Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) |
Principal Amount† |
Value | Percentage of Net Assets | ||||||
CORPORATE BONDS/NOTES: 22.4% | ||||||||
Australia: 0.2% | ||||||||
37,000 | (1) | CSL Finance PLC, 4.050%, 04/27/2029 | $ | 34,126 | 0.0 | |||
63,000 | (1) | CSL Finance PLC, 4.250%, 04/27/2032 | 57,749 | 0.1 | ||||
15,000 | (1) | CSL Finance PLC, 4.625%, 04/27/2042 | 13,143 | 0.0 | ||||
25,000 | (1) | CSL Finance PLC, 4.750%, 04/27/2052 | 21,686 | 0.0 | ||||
11,000 | (1) | CSL Finance PLC, 4.950%, 04/27/2062 | 9,588 | 0.0 | ||||
3,000 | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | 1,950 | 0.0 | |||||
160,000 | (1) | Santos Finance Ltd., 3.649%, 04/29/2031 | 124,576 | 0.1 | ||||
262,818 | 0.2 | |||||||
Belgium: 0.2% | ||||||||
96,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 83,658 | 0.1 | |||||
124,000 | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 120,922 | 0.1 | |||||
204,580 | 0.2 | |||||||
Bermuda: 0.1% | ||||||||
133,000 | (1) | Triton Container International Ltd., 3.150%, 06/15/2031 | 97,579 | 0.1 | ||||
57,000 | XLIT Ltd., 5.500%, 03/31/2045 | 52,911 | 0.0 | |||||
150,490 | 0.1 | |||||||
Canada: 0.6% | ||||||||
145,000 | (2) | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | 121,821 | 0.1 | ||||
61,000 | Brookfield Finance LLC, 3.450%, 04/15/2050 | 38,649 | 0.1 | |||||
139,000 | Canadian Imperial Bank of Commerce, 3.945%, 08/04/2025 | 134,332 | 0.1 | |||||
38,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 32,643 | 0.0 | |||||
31,000 | (2),(3) | Enbridge, Inc., 7.375%, 01/15/2083 | 29,935 | 0.0 | ||||
31,000 | (2) | Enbridge, Inc., 7.625%, 01/15/2083 | 29,983 | 0.0 | ||||
177,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 161,207 | 0.2 | |||||
80,000 | (1) | Intact Financial Corp., 5.459%, 09/22/2032 | 77,948 | 0.1 | ||||
20,000 | (1) | Rogers Communications, Inc., 3.800%, 03/15/2032 | 17,312 | 0.0 | ||||
29,000 | Toronto-Dominion Bank/The, 2.800%, 03/10/2027 | 26,170 | 0.0 | |||||
670,000 | 0.6 | |||||||
France: 0.9% | ||||||||
572,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 568,420 | 0.5 | ||||
265,000 | (1) | BPCE SA, 2.700%, 10/01/2029 | 219,775 | 0.2 | ||||
287,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 280,051 | 0.2 | ||||
1,068,246 | 0.9 | |||||||
Japan: 0.9% | ||||||||
200,000 | (1),(3) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 189,697 | 0.2 | ||||
200,000 | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | 189,186 | 0.2 | |||||
639,000 | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 607,263 | 0.5 | |||||
43,000 | (1) | Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027 | 38,699 | 0.0 | ||||
1,024,845 | 0.9 | |||||||
Mexico: 0.0% | ||||||||
MXN | 1,007,437 | (4),(5) | Banco Invex SA / Hipotecaria Credito y Casa SA de CV, 6.450%, 03/13/2034 | – | – | |||
MXN | 25,098 | (4) | JP Morgan / Hipotecaria su Casita, 6.100%, 09/25/2035 | 1,124 | 0.0 | |||
1,124 | 0.0 | |||||||
MULTI: 0.0% | ||||||||
19,000 | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | 11,405 | 0.0 | |||||
Netherlands: 0.2% | ||||||||
234,000 | Shell International Finance BV, 3.875%, 11/13/2028 | 219,089 | 0.2 | |||||
57,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 45,515 | 0.0 | |||||
264,604 | 0.2 | |||||||
Norway: 0.0% | ||||||||
41,000 | Equinor ASA, 3.125%, 04/06/2030 | 36,006 | 0.0 | |||||
South Africa: 0.1% | ||||||||
ZAR | 1,000,000 | Transnet SOC Ltd., 10.800%, 11/06/2023 | 56,173 | 0.1 | ||||
Spain: 0.2% | ||||||||
200,000 | (2) | Banco Bilbao Vizcaya Argentaria SA, 6.138%, 09/14/2028 | 193,298 | 0.2 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Switzerland: 0.4% | ||||||||
400,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 395,916 | 0.4 | ||||
United Kingdom: 0.6% | ||||||||
100,000 | BAT Capital Corp., 2.259%, 03/25/2028 | 79,695 | 0.1 | |||||
83,000 | BAT International Finance PLC, 4.448%, 03/16/2028 | 74,110 | 0.1 | |||||
200,000 | (1) | LSEGA Financing PLC, 3.200%, 04/06/2041 | 142,751 | 0.1 | ||||
200,000 | (1) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 182,616 | 0.1 | ||||
150,000 | Royalty Pharma PLC, 1.200%, 09/02/2025 | 132,745 | 0.1 | |||||
143,000 | Royalty Pharma PLC, 1.750%, 09/02/2027 | 118,385 | 0.1 | |||||
730,302 | 0.6 | |||||||
United States: 18.0% | ||||||||
165,000 | AbbVie, Inc., 3.200%, 11/21/2029 | 144,582 | 0.1 | |||||
154,000 | AbbVie, Inc., 3.800%, 03/15/2025 | 149,289 | 0.1 | |||||
133,000 | AbbVie, Inc., 4.050%, 11/21/2039 | 107,363 | 0.1 | |||||
2,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 1,739 | 0.0 | |||||
90,000 | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | 77,377 | 0.1 | |||||
90,000 | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | 81,716 | 0.1 | |||||
73,000 | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | 61,850 | 0.1 | |||||
153,000 | (1) | AEP Texas, Inc., 3.850%, 10/01/2025 | 147,065 | 0.1 | ||||
9,000 | Alleghany Corp., 3.250%, 08/15/2051 | 6,086 | 0.0 | |||||
35,000 | Alleghany Corp., 3.625%, 05/15/2030 | 31,236 | 0.0 | |||||
2,000 | Alleghany Corp., 4.900%, 09/15/2044 | 1,771 | 0.0 | |||||
30,000 | (1) | Alliant Energy Finance LLC, 3.600%, 03/01/2032 | 25,667 | 0.0 | ||||
134,000 | Altria Group, Inc., 4.500%, 05/02/2043 | 94,723 | 0.1 | |||||
88,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 81,326 | 0.1 | |||||
40,000 | Amazon.com, Inc., 2.100%, 05/12/2031 | 32,505 | 0.0 | |||||
131,000 | Amazon.com, Inc., 2.875%, 05/12/2041 | 96,025 | 0.1 | |||||
45,000 | (3) | Amazon.com, Inc., 3.600%, 04/13/2032 | 40,962 | 0.0 | ||||
13,000 | Amazon.com, Inc., 3.950%, 04/13/2052 | 10,693 | 0.0 | |||||
21,000 | Amazon.com, Inc., 4.100%, 04/13/2062 | 16,818 | 0.0 | |||||
37,000 | Amcor Flexibles North America, Inc., 4.000%, 05/17/2025 | 35,761 | 0.0 | |||||
188,000 | American Airlines 2021-1 Class A Pass Through Trust, 2.875%, 01/11/2036 | 153,267 | 0.1 | |||||
33,000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 21,336 | 0.0 | |||||
22,000 | (2) | American Electric Power Co., Inc., 3.875%, 02/15/2062 | 17,268 | 0.0 | ||||
182,000 | (2),(3) | American Express Co., 4.420%, 08/03/2033 | 165,685 | 0.2 | ||||
33,000 | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | 27,254 | 0.0 | |||||
17,000 | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | 12,502 | 0.0 | |||||
16,000 | American International Group, Inc., 4.375%, 06/30/2050 | 12,854 | 0.0 | |||||
181,000 | American International Group, Inc., 4.750%, 04/01/2048 | 155,782 | 0.1 | |||||
205,000 | American Tower Corp., 2.750%, 01/15/2027 | 181,558 | 0.2 | |||||
29,000 | American Tower Corp., 3.650%, 03/15/2027 | 26,557 | 0.0 | |||||
40,000 | (1) | American Transmission Systems, Inc., 2.650%, 01/15/2032 | 31,461 | 0.0 | ||||
33,000 | Amgen, Inc., 2.000%, 01/15/2032 | 25,133 | 0.0 | |||||
18,000 | Amgen, Inc., 4.875%, 03/01/2053 | 15,862 | 0.0 | |||||
46,000 | Apple, Inc., 2.650%, 02/08/2051 | 30,341 | 0.0 | |||||
34,000 | Apple, Inc., 2.850%, 08/05/2061 | 21,427 | 0.0 | |||||
18,000 | Apple, Inc., 3.350%, 08/08/2032 | 16,050 | 0.0 | |||||
28,000 | (3) | Apple, Inc., 3.950%, 08/08/2052 | 23,437 | 0.0 | ||||
19,000 | Apple, Inc., 4.100%, 08/08/2062 | 15,603 | 0.0 | |||||
94,000 | AT&T, Inc., 3.650%, 09/15/2059 | 61,099 | 0.1 | |||||
31,000 | Avnet, Inc., 5.500%, 06/01/2032 | 28,197 | 0.0 | |||||
153,000 | (2) | Bank of America Corp., 1.734%, 07/22/2027 | 131,411 | 0.1 | ||||
72,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | 53,735 | 0.1 | ||||
43,000 | (2) | Bank of America Corp., 2.087%, 06/14/2029 | 34,977 | 0.0 | ||||
29,000 | (2) | Bank of America Corp., 2.299%, 07/21/2032 | 21,710 | 0.0 | ||||
72,000 | (2) | Bank of America Corp., 2.572%, 10/20/2032 | 55,146 | 0.1 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
342,000 | (2) | Bank of America Corp., 2.687%, 04/22/2032 | 267,408 | 0.2 | ||||
150,000 | (2) | Bank of America Corp., 3.458%, 03/15/2025 | 145,339 | 0.1 | ||||
146,000 | (2) | Bank of America Corp., 3.846%, 03/08/2037 | 117,987 | 0.1 | ||||
8,000 | (2) | Bank of America Corp., 4.571%, 04/27/2033 | 7,176 | 0.0 | ||||
879,000 | (2) | Bank of America Corp., 5.015%, 07/22/2033 | 816,577 | 0.7 | ||||
97,000 | (2) | Bank of New York Mellon Corp./The, 4.289%, 06/13/2033 | 88,919 | 0.1 | ||||
22,000 | Baxter International, Inc., 1.915%, 02/01/2027 | 19,173 | 0.0 | |||||
52,000 | Baxter International, Inc., 2.272%, 12/01/2028 | 42,986 | 0.0 | |||||
34,000 | (3) | Baxter International, Inc., 2.539%, 02/01/2032 | 26,489 | 0.0 | ||||
2,000 | Baxter International, Inc., 3.132%, 12/01/2051 | 1,283 | 0.0 | |||||
20,000 | (1) | Berkshire Hathaway Energy Co., 4.600%, 05/01/2053 | 16,910 | 0.0 | ||||
230,000 | Berry Global, Inc., 1.650%, 01/15/2027 | 191,016 | 0.2 | |||||
64,000 | (1) | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 38,559 | 0.0 | ||||
223,000 | Boeing Co/The, 3.625%, 02/01/2031 | 185,429 | 0.2 | |||||
66,000 | Boeing Co/The, 5.150%, 05/01/2030 | 61,131 | 0.1 | |||||
31,000 | BP Capital Markets America, Inc., 3.000%, 02/24/2050 | 20,197 | 0.0 | |||||
86,000 | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | 66,142 | 0.1 | |||||
40,000 | (1) | Broadcom, Inc., 4.926%, 05/15/2037 | 33,058 | 0.0 | ||||
57,000 | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | 49,603 | 0.1 | |||||
31,000 | (2) | Capital One Financial Corp., 1.878%, 11/02/2027 | 26,363 | 0.0 | ||||
38,000 | (2) | Capital One Financial Corp., 3.273%, 03/01/2030 | 31,821 | 0.0 | ||||
24,000 | (2) | Capital One Financial Corp., 5.247%, 07/26/2030 | 22,374 | 0.0 | ||||
20,000 | (1) | Cargill, Inc., 2.125%, 04/23/2030 | 16,230 | 0.0 | ||||
47,000 | (1) | Cargill, Inc., 2.125%, 11/10/2031 | 36,805 | 0.0 | ||||
16,000 | (1) | Cargill, Inc., 4.375%, 04/22/2052 | 13,788 | 0.0 | ||||
28,000 | CenterPoint Energy, Inc., 4.250%, 11/01/2028 | 25,605 | 0.0 | |||||
36,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | 28,231 | 0.0 | |||||
42,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 | 26,745 | 0.0 | |||||
126,000 | Chevron USA, Inc., 3.250%, 10/15/2029 | 113,656 | 0.1 | |||||
70,000 | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | 52,902 | 0.1 | |||||
27,000 | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | 17,702 | 0.0 | |||||
11,000 | Chubb INA Holdings, Inc., 3.050%, 12/15/2061 | 6,970 | 0.0 | |||||
103,000 | Cigna Corp., 3.200%, 03/15/2040 | 74,264 | 0.1 | |||||
22,000 | Cigna Corp., 3.400%, 03/15/2050 | 14,922 | 0.0 | |||||
38,000 | Cigna Corp., 4.800%, 08/15/2038 | 33,773 | 0.0 | |||||
265,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 239,065 | 0.2 | ||||
99,000 | Comcast Corp., 4.250%, 01/15/2033 | 89,863 | 0.1 | |||||
72,000 | Comcast Corp., 5.650%, 06/15/2035 | 72,131 | 0.1 | |||||
22,000 | Consumers Energy Co., 4.200%, 09/01/2052 | 18,309 | 0.0 | |||||
95,000 | (1) | Corebridge Financial, Inc., 3.850%, 04/05/2029 | 83,845 | 0.1 | ||||
76,000 | (1) | Corebridge Financial, Inc., 3.900%, 04/05/2032 | 64,281 | 0.1 | ||||
87,000 | (1),(2) | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 79,811 | 0.1 | ||||
20,000 | Crown Castle, Inc., 2.900%, 03/15/2027 | 17,781 | 0.0 | |||||
18,000 | CSX Corp., 4.100%, 11/15/2032 | 16,358 | 0.0 | |||||
36,000 | CSX Corp., 4.500%, 11/15/2052 | 30,303 | 0.0 | |||||
50,000 | CSX Corp., 4.500%, 08/01/2054 | 41,569 | 0.0 | |||||
10,000 | CVS Health Corp., 4.300%, 03/25/2028 | 9,449 | 0.0 | |||||
4,000 | CVS Health Corp., 5.050%, 03/25/2048 | 3,532 | 0.0 | |||||
2,000 | CVS Health Corp., 5.125%, 07/20/2045 | 1,756 | 0.0 | |||||
313,000 | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 314,577 | 0.3 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
93,590 | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 91,422 | 0.1 | |||||
35,000 | Discovery Communications LLC, 5.300%, 05/15/2049 | 26,196 | 0.0 | |||||
23,000 | (3) | Dollar General Corp., 3.500%, 04/03/2030 | 20,209 | 0.0 | ||||
25,000 | Dollar General Corp., 5.000%, 11/01/2032 | 24,079 | 0.0 | |||||
78,000 | (2) | Dominion Energy, Inc., 4.350%, 12/31/2199 | 66,562 | 0.1 | ||||
43,000 | (2) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 38,087 | 0.0 | ||||
63,000 | DTE Electric Co., 4.300%, 07/01/2044 | 52,911 | 0.1 | |||||
2,000 | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | 1,523 | 0.0 | |||||
2,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | 1,565 | 0.0 | |||||
2,000 | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | 1,677 | 0.0 | |||||
40,000 | Duke Energy Florida LLC, 2.400%, 12/15/2031 | 31,854 | 0.0 | |||||
4,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 3,298 | 0.0 | |||||
