Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 38.6% | |||||
Communication Services: 3.4% | |||||
1,997 | (1) | Alphabet, Inc. - Class A | $ | 2,926,803 | 0.8 |
8,095 | (1) | Altice USA, Inc. | 210,470 | 0.1 | |
5,538 | (1),(2) | AMC Networks, Inc. | 136,844 | 0.0 | |
13,407 | AT&T, Inc. | 382,234 | 0.1 | ||
30,512 | BT Group PLC | 38,647 | 0.0 | ||
32 | Cable One, Inc. | 60,334 | 0.0 | ||
473 | (1) | Charter Communications, Inc. | 295,313 | 0.1 | |
19,049 | Comcast Corp. – Class A | 881,207 | 0.3 | ||
1,100 | Dentsu Group, Inc. | 32,468 | 0.0 | ||
9,467 | Deutsche Telekom AG | 157,627 | 0.1 | ||
9,642 | (1) | Facebook, Inc.- Class A | 2,525,240 | 0.7 | |
11,427 | Fox Corp. - Class A | 318,013 | 0.1 | ||
6,100 | Hakuhodo DY Holdings, Inc. | 78,881 | 0.0 | ||
3,978 | Interpublic Group of Cos., Inc. | 66,313 | 0.0 | ||
3,300 | KDDI Corp. | 83,000 | 0.0 | ||
500 | Konami Holdings Corp. | 21,629 | 0.0 | ||
6,781 | (1) | Liberty Global PLC - Class A | 142,469 | 0.1 | |
1,350 | (1) | NetFlix, Inc. | 675,040 | 0.2 | |
827 | New York Times Co. | 35,387 | 0.0 | ||
3,100 | Nexon Co. Ltd. | 77,326 | 0.0 | ||
300 | Nintendo Co., Ltd. | 170,008 | 0.1 | ||
15,295 | Orange SA | 159,307 | 0.1 | ||
6,719 | Pearson PLC | 47,662 | 0.0 | ||
2,674 | (1) | Pinterest, Inc. | 110,998 | 0.0 | |
2,267 | Publicis Groupe | 73,066 | 0.0 | ||
2,003 | SES S.A. - Luxembourg | 14,180 | 0.0 | ||
1,700 | SoftBank Group Corp. | 105,187 | 0.0 | ||
45,210 | Spark New Zealand Ltd. | 141,069 | 0.0 | ||
29,268 | Telefonica Deutschland Holding AG | 74,802 | 0.0 | ||
1,298 | Telenet Group Holding NV | 50,381 | 0.0 | ||
1,831 | Telephone & Data Systems, Inc. | 33,764 | 0.0 | ||
308 | (1) | UbiSoft Entertainment | 27,760 | 0.0 | |
15,177 | Verizon Communications, Inc. | 902,880 | 0.3 | ||
3,014 | ViacomCBS, Inc. - Class B | 84,422 | 0.0 | ||
112,228 | Vodafone Group PLC | 148,751 | 0.1 | ||
2,167 | Walt Disney Co. | 268,881 | 0.1 | ||
7,657 | (1) | Yelp, Inc. | 153,829 | 0.1 | |
11,712,192 | 3.4 | ||||
Consumer Discretionary: 4.6% | |||||
2,084 | Aarons, Inc. | 118,059 | 0.0 | ||
1,500 | ABC-Mart, Inc. | 78,099 | 0.0 | ||
239 | (1) | Adidas AG | 77,184 | 0.0 | |
999 | (1) | Adtalem Global Education, Inc. | 24,515 | 0.0 | |
1,476 | (1) | Amazon.com, Inc. | 4,647,525 | 1.3 | |
2,166 | (2) | American Eagle Outfitters, Inc. | 32,078 | 0.0 | |
2,297 | Aristocrat Leisure Ltd. | 50,094 | 0.0 | ||
485 | (1) | Autonation, Inc. | 25,671 | 0.0 | |
156 | (1) | Autozone, Inc. | 183,712 | 0.1 | |
2,944 | Barratt Developments PLC | 18,055 | 0.0 | ||
1,700 | Benesse Holdings, Inc. | 43,756 | 0.0 | ||
1,410 | Best Buy Co., Inc. | 156,919 | 0.1 | ||
4,030 | BorgWarner, Inc. | 156,122 | 0.1 | ||
1,170 | Boyd Gaming Corp. | 35,907 | 0.0 | ||
494 | Brunswick Corp. | 29,102 | 0.0 | ||
1,167 | (1) | Caesars Entertainment, Inc. | 65,422 | 0.0 | |
609 | (1) | Carmax, Inc. | 55,973 | 0.0 | |
207 | Carter's, Inc. | 17,922 | 0.0 | ||
247 | (1) | Carvana Co. | 55,096 | 0.0 | |
37 | (1) | Chipotle Mexican Grill, Inc. | 46,017 | 0.0 | |
1,485 | Cie Generale des Etablissements Michelin SCA | 159,412 | 0.1 | ||
2,751 | Compass Group PLC | 41,325 | 0.0 | ||
2,133 | Crown Resorts Ltd. | 13,550 | 0.0 | ||
8,964 | Dana, Inc. | 110,436 | 0.0 | ||
1,699 | (1) | Deckers Outdoor Corp. | 373,797 | 0.1 | |
400 | Denso Corp. | 17,533 | 0.0 | ||
1,293 | (2) | Dick's Sporting Goods, Inc. | 74,839 | 0.0 | |
883 | Dollar General Corp. | 185,094 | 0.1 | ||
486 | Domino's Pizza, Inc. | 206,686 | 0.1 | ||
445 | Dunkin Brands Group, Inc. | 36,450 | 0.0 | ||
2,237 | eBay, Inc. | 116,548 | 0.0 | ||
848 | (1) | Etsy, Inc. | 103,142 | 0.0 | |
913 | (3) | Evolution Gaming Group AB | 60,325 | 0.0 | |
14,549 | Extended Stay America, Inc. | 173,861 | 0.1 | ||
3,226 | (1) | Fiat Chrysler Automobiles NV | 39,599 | 0.0 | |
170 | (1) | Five Below, Inc. | 21,590 | 0.0 | |
752 | Foot Locker, Inc. | 24,839 | 0.0 | ||
10,830 | Gentex Corp. | 278,872 | 0.1 | ||
270,600 | Genting Singapore Ltd. | 133,574 | 0.1 | ||
377 | (1) | Grand Canyon Education, Inc. | 30,137 | 0.0 | |
411 | (1) | GrubHub, Inc. | 29,728 | 0.0 | |
1,718 | H&R Block, Inc. | 27,986 | 0.0 | ||
143 | (1) | Helen of Troy Ltd. | 27,673 | 0.0 | |
600 | Hikari Tsushin, Inc. | 143,153 | 0.1 | ||
2,090 | Hilton Worldwide Holdings, Inc. | 178,319 | 0.1 | ||
4,180 | Home Depot, Inc. | 1,160,828 | 0.3 | ||
265 | Jack in the Box, Inc. | 21,017 | 0.0 | ||
4,100 | JTEKT Corp. | 32,160 | 0.0 | ||
3,876 | KB Home | 148,800 | 0.1 | ||
125 | Kering SA | 82,918 | 0.0 | ||
5,723 | Kingfisher PLC | 21,922 | 0.0 | ||
4,411 | Kohl's Corp. | 81,736 | 0.0 | ||
278 | Lear Corp. | 30,316 | 0.0 | ||
3,773 | Lennar Corp. - Class A | 308,179 | 0.1 | ||
589 | Lithia Motors, Inc. | 134,257 | 0.1 | ||
2,669 | (1) | LKQ Corp. | 74,011 | 0.0 | |
927 | LVMH Moet Hennessy Louis Vuitton SE | 433,746 | 0.1 | ||
1,300 | Marui Group Co., Ltd. | 24,946 | 0.0 | ||
717 | (1),(2) | Mattel, Inc. | 8,389 | 0.0 | |
1,723 | McDonald's Corp. | 378,181 | 0.1 | ||
2,200 | McDonald's Holdings Co. Japan Ltd. | 107,004 | 0.0 | ||
612 | (1) | Moncler SpA | 25,044 | 0.0 | |
3,296 | Nike, Inc. - Class B | 413,780 | 0.1 | ||
800 | Nitori Co., Ltd. | 165,962 | 0.1 | ||
25 | (1) | NVR, Inc. | 102,078 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
226 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 19,741 | 0.0 |
1,278 | (1) | Penn National Gaming, Inc. | 92,911 | 0.0 |
1,191 | Persimmon PLC | 37,955 | 0.0 | |
8,602 | (1) | Peugeot S.A. | 155,994 | 0.1 |
303 | Pool Corp. | 101,366 | 0.0 | |
855 | (1) | Prosus NV | 78,919 | 0.0 |
1,970 | Pulte Group, Inc. | 91,191 | 0.0 | |
4,700 | Rakuten, Inc. | 50,680 | 0.0 | |
516 | (1) | Renault S.A. | 13,386 | 0.0 |
134 | (1),(2) | RH | 51,271 | 0.0 |
2,322 | (1) | Scientific Games Corp. | 81,061 | 0.0 |
5,300 | (2) | Sekisui House Ltd. | 93,920 | 0.0 |
7,533 | Service Corp. International | 317,742 | 0.1 | |
1,959 | (1) | Skechers USA, Inc. | 59,201 | 0.0 |
4,100 | Sony Corp. | 314,232 | 0.1 | |
2,300 | Stanley Electric Co., Ltd. | 66,284 | 0.0 | |
10,400 | Sumitomo Electric Industries Ltd. | 117,076 | 0.1 | |
2,881 | Target Corp. | 453,527 | 0.1 | |
8,334 | (1) | Taylor Morrison Home Corp. | 204,933 | 0.1 |
185 | (1) | Tempur Sealy International, Inc. | 16,500 | 0.0 |
211 | Texas Roadhouse, Inc. | 12,827 | 0.0 | |
1,330 | Thor Industries, Inc. | 126,696 | 0.1 | |
334 | Toll Brothers, Inc. | 16,252 | 0.0 | |
151 | (1) | TopBuild Corp. | 25,774 | 0.0 |
1,500 | Toyota Motor Corp. | 99,555 | 0.0 | |
1,732 | Tractor Supply Co. | 248,265 | 0.1 | |
8,632 | (1) | TRI Pointe Group, Inc. | 156,584 | 0.1 |
575 | (1) | Ulta Beauty, Inc. | 128,789 | 0.1 |
418 | (1) | Urban Outfitters, Inc. | 8,699 | 0.0 |
1,639 | Wendy's Company | 36,542 | 0.0 | |
545 | Williams-Sonoma, Inc. | 49,290 | 0.0 | |
169 | Wingstop, Inc. | 23,094 | 0.0 | |
1,719 | Wyndham Destinations, Inc. | 52,876 | 0.0 | |
508 | Wyndham Hotels & Resorts, Inc. | 25,654 | 0.0 | |
11,600 | Yamada Denki Co., Ltd. | 57,848 | 0.0 | |
3,321 | Yum! Brands, Inc. | 303,207 | 0.1 | |
209 | (1),(3) | Zalando SE | 19,527 | 0.0 |
16,090,339 | 4.6 | |||
Consumer Staples: 3.0% | ||||
1,174 | (1) | a2 Milk Co. Ltd. | 11,948 | 0.0 |
11,788 | (1),(2) | Albertsons Cos, Inc. | 163,264 | 0.1 |
13,817 | Altria Group, Inc. | 533,889 | 0.2 | |
1,700 | Asahi Group Holdings, Ltd. | 59,249 | 0.0 | |
1,051 | Beiersdorf AG | 119,329 | 0.0 | |
3,782 | (1) | BJ's Wholesale Club Holdings, Inc. | 157,142 | 0.1 |
19 | (1) | Boston Beer Co., Inc. | 16,784 | 0.0 |
8,588 | British American Tobacco PLC | 308,064 | 0.1 | |
1,357 | Carlsberg A/S | 182,818 | 0.1 | |
670 | Church & Dwight Co., Inc. | 62,786 | 0.0 | |
916 | Coca-Cola Co. | 45,223 | 0.0 | |
322 | Coca-Cola European Partners PLC - USD | 12,497 | 0.0 | |
2,852 | Coca-Cola HBC AG | 70,424 | 0.0 | |
2,821 | Colgate-Palmolive Co. | 217,640 | 0.1 | |
297 | Costco Wholesale Corp. | 105,435 | 0.0 | |
1,115 | Danone | 72,225 | 0.0 | |
5,757 | (1) | Essity AB | 194,364 | 0.1 |
2,348 | Flowers Foods, Inc. | 57,127 | 0.0 | |
3,042 | General Mills, Inc. | 187,630 | 0.1 | |
3,345 | Hershey Co. | 479,472 | 0.1 | |
8,793 | Imperial Brands PLC | 155,316 | 0.1 | |
1,078 | Ingredion, Inc. | 81,583 | 0.0 | |
6,638 | J Sainsbury Plc | 16,344 | 0.0 | |
2,008 | Kimberly-Clark Corp. | 296,501 | 0.1 | |
8,812 | Koninklijke Ahold Delhaize NV | 260,466 | 0.1 | |
2,943 | Kroger Co. | 99,797 | 0.0 | |
185 | Lancaster Colony Corp. | 33,078 | 0.0 | |
1,700 | Lawson, Inc. | 81,060 | 0.0 | |
567 | L'Oreal S.A. | 184,519 | 0.1 | |
1,000 | MEIJI Holdings Co., Ltd. | 76,386 | 0.0 | |
10,208 | Mondelez International, Inc. | 586,450 | 0.2 | |
4,925 | (1) | Monster Beverage Corp. | 394,985 | 0.1 |
4,498 | Nestle SA | 535,316 | 0.2 | |
864 | Nu Skin Enterprises, Inc. | 43,278 | 0.0 | |
1,331 | Orkla ASA | 13,433 | 0.0 | |
7,064 | PepsiCo, Inc. | 979,070 | 0.3 | |
246 | Pernod Ricard SA | 39,222 | 0.0 | |
9,961 | Philip Morris International, Inc. | 746,975 | 0.2 | |
974 | (1) | Pilgrim's Pride Corp. | 14,576 | 0.0 |
641 | (1) | Post Holdings, Inc. | 55,126 | 0.0 |
5,919 | Procter & Gamble Co. | 822,682 | 0.2 | |
1,458 | Reckitt Benckiser Group PLC | 142,163 | 0.0 | |
6,063 | (1) | Sprouts Farmers Market, Inc. | 126,899 | 0.0 |
3,400 | Sundrug Co., Ltd. | 128,163 | 0.0 | |
2,602 | Swedish Match AB | 212,757 | 0.1 | |
20,586 | Tesco PLC | 56,474 | 0.0 | |
1,100 | Toyo Suisan Kaisha Ltd. | 58,087 | 0.0 | |
5,041 | Treasury Wine Estates Ltd. | 32,390 | 0.0 | |
1,507 | Tyson Foods, Inc. | 89,636 | 0.0 | |
5,403 | Unilever NV | 328,112 | 0.1 | |
3,959 | Walmart, Inc. | 553,904 | 0.2 | |
700 | Welcia Holdings Co. Ltd. | 30,697 | 0.0 | |
145,000 | (3) | WH Group Ltd. | 118,278 | 0.0 |
6,676 | WM Morrison Supermarkets PLC | 14,653 | 0.0 | |
10,465,686 | 3.0 | |||
Energy: 0.8% | ||||
36,683 | BP PLC | 106,087 | 0.0 | |
4,046 | Chevron Corp. | 291,312 | 0.1 | |
989 | Cimarex Energy Co. | 24,062 | 0.0 | |
9,822 | ConocoPhillips | 322,554 | 0.1 | |
5,203 | ENI S.p.A. | 40,667 | 0.0 | |
1,606 | EOG Resources, Inc. | 57,720 | 0.0 | |
1,926 | EQT Corp. | 24,903 | 0.0 | |
9,549 | Equitrans Midstream Corp. | 80,784 | 0.0 | |
3,239 | Exxon Mobil Corp. | 111,195 | 0.0 | |
3,100 | Galp Energia SGPS SA | 28,754 | 0.0 | |
1,147 | Hess Corp. | 46,947 | 0.0 | |
39,600 | ENEOS Holdings, Inc. | 141,288 | 0.1 | |
4,078 | Kinder Morgan, Inc. | 50,282 | 0.0 | |
867 | Noble Energy, Inc. | 7,413 | 0.0 | |
1,850 | (1) | OMV AG | 50,618 | 0.0 |
2,883 | Phillips 66 | 149,455 | 0.1 | |
2,262 | Pioneer Natural Resources Co. | 194,509 | 0.1 | |
15,534 | Repsol SA | 104,942 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
13,502 | Royal Dutch Shell PLC - Class A | 168,551 | 0.1 | |
7,021 | Santos Ltd. | 24,825 | 0.0 | |
6,724 | Targa Resources Corp. | 94,338 | 0.0 | |
23,604 | TechnipFMC PLC | 148,941 | 0.1 | |
2,686 | (2) | Total SE | 92,245 | 0.0 |
2,988 | Valero Energy Corp. | 129,440 | 0.0 | |
8,841 | Williams Cos., Inc. | 173,726 | 0.1 | |
6,485 | World Fuel Services Corp. | 137,417 | 0.0 | |
7,267 | (1) | WPX Energy, Inc. | 35,608 | 0.0 |
2,838,583 | 0.8 | |||
Financials: 4.4% | ||||
9,800 | 3i Group PLC | 125,846 | 0.0 | |
5,009 | (1),(3) | ABN AMRO Bank NV | 41,873 | 0.0 |
5,600 | AIA Group Ltd. | 55,665 | 0.0 | |
14 | Alleghany Corp. | 7,286 | 0.0 | |
1,694 | Allianz SE | 325,131 | 0.1 | |
3,085 | Allstate Corp. | 290,422 | 0.1 | |
1,064 | Ally Financial, Inc. | 26,675 | 0.0 | |
3,268 | Ameriprise Financial, Inc. | 503,632 | 0.2 | |
3,897 | Assicurazioni Generali S.p.A. | 54,926 | 0.0 | |
621 | ASX Ltd. | 36,307 | 0.0 | |
5,064 | Australia & New Zealand Banking Group Ltd. | 63,179 | 0.0 | |
6,081 | AXA S.A. | 112,548 | 0.0 | |
21,513 | Bank Leumi Le-Israel BM | 94,708 | 0.0 | |
38,900 | Bank of America Corp. | 937,101 | 0.3 | |
723 | Bank of Hawaii Corp. | 36,526 | 0.0 | |
1,752 | Bank OZK | 37,353 | 0.0 | |
47,473 | (1) | Barclays PLC | 59,890 | 0.0 |
3,831 | (1) | Berkshire Hathaway, Inc. – Class B | 815,773 | 0.2 |
535 | BlackRock, Inc. | 301,499 | 0.1 | |
3,480 | (1) | BNP Paribas | 125,888 | 0.1 |
25,500 | BOC Hong Kong Holdings Ltd. | 67,600 | 0.0 | |
4,937 | (1) | Brighthouse Financial, Inc. | 132,855 | 0.0 |
452 | Brown & Brown, Inc. | 20,462 | 0.0 | |
4,861 | Capital One Financial Corp. | 349,311 | 0.1 | |
2,138 | Cathay General Bancorp. | 46,352 | 0.0 | |
918 | CIT Group, Inc. | 16,258 | 0.0 | |
12,764 | Citigroup, Inc. | 550,256 | 0.2 | |
893 | Citizens Financial Group, Inc. | 22,575 | 0.0 | |
1,597 | CNO Financial Group, Inc. | 25,616 | 0.0 | |
7,111 | (1) | CNP Assurances | 89,181 | 0.0 |
413 | Commerce Bancshares, Inc. | 23,248 | 0.0 | |
1,011 | Commonwealth Bank of Australia | 46,523 | 0.0 | |
17,083 | Credit Suisse Group AG | 170,535 | 0.1 | |
5,959 | CaixaBank SA | 12,650 | 0.0 | |
3,600 | Dai-ichi Life Holdings, Inc. | 50,797 | 0.0 | |
8,734 | (1) | Deutsche Bank AG | 73,623 | 0.0 |
726 | Deutsche Boerse AG | 127,283 | 0.1 | |
40,837 | Direct Line Insurance Group PLC | 142,428 | 0.1 | |
2,407 | East West Bancorp, Inc. | 78,805 | 0.0 | |
771 | Essent Group Ltd. | 28,535 | 0.0 | |
655 | Evercore, Inc. | 42,876 | 0.0 | |
223 | Factset Research Systems, Inc. | 74,678 | 0.0 | |
798 | Fifth Third Bancorp | 17,013 | 0.0 | |
7,948 | (1) | FinecoBank Banca Fineco SpA | 109,474 | 0.0 |
1,262 | First American Financial Corp. | 64,248 | 0.0 | |
40 | First Citizens BancShares, Inc. | 12,751 | 0.0 | |
4,412 | First Horizon National Corp. | 41,605 | 0.0 | |
1,113 | Globe Life, Inc. | 88,929 | 0.0 | |
897 | Goldman Sachs Group, Inc. | 180,270 | 0.1 | |
1,221 | Hancock Whitney Corp. | 22,967 | 0.0 | |
2,744 | Hanover Insurance Group, Inc. | 255,686 | 0.1 | |
6,000 | Hartford Financial Services Group, Inc. | 221,160 | 0.1 | |
55,202 | HSBC Holdings PLC | 215,965 | 0.1 | |
18,819 | (1) | ING Groep NV | 134,310 | 0.1 |
4,179 | Insurance Australia Group Ltd. | 13,224 | 0.0 | |
2,775 | Intercontinental Exchange, Inc. | 277,639 | 0.1 | |
9,340 | International Bancshares Corp. | 243,400 | 0.1 | |
13,145 | JPMorgan Chase & Co. | 1,265,469 | 0.4 | |
119 | Kemper Corp. | 7,953 | 0.0 | |
62,979 | (1) | Lloyds Banking Group Plc | 21,380 | 0.0 |
1,388 | London Stock Exchange Group PLC | 159,228 | 0.1 | |
2,941 | LPL Financial Holdings, Inc. | 225,486 | 0.1 | |
936 | Macquarie Group Ltd. | 81,137 | 0.0 | |
16,070 | Mapfre SA | 25,212 | 0.0 | |
124 | MarketAxess Holdings, Inc. | 59,717 | 0.0 | |
56,020 | Medibank Pvt Ltd. | 101,082 | 0.0 | |
1,680 | Mediobanca Banca di Credito Finanziario SpA | 13,164 | 0.0 | |
