Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: 35.2% | |||||
Basic Materials: 0.6% | |||||
288,000 | (1) | Albemarle Corp., 4.650%, 06/01/2027 | $ | 283,592 | 0.1 |
475,000 | Ecolab, Inc., 1.650%, 02/01/2027 | 430,862 | 0.1 | ||
407,000 | (1) | Ecolab, Inc., 2.700%, 11/01/2026 | 386,174 | 0.1 | |
500,000 | (2) | Georgia-Pacific LLC, 1.750%, 09/30/2025 | 463,298 | 0.1 | |
300,000 | (2) | International Flavors & Fragrances, Inc., 1.832%, 10/15/2027 | 254,869 | 0.1 | |
280,000 | Nucor Corp., 2.000%, 06/01/2025 | 263,496 | 0.1 | ||
54,000 | Nutrien Ltd., 4.900%, 03/27/2028 | 54,025 | 0.0 | ||
2,136,316 | 0.6 | ||||
Communications: 1.8% | |||||
560,000 | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 557,654 | 0.2 | ||
721,000 | Amazon.com, Inc., 3.000%, 04/13/2025 | 703,526 | 0.2 | ||
370,000 | AT&T, Inc., 1.700%, 03/25/2026 | 340,574 | 0.1 | ||
472,000 | Bell Telephone Co. of Canada or Bell Canada/The, 0.750%, 03/17/2024 | 451,131 | 0.1 | ||
213,000 | British Telecommunications PLC, 4.500%, 12/04/2023 | 211,650 | 0.1 | ||
326,000 | Comcast Corp., 5.250%, 11/07/2025 | 333,269 | 0.1 | ||
399,000 | Fox Corp., 4.030%, 01/25/2024 | 394,776 | 0.1 | ||
447,000 | Meta Platforms, Inc., 3.500%, 08/15/2027 | 431,930 | 0.1 | ||
36,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 35,385 | 0.0 | ||
653,000 | (2) | NTT Finance Corp., 0.583%, 03/01/2024 | 626,286 | 0.2 | |
368,000 | (2) | NTT Finance Corp., 4.142%, 07/26/2024 | 364,768 | 0.1 | |
460,000 | (2) | Sky Ltd., 3.750%, 09/16/2024 | 451,295 | 0.1 | |
194,000 | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 180,606 | 0.0 | ||
444,000 | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 427,088 | 0.1 | ||
181,000 | T-Mobile USA, Inc., 4.950%, 03/15/2028 | 182,824 | 0.0 | ||
271,000 | Verizon Communications, Inc., 0.850%, 11/20/2025 | 246,819 | 0.1 | ||
272,000 | Verizon Communications, Inc., 3.500%, 11/01/2024 | 267,201 | 0.1 | ||
259,000 | Walt Disney Co/The, 4.000%, 10/01/2023 | 257,412 | 0.1 | ||
6,464,194 | 1.8 | ||||
Consumer, Cyclical: 2.4% | |||||
358,000 | (2) | 7-Eleven, Inc., 0.950%, 02/10/2026 | 322,064 | 0.1 | |
509,000 | American Honda Finance Corp., 0.875%, 07/07/2023 | 503,375 | 0.1 | ||
140,000 | American Honda Finance Corp., 1.300%, 09/09/2026 | 125,669 | 0.0 | ||
236,000 | (2) | BMW US Capital LLC, 0.800%, 04/01/2024 | 226,447 | 0.1 | |
428,000 | (2) | BMW US Capital LLC, 1.250%, 08/12/2026 | 384,221 | 0.1 | |
505,000 | (2) | BMW US Capital LLC, 3.250%, 04/01/2025 | 491,533 | 0.1 | |
710,000 | (2) | Daimler Trucks Finance North America LLC, 3.500%, 04/07/2025 | 688,634 | 0.2 | |
250,000 | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | 240,615 | 0.1 | ||
150,950 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 132,605 | 0.0 | ||
266,000 | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | 261,940 | 0.1 | ||
305,000 | General Motors Financial Co., Inc., 3.800%, 04/07/2025 | 296,727 | 0.1 | ||
408,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 408,429 | 0.1 | ||
94,000 | (2) | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | 84,284 | 0.0 | |
226,000 | Home Depot, Inc./The, 2.700%, 04/15/2025 | 218,657 | 0.1 | ||
532,000 | Honda Motor Co. Ltd., 2.534%, 03/10/2027 | 498,714 | 0.1 | ||
462,000 | (2) | Hyundai Capital America, 1.300%, 01/08/2026 | 415,093 | 0.1 | |
187,000 | Lowe's Cos, Inc., 3.350%, 04/01/2027 | 179,413 | 0.0 | ||
475,146 | (2) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 474,084 | 0.1 | |
423,000 | Ross Stores, Inc., 4.600%, 04/15/2025 | 422,356 | 0.1 | ||
474,000 | Toyota Motor Corp., 0.681%, 03/25/2024 | 454,190 | 0.1 | ||
227,000 | Toyota Motor Credit Corp., 4.625%, 01/12/2028 | 230,283 | 0.1 | ||
181,088 | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | 180,783 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
201,525 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 200,341 | 0.1 | ||
288,000 | (1) | Walmart, Inc., 3.950%, 09/09/2027 | 287,909 | 0.1 | |
421,000 | (2) | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 396,824 | 0.1 | |
629,000 | WW Grainger, Inc., 1.850%, 02/15/2025 | 598,153 | 0.2 | ||
8,723,343 | 2.4 | ||||
Consumer, Non-cyclical: 3.5% | |||||
444,000 | Amgen, Inc., 3.200%, 11/02/2027 | 420,024 | 0.1 | ||
629,000 | Amgen, Inc., 5.250%, 03/02/2025 | 636,235 | 0.2 | ||
444,000 | Becton Dickinson & Co., 4.693%, 02/13/2028 | 446,090 | 0.1 | ||
386,000 | Boston Scientific Corp., 1.900%, 06/01/2025 | 365,052 | 0.1 | ||
506,000 | Bristol-Myers Squibb Co., 0.750%, 11/13/2025 | 462,450 | 0.1 | ||
587,000 | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | 543,408 | 0.1 | ||
219,000 | (2) | Cargill, Inc., 1.375%, 07/23/2023 | 216,373 | 0.1 | |
160,000 | (2) | Cargill, Inc., 3.500%, 04/22/2025 | 156,156 | 0.0 | |
195,000 | (1),(2) | Cargill, Inc., 3.625%, 04/22/2027 | 189,246 | 0.1 | |
274,000 | Cigna Corp., 1.250%, 03/15/2026 | 248,466 | 0.1 | ||
473,000 | Conagra Brands, Inc., 0.500%, 08/11/2023 | 464,973 | 0.1 | ||
233,000 | (2) | CSL Finance PLC, 3.850%, 04/27/2027 | 227,299 | 0.1 | |
444,000 | Diageo Capital PLC, 5.300%, 10/24/2027 | 461,751 | 0.1 | ||
587,000 | (2) | Element Fleet Management Corp., 3.850%, 06/15/2025 | 560,890 | 0.2 | |
385,000 | Elevance Health, Inc., 3.500%, 08/15/2024 | 377,317 | 0.1 | ||
316,000 | (2) | GE HealthCare Technologies, Inc., 5.600%, 11/15/2025 | 319,999 | 0.1 | |
258,000 | Global Payments, Inc., 1.200%, 03/01/2026 | 229,669 | 0.1 | ||
262,000 | Humana, Inc., 0.650%, 08/03/2023 | 258,318 | 0.1 | ||
223,000 | (1),(2) | Kenvue, Inc., 5.500%, 03/22/2025 | 226,789 | 0.1 | |
400,000 | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | 389,337 | 0.1 | ||
334,000 | (1),(2) | Nestle Holdings, Inc., 1.150%, 01/14/2027 | 297,487 | 0.1 | |
510,000 | (2) | Nestle Holdings, Inc., 4.125%, 10/01/2027 | 507,755 | 0.1 | |
448,000 | PepsiCo, Inc., 3.600%, 02/18/2028 | 439,805 | 0.1 | ||
465,000 | PerkinElmer, Inc., 0.850%, 09/15/2024 | 436,759 | 0.1 | ||
675,000 | Royalty Pharma PLC, 0.750%, 09/02/2023 | 658,275 | 0.2 | ||
461,000 | S&P Global, Inc., 2.450%, 03/01/2027 | 432,639 | 0.1 | ||
