| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) |
| Shares | | | | Value | Percentage
of Net
Assets |
| EXCHANGE-TRADED FUNDS: 11.1% |
| 51,609 | | iShares 20+ Year Treasury Bond ETF | $ 7,844,568 | 2.1 |
| 60,217 | | iShares Core MSCI Emerging Markets ETF | 3,843,651 | 1.0 |
| 119,528 | | iShares Core S&P Small-Cap ETF | 11,662,347 | 3.0 |
| 147,129 | | Vanguard Global ex-U.S. Real Estate ETF | 7,806,665 | 2.0 |
| 137,732 | | Vanguard Real Estate ETF | 11,701,711 | 3.0 |
| | | | | |
| | Total Exchange-Traded Funds | | | |
| | (Cost $40,333,865) | | 42,858,942 | 11.1 |
| | | | |
| MUTUAL FUNDS: 87.6% |
| | | Affiliated Investment Companies: 79.9% |
| 1,311,678 | | Voya Floating Rate Fund - Class I | 11,857,571 | 3.1 |
| 3,155,800 | | Voya Global Bond Fund - Class R6 | 31,621,117 | 8.2 |
| 4,924,397 | | Voya High Yield Bond Fund - Class R6 | 39,542,909 | 10.2 |
| 3,365,693 | | Voya Intermediate Bond Fund - Class R6 | 35,575,378 | 9.2 |
| 1,286,263 | | Voya Large Cap Value Fund - Class R6 | 15,448,021 | 4.0 |
| 422,260 | | Voya Large-Cap Growth Fund - Class R6 | 23,266,505 | 6.0 |
| 206,101 | (1) | Voya MidCap Opportunities Fund - Class R6 | 5,818,218 | 1.5 |
| 1,997,252 | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | 29,998,730 | 7.7 |
| 2,356,459 | | Voya Multi-Manager International Equity Fund - Class I | 30,940,303 | 8.0 |
| 4,949,574 | | Voya Multi-Manager International Factors Fund - Class I | 50,188,682 | 13.0 |
| 600,514 | | Voya Multi-Manager Mid Cap Value Fund - Class I | 5,794,957 | 1.5 |
| 2,330,323 | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | 29,082,432 | 7.5 |
| | | | 309,134,823 | 79.9 |
| | | | | |
| | | Unaffiliated Investment Companies: 7.7% |
| 733,689 | | TIAA-CREF S&P 500 Index Fund - Class I | 29,941,848 | 7.7 |
| | | | | |
| | Total Mutual Funds | | | |
| | (Cost $319,084,844) | | 339,076,671 | 87.6 |
| | | | |
| PURCHASED OPTIONS (2): 0.0% |
| | Total Purchased Options | | | |
| | (Cost $32,224) | | 32,224 | 0.0 |
| | | | |
| | Total Long-Term Investments | | | |
| | (Cost $359,450,933) | | 381,967,837 | 98.7 |
| | | | |
| SHORT-TERM INVESTMENTS: 0.3% |
| | | Mutual Funds: 0.3% |
| 1,249,205 | (3) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.010% | | |
| | | (Cost $1,249,205) | 1,249,205 | 0.3 |
| | | | | |
| | Total Short-Term Investments | | | |
| | (Cost $1,249,205) | | 1,249,205 | 0.3 |
| | | | |
| | Total Investments in Securities
(Cost $360,700,138) | | $ 383,217,042 | 99.0 |
| | Assets in Excess of Other Liabilities | | 3,916,088 | 1.0 |
| | Net Assets | | $ 387,133,130 | 100.0 |
| (1) | Non-income producing security. |
| (2) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
| (3) | Rate shown is the 7-day yield as of January 31, 2021. |
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
| Fair Value Measurements |
| The following is a summary of the fair valuations according to the inputs used as of January 31, 2021 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
January 31, 2021 | |
| Asset Table | | | | | | | | | | | | | | | | |
| Investments, at fair value | | | | | | | | | | | | | | | | |
| Exchange-Traded Funds | | $ | 42,858,942 | | | $ | – | | | $ | – | | | $ | 42,858,942 | |
| Mutual Funds | | | 339,076,671 | | | | – | | | | – | | | | 339,076,671 | |
| Purchased Options | | | – | | | | 32,224 | | | | – | | | | 32,224 | |
| Short-Term Investments | | | 1,249,205 | | | | – | | | | – | | | | 1,249,205 | |
| Total Investments, at fair value | | $ | 383,184,818 | | | $ | 32,224 | | | $ | – | | | $ | 383,217,042 | |
