class A   174,372   0.1 
91   Lithia Motors, Inc.   19,524   0.0 
10,142   LKQ Corp.   478,195   0.2 
320 (1) Lululemon Athletica, Inc.   89,459   0.0 
228   LVMH Moet Hennessy Louis Vuitton SE   134,423   0.1 
2,015   Macy's, Inc.   31,575   0.0 
1,311   Marriott Vacations Worldwide Corp.   159,758   0.1 
1,833 (1) Mattel, Inc.   34,717   0.0 
178   Mercedes-Benz Group AG   9,001   0.0 
6,716   MGM Resorts International   199,600   0.1 
1,849   Moncler SpA   75,484   0.0 
7,216   Nike, Inc. - Class B   599,794   0.2 
541 (3) Nordstrom, Inc.   9,051   0.0 
145 (1) Ollie's Bargain Outlet Holdings, Inc.   7,482   0.0 
300 (3) Open House Group Co. Ltd.   10,135   0.0 
1,967   Pandora A/S   91,989   0.0 
1,524 (1) Penn Entertainment, Inc.   41,925   0.0 
74   Penske Auto Group, Inc.   7,284   0.0 
694   PVH Corp.   31,091   0.0 
908 (1) Scientific Games Corp.   38,935   0.0 
517   SEB SA   32,520   0.0 
4,900   Sekisui Chemical Co., Ltd.   59,946   0.0 
5,800   Sekisui House Ltd.   96,061   0.1 
1,113   Service Corp. International   64,265   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

100   Shimano, Inc.   15,647   0.0 
200   Sony Group Corp.   12,883   0.0 
1,097   Starbucks Corp.   92,433   0.0 
3,412   Stellantis NV   40,304   0.0 
3,100   Subaru Corp.   46,848   0.0 
300   Suzuki Motor Corp.   9,339   0.0 
8,928 (1) Taylor Morrison Home Corp.   208,201   0.1 
35,741   Taylor Wimpey PLC   34,802   0.0 
1,226   Tempur Sealy International, Inc.   29,596   0.0 
8,264 (1) Tesla, Inc.   2,192,026   0.8 
162   Thor Industries, Inc.   11,337   0.0 
518   Toll Brothers, Inc.   21,756   0.0 
166 (1) TopBuild Corp.   27,354   0.0 
5,900 (3) Toyota Motor Corp.   77,116   0.0 
5,470   Travel + Leisure Co.   186,636   0.1 
10,682 (1) Under Armour, Inc. - Class A   71,035   0.0 
299 (1) Victoria's Secret & Co.   8,707   0.0 
19,011   Wendy's Company   355,316   0.1 
519   Williams-Sonoma, Inc.   61,164   0.0 
67   Wingstop, Inc.   8,403   0.0 
1,041   Wyndham Hotels & Resorts, Inc.   63,865   0.0 
920 (1) YETI Holdings, Inc.   26,238   0.0 
1,200   ZOZO, Inc.   24,021   0.0 
        13,109,672   4.6 
             
    Consumer Staples: 2.7%
1,600   Ajinomoto Co., Inc.   43,730   0.0 
566   Archer-Daniels-Midland Co.   45,535   0.0 
781   Beiersdorf AG   76,743   0.0 
1,476 (1) BellRing Brands, Inc.   30,420   0.0 
601 (1) BJ's Wholesale Club Holdings, Inc.   43,759   0.0 
95 (1) Boston Beer Co., Inc.   30,747   0.0 
6,011   British American Tobacco PLC   215,539   0.1 
531   Carlsberg A/S   62,093   0.0 
153 (1) Celsius Holdings, Inc.   13,874   0.0 
21,636   Coca-Cola Co.   1,212,049   0.4 
72   Coca-Cola Consolidated, Inc.   29,644   0.0 
364   Coca-Cola European Partners PLC - USD   15,514   0.0 
3,935   Coca-Cola HBC AG   82,221   0.1 
2,335   Coles Group Ltd.   24,616   0.0 
1,716   Costco Wholesale Corp.   810,415   0.3 
995   Danone   47,049   0.0 
934 (1) Darling Ingredients, Inc.   61,784   0.0 
4,266   Davide Campari-Milano NV   37,744   0.0 
225   Diageo PLC   9,471   0.0 
1,966   Estee Lauder Cos., Inc.   424,459   0.2 
3,374   Flowers Foods, Inc.   83,304   0.0 
19,795 (1) Haleon PLC   61,720   0.0 
808   Heineken Holding NV   55,314   0.0 
1,034 (1) HelloFresh SE   21,643   0.0 
7,899   J Sainsbury Plc   15,297   0.0 
8,200   Japan Tobacco, Inc.   134,749   0.1 
900   Kobayashi Pharmaceutical Co., Ltd.   52,742   0.0 
634   L'Oreal S.A.   202,716   0.1 
7,543   Mondelez International, Inc.   413,583   0.2 
2,938   Mowi ASA   37,370   0.0 
2,554   Nestle SA   276,234   0.1 
3,561   Nu Skin Enterprises, Inc.   118,831   0.0 
7,722   PepsiCo, Inc.   1,260,694   0.5 
1,023 (1) Performance Food Group Co.   43,938   0.0 
471   Pernod Ricard SA   86,407   0.1 
8,799   Philip Morris International, Inc.   730,405   0.3 
508 (1) Post Holdings, Inc.   41,610   0.0 
2,785   Procter & Gamble Co.   351,606   0.1 
226   Remy Cointreau SA   37,504   0.0 
1,300   Suntory Beverage & Food Ltd.   46,266   0.0 
8,836   Tesco PLC   20,279   0.0 
4,802   Treasury Wine Estates Ltd.   38,639   0.0 
4,753   Tyson Foods, Inc.   313,365   0.1 
446   Unilever PLC   19,631   0.0 
415   Unilever PLC - ULVRL   18,235   0.0 
13,000 (2) WH Group Ltd.   8,176   0.0 
400   Yakult Honsha Co., Ltd.   23,226   0.0 
        7,830,890   2.7 
             
    Energy: 1.8%
4,204   Ampol Ltd.   77,761   0.0 
15,112   Baker Hughes Co.   316,748   0.1 
37,687   BP PLC   180,082   0.1 
424   ChampionX Corp.   8,298   0.0 
2,694   Cheniere Energy, Inc.   446,962   0.2 
1,797   Chevron Corp.   258,175   0.1 
2,708 (1) CNX Resources Corp.   42,055   0.0 
552   ConocoPhillips   56,492   0.0 
5,703   Devon Energy Corp.   342,921   0.1 
2,064   Diamondback Energy, Inc.   248,629   0.1 
1,370   ENI S.p.A.   14,561   0.0 
3,669   EOG Resources, Inc.   409,937   0.2 
2,835   EQT Corp.   115,526   0.0 
1,437   Equinor ASA   47,390   0.0 
13,333   Equitrans Midstream Corp.   99,731   0.0 
6,417   Exxon Mobil Corp.   560,268   0.2 
6,970   Halliburton Co.   171,601   0.1 
543   HF Sinclair Corp.   29,235   0.0 
2,000   Inpex Corp.   18,654   0.0 
5,323   Marathon Petroleum Corp.   528,734   0.2 
629   Matador Resources Co.   30,771   0.0 
494   OMV AG   17,879   0.0 
1,565   Phillips 66   126,327   0.1 
1,825   Range Resources Corp.   46,100   0.0 
6,278   Repsol SA   72,136   0.0 
17,313   Santos Ltd.   79,979   0.0 
6,548   Shell PLC   162,442   0.1 
5,333 (1) Southwestern Energy Co.   32,638   0.0 
6,462   Targa Resources Corp.   389,917   0.1 
1,155 (3) TotalEnergies SE   54,186   0.0 
1,977   Valero Energy Corp.   211,242   0.1 
        5,197,377   1.8 
             
    Financials: 5.3%
8,247   3i Group PLC   99,025   0.0 
12,873   Abrdn PLC   19,692   0.0 
85   Affiliated Managers Group, Inc.   9,507   0.0 
3,400   AIA Group Ltd.   28,308   0.0 
393   Allstate Corp.   48,940   0.0 
182   American Financial Group, Inc.   22,373   0.0 
1,672   Ameriprise Financial, Inc.   421,260   0.2 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

6,516   Annaly Capital Management, Inc.   111,815   0.1 
2,586   Aon PLC   692,712   0.3 
128   Ares Management Corp.   7,930   0.0 
1,686   ASX Ltd.   77,595   0.0 
7,359   AXA S.A.   160,668   0.1 
10,418   Banco Bilbao Vizcaya Argentaria SA   46,733   0.0 
13,153   Bank of America Corp.   397,221   0.2 
1,283   Bank OZK   50,756   0.0 
71,053   Barclays PLC   113,054   0.1 
2,969 (1) Berkshire Hathaway, Inc. – Class B   792,782   0.3 
3,353   BNP Paribas   141,628   0.1 
3,381   Capital One Financial Corp.   311,627   0.1 
9,323   Charles Schwab Corp.   670,044   0.3 
13,320   Citigroup, Inc.   555,044   0.2 
6,558   Citizens Financial Group, Inc.   225,333   0.1 
2,183   CNO Financial Group, Inc.   39,229   0.0 
1,324   Commerce Bancshares, Inc.   87,596   0.0 
3,354 (1) Commerzbank AG   23,877   0.0 
261   Commonwealth Bank of Australia   15,184   0.0 
1,700   Dai-ichi Life Holdings, Inc.   27,031   0.0 
7,724   Deutsche Bank AG   57,188   0.0 
1,422   East West Bancorp, Inc.   95,473   0.0 
1,220   Erste Group Bank AG   26,745   0.0 
1,946   Essent Group Ltd.   67,857   0.0 
316   Evercore, Inc.   25,991   0.0 
27   Everest Re Group Ltd.   7,086   0.0 
344 (1) EXOR NV   22,076   0.0 
4,384   FinecoBank Banca Fineco SpA   54,144   0.0 
1,187   First American Financial Corp.   54,721   0.0 
5,862   FNB Corp.   67,999   0.0 
1,465   Gjensidige Forsikring ASA   25,138   0.0 
4,563   Hancock Whitney Corp.   209,031   0.1 
631   Hanover Insurance Group, Inc.   80,856   0.0 
6,508   Hartford Financial Services Group, Inc.   403,106   0.2 
6,076   HSBC Holdings PLC   31,461   0.0 
1,811   ING Groep NV   15,517   0.0 
6,344   International Bancshares Corp.   269,620   0.1 
16,474   Invesco Ltd.   225,694   0.1 
7,675   Jefferies Financial Group, Inc.   226,413   0.1 
3,098   JPMorgan Chase & Co.   323,741   0.1 
128   Lincoln National Corp.   5,621   0.0 
221,123   Lloyds Banking Group Plc   99,945   0.0 
7,854   Loews Corp.   391,443   0.2 
5,439   Marsh & McLennan Cos., Inc.   811,988   0.3 
11,306   Medibank Pvt Ltd.   25,271   0.0 
7,998   Metlife, Inc.   486,118   0.2 
6,026   MGIC Investment Corp.   77,253   0.0 
20,800 (3) Mitsubishi UFJ Financial Group, Inc.   94,227   0.0 
6,832   Morgan Stanley   539,796   0.2 
47,677   NatWest Group PLC   118,750   0.1 
2,409   Navient Corp.   35,388   0.0 
6,947 (3) New York Community Bancorp., Inc.   59,258   0.0 
2,501   NN Group NV   97,273   0.0 
8,443   Nordea Bank Abp   72,257   0.0 
4,602   Old Republic International Corp.   96,320   0.0 
5,500   ORIX Corp.   77,050   0.0 
19,000   Oversea-Chinese Banking Corp., Ltd.   155,684   0.1 
269   Popular, Inc.   19,384   0.0 
4,102 (2) Poste Italiane SpA   30,990   0.0 
927   Prosperity Bancshares, Inc.   61,812   0.0 
2,023   QBE Insurance Group Ltd.   15,010   0.0 
661   Reinsurance Group of America, Inc.   83,160   0.0 
13,806   Rithm Capital Corp.   101,060   0.0 
1,652   Schroders PLC   7,101   0.0 
6,100   Singapore Exchange Ltd.   40,018   0.0 
4,330   Societe Generale   85,630   0.0 
2,700 (3) Sompo Holdings, Inc.   108,031   0.0 
13,051   Standard Chartered PLC   81,628   0.0 
12,822   Starwood Property Trust, Inc.   233,617   0.1 
1,051   Stifel Financial Corp.   54,557   0.0 
5,100   Sumitomo Mitsui Financial Group, Inc.   141,380   0.1 
4,300 (3) Sumitomo Mitsui Trust Holdings, Inc.   122,291   0.1 
599   Synovus Financial Corp.   22,469   0.0 
8,700   Tokio Marine Holdings, Inc.   154,626   0.1 
652   Travelers Cos, Inc.   99,886   0.0 
7,605   UBS Group AG   110,333   0.1 
4,442   UMB Financial Corp.   374,416   0.1 
7,268   Unum Group   281,998   0.1 
15,537   US Bancorp   626,452   0.2 
1,466   Washington Federal, Inc.   43,951   0.0 
21,532   Wells Fargo & Co.   866,017   0.3 
904   Willis Towers Watson PLC   181,650   0.1 
913   Wintrust Financial Corp.   74,455   0.0 
477   Zurich Insurance Group AG   190,156   0.1 
        14,942,541   5.3 
             
    Health Care: 6.0%
6,382   Abbott Laboratories   617,522   0.2 
1,338   AbbVie, Inc.   179,573   0.1 
4,415   Agilent Technologies, Inc.   536,643   0.2 
208 (1) Amedisys, Inc.   20,132   0.0 
1,500   Astellas Pharma, Inc.   19,871   0.0 
1,091   AstraZeneca PLC   119,933   0.1 
746 (1) Biogen, Inc.   199,182   0.1 
14,754   Bristol-Myers Squibb Co.   1,048,862   0.4 
692   Bruker Corp.   36,718   0.0 
432   Cardinal Health, Inc.   28,806   0.0 
5,657 (1) Centene Corp.   440,171   0.2 
1,818   Cigna Corp.   504,441   0.2 
224   CSL Ltd.   40,738   0.0 
5,544   CVS Health Corp.   528,731   0.2 
1,100   Daiichi Sankyo Co., Ltd.   30,746   0.0 
656   Danaher Corp.   169,438   0.1 
530 (1) DexCom, Inc.   42,686   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

220 (1),(3) Doximity, Inc.   6,648   0.0 
4,948 (1) Edwards Lifesciences Corp.   408,853   0.2 
300 (3) Eisai Co., Ltd.   16,098   0.0 
1,304   Elevance Health, Inc.   592,329   0.2 
991   Eli Lilly & Co.   320,440   0.1 
572 (1) Envista Holdings Corp.   18,767   0.0 
7,451 (1) Exelixis, Inc.   116,832   0.0 
699   Getinge AB   11,954   0.0 
1,862   Gilead Sciences, Inc.   114,867   0.0 
1,015 (1) Globus Medical, Inc.   60,464   0.0 
6,991   GSK PLC   100,968   0.0 
1,130 (1),(3) Halozyme Therapeutics, Inc.   44,680   0.0 
4,422   Hikma Pharmaceuticals PLC   66,652   0.0 
4,944 (1) Hologic, Inc.   318,987   0.1 
1,200   Hoya Corp.   115,630   0.1 
194   Humana, Inc.   94,127   0.0 
489 (1) Inari Medical, Inc.   35,521   0.0 
811   Ipsen SA   75,058   0.0 
29 (1) IQVIA Holdings, Inc.   5,253   0.0 
544 (1) Jazz Pharmaceuticals PLC   72,510   0.0 
11,283   Johnson & Johnson   1,843,191   0.7 
1,400   Kyowa Kirin Co., Ltd.   32,189   0.0 
144   Laboratory Corp. of America Holdings   29,493   0.0 
342 (1) LivaNova PLC   17,363   0.0 
57 (1) Masimo Corp.   8,046   0.0 
1,160   McKesson Corp.   394,249   0.1 
314 (1) Medpace Holdings, Inc.   49,351   0.0 
2,282   Medtronic PLC   184,272   0.1 
7,558   Merck & Co., Inc.   650,895   0.2 
9 (1) Mettler Toledo International, Inc.   9,757   0.0 
387 (1) Moderna, Inc.   45,763   0.0 
909 (1) Molina Healthcare, Inc.   299,825   0.1 
1,352 (1) Neogen Corp.   18,887   0.0 
786 (1) Neurocrine Biosciences, Inc.   83,481   0.0 
1,421   Novartis AG   108,333   0.0 
2,141   Novo Nordisk A/S   213,282   0.1 
580 (1) NuVasive, Inc.   25,410   0.0 
3,300   Olympus Corp.   63,485   0.0 
4,900   Ono Pharmaceutical Co., Ltd.   114,458   0.1 
952 (1) Option Care Health, Inc.   29,959   0.0 
3,900   Otsuka Holdings Co. Ltd.   123,493   0.1 
1,778   Patterson Cos., Inc.   42,708   0.0 
195   Perrigo Co. PLC   6,954   0.0 
19,740   Pfizer, Inc.   863,822   0.3 
817 (1) Progyny, Inc.   30,278   0.0 
2,316 (1) QIAGEN NV   96,448   0.0 
394 (1) QuidelOrtho Corp.   28,163   0.0 
726 (1) Regeneron Pharmaceuticals, Inc.   500,120   0.2 
49 (1) Repligen Corp.   9,168   0.0 
1,269   Roche Holding AG-GENUSSCHEIN   413,101   0.2 
1,467   Sanofi   111,707   0.1 
55   Sartorius Stedim Biotech   16,870   0.0 
660 (1) Seagen, Inc.   90,308   0.0 
592 (1) Shockwave Medical, Inc.   164,617   0.1 
4,526   Sonic Healthcare Ltd.   88,281   0.0 
414   Sonova Holding AG - Reg   91,105   0.0 
579 (1) Staar Surgical Co.   40,848   0.0 
117   Straumann Holding AG   10,701   0.0 
528 (1) Syneos Health, Inc.   24,895   0.0 
3,600   Takeda Pharmaceutical Co., Ltd.   93,484   0.0 
916 (1) Tandem Diabetes Care, Inc.   43,831   0.0 
267 (1) Tenet Healthcare Corp.   13,772   0.0 
1,637   Thermo Fisher Scientific, Inc.   830,270   0.3 
792   UCB S.A.   54,963   0.0 
253 (1) United Therapeutics Corp.   52,973   0.0 
2,101   UnitedHealth Group, Inc.   1,061,089   0.4 
1,227 (1) Veeva Systems, Inc.   202,308   0.1 
1,552 (1) Vertex Pharmaceuticals, Inc.   449,366   0.2 
931   Zoetis, Inc.   138,058   0.1 
        17,076,221   6.0 
             