85,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 57,875 | 0.1 | |||||
2,000 | Duke Energy Progress LLC, 4.100%, 03/15/2043 | 1,649 | 0.0 | |||||
38,000 | DXC Technology Co., 1.800%, 09/15/2026 | 32,606 | 0.0 | |||||
38,000 | DXC Technology Co., 2.375%, 09/15/2028 | 31,084 | 0.0 | |||||
74,000 | Eaton Corp., 4.150%, 03/15/2033 | 66,965 | 0.1 | |||||
16,000 | Ecolab, Inc., 2.750%, 08/18/2055 | 9,939 | 0.0 | |||||
11,000 | Elevance Health, Inc., 2.550%, 03/15/2031 | 8,886 | 0.0 | |||||
94,000 | Elevance Health, Inc., 3.700%, 09/15/2049 | 69,043 | 0.1 | |||||
20,000 | Elevance Health, Inc., 4.100%, 05/15/2032 | 18,098 | 0.0 | |||||
104,000 | Energy Transfer L.P., 4.250%, 04/01/2024 | 101,860 | 0.1 | |||||
1,026,000 | Energy Transfer L.P., 4.900%, 02/01/2024 | 1,021,064 | 0.9 | |||||
77,000 | Energy Transfer L.P., 5.400%, 10/01/2047 | 62,545 | 0.1 | |||||
280,000 | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 277,712 | 0.3 | |||||
4,000 | Entergy Arkansas LLC, 3.350%, 06/15/2052 | 2,740 | 0.0 | |||||
10,000 | Entergy Arkansas LLC, 4.200%, 04/01/2049 | 8,205 | 0.0 | |||||
100,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 80,341 | 0.1 | |||||
50,000 | Entergy Louisiana LLC, 4.750%, 09/15/2052 | 43,634 | 0.0 | |||||
100,000 | Essential Utilities, Inc., 2.704%, 04/15/2030 | 82,006 | 0.1 | |||||
55,000 | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 38,070 | 0.0 | |||||
42,000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 34,465 | 0.0 | |||||
48,000 | Eversource Energy, 1.400%, 08/15/2026 | 41,653 | 0.0 | |||||
51,000 | Eversource Energy, 2.900%, 03/01/2027 | 46,352 | 0.1 | |||||
29,000 | Eversource Energy, 3.375%, 03/01/2032 | 24,427 | 0.0 | |||||
49,000 | Extra Space Storage L.P., 2.350%, 03/15/2032 | 36,183 | 0.0 | |||||
43,000 | Exxon Mobil Corp., 2.995%, 08/16/2039 | 31,974 | 0.0 | |||||
44,000 | Exxon Mobil Corp., 3.095%, 08/16/2049 | 30,709 | 0.0 | |||||
57,000 | Exxon Mobil Corp., 3.452%, 04/15/2051 | 42,573 | 0.0 | |||||
45,000 | FedEx Corp., 4.050%, 02/15/2048 | 33,101 | 0.0 | |||||
45,000 | (3) | FedEx Corp., 5.250%, 05/15/2050 | 39,479 | 0.0 | ||||
222,000 | Fiserv, Inc., 3.200%, 07/01/2026 | 204,715 | 0.2 | |||||
5,000 | Florida Power & Light Co., 2.875%, 12/04/2051 | 3,313 | 0.0 | |||||
99,000 | General Electric Co., 6.750%, 03/15/2032 | 107,077 | 0.1 | |||||
90,000 | (3) | General Mills, Inc., 2.875%, 04/15/2030 | 76,594 | 0.1 | ||||
18,000 | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | 17,085 | 0.0 | |||||
202,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 196,808 | 0.2 | |||||
7,000 | Georgia Power Co., 5.125%, 05/15/2052 | 6,335 | 0.0 | |||||
27,000 | HCA, Inc., 2.375%, 07/15/2031 | 20,014 | 0.0 | |||||
18,000 | (1) | HCA, Inc., 3.125%, 03/15/2027 | 15,960 | 0.0 | ||||
11,000 | HCA, Inc., 3.500%, 09/01/2030 | 9,107 | 0.0 | |||||
243,000 | HCA, Inc., 4.125%, 06/15/2029 | 213,432 | 0.2 | |||||
24,000 | (1) | HCA, Inc., 4.375%, 03/15/2042 | 17,987 | 0.0 | ||||
115,000 | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 96,219 | 0.1 | |||||
13,000 | Home Depot, Inc./The, 3.625%, 04/15/2052 | 9,841 | 0.0 | |||||
40,000 | (3) | Home Depot, Inc./The, 4.500%, 09/15/2032 | 38,273 | 0.0 | ||||
53,000 | Home Depot, Inc./The, 4.950%, 09/15/2052 | 49,925 | 0.1 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
55,000 | HP, Inc., 2.650%, 06/17/2031 | 40,441 | 0.0 | |||||
11,000 | HP, Inc., 4.000%, 04/15/2029 | 9,651 | 0.0 | |||||
96,000 | Intel Corp., 3.250%, 11/15/2049 | 63,850 | 0.1 | |||||
27,000 | Intel Corp., 3.750%, 08/05/2027 | 25,670 | 0.0 | |||||
8,000 | (3) | Intel Corp., 4.150%, 08/05/2032 | 7,296 | 0.0 | ||||
45,000 | Intel Corp., 4.750%, 03/25/2050 | 38,953 | 0.0 | |||||
18,000 | Intel Corp., 5.050%, 08/05/2062 | 15,650 | 0.0 | |||||
29,000 | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | 23,112 | 0.0 | |||||
48,000 | Intercontinental Exchange, Inc., 4.250%, 09/21/2048 | 39,211 | 0.0 | |||||
149,000 | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | 139,178 | 0.1 | |||||
36,000 | International Business Machines Corp., 4.150%, 07/27/2027 | 34,614 | 0.0 | |||||
36,000 | International Business Machines Corp., 4.400%, 07/27/2032 | 33,286 | 0.0 | |||||
40,000 | International Business Machines Corp., 4.900%, 07/27/2052 | 35,075 | 0.0 | |||||
16,000 | (1) | International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 | 11,077 | 0.0 | ||||
21,000 | Interstate Power and Light Co., 3.100%, 11/30/2051 | 13,828 | 0.0 | |||||
35,000 | John Deere Capital Corp., 4.350%, 09/15/2032 | 33,287 | 0.0 | |||||
81,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 70,163 | 0.1 | |||||
197,000 | (2) | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 166,813 | 0.2 | ||||
110,000 | (2) | JPMorgan Chase & Co., 2.545%, 11/08/2032 | 83,597 | 0.1 | ||||
68,000 | (2) | JPMorgan Chase & Co., 2.580%, 04/22/2032 | 52,782 | 0.1 | ||||
82,000 | (2) | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 76,325 | 0.1 | ||||
78,000 | (2) | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 69,058 | 0.1 | ||||
565,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 518,448 | 0.5 | |||||
78,000 | (2) | JPMorgan Chase & Co., 3.964%, 11/15/2048 | 58,583 | 0.1 | ||||
81,000 | (2) | JPMorgan Chase & Co., 4.565%, 06/14/2030 | 74,747 | 0.1 | ||||
365,000 | (2) | JPMorgan Chase & Co., 4.912%, 07/25/2033 | 337,072 | 0.3 | ||||
81,000 | (2) | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 76,713 | 0.1 | ||||
510,000 | (2),(3) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 498,525 | 0.4 | ||||
36,000 | Keurig Dr Pepper, Inc., 4.050%, 04/15/2032 | 31,639 | 0.0 | |||||
41,000 | Keurig Dr Pepper, Inc., 4.500%, 04/15/2052 | 32,422 | 0.0 | |||||
222,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 218,479 | 0.2 | |||||
27,000 | Kinder Morgan, Inc., 5.450%, 08/01/2052 | 23,456 | 0.0 | |||||
51,000 | KLA Corp., 4.950%, 07/15/2052 | 46,454 | 0.1 | |||||
24,000 | KLA Corp., 5.250%, 07/15/2062 | 22,121 | 0.0 | |||||
98,000 | (1) | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | 84,777 | 0.1 | ||||
34,000 | Lowe's Cos, Inc., 4.250%, 04/01/2052 | 26,076 | 0.0 | |||||
20,000 | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 14,990 | 0.0 | |||||
35,000 | Lowe's Cos, Inc., 5.000%, 04/15/2033 | 33,094 | 0.0 | |||||
24,000 | (1) | Meta Platforms, Inc., 3.500%, 08/15/2027 | 22,467 | 0.0 | ||||
58,000 | (1) | Meta Platforms, Inc., 3.850%, 08/15/2032 | 51,043 | 0.1 | ||||
35,000 | (1) | Meta Platforms, Inc., 4.450%, 08/15/2052 | 28,622 | 0.0 | ||||
76,000 | (1) | Meta Platforms, Inc., 4.650%, 08/15/2062 | 61,410 | 0.1 | ||||
380,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 361,003 | 0.3 | ||||
130,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 104,352 | 0.1 | |||||
41,000 | Mondelez International, Inc., 2.750%, 04/13/2030 | 34,204 | 0.0 | |||||
46,000 | (2) | Morgan Stanley, 1.512%, 07/20/2027 | 39,233 | 0.0 | ||||
494,000 | (2) | Morgan Stanley, 1.593%, 05/04/2027 | 427,429 | 0.4 | ||||
204,000 | (2) | Morgan Stanley, 2.239%, 07/21/2032 | 153,456 | 0.1 | ||||
101,000 | (2) | Morgan Stanley, 2.511%, 10/20/2032 | 77,295 | 0.1 | ||||
133,000 | (2) | Morgan Stanley, 2.630%, 02/18/2026 | 124,023 | 0.1 | ||||
293,000 | Morgan Stanley, 3.125%, 07/27/2026 | 270,166 | 0.2 | |||||
618,000 | Morgan Stanley, 4.100%, 05/22/2023 | 616,143 | 0.5 | |||||
30,000 | (2),(3) | Morgan Stanley, 4.889%, 07/20/2033 | 27,824 | 0.0 | ||||
161,000 | (2) | Morgan Stanley, 5.297%, 04/20/2037 | 144,890 | 0.1 | ||||
150,000 | Mosaic Co/The, 3.250%, 11/15/2022 | 149,827 | 0.1 | |||||
267,000 | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 246,900 | 0.2 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
40,000 | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | 36,671 | 0.0 | |||||
150,000 | (1) | Nestle Holdings, Inc., 4.700%, 01/15/2053 | 140,304 | 0.1 | ||||
39,000 | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | 38,466 | 0.0 | |||||
32,000 | NextEra Energy Capital Holdings, Inc., 5.000%, 07/15/2032 | 30,598 | 0.0 | |||||
71,000 | Northern States Power Co/MN, 3.600%, 09/15/2047 | 53,614 | 0.1 | |||||
19,000 | Nucor Corp., 3.125%, 04/01/2032 | 15,539 | 0.0 | |||||
22,000 | Nucor Corp., 4.300%, 05/23/2027 | 21,094 | 0.0 | |||||
57,000 | (1) | Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032 | 54,911 | 0.1 | ||||
35,000 | ONEOK, Inc., 3.100%, 03/15/2030 | 28,485 | 0.0 | |||||
222,000 | Oracle Corp., 2.800%, 04/01/2027 | 196,243 | 0.2 | |||||
64,000 | Oracle Corp., 3.800%, 11/15/2037 | 46,565 | 0.1 | |||||
16,000 | Oracle Corp., 3.950%, 03/25/2051 | 10,642 | 0.0 | |||||
46,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 42,787 | 0.0 | |||||
91,000 | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 86,789 | 0.1 | |||||
15,000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 10,120 | 0.0 | |||||
12,000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 7,993 | 0.0 | |||||
19,000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 13,448 | 0.0 | |||||
78,000 | Paramount Global, 4.375%, 03/15/2043 | 52,140 | 0.1 | |||||
10,000 | Paramount Global, 4.950%, 05/19/2050 | 7,131 | 0.0 | |||||
4,000 | Paramount Global, 5.250%, 04/01/2044 | 3,001 | 0.0 | |||||
64,000 | Parker-Hannifin Corp., 4.500%, 09/15/2029 | 60,427 | 0.1 | |||||
93,000 | (2) | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 78,408 | 0.1 | ||||
25,000 | (3) | PayPal Holdings, Inc., 4.400%, 06/01/2032 | 23,324 | 0.0 | ||||
23,000 | PayPal Holdings, Inc., 5.050%, 06/01/2052 | 20,559 | 0.0 | |||||
33,000 | PayPal Holdings, Inc., 5.250%, 06/01/2062 | 29,558 | 0.0 | |||||
97,000 | PECO Energy Co., 4.150%, 10/01/2044 | 80,860 | 0.1 | |||||
65,000 | PepsiCo, Inc., 3.900%, 07/18/2032 | 60,178 | 0.1 | |||||
63,000 | Phillips 66, 3.850%, 04/09/2025 | 61,120 | 0.1 | |||||
156,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 130,977 | 0.1 | |||||
154,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 113,299 | 0.1 | |||||
26,000 | Prologis L.P., 4.625%, 01/15/2033 | 24,740 | 0.0 | |||||
72,000 | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | 56,149 | 0.1 | |||||
17,000 | Public Storage, 1.950%, 11/09/2028 | 14,173 | 0.0 | |||||
34,000 | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | 23,006 | 0.0 | |||||
91,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 78,111 | 0.1 | |||||
13,000 | Rexford Industrial Realty L.P., 2.150%, 09/01/2031 | 9,767 | 0.0 | |||||
36,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 30,510 | 0.0 | |||||
20,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 15,736 | 0.0 | |||||
155,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 129,752 | 0.1 | |||||
23,000 | Ross Stores, Inc., 4.700%, 04/15/2027 | 22,400 | 0.0 | |||||
13,000 | (3) | S&P Global, Inc., 1.250%, 08/15/2030 | 9,744 | 0.0 | ||||
48,000 | (1) | S&P Global, Inc., 2.700%, 03/01/2029 | 41,572 | 0.0 | ||||
41,000 | (1),(3) | S&P Global, Inc., 2.900%, 03/01/2032 | 34,280 | 0.0 | ||||
34,000 | (1) | S&P Global, Inc., 3.700%, 03/01/2052 | 25,790 | 0.0 | ||||
76,000 | Salesforce, Inc., 2.700%, 07/15/2041 | 52,513 | 0.1 | |||||
52,000 | (1) | Sealed Air Corp., 1.573%, 10/15/2026 | 43,600 | 0.0 | ||||
65,000 | (2) | Sempra Energy, 4.125%, 04/01/2052 | 51,235 | 0.1 | ||||
18,000 | Southern California Edison Co., 3.650%, 02/01/2050 | 12,368 | 0.0 | |||||
36,000 | Southern Co/The, 5.113%, 08/01/2027 | 35,097 | 0.0 | |||||
12,000 | Southwest Gas Corp., 4.050%, 03/15/2032 | 10,096 | 0.0 | |||||
229,000 | (2) | State Street Corp., 2.623%, 02/07/2033 | 181,639 | 0.2 | ||||
46,000 | Sun Communities Operating L.P., 4.200%, 04/15/2032 | 38,593 | 0.0 | |||||
25,000 | Take-Two Interactive Software, Inc., 4.000%, 04/14/2032 | 21,736 | 0.0 | |||||
22,000 | Targa Resources Corp., 6.250%, 07/01/2052 | 20,046 | 0.0 | |||||
57,000 | Target Corp., 4.500%, 09/15/2032 | 54,395 | 0.1 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
19,000 | Texas Instruments, Inc., 3.650%, 08/16/2032 | 17,235 | 0.0 | |||||
28,000 | Texas Instruments, Inc., 4.100%, 08/16/2052 | 23,982 | 0.0 | |||||
3,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 2,477 | 0.0 | |||||
3,000 | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 2,689 | 0.0 | |||||
5,000 | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 3,351 | 0.0 | |||||
5,000 | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 4,621 | 0.0 | |||||
15,000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 13,314 | 0.0 | |||||
38,000 | (3) | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | 36,718 | 0.0 | ||||