8,946 | Metlife, Inc. | 332,523 | 0.1 | |
8,502 | MGIC Investment Corp. | 75,328 | 0.0 | |
55,900 | (2) | Mitsubishi UFJ Financial Group, Inc. | 223,090 | 0.1 |
9,700 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 45,070 | 0.0 | |
391 | Moody's Corp. | 113,331 | 0.0 | |
129 | MSCI, Inc. - Class A | 46,025 | 0.0 | |
2,773 | Nasdaq, Inc. | 340,275 | 0.1 | |
2,447 | National Australia Bank Ltd. | 31,437 | 0.0 | |
5,587 | (1) | Natixis SA | 12,556 | 0.0 |
4,587 | Navient Corp. | 38,760 | 0.0 | |
6,787 | New Residential Investment Corp. | 53,957 | 0.0 | |
5,834 | Old Republic International Corp. | 85,993 | 0.0 | |
5,200 | ORIX Corp. | 64,949 | 0.0 | |
5,514 | Popular, Inc. | 199,993 | 0.1 | |
689 | Primerica, Inc. | 77,953 | 0.0 | |
2,174 | Progressive Corp. | 205,813 | 0.1 | |
143 | Prosperity Bancshares, Inc. | 7,412 | 0.0 | |
850 | Reinsurance Group of America, Inc. | 80,912 | 0.0 | |
83 | RenaissanceRe Holdings Ltd. | 14,088 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
90,697 | (1) | Natwest Group PLC | 124,206 | 0.0 |
20,959 | RSA Insurance Group PLC | 122,377 | 0.0 | |
2,307 | S&P Global, Inc. | 831,904 | 0.3 | |
1,364 | (1) | SCOR SE | 37,977 | 0.0 |
1,825 | SEI Investments Co. | 92,564 | 0.0 | |
702 | Selective Insurance Group | 36,146 | 0.0 | |
1,500 | Shinsei Bank Ltd. | 18,521 | 0.0 | |
806 | Signature Bank | 66,890 | 0.0 | |
5,499 | SLM Corp. | 44,487 | 0.0 | |
6,480 | (1) | Standard Chartered PLC | 29,818 | 0.0 |
2,771 | State Street Corp. | 164,403 | 0.1 | |
1,223 | Sterling Bancorp | 12,866 | 0.0 | |
2,320 | Stifel Financial Corp. | 117,299 | 0.0 | |
7,600 | (2) | Sumitomo Mitsui Financial Group, Inc. | 212,502 | 0.1 |
2,600 | Sumitomo Mitsui Trust Holdings, Inc. | 69,170 | 0.0 | |
630 | Synchrony Financial | 16,487 | 0.0 | |
1,653 | Synovus Financial Corp. | 34,994 | 0.0 | |
2,200 | (2) | T&D Holdings, Inc. | 21,688 | 0.0 |
2,674 | T. Rowe Price Group, Inc. | 342,860 | 0.1 | |
600 | (2) | Tokyo Century Corp. | 32,704 | 0.0 |
999 | UMB Financial Corp. | 48,961 | 0.0 | |
3,951 | Unum Group | 66,495 | 0.0 | |
1,657 | Webster Financial Corp. | 43,761 | 0.0 | |
7,479 | Wells Fargo & Co. | 175,831 | 0.1 | |
11,113 | Westpac Banking Corp. | 135,126 | 0.1 | |
270 | Wintrust Financial Corp. | 10,814 | 0.0 | |
1,107 | Zions Bancorp NA | 32,347 | 0.0 | |
516 | Zurich Insurance Group AG | 179,937 | 0.1 | |
15,275,744 | 4.4 | |||
Health Care: 5.4% | ||||
442 | Abbott Laboratories | 48,103 | 0.0 | |
4,335 | AbbVie, Inc. | 379,703 | 0.1 | |
179 | (1) | Acadia Pharmaceuticals, Inc. | 7,384 | 0.0 |
1,095 | Agilent Technologies, Inc. | 110,529 | 0.0 | |
723 | (1) | Alexion Pharmaceuticals, Inc. | 82,733 | 0.0 |
1,700 | Alfresa Holdings Corp. | 37,235 | 0.0 | |
437 | (1) | Align Technology, Inc. | 143,056 | 0.1 |
620 | (1) | Alkermes PLC | 10,273 | 0.0 |
352 | (1) | Amedisys, Inc. | 83,223 | 0.0 |
2,728 | Amgen, Inc. | 693,348 | 0.2 | |
1,620 | Anthem, Inc. | 435,116 | 0.1 | |
224 | (1) | Arrowhead Pharmaceuticals, Inc. | 9,645 | 0.0 |
14,400 | Astellas Pharma, Inc. | 214,655 | 0.1 | |
1,190 | AstraZeneca PLC | 130,025 | 0.0 | |
1,850 | Baxter International, Inc. | 148,777 | 0.1 | |
989 | Bayer AG | 61,016 | 0.0 | |
996 | (1) | Biogen, Inc. | 282,545 | 0.1 |
446 | (1) | Bio-Rad Laboratories, Inc. | 229,895 | 0.1 |
187 | Bio-Techne Corp. | 46,326 | 0.0 | |
7,140 | (1) | Boston Scientific Corp. | 272,819 | 0.1 |
11,124 | Bristol-Myers Squibb Co. | 670,666 | 0.2 | |
556 | Bruker Corp. | 22,101 | 0.0 | |
1,505 | Cantel Medical Corp. | 66,130 | 0.0 | |
3,471 | (1) | Centene Corp. | 202,463 | 0.1 |
710 | (1) | Charles River Laboratories International, Inc. | 160,779 | 0.1 |
250 | Chemed Corp. | 120,088 | 0.0 | |
2,217 | Cigna Corp. | 375,582 | 0.1 | |
288 | Cochlear Ltd. | 41,146 | 0.0 | |
570 | CSL Ltd. | 117,743 | 0.0 | |
965 | CVS Health Corp. | 56,356 | 0.0 | |
541 | (1) | DexCom, Inc. | 223,016 | 0.1 |
179 | DiaSorin SpA | 36,014 | 0.0 | |
6,922 | (1) | Edwards Lifesciences Corp. | 552,514 | 0.2 |
2,874 | Eli Lilly & Co. | 425,409 | 0.1 | |
287 | (1) | Emergent Biosolutions, Inc. | 29,656 | 0.0 |
208 | Encompass Health Corp. | 13,516 | 0.0 | |
3,559 | (1) | Exelixis, Inc. | 87,018 | 0.0 |
1,533 | Fisher & Paykel Healthcare Corp. Ltd. | 33,834 | 0.0 | |
243 | (1) | Genmab A/S | 88,186 | 0.0 |
1,436 | Gilead Sciences, Inc. | 90,741 | 0.0 | |
14,115 | GlaxoSmithKline PLC | 264,622 | 0.1 | |
536 | (1) | Globus Medical, Inc. | 26,543 | 0.0 |
258 | (1) | Haemonetics Corp. | 22,511 | 0.0 |
466 | HCA Healthcare, Inc. | 58,101 | 0.0 | |
194 | (1) | HealthEquity, Inc. | 9,966 | 0.0 |
504 | Hill-Rom Holdings, Inc. | 42,089 | 0.0 | |
1,300 | Hoya Corp. | 146,791 | 0.1 | |
1,123 | Humana, Inc. | 464,798 | 0.1 | |
459 | (1) | Illumina, Inc. | 141,868 | 0.0 |
2,908 | (1) | Incyte Corp., Ltd. | 260,964 | 0.1 |
594 | (1) | Jazz Pharmaceuticals PLC | 84,698 | 0.0 |
5,042 | Johnson & Johnson | 750,653 | 0.2 | |
1,547 | (1) | Koninklijke Philips NV | 73,048 | 0.0 |
234 | (1) | LHC Group, Inc. | 49,739 | 0.0 |
73 | (1),(2) | Ligand Pharmaceuticals, Inc. | 6,958 | 0.0 |
238 | Lonza Group AG | 146,878 | 0.1 | |
916 | (1) | Masimo Corp. | 216,231 | 0.1 |
676 | McKesson Corp. | 100,677 | 0.0 | |
8,400 | Medipal Holdings Corp. | 168,439 | 0.1 | |
106 | (1) | Medpace Holdings, Inc. | 11,846 | 0.0 |
9,193 | Medtronic PLC | 955,337 | 0.3 | |
10,309 | Merck & Co., Inc. | 855,132 | 0.3 | |
467 | Merck KGaA | 68,086 | 0.0 | |
1,266 | (1) | Molina Healthcare, Inc. | 231,729 | 0.1 |
500 | Nippon Shinyaku Co., Ltd. | 41,167 | 0.0 | |
3,835 | Novartis AG | 332,971 | 0.1 | |
6,073 | Novo Nordisk A/S | 420,765 | 0.1 | |
829 | (1) | Novocure Ltd. | 92,276 | 0.0 |
149 | (1) | NuVasive, Inc. | 7,237 | 0.0 |
3,400 | Olympus Corp. | 70,706 | 0.0 | |
609 | Orion Oyj | 27,592 | 0.0 | |
627 | Patterson Cos., Inc. | 15,114 | 0.0 | |
16,428 | Pfizer, Inc. | 602,908 | 0.2 | |
532 | (1) | PRA Health Sciences, Inc. | 53,966 | 0.0 |
3,543 | (1) | Prestige Consumer Healthcare, Inc. | 129,036 | 0.0 |
314 | (1) | Quidel Corp. | 68,885 | 0.0 |
417 | (1) | Regeneron Pharmaceuticals, Inc. | 233,428 | 0.1 |
124 | (1) | Repligen Corp. | 18,295 | 0.0 |
1,940 | Roche Holding AG | 664,529 | 0.2 | |
2,185 | Sanofi | 218,964 | 0.1 | |
800 | Santen Pharmaceutical Co., Ltd. | 16,357 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
362 | Sartorius Stedim Biotech | 124,950 | 0.0 | |
300 | Shionogi & Co., Ltd. | 16,057 | 0.0 | |
3,529 | Smith & Nephew PLC | 69,131 | 0.0 | |
1,100 | Sumitomo Dainippon Pharma Co. Ltd. | 14,495 | 0.0 | |
600 | Suzuken Co., Ltd. | 22,887 | 0.0 | |
1,405 | (1) | Tenet Healthcare Corp. | 34,437 | 0.0 |
1,252 | Thermo Fisher Scientific, Inc. | 552,783 | 0.2 | |
1,806 | UCB S.A. | 205,115 | 0.1 | |
341 | (1) | United Therapeutics Corp. | 34,441 | 0.0 |
4,064 | UnitedHealth Group, Inc. | 1,267,033 | 0.4 | |
1,032 | (1) | Veeva Systems, Inc. | 290,188 | 0.1 |
1,766 | (1) | Vertex Pharmaceuticals, Inc. | 480,564 | 0.1 |
87 | West Pharmaceutical Services, Inc. | 23,916 | 0.0 | |
1,567 | Zimmer Biomet Holdings, Inc. | 213,331 | 0.1 | |
2,247 | Zoetis, Inc. | 371,586 | 0.1 | |
18,732,178 | 5.4 | |||
Industrials: 4.1% | ||||
1,162 | ACS Actividades de Construccion y Servicios SA | 26,267 | 0.0 | |
2,392 | Acuity Brands, Inc. | 244,821 | 0.1 | |
323 | Adecco Group AG | 17,043 | 0.0 | |
963 | (1) | AECOM | 40,292 | 0.0 |
638 | AGCO Corp. | 47,384 | 0.0 | |
7,883 | Allison Transmission Holdings, Inc. | 277,009 | 0.1 | |
4,418 | Ametek, Inc. | 439,149 | 0.1 | |
1,384 | Andritz AG | 42,718 | 0.0 | |
2,615 | AO Smith Corp. | 138,072 | 0.0 | |
16 | AP Moller - Maersk A/S - Class B | 25,294 | 0.0 | |
986 | Armstrong World Industries, Inc. | 67,847 | 0.0 | |
922 | (1) | ASGN, Inc. | 58,602 | 0.0 |
5,044 | Ashtead Group PLC | 181,642 | 0.1 | |
2,805 | Atlas Copco AB - A Shares | 133,739 | 0.1 | |
34,629 | Aurizon Holdings Ltd. | 106,532 | 0.0 | |
272 | (1) | Axon Enterprise, Inc. | 24,670 | 0.0 |
6,637 | Brambles Ltd. | 50,395 | 0.0 | |
261 | Brink's Co. | 10,724 | 0.0 | |
1,492 | (1) | Builders FirstSource, Inc. | 48,669 | 0.0 |
1,366 | Carlisle Cos., Inc. | 167,157 | 0.1 | |
1,959 | (1) | Cie de Saint-Gobain | 82,057 | 0.0 |
12,500 | CK Hutchison Holdings Ltd. | 75,747 | 0.0 | |
356 | (1) | Clean Harbors, Inc. | 19,947 | 0.0 |
3,083 | (1) | Copart, Inc. | 324,208 | 0.1 |
266 | (1) | CoStar Group, Inc. | 225,704 | 0.1 |
4,853 | Crane Co. | 243,281 | 0.1 | |
583 | CSX Corp. | 45,282 | 0.0 | |
273 | Cummins, Inc. | 57,647 | 0.0 | |
1,851 | Curtiss-Wright Corp. | 172,624 | 0.1 | |
1,500 | Dai Nippon Printing Co., Ltd. | 30,405 | 0.0 | |
800 | Daikin Industries Ltd. | 147,819 | 0.1 | |
2,154 | (1),(2) | Deutsche Lufthansa AG | 18,658 | 0.0 |
5,251 | Deutsche Post AG | 238,269 | 0.1 | |
231 | (1) | Dycom Industries, Inc. | 12,201 | 0.0 |
2,064 | (1) | Eiffage SA | 168,454 | 0.1 |
1,285 | EMCOR Group, Inc. | 87,007 | 0.0 | |
4,263 | Epiroc AB - A Shares | 61,755 | 0.0 | |
183 | FedEx Corp. | 46,028 | 0.0 | |
182 | Ferguson PLC | 18,315 | 0.0 | |
3,557 | Fortive Corp. | 271,079 | 0.1 | |
2,015 | Fortune Brands Home & Security, Inc. | 174,338 | 0.1 | |
309 | (1) | FTI Consulting, Inc. | 32,745 | 0.0 |
500 | Fuji Electric Co. Ltd. | 15,850 | 0.0 | |
1,301 | GEA Group AG | 45,585 | 0.0 | |
75 | Geberit AG - Reg | 44,372 | 0.0 | |
453 | (1) | Generac Holdings, Inc. | 87,719 | 0.0 |
461 | Graco, Inc. | 28,282 | 0.0 | |
12,170 | GrafTech International Ltd. | 83,243 | 0.0 | |
1,588 | Heico Corp. - HEI | 166,200 | 0.1 | |
1,379 | Herman Miller, Inc. | 41,591 | 0.0 | |
540 | Hochtief AG | 41,920 | 0.0 | |
5,158 | Honeywell International, Inc. | 849,058 | 0.3 | |
400 | Hoshizaki Corp. | 31,919 | 0.0 | |
673 | Hubbell, Inc. | 92,093 | 0.0 | |
3,837 | (1) | IAA, Inc. | 199,793 | 0.1 |
668 | IDEX Corp. | 121,850 | 0.0 | |
1,185 | Intertek Group PLC | 96,692 | 0.0 | |
2,100 | (2) | Itochu Corp. | 53,772 | 0.0 |
2,518 | ITT, Inc. | 148,688 | 0.0 | |
1,700 | (1) | Japan Airlines Co. Ltd. | 31,708 | 0.0 |
1,053 | (1) | JetBlue Airways Corp. | 11,930 | 0.0 |
1,400 | JGC Holdings Corp. | 14,521 | 0.0 | |
8,100 | Kamigumi Co., Ltd. | 159,613 | 0.1 | |
1,607 | Kansas City Southern | 290,594 | 0.1 | |
796 | KION Group AG | 67,970 | 0.0 | |
4,130 | (2) | Knight-Swift Transportation Holdings, Inc. | 168,091 | 0.1 |
821 | L3Harris Technologies, Inc. | 139,439 | 0.0 | |
2,192 | Legrand S.A. | 174,592 | 0.1 | |
87 | Lennox International, Inc. | 23,717 | 0.0 | |
5,200 | LIXIL Group Corp. | 105,104 | 0.0 | |
542 | Lockheed Martin Corp. | 207,738 | 0.1 | |
552 | Manpowergroup, Inc. | 40,478 | 0.0 | |
21,400 | Marubeni Corp. | 121,497 | 0.0 | |
6,596 | Masco Corp. | 363,637 | 0.1 | |
902 | (1) | Mastec, Inc. | 38,064 | 0.0 |
128 | (1) | Mercury Systems, Inc. | 9,915 | 0.0 |
398 | (1) | Middleby Corp. | 35,705 | 0.0 |
8,000 | (2) | Mitsubishi Corp. | 191,483 | 0.1 |
1,400 | Miura Co., Ltd. | 68,669 | 0.0 | |
311 | MSA Safety, Inc. | 41,727 | 0.0 | |
1,017 | MSC Industrial Direct Co. | 64,356 | 0.0 | |
1,400 | Nihon M&A Center, Inc. | 80,093 | 0.0 | |
334 | Nordson Corp. | 64,068 | 0.0 | |
9,932 | nVent Electric PLC | 175,697 | 0.1 | |
751 | Old Dominion Freight Line | 135,871 | 0.0 | |
697 | Owens Corning, Inc. | 47,960 | 0.0 | |
397 | Parker Hannifin Corp. | 80,329 | 0.0 | |
5,756 | (1) | Qantas Airways Ltd. | 16,880 | 0.0 |
868 | Quanta Services, Inc. | 45,882 | 0.0 | |
4,764 | Regal Beloit Corp. | 447,197 | 0.1 | |
3,790 | Relx PLC (GBP Exchange) | 84,359 | 0.0 | |
1,942 | Republic Services, Inc. | 181,286 | 0.1 | |
1,260 | Roper Technologies, Inc. | 497,839 | 0.2 | |
330 | Ryder System, Inc. | 13,939 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
11,861 | (1) | Sandvik AB | 231,946 | 0.1 |
2,049 | Schneider Electric SE | 254,690 | 0.1 | |
2,100 | Secom Co., Ltd. | 192,183 | 0.1 | |
549 | Siemens AG | 69,333 | 0.0 | |
275 | (1) | Siemens Energy AG | 7,402 | 0.0 |
3,063 | SKF AB - B Shares | 63,191 | 0.0 | |
1,300 | Sohgo Security Services Co., Ltd. | 61,927 | 0.0 | |
7,100 | (2) | Sumitomo Corp. | 85,587 | 0.0 |
546 | (1) | Sunrun, Inc. | 42,080 | 0.0 |
698 | Tetra Tech, Inc. | 66,659 | 0.0 | |
1,730 | Timken Co. | 93,801 | 0.0 | |
677 | Toro Co. | 56,834 | 0.0 | |
1,700 | Toshiba Corp. | 43,366 | 0.0 | |
433 | Trane Technologies PLC | 52,501 | 0.0 | |
1,130 | TransUnion | 95,067 | 0.0 | |
288 | (1) | Trex Co., Inc. | 20,621 | 0.0 |
2,794 | Union Pacific Corp. | 550,055 | 0.2 | |
8,926 | (1) | Univar Solutions, Inc. | 150,671 | 0.1 |
70 | Valmont Industries, Inc. | 8,693 | 0.0 | |
2,839 | Waste Management, Inc. | 321,290 | 0.1 | |
30 | Watsco, Inc. | 6,987 | 0.0 | |
5,698 | Werner Enterprises, Inc. | 239,259 | 0.1 | |
2,714 | Wolters Kluwer NV | 231,512 | 0.1 | |
109 | Woodward, Inc. | 8,737 | 0.0 | |
409 | (1) | XPO Logistics, Inc. | 34,626 | 0.0 |
3,000 | Yamato Holdings Co., Ltd. | 79,027 | 0.0 | |
62,900 | Yangzijiang Shipbuilding Holdings Ltd. | 45,948 | 0.0 | |
14,206,164 | 4.1 | |||
Information Technology: 8.7% | ||||
1,835 | (1) | Adobe, Inc. | 899,939 | 0.3 |
1,855 | (1) | Advanced Micro Devices, Inc. | 152,091 | 0.1 |
1,726 | (1) | Akamai Technologies, Inc. | 190,792 | 0.1 |
181 | Alliance Data Systems Corp. | 7,598 | 0.0 | |
6,065 | Amdocs Ltd. | 348,192 | 0.1 | |
2,119 | (1) | Anaplan, Inc. | 132,607 | 0.0 |
48,709 | Apple, Inc. | 5,640,989 | 1.6 | |
7,839 | Applied Materials, Inc. | 466,029 | 0.1 | |
1,285 | (1) | Arrow Electronics, Inc. | 101,078 | 0.0 |
7,100 | ASM Pacific Technology Ltd. | 72,684 | 0.0 | |
961 | ASML Holding NV | 354,970 | 0.1 | |
681 | (1) | Avalara, Inc. | 86,719 | 0.0 |
1,372 | Avnet, Inc. | 35,453 | 0.0 | |
123 | Blackbaud, Inc. | 6,867 | 0.0 | |
2,053 | Booz Allen Hamilton Holding Corp. | 170,358 | 0.1 | |
357 | Broadcom, Inc. | 130,062 | 0.0 | |
1,456 | (1) | CACI International, Inc. | 310,361 | 0.1 |
7,675 | (1) | Cadence Design Systems, Inc. | 818,385 | 0.2 |
446 | Capgemini SE | 57,220 | 0.0 | |
1,319 | CDW Corp. | 157,660 | 0.1 | |
319 | (1) | Ceridian HCM Holding, Inc. | 26,365 | 0.0 |
818 | (1) | Check Point Software Technologies | 98,438 | 0.0 |
4,561 | (1) | Ciena Corp. | 181,026 | 0.1 |
595 | (1) | Cirrus Logic, Inc. | 40,133 | 0.0 |
20,365 | Cisco Systems, Inc. | 802,177 | 0.2 | |
680 | Cognex Corp. | 44,268 | 0.0 | |
2,836 | Cognizant Technology Solutions Corp. | 196,875 | 0.1 | |
808 | (1) | Commvault Systems, Inc. | 32,966 | 0.0 |
125 | (1) | Cree, Inc. | 7,968 | 0.0 |
925 | (1) | CyberArk Software Ltd. | 95,664 | 0.0 |
