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C000028786 1.00 41315.05 41307.0300 1.0001 1.0001 1.0002 1.0003 1.0002 41335.06 5.09 0.00 5.95 0.00 5.94 0.00 5.95 0.84 5.94 0.84 24.62 0.0000 Y Voya Investments, LLC 1.58 of Management Fees due to a contractual waiver and 10.37 to maintain a yield of 0. Voya Investments Distributor, LLC 3.41 of 12b-1 Fees due to a contractual waiver and 5.27 to maintain a yield of 0. BlackRock Liquidity Funds FedFund Portfolio BlackRock Liquidity Funds FedFund Portfolio;0.102% 09248U700 549300T8K043VZEOVK74 US09248U7000 BBG000BCJVN6 Investment Company Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0010 28000000.00 28000000.00 0.0468 N Y Y N Federal Home Loan Banks Federal Home Loan Banks;0.095% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 BBG00PGVQ161 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2020-06-19 2020-06-19 N N N 0.0010 7999920.00 7999920.00 0.0134 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.750% 3130AH7J6 2549001DPIFGXC1TOL40 US3130AH7J62 BBG00QFVPKB3 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0052 150792.00 150792.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks;0.258% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 BBG00QGJ45C4 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-12 2020-06-12 N N N 0.0026 5000150.00 5000150.00 0.0084 N N N N Federal Home Loan Banks Federal Home Loan Banks;0.190% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 BBG00QKDMK57 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2020-10-16 2020-10-16 N N N 0.0019 17002550.00 17002550.00 0.0284 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.628% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 BBG00RC7NH62 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0162 17499475.00 17499475.00 0.0293 N N N N Federal Home Loan Banks Federal Home Loan Banks;0.140% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 BBG00S46MQN3 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2021-03-04 2021-03-04 N N N 0.0014 9997100.00 9997100.00 0.0167 N N N N Federal Home Loan Banks Federal Home Loan Banks;0.220% 3130AJFR5 2549001DPIFGXC1TOL40 US3130AJFR57 BBG00SSN4MJ4 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2020-07-24 2020-07-24 N N N 0.0022 4500630.00 4500630.00 0.0075 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.081% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 BBG00NWNF3V6 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0008 999990.00 999990.00 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.061% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 BBG00NWNF435 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0006 1499955.00 1499955.00 0.0025 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.315% 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 BBG00P55MYD4 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0032 25996620.00 25996620.00 0.0435 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.298% 313384ZH5 2549001DPIFGXC1TOL40 US313384ZH54 BBG00P55MYF2 U.S. Government Agency Debt Y N/A N/A 2020-07-13 2020-07-13 2020-07-13 N N N 0.0030 7798908.00 7798908.00 0.0130 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.285% 313384ZJ1 2549001DPIFGXC1TOL40 US313384ZJ11 BBG00P55MYG1 U.S. Government Agency Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0029 999860.00 999860.00 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.279% 313384ZQ5 2549001DPIFGXC1TOL40 US313384ZQ53 BBG00P55MYL5 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0028 1374780.00 1374780.00 0.0023 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks;0.172% 3133EHNT6 US3133EHNT68 BBG00GXFQ7M6 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0017 1300026.00 1300026.00 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;0.170% 3133EKHY5 US3133EKHY56 BBG00NWTD5K2 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2021-04-23 2021-04-23 N N N 0.0017 4993700.00 4993700.00 0.0084 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;0.340% 3133EKTJ5 US3133EKTJ51 BBG00PKF5VN9 U.S. Government Agency Debt Y N/A N/A 2020-06-02 2020-07-02 2020-07-02 N N N 0.0034 25260605.00 25260605.00 0.0423 N N N N Federal National Mortgage Association Federal National Mortgage Association;0.180% 3135G02F9 B1V7KEBTPIMZEU4LTD58 US3135G02F98 BBG00SDMK565 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2021-03-16 2021-03-16 N N N 0.0018 70000000.00 70000000.00 0.1171 N N N N Federal National Mortgage Association Federal National Mortgage Association;0.340% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 BBG00SSMM7V5 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2021-04-26 2021-04-26 N N N 0.0034 9012870.00 9012870.00 0.0151 N N N N Federal National Mortgage Association Federal National Mortgage Association;0.135% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 BBG00P198273 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2020-10-30 2020-10-30 N N N 0.0014 3250000.00 3250000.00 0.0054 N N N N Federal National Mortgage Association Federal National Mortgage Association;0.100% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 BBG00PV2KZ41 U.S. Government Agency Debt Y N/A N/A 2020-05-30 2021-01-29 2021-01-29 N N N 0.0010 16746315.00 16746315.00 0.0280 N N N N Federal National Mortgage Association Federal National Mortgage Association;1.300% 3136G3UJ2 B1V7KEBTPIMZEU4LTD58 US3136G3UJ29 BBG00D5Y7SF6 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0031 1175869.50 1175869.50 0.0020 N N N N Goldman Sachs Financial Square Funds - Government Fund Goldman Sachs Financial Square Funds - Government Fund;0.170% 38141W273 784F5XWPLTWKTBV3E584 US38141W2733 BBG000HNW0N9 Investment Company Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0017 28000000.00 28000000.00 0.0468 N Y Y N United States Treasury Bill United States Treasury Bill;0.081% 9127962P3 254900HROIFWPRGM1V77 US9127962P31 BBG00SY39SZ5 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 9000000.00 9000000.00 0.0151 N Y Y N United States Treasury Bill United States Treasury Bill;0.100% 9127962W8 254900HROIFWPRGM1V77 US9127962W81 BBG00T41FG52 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 98743087.50 98743087.50 0.1652 N Y Y N United States Treasury Bill United States Treasury Bill;0.110% 9127963C1 254900HROIFWPRGM1V77 US9127963C19 BBG00TNSCC54 U.S. Treasury Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0011 15998080.00 15998080.00 0.0268 N Y Y N United States Treasury Bill United States Treasury Bill;0.106% 9127963F4 254900HROIFWPRGM1V77 US9127963F40 BBG00T26ZMC0 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0011 32994390.00 32994390.00 0.0552 N Y Y N United States Treasury Bill United States Treasury Bill;0.147% 9127963X5 254900HROIFWPRGM1V77 US9127963X55 BBG00SY3LSZ1 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0015 33485595.00 33485595.00 0.0560 N Y Y N Deutsche Bank Deutsche Bank;0.050% 7LTWFZYICNSX8D621K86 0000931622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2046-05-15 2.500 56531300.00 69360009.35 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 68000000.00 68000000.00 0.1138 N Y Y N Deutsche Bank Deutsche Bank;0.050% 7LTWFZYICNSX8D621K86 0000931622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2027-05-15 0.000 8688344.00 8296769.41 U.S. Treasuries (including strips) U.S. Treasury 2039-11-15 0.000 58154967.00 44271340.60 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 51037000.00 51037000.00 0.0854 N Y Y N Voya Money Market Portfolio 2020-06-04 /s/ Todd Modic Todd Modic Senior Vice President and Chief Financial Officer