0001752724-22-273812.txt : 20221129 0001752724-22-273812.hdr.sgml : 20221129 20221129120505 ACCESSION NUMBER: 0001752724-22-273812 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221129 DATE AS OF CHANGE: 20221129 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Voya INTERMEDIATE BOND PORTFOLIO CENTRAL INDEX KEY: 0000002646 IRS NUMBER: 060891902 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02361 FILM NUMBER: 221430066 BUSINESS ADDRESS: STREET 1: ING FUNDS SERVICES STREET 2: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 480-477-3000 MAIL ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: ING INTERMEDIATE BOND PORTFOLIO DATE OF NAME CHANGE: 20090508 FORMER COMPANY: FORMER CONFORMED NAME: ING VP INTERMEDIATE BOND PORTFOLIO DATE OF NAME CHANGE: 20041124 FORMER COMPANY: FORMER CONFORMED NAME: ING VP BOND PORTFOLIO DATE OF NAME CHANGE: 20020501 0000002646 S000008760 Voya Intermediate Bond Portfolio C000023849 Class ADV IIBPX C000028784 Class I IPIIX C000028785 Class S IPISX C000074893 Class S2 IIBTX NPORT-P 1 primary_doc.xml NPORT-P false 0000002646 XXXXXXXX S000008760 C000028784 C000023849 C000028785 C000074893 Voya Intermediate Bond Portfolio 811-02361 0000002646 GP0L16R6Y5YV83C5QZ60 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA INTERMEDIATE BOND PORTFOLIO S000008760 GP0L16R6Y5YV83C5QZ60 2022-12-31 2022-09-30 N 2938446145.35 482218866.75 2456227278.60 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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963000.00000000 PA USD 892849.96000000 0.036350461855 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N COMM Mortgage Trust N/A COMM 2012-CCRE4 Mortgage Trust 12624QAA1 65166000.00000000 PA USD 566080.75000000 0.023046757721 Long ABS-MBS CORP US N 2 2045-10-15 Variable 0.70039400 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond - When Issued 912810SS8 77000.00000000 PA USD 47842.27000000 0.001947794913 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450YAM5 1780000.00000000 PA USD 1591083.15000000 0.064777521358 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N First Horizon Mortgage Pass-Th N/A First Horizon Mortgage Pass-Through Trust 2005-AR3 32051GQL2 19355.55000000 PA USD 13780.99000000 0.000561063307 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.87479200 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 31325WHA3 8961191.84000000 PA USD 1176391.21000000 0.047894232762 Long ABS-MBS USGSE US N 2 2044-01-15 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413KH79 22629.68000000 PA USD 23661.83000000 0.000963340412 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398NE59 2706733.59000000 PA USD 570323.93000000 0.023219509650 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 Fannie Mae or Freddie Mac 01F0206A2 63092000.00000000 PA USD 51099591.25000000 2.080409728171 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 2.00000000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 CSL Finance PLC 12661PAE9 668000.00000000 PA USD 579447.35000000 0.023590950033 Long DBT CORP GB N 2 2052-04-27 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296QH44 42007.85000000 PA USD 42411.97000000 0.001726711952 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 PECO Energy Co 693304AS6 465000.00000000 PA USD 387627.13000000 0.015781403185 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371M3X3 2555.30000000 PA USD 2687.57000000 0.000109418620 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137H0TR9 19142492.78000000 PA USD 2275339.86000000 0.092635558599 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411JNM4 7643.57000000 PA USD 7816.03000000 0.000318212816 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 92922F4V7 896437.48000000 PA USD 841411.64000000 0.034256261516 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.06400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M7AX4 22615.95000000 PA USD 23406.49000000 0.000952944794 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CH7 822000.00000000 PA USD 748241.75000000 0.030463050244 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377LJM1 1142950.96000000 PA USD 90593.49000000 0.003688318698 Long ABS-MBS USGA US N 2 2040-09-16 Floating 3.71086000 N N N N N N Benefit Street Partners CLO Lt 5493002BNZCV0YE1MG83 Benefit Street Partners CLO IV Ltd 08180FBL4 2250000.00000000 PA USD 2061789.75000000 0.083941326112 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 4.85986000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A Regents of the University of California Medical Center Pooled Revenue 913366EP1 300000.00000000 PA USD 343205.43000000 0.013972869407 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 Nestle Holdings Inc 641062AL8 710000.00000000 PA USD 599366.95000000 0.024401933616 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31407EH48 6431.30000000 PA USD 6567.91000000 0.000267398300 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAN9 464000.00000000 PA USD 401120.28000000 0.016330747707 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QPTX2 826231.47000000 PA USD 760470.74000000 0.030960927216 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382AZF5 29448718.24000000 PA USD 3254685.59000000 0.132507509315 Long ABS-MBS USGA US N 2 2046-04-20 Floating 3.03614000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LC26 43285.98000000 PA USD 42452.23000000 0.001728351051 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396TUX9 504257.82000000 PA USD 37780.86000000 0.001538166289 Long ABS-MBS USGSE US N 2 2036-06-15 Floating 3.66729000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAE9 1000000.00000000 PA USD 915473.89000000 0.037271546406 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ELM75 16935.32000000 PA USD 16564.37000000 0.000674382625 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Banc of America Funding Corpor N/A Banc of America Funding 2007-8 Trust 05953LAJ8 70975.58000000 PA USD 59235.01000000 0.002411625769 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 494550BV7 1000000.00000000 PA USD 984139.21000000 0.040067106923 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-4 35563PGZ6 706846.31000000 PA USD 634676.03000000 0.025839466710 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411AY33 25534.11000000 PA USD 26856.17000000 0.001093391081 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 1315000.00000000 PA USD 1226237.50000000 0.049923617031 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AUUY5 6947450.25000000 PA USD 565038.91000000 0.023004341451 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 3.56600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AHVA3 7301950.85000000 PA USD 859408.22000000 0.034988953485 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 3.73229000 N N N N N N Bojangles Issuer, LLC N/A Bojangles Issuer LLC 09748RAA6 2338250.00000000 PA USD 2095511.36000000 0.085314228787 Long ABS-O CORP US N 2 2050-10-20 Fixed 3.83200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVR2 2500000.00000000 PA USD 2415646.05000000 0.098347822738 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411XMC6 20829.07000000 PA USD 21200.06000000 0.000863114752 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31415TK33 19963.16000000 PA USD 21061.81000000 0.000857486201 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAF8 808000.00000000 PA USD 781935.67000000 0.031834825580 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CFD1 4220547.00000000 PA USD 3748835.58000000 0.152625761168 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AP0 1692000.00000000 PA USD 1170119.52000000 0.047638894421 Long DBT CORP FR N 2 N/A Fixed 4.75000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAD1 315000.00000000 PA USD 292184.84000000 0.011895676045 Long DBT CORP JP N 2 2026-04-12 Fixed 3.47700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AP2V9 122195.38000000 PA USD 116852.85000000 0.004757411947 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119CM9 670000.00000000 PA USD 502146.21000000 0.020443800717 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410GGR8 63922.45000000 PA USD 67230.16000000 0.002737131070 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813CP2 1150000.00000000 PA USD 950651.21000000 0.038703715176 Long DBT CORP US N 2 2028-12-01 Fixed 2.27200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403VRB7 343.16000000 PA USD 351.32000000 0.000014303236 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust 93362FAD5 1478623.22000000 PA USD 1345019.85000000 0.054759584412 Long ABS-MBS CORP US N 2 2046-08-25 Variable 3.67631500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296QMF3 50887.56000000 PA USD 51376.93000000 0.002091700977 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DP9 317000.00000000 PA USD 254665.42000000 0.010368153721 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AT0 307000.00000000 PA USD 277798.59000000 0.011309970881 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Pass-Through Certificates 31395HHV5 1693852.99000000 PA USD 1722682.62000000 0.070135310156 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 2.30402100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394F2W4 2509848.05000000 PA USD 231708.92000000 0.009433529299 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 3.59600000 N N N N N N Structured Asset Mortgage Inve N/A Structured Asset Mortgage Investments II Trust 2005-AR5 86359LPF0 57501.00000000 PA USD 52949.07000000 0.002155707269 Long ABS-MBS CORP US N 2 2035-07-19 Floating 3.49343000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 92556VAF3 392000.00000000 PA USD 235480.63000000 0.009587086343 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 Wells Fargo Commercial Mortgage Trust 2014-LC18 94989AAX3 24756250.39540000 PA USD 425866.92000000 0.017338253821 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.17939100 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEU5 278000.00000000 PA USD 257837.71000000 0.010497306672 Long DBT CORP US N 2 2033-07-20 Fixed 4.88900000 N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DD9 2489000.00000000 PA USD 2020802.67000000 0.082272625485 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M5ED8 24886.89000000 PA USD 25759.23000000 0.001048731533 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGH1 861000.00000000 PA USD 727236.81000000 0.029607879382 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414NDD3 1116.47000000 PA USD 1137.36000000 0.000046305161 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 Target Corp 87612EBN5 547000.00000000 PA USD 369422.43000000 0.015040238060 Long DBT CORP US N 2 2052-01-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385WX38 31.60000000 PA USD 32.16000000 0.000001309325 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6.00000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group Inc/The 416515BC7 2813000.00000000 PA USD 2322952.61000000 0.094574009100 Long DBT CORP US N 2 2047-02-12 Floating 5.03014000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AQBR6 27160.23000000 PA USD 26635.72000000 0.001084415934 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AJG97 78695.77000000 PA USD 77175.01000000 0.003142014204 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N 2022-11-29 Voya Intermediate Bond Portfolio Tin Bui Tin Bui Vice President XXXX NPORT-EX 2 464400VOYA09302022.htm

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited)

 

Principal
Amount†
    Value Percentage
of Net
Assets
CORPORATE BONDS/NOTES: 22.5%  
    Basic Materials: 0.4%
149,000   Albemarle Corp., 5.050%, 06/01/2032 $   138,316   0.0
445,000 (1)  Anglo American Capital PLC, 2.250%, 03/17/2028 366,204   0.0
1,250,000 (1)  Anglo American Capital PLC, 3.625%, 09/11/2024 1,209,866   0.1
276,000 (1)  Anglo American Capital PLC, 5.625%, 04/01/2030 261,497   0.0
1,195,000   Celanese US Holdings LLC, 1.400%, 08/05/2026 975,728   0.1
842,000   Dow Chemical Co., 4.250%, 10/01/2034 714,696   0.0
500,000   Dow Chemical Co/The, 4.625%, 10/01/2044 401,628   0.0
380,000   Ecolab, Inc., 2.750%, 08/18/2055 236,042   0.0
1,366,000   Mosaic Co/The, 5.450%, 11/15/2033 1,288,777   0.1
325,000   Nucor Corp., 3.125%, 04/01/2032 265,801   0.0
580,000   Nucor Corp., 4.300%, 05/23/2027 556,121   0.0
1,333,000   PPG Industries, Inc., 1.200%, 03/15/2026 1,164,823   0.1
143,000   Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 92,963   0.0
13,000   RPM International, Inc., 2.950%, 01/15/2032 10,029   0.0
1,147,000   Steel Dynamics, Inc., 1.650%, 10/15/2027 939,782   0.0
362,000   Teck Resources Ltd., 5.400%, 02/01/2043 294,378   0.0
      8,916,651   0.4
         
    Communications: 1.5%
774,000   Amazon.com, Inc., 2.100%, 05/12/2031 628,963   0.0
2,340,000   Amazon.com, Inc., 2.875%, 05/12/2041 1,715,257   0.1
822,000 (2)  Amazon.com, Inc., 3.600%, 04/13/2032 748,242   0.0
411,000   Amazon.com, Inc., 3.950%, 04/13/2052 338,050   0.0
652,000   Amazon.com, Inc., 4.100%, 04/13/2062 522,161   0.0
1,803,000   AT&T, Inc., 2.550%, 12/01/2033 1,336,579   0.1
1,240,000   AT&T, Inc., 3.550%, 09/15/2055 817,097   0.1
1,532,000   AT&T, Inc., 3.650%, 09/15/2059 995,781   0.1
764,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 599,114   0.0
1,065,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 678,176   0.0
446,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 261,523   0.0
451,000   Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 280,290   0.0
1,018,000   Comcast Corp., 2.650%, 02/01/2030 854,479   0.1
1,417,000   Comcast Corp., 2.887%, 11/01/2051 889,723   0.1
529,000   Comcast Corp., 3.900%, 03/01/2038 432,527   0.0
900,000   Comcast Corp., 3.999%, 11/01/2049 691,477   0.0
3,290,000   Comcast Corp., 4.000%, 03/01/2048 2,539,061   0.1
588,000   Corning, Inc., 5.450%, 11/15/2079 482,760   0.0
485,000 (1)  Meta Platforms, Inc., 3.500%, 08/15/2027 454,020   0.0
1,774,000 (1)  Meta Platforms, Inc., 3.850%, 08/15/2032 1,561,205   0.1
1,346,000 (1)  Meta Platforms, Inc., 4.450%, 08/15/2052 1,100,726   0.1
1,698,000 (1)  Meta Platforms, Inc., 4.650%, 08/15/2062 1,372,039   0.1
738,000 (1)  NBN Co. Ltd., 1.450%, 05/05/2026 644,638   0.0
550,000 (1),(2)  NBN Co. Ltd., 1.625%, 01/08/2027 473,632   0.0
474,000 (2)  Paramount Global, 4.950%, 05/19/2050 338,009   0.0
120,000   Paramount Global, 5.250%, 04/01/2044 90,032   0.0
257,000 (1)  Rogers Communications, Inc., 3.800%, 03/15/2032 222,457   0.0
588,000 (1)  Rogers Communications, Inc., 4.550%, 03/15/2052 470,164   0.0
3,754,000   Time Warner Cable LLC, 5.875%, 11/15/2040 3,099,061   0.1
527,000   T-Mobile USA, Inc., 2.050%, 02/15/2028 438,159   0.0
178,000   T-Mobile USA, Inc., 2.250%, 02/15/2026 159,520   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

614,000   T-Mobile USA, Inc., 2.625%, 02/15/2029   508,199   0.0
526,000   T-Mobile USA, Inc., 3.500%, 04/15/2031   442,850   0.0
640,000   T-Mobile USA, Inc., 3.750%, 04/15/2027   591,463   0.0
198,000   T-Mobile USA, Inc., 3.875%, 04/15/2030   175,750   0.0
851,000   T-Mobile USA, Inc., 4.375%, 04/15/2040   695,096   0.0
464,000 (2)  T-Mobile USA, Inc., 5.650%, 01/15/2053   439,422   0.0
861,000   Verizon Communications, Inc., 2.100%, 03/22/2028   727,237   0.0
682,000   Verizon Communications, Inc., 2.355%, 03/15/2032   523,650   0.0
417,000   Verizon Communications, Inc., 2.987%, 10/30/2056   249,023   0.0
779,000   Verizon Communications, Inc., 3.400%, 03/22/2041   570,631   0.0
312,000   Verizon Communications, Inc., 3.550%, 03/22/2051   220,076   0.0
1,119,000   Verizon Communications, Inc., 3.700%, 03/22/2061   761,993   0.1
2,000,000   Verizon Communications, Inc., 3.850%, 11/01/2042   1,537,848   0.1
186,000   Verizon Communications, Inc., 4.000%, 03/22/2050   142,578   0.0
980,000   Verizon Communications, Inc., 4.400%, 11/01/2034   864,700   0.1
116,000   Verizon Communications, Inc., 4.500%, 08/10/2033   104,721   0.0
770,000   Verizon Communications, Inc., 4.750%, 11/01/2041   668,250   0.0
2,750,000   Verizon Communications, Inc., 4.812%, 03/15/2039   2,426,075   0.1
286,000   Vodafone Group PLC, 4.375%, 02/19/2043   219,510   0.0
477,000 (2)  Vodafone Group PLC, 5.125%, 06/19/2059   388,185   0.0
        37,492,179   1.5
           
    Consumer, Cyclical: 1.4%
48,064 (1)  Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029   45,467   0.0
38,065   American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029   34,192   0.0
2,122,862   American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029   1,850,633   0.1
97,155 (2)  American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031   84,957   0.0
584,148   Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029   490,308   0.0
218,000 (1)  Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028   203,334   0.0
518,000   Dollar General Corp., 5.000%, 11/01/2032   498,912   0.0
935,000   General Motors Co., 6.125%, 10/01/2025   936,248   0.0
1,027,000 (2)  General Motors Financial Co., Inc., 2.350%, 02/26/2027   872,805   0.0
985,000   General Motors Financial Co., Inc., 3.950%, 04/13/2024   961,382   0.1
1,893,000   General Motors Financial Co., Inc., 4.350%, 01/17/2027   1,757,098   0.1
1,527,000   General Motors Financial Co., Inc., 5.000%, 04/09/2027   1,449,351   0.1
2,878,000 (1)  Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027   2,473,972   0.1
858,000   Hasbro, Inc., 3.000%, 11/19/2024   823,547   0.0
794,000   Hasbro, Inc., 3.550%, 11/19/2026   737,062   0.0
265,000   Home Depot, Inc./The, 3.625%, 04/15/2052   200,595   0.0
803,000 (2)  Home Depot, Inc./The, 4.500%, 09/15/2032   768,327   0.0
1,150,000   Home Depot, Inc./The, 4.950%, 09/15/2052   1,083,285   0.1
496,000   Lowe's Cos, Inc., 4.250%, 04/01/2052   380,396   0.0
260,000   Lowe's Cos, Inc., 4.450%, 04/01/2062   194,875   0.0
740,000   Lowe's Cos, Inc., 5.000%, 04/15/2033   699,707   0.0
684,000 (1)  Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027   670,758   0.0
1,244,000 (1)  Nissan Motor Co. Ltd., 4.810%, 09/17/2030   1,009,493   0.1
547,000   Target Corp., 2.950%, 01/15/2052   369,422   0.0
1,185,000   Target Corp., 4.500%, 09/15/2032   1,130,835   0.1
313,000   Toyota Motor Credit Corp., 1.900%, 01/13/2027   276,315   0.0
750,000 (2)  Toyota Motor Credit Corp., 4.450%, 06/29/2029   724,702   0.0
1,150,000   Toyota Motor Credit Corp., 4.550%, 09/20/2027   1,124,159   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

379,896   United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025   359,830   0.0
536,136   United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027   490,995   0.0
945,030   United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030   731,537   0.0
3,580,445   United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030   3,103,013   0.1
589,723   United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029   475,984   0.0
1,410,469   United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029   1,362,679   0.1
1,792,478   US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026   1,737,749   0.1
900,000 (2)  Walmart, Inc., 4.150%, 09/09/2032   863,062   0.0
575,000   Walmart, Inc., 4.500%, 09/09/2052   540,334   0.0
1,505,000 (1)  Warnermedia Holdings, Inc., 3.755%, 03/15/2027   1,348,402   0.1
184,000 (1)  Warnermedia Holdings, Inc., 4.279%, 03/15/2032   151,610   0.0
288,000 (1)  Warnermedia Holdings, Inc., 5.050%, 03/15/2042   215,999   0.0
1,289,000 (1)  Warnermedia Holdings, Inc., 5.141%, 03/15/2052   939,330   0.1
        34,172,661   1.4
           
    Consumer, Non-cyclical: 3.4%
109,000   Abbott Laboratories, 4.900%, 11/30/2046   104,771   0.0
1,663,000   AbbVie, Inc., 2.600%, 11/21/2024   1,583,791   0.1
830,000   AbbVie, Inc., 2.900%, 11/06/2022   828,580   0.0
732,000   AbbVie, Inc., 4.050%, 11/21/2039   590,903   0.0
1,257,000   AbbVie, Inc., 4.300%, 05/14/2036   1,093,048   0.1
1,964,000   AbbVie, Inc., 4.400%, 11/06/2042   1,635,254   0.1
579,000   AbbVie, Inc., 4.500%, 05/14/2035   516,342   0.0
292,000   AbbVie, Inc., 4.550%, 03/15/2035   262,383   0.0
1,700,000   AbbVie, Inc., 4.625%, 10/01/2042   1,447,137   0.1
2,403,000   Aetna, Inc., 4.500%, 05/15/2042   1,983,741   0.1
473,000   Altria Group, Inc., 2.450%, 02/04/2032   334,527   0.0
918,000   Altria Group, Inc., 3.700%, 02/04/2051   555,933   0.0
301,000   Altria Group, Inc., 4.800%, 02/14/2029   278,172   0.0
730,000   Altria Group, Inc., 5.800%, 02/14/2039   639,198   0.0
543,000   Altria Group, Inc., 5.950%, 02/14/2049   451,095   0.0
615,000   Amgen, Inc., 3.375%, 02/21/2050   420,295   0.0
384,000   Amgen, Inc., 4.875%, 03/01/2053   338,397   0.0
1,375,000   Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036   1,240,763   0.1
3,000,000   Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046   2,614,300   0.1
1,909,000   Anheuser-Busch InBev Finance, Inc., 4.000%, 01/17/2043   1,482,661   0.1
1,260,000   Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039   1,204,132   0.1
2,362,000   BAT Capital Corp., 2.259%, 03/25/2028   1,882,393   0.1
483,000   BAT Capital Corp., 2.726%, 03/25/2031   360,167   0.0
140,000   BAT Capital Corp., 3.557%, 08/15/2027   123,131   0.0
866,000   BAT Capital Corp., 3.734%, 09/25/2040   556,362   0.0
419,000   BAT Capital Corp., 4.390%, 08/15/2037   299,538   0.0
1,250,000   BAT International Finance PLC, 4.448%, 03/16/2028   1,116,110   0.1
550,000 (2)  Baxter International, Inc., 1.915%, 02/01/2027   479,331   0.0
1,150,000   Baxter International, Inc., 2.272%, 12/01/2028   950,651   0.1
226,000   Bio-Rad Laboratories, Inc., 3.300%, 03/15/2027   205,445   0.0
1,158,000   Bristol-Myers Squibb Co., 3.700%, 03/15/2052   890,613   0.0
1,757,000   Bristol-Myers Squibb Co., 4.125%, 06/15/2039   1,540,636   0.1
374,000 (1)  Cargill, Inc., 2.125%, 04/23/2030   303,505   0.0
831,000 (1)  Cargill, Inc., 2.125%, 11/10/2031   650,745   0.0
310,000 (1)  Cargill, Inc., 3.125%, 05/25/2051   213,746   0.0
388,000 (1)  Cargill, Inc., 4.375%, 04/22/2052   334,353   0.0
2,195,000   Cigna Corp., 3.250%, 04/15/2025   2,098,530   0.1
271,000   Cigna Corp., 3.400%, 03/15/2050   183,813   0.0
3,900,000   Cigna Corp., 4.800%, 08/15/2038   3,466,194   0.2
721,000   Cigna Corp., 4.900%, 12/15/2048   624,366   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

