PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | |||
CORPORATE BONDS/NOTES: 25.6% | |||||
Basic Materials: 0.6% | |||||
1,000,000 | Air Products and Chemicals, Inc., 1.850%, 05/15/2027 | $ | 882,145 | 0.1 | |
500,000 | Air Products and Chemicals, Inc., 2.050%, 05/15/2030 | 409,645 | 0.0 | ||
1,000,000 | Air Products and Chemicals, Inc., 2.700%, 05/15/2040 | 720,956 | 0.0 | ||
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | 780,378 | 0.0 | ||
250,000 | Celanese US Holdings LLC, 6.050%, 03/15/2025 | 244,450 | 0.0 | ||
250,000 | Celanese US Holdings LLC, 6.330%, 07/15/2029 | 233,253 | 0.0 | ||
500,000 | (1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 464,332 | 0.0 | |
750,000 | (2) | Dow Chemical Co., 2.100%, 11/15/2030 | 575,617 | 0.0 | |
351,000 | Dow Chemical Co., 4.250%, 10/01/2034 | 297,931 | 0.0 | ||
750,000 | Dow Chemical Co/The, 3.600%, 11/15/2050 | 513,708 | 0.0 | ||
1,000,000 | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | 902,298 | 0.1 | ||
400,000 | Eastman Chemical Co., 4.650%, 10/15/2044 | 313,041 | 0.0 | ||
750,000 | Ecolab, Inc., 2.700%, 12/15/2051 | 479,800 | 0.0 | ||
532,000 | International Paper Co., 4.350%, 08/15/2048 | 424,599 | 0.0 | ||
500,000 | Linde, Inc./CT, 1.100%, 08/10/2030 | 378,414 | 0.0 | ||
282,000 | LYB International Finance BV, 4.000%, 07/15/2023 | 280,433 | 0.0 | ||
981,000 | LYB International Finance III LLC, 1.250%, 10/01/2025 | 862,945 | 0.1 | ||
750,000 | LYB International Finance III LLC, 3.375%, 10/01/2040 | 515,521 | 0.0 | ||
250,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 235,867 | 0.0 | ||
1,000,000 | Nucor Corp., 2.000%, 06/01/2025 | 924,143 | 0.1 | ||
1,000,000 | Nutrien Ltd., 2.950%, 05/13/2030 | 837,186 | 0.0 | ||
1,000,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 1,000,000 | 0.1 | ||
500,000 | PPG Industries, Inc., 1.200%, 03/15/2026 | 436,918 | 0.0 | ||
500,000 | PPG Industries, Inc., 2.550%, 06/15/2030 | 413,524 | 0.0 | ||
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 815,741 | 0.0 | ||
1,000,000 | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 919,437 | 0.1 | ||
250,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 234,449 | 0.0 | ||
350,000 | Southern Copper Corp., 6.750%, 04/16/2040 | 362,287 | 0.0 | ||
15,459,018 | 0.6 | ||||
Communications: 2.8% | |||||
500,000 | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | 385,566 | 0.0 | ||
1,000,000 | (2) | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 987,256 | 0.1 | |
1,000,000 | Alibaba Group Holding Ltd., 3.400%, 12/06/2027 | 901,188 | 0.0 | ||
1,000,000 | Alphabet, Inc., 1.100%, 08/15/2030 | 774,690 | 0.0 | ||
2,000,000 | Alphabet, Inc., 1.900%, 08/15/2040 | 1,287,167 | 0.1 | ||
1,000,000 | Amazon.com, Inc., 2.800%, 08/22/2024 | 971,971 | 0.0 | ||
1,000,000 | Amazon.com, Inc., 3.150%, 08/22/2027 | 933,201 | 0.0 | ||
1,000,000 | Amazon.com, Inc., 3.800%, 12/05/2024 | 986,196 | 0.1 | ||
1,000,000 | Amazon.com, Inc., 4.800%, 12/05/2034 | 988,441 | 0.1 | ||
1,000,000 | AT&T, Inc., 1.700%, 03/25/2026 | 890,187 | 0.0 | ||
1,000,000 | AT&T, Inc., 2.300%, 06/01/2027 | 875,485 | 0.0 | ||
4,359,000 | AT&T, Inc., 2.550%, 12/01/2033 | 3,231,362 | 0.1 | ||
2,000,000 | AT&T, Inc., 3.500%, 06/01/2041 | 1,444,739 | 0.1 | ||
5,086,000 | AT&T, Inc., 3.500%, 09/15/2053 | 3,397,290 | 0.1 | ||
1,770,000 | AT&T, Inc., 3.550%, 09/15/2055 | 1,166,340 | 0.1 | ||
1,000,000 | AT&T, Inc., 3.650%, 06/01/2051 | 678,302 | 0.0 | ||
208,000 | AT&T, Inc., 3.650%, 09/15/2059 | 135,198 | 0.0 | ||
1,264,000 | AT&T, Inc., 3.800%, 12/01/2057 | 856,508 | 0.0 | ||
1,000,000 | AT&T, Inc., 4.500%, 05/15/2035 | 868,123 | 0.0 | ||
500,000 | AT&T, Inc., 4.650%, 06/01/2044 | 408,660 | 0.0 | ||
1,000,000 | Baidu, Inc., 1.720%, 04/09/2026 | 884,706 | 0.0 | ||
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.300%, 02/01/2032 | 357,831 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
750,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 06/01/2041 | 480,847 | 0.0 | ||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 1,464,056 | 0.1 | ||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | 1,164,150 | 0.1 | ||
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 883,935 | 0.0 | ||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/2024 | 988,005 | 0.1 | ||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/2040 | 1,496,178 | 0.1 | ||
3,000,000 | Comcast Corp., 1.950%, 01/15/2031 | 2,334,857 | 0.1 | ||
990,000 | Comcast Corp., 2.887%, 11/01/2051 | 621,613 | 0.0 | ||
3,578,000 | Comcast Corp., 2.937%, 11/01/2056 | 2,141,902 | 0.1 | ||
654,000 | Comcast Corp., 2.987%, 11/01/2063 | 380,144 | 0.0 | ||
500,000 | Comcast Corp., 3.375%, 02/15/2025 | 483,353 | 0.0 | ||
1,000,000 | Comcast Corp., 3.750%, 04/01/2040 | 788,695 | 0.0 | ||
724,000 | Comcast Corp., 3.969%, 11/01/2047 | 555,731 | 0.0 | ||
750,000 | Comcast Corp., 4.200%, 08/15/2034 | 658,576 | 0.0 | ||
750,000 | Comcast Corp., 4.250%, 01/15/2033 | 680,782 | 0.0 | ||
68,000 | Comcast Corp., 6.500%, 11/15/2035 | 72,694 | 0.0 | ||
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | 1,720,728 | 0.1 | ||
1,250,000 | (2) | Discovery Communications LLC, 3.625%, 05/15/2030 | 1,028,024 | 0.1 | |
250,000 | Discovery Communications LLC, 3.900%, 11/15/2024 | 243,281 | 0.0 | ||
1,500,000 | eBay, Inc., 2.700%, 03/11/2030 | 1,223,880 | 0.1 | ||
500,000 | Interpublic Group of Cos, Inc./The, 2.400%, 03/01/2031 | 380,388 | 0.0 | ||
10,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 9,810 | 0.0 | ||
306,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 254,812 | 0.0 | ||
500,000 | Orange SA, 5.500%, 02/06/2044 | 476,947 | 0.0 | ||
250,000 | Paramount Global, 4.000%, 01/15/2026 | 236,349 | 0.0 | ||
2,500,000 | Paramount Global, 4.200%, 05/19/2032 | 2,030,580 | 0.1 | ||
390,000 | Paramount Global, 4.375%, 03/15/2043 | 260,700 | 0.0 | ||
440,000 | Paramount Global, 5.850%, 09/01/2043 | 351,809 | 0.0 | ||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/2044 | 205,704 | 0.0 | ||
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | 463,314 | 0.0 | ||
750,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 581,165 | 0.0 | ||
1,000,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 996,829 | 0.1 | |
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/2042 | 692,580 | 0.0 | ||
1,538,000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 1,365,170 | 0.1 | ||
300,000 | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | 299,220 | 0.0 | ||
400,000 | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | 375,445 | 0.0 | ||
300,000 | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | 246,455 | 0.0 | ||
1,000,000 | Verizon Communications, Inc., 1.750%, 01/20/2031 | 751,599 | 0.0 | ||
1,014,000 | Verizon Communications, Inc., 2.355%, 03/15/2032 | 778,564 | 0.0 | ||
1,000,000 | Verizon Communications, Inc., 2.550%, 03/21/2031 | 799,452 | 0.0 | ||
1,000,000 | Verizon Communications, Inc., 2.650%, 11/20/2040 | 654,099 | 0.0 | ||
750,000 | Verizon Communications, Inc., 3.550%, 03/22/2051 | 529,030 | 0.0 | ||
2,000,000 | Verizon Communications, Inc., 4.000%, 03/22/2050 | 1,533,101 | 0.1 | ||
1,585,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,492,498 | 0.1 | ||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 1,455,872 | 0.1 | ||
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 2,603,572 | 0.1 | ||
1,636,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 1,417,207 | 0.1 | ||
2,000,000 | Vodafone Group PLC, 4.125%, 05/30/2025 | 1,964,673 | 0.1 | ||
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/2037 | 946,669 | 0.0 | ||
200,000 | Walt Disney Co/The, 1.750%, 08/30/2024 | 189,288 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
1,000,000 | Walt Disney Co/The, 1.750%, 01/13/2026 | 906,414 | 0.0 | ||
1,000,000 | (2) | Walt Disney Co/The, 2.200%, 01/13/2028 | 871,923 | 0.0 | |
2,000,000 | Walt Disney Co/The, 2.650%, 01/13/2031 | 1,658,428 | 0.1 | ||
3,000,000 | Walt Disney Co/The, 3.500%, 05/13/2040 | 2,322,456 | 0.1 | ||
1,000,000 | Walt Disney Co/The, 3.600%, 01/13/2051 | 744,382 | 0.0 | ||
250,000 | Walt Disney Co/The, 4.750%, 09/15/2044 | 223,770 | 0.0 | ||
73,892,112 | 2.8 | ||||
Consumer, Cyclical: 1.4% | |||||
609,182 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 531,063 | 0.0 | ||
320,372 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 277,274 | 0.0 | ||
183,438 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 162,342 | 0.0 | ||
951,182 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 831,754 | 0.0 | ||
2,000,000 | American Honda Finance Corp., 1.200%, 07/08/2025 | 1,811,462 | 0.1 | ||
500,000 | American Honda Finance Corp., 1.500%, 01/13/2025 | 464,642 | 0.0 | ||
500,000 | American Honda Finance Corp., 2.000%, 03/24/2028 | 424,870 | 0.0 | ||
500,000 | American Honda Finance Corp., 2.300%, 09/09/2026 | 451,855 | 0.0 | ||
500,000 | AutoZone, Inc., 1.650%, 01/15/2031 | 372,093 | 0.0 | ||
750,000 | AutoZone, Inc., 3.125%, 07/15/2023 | 741,116 | 0.0 | ||
1,000,000 | BorgWarner, Inc., 2.650%, 07/01/2027 | 872,905 | 0.1 | ||
500,000 | Cummins, Inc., 1.500%, 09/01/2030 | 385,867 | 0.0 | ||
250,000 | Cummins, Inc., 2.600%, 09/01/2050 | 157,073 | 0.0 | ||
1,000,000 | General Motors Co., 5.400%, 10/02/2023 | 1,000,547 | 0.1 | ||
750,000 | General Motors Co., 6.600%, 04/01/2036 | 702,871 | 0.0 | ||
500,000 | General Motors Financial Co., Inc., 1.050%, 03/08/2024 | 468,959 | 0.0 | ||
500,000 | General Motors Financial Co., Inc., 2.400%, 04/10/2028 | 400,593 | 0.0 | ||
1,000,000 | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | 994,573 | 0.1 | ||
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | 744,815 | 0.0 | ||
500,000 | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | 441,387 | 0.0 | ||
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 464,104 | 0.0 | ||
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 974,298 | 0.1 | ||
1,000,000 | Home Depot, Inc./The, 2.700%, 04/15/2030 | 855,625 | 0.0 | ||
500,000 | Home Depot, Inc./The, 2.800%, 09/14/2027 | 458,255 | 0.0 | ||
1,000,000 | Home Depot, Inc./The, 3.300%, 04/15/2040 | 767,323 | 0.0 | ||
2,350,000 | Home Depot, Inc./The, 5.875%, 12/16/2036 | 2,442,841 | 0.1 | ||
500,000 | Kohl's Corp., 3.375%, 05/01/2031 | 309,637 | 0.0 | ||
500,000 | Lear Corp., 4.250%, 05/15/2029 | 441,557 | 0.0 | ||
500,000 | Lear Corp., 5.250%, 05/15/2049 | 397,188 | 0.0 | ||
750,000 | Lowe's Cos, Inc., 2.625%, 04/01/2031 | 604,163 | 0.0 | ||
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/2027 | 918,506 | 0.1 | ||
500,000 | Lowe's Cos, Inc., 3.650%, 04/05/2029 | 451,051 | 0.0 | ||
500,000 | Marriott International, Inc./MD, 2.850%, 04/15/2031 | 393,358 | 0.0 | ||
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/2023 | 497,444 | 0.0 | ||
325,000 | McDonalds Corp., 6.300%, 10/15/2037 | 337,198 | 0.0 | ||
500,000 | McDonald's Corp., 3.700%, 01/30/2026 | 482,604 | 0.0 | ||
400,000 | McDonald's Corp., 4.600%, 05/26/2045 | 340,729 | 0.0 | ||
500,000 | McDonald's Corp., 4.700%, 12/09/2035 | 457,582 | 0.0 | ||
500,000 | NIKE, Inc., 2.375%, 11/01/2026 | 456,946 | 0.0 | ||
500,000 | NIKE, Inc., 3.375%, 11/01/2046 | 377,644 | 0.0 | ||
500,000 | (2) | Starbucks Corp., 3.000%, 02/14/2032 | 414,383 | 0.0 | |
1,250,000 | Starbucks Corp., 3.100%, 03/01/2023 | 1,243,381 | 0.1 | ||
500,000 | Starbucks Corp., 3.550%, 08/15/2029 | 454,929 | 0.0 | ||
500,000 | Target Corp., 1.950%, 01/15/2027 | 449,367 | 0.0 | ||
750,000 | Target Corp., 2.950%, 01/15/2052 | 506,521 | 0.0 | ||
1,000,000 | Target Corp., 3.500%, 07/01/2024 | 982,655 | 0.1 | ||
1,000,000 | (2) | TJX Cos, Inc./The, 1.600%, 05/15/2031 | 755,073 | 0.0 | |
1,000,000 | Toyota Motor Credit Corp., 1.350%, 08/25/2023 | 971,399 | 0.1 | ||
1,000,000 | Toyota Motor Credit Corp., 1.800%, 02/13/2025 | 933,779 | 0.1 | ||
500,000 | Toyota Motor Credit Corp., 1.900%, 04/06/2028 | 425,931 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
1,000,000 | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | 995,988 | 0.1 | ||
1,000,000 | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | 908,361 | 0.1 | ||
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | 465,931 | 0.0 | ||
354,941 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 06/01/2029 | 313,377 | 0.0 | ||
184,043 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | 149,094 | 0.0 | ||
809,114 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 711,657 | 0.0 | ||
88,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 82,910 | 0.0 | ||
1,000,000 | Walmart, Inc., 3.300%, 04/22/2024 | 982,853 | 0.1 | ||
300,000 | Whirlpool Corp., 3.700%, 05/01/2025 | 291,410 | 0.0 | ||
200,000 | Whirlpool Corp., 4.000%, 03/01/2024 | 198,013 | 0.0 | ||
36,903,126 | 1.4 | ||||
Consumer, Non-cyclical: 4.4% | |||||
1,000,000 | Abbott Laboratories, 1.400%, 06/30/2030 | 782,562 | 0.0 | ||
284,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 275,779 | 0.0 | ||
339,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 331,342 | 0.0 | ||
500,000 | Abbott Laboratories, 4.750%, 04/15/2043 | 466,481 | 0.0 | ||
1,000,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 961,202 | 0.1 | ||
500,000 | AbbVie, Inc., 2.800%, 03/15/2023 | 496,062 | 0.0 | ||
1,500,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 1,403,989 | 0.1 | ||
1,000,000 | AbbVie, Inc., 3.200%, 11/21/2029 | 876,256 | 0.0 | ||
1,250,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 1,201,020 | 0.1 | ||
750,000 | AbbVie, Inc., 3.800%, 03/15/2025 | 727,057 | 0.0 | ||
1,000,000 | AbbVie, Inc., 4.050%, 11/21/2039 | 807,244 | 0.0 | ||
1,000,000 | AbbVie, Inc., 4.250%, 11/21/2049 | 804,048 | 0.0 | ||
500,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 434,784 | 0.0 | ||
500,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 407,835 | 0.0 | ||
1,000,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 891,783 | 0.1 | ||
750,000 | AbbVie, Inc., 4.550%, 03/15/2035 | 673,929 | 0.0 | ||
250,000 | Aetna, Inc., 3.500%, 11/15/2024 | 243,160 | 0.0 | ||
300,000 | Aetna, Inc., 4.500%, 05/15/2042 | 247,658 | 0.0 | ||
300,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 205,863 | 0.0 | ||
138,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 127,534 | 0.0 | ||
500,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 437,807 | 0.0 | ||
2,000,000 | AmerisourceBergen Corp., 2.800%, 05/15/2030 | 1,656,073 | 0.1 | ||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/2045 | 199,399 | 0.0 | ||
500,000 | Amgen, Inc., 2.250%, 08/19/2023 | 490,888 | 0.0 | ||
2,000,000 | Amgen, Inc., 2.300%, 02/25/2031 | 1,594,197 | 0.1 | ||
1,000,000 | Amgen, Inc., 3.150%, 02/21/2040 | 723,697 | 0.0 | ||
1,500,000 | Amgen, Inc., 4.400%, 05/01/2045 | 1,228,150 | 0.1 | ||
3,500,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 3,050,017 | 0.1 | ||
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 06/01/2030 | 1,341,355 | 0.1 | ||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | 190,551 | 0.0 | ||
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 4.350%, 06/01/2040 | 1,274,709 | 0.1 | ||
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 4.500%, 06/01/2050 | 1,238,827 | 0.1 | ||
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | 907,905 | 0.1 | ||
100,000 | AstraZeneca PLC, 3.500%, 08/17/2023 | 99,226 | 0.0 | ||
1,000,000 | AstraZeneca PLC, 4.000%, 01/17/2029 | 946,774 | 0.1 | ||
1,000,000 | AstraZeneca PLC, 4.375%, 08/17/2048 | 875,970 | 0.0 | ||
