0001752724-23-266155.txt : 20231127 0001752724-23-266155.hdr.sgml : 20231127 20231127101339 ACCESSION NUMBER: 0001752724-23-266155 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231127 DATE AS OF CHANGE: 20231127 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Voya VARIABLE INSURANCE TRUST CENTRAL INDEX KEY: 0001090682 IRS NUMBER: 000000000 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09477 FILM NUMBER: 231438373 BUSINESS ADDRESS: STREET 1: 7337 EAST DOUBLETREE RANCH RD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 8774636464 MAIL ADDRESS: STREET 1: 7337 E DOUBLETREE RANCH RD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: ING VARIABLE INSURANCE TRUST DATE OF NAME CHANGE: 20020501 FORMER COMPANY: FORMER CONFORMED NAME: PILGRIMVARIABLE INSURANCE TRUST DATE OF NAME CHANGE: 20020405 FORMER COMPANY: FORMER CONFORMED NAME: ING VARIABLE INSURANCE TRUST DATE OF NAME CHANGE: 19990715 0001090682 S000048107 VY(R) BrandywineGLOBAL - Bond Portfolio C000152054 VY(R) BrandywineGLOBAL - Bond Portfolio VGSBX NPORT-P 1 primary_doc.xml NPORT-P false 0001090682 XXXXXXXX S000048107 C000152054 Voya Variable Insurance Trust 811-09477 0001090682 5493007Y4V3XZ9SQOL37 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VY BrandyWineGLOBAL - Bond Portfolio S000048107 5493006NEIOZ4IQY9202 2023-12-31 2023-09-30 N 215899123.66 158437.61 215740686.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 304299.73000000 USD N Designated Reference Portfolio - YG_473293 CO_YG_473293 Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179X5H5 2065242.75000000 PA USD 2005909.92000000 0.929778224370 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CHT1 13980000.00000000 PA USD 13211100.00000000 6.123601552346 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XVS2 5978527.83000000 PA USD 5670362.04000000 2.628322985255 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFV8 17520000.00000000 PA USD 16899956.34000000 7.833458143395 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401BG2 590000.00000000 PA USD 576672.88000000 0.267299085099 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWES8 4466566.79000000 PA USD 4105524.55000000 1.902990402583 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EHK9 6078155.09600000 PA USD 5586844.75000000 2.589611098532 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179X5G7 3538140.86000000 PA USD 3355760.10000000 1.555460011479 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWFH1 8323338.22320000 PA USD 8056963.35000000 3.734559066032 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179YDL5 3531862.29000000 PA USD 3503202.68000000 1.623802512238 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TKT1 3990000.00000000 PA USD 3902658.50000000 1.808958046557 Long DBT CORP US N 2 2026-05-18 Fixed 4.45000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 Hess Corp 023551AF1 180000.00000000 PA USD 195306.36000000 0.090528292820 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 United States Treasury Floating Rate Note 91282CGY1 12000000.00000000 PA USD 12006036.60000000 5.565031251090 Long DBT UST US N 2 2025-04-30 Floating 5.57179211 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TJ7 33730000.00000000 PA USD 24587325.31000000 11.39670303277 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAV1 2120000.00000000 PA USD 2122363.21000000 0.983756587066 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 3481355.57000000 NS USD 3481355.57000000 1.613675952246 Long STIV RF US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TG3 5200000.00000000 PA USD 3688140.61000000 1.709524836286 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 United States Treasury Floating Rate Note 91282CGF2 18690000.00000000 PA USD 18718616.45000000 8.676442442415 Long DBT UST US N 2 2025-01-31 Floating 5.60279211 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 Golub Capital BDC Inc 38173MAB8 