    Industrials: 3.7%
3,721   ACS Actividades de Construccion y Servicios SA   83,608   0.1 
968   Acuity Brands, Inc.   152,431   0.1 
661   Adecco Group AG   18,243   0.0 
7,709   AECOM   527,064   0.2 
374   AGCO Corp.   35,968   0.0 
2,245   Alfa Laval AB   55,669   0.0 
420   AO Smith Corp.   20,404   0.0 
35   AP Moller - Maersk A/S - Class B   63,603   0.0 
520 (1) ASGN, Inc.   46,992   0.0 
518   Assa Abloy AB   9,705   0.0 
7,353   Atlas Copco AB - A Shares   68,341   0.0 
25,478   Aurizon Holdings Ltd.   56,349   0.0 
246 (1) Avis Budget Group, Inc.   36,521   0.0 
959   BAE Systems PLC   8,426   0.0 
391   Brenntag SE   23,637   0.0 
1,446 (1) Builders FirstSource, Inc.   85,198   0.0 
39 (1) CACI International, Inc.   10,181   0.0 
117   Carlisle Cos., Inc.   32,808   0.0 
268   Caterpillar, Inc.   43,974   0.0 
66 (1) Chart Industries, Inc.   12,167   0.0 
2,881   Cie de Saint-Gobain   103,012   0.1 
4,500   CK Hutchison Holdings Ltd.   24,778   0.0 
494 (1) Clean Harbors, Inc.   54,330   0.0 
4,875   CNH Industrial NV   54,562   0.0 
3,052 (1) Copa Holdings S.A.- Class A   204,515   0.1 
3,893 (1) Copart, Inc.   414,215   0.2 
816 (1) CoStar Group, Inc.   56,834   0.0 
935   Crane Holdings Co.   81,850   0.0 
94   Curtiss-Wright Corp.   13,081   0.0 
600 (3) Dai Nippon Printing Co., Ltd.   12,021   0.0 
1,061   DCC PLC   55,100   0.0 
4,169   Deutsche Post AG   125,652   0.1 
1,118   Dover Corp.   130,337   0.1 
993   Dun & Bradstreet Holdings, Inc.   12,303   0.0 
612   Eiffage SA   49,078   0.0 
7,258   Emerson Electric Co.   531,431   0.2 
182   EnerSys   10,587   0.0 
2,317   Experian PLC   67,824   0.0 
1,772   FedEx Corp.   263,089   0.1 
1,178   Ferguson PLC   122,192   0.1 
1,712   Flowserve Corp.   41,602   0.0 
1,255 (1) Fluor Corp.   31,237   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

9,073   Fortive Corp.   528,956   0.2 
193 (1) FTI Consulting, Inc.   31,982   0.0 
1,888   GEA Group AG   61,101   0.0 
8,151   General Electric Co.   504,628   0.2 
153   Graco, Inc.   9,172   0.0 
578 (1) Hayward Holdings, Inc.   5,127   0.0 
389   Hubbell, Inc.   86,747   0.0 
2,164   Indutrade AB   35,100   0.0 
8,065   Ingersoll Rand, Inc.   348,892   0.1 
406   Insperity, Inc.   41,449   0.0 
2,100   Jardine Matheson Holdings Ltd.   106,260   0.0 
5,293 (1) JetBlue Airways Corp.   35,093   0.0 
6,131   Johnson Controls International plc   301,768   0.1 
211   KBR, Inc.   9,119   0.0 
4,000   Keppel Corp., Ltd.   19,248   0.0 
979   Knight-Swift Transportation Holdings, Inc.   47,903   0.0 
1,361   Legrand S.A.   88,001   0.1 
32   Lennox International, Inc.   7,126   0.0 
4,700 (3) Lixil Corp.   68,962   0.0 
341   Manpowergroup, Inc.   22,059   0.0 
724 (1) Mastec, Inc.   45,974   0.0 
154 (1) Middleby Corp.   19,738   0.0 
400   MISUMI Group, Inc.   8,613   0.0 
5,900   Mitsubishi Electric Corp.   53,384   0.0 
300   Mitsubishi Heavy Industries Ltd.   9,978   0.0 
1,000   Nihon M&A Center Holdings, Inc.   11,437   0.0 
600   NIPPON EXPRESS HOLDINGS INC   30,497   0.0 
2,063   nVent Electric PLC   65,212   0.0 
2,666   Owens Corning, Inc.   209,574   0.1 
1,422   Parker Hannifin Corp.   344,565   0.1 
4,533   Pentair PLC   184,176   0.1 
625 (3) Randstad NV   26,975   0.0 
2,400   Recruit Holdings Co. Ltd.   69,134   0.0 
1,484   Regal Rexnord Corp.   208,294   0.1 
2,378   Robert Half International, Inc.   181,917   0.1 
249   Rockwell Automation, Inc.   53,562   0.0 
543   Ryder System, Inc.   40,991   0.0 
1,009 (1) Saia, Inc.   191,710   0.1 
615   Schneider Electric SE   69,464   0.0 
2,200   Secom Co., Ltd.   125,442   0.1 
168   Sensata Technologies Holding PLC   6,263   0.0 
1,768   Siemens AG   172,809   0.1 
22,300 (1),(3) Singapore Airlines Ltd.   78,815   0.0 
15,000   SITC International Holdings Co. Ltd.   27,509   0.0 
3,767   SKF AB - B Shares   50,465   0.0 
132   Snap-On, Inc.   26,578   0.0 
3,581 (1) Southwest Airlines Co.   110,438   0.1 
218 (1) Sunrun, Inc.   6,015   0.0 
38   Teleperformance   9,640   0.0 
1,110   Terex Corp.   33,011   0.0 
93   Tetra Tech, Inc.   11,953   0.0 
6,862   Textron, Inc.   399,780   0.2 
905   Timken Co.   53,431   0.0 
319 (1) Trex Co., Inc.   14,017   0.0 
1,319 (1) United Rentals, Inc.   356,288   0.1 
1,861 (1) Univar Solutions, Inc.   42,319   0.0 
1,329   Verisk Analytics, Inc.   226,634   0.1 
7,053   Volvo AB - B Shares   99,807   0.1 
63   Watsco, Inc.   16,220   0.0 
849   Watts Water Technologies, Inc.   106,745   0.1 
4,151   Westinghouse Air Brake Technologies Corp.   337,684   0.1 
215 (1) WillScot Mobile Mini Holdings Corp.   8,671   0.0 
510   Wolters Kluwer NV   49,660   0.0 
639   Woodward, Inc.   51,286   0.0 
        10,456,287   3.7 
             
    Information Technology: 9.6%
894   Accenture PLC   230,026   0.1 
4,047 (1) ACI Worldwide, Inc.   84,582   0.0 
2,169 (1) Adobe, Inc.   596,909   0.2 
300   Advantest Corp.   13,854   0.0 
28 (1),(2) Adyen NV   34,920   0.0 
723 (1) Akamai Technologies, Inc.   58,071   0.0 
7,685 (1) Allegro MicroSystems, Inc.   167,917   0.1 
6,943   Amdocs Ltd.   551,621   0.2 
40,005   Apple, Inc.   5,528,691   2.0 
5,692   Applied Materials, Inc.   466,346   0.2 
687 (1) Arrow Electronics, Inc.   63,335   0.0 
279   ASM International NV   62,470   0.0 
399   ASML Holding NV   165,297   0.1 
86 (1) Aspen Technology, Inc.   20,485   0.0 
822 (1) Autodesk, Inc.   153,550   0.1 
2,503   Automatic Data Processing, Inc.   566,154   0.2 
1,518   Avnet, Inc.   54,830   0.0 
3,205 (1) Cadence Design Systems, Inc.   523,793   0.2 
755 (1) Calix, Inc.   46,161   0.0 
150   Capgemini SE   24,015   0.0 
1,019 (1) Check Point Software Technologies   114,148   0.1 
18,639   Cisco Systems, Inc.   745,560   0.3 
970   Cognex Corp.   40,206   0.0 
8,926   Cognizant Technology Solutions Corp.   512,709   0.2 
998 (1) Coherent Corp.   34,780   0.0 
136 (1) Commvault Systems, Inc.   7,213   0.0 
678   Computershare Ltd.   10,814   0.0 
144   Concentrix Corp.   16,075   0.0 
311 (1) Crowdstrike Holdings, Inc.   51,256   0.0 
489   Dassault Systemes SE   16,883   0.0 
16,225 (1) Dropbox, Inc.   336,182   0.1 
1,232 (1) Dynatrace, Inc.   42,886   0.0 
203 (1) Envestnet, Inc.   9,013   0.0 
213 (1) EPAM Systems, Inc.   77,146   0.0 
71 (1) Euronet Worldwide, Inc.   5,379   0.0 
2,448 (1) F5, Inc.   354,299   0.1 
40 (1) Fair Isaac Corp.   16,480   0.0 
280 (1) First Solar, Inc.   37,036   0.0 
9,914   Genpact Ltd.   433,936   0.2 
3,154   Halma PLC   70,941   0.1 
400   Hirose Electric Co., Ltd.   52,458   0.0 
378 (1) HubSpot, Inc.   102,105   0.0 
110   Intuit, Inc.   42,605   0.0 
384   Jack Henry & Associates, Inc.   69,992   0.0 
15,357   Juniper Networks, Inc.   401,125   0.2 
3,427 (1) Keysight Technologies, Inc.   539,273   0.2 
1,291   KLA Corp.   390,695   0.2 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

910   Lam Research Corp.   333,060   0.1 
1,498 (1) Lattice Semiconductor Corp.   73,717   0.0 
170 (1) Lumentum Holdings, Inc.   11,657   0.0 
492 (1) MACOM Technology Solutions Holdings, Inc.   25,481   0.0 
1,760   Mastercard, Inc. - Class A   500,438   0.2 
806   MAXIMUS, Inc.   46,643   0.0 
19,571   Microsoft Corp.   4,558,086   1.6 
324   MKS Instruments, Inc.   26,775   0.0 
25 (1) MongoDB, Inc.   4,964   0.0 
729   Monolithic Power Systems, Inc.   264,919   0.1 
1,315   National Instruments Corp.   49,628   0.0 
182   Nemetschek SE   8,639   0.0 
680   NetApp, Inc.   42,058   0.0 
6,328   Nokia OYJ - Finland   27,166   0.0 
5,390   Nvidia Corp.   654,292   0.2 
8,440 (1) Palantir Technologies, Inc.   68,617   0.0 
1,725 (1) Palo Alto Networks, Inc.   282,538   0.1 
875 (1) Paycom Software, Inc.   288,741   0.1 
330 (1) Paylocity Holding Corp.   79,721   0.0 
2,019 (1) PayPal Holdings, Inc.   173,775   0.1 
10,627 (1) Pure Storage, Inc. - Class A   290,861   0.1 
5,666   Qualcomm, Inc.   640,145   0.2 
2,040 (1) Qualys, Inc.   284,356   0.1 
1,000   Rohm Co., Ltd.   65,536   0.0 
4,787 (1) Salesforce, Inc.   688,562   0.3 
105   SAP SE   8,557   0.0 
3,600   SCSK Corp.   54,501   0.0 
1,012 (1) Semtech Corp.   29,763   0.0 
1,170 (1) ServiceNow, Inc.   441,804   0.2 
2,500   Shimadzu Corp.   65,591   0.1 
349 (1) Silicon Laboratories, Inc.   43,081   0.0 
64 (1) SiTime Corp.   5,039   0.0 
348 (1) SolarEdge Technologies, Inc.   80,548   0.0 
1,931   STMicroelectronics NV-STM1   60,010   0.0 
155 (1) Synaptics, Inc.   15,347   0.0 
1,006 (1) Synopsys, Inc.   307,343   0.1 
10,131 (3) Telefonaktiebolaget LM Ericsson   59,220   0.0 
109   Temenos AG   7,348   0.0 
2,011   Teradyne, Inc.   151,127   0.1 
3,156   Texas Instruments, Inc.   488,486   0.2 
16,320   The Sage Group PLC   125,771   0.1 
1,100   TIS, Inc.   29,205   0.0 
3,091   Universal Display Corp.   291,636   0.1 
5,300   Venture Corp. Ltd.   60,224   0.0 
174 (1) Viasat, Inc.   5,260   0.0 
5,331   Visa, Inc. - Class A   947,052   0.3 
1,441   WiseTech Global Ltd.   47,081   0.0 
799 (1) Wix.com Ltd.   62,506   0.0 
245 (1) Wolfspeed, Inc.   25,323   0.0 
1,916 (1) Workday, Inc.   291,654   0.1 
850 (1) Xero Ltd.   39,335   0.0 
        27,177,409   9.6 
             
    Materials: 1.4%
244   Air Liquide SA   27,889   0.0 
1,012   Air Products & Chemicals, Inc.   235,523   0.1 
1,350   Alcoa Corp.   45,441   0.0 
2,919   Anglo American PLC   87,645   0.1 
140   Aptargroup, Inc.   13,304   0.0 
810   ArcelorMittal SA   16,118   0.0 
490   Arkema SA   35,710   0.0 
604   Ashland, Inc.   57,362   0.0 
1,468   Avient Corp.   44,480   0.0 
1,899   BASF SE   72,880   0.0 
200 (1) Berry Global Group, Inc.   9,306   0.0 
7,279   BHP Group Ltd. Australian   180,943   0.1 
808   BlueScope Steel Ltd.   7,847   0.0 
212   Chemours Co.   5,226   0.0 
1,341 (1),(3) Cleveland-Cliffs, Inc.   18,063   0.0 
915 (2) Covestro AG   26,161   0.0 
3,705   CRH PLC   119,122   0.1 
1,538   Dow, Inc.   67,564   0.0 
178   DuPont de Nemours, Inc.   8,971   0.0 
441   Eagle Materials, Inc.   47,266   0.0 
299   Ecolab, Inc.   43,182   0.0 
5,951   Evolution Mining Ltd.   7,764   0.0 
6,052   Freeport-McMoRan, Inc.   165,401   0.1 
8   Givaudan   24,168   0.0 
1,764   HeidelbergCement AG   69,685   0.0 
600 (1) Hitachi Metals Ltd.   9,027   0.0 
2,957   Holcim AG   121,179   0.1 
4,704 (1) Ingevity Corp.   285,204   0.1 
1,640   James Hardie Industries SE   32,214   0.0 
2,588   Linde PLC   697,699   0.3 
950   Louisiana-Pacific Corp.   48,630   0.0 
1,000   Nippon Sanso Holdings Corp.   15,807   0.0 
1,500   Nissan Chemical Corp.   67,010   0.0 
1,000   Nitto Denko Corp.   54,146   0.0 
1,800   Norsk Hydro ASA   9,659   0.0 
235   OCI NV   8,604   0.0 
372   Olin Corp.   15,951   0.0 
804   Reliance Steel & Aluminum Co.   140,226   0.1 
2,600   Rio Tinto Ltd.   157,281   0.1 
744   Royal Gold, Inc.   69,802   0.1 
380   RPM International, Inc.   31,658   0.0 
578   Sealed Air Corp.   25,727   0.0 
320   Sherwin-Williams Co.   65,520   0.0 
100   Shin-Etsu Chemical Co., Ltd.   9,896   0.0 
392   Sika AG   78,789   0.0 
1,361   Smurfit Kappa PLC   38,923   0.0 
7,157   South32 Ltd. - AUD   16,990   0.0 
954   Steel Dynamics, Inc.   67,686   0.0 
21,500 (3) Sumitomo Chemical Co., Ltd.   73,951   0.0 
261   Symrise AG   25,451   0.0 
2,321   United States Steel Corp.   42,057   0.0 
271   Valvoline, Inc.   6,867   0.0 
729   Voestalpine AG   12,349   0.0 
10,712   WestRock Co.   330,894   0.1 
        3,996,218   1.4 
             