55,000 | Toyota Motor Credit Corp., 4.550%, 09/20/2027 | 53,764 | 0.1 | |||||
50,000 | Union Pacific Corp., 3.500%, 02/14/2053 | 36,369 | 0.0 | |||||
24,000 | Union Pacific Corp., 4.950%, 09/09/2052 | 22,429 | 0.0 | |||||
29,000 | Union Pacific Corp., 5.150%, 01/20/2063 | 27,031 | 0.0 | |||||
256,000 | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | 206,428 | 0.2 | |||||
73,000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 51,292 | 0.1 | |||||
36,000 | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 26,236 | 0.0 | |||||
19,000 | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | 14,649 | 0.0 | |||||
26,000 | UnitedHealth Group, Inc., 4.200%, 05/15/2032 | 24,173 | 0.0 | |||||
11,000 | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | 9,863 | 0.0 | |||||
62,939 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 61,017 | 0.1 | |||||
200,000 | Utah Acquisition Sub, Inc., 3.950%, 06/15/2026 | 182,573 | 0.2 | |||||
32,000 | Verizon Communications, Inc., 2.355%, 03/15/2032 | 24,570 | 0.0 | |||||
66,000 | Verizon Communications, Inc., 3.400%, 03/22/2041 | 48,346 | 0.1 | |||||
11,000 | Verizon Communications, Inc., 3.550%, 03/22/2051 | 7,759 | 0.0 | |||||
151,000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 119,988 | 0.1 | |||||
55,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 48,529 | 0.1 | |||||
28,000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 24,300 | 0.0 | |||||
72,000 | Viatris, Inc., 2.700%, 06/22/2030 | 53,588 | 0.1 | |||||
45,000 | (1) | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | 43,765 | 0.1 | ||||
74,000 | VMware, Inc., 1.400%, 08/15/2026 | 63,377 | 0.1 | |||||
38,000 | VMware, Inc., 1.800%, 08/15/2028 | 30,165 | 0.0 | |||||
43,000 | (3) | Walmart, Inc., 4.150%, 09/09/2032 | 41,235 | 0.0 | ||||
27,000 | Walmart, Inc., 4.500%, 09/09/2052 | 25,372 | 0.0 | |||||
71,000 | (1) | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 63,612 | 0.1 | ||||
23,000 | (1) | Warnermedia Holdings, Inc., 4.279%, 03/15/2032 | 18,951 | 0.0 | ||||
9,000 | (1) | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | 6,750 | 0.0 | ||||
27,000 | (1) | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 19,676 | 0.0 | ||||
9,000 | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 8,974 | 0.0 | |||||
13,000 | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 12,898 | 0.0 | |||||
42,000 | (2) | Wells Fargo & Co., 2.164%, 02/11/2026 | 38,696 | 0.0 | ||||
192,000 | (2) | Wells Fargo & Co., 2.406%, 10/30/2025 | 179,378 | 0.2 | ||||
312,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 283,136 | 0.3 | |||||
65,000 | (2) | Wells Fargo & Co., 4.897%, 07/25/2033 | 60,013 | 0.1 | ||||
20,978,063 | 18.0 | |||||||
Total Corporate Bonds/Notes | ||||||||
(Cost $30,041,590) | 26,047,870 | 22.4 | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.7% | ||||||||
United States: 13.7% | ||||||||
143,732 | (2) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.228%, 05/25/2036 | 129,524 | 0.1 | ||||
58,543 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 28,748 | 0.0 | |||||
195,623 | Banc of America Funding 2005-1 Trust 1A1, 5.500%, 02/25/2035 | 173,006 | 0.2 | |||||
19,032 | CHL Mortgage Pass-Through Trust 2005-17 1A8, 5.500%, 09/25/2035 | 17,556 | 0.0 | |||||
31,050 | CHL Mortgage Pass-Through Trust 2005-J4 A7, 5.500%, 11/25/2035 | 25,560 | 0.0 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
185,816 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 102,982 | 0.1 | |||||
32,589 | (2) | Citigroup Mortgage Loan Trust, Inc. 2005-2 1A3, 2.996%, 05/25/2035 | 31,438 | 0.0 | ||||
166,658 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 144,657 | 0.1 | |||||
36,284 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 3.584%, (US0001M + 0.500%), 11/25/2035 | 18,869 | 0.0 | |||||
126,065 | (1),(2) | CSMC Trust 2015-3 B1, 3.845%, 03/25/2045 | 116,176 | 0.1 | ||||
169 | (1) | Deutsche ALT-A Securities, Inc. ALT2007-RS1 A2, 5.674%, (US0001M + 0.500%), 01/27/2037 | 162 | 0.0 | ||||
306,357 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.584%, (US0001M + 2.500%), 05/25/2030 | 306,104 | 0.3 | |||||
21,461 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 5.384%, (US0001M + 2.300%), 08/25/2031 | 21,411 | 0.0 | ||||
201,788 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 5.534%, (US0001M + 2.450%), 07/25/2031 | 201,451 | 0.2 | ||||
12,164 | (6) | Fannie Mae Interest Strip Series 254 2, 7.500%, 01/25/2024 | 302 | 0.0 | ||||
8,340 | (6) | Fannie Mae Interest Strip Series 294 2, 7.000%, 02/25/2028 | 1,146 | 0.0 | ||||
81,591 | (6) | Fannie Mae Interest Strip Series 319 2, 6.500%, 02/25/2032 | 15,148 | 0.0 | ||||
27,987 | (6) | Fannie Mae Interest Strip Series 328 2, 6.000%, 12/25/2032 | 5,321 | 0.0 | ||||
13,202 | (6) | Fannie Mae Interest Strip Series 331 5, 6.000%, 02/25/2033 | 2,422 | 0.0 | ||||
15,240 | (6) | Fannie Mae Interest Strip Series 332 2, 6.000%, 03/25/2033 | 2,787 | 0.0 | ||||
12,469 | (6) | Fannie Mae Interest Strip Series 334 12, 6.000%, 03/25/2033 | 2,349 | 0.0 | ||||
15,407 | (6) | Fannie Mae Interest Strip Series 338 2, 5.500%, 07/25/2033 | 2,593 | 0.0 | ||||
6,636 | (6) | Fannie Mae Interest Strip Series 356 10, 5.500%, 06/25/2035 | 1,346 | 0.0 | ||||
7,201 | (6) | Fannie Mae Interest Strip Series 364 15, 6.000%, 09/25/2035 | 1,312 | 0.0 | ||||
221,386 | (6) | Fannie Mae Interest Strip Series 418 5, 3.500%, 08/25/2043 | 31,834 | 0.0 | ||||
323,263 | (2),(6) | Fannie Mae Interest Strip Series 418 80, 3.500%, 08/25/2033 | 34,299 | 0.0 | ||||
3,500 | Fannie Mae REMIC Trust 1999-14 MB, 6.500%, 04/25/2029 | 3,563 | 0.0 | |||||
5,562 | Fannie Mae REMIC Trust 2001-80 ZB, 6.000%, 01/25/2032 | 5,698 | 0.0 | |||||
28,682 | (6) | Fannie Mae REMIC Trust 2002-12 SB, 4.666%, (-1.000*US0001M + 7.750%), 07/25/2031 | 3,455 | 0.0 | ||||
18,196 | (6) | Fannie Mae REMIC Trust 2002-2 SW, 4.666%, (-1.000*US0001M + 7.750%), 02/25/2032 | 2,369 | 0.0 | ||||
7,725 | Fannie Mae REMIC Trust 2002-21 PE, 6.500%, 04/25/2032 | 8,050 | 0.0 | |||||
3,298 | Fannie Mae REMIC Trust 2002-29 F, 4.084%, (US0001M + 1.000%), 04/25/2032 | 3,343 | 0.0 | |||||
9,237 | (6) | Fannie Mae REMIC Trust 2002-41 S, 4.866%, (-1.000*US0001M + 7.950%), 07/25/2032 | 827 | 0.0 | ||||
1,015 | Fannie Mae REMIC Trust 2002-64 FJ, 4.084%, (US0001M + 1.000%), 04/25/2032 | 1,027 | 0.0 | |||||
2,165 | Fannie Mae REMIC Trust 2002-68 FH, 3.493%, (US0001M + 0.500%), 10/18/2032 | 2,156 | 0.0 | |||||
345,995 | (6) | Fannie Mae REMIC Trust 2002-77 JS, 5.007%, (-1.000*US0001M + 8.000%), 12/18/2032 | 44,405 | 0.1 | ||||
8,784 | Fannie Mae REMIC Trust 2002-84 FB, 4.084%, (US0001M + 1.000%), 12/25/2032 | 8,889 | 0.0 | |||||
8,783 | Fannie Mae REMIC Trust 2003-11 FA, 4.084%, (US0001M + 1.000%), 09/25/2032 | 8,711 | 0.0 | |||||
1,916 | Fannie Mae REMIC Trust 2003-116 FA, 3.484%, (US0001M + 0.400%), 11/25/2033 | 1,903 | 0.0 | |||||
12,183 | (6) | Fannie Mae REMIC Trust 2003-13 IO, 7.000%, 03/25/2033 | 2,433 | 0.0 | ||||
11,556 | (6) | Fannie Mae REMIC Trust 2003-26 IK, 7.000%, 04/25/2033 | 2,255 | 0.0 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
225,616 | (6) | Fannie Mae REMIC Trust 2004-56 SE, 4.466%, (-1.000*US0001M + 7.550%), 10/25/2033 | 26,324 | 0.0 | ||||
14,164 | Fannie Mae REMIC Trust 2005-25 PS, 14.590%, (-4.400*US0001M + 28.160%), 04/25/2035 | 17,467 | 0.0 | |||||
5,631 | (6) | Fannie Mae REMIC Trust 2005-40 SB, 3.666%, (-1.000*US0001M + 6.750%), 05/25/2035 | 341 | 0.0 | ||||
4,513 | Fannie Mae REMIC Trust 2005-71 DB, 4.500%, 08/25/2025 | 4,475 | 0.0 | |||||
72,668 | Fannie Mae REMIC Trust 2005-74 DK, 11.664%, (-4.000*US0001M + 24.000%), 07/25/2035 | 74,861 | 0.1 | |||||
187,708 | Fannie Mae REMIC Trust 2005-87 SB, 12.525%, (-3.667*US0001M + 23.833%), 10/25/2035 | 202,501 | 0.2 | |||||
98,976 | Fannie Mae REMIC Trust 2006-104 ES, 18.030%, (-5.000*US0001M + 33.450%), 11/25/2036 | 134,299 | 0.1 | |||||
7,727 | Fannie Mae REMIC Trust 2006-11 PS, 13.259%, (-3.667*US0001M + 24.567%), 03/25/2036 | 9,360 | 0.0 | |||||
17,348 | Fannie Mae REMIC Trust 2006-46 SW, 12.892%, (-3.667*US0001M + 24.199%), 06/25/2036 | 19,056 | 0.0 | |||||
3,916,640 | (6) | Fannie Mae REMIC Trust 2006-51 SA, 3.486%, (-1.000*US0001M + 6.570%), 06/25/2036 | 353,263 | 0.3 | ||||
34,147 | (6) | Fannie Mae REMIC Trust 2006-90 SX, 4.146%, (-1.000*US0001M + 7.230%), 09/25/2036 | 3,252 | 0.0 | ||||
4,277,426 | (6) | Fannie Mae REMIC Trust 2007-116 DI, 2.856%, (-1.000*US0001M + 5.940%), 01/25/2038 | 376,756 | 0.3 | ||||
27,754 | (6) | Fannie Mae REMIC Trust 2007-88 XI, 3.456%, (-1.000*US0001M + 6.540%), 06/25/2037 | 3,230 | 0.0 | ||||
323,003 | (6) | Fannie Mae REMIC Trust 2007-89 SB, 3.466%, (-1.000*US0001M + 6.550%), 09/25/2037 | 22,286 | 0.0 | ||||
656,067 | (6) | Fannie Mae REMIC Trust 2007-94 SG, 3.366%, (-1.000*US0001M + 6.450%), 10/25/2037 | 76,081 | 0.1 | ||||
248,774 | Fannie Mae REMIC Trust 2010-109 SN, 12.180%, (-5.000*US0001M + 25.000%), 10/25/2040 | 307,198 | 0.3 | |||||
29,014 | Fannie Mae REMIC Trust 2010-155 PL, 5.000%, 07/25/2040 | 29,201 | 0.0 | |||||
1,504,205 | (6) | Fannie Mae REMIC Trust 2011-55 SK, 3.476%, (-1.000*US0001M + 6.560%), 06/25/2041 | 163,856 | 0.2 | ||||
1,116,691 | (6) | Fannie Mae REMIC Trust 2011-86 NS, 2.866%, (-1.000*US0001M + 5.950%), 09/25/2041 | 82,708 | 0.1 | ||||
264,787 | (6) | Fannie Mae REMIC Trust 2012-10 US, 3.366%, (-1.000*US0001M + 6.450%), 02/25/2042 | 30,378 | 0.0 | ||||
463,543 | (6) | Fannie Mae REMIC Trust 2012-110 JI, 4.000%, 06/25/2042 | 68,198 | 0.1 | ||||
1,349,992 | (6) | Fannie Mae REMIC Trust 2012-133 PS, 3.116%, (-1.000*US0001M + 6.200%), 03/25/2042 | 90,649 | 0.1 | ||||
1,177,961 | (6) | Fannie Mae REMIC Trust 2012-144 SB, 3.016%, (-1.000*US0001M + 6.100%), 01/25/2043 | 134,393 | 0.1 | ||||
594,069 | (6) | Fannie Mae REMIC Trust 2012-27 SB, 2.896%, (-1.000*US0001M + 5.980%), 11/25/2041 | 30,833 | 0.0 | ||||
694,802 | (6) | Fannie Mae REMIC Trust 2013-64 LI, 3.000%, 06/25/2033 | 65,120 | 0.1 | ||||
2,554,338 | (6) | Fannie Mae REMICS 2012-138 DI, 3.000%, 12/25/2027 | 100,865 | 0.1 | ||||
9,479,119 | (6) | Fannie Mae REMICS 2019-15 SA, 2.916%, (-1.000*US0001M + 6.000%), 04/25/2049 | 958,678 | 0.8 | ||||
15,412,237 | (6) | Fannie Mae REMICS 2021-4 IN, 2.500%, 02/25/2051 | 2,077,015 | 1.8 | ||||
3,524,355 | (6) | Freddie Mac 3502 DL, 3.182%, (-1.000*US0001M + 6.000%), 01/15/2039 | 330,253 | 0.3 | ||||
2,830 | Freddie Mac REMIC Trust 1674 Z, 6.750%, 02/15/2024 | 2,850 | 0.0 | |||||
10,977 | Freddie Mac REMIC Trust 1897 K, 7.000%, 09/15/2026 | 11,239 | 0.0 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
3,397 | (6) | Freddie Mac REMIC Trust 2035 PE, 7.000%, 03/15/2028 | 445 | 0.0 | ||||
19,021 | (6) | Freddie Mac REMIC Trust 2049 PL, 7.000%, 04/15/2028 | 2,496 | 0.0 | ||||
9,308 | Freddie Mac REMIC Trust 2122 F, 3.268%, (US0001M + 0.450%), 02/15/2029 | 9,272 | 0.0 | |||||
22,544 | (6) | Freddie Mac REMIC Trust 2134 SB, 4.882%, (-1.000*US0001M + 7.700%), 03/15/2029 | 1,196 | 0.0 | ||||
27,743 | (6) | Freddie Mac REMIC Trust 2136 SG, 4.832%, (-1.000*US0001M + 7.650%), 03/15/2029 | 2,137 | 0.0 | ||||
34,683 | (6) | Freddie Mac REMIC Trust 2177 SB, 6.132%, (-1.000*US0001M + 8.950%), 08/15/2029 | 2,969 | 0.0 | ||||
5,203 | Freddie Mac REMIC Trust 2344 FP, 3.768%, (US0001M + 0.950%), 08/15/2031 | 5,263 | 0.0 | |||||
2,167 | Freddie Mac REMIC Trust 2412 GF, 3.768%, (US0001M + 0.950%), 02/15/2032 | 2,193 | 0.0 | |||||
19,775 | Freddie Mac REMIC Trust 2415 ZA, 6.500%, 02/15/2032 | 20,736 | 0.0 | |||||
2,926 | Freddie Mac REMIC Trust 2464 FI, 3.818%, (US0001M + 1.000%), 02/15/2032 | 2,960 | 0.0 | |||||
3,001 | Freddie Mac REMIC Trust 2470 LF, 3.818%, (US0001M + 1.000%), 02/15/2032 | 3,036 | 0.0 | |||||
4,266 | Freddie Mac REMIC Trust 2471 FD, 3.818%, (US0001M + 1.000%), 03/15/2032 | 4,316 | 0.0 | |||||
3,468 | Freddie Mac REMIC Trust 2504 FP, 3.318%, (US0001M + 0.500%), 03/15/2032 | 3,453 | 0.0 | |||||
11,664 | Freddie Mac REMIC Trust 2551 LF, 3.318%, (US0001M + 0.500%), 01/15/2033 | 11,623 | 0.0 | |||||
4,459 | Freddie Mac REMIC Trust 2676 KY, 5.000%, 09/15/2023 | 4,456 | 0.0 | |||||
150,762 | Freddie Mac REMIC Trust 2750 XG, 5.000%, 02/15/2034 | 152,171 | 0.1 | |||||
127,875 | Freddie Mac REMIC Trust 2890 PE, 5.000%, 11/15/2034 | 128,881 | 0.1 | |||||
27,839 | Freddie Mac REMIC Trust 3001 HT, 8.000%, (-6.667*US0001M + 44.667%), 05/15/2035 | 28,596 | 0.0 | |||||
22,957 | (6) | Freddie Mac REMIC Trust 3004 SB, 3.332%, (-1.000*US0001M + 6.150%), 07/15/2035 | 1,106 | 0.0 | ||||
6,048 | Freddie Mac REMIC Trust 3025 SJ, 14.418%, (-3.667*US0001M + 24.750%), 08/15/2035 | 7,385 | 0.0 | |||||