| Other Financial Instruments+ | | | | | | | | | | | | | | | | |
| Forward Foreign Currency Contracts | | | – | | | | 331,259 | | | | – | | | | 331,259 | |
| Futures | | | 1,499,109 | | | | – | | | | – | | | | 1,499,109 | |
| OTC Swaps | | | – | | | | 528,955 | | | | – | | | | 528,955 | |
| Total Assets | | $ | 384,683,927 | | | $ | 892,438 | | | $ | – | | | $ | 385,576,365 | |
| Liabilities Table | | | | | | | | | | | | | | | | |
| Other Financial Instruments+ | | | | | | | | | | | | | | | | |
| Forward Foreign Currency Contracts | | $ | – | | | $ | (655,052 | ) | | $ | – | | | $ | (655,052 | ) |
| Futures | | | (334,282 | ) | | | – | | | | – | | | | (334,282 | ) |
| OTC Swaps | | | – | | | | (76,351 | ) | | | – | | | | (76,351 | ) |
| Written Options | | | – | | | | (459,586 | ) | | | – | | | | (459,586 | ) |
| Total Liabilities | | $ | (334,282 | ) | | $ | (1,190,989 | ) | | $ | – | | | $ | (1,525,271 | ) |
| + | 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. |
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 January 31, 2021, where the following issuers were considered an affiliate:
| Issuer | | Beginning Fair Value
at 10/31/20 | | Purchases at Cost | | Sales at Cost | | Change in Unrealized
Appreciation/(Depreciation) | | Ending Fair Value
at 1/31/21 | | Investment Income | | Realized
Gains/(Losses) | | Net Capital Gain
Distributions | |
| Voya Floating Rate Fund - Class I | | $ | 10,786,171 | | $ | 718,871 | | $ | - | | $ | 352,529 | | $ | 11,857,571 | | $ | 93,126 | | $ | - | | $ | - | |
| Voya Global Bond Fund - Class R6 | | | 28,764,204 | | | 2,060,092 | | | - | | | 796,821 | | | 31,621,117 | | | 337,365 | | | - | | | - | |
| Voya High Yield Bond Fund - Class R6 | | | 36,060,015 | | | 2,079,002 | | | - | | | 1,403,892 | | | 39,542,909 | | | 516,400 | | | - | | | - | |
| Voya Intermediate Bond Fund - Class R6 | | | 32,326,429 | | | 3,559,062 | | | - | | | (310,113 | ) | | 35,575,378 | | | 272,289 | | | - | | | 533,427 | |
| Voya Large Cap Value Fund - Class R6 | | | 14,343,261 | | | 1,072,223 | | | (1,524,137 | ) | | 1,556,674 | | | 15,448,021 | | | 55,252 | | | (54,372 | ) | | 1,016,972 | |
| Voya Large-Cap Growth Fund - Class R6 | | | 20,994,973 | | | 2,573,505 | | | (419,749 | ) | | 117,776 | | | 23,266,505 | | | 58,626 | | | 205,264 | | | 2,514,880 | |
| Voya MidCap Opportunities Fund - Class R6 | | | 5,319,254 | | | 906,741 | | | (251,101 | ) | | (156,676 | ) | | 5,818,218 | | | - | | | 73,140 | | | 906,741 | |
| Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | 24,829,451 | | | 1,877,801 | | | (420,115 | ) | | 3,711,593 | | | 29,998,730 | | | 245,890 | | | 92,647 | | | 815,585 | |
| Voya Multi-Manager International Equity Fund - Class I | | | 28,361,779 | | | 1,254,042 | | | (2,258,454 | ) | | 3,582,936 | | | 30,940,303 | | | 281,174 | | | 849,219 | | | 972,867 | |
| Voya Multi-Manager International Factors Fund - Class I | | | 46,199,729 | | | 1,403,415 | | | (3,150,630 | ) | | 5,736,168 | | | 50,188,682 | | | 1,400,280 | | | 153,431 | | | - | |
| Voya Multi-Manager Mid Cap Value Fund - Class I | | | 5,370,606 | | | 250,685 | | | (705,382 | ) | | 879,048 | | | 5,794,957 | | | 62,241 | | | (23,268 | ) | | 188,444 | |
| Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | 26,776,446 | | | 285,358 | | | (703,214 | ) | | 2,723,842 | | | 29,082,432 | | | 285,000 | | | 170,178 | | | - | |
| | | $ | 280,132,318 | | $ | 18,040,797 | | $ | (9,432,782 | ) | $ | 20,394,490 | | $ | 309,134,823 | | $ | 3,607,643 | | $ | 1,466,239 | | $ | 6,948,916 | |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