1,884 | Dolby Laboratories, Inc. | 124,872 | 0.0 | |
13,408 | (1) | Dropbox, Inc. | 258,238 | 0.1 |
2,757 | DXC Technology Co. | 49,212 | 0.0 | |
830 | (1),(2) | Enphase Energy, Inc. | 68,550 | 0.0 |
1,660 | (1) | Euronet Worldwide, Inc. | 151,226 | 0.1 |
2,271 | (1) | F5 Networks, Inc. | 278,811 | 0.1 |
199 | (1) | Fair Isaac Corp. | 84,651 | 0.0 |
4,114 | (1) | FireEye, Inc. | 50,787 | 0.0 |
1,878 | (1) | Fortinet, Inc. | 221,247 | 0.1 |
400 | Fuji Film Holdings Corp. | 19,717 | 0.0 | |
200 | Fujitsu Ltd. | 27,323 | 0.0 | |
3,457 | (1) | GoDaddy, Inc. | 262,628 | 0.1 |
6,600 | Hitachi Ltd. | 223,472 | 0.1 | |
211 | (1) | HubSpot, Inc. | 61,661 | 0.0 |
472 | (1) | II-VI, Inc. | 19,144 | 0.0 |
795 | Infineon Technologies AG | 22,408 | 0.0 | |
12,665 | Intel Corp. | 655,794 | 0.2 | |
2,149 | Intuit, Inc. | 701,025 | 0.2 | |
1,500 | Itochu Techno-Solutions Corp. | 56,903 | 0.0 | |
397 | (1) | j2 Global, Inc. | 27,480 | 0.0 |
1,811 | Jabil, Inc. | 62,045 | 0.0 | |
2,392 | KBR, Inc. | 53,485 | 0.0 | |
964 | (1) | Keysight Technologies, Inc. | 95,224 | 0.0 |
1,486 | KLA Corp. | 287,898 | 0.1 | |
1,565 | Lam Research Corp. | 519,189 | 0.2 | |
1,907 | Logitech International SA | 147,720 | 0.1 | |
824 | (1) | Lumentum Holdings, Inc. | 61,907 | 0.0 |
1,002 | Mastercard, Inc. - Class A | 338,846 | 0.1 | |
23,654 | Microsoft Corp. | 4,975,146 | 1.4 | |
497 | MKS Instruments, Inc. | 54,287 | 0.0 | |
770 | Monolithic Power Systems, Inc. | 215,300 | 0.1 | |
1,897 | National Instruments Corp. | 67,723 | 0.0 | |
800 | NEC Corp. | 46,795 | 0.0 | |
2,427 | NetApp, Inc. | 106,400 | 0.0 | |
826 | (1) | New Relic, Inc. | 46,553 | 0.0 |
576 | (1) | Nice Ltd. | 130,593 | 0.0 |
1,861 | Nvidia Corp. | 1,007,210 | 0.3 | |
218 | (1) | Okta, Inc. | 46,619 | 0.0 |
900 | Otsuka Corp. | 45,991 | 0.0 | |
356 | (1) | Palo Alto Networks, Inc. | 87,131 | 0.0 |
239 | (1) | Paylocity Holding Corp. | 38,579 | 0.0 |
5,532 | (1) | PayPal Holdings, Inc. | 1,089,970 | 0.3 |
5,613 | Perspecta, Inc. | 109,173 | 0.0 | |
3,945 | (1) | Pluralsight, Inc. | 67,578 | 0.0 |
2,026 | (1) | Proofpoint, Inc. | 213,844 | 0.1 |
99 | (1) | PTC, Inc. | 8,189 | 0.0 |
12,768 | (1) | Pure Storage, Inc. - Class A | 196,500 | 0.1 |
5,784 | Qualcomm, Inc. | 680,661 | 0.2 | |
1,892 | (1) | Qualys, Inc. | 185,435 | 0.1 |
2,185 | Sage Group PLC/The | 20,306 | 0.0 | |
1,211 | (1) | Salesforce.com, Inc. | 304,349 | 0.1 |
1,388 | SAP SE | 216,138 | 0.1 | |
390 | Science Applications International Corp. | 30,584 | 0.0 | |
2,700 | (2) | Seiko Epson Corp. | 31,051 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,330 | (1) | Semtech Corp. | 123,397 | 0.0 |
216 | (1) | ServiceNow, Inc. | 104,760 | 0.0 |
2,026 | (1) | Silicon Laboratories, Inc. | 198,244 | 0.1 |
3,158 | (1),(2) | Slack Technologies, Inc. | 84,824 | 0.0 |
381 | (1) | SolarEdge Technologies, Inc. | 90,811 | 0.0 |
6,703 | STMicroelectronics NV-STM1 | 205,582 | 0.1 | |
17,437 | Switch, Inc. | 272,192 | 0.1 | |
449 | (1) | Synaptics, Inc. | 36,109 | 0.0 |
194 | SYNNEX Corp. | 27,172 | 0.0 | |
2,225 | (1) | Synopsys, Inc. | 476,106 | 0.1 |
200 | TDK Corp. | 21,839 | 0.0 | |
827 | (1) | TeamViewer AG | 40,788 | 0.0 |
20,750 | (2) | Telefonaktiebolaget LM Ericsson | 227,072 | 0.1 |
3,774 | Teradyne, Inc. | 299,882 | 0.1 | |
2,267 | Texas Instruments, Inc. | 323,705 | 0.1 | |
5,600 | TIS, Inc. | 118,944 | 0.0 | |
1,500 | Trend Micro, Inc. | 91,408 | 0.0 | |
1,414 | (1) | Trimble, Inc. | 68,862 | 0.0 |
292 | Universal Display Corp. | 52,776 | 0.0 | |
2,625 | Visa, Inc. - Class A | 524,921 | 0.2 | |
8,953 | Vishay Intertechnology, Inc. | 139,398 | 0.1 | |
1,270 | (1),(2) | VMware, Inc. | 182,461 | 0.1 |
421 | (1) | WEX, Inc. | 58,506 | 0.0 |
57 | (1) | Wix.com Ltd. | 14,526 | 0.0 |
219 | (1) | Workday, Inc. | 47,113 | 0.0 |
1,800 | Yokogawa Electric Corp. | 28,587 | 0.0 | |
30,479,487 | 8.7 | |||
Materials: 1.6% | ||||
1,005 | Air Products & Chemicals, Inc. | 299,349 | 0.1 | |
233 | Akzo Nobel NV | 23,550 | 0.0 | |
6,868 | Anglo American PLC | 166,162 | 0.1 | |
62 | Aptargroup, Inc. | 7,018 | 0.0 | |
1,788 | (1) | ArcelorMittal SA | 23,786 | 0.0 |
1,198 | Arkema SA | 127,018 | 0.1 | |
1,931 | Ashland Global Holdings, Inc. | 136,947 | 0.0 | |
6,724 | Avient Corp. | 177,917 | 0.0 | |
11,457 | (1) | Axalta Coating Systems Ltd. | 254,002 | 0.1 |
1,433 | BASF SE | 87,265 | 0.0 | |
6,431 | (1) | Berry Global Group, Inc. | 310,746 | 0.1 |
11,323 | BHP Group Ltd. | 292,514 | 0.1 | |
682 | Cabot Corp. | 24,573 | 0.0 | |
1,725 | Chemours Co. | 36,070 | 0.0 | |
6,629 | Commercial Metals Co. | 132,447 | 0.0 | |
5,852 | CRH PLC | 212,203 | 0.1 | |
371 | Domtar Corp. | 9,746 | 0.0 | |
3,049 | Eastman Chemical Co. | 238,188 | 0.1 | |
937 | Evonik Industries AG | 24,239 | 0.0 | |
14,310 | Evraz PLC | 63,721 | 0.0 | |
626 | FMC Corp. | 66,300 | 0.0 | |
7,146 | Fortescue Metals Group Ltd. | 83,951 | 0.0 | |
647 | Greif, Inc. - Class A | 23,428 | 0.0 | |
4,576 | LafargeHolcim Ltd.-CHF | 208,298 | 0.1 | |
324 | Huntsman Corp. | 7,196 | 0.0 | |
491 | (1) | Ingevity Corp. | 24,275 | 0.0 |
675 | Koninklijke DSM NV | 111,127 | 0.0 | |
755 | LANXESS AG | 43,199 | 0.0 | |
789 | Louisiana-Pacific Corp. | 23,283 | 0.0 | |
812 | Minerals Technologies, Inc. | 41,493 | 0.0 | |
7,100 | Mitsubishi Chemical Holdings Corp. | 40,984 | 0.0 | |
2,300 | Mitsui Chemicals, Inc. | 55,590 | 0.0 | |
2,299 | Mondi PLC | 48,612 | 0.0 | |
2,611 | Newcrest Mining Ltd. | 59,207 | 0.0 | |
37 | NewMarket Corp. | 12,666 | 0.0 | |
700 | Nissan Chemical Corp. | 37,317 | 0.0 | |
4,222 | Orica Ltd. | 47,007 | 0.0 | |
1,715 | Packaging Corp. of America | 187,021 | 0.1 | |
2,483 | Reliance Steel & Aluminum Co. | 253,365 | 0.1 | |
1,576 | Rio Tinto Ltd. | 107,643 | 0.0 | |
1,771 | Royal Gold, Inc. | 212,821 | 0.1 | |
3,888 | RPM International, Inc. | 322,082 | 0.1 | |
725 | Scotts Miracle-Gro Co. | 110,860 | 0.0 | |
1,200 | Shin-Etsu Chemical Co., Ltd. | 157,025 | 0.1 | |
2,843 | Smurfit Kappa PLC | 111,554 | 0.1 | |
939 | Sonoco Products Co. | 47,955 | 0.0 | |
6,218 | Steel Dynamics, Inc. | 178,021 | 0.1 | |
19,700 | Sumitomo Chemical Co., Ltd. | 65,207 | 0.0 | |
3,500 | Teijin Ltd. | 54,279 | 0.0 | |
2,401 | UPM-Kymmene OYJ | 73,079 | 0.0 | |
634 | Valvoline, Inc. | 12,071 | 0.0 | |
5,474,377 | 1.6 | |||
Real Estate: 1.4% | ||||
989 | Alexandria Real Estate Equities, Inc. | 158,240 | 0.1 | |
349 | American Campus Communities, Inc. | 12,187 | 0.0 | |
1,126 | American Tower Corp. | 272,188 | 0.1 | |
2,177 | Boston Properties, Inc. | 174,813 | 0.1 | |
3,835 | British Land Co. PLC | 16,718 | 0.0 | |
3,214 | Brixmor Property Group, Inc. | 37,572 | 0.0 | |
674 | Camden Property Trust | 59,972 | 0.0 | |
57,000 | CapitaLand Mall Trust | 81,125 | 0.0 | |
7,464 | (1) | CBRE Group, Inc. | 350,584 | 0.1 |
19,000 | CK Asset Holdings Ltd. | 93,361 | 0.0 | |
10,322 | Corporate Office Properties Trust SBI MD | 244,838 | 0.1 | |
2,786 | Cousins Properties, Inc. | 79,652 | 0.0 | |
292 | CyrusOne, Inc. | 20,449 | 0.0 | |
3,400 | Daiwa House Industry Co., Ltd. | 87,201 | 0.0 | |
2,037 | Douglas Emmett, Inc. | 51,129 | 0.0 | |
703 | EastGroup Properties, Inc. | 90,919 | 0.0 | |
1,888 | First Industrial Realty Trust, Inc. | 75,142 | 0.0 | |
3,848 | Gaming and Leisure Properties, Inc. | 142,107 | 0.1 | |
2,240 | Geo Group, Inc./The | 25,402 | 0.0 | |
9 | GLP J-Reit | 13,852 | 0.0 | |
11,500 | Goodman Group | 148,896 | 0.1 | |
1,727 | Healthpeak Properties, Inc. | 46,888 | 0.0 | |
8,384 | Highwoods Properties, Inc. | 281,451 | 0.1 | |
11,800 | Hongkong Land Holdings Ltd. - HKHGF | 43,963 | 0.0 | |
4,924 | Hudson Pacific Properties, Inc. | 107,983 | 0.0 | |
5,493 | Invitation Homes, Inc. | 153,749 | 0.1 | |
8 | Japan Prime Realty Investment Corp. | 24,821 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
578 | Jones Lang LaSalle, Inc. | 55,291 | 0.0 | |
549 | Kilroy Realty Corp. | 28,526 | 0.0 | |
512 | Lamar Advertising Co. | 33,879 | 0.0 | |
3,624 | Life Storage, Inc. | 381,498 | 0.1 | |
15,400 | Link REIT | 126,194 | 0.1 | |
3,801 | Medical Properties Trust, Inc. | 67,012 | 0.0 | |
1,200 | Mitsubishi Estate Co., Ltd. | 18,177 | 0.0 | |
6,200 | Mitsui Fudosan Co., Ltd. | 107,890 | 0.0 | |
413 | National Retail Properties, Inc. | 14,253 | 0.0 | |
566 | Omega Healthcare Investors, Inc. | 16,946 | 0.0 | |
873 | Outfront Media, Inc. | 12,702 | 0.0 | |
1,321 | Paramount Group, Inc. | 9,353 | 0.0 | |
1,363 | Physicians Realty Trust | 24,411 | 0.0 | |
894 | PotlatchDeltic Corp. | 37,637 | 0.0 | |
2,250 | ProLogis, Inc. | 226,395 | 0.1 | |
793 | PS Business Parks, Inc. | 97,055 | 0.0 | |
708 | Sabra Healthcare REIT, Inc. | 9,760 | 0.0 | |
197 | SBA Communications Corp. | 62,741 | 0.0 | |
3,942 | Service Properties Trust | 31,339 | 0.0 | |
212 | Spirit Realty Capital, Inc. | 7,155 | 0.0 | |
4,800 | Sumitomo Realty & Development Co., Ltd. | 142,095 | 0.1 | |
2,480 | Urban Edge Properties | 24,106 | 0.0 | |
9,210 | VEREIT, Inc. | 59,865 | 0.0 | |
3,454 | VICI Properties, Inc. | 80,720 | 0.0 | |
466 | Weingarten Realty Investors | 7,903 | 0.0 | |
8,768 | Weyerhaeuser Co. | 250,063 | 0.1 | |
4,828,168 | 1.4 | |||
Utilities: 1.2% | ||||
17,666 | AES Corp. | 319,931 | 0.1 | |
6,478 | AGL Energy Ltd. | 63,253 | 0.0 | |
2,029 | American Water Works Co., Inc. | 293,962 | 0.1 | |
3,456 | APA Group | 25,691 | 0.0 | |
3,520 | Black Hills Corp. | 188,285 | 0.0 | |
12,000 | CLP Holdings Ltd. | 112,047 | 0.1 | |
3,969 | Duke Energy Corp. | 351,495 | 0.1 | |
6,100 | Electric Power Development Co., Ltd. | 94,088 | 0.0 | |
1,930 | Enagas | 44,531 | 0.0 | |
37,907 | Enel S.p.A. | 328,880 | 0.1 | |
1,161 | Entergy Corp. | 114,393 | 0.0 | |
744 | Essential Utilities, Inc. | 29,946 | 0.0 | |
5,685 | Evergy, Inc. | 288,912 | 0.1 | |
1,469 | Exelon Corp. | 52,531 | 0.0 | |
707 | Fortum OYJ | 14,294 | 0.0 | |
227 | Idacorp, Inc. | 18,137 | 0.0 | |
656 | MDU Resources Group, Inc. | 14,760 | 0.0 | |
7,302 | NorthWestern Corp. | 355,169 | 0.1 | |
2,052 | OGE Energy Corp. | 61,540 | 0.0 | |
7,618 | PNM Resources, Inc. | 314,852 | 0.1 | |
31,000 | Power Assets Holdings Ltd. | 163,394 | 0.1 | |
8,368 | PPL Corp. | 227,693 | 0.1 | |
4,443 | Red Electrica Corp. SA | 83,331 | 0.0 | |
12,166 | Snam SpA | 62,567 | 0.0 | |
709 | Southwest Gas Holdings, Inc. | 44,738 | 0.0 | |
4,222 | Spire, Inc. | 224,610 | 0.1 | |
951 | UGI Corp. | 31,364 | 0.0 | |
6,555 | United Utilities Group PLC | 72,409 | 0.0 | |
4,366 | Veolia Environnement | 94,202 | 0.0 | |
13,632 | Vistra Corp. | 257,100 | 0.1 | |
4,348,105 | 1.2 | |||
Total Common Stock | ||||
(Cost $118,887,036) | 134,451,023 | 38.6 | ||
EXCHANGE-TRADED FUNDS: 27.0% | ||||
38,587 | (2) | iShares 20+ Year Treasury Bond ETF | 6,299,714 | 1.8 |
261,201 | iShares Core MSCI Emerging Markets ETF | 13,791,413 | 4.0 | |
720 | iShares Core S&P Mid-Cap ETF | 133,423 | 0.0 | |
761 | iShares MSCI EAFE ETF | 48,438 | 0.0 | |
180,383 | SPDR S&P 500 ETF Trust | 60,408,463 | 17.4 | |
128,154 | Vanguard Value ETF | 13,393,374 | 3.8 | |
Total Exchange-Traded Funds | ||||
(Cost $85,370,329) | 94,074,825 | 27.0 | ||
MUTUAL FUNDS: 14.8% | ||||
Affiliated Investment Companies: 14.8% | ||||
123,418 | Voya Emerging Markets Local Currency Debt Fund - Class P | 817,026 | 0.2 | |
3,827,948 | Voya High Yield Bond Fund - Class P | 29,551,760 | 8.5 | |
407,655 | Voya Short Term Bond Fund - Class R6 | 4,052,094 | 1.2 | |
1,752,788 | Voya Strategic Income Opportunities Fund - Class P | 17,177,326 | 4.9 | |
Total Mutual Funds | ||||
(Cost $50,931,108) | 51,598,206 | 14.8 | ||
PREFERRED STOCK: 0.0% | ||||
Consumer Discretionary: 0.0% | ||||
229 | (1) | Volkswagen AG | 36,849 | 0.0 |
Total Preferred Stock | ||||
(Cost $35,291) | 36,849 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 6.3% | ||||
Basic Materials: 0.1% | ||||
10,000 | (3) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 10,763 | 0.0 |
12,000 | (3) | Anglo American Capital PLC, 5.625%, 04/01/2030 | 14,758 | 0.0 |
25,000 | Dow Chemical Co., 4.375%, 11/15/2042 | 28,300 | 0.0 | |
34,000 | Dow Chemical Co/The, 2.100%, 11/15/2030 | 33,524 | 0.0 | |
48,000 | Dow Chemical Co/The, 3.600%, 11/15/2050 | 48,744 | 0.0 | |
5,000 | FMC Corp., 3.450%, 10/01/2029 | 5,614 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
35,000 | (3) | Georgia-Pacific LLC, 2.300%, 04/30/2030 | 37,190 | 0.0 |
19,000 | (3) | Glencore Funding LLC, 2.500%, 09/01/2030 | 18,508 | 0.0 |
20,000 | International Paper Co., 4.400%, 08/15/2047 | 24,417 | 0.0 | |
42,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 49,103 | 0.1 | |
13,000 | (3) | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | 14,200 | 0.0 |
10,000 | (3) | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | 11,734 | 0.0 |
3,000 | Newmont Corp., 3.700%, 03/15/2023 | 3,157 | 0.0 | |
15,000 | Nutrien Ltd., 2.950%, 05/13/2030 | 16,448 | 0.0 | |
13,000 | Nutrien Ltd., 3.950%, 05/13/2050 | 14,896 | 0.0 | |
15,000 | Steel Dynamics, Inc., 2.400%, 06/15/2025 | 15,665 | 0.0 | |
347,021 | 0.1 | |||
Communications: 0.6% | ||||
40,000 | Alphabet, Inc., 1.900%, 08/15/2040 | 38,506 | 0.0 | |
29,000 | Amazon.com, Inc., 2.500%, 06/03/2050 | 29,620 | 0.0 | |
39,000 | Amazon.com, Inc., 2.700%, 06/03/2060 | 40,346 | 0.0 | |
37,000 | AT&T, Inc., 1.650%, 02/01/2028 | 37,127 | 0.0 | |
41,000 | AT&T, Inc., 2.750%, 06/01/2031 | 43,229 | 0.0 | |
51,000 | AT&T, Inc., 3.100%, 02/01/2043 | 50,032 | 0.0 | |
20,000 | AT&T, Inc., 3.500%, 06/01/2041 | 21,126 | 0.0 | |
165,000 | (3) | AT&T, Inc., 3.650%, 09/15/2059 | 160,150 | 0.1 |
16,000 | AT&T, Inc., 4.500%, 05/15/2035 | 18,913 | 0.0 | |
10,000 | Booking Holdings, Inc., 4.100%, 04/13/2025 | 11,275 | 0.0 | |
25,000 | Booking Holdings, Inc., 4.625%, 04/13/2030 | 29,947 | 0.0 | |
3,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.700%, 04/01/2051 | 2,984 | 0.0 | |
50,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 52,959 | 0.0 | |
10,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | 11,486 | 0.0 | |
72,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 83,309 | 0.0 | |
111,000 | Comcast Corp., 1.950%, 01/15/2031 | 114,283 | 0.1 | |
38,000 | Comcast Corp., 2.650%, 02/01/2030 | 41,507 | 0.0 | |
60,000 | Comcast Corp., 3.900%, 03/01/2038 | 71,221 | 0.0 | |
78,000 | Comcast Corp., 3.950%, 10/15/2025 | 89,548 | 0.0 | |
40,000 | Comcast Corp., 3.999%, 11/01/2049 | 48,562 | 0.0 | |
25,000 | Comcast Corp., 4.600%, 10/15/2038 | 31,910 | 0.0 | |
15,000 | Corning, Inc., 5.450%, 11/15/2079 | 19,153 | 0.0 | |