    Real Estate: 1.3%
3,565   Brixmor Property Group, Inc.   65,846   0.0 
6,192 (1) CBRE Group, Inc.   418,022   0.2 
7,500   CK Asset Holdings Ltd.   45,025   0.0 
1,125   Cousins Properties, Inc.   26,269   0.0 
3,700 (3) Daiwa House Industry Co., Ltd.   75,231   0.0 
10,309   Dexus   51,283   0.0 
2,450   Digital Realty Trust, Inc.   242,991   0.1 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

3,878   First Industrial Realty Trust, Inc.   173,773   0.1 
11,001   Highwoods Properties, Inc.   296,587   0.1 
758   Independence Realty Trust, Inc.   12,681   0.0 
4,282   Iron Mountain, Inc.   188,279   0.1 
485 (1) Jones Lang LaSalle, Inc.   73,269   0.0 
6,660   Kilroy Realty Corp.   280,453   0.1 
1,658   Lamar Advertising Co.   136,768   0.1 
461   Life Storage, Inc.   51,060   0.0 
3,461   Mid-America Apartment Communities, Inc.   536,697   0.2 
6,262   Mirvac Group   7,801   0.0 
2,200   Mitsui Fudosan Co., Ltd.   41,910   0.0 
1,195   National Retail Properties, Inc.   47,633   0.0 
949   National Storage Affiliates Trust   39,459   0.0 
3,900   Nomura Real Estate Holdings, Inc.   88,079   0.1 
3,669   Physicians Realty Trust   55,182   0.0 
3,616   ProLogis, Inc.   367,386   0.1 
114   Rexford Industrial Realty, Inc.   5,928   0.0 
13,910   Scentre Group   22,727   0.0 
9,118   Segro PLC   76,079   0.0 
1,113   SL Green Realty Corp.   44,698   0.0 
2,038   Spirit Realty Capital, Inc.   73,694   0.0 
11,500   Swire Pacific Ltd. - Class A   85,957   0.1 
        3,630,767   1.3 
             
    Utilities: 1.4%
3,800   Atmos Energy Corp.   387,030   0.1 
504   Black Hills Corp.   34,136   0.0 
2,689   Edison International   152,144   0.1 
23,005   Enel S.p.A.   94,348   0.1 
3,480   Engie SA   40,054   0.0 
170   Essential Utilities, Inc.   7,035   0.0 
2,420   Eversource Energy   188,663   0.1 
4,922   Iberdrola S.A. - IBEE   45,893   0.0 
7,193   National Fuel Gas Co.   442,729   0.2 
572   New Jersey Resources Corp.   22,136   0.0 
7,482   NextEra Energy, Inc.   586,664   0.2 
4,235   NiSource, Inc.   106,680   0.0 
656   ONE Gas, Inc.   46,176   0.0 
8,777   Origin Energy Ltd.   29,122   0.0 
3,500   Osaka Gas Co., Ltd.   52,766   0.0 
17,000   Power Assets Holdings Ltd.   85,217   0.0 
11,837   PPL Corp.   300,068   0.1 
4,848   Sempra Energy   726,909   0.3 
21,221   Snam SpA   85,774   0.0 
636   Southwest Gas Holdings, Inc.   44,361   0.0 
5,200   Tokyo Gas Co., Ltd.   87,782   0.1 
9,644   UGI Corp.   311,790   0.1 
1,827 (3) Uniper SE   6,895   0.0 
2,832   Veolia Environnement   54,126   0.0 
        3,938,498   1.4 
             
  Total Common Stock        
  (Cost $119,763,130)   114,441,738   40.3 
           
EXCHANGE-TRADED FUNDS: 25.4%
55,269   iShares 20+ Year Treasury Bond ETF   5,662,309   2.0 
175,169   iShares Core S&P 500 ETF   62,824,362   22.1 
553   iShares Core S&P Mid-Cap ETF   121,251   0.0 
2,480   iShares MSCI EAFE ETF   138,905   0.1 
55,358   Schwab U.S. TIPS ETF   2,867,544   1.0 
1,497   SPDR S&P 500 ETF Trust   534,698   0.2 
             
  Total Exchange-Traded Funds        
  (Cost $79,954,829)   72,149,069   25.4 
           
MUTUAL FUNDS: 5.9%
    Affiliated Investment Companies: 5.9%
193,691   Voya Floating Rate Fund - Class P   1,584,391   0.6 
534,078   Voya High Yield Bond Fund - Class P   3,471,505   1.2 
409,088   Voya Short Term Bond Fund - Class R6   3,763,613   1.3 
89,372 (1) Voya Small Cap Growth Fund - Class R6   2,781,878   1.0 
455,198 (1) Voya Small Company Fund - Class R6   5,216,574   1.8 
             
  Total Mutual Funds        
  (Cost $19,298,416)   16,817,961   5.9 
           
PREFERRED STOCK: 0.1%
    Consumer Discretionary: 0.1%
850   Porsche AG   47,891   0.0 
620   Volkswagen AG   75,759   0.1 
             
  Total Preferred Stock        
  (Cost $205,730)   123,650   0.1 
           
Principal
Amount†
      Value   Percentage
of Net
Assets
CORPORATE BONDS/NOTES: 8.3%    
    Basic Materials: 0.1%
 9,000   Albemarle Corp., 5.050%, 06/01/2032   8,355   0.0 
 10,000 (2) Anglo American Capital PLC, 3.625%, 09/11/2024   9,679   0.0 
 12,000 (2) Anglo American Capital PLC, 5.625%, 04/01/2030   11,369   0.0 
 30,000   Celanese US Holdings LLC, 1.400%, 08/05/2026   24,495   0.0 
 36,000   Dow Chemical Co., 4.250%, 10/01/2034   30,557   0.0 
 55,000   Dow Chemical Co., 4.375%, 11/15/2042   43,410   0.1 
 11,000   Ecolab, Inc., 2.750%, 08/18/2055   6,833   0.0 
 31,000   Mosaic Co/The, 5.450%, 11/15/2033   29,247   0.0 
 23,000   Nucor Corp., 3.125%, 04/01/2032   18,810   0.0 
 27,000   Nucor Corp., 4.300%, 05/23/2027   25,888   0.0 
 32,000   PPG Industries, Inc., 1.200%, 03/15/2026   27,963   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 7,000   Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051   4,551   0.0 
 37,000   RPM International, Inc., 2.950%, 01/15/2032   28,544   0.0 
 21,000   Steel Dynamics, Inc., 1.650%, 10/15/2027   17,206   0.0 
 15,000   Steel Dynamics, Inc., 2.400%, 06/15/2025   13,885   0.0 
 19,000   Teck Resources Ltd., 5.400%, 02/01/2043   15,451   0.0 
        316,243   0.1 
             
    Communications: 0.7%
 43,000   Amazon.com, Inc., 2.100%, 05/12/2031   34,942   0.0 
 131,000   Amazon.com, Inc., 2.875%, 05/12/2041   96,025   0.1 
 51,000 (3) Amazon.com, Inc., 3.600%, 04/13/2032   46,424   0.0 
 19,000   Amazon.com, Inc., 3.950%, 04/13/2052   15,628   0.0 
 31,000   Amazon.com, Inc., 4.100%, 04/13/2062   24,827   0.0 
 42,000   AT&T, Inc., 2.550%, 12/01/2033   31,135   0.0 
 120,000   AT&T, Inc., 3.500%, 06/01/2041   86,684   0.1 
 8,000   AT&T, Inc., 3.550%, 09/15/2055   5,272   0.0 
 73,000   AT&T, Inc., 3.650%, 09/15/2059   47,449   0.0 
 10,000   AT&T, Inc., 4.500%, 05/15/2035   8,681   0.0 
 21,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029   16,468   0.0 
 30,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042   19,104   0.0 
 25,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061   14,659   0.0 
 14,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052   8,701   0.0 
 6,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050   4,344   0.0 
 35,000   Comcast Corp., 2.650%, 02/01/2030   29,378   0.0 
 32,000   Comcast Corp., 2.887%, 11/01/2051   20,093   0.0 
 87,000   Comcast Corp., 3.900%, 03/01/2038   71,134   0.0 
 78,000   Comcast Corp., 3.950%, 10/15/2025   75,843   0.1 
 40,000   Comcast Corp., 3.999%, 11/01/2049   30,732   0.0 
 13,000   Corning, Inc., 5.450%, 11/15/2079   10,673   0.0 
 56,000   Discovery Communications LLC, 4.000%, 09/15/2055   33,140   0.0 
 12,000   Discovery Communications LLC, 5.300%, 05/15/2049   8,981   0.0 
 73,000 (3) Fox Corp., 3.500%, 04/08/2030   62,705   0.0 
 9,000   Interpublic Group of Cos., Inc., 4.200%, 04/15/2024   8,820   0.0 
 26,000 (2) Meta Platforms, Inc., 3.500%, 08/15/2027   24,339   0.0 
 80,000 (2) Meta Platforms, Inc., 3.850%, 08/15/2032   70,404   0.0 
 54,000 (2) Meta Platforms, Inc., 4.450%, 08/15/2052   44,160   0.0 
 71,000 (2) Meta Platforms, Inc., 4.650%, 08/15/2062   57,370   0.0 
 200,000 (2) NBN Co. Ltd., 1.625%, 01/08/2027   172,230   0.1 
 22,000   Paramount Global, 4.375%, 03/15/2043   14,706   0.0 
 16,000   Paramount Global, 4.950%, 05/19/2050   11,410   0.0 
 5,000   Paramount Global, 5.250%, 04/01/2044   3,751   0.0 
 15,000 (2) Rogers Communications, Inc., 3.800%, 03/15/2032   12,984   0.0 
 12,000 (2) Rogers Communications, Inc., 4.550%, 03/15/2052   9,595   0.0 
 25,000   Time Warner Cable LLC, 5.875%, 11/15/2040   20,638   0.0 
 143,000   T-Mobile USA, Inc., 2.050%, 02/15/2028   118,893   0.1 
 20,000   T-Mobile USA, Inc., 2.625%, 02/15/2029   16,554   0.0 
 17,000   T-Mobile USA, Inc., 3.500%, 04/15/2031   14,313   0.0 
 284,000   T-Mobile USA, Inc., 3.875%, 04/15/2030   252,086   0.1 
 2,000   T-Mobile USA, Inc., 5.650%, 01/15/2053   1,894   0.0 
 133,000   Verizon Communications, Inc., 2.100%, 03/22/2028   112,337   0.1 
 94,000   Verizon Communications, Inc., 2.355%, 03/15/2032   72,175   0.0 
 10,000   Verizon Communications, Inc., 2.987%, 10/30/2056   5,972   0.0 
 18,000   Verizon Communications, Inc., 3.400%, 03/22/2041   13,185   0.0 
 2,000   Verizon Communications, Inc., 3.550%, 03/22/2051   1,411   0.0 
 38,000   Verizon Communications, Inc., 3.700%, 03/22/2061   25,876   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 5,000   Verizon Communications, Inc., 4.400%, 11/01/2034   4,412   0.0 
 4,000   Verizon Communications, Inc., 4.750%, 11/01/2041   3,471   0.0 
 80,000   Verizon Communications, Inc., 4.812%, 03/15/2039   70,577   0.0 
 31,000   Vodafone Group PLC, 4.375%, 02/19/2043   23,793   0.0 
 13,000 (3) Vodafone Group PLC, 5.125%, 06/19/2059   10,579   0.0 
        2,000,957   0.7 
             
    Consumer, Cyclical: 0.4%
 1,686 (2) Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029   1,595   0.0 
 3,460   American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029   3,108   0.0 
 8,619   American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031   7,536   0.0 
 10,651   Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029   8,940   0.0 
 8,000 (2) Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028   7,462   0.0 
 17,000   Dollar General Corp., 5.000%, 11/01/2032   16,374   0.0 
 17,000   General Motors Co., 6.125%, 10/01/2025   17,023   0.0 
 95,000   General Motors Financial Co., Inc., 2.350%, 02/26/2027   80,737   0.1 
 25,000   General Motors Financial Co., Inc., 3.950%, 04/13/2024   24,401   0.0 
 25,000   General Motors Financial Co., Inc., 4.350%, 01/17/2027   23,205   0.0 
 56,000   General Motors Financial Co., Inc., 5.000%, 04/09/2027   53,152   0.0 
 21,000   Hasbro, Inc., 3.000%, 11/19/2024   20,157   0.0 
 19,000   Hasbro, Inc., 3.550%, 11/19/2026   17,638   0.0 
 15,000   Home Depot, Inc./The, 3.625%, 04/15/2052   11,354   0.0 
 37,000 (3) Home Depot, Inc./The, 4.500%, 09/15/2032   35,402   0.0 
 49,000   Home Depot, Inc./The, 4.950%, 09/15/2052   46,157   0.0 
 32,000   Lowe's Cos, Inc., 4.250%, 04/01/2052   24,542   0.0 
 19,000   Lowe's Cos, Inc., 4.450%, 04/01/2062   14,241   0.0 
 25,000   Lowe's Cos, Inc., 5.000%, 04/15/2033   23,639   0.0 
 37,050 (2) Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027   36,333   0.0 
 20,000   Target Corp., 2.950%, 01/15/2052   13,507   0.0 
 39,000   Target Corp., 4.500%, 09/15/2032   37,217   0.0 
 16,000   Toyota Motor Credit Corp., 1.900%, 01/13/2027   14,125   0.0 
 40,000 (3) Toyota Motor Credit Corp., 4.450%, 06/29/2029   38,651   0.0 
 53,000   Toyota Motor Credit Corp., 4.550%, 09/20/2027   51,809   0.0 
 13,369   United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025   12,663   0.0 
 10,464   United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027   9,583   0.0 
 26,674   United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030   20,648   0.0 
 83,833   United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030   72,655   0.1 
 15,376   United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029   12,411   0.0 
 102,327   United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029   98,859   0.1 
 55,284   US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026   53,596   0.0 
 43,000 (3) Walmart, Inc., 4.150%, 09/09/2032   41,235   0.0 
 27,000   Walmart, Inc., 4.500%, 09/09/2052   25,372   0.0 
 96,000 (2) Warnermedia Holdings, Inc., 3.755%, 03/15/2027   86,011   0.1 
 17,000 (2) Warnermedia Holdings, Inc., 4.279%, 03/15/2032   14,007   0.0 
 17,000 (2) Warnermedia Holdings, Inc., 5.050%, 03/15/2042   12,750   0.0 
 43,000 (2) Warnermedia Holdings, Inc., 5.141%, 03/15/2052   31,335   0.0 
        1,119,430   0.4 
             