1,400,000 | AstraZeneca PLC, 6.450%, 09/15/2037 | 1,515,576 | 0.1 | ||
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | 485,425 | 0.0 | ||
1,000,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 963,088 | 0.1 | ||
224,000 | Baxalta, Inc., 4.000%, 06/23/2025 | 217,588 | 0.0 | ||
1,000,000 | Becton Dickinson and Co., 1.957%, 02/11/2031 | 773,025 | 0.0 | ||
750,000 | Biogen, Inc., 4.050%, 09/15/2025 | 728,747 | 0.0 | ||
500,000 | Boston Scientific Corp., 1.900%, 06/01/2025 | 460,106 | 0.0 | ||
500,000 | Boston Scientific Corp., 2.650%, 06/01/2030 | 415,611 | 0.0 | ||
1,000,000 | Bristol-Myers Squibb Co., 1.125%, 11/13/2027 | 836,815 | 0.0 | ||
1,000,000 | Bristol-Myers Squibb Co., 2.350%, 11/13/2040 | 669,677 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | 373,357 | 0.0 | ||
1,000,000 | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | 953,771 | 0.1 | ||
500,000 | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | 448,223 | 0.0 | ||
500,000 | Cardinal Health, Inc., 3.200%, 03/15/2023 | 497,227 | 0.0 | ||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/2045 | 411,526 | 0.0 | ||
500,000 | Cigna Corp., 1.250%, 03/15/2026 | 438,481 | 0.0 | ||
500,000 | Cigna Corp., 2.375%, 03/15/2031 | 398,339 | 0.0 | ||
750,000 | Cigna Corp., 3.250%, 04/15/2025 | 717,038 | 0.0 | ||
500,000 | Cigna Corp., 3.400%, 03/01/2027 | 460,308 | 0.0 | ||
500,000 | Cigna Corp., 3.400%, 03/15/2051 | 341,948 | 0.0 | ||
250,000 | Cigna Corp., 3.500%, 06/15/2024 | 245,091 | 0.0 | ||
1,000,000 | Cigna Corp., 4.800%, 08/15/2038 | 888,768 | 0.1 | ||
500,000 | Cigna Corp., 4.800%, 07/15/2046 | 429,193 | 0.0 | ||
500,000 | Cigna Corp., 4.900%, 12/15/2048 | 432,986 | 0.0 | ||
1,000,000 | Clorox Co/The, 1.800%, 05/15/2030 | 772,791 | 0.0 | ||
500,000 | Coca-Cola Co., 1.500%, 03/05/2028 | 427,626 | 0.0 | ||
1,000,000 | Coca-Cola Co., 1.650%, 06/01/2030 | 796,731 | 0.0 | ||
1,500,000 | Coca-Cola Co., 2.000%, 03/05/2031 | 1,211,218 | 0.1 | ||
1,000,000 | Coca-Cola Co., 2.500%, 03/15/2051 | 625,009 | 0.0 | ||
1,000,000 | Coca-Cola Co., 2.900%, 05/25/2027 | 928,917 | 0.1 | ||
500,000 | Coca-Cola Co., 3.000%, 03/05/2051 | 350,585 | 0.0 | ||
750,000 | Colgate-Palmolive Co., 2.250%, 11/15/2022 | 748,889 | 0.0 | ||
222,000 | Conagra Brands, Inc., 3.200%, 01/25/2023 | 220,763 | 0.0 | ||
1,500,000 | CVS Health Corp., 2.700%, 08/21/2040 | 988,138 | 0.1 | ||
250,000 | CVS Health Corp., 3.375%, 08/12/2024 | 243,561 | 0.0 | ||
443,000 | CVS Health Corp., 3.875%, 07/20/2025 | 429,965 | 0.0 | ||
389,000 | CVS Health Corp., 4.300%, 03/25/2028 | 367,573 | 0.0 | ||
1,000,000 | CVS Health Corp., 4.780%, 03/25/2038 | 878,643 | 0.1 | ||
2,000,000 | CVS Health Corp., 5.050%, 03/25/2048 | 1,766,007 | 0.1 | ||
1,000,000 | CVS Health Corp., 5.125%, 07/20/2045 | 877,898 | 0.1 | ||
200,000 | CVS Health Corp., 5.300%, 12/05/2043 | 180,880 | 0.0 | ||
500,000 | Danaher Corp., 2.800%, 12/10/2051 | 323,151 | 0.0 | ||
2,000,000 | Diageo Capital PLC, 2.125%, 04/29/2032 | 1,549,769 | 0.1 | ||
1,000,000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 988,208 | 0.1 | ||
1,000,000 | (2) | Diageo Capital PLC, 3.875%, 05/18/2028 | 943,046 | 0.1 | |
750,000 | Elevance Health, Inc., 1.500%, 03/15/2026 | 666,263 | 0.0 | ||
750,000 | Elevance Health, Inc., 2.550%, 03/15/2031 | 605,883 | 0.0 | ||
250,000 | Elevance Health, Inc., 3.500%, 08/15/2024 | 244,729 | 0.0 | ||
1,000,000 | Elevance Health, Inc., 3.650%, 12/01/2027 | 932,682 | 0.1 | ||
750,000 | Elevance Health, Inc., 4.101%, 03/01/2028 | 710,429 | 0.0 | ||
250,000 | Elevance Health, Inc., 4.650%, 08/15/2044 | 215,577 | 0.0 | ||
3,750,000 | Eli Lilly & Co., 2.250%, 05/15/2050 | 2,327,876 | 0.1 | ||
500,000 | Estee Lauder Cos, Inc./The, 1.950%, 03/15/2031 | 397,451 | 0.0 | ||
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | 231,027 | 0.0 | ||
500,000 | Flowers Foods, Inc., 2.400%, 03/15/2031 | 392,325 | 0.0 | ||
751,000 | (2) | General Mills, Inc., 3.000%, 02/01/2051 | 489,101 | 0.0 | |
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 489,853 | 0.0 | ||
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 724,180 | 0.0 | ||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/2026 | 247,389 | 0.0 | ||
150,000 | Gilead Sciences, Inc., 3.700%, 04/01/2024 | 147,749 | 0.0 | ||
250,000 | Gilead Sciences, Inc., 4.150%, 03/01/2047 | 199,187 | 0.0 | ||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/2045 | 166,067 | 0.0 | ||
750,000 | Gilead Sciences, Inc., 4.750%, 03/01/2046 | 655,159 | 0.0 | ||
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/2044 | 305,418 | 0.0 | ||
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 545,242 | 0.0 | ||
750,000 | Hershey Co/The, 2.300%, 08/15/2026 | 685,271 | 0.0 | ||
1,750,000 | Humana, Inc., 3.850%, 10/01/2024 | 1,707,482 | 0.1 | ||
500,000 | Humana, Inc., 4.950%, 10/01/2044 | 444,218 | 0.0 | ||
1,000,000 | Johnson & Johnson, 2.450%, 03/01/2026 | 934,503 | 0.1 | ||
1,000,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 922,205 | 0.1 | ||
500,000 | Johnson & Johnson, 2.950%, 03/03/2027 | 468,674 | 0.0 | ||
1,000,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 866,210 | 0.0 | ||
500,000 | Johnson & Johnson, 3.700%, 03/01/2046 | 410,085 | 0.0 | ||
500,000 | Johnson & Johnson, 3.750%, 03/03/2047 | 411,251 | 0.0 | ||
1,000,000 | Kellogg Co., 2.100%, 06/01/2030 | 794,469 | 0.0 | ||
500,000 | Kellogg Co., 3.250%, 04/01/2026 | 470,416 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | Keurig Dr Pepper, Inc., 0.750%, 03/15/2024 | 471,309 | 0.0 | ||
500,000 | Keurig Dr Pepper, Inc., 2.250%, 03/15/2031 | 389,701 | 0.0 | ||
500,000 | Keurig Dr Pepper, Inc., 3.350%, 03/15/2051 | 326,676 | 0.0 | ||
250,000 | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | 238,829 | 0.0 | ||
350,000 | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | 283,089 | 0.0 | ||
1,000,000 | Kroger Co., 2.650%, 10/15/2026 | 912,071 | 0.1 | ||
250,000 | Kroger Co., 4.450%, 02/01/2047 | 205,744 | 0.0 | ||
879,000 | Kroger Co., 7.500%, 04/01/2031 | 984,857 | 0.1 | ||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 207,371 | 0.0 | ||
500,000 | (2) | McCormick & Co., Inc./MD, 1.850%, 02/15/2031 | 373,235 | 0.0 | |
1,000,000 | McKesson Corp., 0.900%, 12/03/2025 | 876,875 | 0.0 | ||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | 223,550 | 0.0 | ||
716,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 654,316 | 0.0 | ||
72,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 65,144 | 0.0 | ||
1,000,000 | Merck & Co., Inc., 0.750%, 02/24/2026 | 877,514 | 0.1 | ||
1,000,000 | Merck & Co., Inc., 1.450%, 06/24/2030 | 783,504 | 0.0 | ||
500,000 | Merck & Co., Inc., 1.700%, 06/10/2027 | 437,261 | 0.0 | ||
500,000 | Merck & Co., Inc., 2.750%, 12/10/2051 | 327,189 | 0.0 | ||
250,000 | Merck & Co., Inc., 3.700%, 02/10/2045 | 196,705 | 0.0 | ||
1,000,000 | Merck & Co., Inc., 3.900%, 03/07/2039 | 853,473 | 0.0 | ||
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/2043 | 849,947 | 0.0 | ||
500,000 | Molson Coors Beverage Co., 5.000%, 05/01/2042 | 422,718 | 0.0 | ||
460,000 | Mondelez International, Inc., 2.750%, 04/13/2030 | 383,757 | 0.0 | ||
200,000 | Mylan, Inc., 4.200%, 11/29/2023 | 197,676 | 0.0 | ||
500,000 | Novartis Capital Corp., 2.200%, 08/14/2030 | 417,899 | 0.0 | ||
500,000 | Novartis Capital Corp., 2.750%, 08/14/2050 | 339,416 | 0.0 | ||
500,000 | Novartis Capital Corp., 3.100%, 05/17/2027 | 469,703 | 0.0 | ||
500,000 | Novartis Capital Corp., 3.400%, 05/06/2024 | 491,624 | 0.0 | ||
1,000,000 | (2) | PayPal Holdings, Inc., 1.650%, 06/01/2025 | 921,679 | 0.1 | |
1,000,000 | (2) | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 814,557 | 0.0 | |
2,500,000 | PepsiCo, Inc., 1.625%, 05/01/2030 | 2,007,584 | 0.1 | ||
1,000,000 | PepsiCo, Inc., 3.600%, 03/01/2024 | 989,866 | 0.1 | ||
1,000,000 | Pfizer, Inc., 3.450%, 03/15/2029 | 922,260 | 0.1 | ||
1,000,000 | Pfizer, Inc., 3.900%, 03/15/2039 | 859,796 | 0.0 | ||
500,000 | Pfizer, Inc., 4.000%, 12/15/2036 | 442,891 | 0.0 | ||
1,000,000 | Pfizer, Inc., 4.100%, 09/15/2038 | 873,714 | 0.0 | ||
500,000 | Pfizer, Inc., 4.125%, 12/15/2046 | 435,792 | 0.0 | ||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/2043 | 882,662 | 0.1 | ||
500,000 | Philip Morris International, Inc., 2.125%, 05/10/2023 | 493,267 | 0.0 | ||
750,000 | Philip Morris International, Inc., 2.500%, 11/02/2022 | 748,388 | 0.0 | ||
500,000 | (2) | Philip Morris International, Inc., 3.125%, 03/02/2028 | 440,866 | 0.0 | |
250,000 | Philip Morris International, Inc., 3.250%, 11/10/2024 | 241,902 | 0.0 | ||
500,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 339,461 | 0.0 | ||
750,000 | Procter & Gamble Co/The, 1.000%, 04/23/2026 | 668,574 | 0.0 | ||
750,000 | Procter & Gamble Co/The, 1.950%, 04/23/2031 | 610,123 | 0.0 | ||
750,000 | Procter & Gamble Co/The, 2.800%, 03/25/2027 | 698,471 | 0.0 | ||
1,000,000 | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | 807,622 | 0.0 | ||
500,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 423,746 | 0.0 | ||
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,046,388 | 0.1 | ||
1,000,000 | Sanofi, 3.625%, 06/19/2028 | 930,458 | 0.1 | ||
500,000 | Stryker Corp., 3.500%, 03/15/2026 | 476,608 | 0.0 | ||
750,000 | Tyson Foods, Inc., 3.550%, 06/02/2027 | 695,956 | 0.0 | ||
150,000 | (2) | Unilever Capital Corp., 2.600%, 05/05/2024 | 145,650 | 0.0 | |
500,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 492,215 | 0.0 | ||
1,000,000 | Unilever Capital Corp., 3.500%, 03/22/2028 | 936,285 | 0.1 | ||
1,000,000 | UnitedHealth Group, Inc., 2.000%, 05/15/2030 | 805,924 | 0.0 | ||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | 497,177 | 0.0 | ||
1,000,000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 702,634 | 0.0 | ||
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | 496,597 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | UnitedHealth Group, Inc., 2.900%, 05/15/2050 | 329,868 | 0.0 | ||
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 456,784 | 0.0 | ||
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | 473,435 | 0.0 | ||
500,000 | UnitedHealth Group, Inc., 3.125%, 05/15/2060 | 321,555 | 0.0 | ||
1,000,000 | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | 994,073 | 0.1 | ||
1,000,000 | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | 941,429 | 0.1 | ||
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | 828,463 | 0.0 | ||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | 230,646 | 0.0 | ||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | 222,217 | 0.0 | ||
1,000,000 | Zoetis, Inc., 2.000%, 05/15/2030 | 795,510 | 0.0 | ||
1,000,000 | Zoetis, Inc., 3.000%, 05/15/2050 | 658,065 | 0.0 | ||
500,000 | Zoetis, Inc., 4.500%, 11/13/2025 | 492,400 | 0.0 | ||
119,005,497 | 4.4 | ||||
Energy: 1.8% | |||||
1,000,000 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 3.138%, 11/07/2029 | 849,933 | 0.0 | ||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | 247,626 | 0.0 | ||
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 505,744 | 0.0 | ||
500,000 | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | 457,351 | 0.0 | ||
250,000 | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | 234,021 | 0.0 | ||
500,000 | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | 327,319 | 0.0 | ||
1,000,000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 927,922 | 0.1 | ||
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | 244,535 | 0.0 | ||
500,000 | Chevron Corp., 2.895%, 03/03/2024 | 489,263 | 0.0 | ||
500,000 | Chevron Corp., 2.954%, 05/16/2026 | 470,991 | 0.0 | ||
300,000 | Chevron USA, Inc., 3.900%, 11/15/2024 | 295,610 | 0.0 | ||
2,000,000 | (1) | ConocoPhillips Co., 4.025%, 03/15/2062 | 1,518,407 | 0.1 | |
129,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 111,018 | 0.0 | ||
500,000 | ConocoPhillips Co., 4.300%, 11/15/2044 | 418,054 | 0.0 | ||
66,000 | Eastern Gas Transmission & Storage, Inc., 3.600%, 12/15/2024 | 64,050 | 0.0 | ||
500,000 | Ecopetrol SA, 4.125%, 01/16/2025 | 459,468 | 0.0 | ||
250,000 | Enbridge, Inc., 3.500%, 06/10/2024 | 243,811 | 0.0 | ||
250,000 | Enbridge, Inc., 4.500%, 06/10/2044 | 199,993 | 0.0 | ||
500,000 | Energy Transfer L.P., 3.450%, 01/15/2023 | 497,455 | 0.0 | ||
500,000 | Energy Transfer L.P., 3.600%, 02/01/2023 | 497,965 | 0.0 | ||
500,000 | Energy Transfer L.P., 4.950%, 01/15/2043 | 386,039 | 0.0 | ||
800,000 | Energy Transfer L.P., 6.125%, 12/15/2045 | 703,810 | 0.0 | ||
1,809,000 | Energy Transfer L.P., 6.500%, 02/01/2042 | 1,688,424 | 0.1 | ||
1,000,000 | Enterprise Products Operating LLC, 3.200%, 02/15/2052 | 640,195 | 0.0 | ||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 477,438 | 0.0 | ||
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 96,931 | 0.0 | ||
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | 476,378 | 0.0 | ||
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | 241,885 | 0.0 | ||
1,100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | 926,008 | 0.0 | ||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 1,492,380 | 0.1 | ||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 1,933,939 | 0.1 | ||
250,000 | EOG Resources, Inc., 4.150%, 01/15/2026 | 243,767 | 0.0 | ||
1,000,000 | Equinor ASA, 2.375%, 05/22/2030 | 831,857 | 0.0 | ||
500,000 | Equinor ASA, 3.625%, 09/10/2028 | 466,545 | 0.0 | ||
500,000 | Equinor ASA, 3.950%, 05/15/2043 | 408,389 | 0.0 | ||
500,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 497,740 | 0.0 | ||
500,000 | Exxon Mobil Corp., 3.043%, 03/01/2026 | 472,925 | 0.0 | ||
500,000 | Exxon Mobil Corp., 4.114%, 03/01/2046 | 414,370 | 0.0 | ||
500,000 | (2) | Halliburton Co., 2.920%, 03/01/2030 | 416,886 | 0.0 | |
31,000 | Halliburton Co., 3.800%, 11/15/2025 | 29,889 | 0.0 | ||
500,000 | Halliburton Co., 4.750%, 08/01/2043 | 403,694 | 0.0 | ||
500,000 | Halliburton Co., 4.850%, 11/15/2035 | 437,314 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
518,000 | Hess Corp., 5.600%, 02/15/2041 | 454,384 | 0.0 | ||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | 492,814 | 0.0 | ||
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 394,782 | 0.0 | ||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 339,847 | 0.0 | ||
1,325,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | 1,320,811 | 0.1 | ||
750,000 | (2) | Kinder Morgan, Inc., 2.000%, 02/15/2031 | 559,203 | 0.0 | |
500,000 | Kinder Morgan, Inc., 3.600%, 02/15/2051 | 325,473 | 0.0 | ||
500,000 | Kinder Morgan, Inc., 4.300%, 06/01/2025 | 488,133 | 0.0 | ||
500,000 | Kinder Morgan, Inc., 5.050%, 02/15/2046 | 409,942 | 0.0 | ||
500,000 | Kinder Morgan, Inc., 5.550%, 06/01/2045 | 437,027 | 0.0 | ||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | 1,077,434 | 0.1 | ||
500,000 | Marathon Oil Corp., 5.200%, 06/01/2045 | 419,733 | 0.0 | ||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 321,968 | 0.0 | ||
1,000,000 | MPLX L.P., 4.000%, 03/15/2028 | 912,642 | 0.0 | ||
1,000,000 | MPLX L.P., 4.875%, 12/01/2024 | 988,790 | 0.1 | ||
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 878,043 | 0.0 | ||
173,000 | Petroleos Mexicanos, 6.700%, 02/16/2032 | 121,645 | 0.0 | ||
1,500,000 | Phillips 66, 3.900%, 03/15/2028 | 1,379,096 | 0.1 | ||
250,000 | Phillips 66, 4.650%, 11/15/2034 | 224,077 | 0.0 | ||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 722,587 | 0.0 | ||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 179,637 | 0.0 | ||