20,000 | (3) | Cox Communications, Inc., 2.950%, 10/01/2050 | 19,235 | 0.0 |
27,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 28,462 | 0.0 | |
25,000 | Discovery Communications LLC, 5.200%, 09/20/2047 | 30,018 | 0.0 | |
51,000 | Fox Corp., 3.500%, 04/08/2030 | 57,568 | 0.0 | |
40,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 41,277 | 0.0 | |
21,000 | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | 23,324 | 0.0 | |
120,000 | (3) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 121,350 | 0.1 |
200,000 | (3) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 208,691 | 0.1 |
25,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 31,200 | 0.0 | |
18,000 | (3) | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 18,419 | 0.0 |
17,000 | (3) | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 16,826 | 0.0 |
17,000 | (3) | T-Mobile USA, Inc., 3.300%, 02/15/2051 | 16,799 | 0.0 |
179,000 | (3) | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 203,752 | 0.1 |
5,000 | Verizon Communications, Inc., 4.000%, 03/22/2050 | 6,175 | 0.0 | |
80,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 105,006 | 0.1 | |
14,000 | ViacomCBS, Inc., 4.200%, 05/19/2032 | 16,025 | 0.0 | |
25,000 | ViacomCBS, Inc., 4.375%, 03/15/2043 | 26,574 | 0.0 | |
26,000 | ViacomCBS, Inc., 4.950%, 01/15/2031 | 31,168 | 0.0 | |
40,000 | ViacomCBS, Inc., 5.500%, 05/15/2033 | 48,657 | 0.0 | |
8,000 | Walt Disney Co/The, 2.000%, 09/01/2029 | 8,280 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
19,000 | Walt Disney Co/The, 3.500%, 05/13/2040 | 21,356 | 0.0 | |
21,000 | Walt Disney Co/The, 3.600%, 01/13/2051 | 23,737 | 0.0 | |
12,000 | (2) | Walt Disney Co/The, 3.800%, 05/13/2060 | 13,932 | 0.0 |
39,000 | Walt Disney Co/The, 4.750%, 11/15/2046 | 50,909 | 0.0 | |
2,215,933 | 0.6 | |||
Consumer, Cyclical: 0.2% | ||||
31,000 | (3) | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | 32,576 | 0.0 |
90,000 | (3) | BMW US Capital LLC, 3.450%, 04/12/2023 | 96,125 | 0.1 |
16,387 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 16,095 | 0.0 | |
20,000 | Cummins, Inc., 2.600%, 09/01/2050 | 19,628 | 0.0 | |
19,972 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 19,255 | 0.0 | |
13,000 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 11,724 | 0.0 | |
10,000 | (3) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 10,271 | 0.0 |
11,000 | (3) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 11,429 | 0.0 |
25,000 | General Motors Co., 5.400%, 04/01/2048 | 27,664 | 0.0 | |
17,000 | General Motors Co., 6.125%, 10/01/2025 | 19,774 | 0.0 | |
25,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 26,468 | 0.0 | |
25,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 27,203 | 0.0 | |
18,000 | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | 19,542 | 0.0 | |
33,000 | (3) | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | 34,566 | 0.0 |
15,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 17,222 | 0.0 | |
34,000 | Lowe's Cos, Inc., 4.050%, 05/03/2047 | 40,639 | 0.0 | |
30,000 | McDonald's Corp., 4.450%, 09/01/2048 | 37,361 | 0.0 | |
17,000 | Ralph Lauren Corp., 1.700%, 06/15/2022 | 17,309 | 0.0 | |
27,000 | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | 28,497 | 0.0 | |
48,819 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 47,985 | 0.0 | |
65,088 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 62,075 | 0.1 | |
29,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 31,703 | 0.0 | |
25,000 | Walgreens Boots Alliance, Inc., 4.100%, 04/15/2050 | 25,299 | 0.0 | |
35,000 | WW Grainger, Inc., 1.850%, 02/15/2025 | 36,676 | 0.0 | |
717,086 | 0.2 | |||
Consumer, Non-cyclical: 1.1% | ||||
43,000 | (3) | AbbVie, Inc., 2.600%, 11/21/2024 | 45,645 | 0.0 |
24,000 | (3) | AbbVie, Inc., 2.950%, 11/21/2026 | 26,180 | 0.0 |
12,000 | (3) | AbbVie, Inc., 4.050%, 11/21/2039 | 13,742 | 0.0 |
25,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 29,518 | 0.0 | |
33,000 | AbbVie, Inc., 4.400%, 11/06/2042 | 39,326 | 0.0 | |
71,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 86,217 | 0.1 | |
30,000 | (3) | AbbVie, Inc., 4.625%, 10/01/2042 | 36,575 | 0.0 |
42,000 | Aetna, Inc., 2.800%, 06/15/2023 | 44,290 | 0.0 | |
30,000 | Aetna, Inc., 4.500%, 05/15/2042 | 35,730 | 0.0 | |
23,000 | Aetna, Inc., 6.625%, 06/15/2036 | 32,732 | 0.0 | |
19,000 | (3) | Alcon Finance Corp., 2.600%, 05/27/2030 | 20,133 | 0.0 |
48,000 | Altria Group, Inc., 4.400%, 02/14/2026 | 55,327 | 0.0 | |
56,000 | Altria Group, Inc., 4.450%, 05/06/2050 | 62,498 | 0.0 | |
45,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 53,440 | 0.0 | |
20,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 25,578 | 0.0 | |
40,000 | Amgen, Inc., 4.950%, 10/01/2041 | 52,982 | 0.0 | |
97,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 117,273 | 0.1 | |
75,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 93,257 | 0.1 | |
15,000 | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | 19,413 | 0.0 | |
25,000 | Anthem, Inc., 3.500%, 08/15/2024 | 27,351 | 0.0 | |
100,000 | Anthem, Inc., 5.100%, 01/15/2044 | 133,298 | 0.1 | |
102,000 | BAT Capital Corp., 2.259%, 03/25/2028 | 102,420 | 0.1 | |
17,000 | BAT Capital Corp., 2.726%, 03/25/2031 | 16,875 | 0.0 | |
17,000 | BAT Capital Corp., 3.734%, 09/25/2040 | 16,927 | 0.0 | |
200,000 | (3) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 205,191 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
59,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 61,051 | 0.0 | |
15,000 | Becton Dickinson and Co., 3.363%, 06/06/2024 | 16,235 | 0.0 | |
17,000 | Becton Dickinson and Co., 3.794%, 05/20/2050 | 19,057 | 0.0 | |
4,000 | Boston Scientific Corp., 4.000%, 03/01/2029 | 4,654 | 0.0 | |
50,000 | Bristol Myers Squibb Co., 3.875%, 08/15/2025 | 57,138 | 0.0 | |
30,000 | Bristol Myers Squibb Co., 4.125%, 06/15/2039 | 37,845 | 0.0 | |
55,000 | Cardinal Health, Inc., 3.079%, 06/15/2024 | 59,198 | 0.0 | |
48,000 | (3) | Cargill, Inc., 3.875%, 05/23/2049 | 57,858 | 0.0 |
19,000 | Cigna Corp., 4.800%, 08/15/2038 | 23,622 | 0.0 | |
100,000 | Cigna Corp., 4.900%, 12/15/2048 | 130,532 | 0.1 | |
40,000 | Coca-Cola Co/The, 2.500%, 06/01/2040 | 42,120 | 0.0 | |
28,000 | Coca-Cola Co/The, 2.750%, 06/01/2060 | 28,341 | 0.0 | |
5,000 | CVS Health Corp., 3.875%, 07/20/2025 | 5,643 | 0.0 | |
5,000 | CVS Health Corp., 4.780%, 03/25/2038 | 6,066 | 0.0 | |
135,000 | CVS Health Corp., 5.050%, 03/25/2048 | 172,236 | 0.1 | |
30,000 | CVS Health Corp., 2.700%, 08/21/2040 | 28,826 | 0.0 | |
7,000 | CVS Health Corp., 4.125%, 04/01/2040 | 7,991 | 0.0 | |
45,000 | DENTSPLY SIRONA, Inc., 3.250%, 06/01/2030 | 48,970 | 0.0 | |
12,000 | Diageo Capital PLC, 2.125%, 04/29/2032 | 12,458 | 0.0 | |
31,000 | Eli Lilly and Co., 2.500%, 09/15/2060 | 29,293 | 0.0 | |
6,000 | Equifax, Inc., 2.600%, 12/15/2025 | 6,435 | 0.0 | |
25,000 | General Mills, Inc., 4.000%, 04/17/2025 | 28,397 | 0.0 | |
14,000 | Gilead Sciences, Inc., 0.750%, 09/29/2023 | 14,031 | 0.0 | |
11,000 | Gilead Sciences, Inc., 1.200%, 10/01/2027 | 11,029 | 0.0 | |
14,000 | Gilead Sciences, Inc., 2.600%, 10/01/2040 | 14,001 | 0.0 | |
25,000 | Global Payments, Inc., 2.650%, 02/15/2025 | 26,543 | 0.0 | |
75,000 | Global Payments, Inc., 3.200%, 08/15/2029 | 82,028 | 0.1 | |
200,000 | HCA, Inc., 4.500%, 02/15/2027 | 224,835 | 0.1 | |
22,000 | HCA, Inc., 5.250%, 04/15/2025 | 25,407 | 0.0 | |
9,000 | HCA, Inc., 5.250%, 06/15/2049 | 10,969 | 0.0 | |
5,000 | HCA, Inc., 5.500%, 06/15/2047 | 6,258 | 0.0 | |
18,000 | (3) | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 18,474 | 0.0 |
8,000 | (3) | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | 8,320 | 0.0 |
35,000 | Humana, Inc., 4.500%, 04/01/2025 | 40,217 | 0.0 | |
9,000 | IHS Markit Ltd., 4.250%, 05/01/2029 | 10,455 | 0.0 | |
15,000 | Johnson & Johnson, 0.550%, 09/01/2025 | 15,020 | 0.0 | |
15,000 | Johnson & Johnson, 0.950%, 09/01/2027 | 15,024 | 0.0 | |
18,000 | Johnson & Johnson, 2.100%, 09/01/2040 | 17,953 | 0.0 | |
18,000 | Johnson & Johnson, 2.250%, 09/01/2050 | 17,818 | 0.0 | |
55,000 | Johnson & Johnson, 2.450%, 09/01/2060 | 55,143 | 0.0 | |
25,000 | Kaiser Foundation Hospitals, 3.266%, 11/01/2049 | 27,993 | 0.0 | |
5,000 | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | 5,765 | 0.0 | |
23,000 | Kroger Co/The, 5.150%, 08/01/2043 | 29,602 | 0.0 | |
17,000 | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | 18,539 | 0.0 | |
10,000 | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | 10,930 | 0.0 | |
25,000 | (3) | Mars, Inc., 0.875%, 07/16/2026 | 24,886 | 0.0 |
75,000 | (3) | Mars, Inc., 2.375%, 07/16/2040 | 75,029 | 0.0 |
42,000 | (3) | Mars, Inc., 4.125%, 04/01/2054 | 53,168 | 0.0 |
18,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 24,168 | 0.0 | |
20,000 | Mondelez International, Inc., 1.875%, 10/15/2032 | 19,953 | 0.0 | |
9,000 | Moody's Corp., 3.250%, 05/20/2050 | 9,658 | 0.0 | |
4,000 | Mylan NV, 3.750%, 12/15/2020 | 4,018 | 0.0 | |
35,000 | Mylan, Inc., 5.200%, 04/15/2048 | 43,514 | 0.0 | |
14,000 | Pfizer, Inc., 2.550%, 05/28/2040 | 14,498 | 0.0 | |
13,000 | Pfizer, Inc., 2.700%, 05/28/2050 | 13,603 | 0.0 | |
19,000 | Philip Morris International, Inc., 4.375%, 11/15/2041 | 23,195 | 0.0 | |
17,000 | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | 18,371 | 0.0 | |
40,000 | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | 39,069 | 0.0 | |
8,000 | Regeneron Pharmaceuticals, Inc., 2.800%, 09/15/2050 | 7,497 | 0.0 | |
10,000 | RELX Capital, Inc., 3.000%, 05/22/2030 | 10,949 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
12,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 14,606 | 0.0 | |
6,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 7,561 | 0.0 | |
11,000 | (3) | Royalty Pharma PLC, 1.200%, 09/02/2025 | 10,978 | 0.0 |
14,000 | (3) | Royalty Pharma PLC, 1.750%, 09/02/2027 | 14,010 | 0.0 |
25,000 | (3) | Royalty Pharma PLC, 3.300%, 09/02/2040 | 24,582 | 0.0 |
13,000 | S&P Global, Inc., 2.300%, 08/15/2060 | 11,700 | 0.0 | |
27,000 | Sysco Corp., 5.950%, 04/01/2030 | 34,161 | 0.0 | |
200,000 | Takeda Pharmaceutical Co. Ltd., 3.025%, 07/09/2040 | 207,490 | 0.1 | |
19,000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 21,850 | 0.0 | |
13,000 | UnitedHealth Group, Inc., 3.875%, 08/15/2059 | 15,790 | 0.0 | |
25,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 31,653 | 0.0 | |
66,000 | (3) | Upjohn, Inc., 3.850%, 06/22/2040 | 71,351 | 0.0 |
20,000 | (3) | Upjohn, Inc., 4.000%, 06/22/2050 | 21,405 | 0.0 |
3,850,951 | 1.1 | |||
Energy: 0.6% | ||||
18,000 | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | 17,891 | 0.0 | |
48,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 51,637 | 0.0 | |
75,000 | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | 80,913 | 0.1 | |
50,000 | BP Capital Markets PLC, 4.742%, 03/11/2021 | 50,980 | 0.0 | |
28,000 | (4) | BP Capital Markets PLC, 4.875%, 12/31/2199 | 30,030 | 0.0 |
30,000 | (3) | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | 31,220 | 0.0 |
26,000 | Diamondback Energy, Inc., 2.875%, 12/01/2024 | 26,356 | 0.0 | |
10,000 | Diamondback Energy, Inc., 3.250%, 12/01/2026 | 10,026 | 0.0 | |
30,000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 29,003 | 0.0 | |
10,000 | Diamondback Energy, Inc., 4.750%, 05/31/2025 | 10,796 | 0.0 | |
200,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 212,691 | 0.1 | |
41,000 | Enable Midstream Partners L.P., 4.150%, 09/15/2029 | 38,044 | 0.0 | |
38,000 | (4) | Enbridge, Inc., 5.750%, 07/15/2080 | 39,423 | 0.0 |
5,000 | Energy Transfer Operating L.P., 4.900%, 03/15/2035 | 4,896 | 0.0 | |
60,000 | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | 55,816 | 0.0 | |
25,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 27,775 | 0.0 | |
50,000 | (4) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 43,638 | 0.0 |
11,000 | EOG Resources, Inc., 4.950%, 04/15/2050 | 13,555 | 0.0 | |
10,000 | Exxon Mobil Corp., 4.227%, 03/19/2040 | 12,281 | 0.0 | |
2,000 | Halliburton Co., 3.500%, 08/01/2023 | 2,120 | 0.0 | |
2,000 | Halliburton Co., 3.800%, 11/15/2025 | 2,169 | 0.0 | |
20,000 | Halliburton Co., 4.850%, 11/15/2035 | 21,158 | 0.0 | |
200,000 | (3) | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | 220,329 | 0.1 |
23,000 | Marathon Petroleum Corp., 4.700%, 05/01/2025 | 25,998 | 0.0 | |
20,000 | Marathon Petroleum Corp., 5.125%, 04/01/2024 | 20,283 | 0.0 | |
25,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 25,749 | 0.0 | |
20,000 | MPLX L.P., 1.750%, 03/01/2026 | 19,991 | 0.0 | |
14,000 | MPLX L.P., 2.650%, 08/15/2030 | 13,759 | 0.0 | |
20,000 | MPLX L.P., 5.250%, 01/15/2025 | 20,736 | 0.0 | |
23,000 | Newfield Exploration Co., 5.375%, 01/01/2026 | 21,650 | 0.0 | |
3,000 | Noble Energy, Inc., 3.250%, 10/15/2029 | 3,324 | 0.0 | |
28,000 | (2) | Noble Energy, Inc., 4.950%, 08/15/2047 | 36,817 | 0.0 |
44,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 45,735 | 0.0 | |
10,000 | ONEOK, Inc., 2.200%, 09/15/2025 | 9,869 | 0.0 | |
200,000 | (3) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 216,302 | 0.1 |
200,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 186,794 | 0.1 | |
39,000 | Pioneer Natural Resources Co., 1.900%, 08/15/2030 | 36,705 | 0.0 | |
50,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | 48,475 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
15,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 14,574 | 0.0 | |
50,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 53,746 | 0.0 | |
15,000 | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | 16,293 | 0.0 | |
16,000 | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | 18,016 | 0.0 | |
19,000 | (3) | Schlumberger Holdings Corp., 4.000%, 12/21/2025 | 21,275 | 0.0 |
125,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 138,343 | 0.1 | |
25,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 30,111 | 0.0 | |
9,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 9,447 | 0.0 | |
30,000 | Total Capital International SA, 2.986%, 06/29/2041 | 31,372 | 0.0 | |
33,000 | Total Capital International SA, 3.127%, 05/29/2050 | 34,249 | 0.0 | |
9,000 | (3) | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | 9,741 | 0.0 |
16,000 | Valero Energy Corp., 2.850%, 04/15/2025 | 16,784 | 0.0 | |
30,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 33,237 | 0.0 | |
8,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 8,992 | 0.0 | |
23,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 23,804 | 0.0 | |
