NPORT-EX 2 464416VOYA093021.htm

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2021 (Unaudited)

 

Shares     Value Percentage
of Net
Assets
EXCHANGE-TRADED FUNDS: 8.3%
6,180   iShares Core S&P 500 ETF $ 2,662,468 1.9
12,033   iShares Russell 2000 ETF 2,632,219 1.9
46,158   Vanguard Value ETF 6,248,408 4.5
         
  Total Exchange-Traded Funds    
  (Cost $9,283,446)   11,543,095 8.3

 

MUTUAL FUNDS: 91.7%
    Affiliated Investment Companies: 91.7%
1,393,473   Voya High Yield Bond Fund - Class R6 11,259,264 8.1
2,547,870   Voya Intermediate Bond Fund - Class R6 26,319,493 19.0
105,529   Voya Large-Cap Growth Fund - Class R6 6,652,571 4.8
270,583   Voya Limited Maturity Bond Portfolio - Class I 2,746,421 2.0
232,784   Voya MidCap Opportunities Portfolio - Class R6 4,222,702 3.0
168,586   Voya Multi-Manager Emerging Markets Equity Fund - Class I 2,442,816 1.8
481,228   Voya Multi-Manager International Equity Fund - Class I 6,650,569 4.8
371,831   Voya Multi-Manager International Factors Fund - Class I 4,086,425 2.9
356,401   Voya Multi-Manager Mid Cap Value Fund - Class I 4,077,229 2.9
510,494   Voya U.S. Bond Index Portfolio - Class I 5,518,435 4.0
2,262,696   Voya U.S. Stock Index Portfolio - Class I 45,050,282 32.5
36,302   VY® T. Rowe Price Growth Equity Portfolio - Class I 4,124,964 3.0
304,907   Voya Large Cap Value Portfolio - Class R6 4,070,507 2.9
         
  Total Mutual Funds    
  (Cost $108,796,881) 127,221,678 91.7

 

  Total Investments in Securities
(Cost $118,080,327)		 $138,764,773  100.0
  Liabilities in Excess of Other Assets  (14,767) –
  Net Assets $138,750,006  100.0

 

 

 

 

 

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2021 (Unaudited) (Continued)

 

Fair Value Measurements
 
The following is a summary of the fair valuations according to the inputs used as of September 30, 2021 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, 2021		 
Asset Table                    
Investments, at fair value                    
Exchange-Traded Funds  $11,543,095   $–   $–   $11,543,095 
Mutual Funds   127,221,678    –    –    127,221,678 
Total Investments, at fair value  $138,764,773   $–   $–   $138,764,773 

 

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, 2021, where the following issuers were considered an affiliate:  

 

Issuer  Beginning
Fair Value at
12/31/20		  Purchases at
Cost		  Sales at
Cost		 

Change in
Unrealized

Appreciation/
(Depreciation)

  Ending Fair
Value at
09/30/21		  Investment
Income		  Realized
Gains/(Losses)		  Net Capital
Gain
Distributions		 
Voya High Yield Bond Fund - Class R6  $10,457,305  $1,443,838  $(682,929) $41,050  $11,259,264  $411,276  $(2) $- 
Voya Intermediate Bond Fund - Class R6   22,029,769   6,494,170   (1,625,005)  (579,441)  26,319,493   547,142   (47,040)  - 
Voya Large Cap Value Portfolio - Class R6   -   4,369,478   (308,721)  9,750   4,070,507   4,421   1,632   47,577 
Voya Large-Cap Growth Fund - Class R6   8,754,594   1,557,872   (4,073,317)  413,422   6,652,571   -   802,996   - 
Voya Limited Maturity Bond Portfolio - Class I   2,581,439   356,904   (171,296)  (20,626)  2,746,421   37,063   (564)  - 
Voya MidCap Opportunities Portfolio - Class R6   2,741,184   1,980,335   (232,299)  (266,518)  4,222,702   -   85,893   535,897 
Voya Multi-Manager Emerging Markets Equity Fund - Class I   5,434,029   2,933,231   (5,480,072)  (444,372)  2,442,816   -   572,507   - 
Voya Multi-Manager International Equity Fund - Class I   6,715,572   337,089   (662,888)  260,796   6,650,569   -   37,799   - 
Voya Multi-Manager International Factors Fund - Class I   4,014,462   134,207   (336,224)  273,980   4,086,425   -   14,000   - 
Voya Multi-Manager Mid Cap Value Fund - Class I   2,685,974   1,340,133   (403,891)  455,013   4,077,229   -   4,083   - 
Voya U.S. Bond Index Portfolio - Class I   6,462,460   797,046   (1,495,857)  (245,214)  5,518,435   103,930   (45,001)  63,910 
Voya U.S. High Dividend Low Volatility Fund - Class R6   3,895,585   423,422   (3,838,331)  (480,676)  -   29,858   937,119   - 
Voya U.S. Stock Index Portfolio - Class I   39,646,790   9,272,897   (5,032,024)  1,162,619   45,050,282   -   922,491   3,821,279 
VY® T. Rowe Price Growth Equity Portfolio - Class I   -   4,614,924   (56,964)  (432,996)  4,124,964   -   (4,023)  323,065 
   $115,419,163  $36,055,546  $(24,399,818) $146,787  $127,221,678  $1,133,690  $3,281,890  $4,791,728 

 

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

 

At September 30, 2021, 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 $119,890,406.

 

  Net unrealized appreciation consisted of:

 

  Gross Unrealized Appreciation  $19,348,277 
  Gross Unrealized Depreciation   (473,910)
        
  Net Unrealized Appreciation  $18,874,367