702,000 | Stryker Corp., 0.600%, 12/01/2023 | 681,163 | 0.2 | ||
121,000 | (2) | Triton Container International Ltd., 0.800%, 08/01/2023 | 118,247 | 0.0 | |
470,000 | (2) | Triton Container International Ltd., 1.150%, 06/07/2024 | 442,226 | 0.1 | |
165,000 | UnitedHealth Group, Inc., 2.375%, 08/15/2024 | 159,828 | 0.0 | ||
314,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 296,684 | 0.1 | ||
323,000 | UnitedHealth Group, Inc., 3.375%, 04/15/2027 | 311,338 | 0.1 | ||
550,000 | Viatris, Inc., 1.650%, 06/22/2025 | 504,688 | 0.1 | ||
316,000 | Zoetis, Inc., 5.400%, 11/14/2025 | 321,503 | 0.1 | ||
12,808,239 | 3.5 | ||||
Energy: 1.4% | |||||
331,000 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | 299,914 | 0.1 | ||
580,000 | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | 542,254 | 0.1 | ||
500,000 | Chevron USA, Inc., 0.426%, 08/11/2023 | 491,979 | 0.1 | ||
614,000 | Enbridge, Inc., 0.550%, 10/04/2023 | 597,991 | 0.2 | ||
469,000 | Equinor ASA, 2.875%, 04/06/2025 | 454,824 | 0.1 | ||
395,000 | Kinder Morgan, Inc., 1.750%, 11/15/2026 | 356,279 | 0.1 | ||
306,000 | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | 306,758 | 0.1 | ||
326,000 | Phillips 66, 3.850%, 04/09/2025 | 319,115 | 0.1 | ||
191,000 | Pioneer Natural Resources Co., 0.550%, 05/15/2023 | 189,943 | 0.1 | ||
495,000 | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | 450,121 | 0.1 | ||
519,000 | Shell International Finance BV, 0.375%, 09/15/2023 | 507,760 | 0.1 | ||
270,000 | TransCanada PipeLines Ltd., 1.000%, 10/12/2024 | 253,282 | 0.1 | ||
467,000 | Williams Cos, Inc./The, 4.550%, 06/24/2024 | 463,730 | 0.1 | ||
5,233,950 | 1.4 | ||||
Financial: 18.0% | |||||
393,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.650%, 10/29/2024 | 367,890 | 0.1 | ||
410,000 | Aflac, Inc., 1.125%, 03/15/2026 | 371,713 | 0.1 | ||
433,000 | Ally Financial, Inc., 3.875%, 05/21/2024 | 416,287 | 0.1 | ||
536,000 | American Express Co., 2.500%, 07/30/2024 | 517,841 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
466,000 | American Express Co., 5.850%, 11/05/2027 | 489,275 | 0.1 | ||
326,000 | American Tower Corp., 3.650%, 03/15/2027 | 309,886 | 0.1 | ||
444,000 | Ameriprise Financial, Inc., 2.875%, 09/15/2026 | 414,970 | 0.1 | ||
234,000 | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | 225,217 | 0.1 | ||
485,000 | Ameriprise Financial, Inc., 4.000%, 10/15/2023 | 480,578 | 0.1 | ||
74,000 | Assurant, Inc., 4.200%, 09/27/2023 | 73,538 | 0.0 | ||
738,000 | (2) | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 729,158 | 0.2 | |
475,000 | (2) | Avolon Holdings Funding Ltd., 4.375%, 05/01/2026 | 446,195 | 0.1 | |
1,204,000 | (3) | Bank of America Corp., 0.810%, 10/24/2024 | 1,170,444 | 0.3 | |
1,531,000 | (3) | Bank of America Corp., 0.976%, 04/22/2025 | 1,459,332 | 0.4 | |
907,000 | (3) | Bank of America Corp., 1.319%, 06/19/2026 | 829,771 | 0.2 | |
425,000 | (3) | Bank of America Corp., 1.530%, 12/06/2025 | 397,661 | 0.1 | |
186,000 | (3) | Bank of America Corp., 1.658%, 03/11/2027 | 168,540 | 0.0 | |
444,000 | (3) | Bank of America Corp., 1.734%, 07/22/2027 | 398,504 | 0.1 | |
496,000 | (3) | Bank of America Corp., 2.015%, 02/13/2026 | 465,097 | 0.1 | |
50,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 46,495 | 0.0 | |
81,000 | (3) | Bank of America Corp., 3.705%, 04/24/2028 | 76,633 | 0.0 | |
301,000 | (3) | Bank of America Corp., 4.376%, 04/27/2028 | 291,401 | 0.1 | |
733,000 | (3) | Bank of New York Mellon Corp./The, 3.430%, 06/13/2025 | 716,241 | 0.2 | |
179,000 | (3) | Bank of New York Mellon Corp./The, 4.414%, 07/24/2026 | 176,714 | 0.1 | |
432,000 | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | 422,586 | 0.1 | ||
473,000 | Bank of Nova Scotia/The, 0.700%, 04/15/2024 | 451,319 | 0.1 | ||
468,000 | (1) | Bank of Nova Scotia/The, 1.450%, 01/10/2025 | 438,951 | 0.1 | |
401,000 | Bank of Nova Scotia/The, 3.450%, 04/11/2025 | 389,140 | 0.1 | ||
277,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 269,968 | 0.1 | ||
326,000 | (2) | Blackstone Holdings Finance Co. LLC, 5.900%, 11/03/2027 | 332,834 | 0.1 | |
420,000 | (2) | BPCE SA, 1.000%, 01/20/2026 | 374,613 | 0.1 | |
1,120,000 | (2) | BPCE SA, 5.700%, 10/22/2023 | 1,111,620 | 0.3 | |
350,000 | Brookfield Finance, Inc., 4.000%, 04/01/2024 | 343,071 | 0.1 | ||
386,000 | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | 382,126 | 0.1 | ||
424,000 | Canadian Imperial Bank of Commerce, 1.000%, 10/18/2024 | 398,163 | 0.1 | ||
358,000 | Canadian Imperial Bank of Commerce, 3.300%, 04/07/2025 | 346,790 | 0.1 | ||
182,000 | Canadian Imperial Bank of Commerce, 3.945%, 08/04/2025 | 176,981 | 0.1 | ||
261,000 | (3) | Capital One Financial Corp., 1.878%, 11/02/2027 | 224,993 | 0.1 | |
444,000 | (3) | Capital One Financial Corp., 4.166%, 05/09/2025 | 430,329 | 0.1 | |
335,000 | (3) | Capital One Financial Corp., 5.468%, 02/01/2029 | 326,792 | 0.1 | |
473,000 | (3) | Citigroup, Inc., 0.981%, 05/01/2025 | 449,580 | 0.1 | |
388,000 | (3) | Citigroup, Inc., 1.678%, 05/15/2024 | 386,427 | 0.1 | |
374,000 | (2) | Corebridge Financial, Inc., 3.650%, 04/05/2027 | 350,859 | 0.1 | |
525,000 | (2) | Corebridge Global Funding, 0.900%, 09/22/2025 | 475,182 | 0.1 | |
233,000 | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | 216,816 | 0.1 | ||
1,246,000 | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | 1,187,151 | 0.3 | ||
467,000 | (2),(3) | Danske Bank A/S, 0.976%, 09/10/2025 | 434,016 | 0.1 | |
279,000 | (2),(3) | Danske Bank A/S, 3.773%, 03/28/2025 | 272,437 | 0.1 | |
257,000 | (2),(3) | Danske Bank A/S, 4.298%, 04/01/2028 | 242,851 | 0.1 | |
467,000 | (3) | Deutsche Bank AG/New York NY, 2.222%, 09/18/2024 | 454,207 | 0.1 | |
259,000 | Discover Financial Services, 3.950%, 11/06/2024 | 247,156 | 0.1 | ||
465,000 | (2),(3) | DNB Bank ASA, 2.968%, 03/28/2025 | 453,974 | 0.1 | |
611,000 | (2),(3) | DNB Bank ASA, 5.896%, 10/09/2026 | 616,974 | 0.2 | |
475,000 | Equinix, Inc., 1.250%, 07/15/2025 | 435,545 | 0.1 | ||
388,000 | Federal Realty Investment Trust, 3.950%, 01/15/2024 | 383,276 | 0.1 | ||
305,000 | (2) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 287,178 | 0.1 | |