21,000 | Williams Partners L.P., 3.750%, 06/15/2027 | 23,047 | 0.0 | |
2,247,965 | 0.6 | |||
Financial: 2.2% | ||||
200,000 | (3) | ABN AMRO Bank NV, 4.750%, 07/28/2025 | 225,825 | 0.1 |
13,000 | American International Group, Inc., 3.875%, 01/15/2035 | 14,974 | 0.0 | |
10,000 | American International Group, Inc., 4.375%, 01/15/2055 | 11,477 | 0.0 | |
10,000 | American International Group, Inc., 4.500%, 07/16/2044 | 11,751 | 0.0 | |
2,000 | American International Group, Inc., 4.750%, 04/01/2048 | 2,455 | 0.0 | |
12,000 | (4) | American International Group, Inc., 5.750%, 04/01/2048 | 13,102 | 0.0 |
34,000 | Arch Capital Group Ltd., 3.635%, 06/30/2050 | 36,669 | 0.0 | |
31,000 | Assurant, Inc., 3.700%, 02/22/2030 | 32,388 | 0.0 | |
61,000 | (3) | Athene Global Funding, 2.800%, 05/26/2023 | 63,649 | 0.0 |
25,000 | (3) | Athene Global Funding, 2.950%, 11/12/2026 | 26,360 | 0.0 |
17,000 | AvalonBay Communities, Inc., 2.450%, 01/15/2031 | 18,204 | 0.0 | |
200,000 | Banco Santander SA, 2.746%, 05/28/2025 | 210,488 | 0.1 | |
37,000 | (4) | Bank of America Corp., 0.981%, 09/25/2025 | 37,020 | 0.0 |
34,000 | (4) | Bank of America Corp., 1.898%, 07/23/2031 | 33,956 | 0.0 |
8,000 | (4) | Bank of America Corp., 2.592%, 04/29/2031 | 8,469 | 0.0 |
73,000 | (4) | Bank of America Corp., 2.676%, 06/19/2041 | 74,854 | 0.0 |
60,000 | (4) | Bank of America Corp., 3.593%, 07/21/2028 | 67,284 | 0.0 |
20,000 | Bank of America Corp., 3.950%, 04/21/2025 | 22,232 | 0.0 | |
18,000 | (4) | Bank of America Corp., 3.970%, 03/05/2029 | 20,667 | 0.0 |
40,000 | (4) | Bank of America Corp., 4.078%, 04/23/2040 | 47,748 | 0.0 |
13,000 | (4) | Bank of America Corp., 4.083%, 03/20/2051 | 16,152 | 0.0 |
79,000 | Bank of America Corp., 4.125%, 01/22/2024 | 87,555 | 0.1 | |
103,000 | Bank of America Corp., 4.183%, 11/25/2027 | 118,322 | 0.1 | |
75,000 | (4) | Bank of America Corp., 4.271%, 07/23/2029 | 88,003 | 0.1 |
6,000 | (4) | Bank of America Corp., 5.125%, 12/31/2199 | 6,180 | 0.0 |
50,000 | (4) | Bank of Montreal, 3.803%, 12/15/2032 | 55,741 | 0.0 |
25,000 | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | 26,409 | 0.0 | |
21,000 | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | 23,013 | 0.0 | |
34,000 | (4) | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | 35,275 | 0.0 |
80,000 | (3) | Barclays Bank PLC, 10.179%, 06/12/2021 | 84,176 | 0.0 |
45,000 | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | 58,769 | 0.0 | |
200,000 | (3),(4) | BNP Paribas SA, 2.219%, 06/09/2026 | 206,575 | 0.1 |
22,000 | Boston Properties L.P., 3.250%, 01/30/2031 | 23,756 | 0.0 | |
206,000 | (3) | BPCE SA, 5.700%, 10/22/2023 | 231,010 | 0.1 |
23,000 | Brookfield Finance LLC, 3.450%, 04/15/2050 | 22,657 | 0.0 | |
14,000 | Brookfield Finance, Inc., 4.350%, 04/15/2030 | 16,319 | 0.0 | |
33,000 | Brown & Brown, Inc., 2.375%, 03/15/2031 | 33,370 | 0.0 | |
35,000 | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | 36,960 | 0.0 | |
15,000 | Capital One Financial Corp., 3.650%, 05/11/2027 | 16,581 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
22,000 | Capital One Financial Corp., 3.750%, 03/09/2027 | 24,451 | 0.0 | |
20,000 | (4) | Charles Schwab Corp./The, 5.375%, 12/31/2199 | 21,721 | 0.0 |
20,000 | (4) | Citigroup, Inc., 1.678%, 05/15/2024 | 20,505 | 0.0 |
15,000 | (4) | Citigroup, Inc., 2.572%, 06/03/2031 | 15,800 | 0.0 |
45,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 53,277 | 0.0 | |
9,000 | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | 9,229 | 0.0 | |
5,000 | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | 5,241 | 0.0 | |
260,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 294,815 | 0.1 | |
250,000 | (3),(4) | Credit Suisse Group AG, 2.193%, 06/05/2026 | 258,540 | 0.1 |
26,000 | (3),(4) | Credit Suisse Group AG, 4.194%, 04/01/2031 | 30,069 | 0.0 |
200,000 | (3),(4) | Danske Bank A/S, 1.621%, 09/11/2026 | 198,510 | 0.1 |
200,000 | (4) | Deutsche Bank AG/New York NY, 3.547%, 09/18/2031 | 201,395 | 0.1 |
12,000 | (3) | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | 11,971 | 0.0 |
11,000 | Equinix, Inc., 1.550%, 03/15/2028 | 11,008 | 0.0 | |
17,000 | ERP Operating L.P., 2.500%, 02/15/2030 | 18,069 | 0.0 | |
35,000 | Essex Portfolio L.P., 3.000%, 01/15/2030 | 37,650 | 0.0 | |
50,000 | Essex Portfolio L.P., 3.250%, 05/01/2023 | 52,672 | 0.0 | |
22,000 | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | 24,126 | 0.0 | |
34,000 | (3) | Fairfax US, Inc., 4.875%, 08/13/2024 | 36,661 | 0.0 |
200,000 | (3) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 208,922 | 0.1 |
18,000 | (3) | GE Capital Funding LLC, 4.400%, 05/15/2030 | 19,386 | 0.0 |
35,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 39,809 | 0.0 | |
46,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 60,043 | 0.0 | |
17,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 24,654 | 0.0 | |
34,000 | (3) | Great-West Lifeco US Finance 2020 L.P., 0.904%, 08/12/2025 | 33,956 | 0.0 |
15,000 | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | 20,607 | 0.0 | |
200,000 | (4) | HSBC Holdings PLC, 2.099%, 06/04/2026 | 202,664 | 0.1 |
200,000 | (4) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 208,447 | 0.1 |
200,000 | (4) | HSBC Holdings PLC, 3.262%, 03/13/2023 | 206,870 | 0.1 |
24,000 | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | 23,848 | 0.0 | |
23,000 | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | 23,771 | 0.0 | |
81,000 | (4) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 84,634 | 0.0 |
41,000 | (4) | JPMorgan Chase & Co., 2.522%, 04/22/2031 | 43,752 | 0.0 |
70,000 | (4) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 75,875 | 0.0 |
15,000 | (4) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 18,322 | 0.0 |
43,000 | (4) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 42,194 | 0.0 |
19,000 | (4) | JPMorgan Chase & Co., 5.000%, 12/31/2199 | 18,984 | 0.0 |
58,000 | Kimco Realty Corp., 3.700%, 10/01/2049 | 57,001 | 0.0 | |
21,000 | (3) | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | 21,856 | 0.0 |
30,000 | Main Street Capital Corp., 5.200%, 05/01/2024 | 31,562 | 0.0 | |
38,000 | (4) | MetLife, Inc., 3.850%, 12/31/2199 | 37,952 | 0.0 |
200,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 210,931 | 0.1 | |
200,000 | (4) | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | 208,131 | 0.1 |
34,000 | (4) | Morgan Stanley, 2.188%, 04/28/2026 | 35,645 | 0.0 |
15,000 | (4) | Morgan Stanley, 3.622%, 04/01/2031 | 17,169 | 0.0 |
112,000 | Morgan Stanley, 3.875%, 01/27/2026 | 127,809 | 0.1 | |
100,000 | Morgan Stanley, 4.000%, 07/23/2025 | 112,960 | 0.1 | |
40,000 | (4) | Morgan Stanley, 4.457%, 04/22/2039 | 50,092 | 0.0 |
55,000 | (3) | New York Life Global Funding, 2.875%, 04/10/2024 | 59,139 | 0.0 |
25,000 | Northern Trust Corp., 1.950%, 05/01/2030 | 26,074 | 0.0 | |
28,000 | (3) | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | 30,713 | 0.0 |
150,000 | ORIX Corp., 3.250%, 12/04/2024 | 162,787 | 0.1 | |
58,000 | Owl Rock Capital Corp., 4.250%, 01/15/2026 | 58,838 | 0.0 | |
38,000 | (3) | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | 37,627 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
17,000 | (4) | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 17,085 | 0.0 |
23,000 | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | 22,582 | 0.0 | |
30,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 31,835 | 0.0 | |
15,000 | Prologis L.P., 3.000%, 04/15/2050 | 16,108 | 0.0 | |
26,000 | Realty Income Corp., 3.250%, 01/15/2031 | 28,705 | 0.0 | |
23,000 | Regency Centers L.P., 2.950%, 09/15/2029 | 23,831 | 0.0 | |
25,000 | Regency Centers L.P., 3.700%, 06/15/2030 | 27,479 | 0.0 | |
20,000 | Retail Properties of America, Inc., 4.750%, 09/15/2030 | 20,064 | 0.0 | |
70,000 | Royal Bank of Canada, 0.885%, (US0003M + 0.660%), 10/05/2023 | 70,482 | 0.0 | |
41,000 | Royal Bank of Canada, 2.250%, 11/01/2024 | 43,476 | 0.0 | |
200,000 | (4) | Natwest Group PLC, 3.073%, 05/22/2028 | 210,502 | 0.1 |
40,000 | (3) | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | 42,855 | 0.0 |
21,000 | (4) | State Street Corp., 3.031%, 11/01/2034 | 22,921 | 0.0 |
34,000 | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | 33,542 | 0.0 | |
8,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 8,831 | 0.0 | |
25,000 | (3) | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | 25,861 | 0.0 |
8,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 9,763 | 0.0 | |
36,000 | (4) | Truist Financial Corp., 4.800%, 12/31/2199 | 36,167 | 0.0 |
19,000 | (4) | Truist Financial Corp., 4.950%, 12/31/2199 | 20,045 | 0.0 |
25,000 | (4) | Truist Financial Corp., 5.100%, 12/31/2199 | 27,086 | 0.0 |
22,000 | UDR, Inc., 2.100%, 08/01/2032 | 21,917 | 0.0 | |
52,000 | UDR, Inc., 3.000%, 08/15/2031 | 56,276 | 0.0 | |
7,000 | Ventas Realty L.P., 5.700%, 09/30/2043 | 8,323 | 0.0 | |
66,000 | (4) | Wells Fargo & Co., 1.654%, 06/02/2024 | 67,257 | 0.0 |
36,000 | (4) | Wells Fargo & Co., 2.393%, 06/02/2028 | 37,602 | 0.0 |
35,000 | (4) | Wells Fargo & Co., 2.406%, 10/30/2025 | 36,691 | 0.0 |
21,000 | (4) | Wells Fargo & Co., 3.068%, 04/30/2041 | 21,885 | 0.0 |
120,000 | Wells Fargo & Co., 3.750%, 01/24/2024 | 130,483 | 0.1 | |
28,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 35,040 | 0.0 | |
15,000 | Westpac Banking Corp., 2.350%, 02/19/2025 | 16,024 | 0.0 | |
58,000 | Willis Towers Watson PLC, 5.750%, 03/15/2021 | 59,298 | 0.0 | |
71,000 | XLIT Ltd., 4.450%, 03/31/2025 | 80,365 | 0.0 | |
22,000 | XLIT Ltd., 5.500%, 03/31/2045 | 29,158 | 0.0 | |
7,474,668 | 2.2 | |||
Industrial: 0.3% | ||||
8,000 | (3) | Aviation Capital Group LLC, 3.875%, 05/01/2023 | 7,922 | 0.0 |
6,000 | (3) | Aviation Capital Group LLC, 4.375%, 01/30/2024 | 5,969 | 0.0 |
36,000 | (3) | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 37,170 | 0.0 |
60,000 | (4) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 68,554 | 0.1 |
9,000 | Boeing Co/The, 3.850%, 11/01/2048 | 8,257 | 0.0 | |
30,000 | Boeing Co/The, 4.875%, 05/01/2025 | 32,772 | 0.0 | |
27,000 | Boeing Co/The, 5.805%, 05/01/2050 | 32,692 | 0.0 | |
45,000 | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 54,522 | 0.0 | |
37,000 | (3) | Carrier Global Corp., 2.493%, 02/15/2027 | 38,746 | 0.0 |
20,000 | (3) | Carrier Global Corp., 2.722%, 02/15/2030 | 20,935 | 0.0 |
37,000 | (3) | CCL Industries, Inc., 3.050%, 06/01/2030 | 39,548 | 0.0 |
51,000 | FedEx Corp., 3.900%, 02/01/2035 | 57,998 | 0.0 | |
20,000 | GATX Corp., 4.000%, 06/30/2030 | 23,070 | 0.0 | |
27,000 | General Dynamics Corp., 4.250%, 04/01/2040 | 34,026 | 0.0 | |
14,000 | General Electric Co., 3.625%, 05/01/2030 | 14,559 | 0.0 | |
43,000 | Honeywell International, Inc., 1.950%, 06/01/2030 | 45,314 | 0.0 | |
20,000 | Lockheed Martin Corp., 2.800%, 06/15/2050 | 20,879 | 0.0 | |
18,000 | Lockheed Martin Corp., 4.070%, 12/15/2042 | 22,512 | 0.0 | |
42,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 47,279 | 0.0 | |
7,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 7,619 | 0.0 | |
25,000 | Packaging Corp. of America, 4.050%, 12/15/2049 | 29,900 | 0.0 | |
16,000 | Raytheon Technologies Corp., 3.125%, 07/01/2050 | 17,175 | 0.0 | |
56,000 | (3) | Raytheon Technologies Corp., 3.200%, 03/15/2024 | 60,152 | 0.1 |
2,000 | Raytheon Technologies Corp., 3.650%, 08/16/2023 | 2,163 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
4,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 4,924 | 0.0 | |
51,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 64,458 | 0.1 | |
5,000 | Raytheon Technologies Corp., 5.400%, 05/01/2035 | 6,796 | 0.0 | |
6,000 | Raytheon Technologies Corp., 6.125%, 07/15/2038 | 8,679 | 0.0 | |
22,000 | Republic Services, Inc., 1.450%, 02/15/2031 | 21,731 | 0.0 | |
17,000 | Roper Technologies, Inc., 1.400%, 09/15/2027 | 17,180 | 0.0 | |
12,000 | Roper Technologies, Inc., 2.000%, 06/30/2030 | 12,248 | 0.0 | |
15,000 | Textron, Inc., 3.000%, 06/01/2030 | 15,821 | 0.0 | |
41,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 44,584 | 0.0 | |
25,000 | WRKCo, Inc., 3.000%, 06/15/2033 | 27,214 | 0.0 | |
953,368 | 0.3 | |||
Technology: 0.4% | ||||
12,000 | Activision Blizzard, Inc., 1.350%, 09/15/2030 | 11,725 | 0.0 | |
12,000 | Activision Blizzard, Inc., 2.500%, 09/15/2050 | 11,044 | 0.0 | |
10,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 11,327 | 0.0 | |
25,000 | Apple, Inc., 2.550%, 08/20/2060 | 25,059 | 0.0 | |
35,000 | Apple, Inc., 2.650%, 05/11/2050 | 36,554 | 0.0 | |
100,000 | Apple, Inc., 3.750%, 09/12/2047 | 123,388 | 0.1 | |
35,000 | Apple, Inc., 3.750%, 11/13/2047 | 43,162 | 0.0 | |
25,000 | (3) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 29,396 | 0.0 |
20,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 21,399 | 0.0 | |
100,000 | Fiserv, Inc., 3.200%, 07/01/2026 | 111,221 | 0.1 | |
45,000 | HP, Inc., 4.050%, 09/15/2022 | 48,052 | 0.0 | |
15,000 | (3) | Infor, Inc., 1.450%, 07/15/2023 | 15,216 | 0.0 |
18,000 | (3) | Infor, Inc., 1.750%, 07/15/2025 | 18,569 | 0.0 |
15,000 | Intel Corp., 3.100%, 02/15/2060 | 16,366 | 0.0 | |
30,000 | Intel Corp., 3.250%, 11/15/2049 | 33,557 | 0.0 | |
75,000 | Intel Corp., 4.600%, 03/25/2040 | 100,098 | 0.0 | |
100,000 | International Business Machines Corp., 3.300%, 05/15/2026 | 112,764 | 0.1 | |
37,000 | (3) | Microchip Technology, Inc., 2.670%, 09/01/2023 | 38,329 | 0.0 |
50,000 | Microsoft Corp., 2.400%, 08/08/2026 | 54,537 | 0.0 | |
41,000 | Microsoft Corp., 2.525%, 06/01/2050 | 43,038 | 0.0 | |
93,000 | Microsoft Corp., 3.700%, 08/08/2046 | 117,105 | 0.1 | |
30,000 | NetApp, Inc., 1.875%, 06/22/2025 | 31,130 | 0.0 | |
31,000 | (3) | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 36,701 | 0.0 |
20,000 | (3) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | 21,940 | 0.0 |
74,000 | Oracle Corp., 3.600%, 04/01/2040 | 84,751 | 0.0 | |
6,000 | Oracle Corp., 3.850%, 07/15/2036 | 7,087 | 0.0 | |
14,000 | ServiceNow, Inc., 1.400%, 09/01/2030 | 13,644 | 0.0 | |
33,000 | Xilinx, Inc., 2.375%, 06/01/2030 | 34,815 | 0.0 | |
1,251,974 | 0.4 | |||
Utilities: 0.8% | ||||
52,000 | AEP Texas, Inc., 3.450%, 01/15/2050 | 56,951 | 0.0 | |
16,000 | (3) | AES Corp./The, 3.950%, 07/15/2030 | 17,709 | 0.0 |
20,000 | Alabama Power Co., 3.450%, 10/01/2049 | 22,799 | 0.0 | |
74,000 | (3) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 79,510 | 0.1 |
50,000 | (3) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 62,495 | 0.1 |