1,500,000 | (2) | Schlumberger Investment SA, 2.650%, 06/26/2030 | 1,250,125 | 0.1 | |
1,040,000 | Shell International Finance BV, 2.875%, 05/10/2026 | 969,803 | 0.1 | ||
1,000,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 961,572 | 0.1 | ||
500,000 | Shell International Finance BV, 3.750%, 09/12/2046 | 381,924 | 0.0 | ||
1,500,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 1,318,483 | 0.1 | ||
250,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 210,686 | 0.0 | ||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 478,605 | 0.0 | ||
500,000 | (2) | Suncor Energy, Inc., 3.750%, 03/04/2051 | 352,341 | 0.0 | |
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/2038 | 1,433,347 | 0.1 | ||
500,000 | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | 492,866 | 0.0 | ||
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | 1,124,778 | 0.1 | ||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | 1,757,364 | 0.1 | ||
1,000,000 | Valero Energy Corp., 6.625%, 06/15/2037 | 997,827 | 0.1 | ||
1,250,000 | Williams Cos, Inc./The, 2.600%, 03/15/2031 | 982,079 | 0.1 | ||
400,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 385,152 | 0.0 | ||
500,000 | Williams Cos, Inc./The, 4.300%, 03/04/2024 | 493,347 | 0.0 | ||
500,000 | Williams Cos, Inc./The, 5.100%, 09/15/2045 | 424,809 | 0.0 | ||
500,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 438,297 | 0.0 | ||
49,648,812 | 1.8 | ||||
Financial: 8.2% | |||||
500,000 | Air Lease Corp., 3.000%, 09/15/2023 | 487,948 | 0.0 | ||
1,000,000 | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | 736,548 | 0.0 | ||
500,000 | Allstate Corp./The, 1.450%, 12/15/2030 | 378,321 | 0.0 | ||
1,000,000 | Allstate Corp./The, 3.280%, 12/15/2026 | 940,004 | 0.1 | ||
750,000 | American Express Co., 3.000%, 10/30/2024 | 724,349 | 0.0 | ||
1,000,000 | American Express Co., 3.300%, 05/03/2027 | 924,413 | 0.1 | ||
1,000,000 | American Express Co., 3.400%, 02/27/2023 | 996,000 | 0.1 | ||
875,000 | American International Group, Inc., 4.375%, 06/30/2050 | 702,941 | 0.0 | ||
500,000 | American Tower Corp., 1.600%, 04/15/2026 | 436,393 | 0.0 | ||
500,000 | American Tower Corp., 2.700%, 04/15/2031 | 393,051 | 0.0 | ||
500,000 | American Tower Corp., 3.375%, 10/15/2026 | 457,524 | 0.0 | ||
1,000,000 | American Tower Corp., 3.500%, 01/31/2023 | 997,058 | 0.1 | ||
750,000 | American Tower Corp., 3.550%, 07/15/2027 | 678,192 | 0.0 | ||
500,000 | Aon Corp., 3.750%, 05/02/2029 | 450,343 | 0.0 | ||
1,000,000 | Aon Global Ltd., 4.450%, 05/24/2043 | 797,576 | 0.0 | ||
500,000 | Aon Global Ltd., 4.600%, 06/14/2044 | 420,808 | 0.0 | ||
500,000 | Aon Global Ltd., 4.750%, 05/15/2045 | 431,820 | 0.0 | ||
264,000 | (2) | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | 264,392 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | AvalonBay Communities, Inc., 2.300%, 03/01/2030 | 412,462 | 0.0 | ||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | 496,886 | 0.0 | ||
600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 595,574 | 0.0 | ||
600,000 | Banco Santander SA, 3.800%, 02/23/2028 | 520,889 | 0.0 | ||
400,000 | Banco Santander SA, 4.250%, 04/11/2027 | 368,115 | 0.0 | ||
400,000 | Banco Santander SA, 5.179%, 11/19/2025 | 386,364 | 0.0 | ||
500,000 | (3) | Bank of America Corp., 1.734%, 07/22/2027 | 429,447 | 0.0 | |
1,000,000 | (3) | Bank of America Corp., 1.843%, 02/04/2025 | 950,937 | 0.1 | |
1,281,000 | (3) | Bank of America Corp., 1.898%, 07/23/2031 | 956,029 | 0.1 | |
500,000 | (3) | Bank of America Corp., 2.496%, 02/13/2031 | 395,093 | 0.0 | |
2,000,000 | (3) | Bank of America Corp., 2.592%, 04/29/2031 | 1,588,129 | 0.1 | |
2,500,000 | (3) | Bank of America Corp., 2.676%, 06/19/2041 | 1,620,328 | 0.1 | |
500,000 | (3) | Bank of America Corp., 2.687%, 04/22/2032 | 390,947 | 0.0 | |
1,000,000 | (3) | Bank of America Corp., 3.093%, 10/01/2025 | 950,494 | 0.1 | |
2,000,000 | Bank of America Corp., 3.300%, 01/11/2023 | 1,995,344 | 0.1 | ||
500,000 | (3) | Bank of America Corp., 3.311%, 04/22/2042 | 352,391 | 0.0 | |
2,384,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 2,119,889 | 0.1 | |
1,000,000 | Bank of America Corp., 3.500%, 04/19/2026 | 940,391 | 0.1 | ||
500,000 | (3) | Bank of America Corp., 3.550%, 03/05/2024 | 496,184 | 0.0 | |
1,020,000 | (3) | Bank of America Corp., 3.824%, 01/20/2028 | 939,680 | 0.1 | |
1,500,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,447,678 | 0.1 | ||
1,000,000 | Bank of America Corp., 4.250%, 10/22/2026 | 951,156 | 0.1 | ||
2,000,000 | Bank of America Corp., 4.450%, 03/03/2026 | 1,929,208 | 0.1 | ||
1,000,000 | (3) | Bank of Montreal, 3.803%, 12/15/2032 | 868,409 | 0.0 | |
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | 490,375 | 0.0 | ||
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | 610,246 | 0.0 | ||
500,000 | Bank of New York Mellon Corp./The, 0.500%, 04/26/2024 | 469,482 | 0.0 | ||
1,000,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 996,194 | 0.1 | ||
750,000 | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | 702,224 | 0.0 | ||
500,000 | (3) | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | 461,930 | 0.0 | |
500,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 483,030 | 0.0 | ||
1,000,000 | (3) | Barclays PLC, 2.667%, 03/10/2032 | 732,232 | 0.0 | |
750,000 | (3) | Barclays PLC, 3.811%, 03/10/2042 | 469,437 | 0.0 | |
750,000 | Barclays PLC, 4.375%, 01/12/2026 | 707,713 | 0.0 | ||
1,000,000 | Barclays PLC, 5.200%, 05/12/2026 | 952,280 | 0.1 | ||
250,000 | Barclays PLC, 5.250%, 08/17/2045 | 199,935 | 0.0 | ||
1,000,000 | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | 833,183 | 0.0 | ||
1,000,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 949,880 | 0.1 | ||
2,000,000 | BlackRock, Inc., 1.900%, 01/28/2031 | 1,564,640 | 0.1 | ||
500,000 | BNP Paribas SA, 3.250%, 03/03/2023 | 497,099 | 0.0 | ||
1,000,000 | (1),(2) | BNP Paribas SA, 3.500%, 11/16/2027 | 886,872 | 0.0 | |
1,000,000 | Boston Properties L.P., 2.550%, 04/01/2032 | 738,942 | 0.0 | ||
500,000 | Boston Properties L.P., 3.250%, 01/30/2031 | 407,617 | 0.0 | ||
1,000,000 | (1) | BPCE SA, 3.250%, 01/11/2028 | 881,175 | 0.0 | |
1,500,000 | (2) | Brighthouse Financial, Inc., 5.625%, 05/15/2030 | 1,408,082 | 0.1 | |
750,000 | Brookfield Finance, Inc., 2.724%, 04/15/2031 | 596,767 | 0.0 | ||
500,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 498,160 | 0.0 | ||
500,000 | Capital One Financial Corp., 3.200%, 02/05/2025 | 475,441 | 0.0 | ||
500,000 | Capital One Financial Corp., 3.300%, 10/30/2024 | 482,141 | 0.0 | ||
1,000,000 | Capital One Financial Corp., 3.650%, 05/11/2027 | 919,111 | 0.1 | ||
500,000 | (2) | Capital One Financial Corp., 3.750%, 04/24/2024 | 489,746 | 0.0 | |
500,000 | Capital One Financial Corp., 3.750%, 07/28/2026 | 462,893 | 0.0 | ||
500,000 | Capital One Financial Corp., 3.800%, 01/31/2028 | 452,654 | 0.0 | ||
500,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 481,292 | 0.0 | ||
500,000 | Charles Schwab Corp./The, 0.750%, 03/18/2024 | 473,070 | 0.0 | ||
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 996,409 | 0.1 | ||
1,000,000 | Charles Schwab Corp./The, 3.200%, 01/25/2028 | 917,330 | 0.1 | ||
1,000,000 | Chubb Corp./The, 6.000%, 05/11/2037 | 1,045,544 | 0.1 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | 744,758 | 0.0 | ||
750,000 | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | 491,731 | 0.0 | ||
750,000 | (3) | Citigroup, Inc., 2.014%, 01/25/2026 | 689,800 | 0.0 | |
1,000,000 | (3) | Citigroup, Inc., 2.561%, 05/01/2032 | 768,937 | 0.0 | |
1,410,000 | (3) | Citigroup, Inc., 2.572%, 06/03/2031 | 1,111,027 | 0.1 | |
500,000 | Citigroup, Inc., 3.400%, 05/01/2026 | 466,704 | 0.0 | ||
1,000,000 | Citigroup, Inc., 3.500%, 05/15/2023 | 993,234 | 0.1 | ||
1,000,000 | (3) | Citigroup, Inc., 3.878%, 01/24/2039 | 786,417 | 0.0 | |
1,500,000 | (3) | Citigroup, Inc., 3.887%, 01/10/2028 | 1,382,135 | 0.1 | |
1,000,000 | (3) | Citigroup, Inc., 3.980%, 03/20/2030 | 888,535 | 0.0 | |
700,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 685,169 | 0.0 | ||
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,355,805 | 0.1 | ||
500,000 | Citigroup, Inc., 4.300%, 11/20/2026 | 473,781 | 0.0 | ||
500,000 | Citigroup, Inc., 4.400%, 06/10/2025 | 486,553 | 0.0 | ||
345,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 319,898 | 0.0 | ||
500,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 488,043 | 0.0 | ||
793,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 693,497 | 0.0 | ||
615,000 | Citigroup, Inc., 8.125%, 07/15/2039 | 728,613 | 0.0 | ||
1,000,000 | Citizens Financial Group, Inc., 3.250%, 04/30/2030 | 819,033 | 0.0 | ||
300,000 | CNA Financial Corp., 4.500%, 03/01/2026 | 293,543 | 0.0 | ||
250,000 | Comerica, Inc., 3.800%, 07/22/2026 | 238,367 | 0.0 | ||
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | 461,220 | 0.0 | ||
500,000 | Corporate Office Properties L.P., 2.750%, 04/15/2031 | 368,234 | 0.0 | ||
1,000,000 | Credit Suisse Group AG, 3.800%, 06/09/2023 | 984,413 | 0.1 | ||
750,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 637,802 | 0.0 | |
500,000 | (2) | Crown Castle, Inc., 1.050%, 07/15/2026 | 422,950 | 0.0 | |
1,000,000 | Crown Castle, Inc., 2.100%, 04/01/2031 | 750,976 | 0.0 | ||
500,000 | Crown Castle, Inc., 2.900%, 04/01/2041 | 325,800 | 0.0 | ||
1,000,000 | Crown Castle, Inc., 3.150%, 07/15/2023 | 986,915 | 0.1 | ||
1,000,000 | (3) | Deutsche Bank AG/New York NY, 1.447%, 04/01/2025 | 920,659 | 0.1 | |
1,000,000 | (3) | Deutsche Bank AG/New York NY, 3.961%, 11/26/2025 | 934,278 | 0.1 | |
400,000 | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | 378,559 | 0.0 | ||
500,000 | Discover Bank, 4.200%, 08/08/2023 | 497,150 | 0.0 | ||
400,000 | Discover Bank, 4.250%, 03/13/2026 | 378,976 | 0.0 | ||
1,000,000 | Duke Realty L.P., 1.750%, 07/01/2030 | 780,647 | 0.0 | ||
500,000 | ERP Operating L.P., 4.500%, 07/01/2044 | 421,016 | 0.0 | ||
500,000 | Federal Realty Investment Trust, 3.500%, 06/01/2030 | 426,328 | 0.0 | ||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/2024 | 396,315 | 0.0 | ||
750,000 | Franklin Resources, Inc., 1.600%, 10/30/2030 | 561,493 | 0.0 | ||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | 479,342 | 0.0 | ||
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | 978,084 | 0.1 | ||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 3,994,945 | 0.2 | ||
1,750,000 | (3) | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | 1,506,071 | 0.1 | |
1,000,000 | (3) | Goldman Sachs Group, Inc./The, 1.757%, 01/24/2025 | 950,733 | 0.1 | |
500,000 | (3) | Goldman Sachs Group, Inc./The, 2.615%, 04/22/2032 | 388,150 | 0.0 | |
1,000,000 | (3) | Goldman Sachs Group, Inc./The, 2.640%, 02/24/2028 | 868,764 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | 497,607 | 0.0 | ||
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.210%, 04/22/2042 | 340,203 | 0.0 | |
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.436%, 02/24/2043 | 347,422 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 462,647 | 0.0 | ||
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 474,078 | 0.0 | ||
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | 443,999 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | 465,171 | 0.0 | ||
1,000,000 | (3) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 929,046 | 0.1 | |
1,000,000 | (3) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 967,131 | 0.1 | |
750,000 | (3) | HSBC Holdings PLC, 4.292%, 09/12/2026 | 707,892 | 0.0 | |
300,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 287,721 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | HSBC Holdings PLC, 4.375%, 11/23/2026 | 466,094 | 0.0 | ||
500,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 446,413 | 0.0 | |
500,000 | (3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 415,500 | 0.0 | |
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/2037 | 3,212,716 | 0.1 | ||
250,000 | HSBC USA, Inc., 3.500%, 06/23/2024 | 243,873 | 0.0 | ||
1,000,000 | Huntington National Bank/The, 3.550%, 10/06/2023 | 989,713 | 0.1 | ||
1,000,000 | Intercontinental Exchange, Inc., 1.850%, 09/15/2032 | 732,434 | 0.0 | ||
1,000,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 855,187 | 0.0 | ||
1,500,000 | (3) | JPMorgan Chase & Co., 1.764%, 11/19/2031 | 1,097,901 | 0.1 | |
1,000,000 | (3) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 851,687 | 0.0 | |
1,500,000 | (3) | JPMorgan Chase & Co., 2.525%, 11/19/2041 | 939,795 | 0.1 | |
1,000,000 | (3) | JPMorgan Chase & Co., 2.580%, 04/22/2032 | 776,202 | 0.0 | |
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 458,804 | 0.0 | ||
2,000,000 | (3) | JPMorgan Chase & Co., 2.956%, 05/13/2031 | 1,586,859 | 0.1 | |
1,000,000 | (3) | JPMorgan Chase & Co., 3.109%, 04/22/2041 | 694,428 | 0.0 | |
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/2025 | 719,714 | 0.0 | ||
750,000 | (3) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 726,232 | 0.0 | |
1,000,000 | (3) | JPMorgan Chase & Co., 3.328%, 04/22/2052 | 661,882 | 0.0 | |
1,000,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 885,920 | 0.0 | |
750,000 | (3) | JPMorgan Chase & Co., 3.540%, 05/01/2028 | 679,693 | 0.0 | |
1,000,000 | (3) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 917,995 | 0.1 | |
750,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 587,433 | 0.0 | |
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/2026 | 944,777 | 0.1 | ||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 938,645 | 0.1 | ||
2,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/2040 | 2,234,759 | 0.1 | ||
500,000 | Kemper Corp., 4.350%, 02/15/2025 | 487,616 | 0.0 | ||
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | 463,409 | 0.0 | ||
500,000 | Kilroy Realty L.P., 2.500%, 11/15/2032 | 360,191 | 0.0 | ||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/2029 | 353,999 | 0.0 | ||
250,000 | Kilroy Realty L.P., 4.375%, 10/01/2025 | 240,704 | 0.0 | ||
1,500,000 | Kimco Realty Corp., 2.700%, 10/01/2030 | 1,210,516 | 0.1 | ||
1,000,000 | Korea Development Bank/The, 1.000%, 09/09/2026 | 869,735 | 0.0 | ||
3,000,000 | Landwirtschaftliche Rentenbank, 0.875%, 09/03/2030 | 2,361,047 | 0.1 | ||
750,000 | Lincoln National Corp., 3.625%, 12/12/2026 | 705,558 | 0.0 | ||
1,000,000 | Lincoln National Corp., 3.800%, 03/01/2028 | 925,342 | 0.1 | ||
500,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 498,860 | 0.0 | |
500,000 | (3) | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 439,137 | 0.0 | |
1,000,000 | (2) | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | 979,355 | 0.1 | |
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | 471,018 | 0.0 | ||
250,000 | Loews Corp., 3.750%, 04/01/2026 | 241,469 | 0.0 | ||
500,000 | (3) | Manulife Financial Corp., 4.061%, 02/24/2032 | 444,687 | 0.0 | |
500,000 | Manulife Financial Corp., 4.150%, 03/04/2026 | 485,252 | 0.0 | ||
500,000 | Manulife Financial Corp., 5.375%, 03/04/2046 | 475,883 | 0.0 | ||
1,000,000 | Markel Corp., 3.625%, 03/30/2023 | 995,581 | 0.1 | ||
1,000,000 | Marsh & McLennan Cos, Inc., 2.250%, 11/15/2030 | 794,856 | 0.0 | ||
750,000 | Marsh & McLennan Cos, Inc., 2.900%, 12/15/2051 | 466,644 | 0.0 | ||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | 386,402 | 0.0 | ||
500,000 | Mastercard, Inc., 2.950%, 03/15/2051 | 341,343 | 0.0 | ||
1,000,000 | (2) | Mastercard, Inc., 3.500%, 02/26/2028 | 934,860 | 0.1 | |