356,000 | (2) | Five Corners Funding Trust, 4.419%, 11/15/2023 | 353,840 | 0.1 | |
490,000 | (2) | GA Global Funding Trust, 3.850%, 04/11/2025 | 474,910 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
236,000 | (3) | Goldman Sachs Group, Inc./The, 0.925%, 10/21/2024 | 229,688 | 0.1 | |
278,000 | (3) | Goldman Sachs Group, Inc./The, 2.640%, 02/24/2028 | 253,840 | 0.1 | |
257,000 | Hanover Insurance Group, Inc./The, 4.500%, 04/15/2026 | 254,196 | 0.1 | ||
933,000 | (3) | HSBC Holdings PLC, 0.732%, 08/17/2024 | 913,835 | 0.3 | |
293,000 | (3) | HSBC Holdings PLC, 1.162%, 11/22/2024 | 284,411 | 0.1 | |
431,000 | (3) | HSBC Holdings PLC, 1.589%, 05/24/2027 | 380,314 | 0.1 | |
531,000 | (3) | HSBC Holdings PLC, 1.645%, 04/18/2026 | 485,323 | 0.1 | |
335,000 | (3) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 317,192 | 0.1 | |
519,000 | (3) | HSBC Holdings PLC, 2.999%, 03/10/2026 | 489,928 | 0.1 | |
441,000 | (3) | ING Groep NV, 4.017%, 03/28/2028 | 417,693 | 0.1 | |
566,000 | Jackson Financial, Inc., 1.125%, 11/22/2023 | 549,216 | 0.2 | ||
654,000 | (3) | JPMorgan Chase & Co., 0.824%, 06/01/2025 | 620,086 | 0.2 | |
1,340,000 | (3) | JPMorgan Chase & Co., 0.969%, 06/23/2025 | 1,270,145 | 0.4 | |
565,000 | (3) | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 498,782 | 0.1 | |
348,000 | (3) | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 312,932 | 0.1 | |
830,000 | (3) | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 777,089 | 0.2 | |
48,000 | (3) | JPMorgan Chase & Co., 2.301%, 10/15/2025 | 45,925 | 0.0 | |
140,000 | (3) | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 132,766 | 0.0 | |
444,000 | (3) | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 411,946 | 0.1 | |
537,000 | (3) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 534,286 | 0.1 | |
27,000 | (3) | JPMorgan Chase & Co., 3.960%, 01/29/2027 | 26,242 | 0.0 | |
389,000 | (3) | JPMorgan Chase & Co., 5.546%, 12/15/2025 | 391,875 | 0.1 | |
252,000 | KeyBank NA/Cleveland OH, 4.390%, 12/14/2027 | 230,313 | 0.1 | ||
424,000 | (3) | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | 421,349 | 0.1 | |
176,000 | (3) | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | 171,166 | 0.1 | |
480,000 | (2) | LSEGA Financing PLC, 0.650%, 04/06/2024 | 456,988 | 0.1 | |
460,000 | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | 458,773 | 0.1 | ||
430,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | 420,364 | 0.1 | |
415,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 0.953%, 07/19/2025 | 390,980 | 0.1 | |
365,000 | (1),(3) | Mitsubishi UFJ Financial Group, Inc., 0.962%, 10/11/2025 | 340,159 | 0.1 | |
323,000 | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | 296,393 | 0.1 | ||
454,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 1.538%, 07/20/2027 | 402,117 | 0.1 | |
276,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 4.788%, 07/18/2025 | 273,435 | 0.1 | |
891,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 5.719%, 02/20/2026 | 893,910 | 0.2 | |
392,000 | (3) | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | 383,851 | 0.1 | |
304,000 | (3) | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | 290,380 | 0.1 | |
620,000 | Mizuho Financial Group, Inc., 5.588%, (US0003M + 0.630%), 05/25/2024 | 617,166 | 0.2 | ||
457,000 | (3) | Morgan Stanley, 0.731%, 04/05/2024 | 456,868 | 0.1 | |
1,056,000 | (3) | Morgan Stanley, 0.790%, 05/30/2025 | 1,000,075 | 0.3 | |
1,252,000 | (3) | Morgan Stanley, 0.791%, 01/22/2025 | 1,204,819 | 0.3 | |
990,000 | (3) | Morgan Stanley, 1.164%, 10/21/2025 | 925,146 | 0.3 | |
565,000 | (3) | Morgan Stanley, 1.512%, 07/20/2027 | 502,576 | 0.1 | |
444,000 | (3) | Morgan Stanley, 1.593%, 05/04/2027 | 398,239 | 0.1 | |
371,000 | (3) | Morgan Stanley, 2.475%, 01/21/2028 | 339,221 | 0.1 | |
126,000 | (3) | Morgan Stanley, 2.720%, 07/22/2025 | 121,515 | 0.0 | |
496,000 | Morgan Stanley, 4.000%, 07/23/2025 | 485,825 | 0.1 | ||
324,000 | National Australia Bank Ltd./New York, 3.500%, 06/09/2025 | 313,879 | 0.1 | ||
684,000 | (3) | National Bank of Canada, 0.550%, 11/15/2024 | 663,730 | 0.2 | |
349,000 | National Bank of Canada, 0.750%, 08/06/2024 | 329,039 | 0.1 | ||
350,000 | (2) | National Securities Clearing Corp., 1.200%, 04/23/2023 | 349,149 | 0.1 | |
250,000 | (2) | National Securities Clearing Corp., 1.500%, 04/23/2025 | 233,731 | 0.1 | |
213,000 | (2) | Nationwide Building Society, 1.500%, 10/13/2026 | 186,211 | 0.1 | |
417,000 | (3) | NatWest Group PLC, 2.359%, 05/22/2024 | 414,842 | 0.1 | |
327,000 | (3) | NatWest Group PLC, 4.269%, 03/22/2025 | 321,036 | 0.1 | |
395,000 | (2) | Nordea Bank Abp, 0.625%, 05/24/2024 | 375,307 | 0.1 | |
293,000 | (2) | Nordea Bank Abp, 0.750%, 08/28/2025 | 263,077 | 0.1 | |
324,000 | (2) | Nordea Bank Abp, 3.600%, 06/06/2025 | 312,861 | 0.1 | |
480,000 | (2) | Nordea Bank Abp, 5.375%, 09/22/2027 | 482,632 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
587,000 | Old Republic International Corp., 4.875%, 10/01/2024 | 579,481 | 0.2 | ||
498,000 | (1),(2) | Pacific Life Global Funding II, 0.500%, 09/23/2023 | 486,634 | 0.1 | |
207,000 | (2) | Pacific Life Global Funding II, 1.200%, 06/24/2025 | 190,393 | 0.1 | |
265,000 | (2) | Pacific Life Global Funding II, 1.375%, 04/14/2026 | 237,860 | 0.1 | |
470,000 | PNC Financial Services Group, Inc./The, 3.500%, 01/23/2024 | 461,350 | 0.1 | ||
284,000 | (1) | Royal Bank of Canada, 1.150%, 07/14/2026 | 254,845 | 0.1 | |
280,000 | Royal Bank of Canada, 1.600%, 04/17/2023 | 279,528 | 0.1 | ||
466,000 | Royal Bank of Canada, 1.600%, 01/21/2025 | 439,493 | 0.1 | ||
553,000 | Royal Bank of Canada, 3.700%, 10/05/2023 | 547,948 | 0.2 | ||
225,000 | Royal Bank of Canada, 5.442%, (US0003M + 0.660%), 10/05/2023 | 224,908 | 0.1 | ||
440,000 | Sixth Street Specialty Lending, Inc., 3.875%, 11/01/2024 | 419,932 | 0.1 | ||
954,000 | (2) | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | 934,286 | 0.3 | |
619,000 | (2) | Skandinaviska Enskilda Banken AB, 0.650%, 09/09/2024 | 580,438 | 0.2 | |
464,000 | (2) | Skandinaviska Enskilda Banken AB, 3.700%, 06/09/2025 | 450,436 | 0.1 | |