    Consumer, Non-cyclical: 1.2%
 28,000   AbbVie, Inc., 2.600%, 11/21/2024   26,666   0.0 
 12,000   AbbVie, Inc., 4.050%, 11/21/2039   9,687   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 54,000   AbbVie, Inc., 4.300%, 05/14/2036   46,957   0.0 
 33,000   AbbVie, Inc., 4.400%, 11/06/2042   27,476   0.0 
 53,000   AbbVie, Inc., 4.500%, 05/14/2035   47,264   0.0 
 7,000   AbbVie, Inc., 4.550%, 03/15/2035   6,290   0.0 
 30,000   AbbVie, Inc., 4.625%, 10/01/2042   25,538   0.0 
 42,000   Aetna, Inc., 2.800%, 06/15/2023   41,473   0.0 
 70,000   Aetna, Inc., 4.500%, 05/15/2042   57,787   0.0 
 16,000   Aetna, Inc., 6.625%, 06/15/2036   16,353   0.0 
 32,000   Altria Group, Inc., 2.450%, 02/04/2032   22,632   0.0 
 69,000   Altria Group, Inc., 3.700%, 02/04/2051   41,786   0.0 
 9,000   Altria Group, Inc., 4.800%, 02/14/2029   8,317   0.0 
 20,000   Altria Group, Inc., 5.800%, 02/14/2039   17,512   0.0 
 18,000 (3) Amgen, Inc., 4.875%, 03/01/2053   15,862   0.0 
 72,000   Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036   64,971   0.1 
 175,000   Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046   152,501   0.1 
 15,000   Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039   14,335   0.0 
 78,000   BAT Capital Corp., 2.259%, 03/25/2028   62,162   0.1 
 11,000   BAT Capital Corp., 2.726%, 03/25/2031   8,203   0.0 
 17,000   BAT Capital Corp., 3.734%, 09/25/2040   10,922   0.0 
 25,000   BAT Capital Corp., 4.390%, 08/15/2037   17,872   0.0 
 61,000   BAT International Finance PLC, 4.448%, 03/16/2028   54,466   0.0 
 20,000   Baxter International, Inc., 1.915%, 02/01/2027   17,430   0.0 
 40,000   Baxter International, Inc., 2.272%, 12/01/2028   33,066   0.0 
 92,000   Bristol-Myers Squibb Co., 3.700%, 03/15/2052   70,757   0.1 
 30,000   Bristol-Myers Squibb Co., 4.125%, 06/15/2039   26,306   0.0 
 25,000 (2) Cargill, Inc., 2.125%, 04/23/2030   20,288   0.0 
 42,000 (2) Cargill, Inc., 2.125%, 11/10/2031   32,890   0.0 
 22,000 (2) Cargill, Inc., 3.125%, 05/25/2051   15,169   0.0 
 22,000 (2) Cargill, Inc., 4.375%, 04/22/2052   18,958   0.0 
 44,000   Cigna Corp., 3.400%, 03/15/2050   29,844   0.0 
 150,000   Cigna Corp., 4.375%, 10/15/2028   141,788   0.1 
 64,000   Cigna Corp., 4.800%, 08/15/2038   56,881   0.0 
 87,000   Cigna Corp., 4.900%, 12/15/2048   75,340   0.1 
 38,000 (2) CSL Finance PLC, 4.050%, 04/27/2029   35,048   0.0 
 52,000 (2) CSL Finance PLC, 4.250%, 04/27/2032   47,666   0.0 
 23,000 (2) CSL Finance PLC, 4.625%, 04/27/2042   20,153   0.0 
 40,000 (2) CSL Finance PLC, 4.750%, 04/27/2052   34,697   0.0 
 17,000 (2) CSL Finance PLC, 4.950%, 04/27/2062   14,818   0.0 
 30,000   CVS Health Corp., 2.700%, 08/21/2040   19,763   0.0 
 5,000   CVS Health Corp., 3.875%, 07/20/2025   4,853   0.0 
 7,000   CVS Health Corp., 4.125%, 04/01/2040   5,588   0.0 
 5,000   CVS Health Corp., 4.780%, 03/25/2038   4,393   0.0 
 22,000   CVS Health Corp., 5.050%, 03/25/2048   19,426   0.0 
 9,000   CVS Health Corp., 5.125%, 07/20/2045   7,901   0.0 
 36,000 (2),(3) Element Fleet Management Corp., 3.850%, 06/15/2025   34,113   0.0 
 9,000   Elevance Health, Inc., 2.550%, 03/15/2031   7,271   0.0 
 21,000   Elevance Health, Inc., 4.100%, 05/15/2032   19,002   0.0 
 150,000   Global Payments, Inc., 2.650%, 02/15/2025   140,346   0.1 
 54,000   Global Payments, Inc., 3.200%, 08/15/2029   45,067   0.0 
 18,000   Global Payments, Inc., 5.950%, 08/15/2052   15,907   0.0 
 16,000   GXO Logistics, Inc., 1.650%, 07/15/2026   13,089   0.0 
 27,000   HCA, Inc., 2.375%, 07/15/2031   20,014   0.0 
 27,000 (2) HCA, Inc., 3.125%, 03/15/2027   23,940   0.0 
 15,000   HCA, Inc., 3.500%, 09/01/2030   12,418   0.0 
 16,000 (2) HCA, Inc., 3.625%, 03/15/2032   12,967   0.0 
 177,000   HCA, Inc., 4.125%, 06/15/2029   155,463   0.1 
 38,000 (2) HCA, Inc., 4.375%, 03/15/2042   28,480   0.0 
 200,000   HCA, Inc., 4.500%, 02/15/2027   186,984   0.1 
 22,000   HCA, Inc., 5.250%, 04/15/2025   21,574   0.0 
 18,000 (2) Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025   16,390   0.0 
 180,000   Humana, Inc., 1.350%, 02/03/2027   151,833   0.1 
 4,000   Humana, Inc., 2.150%, 02/03/2032   3,045   0.0 
 8,000   Humana, Inc., 3.125%, 08/15/2029   6,933   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 35,000   Humana, Inc., 4.500%, 04/01/2025   34,539   0.0 
 28,000   Johnson & Johnson, 3.625%, 03/03/2037   24,254   0.0 
 20,000   Johnson & Johnson, 3.700%, 03/01/2046   16,403   0.0 
 29,000   Keurig Dr Pepper, Inc., 4.050%, 04/15/2032   25,487   0.0 
 40,000   Keurig Dr Pepper, Inc., 4.500%, 04/15/2052   31,631   0.0 
 75,000 (2) Mars, Inc., 2.375%, 07/16/2040   49,601   0.0 
 30,000 (2) Mars, Inc., 3.875%, 04/01/2039   24,807   0.0 
 40,000   McKesson Corp., 1.300%, 08/15/2026   34,582   0.0 
 15,000   Merck & Co., Inc., 2.750%, 12/10/2051   9,816   0.0 
 15,000   Merck & Co., Inc., 2.900%, 12/10/2061   9,445   0.0 
 25,000   Mylan, Inc., 5.200%, 04/15/2048   17,253   0.0 
 25,000 (3) PayPal Holdings, Inc., 4.400%, 06/01/2032   23,324   0.0 
 63,000   PayPal Holdings, Inc., 5.050%, 06/01/2052   56,314   0.0 
 49,000   PayPal Holdings, Inc., 5.250%, 06/01/2062   43,889   0.0 
 70,000   PepsiCo, Inc., 3.900%, 07/18/2032   64,807   0.1 
 6,000   PerkinElmer, Inc., 1.900%, 09/15/2028   4,827   0.0 
 3,000   PerkinElmer, Inc., 3.300%, 09/15/2029   2,528   0.0 
 22,000   Reynolds American, Inc., 5.700%, 08/15/2035   18,645   0.0 
 22,000   Reynolds American, Inc., 5.850%, 08/15/2045   17,310   0.0 
 6,000   Reynolds American, Inc., 6.150%, 09/15/2043   5,023   0.0 
 11,000   Royalty Pharma PLC, 1.200%, 09/02/2025   9,735   0.0 
 14,000   Royalty Pharma PLC, 1.750%, 09/02/2027   11,590   0.0 
 46,000   Royalty Pharma PLC, 3.550%, 09/02/2050   28,780   0.0 
 17,000 (3) S&P Global, Inc., 1.250%, 08/15/2030   12,743   0.0 
 54,000 (2) S&P Global, Inc., 2.700%, 03/01/2029   46,769   0.0 
 65,000 (2) S&P Global, Inc., 2.900%, 03/01/2032   54,346   0.0 
 60,000 (2) S&P Global, Inc., 3.700%, 03/01/2052   45,512   0.0 
 120,000 (2) Triton Container International Ltd., 2.050%, 04/15/2026   101,987   0.1 
 16,000 (2) Triton Container International Ltd., 3.150%, 06/15/2031   11,739   0.0 
 15,000   UnitedHealth Group, Inc., 2.750%, 05/15/2040   10,540   0.0 
 4,000   UnitedHealth Group, Inc., 3.050%, 05/15/2041   2,915   0.0 
 19,000   UnitedHealth Group, Inc., 3.500%, 08/15/2039   14,976   0.0 
 19,000   UnitedHealth Group, Inc., 3.750%, 10/15/2047   14,649   0.0 
 30,000   UnitedHealth Group, Inc., 4.200%, 05/15/2032   27,892   0.0 
 16,000   UnitedHealth Group, Inc., 4.750%, 05/15/2052   14,346   0.0 
 70,000   Viatris, Inc., 2.700%, 06/22/2030   52,099   0.0 
 80,000   Viatris, Inc., 3.850%, 06/22/2040   50,026   0.0 
 34,000   Viatris, Inc., 4.000%, 06/22/2050   20,424   0.0 
        3,510,444   1.2 
             
    Energy: 0.7%
 18,000   Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026   15,845   0.0 
 17,000   BP Capital Markets America, Inc., 1.749%, 08/10/2030   13,239   0.0 
 15,000   BP Capital Markets America, Inc., 2.939%, 06/04/2051   9,557   0.0 
 26,000 (4) BP Capital Markets PLC, 4.875%, 12/31/2199   22,441   0.0 
 10,000   Canadian Natural Resources Ltd., 6.750%, 02/01/2039   10,110   0.0 
 21,000   Cenovus Energy, Inc., 5.400%, 06/15/2047   18,040   0.0 
 7,000   Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029   6,080   0.0 
 5,000   Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027   4,847   0.0 
 25,000   Continental Resources, Inc./OK, 4.900%, 06/01/2044   17,888   0.0 
 134,000 (2) Coterra Energy, Inc., 3.900%, 05/15/2027   124,370   0.1 
 12,000   Diamondback Energy, Inc., 3.500%, 12/01/2029   10,374   0.0 
 200,000   Empresa Nacional del Petroleo, 3.750%, 08/05/2026   179,921   0.1 
 38,000 (4) Enbridge, Inc., 5.750%, 07/15/2080   33,526   0.0 
 34,000 (3),(4) Enbridge, Inc., 7.375%, 01/15/2083   32,832   0.0 
 34,000 (4) Enbridge, Inc., 7.625%, 01/15/2083   32,884   0.0 
 9,000   Energy Transfer L.P., 4.250%, 04/01/2024   8,815   0.0 
 3,000   Energy Transfer L.P., 4.900%, 03/15/2035   2,526   0.0 
 43,000   Energy Transfer L.P., 5.300%, 04/01/2044   34,541   0.0 
 112,000   Energy Transfer L.P., 5.300%, 04/15/2047   89,652   0.1 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 55,000   Energy Transfer L.P., 5.800%, 06/15/2038   48,295   0.0 
 25,000   Enterprise Products Operating LLC, 3.750%, 02/15/2025   24,233   0.0 
 26,000 (4) Enterprise Products Operating LLC, 5.908%, 08/16/2077   23,777   0.0 
 69,000   Kinder Morgan, Inc., 3.600%, 02/15/2051   44,915   0.0 
 26,000   Kinder Morgan, Inc., 5.450%, 08/01/2052   22,587   0.0 
 18,000   Kinder Morgan, Inc., 5.550%, 06/01/2045   15,733   0.0 
 17,000   Marathon Petroleum Corp., 4.750%, 09/15/2044   13,684   0.0 
 17,000   Marathon Petroleum Corp., 5.000%, 09/15/2054   13,747   0.0 
 23,000   Marathon Petroleum Corp., 5.125%, 12/15/2026   22,645   0.0 
 20,000   MPLX L.P., 1.750%, 03/01/2026   17,522   0.0 
 49,000   MPLX L.P., 2.650%, 08/15/2030   38,460   0.0 
 55,000   MPLX L.P., 4.000%, 03/15/2028   50,195   0.0 
 5,000   MPLX L.P., 4.700%, 04/15/2048   3,823   0.0 
 34,000   MPLX L.P., 4.950%, 09/01/2032   30,930   0.0 
 7,000   MPLX L.P., 5.200%, 03/01/2047   5,773   0.0 
 14,000   MPLX L.P., 5.200%, 12/01/2047   11,374   0.0 
 17,000   MPLX L.P., 5.500%, 02/15/2049   14,475   0.0 
 16,000 (2) Northern Natural Gas Co., 3.400%, 10/16/2051   10,595   0.0 
 9,000   ONEOK Partners L.P., 6.125%, 02/01/2041   7,941   0.0 
 24,000   ONEOK Partners L.P., 6.200%, 09/15/2043   21,073   0.0 
 8,000   ONEOK, Inc., 3.100%, 03/15/2030   6,511   0.0 
 10,000   ONEOK, Inc., 5.850%, 01/15/2026   10,038   0.0 
 200,000 (2) Petroleos del Peru SA, 4.750%, 06/19/2032   141,632   0.1 
 235,000   Petroleos Mexicanos, 6.700%, 02/16/2032   165,240   0.1 
 10,000   Phillips 66, 0.900%, 02/15/2024   9,476   0.0 
 22,000   Phillips 66, 2.150%, 12/15/2030   16,984   0.0 
 30,000   Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029   25,031   0.0 
 17,000   Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030   14,273   0.0 
 50,000   Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025   48,172   0.0 
 73,000   Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045   53,707   0.0 
 4,000   Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042   3,052   0.0 
 12,000   Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028   10,964   0.0 
 16,000   Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027   15,370   0.0 
 92,000 (2) Santos Finance Ltd., 3.649%, 04/29/2031   71,631   0.1 
 19,000 (2) Schlumberger Holdings Corp., 3.750%, 05/01/2024   18,637   0.0 
 63,000   Shell International Finance BV, 3.875%, 11/13/2028   58,985   0.1 
 32,000   Shell International Finance BV, 4.125%, 05/11/2035   28,128   0.0 
 16,000   Targa Resources Corp., 6.250%, 07/01/2052   14,579   0.0 
 34,000   Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028   31,523   0.0 
 3,000   Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030   2,540   0.0 
 30,000   Williams Cos, Inc./The, 4.000%, 09/15/2025   28,886   0.0 
 19,000   Williams Cos, Inc./The, 5.400%, 03/04/2044   16,655   0.0 
        1,901,279   0.7 
             