448,186 | (6) | Freddie Mac REMIC Trust 3223 S, 3.132%, (-1.000*US0001M + 5.950%), 10/15/2036 | 32,450 | 0.0 | ||||
1,103,880 | (6) | Freddie Mac REMIC Trust 3505 SA, 3.182%, (-1.000*US0001M + 6.000%), 01/15/2039 | 112,209 | 0.1 | ||||
1,097,850 | (6) | Freddie Mac REMIC Trust 3702 S, 1.632%, (-1.000*US0001M + 4.450%), 05/15/2036 | 34,039 | 0.0 | ||||
514,589 | (6) | Freddie Mac REMIC Trust 3925 SD, 3.232%, (-1.000*US0001M + 6.050%), 07/15/2040 | 18,264 | 0.0 | ||||
537,871 | (6) | Freddie Mac REMIC Trust 4136 SW, 3.432%, (-1.000*US0001M + 6.250%), 11/15/2032 | 32,293 | 0.0 | ||||
325,171 | (6) | Freddie Mac REMIC Trust 4161 CI, 4.000%, 02/15/2043 | 48,384 | 0.1 | ||||
4,141,542 | (6) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 646,765 | 0.6 | ||||
6,753,561 | (6) | Freddie Mac REMICS 3582 SL, 3.332%, (-1.000*US0001M + 6.150%), 10/15/2039 | 640,142 | 0.6 | ||||
5,946,031 | (6) | Freddie Mac REMICS 4976 MI, 4.500%, 05/25/2050 | 1,320,243 | 1.1 | ||||
452,698 | (6) | Freddie Mac Series 4120 IK, 3.000%, 10/15/2032 | 40,682 | 0.1 | ||||
206,513 | (1) | Freddie Mac STACR 2019-HQA3 M2, 4.934%, (US0001M + 1.850%), 09/25/2049 | 202,684 | 0.2 | ||||
352,413 | (1) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 6.184%, (US0001M + 3.100%), 03/25/2050 | 352,525 | 0.3 | ||||
500,000 | (1) | Freddie Mac STACR REMIC Trust 2022-DNA1 M1B, 4.131%, (SOFR30A + 1.850%), 01/25/2042 | 454,942 | 0.4 | ||||
600,000 | (1) | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 7.531%, (SOFR30A + 5.250%), 03/25/2042 | 554,897 | 0.5 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
169,127 | (1) | Freddie Mac STACR Trust 2019-DNA3 M2, 5.134%, (US0001M + 2.050%), 07/25/2049 | 166,836 | 0.2 | ||||
172,352 | Ginnie Mae Series 2007-8 SP, 12.276%, (-3.242*US0001M + 22.048%), 03/20/2037 | 205,385 | 0.2 | |||||
795,110 | (6) | Ginnie Mae Series 2010-68 MS, 2.836%, (-1.000*US0001M + 5.850%), 06/20/2040 | 70,743 | 0.1 | ||||
567,577 | (6) | Ginnie Mae Series 2012-97 SC, 3.761%, (-1.000*US0001M + 6.700%), 07/16/2041 | 39,178 | 0.0 | ||||
7,476,535 | (6) | Ginnie Mae Series 2014-133 BS, 2.586%, (-1.000*US0001M + 5.600%), 09/20/2044 | 618,689 | 0.5 | ||||
96,829 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 3.504%, (US0001M + 0.210%), 04/25/2036 | 82,358 | 0.1 | |||||
13,885 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 13,241 | 0.0 | ||||
11,652 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 10,955 | 0.0 | ||||
472,747 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B1A, 3.424%, 10/25/2050 | 375,549 | 0.3 | ||||
188,817 | (1),(2) | GS Mortgage-Backed Securities Trust 2022-PJ1 A4, 2.500%, 05/28/2052 | 149,682 | 0.1 | ||||
7,014 | (2) | GSR Mortgage Loan Trust 2005-AR6 1A4, 3.205%, 09/25/2035 | 6,905 | 0.0 | ||||
355,087 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 3.504%, (US0001M + 0.420%), 04/25/2046 | 309,021 | 0.3 | |||||
464,301 | (2) | JP Morgan Mortgage Trust 2005-A4 B1, 3.352%, 07/25/2035 | 429,609 | 0.4 | ||||
29,102 | (2) | JP Morgan Mortgage Trust 2007-A1 7A1, 3.118%, 07/25/2035 | 27,808 | 0.0 | ||||
256,266 | (1),(2) | JP Morgan Mortgage Trust 2017-3 B1, 3.754%, 08/25/2047 | 222,705 | 0.2 | ||||
194,170 | (1),(2) | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | 174,910 | 0.2 | ||||
42,253 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A15, 3.500%, 05/25/2050 | 38,411 | 0.0 | ||||
4,140 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 4,090 | 0.0 | ||||
9,852 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV3 A15, 3.500%, 03/25/2050 | 9,635 | 0.0 | ||||
138,105 | Lehman XS Trust Series 2005-5N 1A2, 3.444%, (US0001M + 0.360%), 11/25/2035 | 131,250 | 0.1 | |||||
32,184 | (2) | MASTR Adjustable Rate Mortgages Trust 2006-2 1A1, 2.648%, 04/25/2036 | 30,019 | 0.0 | ||||
164,214 | (1),(2) | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | 129,565 | 0.1 | ||||
1,405,962 | (2),(6) | RALI Series Trust 2006-QO1 X2, 0.406%, 02/25/2046 | 77,226 | 0.1 | ||||
6,976 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | 6,533 | 0.0 | ||||
3,208,209 | (2),(6) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.004%, 08/25/2045 | 3,636 | 0.0 | ||||
22,757 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.162%, 10/25/2036 | 21,052 | 0.0 | ||||
76,820 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.676%, 08/25/2046 | 69,879 | 0.1 | ||||
168,321 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.342%, 12/25/2036 | 155,198 | 0.1 | ||||
43,171 | Wells Fargo Alternative Loan 2007-PA2 2A1, 3.514%, (US0001M + 0.430%), 06/25/2037 | 34,932 | 0.0 | |||||
100,304 | (1),(2) | WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045 | 86,414 | 0.1 | ||||
Total Collateralized Mortgage Obligations | ||||||||
(Cost $19,706,581) | 15,911,196 | 13.7 | ||||||
SOVEREIGN BONDS: 14.9% | ||||||||
Australia: 0.2% | ||||||||
AUD | 558,000 | (1) | Queensland Treasury Corp., 1.750%, 07/20/2034 | 263,019 | 0.2 | |||
Brazil: 1.6% | ||||||||
BRL | 1,040,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2027 | 1,866,183 | 1.6 | ||||
Canada: 0.3% | ||||||||
CAD | 575,000 | Canadian Government Bond, 2.000%, 12/01/2051 | 328,558 | 0.3 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
China: 8.8% | ||||||||
CNY | 4,120,000 | China Government Bond, 2.690%, 08/15/2032 | 578,081 | 0.5 | ||||
CNY | 13,660,000 | China Government Bond, 2.850%, 06/04/2027 | 1,952,900 | 1.7 | ||||
CNY | 6,880,000 | China Government Bond, 3.250%, 06/06/2026 | 1,000,599 | 0.9 | ||||
CNY | 29,640,000 | China Government Bond, 3.250%, 11/22/2028 | 4,328,473 | 3.7 | ||||
CNY | 12,880,000 | China Government Bond, 3.290%, 05/23/2029 | 1,890,133 | 1.6 | ||||
CNY | 1,270,000 | China Government Bond, 3.320%, 04/15/2052 | 184,246 | 0.2 | ||||
CNY | 1,780,000 | China Government Bond, 4.080%, 10/22/2048 | 290,985 | 0.2 | ||||
10,225,417 | 8.8 | |||||||
Germany: 0.3% | ||||||||
EUR | 30,000 | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 27,259 | 0.0 | ||||
EUR | 200,000 | Bundesrepublik Deutschland Bundesanleihe, 1.250%, 08/15/2048 | 163,462 | 0.2 | ||||
EUR | 120,000 | Bundesrepublik Deutschland Bundesanleihe, 1.800%, 08/15/2026 | 109,761 | 0.1 | ||||
EUR | 10,000 | Bundesrepublik Deutschland Bundesanleihe, 2.000%, 08/15/2023 | 9,837 | 0.0 | ||||
310,319 | 0.3 | |||||||
Indonesia: 0.4% | ||||||||
IDR | 6,452,000,000 | Indonesia Treasury Bond, 8.375%, 04/15/2039 | 455,477 | 0.4 | ||||
Italy: 0.3% | ||||||||
EUR | 438,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | 391,052 | 0.3 | |||
Malaysia: 1.3% | ||||||||
MYR | 7,864,000 | Malaysia Government Bond, 3.828%, 07/05/2034 | 1,560,559 | 1.3 | ||||
Spain: 1.3% | ||||||||
EUR | 870,000 | (1) | Spain Government Bond, 1.450%, 04/30/2029 | 782,274 | 0.7 | |||
EUR | 908,000 | (1) | Spain Government Bond, 2.700%, 10/31/2048 | 755,762 | 0.6 | |||
1,538,036 | 1.3 | |||||||
Thailand: 0.4% | ||||||||
THB | 17,994,000 | Thailand Government Bond, 2.875%, 12/17/2028 | 476,338 | 0.4 | ||||
Total Sovereign Bonds | ||||||||
(Cost $19,175,715) | 17,414,958 | 14.9 | ||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 15.8% | ||||||||
Federal Home Loan Mortgage Corporation: 0.5%(7) | ||||||||
329,074 | 3.500%,01/01/2048 | 301,530 | 0.3 | |||||
65,309 | 4.000%,09/01/2045 | 62,121 | 0.1 | |||||
47,673 | 4.000%,09/01/2045 | 45,389 | 0.0 | |||||
37,111 | 4.000%,09/01/2045 | 35,277 | 0.0 | |||||
32,465 | 4.000%,09/01/2045 | 30,730 | 0.0 | |||||
50,997 | 4.000%,05/01/2046 | 48,456 | 0.1 | |||||
2,472 | 5.000%,12/01/2034 | 2,419 | 0.0 | |||||
9,571 | 6.000%,02/01/2034 | 9,909 | 0.0 | |||||
1,297 | 6.500%,08/01/2032 | 1,353 | 0.0 | |||||
2,074 | 6.500%,07/01/2034 | 2,155 | 0.0 | |||||
5,293 | 6.500%,07/01/2034 | 5,466 | 0.0 | |||||
544,805 | 0.5 | |||||||
Federal National Mortgage Association: 0.0%(7) | ||||||||
41,553 | 2.612%, (US0012M + 1.777%),10/01/2036 | 42,428 | 0.0 | |||||
Government National Mortgage Association: 3.6% | ||||||||
1,943,961 | 2.500%,05/20/2051 | 1,680,392 | 1.5 | |||||
2,805,000 | (8) | 3.000%,10/15/2052 | 2,479,905 | 2.1 | ||||
16,792 | 5.000%,04/15/2034 | 16,885 | 0.0 | |||||
36,000 | (8) | 5.000%,10/15/2052 | 35,244 | 0.0 | ||||
7,145 | 6.500%,02/20/2035 | 7,451 | 0.0 | |||||
4,219,877 | 3.6 | |||||||
Uniform Mortgage-Backed Securities: 10.3% | ||||||||
3,615,000 | (8) | 2.000%,10/15/2052 | 2,927,868 | 2.5 | ||||
23,490 | 2.500%,06/01/2030 | 21,824 | 0.0 | |||||
31,013 | 2.500%,06/01/2030 | 28,812 | 0.0 | |||||
13,978 | 2.500%,07/01/2030 | 12,986 | 0.0 | |||||
2,973,000 | (8) | 2.500%,10/15/2052 | 2,495,172 | 2.2 | ||||
938,000 | (8) | 3.000%,10/15/2052 | 816,683 | 0.7 | ||||
2,886,000 | (8) | 3.500%,10/15/2052 | 2,598,076 | 2.3 | ||||
32,040 | 4.000%,05/01/2045 | 30,488 | 0.0 | |||||
610,985 | 4.000%,04/01/2049 | 577,278 | 0.5 | |||||
2,465,000 | (8) | 4.000%,10/15/2052 | 2,287,924 | 2.0 | ||||
3,491 | 5.500%,09/01/2024 | 3,477 | 0.0 | |||||
33,079 | 6.000%,11/01/2034 | 34,479 | 0.0 | |||||
56,437 | 6.000%,04/01/2035 | 59,355 | 0.1 | |||||
22,155 | 6.500%,12/01/2029 | 22,854 | 0.0 | |||||
10,184 | 6.500%,01/01/2034 | 10,512 | 0.0 | |||||
78 | 7.000%,04/01/2033 | 78 | 0.0 | |||||
8,970 | 7.500%,09/01/2032 | 9,458 | 0.0 | |||||
18,458 | 7.500%,01/01/2033 | 19,405 | 0.0 | |||||
11,956,729 | 10.3 | |||||||
Uniform Mortgage-Backed Security: 1.4% | ||||||||
1,765,000 | (8) | 4.500%,10/15/2052 | 1,681,852 | 1.4 | ||||
Total U.S. Government Agency Obligations | ||||||||
(Cost $19,265,310) | 18,445,691 | 15.8 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
U.S. TREASURY OBLIGATIONS: 2.7% | ||||||||
U.S. Treasury Bonds: 0.5% | ||||||||
359,800 | 2.875%,05/15/2052 | 301,838 | 0.3 | |||||
25,200 | 3.250%,05/15/2042 | 22,373 | 0.0 | |||||
265,300 | (3) | 3.375%,08/15/2042 | 240,387 | 0.2 | ||||
564,598 | 0.5 | |||||||
U.S. Treasury Notes: 2.2% | ||||||||
607,600 | (3) | 3.125%,08/31/2027 | 582,916 | 0.5 | ||||
199,000 | 3.125%,08/31/2029 | 188,910 | 0.2 | |||||
26,000 | (3) | 3.250%,08/31/2024 | 25,533 | 0.0 | ||||
678,000 | 3.500%,09/15/2025 | 664,228 | 0.6 | |||||
1,079,000 | 4.125%,09/30/2027 | 1,082,625 | 0.9 | |||||
2,544,212 | 2.2 | |||||||
Total U.S. Treasury Obligations | ||||||||
(Cost $3,158,146) | 3,108,810 | 2.7 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.4% | ||||||||
United States: 8.4% | ||||||||
5,806,999 | (2),(6) | BANK 2017-BNK5 XA, 1.086%, 06/15/2060 | 193,983 | 0.2 | ||||
900,000 | (1),(2) | BANK 2017-BNK6 E, 2.767%, 07/15/2060 | 535,683 | 0.5 | ||||
1,948,000 | (1),(2),(6) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 112,791 | 0.1 | ||||
962,175 | (2),(6) | Bank 2019-BNK16 XA, 1.103%, 02/15/2052 | 41,970 | 0.0 | ||||
9,012,634 | (2),(6) | BANK 2019-BNK21 XA, 0.966%, 10/17/2052 | 392,404 | 0.3 | ||||
8,020,000 | (1),(2),(6) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 125,734 | 0.1 | ||||
210,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 150,768 | 0.1 | ||||
1,181,734 | (2),(6) | Benchmark 2019-B9 XA Mortgage Trust, 1.200%, 03/15/2052 | 57,944 | 0.0 | ||||
2,980,030 | (2),(6) | Benchmark 2020-B18 XA Mortgage Trust, 1.915%, 07/15/2053 | 241,372 | 0.2 | ||||
1,547,659 | (2),(6) | CD 2016-CD1 Mortgage Trust XA, 1.503%, 08/10/2049 | 59,407 | 0.0 | ||||
7,900,000 | (2),(6) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.983%, 08/10/2049 | 219,030 | 0.2 | ||||
2,926,302 | (2),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.224%, 10/12/2050 | 114,280 | 0.1 | ||||
8,480,861 | (1),(2),(6) | COMM 2012-LTRT XA, 0.937%, 10/05/2030 | 98,816 | 0.1 | ||||
110,000 | (1),(2) | COMM 2013-CR10 E Mortgage Trust, 5.031%, 08/10/2046 | 102,754 | 0.1 | ||||
10,191,126 | (2),(6) | COMM 2014-CR16 XA, 1.104%, 04/10/2047 | 107,158 | 0.1 | ||||
3,626,254 | (2),(6) | COMM 2016-CR28 XA, 0.710%, 02/10/2049 | 64,166 | 0.1 | ||||
500,000 | CSAIL Commercial Mortgage Trust 2021-C20 A3, 2.805%, 03/15/2054 | 418,157 | 0.4 | |||||
290,000 | (1),(2) | DBJPM 16-C3 Mortgage Trust, 3.624%, 08/10/2049 | 222,356 | 0.2 | ||||
14,778 | (1),(4) | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 14,655 | 0.0 | ||||
7,000,000 | (2),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.849%, 12/25/2041 | 104,697 | 0.1 | ||||
4,079,320 | (2),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.973%, 11/25/2030 | 220,980 | 0.2 | ||||
2,095,830 | (2),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.443%, 07/25/2035 | 232,451 | 0.2 | ||||
2,109,000 | (2),(6) | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.467%, 12/25/2029 | 154,177 | 0.1 | ||||
152,000 | (1),(2) | GAM RE-REMIC TR 2021-FFR2 BK44, 1.740%, 09/27/2051 | 131,706 | 0.1 | ||||