477,000 | (2),(3) | Societe Generale SA, 2.226%, 01/21/2026 | 440,119 | 0.1 | |
286,000 | Sumitomo Mitsui Financial Group, Inc., 1.474%, 07/08/2025 | 262,073 | 0.1 | ||
355,000 | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | 342,752 | 0.1 | ||
465,000 | (2) | Sumitomo Mitsui Trust Bank Ltd., 0.800%, 09/16/2024 | 437,568 | 0.1 | |
800,000 | (2) | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | 790,239 | 0.2 | |
468,000 | (2) | Svenska Handelsbanken AB, 3.650%, 06/10/2025 | 453,270 | 0.1 | |
425,000 | (2) | Swedbank AB, 0.600%, 09/25/2023 | 416,003 | 0.1 | |
371,000 | (2) | Swedbank AB, 3.356%, 04/04/2025 | 357,978 | 0.1 | |
467,000 | Toronto-Dominion Bank/The, 0.700%, 09/10/2024 | 439,302 | 0.1 | ||
621,000 | Toronto-Dominion Bank/The, 1.150%, 06/12/2025 | 571,885 | 0.2 | ||
468,000 | Toronto-Dominion Bank/The, 1.450%, 01/10/2025 | 440,585 | 0.1 | ||
454,000 | Toronto-Dominion Bank/The, 3.766%, 06/06/2025 | 442,216 | 0.1 | ||
316,000 | (3) | Truist Financial Corp., 4.873%, 01/26/2029 | 308,406 | 0.1 | |
369,000 | (2) | UBS AG/London, 0.700%, 08/09/2024 | 345,010 | 0.1 | |
600,000 | (2),(3) | UBS Group AG, 1.008%, 07/30/2024 | 588,159 | 0.2 | |
372,000 | (2),(3) | UBS Group AG, 4.488%, 05/12/2026 | 359,073 | 0.1 | |
464,000 | (2),(3) | UBS Group AG, 4.490%, 08/05/2025 | 452,926 | 0.1 | |
280,000 | (2) | USAA Capital Corp., 1.500%, 05/01/2023 | 279,213 | 0.1 | |
115,000 | (3) | Wells Fargo & Co., 2.164%, 02/11/2026 | 108,256 | 0.0 | |
414,000 | (3) | Wells Fargo & Co., 2.188%, 04/30/2026 | 388,274 | 0.1 | |
518,000 | (3) | Wells Fargo & Co., 2.406%, 10/30/2025 | 492,567 | 0.1 | |
65,310,274 | 18.0 | ||||
Industrial: 1.7% | |||||
444,000 | Avnet, Inc., 6.250%, 03/15/2028 | 452,298 | 0.1 | ||
388,000 | Boeing Co/The, 4.875%, 05/01/2025 | 387,402 | 0.1 | ||
423,000 | (1) | Caterpillar Financial Services Corp., 0.650%, 07/07/2023 | 418,234 | 0.1 | |
223,000 | General Dynamics Corp., 3.250%, 04/01/2025 | 217,127 | 0.1 | ||
392,000 | (2) | Graphic Packaging International LLC, 0.821%, 04/15/2024 | 373,642 | 0.1 | |
386,000 | Honeywell International, Inc., 1.350%, 06/01/2025 | 362,405 | 0.1 | ||
651,000 | Huntington Ingalls Industries, Inc., 0.670%, 08/16/2023 | 640,243 | 0.2 | ||
335,000 | John Deere Capital Corp., 2.050%, 01/09/2025 | 322,685 | 0.1 | ||
184,000 | John Deere Capital Corp., 2.125%, 03/07/2025 | 175,785 | 0.0 | ||
138,000 | (1) | John Deere Capital Corp., 2.350%, 03/08/2027 | 128,268 | 0.0 | |
444,000 | Lockheed Martin Corp., 5.100%, 11/15/2027 | 461,355 | 0.1 | ||
435,000 | Raytheon Technologies Corp., 3.700%, 12/15/2023 | 430,602 | 0.1 | ||
224,000 | Raytheon Technologies Corp., 5.000%, 02/27/2026 | 227,505 | 0.1 | ||
400,000 | Republic Services, Inc., 2.500%, 08/15/2024 | 387,621 | 0.1 | ||
305,000 | Rockwell Automation, Inc., 0.350%, 08/15/2023 | 299,690 | 0.1 | ||
350,000 | (2) | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | 307,363 | 0.1 | |
713,000 | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | 683,619 | 0.2 | ||
6,275,844 | 1.7 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Technology: 2.3% | |||||
233,000 | Analog Devices, Inc., 2.950%, 04/01/2025 | 225,280 | 0.1 | ||
173,000 | Apple, Inc., 1.125%, 05/11/2025 | 162,435 | 0.0 | ||
449,000 | Apple, Inc., 3.250%, 02/23/2026 | 439,465 | 0.1 | ||
444,000 | Broadcom, Inc., 3.459%, 09/15/2026 | 424,567 | 0.1 | ||
290,000 | CGI, Inc., 1.450%, 09/14/2026 | 260,683 | 0.1 | ||
457,000 | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | 437,172 | 0.1 | ||
268,000 | Fidelity National Information Services, Inc., 4.700%, 07/15/2027 | 264,126 | 0.1 | ||
245,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 237,786 | 0.1 | ||
444,000 | Fiserv, Inc., 5.450%, 03/02/2028 | 453,698 | 0.1 | ||
198,000 | HP, Inc., 2.200%, 06/17/2025 | 186,701 | 0.1 | ||
430,000 | Intel Corp., 3.750%, 08/05/2027 | 420,426 | 0.1 | ||
666,000 | Intel Corp., 4.875%, 02/10/2026 | 674,774 | 0.2 | ||
446,000 | International Business Machines Corp., 4.000%, 07/27/2025 | 441,171 | 0.1 | ||
445,000 | International Business Machines Corp., 4.500%, 02/06/2026 | 444,400 | 0.1 | ||
255,000 | International Business Machines Corp., 6.500%, 01/15/2028 | 277,762 | 0.1 | ||
465,000 | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | 404,381 | 0.1 | ||
473,000 | Oracle Corp., 1.650%, 03/25/2026 | 434,747 | 0.1 | ||
288,000 | Oracle Corp., 2.500%, 04/01/2025 | 275,853 | 0.1 | ||
470,000 | Oracle Corp., 2.650%, 07/15/2026 | 439,347 | 0.1 | ||
500,000 | Take-Two Interactive Software, Inc., 3.550%, 04/14/2025 | 487,212 | 0.1 | ||
307,000 | VMware, Inc., 1.000%, 08/15/2024 | 289,831 | 0.1 | ||
408,000 | VMware, Inc., 1.400%, 08/15/2026 | 361,081 | 0.1 | ||
215,000 | Workday, Inc., 3.500%, 04/01/2027 | 205,849 | 0.1 | ||
8,248,747 | 2.3 | ||||
Utilities: 3.5% | |||||
475,000 | (2) | AEP Texas, Inc., 3.850%, 10/01/2025 | 458,590 | 0.1 | |
475,000 | (1) | Alabama Power Co., 3.750%, 09/01/2027 | 462,340 | 0.1 | |
502,000 | (1) | American Electric Power Co., Inc., 0.750%, 11/01/2023 | 490,209 | 0.1 | |
245,000 | American Electric Power Co., Inc., 2.031%, 03/15/2024 | 237,126 | 0.1 | ||
213,000 | (2) | Aquarion Co., 4.000%, 08/15/2024 | 210,738 | 0.1 | |
425,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 416,123 | 0.1 | ||
425,000 | Avangrid, Inc., 3.200%, 04/15/2025 | 407,073 | 0.1 | ||
279,000 | Black Hills Corp., 1.037%, 08/23/2024 | 262,690 | 0.1 | ||
448,000 | (3) | DTE Energy Co., 4.220%, 11/01/2024 | 443,240 | 0.1 | |
385,000 | Duke Energy Ohio, Inc., 3.800%, 09/01/2023 | 378,833 | 0.1 | ||
290,000 | Duke Energy Progress LLC, 3.375%, 09/01/2023 | 287,695 | 0.1 | ||
479,000 | (2) | Enel Finance International NV, 6.800%, 10/14/2025 | 495,475 | 0.1 | |
329,000 | Entergy Corp., 0.900%, 09/15/2025 | 296,444 | 0.1 | ||
555,000 | Entergy Louisiana LLC, 0.950%, 10/01/2024 | 523,136 | 0.1 | ||
250,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 248,446 | 0.1 | ||
277,000 | Eversource Energy, 2.900%, 03/01/2027 | 258,646 | 0.1 | ||
485,000 | Interstate Power and Light Co., 3.250%, 12/01/2024 | 471,428 | 0.1 | ||
72,000 | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | 70,008 | 0.0 | ||