500,000 | MetLife, Inc., 4.050%, 03/01/2045 | 391,737 | 0.0 | ||
400,000 | MetLife, Inc., 4.125%, 08/13/2042 | 324,497 | 0.0 | ||
300,000 | MetLife, Inc., 4.721%, 12/15/2044 | 259,858 | 0.0 | ||
955,000 | MetLife, Inc., 5.000%, 07/15/2052 | 872,841 | 0.0 | ||
750,000 | (1) | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | 697,902 | 0.0 | |
1,000,000 | Mid-America Apartments L.P., 1.700%, 02/15/2031 | 756,676 | 0.0 | ||
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | 497,768 | 0.0 | ||
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | 485,012 | 0.0 | ||
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | 712,321 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 490,734 | 0.0 | |
500,000 | (3) | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | 453,928 | 0.0 | |
1,250,000 | (3) | Morgan Stanley, 1.593%, 05/04/2027 | 1,081,551 | 0.1 | |
1,000,000 | Morgan Stanley, 3.125%, 01/23/2023 | 996,887 | 0.1 | ||
500,000 | Morgan Stanley, 3.125%, 07/27/2026 | 461,035 | 0.0 | ||
500,000 | (3) | Morgan Stanley, 3.217%, 04/22/2042 | 349,430 | 0.0 | |
1,750,000 | (3) | Morgan Stanley, 3.591%, 07/22/2028 | 1,576,040 | 0.1 | |
750,000 | Morgan Stanley, 3.625%, 01/20/2027 | 698,543 | 0.0 | ||
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 487,723 | 0.0 | ||
1,000,000 | (3) | Morgan Stanley, 3.772%, 01/24/2029 | 900,705 | 0.0 | |
750,000 | Morgan Stanley, 3.875%, 04/29/2024 | 736,800 | 0.0 | ||
500,000 | Morgan Stanley, 3.875%, 01/27/2026 | 477,241 | 0.0 | ||
750,000 | Morgan Stanley, 3.950%, 04/23/2027 | 698,068 | 0.0 | ||
750,000 | Morgan Stanley, 4.000%, 07/23/2025 | 726,535 | 0.0 | ||
1,000,000 | Morgan Stanley, 4.100%, 05/22/2023 | 996,995 | 0.1 | ||
500,000 | Morgan Stanley, 4.350%, 09/08/2026 | 476,873 | 0.0 | ||
800,000 | Morgan Stanley, 4.875%, 11/01/2022 | 800,189 | 0.0 | ||
1,000,000 | Morgan Stanley, 5.000%, 11/24/2025 | 988,169 | 0.1 | ||
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | 457,407 | 0.0 | ||
1,000,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 993,355 | 0.1 | ||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/2025 | 287,112 | 0.0 | ||
1,000,000 | (3) | NatWest Group PLC, 3.073%, 05/22/2028 | 860,512 | 0.0 | |
500,000 | NatWest Group PLC, 4.800%, 04/05/2026 | 479,950 | 0.0 | ||
750,000 | (3) | Northern Trust Corp., 3.375%, 05/08/2032 | 674,151 | 0.0 | |
250,000 | Northern Trust Corp., 3.950%, 10/30/2025 | 244,292 | 0.0 | ||
3,000,000 | Oesterreichische Kontrollbank AG, 0.500%, 02/02/2026 | 2,639,819 | 0.1 | ||
3,000,000 | (1) | Ontario Teachers' Finance Trust, 0.375%, 09/29/2023 | 2,880,319 | 0.1 | |
2,000,000 | (1) | Ontario Teachers' Finance Trust, 1.625%, 09/12/2024 | 1,894,080 | 0.1 | |
750,000 | (2) | ORIX Corp., 2.250%, 03/09/2031 | 582,353 | 0.0 | |
500,000 | Owl Rock Capital Corp., 2.625%, 01/15/2027 | 404,658 | 0.0 | ||
500,000 | PNC Bank NA, 2.700%, 11/01/2022 | 499,493 | 0.0 | ||
750,000 | PNC Bank NA, 3.100%, 10/25/2027 | 686,623 | 0.0 | ||
500,000 | (2) | PNC Bank NA, 3.250%, 01/22/2028 | 459,355 | 0.0 | |
1,000,000 | (3) | PNC Financial Services Group, Inc./The, 2.307%, 04/23/2032 | 787,735 | 0.0 | |
500,000 | (3) | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | 499,584 | 0.0 | |
1,500,000 | Principal Financial Group, Inc., 2.125%, 06/15/2030 | 1,175,145 | 0.1 | ||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/2023 | 297,572 | 0.0 | ||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/2025 | 962,991 | 0.1 | ||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/2024 | 990,772 | 0.1 | ||
1,000,000 | Progressive Corp./The, 4.000%, 03/01/2029 | 945,842 | 0.1 | ||
750,000 | Prologis L.P., 3.250%, 10/01/2026 | 699,687 | 0.0 | ||
893,000 | Prudential Financial, Inc., 3.878%, 03/27/2028 | 845,294 | 0.0 | ||
500,000 | (3) | Prudential Financial, Inc., 5.375%, 05/15/2045 | 473,716 | 0.0 | |
1,000,000 | (3) | Prudential Financial, Inc., 5.625%, 06/15/2043 | 987,530 | 0.1 | |
750,000 | (2) | Public Storage, 1.500%, 11/09/2026 | 664,567 | 0.0 | |
500,000 | Public Storage, 1.850%, 05/01/2028 | 421,873 | 0.0 | ||
250,000 | Public Storage, 2.300%, 05/01/2031 | 200,457 | 0.0 | ||
250,000 | Public Storage, 3.094%, 09/15/2027 | 229,111 | 0.0 | ||
1,500,000 | Realty Income Corp., 3.250%, 01/15/2031 | 1,281,659 | 0.1 | ||
400,000 | Realty Income Corp., 3.875%, 07/15/2024 | 392,973 | 0.0 | ||
300,000 | Realty Income Corp., 4.125%, 10/15/2026 | 287,547 | 0.0 | ||
1,000,000 | Royal Bank of Canada, 0.875%, 01/20/2026 | 869,453 | 0.0 | ||
500,000 | (2) | Royal Bank of Canada, 4.650%, 01/27/2026 | 486,962 | 0.0 | |
2,000,000 | (2) | Simon Property Group L.P., 2.650%, 07/15/2030 | 1,615,602 | 0.1 | |
500,000 | Simon Property Group L.P., 3.375%, 06/15/2027 | 459,528 | 0.0 | ||
1,000,000 | Simon Property Group L.P., 3.500%, 09/01/2025 | 955,620 | 0.1 | ||
500,000 | Simon Property Group L.P., 3.800%, 07/15/2050 | 351,552 | 0.0 | ||
500,000 | Simon Property Group L.P., 4.250%, 10/01/2044 | 384,436 | 0.0 | ||
750,000 | (3) | State Street Corp., 1.746%, 02/06/2026 | 698,925 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
750,000 | State Street Corp., 2.200%, 03/03/2031 | 585,168 | 0.0 | ||
1,500,000 | State Street Corp., 3.100%, 05/15/2023 | 1,487,811 | 0.1 | ||
500,000 | State Street Corp., 3.550%, 08/18/2025 | 483,193 | 0.0 | ||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | 451,075 | 0.0 | ||
750,000 | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | 749,724 | 0.0 | ||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 455,207 | 0.0 | ||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | 458,945 | 0.0 | ||
500,000 | (2) | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | 452,637 | 0.0 | |
300,000 | Synchrony Financial, 4.250%, 08/15/2024 | 292,768 | 0.0 | ||
250,000 | Synchrony Financial, 4.500%, 07/23/2025 | 238,678 | 0.0 | ||
500,000 | Tanger Properties L.P., 3.125%, 09/01/2026 | 448,361 | 0.0 | ||
750,000 | Toronto-Dominion Bank/The, 1.950%, 01/12/2027 | 653,350 | 0.0 | ||
1,000,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 976,128 | 0.1 | ||
1,500,000 | Travelers Cos, Inc./The, 2.550%, 04/27/2050 | 929,252 | 0.1 | ||
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 608,128 | 0.0 | ||
500,000 | Truist Bank, 2.750%, 05/01/2023 | 495,081 | 0.0 | ||
1,000,000 | Truist Bank, 3.000%, 02/02/2023 | 996,841 | 0.1 | ||
500,000 | Truist Bank, 3.300%, 05/15/2026 | 464,384 | 0.0 | ||
500,000 | Truist Bank, 3.625%, 09/16/2025 | 477,139 | 0.0 | ||
400,000 | Truist Bank, 3.800%, 10/30/2026 | 376,622 | 0.0 | ||
1,000,000 | (2) | Truist Financial Corp., 1.125%, 08/03/2027 | 820,127 | 0.0 | |
500,000 | (3) | Truist Financial Corp., 1.267%, 03/02/2027 | 435,232 | 0.0 | |
750,000 | Truist Financial Corp., 2.850%, 10/26/2024 | 722,258 | 0.0 | ||
2,000,000 | US Bancorp, 1.375%, 07/22/2030 | 1,506,227 | 0.1 | ||
500,000 | (3) | US Bancorp, 2.215%, 01/27/2028 | 441,091 | 0.0 | |
750,000 | US Bancorp, 3.150%, 04/27/2027 | 698,414 | 0.0 | ||
250,000 | Ventas Realty L.P., 3.500%, 02/01/2025 | 238,950 | 0.0 | ||
500,000 | Ventas Realty L.P., 3.750%, 05/01/2024 | 488,775 | 0.0 | ||
500,000 | Ventas Realty L.P., 4.125%, 01/15/2026 | 478,979 | 0.0 | ||
1,000,000 | Visa, Inc., 2.050%, 04/15/2030 | 827,671 | 0.0 | ||
1,000,000 | Visa, Inc., 2.700%, 04/15/2040 | 725,461 | 0.0 | ||
750,000 | Visa, Inc., 2.750%, 09/15/2027 | 683,946 | 0.0 | ||
500,000 | Visa, Inc., 3.150%, 12/14/2025 | 477,805 | 0.0 | ||
500,000 | Visa, Inc., 4.300%, 12/14/2045 | 436,567 | 0.0 | ||
500,000 | (3) | Wells Fargo & Co., 2.164%, 02/11/2026 | 460,664 | 0.0 | |
2,000,000 | (3) | Wells Fargo & Co., 2.188%, 04/30/2026 | 1,828,295 | 0.1 | |
1,000,000 | (3) | Wells Fargo & Co., 2.879%, 10/30/2030 | 822,929 | 0.0 | |
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 907,488 | 0.1 | ||
1,875,000 | (3) | Wells Fargo & Co., 3.068%, 04/30/2041 | 1,291,263 | 0.1 | |
1,000,000 | (3) | Wells Fargo & Co., 3.584%, 05/22/2028 | 905,669 | 0.1 | |
500,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 468,005 | 0.0 | ||
1,000,000 | Wells Fargo & Co., 4.900%, 11/17/2045 | 820,709 | 0.0 | ||
983,000 | Wells Fargo & Co., 5.606%, 01/15/2044 | 887,320 | 0.0 | ||
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/2038 | 785,333 | 0.0 | ||
500,000 | Welltower, Inc., 2.800%, 06/01/2031 | 395,644 | 0.0 | ||
500,000 | Welltower, Inc., 4.000%, 06/01/2025 | 479,824 | 0.0 | ||
500,000 | Western Union Co/The, 1.350%, 03/15/2026 | 431,407 | 0.0 | ||
1,000,000 | (2) | Westpac Banking Corp., 2.750%, 01/11/2023 | 996,246 | 0.1 | |
750,000 | (3) | Westpac Banking Corp., 4.322%, 11/23/2031 | 684,812 | 0.0 | |
500,000 | Zions Bancorp NA, 3.250%, 10/29/2029 | 411,296 | 0.0 | ||
220,723,837 | 8.2 | ||||
Industrial: 2.3% | |||||
750,000 | 3M Co., 2.250%, 09/19/2026 | 672,662 | 0.0 | ||
1,000,000 | (2) | 3M Co., 2.875%, 10/15/2027 | 897,537 | 0.1 | |
100,000 | 3M Co., 3.000%, 08/07/2025 | 95,134 | 0.0 | ||
200,000 | 3M Co., 3.875%, 06/15/2044 | 148,941 | 0.0 | ||
1,000,000 | (2) | 3M Co., 4.000%, 09/14/2048 | 784,092 | 0.0 | |
500,000 | Agilent Technologies, Inc., 2.300%, 03/12/2031 | 390,833 | 0.0 | ||
1,000,000 | Boeing Co/The, 2.196%, 02/04/2026 | 888,330 | 0.1 | ||
500,000 | Boeing Co/The, 2.800%, 03/01/2027 | 439,916 | 0.0 | ||
500,000 | Boeing Co/The, 3.300%, 03/01/2035 | 353,946 | 0.0 | ||
500,000 | Boeing Co/The, 3.600%, 05/01/2034 | 375,686 | 0.0 | ||
1,000,000 | Boeing Co/The, 5.040%, 05/01/2027 | 964,712 | 0.1 | ||
3,000,000 | Boeing Co/The, 5.150%, 05/01/2030 | 2,778,667 | 0.1 | ||
1,000,000 | Boeing Co/The, 5.705%, 05/01/2040 | 875,962 | 0.1 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
500,000 | Burlington Northern Santa Fe LLC, 2.875%, 06/15/2052 | 327,870 | 0.0 | ||
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | 496,450 | 0.0 | ||
1,000,000 | Burlington Northern Santa Fe LLC, 3.300%, 09/15/2051 | 715,249 | 0.0 | ||
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 431,490 | 0.0 | ||
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 434,472 | 0.0 | ||
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 366,651 | 0.0 | ||
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/2022 | 997,272 | 0.1 | ||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | 686,634 | 0.0 | ||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | 658,367 | 0.0 | ||
500,000 | (2) | Caterpillar Financial Services Corp., 1.700%, 01/08/2027 | 442,043 | 0.0 | |
200,000 | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | 183,453 | 0.0 | ||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | 298,472 | 0.0 | ||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | 495,642 | 0.0 | ||
500,000 | Caterpillar, Inc., 1.900%, 03/12/2031 | 401,218 | 0.0 | ||
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/2042 | 826,142 | 0.0 | ||
1,000,000 | Caterpillar, Inc., 4.300%, 05/15/2044 | 881,273 | 0.1 | ||
500,000 | CSX Corp., 3.950%, 05/01/2050 | 392,952 | 0.0 | ||
500,000 | CSX Corp., 4.100%, 03/15/2044 | 403,211 | 0.0 | ||
1,000,000 | CSX Corp., 4.400%, 03/01/2043 | 841,172 | 0.0 | ||
500,000 | Deere & Co., 3.900%, 06/09/2042 | 430,575 | 0.0 | ||
2,000,000 | Emerson Electric Co., 1.950%, 10/15/2030 | 1,600,392 | 0.1 | ||
750,000 | (2) | FedEx Corp., 2.400%, 05/15/2031 | 585,106 | 0.0 | |
500,000 | FedEx Corp., 3.250%, 05/15/2041 | 344,554 | 0.0 | ||
1,000,000 | (2) | FedEx Corp., 3.400%, 02/15/2028 | 910,171 | 0.1 | |
200,000 | FedEx Corp., 3.875%, 08/01/2042 | 147,484 | 0.0 | ||
500,000 | FedEx Corp., 4.750%, 11/15/2045 | 404,298 | 0.0 | ||
500,000 | GATX Corp., 1.900%, 06/01/2031 | 361,709 | 0.0 | ||
1,000,000 | GE Capital Funding LLC, 4.550%, 05/15/2032 | 927,988 | 0.1 | ||
3,134,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 2,811,887 | 0.1 | ||
500,000 | General Dynamics Corp., 2.250%, 11/15/2022 | 499,101 | 0.0 | ||
500,000 | General Dynamics Corp., 3.600%, 11/15/2042 | 397,744 | 0.0 | ||
2,600,000 | Honeywell International, Inc., 3.812%, 11/21/2047 | 2,155,469 | 0.1 | ||
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | 493,557 | 0.0 | ||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | 413,704 | 0.0 | ||
500,000 | Jabil, Inc., 1.700%, 04/15/2026 | 434,931 | 0.0 | ||
500,000 | John Deere Capital Corp., 1.500%, 03/06/2028 | 421,748 | 0.0 | ||
1,000,000 | John Deere Capital Corp., 2.800%, 03/06/2023 | 994,619 | 0.1 | ||
1,000,000 | John Deere Capital Corp., 2.800%, 09/08/2027 | 911,867 | 0.1 | ||
500,000 | John Deere Capital Corp., 3.350%, 06/12/2024 | 489,975 | 0.0 | ||
1,000,000 | John Deere Capital Corp., 3.450%, 03/07/2029 | 921,679 | 0.1 | ||
373,000 | (3) | Johnson Controls International plc, 3.625%, 07/02/2024 | 364,426 | 0.0 | |
250,000 | (3) | Johnson Controls International plc, 4.625%, 07/02/2044 | 208,638 | 0.0 | |
24,000 | Johnson Controls International plc, 5.125%, 09/14/2045 | 20,702 | 0.0 | ||
1,500,000 | Lockheed Martin Corp., 2.800%, 06/15/2050 | 996,577 | 0.1 | ||
892,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 863,080 | 0.1 | ||
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/2035 | 1,068,112 | 0.1 | ||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/2036 | 459,062 | 0.0 | ||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/2046 | 457,840 | 0.0 | ||
500,000 | Masco Corp., 1.500%, 02/15/2028 | 404,030 | 0.0 | ||
500,000 | Masco Corp., 2.000%, 02/15/2031 | 375,158 | 0.0 | ||
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/2023 | 1,249,243 | 0.1 | ||
1,000,000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 790,480 | 0.0 | ||
375,000 | Norfolk Southern Corp., 4.800%, 08/15/2043 | 318,901 | 0.0 | ||
750,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 715,818 | 0.0 | ||
500,000 | Northrop Grumman Corp., 3.850%, 04/15/2045 | 382,391 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
1,000,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 797,004 | 0.0 | ||
500,000 | Otis Worldwide Corp., 2.293%, 04/05/2027 | 443,678 | 0.0 | ||
500,000 | Otis Worldwide Corp., 3.112%, 02/15/2040 | 353,970 | 0.0 | ||
200,000 | Packaging Corp. of America, 3.650%, 09/15/2024 | 195,264 | 0.0 | ||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/2034 | 218,765 | 0.0 | ||
500,000 | Raytheon Technologies Corp., 3.030%, 03/15/2052 | 327,652 | 0.0 | ||
500,000 | Raytheon Technologies Corp., 4.150%, 05/15/2045 | 402,183 | 0.0 | ||
1,000,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 872,764 | 0.1 | ||
500,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 429,180 | 0.0 | ||
1,000,000 | Raytheon Technologies Corp., 4.625%, 11/16/2048 | 865,674 | 0.1 | ||
500,000 | Republic Services, Inc., 2.300%, 03/01/2030 | 411,201 | 0.0 | ||
500,000 | Ryder System, Inc., 1.750%, 09/01/2026 | 441,961 | 0.0 | ||
500,000 | Ryder System, Inc., 2.900%, 12/01/2026 | 448,075 | 0.0 | ||
500,000 | Stanley Black & Decker, Inc., 2.300%, 03/15/2030 | 404,319 | 0.0 | ||
252,000 | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | 219,742 | 0.0 | ||
250,000 | Teledyne Technologies, Inc., 2.750%, 04/01/2031 | 197,525 | 0.0 | ||
500,000 | (2) | Textron, Inc., 2.450%, 03/15/2031 | 384,313 | 0.0 | |
500,000 | Trane Technologies Luxembourg Finance SA, 3.800%, 03/21/2029 | 449,707 | 0.0 | ||
500,000 | Trane Technologies Luxembourg Finance SA, 4.500%, 03/21/2049 | 398,744 | 0.0 | ||
250,000 | Trane Technologies Luxembourg Finance SA, 4.650%, 11/01/2044 | 204,761 | 0.0 | ||