171,000 | (1),(2) | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | 130,067 | 0.1 | ||||
130,000 | (1),(9) | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | 108,764 | 0.1 | ||||
159,000 | (1),(9) | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | 128,931 | 0.1 | ||||
129,000 | (1),(2) | GAM RE-REMIC TR 2021-FFR2 CK49, 1.050%, 09/27/2051 | 105,511 | 0.1 | ||||
109,000 | (1),(9) | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | 66,869 | 0.1 | ||||
130,000 | (1),(9) | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | 104,019 | 0.1 | ||||
129,000 | (1),(9) | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | 99,519 | 0.1 | ||||
238,000 | (1),(2),(6) | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | 183,929 | 0.2 | ||||
163,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 BK61, 0.950%, 01/29/2052 | 123,241 | 0.1 | ||||
176,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 BK89, 1.480%, 01/27/2052 | 113,919 | 0.1 | ||||
92,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 C728, 0.530%, 08/27/2050 | 79,344 | 0.1 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
95,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 CK47, 0.810%, 05/27/2048 | 77,266 | 0.1 | ||||
113,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 CK61, 1.300%, 11/27/2049 | 79,310 | 0.1 | ||||
80,000 | (1),(2),(6) | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | 55,382 | 0.0 | ||||
92,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 CK89, 1.790%, 01/27/2052 | 54,455 | 0.0 | ||||
92,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 D728, 0.620%, 01/29/2052 | 76,798 | 0.1 | ||||
125,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 DK27, 0.120%, 12/27/2045 | 121,472 | 0.1 | ||||
75,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 DK41, 0.730%, 10/27/2047 | 62,492 | 0.1 | ||||
95,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 DK47, 0.960%, 05/27/2048 | 74,275 | 0.1 | ||||
31,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 EK27, 0.150%, 12/27/2045 | 29,942 | 0.0 | ||||
49,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 EK41, 0.720%, 01/29/2052 | 39,664 | 0.0 | ||||
3,619,255 | (2),(6) | GS Mortgage Securities Trust 2013-GC16 XA, 1.175%, 11/10/2046 | 24,855 | 0.0 | ||||
2,258,006 | (2),(6) | GS Mortgage Securities Trust 2017-GS6 XA, 1.163%, 05/10/2050 | 84,568 | 0.1 | ||||
410,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | 397,623 | 0.3 | ||||
310,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | 299,938 | 0.3 | ||||
5,116,164 | (2),(6) | GS Mortgage Securities Trust 2019-GC42 XA, 0.931%, 09/01/2052 | 205,726 | 0.2 | ||||
860,607 | (2),(6) | GS Mortgage Securities Trust 2020-GC47 XA, 1.245%, 05/12/2053 | 54,803 | 0.0 | ||||
2,271,375 | (1),(2),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 0.945%, 03/10/2050 | 49,939 | 0.0 | ||||
1,090,000 | (1),(2) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.695%, 11/15/2045 | 965,740 | 0.8 | ||||
18,750,000 | (1),(2),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.576%, 12/15/2047 | 173,888 | 0.1 | ||||
1,705,517 | (2),(6) | Morgan Stanley Capital I Trust 2021-L5 XA, 1.420%, 05/15/2054 | 122,346 | 0.1 | ||||
90,000 | (1) | RFM Reremic Trust 2022-FRR1 AB55, 0.950%, 03/28/2049 | 70,008 | 0.1 | ||||
80,000 | (1),(2) | RFM Reremic Trust 2022-FRR1 AB60, 2.470%, 11/08/2049 | 66,391 | 0.1 | ||||
110,000 | (1),(2) | RFM Reremic Trust 2022-FRR1 AB64, 2.314%, 03/01/2050 | 89,375 | 0.1 | ||||
30,000 | (1),(9) | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | 22,253 | 0.0 | ||||
30,000 | (1),(9) | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | 21,173 | 0.0 | ||||
30,000 | (1),(9) | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | 20,480 | 0.0 | ||||
6,253,826 | (2),(6) | UBS Commercial Mortgage Trust 2018-C9 XA, 1.094%, 03/15/2051 | 246,207 | 0.2 | ||||
550,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.365%, 03/15/2045 | 509,355 | 0.4 | ||||
330,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.090%, 06/15/2046 | 284,064 | 0.2 | ||||
7,274,203 | (2),(6) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.131%, 03/15/2047 | 64,964 | 0.1 | ||||
Total Commercial Mortgage-Backed Securities | ||||||||
(Cost $10,573,301) | 9,806,304 | 8.4 | ||||||
ASSET-BACKED SECURITIES: 8.3% | ||||||||
United States: 8.3% | ||||||||
700,000 | (1) | AGL CLO 11 Ltd. 2021-11A AJ, 3.862%, (US0003M + 1.350%), 04/15/2034 | 659,933 | 0.6 | ||||
600,000 | (1) | Allegro CLO IV Ltd. 2016-1A CR2, 4.512%, (US0003M + 2.000%), 01/15/2030 | 562,213 | 0.5 | ||||
500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR2, 4.433%, (US0003M + 1.950%), 04/14/2029 | 481,366 | 0.4 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
350,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 4.140%, (US0003M + 1.400%), 10/17/2030 | 335,172 | 0.3 | ||||
500,000 | (1) | Barings Clo Ltd. 2019-4A C, 5.312%, (US0003M + 2.800%), 01/15/2033 | 474,773 | 0.4 | ||||
412,500 | (1) | BlueMountain CLO 2013-2A CR, 4.709%, (US0003M + 1.950%), 10/22/2030 | 380,694 | 0.3 | ||||
250,000 | (1) | BlueMountain CLO Ltd. 2021-28A C, 4.512%, (US0003M + 2.000%), 04/15/2034 | 224,792 | 0.2 | ||||
250,000 | (1) | BlueMountain CLO XXXI Ltd. 2021-31A A2, 4.138%, (US0003M + 1.400%), 04/19/2034 | 236,420 | 0.2 | ||||
500,000 | (1) | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 3.850%, (US0003M + 1.140%), 04/20/2034 | 476,947 | 0.4 | ||||
250,000 | (1) | Carlyle US Clo 2017-2A CR Ltd., 4.110%, (US0003M + 1.400%), 07/20/2031 | 237,125 | 0.2 | ||||
250,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 4.190%, (US0003M + 1.450%), 10/17/2034 | 236,985 | 0.2 | ||||
400,000 | (1) | CIFC Funding 2013-IA BR Ltd., 5.140%, (US0003M + 2.400%), 07/16/2030 | 380,059 | 0.3 | ||||
500,000 | (1) | CIFC Funding 2020-2A AR Ltd., 3.880%, (US0003M + 1.170%), 10/20/2034 | 480,752 | 0.4 | ||||
220,667 | (2) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.672%, 03/25/2036 | 108,920 | 0.1 | ||||
500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A CRR, 4.362%, (US0003M + 1.850%), 10/15/2030 | 460,057 | 0.4 | ||||
400,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A CR, 4.460%, (US0003M + 1.750%), 04/20/2031 | 363,371 | 0.3 | ||||
250,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 4.510%, (US0003M + 1.800%), 04/20/2030 | 231,998 | 0.2 | ||||
400,000 | (1) | Madison Park Funding XXXI Ltd. 2018-31A C, 4.933%, (US0003M + 2.150%), 01/23/2031 | 370,134 | 0.3 | ||||
250,000 | (1) | Marble Point CLO XIV Ltd. 2018-2A A1R, 3.990%, (US0003M + 1.280%), 01/20/2032 | 240,855 | 0.2 | ||||
200,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 187,334 | 0.2 | ||||
250,000 | (1) | Oak Hill Credit Partners 2021-8A C, 4.640%, (US0003M + 1.900%), 01/18/2034 | 227,628 | 0.2 | ||||
500,000 | (1) | OCP CLO 2014-5 A BR Ltd., 4.566%, (US0003M + 1.800%), 04/26/2031 | 452,971 | 0.4 | ||||
550,000 | (1) | Octagon Investment Partners 31 Ltd. 2017-1A CR, 4.760%, (US0003M + 2.050%), 07/20/2030 | 516,585 | 0.4 | ||||
350,000 | (1) | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 3.712%, (US0003M + 1.200%), 07/15/2029 | 335,591 | 0.3 | ||||
440,000 | (1) | Shackleton 2019-15A CR CLO Ltd., 4.662%, (US0003M + 2.150%), 01/15/2032 | 403,172 | 0.4 | ||||
400,000 | (1) | Sound Point Clo XV Ltd. 2017-1A CR, 4.833%, (US0003M + 2.050%), 01/23/2029 | 379,976 | 0.3 | ||||
250,000 | (1) | THL Credit Wind River 2013-2A CR CLO Ltd., 4.740%, (US0003M + 2.000%), 10/18/2030 | 229,618 | 0.2 | ||||
Total Asset-Backed Securities | ||||||||
(Cost $10,310,225) | 9,675,441 | 8.3 |
Shares | Value | Percentage of Net Assets | ||||||
COMMON STOCK: 0.1% | ||||||||
United States: 0.1% | ||||||||
2,149 | (3),(4),(11) | American Media, Inc. | – | – | ||||
18 | (11) | Ingevity Corp. | 1,091 | 0.0 | ||||
4,988 | (11) | Resolute Forest Products, Inc. | 99,760 | 0.1 | ||||
120 | WestRock Co. | 3,707 | 0.0 | |||||
Total Common Stock | ||||||||
(Cost $131,025) | 104,558 | 0.1 | ||||||
MUTUAL FUNDS: 17.2% | ||||||||
United States: 17.2% | ||||||||
810,799 | Voya Emerging Markets Corporate Debt Fund - Class P | 6,348,560 | 5.5 | |||||
830,115 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 5,744,394 | 4.9 | |||||
1,227,351 | Voya High Yield Bond Fund - Class P | 7,977,785 | 6.8 | |||||
Total Mutual Funds | ||||||||
(Cost $25,341,319) | 20,070,739 | 17.2 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Value | Percentage of Net Assets | |||||||
PURCHASED OPTIONS (12): 0.2% | ||||||||
Total Purchased Options | ||||||||
(Cost $111,899) | 188,414 | 0.2 | ||||||
Total Long-Term Investments | ||||||||
(Cost $137,815,111) | 120,773,981 | 103.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||
SHORT-TERM INVESTMENTS: 7.4% | ||||||||
Commercial Paper: 4.1% | ||||||||
1,300,000 | American Electric Power Co., Inc., 3.530%, 10/24/2022 | 1,296,988 | 1.1 | |||||
2,200,000 | Duke Energy Corp., 3.350%, 10/03/2022 | 2,199,395 | 1.9 | |||||
1,300,000 | Sherwin-Williams Co., 3.210%, 10/05/2022 | 1,299,429 | 1.1 | |||||
Total Commercial Paper | ||||||||
(Cost $4,796,577) | 4,795,812 | 4.1 | ||||||
Repurchase Agreements: 1.7% | ||||||||
1,000,000 | (13) | Citigroup, Inc., Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $1,000,251, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.375%, Market Value plus accrued interest $1,020,000, due 02/15/24-03/20/52) | 1,000,000 | 0.8 | ||||
5,424 | (13) | JPMorgan Securities LLC, Repurchase Agreement dated 09/30/22, 2.97%, due 10/03/22 (Repurchase Amount $5,425, collateralized by various U.S. Government Securities, 0.250%-3.875%, Market Value plus accrued interest $5,532, due 09/30/23-09/30/29) | 5,424 | 0.0 | ||||
1,000,000 | (13) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $1,000,250, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 08/15/25-08/20/52) | 1,000,000 | 0.9 | ||||
Total Repurchase Agreements | ||||||||
(Cost $2,005,424) | 2,005,424 | 1.7 |
Shares | Value | Percentage of Net Assets | ||||||
Mutual Funds: 1.6% | ||||||||
1,873,000 | (14) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.930% | ||||||
(Cost $1,873,000) | 1,873,000 | 1.6 | ||||||
Total Short-Term Investments | ||||||||
(Cost $8,675,001) | 8,674,236 | 7.4 | ||||||
Total Investments in Securities (Cost $146,490,112) |
$ | 129,448,217 | 111.1 | |||||
Liabilities in Excess of Other Assets | (12,931,190) | (11.1) | ||||||
Net Assets | $ | 116,517,027 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | 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. |
(2) | Variable rate security. Rate shown is the rate in effect as of September 30, 2022. |
(3) | Security, or a portion of the security, is on loan. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Defaulted security. |
(6) | 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. |
(7) | 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. |
(8) | Represents or includes a TBA transaction. |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
(9) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(10) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2022. |
(11) | Non-income producing security. |
(12) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(13) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(14) | Rate shown is the 7-day yield as of September 30, 2022. |
Currency Abbreviations: | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CNY | Chinese Yuan |
EUR | EU Euro |
IDR | Indonesian Rupiah |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
THB | Thai Baht |
ZAR | South African Rand |
Reference Rate Abbreviations: | |
SOFR30A | 30-day Secured Overnight Financing Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
Sector Diversification | Percentage of Net Assets | |||
Affiliated Investment Companies | 17.2 | % | ||
Sovereign Bonds | 14.9 | |||
Collateralized Mortgage Obligations | 13.7 | |||
Uniform Mortgage-Backed Securities | 10.3 | |||
Financial | 9.7 | |||
Commercial Mortgage-Backed Securities | 8.4 | |||
Other Asset-Backed Securities | 8.3 | |||
U.S. Government Agency Obligations | 4.1 | |||
Consumer, Non-cyclical | 3.2 | |||
U.S. Treasury Obligations | 2.7 | |||
Energy | 2.4 | |||
Utilities | 2.3 | |||
Technology | 1.5 | |||
Uniform Mortgage-Backed Security | 1.4 | |||
Industrial | 1.1 | |||
Consumer, Cyclical | 1.1 | |||
Communications | 0.9 | |||
Basic Materials | 0.2 | |||
Purchased Options | 0.2 | |||
Materials | 0.1 | |||
Communication Services | 0.0 | |||
Short-Term Investments | 7.4 | |||
Liabilities in Excess of Other Assets | (11.1 | ) | ||
Net Assets | 100.0 | % |
Portfolio holdings are subject to change daily.