428,000 | National Rural Utilities Cooperative Finance Corp., 1.000%, 10/18/2024 | 403,014 | 0.1 | ||
325,000 | National Rural Utilities Cooperative Finance Corp., 1.875%, 02/07/2025 | 308,410 | 0.1 | ||
318,000 | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | 287,757 | 0.1 | ||
271,000 | NextEra Energy Capital Holdings, Inc., 4.625%, 07/15/2027 | 270,469 | 0.1 | ||
444,000 | NextEra Energy Capital Holdings, Inc., 4.900%, 02/28/2028 | 447,287 | 0.1 | ||
462,000 | NiSource, Inc., 0.950%, 08/15/2025 | 420,604 | 0.1 | ||
328,000 | (2) | NRG Energy, Inc., 3.750%, 06/15/2024 | 318,344 | 0.1 | |
284,000 | OGE Energy Corp., 0.703%, 05/26/2023 | 282,024 | 0.1 | ||
797,443 | PG&E Wildfire Recovery Funding LLC, 3.594%, 06/01/2032 | 762,093 | 0.2 | ||
485,000 | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | 474,957 | 0.1 | ||
335,000 | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | 306,899 | 0.1 | ||
134,000 | Public Service Enterprise Group, Inc., 5.850%, 11/15/2027 | 139,382 | 0.0 | ||
384,000 | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | 368,253 | 0.1 | ||
646,000 | Southern Co/The, 0.600%, 02/26/2024 | 618,252 | 0.2 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
272,000 | (2) | Trans-Allegheny Interstate Line Co., 3.850%, 06/01/2025 | 264,793 | 0.1 | |
43,000 | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 43,045 | 0.0 | ||
61,000 | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 62,113 | 0.0 | ||
658,000 | Xcel Energy, Inc., 0.500%, 10/15/2023 | 642,071 | 0.2 | ||
12,838,007 | 3.5 | ||||
Total Corporate Bonds/Notes | |||||
(Cost $132,793,599) | 128,038,914 | 35.2 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.8% | |||||
447,117 | (2),(3) | Deephaven Residential Mortgage Trust 2022-2 A1, 4.300%, 03/25/2067 | 424,794 | 0.1 | |
862,042 | Fannie Mae REMICS 2006-43-FJ, 5.255%, (US0001M + 0.410%), 06/25/2036 | 852,725 | 0.2 | ||
356,051 | Fannie Mae REMICS 2007-14 PF, 5.035%, (US0001M + 0.190%), 03/25/2037 | 347,122 | 0.1 | ||
216,755 | Fannie Mae REMICS 2010-123 FL, 5.275%, (US0001M + 0.430%), 11/25/2040 | 214,057 | 0.1 | ||
573,089 | Fannie Mae REMICS 2010-136 FG, 5.345%, (US0001M + 0.500%), 12/25/2030 | 572,767 | 0.2 | ||
939,713 | Fannie Mae REMICS 2011-51 FM, 5.495%, (US0001M + 0.650%), 06/25/2041 | 928,051 | 0.3 | ||
483,411 | Fannie Mae REMICS 2011-68 F, 5.115%, (US0001M + 0.270%), 07/25/2031 | 482,281 | 0.1 | ||
84,211 | Fannie Mae REMICS 2011-96 FN, 5.345%, (US0001M + 0.500%), 10/25/2041 | 83,303 | 0.0 | ||
16,579 | (2),(3) | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | 15,302 | 0.0 | |
268,529 | (2),(3) | Flagstar Mortgage Trust 2020-2 A2, 3.000%, 08/25/2050 | 230,470 | 0.1 | |
452,614 | Freddie Mac REMICS 3626 FA, 5.334%, (US0001M + 0.650%), 05/15/2036 | 452,179 | 0.1 | ||
286,742 | Freddie Mac REMICS 4508 CF, 5.084%, (US0001M + 0.400%), 09/15/2045 | 281,844 | 0.1 | ||
1,111,003 | Ginnie Mae Series 2012-H11 FA, 5.266%, (US0001M + 0.700%), 02/20/2062 | 1,108,373 | 0.3 | ||
1,447,894 | Ginnie Mae Series 2012-H31 FD, 4.906%, (US0001M + 0.340%), 12/20/2062 | 1,436,229 | 0.4 | ||
615,639 | Ginnie Mae Series 2014-H05 FB, 5.166%, (US0001M + 0.600%), 12/20/2063 | 614,229 | 0.2 | ||
1,814,851 | Ginnie Mae Series 2015-H30 FE, 5.166%, (US0001M + 0.600%), 11/20/2065 | 1,805,766 | 0.5 | ||
2,007,328 | Ginnie Mae Series 2016-H06 FD, 5.486%, (US0001M + 0.920%), 07/20/2065 | 1,998,987 | 0.6 | ||
616,791 | Ginnie Mae Series 2016-H07 FK, 5.566%, (US0001M + 1.000%), 03/20/2066 | 612,515 | 0.2 | ||
1,729,202 | Ginnie Mae Series 2016-H16 FE, 3.155%, (US0012M + 0.380%), 06/20/2066 | 1,712,508 | 0.5 | ||
435,982 | Ginnie Mae Series 2017-H09 FG, 5.036%, (US0001M + 0.470%), 03/20/2067 | 433,076 | 0.1 | ||
416,769 | Ginnie Mae Series 2018-H04 FM, 4.866%, (US0001M + 0.300%), 03/20/2068 | 412,716 | 0.1 | ||
2,193,256 | Ginnie Mae Series 2019-H02 FA, 5.016%, (US0001M + 0.450%), 01/20/2069 | 2,172,636 | 0.6 | ||
802,052 | Ginnie Mae Series 2020-H09 NF, 5.816%, (US0001M + 1.250%), 04/20/2070 | 805,965 | 0.2 | ||
16,267 | (2),(3) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 15,087 | 0.0 | |
202,268 | (2),(3) | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | 180,192 | 0.0 | |
317,559 | (2),(3) | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | 251,908 | 0.1 | |
1,963,442 | (2),(3) | OBX 2023-J1 A3 Trust, 4.500%, 01/25/2053 | 1,891,822 | 0.5 | |
564,591 | (2),(3) | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | 446,097 | 0.1 | |
178,234 | (2),(3) | Sequoia Mortgage Trust 2014-4 B3, 3.903%, 11/25/2044 | 163,838 | 0.0 | |
52,173 | (2),(3) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | 48,655 | 0.0 | |
88,321 | (3) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 3.470%, 06/25/2034 | 82,497 | 0.0 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
190,072 | (2),(3) | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | 164,160 | 0.0 | |
Total Collateralized Mortgage Obligations | |||||
(Cost $21,719,496) | 21,242,151 | 5.8 | |||
U.S. TREASURY OBLIGATIONS: 29.5% | |||||
U.S. Treasury Notes: 29.5% | |||||
3,652,600 | 0.125%,05/31/2023 | 3,625,988 | 1.0 | ||
28,195,000 | 0.125%,01/15/2024 | 27,200,406 | 7.5 | ||
1,815,800 | 0.875%,01/31/2024 | 1,758,489 | 0.5 | ||
189,400 | 1.250%,11/30/2026 | 173,312 | 0.0 | ||
107,900 | 1.500%,01/31/2027 | 99,365 | 0.0 | ||
128,900 | 1.500%,11/30/2028 | 115,016 | 0.0 | ||
15,497,000 | 3.875%,03/31/2025 | 15,450,691 | 4.3 | ||
1,124,000 | (1) | 4.000%,02/29/2028 | 1,144,416 | 0.3 | |
345,000 | 4.000%,02/28/2030 | 354,164 | 0.1 | ||
1,291,000 | (1) | 4.625%,02/28/2025 | 1,303,658 | 0.4 | |
54,689,000 | 4.625%,03/15/2026 | 55,938,729 | 15.4 | ||
Total U.S. Treasury Obligations | |||||
(Cost $106,236,790) | 107,164,234 | 29.5 | |||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.7% | |||||
2,000,000 | (2) | BHMS 2018-ATLS D, 6.934%, (US0001M + 2.250%), 07/15/2035 | 1,866,488 | 0.5 | |
3,500,000 | (2) | BPR Trust 2021-WILL C, 8.684%, (US0001M + 4.000%), 06/15/2038 | 3,298,182 | 0.9 | |
800,000 | (2) | BX Trust 2021-ARIA C, 6.330%, (US0001M + 1.646%), 10/15/2036 | 749,965 | 0.2 | |
