Voya Strategic Allocation Conservative Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||
EXCHANGE-TRADED FUNDS: 9.0% | ||||||
10,187 | iShares 20+ Year Treasury Bond ETF | $ | 1,345,499 | 1.9 | ||
13,648 | iShares Core S&P Small-Cap ETF | 1,472,346 | 2.1 | |||
21,887 | Vanguard Short-Term Treasury ETF | 1,297,024 | 1.9 | |||
14,669 | Vanguard Value ETF | 2,167,785 | 3.1 | |||
Total Exchange-Traded Funds | ||||||
(Cost $4,955,464) | 6,282,654 | 9.0 | ||||
MUTUAL FUNDS: 91.0% | ||||||
Affiliated Investment Companies: 91.0% | ||||||
319,945 | Voya Global Bond Fund - Class R6 | 2,713,133 | 3.9 | |||
458,497 | Voya High Yield Bond Fund - Class R6 | 3,479,990 | 5.0 | |||
1,942,081 | Voya Intermediate Bond Fund - Class R6 | 18,566,294 | 26.6 | |||
33,903 | Voya Large-Cap Growth Fund - Class R6 | 1,792,131 | 2.6 | |||
505,528 | Voya Limited Maturity Bond Portfolio - Class I | 4,949,121 | 7.1 | |||
67,753 | Voya MidCap Opportunities Portfolio - Class R6 | 1,080,665 | 1.6 | |||
125,113 | Voya Multi-Manager Emerging Markets Equity Fund - Class I | 1,279,905 | 1.8 | |||
164,240 | Voya Multi-Manager International Equity Fund - Class I | 1,668,681 | 2.4 | |||
334,757 | Voya Multi-Manager International Factors Fund - Class I | 3,116,589 | 4.5 | |||
104,356 | Voya Multi-Manager Mid Cap Value Fund - Class I | 1,062,346 | 1.5 | |||
478,721 | Voya U.S. Bond Index Portfolio - Class I | 4,825,508 | 6.9 | |||
214,569 | Voya U.S. High Dividend Low Volatility Fund - Class R6 | 2,510,460 | 3.6 | |||
584,503 | Voya U.S. Stock Index Portfolio - Class I | 12,186,895 | 17.5 | |||
129,137 | VY® BrandywineGLOBAL - Bond Portfolio - Class I | 1,407,592 | 2.0 | |||
27,812 | VY® T. Rowe Price Growth Equity Portfolio - Class I | 2,803,988 | 4.0 | |||
Total Mutual Funds | ||||||
(Cost $61,037,482) | 63,443,298 | 91.0 | ||||
Total Investments in Securities (Cost $65,992,946) |
$ | 69,725,952 | 100.0 | |||
Liabilities in Excess of Other Assets | (529 | ) | – | |||
Net Assets | $ | 69,725,423 | 100.0 | |||
Voya Strategic Allocation Conservative Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of March 31, 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 March 31, 2022 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Exchange-Traded Funds | $ | 6,282,654 | $ | – | $ | – | $ | 6,282,654 | ||||||||
Mutual Funds | 63,443,298 | – | – | 63,443,298 | ||||||||||||
Total Investments, at fair value | $ | 69,725,952 | $ | – | $ | – | $ | 69,725,952 |
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 March 31, 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 3/31/2022 | Investment Income | Realized Gains/(Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
Voya Global Bond Fund - Class R6 | $ | 2,954,609 | $ | 89,178 | $ | (106,696 | ) | $ | (223,958 | ) | $ | 2,713,133 | $ | 26,425 | $ | (3,908 | ) | $ | - | |||||||||||||
Voya High Yield Bond Fund - Class R6 | 9,794,752 | 216,661 | (6,122,338 | ) | (409,085 | ) | 3,479,990 | 68,007 | 31,175 | - | ||||||||||||||||||||||
Voya Intermediate Bond Fund - Class R6 | 17,119,861 | 4,853,982 | (2,218,659 | ) | (1,188,890 | ) | 18,566,294 | 107,920 | (122,088 | ) | - | |||||||||||||||||||||
Voya Large-Cap Growth Fund - Class R6 | 1,906,044 | 118,544 | (67,770 | ) | (164,687 | ) | 1,792,131 | - | (5,213 | ) | - | |||||||||||||||||||||
Voya Limited Maturity Bond Portfolio - Class I | 3,716,334 | 1,562,968 | (228,600 | ) | (101,581 | ) | 4,949,121 | 10,539 | (5,796 | ) | - | |||||||||||||||||||||
Voya MidCap Opportunities Portfolio - Class R6 | 1,065,126 | 179,220 | (48,223 | ) | (115,458 | ) | 1,080,665 | - | (10,688 | ) | - | |||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund - Class I | 1,433,411 | 93,868 | (70,017 | ) | (177,357 | ) | 1,279,905 | - | (16,622 | ) | - | |||||||||||||||||||||
Voya Multi-Manager International Equity Fund - Class I | 1,832,057 | 108,470 | (84,761 | ) | (187,085 | ) | 1,668,681 | - | (21,367 | ) | - | |||||||||||||||||||||
Voya Multi-Manager International Factors Fund - Class I | 3,351,626 | 72,478 | (156,711 | ) | (150,804 | ) | 3,116,589 | - | (25,494 | ) | - | |||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund - Class I | 1,159,655 | 23,532 | (68,355 | ) | (52,486 | ) | 1,062,346 | - | (7,310 | ) | - | |||||||||||||||||||||
Voya U.S. Bond Index Portfolio - Class I | 5,210,873 | 129,856 | (207,261 | ) | (307,960 | ) | 4,825,508 | 20,040 | (15,185 | ) | - | |||||||||||||||||||||
Voya U.S. High Dividend Low Volatility Fund - Class R6 | 2,669,909 | 101,971 | (218,430 | ) | (42,990 | ) | 2,510,460 | - | (4,593 | ) | - | |||||||||||||||||||||
Voya U.S. Stock Index Portfolio - Class I | 14,634,416 | 323,207 | (2,089,709 | ) | (681,019 | ) | 12,186,895 | - | (75,571 | ) | - | |||||||||||||||||||||
VY® BrandywineGLOBAL - Bond Portfolio - Class I | - | 1,452,536 | (24,030 | ) | (20,914 | ) | 1,407,592 | - | (363 | ) | - | |||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio - Class I | 2,951,457 | 411,514 | (123,171 | ) | (435,812 | ) | 2,803,988 | - | (23,078 | ) | - | |||||||||||||||||||||
$ | 69,800,130 | $ | 9,737,985 | $ | (11,834,731 | ) | $ | (4,260,086 | ) | $ | 63,443,298 | $ | 232,931 | $ | (306,101 | ) | $ | - |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At March 31, 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 $67,743,418. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 5,826,661 | ||
Gross Unrealized Depreciation | (3,844,127 | ) | ||
Net Unrealized Appreciation | $ | 1,982,534 |