500,000 | Union Pacific Corp., 2.750%, 04/15/2023 | 496,027 | 0.0 | ||
500,000 | Union Pacific Corp., 2.750%, 03/01/2026 | 466,535 | 0.0 | ||
750,000 | Union Pacific Corp., 2.950%, 03/10/2052 | 496,502 | 0.0 | ||
500,000 | Union Pacific Corp., 2.973%, 09/16/2062 | 304,185 | 0.0 | ||
250,000 | Union Pacific Corp., 3.375%, 02/01/2035 | 203,974 | 0.0 | ||
250,000 | Union Pacific Corp., 3.750%, 03/15/2024 | 246,514 | 0.0 | ||
250,000 | Union Pacific Corp., 3.799%, 10/01/2051 | 193,093 | 0.0 | ||
750,000 | Union Pacific Corp., 3.799%, 04/06/2071 | 530,309 | 0.0 | ||
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 968,088 | 0.1 | ||
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 929,275 | 0.1 | ||
1,000,000 | Vulcan Materials Co., 3.500%, 06/01/2030 | 856,254 | 0.0 | ||
1,000,000 | Waste Management, Inc., 1.150%, 03/15/2028 | 821,016 | 0.0 | ||
750,000 | Waste Management, Inc., 1.500%, 03/15/2031 | 569,799 | 0.0 | ||
500,000 | Waste Management, Inc., 2.500%, 11/15/2050 | 305,761 | 0.0 | ||
61,133,281 | 2.3 | ||||
Technology: 1.9% | |||||
500,000 | Adobe, Inc., 2.150%, 02/01/2027 | 451,582 | 0.0 | ||
750,000 | Apple, Inc., 1.200%, 02/08/2028 | 628,600 | 0.0 | ||
1,000,000 | Apple, Inc., 1.650%, 05/11/2030 | 806,561 | 0.0 | ||
750,000 | Apple, Inc., 2.375%, 02/08/2041 | 521,056 | 0.0 | ||
1,000,000 | Apple, Inc., 2.400%, 01/13/2023 | 996,781 | 0.1 | ||
1,000,000 | Apple, Inc., 2.400%, 05/03/2023 | 989,385 | 0.1 | ||
1,000,000 | Apple, Inc., 2.650%, 05/11/2050 | 661,444 | 0.0 | ||
750,000 | Apple, Inc., 2.650%, 02/08/2051 | 494,694 | 0.0 | ||
750,000 | Apple, Inc., 3.000%, 02/09/2024 | 737,106 | 0.0 | ||
1,000,000 | Apple, Inc., 3.200%, 05/13/2025 | 968,737 | 0.1 | ||
1,000,000 | Apple, Inc., 3.250%, 02/23/2026 | 960,569 | 0.1 | ||
1,000,000 | Apple, Inc., 3.350%, 02/09/2027 | 955,909 | 0.1 | ||
500,000 | Apple, Inc., 3.450%, 05/06/2024 | 491,981 | 0.0 | ||
500,000 | Apple, Inc., 3.450%, 02/09/2045 | 395,787 | 0.0 | ||
1,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 841,018 | 0.0 | ||
400,000 | Apple, Inc., 4.375%, 05/13/2045 | 360,510 | 0.0 | ||
500,000 | Apple, Inc., 4.450%, 05/06/2044 | 455,434 | 0.0 | ||
500,000 | Applied Materials, Inc., 3.900%, 10/01/2025 | 489,962 | 0.0 | ||
250,000 | Autodesk, Inc., 4.375%, 06/15/2025 | 246,445 | 0.0 | ||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 921,265 | 0.0 | ||
1,052,000 | (1) | Broadcom, Inc., 4.926%, 05/15/2037 | 869,429 | 0.0 | |
106,000 | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 106,299 | 0.0 | ||
400,000 | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 402,015 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
99,000 | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 107,062 | 0.0 | ||
500,000 | Fidelity National Information Services, Inc., 1.150%, 03/01/2026 | 433,215 | 0.0 | ||
500,000 | Fidelity National Information Services, Inc., 1.650%, 03/01/2028 | 411,177 | 0.0 | ||
500,000 | Fidelity National Information Services, Inc., 2.250%, 03/01/2031 | 385,657 | 0.0 | ||
1,000,000 | Fiserv, Inc., 2.250%, 06/01/2027 | 864,829 | 0.0 | ||
2,000,000 | Fiserv, Inc., 2.650%, 06/01/2030 | 1,623,493 | 0.1 | ||
1,000,000 | Hewlett Packard Enterprise Co., 1.450%, 04/01/2024 | 949,908 | 0.1 | ||
1,000,000 | HP, Inc., 2.200%, 06/17/2025 | 926,706 | 0.1 | ||
500,000 | HP, Inc., 3.400%, 06/17/2030 | 404,399 | 0.0 | ||
1,000,000 | Intel Corp., 2.450%, 11/15/2029 | 835,702 | 0.0 | ||
1,000,000 | (2) | Intel Corp., 3.150%, 05/11/2027 | 930,061 | 0.1 | |
500,000 | Intel Corp., 3.250%, 11/15/2049 | 332,552 | 0.0 | ||
1,760,000 | Intel Corp., 3.700%, 07/29/2025 | 1,716,260 | 0.1 | ||
272,000 | Intel Corp., 3.734%, 12/08/2047 | 202,868 | 0.0 | ||
3,000,000 | International Business Machines Corp., 1.950%, 05/15/2030 | 2,386,816 | 0.1 | ||
1,000,000 | International Business Machines Corp., 2.850%, 05/15/2040 | 696,939 | 0.0 | ||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/2023 | 992,450 | 0.1 | ||
1,000,000 | International Business Machines Corp., 3.450%, 02/19/2026 | 953,611 | 0.1 | ||
400,000 | Lam Research Corp., 3.800%, 03/15/2025 | 391,247 | 0.0 | ||
750,000 | Lam Research Corp., 4.000%, 03/15/2029 | 702,819 | 0.0 | ||
1,000,000 | Microsoft Corp., 2.375%, 05/01/2023 | 989,902 | 0.1 | ||
1,000,000 | Microsoft Corp., 2.400%, 08/08/2026 | 926,765 | 0.1 | ||
2,250,000 | Microsoft Corp., 2.525%, 06/01/2050 | 1,478,569 | 0.1 | ||
87,000 | Microsoft Corp., 2.675%, 06/01/2060 | 54,999 | 0.0 | ||
500,000 | Microsoft Corp., 2.875%, 02/06/2024 | 490,223 | 0.0 | ||
1,000,000 | Microsoft Corp., 2.921%, 03/17/2052 | 707,538 | 0.0 | ||
413,000 | Microsoft Corp., 3.041%, 03/17/2062 | 283,269 | 0.0 | ||
500,000 | Microsoft Corp., 3.125%, 11/03/2025 | 480,595 | 0.0 | ||
1,500,000 | Microsoft Corp., 3.300%, 02/06/2027 | 1,430,999 | 0.1 | ||
250,000 | Microsoft Corp., 3.500%, 02/12/2035 | 225,033 | 0.0 | ||
750,000 | Microsoft Corp., 3.625%, 12/15/2023 | 743,718 | 0.0 | ||
1,000,000 | NVIDIA Corp., 2.850%, 04/01/2030 | 858,589 | 0.0 | ||
1,000,000 | NVIDIA Corp., 3.500%, 04/01/2040 | 779,389 | 0.0 | ||
500,000 | NVIDIA Corp., 3.500%, 04/01/2050 | 367,595 | 0.0 | ||
750,000 | Oracle Corp., 1.650%, 03/25/2026 | 657,818 | 0.0 | ||
500,000 | Oracle Corp., 2.500%, 10/15/2022 | 499,729 | 0.0 | ||
500,000 | Oracle Corp., 2.875%, 03/25/2031 | 394,919 | 0.0 | ||
1,000,000 | Oracle Corp., 2.950%, 11/15/2024 | 955,073 | 0.1 | ||
750,000 | Oracle Corp., 2.950%, 05/15/2025 | 706,727 | 0.0 | ||
1,000,000 | Oracle Corp., 3.250%, 11/15/2027 | 892,415 | 0.0 | ||
500,000 | (2) | Oracle Corp., 3.400%, 07/08/2024 | 486,374 | 0.0 | |
500,000 | Oracle Corp., 3.650%, 03/25/2041 | 340,588 | 0.0 | ||
400,000 | Oracle Corp., 3.850%, 07/15/2036 | 299,986 | 0.0 | ||
750,000 | Oracle Corp., 3.900%, 05/15/2035 | 576,001 | 0.0 | ||
500,000 | Oracle Corp., 3.950%, 03/25/2051 | 332,551 | 0.0 | ||
750,000 | Oracle Corp., 4.125%, 05/15/2045 | 517,101 | 0.0 | ||
180,000 | Oracle Corp., 4.300%, 07/08/2034 | 147,013 | 0.0 | ||
1,500,000 | Oracle Corp., 5.375%, 07/15/2040 | 1,253,315 | 0.1 | ||
500,000 | QUALCOMM, Inc., 2.150%, 05/20/2030 | 412,892 | 0.0 | ||
850,000 | QUALCOMM, Inc., 4.650%, 05/20/2035 | 799,577 | 0.0 | ||
350,000 | QUALCOMM, Inc., 4.800%, 05/20/2045 | 317,798 | 0.0 | ||
50,407,400 | 1.9 | ||||
Utilities: 2.2% | |||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/2044 | 208,710 | 0.0 | ||
500,000 | Appalachian Power Co., 3.700%, 05/01/2050 | 355,111 | 0.0 | ||
500,000 | Appalachian Power Co., 4.400%, 05/15/2044 | 400,550 | 0.0 | ||
750,000 | Appalachian Power Co., 4.450%, 06/01/2045 | 606,084 | 0.0 | ||
750,000 | Arizona Public Service Co., 2.950%, 09/15/2027 | 668,009 | 0.0 | ||
400,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 387,882 | 0.0 | ||
1,000,000 | Arizona Public Service Co., 3.350%, 05/15/2050 | 656,229 | 0.0 | ||
500,000 | Atlantic City Electric Co., 2.300%, 03/15/2031 | 406,018 | 0.0 | ||
500,000 | Atmos Energy Corp., 4.125%, 10/15/2044 | 405,791 | 0.0 | ||
500,000 | Atmos Energy Corp., 4.125%, 03/15/2049 | 404,521 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
1,000,000 | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | 992,506 | 0.1 | ||
500,000 | Baltimore Gas and Electric Co., 3.500%, 08/15/2046 | 369,521 | 0.0 | ||
1,000,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | 1,024,892 | 0.1 | ||
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | 698,341 | 0.0 | ||
750,000 | CenterPoint Energy Houston Electric LLC, 3.350%, 04/01/2051 | 539,771 | 0.0 | ||
250,000 | CMS Energy Corp., 3.875%, 03/01/2024 | 245,375 | 0.0 | ||
250,000 | CMS Energy Corp., 4.875%, 03/01/2044 | 216,559 | 0.0 | ||
500,000 | Commonwealth Edison Co., 3.125%, 03/15/2051 | 339,970 | 0.0 | ||
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | 154,932 | 0.0 | ||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | 415,757 | 0.0 | ||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | 415,649 | 0.0 | ||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 329,306 | 0.0 | ||
500,000 | Consumers Energy Co., 3.950%, 07/15/2047 | 402,438 | 0.0 | ||
250,000 | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | 226,151 | 0.0 | ||
750,000 | Dominion Energy, Inc., 1.450%, 04/15/2026 | 659,382 | 0.0 | ||
750,000 | Dominion Energy, Inc., 3.300%, 04/15/2041 | 542,442 | 0.0 | ||
250,000 | DTE Electric Co., 4.300%, 07/01/2044 | 209,965 | 0.0 | ||
1,000,000 | DTE Energy Co., 1.050%, 06/01/2025 | 896,177 | 0.1 | ||
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | 496,164 | 0.0 | ||
750,000 | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | 616,900 | 0.0 | ||
750,000 | Duke Energy Carolinas LLC, 3.450%, 04/15/2051 | 537,588 | 0.0 | ||
1,000,000 | (2) | Duke Energy Corp., 2.450%, 06/01/2030 | 800,512 | 0.0 | |
500,000 | Duke Energy Corp., 3.750%, 09/01/2046 | 355,413 | 0.0 | ||
500,000 | Duke Energy Corp., 3.950%, 10/15/2023 | 494,564 | 0.0 | ||
500,000 | Duke Energy Corp., 4.800%, 12/15/2045 | 413,803 | 0.0 | ||
1,000,000 | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 936,224 | 0.1 | ||
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/2044 | 121,427 | 0.0 | ||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 609,421 | 0.0 | ||
134,000 | Eastern Energy Gas Holdings LLC, 3.600%, 12/15/2024 | 130,041 | 0.0 | ||
500,000 | (2) | Enel Generacion Chile SA, 4.250%, 04/15/2024 | 484,770 | 0.0 | |
500,000 | Entergy Arkansas LLC, 3.350%, 06/15/2052 | 342,535 | 0.0 | ||
400,000 | Entergy Arkansas LLC, 3.500%, 04/01/2026 | 380,472 | 0.0 | ||
400,000 | Entergy Arkansas LLC, 3.700%, 06/01/2024 | 394,678 | 0.0 | ||
500,000 | Entergy Corp., 2.400%, 06/15/2031 | 382,790 | 0.0 | ||
1,000,000 | Entergy Corp., 2.800%, 06/15/2030 | 811,336 | 0.1 | ||
500,000 | Entergy Louisiana LLC, 2.350%, 06/15/2032 | 388,136 | 0.0 | ||
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 448,683 | 0.0 | ||
500,000 | Essential Utilities, Inc., 2.400%, 05/01/2031 | 391,187 | 0.0 | ||
1,000,000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 820,600 | 0.1 | ||
500,000 | Evergy Kansas Central, Inc., 4.625%, 09/01/2043 | 417,086 | 0.0 | ||
1,000,000 | Exelon Corp., 4.950%, 06/15/2035 | 915,595 | 0.1 | ||
750,000 | Exelon Corp., 5.100%, 06/15/2045 | 670,134 | 0.0 | ||
500,000 | Florida Power & Light Co., 3.250%, 06/01/2024 | 489,734 | 0.0 | ||
750,000 | Florida Power & Light Co., 3.800%, 12/15/2042 | 602,036 | 0.0 | ||
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/2042 | 1,251,441 | 0.1 | ||
500,000 | Georgia Power Co., 3.250%, 03/15/2051 | 331,012 | 0.0 | ||
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/2046 | 419,489 | 0.0 | ||
1,000,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 929,725 | 0.1 | |
1,000,000 | ITC Holdings Corp., 3.350%, 11/15/2027 | 911,506 | 0.1 | ||
250,000 | ITC Holdings Corp., 3.650%, 06/15/2024 | 243,797 | 0.0 | ||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | 488,014 | 0.0 | ||
1,000,000 | Kentucky Utilities Co., 3.300%, 06/01/2050 | 697,659 | 0.0 | ||
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/2040 | 2,308,483 | 0.1 | ||
500,000 | MidAmerican Energy Co., 3.100%, 05/01/2027 | 463,820 | 0.0 | ||
500,000 | MidAmerican Energy Co., 3.950%, 08/01/2047 | 397,722 | 0.0 | ||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 1,605,420 | 0.1 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
250,000 | (1) | Monongahela Power Co., 5.400%, 12/15/2043 | 228,699 | 0.0 | |
500,000 | National Fuel Gas Co., 2.950%, 03/01/2031 | 391,021 | 0.0 | ||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/2025 | 988,624 | 0.1 | ||
500,000 | National Fuel Gas Co., 5.500%, 01/15/2026 | 491,605 | 0.0 | ||
1,000,000 | (3) | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 898,780 | 0.1 | |
500,000 | Northern States Power Co/MN, 4.125%, 05/15/2044 | 420,378 | 0.0 | ||
250,000 | Oklahoma Gas and Electric Co., 4.000%, 12/15/2044 | 190,836 | 0.0 | ||
250,000 | Oklahoma Gas and Electric Co., 4.550%, 03/15/2044 | 208,944 | 0.0 | ||
1,500,000 | Pacific Gas and Electric Co., 2.100%, 08/01/2027 | 1,214,660 | 0.1 | ||
1,500,000 | Pacific Gas and Electric Co., 2.500%, 02/01/2031 | 1,093,315 | 0.1 | ||
500,000 | Pacific Gas and Electric Co., 3.250%, 06/01/2031 | 382,226 | 0.0 | ||
1,500,000 | Pacific Gas and Electric Co., 3.300%, 08/01/2040 | 963,379 | 0.1 | ||
1,500,000 | Pacific Gas and Electric Co., 3.500%, 08/01/2050 | 916,484 | 0.1 | ||
500,000 | Pacific Gas and Electric Co., 4.200%, 06/01/2041 | 344,423 | 0.0 | ||
1,000,000 | PacifiCorp, 4.150%, 02/15/2050 | 806,971 | 0.0 | ||
750,000 | PECO Energy Co., 4.150%, 10/01/2044 | 625,205 | 0.0 | ||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | 212,762 | 0.0 | ||
500,000 | Public Service Co. of Colorado, 1.900%, 01/15/2031 | 396,942 | 0.0 | ||
1,000,000 | Public Service Co. of Colorado, 3.700%, 06/15/2028 | 935,240 | 0.1 | ||
500,000 | Public Service Co. of Colorado, 4.100%, 06/15/2048 | 408,788 | 0.0 | ||
1,000,000 | Public Service Electric and Gas Co., 2.375%, 05/15/2023 | 984,516 | 0.1 | ||
750,000 | Public Service Electric and Gas Co., 3.800%, 01/01/2043 | 601,982 | 0.0 | ||
250,000 | Public Service Electric and Gas Co., 4.000%, 06/01/2044 | 194,043 | 0.0 | ||
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 693,372 | 0.0 | ||
999,518 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | 911,288 | 0.1 | ||
500,000 | Southern California Edison Co., 3.900%, 03/15/2043 | 371,833 | 0.0 | ||
750,000 | Southern California Edison Co., 4.000%, 04/01/2047 | 548,493 | 0.0 | ||
500,000 | Southern California Edison Co., 4.650%, 10/01/2043 | 412,243 | 0.0 | ||
500,000 | Southern California Gas Co., 4.300%, 01/15/2049 | 404,607 | 0.0 | ||
1,000,000 | Southern Co. Gas Capital Corp., 1.750%, 01/15/2031 | 742,598 | 0.0 | ||
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 789,460 | 0.0 | ||
500,000 | Southern Co/The, 1.750%, 03/15/2028 | 408,907 | 0.0 | ||
500,000 | Southern Power Co., 4.150%, 12/01/2025 | 483,092 | 0.0 | ||
500,000 | Tampa Electric Co., 2.400%, 03/15/2031 | 405,965 | 0.0 | ||
250,000 | Tampa Electric Co., 3.450%, 03/15/2051 | 176,195 | 0.0 | ||
250,000 | Union Electric Co., 3.500%, 04/15/2024 | 243,927 | 0.0 | ||
300,000 | Union Electric Co., 3.900%, 09/15/2042 | 240,982 | 0.0 | ||
250,000 | Virginia Electric and Power Co., 2.950%, 11/15/2051 | 162,551 | 0.0 | ||
500,000 | Virginia Electric and Power Co., 4.450%, 02/15/2044 | 422,258 | 0.0 | ||
1,533,000 | Virginia Electric and Power Co., 6.000%, 05/15/2037 | 1,550,483 | 0.1 | ||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | 199,951 | 0.0 | ||
500,000 | Wisconsin Power and Light Co., 4.100%, 10/15/2044 | 389,128 | 0.0 | ||
60,135,112 | 2.2 | ||||
Total Corporate Bonds/Notes | |||||
(Cost $798,375,558) | 687,308,195 | 25.6 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.0% | |||||
459,952 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 421,268 | 0.0 | ||
378,980 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | 397,629 | 0.0 | ||
Total Collateralized Mortgage Obligations | |||||
(Cost $877,663) | 818,897 | 0.0 | |||
MUNICIPAL BONDS: 0.9% | |||||
California: 0.2% | |||||
4,335,000 | State of California, 7.550%, 04/01/2039 | 5,409,340 | 0.2 | ||
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
Connecticut: 0.2% | |||||
3,735,000 | State of Connecticut, 5.850%, 03/15/2032 | 3,936,544 | 0.2 | ||