425,082 | (2) | BX Trust 2022-PSB A, 7.278%, (TSFR1M + 2.451%), 08/15/2039 | 423,491 | 0.1 | |
1,500,000 | (2) | BXMT 2021-FL4 D Ltd., 6.934%, (US0001M + 2.250%), 05/15/2038 | 1,348,570 | 0.4 | |
2,520,000 | (2) | CSWF 2021-SOP2 D, 7.001%, (US0001M + 2.317%), 06/15/2034 | 2,232,646 | 0.6 | |
488,096 | (2) | Extended Stay America Trust 2021-ESH B, 6.065%, (US0001M + 1.380%), 07/15/2038 | 473,633 | 0.1 | |
1,269,050 | (2) | Extended Stay America Trust 2021-ESH C, 6.385%, (US0001M + 1.700%), 07/15/2038 | 1,231,455 | 0.4 | |
13,978 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 13,842 | 0.0 | ||
7,719 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 7,660 | 0.0 | ||
50,127 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 48,894 | 0.0 | ||
10,853 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 10,687 | 0.0 | ||
11,853 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 11,720 | 0.0 | ||
101,693 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 98,026 | 0.0 | ||
52,357 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 51,500 | 0.0 | ||
530,000 | (2) | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | 459,010 | 0.1 | |
1,300,000 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH B, 5.774%, (US0001M + 1.090%), 06/15/2038 | 1,224,567 | 0.3 | |
1,820,000 | (2),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.176%, 11/15/2045 | 1,701,072 | 0.5 | |
1,630,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.884%, 01/15/2047 | 1,556,182 | 0.4 | |
900,000 | (2),(3) | JPMBB Commercial Mortgage Securities Trust 2014-C19 D, 4.635%, 04/15/2047 | 812,189 | 0.2 | |
1,250,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A4, 4.067%, 07/15/2046 | 1,244,482 | 0.4 | |
275,476 | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | 265,389 | 0.1 | ||
500,000 | (2) | PFP 2021-8 Ltd. E, 7.228%, (US0001M + 2.500%), 08/09/2037 | 460,615 | 0.1 | |
763,046 | (2) | Ready Capital Mortgage Financing 2020-FL4 A LLC, 6.995%, (US0001M + 2.150%), 02/25/2035 | 763,735 | 0.2 | |
4,000,000 | (2) | VMC Finance 2021-FL4 C LLC, 7.011%, (US0001M + 2.250%), 06/16/2036 | 3,693,486 | 1.0 | |
5,720,000 | (3) | WFRBS Commercial Mortgage Trust 2013-C14 C, 3.975%, 06/15/2046 | 3,803,782 | 1.1 | |
250,000 | (2) | WMRK Commercial Mortgage Trust 2022-WMRK A, 7.616%, (TSFR1M + 2.789%), 11/15/2027 | 248,205 | 0.1 | |
Total Commercial Mortgage-Backed Securities | |||||
(Cost $31,932,955) | 28,099,473 | 7.7 | |||
ASSET-BACKED SECURITIES: 19.1% | |||||
Automobile Asset-Backed Securities: 4.1% | |||||
900,000 | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | 877,418 | 0.2 | ||
1,254,639 | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | 1,235,394 | 0.3 | ||
550,000 | AmeriCredit Automobile Receivables Trust 2021-3 B, 1.170%, 08/18/2027 | 509,166 | 0.1 | ||
149,886 | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | 148,353 | 0.0 | ||
300,000 | CarMax Auto Owner Trust 2021-2 B, 1.030%, 12/15/2026 | 276,333 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
750,000 | CarMax Auto Owner Trust 2022-1 B, 1.950%, 09/15/2027 | 692,655 | 0.2 | ||
750,000 | Carvana Auto Receivables Trust 2022-P1 A3, 3.350%, 02/10/2027 | 724,154 | 0.2 | ||
750,000 | Ford Credit Auto Owner Trust 2022-A B, 1.910%, 07/15/2027 | 696,538 | 0.2 | ||
396,624 | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | 393,711 | 0.1 | ||
500,000 | GM Financial Automobile Leasing Trust 2022-3 A4, 4.110%, 08/20/2026 | 492,603 | 0.1 | ||
450,000 | GM Financial Automobile Leasing Trust 2023-1 A4, 5.160%, 01/20/2027 | 452,659 | 0.1 | ||
600,000 | GM Financial Consumer Automobile Receivables Trust 2022-4 B, 5.500%, 08/16/2028 | 612,158 | 0.2 | ||
900,000 | GM Financial Consumer Automobile Receivables Trust 2023-1 A3, 4.660%, 02/16/2028 | 903,558 | 0.3 | ||
178,813 | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | 177,039 | 0.1 | ||
900,000 | (2) | Hyundai Auto Lease Securitization Trust 2023-A A4, 4.940%, 11/16/2026 | 898,735 | 0.2 | |
850,000 | Hyundai Auto Receivables Trust 2021-C B, 1.490%, 12/15/2027 | 773,064 | 0.2 | ||
258,629 | (2) | JPMorgan Chase Bank NA - CACLN 2021-3 B, 0.760%, 02/26/2029 | 245,450 | 0.1 | |
400,000 | (2) | Oscar US Funding XIII LLC 2021-2A A3, 0.860%, 09/10/2025 | 383,417 | 0.1 | |
258,050 | Santander Drive Auto Receivables Trust 2020-1 C, 4.110%, 12/15/2025 | 256,783 | 0.1 | ||
405,300 | Santander Drive Auto Receivables Trust 2021-3 B, 0.600%, 12/15/2025 | 403,407 | 0.1 | ||
600,000 | Santander Drive Auto Receivables Trust 2022-4 A3, 4.140%, 02/16/2027 | 592,225 | 0.2 | ||
459,623 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 457,297 | 0.1 | ||
800,000 | Toyota Auto Receivables 2023-A A4 Owner Trust, 4.420%, 08/15/2028 | 796,661 | 0.2 | ||
1,150,000 | (2) | Westlake Automobile Receivables Trust 2022-3A A3, 5.490%, 07/15/2026 | 1,148,488 | 0.3 | |
900,000 | (2) | Westlake Automobile Receivables Trust 2023-2A A3, 5.800%, 02/16/2027 | 906,528 | 0.3 | |
15,053,794 | 4.1 | ||||
Credit Card Asset-Backed Securities: 0.8% | |||||
1,500,000 | American Express Credit Account Master Trust 2022-3 A, 3.750%, 08/15/2027 | 1,474,482 | 0.4 | ||
1,350,000 | (2) | CARDS II Trust 2021-1A A, 0.602%, 04/15/2027 | 1,289,595 | 0.4 | |
2,764,077 | 0.8 | ||||
Other Asset-Backed Securities: 13.4% | |||||
800,000 | (2) | AGL CLO 13 Ltd. 2021-13A A1, 5.968%, (US0003M + 1.160%), 10/20/2034 | 783,366 | 0.2 | |
2,000,000 | (2) | Aimco CLO 11 Ltd. 2020-11A AR, 5.922%, (US0003M + 1.130%), 10/17/2034 | 1,951,456 | 0.5 | |
840,000 | (2) | Apidos Clo XXV 2016-25A A1R, 5.978%, (US0003M + 1.170%), 10/20/2031 | 830,248 | 0.2 | |
100,000 | (2) | Arbor Realty Commercial Real Estate Notes 2021-FL3 C Ltd., 6.534%, (US0001M + 1.850%), 08/15/2034 | 95,478 | 0.0 | |
750,000 | (2) | Arbor Realty Commercial Real Estate Notes 2021-FL4 D Ltd., 7.584%, (US0001M + 2.900%), 11/15/2036 | 710,721 | 0.2 | |
2,000,000 | (2) | Arbor Realty Commercial Real Estate Notes 2021-FL4 E Ltd., 8.084%, (US0001M + 3.400%), 11/15/2036 | 1,849,972 | 0.5 | |
700,000 | (2) | ARES XLVI CLO Ltd. 2017-46A A2, 6.022%, (US0003M + 1.230%), 01/15/2030 | 680,835 | 0.2 | |