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of September 30, 2022 in valuing the assets and liabilities:
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2022 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock | ||||||||||||||||
United States | $ | 104,558 | $ | – | $ | – | $ | 104,558 | ||||||||
Total Common Stock | 104,558 | – | – | 104,558 | ||||||||||||
Mutual Funds | 20,070,739 | – | – | 20,070,739 | ||||||||||||
Purchased Options | – | 188,414 | – | 188,414 | ||||||||||||
Corporate Bonds/Notes | – | 26,046,746 | 1,124 | 26,047,870 | ||||||||||||
Collateralized Mortgage Obligations | – | 15,911,196 | – | 15,911,196 | ||||||||||||
Asset-Backed Securities | – | 9,675,441 | – | 9,675,441 | ||||||||||||
U.S. Government Agency Obligations | – | 18,445,691 | – | 18,445,691 | ||||||||||||
Commercial Mortgage-Backed Securities | – | 9,791,649 | 14,655 | 9,806,304 | ||||||||||||
U.S. Treasury Obligations | – | 3,108,810 | – | 3,108,810 | ||||||||||||
Sovereign Bonds | – | 17,414,958 | – | 17,414,958 | ||||||||||||
Short-Term Investments | 1,873,000 | 6,801,236 | – | 8,674,236 | ||||||||||||
Total Investments, at fair value | $ | 22,048,297 | $ | 107,384,141 | $ | 15,779 | $ | 129,448,217 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | – | 4,314,742 | – | 4,314,742 | ||||||||||||
Forward Foreign Currency Contracts | – | 2,981,839 | – | 2,981,839 | ||||||||||||
Forward Premium Swaptions | – | 88,604 | – | 88,604 | ||||||||||||
Futures | 156,733 | – | – | 156,733 | ||||||||||||
Total Assets | $ | 22,205,030 | $ | 114,769,326 | $ | 15,779 | $ | 136,990,135 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | $ | – | $ | (1,889,330 | ) | $ | – | $ | (1,889,330 | ) | ||||||
Forward Foreign Currency Contracts | – | (6,434,688 | ) | – | (6,434,688 | ) | ||||||||||
Forward Premium Swaptions | – | (127,151 | ) | – | (127,151 | ) | ||||||||||
Futures | (850,118 | ) | – | – | (850,118 | ) | ||||||||||
Written Options | – | (567,253 | ) | – | (567,253 | ) | ||||||||||
Total Liabilities | $ | (850,118 | ) | $ | (9,018,422 | ) | $ | – | $ | (9,868,540 | ) |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Transactions with Affiliates
An investment of at least 5% of the voting securities of an issuer, or a company which is under common control results in that issuer becoming an affiliated person as defined by the 1940 Act.
The following table provides transactions during the period ended September 30, 2022, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/2021 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/(Depreciation) | Ending Fair Value at 9/30/2022 | Investment Income | Realized Gains/(Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | $ | 7,767,851 | $ | 210,756 | $ | - | $ | (1,630,047 | ) | $ | 6,348,560 | $ | 238,471 | $ | - | $ | - | |||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | 13,553,973 | 367,612 | (6,410,091 | ) | (1,767,100 | ) | 5,744,394 | 401,007 | (1,410,079 | ) | - | |||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | 7,099,609 | 51,889 | (9,000,394 | ) | 1,848,896 | - | 77,070 | (2,710,701 | ) | - | ||||||||||||||||||||||
Voya High Yield Bond Fund - Class P | 11,181,648 | 386,667 | (1,664,249 | ) | (1,926,281 | ) | 7,977,785 | 433,481 | (164,249 | ) | - | |||||||||||||||||||||
$ | 39,603,081 | $ | 1,016,924 | $ | (17,074,734 | ) | $ | (3,474,532 | ) | $ | 20,070,739 | $ | 1,150,029 | $ | (4,285,029 | ) | $ | - |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At September 30, 2022, the following forward foreign currency contracts were outstanding for Voya Global Bond Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
CHF 724,879 | USD 740,375 | Bank of America N.A. | 10/07/22 | $ | (5,525 | ) | ||||
CHF 638,920 | USD 654,725 | Bank of America N.A. | 10/07/22 | (7,016 | ) | |||||
USD 1,158,234 | CAD 1,494,955 | Bank of America N.A. | 10/07/22 | 76,001 | ||||||
USD 1,542,610 | NZD 2,391,902 | Bank of America N.A. | 10/07/22 | 203,970 | ||||||
USD 507,550 | NZD 901,630 | Bank of America N.A. | 10/07/22 | 2,948 | ||||||
USD 272,892 | EUR 267,142 | Bank of America N.A. | 10/07/22 | 11,025 | ||||||
USD 297,301 | CHF 286,796 | Bank of America N.A. | 10/07/22 | 6,560 | ||||||
JPY 154,258,014 | USD 1,065,826 | Bank of America N.A. | 10/07/22 | 314 | ||||||
USD 121,695 | CAD 158,126 | Bank of America N.A. | 10/07/22 | 7,224 | ||||||
EUR 327,221 | USD 323,560 | Bank of America N.A. | 10/07/22 | (2,800 | ) | |||||
EUR 767,690 | USD 777,716 | Bank of America N.A. | 10/07/22 | (25,183 | ) | |||||
JPY 95,927,354 | USD 703,744 | Bank of America N.A. | 10/07/22 | (40,751 | ) | |||||
NOK 5,069,452 | USD 522,238 | Bank of America N.A. | 10/07/22 | (56,649 | ) | |||||
GBP 451,325 | USD 534,555 | Bank of America N.A. | 10/07/22 | (30,595 | ) | |||||
NZD 1,305,491 | USD 803,353 | Bank of America N.A. | 10/07/22 | (72,729 | ) | |||||
USD 601,684 | CHF 579,630 | Bank of America N.A. | 10/07/22 | 14,080 | ||||||
NZD 669,574 | USD 411,168 | Bank of America N.A. | 10/07/22 | (36,438 | ) |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
USD 220,450 | EUR 223,920 | Bank of America N.A. | 10/07/22 | 951 | ||||||
USD 723,014 | GBP 625,705 | Bank of America N.A. | 10/07/22 | 24,339 | ||||||
USD 812,466 | SEK 8,699,395 | Bank of America N.A. | 10/07/22 | 28,463 | ||||||
SGD 343,577 | USD 244,232 | Bank of America N.A. | 10/28/22 | (4,959 | ) | |||||
DKK 2,074,954 | USD 287,058 | Barclays Bank PLC | 10/07/22 | (13,492 | ) | |||||
USD 1,272,323 | MYR 5,788,050 | Barclays Bank PLC | 10/28/22 | 30,680 | ||||||
USD 512,311 | CHF 501,597 | BNP Paribas | 10/07/22 | 3,814 | ||||||
USD 1,523,399 | JPY 206,220,227 | BNP Paribas | 10/07/22 | 98,128 | ||||||
SEK 14,109,830 | USD 1,347,371 | BNP Paribas | 10/07/22 | (75,772 | ) | |||||
CHF 334,223 | USD 350,967 | BNP Paribas | 10/07/22 | (12,147 | ) | |||||
USD 568,263 | NOK 5,582,716 | BNP Paribas | 10/07/22 | 55,535 | ||||||
USD 670,457 | JPY 91,408,115 | BNP Paribas | 10/07/22 | 38,698 | ||||||
NZD 1,069,326 | USD 659,665 | BNP Paribas | 10/07/22 | (61,211 | ) | |||||
USD 447,429 | EUR 447,601 | BNP Paribas | 10/07/22 | 8,666 | ||||||
USD 983,446 | CAD 1,280,958 | BNP Paribas | 10/07/22 | 56,131 | ||||||
EUR 161,708 | USD 163,104 | BNP Paribas | 10/07/22 | (4,588 | ) | |||||
NZD 2,367,182 | USD 1,485,893 | BNP Paribas | 10/07/22 | (161,088 | ) | |||||
USD 1,125,716 | EUR 1,127,014 | BNP Paribas | 10/07/22 | 20,954 | ||||||
AUD 1,334,021 | USD 866,422 | BNP Paribas | 10/07/22 | (13,081 | ) | |||||
USD 1,062,057 | SEK 10,814,326 | BNP Paribas | 10/07/22 | 87,454 | ||||||
USD 443,582 | CHF 427,086 | BNP Paribas | 10/07/22 | 10,621 | ||||||
USD 1,667,854 | CAD 2,228,976 | BNP Paribas | 10/07/22 | 54,247 | ||||||
USD 932,108 | NOK 9,891,459 | BNP Paribas | 10/07/22 | 23,657 | ||||||
JPY 75,038,339 | USD 524,593 | BNP Paribas | 10/07/22 | (5,973 | ) | |||||
USD 1,091,904 | AUD 1,641,663 | BNP Paribas | 10/07/22 | 41,772 | ||||||
USD 518,859 | SEK 5,603,620 | BNP Paribas | 10/07/22 | 13,852 | ||||||
SEK 10,364,829 | USD 914,081 | BNP Paribas | 10/07/22 | 20,013 | ||||||
USD 985,798 | AUD 1,512,235 | BNP Paribas | 10/07/22 | 18,457 | ||||||
USD 629,260 | JPY 90,562,229 | BNP Paribas | 10/07/22 | 3,348 | ||||||
USD 1,043,535 | CHF 1,036,154 | BNP Paribas | 10/07/22 | (6,873 | ) | |||||
NZD 865,528 | USD 515,349 | BNP Paribas | 10/07/22 | (30,952 | ) | |||||
JPY 84,793,162 | USD 598,689 | BNP Paribas | 10/07/22 | (12,649 | ) | |||||
USD 437,704 | JPY 62,260,250 | BNP Paribas | 10/07/22 | 7,398 | ||||||
JPY 77,661,608 | USD 538,920 | BNP Paribas | 10/07/22 | (2,169 | ) | |||||
CAD 550,984 | USD 428,858 | BNP Paribas | 10/07/22 | (29,988 | ) | |||||
EUR 505,790 | USD 495,696 | BNP Paribas | 10/07/22 | 108 | ||||||
NOK 9,971,894 | USD 958,993 | BNP Paribas | 10/07/22 | (43,154 | ) | |||||
NZD 1,175,588 | USD 747,932 | BNP Paribas | 10/07/22 | (90,009 | ) | |||||
SEK 11,790,053 | USD 1,124,625 | BNP Paribas | 10/07/22 | (62,088 | ) | |||||
CHF 816,817 | USD 845,846 | BNP Paribas | 10/07/22 | (17,792 | ) | |||||
CAD 1,236,612 | USD 941,174 | BNP Paribas | 10/07/22 | (45,962 | ) | |||||
NOK 5,153,994 | USD 525,875 | BNP Paribas | 10/07/22 | (52,522 | ) | |||||
JPY 60,693,715 | USD 422,561 | BNP Paribas | 10/07/22 | (3,082 | ) | |||||
USD 599,459 | NZD 977,183 | BNP Paribas | 10/07/22 | 52,574 | ||||||
USD 306,938 | EUR 306,879 | BNP Paribas | 10/07/22 | 6,118 | ||||||
USD 515,132 | NOK 5,179,114 | BNP Paribas | 10/07/22 | 39,472 | ||||||
USD 584,249 | AUD 860,506 | BNP Paribas | 10/07/22 | 33,804 | ||||||
USD 560,328 | SEK 6,044,018 | BNP Paribas | 10/07/22 | 15,632 | ||||||
CHF 497,611 | USD 506,540 | BNP Paribas | 10/07/22 | (2,084 | ) | |||||
USD 1,858,198 | CAD 2,440,261 | BNP Paribas | 10/07/22 | 91,637 | ||||||
GBP 650,231 | USD 787,146 | BNP Paribas | 10/07/22 | (61,084 | ) | |||||
NZD 971,618 | USD 590,251 | BNP Paribas | 10/07/22 | (46,480 | ) | |||||
JPY 83,526,858 | USD 604,127 | BNP Paribas | 10/07/22 | (26,839 | ) | |||||
JPY 85,001,235 | USD 608,592 | BNP Paribas | 10/07/22 | (21,114 | ) | |||||
USD 1,343,488 | GBP 1,142,791 | BNP Paribas | 10/07/22 | 67,423 | ||||||
USD 1,257,992 | JPY 174,028,791 | BNP Paribas | 10/07/22 | 55,209 | ||||||
SEK 4,170,214 | USD 409,484 | BNP Paribas | 10/07/22 | (33,658 | ) | |||||
NOK 6,764,780 | USD 706,571 | BNP Paribas | 10/07/22 | (85,280 | ) | |||||
GBP 1,512,631 | USD 1,838,731 | BNP Paribas | 10/07/22 | (149,695 | ) | |||||
EUR 721,092 | USD 743,085 | BNP Paribas | 10/07/22 | (36,230 | ) | |||||
CAD 5,820,721 | USD 4,548,890 | BNP Paribas | 10/07/22 | (335,136 | ) | |||||
USD 684,753 | NOK 6,644,857 | BNP Paribas | 10/07/22 | 74,476 | ||||||
EUR 241,348 | USD 246,007 | BNP Paribas | 10/07/22 | (9,424 | ) | |||||
USD 913,809 | CHF 865,076 | BNP Paribas | 10/07/22 | 36,834 | ||||||
USD 1,205,583 | JPY 168,531,046 | BNP Paribas | 10/07/22 | 40,797 | ||||||
CZK 3,450,681 | USD 141,978 | BNP Paribas | 10/21/22 | (4,740 | ) | |||||
USD 1,869,614 | BRL 9,944,000 | BNP Paribas | 10/28/22 | 37,193 | ||||||
HKD 379,429 | USD 48,375 | BNP Paribas | 10/28/22 | (9 | ) | |||||
USD 887,070 | CAD 1,167,069 | Brown Brothers Harriman & Co. | 10/07/22 | 42,202 | ||||||
USD 788,961 | CHF 756,921 | Brown Brothers Harriman & Co. | 10/07/22 | 21,628 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
USD 175,716 | GBP 162,099 | Brown Brothers Harriman & Co. | 10/07/22 | (5,287 | ) | |||||
HUF 29,109,883 | USD 73,878 | Brown Brothers Harriman & Co. | 10/21/22 | (6,788 | ) | |||||
RON 360,146 | USD 73,971 | Brown Brothers Harriman & Co. | 10/21/22 | (2,821 | ) | |||||
USD 73,297 | ZAR 1,256,239 | Brown Brothers Harriman & Co. | 10/21/22 | 4,002 | ||||||
USD 775,171 | CNY 5,496,180 | Brown Brothers Harriman & Co. | 10/28/22 | 2,044 | ||||||
USD 107,131 | EUR 107,411 | Citibank N.A. | 10/07/22 | 1,841 | ||||||
EUR 246,726 | USD 247,401 | Citibank N.A. | 10/07/22 | (5,546 | ) | |||||
JPY 72,550,851 | USD 502,631 | Citibank N.A. | 10/07/22 | (1,203 | ) | |||||
CLP 50,202,943 | USD 53,538 | Citibank N.A. | 10/28/22 | (1,873 | ) | |||||
KRW 1,770,337,965 | USD 1,275,193 | Citibank N.A. | 10/28/22 | (45,060 | ) | |||||
IDR 591,249,908 | USD 39,376 | Citibank N.A. | 10/28/22 | (764 | ) | |||||
USD 178,569 | THB 6,577,643 | Citibank N.A. | 10/28/22 | 3,975 | ||||||
USD 333,760 | EUR 333,364 | Goldman Sachs International | 10/07/22 | 6,978 | ||||||
NZD 755,328 | USD 432,955 | Goldman Sachs International | 10/07/22 | (10,232 | ) | |||||
USD 679,278 | EUR 678,532 | Goldman Sachs International | 10/07/22 | 14,143 | ||||||
JPY 98,970,614 | USD 694,745 | Goldman Sachs International | 10/07/22 | (10,719 | ) | |||||