New Jersey: 0.2% | |||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | 4,053,975 | 0.1 | ||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | 2,242,557 | 0.1 | ||
6,296,532 | 0.2 | ||||
New York: 0.1% | |||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | 3,757,752 | 0.1 | ||
Washington: 0.2% | |||||
3,900,000 | State of Washington, 5.140%, 08/01/2040 | 4,041,721 | 0.2 | ||
Total Municipal Bonds | |||||
(Cost $22,710,966) | 23,441,889 | 0.9 | |||
U.S. TREASURY OBLIGATIONS: 41.5% | |||||
U.S. Treasury Bonds: 7.9% | |||||
160,000 | 1.250%,05/15/2050 | 89,628 | 0.0 | ||
215,300 | 1.625%,11/15/2050 | 133,772 | 0.0 | ||
10,159,000 | 2.250%,08/15/2046 | 7,324,401 | 0.3 | ||
7,000,000 | 2.500%,02/15/2046 | 5,320,547 | 0.2 | ||
9,072,000 | 2.500%,05/15/2046 | 6,884,798 | 0.3 | ||
75,075,000 | 2.875%,05/15/2052 | 62,980,887 | 2.3 | ||
9,022,000 | 3.000%,11/15/2044 | 7,544,647 | 0.3 | ||
10,042,000 | 3.000%,11/15/2045 | 8,389,385 | 0.3 | ||
26,600 | 3.000%,02/15/2049 | 22,714 | 0.0 | ||
5,686,000 | 3.125%,08/15/2044 | 4,864,417 | 0.2 | ||
4,488,400 | 3.250%,05/15/2042 | 3,984,858 | 0.1 | ||
71,341,400 | (2) | 3.375%,08/15/2042 | 64,641,997 | 2.4 | |
13,888,000 | 3.625%,08/15/2043 | 12,962,495 | 0.5 | ||
11,092,000 | 3.625%,02/15/2044 | 10,319,459 | 0.4 | ||
9,251,000 | 3.750%,11/15/2043 | 8,794,955 | 0.3 | ||
7,845,000 | 3.875%,08/15/2040 | 7,716,906 | 0.3 | ||
211,975,866 | 7.9 | ||||
U.S. Treasury Notes: 33.6% | |||||
97,000 | 0.125%,10/15/2023 | 92,920 | 0.0 | ||
18,549,700 | 0.375%,01/31/2026 | 16,342,575 | 0.6 | ||
405,700 | 0.500%,11/30/2023 | 388,363 | 0.0 | ||
16,424,200 | 1.250%,11/30/2026 | 14,618,821 | 0.6 | ||
54,972,900 | 1.500%,01/31/2027 | 49,290,935 | 1.8 | ||
69,000 | 1.750%,01/31/2023 | 68,561 | 0.0 | ||
10,000 | 1.875%,06/30/2026 | 9,211 | 0.0 | ||
12,133,000 | 2.000%,11/15/2026 | 11,144,350 | 0.4 | ||
19,000 | 2.250%,04/30/2024 | 18,400 | 0.0 | ||
6,457,000 | 2.250%,11/15/2024 | 6,195,189 | 0.2 | ||
931,000 | 2.750%,04/30/2027 | 878,813 | 0.0 | ||
47,690,000 | (2) | 2.750%,08/15/2032 | 43,613,995 | 1.6 | |
49,821,300 | 2.875%,06/15/2025 | 48,056,147 | 1.8 | ||
7,725,200 | 3.000%,07/15/2025 | 7,467,794 | 0.3 | ||
14,366,000 | 3.125%,08/31/2027 | 13,782,381 | 0.5 | ||
14,085,000 | 3.125%,08/31/2029 | 13,370,847 | 0.5 | ||
13,610,000 | (2) | 3.250%,08/31/2024 | 13,365,445 | 0.5 | |
32,300 | 3.250%,06/30/2027 | 31,135 | 0.0 | ||
187,998,000 | 3.500%,09/15/2025 | 184,179,291 | 6.9 | ||
56,902,000 | 3.875%,09/30/2029 | 56,657,499 | 2.1 | ||
210,152,000 | 4.125%,09/30/2027 | 210,857,980 | 7.9 | ||
210,901,000 | 4.250%,09/30/2024 | 211,016,338 | 7.9 | ||
901,446,990 | 33.6 | ||||
Total U.S. Treasury Obligations | |||||
(Cost $1,162,393,148) | 1,113,422,856 | 41.5 | |||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 29.5% | |||||
Federal Home Loan Bank: 0.1% | |||||
2,000,000 | 3.500%,06/11/2032 | 1,878,221 | 0.1 | ||
Federal Home Loan Mortgage Corporation: 3.2%(4) | |||||
626,954 | 2.349%, (US0012M + 1.900%),02/01/2042 | 622,118 | 0.0 | ||
2,829,389 | 3.000%,04/01/2045 | 2,527,822 | 0.1 | ||
3,075,009 | 3.000%,04/01/2045 | 2,747,906 | 0.1 | ||
10,878,214 | 3.000%,05/01/2045 | 9,716,492 | 0.4 | ||
5,149,821 | 3.000%,11/01/2046 | 4,581,073 | 0.2 | ||
5,488,916 | 3.000%,11/01/2047 | 4,896,820 | 0.2 | ||
630,778 | 3.500%,01/01/2042 | 582,587 | 0.0 | ||
115,230 | 3.500%,01/01/2042 | 106,068 | 0.0 | ||
2,525,278 | 3.500%,08/01/2042 | 2,333,000 | 0.1 | ||
10,380,514 | 3.500%,04/01/2043 | 9,579,893 | 0.4 | ||
10,831,273 | 3.500%,02/01/2044 | 9,997,754 | 0.4 | ||
3,869,258 | 3.500%,12/01/2046 | 3,548,635 | 0.2 | ||
2,156,034 | 3.500%,12/01/2047 | 1,973,745 | 0.1 | ||
11,761,915 | 3.500%,03/01/2048 | 10,810,986 | 0.4 | ||
166,331 | 4.000%,01/01/2025 | 161,218 | 0.0 | ||
41,335 | 4.000%,08/01/2040 | 39,386 | 0.0 | ||
622,397 | 4.000%,04/01/2041 | 594,498 | 0.0 | ||
690,608 | 4.000%,05/01/2041 | 659,651 | 0.0 | ||
29,646 | 4.000%,08/01/2041 | 28,318 | 0.0 | ||
68,100 | 4.000%,12/01/2041 | 64,719 | 0.0 | ||
155,318 | 4.000%,01/01/2042 | 147,239 | 0.0 | ||
1,288,633 | 4.000%,03/01/2042 | 1,230,889 | 0.1 | ||
43,122 | 4.000%,12/01/2042 | 41,136 | 0.0 | ||
568,871 | 4.000%,02/01/2044 | 539,493 | 0.0 | ||
221,690 | 4.000%,07/01/2045 | 211,176 | 0.0 | ||
237,220 | 4.000%,09/01/2045 | 225,493 | 0.0 | ||
159,941 | 4.000%,09/01/2045 | 152,133 | 0.0 | ||
207,378 | 4.000%,09/01/2045 | 196,296 | 0.0 | ||
3,888,493 | 4.000%,11/01/2045 | 3,682,577 | 0.2 | ||
551,803 | 4.000%,05/01/2046 | 524,316 | 0.0 | ||
137,064 | 4.000%,11/01/2047 | 129,933 | 0.0 | ||
228,970 | 4.000%,03/01/2048 | 217,284 | 0.0 | ||
202 | 4.500%,04/01/2023 | 199 | 0.0 | ||
28,162 | 4.500%,03/01/2039 | 27,671 | 0.0 | ||
78,032 | 4.500%,08/01/2039 | 76,630 | 0.0 | ||
145,909 | 4.500%,09/01/2039 | 143,248 | 0.0 | ||
99,536 | 4.500%,09/01/2039 | 97,825 | 0.0 | ||
215,938 | 4.500%,09/01/2039 | 212,038 | 0.0 | ||
166,065 | 4.500%,10/01/2039 | 162,360 | 0.0 | ||
268,947 | 4.500%,12/01/2039 | 263,334 | 0.0 | ||
78,442 | 4.500%,03/01/2040 | 77,009 | 0.0 | ||
208,667 | 4.500%,04/01/2040 | 204,862 | 0.0 | ||
38,739 | 4.500%,06/01/2040 | 38,033 | 0.0 | ||
170,090 | 4.500%,07/01/2040 | 166,992 | 0.0 | ||
234,165 | 4.500%,07/01/2040 | 229,894 | 0.0 | ||
64,829 | 4.500%,08/01/2040 | 63,646 | 0.0 | ||
168,709 | 4.500%,08/01/2040 | 165,632 | 0.0 | ||
70,458 | 4.500%,03/01/2041 | 69,172 | 0.0 | ||
200,931 | 4.500%,03/01/2041 | 197,265 | 0.0 | ||
94,808 | 4.500%,04/01/2041 | 93,079 | 0.0 | ||
294,934 | 4.500%,06/01/2041 | 289,557 | 0.0 | ||
199,713 | 4.500%,07/01/2041 | 196,062 | 0.0 | ||
25,065 | 4.500%,08/01/2041 | 23,994 | 0.0 | ||
952,217 | 4.500%,08/01/2041 | 927,421 | 0.1 | ||
693,416 | 4.500%,07/01/2048 | 670,159 | 0.1 | ||
13,021 | 5.000%,03/01/2034 | 13,099 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
52,400 | 5.000%,12/01/2034 | 52,922 | 0.0 | ||
64,095 | 5.000%,08/01/2035 | 64,733 | 0.0 | ||
186,012 | 5.000%,08/01/2035 | 187,848 | 0.0 | ||
57,946 | 5.000%,10/01/2035 | 58,028 | 0.0 | ||
55,407 | 5.000%,10/01/2035 | 55,956 | 0.0 | ||
50,836 | 5.000%,10/01/2035 | 51,342 | 0.0 | ||
136,915 | 5.000%,12/01/2035 | 138,269 | 0.0 | ||
18,657 | 5.000%,04/01/2036 | 18,683 | 0.0 | ||
58,474 | 5.000%,11/01/2036 | 59,051 | 0.0 | ||
43,239 | 5.000%,02/01/2037 | 43,669 | 0.0 | ||
32,453 | 5.000%,05/01/2037 | 32,775 | 0.0 | ||
508,432 | 5.000%,10/01/2037 | 508,518 | 0.0 | ||
289,061 | 5.000%,03/01/2038 | 291,936 | 0.0 | ||
265,623 | 5.000%,03/01/2038 | 268,259 | 0.0 | ||
93,620 | 5.000%,03/01/2038 | 94,544 | 0.0 | ||
90,378 | 5.000%,04/01/2038 | 91,278 | 0.0 | ||
8,780 | 5.000%,10/01/2038 | 8,867 | 0.0 | ||
30,197 | 5.000%,06/01/2040 | 30,498 | 0.0 | ||
83,255 | 5.000%,08/01/2040 | 84,074 | 0.0 | ||
191,888 | 5.000%,04/01/2041 | 193,803 | 0.0 | ||
47,026 | 5.490%,02/01/2037 | 46,869 | 0.0 | ||
6,349 | 5.500%,12/01/2024 | 6,345 | 0.0 | ||
42,233 | 5.500%,09/01/2034 | 43,603 | 0.0 | ||
62,997 | 5.500%,01/01/2035 | 64,807 | 0.0 | ||
24,625 | 5.500%,09/01/2035 | 25,488 | 0.0 | ||
495,902 | 5.500%,09/01/2035 | 513,270 | 0.0 | ||
378,979 | 5.500%,10/01/2035 | 390,816 | 0.0 | ||
38,144 | 5.500%,03/01/2036 | 39,336 | 0.0 | ||
150,461 | 5.500%,03/01/2036 | 155,723 | 0.0 | ||
23,925 | 5.500%,05/01/2036 | 24,672 | 0.0 | ||
131,796 | 5.500%,06/01/2036 | 136,248 | 0.0 | ||
44,556 | 5.500%,07/01/2036 | 46,114 | 0.0 | ||
2,342 | 5.500%,07/01/2036 | 2,421 | 0.0 | ||
8,589 | 5.500%,07/01/2036 | 8,890 | 0.0 | ||
8,528 | 5.500%,10/01/2036 | 8,827 | 0.0 | ||
57,416 | 5.500%,11/01/2036 | 59,428 | 0.0 | ||
42,216 | 5.500%,12/01/2036 | 43,696 | 0.0 | ||
30,509 | 5.500%,12/01/2036 | 31,578 | 0.0 | ||
3,609 | 5.500%,12/01/2036 | 3,598 | 0.0 | ||
42,617 | 5.500%,02/01/2037 | 44,111 | 0.0 | ||
5,453 | 5.500%,02/01/2037 | 5,472 | 0.0 | ||
15,182 | 5.500%,05/01/2037 | 15,714 | 0.0 | ||
1,672 | 5.500%,06/01/2037 | 1,731 | 0.0 | ||
21,619 | 5.500%,12/01/2037 | 22,377 | 0.0 | ||
11,486 | 5.500%,03/01/2038 | 11,845 | 0.0 | ||
6,473 | 5.500%,06/01/2038 | 6,700 | 0.0 | ||
3,497 | 5.500%,06/01/2038 | 3,619 | 0.0 | ||
5,362 | 5.500%,08/01/2038 | 5,361 | 0.0 | ||
427 | 5.500%,10/01/2038 | 426 | 0.0 | ||
438,572 | 5.500%,11/01/2038 | 453,949 | 0.0 | ||
10,462 | 5.500%,12/01/2038 | 10,829 | 0.0 | ||
6,561 | 5.500%,12/01/2038 | 6,791 | 0.0 | ||
8,302 | 5.500%,12/01/2038 | 8,593 | 0.0 | ||
11,525 | 5.500%,01/01/2039 | 11,929 | 0.0 | ||
67,605 | 5.500%,01/01/2039 | 69,976 | 0.0 | ||
33,306 | 5.500%,01/01/2040 | 34,237 | 0.0 | ||
42,242 | 5.500%,01/01/2040 | 43,723 | 0.0 | ||
42,587 | 5.500%,03/01/2040 | 44,081 | 0.0 | ||
102,550 | 5.500%,01/01/2041 | 102,279 | 0.0 | ||
51,713 | 5.750%,05/01/2037 | 52,210 | 0.0 | ||
49,576 | 5.800%,07/01/2037 | 49,988 | 0.0 | ||
37,967 | 5.800%,08/01/2037 | 38,416 | 0.0 | ||
68,722 | 5.800%,09/01/2037 | 69,534 | 0.0 | ||
35,259 | 5.800%,09/01/2037 | 35,675 | 0.0 | ||
2,497 | 6.000%,04/01/2028 | 2,591 | 0.0 | ||
25,708 | 6.000%,07/01/2028 | 26,186 | 0.0 | ||
5,291 | 6.000%,04/01/2036 | 5,571 | 0.0 | ||
89 | 6.000%,04/01/2036 | 90 | 0.0 | ||
1,761 | 6.000%,04/01/2036 | 1,849 | 0.0 | ||
16,137 | 6.000%,06/01/2036 | 17,001 | 0.0 | ||
6,034 | 6.000%,07/01/2036 | 6,354 | 0.0 | ||
38,330 | 6.000%,08/01/2036 | 40,228 | 0.0 | ||
5,643 | 6.000%,08/01/2036 | 5,942 | 0.0 | ||
1,805 | 6.000%,08/01/2036 | 1,839 | 0.0 | ||
28,770 | 6.000%,01/01/2037 | 30,017 | 0.0 | ||
28,083 | 6.000%,02/01/2037 | 29,569 | 0.0 | ||
1,645 | 6.000%,04/01/2037 | 1,732 | 0.0 | ||
5,764 | 6.000%,06/01/2037 | 5,906 | 0.0 | ||
1,128 | 6.000%,06/01/2037 | 1,183 | 0.0 | ||
144 | 6.000%,07/01/2037 | 152 | 0.0 | ||
4,232 | 6.000%,07/01/2037 | 4,457 | 0.0 | ||
4,128 | 6.000%,08/01/2037 | 4,350 | 0.0 | ||
1,336 | 6.000%,08/01/2037 | 1,410 | 0.0 | ||
2,218 | 6.000%,08/01/2037 | 2,339 | 0.0 | ||
137,815 | 6.000%,08/01/2037 | 142,525 | 0.0 | ||
8,916 | 6.000%,08/01/2037 | 9,266 | 0.0 | ||
1,880 | 6.000%,09/01/2037 | 1,987 | 0.0 | ||
3,486 | 6.000%,09/01/2037 | 3,676 | 0.0 | ||
2,495 | 6.000%,09/01/2037 | 2,548 | 0.0 | ||
7,422 | 6.000%,10/01/2037 | 7,821 | 0.0 | ||
8,197 | 6.000%,10/01/2037 | 8,351 | 0.0 | ||
5,980 | 6.000%,10/01/2037 | 6,301 | 0.0 | ||
2,095 | 6.000%,10/01/2037 | 2,134 | 0.0 | ||
24,616 | 6.000%,11/01/2037 | 25,988 | 0.0 | ||
1,821 | 6.000%,11/01/2037 | 1,921 | 0.0 | ||
1,106 | 6.000%,11/01/2037 | 1,127 | 0.0 | ||
48,111 | 6.000%,12/01/2037 | 50,705 | 0.0 | ||
11,241 | 6.000%,01/01/2038 | 11,836 | 0.0 | ||
1,368 | 6.000%,01/01/2038 | 1,437 | 0.0 | ||
6,803 | 6.000%,01/01/2038 | 6,959 | 0.0 | ||
7,241 | 6.000%,05/01/2038 | 7,382 | 0.0 | ||
934 | 6.000%,06/01/2038 | 987 | 0.0 | ||
9,773 | 6.000%,07/01/2038 | 10,000 | 0.0 | ||
22,886 | 6.000%,07/01/2038 | 23,981 | 0.0 | ||
10,183 | 6.000%,09/01/2038 | 10,377 | 0.0 | ||
5,274 | 6.000%,09/01/2038 | 5,561 | 0.0 | ||
614 | 6.000%,09/01/2038 | 649 | 0.0 | ||
259,180 | 6.000%,09/01/2038 | 274,166 | 0.0 | ||
5,929 | 6.000%,11/01/2038 | 6,064 | 0.0 | ||
130,249 | 6.000%,01/01/2039 | 135,921 | 0.0 | ||
98,579 | 6.000%,04/01/2039 | 103,127 | 0.0 | ||
32,198 | 6.000%,08/01/2039 | 33,167 | 0.0 | ||
26,310 | 6.000%,10/01/2039 | 27,832 | 0.0 | ||
14,155 | 6.000%,11/01/2039 | 14,964 | 0.0 | ||
26,938 | 6.000%,11/01/2039 | 27,446 | 0.0 | ||
1,197 | 6.000%,12/01/2039 | 1,251 | 0.0 | ||
39,808 | 6.000%,05/01/2040 | 41,947 | 0.0 | ||
53,840 | 6.150%,12/01/2037 | 55,211 | 0.0 | ||
18,372 | 6.150%,01/01/2038 | 18,838 | 0.0 | ||
76,906 | 6.150%,02/01/2038 | 78,865 | 0.0 | ||
840,000 | (2) | 6.250%,07/15/2032 | 978,139 | 0.1 | |
6,654 | 6.500%,06/01/2036 | 7,032 | 0.0 | ||
1,363 | 6.500%,08/01/2036 | 1,408 | 0.0 | ||
640 | 6.500%,10/01/2036 | 661 | 0.0 | ||
23,902 | 6.500%,10/01/2036 | 25,275 | 0.0 | ||
8,630 | 6.500%,07/01/2037 | 8,914 | 0.0 | ||
4,473 | 6.500%,09/01/2037 | 4,620 | 0.0 | ||
2,036 | 6.500%,10/01/2037 | 2,128 | 0.0 | ||
2,696 | 6.500%,11/01/2037 | 2,785 | 0.0 | ||
10,056 | 6.500%,04/01/2038 | 10,691 | 0.0 | ||
3,134 | 6.500%,04/01/2038 | 3,270 | 0.0 | ||
247 | 6.500%,05/01/2038 | 255 | 0.0 | ||
1,437 | 6.500%,05/01/2038 | 1,485 | 0.0 | ||
1,213 | 6.500%,08/01/2038 | 1,257 | 0.0 | ||
147 | 6.500%,10/01/2038 | 152 | 0.0 | ||
5,386 | 6.500%,11/01/2038 | 5,640 | 0.0 | ||
5,215 | 6.500%,12/01/2038 | 5,385 | 0.0 | ||
6,704 | 6.500%,12/01/2038 | 6,920 | 0.0 | ||
368,329 | 6.500%,12/01/2038 | 380,351 | 0.0 | ||
52,617 | 6.500%,12/01/2038 | 54,319 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
2,746 | 6.500%,01/01/2039 | 2,872 | 0.0 | ||
85,270,826 | 3.2 | ||||
Federal National Mortgage Association: 0.6%(4) | |||||
999,285 | 3.000%,09/01/2046 | 865,653 | 0.0 | ||
9,723,039 | 3.500%,11/01/2051 | 8,942,807 | 0.3 | ||
1,151,735 | 3.720%,10/01/2029 | 1,111,594 | 0.1 | ||
36,677 | 5.700%,07/01/2036 | 36,685 | 0.0 | ||
9,440 | 5.700%,07/01/2036 | 9,431 | 0.0 | ||
805,000 | (2) | 6.625%,11/15/2030 | 940,735 | 0.0 | |
3,430,000 | 7.125%,01/15/2030 | 4,061,665 | 0.2 | ||
15,968,570 | 0.6 | ||||
Government National Mortgage Association: 7.0% | |||||
17,882,392 | 2.000%,01/20/2051 | 15,031,323 | 0.6 | ||
11,952,605 | 2.000%,02/20/2051 | 10,045,947 | 0.4 | ||
3,150,083 | 2.500%,03/20/2051 | 2,722,333 | 0.1 | ||
6,301,780 | 2.500%,04/20/2051 | 5,445,684 | 0.2 | ||
4,859,902 | 2.500%,05/20/2051 | 4,200,981 | 0.2 | ||
4,452,438 | 2.500%,08/20/2051 | 3,847,650 | 0.2 | ||
13,622,402 | 2.500%,09/20/2051 | 11,763,955 | 0.4 | ||
4,516,063 | 2.500%,10/20/2051 | 3,899,533 | 0.2 | ||
6,151,262 | 2.500%,11/20/2051 | 5,311,101 | 0.2 | ||
12,259,870 | 2.500%,12/20/2051 | 10,584,574 | 0.4 | ||
4,878,644 | 2.500%,04/20/2052 | 4,201,706 | 0.2 | ||
2,920,052 | 3.000%,07/20/2045 | 2,628,028 | 0.1 | ||
2,918,212 | 3.000%,10/20/2051 | 2,621,337 | 0.1 | ||
15,540,889 | 3.000%,10/20/2051 | 13,781,291 | 0.5 | ||
6,665,037 | 3.000%,11/20/2051 | 5,986,912 | 0.2 | ||
19,255,946 | 3.000%,11/20/2051 | 17,086,602 | 0.6 | ||
4,580,298 | 3.000%,12/20/2051 | 4,061,287 | 0.2 | ||
12,980,000 | (5) | 3.000%,10/15/2052 | 11,475,638 | 0.4 | |
10,188,218 | 3.500%,03/20/2047 | 9,504,703 | 0.4 | ||
3,843,651 | 3.500%,09/20/2047 | 3,506,630 | 0.1 | ||
1,766,494 | 3.500%,01/20/2048 | 1,619,716 | 0.1 | ||
11,606,687 | 3.500%,02/20/2048 | 10,642,215 | 0.4 | ||
11,368,650 | 3.500%,03/20/2048 | 10,423,990 | 0.4 | ||
2,480,677 | 4.000%,10/20/2043 | 2,403,569 | 0.1 | ||
1,832,253 | 4.000%,03/20/2046 | 1,733,989 | 0.1 | ||
1,164,323 | 4.000%,03/20/2046 | 1,107,484 | 0.0 | ||
426,154 | 4.500%,02/20/2041 | 416,845 | 0.0 | ||
130,462 | 4.500%,03/20/2041 | 129,038 | 0.0 | ||
493,020 | 4.500%,05/20/2041 | 487,640 | 0.0 | ||
666,185 | 4.500%,06/20/2041 | 656,879 | 0.0 | ||
1,080,821 | 4.500%,07/20/2041 | 1,069,037 | 0.0 | ||
472,514 | 4.500%,09/20/2041 | 467,360 | 0.0 | ||
1,378,119 | 4.500%,10/20/2041 | 1,364,252 | 0.1 | ||
1,811,069 | 4.500%,01/20/2050 | 1,758,407 | 0.1 | ||
6,265 | 5.000%,10/15/2037 | 6,347 | 0.0 | ||
1,635 | 5.000%,04/15/2038 | 1,622 | 0.0 | ||
28,220 | 5.000%,03/15/2039 | 28,554 | 0.0 | ||
48,420 | 5.000%,08/15/2039 | 49,011 | 0.0 | ||
361,758 | 5.000%,09/15/2039 | 366,513 | 0.0 | ||
346,718 | 5.000%,09/15/2039 | 348,414 | 0.0 | ||
322,511 | 5.000%,02/15/2040 | 326,752 | 0.0 | ||
230,098 | 5.000%,04/15/2040 | 230,558 | 0.0 | ||
512,171 | 5.000%,06/15/2040 | 515,901 | 0.0 | ||
13,166 | 5.000%,07/15/2040 | 13,210 | 0.0 | ||
175,449 | 5.000%,04/15/2042 | 173,655 | 0.0 | ||
304,200 | 5.000%,04/20/2042 | 308,696 | 0.0 | ||
188,935 | 5.000%,06/20/2048 | 185,466 | 0.0 | ||
15,406 | 5.500%,07/20/2038 | 15,713 | 0.0 | ||
203,438 | 5.500%,09/20/2039 | 212,732 | 0.0 | ||
15,211 | 5.500%,10/20/2039 | 15,899 | 0.0 | ||
9,043 | 5.500%,11/20/2039 | 9,374 | 0.0 | ||