250,000 | (2) | Babson CLO Ltd. 2017-1A A2, 6.145%, (US0003M + 1.350%), 07/18/2029 | 245,521 | 0.1 | |
1,000,000 | (2) | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 6.142%, (US0003M + 1.350%), 01/15/2033 | 985,835 | 0.3 | |
500,000 | (2) | BlueMountain CLO XXXI Ltd. 2021-31A A2, 6.198%, (US0003M + 1.400%), 04/19/2034 | 481,716 | 0.1 | |
250,000 | (2) | Carbone CLO Ltd. 2017-1A A1, 5.948%, (US0003M + 1.140%), 01/20/2031 | 247,954 | 0.1 | |
492,818 | (2) | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 5.914%, (US0003M + 1.050%), 05/15/2031 | 486,739 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
1,200,000 | (2) | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 5.948%, (US0003M + 1.140%), 04/20/2034 | 1,171,919 | 0.3 | |
800,000 | (2) | Carlyle US Clo 2017-2A CR Ltd., 6.208%, (US0003M + 1.400%), 07/20/2031 | 785,578 | 0.2 | |
850,000 | (2) | Carlyle US CLO 2020-2A A1R Ltd., 5.958%, (US0003M + 1.140%), 01/25/2035 | 828,442 | 0.2 | |
1,550,000 | (2) | Carlyle US Clo 2021-4A A2 Ltd., 6.208%, (US0003M + 1.400%), 04/20/2034 | 1,509,898 | 0.4 | |
1,000,000 | (2) | Cedar Funding IV CLO Ltd.2014-4A ARR, 5.975%, (US0003M + 1.160%), 07/23/2034 | 970,606 | 0.3 | |
600,000 | (2) | CIFC Funding 2018-4A A1 Ltd., 5.942%, (US0003M + 1.150%), 10/17/2031 | 593,698 | 0.2 | |
900,000 | (2) | CIFC Funding 2020-2A AR Ltd., 5.978%, (US0003M + 1.170%), 10/20/2034 | 881,409 | 0.2 | |
563,077 | (2) | Clear Creek CLO Ltd. 2015-1A AR, 6.008%, (US0003M + 1.200%), 10/20/2030 | 558,311 | 0.1 | |
550,000 | CNH Equipment Trust 2021-C A3, 0.810%, 12/15/2026 | 521,700 | 0.1 | ||
233,974 | (2) | Deer Creek Clo Ltd. 2017-1A A, 5.988%, (US0003M + 1.180%), 10/20/2030 | 231,978 | 0.1 | |
600,000 | (2) | DLLAD 2023-1A A2 LLC, 5.190%, 04/20/2026 | 598,003 | 0.2 | |
463,084 | (2) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 6.064%, (US0003M + 1.200%), 08/15/2030 | 460,062 | 0.1 | |
300,000 | (2) | Eaton Vance Clo 2015-1A A2R Ltd., 6.058%, (US0003M + 1.250%), 01/20/2030 | 289,315 | 0.1 | |
509,196 | (2) | Elevation CLO 2014-2A A1R Ltd., 6.124%, (TSFR3M + 1.230%), 10/15/2029 | 506,117 | 0.1 | |
450,000 | (2) | Elmwood CLO IX Ltd. 2021-2A A, 5.938%, (US0003M + 1.130%), 07/20/2034 | 440,284 | 0.1 | |
2,000,000 | (2) | FS RIALTO 2021-FL2 E, 8.178%, (US0001M + 3.450%), 05/16/2038 | 1,833,850 | 0.5 | |
1,360,000 | (2) | HGI CRE CLO 2021-FL1 B Ltd., 6.328%, (US0001M + 1.600%), 06/16/2036 | 1,296,708 | 0.4 | |
2,100,000 | (2) | HGI CRE CLO 2021-FL1 D Ltd., 7.078%, (US0001M + 2.350%), 06/16/2036 | 1,919,485 | 0.5 | |
250,000 | (2) | HGI CRE CLO 2021-FL3 A Ltd., 6.258%, (SOFR30A + 1.700%), 04/20/2037 | 245,726 | 0.1 | |
329,969 | (2) | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | 291,937 | 0.1 | |
400,000 | John Deere Owner Trust 2022-A A4, 2.490%, 01/16/2029 | 381,033 | 0.1 | ||
950,000 | John Deere Owner Trust 2022-B A4, 3.800%, 05/15/2029 | 930,154 | 0.3 | ||
1,150,000 | John Deere Owner Trust 2022-C A4, 5.200%, 09/17/2029 | 1,170,928 | 0.3 | ||
1,300,000 | (2) | Kayne CLO 6 Ltd. 2019-6A A1, 6.188%, (US0003M + 1.380%), 01/20/2033 | 1,288,036 | 0.4 | |
1,000,000 | (2) | Kayne CLO 7 Ltd. 2020-7A A1, 5.992%, (US0003M + 1.200%), 04/17/2033 | 985,579 | 0.3 | |
1,050,000 | (2) | Kubota Credit Owner Trust 2023-1A A3, 5.020%, 06/15/2027 | 1,050,985 | 0.3 | |
600,000 | (2) | LCM 26A A2 Ltd., 6.058%, (US0003M + 1.250%), 01/20/2031 | 579,758 | 0.2 | |
500,000 | (2) | Magnetite XXVI Ltd. 2020-26A A2R, 6.218%, (US0003M + 1.400%), 07/25/2034 | 485,751 | 0.1 | |
1,500,000 | (2) | Magnetite XXVII Ltd. 27A AR, 5.948%, (US0003M + 1.140%), 10/20/2034 | 1,463,297 | 0.4 | |
720,000 | (2) | Marble Point CLO XIV Ltd. 2018-2A A1R, 6.088%, (US0003M + 1.280%), 01/20/2032 | 709,353 | 0.2 | |
267,017 | (2) | Marlette Funding Trust 2021-1A B, 1.000%, 06/16/2031 | 264,956 | 0.1 | |
700,000 | (2) | Oaktree CLO Ltd. 2021-1A A1, 5.952%, (US0003M + 1.160%), 07/15/2034 | 684,618 | 0.2 | |
350,000 | (2) | OCP CLO 2021-22A A Ltd., 5.988%, (US0003M + 1.180%), 12/02/2034 | 340,920 | 0.1 | |
1,100,000 | (2) | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 5.992%, (US0003M + 1.200%), 07/15/2029 | 1,075,490 | 0.3 | |
400,000 | (2) | Octagon Investment Partners 33 Ltd. 2017-1A A1, 5.998%, (US0003M + 1.190%), 01/20/2031 | 396,815 | 0.1 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
1,000,000 | (2) | Octagon Investment Partners 48 Ltd. 2020-3A AR, 5.958%, (US0003M + 1.150%), 10/20/2034 | 973,756 | 0.3 | |
400,000 | (2) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 6.148%, (US0003M + 1.350%), 07/19/2030 | 387,104 | 0.1 | |
2,000,000 | (2) | OHA Credit Partners XVI 2021-16A A, 5.945%, (US0003M + 1.150%), 10/18/2034 | 1,960,920 | 0.5 | |
1,600,000 | (2) | OHA Loan Funding 2015-1A AR3 Ltd., 5.948%, (US0003M + 1.150%), 01/19/2037 | 1,565,054 | 0.4 | |
925,512 | (2) | Palmer Square CLO 2015-2A A1R2 Ltd., 5.908%, (US0003M + 1.100%), 07/20/2030 | 918,257 | 0.2 | |
600,000 | (2) | PFS Financing Corp. 2021-B A, 0.770%, 08/15/2026 | 561,134 | 0.2 | |
650,000 | (2) | PFS Financing Corp. 2022-D A, 4.270%, 08/15/2027 | 639,008 | 0.2 | |
800,000 | (2) | Sound Point CLO XXIII 2019-2A AR, 5.962%, (US0003M + 1.170%), 07/15/2034 | 772,314 | 0.2 | |
850,000 | (2) | THL Credit Wind River 2018-2 A A2Clo Ltd., 6.242%, (US0003M + 1.450%), 07/15/2030 | 825,895 | 0.2 | |
1,850,000 | (2) | THL Credit Wind River 2019-1A AR CLO Ltd., 5.968%, (US0003M + 1.160%), 07/20/2034 | 1,795,616 | 0.5 | |
650,000 | (2) | Trafigura Securitisation Finance PLC 2021-1A A2, 1.080%, 01/15/2025 | 606,141 | 0.2 | |
250,000 | (2) | Venture 34 CLO Ltd. 2018-34A A, 6.022%, (US0003M + 1.230%), 10/15/2031 | 245,629 | 0.1 | |
500,000 | (2) | Wellman Park CLO Ltd. 2021-1A A, 5.892%, (US0003M + 1.100%), 07/15/2034 | 489,057 | 0.1 | |
48,832,425 | 13.4 | ||||
Student Loan Asset-Backed Securities: 0.8% | |||||
338,099 | (2) | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | 312,965 | 0.1 | |
371,240 | (2) | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | 332,213 | 0.1 | |
175,623 | (2) | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | 153,709 | 0.0 | |