50,000 | (3) | American Transmission Systems, Inc., 5.250%, 01/15/2022 | 52,619 | 0.0 |
14,000 | Appalachian Power Co., 3.700%, 05/01/2050 | 15,987 | 0.0 | |
55,000 | Avangrid, Inc., 3.200%, 04/15/2025 | 60,585 | 0.0 | |
20,000 | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | 21,564 | 0.0 | |
25,000 | Black Hills Corp., 2.500%, 06/15/2030 | 25,911 | 0.0 | |
15,000 | Black Hills Corp., 3.050%, 10/15/2029 | 16,355 | 0.0 | |
40,000 | Black Hills Corp., 4.250%, 11/30/2023 | 43,922 | 0.0 | |
8,000 | Black Hills Corp., 4.350%, 05/01/2033 | 9,620 | 0.0 | |
10,000 | CenterPoint Energy Houston Electric LLC, 2.900%, 07/01/2050 | 10,762 | 0.0 | |
25,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 28,656 | 0.0 | |
39,000 | (3) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 42,177 | 0.0 |
53,000 | (4) | CMS Energy Corp., 4.750%, 06/01/2050 | 56,267 | 0.0 |
13,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 15,554 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
34,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 40,680 | 0.0 | |
13,000 | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | 17,540 | 0.0 | |
53,000 | Consumers Energy Co., 2.500%, 05/01/2060 | 49,855 | 0.0 | |
35,000 | (4) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 35,495 | 0.0 |
51,000 | DTE Electric Co., 2.950%, 03/01/2050 | 54,015 | 0.0 | |
47,000 | DTE Energy Co., 1.050%, 06/01/2025 | 47,140 | 0.0 | |
15,000 | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | 18,364 | 0.0 | |
15,000 | (4) | Duke Energy Corp., 4.875%, 12/31/2199 | 15,887 | 0.0 |
25,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 31,891 | 0.0 | |
25,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 27,885 | 0.0 | |
13,000 | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | 13,664 | 0.0 | |
59,000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 69,531 | 0.1 | |
45,000 | Duke Energy Progress LLC, 4.100%, 05/15/2042 | 54,682 | 0.0 | |
5,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 6,232 | 0.0 | |
17,000 | (3) | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | 17,078 | 0.0 |
24,000 | Entergy Arkansas LLC, 2.650%, 06/15/2051 | 24,232 | 0.0 | |
13,000 | Entergy Corp., 2.800%, 06/15/2030 | 14,106 | 0.0 | |
9,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 11,562 | 0.0 | |
73,000 | Entergy Mississippi LLC, 3.100%, 07/01/2023 | 77,483 | 0.1 | |
33,000 | Entergy Texas, Inc., 4.000%, 03/30/2029 | 38,685 | 0.0 | |
11,000 | Essential Utilities, Inc., 2.704%, 04/15/2030 | 11,786 | 0.0 | |
18,000 | Evergy Metro, Inc., 2.250%, 06/01/2030 | 19,069 | 0.0 | |
32,000 | Eversource Energy, 2.900%, 10/01/2024 | 34,667 | 0.0 | |
23,000 | Eversource Energy, 3.450%, 01/15/2050 | 25,891 | 0.0 | |
50,000 | Exelon Corp., 3.497%, 06/01/2022 | 52,309 | 0.0 | |
5,000 | Exelon Corp., 4.050%, 04/15/2030 | 5,862 | 0.0 | |
10,000 | Exelon Corp., 4.700%, 04/15/2050 | 12,778 | 0.0 | |
8,000 | Exelon Generation Co. LLC, 3.250%, 06/01/2025 | 8,757 | 0.0 | |
57,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 58,459 | 0.0 | |
25,000 | Georgia Power Co., 2.200%, 09/15/2024 | 26,384 | 0.0 | |
33,000 | Georgia Power Co., 5.750%, 04/15/2023 | 36,960 | 0.0 | |
20,000 | Interstate Power and Light Co., 2.300%, 06/01/2030 | 21,189 | 0.0 | |
80,000 | Interstate Power and Light Co., 3.250%, 12/01/2024 | 87,805 | 0.1 | |
12,000 | (3) | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 13,622 | 0.0 |
100,000 | ITC Holdings Corp., 2.700%, 11/15/2022 | 104,366 | 0.1 | |
50,000 | (3) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 57,227 | 0.0 |
50,000 | (3) | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | 55,535 | 0.0 |
25,000 | Kentucky Utilities Co., 3.300%, 06/01/2050 | 27,321 | 0.0 | |
12,000 | (3) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 13,321 | 0.0 |
30,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 35,543 | 0.0 | |
15,000 | (3) | Narragansett Electric Co/The, 3.395%, 04/09/2030 | 17,111 | 0.0 |
43,000 | (4) | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 44,364 | 0.0 |
29,000 | NiSource, Inc., 3.600%, 05/01/2030 | 33,103 | 0.0 | |
20,000 | NiSource, Inc., 5.950%, 06/15/2041 | 28,123 | 0.0 | |
20,000 | (3) | Oglethorpe Power Corp., 3.750%, 08/01/2050 | 19,964 | 0.0 |
13,000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 12,578 | 0.0 | |
28,000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 27,415 | 0.0 | |
17,000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 17,039 | 0.0 | |
10,000 | PECO Energy Co., 4.150%, 10/01/2044 | 12,527 | 0.0 | |
200,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 216,212 | 0.1 | |
15,000 | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | 16,308 | 0.0 | |
17,000 | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | 16,772 | 0.0 | |
50,000 | Sempra Energy, 3.800%, 02/01/2038 | 55,941 | 0.0 | |
24,000 | (4) | Sempra Energy, 4.875%, 12/31/2199 | 24,720 | 0.0 |
68,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 74,206 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
5,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 5,100 | 0.0 | |
6,000 | Southern California Edison Co., 4.050%, 03/15/2042 | 6,481 | 0.0 | |
40,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 55,182 | 0.0 | |
35,000 | (4) | Southern Co/The, 4.000%, 01/15/2051 | 35,137 | 0.0 |
60,000 | Tampa Electric Co., 5.400%, 05/15/2021 | 61,845 | 0.0 | |
25,000 | Tucson Electric Power Co., 1.500%, 08/01/2030 | 24,796 | 0.0 | |
17,000 | Union Electric Co., 3.900%, 09/15/2042 | 20,434 | 0.0 | |
28,000 | Virginia Electric and Power Co., 3.450%, 09/01/2022 | 29,291 | 0.0 | |
25,000 | Washington Gas Light Co., 3.650%, 09/15/2049 | 28,498 | 0.0 | |
26,000 | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | 29,541 | 0.0 | |
2,926,989 | 0.8 | |||
Total Corporate Bonds/Notes | ||||
(Cost $20,812,472) | 21,985,955 | 6.3 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 4.2% | ||||
90,601 | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020%), 10/25/2034 | 87,290 | 0.0 | |
67,844 | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500%), 05/25/2035 | 53,737 | 0.0 | |
56,149 | Alternative Loan Trust 2005-51 3A2A, 2.309%, (12MTA + 1.290%), 11/20/2035 | 51,614 | 0.0 | |
56,993 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 53,320 | 0.0 | |
108,681 | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400%), 04/25/2035 | 88,619 | 0.0 | |
18,147 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 12,754 | 0.0 | |
104,988 | Alternative Loan Trust 2006-19CB A12, 0.548%, (US0001M + 0.400%), 08/25/2036 | 56,071 | 0.0 | |
77,706 | Alternative Loan Trust 2006-HY11 A1, 0.268%, (US0001M + 0.120%), 06/25/2036 | 74,077 | 0.0 | |
29,016 | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500%), 09/25/2037 | 11,285 | 0.0 | |
141,721 | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600%), 03/25/2037 | 68,866 | 0.0 | |
37,516 | (4) | Bear Stearns ALT-A Trust 2005-7 21A1, 3.244%, 09/25/2035 | 34,859 | 0.0 |
58,465 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190%), 01/25/2037 | 51,937 | 0.0 | |
75,983 | (4) | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.851%, 03/25/2036 | 67,319 | 0.0 |
46,230 | (4) | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.355%, 09/25/2037 | 44,530 | 0.0 |
231,129 | (3),(4) | COLT 2018-4 A1 Mortgage Loan Trust, 4.006%, 12/28/2048 | 234,734 | 0.1 |
200,000 | (3),(4) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 203,354 | 0.1 |
200,000 | (3),(4) | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | 201,467 | 0.1 |
568,039 | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | 618,654 | 0.2 | |
403,007 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 464,876 | 0.1 | |
119,417 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000%), 05/25/2025 | 121,326 | 0.0 | |
149,808 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450%), 01/25/2029 | 155,097 | 0.1 | |
56,270 | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350%), 05/25/2029 | 58,371 | 0.0 | |
75,763 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650%), 09/25/2029 | 76,879 | 0.0 | |
183,703 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000%), 10/25/2029 | 183,549 | 0.1 | |
174,088 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850%), 11/25/2029 | 173,567 | 0.1 | |
198,775 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400%), 05/28/2030 | 195,834 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
62,561 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800%), 02/25/2030 | 62,679 | 0.0 | |
164,405 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200%), 08/25/2030 | 159,762 | 0.1 | |
147,614 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550%), 12/25/2030 | 145,638 | 0.1 | |
79,331 | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350%), 01/25/2031 | 78,154 | 0.0 | |
170,529 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000%), 03/25/2031 | 168,149 | 0.1 | |
108,157 | (3) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300%), 08/25/2031 | 107,960 | 0.0 |
173,209 | (3) | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100%), 09/25/2039 | 172,555 | 0.1 |
200,000 | (3) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050%), 01/25/2040 | 197,100 | 0.1 |
255,769 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 289,629 | 0.1 | |
232,632 | (4) | Fannie Mae REMIC Trust 2009-50 HZ, 5.546%, 02/25/2049 | 267,068 | 0.1 |
169,318 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 186,629 | 0.1 | |
201,805 | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | 224,707 | 0.1 | |
401,400 | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | 433,742 | 0.1 | |
106,840 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 124,675 | 0.0 | |
461,904 | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | 480,228 | 0.1 | |
125,925 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 132,925 | 0.0 | |
94,306 | (3),(4) | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | 99,312 | 0.0 |
94,306 | (3),(4) | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | 96,406 | 0.0 |
242,157 | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | 337,118 | 0.1 | |
83,581 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 93,224 | 0.0 | |
66,279 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 77,019 | 0.0 | |
19,073 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 22,645 | 0.0 | |
50,210 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 57,661 | 0.0 | |
146,062 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 168,066 | 0.1 | |
59,273 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 69,744 | 0.0 | |
56,088 | (4),(5) | Freddie Mac REMIC Trust 3524 LA, 5.179%, 03/15/2033 | 63,793 | 0.0 |
58,413 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 66,580 | 0.0 | |
12,454 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 14,011 | 0.0 | |
261,151 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 285,480 | 0.1 | |
523,300 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 610,174 | 0.2 | |
523,300 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 619,374 | 0.2 | |
382,562 | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | 400,792 | 0.1 | |
19,047 | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | 19,508 | 0.0 | |
775,308 | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | 788,926 | 0.2 | |
200,000 | (3) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.248%, (US0001M + 3.100%), 03/25/2050 | 198,280 | 0.1 |
200,000 | (3) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600%), 07/25/2050 | 202,001 | 0.1 |
700,000 | (3) | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300%), 10/25/2048 | 688,466 | 0.2 |
94,267 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700%), 04/25/2028 | 98,446 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
241,065 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.725%, (US0001M + 5.550%), 07/25/2028 | 256,574 | 0.1 | |
147,105 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350%), 04/25/2030 | 148,606 | 0.1 | |
79,542 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300%), 09/25/2030 | 78,608 | 0.0 | |
600,294 | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | 615,467 | 0.2 | |
50,956 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 57,946 | 0.0 | |
369,006 | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | 406,756 | 0.1 | |
17,933 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 19,963 | 0.0 | |
84,499 | (3),(4) | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | 85,894 | 0.0 |
200,000 | (3),(4) | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | 204,719 | 0.1 |
44,034 | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860%), 08/25/2029 | 42,437 | 0.0 | |
39,921 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.358%, (US0001M + 0.210%), 04/25/2046 | 36,456 | 0.0 | |
37,856 | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360%), 11/25/2035 | 32,452 | 0.0 | |
52,011 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 41,070 | 0.0 | |
13,523 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 12,463 | 0.0 | |
29,530 | (4) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.925%, 10/25/2036 | 28,061 | 0.0 |
66,923 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 0.658%, (US0001M + 0.510%), 08/25/2045 | 68,986 | 0.0 | |
36,731 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 0.638%, (US0001M + 0.490%), 10/25/2045 | 35,419 | 0.0 | |
31,193 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.140%, 08/25/2046 | 29,637 | 0.0 |
156,134 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.353%, 12/25/2036 | 154,699 | 0.1 |
38,281 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.181%, 04/25/2037 | 34,741 | 0.0 |
78,085 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.073%, 07/25/2037 | 74,534 | 0.0 |
169,375 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.979%, (12MTA + 0.960%), 08/25/2046 | 112,905 | 0.0 | |
19,146 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430%), 06/25/2037 | 15,357 | 0.0 | |
18,274 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | 17,368 | 0.0 |
26,692 | (4) | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 3.930%, 12/28/2037 | 24,909 | 0.0 |
100,000 | (3),(4) | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | 104,998 | 0.0 |
Total Collateralized Mortgage Obligations | ||||
(Cost $13,944,152) | 14,493,637 | 4.2 | ||