At January 31, 2021, the following forward foreign currency contracts were outstanding for Voya Global Diversified Payment Fund:
| Currency Purchased | | Currency Sold | | Counterparty | | Settlement
Date | | Unrealized
Appreciation
(Depreciation) | |
| USD 15,330,462 | | EUR 12,500,000 | | Goldman Sachs International | | 02/03/21 | | $ | 160,805 | |
| USD 5,452,055 | | CHF 4,800,000 | | RBC Capital Markets Corp. | | 02/03/21 | | | 63,200 | |
| CAD 9,300,000 | | USD 7,274,741 | | State Street Bank and Trust Co. | | 02/03/21 | | | (1,995 | ) |
| NOK 65,900,000 | | USD 7,683,075 | | State Street Bank and Trust Co. | | 02/03/21 | | | 10,539 | |
| SEK 193,100,000 | | USD 23,427,037 | | The Bank of New York Mellon | | 02/03/21 | | | (318,497 | ) |
| SGD 14,600,000 | | USD 11,052,359 | | The Bank of New York Mellon | | 02/03/21 | | | (61,701 | ) |
| USD 25,485,976 | | GBP 18,800,000 | | The Bank of New York Mellon | | 02/03/21 | | | (272,859 | ) |
| USD 6,181,066 | | JPY 637,300,000 | | UBS AG | | 02/03/21 | | | 96,715 | |
| | | | | | | | | $ | (323,793 | ) |
At January 31, 2021, the following futures contracts were outstanding for Voya Global Diversified Payment Fund:
| Description | | Number
of Contracts | | Expiration
Date | | Notional
Amount | | | Unrealized
Appreciation/
(Depreciation) | |
| Long Contracts: | | | | | | | | | | | | |
| E-mini Russell 2000® Index | | 75 | | 03/19/21 | | $ | 7,755,750 | | | $ | 578,116 | |
| Mini MSCI Emerging Markets Index | | 261 | | 03/19/21 | | | 17,305,605 | | | | 920,993 | |
| | | | | | | $ | 25,061,355 | | | $ | 1,499,109 | |
| Short Contracts: | | | | | | | | | | | | |
| S&P 500® E-Mini | | (42) | | 03/19/21 | | | (7,780,920 | ) | | | (138,575 | ) |
| Tokyo Price Index (TOPIX) | | (101) | | 03/10/21 | | | (17,395,007 | ) | | | (195,707 | ) |
| | | | | | | $ | (25,175,927 | ) | | $ | (334,282 | ) |
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
| At January 31, 2021, the following OTC total return swaps were outstanding for Voya Global Diversified Payment Fund: |
| | | | | | | | | | | |
Pay/Receive
Total
Return(1) | | Reference
Entity | | Reference
Entity
Payment
Frequency | | (Pay)/Receive
Financing Rate | | | Floating Rate
Payment
Frequency | | Counterparty | | Termination
Date | | Notional
Amount | | Fair
Value | | | Upfront
Payments
Paid/
(Received) | | | Unrealized
Appreciation/
(Depreciation) | |
| Pay | | iShares S&P 500 Value ETF | | At Termination Date | | | US0001M + 0.25 | % | | At Termination Date | | Goldman Sachs International | | 02/01/21 | | USD | 22,498,249 | | $ | 43,583 | | | $ | – | | | $ | 43,583 | |
| Receive | | JPMorgan JPUSVCO1 Index (1) | | Quarterly | | | (0.06 | %) | | Quarterly | | JPMorgan Chase Bank N.A. | | 08/31/21 | | USD | 9,894,379 | | | 81,613 | | | | – | | | | 81,613 | |
| Receive | | JPMorgan JPUSVCO2 Index (2) | | Quarterly | | | (0.06 | %) | | Quarterly | | JPMorgan Chase Bank N.A. | | 08/31/21 | | USD | 16,800,007 | | | (61,338 | ) | | | – | | | | (61,338 | ) |
| Receive | | JPMorgan JPUSVCO1 Index (3) | | Quarterly | | | (0.06 | %) | | Quarterly | | JPMorgan Chase Bank N.A. | | 08/31/21 | | USD | 2,199,956 | | | 17,696 | | | | – | | | | 17,696 | |
| Receive | | JPMorgan JPUSVCO2 Index (4) | | Quarterly | | | (0.06 | %) | | Quarterly | | JPMorgan Chase Bank N.A. | | 08/31/21 | | USD | 3,900,049 | | | (15,013 | ) | | | – | | | | (15,013 | ) |