2235000.00000000 PA USD 1960167.84000000 0.908575881484 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XTD8 3396542.25000000 PA USD 3302047.46000000 1.530563159159 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) 000000000 1801.00000000 NC USD -1726300.65000000 -0.80017389469 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-12-29 191478535.03000000 USD -1726300.65000000 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179SAD2 530000.00000000 PA USD 581859.37000000 0.269703123992 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ED80 19814902.42700000 PA USD 17670614.53000000 8.190673188971 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XX68 7883419.94000000 PA USD 7657780.06000000 3.549529854663 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XTC0 5765764.39300000 PA USD 5472221.31000000 2.536480906866 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EKU3 10167006.44720000 PA USD 9605662.84000000 4.452411372129 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 10yr Ultra 000000000 123.00000000 NC USD -384398.21000000 -0.17817603950 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-12-19 14106585.71000000 USD -384398.21000000 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBS4 2120000.00000000 PA USD 1656644.66000000 0.767886989854 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703DBE0 1720000.00000000 PA USD 1156400.19000000 0.536013957854 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 Federal Home Loan Banks 3130ATVD6 18200000.00000000 PA USD 18092753.22000000 8.386342674282 Long DBT USGSE US N 2 2024-09-13 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWE66 3260840.61480000 PA USD 2997261.13000000 1.389288772960 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 Hess Corp 023551AJ3 330000.00000000 PA USD 350081.85000000 0.162269739848 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWFR9 1214353.92000000 PA USD 1147305.81000000 0.531798536013 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179X2L9 6763474.72000000 PA USD 6569749.60000000 3.045206595142 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N 2023-11-20 Voya Variable Insurance Trust Dorothy Roman Dorothy Roman Vice President, Fund Administration XXXX NPORT-EX 2 473293_VY093023.htm
PORTFOLIO
OF
INVESTMENTS
as
of
September
30,
2023
(Unaudited)
1
VY
®
BrandywineGLOBAL
-
Bond
Portfolio
Principal
Amount
†
RA
Value
Percentage
of
Net
Assets
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS
:
48
.6
%
Federal
Home
Loan
Banks
:
8
.4
%
18,200,000 
4.875
%,
09/13/2024
$
18,092,753
8
.4
Government
National
Mortgage
Association
:
17
.4
%
5,765,764 
5.000
%,
02/20/2053
5,472,221
2
.5
5,978,528 
5.000
%,
03/20/2053
5,670,362
2
.6
3,538,141 
5.000
%,
06/20/2053
3,355,760
1
.6
3,396,542 
5.500
%,
02/20/2053
3,302,047
1
.5
7,883,420 
5.500
%,
04/20/2053
7,657,780
3
.6
6,763,475 
5.500
%,
05/20/2053
6,569,750
3
.1
2,065,243 
5.500
%,
06/20/2053
2,005,910
0
.9
3,531,862 
6.000
%,
08/20/2053
3,503,203
1
.6
37,537,033
17
.4
Uniform
Mortgage-Backed
Securities
:
22
.8
%
19,814,902 
4.000
%,
06/01/2052
17,670,614
8
.2
4,466,567 
4.500
%,
09/01/2052
4,105,525
1
.9
6,078,155 
4.500
%,
09/01/2052
5,586,845
2
.6
3,260,841 
4.500
%,
10/01/2052
2,997,261
1
.4
10,167,006 
5.000
%,
11/01/2052
9,605,663
4
.5
1,214,354 
5.000
%,
12/01/2052
1,147,306
0
.5
8,323,338 
5.500
%,
11/01/2052
8,056,963
3
.7
49,170,177
22
.8
Total
U.S.
Government
Agency
Obligations
(Cost
$109,587,998)
104,799,963
48
.6
U.S.
TREASURY
OBLIGATIONS
:
41
.0
%
United
States
Treasury
Bonds
:
13
.1
%
5,200,000 
2.875
%,
05/15/2052
3,688,141
1
.7
33,730,000 
3.000
%,
08/15/2052
24,587,325
11
.4
28,275,466
13
.1
United
States
Treasury
Floating
Rate
Notes
:
2
.2
%
4,700,000 
(1)
5.572
%,
04/30/2025
4,702,365
2
.2
United
States
Treasury
Notes
:
25
.7
%
40,780,000 
3.875
%,
08/15/2033
38,537,100
17
.9
17,520,000 
4.125
%,
11/15/2032
16,899,956
7
.8
55,437,056
25
.7
Total
U.S.