USD 613,295 | CHF 599,260 | Goldman Sachs International | 10/07/22 | 5,792 | ||||||
NOK 5,263,560 | USD 521,666 | Goldman Sachs International | 10/07/22 | (38,250 | ) | |||||
USD 545,023 | SEK 5,817,298 | Goldman Sachs International | 10/07/22 | 20,759 | ||||||
USD 1,084,214 | EUR 1,129,602 | Goldman Sachs International | 10/07/22 | (23,085 | ) | |||||
CHF 990,906 | USD 1,051,137 | Goldman Sachs International | 10/07/22 | (46,599 | ) | |||||
GBP 1,009,574 | USD 1,163,019 | Goldman Sachs International | 10/07/22 | (35,708 | ) | |||||
USD 362,118 | EUR 361,973 | Goldman Sachs International | 10/07/22 | 7,292 | ||||||
USD 488,809 | NOK 5,009,119 | Goldman Sachs International | 10/07/22 | 28,762 | ||||||
USD 326,452 | EUR 325,823 | Goldman Sachs International | 10/07/22 | 7,062 | ||||||
CAD 1,132,034 | USD 859,744 | Goldman Sachs International | 10/07/22 | (40,239 | ) | |||||
NOK 5,162,073 | USD 477,656 | Goldman Sachs International | 10/07/22 | (3,561 | ) | |||||
NOK 6,601,974 | USD 684,298 | Goldman Sachs International | 10/07/22 | (77,960 | ) | |||||
EUR 1,329,215 | USD 1,327,201 | Goldman Sachs International | 10/07/22 | (24,230 | ) | |||||
CAD 1,689,560 | USD 1,241,183 | Goldman Sachs International | 10/07/22 | (18,072 | ) | |||||
JPY 138,786,179 | USD 969,401 | Goldman Sachs International | 10/07/22 | (10,193 | ) | |||||
NOK 3,911,341 | USD 361,799 | Goldman Sachs International | 10/07/22 | (2,574 | ) | |||||
USD 829,360 | GBP 701,214 | Goldman Sachs International | 10/07/22 | 46,371 | ||||||
CAD 250,282 | USD 182,132 | Goldman Sachs International | 10/07/22 | (947 | ) | |||||
AUD 906,900 | USD 623,640 | Goldman Sachs International | 10/07/22 | (43,519 | ) | |||||
USD 227,223 | JPY 32,593,549 | Goldman Sachs International | 10/07/22 | 1,956 | ||||||
USD 783,807 | EUR 785,350 | Goldman Sachs International | 10/07/22 | 13,963 | ||||||
USD 389,470 | EUR 393,569 | Goldman Sachs International | 10/07/22 | 3,671 | ||||||
JPY 173,471,340 | USD 1,267,074 | Goldman Sachs International | 10/07/22 | (68,144 | ) | |||||
USD 1,050,811 | NOK 10,247,195 | Goldman Sachs International | 10/07/22 | 109,689 | ||||||
CHF 1,428,925 | USD 1,484,166 | Goldman Sachs International | 10/07/22 | (35,585 | ) | |||||
GBP 89,420 | USD 105,875 | Goldman Sachs International | 10/07/22 | (6,027 | ) | |||||
USD 546,579 | SEK 5,780,620 | Goldman Sachs International | 10/07/22 | 25,621 | ||||||
USD 988,929 | JPY 142,871,531 | Goldman Sachs International | 10/07/22 | 1,486 | ||||||
JPY 30,711,468 | USD 213,134 | Goldman Sachs International | 10/07/22 | (875 | ) | |||||
MXN 6,385,067 | USD 314,722 | Goldman Sachs International | 10/28/22 | 873 | ||||||
COP 451,325,458 | USD 101,065 | Goldman Sachs International | 10/28/22 | (3,641 | ) | |||||
USD 273,172 | GBP 235,995 | JPMorgan Chase Bank N.A. | 10/07/22 | 9,655 | ||||||
AUD 1,588,793 | USD 1,063,864 | Morgan Stanley | 10/07/22 | (47,551 | ) | |||||
SEK 6,032,182 | USD 570,862 | Morgan Stanley Capital Services LLC | 10/07/22 | (27,233 | ) | |||||
USD 563,205 | GBP 489,497 | Morgan Stanley Capital Services LLC | 10/07/22 | 16,622 | ||||||
SEK 2,646,744 | USD 247,385 | Morgan Stanley Capital Services LLC | 10/07/22 | (8,857 | ) | |||||
GBP 606,277 | USD 693,181 | Morgan Stanley Capital Services LLC | 10/07/22 | (16,199 | ) | |||||
CAD 1,147,249 | USD 865,062 | Morgan Stanley Capital Services LLC | 10/07/22 | (34,542 | ) | |||||
GBP 562,959 | USD 656,810 | Morgan Stanley Capital Services LLC | 10/07/22 | (28,198 | ) | |||||
EUR 1,038,324 | USD 1,036,235 | Morgan Stanley Capital Services LLC | 10/07/22 | (18,412 | ) | |||||
USD 572,499 | SEK 6,100,705 | Morgan Stanley Capital Services LLC | 10/07/22 | 22,694 | ||||||
AUD 873,362 | USD 588,493 | Morgan Stanley Capital Services LLC | 10/07/22 | (29,825 | ) | |||||
NZD 1,009,882 | USD 605,091 | Morgan Stanley Capital Services LLC | 10/07/22 | (39,906 | ) | |||||
USD 570,181 | SEK 6,052,845 | Morgan Stanley Capital Services LLC | 10/07/22 | 24,689 | ||||||
EUR 724,145 | USD 728,342 | Morgan Stanley Capital Services LLC | 10/07/22 | (18,494 | ) | |||||
USD 405,038 | EUR 408,407 | Morgan Stanley Capital Services LLC | 10/07/22 | 4,694 | ||||||
USD 946,349 | JPY 134,846,594 | Morgan Stanley Capital Services LLC | 10/07/22 | 14,370 | ||||||
GBP 479,128 | USD 551,337 | Morgan Stanley Capital Services LLC | 10/07/22 | (16,332 | ) | |||||
AUD 1,792,726 | USD 1,238,236 | Morgan Stanley Capital Services LLC | 10/07/22 | (91,472 | ) | |||||
USD 623,181 | NZD 1,001,605 | Morgan Stanley Capital Services LLC | 10/07/22 | 62,629 | ||||||
CAD 1,238,907 | USD 945,962 | Morgan Stanley Capital Services LLC | 10/07/22 | (49,089 | ) | |||||
USD 98,292 | JPY 13,990,649 | Morgan Stanley Capital Services LLC | 10/07/22 | 1,597 | ||||||
USD 1,181,910 | NZD 1,957,877 | Morgan Stanley Capital Services LLC | 10/07/22 | 86,175 | ||||||
EUR 8,431 | USD 8,452 | Morgan Stanley Capital Services LLC | 10/07/22 | (187 | ) |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
USD 1,519,364 | AUD 2,131,363 | Morgan Stanley Capital Services LLC | 10/07/22 | 155,983 | ||||||
USD 1,658,454 | EUR 1,712,729 | Morgan Stanley Capital Services LLC | 10/07/22 | (20,459 | ) | |||||
JPY 209,132,044 | USD 1,573,467 | Morgan Stanley Capital Services LLC | 10/07/22 | (128,071 | ) | |||||
USD 1,077,536 | CAD 1,394,134 | Morgan Stanley Capital Services LLC | 10/07/22 | 68,290 | ||||||
AUD 1,063,743 | USD 747,826 | Morgan Stanley Capital Services LLC | 10/07/22 | (67,375 | ) | |||||
USD 891,775 | GBP 738,930 | Morgan Stanley Capital Services LLC | 10/07/22 | 66,670 | ||||||
CHF 1,161,511 | USD 1,182,809 | Morgan Stanley Capital Services LLC | 10/07/22 | (5,320 | ) | |||||
USD 836,540 | EUR 835,925 | Morgan Stanley Capital Services LLC | 10/07/22 | 17,119 | ||||||
USD 678,789 | NZD 1,071,241 | Morgan Stanley Capital Services LLC | 10/07/22 | 79,264 | ||||||
USD 91,307 | SEK 976,125 | Morgan Stanley Capital Services LLC | 10/07/22 | 3,337 | ||||||
USD 778,812 | NOK 8,311,793 | Morgan Stanley Capital Services LLC | 10/07/22 | 15,440 | ||||||
USD 392,807 | EUR 408,530 | Morgan Stanley Capital Services LLC | 10/07/22 | (7,656 | ) | |||||
CAD 804,083 | USD 623,111 | Morgan Stanley Capital Services LLC | 10/07/22 | (41,017 | ) | |||||
USD 832,410 | SEK 9,298,062 | Morgan Stanley Capital Services LLC | 10/07/22 | (5,545 | ) | |||||
CAD 1,255,493 | USD 970,306 | Morgan Stanley Capital Services LLC | 10/07/22 | (61,426 | ) | |||||
USD 1,534,591 | CHF 1,500,338 | Morgan Stanley Capital Services LLC | 10/07/22 | 13,614 | ||||||
AUD 1,683,052 | USD 1,119,096 | Morgan Stanley Capital Services LLC | 10/07/22 | (42,489 | ) | |||||
USD 749,102 | AUD 1,064,736 | Morgan Stanley Capital Services LLC | 10/07/22 | 68,017 | ||||||
SEK 12,074,591 | USD 1,122,070 | Morgan Stanley Capital Services LLC | 10/07/22 | (33,889 | ) | |||||
ILS 792,296 | USD 234,778 | Morgan Stanley Capital Services LLC | 10/21/22 | (12,271 | ) | |||||
PLN 833,919 | USD 179,206 | Morgan Stanley Capital Services LLC | 10/21/22 | (11,453 | ) | |||||
EUR 24,341,438 | USD 25,042,593 | Standard Chartered Bank | 10/07/22 | (1,181,750 | ) | |||||
JPY 1,984,991,481 | USD 14,915,328 | Standard Chartered Bank | 10/07/22 | (1,196,248 | ) | |||||
CHF 608,994 | USD 648,361 | Standard Chartered Bank | 10/07/22 | (30,989 | ) | |||||
AUD 3,225,256 | USD 2,292,974 | Standard Chartered Bank | 10/07/22 | (229,856 | ) | |||||
USD 149,628 | JPY 21,337,349 | Standard Chartered Bank | 10/07/22 | 2,157 | ||||||
USD 349,058 | EUR 346,987 | Standard Chartered Bank | 10/07/22 | 8,922 | ||||||
USD 736,565 | JPY 106,190,539 | Standard Chartered Bank | 10/07/22 | 2,639 | ||||||
USD 0 | JPY 4 | Standard Chartered Bank | 10/07/22 | – | ||||||
USD 359,505 | NZD 558,656 | Standard Chartered Bank | 10/07/22 | 46,850 | ||||||
EUR 2,700 | USD 2,755 | Standard Chartered Bank | 10/07/22 | (109 | ) | |||||
EUR 275,528 | USD 275,765 | Standard Chartered Bank | 10/07/22 | (5,677 | ) | |||||
USD 587,998 | GBP 541,071 | Standard Chartered Bank | 10/07/22 | (16,173 | ) | |||||
CNY 2,905,666 | USD 414,515 | Standard Chartered Bank | 10/28/22 | (5,786 | ) | |||||
USD 668,598 | EUR 653,714 | State Street Bank and Trust Co. | 10/07/22 | 27,791 | ||||||
USD 927,415 | EUR 908,651 | State Street Bank and Trust Co. | 10/07/22 | 36,705 | ||||||
USD 1,048,749 | CHF 995,999 | State Street Bank and Trust Co. | 10/07/22 | 39,049 | ||||||
EUR 299,027 | USD 299,502 | State Street Bank and Trust Co. | 10/07/22 | (6,380 | ) | |||||
USD 599,451 | GBP 519,987 | State Street Bank and Trust Co. | 10/07/22 | 18,822 | ||||||
SEK 4,423,512 | USD 426,555 | State Street Bank and Trust Co. | 10/07/22 | (27,902 | ) | |||||
USD 1,037,381 | EUR 1,084,741 | State Street Bank and Trust Co. | 10/07/22 | (25,943 | ) | |||||
USD 152,059 | EUR 152,167 | State Street Bank and Trust Co. | 10/07/22 | 2,897 | ||||||
CHF 528,551 | USD 558,249 | State Street Bank and Trust Co. | 10/07/22 | (22,428 | ) | |||||
AUD 142,655 | USD 99,233 | State Street Bank and Trust Co. | 10/07/22 | (7,980 | ) | |||||
EUR 302,349 | USD 294,498 | State Street Bank and Trust Co. | 10/07/22 | 1,881 | ||||||
EUR 711,870 | USD 690,231 | State Street Bank and Trust Co. | 10/07/22 | 7,584 | ||||||
USD 813,501 | EUR 807,135 | State Street Bank and Trust Co. | 10/07/22 | 22,302 | ||||||
EUR 564,652 | USD 543,494 | State Street Bank and Trust Co. | 10/07/22 | 10,009 | ||||||
USD 636,298 | AUD 927,403 | State Street Bank and Trust Co. | 10/07/22 | 43,061 | ||||||
GBP 3,936,627 | USD 4,778,765 | State Street Bank and Trust Co. | 10/07/22 | (383,044 | ) | |||||
EUR 697,268 | USD 698,829 | State Street Bank and Trust Co. | 10/07/22 | (15,327 | ) | |||||
USD 698,650 | JPY 100,268,141 | State Street Bank and Trust Co. | 10/07/22 | 5,656 | ||||||
USD 624,570 | AUD 894,848 | State Street Bank and Trust Co. | 10/07/22 | 52,158 | ||||||
USD 245,087 | CHF 235,364 | State Street Bank and Trust Co. | 10/07/22 | 6,485 | ||||||
EUR 363,788 | USD 362,118 | State Street Bank and Trust Co. | 10/07/22 | (5,512 | ) | |||||
USD 541,188 | AUD 806,445 | State Street Bank and Trust Co. | 10/07/22 | 25,325 | ||||||
NZD 204,823 | USD 116,433 | UBS AG | 10/07/22 | (1,804 | ) | |||||
$ | (3,452,849 | ) |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, the following futures contracts were outstanding for Voya Global Bond Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
Australia 10-Year Bond | 4 | 12/15/22 | $ | 299,655 | $ | (6,249 | ) | |||||
Australia 3-Year Bond | 16 | 12/15/22 | 1,090,603 | (9,532 | ) | |||||||
Canada 10-Year Bond | 20 | 12/19/22 | 1,789,409 | (17,155 | ) | |||||||
Euro-Bobl 5-Year | 46 | 12/08/22 | 5,398,585 | (132,814 | ) | |||||||
Euro-Bund | 6 | 12/08/22 | 814,360 | (37,842 | ) | |||||||
Euro-OAT | 40 | 12/08/22 | 5,179,348 | (235,768 | ) | |||||||
Euro-Schatz | 79 | 12/08/22 | 8,297,106 | (76,679 | ) | |||||||
Japan 10-Year Bond (TSE) | 1 | 12/13/22 | 1,024,667 | (602 | ) | |||||||
Japanese Government Bonds 10-Year Mini | 28 | 12/12/22 | 2,874,097 | 3,081 | ||||||||
Long Gilt | 19 | 12/28/22 | 2,045,064 | (286,937 | ) | |||||||
Long-Term Euro-BTP | 6 | 12/08/22 | 658,473 | (27,465 | ) | |||||||
U.S. Treasury Long Bond | 3 | 12/20/22 | 379,219 | (16,163 | ) | |||||||
$ | 29,850,586 | $ | (844,125 | ) | ||||||||
Short Contracts: | ||||||||||||
U.S. Treasury 10-Year Note | (75) | 12/20/22 | (8,404,688 | ) | 42,466 | |||||||
U.S. Treasury 2-Year Note | (10) | 12/30/22 | (2,053,906 | ) | 2,208 | |||||||
U.S. Treasury 5-Year Note | (30) | 12/30/22 | (3,225,234 | ) | 103,683 | |||||||
U.S. Treasury Ultra 10-Year Note | (1) | 12/20/22 | (118,484 | ) | 5,295 | |||||||
U.S. Treasury Ultra Long Bond | (3) | 12/20/22 | (411,000 | ) | (2,912 | ) | ||||||