U.S. TREASURY OBLIGATIONS: 1.7% | ||||
U.S. Treasury Bonds: 0.5% | ||||
584,000 | 0.625%,08/15/2030 | 580,669 | 0.2 | |
683,000 | 1.125%,08/15/2040 | 670,354 | 0.2 | |
387,000 | 1.250%,05/15/2050 | 366,834 | 0.1 | |
1,617,857 | 0.5 | |||
U.S. Treasury Notes: 1.2% | ||||
2,020,000 | 1.125%,08/31/2021 | 2,037,861 | 0.6 | |
667,000 | 0.125%,09/30/2022 | 666,948 | 0.2 | |
710,000 | 0.125%,09/15/2023 | 709,362 | 0.2 | |
349,000 | 0.250%,09/30/2025 | 348,550 | 0.1 | |
578,000 | 0.375%,09/30/2027 | 574,162 | 0.1 | |
2,000 | 0.625%,05/15/2030 | 1,993 | 0.0 | |
4,338,876 | 1.2 | |||
Total U.S. Treasury Obligations | ||||
(Cost $5,962,276) | 5,956,733 | 1.7 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.3% | ||||
Federal Home Loan Mortgage Corporation: 0.3%(6) | ||||
8,910 | 2.500%,05/01/2030 | 9,440 | 0.0 | |
12,457 | 2.500%,05/01/2030 | 13,252 | 0.0 | |
15,998 | 2.500%,06/01/2030 | 17,027 | 0.0 | |
28,674 | 3.000%,03/01/2045 | 30,950 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
25,931 | 3.000%,03/01/2045 | 27,612 | 0.0 | |
32,749 | 3.000%,04/01/2045 | 35,115 | 0.0 | |
55,253 | 3.500%,03/01/2045 | 60,342 | 0.0 | |
165,845 | 4.000%,12/01/2041 | 181,233 | 0.1 | |
40,458 | 4.000%,12/01/2042 | 44,644 | 0.0 | |
8,129 | 4.000%,09/01/2045 | 8,841 | 0.0 | |
14,777 | 4.000%,09/01/2045 | 16,127 | 0.0 | |
11,227 | 4.000%,09/01/2045 | 12,269 | 0.0 | |
9,668 | 4.000%,09/01/2045 | 10,548 | 0.0 | |
93,378 | 4.500%,08/01/2041 | 103,516 | 0.1 | |
387,081 | 4.500%,09/01/2041 | 433,420 | 0.1 | |
3,604 | 5.500%,07/01/2037 | 4,191 | 0.0 | |
2,739 | 6.500%,12/01/2031 | 3,118 | 0.0 | |
1,011,645 | 0.3 | |||
Government National Mortgage Association: 0.3% | ||||
530,000 | (7) | 2.500%,11/19/2050 | 555,527 | 0.2 |
39,798 | 4.000%,11/20/2040 | 43,449 | 0.0 | |
80,545 | 4.000%,03/20/2046 | 86,713 | 0.0 | |
67,390 | 4.500%,08/20/2041 | 74,842 | 0.0 | |
299,519 | 4.500%,09/15/2047 | 328,273 | 0.1 | |
1,088,804 | 0.3 | |||
Uniform Mortgage-Backed Securities: 0.7% | ||||
19,908 | 2.500%,05/01/2030 | 21,122 | 0.0 | |
30,050 | 2.500%,06/01/2030 | 31,828 | 0.0 | |
43,671 | 2.500%,06/01/2030 | 46,221 | 0.0 | |
16,677 | 2.500%,07/01/2030 | 17,668 | 0.0 | |
62,942 | 3.000%,09/01/2043 | 67,054 | 0.0 | |
263,050 | 3.000%,04/01/2045 | 283,931 | 0.1 | |
169,937 | 3.000%,07/01/2046 | 184,482 | 0.1 | |
73,285 | 3.500%,10/01/2042 | 78,701 | 0.0 | |
554,219 | 3.500%,08/01/2046 | 611,376 | 0.2 | |
21,733 | 4.000%,07/01/2042 | 23,975 | 0.0 | |
148,903 | 4.000%,07/01/2042 | 164,569 | 0.1 | |
193,281 | 4.000%,01/01/2045 | 221,101 | 0.1 | |
40,366 | 4.000%,06/01/2045 | 44,083 | 0.0 | |
33,884 | 4.500%,11/01/2040 | 38,140 | 0.0 | |
75,666 | 4.500%,10/01/2041 | 85,218 | 0.0 | |
24,147 | 5.000%,06/01/2033 | 27,713 | 0.0 | |
6,085 | 5.000%,02/01/2036 | 7,002 | 0.0 | |
2,574 | 5.000%,07/01/2036 | 2,960 | 0.0 | |
62,029 | 5.000%,07/01/2037 | 71,279 | 0.0 | |
80,399 | 5.000%,11/01/2040 | 91,308 | 0.0 | |
23,733 | 5.000%,05/01/2041 | 27,356 | 0.0 | |
74,658 | 5.000%,06/01/2041 | 84,987 | 0.0 | |
51,976 | 5.000%,06/01/2041 | 59,908 | 0.0 | |
100,745 | 5.500%,12/01/2036 | 118,627 | 0.1 | |
3,061 | 7.000%,06/01/2029 | 3,147 | 0.0 | |
328 | 7.000%,10/01/2029 | 382 | 0.0 | |
1,334 | 7.000%,01/01/2032 | 1,515 | 0.0 | |
531 | 7.000%,04/01/2032 | 565 | 0.0 | |
412 | 7.000%,05/01/2032 | 417 | 0.0 | |
2,416,635 | 0.7 | |||
Total U.S. Government Agency Obligations | ||||
(Cost $4,273,814) | 4,517,084 | 1.3 | ||
ASSET-BACKED SECURITIES: 2.9% | ||||
Automobile Asset-Backed Securities: 0.4% | ||||
100,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 106,325 | 0.1 | |
100,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 104,405 | 0.0 | |
100,000 | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | 104,247 | 0.0 | |
150,000 | CarMax Auto Owner Trust 2020-2 A4, 2.050%, 05/15/2025 | 157,073 | 0.1 | |
150,000 | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | 157,293 | 0.1 | |
100,000 | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | 102,174 | 0.0 | |
100,000 | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | 102,973 | 0.0 | |
100,000 | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | 104,534 | 0.1 | |
100,000 | (3) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 102,606 | 0.0 |
100,000 | (3) | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | 102,790 | 0.0 |
1,144,420 | 0.4 | |||
Home Equity Asset-Backed Securities: 0.1% | ||||
256,468 | (4) | GSAA Home Equity Trust 2006-4 4A3, 3.624%, 03/25/2036 | 202,528 | 0.1 |
150,348 | (4) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 158,212 | 0.0 |
360,740 | 0.1 | |||
Other Asset-Backed Securities: 2.0% | ||||
100,000 | (3) | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | 100,427 | 0.0 |
300,000 | (3) | ARES XLVI CLO Ltd. 2017-46A A2, 1.505%, (US0003M + 1.230%), 01/15/2030 | 292,965 | 0.1 |
250,000 | (3) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.472%, (US0003M + 1.200%), 01/20/2031 | 242,309 | 0.1 |
250,000 | (3) | BlueMountain CLO 2015-1A BR, 2.766%, (US0003M + 2.500%), 04/13/2027 | 249,021 | 0.1 |
100,000 | (3) | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | 100,000 | 0.0 |
16,450 | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600%), 07/25/2033 | 15,692 | 0.0 | |
250,000 | (3) | Clear Creek CLO 2015-1A CR, 2.222%, (US0003M + 1.950%), 10/20/2030 | 240,783 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
100,000 | CNH Equipment Trust 2020-A A4, 1.510%, 04/15/2027 | 103,244 | 0.0 | |
250,000 | (3) | Deer Creek Clo Ltd. 2017-1A A, 1.452%, (US0003M + 1.180%), 10/20/2030 | 246,885 | 0.1 |
98,000 | (3) | Domino's Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | 107,021 | 0.0 |
98,500 | (3) | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 104,310 | 0.0 |
250,000 | (3) | Dryden Senior Loan Fund 2017-47A A2, 1.625%, (US0003M + 1.350%), 04/15/2028 | 243,448 | 0.1 |
250,000 | (3) | Eaton Vance Clo 2015-1A A2R Ltd., 1.522%, (US0003M + 1.250%), 01/20/2030 | 243,853 | 0.1 |
99,250 | (3) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 100,153 | 0.0 |
25,827 | (3) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 27,239 | 0.0 |
171,569 | (3) | Invitation Homes 2017-SFR2 A Trust, 1.001%, (US0001M + 0.850%), 12/17/2036 | 171,494 | 0.0 |
262,128 | (3) | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | 294,671 | 0.1 |
250,000 | (3) | Jay Park CLO Ltd. 2016-1A BR, 2.272%, (US0003M + 2.000%), 10/20/2027 | 248,095 | 0.1 |
250,000 | (3) | LCM XXIV Ltd. 24A A, 1.582%, (US0003M + 1.310%), 03/20/2030 | 248,201 | 0.1 |
96,949 | (3) | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | 99,410 | 0.0 |
250,000 | (3) | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 251,283 | 0.1 |
200,000 | (3),(4) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 213,749 | 0.1 |
60,256 | (3) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 63,822 | 0.0 |
88,302 | (3) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 90,470 | 0.0 |
100,000 | Mosaic Solar Loan Trust 2020-2, 1.440%, 08/20/2046 | 99,247 | 0.0 | |
250,000 | (3) | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.345%, (US0003M + 1.100%), 12/21/2029 | 248,187 | 0.1 |
500,000 | (3) | OCP CLO 2020-18A A Ltd., 2.053%, (US0003M + 1.800%), 04/20/2030 | 501,307 | 0.1 |
250,000 | (3) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.650%, (US0003M + 1.375%), 07/15/2029 | 246,681 | 0.1 |
250,000 | (3) | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.245%, (US0003M + 1.000%), 01/25/2031 | 245,212 | 0.1 |
200,000 | (3) | OHA Loan Funding 2013-1A A1R2 Ltd., 1.346%, (US0003M + 1.090%), 07/23/2031 | 197,846 | 0.0 |
250,000 | (3) | Palmer Square CLO 2015-2A A1R2 Ltd., 1.372%, (US0003M + 1.100%), 07/20/2030 | 247,673 | 0.1 |
99,500 | (3) | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | 100,760 | 0.0 |
98,250 | (3) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 106,517 | 0.0 |
250,000 | (3) | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.441%, (US0003M + 1.190%), 11/01/2031 | 246,260 | 0.1 |
250,000 | (3) | THL Credit Wind River 2017-2A A CLO Ltd., 1.502%, (US0003M + 1.230%), 07/20/2030 | 247,457 | 0.1 |
250,000 | (3) | Tiaa Clo III Ltd. 2017-2A A, 1.421%, (US0003M + 1.150%), 01/16/2031 | 244,273 | 0.1 |
97,250 | (3) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 100,639 | 0.0 |
97,250 | (3) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 102,491 | 0.0 |
7,033,095 | 2.0 | |||
Student Loan Asset-Backed Securities: 0.4% | ||||
57,453 | (3) | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | 59,151 | 0.0 |
48,493 | (3) | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | 50,199 | 0.0 |
112,036 | (3) | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | 115,097 | 0.1 |
95,651 | (3) | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | 97,804 | 0.0 |
8,526 | (3) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | 8,591 | 0.0 |
18,415 | (3) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | 18,655 | 0.0 |
21,277 | (3) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | 21,252 | 0.0 |
96,338 | (3) | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | 100,942 | 0.0 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
92,023 | (3) | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | 93,282 | 0.0 |
89,673 | (3) | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | 90,076 | 0.0 |
100,000 | (3) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 100,398 | 0.0 |
100,000 | (3) | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | 100,797 | 0.0 |
100,000 | (3) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 105,803 | 0.1 |
100,000 | (3) | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | 104,671 | 0.1 |
100,000 | (3) | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | 102,933 | 0.0 |
183,622 | (3) | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | 187,988 | 0.1 |
1,357,639 | 0.4 | |||
Total Asset-Backed Securities | ||||
(Cost $9,740,738) | 9,895,894 | 2.9 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.5% | ||||
80,000 | (3),(4) | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.990%, 05/27/2021 | 78,179 | 0.0 |
3,000,000 | (4),(5) | BANK 2017-BNK8 XB, 0.222%, 11/15/2050 | 35,801 | 0.0 |
991,461 | (4),(5) | BANK 2019-BNK16 XA, 1.124%, 02/15/2052 | 64,071 | 0.0 |
2,180,000 | (3),(4),(5) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 59,805 | 0.0 |
995,195 | (4),(5) | Benchmark 2019-B9 XA Mortgage Trust, 1.211%, 03/15/2052 | 72,644 | 0.0 |
189,860 | (3) | BX Commercial Mortgage Trust 2019-XL J, 2.802%, (US0001M + 2.650%), 10/15/2036 | 185,998 | 0.1 |
100,000 | (3) | BX Trust 2019-CALM E, 2.152%, (US0001M + 2.000%), 11/25/2028 | 95,471 | 0.0 |
100,000 | (3) | BXMT 2017-FL1 B Ltd., 1.651%, (US0001M + 1.500%), 06/15/2035 | 99,503 | 0.0 |
100,000 | (3) | BXMT 2020-FL2 B Ltd., 1.551%, (US0001M + 1.400%), 02/16/2037 | 97,820 | 0.0 |
60,000 | Cantor Commercial Real Estate Lending 2019-CF2 A5, 2.874%, 11/15/2052 | 66,528 | 0.0 | |
60,000 | (4) | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.539%, 11/15/2050 | 56,268 | 0.0 |
810,838 | (4),(5) | CD 2017-CD4 Mortgage Trust XA, 1.453%, 05/10/2050 | 49,690 | 0.0 |
100,000 | (4) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | 99,072 | 0.0 |
961,999 | (4),(5) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.121%, 07/10/2049 | 75,533 | 0.0 |
1,314,901 | (4),(5) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.248%, 10/12/2050 | 66,813 | 0.0 |
80,000 | (4) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.410%, 09/15/2050 | 74,956 | 0.0 |
982,859 | (4),(5) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.051%, 09/15/2050 | 49,320 | 0.0 |
1,469,880 | (4),(5) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.753%, 06/10/2051 | 65,314 | 0.0 |
1,117,722 | (4),(5) | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.188%, 08/10/2056 | 80,881 | 0.0 |
60,000 | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | 67,582 | 0.0 | |
746,037 | (4),(5) | COMM 2012-CR4 XA, 1.843%, 10/15/2045 | 18,657 | 0.0 |
2,380,000 | (3),(4),(5) | COMM 2012-CR4 XB, 0.766%, 10/15/2045 | 28,809 | 0.0 |
177,000 | (4) | Comm 2013-CCRE13 C Mortgage Trust, 5.050%, 11/10/2046 | 175,527 | 0.1 |
20,000 | (4) | COMM 2016-COR1 C, 4.528%, 10/10/2049 | 20,262 | 0.0 |
1,498,957 | (4),(5) | COMM 2016-CR28 XA, 0.770%, 02/10/2049 | 40,185 | 0.0 |
749,260 | (4),(5) | COMM 2017-COR2 XA, 1.318%, 09/10/2050 | 47,316 | 0.0 |
110,000 | COMM 2018-COR3 A3 Mortgage Trust, 4.228%, 05/10/2051 | 131,392 | 0.1 | |
110,000 | (3) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 C, 1.582%, (US0001M + 1.430%), 05/15/2036 | 109,454 | 0.1 |
170,000 | (4) | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | 199,718 | 0.1 |
110,000 | (3),(4) | DBJPM 16-C3 Mortgage Trust, 3.632%, 08/10/2049 | 86,602 | 0.0 |
130,000 | (3),(4) | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | 107,741 | 0.1 |
240,000 | (3) | Great Wolf Trust 2019-WOLF A, 1.186%, (US0001M + 1.034%), 12/15/2029 | 232,186 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
100,000 | (3) | GS Mortgage Securities Corp. II 2018-RIVR F, 2.252%, (US0001M + 2.100%), 07/15/2035 | 85,593 | 0.0 |
31,356 | (3),(4) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 31,059 | 0.0 |
1,148,626 | (4),(5) | GS Mortgage Securities Trust 2014-GC22 XA, 1.138%, 06/10/2047 | 26,027 | 0.0 |
1,894,937 | (4),(5) | GS Mortgage Securities Trust 2016-GS4 XA, 0.678%, 11/10/2049 | 42,176 | 0.0 |
850,608 | (4),(5) | GS Mortgage Securities Trust 2017-GS6 XA, 1.183%, 05/10/2050 | 48,682 | 0.0 |
50,000 | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | 58,846 | 0.0 | |
1,224,754 | (4),(5) | GS Mortgage Securities Trust 2019-GC38 XA, 1.123%, 02/10/2052 | 82,167 | 0.0 |
90,000 | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | 101,400 | 0.1 | |
100,000 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 91,845 | 0.0 |
150,000 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.605%, 08/15/2046 | 151,490 | 0.1 |
40,000 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | 33,316 | 0.0 |
290,000 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 D, 5.194%, 12/15/2046 | 279,803 | 0.1 |
100,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | 105,537 | 0.1 |
1,272,433 | (4),(5) | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.819%, 12/15/2049 | 36,483 | 0.0 |
100,000 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 90,698 | 0.0 |
100,000 | (3),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 69,741 | 0.0 |
