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  USD1,854,370     $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   USD1,377,900   $8,012   $115,827 
Call JPY vs. Put USD  BNP Paribas  02/27/25  107.500   USD747,500    37,076    9,991 
Call USD vs. Put AUD  Morgan Stanley Capital Services LLC  10/17/22  0.625   USD4,803,000    34,438    30,470 
Call USD vs. Put JPY  Bank of America N.A.  09/09/32  140.000   USD877,800    15,625    16,063 
Call USD vs. Put JPY  BNP Paribas  09/09/32  140.000   USD877,800    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   USD1,377,900   $24,926   $(10,998)
Call EUR vs. Put USD  Citibank N.A.  11/10/22  1.020   USD1,377,900    20,035    (27,058)
Call USD vs. Put EUR  BNP Paribas  10/27/22  1.003   USD1,377,900    24,926    (31,252)
Call USD vs. Put EUR  Citibank N.A.  11/10/22  1.020   USD1,377,900    25,436    (22,283)
Call USD vs. Put EUR  BNP Paribas  11/17/22  0.960   USD1,377,900    7,075    (78,832)
Call USD vs. Put JPY  Bank of America N.A.  09/09/27  140.000   USD877,800    24,859    (24,485)
Call USD vs. Put JPY  BNP Paribas  09/09/27  140.000   USD877,800    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)