    Financial: 2.9%
 6,000   Alleghany Corp., 3.250%, 08/15/2051   4,057   0.0 
 16,000   Alleghany Corp., 3.625%, 05/15/2030   14,279   0.0 
 2,000   Alleghany Corp., 4.900%, 09/15/2044   1,771   0.0 
 125,000 (3),(4) American Express Co., 4.420%, 08/03/2033   113,795   0.1 
 163,000   American Homes 4 Rent L.P., 2.375%, 07/15/2031   123,143   0.1 
 27,000   American Homes 4 Rent L.P., 3.625%, 04/15/2032   22,298   0.0 
 17,000   American Homes 4 Rent L.P., 4.300%, 04/15/2052   12,502   0.0 
 10,000   American International Group, Inc., 3.900%, 04/01/2026   9,557   0.0 
 5,000   American International Group, Inc., 4.375%, 06/30/2050   4,017   0.0 
 27,000 (2) Antares Holdings L.P., 2.750%, 01/15/2027   21,530   0.0 
 40,000   Assurant, Inc., 3.700%, 02/22/2030   33,609   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 21,000 (2) Aviation Capital Group LLC, 1.950%, 09/20/2026   17,032   0.0 
 8,000 (2) Aviation Capital Group LLC, 3.875%, 05/01/2023   7,857   0.0 
 6,000 (2) Aviation Capital Group LLC, 4.375%, 01/30/2024   5,806   0.0 
 32,000 (2) Aviation Capital Group LLC, 5.500%, 12/15/2024   31,009   0.0 
 21,000 (2) Avolon Holdings Funding Ltd., 2.125%, 02/21/2026   17,672   0.0 
 25,000 (2) Avolon Holdings Funding Ltd., 2.528%, 11/18/2027   19,592   0.0 
 16,000 (2) Avolon Holdings Funding Ltd., 2.750%, 02/21/2028   12,588   0.0 
 40,000 (2) Avolon Holdings Funding Ltd., 4.250%, 04/15/2026   35,911   0.0 
 200,000 (4) Banco Bilbao Vizcaya Argentaria SA, 6.138%, 09/14/2028   193,298   0.1 
 200,000   Banco Santander SA, 2.746%, 05/28/2025   183,095   0.1 
 36,000 (4) Bank of America Corp., 1.197%, 10/24/2026   31,439   0.0 
 63,000 (4) Bank of America Corp., 1.530%, 12/06/2025   57,674   0.0 
 248,000 (4) Bank of America Corp., 1.734%, 07/22/2027   213,006   0.1 
 20,000 (4) Bank of America Corp., 1.843%, 02/04/2025   19,019   0.0 
 57,000 (4) Bank of America Corp., 1.898%, 07/23/2031   42,540   0.0 
 40,000 (4) Bank of America Corp., 2.087%, 06/14/2029   32,537   0.0 
 42,000 (4) Bank of America Corp., 2.572%, 10/20/2032   32,169   0.0 
 41,000 (4) Bank of America Corp., 2.676%, 06/19/2041   26,573   0.0 
 333,000 (4) Bank of America Corp., 2.687%, 04/22/2032   260,371   0.1 
 60,000 (4) Bank of America Corp., 3.593%, 07/21/2028   54,249   0.0 
 115,000 (4) Bank of America Corp., 3.846%, 03/08/2037   92,935   0.1 
 18,000 (4) Bank of America Corp., 3.970%, 03/05/2029   16,310   0.0 
 13,000 (4) Bank of America Corp., 4.083%, 03/20/2051   9,832   0.0 
 79,000   Bank of America Corp., 4.125%, 01/22/2024   78,412   0.0 
 69,000 (4) Bank of America Corp., 4.271%, 07/23/2029   63,016   0.0 
 15,000 (4) Bank of America Corp., 4.571%, 04/27/2033   13,455   0.0 
 183,000 (4) Bank of America Corp., 5.015%, 07/22/2033   170,004   0.1 
 36,000 (4) Bank of Montreal, 3.803%, 12/15/2032   31,263   0.0 
 40,000 (4) Bank of New York Mellon Corp./The, 4.289%, 06/13/2033   36,668   0.0 
 23,000 (3) Bank of Nova Scotia/The, 1.950%, 02/02/2027   20,025   0.0 
 21,000   Bank of Nova Scotia/The, 2.700%, 08/03/2026   19,138   0.0 
 128,000 (4) Bank of Nova Scotia/The, 4.588%, 05/04/2037   107,539   0.1 
 34,000 (4) Bank of Nova Scotia/The, 4.900%, 12/31/2199   30,437   0.0 
 11,000   Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050   7,089   0.0 
 21,000 (2) Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028   16,975   0.0 
 19,000 (2) Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032   14,095   0.0 
 41,000 (2) Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051   24,702   0.0 
 30,000 (2) Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052   19,285   0.0 
 20,000   Blackstone Private Credit Fund, 4.000%, 01/15/2029   16,041   0.0 
 250,000 (2),(4) BPCE SA, 2.277%, 01/20/2032   180,583   0.1 
 206,000 (2) BPCE SA, 5.700%, 10/22/2023   203,781   0.1 
 29,000 (4) Capital One Financial Corp., 1.878%, 11/02/2027   24,662   0.0 
 29,000 (4) Capital One Financial Corp., 3.273%, 03/01/2030   24,284   0.0 
 27,000 (4) Capital One Financial Corp., 5.247%, 07/26/2030   25,171   0.0 
 24,000   CBRE Services, Inc., 2.500%, 04/01/2031   18,294   0.0 
 73,000   Chubb INA Holdings, Inc., 1.375%, 09/15/2030   55,169   0.0 
 19,000   CI Financial Corp., 4.100%, 06/15/2051   11,343   0.0 
 221,000 (4) Citigroup, Inc., 1.462%, 06/09/2027   188,382   0.1 
 102,000 (2) Corebridge Financial, Inc., 3.850%, 04/05/2029   90,023   0.1 
 87,000 (2) Corebridge Financial, Inc., 3.900%, 04/05/2032   73,584   0.0 
 82,000 (2),(4) Corebridge Financial, Inc., 6.875%, 12/15/2052   75,224   0.0 
 250,000 (2),(4) Credit Suisse Group AG, 2.193%, 06/05/2026   217,587   0.1 
 30,000   CubeSmart L.P., 2.250%, 12/15/2028   24,390   0.0 
 50,000 (3) Essex Portfolio L.P., 3.250%, 05/01/2023   49,586   0.0 
 35,000   Goldman Sachs Group, Inc., 4.250%, 10/21/2025   33,819   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 11,000   Goldman Sachs Group, Inc., 6.750%, 10/01/2037   10,986   0.0 
 74,000 (2) Hartford Financial Services Group, Inc./The, 5.030%, (US0003M + 2.125%), 02/12/2067   61,109   0.0 
 7,000   Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036   6,863   0.0 
 400,000 (4) HSBC Holdings PLC, 2.099%, 06/04/2026   358,543   0.1 
 400,000 (4) HSBC Holdings PLC, 2.633%, 11/07/2025   371,618   0.1 
 79,000 (2) Intact Financial Corp., 5.459%, 09/22/2032   76,974   0.0 
 29,000   Intercontinental Exchange, Inc., 2.100%, 06/15/2030   23,112   0.0 
 24,000   Intercontinental Exchange, Inc., 2.650%, 09/15/2040   16,071   0.0 
 63,000   Intercontinental Exchange, Inc., 4.250%, 09/21/2048   51,464   0.0 
 142,000   Intercontinental Exchange, Inc., 4.600%, 03/15/2033   132,639   0.1 
 39,000   Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028   31,300   0.0 
 55,000 (4) JPMorgan Chase & Co., 0.969%, 06/23/2025   50,916   0.0 
 137,000 (4) JPMorgan Chase & Co., 1.040%, 02/04/2027   116,559   0.1 
 46,000 (4) JPMorgan Chase & Co., 1.470%, 09/22/2027   38,951   0.0 
 39,000 (4) JPMorgan Chase & Co., 2.069%, 06/01/2029   31,662   0.0 
 33,000 (4) JPMorgan Chase & Co., 2.182%, 06/01/2028   28,106   0.0 
 168,000 (4) JPMorgan Chase & Co., 2.545%, 11/08/2032   127,676   0.1 
 44,000 (4) JPMorgan Chase & Co., 2.580%, 04/22/2032   34,153   0.0 
 57,000 (4) JPMorgan Chase & Co., 2.595%, 02/24/2026   53,055   0.0 
 57,000 (4) JPMorgan Chase & Co., 2.947%, 02/24/2028   50,466   0.0 
 70,000 (4) JPMorgan Chase & Co., 3.797%, 07/23/2024   69,069   0.0 
 55,000 (4) JPMorgan Chase & Co., 4.565%, 06/14/2030   50,754   0.0 
 186,000 (4) JPMorgan Chase & Co., 4.912%, 07/25/2033   171,768   0.1 
 73,000 (4) JPMorgan Chase & Co., 5.717%, 09/14/2033   69,136   0.0 
 22,000   Kilroy Realty L.P., 2.650%, 11/15/2033   15,466   0.0 
 11,000   Kite Realty Group L.P., 4.000%, 10/01/2026   10,128   0.0 
 33,000 (2) Liberty Mutual Group, Inc., 5.500%, 06/15/2052   28,547   0.0 
 56,000   Main Street Capital Corp., 3.000%, 07/14/2026   47,210   0.0 
 30,000   Main Street Capital Corp., 5.200%, 05/01/2024   29,747   0.0 
 54,000 (4) Morgan Stanley, 1.512%, 07/20/2027   46,056   0.0 
 103,000 (4) Morgan Stanley, 1.593%, 05/04/2027   89,120   0.0 
 22,000 (4) Morgan Stanley, 1.794%, 02/13/2032   16,105   0.0 
 234,000 (4) Morgan Stanley, 2.188%, 04/28/2026   214,796   0.1 
 140,000 (4) Morgan Stanley, 2.239%, 07/21/2032   105,313   0.1 
 18,000 (4) Morgan Stanley, 2.475%, 01/21/2028   15,751   0.0 
 46,000 (4) Morgan Stanley, 2.511%, 10/20/2032   35,204   0.0 
 64,000 (4) Morgan Stanley, 2.630%, 02/18/2026   59,680   0.0 
 32,000 (4) Morgan Stanley, 2.802%, 01/25/2052   19,361   0.0 
 45,000 (4) Morgan Stanley, 3.737%, 04/24/2024   44,540   0.0 
 112,000   Morgan Stanley, 3.875%, 01/27/2026   106,902   0.1 
 100,000   Morgan Stanley, 4.000%, 07/23/2025   96,871   0.1 
 40,000 (4) Morgan Stanley, 4.457%, 04/22/2039   33,941   0.0 
 12,000 (3),(4) Morgan Stanley, 4.889%, 07/20/2033   11,130   0.0 
 107,000 (4) Morgan Stanley, 5.297%, 04/20/2037   96,293   0.1 
 200,000 (4) NatWest Group PLC, 3.073%, 05/22/2028   172,102   0.1 
 43,000 (2) Northwestern Mutual Global Funding, 1.700%, 06/01/2028   35,821   0.0 
 28,000 (2) Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059   18,954   0.0 
 27,000   Old Republic International Corp., 3.850%, 06/11/2051   18,600   0.0 
 150,000   ORIX Corp., 3.250%, 12/04/2024   144,220   0.1 
 103,000 (4) PartnerRe Finance B LLC, 4.500%, 10/01/2050   86,839   0.0 
 15,000   Piedmont Operating Partnership L.P., 2.750%, 04/01/2032   10,713   0.0 
 30,000   Piedmont Operating Partnership L.P., 4.450%, 03/15/2024   29,543   0.0 
 27,000   Prologis L.P., 4.625%, 01/15/2033   25,691   0.0 
 15,000   Public Storage, 1.950%, 11/09/2028   12,505   0.0 
 8,000   Realty Income Corp., 3.950%, 08/15/2027   7,520   0.0 
 27,000   Realty Income Corp., 4.875%, 06/01/2026   26,568   0.0 
 17,000   Sabra Health Care L.P., 3.200%, 12/01/2031   12,514   0.0 
 23,000 (4) Santander Holdings USA, Inc., 2.490%, 01/06/2028   19,210   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 27,000   Simon Property Group L.P., 1.750%, 02/01/2028   22,413   0.0 
 54,000 (3),(4) State Street Corp., 2.623%, 02/07/2033   42,832   0.0 
 8,000   Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026   7,289   0.0 
 31,000 (2) Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027   27,899   0.0 
 40,000   Sun Communities Operating L.P., 4.200%, 04/15/2032   33,559   0.0 
 25,000 (2) Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050   17,115   0.0 
 20,000   Toronto-Dominion Bank/The, 2.800%, 03/10/2027   18,048   0.0 
 11,000 (4) Truist Financial Corp., 1.267%, 03/02/2027   9,575   0.0 
 200,000 (2),(4) UBS Group AG, 2.095%, 02/11/2032   145,668   0.1 
 200,000 (2),(4) UBS Group AG, 2.746%, 02/11/2033   148,853   0.1 
 7,000   Ventas Realty L.P., 5.700%, 09/30/2043   6,359   0.0 
 29,000   Visa, Inc., 4.150%, 12/14/2035   26,466   0.0 
 8,000   Visa, Inc., 4.300%, 12/14/2045   6,985   0.0 
 18,000 (4) Wells Fargo & Co., 2.164%, 02/11/2026   16,584   0.0 
 36,000 (4) Wells Fargo & Co., 2.393%, 06/02/2028   30,917   0.0 
 81,000 (4) Wells Fargo & Co., 2.406%, 10/30/2025   75,675   0.0 
 14,000 (4) Wells Fargo & Co., 3.068%, 04/30/2041   9,641   0.0 
 63,000 (4) Wells Fargo & Co., 4.897%, 07/25/2033   58,166   0.0 
 24,000   XLIT Ltd., 5.500%, 03/31/2045   22,279   0.0 
        8,239,332   2.9 
             
    Industrial: 0.4%
 38,000   Amcor Flexibles North America, Inc., 4.000%, 05/17/2025   36,727   0.0 
 31,000   Avnet, Inc., 5.500%, 06/01/2032   28,197   0.0 
 27,000   Berry Global, Inc., 0.950%, 02/15/2024   25,386   0.0 
 40,000   Berry Global, Inc., 1.650%, 01/15/2027   33,220   0.0 
 22,000   Boeing Co/The, 3.250%, 02/01/2028   19,225   0.0 
 36,000   Boeing Co/The, 3.250%, 02/01/2035   25,483   0.0 
 5,000   Boeing Co/The, 3.625%, 02/01/2031   4,158   0.0 
 5,000   Boeing Co/The, 3.850%, 11/01/2048   3,250   0.0 
 35,000   Boeing Co/The, 4.875%, 05/01/2025   34,185   0.0 
 34,000   Boeing Co/The, 5.150%, 05/01/2030   31,492   0.0 
 19,000   Boeing Co/The, 5.805%, 05/01/2050   16,553   0.0 
 45,000   Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046   36,016   0.0 
 75,000   Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053   65,268   0.1 
 18,000   CSX Corp., 4.100%, 11/15/2032   16,358   0.0 
 38,000   CSX Corp., 4.500%, 11/15/2052   31,986   0.0 
 81,000   Eaton Corp., 4.150%, 03/15/2033   73,300   0.1 
 37,000   FedEx Corp., 3.900%, 02/01/2035   30,516   0.0 
 18,000   GE Capital Funding LLC, 4.400%, 05/15/2030   16,307   0.0 
 26,000   John Deere Capital Corp., 3.350%, 04/18/2029   23,502   0.0 
 25,000   John Deere Capital Corp., 4.350%, 09/15/2032   23,777   0.0 
 200,000 (2) Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027   181,263   0.1 
 11,000   Norfolk Southern Corp., 4.100%, 05/15/2121   7,326   0.0 
 62,000   Parker-Hannifin Corp., 4.500%, 09/15/2029   58,538   0.0 
 24,000 (2) Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025   20,876   0.0 
 40,000 (2) Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026   34,447   0.0 
 2,000   Raytheon Technologies Corp., 3.650%, 08/16/2023   1,981   0.0 
 34,000   Raytheon Technologies Corp., 4.450%, 11/16/2038   29,674   0.0 
 51,000   Raytheon Technologies Corp., 4.500%, 06/01/2042   43,776   0.0 
 30,000 (2) Sealed Air Corp., 1.573%, 10/15/2026   25,154   0.0 
 44,000   Sonoco Products Co., 2.250%, 02/01/2027   39,029   0.0 
 15,000   TD SYNNEX Corp., 1.750%, 08/09/2026   12,768   0.0 
 97,000   Teledyne Technologies, Inc., 1.600%, 04/01/2026   84,583   0.1 
 76,000   Union Pacific Corp., 3.500%, 02/14/2053   55,282   0.0 
 27,000   Union Pacific Corp., 4.950%, 09/09/2052   25,233   0.0 
 21,000   Union Pacific Corp., 5.150%, 01/20/2063   19,574   0.0 
 29,000   Waste Connections, Inc., 4.200%, 01/15/2033   26,292   0.0 
        1,240,702   0.4 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