793,000 (1)  CSL Finance PLC, 4.050%, 04/27/2029   731,395   0.0
1,168,000 (1)  CSL Finance PLC, 4.250%, 04/27/2032   1,070,652   0.1
404,000 (1)  CSL Finance PLC, 4.625%, 04/27/2042   353,998   0.0
668,000 (1)  CSL Finance PLC, 4.750%, 04/27/2052   579,447   0.0
278,000 (1)  CSL Finance PLC, 4.950%, 04/27/2062   242,323   0.0
798,000   CVS Health Corp., 2.700%, 08/21/2040   525,690   0.0
1,075,000   CVS Health Corp., 3.875%, 07/20/2025   1,043,369   0.1
1,886,000   CVS Health Corp., 4.125%, 04/01/2040   1,505,484   0.1
3,000,000   CVS Health Corp., 4.780%, 03/25/2038   2,635,929   0.1
378,000   CVS Health Corp., 5.050%, 03/25/2048   333,775   0.0
159,000   CVS Health Corp., 5.125%, 07/20/2045   139,586   0.0
50,886   CVS Pass-Through Trust, 6.943%, 01/10/2030   52,413   0.0
1,400,000 (1),(2)  Element Fleet Management Corp., 3.850%, 06/15/2025   1,326,602   0.1
127,000   Elevance Health, Inc., 2.550%, 03/15/2031   102,596   0.0
307,000   Elevance Health, Inc., 4.100%, 05/15/2032   277,799   0.0
1,237,000 (1)  Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026   1,035,004   0.1
1,000,000   Global Payments, Inc., 1.200%, 03/01/2026   861,737   0.0
1,000,000   Global Payments, Inc., 2.650%, 02/15/2025   935,642   0.0
1,676,000   Global Payments, Inc., 3.200%, 08/15/2029   1,398,741   0.1
385,000   Global Payments, Inc., 5.950%, 08/15/2052   340,232   0.0
614,000 (1)  GSK Consumer Healthcare Capital US LLC, 3.375%, 03/24/2029   536,149   0.0
602,000   GXO Logistics, Inc., 1.650%, 07/15/2026   492,488   0.0
377,000   HCA, Inc., 2.375%, 07/15/2031   279,454   0.0
440,000 (1)  HCA, Inc., 3.125%, 03/15/2027   390,140   0.0
211,000   HCA, Inc., 3.500%, 09/01/2030   174,686   0.0
276,000 (1)  HCA, Inc., 3.625%, 03/15/2032   223,677   0.0
1,166,000   HCA, Inc., 4.125%, 06/15/2029   1,024,124   0.1
670,000 (1)  HCA, Inc., 4.375%, 03/15/2042   502,146   0.0
1,604,000   HCA, Inc., 4.500%, 02/15/2027   1,499,613   0.1
772,000   HCA, Inc., 5.250%, 04/15/2025   757,054   0.0
1,115,000   Humana, Inc., 1.350%, 02/03/2027   940,521   0.1
193,000 (2)  Humana, Inc., 2.150%, 02/03/2032   146,946   0.0
178,000   Humana, Inc., 3.125%, 08/15/2029   154,249   0.0
407,000   Johnson & Johnson, 3.625%, 03/03/2037   352,548   0.0
250,000   Johnson & Johnson, 3.700%, 03/01/2046   205,043   0.0
456,000   Keurig Dr Pepper, Inc., 4.050%, 04/15/2032   400,757   0.0
550,000   Keurig Dr Pepper, Inc., 4.500%, 04/15/2052   434,923   0.0
296,000   Kraft Heinz Foods Co., 5.000%, 06/04/2042   257,774   0.0
294,000   Kraft Heinz Foods Co., 5.200%, 07/15/2045   256,334   0.0
1,870,000 (1)  Mars, Inc., 3.875%, 04/01/2039   1,546,314   0.1
1,595,000   McKesson Corp., 1.300%, 08/15/2026   1,378,965   0.1
405,000   Merck & Co., Inc., 2.750%, 12/10/2051   265,023   0.0
405,000   Merck & Co., Inc., 2.900%, 12/10/2061   255,018   0.0
884,000   Mylan, Inc., 5.200%, 04/15/2048   610,064   0.0
710,000 (1)  Nestle Holdings, Inc., 3.900%, 09/24/2038   599,367   0.0
1,116,000 (1)  Nestle Holdings, Inc., 4.125%, 10/01/2027   1,084,078   0.1
550,000 (1),(2)  Nestle Holdings, Inc., 4.300%, 10/01/2032   523,683   0.0
1,001,000 (1)  Nestle Holdings, Inc., 4.700%, 01/15/2053   936,294   0.1
471,000 (2)  PayPal Holdings, Inc., 4.400%, 06/01/2032   439,433   0.0
1,780,000 (2)  PayPal Holdings, Inc., 5.050%, 06/01/2052   1,591,083   0.1
804,000   PayPal Holdings, Inc., 5.250%, 06/01/2062   720,135   0.0
1,500,000   PepsiCo, Inc., 3.900%, 07/18/2032   1,388,718   0.1
237,000   PerkinElmer, Inc., 1.900%, 09/15/2028   190,649   0.0
201,000   PerkinElmer, Inc., 3.300%, 09/15/2029   169,408   0.0
385,000   Reynolds American, Inc., 5.700%, 08/15/2035   326,285   0.0
560,000   Reynolds American, Inc., 5.850%, 08/15/2045   440,612   0.0
624,000   Reynolds American, Inc., 6.150%, 09/15/2043   522,357   0.0
480,000 (1)  Roche Holdings, Inc., 2.607%, 12/13/2051   314,528   0.0
537,000   Royalty Pharma PLC, 1.200%, 09/02/2025   475,227   0.0
796,000   Royalty Pharma PLC, 1.750%, 09/02/2027   658,984   0.0
522,000   Royalty Pharma PLC, 3.550%, 09/02/2050   326,593   0.0
329,000 (2)  S&P Global, Inc., 1.250%, 08/15/2030   246,610   0.0
1,000,000 (1)  S&P Global, Inc., 2.700%, 03/01/2029   866,085   0.0
1,252,000 (1),(2)  S&P Global, Inc., 2.900%, 03/01/2032   1,046,786   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,217,000 (1)  S&P Global, Inc., 3.700%, 03/01/2052   923,144   0.0
830,000 (1)  Triton Container International Ltd., 2.050%, 04/15/2026   705,411   0.0
482,000 (1)  Triton Container International Ltd., 3.150%, 06/15/2031   353,631   0.0
485,000   UnitedHealth Group, Inc., 2.750%, 05/15/2040   340,777   0.0
245,000   UnitedHealth Group, Inc., 3.050%, 05/15/2041   178,554   0.0
1,111,000   UnitedHealth Group, Inc., 3.500%, 08/15/2039   875,712   0.0
493,000   UnitedHealth Group, Inc., 3.750%, 10/15/2047   380,091   0.0
482,000   UnitedHealth Group, Inc., 4.200%, 05/15/2032   448,125   0.0
265,000   UnitedHealth Group, Inc., 4.750%, 05/15/2052   237,612   0.0
553,000 (2)  Viatris, Inc., 2.700%, 06/22/2030   411,582   0.0
1,663,000   Viatris, Inc., 3.850%, 06/22/2040   1,039,913   0.1
392,000   Viatris, Inc., 4.000%, 06/22/2050   235,481   0.0
1,065,000 (1)  Viterra Finance BV, 2.000%, 04/21/2026   906,018   0.0
        84,364,442   3.4
           
    Energy: 1.8%
647,000 (1)  Aker BP ASA, 2.000%, 07/15/2026   558,846   0.0
277,000   Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026   243,832   0.0
366,000   BP Capital Markets America, Inc., 1.749%, 08/10/2030   285,017   0.0
321,000   BP Capital Markets America, Inc., 2.772%, 11/10/2050   199,996   0.0
752,000 (3)  BP Capital Markets PLC, 4.875%, 12/31/2199   649,070   0.0
205,000   Canadian Natural Resources Ltd., 6.750%, 02/01/2039   207,259   0.0
300,000 (2)  Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029   260,590   0.0
297,000   Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027   287,925   0.0
580,000   Continental Resources, Inc./OK, 4.900%, 06/01/2044   414,991   0.0
3,558,000 (1)  Coterra Energy, Inc., 3.900%, 05/15/2027   3,302,309   0.1
464,000   Diamondback Energy, Inc., 3.500%, 12/01/2029   401,120   0.0
979,000 (3)  Enbridge, Inc., 5.750%, 07/15/2080   863,723   0.1
631,000 (3)  Enbridge, Inc., 7.375%, 01/15/2083   609,325   0.0
631,000 (3)  Enbridge, Inc., 7.625%, 01/15/2083   610,285   0.0
582,000   Energy Transfer L.P., 4.250%, 04/01/2024   570,023   0.0
154,000   Energy Transfer L.P., 4.900%, 03/15/2035   129,688   0.0
1,625,000   Energy Transfer L.P., 5.300%, 04/01/2044   1,305,315   0.1
1,086,000   Energy Transfer L.P., 5.300%, 04/15/2047   869,301   0.1
845,000   Energy Transfer L.P., 5.350%, 05/15/2045   681,854   0.0
399,000   Energy Transfer L.P., 5.800%, 06/15/2038   350,361   0.0
1,067,000   Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023   1,058,279   0.1
1,385,000   Enterprise Products Operating LLC, 3.750%, 02/15/2025   1,342,492   0.1
453,000   Enterprise Products Operating LLC, 3.950%, 01/31/2060   313,716   0.0
218,000   Enterprise Products Operating LLC, 4.200%, 01/31/2050   167,110   0.0
1,200,000 (3)  Enterprise Products Operating LLC, 5.908%, 08/16/2077   1,097,400   0.1
826,000   Equinor ASA, 3.125%, 04/06/2030   725,380   0.0
1,394,000   Exxon Mobil Corp., 2.726%, 03/01/2023   1,387,700   0.1
1,000,000   Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024   984,139   0.1
920,000   Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044   781,648   0.0
569,000   Kinder Morgan, Inc., 5.450%, 08/01/2052   494,314   0.0
786,000   Kinder Morgan, Inc., 5.550%, 06/01/2045   687,007   0.0
639,000   Marathon Petroleum Corp., 4.750%, 09/15/2044   514,344   0.0
543,000   Marathon Petroleum Corp., 5.000%, 09/15/2054   439,095   0.0
752,000   Marathon Petroleum Corp., 5.125%, 12/15/2026   740,377   0.0
1,100,000   MPLX L.P., 4.000%, 03/15/2028   1,003,906   0.1
202,000   MPLX L.P., 4.700%, 04/15/2048   154,460   0.0
504,000   MPLX L.P., 5.200%, 12/01/2047   409,480   0.0
309,000   MPLX L.P., 5.500%, 02/15/2049   263,106   0.0
611,000 (1)  Northern Natural Gas Co., 3.400%, 10/16/2051   404,595   0.0
350,000   ONEOK Partners L.P., 6.125%, 02/01/2041   308,798   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

908,000   ONEOK Partners L.P., 6.200%, 09/15/2043   797,263   0.0
112,000   ONEOK, Inc., 3.100%, 03/15/2030   91,153   0.0
766,000   ONEOK, Inc., 5.850%, 01/15/2026   768,941   0.0
510,000   Phillips 66, 0.900%, 02/15/2024   483,287   0.0
786,000   Phillips 66, 2.150%, 12/15/2030   606,784   0.0
771,000   Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029   643,303   0.0
761,000   Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030   638,930   0.0
1,779,000   Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025   1,713,976   0.1
500,000   Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045   367,855   0.0
685,000   Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028   625,845   0.0
906,000   Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027   870,352   0.1
584,000 (1)  Santos Finance Ltd., 3.649%, 04/29/2031   454,701   0.0
500,000 (1)  Schlumberger Holdings Corp., 3.750%, 05/01/2024   490,444   0.0
587,000   Shell International Finance BV, 4.000%, 05/10/2046   468,729   0.0
1,262,000   Shell International Finance BV, 4.125%, 05/11/2035   1,109,284   0.1
269,000   Targa Resources Corp., 6.250%, 07/01/2052   245,102   0.0
963,000   Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028   892,850   0.1
2,000,000   TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023   1,971,465   0.1
500,000   TotalEnergies Capital International SA, 2.986%, 06/29/2041   357,680   0.0
144,000   Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030   121,932   0.0
3,804,000   Williams Cos, Inc./The, 4.000%, 09/15/2025   3,662,792   0.2
1,017,000   Williams Cos, Inc./The, 5.400%, 03/04/2044   891,497   0.1
        44,352,341   1.8
           
    Financial: 8.1%
1,147,000 (1),(3)  ABN AMRO Bank NV, 2.470%, 12/13/2029   910,561   0.0
600,000 (1),(3)  ABN AMRO Bank NV, 3.324%, 03/13/2037   428,583   0.0
411,000   AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.300%, 01/30/2032   309,597   0.0
1,296,000   AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.400%, 10/29/2033   942,181   0.0
141,000   Alleghany Corp., 3.250%, 08/15/2051   95,347   0.0
603,000   Alleghany Corp., 3.625%, 05/15/2030   538,155   0.0
25,000   Alleghany Corp., 4.900%, 09/15/2044   22,136   0.0
3,803,000 (3)  American Express Co., 4.420%, 08/03/2033   3,462,088   0.2
462,000   American Homes 4 Rent L.P., 2.375%, 07/15/2031   349,031   0.0
398,000   American Homes 4 Rent L.P., 3.625%, 04/15/2032   328,695   0.0
298,000   American Homes 4 Rent L.P., 4.300%, 04/15/2052   219,148   0.0
460,000   American International Group, Inc., 3.900%, 04/01/2026   439,639   0.0
317,000   American International Group, Inc., 4.375%, 06/30/2050   254,665   0.0
419,000   American Tower Corp., 3.650%, 03/15/2027   383,699   0.0
842,000 (1)  Antares Holdings L.P., 2.750%, 01/15/2027   671,414   0.0
914,000 (1)  ASB Bank Ltd., 1.625%, 10/22/2026   793,321   0.0
599,000 (1),(3)  ASB Bank Ltd., 5.284%, 06/17/2032   563,652   0.0
937,000   Assurant, Inc., 3.700%, 02/22/2030   787,283   0.0
789,000 (1)  Aviation Capital Group LLC, 1.950%, 09/20/2026   639,924   0.0
452,000 (1)  Aviation Capital Group LLC, 3.875%, 05/01/2023   443,908   0.0
808,000 (1)  Aviation Capital Group LLC, 4.375%, 01/30/2024   781,936   0.0
863,000 (1)  Aviation Capital Group LLC, 5.500%, 12/15/2024   836,262   0.0
895,000 (1)  Avolon Holdings Funding Ltd., 2.125%, 02/21/2026   753,152   0.0
1,094,000 (1)  Avolon Holdings Funding Ltd., 2.528%, 11/18/2027   857,346   0.0
710,000 (1)  Avolon Holdings Funding Ltd., 2.750%, 02/21/2028   558,575   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,565,000 (1)  Avolon Holdings Funding Ltd., 4.250%, 04/15/2026   1,405,015   0.1
2,400,000 (3)  Banco Bilbao Vizcaya Argentaria SA, 6.138%, 09/14/2028   2,319,576   0.1
1,000,000   Banco Santander SA, 2.746%, 05/28/2025   915,474   0.0
600,000 (3)  Banco Santander SA, 3.225%, 11/22/2032   421,403   0.0
1,955,000 (3)  Bank of America Corp., 1.197%, 10/24/2026   1,707,327   0.1
3,375,000 (3)  Bank of America Corp., 1.530%, 12/06/2025   3,089,668   0.1
1,971,000 (3)  Bank of America Corp., 1.734%, 07/22/2027   1,692,882   0.1
1,668,000 (3)  Bank of America Corp., 1.843%, 02/04/2025   1,586,163   0.1
178,000 (3)  Bank of America Corp., 1.898%, 07/23/2031   132,844   0.0
322,000 (3)  Bank of America Corp., 1.922%, 10/24/2031   238,651   0.0
225,000 (3)  Bank of America Corp., 2.015%, 02/13/2026   206,407   0.0
1,506,000 (3)  Bank of America Corp., 2.087%, 06/14/2029   1,225,003   0.1
806,000 (3)  Bank of America Corp., 2.572%, 10/20/2032   617,331   0.0
782,000 (3)  Bank of America Corp., 2.676%, 06/19/2041   506,839   0.0
1,136,000 (3)  Bank of America Corp., 2.687%, 04/22/2032   888,232   0.0
814,000 (3)  Bank of America Corp., 3.194%, 07/23/2030   686,957   0.0
1,000,000 (3)  Bank of America Corp., 3.593%, 07/21/2028   904,143   0.0
2,230,000 (3)  Bank of America Corp., 3.846%, 03/08/2037   1,802,133   0.1
435,000 (3)  Bank of America Corp., 3.970%, 03/05/2029   394,148   0.0
291,000 (3)  Bank of America Corp., 4.083%, 03/20/2051   220,090   0.0
4,336,000   Bank of America Corp., 4.250%, 10/22/2026   4,124,215   0.2
814,000 (2),(3)  Bank of America Corp., 4.271%, 07/23/2029   743,407   0.0
102,000 (3)  Bank of America Corp., 4.571%, 04/27/2033   91,497   0.0
3,452,000 (2),(3)  Bank of America Corp., 5.015%, 07/22/2033   3,206,853   0.1
724,000 (2),(3)  Bank of New York Mellon Corp./The, 4.289%, 06/13/2033   663,686   0.0
452,000 (2)  Bank of Nova Scotia/The, 1.950%, 02/02/2027   393,542   0.0
2,335,000 (3)  Bank of Nova Scotia/The, 4.588%, 05/04/2037   1,961,740   0.1
1,535,000 (1)  Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024   1,442,840   0.1
547,000   Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050   352,514   0.0
798,000 (1)  Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028   645,036   0.0
363,000 (1)  Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032   269,296   0.0
1,492,000 (1)  Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051   898,907   0.0
630,000 (1)  Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052   404,991   0.0
433,000   Blackstone Private Credit Fund, 4.000%, 01/15/2029   347,284   0.0
500,000 (1),(3)  BPCE SA, 2.277%, 01/20/2032   361,165   0.0
1,596,000 (1)  BPCE SA, 2.700%, 10/01/2029   1,323,626   0.1
955,000 (1)  BPCE SA, 5.700%, 10/22/2023   944,713   0.0
725,000 (3)  Capital One Financial Corp., 1.878%, 11/02/2027   616,547   0.0
476,000 (3)  Capital One Financial Corp., 3.273%, 03/01/2030   398,598   0.0
489,000 (3)  Capital One Financial Corp., 5.247%, 07/26/2030   455,873   0.0
771,000   CBRE Services, Inc., 2.500%, 04/01/2031   587,709   0.0
1,284,000   Chubb INA Holdings, Inc., 1.375%, 09/15/2030   970,365   0.0
561,000   CI Financial Corp., 4.100%, 06/15/2051   334,909   0.0
806,000 (3)  Citigroup, Inc., 1.462%, 06/09/2027   687,042   0.0
745,000 (1)  Commonwealth Bank of Australia, 3.743%, 09/12/2039   544,333   0.0
1,700,000 (1),(3)  Cooperatieve Rabobank UA, 4.655%, 08/22/2028   1,605,431   0.1
2,325,000 (1)   Corebridge Financial, Inc., 3.850%, 04/05/2029   2,051,995   0.1
1,683,000 (1)  Corebridge Financial, Inc., 3.900%, 04/05/2032   1,423,480   0.1
1,879,000 (1),(3)  Corebridge Financial, Inc., 6.875%, 12/15/2052   1,723,727   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,692,000 (1),(3)  Credit Agricole SA, 4.750%, 12/31/2199   1,170,120   0.1
1,235,000 (1),(3)  Credit Agricole SA/London, 1.907%, 06/16/2026   1,105,221   0.1
6,000,000 (1)  Credit Suisse AG, 6.500%, 08/08/2023   5,938,740   0.3
2,158,000   Credit Suisse AG/New York NY, 5.000%, 07/09/2027   1,992,522   0.1
3,000,000 (1),(3)  Credit Suisse Group AG, 2.997%, 12/14/2023   2,977,068   0.1
589,000 (2)  Crown Castle, Inc., 1.050%, 07/15/2026   498,235   0.0
445,000   Crown Castle, Inc., 2.900%, 03/15/2027   395,620   0.0
760,000   CubeSmart L.P., 2.250%, 12/15/2028   617,886   0.0
1,870,000 (1),(3)  Danske Bank A/S, 1.621%, 09/11/2026   1,620,104   0.1
993,000 (1)  Danske Bank A/S, 4.375%, 06/12/2028   873,222   0.0
813,000 (1),(3)  Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199   619,507   0.0
1,925,000 (1)  Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025   1,778,192   0.1
2,500,000   Goldman Sachs Group, Inc., 4.250%, 10/21/2025   2,415,646   0.1
251,000   Goldman Sachs Group, Inc., 6.750%, 10/01/2037   250,683   0.0
2,813,000 (1)  Hartford Financial Services Group, Inc./The, 5.030%, (US0003M + 2.125%), 02/12/2067   2,322,953   0.1
340,000   Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036   333,336   0.0
1,355,000 (3)  HSBC Holdings PLC, 1.589%, 05/24/2027   1,133,954   0.1
1,875,000 (3)  HSBC Holdings PLC, 2.206%, 08/17/2029   1,452,905   0.1
1,331,000 (3)  HSBC Holdings PLC, 2.633%, 11/07/2025   1,236,560   0.1
1,037,000 (3)  HSBC Holdings PLC, 2.999%, 03/10/2026   959,426   0.0
2,000,000 (3)  HSBC Holdings PLC, 4.041%, 03/13/2028   1,806,863   0.1
1,250,000   HSBC Holdings PLC, 4.300%, 03/08/2026   1,198,837   0.1
1,710,000 (3)  HSBC Holdings PLC, 4.600%, 12/31/2199   1,190,145   0.1
1,734,000 (3)  HSBC Holdings PLC, 5.210%, 08/11/2028   1,622,917   0.1
1,466,000 (3)  HSBC Holdings PLC, 5.402%, 08/11/2033   1,305,498   0.1
744,000 (3)  ING Groep NV, 4.017%, 03/28/2028   676,414   0.0
1,695,000 (1)  Intact Financial Corp., 5.459%, 09/22/2032   1,651,527   0.1
672,000   Intercontinental Exchange, Inc., 2.100%, 06/15/2030   535,561   0.0
1,059,000   Intercontinental Exchange, Inc., 2.650%, 09/15/2040   709,121   0.0
1,689,000   Intercontinental Exchange, Inc., 4.250%, 09/21/2048   1,379,722   0.1
2,774,000   Intercontinental Exchange, Inc., 4.600%, 03/15/2033   2,591,140   0.1
928,000   Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028   744,770   0.0
2,030,000 (3)  JPMorgan Chase & Co., 0.969%, 06/23/2025   1,879,251   0.1
1,184,000 (3)  JPMorgan Chase & Co., 1.040%, 02/04/2027   1,007,338   0.1
1,023,000 (3)  JPMorgan Chase & Co., 1.470%, 09/22/2027   866,240   0.0
1,465,000 (3)  JPMorgan Chase & Co., 2.069%, 06/01/2029   1,189,364   0.1
381,000 (3)  JPMorgan Chase & Co., 2.182%, 06/01/2028   324,493   0.0
1,537,000 (3)  JPMorgan Chase & Co., 2.545%, 11/08/2032   1,168,081   0.1
766,000 (3)  JPMorgan Chase & Co., 2.580%, 04/22/2032   594,571   0.0
1,058,000 (3)  JPMorgan Chase & Co., 2.595%, 02/24/2026   984,783   0.1
1,058,000 (3)  JPMorgan Chase & Co., 2.947%, 02/24/2028   936,714   0.0
255,000 (3)  JPMorgan Chase & Co., 3.109%, 04/22/2051   161,677   0.0
3,320,000   JPMorgan Chase & Co., 3.875%, 09/10/2024   3,249,676   0.1
853,000 (3)  JPMorgan Chase & Co., 3.964%, 11/15/2048   640,660   0.0
1,131,000 (3)  JPMorgan Chase & Co., 4.565%, 06/14/2030   1,043,692   0.1
4,002,000 (3)  JPMorgan Chase & Co., 4.912%, 07/25/2033   3,695,787   0.2
1,479,000 (3)  JPMorgan Chase & Co., 5.717%, 09/14/2033   1,400,724   0.1
224,000   Kilroy Realty L.P., 2.650%, 11/15/2033   157,468   0.0
435,000   Kite Realty Group L.P., 4.000%, 10/01/2026   400,519   0.0
595,000 (1)  Liberty Mutual Group, Inc., 5.500%, 06/15/2052   514,715   0.0
1,125,000 (3)  Lloyds Banking Group PLC, 2.438%, 02/05/2026   1,034,507   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