| Receive | | Morgan Stanley SPX 1-month Volatility Premium Intraday Hedge Index (5) | | Quarterly | | | 0.00 | % | | Quarterly | | Morgan Stanley Capital Services LLC | | 08/31/21 | | USD | 9,794,064 | | | 79,972 | | | | – | | | | 79,972 | |
| Receive | | Morgan Stanley SPX 2-month Volatility Premium Intraday Hedge Index (6) | | Quarterly | | | 0.00 | % | | Quarterly | | Morgan Stanley Capital Services LLC | | 08/31/21 | | USD | 7,231,649 | | | 53,380 | | | | – | | | | 53,380 | |
| Receive | | Morgan Stanley SPX 1-month Volatility Premium Intraday Hedge Index (7) | | Quarterly | | | 0.00 | % | | Quarterly | | Morgan Stanley Capital Services LLC | | 08/31/21 | | USD | 2,299,960 | | | 16,366 | | | | – | | | | 16,366 | |
| Receive | | Morgan Stanley SPX 2-month Volatility Premium Intraday Hedge Index (8) | | Quarterly | | | 0.00 | % | | Quarterly | | Morgan Stanley Capital Services LLC | | 08/31/21 | | USD | 1,699,993 | | | 10,895 | | | | – | | | | 10,895 | |
| Receive | | iShares S&P 500 Growth ETF | | Monthly | | | (US0001M + 0.25 | %) | | Monthly | | Wells Fargo | | 02/01/21 | | USD | 22,500,098 | | | 225,450 | | | | – | | | | 225,450 | |
| | | | | | | | | | | | | | | | | | | | $ | 452,604 | | | $ | – | | | $ | 452,604 | |
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
(1) The following table represents the individual positions within the non-public total return swap as of January 31, 2021:
| | | | | | | |
| Reference Entity | | | Notional Amount* | | | | % of Index | |
| | | | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 665,365 | | | | 6.73 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,950, expires 2/19/21 | | | (8,799 | ) | | | -0.09 | % |
| | | | | | | | | |
| Cash | | | 9,237,813 | | | | 93.36 | % |
| Total Notional Amount | | $ | 9,894,379 | | | | 100 | % |
| | | | | | | | | |
(2) The following table represents the individual positions within the non-public total return swap as of January 31, 2021:
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 1,259,461 | | | | 7.50 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,965, expires 2/26/21 | | | (25,208 | ) | | | -0.15 | % |
| | | | | | | | | |
| Cash | | | 15,565,754 | | | | 92.65 | % |
| Total Notional Amount | | $ | 16,800,007 | | | | 100.00 | % |
| | | | | | | | | |
(3) The following table represents the individual positions within the non-public total return swap as of January 31, 2021:
| | | | | | | |
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 147,940 | | | | 6.72 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,950, expires 2/19/21 | | | (1,956 | ) | | | -0.09 | % |
| | | | | | | | | |
| Cash | | | 2,053,972 | | | | 93.37 | % |
| Total Notional Amount | | $ | 2,199,956 | | | | 100 | % |
| | | | | | | | | |
(4) The following table represents the individual positions within the non-public total return swap as of January 31, 2021:
| | | | | | | |
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 292,378 | | | | 7.50 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,965, expires 2/26/21 | | | (5,852 | ) | | | -0.15 | % |
| | | | | | | | | |
| Cash | | | 3,613,523 | | | | 92.65 | % |
| Total Notional Amount | | $ | 3,900,049 | | | | 100.00 | % |
| | | | | | | | | |
(5) The following table represents the individual positions within the non-public total return swap as of January 31, 2021:
| | | | | | | |
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 1,468,680 | | | | 15.00 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,895, expires 2/19/21 | | | (26,095 | ) | | | -0.27 | % |
| | | | | | | | | |