    Technology: 0.7%
 88,000   Advanced Micro Devices, Inc., 3.924%, 06/01/2032   79,900   0.1 
 50,000   Advanced Micro Devices, Inc., 4.393%, 06/01/2052   42,363   0.0 
 115,000   Apple, Inc., 2.650%, 02/08/2051   75,853   0.1 
 110,000   Apple, Inc., 2.800%, 02/08/2061   68,836   0.1 
 25,000   Apple, Inc., 2.850%, 08/05/2061   15,755   0.0 
 21,000   Apple, Inc., 3.350%, 08/08/2032   18,725   0.0 
 70,000   Apple, Inc., 3.750%, 09/12/2047   56,833   0.0 
 44,000 (3) Apple, Inc., 3.950%, 08/08/2052   36,830   0.0 
 18,000   Apple, Inc., 4.100%, 08/08/2062   14,782   0.0 
 13,000   Apple, Inc., 4.500%, 02/23/2036   12,614   0.0 
 37,000 (2) Broadcom, Inc., 4.926%, 05/15/2037   30,579   0.0 
 25,000   Dell International LLC / EMC Corp., 6.020%, 06/15/2026   25,126   0.0 
 20,000   DXC Technology Co., 1.800%, 09/15/2026   17,161   0.0 
 20,000   DXC Technology Co., 2.375%, 09/15/2028   16,360   0.0 
 20,000   Fiserv, Inc., 2.750%, 07/01/2024   19,198   0.0 
 25,000   Fiserv, Inc., 3.500%, 07/01/2029   21,776   0.0 
 80,000   HP, Inc., 2.650%, 06/17/2031   58,823   0.0 
 12,000   HP, Inc., 4.000%, 04/15/2029   10,529   0.0 
 27,000   HP, Inc., 4.750%, 01/15/2028   25,382   0.0 
 15,000 (2) Infor, Inc., 1.450%, 07/15/2023   14,478   0.0 
 18,000   Intel Corp., 3.100%, 02/15/2060   10,912   0.0 
 24,000   Intel Corp., 3.200%, 08/12/2061   15,016   0.0 
 19,000   Intel Corp., 3.250%, 11/15/2049   12,637   0.0 
 25,000   Intel Corp., 3.750%, 08/05/2027   23,768   0.0 
 9,000 (3) Intel Corp., 4.150%, 08/05/2032   8,208   0.0 
 75,000   Intel Corp., 4.600%, 03/25/2040   66,037   0.1 
 22,000   Intel Corp., 5.050%, 08/05/2062   19,128   0.0 
 39,000   International Business Machines Corp., 4.150%, 07/27/2027   37,498   0.0 
 38,000   International Business Machines Corp., 4.400%, 07/27/2032   35,135   0.0 
 37,000   International Business Machines Corp., 4.900%, 07/27/2052   32,445   0.0 
 64,000   KLA Corp., 4.950%, 07/15/2052   58,295   0.0 
 32,000   KLA Corp., 5.250%, 07/15/2062   29,494   0.0 
 21,000   Kyndryl Holdings, Inc., 2.050%, 10/15/2026   16,893   0.0 
 54,000   Kyndryl Holdings, Inc., 2.700%, 10/15/2028   39,555   0.0 
 18,000   Kyndryl Holdings, Inc., 3.150%, 10/15/2031   12,091   0.0 
 37,000   Microchip Technology, Inc., 2.670%, 09/01/2023   36,074   0.0 
 79,000   Microsoft Corp., 2.921%, 03/17/2052   55,896   0.0 
 31,000   NXP BV / NXP Funding LLC, 5.350%, 03/01/2026   30,658   0.0 
 13,000   NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051   7,803   0.0 
 14,000   NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030   11,688   0.0 
 100,000   NXP BV / NXP Funding LLC / NXP USA, Inc., 4.300%, 06/18/2029   89,681   0.1 
 70,000   Oracle Corp., 2.300%, 03/25/2028   58,577   0.0 
 5,000   Oracle Corp., 3.600%, 04/01/2050   3,138   0.0 
 74,000   Oracle Corp., 3.650%, 03/25/2041   50,407   0.0 
 27,000   Oracle Corp., 3.800%, 11/15/2037   19,644   0.0 
 6,000   Oracle Corp., 3.850%, 07/15/2036   4,500   0.0 
 15,000   Oracle Corp., 3.950%, 03/25/2051   9,977   0.0 
 110,000   Oracle Corp., 4.300%, 07/08/2034   89,841   0.1 
 17,000   Roper Technologies, Inc., 1.400%, 09/15/2027   14,090   0.0 
 81,000   Salesforce, Inc., 2.700%, 07/15/2041   55,968   0.0 
 24,000   Take-Two Interactive Software, Inc., 4.000%, 04/14/2032   20,866   0.0 
 24,000   Texas Instruments, Inc., 3.650%, 08/16/2032   21,771   0.0 
 31,000   Texas Instruments, Inc., 4.100%, 08/16/2052   26,551   0.0 
 180,000   VMware, Inc., 1.400%, 08/15/2026   154,160   0.1 
 20,000   VMware, Inc., 1.800%, 08/15/2028   15,876   0.0 
        1,856,181   0.7 
             
    Utilities: 1.2%
 134,000   AEP Texas, Inc., 3.450%, 01/15/2050   91,332   0.1 
 32,000 (2) AEP Texas, Inc., 3.850%, 10/01/2025   30,759   0.0 
 21,000   AES Corp./The, 1.375%, 01/15/2026   18,112   0.0 
 10,000 (2) AES Corp./The, 3.950%, 07/15/2030   8,583   0.0 
 20,000   Alabama Power Co., 3.450%, 10/01/2049   14,217   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 30,000 (2) Alliant Energy Finance LLC, 3.600%, 03/01/2032   25,667   0.0 
 74,000 (2) Alliant Energy Finance LLC, 3.750%, 06/15/2023   73,088   0.1 
 26,000 (4) American Electric Power Co., Inc., 3.875%, 02/15/2062   20,408   0.0 
 25,000 (2) American Transmission Systems, Inc., 2.650%, 01/15/2032   19,663   0.0 
 28,000 (2) American Transmission Systems, Inc., 5.000%, 09/01/2044   25,094   0.0 
 21,000   Appalachian Power Co., 2.700%, 04/01/2031   16,813   0.0 
 14,000   Appalachian Power Co., 3.700%, 05/01/2050   9,943   0.0 
 55,000   Avangrid, Inc., 3.200%, 04/15/2025   52,072   0.0 
 28,000   Baltimore Gas and Electric Co., 2.250%, 06/15/2031   22,392   0.0 
 42,000 (2) Berkshire Hathaway Energy Co., 4.600%, 05/01/2053   35,510   0.0 
 18,000   Black Hills Corp., 2.500%, 06/15/2030   14,192   0.0 
 9,000   Black Hills Corp., 3.050%, 10/15/2029   7,558   0.0 
 40,000   Black Hills Corp., 4.250%, 11/30/2023   39,853   0.0 
 4,000   Black Hills Corp., 4.350%, 05/01/2033   3,504   0.0 
 25,000   CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042   19,228   0.0 
 39,000 (2) Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028   35,183   0.0 
 12,000 (4) CMS Energy Corp., 3.750%, 12/01/2050   8,850   0.0 
 68,000 (4) CMS Energy Corp., 4.750%, 06/01/2050   57,630   0.0 
 13,000   Commonwealth Edison Co., 3.750%, 08/15/2047   10,052   0.0 
 34,000   Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057   24,874   0.0 
 12,000   Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035   11,322   0.0 
 20,000   Consumers Energy Co., 4.200%, 09/01/2052   16,645   0.0 
 53,000 (4) Dominion Energy, Inc., 4.350%, 12/31/2199   45,228   0.0 
 25,000 (4) Dominion Energy, Inc., 4.650%, 12/31/2199   22,144   0.0 
 13,000   DTE Electric Co., 2.950%, 03/01/2050   8,746   0.0 
 10,000   Duke Energy Carolinas LLC, 2.550%, 04/15/2031   8,225   0.0 
 6,000   Duke Energy Carolinas LLC, 3.750%, 06/01/2045   4,569   0.0 
 81,000   Duke Energy Carolinas LLC, 4.000%, 09/30/2042   65,335   0.1 
 4,000 (4) Duke Energy Corp., 4.875%, 12/31/2199   3,595   0.0 
 42,000   Duke Energy Florida LLC, 2.400%, 12/15/2031   33,446   0.0 
 8,000   Duke Energy Florida LLC, 4.200%, 07/15/2048   6,596   0.0 
 195,000   Duke Energy Indiana LLC, 2.750%, 04/01/2050   121,564   0.1 
 30,000   Duke Energy Indiana LLC, 3.250%, 10/01/2049   20,427   0.0 
 11,000   Duke Energy Ohio, Inc., 2.125%, 06/01/2030   8,796   0.0 
 109,000   Duke Energy Progress LLC, 3.700%, 10/15/2046   82,508   0.1 
 40,000   Duke Energy Progress LLC, 4.100%, 05/15/2042   32,335   0.0 
 2,000   Duke Energy Progress LLC, 4.200%, 08/15/2045   1,625   0.0 
 11,000 (2) Duquesne Light Holdings, Inc., 2.532%, 10/01/2030   8,449   0.0 
 78,000   Entergy Arkansas LLC, 2.650%, 06/15/2051   47,316   0.0 
 9,000   Entergy Arkansas LLC, 3.350%, 06/15/2052   6,166   0.0 
 25,000   Entergy Arkansas LLC, 4.200%, 04/01/2049   20,511   0.0 
 24,000   Entergy Corp., 2.400%, 06/15/2031   18,374   0.0 
 7,000   Entergy Corp., 2.800%, 06/15/2030   5,679   0.0 
 100,000   Entergy Louisiana LLC, 2.900%, 03/15/2051   63,514   0.1 
 9,000   Entergy Louisiana LLC, 4.200%, 04/01/2050   7,231   0.0 
 34,000   Entergy Louisiana LLC, 4.750%, 09/15/2052   29,671   0.0 
 33,000   Entergy Texas, Inc., 4.000%, 03/30/2029   30,556   0.0 
 16,000   Evergy Metro, Inc., 2.250%, 06/01/2030   13,032   0.0 
 25,000   Eversource Energy, 1.400%, 08/15/2026   21,695   0.0 
 57,000   Eversource Energy, 2.900%, 03/01/2027   51,806   0.0 
 25,000   Eversource Energy, 3.375%, 03/01/2032   21,058   0.0 
 3,000   Exelon Corp., 4.050%, 04/15/2030   2,722   0.0 
 9,000   Florida Power & Light Co., 2.875%, 12/04/2051   5,963   0.0 
 25,000   Georgia Power Co., 2.200%, 09/15/2024   23,685   0.0 
 12,000   Georgia Power Co., 5.125%, 05/15/2052   10,860   0.0 
 33,000   Georgia Power Co., 5.750%, 04/15/2023   33,155   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 44,000   Indiana Michigan Power Co., 3.250%, 05/01/2051   29,498   0.0 
 17,000   Interstate Power and Light Co., 3.100%, 11/30/2051   11,194   0.0 
 80,000   Interstate Power and Light Co., 3.250%, 12/01/2024   77,315   0.1 
 6,000   IPALCO Enterprises, Inc., 4.250%, 05/01/2030   5,215   0.0 
 8,000 (2) Jersey Central Power & Light Co., 2.750%, 03/01/2032   6,360   0.0 
 50,000 (2) Jersey Central Power & Light Co., 4.300%, 01/15/2026   48,044   0.0 
 50,000 (2) Jersey Central Power & Light Co., 4.700%, 04/01/2024   49,246   0.0 
 12,000 (2) Metropolitan Edison Co., 4.000%, 04/15/2025   11,400   0.0 
 5,000   MidAmerican Energy Co., 4.400%, 10/15/2044   4,260   0.0 
 30,000   Mississippi Power Co., 4.250%, 03/15/2042   24,081   0.0 
 20,000 (2) Monongahela Power Co., 3.550%, 05/15/2027   18,444   0.0 
 13,000 (2) Narragansett Electric Co/The, 3.395%, 04/09/2030   11,515   0.0 
 41,000   National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030   33,818   0.0 
 31,000   National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032   25,227   0.0 
 38,000   National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032   34,837   0.0 
 43,000 (4) National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043   39,131   0.0 
 175,000   NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027   152,098   0.1 
 123,000   NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028   101,960   0.1 
 18,000   NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032   14,034   0.0 
 45,000 (4) NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082   35,374   0.0 
 38,000   NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024   37,480   0.0 
 27,000   NextEra Energy Capital Holdings, Inc., 5.000%, 07/15/2032   25,817   0.0 
 100,000   NiSource, Inc., 0.950%, 08/15/2025   88,854   0.1 
 20,000   NiSource, Inc., 5.950%, 06/15/2041   19,284   0.0 
 16,000   NSTAR Electric Co., 1.950%, 08/15/2031   12,523   0.0 
 17,000   Oglethorpe Power Corp., 3.750%, 08/01/2050   11,976   0.0 
 39,000 (2) Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032   37,571   0.0 
 28,000   ONE Gas, Inc., 1.100%, 03/11/2024   26,826   0.0 
 13,000   Pacific Gas and Electric Co., 4.250%, 03/15/2046   8,770   0.0 
 28,000   Pacific Gas and Electric Co., 4.300%, 03/15/2045   18,650   0.0 
 17,000   Pacific Gas and Electric Co., 4.450%, 04/15/2042   12,032   0.0 
 3,000   PacifiCorp, 4.150%, 02/15/2050   2,421   0.0 
 5,000   PECO Energy Co., 3.700%, 09/15/2047   3,881   0.0 
 10,000   PECO Energy Co., 4.150%, 10/01/2044   8,336   0.0 
 200,000 (3) Perusahaan Listrik Negara PT, 4.125%, 05/15/2027   185,451   0.1 
 13,000   Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050   8,665   0.0 
 75,000   PPL Electric Utilities Corp., 4.125%, 06/15/2044   61,454   0.1 
 5,000   Public Service Electric and Gas Co., 3.600%, 12/01/2047   3,755   0.0 
 11,000   Public Service Enterprise Group, Inc., 1.600%, 08/15/2030   8,264   0.0 
 59,000   Public Service Enterprise Group, Inc., 2.450%, 11/15/2031   46,011   0.0 
 42,000   Sempra Energy, 3.800%, 02/01/2038   32,841   0.0 
 65,000 (4) Sempra Energy, 4.125%, 04/01/2052   51,235   0.0 
 24,000 (4) Sempra Energy, 4.875%, 12/31/2199   22,380   0.0 
 51,000   South Jersey Industries, Inc., 5.020%, 04/15/2031   41,516   0.0 
 6,000   Southern California Edison Co., 4.050%, 03/15/2042   4,485   0.0 
 39,000 (4) Southern Co/The, 3.750%, 09/15/2051   31,722   0.0 
 35,000 (4) Southern Co/The, 4.000%, 01/15/2051   31,455   0.0 
 38,000   Southern Co/The, 5.113%, 08/01/2027   37,047   0.0 
 9,000   Southwest Gas Corp., 4.050%, 03/15/2032   7,572   0.0 
 36,000   Southwestern Electric Power Co., 1.650%, 03/15/2026   31,778   0.0 
 14,000   Tampa Electric Co., 4.350%, 05/15/2044   11,529   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 23,000   Tucson Electric Power Co., 1.500%, 08/01/2030   17,374   0.0 
 17,000   Union Electric Co., 3.900%, 09/15/2042   13,656   0.0 
 45,000 (2) Vistra Operations Co. LLC, 5.125%, 05/13/2025   43,765   0.0 
 36,000   Washington Gas Light Co., 3.650%, 09/15/2049   26,580   0.0 
 31,000   WEC Energy Group, Inc., 1.375%, 10/15/2027   25,579   0.0 
 26,000   WEC Energy Group, Inc., 2.200%, 12/15/2028   21,511   0.0 
 10,000   WEC Energy Group, Inc., 5.000%, 09/27/2025   9,971   0.0 
 14,000   WEC Energy Group, Inc., 5.150%, 10/01/2027   13,890   0.0 
 23,000   Wisconsin Electric Power Co., 1.700%, 06/15/2028   19,264   0.0 
 26,000   Wisconsin Public Service Corp., 3.671%, 12/01/2042   19,799   0.0 
        3,475,147   1.2 
             
