Voya Strategic Allocation Conservative Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
EXCHANGE-TRADED FUNDS: 13.5% | ||||
7,793 | iShares 20+ Year Treasury Bond ETF | $ 1,272,285 | 1 .9 | |
37,581 | iShares Core S&P Small-Cap ETF | 2,639,313 | 4 .1 | |
4,794 | iShares iBoxx Investment Grade Corporate Bond ETF | 645,800 | 1 .0 | |
20,906 | Schwab U.S. TIPS ETF | 1,288,437 | 2 .0 | |
28,139 | Vanguard Value ETF | 2,940,807 | 4 .5 | |
Total Exchange-Traded Funds | ||||
(Cost $8,189,940) | 8,786,642 | 13 .5 |
MUTUAL FUNDS: 86.8% | |||||
Affiliated Investment Companies: 86.8% | |||||
266,079 | Voya Global Bond Fund - Class R6 | 2,594,268 | 4 .0 | ||
1,094,101 | Voya High Yield Bond Fund - Class R6 | 8,457,401 | 13 .0 | ||
1,202,471 | Voya Intermediate Bond Fund - Class R6 | 12,890,485 | 19 .9 | ||
58,678 | Voya Large-Cap Growth Fund - Class R6 | 3,283,636 | 5 .1 | ||
315,050 | Voya Limited Maturity Bond Portfolio - Class I | 3,222,962 | 5 .0 | ||
42,729 | Voya MidCap Opportunities Portfolio - Class I | 657,174 | 1 .0 | ||
127,035 | Voya Multi-Manager Emerging Markets Equity Fund - Class I | 1,638,757 | 2 .5 | ||
71,089 | Voya Multi-Manager International Equity Fund - Class I | 818,943 | 1 .3 | ||
192,094 | Voya Multi-Manager International Factors Fund - Class I | 1,788,396 | 2 .8 | ||
79,666 | Voya Multi-Manager Mid Cap Value Fund - Class I | 656,448 | 1 .0 | ||
65,801 | Voya Strategic Income Opportunities Fund - Class R6 | 646,164 | 1 .0 | ||
398,043 | Voya U.S. Bond Index Portfolio - Class I | 4,509,828 | 7 .0 | ||
308,435 | Voya U.S. High Dividend Low Volatility Fund - Class R6 | 3,593,265 | 5 .5 | ||
668,994 | Voya U.S. Stock Index Portfolio - Class I | 11,479,938 | 17 .7 | ||
Total Mutual Funds | |||||
(Cost $51,114,381) | 56,237,665 | 86 .8 | |||
Total Investments in Securities (Cost $59,304,321) | $ 65,024,307 | 100 .3 | |||
Liabilities in Excess of Other Assets | (206,414) | (0 .3) | |||
Net Assets | $ 64,817,893 | 100 .0 |
Voya Strategic Allocation Conservative Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Fair Value Measurements | ||||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 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, 2020 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Exchange-Traded Funds | $ | 8,786,642 | $ | – | $ | – | $ | 8,786,642 | ||||||||
Mutual Funds | 56,237,665 | – | – | 56,237,665 | ||||||||||||
Total Investments, at fair value | $ | 65,024,307 | $ | – | $ | – | $ | 65,024,307 |
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, 2020, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/19 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/(Depreciation) | Ending Fair Value at 09/30/20 | Investment Income | Realized Gains/(Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class I | $ | 3,241,151 | $ | 402,938 | $ | (3,711,595 | ) | $ | 67,506 | $ | - | $ | 51,704 | $ | (464,147 | ) | $ | - | ||||||||||||||
Voya Global Bond Fund - Class R6 | 2,567,714 | 421,475 | (432,864 | ) | 37,943 | 2,594,268 | 89,076 | (9,040 | ) | - | ||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | 3,898,622 | 5,268,033 | (911,258 | ) | 202,004 | 8,457,401 | 263,717 | (41,312 | ) | - | ||||||||||||||||||||||
Voya Intermediate Bond Fund - Class R6 | 9,563,658 | 5,653,056 | (2,734,365 | ) | 408,136 | 12,890,485 | 298,665 | 3,093 | - | |||||||||||||||||||||||
Voya Large Cap Value Portfolio - Class I | 3,916,299 | 712,617 | (3,645,458 | ) | (983,458 | ) | - | - | 345,381 | - | ||||||||||||||||||||||
Voya Large-Cap Growth Fund - Class R6 | 3,274,381 | 453,816 | (887,867 | ) | 443,306 | 3,283,636 | - | 21,437 | - | |||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio - Class I | 4,460,609 | 1,296,138 | (2,514,182 | ) | (19,603 | ) | 3,222,962 | 56,589 | 28,775 | - | ||||||||||||||||||||||
Voya MidCap Opportunities Portfolio - Class I | 644,203 | 133,322 | (181,404 | ) | 61,053 | 657,174 | 831 | 6,355 | 33,680 | |||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund - Class I | 2,002,473 | 1,043,745 | (1,423,810 | ) | 16,349 | 1,638,757 | - | (193,783 | ) | - | ||||||||||||||||||||||
Voya Multi-Manager International Equity Fund - Class I | - | 776,266 | (155,407 | ) | 198,084 | 818,943 | - | 15,735 | - | |||||||||||||||||||||||
Voya Multi-Manager International Factors Fund - Class I | 2,949,858 | 775,352 | (2,069,606 | ) | 132,792 | 1,788,396 | - | (352,030 | ) | - | ||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund - Class I | 647,661 | 229,157 | (163,546 | ) | (56,824 | ) | 656,448 | - | (33,729 | ) | - | |||||||||||||||||||||
Voya Small Company Portfolio - Class I | 1,307,157 | 322,689 | (1,650,368 | ) | 20,522 | - | - | (323,957 | ) | - | ||||||||||||||||||||||
Voya Strategic Income Opportunities Fund - Class R6 | 3,205,606 | 409,912 | (2,944,768 | ) | (24,586 | ) | 646,164 | 55,578 | (139,511 | ) | - | |||||||||||||||||||||
Voya U.S. Bond Index Portfolio - Class I | 4,442,959 | 1,093,024 | (1,161,652 | ) | 135,497 | 4,509,828 | 86,578 | 29,880 | 22,802 | |||||||||||||||||||||||
Voya U.S. High Dividend Low Volatility Fund - Class R6 | 3,575,507 | 856,825 | (637,249 | ) | (201,818 | ) | 3,593,265 | 36,930 | (37,249 | ) | - | |||||||||||||||||||||
Voya U.S. Stock Index Portfolio - Class I | 7,216,408 | 9,514,521 | (5,868,982 | ) | 617,991 | 11,479,938 | 29,157 | (519,597 | ) | 427,898 | ||||||||||||||||||||||
$ | 56,914,266 | $ | 29,362,886 | $ | (31,094,381 | ) | $ | 1,054,894 | $ | 56,237,665 | $ | 968,825 | $ | (1,663,699 | ) | $ | 484,380 |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At September 30, 2020, 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 $60,493,829. | |||||||||
Net unrealized appreciation consisted of: | |||||||||
Gross Unrealized Appreciation | $ | 5,754,038 | |||||||
Gross Unrealized Depreciation | (1,223,560 | ) | |||||||
Net Unrealized Appreciation | $ | 4,530,478 |