2,177,000 (3)  Lloyds Banking Group PLC, 2.907%, 11/07/2023   2,172,037   0.1
2,640,000 (2)  Main Street Capital Corp., 3.000%, 07/14/2026   2,225,626   0.1
684,000   Main Street Capital Corp., 5.200%, 05/01/2024   678,233   0.0
356,000 (3)  Mitsubishi UFJ Financial Group, Inc., 1.538%, 07/20/2027   303,705   0.0
350,000   Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026   316,265   0.0
315,000 (1)  Mizuho Financial Group, Inc., 3.477%, 04/12/2026   292,185   0.0
1,590,000 (3)  Morgan Stanley, 1.512%, 07/20/2027   1,356,096   0.1
1,340,000 (3)  Morgan Stanley, 1.593%, 05/04/2027   1,159,423   0.1
802,000 (3)  Morgan Stanley, 1.794%, 02/13/2032   587,103   0.0
1,074,000 (3)  Morgan Stanley, 2.188%, 04/28/2026   985,859   0.1
2,773,000 (3)  Morgan Stanley, 2.239%, 07/21/2032   2,085,952   0.1
444,000 (3)  Morgan Stanley, 2.475%, 01/21/2028   388,534   0.0
914,000 (3)  Morgan Stanley, 2.511%, 10/20/2032   699,482   0.0
1,119,000 (3)  Morgan Stanley, 2.630%, 02/18/2026   1,043,475   0.1
983,000 (3)  Morgan Stanley, 2.802%, 01/25/2052   594,762   0.0
1,155,000 (3)  Morgan Stanley, 3.591%, 07/22/2028   1,040,187   0.1
585,000 (3)  Morgan Stanley, 3.737%, 04/24/2024   579,017   0.0
538,000   Morgan Stanley, 3.875%, 01/27/2026   513,511   0.0
4,000,000   Morgan Stanley, 4.000%, 07/23/2025   3,874,851   0.2
278,000 (2),(3)  Morgan Stanley, 4.889%, 07/20/2033   257,838   0.0
1,821,000 (3)  Morgan Stanley, 5.297%, 04/20/2037   1,638,789   0.1
1,098,000 (1),(3)  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 5.875%, 05/23/2042   1,040,240   0.1
432,000 (1)  National Australia Bank Ltd., 2.332%, 08/21/2030   322,271   0.0
820,000 (1)  Nationwide Building Society, 1.500%, 10/13/2026   698,292   0.0
336,000 (3)  NatWest Group PLC, 3.073%, 05/22/2028   289,132   0.0
398,000 (3)  NatWest Group PLC, 4.269%, 03/22/2025   387,221   0.0
1,470,000 (1),(3)  Nordea Bank Abp, 3.750%, 12/31/2199   974,108   0.0
2,661,000 (1),(2),(3)  Nordea Bank ABP, 6.125%, 12/31/2199   2,485,830   0.1
1,611,000 (1)  Northwestern Mutual Global Funding, 1.700%, 06/01/2028   1,342,052   0.1
156,000 (1)  Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059   105,600   0.0
829,000   Old Republic International Corp., 3.850%, 06/11/2051   571,087   0.0
5,000,000   ORIX Corp., 3.250%, 12/04/2024   4,807,333   0.2
2,836,000 (3)  PartnerRe Finance B LLC, 4.500%, 10/01/2050   2,391,024   0.1
295,000   Piedmont Operating Partnership L.P., 2.750%, 04/01/2032   210,697   0.0
1,130,000   Piedmont Operating Partnership L.P., 4.450%, 03/15/2024   1,112,782   0.1
546,000   Prologis L.P., 4.625%, 01/15/2033   519,534   0.0
365,000   Public Storage, 1.950%, 11/09/2028   304,300   0.0
167,000   Realty Income Corp., 3.950%, 08/15/2027   156,972   0.0
575,000   Realty Income Corp., 4.875%, 06/01/2026   565,795   0.0
448,000   Sabra Health Care L.P., 3.200%, 12/01/2031   329,778   0.0
454,000 (3)  Santander Holdings USA, Inc., 2.490%, 01/06/2028   379,181   0.0
1,391,000 (3)  Santander UK Group Holdings PLC, 2.469%, 01/11/2028   1,159,476   0.1
1,070,000 (1),(3)  Standard Chartered PLC, 1.456%, 01/14/2027   907,041   0.0
1,110,000 (1),(3)  Standard Chartered PLC, 1.822%, 11/23/2025   1,007,554   0.1
667,000 (1),(3)  Standard Chartered PLC, 2.608%, 01/12/2028   565,332   0.0
1,358,000 (1),(3)  Standard Chartered PLC, 3.971%, 03/30/2026   1,283,912   0.1
840,000 (2),(3)  State Street Corp., 2.623%, 02/07/2033   666,275   0.0
1,430,000   Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024   1,352,681   0.1
1,234,000 (1)  Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025   1,091,490   0.1
874,000 (1)  Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027   786,580   0.0
584,000   Sun Communities Operating L.P., 4.200%, 04/15/2032   489,960   0.0
1,137,000 (1),(3)  Svenska Handelsbanken AB, 1.418%, 06/11/2027   980,544   0.0
633,000   Toronto-Dominion Bank/The, 2.800%, 03/10/2027   571,231   0.0
467,000 (3)  Truist Financial Corp., 1.267%, 03/02/2027   406,507   0.0
2,470,000   UBS AG, 5.125%, 05/15/2024   2,414,260   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

750,000 (1),(3)  UBS Group AG, 1.364%, 01/30/2027   641,447   0.0
383,000 (1),(3)  UBS Group AG, 2.095%, 02/11/2032   278,953   0.0
688,000 (1),(3)  UBS Group AG, 2.746%, 02/11/2033   512,053   0.0
812,000 (1),(3)  UBS Group AG, 3.179%, 02/11/2043   524,892   0.0
1,460,000 (1),(3)  UBS Group AG, 4.751%, 05/12/2028   1,372,323   0.1
163,000   Ventas Realty L.P., 5.700%, 09/30/2043   148,082   0.0
822,000   Visa, Inc., 4.150%, 12/14/2035   750,162   0.0
207,000   Visa, Inc., 4.300%, 12/14/2045   180,739   0.0
370,000 (3)  Wells Fargo & Co., 2.164%, 02/11/2026   340,891   0.0
1,678,000 (3)  Wells Fargo & Co., 2.406%, 10/30/2025   1,567,691   0.1
471,000 (3)  Wells Fargo & Co., 3.068%, 04/30/2041   324,365   0.0
1,250,000 (3)  Wells Fargo & Co., 4.897%, 07/25/2033   1,154,088   0.1
418,000 (3)  Wells Fargo & Co., 5.013%, 04/04/2051   361,926   0.0
1,750,000   XLIT Ltd., 5.500%, 03/31/2045   1,624,480   0.1
        198,511,674   8.1
           
    Industrial: 1.3%
777,000   Amcor Flexibles North America, Inc., 4.000%, 05/17/2025   750,970   0.0
410,000   Avnet, Inc., 5.500%, 06/01/2032   372,926   0.0
1,201,000   Berry Global, Inc., 0.950%, 02/15/2024   1,129,227   0.1
1,472,000   Berry Global, Inc., 1.650%, 01/15/2027   1,222,504   0.1
1,213,000   Boeing Co/The, 3.250%, 02/01/2028   1,059,998   0.1
446,000   Boeing Co/The, 3.250%, 02/01/2035   315,705   0.0
340,000   Boeing Co/The, 3.625%, 02/01/2031   282,717   0.0
120,000   Boeing Co/The, 3.850%, 11/01/2048   78,001   0.0
768,000   Boeing Co/The, 4.875%, 05/01/2025   750,119   0.0
980,000   Boeing Co/The, 5.150%, 05/01/2030   907,698   0.0
288,000   Boeing Co/The, 5.805%, 05/01/2050   250,914   0.0
1,161,000   Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046   929,208   0.0
1,435,000   Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053   1,248,787   0.1
299,000   CSX Corp., 4.100%, 11/15/2032   271,726   0.0
763,000 (2)  CSX Corp., 4.500%, 11/15/2052   642,253   0.0
1,684,000   CSX Corp., 4.650%, 03/01/2068   1,364,740   0.1
1,536,000   Eaton Corp., 4.150%, 03/15/2033   1,389,982   0.1
361,000   FedEx Corp., 3.900%, 02/01/2035   297,735   0.0
678,000   FedEx Corp., 4.400%, 01/15/2047   527,069   0.0
284,000   GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035   254,810   0.0
484,000   John Deere Capital Corp., 3.350%, 04/18/2029   437,489   0.0
740,000   John Deere Capital Corp., 4.350%, 09/15/2032   703,786   0.0
772,000 (1)  Komatsu Finance America, Inc., 5.499%, 10/06/2027   772,704   0.0
387,000   Norfolk Southern Corp., 4.100%, 05/15/2121   257,752   0.0
1,061,000   Parker-Hannifin Corp., 4.500%, 09/15/2029   1,001,762   0.0
1,295,000 (1)  Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025   1,126,437   0.1
1,661,000 (1)  Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026   1,430,401   0.1
118,000   Raytheon Technologies Corp., 3.650%, 08/16/2023   116,901   0.0
1,423,000   Raytheon Technologies Corp., 4.450%, 11/16/2038   1,241,942   0.1
2,066,000   Raytheon Technologies Corp., 4.500%, 06/01/2042   1,773,373   0.1
1,070,000 (1)  Sealed Air Corp., 1.573%, 10/15/2026   897,157   0.0
1,322,000 (1)  SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026   1,102,957   0.1
1,111,000   Sonoco Products Co., 2.250%, 02/01/2027   985,474   0.0
390,000   TD SYNNEX Corp., 1.750%, 08/09/2026   331,960   0.0
2,105,000   Teledyne Technologies, Inc., 1.600%, 04/01/2026   1,835,540   0.1
2,250,000 (1)  TTX Co., 3.600%, 01/15/2025   2,167,305   0.1
1,190,000   Union Pacific Corp., 3.500%, 02/14/2053   865,593   0.0
550,000   Union Pacific Corp., 4.950%, 09/09/2052   514,002   0.0
608,000   Union Pacific Corp., 5.150%, 01/20/2063   566,716   0.0
575,000   Waste Connections, Inc., 4.200%, 01/15/2033   521,311   0.0
        32,697,651   1.3
           
    Technology: 1.6%
1,716,000   Advanced Micro Devices, Inc., 3.924%, 06/01/2032   1,558,051   0.1
1,658,000   Advanced Micro Devices, Inc., 4.393%, 06/01/2052   1,404,756   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

838,000   Apple, Inc., 2.650%, 02/08/2051   552,739   0.0
1,905,000   Apple, Inc., 2.800%, 02/08/2061   1,192,106   0.1
860,000   Apple, Inc., 2.850%, 08/05/2061   541,966   0.0
390,000   Apple, Inc., 3.350%, 08/08/2032   347,742   0.0
2,489,000   Apple, Inc., 3.750%, 09/12/2047   2,020,803   0.1
2,000,000   Apple, Inc., 3.850%, 05/04/2043   1,682,037   0.1
1,082,000 (2)  Apple, Inc., 3.950%, 08/08/2052   905,687   0.1
390,000   Apple, Inc., 4.100%, 08/08/2062   320,276   0.0
383,000   Apple, Inc., 4.500%, 02/23/2036   371,623   0.0
800,000 (1)  Broadcom, Inc., 4.926%, 05/15/2037   661,163   0.0
1,000,000   Dell International LLC / EMC Corp., 6.020%, 06/15/2026   1,005,038   0.1
775,000   DXC Technology Co., 1.800%, 09/15/2026   664,992   0.0
775,000   DXC Technology Co., 2.375%, 09/15/2028   633,940   0.0
477,000   Fiserv, Inc., 3.500%, 07/01/2029   415,494   0.0
1,840,000   HP, Inc., 2.650%, 06/17/2031   1,352,919   0.1
238,000   HP, Inc., 4.000%, 04/15/2029   208,823   0.0
550,000   HP, Inc., 4.750%, 01/15/2028   517,039   0.0
638,000   Intel Corp., 3.100%, 02/15/2060   386,784   0.0
813,000   Intel Corp., 3.200%, 08/12/2061   508,665   0.0
1,812,000   Intel Corp., 3.250%, 11/15/2049   1,205,169   0.1
565,000   Intel Corp., 3.750%, 08/05/2027   537,161   0.0
164,000 (2)  Intel Corp., 4.150%, 08/05/2032   149,574   0.0
384,000   Intel Corp., 5.050%, 08/05/2062   333,867   0.0
1,264,000   International Business Machines Corp., 3.500%, 05/15/2029   1,144,168   0.1
754,000   International Business Machines Corp., 4.150%, 07/27/2027   724,963   0.0
758,000   International Business Machines Corp., 4.400%, 07/27/2032   700,852   0.0
792,000   International Business Machines Corp., 4.900%, 07/27/2052   694,493   0.0
1,206,000   KLA Corp., 4.950%, 07/15/2052   1,098,505   0.1
644,000   KLA Corp., 5.250%, 07/15/2062   593,576   0.0
564,000   Kyndryl Holdings, Inc., 2.050%, 10/15/2026   453,704   0.0
1,563,000   Kyndryl Holdings, Inc., 2.700%, 10/15/2028   1,144,883   0.1
283,000   Kyndryl Holdings, Inc., 3.150%, 10/15/2031   190,095   0.0
900,000   Microchip Technology, Inc., 2.670%, 09/01/2023   877,463   0.0
3,061,000   Microsoft Corp., 2.921%, 03/17/2052   2,165,774   0.1
298,000 (2)  NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051   178,870   0.0
143,000   NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030   119,382   0.0
2,015,000   Oracle Corp., 2.300%, 03/25/2028   1,686,181   0.1
178,000   Oracle Corp., 3.600%, 04/01/2050   111,716   0.0
998,000   Oracle Corp., 3.650%, 03/25/2041   679,813   0.0
1,228,000   Oracle Corp., 3.800%, 11/15/2037   893,457   0.1
148,000   Oracle Corp., 3.850%, 07/15/2036   110,995   0.0
315,000   Oracle Corp., 3.950%, 03/25/2051   209,507   0.0
1,011,000   Oracle Corp., 4.000%, 11/15/2047   680,044   0.0
525,000 (1)  Renesas Electronics Corp., 2.170%, 11/25/2026   451,958   0.0
1,173,000   Salesforce, Inc., 2.700%, 07/15/2041   810,499   0.0
312,000   Take-Two Interactive Software, Inc., 4.000%, 04/14/2032   271,264   0.0
389,000   Texas Instruments, Inc., 3.650%, 08/16/2032   352,869   0.0
577,000   Texas Instruments, Inc., 4.100%, 08/16/2052   494,193   0.0
1,795,000   VMware, Inc., 1.400%, 08/15/2026   1,537,319   0.1
780,000   VMware, Inc., 1.800%, 08/15/2028   619,174   0.0
        38,474,131   1.6
           
    Utilities: 3.0%
1,198,000 (1)  AEP Texas, Inc., 3.850%, 10/01/2025   1,151,531   0.1
1,068,000   AES Corp./The, 1.375%, 01/15/2026   921,115   0.0
880,000 (1)  AES Corp./The, 3.950%, 07/15/2030   755,335   0.0
368,000 (1)  Alliant Energy Finance LLC, 3.600%, 03/01/2032   314,850   0.0
663,000 (3)  American Electric Power Co., Inc., 3.875%, 02/15/2062   520,401   0.0
503,000 (1)  American Transmission Systems, Inc., 2.650%, 01/15/2032   395,627   0.0
1,377,000 (1)  American Transmission Systems, Inc., 5.000%, 09/01/2044   1,234,084   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

771,000   Appalachian Power Co., 2.700%, 04/01/2031   617,261   0.0
181,000   Appalachian Power Co., 3.700%, 05/01/2050   128,550   0.0
323,000   Avangrid, Inc., 3.200%, 04/15/2025   305,806   0.0
912,000   Baltimore Gas and Electric Co., 2.250%, 06/15/2031   729,334   0.0
740,000 (1)  Berkshire Hathaway Energy Co., 4.600%, 05/01/2053   625,661   0.0
393,000   Black Hills Corp., 2.500%, 06/15/2030   309,863   0.0
583,000   Black Hills Corp., 3.050%, 10/15/2029   489,581   0.0
1,800,000   Black Hills Corp., 4.250%, 11/30/2023   1,793,401   0.1
272,000   Black Hills Corp., 4.350%, 05/01/2033   238,244   0.0
750,000   CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042   576,837   0.0
537,000 (3)  CMS Energy Corp., 3.750%, 12/01/2050   396,038   0.0
600,000 (3)  CMS Energy Corp., 4.750%, 06/01/2050   508,500   0.0
568,000   Commonwealth Edison Co., 3.750%, 08/15/2047   439,193   0.0
449,000   Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057   328,489   0.0
400,000   Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035   377,408   0.0
425,000   Consumers Energy Co., 4.200%, 09/01/2052   353,702   0.0
1,586,000 (3)  Dominion Energy, Inc., 4.350%, 12/31/2199   1,353,427   0.1
1,531,000 (3)  Dominion Energy, Inc., 4.650%, 12/31/2199   1,356,088   0.1
405,000   Duke Energy Carolinas LLC, 2.550%, 04/15/2031   333,126   0.0
1,186,000   Duke Energy Carolinas LLC, 3.700%, 12/01/2047   888,759   0.0
116,000   Duke Energy Carolinas LLC, 3.750%, 06/01/2045   88,326   0.0
824,000   Duke Energy Carolinas LLC, 4.000%, 09/30/2042   664,648   0.0
14,000   Duke Energy Carolinas LLC, 4.250%, 12/15/2041   11,742   0.0
360,000 (3)  Duke Energy Corp., 4.875%, 12/31/2199   323,547   0.0
794,000   Duke Energy Florida LLC, 2.400%, 12/15/2031   632,293   0.0
130,000   Duke Energy Florida LLC, 4.200%, 07/15/2048   107,193   0.0
1,425,000   Duke Energy Indiana LLC, 3.250%, 10/01/2049   970,265   0.1
479,000   Duke Energy Progress LLC, 3.700%, 10/15/2046   362,582   0.0
180,000   Duke Energy Progress LLC, 4.100%, 05/15/2042   145,506   0.0
21,000   Duke Energy Progress LLC, 4.100%, 03/15/2043   17,315   0.0
1,029,000   Duke Energy Progress LLC, 4.200%, 08/15/2045   836,126   0.0
485,000 (1)  Duquesne Light Holdings, Inc., 2.532%, 10/01/2030   372,519   0.0
699,000   Entergy Arkansas LLC, 2.650%, 06/15/2051   424,023   0.0
129,000   Entergy Arkansas LLC, 3.350%, 06/15/2052   88,374   0.0
383,000   Entergy Arkansas LLC, 4.200%, 04/01/2049   314,236   0.0
1,626,000   Entergy Corp., 0.900%, 09/15/2025   1,432,141   0.1
745,000   Entergy Corp., 2.400%, 06/15/2031   570,358   0.0
417,000   Entergy Corp., 2.800%, 06/15/2030   338,327   0.0
1,025,000   Entergy Louisiana LLC, 4.750%, 09/15/2052   894,506   0.0
1,749,000   Evergy Kansas Central, Inc., 3.250%, 09/01/2049   1,210,636   0.1
925,000   Eversource Energy, 1.400%, 08/15/2026   802,696   0.0
1,070,000   Eversource Energy, 2.900%, 03/01/2027   972,491   0.1
361,000   Eversource Energy, 3.375%, 03/01/2032   304,072   0.0
151,000   Exelon Corp., 4.050%, 04/15/2030   137,031   0.0
203,000   Florida Power & Light Co., 2.875%, 12/04/2051   134,493   0.0
1,505,000   Georgia Power Co., 2.200%, 09/15/2024   1,425,849   0.1
243,000   Georgia Power Co., 5.125%, 05/15/2052   219,908   0.0
1,310,000   Georgia Power Co., 5.750%, 04/15/2023   1,316,152   0.1
1,619,000   Indiana Michigan Power Co., 3.250%, 05/01/2051   1,085,393   0.1
400,000   Interstate Power and Light Co., 3.100%, 11/30/2051   263,393   0.0
3,640,000   Interstate Power and Light Co., 3.250%, 12/01/2024   3,517,843   0.2
289,000 (1)  Jersey Central Power & Light Co., 2.750%, 03/01/2032   229,741   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

2,802,000 (1)  Jersey Central Power & Light Co., 4.300%, 01/15/2026   2,692,377   0.1
411,000 (1)  Metropolitan Edison Co., 4.000%, 04/15/2025   390,454   0.0
2,745,000   Mississippi Power Co., 4.250%, 03/15/2042   2,203,438   0.1
266,000   Mississippi Power Co., 4.750%, 10/15/2041   222,343   0.0
830,000 (1)  Monongahela Power Co., 3.550%, 05/15/2027   765,414   0.0
188,000 (1)  Narragansett Electric Co/The, 3.395%, 04/09/2030   166,527   0.0
1,490,000   National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030   1,228,999   0.1
616,000   National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032   501,281   0.0
825,000 (2)  National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032   756,333   0.0
1,507,000 (3)  National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043   1,371,396   0.1
1,750,000   NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027   1,520,980   0.1
863,000   NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028   715,381   0.0
335,000   NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032   261,180   0.0
1,215,000 (3)  NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082   955,093   0.1
780,000   NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024   769,329   0.0
421,000   NextEra Energy Capital Holdings, Inc., 5.000%, 07/15/2032   402,549   0.0
764,000   NiSource, Inc., 5.950%, 06/15/2041   736,633   0.0
526,000   NSTAR Electric Co., 1.950%, 08/15/2031   411,696   0.0
648,000   Oglethorpe Power Corp., 3.750%, 08/01/2050   456,491   0.0
1,185,000 (1)  Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032   1,141,580   0.1
1,107,000   ONE Gas, Inc., 1.100%, 03/11/2024   1,060,599   0.1
436,000   Pacific Gas and Electric Co., 4.250%, 03/15/2046   294,140   0.0
629,000   Pacific Gas and Electric Co., 4.300%, 03/15/2045   418,950   0.0
583,000   Pacific Gas and Electric Co., 4.450%, 04/15/2042   412,639   0.0
465,000   PECO Energy Co., 4.150%, 10/01/2044   387,627   0.0
268,000   Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050   178,627   0.0
1,176,000   Public Service Enterprise Group, Inc., 2.450%, 11/15/2031   917,108   0.0
1,331,000 (3)  Sempra Energy, 4.125%, 04/01/2052   1,049,130   0.1
1,315,000 (3)  Sempra Energy, 4.875%, 12/31/2199   1,226,238   0.1
1,570,000   South Jersey Industries, Inc., 5.020%, 04/15/2031   1,278,040   0.1
1,346,000   Southern Co. Gas Capital Corp., 4.400%, 05/30/2047   1,062,613   0.1
1,481,000 (3)  Southern Co/The, 3.750%, 09/15/2051   1,204,631   0.1
1,280,000 (3)  Southern Co/The, 4.000%, 01/15/2051   1,150,336   0.1
780,000   Southern Co/The, 5.113%, 08/01/2027   760,440   0.0
160,000   Southwest Gas Corp., 4.050%, 03/15/2032   134,609   0.0
1,499,000   Southwestern Electric Power Co., 1.650%, 03/15/2026   1,323,218   0.1
580,000   Tampa Electric Co., 4.350%, 05/15/2044   477,615   0.0
998,000   Union Electric Co., 3.900%, 09/15/2042   801,666   0.0
850,000 (1)  Vistra Operations Co. LLC, 5.125%, 05/13/2025   826,676   0.0
711,000   Washington Gas Light Co., 3.650%, 09/15/2049   524,947   0.0
1,683,000   WEC Energy Group, Inc., 1.375%, 10/15/2027   1,388,708   0.1
396,000   WEC Energy Group, Inc., 2.200%, 12/15/2028   327,630   0.0
197,000 (2)  WEC Energy Group, Inc., 5.000%, 09/27/2025   196,432   0.0
276,000 (2)  WEC Energy Group, Inc., 5.150%, 10/01/2027   273,832   0.0
861,000 (2)  Wisconsin Electric Power Co., 1.700%, 06/15/2028   721,132   0.0
    73,722,993   3.0
       