  Total Corporate Bonds/Notes        
  (Cost $28,096,682)   23,659,715   8.3 
           
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.8%    
 53,580   Alternative Loan Trust 2004-J7 MI, 4.104%, (US0001M + 1.020%), 10/25/2034   53,833   0.0 
 38,802   Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035   28,724   0.0 
 78,425   Alternative Loan Trust 2005-J2 1A12, 3.484%, (US0001M + 0.400%), 04/25/2035   61,764   0.0 
 15,272   Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036   7,500   0.0 
 77,467   Alternative Loan Trust 2006-19CB A12, 3.484%, (US0001M + 0.400%), 08/25/2036   40,553   0.0 
 23,494   Alternative Loan Trust 2007-23CB A3, 3.584%, (US0001M + 0.500%), 09/25/2037   10,755   0.0 
 100,698   Alternative Loan Trust 2007-2CB 2A1, 3.684%, (US0001M + 0.600%), 03/25/2037   46,680   0.0 
 600,000 (2) Arroyo Mortgage Trust 2022-1 A3, 3.650%, 12/25/2056   458,400   0.2 
 23,398 (4) Bear Stearns ALT-A Trust 2005-7 21A1, 3.634%, 09/25/2035   19,703   0.0 
 39,789   Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 3.274%, (US0001M + 0.190%), 01/25/2037   34,793   0.0 
 500,000 (2) Bellemeade Re 2022-1 M1C Ltd., 5.981%, (SOFR30A + 3.700%), 01/26/2032   468,042   0.2 
 53,457 (4) Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.990%, 03/25/2036   42,906   0.0 
 27,742 (4) Citigroup Mortgage Loan Trust 2007-10 22AA, 3.878%, 09/25/2037   25,131   0.0 
 100,000 (2) Connecticut Avenue Securities Trust 2020-R02 2B1, 6.084%, (US0001M + 3.000%), 01/25/2040   89,454   0.0 
 277,466   Fannie Mae 2011-113 CL, 4.000%, 11/25/2041   262,802   0.1 
 414,913   Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041   408,970   0.2 
 42,572   Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 7.084%, (US0001M + 4.000%), 05/25/2025   43,248   0.0 
 136,192   Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.934%, (US0001M + 2.850%), 11/25/2029   137,170   0.1 
 131,180   Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 5.084%, (US0001M + 2.000%), 03/25/2031   129,838   0.1 
 10,731 (2) Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 5.384%, (US0001M + 2.300%), 08/25/2031   10,705   0.0 
 62,978 (2) Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 5.134%, (US0001M + 2.050%), 01/25/2040   62,104   0.0 
 161,047   Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036   158,274   0.1 
 144,405 (4) Fannie Mae REMIC Trust 2009-50 HZ, 5.536%, 02/25/2049   145,655   0.1 
 119,556   Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041   117,710   0.1 
 89,668   Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040   86,917   0.0 
 195,125   Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029   191,258   0.1 
 55,557   Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041   55,663   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 35,579   Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041   35,077   0.0 
 69,356   Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033   67,723   0.0 
 397,887   Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047   377,319   0.1 
 42,819   Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047   39,696   0.0 
 89,357 (2),(4) Flagstar Mortgage Trust 2018-1 B3, 3.957%, 03/25/2048   75,658   0.0 
 267,569   Freddie Mac 4634 ZM, 5.000%, 11/15/2056   267,392   0.1 
 45,690   Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029   46,537   0.0 
 40,270   Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032   41,125   0.0 
 9,898   Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034   10,048   0.0 
 31,150   Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035   31,289   0.0 
 95,292   Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036   95,975   0.0 
 37,123   Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037   37,283   0.0 
 34,605 (4),(5) Freddie Mac REMIC Trust 3524 LA, 4.988%, 03/15/2033   33,249   0.0 
 36,027   Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037   36,177   0.0 
 6,276   Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042   6,179   0.0 
 211,582   Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033   197,646   0.1 
 569,640   Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044   544,811   0.2 
 569,640   Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044   543,072   0.2 
 1,074,106   Freddie Mac REMICS 4136 ZG, 3.000%, 11/15/2042   961,573   0.3 
 526,181   Freddie Mac REMICS 4372 Z, 3.000%, 08/15/2044   466,085   0.2 
 151,342   Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043   146,856   0.1 
 231,132 (2) Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 4.281%, (SOFR30A + 2.000%), 12/25/2050   227,383   0.1 
 88,103 (2) Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 6.184%, (US0001M + 3.100%), 03/25/2050   88,131   0.0 
 4,183 (2) Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 6.684%, (US0001M + 3.600%), 07/25/2050   4,182   0.0 
 217,083 (2) Freddie Mac STACR REMIC Trust 2021-DNA5 M2, 3.931%, (SOFR30A + 1.650%), 01/25/2034   211,838   0.1 
 600,000 (2) Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 6.031%, (SOFR30A + 3.750%), 12/25/2041   528,136   0.2 
 100,000 (2) Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 5.681%, (SOFR30A + 3.400%), 01/25/2042   87,021   0.0 
 252,169   Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042   226,609   0.1 
 1,133,414   Ginnie Mae 2019-15 CZ, 3.500%, 02/20/2049   1,003,244   0.4 
 30,176   Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039   30,073   0.0 
 203,929   Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040   196,300   0.1 
 8,050   Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032   8,294   0.0 
 24,012   HomeBanc Mortgage Trust 2004-1 2A, 3.944%, (US0001M + 0.860%), 08/25/2029   22,981   0.0 
 52,542 (2),(4) JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050   51,333   0.0 
 154,798 (2),(4) JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050   130,910   0.1 
 44,886   Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037   27,259   0.0 
 300,000 (2) Mortgage Insurance-Linked Notes 2021-3 M1B, 5.181%, (SOFR30A + 2.900%), 02/25/2034   286,409   0.1 
 9,196   Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037   7,598   0.0 
 16,128 (4) WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.889%, 10/25/2036   14,962   0.0 
 37,841   WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 4.104%, (US0001M + 0.510%), 08/25/2045   36,071   0.0 

 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 20,032    WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 4.064%, (US0001M + 0.490%), 10/25/2045 18,803 0.0 
 20,895 (4)  WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.676%, 08/25/2046 19,007 0.0 
 103,133 (4)  WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.342%, 12/25/2036 95,092 0.0 
 54,644 (4)  WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.389%, 07/25/2037 51,130 0.0 
 127,306    Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.064%, (12MTA + 0.960%), 08/25/2046 80,774 0.0 
 11,583    Wells Fargo Alternative Loan 2007-PA2 2A1, 3.514%, (US0001M + 0.430%), 06/25/2037 9,372 0.0 
 9,655 (4)  Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.873%, 04/25/2036 9,171 0.0 
 14,412 (4)  Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 3.240%, 12/28/2037 13,216 0.0 
          
  Total Collateralized Mortgage Obligations    
  (Cost $11,960,237) 10,744,621 3.8 
       
U.S. TREASURY OBLIGATIONS: 4.2%  
     U.S. Treasury Bonds: 1.1%
 1,000    1.250%,05/15/2050 560 0.0 
 22,000    1.375%,11/15/2040 14,235 0.0 
 2,200    1.625%,11/15/2050 1,367 0.0 
 1,534,100    2.875%,05/15/2052 1,286,966 0.5 
 117,400    3.250%,05/15/2042 104,230 0.0 
 1,906,900 (3)  3.375%,08/15/2042 1,727,830 0.6 
       3,135,188 1.1 
          
     U.S. Treasury Notes: 3.1%
 1,000    0.125%,10/15/2023 958 0.0 
 260,500    0.500%,11/30/2023 249,368 0.1 
 20,500    1.125%,02/15/2031 16,606 0.0 
 137,800    1.250%,11/30/2026 122,653 0.0 
 219,300    1.250%,09/30/2028 186,722 0.1 
 347,900    1.500%,01/31/2027 311,941 0.1 
 505,300    2.750%,08/15/2032 462,113 0.2 
 455,700 (3)  3.125%,08/31/2027 437,187 0.2 
 437,000    3.125%,08/31/2029 414,843 0.1 
 423,000 (3)  3.250%,08/31/2024 415,399 0.1 
 2,638,000    3.500%,09/15/2025 2,584,415 0.9 
 811,000    3.875%,09/30/2029 807,515 0.3 
 754,000    4.125%,09/30/2027 756,533 0.3 
 2,086,000    4.250%,09/30/2024 2,087,141 0.7 
       8,853,394 3.1 
          
  Total U.S. Treasury Obligations    
  (Cost $12,492,632) 11,988,582 4.2 
       
U.S. GOVERNMENT AGENCY OBLIGATIONS: 7.4%  
     Federal Home Loan Mortgage Corporation: 0.2%(6)
 7,252    2.500%,05/01/2030 6,730 0.0 
 4,295    2.500%,05/01/2030 3,995 0.0 
 9,074    2.500%,06/01/2030 8,420 0.0 
 16,366    3.000%,03/01/2045 14,645 0.0 
 12,170    3.000%,03/01/2045 10,873 0.0 
 18,997    3.000%,04/01/2045 16,973 0.0 
 28,434    3.500%,03/01/2045 26,171 0.0 
 78,999    4.000%,12/01/2041 75,077 0.1 
 28,029    4.000%,12/01/2042 26,739 0.0 
 3,639    4.000%,09/01/2045 3,459 0.0 
 3,948    4.000%,09/01/2045 3,758 0.0 
 5,331    4.000%,09/01/2045 5,071 0.0 
 4,141    4.000%,09/01/2045 3,920 0.0 
 55,552    4.500%,08/01/2041 53,674 0.0 
 181,872    4.500%,09/01/2041 177,142 0.1 
 2,081    5.500%,07/01/2037 2,154 0.0 
 1,658    6.500%,12/01/2031 1,717 0.0 
      440,518 0.2 
          
     Federal National Mortgage Association: 0.1%(6)
 369,749    4.500%,09/01/2047 371,596 0.1 
          
     Government National Mortgage Association: 1.8%
 1,214,976    2.500%,05/20/2051 1,050,245 0.4 
 600,000 (7)  3.000%,10/15/2052 530,461 0.2 
 1,950,000 (7)  3.500%,10/15/2052 1,774,119 0.6 
 20,460    4.000%,11/20/2040 19,559 0.0 
 42,147    4.000%,03/20/2046 40,090 0.0 
 1,559,000 (7)  4.000%,10/15/2052 1,456,264 0.5 
 38,084    4.500%,08/20/2041 37,668 0.0 
 73,148    4.500%,09/15/2047 71,535 0.1 
      4,979,941 1.8 
          
     Uniform Mortgage-Backed Securities: 5.0%
 273,635    2.000%,05/01/2051 222,899 0.1 
 281,189    2.000%,10/01/2051 228,881 0.1 
 962,779    2.000%,02/01/2052 784,393 0.3 
 1,011,000 (7)  2.000%,10/15/2052 818,831 0.3 
 11,558    2.500%,05/01/2030 10,738 0.0 
 16,443    2.500%,06/01/2030 15,277 0.0 
 22,743    2.500%,06/01/2030 21,129 0.0 
 9,319    2.500%,07/01/2030 8,657 0.0 
 556,775    2.500%,06/01/2051 471,466 0.2 
 321,319    2.500%,01/01/2052 271,749 0.1 
 482,449    2.500%,02/01/2052 406,805 0.1 
 579,014    2.500%,02/01/2052 488,112 0.2 
 842,842    2.500%,02/01/2052 712,603 0.3 
 937,603    2.500%,02/01/2052 792,720 0.3 
 364,928    2.500%,03/01/2052 309,009 0.1 
 2,269,000 (7)  2.500%,10/15/2052 1,904,320 0.7 
 31,680    3.000%,09/01/2043 28,410 0.0 
 154,366    3.000%,04/01/2045 137,833 0.1 
 104,229    3.000%,07/01/2046 92,912 0.0 
 554,696    3.000%,04/01/2050 487,479 0.2 
 1,071,439    3.000%,02/01/2052 941,672 0.3 
 973,823    3.000%,04/01/2052 853,421 0.3 
 775,532    3.000%,05/01/2052 677,994 0.2 
 35,578    3.500%,10/01/2042 32,711 0.0 
 316,659    3.500%,08/01/2046 291,201 0.1 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 1,501,000 (7)  3.500%,10/15/2052 1,351,252 0.5 
 8,167    4.000%,07/01/2042 7,793 0.0 
 79,445    4.000%,07/01/2042 75,798 0.0 
 126,393    4.000%,01/01/2045 120,198 0.0 
 20,155    4.000%,06/01/2045 19,158 0.0 
 1,341,000 (7)  4.000%,10/15/2052 1,244,668 0.4 
 16,246    4.500%,11/01/2040 15,933 0.0 
 31,570    4.500%,10/01/2041 30,959 0.0 
 197,390    5.000%,05/01/2042 199,122 0.1 
 56,733    5.500%,12/01/2036 58,352 0.0 
 194    7.000%,10/01/2029 199 0.0 
 1,119    7.000%,01/01/2032 1,131 0.0 
      14,135,785 5.0 
          
     Uniform Mortgage-Backed Security: 0.3%
 1,010,000 (7)  4.500%,10/15/2052 962,419 0.3 
          
  Total U.S. Government Agency Obligations    
  (Cost $22,434,290) 20,890,259 7.4 
       
ASSET-BACKED SECURITIES: 3.2%  
     Automobile Asset-Backed Securities: 0.2%
 100,000    Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 99,737 0.0 
 100,000    Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 98,678 0.0 
 100,000    Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 99,945 0.1 
 150,000    Drive Auto Receivables Trust 2021-2 C, 0.870%, 10/15/2027 144,147 0.1 
 100,000 (2)  Ford Credit Auto Owner Trust 2022-REV1 C, 4.670%, 11/15/2034 94,855 0.0 
 100,000 (2)  GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 92,689 0.0 
 100,000    GM Financial Automobile Leasing Trust 2022-2 C, 4.330%, 05/20/2026 97,823 0.0 
      727,874 0.2 
          
     Home Equity Asset-Backed Securities: 0.0%
 72,304 (4)  Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 71,041 0.0 
          
     Other Asset-Backed Securities: 2.8%
 250,000 (2)  AMMC CLO 16 Ltd. 2015-16A CR2, 4.433%, (US0003M + 1.950%), 04/14/2029 240,683 0.1 
 37,841 (2)  Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 35,697 0.0 
 300,000 (2)  Arbor Realty Commercial Real Estate Notes 2021-FL4 D Ltd., 5.718%, (US0001M + 2.900%), 11/15/2036 284,970 0.1 
 400,000 (2)  ARES XLIV CLO Ltd. 2017-44A A2R, 3.812%, (US0003M + 1.300%), 04/15/2034 378,018 0.1 
 90,833 (2)  Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 78,002 0.0 
 250,000 (2)  Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 4.860%, (US0003M + 2.150%), 01/20/2032 229,088 0.1 
 500,000 (2)  Benefit Street Partners Clo XXII Ltd. 2020-22A AR, 3.827%, (TSFR3M + 1.350%), 04/20/2035 479,107 0.2 
 500,000 (2)  BlueMountain CLO 2014-2A A2R2 Ltd., 4.110%, (US0003M + 1.400%), 10/20/2030 473,835 0.2 
 250,000 (2)  BlueMountain CLO Ltd. 2021-28A C, 4.512%, (US0003M + 2.000%), 04/15/2034 224,792 0.1 
 455,000 (2)  BlueMountain CLO XXX Ltd. 2020-30A CR, 4.478%, (TSFR3M + 2.150%), 04/15/2035 400,486 0.2 
 99,500 (2)  Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 89,171 0.0 
 250,000 (2)  Carlyle US Clo 2017-2A CR Ltd., 4.110%, (US0003M + 1.400%), 07/20/2031 237,125 0.1 
 16,450    Chase Funding Trust Series 2003-5 2A2, 3.684%, (US0001M + 0.600%), 07/25/2033 15,341 0.0 
 79,100 (2)  CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 68,827 0.0 
 93,813 (2)  CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 80,502 0.0 
 96,250 (2)  Domino's Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 88,965 0.0 
 195,000 (2)  Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 168,711 0.1 
 98,750 (2)  Domino's Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 79,068 0.0 
 96,500 (2)  Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 89,614 0.0 
 250,000 (2)  Eaton Vance Clo 2015-1A A2R Ltd., 3.960%, (US0003M + 1.250%), 01/20/2030 237,120 0.1 
 99,000 (2)  Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 95,878 0.1 
 13,738 (2)  HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 13,469 0.0 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 232,102 (2)  J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 199,344 0.1 
 250,000 (2)  LCM XXIV Ltd. 24A AR, 3.690%, (US0003M + 0.980%), 03/20/2030 245,830 0.1 
 69,922 (2)  Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 58,025 0.0 
 70,470 (2)  Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 57,955 0.0 
 116,832 (2)  Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 93,200 0.0 
 250,000 (2)  Madison Park Funding XLVIII Ltd. 2021-48A C, 4.738%, (US0003M + 2.000%), 04/19/2033 232,415 0.1 
 123,117 (2)  Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 122,430 0.1 
 200,000 (2),(4)  Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 187,334 0.1 
 37,163 (2)  Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 34,587 0.0 
 54,399 (2)  Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 51,618 0.0 
 59,920 (2)  Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 50,147 0.0 
 67,595 (2)  Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 53,334 0.0 
 250,000 (2)  Oak Hill Credit Partners 2021-8A C, 4.640%, (US0003M + 1.900%), 01/18/2034 227,628 0.1 
 250,000 (2)  Octagon Investment Partners 32 Ltd. 2017-1A A2R, 3.712%, (US0003M + 1.200%), 07/15/2029 239,708 0.1 
 200,000 (2)  OHA Loan Funding 2013-1A A1R2 Ltd., 3.873%, (US0003M + 1.090%), 07/23/2031 196,023 0.1 
 82,725 (2)  Pagaya AI Debt Trust 2022-1 A, 2.030%, 10/15/2029 79,424 0.0 
 250,000 (2)  Palmer Square CLO 2021-1A B Ltd., 4.410%, (US0003M + 1.700%), 04/20/2034 225,152 0.1 
 250,000 (2)  Rockland Park CLO Ltd. 2021-1A C, 4.610%, (US0003M + 1.900%), 04/20/2034 226,349 0.1 
 191,455 (2)  Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 151,289 0.1 
 93,310 (2)  Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 76,308 0.0 
 92,781 (2)  Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 77,943 0.0 
 189,500 (2)  Taco Bell Funding LLC 2016-1A A23, 4.970%, 05/25/2046 183,136 0.1 
 96,250 (2)  Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 89,532 0.0 
 99,250 (2)  Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 75,604 0.0 
 91,333 (2)  Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046 75,488 0.0 
 87,250 (2)  Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 73,405 0.0 
 74,489 (2)  Upstart Securitization Trust 2021-4 A, 0.840%, 09/20/2031 71,445 0.0 
 95,250 (2)  Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 85,013 0.0 
 98,750 (2)  Wendy's Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 77,574 0.0 
 198,000 (2)  Zaxby's Funding LLC 2021-1A A2, 3.238%, 07/30/2051 162,653 0.1 
      7,868,362 2.8 
          
     Student Loan Asset-Backed Securities: 0.2%
 27,556 (2)  Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 25,376 0.0 
 22,234 (2)  Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 21,121 0.0 
 47,688 (2)  Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 44,714 0.0 
 36,921 (2)  Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 32,882 0.0 
 30,042 (2)  Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 29,132 0.0 
 34,529 (2)  Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 31,224 0.0 
 100,000 (2)  SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 91,551 0.1 
 68,928 (2)  SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 61,602 0.0 
 36,348 (2)  Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 35,308 0.0 
 34,456 (2)  Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 33,415 0.0 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 74,464 (2)  SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 67,640 0.1 
       473,965 0.2 
          