491,574 | (4),(5) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.900%, 04/15/2047 | 7,752 | 0.0 |
100,000 | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | 119,182 | 0.1 | |
430,470 | (3),(4),(5) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.875%, 11/15/2038 | 1,278 | 0.0 |
1,635,620 | (4),(5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.150%, 12/15/2047 | 51,521 | 0.0 |
62,000 | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | 70,893 | 0.0 | |
4,554,165 | (4),(5) | Morgan Stanley Capital I Trust 2019-L3 XA, 0.766%, 11/15/2029 | 227,164 | 0.1 |
75,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 61,553 | 0.0 | |
50,000 | (3) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 49,547 | 0.0 |
40,000 | (3),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.620%, 12/10/2045 | 21,313 | 0.0 |
60,000 | (3),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.620%, 12/10/2045 | 26,878 | 0.0 |
60,000 | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 09/15/2052 | 66,393 | 0.0 | |
80,000 | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | 94,424 | 0.0 | |
400,000 | (3) | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | 301,581 | 0.1 |
1,082,580 | (4),(5) | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.765%, 08/15/2052 | 118,703 | 0.1 |
1,534,328 | (3),(4),(5) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.956%, 08/15/2045 | 35,713 | 0.0 |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $5,458,929) | 5,327,856 | 1.5 | ||
SOVEREIGN BONDS: 0.2% | ||||
145,500 | (8) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | 61,037 | 0.0 |
8,843 | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | 4,050 | 0.0 | |
200,000 | Brazilian Government International Bond, 4.625%, 01/13/2028 | 217,037 | 0.1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
200,000 | Colombia Government International Bond, 3.125%, 04/15/2031 | 205,350 | 0.1 | ||
100,000 | (3) | Dominican Republic International Bond, 5.500%, 01/27/2025 | 106,625 | 0.0 | |
80,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 82,906 | 0.0 | ||
Total Sovereign Bonds | |||||
(Cost $662,903) | 677,005 | 0.2 | |||
Value | Percentage of Net Assets | ||||
PURCHASED OPTIONS (9): 0.0% | |||||
Total Purchased Options | |||||
(Cost $36,071) | 21,261 | 0.0 | |||
Total Long-Term Investments | |||||
(Cost $316,115,119) | 343,036,328 | 98.5 | |||
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 1.4% | |||||
U.S. Treasury Bills: 0.8% | |||||
2,450,000 | (10) | United States Treasury Bill, 0.060%, 10/13/2020 | |||
(Cost $2,449,939) | 2,449,952 | 0.8 | |||
Repurchase Agreements: 0.6% | |||||
208,941 | (11) | Bank of Nova Scotia, Repurchase Agreement dated 09/30/20, 0.06%, due 10/01/20 (Repurchase Amount $208,941, collateralized by various U.S. Government Securities, 0.000%-3.000%, Market Value plus accrued interest $213,120, due 11/24/20-02/15/49) | 208,941 | 0.0 | |
1,000,000 | (11) | National Bank Financial, Repurchase Agreement dated 09/30/20, 0.14%, due 10/01/20 (Repurchase Amount $1,000,004, collateralized by various U.S. Government Securities, 0.000%-6.750%, Market Value plus accrued interest $1,020,000, due 10/01/20-09/09/49) | 1,000,000 | 0.3 | |
1,000,000 | (11) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $1,020,000, due 10/27/20-07/15/61) | 1,000,000 | 0.3 | |
Total Repurchase Agreements | |||||
(Cost $2,208,941) | 2,208,941 | 0.6 | |||
Total Short-Term Investments | |||||
(Cost $4,658,880) | 4,658,893 | 1.4 | |||
Total Investments in Securities (Cost $320,773,999) | $ 347,695,221 | 99.9 | |||
Assets in Excess of Other Liabilities | 432,214 | 0.1 | |||
Net Assets | $ 348,127,435 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | Variable rate security. Rate shown is the rate in effect as of September 30, 2020. |
(5) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(6) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(7) | Represents or includes a TBA transaction. |
(8) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of September 30, 2020. |
(9) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(10) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2020. |
(11) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
Fair Value Measurements | ||||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 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, 2020 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock | ||||||||||||||||
Communication Services | $ | 10,210,441 | $ | 1,501,751 | $ | – | $ | 11,712,192 | ||||||||
Consumer Discretionary | 13,215,602 | 2,874,737 | – | 16,090,339 | ||||||||||||
Consumer Staples | 6,994,126 | 3,471,560 | – | 10,465,686 | ||||||||||||
Energy | 2,080,606 | 757,977 | – | 2,838,583 | ||||||||||||
Financials | 11,163,859 | 4,111,885 | – | 15,275,744 | ||||||||||||
Health Care | 14,858,774 | 3,873,404 | – | 18,732,178 | ||||||||||||
Industrials | 9,975,746 | 4,230,418 | – | 14,206,164 | ||||||||||||
Information Technology | 28,271,976 | 2,207,511 | – | 30,479,487 | ||||||||||||
Materials | 3,149,840 | 2,324,537 | – | 5,474,377 | ||||||||||||
Real Estate | 3,923,875 | 904,293 | – | 4,828,168 | ||||||||||||
Utilities | 3,189,418 | 1,158,687 | – | 4,348,105 | ||||||||||||
Total Common Stock | 107,034,263 | 27,416,760 | – | 134,451,023 | ||||||||||||
Exchange-Traded Funds | 94,074,825 | – | – | 94,074,825 | ||||||||||||
Mutual Funds | 51,598,206 | – | – | 51,598,206 | ||||||||||||
Preferred Stock | – | 36,849 | – | 36,849 | ||||||||||||
Purchased Options | – | 21,261 | – | 21,261 | ||||||||||||
Corporate Bonds/Notes | – | 21,985,955 | – | 21,985,955 | ||||||||||||
Collateralized Mortgage Obligations | – | 14,493,637 | – | 14,493,637 | ||||||||||||
Asset-Backed Securities | – | 9,895,894 | – | 9,895,894 | ||||||||||||
Sovereign Bonds | – | 677,005 | – | 677,005 | ||||||||||||
Commercial Mortgage-Backed Securities | – | 5,327,856 | – | 5,327,856 | ||||||||||||
U.S. Government Agency Obligations | – | 4,517,084 | – | 4,517,084 | ||||||||||||
U.S. Treasury Obligations | – | 5,956,733 | – | 5,956,733 | ||||||||||||
Short-Term Investments | – | 4,658,893 | – | 4,658,893 | ||||||||||||
Total Investments, at fair value | $ | 252,707,294 | $ | 94,987,927 | $ | – | $ | 347,695,221 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | – | 1,627 | – | 1,627 | ||||||||||||
Forward Foreign Currency Contracts | – | 20,269 | – | 20,269 | ||||||||||||
Futures | 289,388 | – | – | 289,388 | ||||||||||||
Total Assets | $ | 252,996,682 | $ | 95,009,823 | $ | – | $ | 348,006,505 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Forward Foreign Currency Contracts | $ | – | $ | (9,594 | ) | $ | – | $ | (9,594 | ) | ||||||
Futures | (363,976 | ) | – | – | (363,976 | ) | ||||||||||
Total Liabilities | $ | (363,976 | ) | $ | (9,594 | ) | $ | – | $ | (373,570 | ) |
+ | 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, 2020, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/19 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/(Depreciation) | Ending Fair Value at 9/30/2020 | Investment Income | Realized Gains/(Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | $ | 887,452 | $ | 28,861 | $ | - | $ | (99,287 | ) | $ | 817,026 | 28,860 | $ | - | $ | - | ||||||||||||||||
Voya Floating Rate Fund - Class P | 11,211,748 | 577,056 | (12,133,030 | ) | 344,226 | - | 201,245 | (1,693,972 | ) | - | ||||||||||||||||||||||
Voya High Yield Bond Fund - Class P | 14,931,064 | 15,596,495 | (1,493,173 | ) | 517,374 | 29,551,760 | 1,044,424 | (47,200 | ) | - | ||||||||||||||||||||||
Voya Short Term Bond Fund - Class R6 | 7,449,420 | 907,530 | (4,309,529 | ) | 4,673 | 4,052,094 | 88,542 | (115,361 | ) | - | ||||||||||||||||||||||
Voya Small Company Fund - Class R6 | 9,373,972 | 1,164,792 | (10,178,584 | ) | (360,180 | ) | - | - | (1,814,994 | ) | - | |||||||||||||||||||||
Voya Strategic Income Opportunities Fund - Class P | 11,187,744 | 7,028,761 | (947,944 | ) | (91,235 | ) | 17,177,326 | 487,140 | (13,794 | ) | - | |||||||||||||||||||||
$ | 55,041,400 | $ | 25,303,495 | $ | (29,062,260 | ) | $ | 315,571 | $ | 51,598,206 | $ | 1,850,211 | $ | (3,685,321 | ) | $ | - |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
At September 30, 2020, the following forward foreign currency contracts were outstanding for Voya Balanced Portfolio: | ||||||||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||
USD | 7,824 | RON | 32,186 | Barclays Bank PLC | 10/22/20 | $ | 92 | |||||
USD | 7,823 | RON | 32,186 | Barclays Bank PLC | 10/22/20 | 92 | ||||||
USD | 822 | PHP | 40,551 | Barclays Bank PLC | 10/22/20 | (14 | ) | |||||
USD | 7,824 | RON | 32,186 | Barclays Bank PLC | 10/22/20 | 92 | ||||||
USD | 8,879 | PEN | 31,539 | BNP Paribas | 10/16/20 | 127 | ||||||
USD | 8,882 | PEN | 31,539 | BNP Paribas | 10/16/20 | 130 | ||||||
USD | 27,234 | IDR | 406,367,367 | BNP Paribas | 10/22/20 | (51 | ) | |||||
USD | 107,303 | RUB | 7,975,403 | BNP Paribas | 10/22/20 | 4,832 | ||||||
USD | 27,233 | IDR | 406,367,367 | BNP Paribas | 10/22/20 | (53 | ) | |||||
USD | 76,115 | THB | 2,370,100 | BNP Paribas | 10/22/20 | 1,322 | ||||||
USD | 104,314 | MXN | 2,370,278 | Citibank N.A. | 10/16/20 | (2,699 | ) | |||||
USD | 27,263 | IDR | 406,367,367 | Citibank N.A. | 10/22/20 | (22 | ) | |||||
RUB | 2,766,189 | USD | 37,675 | Citibank N.A. | 10/22/20 | (2,135 | ) | |||||
USD | 22,638 | TRY | 167,972 | Citibank N.A. | 10/22/20 | 1,003 | ||||||
USD | 68,795 | BRL | 373,929 | Goldman Sachs International | 10/16/20 | 2,236 | ||||||
USD | 178 | ILS | 607 | Goldman Sachs International | 10/22/20 | 1 | ||||||
CLP | 32,402,870 | USD | 40,564 | HSBC Bank USA N.A. | 10/16/20 | 715 | ||||||
USD | 54,677 | ZAR | 950,629 | HSBC Bank USA N.A. | 10/22/20 | (1,938 | ) | |||||
USD | 8,867 | PEN | 31,539 | JPMorgan Chase Bank N.A. | 10/16/20 | 115 | ||||||
EUR | 179,252 | USD | 209,068 | Morgan Stanley Capital Services LLC | 10/02/20 | 1,098 | ||||||
USD | 212,942 | EUR | 179,252 | Morgan Stanley Capital Services LLC | 10/02/20 | 2,776 | ||||||
MXN | 549,308 | USD | 24,427 | Morgan Stanley Capital Services LLC | 10/16/20 | 373 | ||||||
USD | 35,955 | CZK | 807,549 | Morgan Stanley Capital Services LLC | 10/22/20 | 963 | ||||||
USD | 76,449 | PLN | 288,089 | Morgan Stanley Capital Services LLC | 10/22/20 | 1,916 | ||||||
USD | 31,421 | HUF | 9,282,257 | Morgan Stanley Capital Services LLC | 10/22/20 | 1,489 | ||||||
USD | 74,903 | MYR | 317,910 | Morgan Stanley Capital Services LLC | 10/22/20 | (1,576 | ) | |||||
USD | 209,345 | EUR | 179,252 | Morgan Stanley Capital Services LLC | 12/04/20 | (1,106 | ) | |||||
USD | 39,507 | CLP | 30,887,854 | Standard Chartered Bank | 10/16/20 | 158 | ||||||
USD | 42,538 | COP | 160,078,860 | Standard Chartered Bank | 10/16/20 | 739 | ||||||
$ | 10,675 |
At September 30, 2020, the following futures contracts were outstanding for Voya Balanced Portfolio: | ||||||||||||
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
E-mini Russell 2000® Index | 191 | 12/18/20 | $ | 14,367,020 | $ | (263,935 | ) | |||||
S&P 500® E-Mini | 36 | 12/18/20 | 6,033,600 | (36,518 | ) | |||||||
U.S. Treasury 2-Year Note | 28 | 12/31/20 | 6,186,906 | 2,166 | ||||||||
U.S. Treasury 5-Year Note | 15 | 12/31/20 | 1,890,469 | 65 | ||||||||
U.S. Treasury Long Bond | 3 | 12/21/20 | 528,844 | (1,413 | ) | |||||||
U.S. Treasury Ultra Long Bond | 16 | 12/21/20 | 3,549,000 | (51,815 | ) | |||||||
$ | 32,555,839 | $ | (351,450 | ) | ||||||||
Short Contracts: | ||||||||||||
Mini MSCI EAFE Index | (80) | 12/18/20 | (7,412,800 | ) | 228,026 | |||||||
Mini MSCI Emerging Markets Index | (47) | 12/18/20 | (2,557,975 | ) | 59,131 | |||||||
U.S. Treasury 10-Year Note | (67) | 12/21/20 | (9,348,594 | ) | (10,086 | ) | ||||||
U.S. Treasury Ultra 10-Year Note | (6) | 12/21/20 | (959,531 | ) | (209 | ) | ||||||
$ | (20,278,900 | ) | $ | 276,862 |
At September 30, 2020, 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 Investment Grade Index, Series 35, Version 1 | Buy | (1.000 | ) | 12/20/25 | USD | 1,457,000 | $ | (30,366 | ) | $ | 1,627 | ||||||
$ | (30,366 | ) | $ | 1,627 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
(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, 2020, the following OTC purchased credit default swaptions were outstanding for Voya Balanced Portfolio: | |||||||||||||||||||||||
Description | Counterparty | Reference Entity(1) | Fixed Rate | Pay/ Receive Financing Rate | Strike Price | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||
Put on 5-Year Credit Default Swap | Citibank N.A. | CDX North American High Yield Index, Series 34, Version 8 | 5.000 | % | Pay | 99.000 | % | 11/18/20 | USD | 1,287,000 | $ | 11,625 | $ | 9,140 | |||||||||
$ | 11,625 | $ | 9,140 | ||||||||||||||||||||
At September 30, 2020, 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 USD vs. Put AUD | Citibank N.A. | 10/14/20 | 0.670 | USD | 799,000 | $ | 5,610 | $ | 80 | |||||||||
Call USD vs. Put AUD | Standard Chartered Bank | 10/16/20 | 0.670 | USD | 799,000 | 5,319 | 130 | |||||||||||
Call USD vs. Put AUD | Morgan Stanley Capital Services LLC | 12/21/20 | 0.688 | USD | 738,000 | 6,765 | 5,972 | |||||||||||
Call USD vs. Put AUD | Morgan Stanley Capital Services LLC | 12/21/20 | 0.688 | USD | 327,000 | 2,975 | 2,646 | |||||||||||
Call USD vs. Put AUD | Morgan Stanley Capital Services LLC | 12/21/20 | 0.688 | USD | 407,000 | 3,777 | 3,293 | |||||||||||
$ | 24,446 | $ | 12,121 |
(1) | Payments received quarterly. |
Currency Abbreviations | ||
BRL | - | Brazilian Real |
CLP | - | Chilean Peso |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
COP | - | Colombian Peso |
CZK | - | Czech Koruna |
EUR | - | EU Euro |
HUF | - | Hungarian Forint |
IDR | - | Indonesian Rupiah |
ILS | - | Israeli New Shekel |
MXN | - | Mexican Peso |
MYR | - | Malaysian Ringgit |
PEN | - | Peruvian Nuevo Sol |
PHP | - | Philippine Peso |
PLN | - | Polish Zloty |
RON | - | Romanian New Leu |
RUB | - | Russian Ruble |
THB | - | Thai Baht |
TRY | - | Turkish Lira |
USD | - | United States Dollar |
ZAR | - | South African Rand |
At September 30, 2020, 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 $322,186,743. | |||||||||
Net unrealized appreciation consisted of: | |||||||||
Gross Unrealized Appreciation | $ | 35,256,423 | |||||||
Gross Unrealized Depreciation | (9,827,784 | ) | |||||||
Net Unrealized Appreciation | $ | 25,428,639 |