  Total Corporate Bonds/Notes      
  (Cost $649,266,178)   552,704,723   22.5
       
COLLATERALIZED MORTGAGE OBLIGATIONS: 14.8%  
1,044,549   Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035   773,242   0.0
1,262,932   Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035   1,071,333   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

219,024 (4)  Alternative Loan Trust 2005-J3 2A2, 1.916%, (-1.000*US0001M + 5.000%), 05/25/2035   7,421   0.0
1,115,877   Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036   547,964   0.0
1,549,281   Alternative Loan Trust 2007-23CB A3, 3.584%, (US0001M + 0.500%), 09/25/2037   709,218   0.0
70,976   Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037   59,235   0.0
488,095 (3)  Bear Stearns ALT-A Trust 2005-10 22A1, 3.133%, 01/25/2036   462,196   0.0
228,394 (3)  Bear Stearns ALT-A Trust 2005-4 23A1, 2.999%, 05/25/2035   216,516   0.0
772,732 (3)  Bear Stearns ALT-A Trust 2006-6 31A1, 3.479%, 11/25/2036   485,912   0.0
892,095 (3)  Bear Stearns ALT-A Trust 2006-6 32A1, 3.542%, 11/25/2036   508,091   0.0
3,586 (3)  Bear Stearns ARM Trust 2005-12 13A1, 3.938%, 02/25/2036   3,166   0.0
1,750,723   Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 3.274%, (US0001M + 0.190%), 01/25/2037   1,530,884   0.1
88,972 (3)  Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.432%, 01/26/2036   69,055   0.0
3,300,000 (1)  Bellemeade RE 2021-3 A M1C Ltd., 3.831%, (SOFR30A + 1.550%), 09/25/2031   2,941,901   0.1
127,036 (3)  Chase Mortgage Finance Trust Series 2005-A1 1A1, 2.885%, 12/25/2035   117,081   0.0
1,355,119 (3)  CHL Mortgage Pass-Through Trust 2004-22 A3, 2.778%, 11/25/2034   1,279,688   0.1
11,893 (3)  CHL Mortgage Pass-Through Trust 2004-HYB9 1A1, 2.522%, 02/20/2035   11,887   0.0
12,393   CHL Mortgage Pass-Through Trust 2005-2 2A3, 3.764%, (US0001M + 0.680%), 03/25/2035   11,005   0.0
1,429,578 (1),(3)  CIM Trust 2020-J1 B3, 3.447%, 07/25/2050   1,120,152   0.1
503,111   Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037   421,068   0.0
715,867 (3)  Citigroup Mortgage Loan Trust 2007-10 22AA, 3.878%, 09/25/2037   648,504   0.0
685,726 (1),(3)  Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058   639,188   0.0
21,747 (3)  Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.810%, 08/25/2035   21,228   0.0
1,054,022   Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035   1,005,172   0.0
187,079   CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037   166,708   0.0
2,700,000 (1)  Connecticut Avenue Securities Trust 2020-R02 2B1, 6.084%, (US0001M + 3.000%), 01/25/2040   2,415,258   0.1
633,216 (1)  Connecticut Avenue Securities Trust 2020-R02 2M2, 5.084%, (US0001M + 2.000%), 01/25/2040   621,070   0.0
1,500,000 (1)  Connecticut Avenue Securities Trust 2021-R01 1B1, 5.381%, (SOFR30A + 3.100%), 10/25/2041   1,364,141   0.1
1,500,000 (1)  Connecticut Avenue Securities Trust 2021-R03 1B1, 5.031%, (SOFR30A + 2.750%), 12/25/2041   1,276,017   0.1
8,600,000 (1)  Connecticut Avenue Securities Trust 2022-R01 1B1, 5.431%, (SOFR30A + 3.150%), 12/25/2041   7,461,381   0.3
718,812   Countrywide Alternative Loan Trust 2005-53T2 2A6, 3.584%, (US0001M + 0.500%), 11/25/2035   373,809   0.0
110,349 (3)  DSLA Mortgage Loan Trust 2004-AR3 2A1, 3.103%, 07/19/2044   101,205   0.0
1,500,000 (1)  Eagle RE 2021-2 M1C Ltd., 5.731%, (SOFR30A + 3.450%), 04/25/2034   1,452,394   0.1
800,000 (1)  Fannie Mae  Connecticut Avenue Securities Trust 2020-SBT1 1M2, 6.734%, (US0001M + 3.650%), 02/25/2040   785,141   0.0
1,000,000   Fannie Mae 2011-128 KB, 4.500%, 12/25/2041   991,156   0.0
12,874,639   Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041   12,690,242   0.5

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

735,828   Fannie Mae 2012-110 CA, 3.000%, 10/25/2042   673,941   0.0
15,422,913 (4)  Fannie Mae 2016-82 SD, 2.966%, (-1.000*US0001M + 6.050%), 11/25/2046   1,389,276   0.1
544,879   Fannie Mae 2016-88 EA, 3.500%, 01/25/2045   538,397   0.0
1,155,091   Fannie Mae Connecticut Avenue Securities, 8.784%, (US0001M + 5.700%), 04/25/2028   1,197,502   0.1
924,385   Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 7.084%, (US0001M + 4.000%), 05/25/2025   939,056   0.0
2,894,893   Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 8.634%, (US0001M + 5.550%), 04/25/2028   2,966,365   0.1
4,010,173   Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.934%, (US0001M + 2.850%), 11/25/2029   4,038,967   0.2
4,442,180   Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.584%, (US0001M + 2.500%), 05/25/2030   4,438,504   0.2
3,804,228   Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 5.084%, (US0001M + 2.000%), 03/25/2031   3,765,291   0.2
2,162,716   Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 5.184%, (US0001M + 2.100%), 03/25/2031   2,123,589   0.1
215,972 (1)  Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 5.534%, (US0001M + 2.450%), 07/25/2031   215,612   0.0
566,804 (1)  Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 5.134%, (US0001M + 2.050%), 01/25/2040   558,938   0.0
237,081 (4)  Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043   37,631   0.0
224,839 (4)  Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043   33,440   0.0
1,735   Fannie Mae REMIC Trust 1994-77 FB, 4.584%, (US0001M + 1.500%), 04/25/2024   1,744   0.0
159,487   Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029   160,685   0.0
11,529   Fannie Mae REMIC Trust 2002-21 FC, 3.984%, (US0001M + 0.900%), 04/25/2032   11,613   0.0
517,289 (4)  Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033   100,199   0.0
24,728   Fannie Mae REMIC Trust 2004-11 A, 3.204%, (US0001M + 0.120%), 03/25/2034   24,642   0.0
246,878   Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036   251,177   0.0
130,171   Fannie Mae REMIC Trust 2005-74 DK, 11.664%, (-4.000*US0001M + 24.000%), 07/25/2035   134,099   0.0
2,509,848 (4) Fannie Mae REMIC Trust 2005-92 SC, 3.596%, (-1.000*US0001M + 6.680%), 10/25/2035   231,709   0.0
131,514   Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036   135,431   0.0
514,660   Fannie Mae REMIC Trust 2006-104 ES, 18.030%, (-5.000*US0001M + 33.450%), 11/25/2036   698,335   0.0
2,859,339 (4)  Fannie Mae REMIC Trust 2006-12 SD, 3.666%, (-1.000*US0001M + 6.750%), 10/25/2035   217,272   0.0
1,425,536 (4)  Fannie Mae REMIC Trust 2006-123 UI, 3.656%, (-1.000*US0001M + 6.740%), 01/25/2037   192,127   0.0
244,645 (4)  Fannie Mae REMIC Trust 2006-72 HS, 3.616%, (-1.000*US0001M + 6.700%), 08/25/2026   8,504   0.0
370,287   Fannie Mae REMIC Trust 2007-73 A1, 2.426%, (US0001M + 0.060%), 07/25/2037   362,350   0.0
238,450   Fannie Mae REMIC Trust 2008-20 SP, 7.790%, (-2.500*US0001M + 15.500%), 03/25/2038   256,440   0.0
1,244,356   Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036   1,222,926   0.1
4,185,284 (4)  Fannie Mae REMIC Trust 2010-102 SB, 3.516%, (-1.000*US0001M + 6.600%), 09/25/2040   466,641   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,344,050 (4)  Fannie Mae REMIC Trust 2010-116 SE, 3.516%, (-1.000*US0001M + 6.600%), 10/25/2040   128,207   0.0
3,765,492 (4)  Fannie Mae REMIC Trust 2010-123 SL, 2.986%, (-1.000*US0001M + 6.070%), 11/25/2040   290,607   0.0
2,015,316 (4)  Fannie Mae REMIC Trust 2010-55 AS, 3.336%, (-1.000*US0001M + 6.420%), 06/25/2040   202,112   0.0
3,787,725   Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040   3,771,290   0.2
477,569   Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040   482,536   0.0
1,617,083 (4)  Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041   161,908   0.0
328,537 (4)  Fannie Mae REMIC Trust 2012-10 US, 3.366%, (-1.000*US0001M + 6.450%), 02/25/2042   37,693   0.0
121,542   Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041   119,691   0.0
4,604,822 (4)  Fannie Mae REMIC Trust 2012-113 SG, 3.016%, (-1.000*US0001M + 6.100%), 10/25/2042   512,227   0.0
3,231,109 (4)  Fannie Mae REMIC Trust 2012-122 SB, 3.066%, (-1.000*US0001M + 6.150%), 11/25/2042   361,762   0.0
1,540,808 (4)  Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032   100,257   0.0
765,285   Fannie Mae REMIC Trust 2012-131 BS, 2.323%, (-1.200*US0001M + 5.400%), 12/25/2042   596,457   0.0
5,156,959 (4)  Fannie Mae REMIC Trust 2012-137 SN, 3.016%, (-1.000*US0001M + 6.100%), 12/25/2042   512,594   0.0
410,887 (4)  Fannie Mae REMIC Trust 2012-15 SP, 3.536%, (-1.000*US0001M + 6.620%), 06/25/2040   5,224   0.0
814,909 (4)  Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042   118,205   0.0
4,773,511 (4)  Fannie Mae REMIC Trust 2013-60 DS, 3.116%, (-1.000*US0001M + 6.200%), 06/25/2033   383,353   0.0
5,149,349 (4)  Fannie Mae REMIC Trust 2013-9 DS, 3.066%, (-1.000*US0001M + 6.150%), 02/25/2043   623,325   0.0
11,682,694 (4)  Fannie Mae REMIC Trust 2013-9 SA, 3.066%, (-1.000*US0001M + 6.150%), 03/25/2042   704,624   0.0
12,161,469 (4)  Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045   2,494,141   0.1
2,220,520 (4)  Fannie Mae REMICS 2005-66 SY, 3.616%, (-1.000*US0001M + 6.700%), 07/25/2035   240,081   0.0
3,543,560 (4)  Fannie Mae REMICS 2006-120 QD, 1.616%, (-1.000*US0001M + 4.700%), 10/25/2036   114,957   0.0
1,614,730 (4)  Fannie Mae REMICS 2006-59 XS, 4.116%, (-1.000*US0001M + 7.200%), 07/25/2036   160,910   0.0
1,764,840 (4)  Fannie Mae REMICS 2007-53 SX, 3.016%, (-1.000*US0001M + 6.100%), 06/25/2037   199,961   0.0
2,706,734 (4)  Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040   570,324   0.0
10,286,001 (4)  Fannie Mae REMICS 2010-139 SA, 2.946%, (-1.000*US0001M + 6.030%), 12/25/2040   942,505   0.0
563,511   Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041   564,583   0.0
53,465   Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041   48,736   0.0
1,464,094 (4)  Fannie Mae REMICS 2011-149 ES, 2.916%, (-1.000*US0001M + 6.000%), 07/25/2041   66,084   0.0
1,334,615   Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041   1,315,746   0.1
8,310,815 (4)  Fannie Mae REMICS 2012-19 S, 2.866%, (-1.000*US0001M + 5.950%), 03/25/2042   830,658   0.0
16,665,800 (4)  Fannie Mae REMICS 2016-2 IO, 5.500%, 02/25/2046   2,767,841   0.1
6,360,804 (4)  Fannie Mae REMICS 2016-62 SC, 2.916%, (-1.000*US0001M + 6.000%), 09/25/2046   763,564   0.0
25,511,982 (4)  Fannie Mae REMICS 2016-88 CS, 2.966%, (-1.000*US0001M + 6.050%), 12/25/2046   2,254,315   0.1
6,947,450 (4)  Fannie Mae REMICS 2016-93 SL, 3.566%, (-1.000*US0001M + 6.650%), 12/25/2046   565,039   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,052,502   Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044   998,142   0.0
8,129,908 (4)  Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047   1,717,279   0.1
1,197,728   Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047   1,082,242   0.1
3,978,869   Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047   3,773,191   0.2
221,955   Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048   202,121   0.0
3,780,257 (4)  Fannie Mae REMICS 2018-43 SE, 3.166%, (-1.000*US0001M + 6.250%), 09/25/2038   339,522   0.0
564,588   Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048   516,037   0.0
6,768,475 (4)  Fannie Mae REMICS 2019-18 SA, 2.966%, (-1.000*US0001M + 6.050%), 05/25/2049   581,443   0.0
5,638,985 (4)  Fannie Mae REMICS 2019-25 PS, 2.966%, (-1.000*US0001M + 6.050%), 06/25/2049   593,594   0.0
15,856,491 (4)  Fannie Mae REMICS 2019-33 PS, 2.966%, (-1.000*US0001M + 6.050%), 07/25/2049   1,807,451   0.1
10,509,342 (4)  Fannie Mae REMICS 2020-94 SC, 2.866%, (-1.000*US0001M + 5.950%), 07/25/2050   1,183,730   0.1
19,237,406 (4)  Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051   3,787,782   0.2
7,117,521   Fannie Mae REMICS 2022-5 CZ, 2.500%, 02/25/2052   4,522,410   0.2
128,669 (3)  First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1, 3.605%, 03/25/2035   83,846   0.0
72,761 (3)  First Horizon Asset Securities, Inc. 2005-AR6 4A1, 2.684%, 02/25/2036   63,412   0.0
19,356 (3)  First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1, 3.875%, 08/25/2035   13,781   0.0
1,340,357 (1),(3)  Flagstar Mortgage Trust 2018-1 B1, 3.957%, 03/25/2048   1,146,859   0.1
1,876,500 (1),(3)  Flagstar Mortgage Trust 2018-1 B3, 3.957%, 03/25/2048   1,588,814   0.1
1,629,553 (1),(3)  Flagstar Mortgage Trust 2018-2 B2, 4.012%, 04/25/2048   1,382,804   0.1
2,940,374 (4)  Freddie Mac 2815 GS, 3.182%, (-1.000*US0001M + 6.000%), 03/15/2034   221,964   0.0
107,582   Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029   110,042   0.0
107,777   Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029   109,774   0.0
54,644   Freddie Mac REMIC Trust 2411 FJ, 3.168%, (US0001M + 0.350%), 12/15/2029   54,244   0.0
68,485   Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032   70,097   0.0
4,102   Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022   4,098   0.0
163,155   Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032   166,620   0.0
68,183   Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033   69,776   0.0
150,403 (4)  Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033   29,490   0.0
200,592   Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034   203,630   0.0
622,937   Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034   623,740   0.0
421,740   Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035   422,274   0.0
533,198   Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035   535,579   0.0
3,397,235 (4)  Freddie Mac REMIC Trust 3045 DI, 3.912%, (-1.000*US0001M + 6.730%), 10/15/2035   312,765   0.0
339,275 (4)  Freddie Mac REMIC Trust 3064 SP, 3.782%, (-1.000*US0001M + 6.600%), 03/15/2035   2,938   0.0
232,604   Freddie Mac REMIC Trust 3065 DC, 11.407%, (-3.000*US0001M + 19.860%), 03/15/2035   238,320   0.0
336,425 (4)  Freddie Mac REMIC Trust 3102 IS, 14.235%, (-3.667*US0001M + 24.567%), 01/15/2036   87,698   0.0
1,747,953   Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036   1,760,480   0.1
1,070,271 (4)  Freddie Mac REMIC Trust 3170 SA, 3.782%, (-1.000*US0001M + 6.600%), 09/15/2033   92,142   0.0
504,258 (4)  Freddie Mac REMIC Trust 3171 PS, 3.667%, (-1.000*US0001M + 6.485%), 06/15/2036   37,781   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

805,022   Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037   808,489   0.0
207,631 (3),(4)  Freddie Mac REMIC Trust 3524 LA, 4.988%, 03/15/2033   199,496   0.0
41,359   Freddie Mac REMIC Trust 3556 NT, 5.918%, (US0001M + 3.100%), 03/15/2038   42,009   0.0
3,819,030 (4)  Freddie Mac REMIC Trust 3589 SB, 3.382%, (-1.000*US0001M + 6.200%), 10/15/2039   361,957   0.0
486,138 (4)  Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040   61,758   0.0
3,861,125   Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034   3,946,689   0.2
1,309,148   Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036   1,361,649   0.1
674,926   Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037   677,738   0.0
699,493   Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041   661,759   0.0
2,741,854 (4)  Freddie Mac REMIC Trust 3856 KS, 3.732%, (-1.000*US0001M + 6.550%), 05/15/2041   278,832   0.0
1,028,951   Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041   1,010,450   0.1
514,589 (4)  Freddie Mac REMIC Trust 3925 SD, 3.232%, (-1.000*US0001M + 6.050%), 07/15/2040   18,264   0.0
1,821,276 (4)  Freddie Mac REMIC Trust 3925 SL, 3.232%, (-1.000*US0001M + 6.050%), 01/15/2041   53,546   0.0
7,301,951 (4)  Freddie Mac REMIC Trust 3951 SN, 3.732%, (-1.000*US0001M + 6.550%), 11/15/2041   859,408   0.0
433,020   Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042   426,341   0.0
1,061,034   Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042   1,138,351   0.1
31,023 (4)  Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040   138   0.0
980,603 (4)  Freddie Mac REMIC Trust 4094 YS, 3.882%, (-1.000*US0001M + 6.700%), 04/15/2040   15,848   0.0
3,883,077 (4)  Freddie Mac REMIC Trust 4102 MS, 3.782%, (-1.000*US0001M + 6.600%), 09/15/2042   498,756   0.0
477,871 (4)  Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043   74,627   0.0
3,656,550   Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033   3,415,710   0.1
22,166,885   Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041   21,816,262   0.9
4,854,453 (4)  Freddie Mac REMIC Trust 4313 SD, 3.332%, (-1.000*US0001M + 6.150%), 03/15/2044   430,408   0.0
7,404,107 (4)  Freddie Mac REMIC Trust 4313 SE, 3.332%, (-1.000*US0001M + 6.150%), 03/15/2044   670,071   0.0
295,833 (4)  Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042   10,545   0.0
761,577 (4)  Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043   112,094   0.0
8,215,710   Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044   7,857,613   0.3
2,190,311 (4)  Freddie Mac REMIC Trust 4346 ST, 3.382%, (-1.000*US0001M + 6.200%), 07/15/2039   89,872   0.0
12,694,930   Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044   12,102,826   0.5
2,205,918 (4)  Freddie Mac REMIC Trust 4386 LS, 3.282%, (-1.000*US0001M + 6.100%), 09/15/2044   225,996   0.0
5,142,190 (4)  Freddie Mac REMICS 3284 CI, 3.302%, (-1.000*US0001M + 6.120%), 03/15/2037   449,817   0.0
2,208,714 (4)  Freddie Mac REMICS 3311 IC, 3.592%, (-1.000*US0001M + 6.410%), 05/15/2037   237,628   0.0
4,946,986 (4)  Freddie Mac REMICS 3510 IC, 3.262%, (-1.000*US0001M + 6.080%), 08/15/2037   438,339   0.0
2,304,581 (4)  Freddie Mac REMICS 3575 ST, 3.782%, (-1.000*US0001M + 6.600%), 04/15/2039   258,551   0.0
7,555,002 (4)  Freddie Mac REMICS 3702 SB, 1.682%, (-1.000*US0001M + 4.500%), 08/15/2040   326,539   0.0
8,916,699 (4)  Freddie Mac REMICS 4139 CS, 3.332%, (-1.000*US0001M + 6.150%), 12/15/2042   1,056,272   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