266,488 | (2) | Navient Private Education Refi Loan Trust 2021-F A, 1.110%, 02/18/2070 | 225,056 | 0.1 | |
1,169,732 | (2) | Navient Private Education Refi Loan Trust 2022-BA A, 4.160%, 10/15/2070 | 1,124,191 | 0.3 | |
432,274 | (2) | Sofi Professional Loan Program 2018-A A2B LLC, 2.950%, 02/25/2042 | 418,103 | 0.1 | |
367,570 | (2) | SoFi Professional Loan Program 2021-B AFX Trust, 1.140%, 02/15/2047 | 307,547 | 0.1 | |
2,873,784 | 0.8 | ||||
Total Asset-Backed Securities | |||||
(Cost $71,655,905) | 69,524,080 | 19.1 | |||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | |||||
Uniform Mortgage-Backed Securities: 0.0% | |||||
8,122 | 6.500%,10/01/2032 | 8,387 | 0.0 | ||
6,843 | 7.000%,10/01/2032 | 6,863 | 0.0 | ||
Total U.S. Government Agency Obligations | |||||
(Cost $15,265) | 15,250 | 0.0 | |||
Total Long-Term Investments | |||||
(Cost $364,354,010) | 354,084,102 | 97.3 | |||
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 4.6% | |||||
Repurchase Agreements: 1.4% | |||||
1,215,343 | (4) | Bank of America Inc., Repurchase Agreement dated 03/31/23, 4.82%, due 04/03/23 (Repurchase Amount $1,215,824, collateralized by various U.S. Government Agency Obligations, 1.500%-3.000%, Market Value plus accrued interest $1,239,650, due 11/01/49-02/01/51) | 1,215,343 | 0.3 | |
1,215,343 | (4) | Citigroup, Inc., Repurchase Agreement dated 03/31/23, 4.81%, due 04/03/23 (Repurchase Amount $1,215,823, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.500%-7.000%, Market Value plus accrued interest $1,239,650, due 12/26/24-03/20/53) | 1,215,343 | 0.4 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
196,177 | (4) | Daiwa Capital Markets, Repurchase Agreement dated 03/31/23, 4.82%, due 04/03/23 (Repurchase Amount $196,255, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.500%-7.000%, Market Value plus accrued interest $200,101, due 08/01/23-04/01/53) | 196,177 | 0.1 | ||
1,215,343 | (4) | Deutsche Bank Securities Inc., Repurchase Agreement dated 03/31/23, 4.82%, due 04/03/23 (Repurchase Amount $1,215,824, collateralized by various U.S. Government Agency Obligations, 1.500%-7.000%, Market Value plus accrued interest $1,239,650, due 02/01/26-04/01/53) | 1,215,343 | 0.3 | ||
1,215,343 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/23, 4.82%, due 04/03/23 (Repurchase Amount $1,215,824, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.375%, Market Value plus accrued interest $1,239,650, due 04/06/23-02/20/53) | 1,215,343 | 0.3 | ||
Total Repurchase Agreements | ||||||
(Cost $5,057,549) | 5,057,549 | 1.4 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 3.2% | ||||||
11,611,000 | (5) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 4.730% | ||||
(Cost $11,611,000) | 11,611,000 | 3.2 | ||||
Total Short-Term Investments | ||||||
(Cost $16,668,549) | 16,668,549 | 4.6 | ||||
Total Investments in Securities (Cost $381,022,559) | $ | 370,752,651 | 101.9 | |||
Liabilities in Excess of Other Assets | (7,072,619) | (1.9) | ||||
Net Assets | $ | 363,680,032 | 100.0 | |||
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Variable rate security. Rate shown is the rate in effect as of March 31, 2023. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of March 31, 2023. |
Reference Rate Abbreviations: | |
SOFR30A | 30-day Secured Overnight Financing Rate |
TSFR1M | 1-month CME Term Secured Overnight Financing Rate |
TSFR3M | 3-month CME Term Secured Overnight Financing Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Fair Value Measurements | ||||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of March 31, 2023 in valuing the assets and liabilities: | ||||||||||||||||
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2023 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Corporate Bonds/Notes | $ | – | $ | 128,038,914 | $ | – | $ | 128,038,914 | ||||||||
Collateralized Mortgage Obligations | – | 21,242,151 | – | 21,242,151 | ||||||||||||
Asset-Backed Securities | – | 69,524,080 | – | 69,524,080 | ||||||||||||
Commercial Mortgage-Backed Securities | – | 28,099,473 | – | 28,099,473 | ||||||||||||
U.S. Government Agency Obligations | – | 15,250 | – | 15,250 | ||||||||||||
U.S. Treasury Obligations | – | 107,164,234 | – | 107,164,234 | ||||||||||||
Short-Term Investments | 11,611,000 | 5,057,549 | – | 16,668,549 | ||||||||||||
Total Investments, at fair value | $ | 11,611,000 | $ | 359,141,651 | $ | – | $ | 370,752,651 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Futures | 1,262,012 | – | – | 1,262,012 | ||||||||||||
Total Assets | $ | 12,873,012 | $ | 359,141,651 | $ | – | $ | 372,014,663 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | $ | – | $ | (23,529 | ) | $ | – | $ | (23,529 | ) | ||||||
Futures | (346,572 | ) | – | – | (346,572 | ) | ||||||||||
Total Liabilities | $ | (346,572 | ) | $ | (23,529 | ) | $ | – | $ | (370,101 | ) |
+ | 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. |
At March 31, 2023, the following futures contracts were outstanding for Voya Limited Maturity Bond Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
U.S. Treasury 2-Year Note | 591 | 06/30/23 | $ | 122,013,797 | $ | 1,262,012 | ||||||
$ | 122,013,797 | $ | 1,262,012 | |||||||||
Short Contracts: | ||||||||||||
U.S. Treasury 5-Year Note | (208) | 06/30/23 | (22,777,625 | ) | (346,572 | ) | ||||||
$ | (22,777,625 | ) | $ | (346,572 | ) |
At March 31, 2023, the following centrally cleared credit default swaps were outstanding for Voya Limited Maturity 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 Investment Grade Index, Series 40, Version 1 | Buy | (1.000) | 06/20/28 | USD | 3,650,000 | $ | (41,746 | ) | $ | (23,529 | ) | |||||||
$ | (41,746 | ) | $ | (23,529 | ) |
(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. |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Currency Abbreviations | ||
USD | - | United States Dollar |
At March 31, 2023, 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 $381,209,320. | ||||||
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 2,487,298 | ||||
Gross Unrealized Depreciation | (12,028,527 | ) | ||||
Net Unrealized Depreciation | $ | (9,541,229 | ) |