$ | (14,213,312 | ) | $ | 150,740 |
At September 30, 2022, the following centrally cleared credit default swaps were outstanding for Voya Global Bond Portfolio:
Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection(1)
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(2) | Termination Date | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | ||||||||||||
CDX North American High Yield Index, Series 38, Version 2 | Buy | (5.000) | 06/20/27 | USD | 1,854,370 | $ | 41,975 | $ | 88,052 | |||||||||
$ | 41,975 | $ | 88,052 |
(1) | If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | Payments made quarterly. |
(3) | The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. |
(4) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
At September 30, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Global Bond Portfolio:
Pay/Receive Floating Rate | Floating Rate Index | Floating
Rate Index Payment Frequency | Fixed Rate | Fixed
Rate Payment Frequency | Maturity Date | Notional
Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
Pay | 3-month EUR-EURIBOR | Quarterly | 0.264 | % | Annual | 12/14/51 | EUR | 500,000 | $ | (222,376 | ) | $ | (222,376 | ) | ||||||||||
Pay | 3-month EUR-EURIBOR | Quarterly | 0.292 | Annual | 12/20/51 | EUR | 700,000 | (307,638 | ) | (307,638 | ) | |||||||||||||
Pay | 1-day Sterling Overnight Index Average (SONIA) | Annual | 1.713 | Annual | 04/21/23 | GBP | 3,000,000 | (42,729 | ) | (42,729 | ) | |||||||||||||
Pay | 1-day Sterling Overnight Index Average (SONIA) | Annual | 1.649 | Annual | 04/14/52 | GBP | 800,000 | (310,662 | ) | (310,662 | ) | |||||||||||||
Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.150 | Annual | 06/20/24 | JPY | 1,500,000,000 | 15,431 | 15,431 | |||||||||||||||
Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.410 | Annual | 06/20/29 | JPY | 50,000,000 | 1,394 | 1,394 | |||||||||||||||
Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.574 | Annual | 06/10/37 | JPY | 90,000,000 | (14,438 | ) | (14,438 | ) | |||||||||||||
Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.664 | Annual | 07/15/37 | JPY | 330,000,000 | (26,370 | ) | (26,370 | ) | |||||||||||||
Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.826 | Annual | 05/20/47 | JPY | 250,000,000 | (85,838 | ) | (85,838 | ) | |||||||||||||
Pay | 1-day Overnight Tokyo Average Rate | Annual | 0.978 | Annual | 06/28/52 | JPY | 57,000,000 | (14,561 | ) | (14,561 | ) | |||||||||||||
Pay | 3-month NZD-BBR-FRA | Quarterly | 1.318 | Semi-Annual | 12/31/22 | NZD | 28,413,000 | (99,156 | ) | (99,156 | ) | |||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.726 | Monthly | 12/27/28 | USD | 1,250,000 | (76,561 | ) | (76,561 | ) | |||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.466 | Monthly | 01/07/29 | USD | 584,000 | (44,324 | ) | (44,324 | ) | |||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.997 | Semi-Annual | 06/25/29 | USD | 3,950,000 | (459,047 | ) | (459,047 | ) | |||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.400 | Monthly | 10/27/32 | USD | 690,000 | (73,906 | ) | (73,906 | ) | |||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.488 | Monthly | 10/27/47 | USD | 800,000 | (111,724 | ) | (111,724 | ) |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Receive | 1-day Sterling Overnight Index Average (SONIA) | Annual | 3.674 | Annual | 09/30/52 | GBP | 200,000 | – | – | |||||||||||||||
Receive | 1-day Overnight Tokyo Average Rate | Annual | 0.025 | Annual | 06/10/24 | JPY | 260,000,000 | 1,688 | 1,688 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.983 | Monthly | 10/27/22 | USD | 23,590,000 | 19,374 | 19,374 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.816 | Monthly | 06/19/23 | USD | 1,716,000 | 18,056 | 18,056 | |||||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 1.567 | Annual | 02/17/24 | USD | 8,000,000 | 268,973 | 268,973 | |||||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.140 | Annual | 03/24/24 | USD | 5,000,000 | 131,210 | 131,210 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.514 | Monthly | 01/24/25 | USD | 1,210,000 | 46,723 | 46,723 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.728 | Monthly | 03/01/25 | USD | 4,110,000 | 142,733 | 142,732 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 0.801 | Monthly | 05/19/26 | USD | 16,000,000 | 1,744,720 | 1,744,710 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.210 | Monthly | 10/27/26 | USD | 3,590,000 | 239,174 | 239,174 | |||||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 2.962 | Annual | 06/14/27 | USD | 3,000,000 | 102,873 | 102,873 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.681 | Monthly | 02/02/28 | USD | 1,690,000 | 98,570 | 98,570 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.115 | Monthly | 03/01/28 | USD | 2,000,000 | 270,109 | 269,945 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.884 | Monthly | 06/19/28 | USD | 910,000 | 45,641 | 45,641 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 3.099 | Monthly | 10/18/28 | USD | 780,000 | 31,241 | 31,241 | |||||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 1.551 | Annual | 01/24/29 | USD | 2,000,000 | 234,721 | 234,721 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.646 | Monthly | 10/30/29 | USD | 3,000,000 | 397,557 | 397,557 | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.807 | Semi-Annual | 12/18/29 | USD | 2,250,000 | 300,380 | 300,380 | |||||||||||||||
Receive | 1-day Secured Overnight Financing Rate | Annual | 3.464 | Annual | 09/26/32 | USD | 2,000,000 | 15,937 | 15,937 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.390 | Monthly | 12/11/32 | USD | 400,000 | 43,539 | 43,539 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.962 | Monthly | 04/30/33 | USD | 530,000 | 32,629 | 32,629 | |||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 3.148 | Monthly | 10/18/33 | USD | 520,000 | 24,191 | 24,191 | |||||||||||||||
$ | 2,337,534 | $ | 2,337,359 |
At September 30, 2022, the following OTC purchased foreign currency options were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | ||||||||||||
Call EUR vs. Put USD | BNP Paribas | 03/16/23 | 1.080 | USD | 1,377,900 | $ | 8,012 | $ | 115,827 | |||||||||
Call JPY vs. Put USD | BNP Paribas | 02/27/25 | 107.500 | USD | 747,500 | 37,076 | 9,991 | |||||||||||
Call USD vs. Put AUD | Morgan Stanley Capital Services LLC | 10/17/22 | 0.625 | USD | 4,803,000 | 34,438 | 30,470 | |||||||||||
Call USD vs. Put JPY | Bank of America N.A. | 09/09/32 | 140.000 | USD | 877,800 | 15,625 | 16,063 | |||||||||||
Call USD vs. Put JPY | BNP Paribas | 09/09/32 | 140.000 | USD | 877,800 | 16,748 | 16,063 | |||||||||||
$ | 111,899 | $ | 188,414 |
At September 30, 2022, the following OTC written foreign currency options were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional
Amount | Premiums Received | Fair Value | ||||||||||||
Call EUR vs. Put USD | BNP Paribas | 10/27/22 | 1.003 | USD | 1,377,900 | $ | 24,926 | $ | (10,998 | ) | ||||||||
Call EUR vs. Put USD | Citibank N.A. | 11/10/22 | 1.020 | USD | 1,377,900 | 20,035 | (27,058 | ) | ||||||||||
Call USD vs. Put EUR | BNP Paribas | 10/27/22 | 1.003 | USD | 1,377,900 | 24,926 | (31,252 | ) | ||||||||||
Call USD vs. Put EUR | Citibank N.A. | 11/10/22 | 1.020 | USD | 1,377,900 | 25,436 | (22,283 | ) | ||||||||||
Call USD vs. Put EUR | BNP Paribas | 11/17/22 | 0.960 | USD | 1,377,900 | 7,075 | (78,832 | ) | ||||||||||
Call USD vs. Put JPY | Bank of America N.A. | 09/09/27 | 140.000 | USD | 877,800 | 24,859 | (24,485 | ) | ||||||||||
Call USD vs. Put JPY | BNP Paribas | 09/09/27 | 140.000 | USD | 877,800 | 24,052 | (24,485 | ) | ||||||||||
$ | 151,309 | $ | (219,393 | ) |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, the following OTC written interest rate swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating
Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||
Call on 10-Year Interest Rate Swap(1) | BNP Paribas | Pay | 3.350 | % | 1-day Secured Overnight Financing Rate | 09/28/23 | USD | 4,340,100 | $ | 184,454 | $ | (196,862 | ) | ||||||||||
Put on 10-Year Interest Rate Swap(2) | BNP Paribas | Receive | 3.350 | % | 1-day Secured Overnight Financing Rate | 09/28/23 | USD | 4,340,100 | 184,454 | (150,998 | ) | ||||||||||||
$ | 368,908 | $ | (347,860 | ) |
At September 30, 2022, the following OTC forward premium swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Exercise Rate(3) | Pay/ Receive Exercise Rate | Floating
Rate Index | Expiration Date | Notional Amount | Premium receivable/(payable) at expiration(4) | Unrealized Appreciation/(Depreciation) | |||||||||||||||
Call on 10-Year Interest Rate Swap (Purchased) | Deutsche Bank AG | 2.950 | % | Receive | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 2,075,400 | $ | (120,373 | ) | $ | (43,205 | ) | |||||||||
Call on 1-Year Interest Rate Swap (Written) | Deutsche Bank AG | 2.750 | % | Receive | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 16,603,100 | 138,705 | 8,708 | |||||||||||||
Call on 30-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Receive | 1-day Secured Overnight Financing Rate | 06/14/27 | USD | 1,307,000 | (228,725 | ) | 2,806 | ||||||||||||
Call on 30-Year Interest Rate Swap (Purchased) | Nomura International PLC | 0.000 | % | Receive | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 1,050,000 | (189,000 | ) | (1,593 | ) | |||||||||||
Call on 35-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Receive | 1-day Secured Overnight Financing Rate | 06/03/27 | USD | 1,307,000 | (229,052 | ) | 2,794 | ||||||||||||
Put on 10-Year Interest Rate Swap (Purchased) | Deutsche Bank AG | 2.950 | % | Pay | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 2,075,400 | (120,373 | ) | 74,296 | ||||||||||||
Put on 1-Year Interest Rate Swap (Written) | Deutsche Bank AG | 2.750 | % | Pay | 1-day Secured Overnight Financing Rate | 06/30/27 | USD | 16,603,100 | 138,705 | (77,694 | ) | ||||||||||||
Put on 30-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Pay | 1-day Secured Overnight Financing Rate | 05/25/27 | USD | 3,070,500 | (552,690 | ) | (4,659 | ) | |||||||||||
$ | (1,162,803 | ) | $ | (38,547 | ) |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
(1) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. |
(2) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. |
(3) | Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract. |
(4) | Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective forward premium swaption contract. |
Currency Abbreviations | ||
AUD | - | Australian Dollar |
BRL | - | Brazilian Real |
CAD | - | Canadian Dollar |
CHF | - | Swiss Franc |
CLP | - | Chilean Peso |
COP | - | Colombian Peso |
CNY | - | Chinese Yuan |
CZK | - | Czech Koruna |
DKK | - | Danish Krone |
EUR | - | EU Euro |
GBP | - | British Pound |
HKD | - | Hong Kong Sar Dollar |
HUF | - | Hungarian Forint |
IDR | - | Indonesian Rupiah |
ILS | - | Israeli New Shekel |
JPY | - | Japanese Yen |
KRW | - | South Korean Won |
MXN | - | Mexican Peso |
MYR | - | Malaysian Ringgit |
NOK | - | Norwegian Krone |
NZD | - | New Zealand Dollar |
PLN | - | Polish Zloty |
RON | - | Romanian New Leu |
SEK | - | Swedish Krona |
SGD | - | Singapore Dollar |
THB | - | Thai Baht |
USD | - | United States Dollar |
ZAR | - | South African Rand |
At September 30, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
Cost for federal income tax purposes was $145,672,084. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 8,346,925 | ||
Gross Unrealized Depreciation | (27,114,497 | ) | ||
Net Unrealized Depreciation | $ | (18,767,572 | ) |