2,351,249 (4)  Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041   413,918   0.0
7,311,840 (4)  Freddie Mac REMICS 4675 KS, 3.182%, (-1.000*US0001M + 6.000%), 04/15/2047   812,882   0.0
1,725,109   Freddie Mac REMICS 4753 VZ, 3.000%, 12/15/2047   1,310,712   0.1
1,610,102   Freddie Mac REMICS 4755 Z, 3.000%, 02/15/2048   1,369,375   0.1
15,690,068   Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048   13,801,348   0.6
839,076   Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048   796,636   0.0
18,008,278 (4)  Freddie Mac REMICS 4901 BS, 3.016%, (-1.000*US0001M + 6.100%), 07/25/2049   1,596,047   0.1
36,697,807 (4)  Freddie Mac REMICS 5072 IU, 2.500%, 02/25/2051   5,335,215   0.2
30,998,690 (4)  Freddie Mac REMICS 5077 LI, 3.000%, 02/25/2051   4,756,272   0.2
19,142,493 (4)  Freddie Mac REMICS 5118 LI, 3.000%, 06/25/2041   2,275,340   0.1
14,777,095 (4)  Freddie Mac REMICS 5124 IQ, 3.500%, 07/25/2051   2,690,705   0.1
24,705,578 (4)  Freddie Mac REMICS 5171 DI, 3.000%, 12/25/2051   4,433,851   0.2
26,728,518 (4)  Freddie Mac REMICS 5211 IH, 3.500%, 04/25/2052   4,161,646   0.2
9,365,898   Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044   8,981,197   0.4
2,000,000 (1)  Freddie Mac STACR REMIC Trust 2021-DNA6 B1, 5.681%, (SOFR30A + 3.400%), 10/25/2041   1,796,239   0.1
2,550,000 (1)  Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 4.381%, (SOFR30A + 2.100%), 09/25/2041   2,152,616   0.1
5,000,000 (1)  Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 6.031%, (SOFR30A + 3.750%), 12/25/2041   4,401,133   0.2
2,400,000 (1)  Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 4.631%, (SOFR30A + 2.350%), 12/25/2041   2,049,575   0.1
4,000,000 (1)  Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 5.681%, (SOFR30A + 3.400%), 01/25/2042   3,480,829   0.2
2,500,000 (1)  Freddie Mac STACR REMIC Trust 2022-DNA1 M2, 4.781%, (SOFR30A + 2.500%), 01/25/2042   2,186,867   0.1
1,800,000 (1)  Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 7.531%, (SOFR30A + 5.250%), 03/25/2042   1,664,692   0.1
1,400,000 (1)  Freddie Mac STACR REMIC Trust 2022-HQA3 M2, 7.631%, (SOFR30A + 5.350%), 08/25/2042   1,297,790   0.1
338,194 (3),(4)  Freddie Mac Strips 347 118, 4.500%, 02/15/2044   60,234   0.0
8,961,192 (3),(4)  Freddie Mac Strips 347 C29, 3.000%, 01/15/2044   1,176,391   0.1
7,805,031 (3),(4)  Freddie Mac Strips 347 C30, 3.500%, 02/15/2044   1,159,156   0.1
2,950,778 (3),(4)  Freddie Mac Strips 347 C31, 4.000%, 02/15/2044   489,144   0.0
8,127,419 (4)  Freddie Mac Strips 351 C1, 2.500%, 02/15/2031   470,328   0.0
5,636,010 (4)  Freddie Mac Strips 351 C11, 3.500%, 02/15/2031   485,924   0.0
7,423,139 (4)  Freddie Mac Strips 351 C12, 4.000%, 02/15/2031   712,064   0.0
5,169,129 (4)  Freddie Mac Strips 351 C13, 3.000%, 02/15/2031   383,165   0.0
8,511,718 (4)  Freddie Mac Strips 351 C2, 3.000%, 02/15/2031   607,308   0.0
7,091,592 (4)  Freddie Mac Strips 351 C7, 3.000%, 02/15/2031   503,136   0.0
7,581,771 (4)  Freddie Mac Strips 351 C8, 3.500%, 02/15/2031   658,929   0.0
4,789,981 (4)  Freddie Mac Strips Series 311 S1, 3.132%, (-1.000*US0001M + 5.950%), 08/15/2043   516,017   0.0
2,000,000 (1)  Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 4.581%, (SOFR30A + 2.300%), 08/25/2033   1,939,895   0.1
1,000,000 (1)  Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, 5.931%, (SOFR30A + 3.650%), 11/25/2041   884,465   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

2,000,000 (1)  Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA2 M2, 8.281%, (SOFR30A + 6.000%), 07/25/2042   1,921,566   0.1
269,343   Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043   283,830   0.0
1,693,853   Freddie Mac Structured Pass Through Certificates T-62 1A1, 2.304%, (12MTA + 1.200%), 10/25/2044   1,722,683   0.1
7,218   Freddie Mac-Ginnie Mae Series 27 FC, 4.125%, (PRIME + (1.375)%), 03/25/2024   7,137   0.0
6,256,651 (4)  Ginnie Mae 2007-35 KY, 3.511%, (-1.000*US0001M + 6.450%), 06/16/2037   672,522   0.0
497,479   Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042   454,874   0.0
438,824   Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043   397,214   0.0
183,265   Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042   161,381   0.0
135,310   Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042   121,595   0.0
29,448,718 (4)  Ginnie Mae 2019-143 SC, 3.036%, (-1.000*US0001M + 6.050%), 04/20/2046   3,254,686   0.1
29,328,179 (4)  Ginnie Mae 2021-228 IG, 3.000%, 12/20/2051   4,986,873   0.2
12,574,186 (4)  Ginnie Mae 2021-87 ID, 2.500%, 05/20/2051   1,714,611   0.1
451,089 (4)  Ginnie Mae Series 2005-7 AH, 3.831%, (-1.000*US0001M + 6.770%), 02/16/2035   37,725   0.0
213,425   Ginnie Mae Series 2007-8 SP, 12.276%, (-3.242*US0001M + 22.048%), 03/20/2037   254,330   0.0
1,296,681 (4)  Ginnie Mae Series 2008-35 SN, 3.386%, (-1.000*US0001M + 6.400%), 04/20/2038   109,905   0.0
677,524 (4)  Ginnie Mae Series 2008-40 PS, 3.561%, (-1.000*US0001M + 6.500%), 05/16/2038   56,862   0.0
5,384,564 (4)  Ginnie Mae Series 2009-106 SU, 3.186%, (-1.000*US0001M + 6.200%), 05/20/2037   521,199   0.0
1,822,427 (4)  Ginnie Mae Series 2009-25 KS, 3.186%, (-1.000*US0001M + 6.200%), 04/20/2039   189,253   0.0
849,182   Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039   846,267   0.0
936,806   Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039   933,307   0.0
9,149,223   Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039   9,100,270   0.4
1,056,444 (4)  Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040   99,540   0.0
1,142,951 (4)  Ginnie Mae Series 2010-116 NS, 3.711%, (-1.000*US0001M + 6.650%), 09/16/2040   90,594   0.0
3,534,871 (4)  Ginnie Mae Series 2010-116 SK, 3.606%, (-1.000*US0001M + 6.620%), 08/20/2040   335,376   0.0
3,787,626 (4)  Ginnie Mae Series 2010-149 HS, 3.161%, (-1.000*US0001M + 6.100%), 05/16/2040   105,929   0.0
1,380,490 (4)  Ginnie Mae Series 2010-4 SP, 3.561%, (-1.000*US0001M + 6.500%), 01/16/2039   51,414   0.0
1,656,398   Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040   1,633,581   0.1
578,246 (4)  Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039   38,050   0.0
1,142,971 (4)  Ginnie Mae Series 2010-68 MS, 2.836%, (-1.000*US0001M + 5.850%), 06/20/2040   101,693   0.0
2,842,117 (4)  Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040   609,542   0.0
905,042 (4)  Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026   33,314   0.0
55,058 (4)  Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040   771   0.0
20,579   Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032   21,200   0.0
2,775,743 (4)  Ginnie Mae Series 2011-80 KS, 3.656%, (-1.000*US0001M + 6.670%), 06/20/2041   339,709   0.0
66,644 (4)  Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040   5,107   0.0
5,821,545 (4)  Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043   996,207   0.0
5,251,935 (4)  Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043   1,183,403   0.1
4,755,552   Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043   4,502,049   0.2
4,677,199 (4)  Ginnie Mae Series 2014-3 SU, 3.036%, (-1.000*US0001M + 6.050%), 07/20/2039   435,751   0.0

 

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

5,907,838 (4)  Ginnie Mae Series 2014-55 MS, 3.261%, (-1.000*US0001M + 6.200%), 04/16/2044   607,703   0.0
4,451,269 (4)  Ginnie Mae Series 2014-56 SP, 3.261%, (-1.000*US0001M + 6.200%), 12/16/2039   335,104   0.0
5,501,625 (4)  Ginnie Mae Series 2014-58 CS, 2.661%, (-1.000*US0001M + 5.600%), 04/16/2044   371,329   0.0
7,238,917 (4)  Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044   1,444,364   0.1
2,597,970 (4)  Ginnie Mae Series 2014-99 S, 2.586%, (-1.000*US0001M + 5.600%), 06/20/2044   239,706   0.0
1,302,189   Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048   1,227,131   0.1
1,490,641   Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048   1,418,232   0.1
24,777,275 (4)  Ginnie Mae Series 2019-145 LS, 0.462%, (-1.000*US0001M + 2.830%), 11/20/2049   311,797   0.0
226,795 (1),(3)  GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049   216,274   0.0
1,348   GSR Mortgage Loan Trust 2003-2F 3A1, 6.000%, 03/25/2032   1,254   0.0
33,918   HarborView Mortgage Loan Trust 2005-2 2A1A, 3.433%, (US0001M + 0.440%), 05/19/2035   30,789   0.0
117,951   HomeBanc Mortgage Trust 2004-1 2A, 3.944%, (US0001M + 0.860%), 08/25/2029   112,887   0.0
1,707,783   IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 3.504%, (US0001M + 0.420%), 02/25/2046   1,281,412   0.1
3,967 (3)  JP Morgan Mortgage Trust 2005-A1 6T1, 2.650%, 02/25/2035   3,744   0.0
44,231 (3)  JP Morgan Mortgage Trust 2007-A1 5A5, 2.612%, 07/25/2035   43,326   0.0
1,524,052 (1),(3)  JP Morgan Mortgage Trust 2017-4 B2, 3.875%, 11/25/2048   1,310,171   0.1
987,629 (1),(3)  JP Morgan Mortgage Trust 2017-6 B3, 3.777%, 12/25/2048   835,047   0.0
1,519,574 (1),(3)  JP Morgan Mortgage Trust 2018-1 B1, 3.616%, 06/25/2048   1,287,018   0.1
1,519,574 (1),(3)  JP Morgan Mortgage Trust 2018-1 B2, 3.616%, 06/25/2048   1,282,506   0.1
1,879,164 (1),(3)  JP Morgan Mortgage Trust 2018-1 B3, 3.616%, 06/25/2048   1,630,827   0.1
1,348,811 (1),(3)  JP Morgan Mortgage Trust 2018-3 B1, 3.715%, 09/25/2048   1,140,966   0.1
1,215,915 (1),(3)  JP Morgan Mortgage Trust 2018-4 B1, 3.715%, 10/25/2048   1,040,956   0.1
1,887,056 (1),(3)  JP Morgan Mortgage Trust 2019-8 B3A, 3.400%, 03/25/2050   1,554,081   0.1
23,460 (1),(3)  JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049   23,176   0.0
1,376,678 (1),(3)  JP Morgan Mortgage Trust 2020-8 B2, 3.514%, 03/25/2051   1,082,364   0.1
1,827,330 (1),(3)  JP Morgan Mortgage Trust 2020-8 B3, 3.514%, 03/25/2051   1,388,249   0.1
1,199,013,213 (1),(4)  L Street Securities 2017-PM1 XIO, 0.010%, 10/25/2048   1,631,557   0.1
6,532,294 (4)  Lehman Mortgage Trust 2006-9 2A5, 3.536%, (-1.000*US0001M + 6.620%), 01/25/2037   622,459   0.0
38,365 (3)  Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A, 2.873%, 05/25/2033   37,320   0.0
14,307   Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 3.584%, (US0001M + 0.250%), 11/25/2035   13,542   0.0
2,000,000   Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 4.884%, (US0001M + 1.800%), 09/25/2035   2,063,771   0.1
1,330,860   Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037   808,227   0.0
6,500,000 (1)  Mortgage Insurance-Linked Notes 2021-3 M1B, 5.181%, (SOFR30A + 2.900%), 02/25/2034   6,205,535   0.3
1,350,680 (1),(3)  New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057   1,253,094   0.1
12,801 (1),(3)  Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030   12,174   0.0
2,900,000 (1)  Oaktown Re VII Ltd. 2021-2 M1C, 5.631%, (SOFR30A + 3.350%), 04/25/2034   2,703,084   0.1
390,812   Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037   322,921   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,239   RFMSI Series Trust 2003-S9 A1, 6.500%, 03/25/2032   1,166   0.0
1,615,901   Seasoned Credit Risk Transfer Trust 2017-4 M45T, 4.500%, 06/25/2057   1,584,454   0.1
694,212   Seasoned Credit Risk Transfer Trust Series 2018-2 HT, 3.000%, 11/25/2057   625,363   0.0
909,922   Seasoned Credit Risk Transfer Trust Series 2018-3 HT, 3.000%, 08/25/2057   817,326   0.0
706,846   Seasoned Credit Risk Transfer Trust Series 2018-4 HT, 3.000%, 03/25/2058   634,676   0.0
739,478   Seasoned Credit Risk Transfer Trust Series 2019-1 HT, 3.000%, 07/25/2058   665,880   0.0
455,818   Seasoned Credit Risk Transfer Trust Series 2019-2 HT, 3.000%, 08/25/2058   410,661   0.0
191,238   Seasoned Credit Risk Transfer Trust Series 2019-3 HT, 3.000%, 10/25/2058   172,289   0.0
34,381   Sequoia Mortgage Trust 2003-4 2A1, 3.693%, (US0001M + 0.350%), 07/20/2033   32,204   0.0
12,883 (3)  Sequoia Mortgage Trust 2005-4 2A1, 3.348%, 04/20/2035   12,867   0.0
643,368 (1),(3)  Sequoia Mortgage Trust 2015-2 B3, 3.780%, 05/25/2045   532,952   0.0
774,636 (1),(3)  Sequoia Mortgage Trust 2015-3 B3, 3.722%, 07/25/2045   572,683   0.0
139,522 (1),(3)  Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048   130,652   0.0
1,989,008 (1),(3)  Sequoia Mortgage Trust 2020-3 B3, 3.325%, 04/25/2050   1,518,950   0.1
698,000 (1),(3)  Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050   616,452   0.0
29,069 (3)  Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1, 3.588%, 08/25/2035   25,900   0.0
587,809 (3)  Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A, 3.391%, 04/25/2035   549,999   0.0
108,213   Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 3.493%, (US0001M + 0.250%), 07/19/2035   101,785   0.0
57,501   Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 3.493%, (US0001M + 0.250%), 07/19/2035   52,949   0.0
140,426 (3)  Thornburg Mortgage Securities Trust 2006-5 A1, 3.480%, 10/25/2046   135,149   0.0
3,943   WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.119%, (COF 11 + 1.250%), 02/27/2034   3,724   0.0
12,523   WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 2.504%, (12MTA + 1.400%), 08/25/2042   11,736   0.0
19,018   WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 3.724%, (US0001M + 0.640%), 01/25/2045   17,765   0.0
420,926 (3)  WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.889%, 10/25/2036   390,510   0.0
227,208   WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.152%, (COF 11 + 1.048%), 07/25/2046   197,077   0.0
32,912,457 (3),(4)  WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.004%, 08/25/2045   37,298   0.0
896,437   WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 4.064%, (US0001M + 0.490%), 10/25/2045   841,412   0.0
443,199 (3)  WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.162%, 10/25/2036   409,997   0.0
743,263 (3)  WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.430%, 12/25/2036   659,242   0.0
1,478,623 (3)  WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.676%, 08/25/2046   1,345,020   0.1
1,351,345 (3)  WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.389%, 07/25/2037   1,264,444   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,625,479   Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036   1,325,915   0.1
145,201   Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035   133,675   0.0
1,241,745   Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 3.284%, (US0001M + 0.200%), 12/25/2036   698,815   0.0
836,045   Wells Fargo Alternative Loan 2007-PA2 2A1, 3.514%, (US0001M + 0.430%), 06/25/2037   676,486   0.0
54,252 (3)  Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.069%, 05/25/2035   54,123   0.0
170,879 (3)  Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.873%, 04/25/2036   162,314   0.0
583,769 (1),(3)  WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045   502,931   0.0
           
    Commercial Mortgage-Backed Securities: 0.1%
1,000,000 (1)  Connecticut Avenue Securities Trust 2022-R08 1B1, 7.905%, (SOFR30A + 5.600%), 07/25/2042   944,080   0.0
4,839,595 (4)  Freddie Mac REMICS 5015 EI, 4.500%, 09/25/2050   1,027,541   0.1
5,030,291 (4)  Freddie Mac Strips 228 IO, 6.000%, 02/01/2035   940,824   0.0
        2,912,445   0.1
           
  Total Collateralized Mortgage Obligations      
  (Cost $427,763,184)   364,171,853   14.8
         
MUNICIPAL BONDS: 0.1%  
    California: 0.1%
500,000   California State University, 6.434%, 11/01/2030   537,805   0.1
200,000   Los Angeles County Public Works Financing Authority, 7.488%, 08/01/2033   227,541   0.0
300,000   Los Angeles County Public Works Financing Authority, 7.618%, 08/01/2040   374,307   0.0
200,000   Regents of the University of California Medical Center Pooled Revenue, 6.398%, 05/15/2031   216,073   0.0
300,000   Regents of the University of California Medical Center Pooled Revenue, 6.548%, 05/15/2048   343,205   0.0
           
  Total Municipal Bonds      
  (Cost $1,500,000)   1,698,931   0.1
         
U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.6%  
    Federal Home Loan Mortgage Corporation: 2.4%(5)
10,442   2.375%, (H15T1Y + 2.250%),11/01/2035   10,649   0.0
664,729   2.500%,05/01/2030   616,907   0.0
341,934   2.500%,05/01/2030   318,086   0.0
772,629   2.500%,06/01/2030   716,965   0.0
163   2.576%, (H15T1Y + 2.210%),06/01/2024   161   0.0
1,798   2.602%, (H15T1Y + 2.250%),03/01/2036   1,827   0.0
4,282   2.904%, (H15T1Y + 2.250%),11/01/2031   4,210   0.0
2,569,655   3.000%,03/01/2045   2,299,527   0.1
1,908,751   3.000%,03/01/2045   1,705,305   0.1
2,246,898   3.000%,04/01/2045   2,007,885   0.1
2,086,973   3.000%,04/01/2045   1,864,536   0.1
5,089,118   3.000%,10/01/2046   4,553,927   0.2
3,961,205   3.000%,10/01/2046   3,528,024   0.2
5,551,636   3.000%,03/01/2048   4,946,824   0.2
2,378   3.250%, (H15T1Y + 2.250%),04/01/2032   2,352   0.0
37,115   3.388%, (US0012M + 1.345%),09/01/2035   37,439   0.0
263,279   3.480%, (US0012M + 1.721%),06/01/2035   268,341   0.0
796,713   3.500%,08/01/2042   733,340   0.0
2,039,655   3.500%,03/01/2045   1,877,338   0.1
355,583   3.500%,04/01/2045   327,286   0.0
826,231   3.500%,05/01/2045   760,471   0.0
479,243   3.500%,06/01/2045   441,102   0.0
492,249   3.500%,07/01/2045   453,084   0.0
560,169   3.500%,07/01/2045   515,617   0.0
272,189   3.500%,08/01/2045   250,099   0.0
891,210   3.500%,08/01/2045   820,339   0.0
598,914   3.500%,08/01/2045   551,244   0.0
518,525   3.500%,08/01/2045   477,288   0.0
425,348   3.500%,08/01/2045   390,795   0.0
679,072   3.500%,09/01/2045   625,023   0.0
261,201   3.500%,09/01/2045   240,437   0.0
933,174   3.500%,09/01/2045   857,351   0.1
1,060,575   3.500%,11/01/2045   976,205   0.1
3,800,579   3.500%,12/01/2046   3,485,647   0.2
10,152,567   3.500%,03/01/2048   9,331,751   0.4
78,880   3.712%, (H15T1Y + 2.462%),01/01/2029   78,165   0.0
587,777   4.000%,10/01/2041   558,621   0.0
927,577   4.000%,12/01/2041   881,524   0.1
156,487   4.000%,07/01/2045   149,065   0.0
94,001   4.000%,09/01/2045   88,977   0.0
1,701,782   4.000%,09/01/2045   1,618,707   0.1
1,284,652   4.000%,09/01/2045   1,223,104   0.1
944,320   4.000%,09/01/2045   897,637   0.1
729,477   4.000%,05/01/2047   695,235   0.0
205,558   4.000%,11/01/2047   194,863   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

228,970   4.000%,03/01/2048   217,284   0.0
885,967   4.000%,06/01/2048   840,361   0.1
4,098   4.500%,06/01/2039   4,025   0.0
11,367   4.500%,09/01/2040   11,160   0.0
38,734   4.500%,03/01/2041   38,028   0.0
219,015   4.500%,08/01/2041   211,611   0.0
315,593   4.500%,08/01/2041   309,836   0.0
296,656   4.500%,09/01/2041   291,246   0.0
150,348   4.500%,09/01/2041   146,437   0.0
120,325   4.500%,09/01/2041   118,131   0.0
712,722   4.500%,09/01/2041   687,041   0.0
15,649   5.000%,05/01/2028   15,374   0.0
65,553   5.000%,05/01/2035   66,153   0.0
154,956   5.000%,01/01/2041   156,502   0.0
89,170   5.000%,04/01/2041   89,878   0.0
1,687   5.500%,03/01/2023   1,684   0.0
644   5.500%,05/01/2023   642   0.0
6,961   5.500%,03/01/2034   7,182   0.0
1,326   5.500%,05/01/2036   1,334   0.0
47,543   5.500%,06/01/2036   49,149   0.0
5,396   5.500%,12/01/2036   5,585   0.0
26,094   5.500%,03/01/2037   26,273   0.0
6,520   5.500%,04/01/2037   6,749   0.0
40,228   5.500%,05/01/2037   41,638   0.0
71,710   5.500%,07/01/2037   74,224   0.0
15,480   5.500%,09/01/2037   15,442   0.0
8,167   5.500%,10/01/2037   8,454   0.0
24,887   5.500%,11/01/2037   25,759   0.0
21,027   5.500%,12/01/2037   21,684   0.0
75,654   5.500%,12/01/2037   78,306   0.0
5,567   5.500%,01/01/2038   5,741   0.0
5,206   5.500%,01/01/2038   5,389   0.0
51,651   5.500%,02/01/2038   53,461   0.0
70,432   5.500%,02/01/2038   72,902   0.0
47,595   5.500%,03/01/2038   49,262   0.0
61,336   5.500%,04/01/2038   63,486   0.0
47,505   5.500%,05/01/2038   48,178   0.0
5,461   5.500%,05/01/2038   5,652   0.0
39,378   5.500%,06/01/2038   40,309   0.0
134,502   5.500%,06/01/2038   139,218   0.0
125,543   5.500%,07/01/2038   129,944   0.0
6,080   5.500%,08/01/2038   6,192   0.0
25,387   5.500%,08/01/2038   26,274   0.0
29,154   5.500%,09/01/2038   30,172   0.0
28,127   5.500%,10/01/2038   29,113   0.0
24,819   5.500%,10/01/2038   25,689   0.0
100,762   5.500%,11/01/2038   104,295   0.0
2,682   5.500%,11/01/2038   2,776   0.0
6,444   5.500%,12/01/2038   6,670   0.0
10,116   5.500%,12/01/2038   10,470   0.0
22,616   5.500%,01/01/2039   23,406   0.0
47,591   5.500%,03/01/2039   49,260   0.0
18,192   5.500%,07/01/2039   18,622   0.0
12,263   5.500%,12/01/2039   12,693   0.0
81,018   5.500%,03/01/2040   83,858   0.0
53,365   5.500%,08/01/2040   55,229   0.0
36,364   5.500%,08/01/2040   36,262   0.0
26,850   5.500%,08/01/2040   27,747   0.0
235,304   6.000%,09/01/2027   239,681   0.0
4,414   6.000%,02/01/2029   4,497   0.0
5,743   6.000%,05/01/2035   6,046   0.0
241,234   6.000%,03/01/2037   253,998   0.0
1,844   6.000%,05/01/2037   1,951   0.0
25,273   6.000%,07/01/2037   26,620   0.0
30,524   6.000%,08/01/2037   32,139   0.0
6,054   6.000%,08/01/2037   6,292   0.0
163,125   6.000%,09/01/2037   172,024   0.0
473   6.000%,10/01/2037   498   0.0
6,756   6.000%,11/01/2037   7,119   0.0
5,425   6.000%,12/01/2037   5,705   0.0
1,882   6.000%,12/01/2037   1,920   0.0
159,903   6.000%,01/01/2038   169,017   0.0
989   6.000%,04/01/2038   1,046   0.0
6,165   6.000%,06/01/2038   6,337   0.0
347   6.000%,07/01/2038   355   0.0
21,838   6.000%,08/01/2038   22,556   0.0
46,660   6.000%,11/01/2038   49,110   0.0
11,989   6.000%,05/01/2039   12,437   0.0
7,095   6.000%,08/01/2039   7,290   0.0
1,665   6.000%,09/01/2039   1,697   0.0
526,755   6.500%,09/01/2034   547,173   0.0
        58,688,230   2.4
           