| Cash | | | 8,351,479 | | | | 85.27 | % |
| Total Notional Amount | | $ | 9,794,064 | | | | 100.00 | % |
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
(6) The following table represents the individual positions within the non-public total return swap as of January 31, 2021:
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 1,302,611 | | | | 18.01 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,850, expires 2/19/21 | | | (4,031 | ) | | | -0.06 | % |
| S&P 500® Index, Strike Price $3,980, expires 3/19/21 | | | (3,947 | ) | | | -0.05 | % |
| S&P 500® Index, Strike Price $3,825, expires 2/19/21 | | | (3,669 | ) | | | -0.05 | % |
| S&P 500® Index, Strike Price $3,865, expires 2/19/21 | | | (2,426 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,905, expires 3/19/21 | | | (2,171 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,910, expires 2/19/21 | | | (2,114 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,820, expires 2/19/21 | | | (2,110 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,830, expires 2/19/21 | | | (2,020 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,835, expires 2/19/21 | | | (1,802 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,845, expires 2/19/21 | | | (1,682 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,915, expires 3/19/21 | | | (1,518 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,875, expires 2/19/21 | | | (1,412 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,935, expires 3/19/21 | | | (1,254 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,895, expires 2/19/21 | | | (1,107 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,930, expires 3/19/21 | | | (930 | ) | | | -0.01 | % |
| S&P 500® Index, Strike Price $3,930, expires 2/19/21 | | | (872 | ) | | | -0.01 | % |
| S&P 500® Index, Strike Price $3,965, expires 3/19/21 | | | (641 | ) | | | -0.01 | % |
| S&P 500® Index, Strike Price $3,985, expires 3/19/21 | | | (351 | ) | | | -0.01 | % |
| | | | (34,057 | ) | | | -0.47 | % |
| | | | | | | | | |
| Cash | | | 5,963,095 | | | | 82.46 | % |
| Total Notional Amount | | $ | 7,231,649 | | | | 100 | % |
| | | | | | | | | |
| (7) The following table represents the individual positions within the non-public total return swap as of January 31, 2021: |
| | | | | | |
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 344,893 | | | | 15.00 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,895, expires 2/19/21 | | | (6,128 | ) | | | -0.27 | % |
| | | | | | | | | |
| Cash | | | 1,961,195 | | | | 85.27 | % |
| Total Notional Amount | | $ | 2,299,960 | | | | 100.00 | % |
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
| (8) The following table represents the individual positions within the non-public total return swap as of January 31, 2021: |
| | | | | | |
| Reference Entity | | Notional Amount* | | | % of Index | |
| | | | | | | | | |
| Long Futures Contracts | | | | | | | | |
| S&P 500® E-Mini, expires 3/19/21 | | $ | 306,214 | | | | 18.01 | % |
| | | | | | | | | |
| Written Call Options | | | | | | | | |
| S&P 500® Index, Strike Price $3,850, expires 2/19/21 | | | (947 | ) | | | -0.06 | % |
| S&P 500® Index, Strike Price $3,980, expires 3/19/21 | | | (928 | ) | | | -0.05 | % |
| S&P 500® Index, Strike Price $3,825, expires 2/19/21 | | | (862 | ) | | | -0.05 | % |