349,430 | 5.500%,11/20/2039 | 365,414 | 0.0 | ||
5,296 | 5.500%,12/20/2040 | 5,532 | 0.0 | ||
19,189 | 5.500%,01/20/2041 | 20,070 | 0.0 | ||
115,526 | 5.500%,03/20/2041 | 120,827 | 0.0 | ||
179,515 | 5.500%,04/20/2041 | 187,685 | 0.0 | ||
286,281 | 5.500%,05/20/2041 | 299,411 | 0.0 | ||
263,852 | 5.500%,06/20/2041 | 275,943 | 0.0 | ||
6,987 | 6.000%,10/15/2036 | 7,459 | 0.0 | ||
26,587 | 6.000%,08/15/2037 | 28,469 | 0.0 | ||
21,246 | 6.000%,11/15/2037 | 22,871 | 0.0 | ||
3,886 | 6.000%,12/15/2037 | 3,986 | 0.0 | ||
18,314 | 6.000%,01/15/2038 | 19,760 | 0.0 | ||
12,968 | 6.000%,01/15/2038 | 13,390 | 0.0 | ||
40,307 | 6.000%,02/15/2038 | 41,570 | 0.0 | ||
15,518 | 6.000%,02/15/2038 | 16,742 | 0.0 | ||
209 | 6.000%,02/15/2038 | 216 | 0.0 | ||
382 | 6.000%,04/15/2038 | 391 | 0.0 | ||
91,664 | 6.000%,05/15/2038 | 98,106 | 0.0 | ||
90,459 | 6.000%,05/15/2038 | 94,705 | 0.0 | ||
14,358 | 6.000%,07/15/2038 | 15,493 | 0.0 | ||
28,186 | 6.000%,09/15/2038 | 30,412 | 0.0 | ||
451,181 | 6.000%,08/20/2040 | 485,095 | 0.0 | ||
186,949,600 | 7.0 | ||||
Other U.S. Agency Obligations: 1.3% | |||||
3,489,000 | 1.620%,09/04/2025 | 3,224,085 | 0.1 | ||
2,000,000 | 2.320%,01/26/2032 | 1,670,445 | 0.1 | ||
5,000,000 | 2.380%,03/16/2032 | 4,295,232 | 0.1 | ||
12,500,000 | 2.390%,11/01/2034 | 10,185,380 | 0.4 | ||
5,000,000 | 2.400%,09/21/2026 | 4,659,331 | 0.2 | ||
4,000,000 | 2.600%,04/05/2027 | 3,747,828 | 0.1 | ||
2,000,000 | 3.780%,06/08/2028 | 1,930,757 | 0.1 | ||
10,000 | 6.150%,01/15/2038 | 11,601 | 0.0 | ||
5,000,000 | 7.125%,05/01/2030 | 5,933,084 | 0.2 | ||
35,657,743 | 1.3 | ||||
Sovereign: 0.8% | |||||
5,000,000 | 2.850%,05/23/2025 | 4,824,215 | 0.2 | ||
5,000,000 | 2.900%,04/12/2032 | 4,395,386 | 0.2 | ||
5,000,000 | 3.375%,08/26/2024 | 4,913,918 | 0.2 | ||
4,000,000 | 3.400%,04/25/2034 | 3,684,431 | 0.1 | ||
3,000,000 | 3.500%,09/01/2032 | 2,806,483 | 0.1 | ||
20,624,433 | 0.8 | ||||
Uniform Mortgage-Backed Securities: 15.5% | |||||
29,800,000 | (5) | 2.000%,10/15/2037 | 26,267,070 | 1.0 | |
912,118 | 2.000%,05/01/2051 | 742,997 | 0.0 | ||
7,120,825 | 2.000%,05/01/2051 | 5,819,438 | 0.2 | ||
14,851,096 | 2.000%,09/01/2051 | 12,090,557 | 0.5 | ||
9,372,981 | 2.000%,10/01/2051 | 7,629,377 | 0.3 | ||
13,684,066 | 2.000%,11/01/2051 | 11,187,156 | 0.4 | ||
9,437,545 | 2.000%,01/01/2052 | 7,704,220 | 0.3 | ||
16,652,825 | 2.000%,01/01/2052 | 13,567,474 | 0.5 | ||
10,463,496 | 2.000%,02/01/2052 | 8,529,858 | 0.3 | ||
14,441,679 | 2.000%,02/01/2052 | 11,765,890 | 0.4 | ||
5,844,684 | 2.000%,02/01/2052 | 4,764,495 | 0.2 | ||
12,294,135 | 2.000%,02/01/2052 | 10,022,134 | 0.4 | ||
2,927,002 | 2.000%,02/01/2052 | 2,386,052 | 0.1 | ||
6,656,884 | 2.000%,02/01/2052 | 5,426,582 | 0.2 | ||
18,104,928 | 2.000%,02/01/2052 | 14,718,150 | 0.6 | ||
2,827,955 | 2.000%,03/01/2052 | 2,303,993 | 0.1 | ||
3,775,884 | 2.000%,03/01/2052 | 3,071,025 | 0.1 | ||
4,873,306 | 2.000%,04/01/2052 | 3,972,661 | 0.2 | ||
2,013,452 | 2.500%,09/01/2027 | 1,925,451 | 0.1 | ||
2,804,457 | 2.500%,06/01/2030 | 2,605,434 | 0.1 | ||
2,088,557 | 2.500%,06/01/2030 | 1,940,398 | 0.1 | ||
1,270,023 | 2.500%,07/01/2030 | 1,179,889 | 0.1 | ||
10,331,124 | 2.500%,06/01/2050 | 8,758,070 | 0.3 | ||
18,416,102 | 2.500%,08/01/2050 | 15,655,145 | 0.6 | ||
248,070 | 2.500%,11/01/2050 | 210,212 | 0.0 | ||
3,661,977 | 2.500%,05/01/2051 | 3,098,204 | 0.1 | ||
13,271,924 | 2.500%,06/01/2051 | 11,238,396 | 0.4 | ||
1,842,151 | 2.500%,09/01/2051 | 1,563,891 | 0.1 | ||
9,531,775 | 2.500%,11/01/2051 | 8,070,704 | 0.3 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
8,552,767 | 2.500%,12/01/2051 | 7,237,813 | 0.3 | ||
9,590,811 | 2.500%,01/01/2052 | 8,111,222 | 0.3 | ||
9,784,554 | 2.500%,02/01/2052 | 8,244,303 | 0.3 | ||
1,930,045 | 2.500%,02/01/2052 | 1,627,041 | 0.1 | ||
3,838,745 | 2.500%,02/01/2052 | 3,268,469 | 0.1 | ||
1,736,815 | 2.500%,02/01/2052 | 1,464,498 | 0.1 | ||
5,043,316 | 2.500%,02/01/2052 | 4,264,001 | 0.2 | ||
10,900,456 | 2.500%,03/01/2052 | 9,230,143 | 0.4 | ||
2,966,812 | 2.500%,03/01/2052 | 2,508,385 | 0.1 | ||
3,890,870 | 2.500%,03/01/2052 | 3,289,655 | 0.1 | ||
6,878,777 | 2.500%,04/01/2052 | 5,812,179 | 0.2 | ||
514,300 | 3.000%,06/01/2026 | 502,895 | 0.0 | ||
3,155,124 | 3.000%,08/01/2030 | 2,983,028 | 0.1 | ||
1,222,377 | 3.000%,09/01/2030 | 1,155,659 | 0.0 | ||
11,445,953 | 3.000%,12/01/2042 | 10,268,658 | 0.4 | ||
4,701,239 | 3.000%,07/01/2043 | 4,209,787 | 0.2 | ||
2,154,701 | 3.000%,09/01/2043 | 1,932,273 | 0.1 | ||
2,862,351 | 3.000%,07/01/2046 | 2,551,574 | 0.1 | ||
997,895 | 3.000%,08/01/2046 | 889,611 | 0.0 | ||
11,579,052 | 3.000%,12/01/2046 | 10,324,569 | 0.4 | ||
4,808,059 | 3.000%,01/01/2052 | 4,248,645 | 0.2 | ||
1,460,543 | 3.500%,05/01/2029 | 1,394,175 | 0.1 | ||
485,320 | 3.500%,03/01/2041 | 447,305 | 0.0 | ||
518,205 | 3.500%,12/01/2041 | 475,939 | 0.0 | ||
892,019 | 3.500%,01/01/2042 | 820,138 | 0.0 | ||
2,031,282 | 3.500%,10/01/2042 | 1,867,598 | 0.1 | ||
4,495,611 | 3.500%,11/01/2042 | 4,131,355 | 0.2 | ||
2,593,971 | 3.500%,01/01/2046 | 2,385,502 | 0.1 | ||
3,947,177 | 3.500%,02/01/2046 | 3,630,020 | 0.1 | ||
1,964,410 | 3.500%,02/01/2046 | 1,806,424 | 0.1 | ||
3,903,634 | 3.500%,04/01/2046 | 3,591,071 | 0.1 | ||
2,119,715 | 3.500%,02/01/2052 | 1,917,560 | 0.1 | ||
1,551,700 | 3.500%,03/01/2052 | 1,409,042 | 0.1 | ||
7,060,706 | 3.500%,05/01/2052 | 6,390,877 | 0.2 | ||
536,159 | 4.000%,10/01/2040 | 503,522 | 0.0 | ||
81,981 | 4.000%,10/01/2040 | 78,246 | 0.0 | ||
5,050,964 | 4.000%,11/01/2040 | 4,820,308 | 0.2 | ||
527,446 | 4.000%,12/01/2040 | 503,239 | 0.0 | ||
798,492 | 4.000%,12/01/2040 | 762,016 | 0.0 | ||
1,015,572 | 4.000%,02/01/2041 | 968,991 | 0.0 | ||
164,104 | 4.000%,03/01/2041 | 156,622 | 0.0 | ||
160,811 | 4.000%,04/01/2041 | 152,675 | 0.0 | ||
110,973 | 4.000%,09/01/2041 | 105,898 | 0.0 | ||
627,731 | 4.000%,11/01/2041 | 598,967 | 0.0 | ||
114,281 | 4.000%,12/01/2041 | 109,032 | 0.0 | ||
416,791 | 4.000%,01/01/2042 | 397,682 | 0.0 | ||
214,614 | 4.000%,07/01/2042 | 204,786 | 0.0 | ||
923,763 | 4.000%,12/01/2042 | 881,433 | 0.0 | ||
1,304,857 | 4.000%,07/01/2043 | 1,240,995 | 0.1 | ||
541,020 | 4.000%,02/01/2044 | 511,923 | 0.0 | ||
755,106 | 4.000%,02/01/2044 | 717,539 | 0.0 | ||
116,267 | 4.000%,03/01/2044 | 109,125 | 0.0 | ||
393,384 | 4.000%,05/01/2045 | 374,334 | 0.0 | ||
3,626,939 | 4.000%,06/01/2045 | 3,447,508 | 0.1 | ||
1,047,912 | 4.000%,07/01/2045 | 996,739 | 0.0 | ||
1,273,328 | 4.000%,07/01/2045 | 1,210,471 | 0.1 | ||
1,094,227 | 4.000%,07/01/2045 | 1,040,764 | 0.0 | ||
274,886 | 4.000%,07/01/2045 | 257,656 | 0.0 | ||
1,270,496 | 4.000%,02/01/2046 | 1,206,670 | 0.1 | ||
2,320,769 | 4.000%,02/01/2048 | 2,197,360 | 0.1 | ||
407,062 | 4.000%,03/01/2048 | 385,518 | 0.0 | ||
90,380 | 4.000%,03/01/2048 | 85,410 | 0.0 | ||
40,000,000 | (5) | 4.000%,10/15/2052 | 37,126,562 | 1.4 | |
479,526 | 4.500%,07/01/2026 | 472,258 | 0.0 | ||
2,813 | 4.500%,06/01/2034 | 2,752 | 0.0 | ||
8,404 | 4.500%,05/01/2035 | 8,201 | 0.0 | ||
982 | 4.500%,03/01/2038 | 964 | 0.0 | ||
1,017 | 4.500%,05/01/2038 | 981 | 0.0 | ||
5,459 | 4.500%,06/01/2038 | 5,343 | 0.0 | ||
8,010 | 4.500%,07/01/2038 | 7,660 | 0.0 | ||
12,712 | 4.500%,09/01/2038 | 12,156 | 0.0 | ||
114,853 | 4.500%,03/01/2039 | 111,586 | 0.0 | ||
8,490 | 4.500%,04/01/2039 | 8,326 | 0.0 | ||
10,370 | 4.500%,04/01/2039 | 10,178 | 0.0 | ||
223,347 | 4.500%,07/01/2039 | 218,550 | 0.0 | ||
525,873 | 4.500%,09/01/2039 | 515,722 | 0.0 | ||
492,213 | 4.500%,10/01/2039 | 482,700 | 0.0 | ||
157,805 | 4.500%,12/01/2039 | 154,354 | 0.0 | ||
139,662 | 4.500%,12/01/2039 | 136,963 | 0.0 | ||
116,968 | 4.500%,12/01/2039 | 114,724 | 0.0 | ||
99,169 | 4.500%,03/01/2040 | 97,254 | 0.0 | ||
122,539 | 4.500%,10/01/2040 | 120,026 | 0.0 | ||
112,783 | 4.500%,10/01/2040 | 110,609 | 0.0 | ||
123,655 | 4.500%,10/01/2040 | 121,258 | 0.0 | ||
172,834 | 4.500%,03/01/2041 | 168,617 | 0.0 | ||
94,179 | 4.500%,04/01/2041 | 90,541 | 0.0 | ||
1,353,607 | 4.500%,06/01/2041 | 1,327,413 | 0.1 | ||
107,146 | 4.500%,06/01/2041 | 105,077 | 0.0 | ||
92,823 | 4.500%,06/01/2041 | 90,787 | 0.0 | ||
1,785,686 | 4.500%,07/01/2041 | 1,751,259 | 0.1 | ||
80,037 | 4.500%,07/01/2041 | 77,871 | 0.0 | ||
45,833 | 4.500%,07/01/2041 | 44,945 | 0.0 | ||
702,688 | 4.500%,08/01/2041 | 686,796 | 0.0 | ||
529,100 | 4.500%,08/01/2041 | 518,863 | 0.0 | ||
68,678 | 4.500%,08/01/2041 | 66,506 | 0.0 | ||
5,992,184 | 4.500%,08/01/2052 | 5,730,199 | 0.2 | ||
97,179 | 5.000%,03/01/2027 | 97,591 | 0.0 | ||
3,256,935 | 5.000%,05/01/2042 | 3,285,507 | 0.1 | ||
184 | 5.500%,01/01/2023 | 183 | 0.0 | ||
2 | 5.500%,02/01/2023 | 2 | 0.0 | ||
27 | 5.500%,03/01/2023 | 27 | 0.0 | ||
94 | 5.500%,04/01/2023 | 94 | 0.0 | ||
1,013 | 5.500%,06/01/2023 | 1,012 | 0.0 | ||
1,313 | 5.500%,08/01/2023 | 1,311 | 0.0 | ||
2,717 | 5.500%,08/01/2023 | 2,713 | 0.0 | ||
375 | 5.500%,08/01/2023 | 375 | 0.0 | ||
218 | 5.500%,08/01/2023 | 218 | 0.0 | ||
2,502 | 5.500%,09/01/2023 | 2,497 | 0.0 | ||
243 | 5.500%,11/01/2023 | 242 | 0.0 | ||
188 | 5.500%,11/01/2023 | 188 | 0.0 | ||
1,247 | 5.500%,11/01/2023 | 1,246 | 0.0 | ||
11,119 | 5.500%,02/01/2024 | 11,092 | 0.0 | ||
416 | 5.500%,03/01/2024 | 415 | 0.0 | ||
1,653 | 5.500%,07/01/2024 | 1,650 | 0.0 | ||
303 | 5.500%,07/01/2024 | 303 | 0.0 | ||
0 | 5.500%,05/01/2025 | 0 | – | ||
4,475 | 5.500%,08/01/2025 | 4,468 | 0.0 | ||
949 | 5.500%,07/01/2027 | 946 | 0.0 | ||
233 | 5.500%,08/01/2027 | 232 | 0.0 | ||
61,871 | 5.500%,03/01/2034 | 63,749 | 0.0 | ||
47,600 | 5.500%,04/01/2034 | 48,368 | 0.0 | ||
21,187 | 5.500%,11/01/2034 | 21,848 | 0.0 | ||
22,187 | 5.500%,12/01/2034 | 22,888 | 0.0 | ||
264,069 | 5.500%,02/01/2035 | 272,687 | 0.0 | ||
38,699 | 5.500%,05/01/2035 | 40,002 | 0.0 | ||
153,944 | 5.500%,09/01/2035 | 153,456 | 0.0 | ||
37,198 | 5.500%,09/01/2035 | 38,454 | 0.0 | ||
47,995 | 5.500%,04/01/2036 | 49,612 | 0.0 | ||
28,413 | 5.500%,04/01/2036 | 29,374 | 0.0 | ||
9,455 | 5.500%,05/01/2036 | 9,775 | 0.0 | ||
20,474 | 5.500%,06/01/2036 | 20,935 | 0.0 | ||
127,988 | 5.500%,07/01/2036 | 132,139 | 0.0 | ||
69,309 | 5.500%,11/01/2036 | 71,658 | 0.0 | ||
104,286 | 5.500%,12/01/2036 | 107,820 | 0.0 | ||
207,301 | 5.500%,12/01/2036 | 214,328 | 0.0 | ||
33,792 | 5.500%,01/01/2037 | 34,937 | 0.0 | ||
324,291 | 5.500%,03/01/2037 | 335,285 | 0.0 | ||
149,888 | 5.500%,03/01/2037 | 154,969 | 0.0 | ||
28,592 | 5.500%,03/01/2037 | 29,561 | 0.0 | ||
128,516 | 5.500%,08/01/2037 | 132,869 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
556 | 5.500%,01/01/2038 | 575 | 0.0 | ||
459 | 5.500%,01/01/2038 | 475 | 0.0 | ||
1,664 | 5.500%,01/01/2038 | 1,720 | 0.0 | ||
4,551 | 5.500%,03/01/2038 | 4,705 | 0.0 | ||
4,114 | 5.500%,05/01/2038 | 4,173 | 0.0 | ||
18,952 | 5.500%,06/01/2038 | 19,594 | 0.0 | ||
470,429 | 5.500%,09/01/2038 | 484,550 | 0.0 | ||
129,378 | 5.500%,12/01/2038 | 133,767 | 0.0 | ||
34,049 | 5.500%,06/01/2039 | 35,204 | 0.0 | ||
36,141 | 5.500%,05/01/2040 | 35,999 | 0.0 | ||
221,710 | 5.500%,06/01/2040 | 220,873 | 0.0 | ||
3,788 | 6.000%,01/01/2034 | 3,861 | 0.0 | ||
29,141 | 6.000%,12/01/2034 | 30,647 | 0.0 | ||
7,442 | 6.000%,05/01/2035 | 7,573 | 0.0 | ||
29,106 | 6.000%,01/01/2036 | 29,621 | 0.0 | ||
14,093 | 6.000%,01/01/2036 | 14,342 | 0.0 | ||
7,835 | 6.000%,02/01/2036 | 8,241 | 0.0 | ||
12,335 | 6.000%,03/01/2036 | 12,847 | 0.0 | ||
17,276 | 6.000%,03/01/2036 | 18,148 | 0.0 | ||
2,357 | 6.000%,04/01/2036 | 2,402 | 0.0 | ||
5,379 | 6.000%,04/01/2036 | 5,658 | 0.0 | ||
40,789 | 6.000%,05/01/2036 | 42,898 | 0.0 | ||
113 | 6.000%,06/01/2036 | 116 | 0.0 | ||
1,557 | 6.000%,08/01/2036 | 1,585 | 0.0 | ||
9,082 | 6.000%,08/01/2036 | 9,490 | 0.0 | ||
23,931 | 6.000%,09/01/2036 | 25,170 | 0.0 | ||
37,753 | 6.000%,09/01/2036 | 38,756 | 0.0 | ||
8,097 | 6.000%,09/01/2036 | 8,461 | 0.0 | ||
7,896 | 6.000%,10/01/2036 | 8,113 | 0.0 | ||
304,728 | 6.000%,12/01/2036 | 319,461 | 0.0 | ||
85,169 | 6.000%,12/01/2036 | 86,733 | 0.0 | ||
6,827 | 6.000%,01/01/2037 | 6,948 | 0.0 | ||
5,060 | 6.000%,02/01/2037 | 5,174 | 0.0 | ||
4,825 | 6.000%,04/01/2037 | 4,911 | 0.0 | ||
44,653 | 6.000%,07/01/2037 | 47,019 | 0.0 | ||
11,723 | 6.000%,08/01/2037 | 12,344 | 0.0 | ||
1,378 | 6.000%,08/01/2037 | 1,445 | 0.0 | ||
674 | 6.000%,08/01/2037 | 690 | 0.0 | ||
2,236 | 6.000%,09/01/2037 | 2,317 | 0.0 | ||
7,471 | 6.000%,09/01/2037 | 7,649 | 0.0 | ||
6,883 | 6.000%,09/01/2037 | 7,239 | 0.0 | ||
221 | 6.000%,09/01/2037 | 233 | 0.0 | ||
770 | 6.000%,09/01/2037 | 786 | 0.0 | ||
1,976 | 6.000%,10/01/2037 | 2,023 | 0.0 | ||
864 | 6.000%,10/01/2037 | 891 | 0.0 | ||
1,045 | 6.000%,10/01/2037 | 1,068 | 0.0 | ||
157 | 6.000%,10/01/2037 | 165 | 0.0 | ||
7,429 | 6.000%,11/01/2037 | 7,565 | 0.0 | ||
8,281 | 6.000%,11/01/2037 | 8,546 | 0.0 | ||
6,116 | 6.000%,11/01/2037 | 6,226 | 0.0 | ||
22,099 | 6.000%,11/01/2037 | 23,243 | 0.0 | ||
1,016 | 6.000%,11/01/2037 | 1,040 | 0.0 | ||
989 | 6.000%,11/01/2037 | 1,006 | 0.0 | ||
18,222 | 6.000%,12/01/2037 | 19,255 | 0.0 | ||
27,790 | 6.000%,12/01/2037 | 29,353 | 0.0 | ||
10,521 | 6.000%,12/01/2037 | 11,108 | 0.0 | ||
4,114 | 6.000%,12/01/2037 | 4,253 | 0.0 | ||
4,253 | 6.000%,01/01/2038 | 4,329 | 0.0 | ||
3,723 | 6.000%,01/01/2038 | 3,798 | 0.0 | ||
702 | 6.000%,02/01/2038 | 714 | 0.0 | ||
57,924 | 6.000%,02/01/2038 | 59,858 | 0.0 | ||
2,888 | 6.000%,03/01/2038 | 2,950 | 0.0 | ||
64,143 | 6.000%,03/01/2038 | 65,436 | 0.0 | ||
8,888 | 6.000%,04/01/2038 | 9,265 | 0.0 | ||
141,327 | 6.000%,04/01/2038 | 148,644 | 0.0 | ||
10,359 | 6.000%,05/01/2038 | 10,861 | 0.0 | ||
7,259 | 6.000%,05/01/2038 | 7,388 | 0.0 | ||
1,011 | 6.000%,06/01/2038 | 1,030 | 0.0 | ||
23,104 | 6.000%,07/01/2038 | 23,595 | 0.0 | ||
7,840 | 6.000%,07/01/2038 | 7,989 | 0.0 | ||
775 | 6.000%,08/01/2038 | 791 | 0.0 | ||
1,443 | 6.000%,08/01/2038 | 1,519 | 0.0 | ||
32,512 | 6.000%,09/01/2038 | 33,220 | 0.0 | ||
11,305 | 6.000%,09/01/2038 | 11,516 | 0.0 | ||
6,265 | 6.000%,09/01/2038 | 6,377 | 0.0 | ||
28,138 | 6.000%,10/01/2038 | 29,272 | 0.0 | ||
15,936 | 6.000%,10/01/2038 | 16,636 | 0.0 | ||
33,846 | 6.000%,10/01/2038 | 35,764 | 0.0 | ||
330,349 | 6.000%,10/01/2039 | 347,450 | 0.0 | ||
5,994 | 6.000%,11/01/2039 | 6,100 | 0.0 | ||
422 | 6.500%,04/01/2030 | 435 | 0.0 | ||
51,783 | 6.500%,02/01/2034 | 53,548 | 0.0 | ||
5,760 | 6.500%,11/01/2034 | 6,072 | 0.0 | ||
9,642 | 6.500%,01/01/2036 | 9,951 | 0.0 | ||
17,180 | 6.500%,03/01/2036 | 18,138 | 0.0 | ||
26,444 | 6.500%,04/01/2036 | 27,318 | 0.0 | ||
3,840 | 6.500%,06/01/2036 | 3,963 | 0.0 | ||
4,769 | 6.500%,07/01/2036 | 4,919 | 0.0 | ||
11,450 | 6.500%,07/01/2036 | 12,066 | 0.0 | ||
1,149 | 6.500%,07/01/2036 | 1,191 | 0.0 | ||
21,601 | 6.500%,07/01/2036 | 22,293 | 0.0 | ||
670 | 6.500%,07/01/2036 | 703 | 0.0 | ||
29,739 | 6.500%,07/01/2036 | 30,675 | 0.0 | ||
531 | 6.500%,08/01/2036 | 548 | 0.0 | ||
7,251 | 6.500%,09/01/2036 | 7,483 | 0.0 | ||
718 | 6.500%,09/01/2036 | 751 | 0.0 | ||
58,421 | 6.500%,09/01/2036 | 61,181 | 0.0 | ||
6,332 | 6.500%,09/01/2036 | 6,530 | 0.0 | ||
772 | 6.500%,11/01/2036 | 797 | 0.0 | ||
1,850 | 6.500%,11/01/2036 | 1,940 | 0.0 | ||
1,141 | 6.500%,12/01/2036 | 1,184 | 0.0 | ||
11,989 | 6.500%,12/01/2036 | 12,450 | 0.0 | ||
28,558 | 6.500%,01/01/2037 | 29,460 | 0.0 | ||
43 | 6.500%,01/01/2037 | 45 | 0.0 | ||
18,677 | 6.500%,01/01/2037 | 19,267 | 0.0 | ||
3,300 | 6.500%,03/01/2037 | 3,447 | 0.0 | ||
10,535 | 6.500%,03/01/2037 | 10,872 | 0.0 | ||
8,141 | 6.500%,03/01/2037 | 8,401 | 0.0 | ||
15,301 | 6.500%,03/01/2037 | 15,780 | 0.0 | ||
165 | 6.500%,07/01/2037 | 170 | 0.0 | ||