  Total Asset-Backed Securities    
  (Cost $9,946,588) 9,141,242 3.2 
       
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7%  
 500,000 (2),(4)  Arbor Multifamily Mortgage Securities Trust 2021-MF2 E, 2.000%, 06/15/2054 294,929 0.1 
 500,000 (2)  AREIT 2021-CRE5 D Trust, 5.643%, (US0001M + 2.650%), 11/17/2038 473,555 0.2 
 100,000 (2),(4)  BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.716%, 04/14/2033 87,162 0.0 
 3,000,000 (4),(5)  BANK 2017-BNK8 XB, 0.219%, 11/15/2050 25,321 0.0 
 961,414 (4),(5)  Bank 2019-BNK16 XA, 1.103%, 02/15/2052 41,937 0.0 
 3,625,969 (4),(5)  BANK 2019-BNK21 XA, 0.966%, 10/17/2052 157,872 0.1 
 2,180,000 (2),(4),(5)  BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 34,177 0.0 
 984,218 (4),(5)  Benchmark 2019-B9 XA Mortgage Trust, 1.200%, 03/15/2052 48,259 0.0 
 343,000 (2)  BX Commercial Mortgage Trust 2021-IRON E, 5.168%, (US0001M + 2.350%), 02/15/2038 322,617 0.1 
 658,455 (4),(5)  CD 2017-CD4 Mortgage Trust XA, 1.383%, 05/10/2050 27,874 0.0 
 861,310 (4),(5)  Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.052%, 07/10/2049 44,474 0.0 
 1,206,537 (4),(5)  Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.224%, 10/12/2050 47,119 0.0 
 961,886 (4),(5)  Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.019%, 09/15/2050 31,925 0.0 
 1,182,308 (4),(5)  Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.835%, 06/10/2051 37,044 0.0 
 1,113,263 (4),(5)  Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.170%, 08/10/2056 52,899 0.0 
 60,000    Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 52,171 0.0 
 294,309 (4),(5)  COMM 2012-CR4 XA, 1.700%, 10/15/2045 759 0.0 
 2,380,000 (2),(4),(5)  COMM 2012-CR4 XB, 0.700%, 10/15/2045 20,674 0.0 
 177,000 (4)  Comm 2013-CCRE13 C Mortgage Trust, 5.040%, 11/10/2046 169,627 0.1 
 1,306,773 (4),(5)  COMM 2016-CR28 XA, 0.710%, 02/10/2049 23,123 0.0 
 693,113 (4),(5)  COMM 2017-COR2 XA, 1.309%, 09/10/2050 30,187 0.0 
 110,000 (2),(4)  DBJPM 16-C3 Mortgage Trust, 3.624%, 08/10/2049 84,342 0.0 
 130,000 (2),(4)  DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 100,371 0.1 
 650,408    Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 91,221 0.1 
 1,645,691 (4),(5)  Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.973%, 11/25/2030 89,148 0.1 
 798,411 (4),(5)  Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.443%, 07/25/2035 88,553 0.1 
 1,286,975 (4),(5)  Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.958%, 10/25/2035 95,786 0.1 
 848,000 (4),(5)  Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.467%, 12/25/2029 61,993 0.0 
 300,000 (2)  GAM Re-REMIC Trust 2021-FRR1 1B, 1.050%, 11/29/2050 223,163 0.1 
 300,000 (2)  GAM Re-REMIC Trust 2021-FRR1 2B, 1.320%, 11/29/2050 207,010 0.1 
 100,000 (2)  GS Mortgage Securities Corp. II 2018-RIVR F, 4.918%, (US0001M + 2.100%), 07/15/2035 78,703 0.0 
 969,791 (4),(5)  GS Mortgage Securities Trust 2014-GC22 XA, 1.094%, 06/10/2047 9,800 0.0 
 1,349,647 (4),(5)  GS Mortgage Securities Trust 2016-GS4 XA, 0.693%, 11/10/2049 24,349 0.0 
 833,427 (4),(5)  GS Mortgage Securities Trust 2017-GS6 XA, 1.163%, 05/10/2050 31,214 0.0 
 1,215,995 (4),(5)  GS Mortgage Securities Trust 2019-GC38 XA, 1.114%, 02/10/2052 54,203 0.0 
 2,052,022 (4),(5)  GS Mortgage Securities Trust 2019-GC42 XA, 0.931%, 09/01/2052 82,514 0.0 
 90,000    GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 77,649 0.0 
 1,298,898 (4),(5)  GS Mortgage Securities Trust 2020-GC47 XA, 1.245%, 05/12/2053 82,713 0.0 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

 1,128,042 (4),(5)  JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.723%, 12/15/2049 20,843 0.0 
 100,000 (2),(4)  JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 79,512 0.0 
 376,746 (4),(5)  JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.785%, 04/15/2047 2,223 0.0 
 1,466,504 (4),(5)  Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.102%, 12/15/2047 21,907 0.0 
 62,000    Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 54,814 0.0 
 3,340,246 (4),(5)  Morgan Stanley Capital I Trust 2019-L3 XA, 0.760%, 11/15/2052 116,145 0.1 
 1,007,309 (4),(5)  Morgan Stanley Capital I Trust 2021-L5 XA, 1.420%, 05/15/2054 72,260 0.0 
 1,965,883 (4),(5)  UBS Commercial Mortgage Trust 2018-C9 XA, 1.094%, 03/15/2051 77,395 0.0 
 60,000    UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 50,915 0.0 
 400,000 (2)  Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 280,811 0.1 
 1,021,680 (4),(5)  Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.751%, 08/15/2052 75,735 0.0 
 500,000 (2),(4)  WFRBS Commercial Mortgage Trust 2014-C23 D, 4.151%, 10/15/2057 443,281 0.2 
          
  Total Commercial Mortgage-Backed Securities    
  (Cost $5,474,523) 4,802,278 1.7 
       
SOVEREIGN BONDS: 0.1%  
 200,000    Colombia Government International Bond, 3.125%, 04/15/2031 139,033 0.0 
 200,000    Mexico Government International Bond, 3.500%, 02/12/2034 152,473 0.1 
 150,000 (2)  Romanian Government International Bond, 3.625%, 03/27/2032 108,769 0.0 
          
  Total Sovereign Bonds    
  (Cost $547,928) 400,275 0.1 
       
       Value Percentage
of Net
Assets
PURCHASED OPTIONS (8): 0.0%
  Total Purchased Options    
  (Cost $34,450) 24,072 0.0 
       
  Total Long-Term Investments    
  (Cost $310,209,435) 285,183,462 100.4 
       
Principal
Amount†
     Value Percentage
of Net
Assets
SHORT-TERM INVESTMENTS: 3.4%
     Commercial Paper: 2.3%
 1,700,000    Agilent Technologies, Inc., 3.370%, 10/04/2022 1,699,373 0.6 
 700,000    Concord Minutemen Capital Company, LLC, 3.120%, 10/06/2022 699,641 0.3 
 300,000    Concord Minutemen Capital Company, LLC, 3.120%, 10/07/2022 299,820 0.1 
 800,000    Consolidated Edison Co., 3.570%, 10/31/2022 797,583 0.3 
 1,500,000    Consolidated Edison Co., 3.580%, 11/01/2022 1,495,312 0.5 
 1,100,000    Mercedes-Benz Group, 3.480%, 10/17/2022 1,098,222 0.4 
 400,000    Parker Hannifin Corp., 3.270%, 10/07/2022 399,750 0.1 
       
  Total Commercial Paper    
  (Cost $6,490,238) 6,489,701 2.3 
       
     Repurchase Agreements: 1.1%
  211,488 (9)  BNP Paribas S.A., Repurchase Agreement dated 09/30/22, 2.94%, due 10/03/22 (Repurchase Amount $211,539, collateralized by various U.S. Government Securities, 0.000%-6.125%, Market Value plus accrued interest $215,718, due 09/15/23-05/15/52) 211,488 0.1 
  1,000,000 (9)  Jefferies LLC, Repurchase Agreement dated 09/30/22, 3.08%, due 10/03/22 (Repurchase Amount $1,000,253, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $1,020,001, due 12/15/22-11/15/30) 1,000,000 0.3 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

  1,000,000 (9)  MUFG Securities America Inc., Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $1,000,251, collateralized by various U.S. Government Agency Obligations, 2.000%-5.000%, Market Value plus accrued interest $1,020,000, due 09/01/28-09/01/52)   1,000,000   0.3 
  1,000,000 (9)  RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $1,000,250, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 08/15/25-08/20/52)   1,000,000   0.4 
           
  Total Repurchase Agreements        
  (Cost $3,211,488)   3,211,488   1.1 
           
  Total Short-Term Investments        
  (Cost $9,701,726)   9,701,189   3.4 
           
  Total Investments in Securities
(Cost $319,911,161)
$ 294,884,651   103.8 
  Liabilities in Excess of Other Assets     (10,788,013)   (3.8)
  Net Assets $   284,096,638   100.0 

 

Unless otherwise indicated, principal amount is shown in USD.
(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 September 30, 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) The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities.
(9) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.

 

Reference Rate Abbreviations:
12MTA 12-month Treasury Average
SOFR30A 30-day 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 September 30, 2022 (Unaudited) (Continued)

 

Fair Value Measurements

The following is a summary of the fair valuations according to the inputs used as of September 30, 2022 in valuing the assets and liabilities:

 

   Quoted Prices
in Active Markets
for Identical
Investments
(Level 1)
   Significant
Other
Observable
Inputs#
(Level 2)
   Significant
Unobservable
Inputs
(Level 3)
   Fair Value
at
September 30,
2022
 
Asset Table                    
Investments, at fair value                    
Common Stock                    
  Communication Services  $6,371,161   $714,697   $       –   $7,085,858 
  Consumer Discretionary   11,654,435    1,455,237        13,109,672 
  Consumer Staples   6,137,256    1,693,634        7,830,890 
  Energy   4,472,307    725,070        5,197,377 
  Financials   12,151,902    2,790,639        14,942,541 
  Health Care   14,846,673    2,229,548        17,076,221 
  Industrials   8,288,446    2,167,841        10,456,287 
  Information Technology   26,067,573    1,109,836        27,177,409 
  Materials   2,589,010    1,407,208        3,996,218 
  Real Estate   3,136,675    494,092        3,630,767 
  Utilities   3,356,521    581,977        3,938,498 
Total Common Stock   99,071,959    15,369,779        114,441,738 
Exchange-Traded Funds   72,149,069            72,149,069 
Mutual Funds   16,817,961            16,817,961 
Preferred Stock       123,650        123,650 
Purchased Options       24,072        24,072 
Corporate Bonds/Notes       23,659,715        23,659,715 
Collateralized Mortgage Obligations       10,744,621        10,744,621 
Asset-Backed Securities       9,141,242        9,141,242 
U.S. Government Agency Obligations       20,890,259        20,890,259 
Commercial Mortgage-Backed Securities       4,802,278        4,802,278 
Sovereign Bonds       400,275        400,275 
U.S. Treasury Obligations       11,988,582        11,988,582 
Short-Term Investments       9,701,189        9,701,189 
Total Investments, at fair value  $188,038,989   $106,845,662   $   $294,884,651 
Other Financial Instruments+                    
Centrally Cleared Swaps       62,516        62,516 
Forward Premium Swaptions       2,571        2,571 
Futures   2,019,813            2,019,813 
Total Assets  $190,058,802   $106,910,749   $   $296,969,551 
Liabilities Table                    
Other Financial Instruments+                    
Forward Foreign Currency Contracts  $   $(1)  $   $(1)
Forward Premium Swaptions       (1,404)       (1,404)
Futures   (1,415,990)           (1,415,990)
Total Liabilities  $(1,415,990)  $(1,405)  $   $(1,417,395)

 

+ 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 September 30, 2022, where the following issuers were considered an affiliate:

 

Issuer  Beginning
Fair
Value at
12/31/2021
   Purchases
at Cost
   Sales at
Cost
   Change in
Unrealized
Appreciation/
(Depreciation)
   Ending Fair
Value at
9/30/2022
   Investment
Income
   Realized
Gains/(Losses)
   Net Capital
Gain
Distributions
 
Voya Emerging Markets Local Currency Debt Fund - Class P  $804,693   $15,052   $(1,016,824)  $197,080   $-   $17,906   $(303,930)  $               - 
Voya Floating Rate Fund - Class P   1,691,934    54,752    -    (162,296)   1,584,391    63,738    -    - 
Voya High Yield Bond Fund - Class P   32,911,489    2,262,652    (29,171,534)   (2,531,102)   3,471,505    157,330    1,025,942    - 
Voya Short Term Bond Fund - Class R6   4,762,230    50,310    (763,214)   (285,712)   3,763,613    56,726    (25,294)   - 
Voya Small Cap Growth Fund - Class R6   -    3,147,697    -    (365,819)   2,781,878    -    -    - 
Voya Small Company Fund - Class R6   -    6,295,394    -    (1,078,820)   5,216,574    -    -    - 
   $40,170,346   $11,825,857   $(30,951,572)  $(4,226,669)  $16,817,961   $295,700   $696,718   $- 

 

The financial statements for the above mutual fund[s] can be found at www.sec.gov.

 

At September 30, 2022, the following forward foreign currency contracts were outstanding for Voya Balanced Portfolio:

 

Currency Purchased  Currency Sold  Counterparty  Settlement
Date
  Unrealized
Appreciation
(Depreciation)
 
EUR 13  USD 13  Morgan Stanley Capital Services LLC  10/07/22  $ (1)
            $ (1)

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

At September 30, 2022, the following futures contracts were outstanding for Voya Balanced Portfolio:

 

Description  Number
of Contracts
  Expiration
Date
  Notional
Amount
   Unrealized
Appreciation/
(Depreciation)
 
Long Contracts:                
E-mini Russell 2000® Index  66  12/16/22  $5,510,340   $(804,355)
U.S. Treasury 10-Year Note  2  12/20/22   224,125    168 
U.S. Treasury 2-Year Note  57  12/30/22   11,707,266    (137,847)
U.S. Treasury 5-Year Note  32  12/30/22   3,440,250    (106,858)
U.S. Treasury Ultra Long Bond  42  12/20/22   5,754,000    (366,920)
         $26,635,981   $(1,415,812)
Short Contracts:                
MSCI EAFE Index  (33)  12/16/22   (2,739,990)   301,395 
S&P 500® E-Mini  (71)  12/16/22   (12,785,325)   1,556,367 
U.S. Treasury Long Bond  (6)  12/20/22   (758,438)   (10)
U.S. Treasury Ultra 10-Year Note  (21)  12/20/22   (2,488,172)   161,883 
         $(18,771,925)  $2,019,635 

 

At September 30, 2022, the following centrally cleared credit default swaps were outstanding for Voya Balanced Portfolio:

Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection(1)

 

Reference
Entity/Obligation
  Buy/Sell
Protection
  (Pay)/
Receive
Financing
Rate (%)(2)
  Termination
Date
  Notional Amount(3)  Fair
Value(4)
   Unrealized
Appreciation/
(Depreciation)
 
CDX North American High Yield Index, Series 38, Version 2  Buy  (5.000)  06/20/27  USD 1,331,863  $30,148   $62,516 
               $30,148   $62,516 

 

(1) If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2) Payments made quarterly.
(3) The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement.
(4) The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring.

 

At September 30, 2022, the following 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   $2,807 
Call USD vs. Put AUD  Morgan Stanley Capital Services LLC  10/17/22  0.625   USD 3,352,000    24,034    21,265 
                $34,450   $24,072 

 

 

 

Voya Balanced Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

At September 30, 2022, the following OTC forward premium swaptions were outstanding for Voya Balanced Portfolio:

 

Description  Counterparty  Exercise
Rate(1)
  Pay/
Receive
Exercise Rate
  Floating
Rate
Index
  Expiration
Date
  Notional
Amount
  Premium
receivable/
(payable)
at expiration(2)
   Unrealized
Appreciation/
(Depreciation)
 
Call on 30-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  06/14/27  USD   439,500  $(76,913)  $944 
Call on 30-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  05/28/27  USD   740,000   (130,980)   688 
Call on 35-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  06/03/27  USD   439,500   (77,022)   939 
Put on 30-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Pay  1-day Secured Overnight Financing Rate  05/25/27  USD   925,000   (166,500)   (1,404)
                     $(451,415)  $1,167 

 

(1)  Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract.
(2)  Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective forward premium swaption contract.

 

Currency Abbreviations
EUR - EU Euro
USD - United States Dollar

 

At September 30, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:

 

Cost for federal income tax purposes was $320,745,757.
 
Net unrealized depreciation consisted of:
 
Gross Unrealized Appreciation   $   11,099,410  
Gross Unrealized Depreciation     (36,319,654 )
       
Net Unrealized Depreciation   $ (25,220,244