    Federal National Mortgage Association: 0.0%(5)
133,241   1.908%, (US0012M + 1.661%),10/01/2035   131,992   0.0
49,833   1.993%, (US0012M + 1.610%),02/01/2034   49,459   0.0
25,100   2.059%, (12MTA + 1.200%),08/01/2042   25,441   0.0
43,622   2.059%, (12MTA + 1.200%),08/01/2042   44,279   0.0
13,676   2.059%, (12MTA + 1.200%),10/01/2044   13,893   0.0
23,581   2.059%, (12MTA + 1.200%),10/01/2044   23,965   0.0
133,979   2.060%, (US0012M + 1.810%),09/01/2034   135,951   0.0
19,297   2.175%, (US0012M + 1.675%),02/01/2035   19,094   0.0
60,423   2.300%, (H15T1Y + 2.175%),10/01/2035   59,721   0.0
52,010   2.357%, (US0012M + 1.480%),04/01/2035   51,428   0.0
7,202   2.585%, (H15T1Y + 2.210%),04/01/2032   7,041   0.0
23,451   2.704%, (US0006M + 1.373%),09/01/2035   23,016   0.0
1,366   2.740%, (H15T1Y + 2.215%),09/01/2031   1,349   0.0
37,609   3.123%, (US0001M + 1.422%),02/01/2033   37,894   0.0
1,902   3.357%, (COF 11 + 1.251%),05/01/2036   1,906   0.0
326,750   3.619%, (H15T1Y + 1.711%),08/01/2035   324,950   0.0
34,522   3.637%, (US0012M + 1.486%),07/01/2035   34,118   0.0
11,624   3.712%, (US0012M + 1.444%),08/01/2035   11,503   0.0
16,447   3.963%, (COF 11 + 1.926%),12/01/2036   16,760   0.0
        1,013,760   0.0
           
    Government National Mortgage Association: 5.3%
1,295,974   2.500%,05/20/2051   1,120,262   0.1
4,452,438   2.500%,08/20/2051   3,847,650   0.2
3,632,640   2.500%,09/20/2051   3,137,055   0.1
1,863,736   2.500%,11/20/2051   1,609,181   0.1
3,772,268   2.500%,12/20/2051   3,256,792   0.1
4,878,644   2.500%,04/20/2052   4,201,706   0.2
49,200,000 (6)  2.500%,10/15/2052   42,291,820   1.7
4,390,000 (6)  3.000%,10/15/2052   3,881,206   0.2
2,024,077   3.500%,07/20/2046   1,847,119   0.1
308,608   3.500%,07/20/2047   285,178   0.0
5,097,036   3.500%,12/20/2047   4,673,538   0.2
2,843,624   3.500%,01/20/2048   2,607,348   0.1
39,322,000 (6)  3.500%,10/15/2052   35,775,340   1.5

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

394,832   4.000%,11/20/2040   377,453   0.0
752,082   4.000%,03/20/2046   715,367   0.0
18,942,000 (6)  4.000%,10/15/2052   17,693,752   0.7
621,398   4.500%,08/20/2041   614,610   0.0
292,661   4.500%,01/20/2047   289,481   0.0
1,772   5.000%,11/15/2035   1,754   0.0
12,891   5.000%,11/15/2035   12,808   0.0
4,933   5.000%,11/15/2035   4,980   0.0
4,609   5.000%,11/15/2035   4,562   0.0
14,003   5.000%,06/15/2037   13,858   0.0
30,755   5.000%,03/15/2038   30,799   0.0
84,114   5.000%,03/15/2038   84,748   0.0
4,746   5.000%,06/15/2038   4,715   0.0
1,796   5.000%,09/15/2038   1,796   0.0
31,647   5.000%,11/15/2038   31,951   0.0
8,785   5.000%,11/15/2038   8,725   0.0
652,598   5.000%,12/15/2038   661,175   0.0
48,903   5.000%,12/15/2038   49,544   0.0
7,531   5.000%,12/15/2038   7,454   0.0
44,419   5.000%,01/15/2039   44,997   0.0
485,003   5.000%,01/15/2039   488,525   0.0
89,168   5.000%,01/15/2039   90,257   0.0
42,008   5.000%,02/15/2039   42,412   0.0
20,100   5.000%,02/15/2039   20,293   0.0
67,892   5.000%,02/15/2039   68,673   0.0
1,670   5.000%,03/15/2039   1,692   0.0
50,888   5.000%,03/15/2039   51,377   0.0
90,874   5.000%,03/15/2039   91,743   0.0
52,372   5.000%,03/15/2039   52,875   0.0
54,765   5.000%,04/15/2039   55,485   0.0
69,656   5.000%,05/15/2039   69,838   0.0
32,509   5.000%,05/15/2039   32,822   0.0
393   5.000%,05/15/2039   389   0.0
45,678   5.000%,07/15/2039   46,273   0.0
31,917   5.000%,09/15/2039   32,063   0.0
8,483   5.000%,11/15/2039   8,495   0.0
1,291   5.000%,04/15/2040   1,303   0.0
8,107   5.000%,06/15/2040   8,213   0.0
9,851   5.000%,09/15/2040   9,755   0.0
17,367   5.000%,09/15/2040   17,554   0.0
36,437   5.000%,10/15/2040   36,914   0.0
46,459   5.000%,05/15/2042   45,989   0.0
221,488   5.000%,02/20/2043   225,444   0.0
        130,687,108   5.3
           
    Uniform Mortgage-Backed Securities: 18.6%
4,042,012   2.000%,10/01/2050   3,300,904   0.2
2,866,600   2.000%,11/01/2051   2,336,849   0.1
1,038,102   2.000%,11/01/2051   848,681   0.1
6,630,419   2.000%,12/01/2051   5,398,512   0.2
1,948,228   2.000%,02/01/2052   1,588,165   0.1
3,803,933   2.000%,02/01/2052   3,100,904   0.1
63,092,000 (6)  2.000%,10/15/2052   51,099,591   2.1
1,040,418   2.500%,05/01/2030   966,618   0.1
1,599,674   2.500%,06/01/2030   1,486,196   0.1
2,144,038   2.500%,06/01/2030   1,991,883   0.1
971,475   2.500%,07/01/2030   902,529   0.1
19,207,910   2.500%,11/01/2050   16,276,597   0.7
3,801,394   2.500%,12/01/2051   3,212,742   0.1
4,751,537   2.500%,12/01/2051   4,021,007   0.2
2,879,059   2.500%,02/01/2052   2,451,351   0.1
4,245,549   2.500%,02/01/2052   3,579,884   0.2
4,727,197   2.500%,02/01/2052   3,985,058   0.2
4,892,277   2.500%,02/01/2052   4,122,151   0.2
4,808,452   2.500%,02/01/2052   4,065,428   0.2
112,664,000 (6)  2.500%,10/15/2052   94,556,342   3.9
2,238,588   3.000%,08/01/2030   2,116,484   0.1
1,135,478   3.000%,09/01/2030   1,073,503   0.1
821,942   3.000%,08/01/2043   737,686   0.0
1,406,175   3.000%,09/01/2043   1,261,017   0.1
5,153,071   3.000%,04/01/2045   4,601,185   0.2
3,197,565   3.000%,08/01/2046   2,850,590   0.1
299,652   3.000%,09/01/2046   266,979   0.0
4,220,547   3.000%,01/01/2047   3,748,836   0.2
2,768,502   3.000%,02/01/2052   2,429,648   0.1
4,814,122   3.000%,02/01/2052   4,231,047   0.2
5,842,940   3.000%,04/01/2052   5,120,527   0.2
9,694,155   3.000%,05/01/2052   8,474,925   0.4
3,929,708   3.000%,05/01/2052   3,443,841   0.2
47,896,000 (6)  3.000%,10/15/2052   41,701,326   1.7
466,614   3.500%,12/01/2041   428,300   0.0
386,678   3.500%,08/01/2042   355,649   0.0
78,950   3.500%,08/01/2042   72,632   0.0
537,992   3.500%,10/01/2042   494,640   0.0
322,920   3.500%,10/01/2042   296,898   0.0
229,408   3.500%,03/01/2043   210,958   0.0
1,965,348   3.500%,01/01/2046   1,807,363   0.1
3,257,848   3.500%,02/01/2046   2,995,991   0.1
2,263,829   3.500%,08/01/2046   2,079,137   0.1
14,000,318   3.500%,08/01/2046   12,874,750   0.5
2,177,061   3.500%,09/01/2047   1,987,800   0.1
6,441,457   3.500%,07/01/2048   5,893,299   0.3
2,601,468   3.500%,02/01/2052   2,353,370   0.1
2,356   4.000%,05/01/2029   2,250   0.0
18,549   4.000%,11/01/2030   17,716   0.0
10,325   4.000%,02/01/2031   9,861   0.0
5,520   4.000%,10/01/2031   5,272   0.0
3,960,998   4.000%,12/01/2039   3,780,288   0.2
479,763   4.000%,07/01/2042   457,792   0.0
1,876,481   4.000%,07/01/2042   1,790,330   0.1
201,687   4.000%,07/01/2042   192,322   0.0
309,762   4.000%,08/01/2042   290,724   0.0
1,309,959   4.000%,08/01/2043   1,246,919   0.1
2,244,292   4.000%,09/01/2043   2,135,997   0.1
147,767   4.000%,10/01/2043   140,266   0.0
74,313   4.000%,10/01/2043   70,687   0.0
4,166,710   4.000%,01/01/2045   3,962,490   0.2
401,474   4.000%,06/01/2045   381,612   0.0
712,351   4.000%,07/01/2045   675,826   0.0
1,749,503   4.000%,07/01/2045   1,661,703   0.1
3,187,385   4.000%,02/01/2046   3,027,260   0.1
620,127   4.000%,06/01/2047   590,359   0.0
407,062   4.000%,03/01/2048   385,518   0.0
90,380   4.000%,03/01/2048   85,410   0.0
2,981,121   4.000%,09/01/2048   2,820,593   0.1
4,918,259   4.000%,05/01/2052   4,580,672   0.2
77,558,000 (6)  4.000%,10/15/2052   71,986,548   2.9
14,672   4.500%,10/01/2025   14,261   0.0
250,187   4.500%,07/01/2026   246,395   0.0
279,669   4.500%,04/01/2029   272,599   0.0
51,543   4.500%,06/01/2029   50,242   0.0
4,215   4.500%,06/01/2029   4,108   0.0
54,765   4.500%,07/01/2029   53,380   0.0
1,257   4.500%,10/01/2029   1,225   0.0
8,190   4.500%,06/01/2030   7,968   0.0
244,923   4.500%,10/01/2030   238,726   0.0
59,997   4.500%,02/01/2031   57,798   0.0
38,821   4.500%,05/01/2031   37,548   0.0
29,566   4.500%,10/01/2033   28,941   0.0
13,338   4.500%,01/01/2034   13,048   0.0
3,242   4.500%,07/01/2034   3,172   0.0
18,904   4.500%,09/01/2035   18,443   0.0
3,385   4.500%,09/01/2035   3,291   0.0
26,737   4.500%,11/01/2035   26,160   0.0
124,404   4.500%,02/01/2036   118,965   0.0
55,964   4.500%,01/01/2037   54,804   0.0
28,892   4.500%,09/01/2037   28,283   0.0
1,567   4.500%,02/01/2038   1,507   0.0
15,792   4.500%,01/01/2039   15,476   0.0
1,966   4.500%,02/01/2039   1,880   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

24,322   4.500%,02/01/2039   23,875   0.0
11,521   4.500%,04/01/2039   11,310   0.0
58,508   4.500%,04/01/2039   56,972   0.0
33,532   4.500%,04/01/2039   32,928   0.0
64,544   4.500%,05/01/2039   63,310   0.0
51,630   4.500%,05/01/2039   50,368   0.0
10,161   4.500%,05/01/2039   9,972   0.0
51,235   4.500%,05/01/2039   50,289   0.0
668,121   4.500%,05/01/2039   655,568   0.0
365   4.500%,05/01/2039   358   0.0
3,256   4.500%,05/01/2039   3,197   0.0
4,496   4.500%,06/01/2039   4,409   0.0
82,878   4.500%,06/01/2039   81,315   0.0
40,940   4.500%,07/01/2039   40,183   0.0
18,967   4.500%,07/01/2039   18,367   0.0
11,784   4.500%,07/01/2039   11,563   0.0
151,401   4.500%,08/01/2039   148,483   0.0
80,968   4.500%,08/01/2039   79,423   0.0
39,310   4.500%,08/01/2039   38,552   0.0
52,618   4.500%,08/01/2039   51,373   0.0
148,119   4.500%,09/01/2039   144,507   0.0
125,068   4.500%,10/01/2039   122,664   0.0
59,535   4.500%,11/01/2039   58,387   0.0
7,862   4.500%,11/01/2039   7,710   0.0
3,806   4.500%,12/01/2039   3,734   0.0
6,720   4.500%,12/01/2039   6,460   0.0
276,098   4.500%,01/01/2040   270,784   0.0
3,422   4.500%,01/01/2040   3,296   0.0
123,134   4.500%,02/01/2040   120,756   0.0
63,336   4.500%,02/01/2040   62,113   0.0
39,711   4.500%,04/01/2040   38,843   0.0
445,749   4.500%,04/01/2040   435,980   0.0
34,634   4.500%,05/01/2040   33,415   0.0
187,472   4.500%,05/01/2040   180,755   0.0
2,803   4.500%,06/01/2040   2,749   0.0
46,190   4.500%,06/01/2040   45,178   0.0
209,475   4.500%,06/01/2040   205,444   0.0
25,313   4.500%,06/01/2040   24,824   0.0
87,539   4.500%,06/01/2040   85,852   0.0
16,984   4.500%,07/01/2040   16,656   0.0
55,008   4.500%,07/01/2040   53,946   0.0
92,973   4.500%,07/01/2040   91,176   0.0
32,776   4.500%,08/01/2040   31,974   0.0
56,669   4.500%,08/01/2040   55,434   0.0
60,147   4.500%,08/01/2040   58,088   0.0
17,662   4.500%,08/01/2040   17,277   0.0
1,576   4.500%,08/01/2040   1,545   0.0
3,525   4.500%,08/01/2040   3,381   0.0
51,851   4.500%,08/01/2040   50,848   0.0
13,131   4.500%,09/01/2040   12,878   0.0
12,877   4.500%,09/01/2040   12,629   0.0
19,477   4.500%,09/01/2040   19,101   0.0
12,671   4.500%,09/01/2040   12,218   0.0
75,927   4.500%,09/01/2040   72,842   0.0
20,439   4.500%,09/01/2040   20,046   0.0
149,490   4.500%,09/01/2040   146,602   0.0
21,422   4.500%,10/01/2040   20,952   0.0
22,893   4.500%,10/01/2040   22,451   0.0
115,442   4.500%,10/01/2040   112,383   0.0
134,941   4.500%,10/01/2040   132,342   0.0
58,608   4.500%,10/01/2040   57,476   0.0
37,977   4.500%,11/01/2040   37,147   0.0
39,053   4.500%,11/01/2040   38,297   0.0
753,445   4.500%,11/01/2040   738,885   0.0
312,972   4.500%,11/01/2040   306,935   0.0
282,975   4.500%,11/01/2040   271,323   0.0
70,690   4.500%,12/01/2040   69,325   0.0
71,774   4.500%,12/01/2040   70,202   0.0
2,083   4.500%,12/01/2040   2,043   0.0
160,665   4.500%,12/01/2040   157,559   0.0
29,761   4.500%,12/01/2040   29,186   0.0
18,001   4.500%,12/01/2040   17,653   0.0
27,393   4.500%,12/01/2040   26,863   0.0
18,793   4.500%,12/01/2040   18,382   0.0
12,358   4.500%,12/01/2040   11,933   0.0
165,533   4.500%,01/01/2041   162,334   0.0
30,178   4.500%,01/01/2041   29,598   0.0
104,856   4.500%,01/01/2041   102,834   0.0
14,698   4.500%,01/01/2041   14,280   0.0
366,804   4.500%,01/01/2041   359,725   0.0
17,477   4.500%,02/01/2041   17,094   0.0
57,429   4.500%,02/01/2041   56,321   0.0
57,622   4.500%,02/01/2041   55,345   0.0
59,294   4.500%,02/01/2041   58,148   0.0
43,286   4.500%,02/01/2041   42,452   0.0
20,110   4.500%,03/01/2041   19,721   0.0
11,356   4.500%,03/01/2041   10,859   0.0
74,056   4.500%,03/01/2041   71,151   0.0
47,060   4.500%,03/01/2041   46,149   0.0
56,890   4.500%,03/01/2041   55,792   0.0
157,161   4.500%,03/01/2041   152,046   0.0
18,485   4.500%,03/01/2041   18,128   0.0
36,291   4.500%,03/01/2041   35,592   0.0
3,321   4.500%,03/01/2041   3,257   0.0
315,924   4.500%,04/01/2041   311,823   0.0
4,001   4.500%,04/01/2041   3,924   0.0
29,642   4.500%,04/01/2041   29,068   0.0
72,994   4.500%,04/01/2041   69,802   0.0
16,491   4.500%,04/01/2041   15,770   0.0
170,096   4.500%,04/01/2041   166,808   0.0
2,694   4.500%,05/01/2041   2,635   0.0
260,662   4.500%,05/01/2041   255,636   0.0
298,423   4.500%,05/01/2041   292,649   0.0
149,226   4.500%,05/01/2041   146,351   0.0
20,116   4.500%,05/01/2041   19,674   0.0
183,830   4.500%,05/01/2041   179,979   0.0
11,302   4.500%,05/01/2041   10,879   0.0
14,035   4.500%,05/01/2041   13,764   0.0
6,226   4.500%,05/01/2041   6,106   0.0
48,039   4.500%,06/01/2041   46,296   0.0
11,294   4.500%,06/01/2041   11,076   0.0
179,789   4.500%,06/01/2041   176,319   0.0
41,959   4.500%,07/01/2041   41,150   0.0
1,936   4.500%,07/01/2041   1,873   0.0
78,696   4.500%,07/01/2041   77,175   0.0
146,989   4.500%,07/01/2041   144,146   0.0
10,105   4.500%,07/01/2041   9,910   0.0
3,205   4.500%,07/01/2041   3,143   0.0
17,661   4.500%,07/01/2041   17,177   0.0
84,410   4.500%,08/01/2041   82,780   0.0
13,853   4.500%,08/01/2041   13,585   0.0
21,218   4.500%,08/01/2041   20,290   0.0
128,766   4.500%,08/01/2041   123,753   0.0
122,195   4.500%,08/01/2041   116,853   0.0
100,885   4.500%,08/01/2041   98,935   0.0
157,092   4.500%,08/01/2041   151,040   0.0
53,505   4.500%,08/01/2041   51,989   0.0
433,834   4.500%,09/01/2041   424,300   0.0
9,863   4.500%,09/01/2041   9,672   0.0
3,936   4.500%,09/01/2041   3,850   0.0
51,567   4.500%,09/01/2041   49,830   0.0
86,558   4.500%,10/01/2041   83,153   0.0
43,692   4.500%,10/01/2041   42,106   0.0
479,564   4.500%,10/01/2041   470,284   0.0
27,160   4.500%,10/01/2041   26,636   0.0
197,650   4.500%,10/01/2041   193,315   0.0
203,154   4.500%,10/01/2041   198,705   0.0
16,935   4.500%,10/01/2041   16,564   0.0
853,767   4.500%,10/01/2041   837,204   0.0
238,909   4.500%,11/01/2041   234,292   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