3,402 | 6.500%,08/01/2037 | 3,512 | 0.0 | ||
223 | 6.500%,08/01/2037 | 230 | 0.0 | ||
1,386 | 6.500%,08/01/2037 | 1,429 | 0.0 | ||
708 | 6.500%,09/01/2037 | 731 | 0.0 | ||
3,754 | 6.500%,09/01/2037 | 3,890 | 0.0 | ||
614 | 6.500%,09/01/2037 | 650 | 0.0 | ||
60,426 | 6.500%,09/01/2037 | 63,270 | 0.0 | ||
97,770 | 6.500%,09/01/2037 | 100,903 | 0.0 | ||
248 | 6.500%,09/01/2037 | 259 | 0.0 | ||
8,549 | 6.500%,09/01/2037 | 8,976 | 0.0 | ||
2,152 | 6.500%,10/01/2037 | 2,225 | 0.0 | ||
1,193 | 6.500%,10/01/2037 | 1,254 | 0.0 | ||
253 | 6.500%,10/01/2037 | 261 | 0.0 | ||
16,262 | 6.500%,10/01/2037 | 17,334 | 0.0 | ||
6,899 | 6.500%,10/01/2037 | 7,119 | 0.0 | ||
47,162 | 6.500%,11/01/2037 | 48,661 | 0.0 | ||
55,260 | 6.500%,12/01/2037 | 57,006 | 0.0 | ||
6,217 | 6.500%,12/01/2037 | 6,552 | 0.0 | ||
1,208 | 6.500%,12/01/2037 | 1,246 | 0.0 | ||
4,852 | 6.500%,12/01/2037 | 5,010 | 0.0 | ||
1,299 | 6.500%,12/01/2037 | 1,341 | 0.0 | ||
1,394 | 6.500%,12/01/2037 | 1,437 | 0.0 | ||
1,663 | 6.500%,12/01/2037 | 1,716 | 0.0 | ||
10,338 | 6.500%,01/01/2038 | 10,667 | 0.0 | ||
488 | 6.500%,01/01/2038 | 503 | 0.0 | ||
40,884 | 6.500%,03/01/2038 | 42,686 | 0.0 | ||
26,782 | 6.500%,04/01/2038 | 28,344 | 0.0 | ||
33,954 | 6.500%,08/01/2038 | 35,044 | 0.0 | ||
25,521 | 6.500%,08/01/2038 | 26,342 | 0.0 | ||
21,277 | 6.500%,09/01/2038 | 21,960 | 0.0 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
7,380 | 6.500%,10/01/2038 | 7,614 | 0.0 | ||
2,009 | 6.500%,10/01/2038 | 2,129 | 0.0 | ||
114,442 | 6.500%,10/01/2038 | 120,955 | 0.0 | ||
11,431 | 6.500%,10/01/2038 | 11,893 | 0.0 | ||
13,480 | 6.500%,11/01/2038 | 13,989 | 0.0 | ||
26,726 | 6.500%,01/01/2039 | 27,588 | 0.0 | ||
649 | 6.500%,01/01/2039 | 669 | 0.0 | ||
4,931 | 6.500%,03/01/2039 | 5,083 | 0.0 | ||
4,955 | 6.500%,09/01/2039 | 5,111 | 0.0 | ||
416,256,717 | 15.5 | ||||
Uniform Mortgage-Backed Security: 1.0% | |||||
29,000,000 | (5) | 4.500%,10/15/2052 | 27,633,828 | 1.0 | |
Total U.S. Government Agency Obligations | |||||
(Cost $870,244,638) | 790,239,938 | 29.5 | |||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.0% | |||||
2,500,000 | Banc of America Commercial Mortgage Trust 2017-BNK3 AS, 3.748%, 02/15/2050 | 2,269,033 | 0.1 | ||
5,000,000 | BANK 2021-BNK33 A5, 2.556%, 05/15/2064 | 4,090,566 | 0.2 | ||
800,000 | BANK 2022-BNK39 A4, 2.928%, 02/15/2055 | 667,708 | 0.0 | ||
2,950,000 | (3) | BANK 2022-BNK41 A4, 3.916%, 04/15/2065 | 2,658,724 | 0.1 | |
4,000,000 | Benchmark 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 3,756,260 | 0.1 | ||
1,103,000 | Benchmark 2019-B10 A4 Mortgage Trust, 3.717%, 03/15/2062 | 1,005,976 | 0.0 | ||
5,000,000 | Benchmark 2020-B21 A5 Mortgage Trust, 1.978%, 12/17/2053 | 3,932,148 | 0.2 | ||
1,500,000 | (3) | Benchmark 2021-B28 A5 Mortgage Trust, 2.224%, 08/15/2054 | 1,182,686 | 0.1 | |
6,500,000 | (3) | Benchmark 2022-B35 A5 Mortgage Trust, 4.594%, 05/15/2055 | 6,161,976 | 0.2 | |
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | 2,950,211 | 0.1 | ||
758,086 | (3) | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | 715,659 | 0.0 | |
419,987 | (3) | Ginnie Mae 2011-142 B, 3.373%, 02/16/2044 | 418,260 | 0.0 | |
710,359 | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | 706,037 | 0.0 | ||
1,989,620 | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | 1,936,457 | 0.1 | ||
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | 2,805,558 | 0.1 | ||
1,750,000 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | 1,508,663 | 0.1 | ||
2,170,459 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 2,164,592 | 0.1 | ||
1,000,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 C, 4.342%, 04/15/2048 | 908,089 | 0.0 | |
5,000,000 | Morgan Stanley Capital I Trust 2021-L5 A4, 2.728%, 05/15/2054 | 4,150,136 | 0.2 | ||
1,000,000 | (1),(3) | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | 910,227 | 0.0 | |
1,000,000 | (3) | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | 936,383 | 0.0 | |
1,664,115 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | 1,577,305 | 0.1 | ||
529,000 | Wells Fargo Commercial Mortgage Trust 2021-C59 A5, 2.626%, 04/15/2054 | 431,583 | 0.0 | ||
4,445,000 | (3) | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | 4,379,892 | 0.2 | |
Total Commercial Mortgage-Backed Securities | |||||
(Cost $59,991,666) | 52,224,129 | 2.0 | |||
SOVEREIGN BONDS: 1.4% | |||||
1,250,000 | (2) | Chile Government International Bond, 2.450%, 01/31/2031 | 1,003,027 | 0.0 | |
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/2026 | 476,604 | 0.0 | ||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/2024 | 993,533 | 0.0 | ||
1,000,000 | (2) | Indonesia Government International Bond, 1.850%, 03/12/2031 | 764,871 | 0.0 | |
1,000,000 | Indonesia Government International Bond, 4.350%, 01/11/2048 | 789,687 | 0.0 | ||
1,800,000 | (1) | Kommunalbanken AS, 2.500%, 01/11/2023 | 1,793,554 | 0.1 | |
500,000 | Korea International Bond, 4.125%, 06/10/2044 | 474,599 | 0.0 | ||
1,500,000 | Mexico Government International Bond, 2.659%, 05/24/2031 | 1,153,776 | 0.0 | ||
5,000,000 | Mexico Government International Bond, 4.750%, 03/08/2044 | 3,852,870 | 0.2 | ||
1,000,000 | Panama Government International Bond, 3.870%, 07/23/2060 | 597,288 | 0.0 | ||
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/2037 | 4,113,220 | 0.2 | ||
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/2032 | 4,246,724 | 0.2 | ||
5,000,000 | Province of Alberta Canada, 2.950%, 01/23/2024 | 4,903,119 | 0.2 |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/2026 | 2,780,695 | 0.1 | ||
3,000,000 | (2) | Province of Ontario Canada, 1.050%, 04/14/2026 | 2,659,645 | 0.1 | |
3,000,000 | Province of Ontario Canada, 1.125%, 10/07/2030 | 2,337,627 | 0.1 | ||
2,400,000 | Republic of Italy Government International Bond, 1.250%, 02/17/2026 | 2,061,144 | 0.1 | ||
1,000,000 | (2) | Republic of Poland Government International Bond, 3.250%, 04/06/2026 | 943,295 | 0.0 | |
2,000,000 | Uruguay Government International Bond, 4.500%, 08/14/2024 | 1,999,412 | 0.1 | ||
Total Sovereign Bonds | |||||
(Cost $43,706,606) | 37,944,690 | 1.4 | |||
SUPRANATIONAL BONDS: 0.2% | |||||
300,000 | Asian Development Bank, 2.125%, 03/19/2025 | 284,082 | 0.0 | ||
750,000 | European Investment Bank, 0.625%, 07/25/2025 | 677,108 | 0.0 | ||
1,500,000 | Inter-American Development Bank, 0.250%, 11/15/2023 | 1,437,596 | 0.1 | ||
2,400,000 | Inter-American Development Bank, 0.625%, 07/15/2025 | 2,166,003 | 0.1 | ||
1,000,000 | (2) | Inter-American Development Bank, 3.200%, 08/07/2042 | 844,679 | 0.0 | |
Total Supranational Bonds | |||||
(Cost $5,935,120) | 5,409,468 | 0.2 | |||
ASSET-BACKED SECURITIES: 0.6% | |||||
Automobile Asset-Backed Securities: 0.5% | |||||
1,000,000 | Ally Auto Receivables Trust 2019-4 A4, 1.920%, 01/15/2025 | 986,331 | 0.1 | ||
1,000,000 | BMW Vehicle Lease Trust 2021-2 A3, 0.330%, 12/26/2024 | 971,516 | 0.1 | ||
200,000 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 198,334 | 0.0 | ||
1,150,000 | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | 1,140,069 | 0.1 | ||
520,285 | Exeter Automobile Receivables Trust 2021-4 A3, 0.680%, 07/15/2025 | 516,325 | 0.0 | ||
745,867 | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | 743,977 | 0.0 | ||
250,000 | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | 230,425 | 0.0 | ||
1,000,000 | GM Financial Consumer Automobile Receivables Trust 2021-1 A4, 0.540%, 05/17/2027 | 921,921 | 0.0 | ||
850,000 | GM Financial Consumer Automobile Receivables Trust 2021-3 A3, 0.480%, 06/16/2026 | 810,878 | 0.0 | ||
756,268 | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | 755,962 | 0.0 | ||
1,000,000 | Honda Auto Receivables Owner Trust 2021-2 A4, 0.550%, 08/16/2027 | 926,753 | 0.0 | ||
1,000,000 | Mercedes-Benz Auto Receivables Trust 2021-1 A3, 0.460%, 06/15/2026 | 946,389 | 0.1 | ||
600,000 | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | 595,814 | 0.0 | ||
750,000 | Nissan Auto Receivables 2022-B A4 Owner Trust, 4.450%, 11/15/2029 | 740,198 | 0.0 | ||
350,000 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 346,248 | 0.0 | ||
550,000 | Toyota Auto Receivables 2021-D A3 Owner Trust, 0.710%, 04/15/2026 | 521,072 | 0.0 | ||
1,000,000 | Volkswagen Auto Loan Enhanced Trust 2021-1 A3, 1.020%, 06/22/2026 | 948,038 | 0.1 | ||
12,300,250 | 0.5 | ||||
Credit Card Asset-Backed Securities: 0.1% | |||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | 999,709 | 0.1 | ||
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | 499,896 | 0.0 | ||
1,499,605 | 0.1 | ||||
Other Asset-Backed Securities: 0.0% | |||||
1,000,000 | Verizon Master Trust 2021-1 A, 0.500%, 05/20/2027 | 933,174 | 0.0 | ||
Total Asset-Backed Securities | |||||
(Cost $15,220,700) | 14,733,029 | 0.6 | |||
Total Long-Term Investments | |||||
(Cost $2,979,456,065) | 2,725,543,091 | 101.7 | |||
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 2.4% | |||||
Commercial Paper: 0.2% | |||||
3,900,000 | American Electric Power Co., Inc., 3.560%, 10/27/2022 | ||||
(Cost $3,889,856) | 3,889,768 | 0.2 | |||
Repurchase Agreements: 1.6% | |||||
10,599,254 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $10,601,911, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $10,811,239, due 11/01/22-08/20/72) | 10,599,254 | 0.4 | |
5,332,361 | (6) | Citadel Securities LLC, Repurchase Agreement dated 09/30/22, 3.06%, due 10/03/22 (Repurchase Amount $5,333,702, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $5,440,405, due 10/15/22-08/15/52) | 5,332,361 | 0.2 | |
2,776,336 | (6) | Citibank N.A., Repurchase Agreement dated 09/30/22, 2.98%, due 10/03/22 (Repurchase Amount $2,777,016, collateralized by various U.S. Government Securities, 0.125%-6.125%, Market Value plus accrued interest $2,831,863, due 01/31/23-08/15/52) | 2,776,336 | 0.1 | |
3,177,820 | (6) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/22, 3.08%, due 10/03/22 (Repurchase Amount $3,178,624, collateralized by various U.S. Government Agency Obligations, 0.550%-8.000%, Market Value plus accrued interest $3,242,208, due 11/01/22-08/20/72) | 3,177,820 | 0.1 | |
13,766,707 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $13,770,147, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $14,042,041, due 08/15/25-08/20/52) | 13,766,707 | 0.5 | |
7,773,473 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $7,775,415, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,929,135, due 10/15/24-02/15/51) | 7,773,473 | 0.3 | |
Total Repurchase Agreements | |||||
(Cost $43,425,951) | 43,425,951 | 1.6 | |||
Time Deposits: 0.6% | |||||
1,500,000 | (6) | Barclays Bank PLC, 3.090%, 10/03/2022 | 1,500,000 | 0.1 | |
1,230,000 | (6) | Canadian Imperial Bank of Commerce, 3.030%, 10/03/2022 | 1,230,000 | 0.0 | |
1,360,000 | (6) | Credit Agricole, 3.060%, 10/03/2022 | 1,360,000 | 0.0 | |
1,390,000 | (6) | Landesbank Baden-Wurttemberg, 3.070%, 10/03/2022 | 1,390,000 | 0.1 | |
1,380,000 | (6) | Mizuho Bank Ltd., 3.070%, 10/03/2022 | 1,380,000 | 0.0 | |
1,200,000 | (6) | National Australia Bank Ltd., 3.050%, 10/03/2022 | 1,200,000 | 0.0 | |
1,550,000 | (6) | Royal Bank of Canada, 3.070%, 10/03/2022 | 1,550,000 | 0.1 | |
1,560,000 | (6) | Skandinaviska Enskilda Banken AB, 3.050%, 10/03/2022 | 1,560,000 | 0.1 | |
1,240,000 | (6) | Societe Generale, 3.060%, 10/03/2022 | 1,240,000 | 0.0 | |
1,550,000 | (6) | Svenska Handelsbanken AB, 3.000%, 10/03/2022 | 1,550,000 | 0.1 | |
1,500,000 | (6) | Toronto-Dominion Bank, 3.060%, 10/03/2022 | 1,500,000 | 0.1 | |
Total Time Deposits | |||||
(Cost $15,460,000) | 15,460,000 | 0.6 | |||
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.0% | ||||||
613,000 | (7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.930% | ||||
(Cost $613,000) | 613,000 | 0.0 | ||||
Total Short-Term Investments | ||||||
(Cost $63,388,807) | 63,388,719 | 2.4 | ||||
Total Investments in Securities (Cost $3,042,844,872) | $ | 2,788,931,810 | 104.1 | |||
Liabilities in Excess of Other Assets | (108,559,848) | (4.1) | ||||
Net Assets | $ | 2,680,371,962 | 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) | Security, or a portion of the security, is on loan. |
(3) | Variable rate security. Rate shown is the rate in effect as of September 30, 2022. |
(4) | 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. |
(5) | Represents or includes a TBA transaction. |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of September 30, 2022. |
Reference Rate Abbreviations: | |
US0012M | 12-month LIBOR |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | 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 | ||||||||||||||||
Corporate Bonds/Notes | $ | – | $ | 687,308,195 | $ | – | $ | 687,308,195 | ||||||||
Collateralized Mortgage Obligations | – | 818,897 | – | 818,897 | ||||||||||||
Municipal Bonds | – | 23,441,889 | – | 23,441,889 | ||||||||||||
Sovereign Bonds | – | 37,944,690 | – | 37,944,690 | ||||||||||||
U.S. Government Agency Obligations | – | 790,239,938 | – | 790,239,938 | ||||||||||||
Asset-Backed Securities | – | 14,733,029 | – | 14,733,029 | ||||||||||||
Supranational Bonds | – | 5,409,468 | – | 5,409,468 | ||||||||||||
Commercial Mortgage-Backed Securities | – | 52,224,129 | – | 52,224,129 | ||||||||||||
U.S. Treasury Obligations | – | 1,113,422,856 | – | 1,113,422,856 | ||||||||||||
Short-Term Investments | 613,000 | 62,775,719 | – | 63,388,719 | ||||||||||||
Total Investments, at fair value | $ | 613,000 | $ | 2,788,318,810 | $ | – | $ | 2,788,931,810 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | – | 231,100 | – | 231,100 | ||||||||||||
Futures | 3,937,807 | – | – | 3,937,807 | ||||||||||||
Total Assets | $ | 4,550,807 | $ | 2,788,549,910 | $ | – | $ | 2,793,100,717 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Futures | $ | (407,998 | ) | $ | – | $ | – | $ | (407,998 | ) | ||||||
Total Liabilities | $ | (407,998 | ) | $ | – | $ | – | $ | (407,998 | ) |
+ | 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, 2022, the following futures contracts were outstanding for Voya U.S. Bond Index Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||
Long Contracts: | ||||||||||||
U.S. Treasury 10-Year Note | 73 | 12/20/22 | $ | 8,180,563 | $ | (407,998 | ) | |||||
$ | 8,180,563 | $ | (407,998 | ) | ||||||||
Short Contracts: | ||||||||||||
U.S. Treasury 2-Year Note | (3) | 12/30/22 | (616,172 | ) | 9,651 | |||||||
U.S. Treasury 5-Year Note | (749) | 12/30/22 | (80,523,352 | ) | 2,787,264 | |||||||
U.S. Treasury Ultra 10-Year Note | (148) | 12/20/22 | (17,535,687 | ) | 1,140,892 | |||||||
$ | (98,675,211 | ) | $ | 3,937,807 |
At September 30, 2022, the following centrally cleared credit default swaps were outstanding for Voya U.S. Bond Index 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 38, Version 1 | Buy | (1.000) | 06/20/27 | USD | 25,000,000 | $ | (6,307 | ) | $ | 231,100 | ||||||||
$ | (6,307 | ) | $ | 231,100 |
(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. |
Currency Abbreviations | ||
USD | - | United States Dollar |
PORTFOLIO OF INVESTMENTS | |
Voya U.S. Bond Index Portfolio | as of September 30, 2022 (Unaudited) (Continued) |
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 $3,046,466,119.
Net unrealized depreciation consisted of:
Gross Unrealized Appreciation | $ | 6,578,287 | ||
Gross Unrealized Depreciation | (260,589,094 | ) | ||
Net Unrealized Depreciation | $ | (254,010,807 | ) |