Treasury
Obligations
(Cost
$94,259,754)
88,414,887
41
.0
CORPORATE
BONDS/NOTES
:
5
.8
%
Consumer,
Cyclical
:
1
.8
%
3,990,000 
Toyota
Motor
Credit
Corp.,
4.450%,
05/18/2026
3,902,659
1
.8
Energy
:
1
.5
%
530,000 
Devon
Energy
Corp.,
7.875%,
09/30/2031
581,860
0
.3
2,120,000 
Diamondback
Energy,
Inc.,
6.250%,
03/15/2033
2,122,363
1
.0
330,000 
Hess
Corp.,
7.300%,
08/15/2031
350,082
0
.1
180,000 
Hess
Corp.,
7.875%,
10/01/2029
195,306
0
.1
3,249,611
1
.5
Principal
Amount†
Value
Percentage
of
Net
Assets
CORPORATE
BONDS/NOTES:
(continued)
Financial
:
2
.0
%
2,120,000 
Equinix,
Inc.,
2.500%,
05/15/2031
$
1,656,644
0
.8
2,235,000 
Golub
Capital
BDC,
Inc.,
2.500%,
08/24/2026
1,960,168
0
.9
590,000 
(1)(2)
UBS
Group
AG,
6.301%,
09/22/2034
576,673
0
.3
4,193,485
2
.0
Technology
:
0
.5
%
1,720,000 
(2)
Dell
International
LLC
/
EMC
Corp.,
3.375%,
12/15/2041
1,156,400
0
.5
Total
Corporate
Bonds/
Notes
(Cost
$12,734,891)
12,502,155
5
.8
Total
Long-Term
Investments
(Cost
$216,582,643)
205,717,005
95
.4
Shares
RA
Value
Percentage
of
Net
Assets
SHORT-TERM
INVESTMENTS
:
1
.6
%
Mutual
Funds
:
1
.6
%
3,454,042 
(3)
BlackRock
Liquidity
Funds,
FedFund,
Institutional
Class,
5.240%
(Cost
$3,454,042)
$
3,454,042
1
.6
Total
Short-Term
Investments
(Cost
$3,454,042)
3,454,042
1
.6
Total
Investments
in
Securities
(Cost
$220,036,685)
$
209,171,047
97
.0
Assets
in
Excess
of
Other
Liabilities
6,571,752
3
.0
Net
Assets
$
215,742,799
100
.0
†
Unless
otherwise
indicated,
principal
amount
is
shown
in
USD.
(1)
Variable
rate
security.
Rate
shown
is
the
rate
in
effect
as
of
September
30,
2023.
(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)
Rate
shown
is
the
7-day
yield
as
of
September
30,
2023.
Reference
Rate
Abbreviations:
USBMMY3M
U.S.
Treasury
3-month
Bill
Money
Market
Yield
PORTFOLIO
OF
INVESTMENTS
as
of
September
30,
2023
(Unaudited)
(continued)
2
VY
®
BrandywineGLOBAL
-
Bond
Portfolio
Fair
Value
Measurements
The
following
is
a
summary
of
the
fair
valuations
according
to
the
inputs
used
as
of
September
30,
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
September
30,
2023
Asset
Table
Investments,
at
fair
value
U.S.
Government
Agency
Obligations
$
—
$
104,799,963
$
—
$
104,799,963
U.S.
Treasury
Obligations
—
88,414,887
—
88,414,887
Corporate
Bonds/Notes
—
12,502,155
—
12,502,155
Short-Term
Investments
3,454,042
—
—
3,454,042
Total
Investments,
at
fair
value
$
3,454,042
$
205,717,005
$
—
$
209,171,047
Liabilities
Table
Other
Financial
Instruments+
Futures
$
(
2,110,699
)
$
—
$
—
$
(
2,110,699
)
Total
Liabilities
$
(
2,110,699
)
$
—
$
—
$
(
2,110,699
)
+
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
September
30,
2023,
the
following
futures
contracts
were
outstanding
for
VY®
BrandywineGLOBAL-
Bond
Portfolio:
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Unrealized
Depreciation
Long
Contracts:
U.S.
Treasury
5-Year
Note
1,801
12/29/23
$
189,752,234
$
(
1,726,301
)
U.S.
Treasury
Ultra
10-Year
Note
123
12/19/23
13,722,188
(
384,398
)
$
203,474,422
$
(
2,110,699
)
Net
unrealized
depreciation
consisted
of:
Gross
Unrealized
Appreciation
$
115,730
Gross
Unrealized
Depreciation
(
10,981,368
)
Net
Unrealized
Depreciation
$
(
10,865,638
)