3,130   4.500%,11/01/2041   3,070   0.0
182,990   4.500%,12/01/2041   179,472   0.0
564,944   4.500%,12/01/2041   554,000   0.0
21,604   4.500%,01/01/2042   21,186   0.0
12,985   4.500%,01/01/2042   12,423   0.0
9,886   4.500%,01/01/2042   9,696   0.0
33,451   4.500%,03/01/2042   32,152   0.0
4,210   4.500%,03/01/2042   4,026   0.0
27,207   4.500%,04/01/2042   26,018   0.0
11,488   4.500%,06/01/2042   11,087   0.0
5,511   4.500%,08/01/2042   5,404   0.0
4,110   4.500%,09/01/2042   3,931   0.0
6,481   4.500%,01/01/2043   6,197   0.0
4,971   4.500%,12/01/2043   4,862   0.0
42,949   4.500%,04/01/2047   41,183   0.0
20,561   4.500%,05/01/2047   19,809   0.0
62,243   4.500%,06/01/2047   60,082   0.0
95,172   4.500%,06/01/2047   92,079   0.0
67,080   4.500%,07/01/2047   64,543   0.0
284,444   4.500%,07/01/2047   275,870   0.0
16,255   4.500%,08/01/2047   15,656   0.0
48   5.000%,04/01/2023   47   0.0
164   5.000%,12/01/2023   160   0.0
21,851   5.000%,04/01/2026   21,434   0.0
27,358   5.000%,05/01/2026   26,833   0.0
25,612   5.000%,08/01/2027   25,041   0.0
9,657   5.000%,04/01/2028   9,477   0.0
6,119,089   5.000%,05/01/2042   6,172,772   0.3
37   5.500%,11/01/2022   37   0.0
1   5.500%,12/01/2022   1   0.0
6,131   5.500%,06/01/2023   6,108   0.0
1,344   5.500%,07/01/2023   1,342   0.0
1,069   5.500%,09/01/2023   1,068   0.0
212   5.500%,01/01/2025   212   0.0
44   5.500%,08/01/2025   44   0.0
2,998   5.500%,07/01/2026   2,986   0.0
2,906   5.500%,12/01/2027   2,894   0.0
11,023   5.500%,04/01/2028   10,978   0.0
3,710   5.500%,08/01/2028   3,695   0.0
5,583   5.500%,01/01/2029   5,571   0.0
45,612   5.500%,10/01/2029   45,464   0.0
39,168   5.500%,04/01/2033   39,367   0.0
11,866   5.500%,10/01/2033   11,829   0.0
3,819   5.500%,11/01/2033   3,925   0.0
735   5.500%,11/01/2033   744   0.0
5,743   5.500%,11/01/2033   5,754   0.0
2,625   5.500%,11/01/2033   2,615   0.0
64,538   5.500%,12/01/2033   65,016   0.0
961   5.500%,12/01/2033   990   0.0
29,932   5.500%,12/01/2033   30,872   0.0
10,237   5.500%,12/01/2033   10,368   0.0
189,566   5.500%,12/01/2033   193,313   0.0
7,289   5.500%,01/01/2034   7,260   0.0
69,362   5.500%,01/01/2034   71,442   0.0
405   5.500%,01/01/2034   406   0.0
16,210   5.500%,01/01/2034   16,157   0.0
8,602   5.500%,01/01/2034   8,850   0.0
3,697   5.500%,06/01/2034   3,747   0.0
31,677   5.500%,11/01/2034   32,665   0.0
4,840   5.500%,11/01/2034   4,821   0.0
628   5.500%,12/01/2034   648   0.0
22,422   5.500%,01/01/2035   22,372   0.0
9,424   5.500%,01/01/2035   9,719   0.0
19,312   5.500%,01/01/2035   19,915   0.0
9,099   5.500%,02/01/2035   9,119   0.0
901,259   5.500%,02/01/2035   930,302   0.1
6,431   5.500%,07/01/2035   6,568   0.0
495,875   5.500%,08/01/2035   506,716   0.0
2,564   5.500%,10/01/2035   2,648   0.0
325   5.500%,11/01/2035   326   0.0
30,660   5.500%,11/01/2035   31,345   0.0
514   5.500%,12/01/2035   532   0.0
485   5.500%,12/01/2035   500   0.0
78,193   5.500%,12/01/2035   80,839   0.0
9,261   5.500%,12/01/2035   9,574   0.0
5,396   5.500%,01/01/2036   5,537   0.0
51,636   5.500%,01/01/2036   53,385   0.0
415   5.500%,02/01/2036   413   0.0
7,728   5.500%,04/01/2036   7,988   0.0
624,718   5.500%,07/01/2036   644,979   0.0
419   5.500%,08/01/2036   433   0.0
52,265   5.500%,09/01/2036   53,903   0.0
31,113   5.500%,09/01/2036   32,086   0.0
83,807   5.500%,12/01/2036   86,320   0.0
82,132   5.500%,12/01/2036   84,912   0.0
780   5.500%,12/01/2036   806   0.0
1,030   5.500%,12/01/2036   1,064   0.0
9,765   5.500%,01/01/2037   10,096   0.0
45,787   5.500%,01/01/2037   47,338   0.0
65,792   5.500%,02/01/2037   68,022   0.0
184,272   5.500%,03/01/2037   189,112   0.0
6,935   5.500%,04/01/2037   7,170   0.0
1,311   5.500%,05/01/2037   1,343   0.0
8,796   5.500%,05/01/2037   9,092   0.0
519   5.500%,05/01/2037   537   0.0
17,770   5.500%,05/01/2037   18,371   0.0
17,698   5.500%,06/01/2037   18,228   0.0
47,198   5.500%,06/01/2037   48,789   0.0
15,503   5.500%,07/01/2037   15,535   0.0
9,919   5.500%,08/01/2037   10,249   0.0
26,462   5.500%,08/01/2037   27,359   0.0
25,125   5.500%,08/01/2037   25,975   0.0
68,354   5.500%,09/01/2037   70,672   0.0
479   5.500%,11/01/2037   495   0.0
243,055   5.500%,01/01/2038   251,276   0.0
770   5.500%,02/01/2038   796   0.0
450   5.500%,02/01/2038   466   0.0
4,587   5.500%,03/01/2038   4,626   0.0
226,188   5.500%,03/01/2038   233,860   0.0
32,892   5.500%,04/01/2038   33,508   0.0
442   5.500%,04/01/2038   456   0.0
9,110   5.500%,04/01/2038   9,089   0.0
1,948   5.500%,05/01/2038   2,014   0.0
5,403   5.500%,05/01/2038   5,593   0.0
59,094   5.500%,05/01/2038   59,164   0.0
13,372   5.500%,06/01/2038   13,673   0.0
1,131,660   5.500%,06/01/2038   1,173,833   0.1
55,710   5.500%,06/01/2038   57,599   0.0
27,320   5.500%,07/01/2038   28,247   0.0
289   5.500%,07/01/2038   296   0.0
32,218   5.500%,07/01/2038   33,310   0.0
32,673   5.500%,07/01/2038   33,531   0.0
7,321   5.500%,08/01/2038   7,569   0.0
60,288   5.500%,08/01/2038   62,333   0.0
14,785   5.500%,08/01/2038   15,230   0.0
32,253   5.500%,11/01/2038   33,381   0.0
126,723   5.500%,11/01/2038   131,021   0.0
20,527   5.500%,12/01/2038   21,249   0.0
115   5.500%,12/01/2038   116   0.0
34,017   5.500%,01/01/2039   35,170   0.0
67,054   5.500%,01/01/2039   69,328   0.0
227,583   5.500%,01/01/2039   235,300   0.0
13,149   5.500%,03/01/2039   13,594   0.0
121,488   5.500%,06/01/2039   125,607   0.0
199,515   5.500%,06/01/2039   206,278   0.0
11,482   5.500%,07/01/2041   11,872   0.0
231,552   5.500%,09/01/2041   239,044   0.0
32   6.000%,01/01/2023   32   0.0
52,170   6.000%,11/01/2028   53,089   0.0
244   6.000%,04/01/2031   251   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

235   6.000%,01/01/2032   239   0.0
533   6.000%,11/01/2032   560   0.0
502   6.000%,11/01/2032   511   0.0
33,912   6.000%,01/01/2033   35,663   0.0
2,202   6.000%,09/01/2033   2,252   0.0
343   6.000%,01/01/2034   351   0.0
25,988   6.000%,06/01/2035   26,532   0.0
5,628   6.000%,07/01/2035   5,747   0.0
4,555   6.000%,07/01/2035   4,636   0.0
3,513   6.000%,07/01/2035   3,683   0.0
7,621   6.000%,07/01/2035   7,909   0.0
365   6.000%,10/01/2035   371   0.0
1,049   6.000%,10/01/2035   1,068   0.0
38,342   6.000%,11/01/2035   40,330   0.0
192,634   6.000%,12/01/2035   196,247   0.0
2,199   6.000%,12/01/2035   2,238   0.0
30,871   6.000%,12/01/2035   32,467   0.0
4,398   6.000%,01/01/2036   4,521   0.0
30,668   6.000%,02/01/2036   32,255   0.0
25,098   6.000%,02/01/2036   26,396   0.0
22,605   6.000%,03/01/2036   23,909   0.0
16,023   6.000%,03/01/2036   16,465   0.0
30,746   6.000%,04/01/2036   32,338   0.0
14,147   6.000%,04/01/2036   14,879   0.0
9,256   6.000%,05/01/2036   9,547   0.0
2,276   6.000%,06/01/2036   2,361   0.0
337   6.000%,06/01/2036   350   0.0
2,574   6.000%,07/01/2036   2,621   0.0
48,179   6.000%,07/01/2036   50,672   0.0
12,321   6.000%,07/01/2036   12,549   0.0
1,208   6.000%,07/01/2036   1,234   0.0
13,823   6.000%,08/01/2036   14,538   0.0
320,576   6.000%,08/01/2036   333,586   0.0
12,487   6.000%,08/01/2036   12,854   0.0
121,330   6.000%,08/01/2036   124,225   0.0
2,320   6.000%,08/01/2036   2,440   0.0
1,601   6.000%,08/01/2036   1,634   0.0
18,956   6.000%,09/01/2036   19,934   0.0
34,131   6.000%,09/01/2036   35,894   0.0
9,348   6.000%,09/01/2036   9,832   0.0
78   6.000%,09/01/2036   79   0.0
8,699   6.000%,09/01/2036   8,898   0.0
55,981   6.000%,09/01/2036   56,971   0.0
12,329   6.000%,09/01/2036   12,684   0.0
12,728   6.000%,10/01/2036   12,975   0.0
26,351   6.000%,10/01/2036   27,454   0.0
2,261   6.000%,10/01/2036   2,302   0.0
27,522   6.000%,10/01/2036   28,946   0.0
10,543   6.000%,10/01/2036   11,088   0.0
19,527   6.000%,10/01/2036   20,612   0.0
9,049   6.000%,11/01/2036   9,323   0.0
647   6.000%,11/01/2036   658   0.0
15,059   6.000%,11/01/2036   15,330   0.0
25,534   6.000%,11/01/2036   26,856   0.0
2,555   6.000%,12/01/2036   2,688   0.0
20,102   6.000%,12/01/2036   20,474   0.0
1,379   6.000%,12/01/2036   1,428   0.0
27,431   6.000%,12/01/2036   28,851   0.0
3,763   6.000%,12/01/2036   3,862   0.0
463   6.000%,01/01/2037   487   0.0
7,391   6.000%,01/01/2037   7,773   0.0
10,595   6.000%,01/01/2037   10,786   0.0
521   6.000%,01/01/2037   533   0.0
681   6.000%,02/01/2037   694   0.0
7,644   6.000%,02/01/2037   7,816   0.0
10,369   6.000%,02/01/2037   10,905   0.0
62,171   6.000%,02/01/2037   64,605   0.0
83,175   6.000%,03/01/2037   86,035   0.0
8,373   6.000%,03/01/2037   8,551   0.0
17,746   6.000%,03/01/2037   18,356   0.0
12,484   6.000%,03/01/2037   13,130   0.0
425   6.000%,03/01/2037   447   0.0
5,206   6.000%,03/01/2037   5,476   0.0
643   6.000%,04/01/2037   655   0.0
39,348   6.000%,04/01/2037   41,469   0.0
10,343   6.000%,04/01/2037   10,878   0.0
1,498   6.000%,04/01/2037   1,575   0.0
69,129   6.000%,04/01/2037   72,282   0.0
14,139   6.000%,04/01/2037   14,685   0.0
19,480   6.000%,04/01/2037   19,891   0.0
5,342   6.000%,04/01/2037   5,564   0.0
18,882   6.000%,04/01/2037   19,730   0.0
736   6.000%,04/01/2037   751   0.0
20,829   6.000%,04/01/2037   21,200   0.0
27,901   6.000%,04/01/2037   28,413   0.0
2,229   6.000%,04/01/2037   2,284   0.0
7,562   6.000%,05/01/2037   7,697   0.0
16,919   6.000%,05/01/2037   17,259   0.0
63,922   6.000%,05/01/2037   67,230   0.0
11,638   6.000%,05/01/2037   12,240   0.0
20,642   6.000%,05/01/2037   21,360   0.0
5,201   6.000%,05/01/2037   5,417   0.0
10,702   6.000%,05/01/2037   10,892   0.0
598   6.000%,05/01/2037   612   0.0
13,019   6.000%,05/01/2037   13,249   0.0
5,574   6.000%,05/01/2037   5,688   0.0
5,014   6.000%,06/01/2037   5,103   0.0
3,582   6.000%,06/01/2037   3,697   0.0
4,403   6.000%,06/01/2037   4,631   0.0
42,366   6.000%,06/01/2037   44,560   0.0
23,868   6.000%,06/01/2037   24,293   0.0
3,680   6.000%,06/01/2037   3,751   0.0
1,268   6.000%,06/01/2037   1,293   0.0
18,359   6.000%,07/01/2037   18,811   0.0
4,998   6.000%,07/01/2037   5,297   0.0
31,245   6.000%,07/01/2037   31,822   0.0
2,375   6.000%,07/01/2037   2,455   0.0
6,414   6.000%,07/01/2037   6,527   0.0
9,467   6.000%,07/01/2037   9,666   0.0
4,943   6.000%,07/01/2037   5,199   0.0
40,391   6.000%,07/01/2037   42,531   0.0
13,108   6.000%,07/01/2037   13,359   0.0
32,668   6.000%,08/01/2037   34,360   0.0
4,298   6.000%,08/01/2037   4,542   0.0
5,944   6.000%,08/01/2037   6,053   0.0
8,680   6.000%,08/01/2037   8,835   0.0
16,934   6.000%,08/01/2037   17,237   0.0
14,144   6.000%,08/01/2037   14,768   0.0
7,601   6.000%,08/01/2037   7,753   0.0
36,131   6.000%,08/01/2037   36,770   0.0
175,190   6.000%,09/01/2037   184,259   0.0
5,849   6.000%,09/01/2037   5,952   0.0
1,714   6.000%,09/01/2037   1,803   0.0
11,372   6.000%,09/01/2037   11,961   0.0
538   6.000%,09/01/2037   550   0.0
61,911   6.000%,09/01/2037   64,245   0.0
22,630   6.000%,10/01/2037   23,662   0.0
608   6.000%,10/01/2037   621   0.0
38,617   6.000%,11/01/2037   40,555   0.0
25,122   6.000%,11/01/2037   26,337   0.0
680   6.000%,11/01/2037   717   0.0
1,039   6.000%,12/01/2037   1,096   0.0
66,593   6.000%,12/01/2037   69,947   0.0
18,179   6.000%,12/01/2037   18,986   0.0
45,793   6.000%,12/01/2037   48,164   0.0
85,778   6.000%,02/01/2038   90,021   0.0
16,481   6.000%,02/01/2038   17,296   0.0
56,339   6.000%,02/01/2038   57,950   0.0
3,837   6.000%,03/01/2038   3,904   0.0
879   6.000%,03/01/2038   906   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

17,421   6.000%,03/01/2038   18,408   0.0
2,399   6.000%,05/01/2038   2,525   0.0
48,074   6.000%,05/01/2038   50,610   0.0
7,926   6.000%,06/01/2038   8,340   0.0
31,340   6.000%,07/01/2038   33,090   0.0
78,860   6.000%,07/01/2038   82,544   0.0
815   6.000%,08/01/2038   858   0.0
14,393   6.000%,09/01/2038   14,721   0.0
3,275   6.000%,09/01/2038   3,347   0.0
4,856   6.000%,09/01/2038   5,107   0.0
18,621   6.000%,09/01/2038   19,521   0.0
352   6.000%,10/01/2038   358   0.0
8,790   6.000%,10/01/2038   9,267   0.0
11,674   6.000%,10/01/2038   11,883   0.0
19,963   6.000%,10/01/2038   21,062   0.0
10,313   6.000%,10/01/2038   10,851   0.0
1,446   6.000%,10/01/2038   1,522   0.0
114,951   6.000%,11/01/2038   118,553   0.0
1,116   6.000%,11/01/2038   1,137   0.0
439   6.000%,11/01/2038   462   0.0
858   6.000%,12/01/2038   874   0.0
49,164   6.000%,12/01/2038   51,709   0.0
12,260   6.000%,12/01/2038   12,552   0.0
12,355   6.000%,10/01/2039   13,015   0.0
986   6.000%,10/01/2039   1,037   0.0
286,040   6.000%,02/01/2040   302,249   0.0
12,376   6.000%,04/01/2040   13,048   0.0
74,075   6.000%,09/01/2040   75,411   0.0
129,754   6.000%,10/01/2040   136,433   0.0
187,354   6.000%,05/01/2041   197,116   0.0
2,041   6.500%,04/01/2027   2,104   0.0
619   6.500%,02/01/2028   638   0.0
7   6.500%,06/01/2029   7   0.0
4,921   6.500%,01/01/2032   5,078   0.0
5,372   6.500%,04/01/2032   5,572   0.0
8,040   6.500%,10/01/2032   8,295   0.0
11,733   6.500%,10/01/2032   12,162   0.0
4,102   6.500%,03/01/2038   4,321   0.0
247   7.000%,08/01/2025   250   0.0
4,152   7.000%,03/01/2026   4,202   0.0
1,249   7.000%,03/01/2026   1,248   0.0
476   7.000%,12/01/2027   476   0.0
147,325   7.000%,03/01/2038   155,319   0.0
465,902   7.000%,04/01/2038   503,319   0.0
6,421   7.500%,09/01/2031   6,692   0.0
        457,198,401   18.6
           
    Uniform Mortgage-Backed Security: 1.3%
32,835,000 (6)  4.500%,10/15/2052   31,288,164   1.3
           
  Total U.S. Government Agency Obligations      
  (Cost $716,292,274)   678,875,663   27.6
         
U.S. TREASURY OBLIGATIONS: 12.2%  
    U.S. Treasury Bonds: 2.9%
17,000   1.250%,05/15/2050   9,523   0.0
920,000   1.375%,11/15/2040   595,287   0.0
77,000   1.625%,11/15/2050   47,842   0.0
100   2.000%,11/15/2041   72   0.0
29,802,000   2.875%,05/15/2052   25,001,084   1.0
4,011,100   3.250%,05/15/2042   3,561,105   0.2
46,810,100 (2)  3.375%,08/15/2042   42,414,339   1.7
        71,629,252   2.9
           
    U.S. Treasury Notes: 9.3%
25,000   0.125%,10/15/2023   23,948   0.0
16,997,000   0.250%,06/15/2024   15,877,256   0.6
4,476,400   0.500%,11/30/2023   4,285,104   0.2
4,427,600   0.875%,01/31/2024   4,230,261   0.2
170,000   0.875%,06/30/2026   150,543   0.0
773,500   1.125%,02/15/2031   626,565   0.0
1,757,900   1.250%,11/30/2026   1,564,668   0.1
8,250,800   1.250%,09/30/2028   7,025,105   0.3
139,400   1.500%,01/31/2027   124,992   0.0
1,600,500   1.500%,11/30/2028   1,379,869   0.1
54,300   2.750%,04/30/2027   51,256   0.0
24,774,100   2.750%,08/15/2032   22,656,689   0.9
13,156,200 (2)  3.125%,08/31/2027   12,621,729   0.5
12,930,000   3.125%,08/31/2029   12,274,409   0.5
12,552,000 (2)  3.250%,08/31/2024   12,326,456   0.5
25,489,000   3.500%,09/15/2025   24,971,255   1.0
58,925,000   3.875%,09/30/2029   58,671,806   2.4
32,876,000   4.125%,09/30/2027   32,986,443   1.3
17,434,000   4.250%,09/30/2024   17,443,534   0.7
        229,291,888   9.3
           
  Total U.S. Treasury Obligations      
  (Cost $313,893,996)   300,921,140   12.2
         
ASSET-BACKED SECURITIES: 6.4%  
    Automobile Asset-Backed Securities: 0.0%
350,000 (1)  GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027   324,413   0.0
           
    Home Equity Asset-Backed Securities: 0.1%
1,185,128 (1),(3)  ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038   964,178   0.1
89,553   Home Equity Asset Trust 2005-2 M5, 4.179%, (US0001M + 1.095%), 07/25/2035   89,369   0.0
689,407   Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 3.999%, (US0001M + 0.915%), 03/25/2035   683,684   0.0
58,505   New Century Home Equity Loan Trust 2005-2 M3, 3.819%, (US0001M + 0.735%), 06/25/2035   58,421   0.0
44,725   Renaissance Home Equity Loan Trust 2003-2 A, 3.964%, (US0001M + 0.880%), 08/25/2033   41,569   0.0
939,945 (3)  Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035   923,533   0.0
51,860   Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 3.244%, (US0001M + 0.160%), 11/25/2036   15,843   0.0
        2,776,597   0.1
           
    Other Asset-Backed Securities: 5.5%
2,000,000 (1)  AGL CLO 12 Ltd. 2021-12A C, 4.560%, (US0003M + 1.850%), 07/20/2034   1,787,916   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

2,412,542 (1),(3),(4),(7)  American Homes 4 Rent 2015-SFR1 XS, 3.232%, 04/17/2052       –     –
650,000 (1)  AMMC CLO 16 Ltd. 2015-16A CR2, 4.433%, (US0003M + 1.950%), 04/14/2029   625,776   0.0
3,470,000 (1)  Babson CLO Ltd. 2017-1A A2, 4.090%, (US0003M + 1.350%), 07/18/2029   3,374,946   0.1
4,393,000 (1)  Babson CLO Ltd. 2018-3A A2, 4.010%, (US0003M + 1.300%), 07/20/2029   4,321,135   0.2
862,917 (1)  Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046   741,014   0.0
586,301 (3)  Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 3.409%, 10/25/2036   564,325   0.0
2,250,000 (1)  Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 4.860%, (US0003M + 2.150%), 01/20/2032   2,061,790   0.1
2,000,000 (1)  Benefit Street Partners CLO XVIII Ltd. 2019-18A A1R, 3.682%, (US0003M + 1.170%), 10/15/2034   1,911,946   0.1
1,950,000 (1)  Benefit Street Partners CLO XVIII Ltd. 2019-18A A2R, 3.962%, (US0003M + 1.450%), 10/15/2034   1,833,462   0.1
1,450,000 (1)  BlueMountain CLO Ltd. 2021-28A C, 4.512%, (US0003M + 2.000%), 04/15/2034   1,303,795   0.0
5,000,000 (1)  BlueMountain CLO XXXI Ltd. 2021-31A C, 4.738%, (US0003M + 2.000%), 04/19/2034   4,498,370   0.2
2,338,250 (1)  Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050   2,095,511   0.1
3,490,000 (1)  Broad River Bsl Funding Clo Ltd. 2020-1A AR, 3.880%, (US0003M + 1.170%), 07/20/2034   3,332,953   0.1
3,000,000 (1)  Broad River Bsl Funding Clo Ltd. 2020-1A CR, 4.710%, (US0003M + 2.000%), 07/20/2034   2,601,567   0.1
1,750,000 (1)  California Street CLO IX L.P. 2012-9A CR3, 5.240%, (US0003M + 2.500%), 07/16/2032   1,643,010   0.1
5,500,000 (1)  Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A BR2, 4.760%, (US0003M + 2.050%), 04/20/2034   4,924,821   0.2
2,400,000 (1)  Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.870%, (US0003M + 1.130%), 04/17/2031   2,270,405   0.1
3,250,000 (1)  Cedar Funding IV CLO Ltd. 2014-4A CRR, 4.783%, (US0003M + 2.000%), 07/23/2034   2,910,697   0.1
3,000,000 (1)  Cedar Funding VIII Clo Ltd. 2017-8A A2R, 4.190%, (US0003M + 1.450%), 10/17/2034   2,843,826   0.1
38,356   Chase Funding Trust Series 2002-4 2A1, 3.824%, (US0001M + 0.740%), 10/25/2032   36,759   0.0
106,708   Chase Funding Trust Series 2003-5 2A2, 3.684%, (US0001M + 0.600%), 07/25/2033   99,514   0.0
1,078,853 (1)  CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047   925,776   0.0
921,500 (1)  DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049   841,300   0.0
485,000 (1)  DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049   452,790   0.0
292,500 (1)  Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049   253,066   0.0
1,351,000 (1)  Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049   1,254,594   0.0
3,653,100 (1)  Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047   3,537,897   0.1
101,964   GSAMP Trust 2007-FM1 A2A, 3.154%, (US0001M + 0.070%), 12/25/2036   53,314   0.0
974,024 (1)  HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040   954,936   0.0
10,000,000 (1)  LCM 26A A2 Ltd., 3.960%, (US0003M + 1.250%), 01/20/2031   9,505,990   0.4
2,450,000 (1)  LCM 30A CR Ltd., 4.710%, (US0003M + 2.000%), 04/20/2031   2,228,959   0.1
58,753   Long Beach Mortgage Loan Trust 2004-4 1A1, 3.644%, (US0001M + 0.560%), 10/25/2034   55,513   0.0
2,090,000 (1)  Madison Park Funding XLVIII Ltd. 2021-48A C, 4.738%, (US0003M + 2.000%), 04/19/2033   1,942,987   0.1
1,650,000 (1)  Madison Park Funding XXI Ltd. 2016-21A ABRR, 3.912%, (US0003M + 1.400%), 10/15/2032   1,570,226   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