| S&P 500® Index, Strike Price $3,865, expires 2/19/21 | | | (570 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,905, expires 3/19/21 | | | (510 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,910, expires 2/19/21 | | | (497 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,820, expires 2/19/21 | | | (496 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,830, expires 2/19/21 | | | (475 | ) | | | -0.03 | % |
| S&P 500® Index, Strike Price $3,835, expires 2/19/21 | | | (424 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,845, expires 2/19/21 | | | (395 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,915, expires 3/19/21 | | | (357 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,875, expires 2/19/21 | | | (332 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,935, expires 3/19/21 | | | (295 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,895, expires 2/19/21 | | | (260 | ) | | | -0.02 | % |
| S&P 500® Index, Strike Price $3,930, expires 3/19/21 | | | (219 | ) | | | -0.01 | % |
| S&P 500® Index, Strike Price $3,930, expires 2/19/21 | | | (205 | ) | | | -0.01 | % |
| S&P 500® Index, Strike Price $3,965, expires 3/19/21 | | | (151 | ) | | | -0.01 | % |
| S&P 500® Index, Strike Price $3,985, expires 3/19/21 | | | (83 | ) | | | -0.01 | % |
| | | | (8,006 | ) | | | -0.47 | % |
| | | | | | | | | |
| Cash | | | 1,401,785 | | | | 82.46 | % |
| Total Notional Amount | | $ | 1,699,993 | | | | 100 | % |
* Notional amount represents the fair value of each underlying component (including the financing rate, if any) allocated to each underlying component on a pro-rata basis.
| Voya Global Diversified Payment Fund | PORTFOLIO OF INVESTMENTS |
| as of January 31, 2021 (Unaudited) (Continued) |
At January 31, 2021, the following OTC purchased equity options were outstanding for Voya Global Diversified Payment Fund:
| Description | | Counterparty | | Put/Call | | Expiration
Date | | Exercise
Price | | Number of
Contracts | | | Notional
Amount | | | Cost | | | Fair Value | |
| S&P 500® Index | | Morgan Stanley &
Co. International
PLC | | Call | | 02/26/21 | | 3,890.670 | | | 1,696 | | | | 6,299,351 | | | $ | 32,224 | | | $ | 32,224 | |
| | | | | | | | | | | | | | | | | | | $ | 32,224 | | | $ | 32,224 | |
At January 31, 2021, the following OTC written equity options were outstanding for Voya Global Diversified Payment Fund:
| Description | | Counterparty | | Put/Call | | Expiration
Date | | Exercise
Price | | Number of Contracts | | | Notional Amount | | | Premiums
Received | | | Fair Value | |
| S&P 500® Index | | Morgan Stanley & Co. International PLC | | Call | | 02/26/21 | | 3,714.240 | | | 1,696 | | | | 6,299,351 | | | $ | 165,154 | | | $ | (165,154 | ) |
| S&P 500® Index | | Morgan Stanley & Co. International PLC | | Call | | 02/26/21 | | 3,779.240 | | | 3,392 | | | | 12,598,702 | | | | 192,886 | | | | (192,886 | ) |
| S&P 500® Index | | Morgan Stanley & Co. International PLC | | Call | | 02/26/21 | | 3,834.950 | | | 3,392 | | | | 12,598,702 | | | | 101,546 | | | | (101,546 | ) |
| | | | | | | | | | | | | | | | | | | $ | 459,586 | | | $ | (459,586 | ) |
| Currency Abbreviations |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| EUR | - | EU Euro |
| GBP | - | British Pound |
| JPY | - | Japanese Yen |
| NOK | - | Norwegian Krone |
| SEK | - | Swedish Krona |
| SGD | - | Singapore Dollar |
| USD | - | United States Dollar |
| At January 31, 2021, 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 $360,866,265. | |
| | Net unrealized appreciation consisted of: | | | |
| | Gross Unrealized Appreciation | $ | 31,798,214 | | | |
| | Gross Unrealized Depreciation | (8,107,155) | | | |
| | Net Unrealized Appreciation | $ | 23,691,059 | | | |
| |