861,816 (1)  Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029   857,011   0.0
1,393,614 (1)  Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043   1,297,012   0.0
815,989 (1)  Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044   774,268   0.0
1,638,515 (1)  Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043   1,512,593   0.1
1,500,000 (1)  Oak Hill Credit Partners 2021-8A C, 4.640%, (US0003M + 1.900%), 01/18/2034   1,365,767   0.1
5,050,000 (1)  OCP CLO 2021-21A C Ltd., 4.610%, (US0003M + 1.900%), 07/20/2034   4,510,685   0.2
4,000,000 (1)  Octagon Investment Partners XV Ltd. 2013-1A A2R, 4.088%, (US0003M + 1.350%), 07/19/2030   3,805,936   0.2
1,800,000 (1)  OHA Credit Funding 9 Ltd. 2021-9A C, 4.638%, (US0003M + 1.900%), 07/19/2035   1,628,559   0.1
4,000,000 (1)  Palmer Square CLO 2013-2A BR3 Ltd., 4.588%, (US0003M + 1.850%), 10/17/2031   3,707,412   0.1
2,000,000 (1)  Palmer Square CLO 2021-3A A2 Ltd., 3.912%, (US0003M + 1.400%), 01/15/2035   1,910,440   0.1
7,000,000 (1)  Palmer Square CLO Ltd. 2021-2A C, 4.312%, (US0003M + 1.800%), 07/15/2034   6,310,766   0.3
292,759 (3)  Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.499%, 01/25/2036   286,241   0.0
2,450,000 (1)  Rockland Park CLO Ltd. 2021-1A C, 4.610%, (US0003M + 1.900%), 04/20/2034   2,218,218   0.1
111,731   Small Business Administration Participation Certificates 2007-20L 1, 5.290%, 12/01/2027   111,195   0.0
1,517,708 (1)  Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050   1,382,350   0.1
2,600,000 (1)  Sound Point CLO XXIX Ltd. 2021-1A C1, 5.083%, (US0003M + 2.300%), 04/25/2034   2,291,091   0.1
2,800,000 (1)  Sound Point CLO XXVI Ltd. 2021-1A C1R, 4.910%, (US0003M + 2.200%), 07/20/2034   2,443,386   0.1
1,829,437 (1)  Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049   1,716,861   0.1
8,200,000 (1)  Symphony CLO XXV Ltd. 2021-25A C, 4.788%, (US0003M + 2.050%), 04/19/2034   7,462,246   0.3
1,732,500 (1)  Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048   1,611,575   0.1
6,000,000 (1)  TCW CLO 2020-1A CRR Ltd., 4.760%, (US0003M + 2.050%), 04/20/2034   5,460,846   0.2
7,000,000 (1)  THL Credit Wind River 2017-3A CR Clo Ltd., 5.012%, (US0003M + 2.500%), 04/15/2035   6,451,312   0.3
7,000,000 (1)  Trinitas Clo VII Ltd. 2017-7A A1R, 3.983%, (US0003M + 1.200%), 01/25/2035   6,646,864   0.3
1,221,500 (1)  Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046   1,027,664   0.0
        136,151,184   5.5
           
    Student Loan Asset-Backed Securities: 0.8%
476,345 (1)  Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042   440,152   0.0
333,504 (1)  Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044   316,813   0.0
572,255 (1)  Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045   536,572   0.0
2,000,000 (1)  Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042   1,994,067   0.1
1,550,000 (1)  SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045   1,317,175   0.1
1,500,000 (1)  SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041   1,373,272   0.1
2,500,000 (1),(3)  SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040   2,328,941   0.1
2,100,000 (1)  SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041   1,990,954   0.1
2,200,000 (1)  Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042   2,084,271   0.1
5,000,000 (1)  Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047   4,668,217   0.2
726,965 (1)  Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048   706,149   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

1,000,000 (1)  Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048   896,734   0.0
    18,653,317   0.8
       
  Total Asset-Backed Securities      
  (Cost $170,512,519)   157,905,511   6.4
       
COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.0%  
12,309,752 (3),(4)  Bank 2019-BNK16 XA, 1.103%, 02/15/2052   536,950   0.0
50,600,075 (3),(4)  Bank 2019-BNK19 XA, 1.085%, 08/15/2061   2,481,407   0.1
22,800,000 (1),(3),(4)  BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033   357,447   0.0
26,938,029 (3),(4)  Benchmark 2019-B12 XA Mortgage Trust, 1.170%, 08/15/2052   1,176,036   0.1
19,423,533 (3),(4)  Benchmark 2019-B9 XA Mortgage Trust, 1.200%, 03/15/2052   952,399   0.0
3,537,000 (1),(8)  BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052   2,325,965   0.1
1,348,000 (1),(3)  BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.518%, 05/25/2052   1,050,948   0.0
16,940,720 (3),(4)  CD 2016-CD1 Mortgage Trust XA, 1.503%, 08/10/2049   650,268   0.0
34,627,870 (3),(4)  Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.019%, 09/15/2050   1,149,302   0.1
47,149,316 (3),(4)  Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.835%, 06/10/2051   1,477,278   0.1
570,579 (3),(4)  COMM 2012-CR2 XA, 1.276%, 08/15/2045   1   0.0
6,601,337 (3),(4)  COMM 2012-CR3 XA, 1.747%, 10/15/2045   17,775   0.0
65,166,000 (1),(3),(4)  COMM 2012-CR4 XB, 0.700%, 10/15/2045   566,081   0.0
8,263,895 (3),(4)  COMM 2012-CR5 XA, 1.502%, 12/10/2045   21,578   0.0
67,366,456 (3),(4)  COMM 2016-CR28 XA, 0.710%, 02/10/2049   1,192,043   0.1
3,906,000 (1),(3)  COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037   3,301,002   0.1
750,000 (1)  CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053   468,345   0.0
2,736,000 (1)  CSWF 2021-SOP2 D, 5.135%, (US0001M + 2.317%), 06/15/2034   2,550,305   0.1
253,692 (1),(7)  DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044   251,584   0.0
10,444,909   Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037   1,464,915   0.1
22,000,000 (3),(4)  Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.714%, 06/25/2041   159,822   0.0
10,700,000 (3),(4)  Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.849%, 12/25/2041   160,036   0.0
984,671 (1)  FREMF 2019-KBF3 C Mortgage Trust, 7.303%, (US0001M + 4.750%), 01/25/2029   964,436   0.0
5,200,000 (1),(8)  FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029   2,990,305   0.1
66,254,903 (1),(4)  FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029   239,929   0.0
7,380,000 (1),(4)  FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029   33,725   0.0
1,000,000 (1),(3)  FRR Re-REMIC Trust 2018-C1 B725, 2.951%, 02/27/2050   945,702   0.0
3,000,000 (1),(3),(9)  FRR Re-REMIC Trust 2018-C1 C725, 0.440%, 02/27/2050   2,662,784   0.1
2,532,000 (1),(3)  GAM RE-REMIC TR 2021-FFR2 BK44, 1.740%, 09/27/2051   2,193,944   0.1
2,845,000 (1),(3)  GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051   2,163,988   0.1
2,164,000 (1),(8)  GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051   1,810,507   0.1
2,631,000 (1),(8)  GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051   2,133,449   0.1
2,140,000 (1),(3)  GAM RE-REMIC TR 2021-FFR2 CK49, 1.050%, 09/27/2051   1,750,342   0.1
1,817,000 (1),(8)  GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051   1,114,690   0.1
2,163,000 (1),(8)  GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051   1,730,713   0.1
2,140,000 (1),(8)  GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051   1,650,943   0.1
6,158,000 (1)  GAM Re-REMIC Trust 2021-FRR1 1B, 1.050%, 11/29/2050   4,580,795   0.2
8,097,000 (1)  GAM Re-REMIC Trust 2021-FRR1 2B, 1.320%, 11/29/2050   5,587,200   0.2
4,451,000 (1),(3),(4)  GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050   3,439,783   0.1

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

3,030,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 BK61, 0.950%, 01/29/2052   2,290,913   0.1
3,298,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 BK89, 1.480%, 01/27/2052   2,134,693   0.1
1,723,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 C728, 0.530%, 08/27/2050   1,485,982   0.1
1,756,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 CK47, 0.810%, 05/27/2048   1,428,196   0.1
2,125,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 CK61, 1.300%, 11/27/2049   1,491,454   0.1
1,483,000 (1),(3),(4)  GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052   1,026,635   0.0
1,728,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 CK89, 1.790%, 01/27/2052   1,022,797   0.0
1,724,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 D728, 0.620%, 01/29/2052   1,439,119   0.1
2,328,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 DK27, 0.120%, 12/27/2045   2,262,296   0.1
1,388,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 DK41, 0.730%, 10/27/2047   1,156,515   0.1
1,755,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 DK47, 0.960%, 05/27/2048   1,372,135   0.1
580,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 EK27, 0.150%, 12/27/2045   560,210   0.0
924,000 (1),(9)  GAM Resecuritization Trust 2022-FRR3 EK41, 0.720%, 01/29/2052   747,956   0.0
27,969,329 (3),(4)  GS Mortgage Securities Trust 2013-GC16 XA, 1.175%, 11/10/2046   192,079   0.0
38,405,068 (3),(4)  GS Mortgage Securities Trust 2014-GC22 XA, 1.094%, 06/10/2047   388,089   0.0
105,133,398 (3),(4)  GS Mortgage Securities Trust 2019-GC42 XA, 0.931%, 09/01/2052   4,227,514   0.2
38,352,627 (3),(4)  JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.723%, 12/15/2049   708,661   0.0
1,904,758 (3),(4)  JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.091%, 10/15/2048   30,280   0.0
292,068 (1),(3),(4)  LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.637%, 11/15/2038    –      –
688,079 (1)  Life 2021-BMR F Mortgage Trust, 5.168%, (US0001M + 2.350%), 03/15/2038   633,083   0.0
1,350,000 (1)  RFM Reremic Trust 2022-FRR1 AB55, 0.950%, 03/28/2049   1,050,112   0.0
1,140,000 (1),(3)  RFM Reremic Trust 2022-FRR1 AB60, 2.470%, 11/08/2049   946,069   0.0
1,720,000 (1),(3)  RFM Reremic Trust 2022-FRR1 AB64, 2.314%, 03/01/2050   1,397,502   0.1
420,000 (1),(8)  RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049   311,536   0.0
530,000 (1),(8)  RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049   374,061   0.0
500,000 (1),(8)  RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050   341,333   0.0
24,756,250 (3),(4)  Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.179%, 12/15/2047   425,867   0.0
24,892,844 (3),(4)  Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.672%, 04/15/2054   2,153,266   0.1
680,958 (1),(3)  WFRBS Commercial Mortgage Trust 2011-C5 E, 5.704%, 11/15/2044   678,915   0.0
9,020,000 (1),(3)  WFRBS Commercial Mortgage Trust 2013-C11 F, 4.365%, 03/15/2045   8,353,419   0.3
25,867,838 (1),(3),(4)  WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.215%, 03/15/2048   79,823   0.0
           
  Total Commercial Mortgage-Backed Securities      
  (Cost $105,884,500)   99,015,232   4.0
         
Shares       Value Percentage
of Net
Assets
MUTUAL FUNDS: 22.3%
    Affiliated Investment Companies: 22.3%
10,374,761   Voya Emerging Markets Corporate Debt Fund - Class P   81,234,378   3.3
15,511,683   Voya Emerging Markets Hard Currency Debt Fund - Class P   107,340,849   4.4
96,763   Voya Floating Rate Fund - Class P   791,521   0.0

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

12,075,182   Voya High Yield Bond Fund - Class P   78,488,681   3.2
16,448,636   Voya Investment Grade Credit Fund - Class P   143,761,074   5.9
15,052,679   Voya Securitized Credit Fund - Class P   135,925,689   5.5
       
  Total Mutual Funds      
  (Cost $664,046,373)   547,542,192   22.3
       
        Value Percentage
of Net
Assets
PURCHASED OPTIONS (10): 0.0%
  Total Purchased Options      
  (Cost $1,025,193)   723,959   0.0
       
  Total Long-Term Investments      
  (Cost $3,050,184,217)   2,703,559,204   109.9
       
Principal
Amount†
      Value Percentage
of Net
Assets
SHORT-TERM INVESTMENTS: 6.4%
    Commercial Paper: 5.0%
15,000,000   American Electric Power Co., Inc., 3.530%, 10/24/2022   14,965,250   0.6
14,500,000   Auto Zone, 3.380%, 10/05/2022   14,493,282   0.6
6,400,000   Consolidated Edison Co., 3.380%, 10/04/2022   6,397,633   0.3
19,000,000   Consolidated Edison Co., 3.600%, 11/04/2022   18,934,608   0.8
14,000,000   Fiserv, Inc., 3.390%, 10/05/2022   13,993,496   0.6
8,500,000   Fiserv, Inc., 3.470%, 10/19/2022   8,484,680   0.3
11,000,000   General Mills, Inc., 3.380%, 10/04/2022   10,995,931   0.5
18,000,000   HP, Inc., 3.410%, 10/11/2022   17,981,520   0.7
5,000,000   Mondelez International, Inc., 3.420%, 10/18/2022   4,991,572   0.2
10,000,000   Raytheon Technologies Corp., 3.960%, 12/01/2022   9,933,143   0.4
       
  Total Commercial Paper  
  (Cost $121,191,109)   121,171,115   5.0
       
    Repurchase Agreements: 1.1%
5,851,445 (11)  Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $5,852,912, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,968,474, due 11/01/22-08/20/72)   5,851,445   0.3
3,313,588 (11)  Citadel Securities LLC, Repurchase Agreement dated 09/30/22, 3.06%, due 10/03/22 (Repurchase Amount $3,314,421, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $3,380,728, due 10/15/22-08/15/52)   3,313,588   0.1
4,951,200 (11)  MUFG Securities America Inc., Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $4,952,441, collateralized by various U.S. Government Agency Obligations, 2.000%-5.000%, Market Value plus accrued interest $5,050,224, due 09/01/28-09/01/52)   4,951,200   0.2
8,157,039 (11)  RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $8,159,077, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $8,320,180, due 08/15/25-08/20/52)   8,157,039   0.3

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

4,291,438 (11)  State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $4,292,510, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,377,373, due 10/15/24-02/15/51)   4,291,438   0.2  
             
  Total Repurchase Agreements          
  (Cost $26,564,710)   26,564,710   1.1  
             
    Time Deposits: 0.3%  
810,000 (11)  Barclays Bank PLC, 3.090%, 10/03/2022   810,000   0.0  
670,000 (11)  Canadian Imperial Bank of Commerce, 3.030%, 10/03/2022   670,000   0.0  
740,000 (11)  Credit Agricole, 3.060%, 10/03/2022   740,000   0.0  
750,000 (11)  Landesbank Baden-Wurttemberg, 3.070%, 10/03/2022   750,000   0.0  
750,000 (11)  Mizuho Bank Ltd., 3.070%, 10/03/2022   750,000   0.0  
650,000 (11)  National Australia Bank Ltd., 3.050%, 10/03/2022   650,000   0.0  
840,000 (11)  Royal Bank of Canada, 3.070%, 10/03/2022   840,000   0.1  
840,000 (11)  Skandinaviska Enskilda Banken AB, 3.050%, 10/03/2022   840,000   0.1  
670,000 (11)  Societe Generale, 3.060%, 10/03/2022   670,000   0.0  
840,000 (11)  Svenska Handelsbanken AB, 3.000%, 10/03/2022   840,000   0.1  
820,000 (11)  Toronto-Dominion Bank, 3.060%, 10/03/2022   820,000   0.0  
             
  Total Time Deposits          
  (Cost $8,380,000)   8,380,000   0.3  
             
Shares       Value   Percentage
of Net
Assets
 
    Mutual Funds: 0.0%  
586,000 (12)  Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.930%          
    (Cost $586,000)   586,000   0.0  
               
  Total Short-Term Investments          
  (Cost $156,721,819)   156,701,825   6.4  
             
  Total Investments in Securities
(Cost $3,206,906,036)
$ 2,860,261,029   116.3  
  Liabilities in Excess of Other Assets   (400,027,627 ) (16.3 )
  Net Assets $ 2,460,233,402   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) Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.
(5) 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.
(6) Represents or includes a TBA transaction.
(7) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(8) Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security.
(9) Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2022.
(10) The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities.
(11) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(12) Rate shown is the 7-day yield as of September 30, 2022.

 

Reference Rate Abbreviations:
12MTA 12-month Treasury Average
COF 11 11th District Costs of Funds
H15T1Y U.S. Treasury 1-Year Constant Maturity
PRIME Federal Reserve Bank Prime Loan Rate
SOFR30A 30-day Secured Overnight Financing Rate
US0001M 1-month LIBOR
US0003M 3-month LIBOR
US0006M 6-month LIBOR
US0012M 12-month LIBOR

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

Fair Value Measurements 

The following is a summary of the fair valuations according to the inputs used as of September 30, 2022 in valuing the assets and liabilities:

 

   Quoted Prices
in Active Markets
for Identical
Investments
(Level 1)
   Significant
Other
Observable
Inputs
(Level 2)
   Significant
Unobservable
Inputs
(Level 3)
   Fair Value
at
September 30,
2022
 
Asset Table                    
Investments, at fair value                    
Mutual Funds  $547,542,192   $   $   $547,542,192 
Purchased Options       723,959        723,959 
Corporate Bonds/Notes       552,704,723        552,704,723 
Collateralized Mortgage Obligations       364,171,853        364,171,853 
Municipal Bonds       1,698,931        1,698,931 
Asset-Backed Securities       157,905,511        157,905,511 
U.S. Government Agency Obligations       678,875,663        678,875,663 
Commercial Mortgage-Backed Securities       98,763,648    251,584    99,015,232 
U.S. Treasury Obligations       300,921,140        300,921,140 
Short-Term Investments   586,000    156,115,825        156,701,825 
Total Investments, at fair value  $548,128,192   $2,311,881,253   $251,584   $2,860,261,029 
Other Financial Instruments+                    
Centrally Cleared Swaps       4,868,013        4,868,013 
Forward Premium Swaptions       72,928        72,928 
Futures   2,612,189            2,612,189 
Total Assets  $550,740,381   $2,316,822,194   $251,584   $2,867,814,159 
Liabilities Table                    
Other Financial Instruments+                    
Forward Premium Swaptions  $   $(39,653)  $   $(39,653)
Futures   (6,260,109)           (6,260,109)
Total Liabilities  $(6,260,109)  $(39,653)  $   $(6,299,762)

 

Transactions with Affiliates

 

An investment of at least 5% of the voting securities of an issuer, or a company which is under common control with the issuer, results in that issuer becoming an affiliated person as defined by the 1940 Act.

 

The following table provides transactions during the period ended September 30, 2022, where the following issuers were considered an affiliate:

 

Issuer  Beginning Fair
Value at
12/31/2021
   Purchases at Cost   Sales at Cost   Change in Unrealized
Appreciation/(Depreciation)
   Ending Fair Value
at 9/30/2022
   Investment Income   Realized
Gains/(Losses)
   Net Capital Gain
Distributions
 
Voya Emerging Markets Corporate Debt Fund - Class P  $99,395,231   $2,696,772   $-   $(20,857,625)  $81,234,378   $3,051,402   $-   $          - 
Voya Emerging Markets Hard Currency Debt Fund - Class P   140,639,743    4,121,781    -    (37,420,675)   107,340,849    4,645,114    -    - 
Voya Emerging Markets Local Currency Debt Fund - Class P   54,094,440    395,366    (71,490,167)   17,000,361    -    587,228    (23,566,767)   - 
Voya Floating Rate Fund Class P   845,247    27,353    -    (81,079)   791,521    31,842    -    - 
Voya High Yield Bond Fund - Class P   138,305,077    30,414,899    (72,480,836)   (17,750,459)   78,488,681    5,875,446    (8,480,210)   - 
Voya Investment Grade Credit Fund - Class P   179,068,657    3,222,800    -    (38,530,383)   143,761,074    3,728,891    -    - 
Voya Securitized Credit Fund - Class P   193,421,253    -    (47,741,818)   (9,753,746)   135,925,689    4,778,642    (3,741,828)   - 
   $805,769,648   $40,878,971   $(191,712,821)  $(107,393,606)  $547,542,192   $22,698,565   $(35,788,805)  $- 

 

The financial statements for the above mutual fund[s] can be found at www.sec.gov.

 

At September 30, 2022, the following futures contracts were outstanding for Voya Intermediate Bond Portfolio:

 

Description  Number
of Contracts
   Expiration
Date
  Notional
Amount
   Unrealized
Appreciation/
(Depreciation)
 
Long Contracts:                 
U.S. Treasury Ultra Long Bond  464   12/20/22  $63,568,000   $(5,691,094)
          $63,568,000   $(5,691,094)
Short Contracts:                 
U.S. Treasury 10-Year Note  (481)   12/20/22   (53,902,062)   (568,984)
U.S. Treasury 2-Year Note  (174)   12/30/22   (35,737,969)   559,776 
U.S. Treasury 5-Year Note  (202)   12/30/22   (21,716,578)   543,980 
U.S. Treasury Long Bond  (18)   12/20/22   (2,275,313)   (31)
U.S. Treasury Ultra 10-Year Note  (568)   12/20/22   (67,299,125)   1,508,433 
          $(180,931,047)  $2,043,174 

 

At September 30, 2022, the following centrally cleared credit default swaps were outstanding for Voya Intermediate Bond Portfolio:

 

Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection(1)  

 

Reference
Entity/Obligation
  Buy/Sell
Protection
  (Pay)/
Receive
Financing
Rate (%)(2)
  Termination
Date
  Notional Amount(3)   Fair
Value(4)
   Unrealized
Appreciation/
(Depreciation)
 
CDX North American High Yield Index, Series 33, Version 12  Buy  (5.000)  12/20/24  USD27,986,640   $(340,213)  $1,856,225 
CDX North American High Yield Index, Series 38, Version 2  Buy  (5.000)  06/20/27  USD73,622,177    1,666,506    3,011,788 
                 $1,326,293   $4,868,013 

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2022 (Unaudited) (Continued)

 

(1) If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2) Payments made quarterly.
(3) The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement.
(4) The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring.

 

At September 30, 2022, the following OTC purchased foreign currency options were outstanding for Voya Intermediate Bond Portfolio:

 

Description  Counterparty  Expiration
Date
  Exercise
Price
   Notional
Amount
   Cost   Fair Value 
Call JPY vs. Put USD  BNP Paribas  02/27/25   107.500   USD6,000,500   $297,625   $80,202 
Call USD vs. Put AUD  Morgan Stanley Capital Services LLC  10/17/22   0.625   USD101,474,000    727,568    643,757 
                   $1,025,193   $723,959 

 

At September 30, 2022, the following OTC forward premium swaptions were outstanding for Voya Intermediate Bond Portfolio:

 

Description  Counterparty  Exercise
Rate(1)
  Pay/
Receive
Exercise
Rate
  Floating Rate
Index
  Expiration
Date
  Notional
Amount
   Premium
receivable/(payable)
at expiration(2)
   Unrealized
Appreciation/(Depreciation)
 
Call on 30-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  06/14/27  USD12,484,500    $(2,184,788)  $26,803 
Call on 30-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  05/28/27  USD20,904,800    (3,700,150)   19,439 
Call on 30-Year Interest Rate Swap (Purchased)  Nomura International PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  05/25/27  USD6,658,000    (1,198,440)   (10,103)
Call on 35-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Receive  1-day Secured Overnight Financing Rate  06/03/27  USD12,484,500    (2,187,909)   26,686 
Put on 30-Year Interest Rate Swap (Purchased)  Barclays Bank PLC  0.000%  Pay  1-day Secured Overnight Financing Rate  05/25/27  USD19,473,000    (3,505,140)   (29,550)
                       $(12,776,427)  $33,275 

 

(1) Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract.
(2) Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective forward premium swaption contract.

 

Currency Abbreviations
USD - United States Dollar

 

 

 

 

Voya Intermediate Bond Portfolio PORTFOLIO OF INVESTMENTS
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 $3,211,463,836.      
       
Net unrealized depreciation consisted of:      
       
Gross Unrealized Appreciation  $7,287,059       
Gross Unrealized Depreciation   (360,778,218)      
Net Unrealized Depreciation  $(353,491,159)