UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08934
Voya Strategic Allocation Portfolios, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore MD 21202
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: January 1, 2021 to June 30, 2021
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
Semi-Annual Report
June 30, 2021
Classes I and S
Strategic Allocation Funds-of-Funds
■ Voya Strategic Allocation Conservative Portfolio
■ Voya Strategic Allocation Moderate Portfolio
■ Voya Strategic Allocation Growth Portfolio
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
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PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form NPORT-P. The Portfolios’ Forms NPORT-P are available on the SEC’s website at www.sec.gov. Each Portfolio’s complete schedule of portfolio holdings is available at: www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
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Global Economy Still on Road to Recovery
Dear Shareholder,
The reporting period covered in this report roughly coincides with the progress made in fighting the COVID-19 pandemic. With the development of vaccines in the fall of 2020, the world began to turn the tables on the virus. It became possible to relax the aggressive countermeasures that shut down the global economy and turned so many lives inside out. Economic progress in 2021 has closely paralleled progress in getting populations vaccinated. Although infection from new viral variants remains a threat, many nations including the United States have not reimposed lockdowns, and global economic momentum is continuing. Broadening business activity has intensified supply and demand imbalances, pressuring prices higher. While we’re likely to see a higher base rate of inflation, we do not believe that the U.S. Federal Reserve Board will have to dramatically raise interest rates to stave it off.
While the economy and financial markets appear to be upholding their recent strength and in our opinion are expected to continue doing so this year, it’s always possible that something unexpected could crop up. Therefore, in our view, it bears repeating that one should invest to achieve one’s long-term goals, and not seek to beat the market today, this week, this month or this year. Keep focused on your long-term goals and don’t get distracted by short-term news, however compelling the headlines. Should your long-term goals change, discuss the situation thoroughly with your investment advisor before making any changes to your investment portfolio.
Regardless of events, at Voya we believe that we remain well prepared for and fully committed to serving our clients without disruption. We appreciate your continued confidence in us, and we look forward to serving your investment needs in the future.
Sincerely,
Dina Santoro
President
Voya Family of Funds
July 22, 2021
The views expressed in the President’s Letter reflect those of the President as of the date of the letter. Any such views are subject to change at any time based upon market or other conditions and the Voya mutual funds disclaim any responsibility to update such views. These views may not be relied on as investment advice and because investment decisions for a Voya mutual fund are based on numerous factors, may not be relied on as an indication of investment intent on behalf of any Voya mutual fund. Reference to specific company securities should not be construed as recommendations or investment advice.
International investing poses special risks including currency fluctuation, economic and political risks not found in investments that are solely domestic.
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
As a shareholder of a Portfolio, you incur two types of costs: (1) transaction costs, including redemption fees, and exchange fees; and (2) ongoing costs, including management fees, distribution and/or service (12b-1) fees, and other Portfolio expenses. These Examples are intended to help you understand your ongoing costs (in dollars) of investing in a Portfolio and to compare these costs with the ongoing costs of investing in other mutual funds.
The Examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from January 1, 2021 through June 30, 2021. The Portfolios’ expenses are shown without the imposition of any charges which are, or may be, imposed under your variable annuity contract, variable life insurance policy, qualified pension, or retirement plan. Expenses would have been higher if such charges were included.
Actual Expenses
The left section of the table shown below, “Actual Portfolio Return,” provides information about actual account values and actual expenses. You may use the information in this section, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first section under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The right section of the table shown below, “Hypothetical (5% return before expenses),” provides information about hypothetical account values and hypothetical expenses based on a Portfolio’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not a Portfolio’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in each Portfolio and other mutual funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other mutual funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as redemption fees, or exchange fees. Therefore, the hypothetical section of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different mutual funds. In addition, if these transactional costs were included, your costs would have been higher.
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2021** | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2021** | |||||||||||||||||||||||||||
Voya Strategic Allocation Conservative Portfolio | ||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,058.50 | 0.28 | % | $ | 1.43 | $ | 1,000.00 | $ | 1,023.41 | 0.28 | % | $ | 1.40 | ||||||||||||||||||
Class S | 1,000.00 | 1,057.40 | 0.53 | 2.70 | 1,000.00 | 1,022.17 | 0.53 | 2.66 | ||||||||||||||||||||||||||
Voya Strategic Allocation Moderate Portfolio | ||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,085.50 | 0.33 | % | $ | 1.71 | $ | 1,000.00 | $ | 1,023.16 | 0.33 | % | $ | 1.66 | ||||||||||||||||||
Class S | 1,000.00 | 1,084.60 | 0.58 | 3.00 | 1,000.00 | 1,021.92 | 0.58 | 2.91 | ||||||||||||||||||||||||||
Voya Strategic Allocation Growth Portfolio | ||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,112.90 | 0.32 | % | $ | 1.68 | $ | 1,000.00 | $ | 1,023.21 | 0.32 | % | $ | 1.61 | ||||||||||||||||||
Class S | 1,000.00 | 1,111.40 | 0.57 | 2.98 | 1,000.00 | 1,021.97 | 0.57 | 2.86 |
* | The annualized expense ratios do not include expenses of the underlying funds. |
** | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED)
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Moderate Portfolio | Voya Strategic Allocation Growth Portfolio | ||||||||||||
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ASSETS: | ||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 68,807,562 | $ | 128,488,024 | $ | 137,482,780 | ||||||||
Investments in unaffiliated underlying funds at fair value** | 5,938,877 | 11,792,269 | 16,930,689 | |||||||||||
Cash | 65,500 | 121,175 | 136,730 | |||||||||||
Receivables: | ||||||||||||||
Investments in affiliated underlying funds sold | 631 | 63,938 | — | |||||||||||
Fund shares sold | 3,185 | 4,513 | 122,501 | |||||||||||
Interest | 31 | 50 | — | |||||||||||
Prepaid expenses | 20 | 37 | 40 | |||||||||||
Reimbursement due from Investment Adviser | 8,952 | 1,889 | 12,203 | |||||||||||
Other assets | 8,509 | 15,425 | 15,062 | |||||||||||
Total assets | 74,833,267 | 140,487,320 | 154,700,005 | |||||||||||
LIABILITIES: | ||||||||||||||
Payable for investments in affiliated underlying funds purchased | — | — | 121,478 | |||||||||||
Payable for fund shares redeemed | 3,794 | 68,450 | 1,024 | |||||||||||
Payable for investment management fees | 12,237 | 22,925 | 26,048 | |||||||||||
Payable for distribution and shareholder service fees | 799 | 323 | 597 | |||||||||||
Payable for directors fees | 363 | 678 | 751 | |||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 8,509 | 15,425 | 15,062 | |||||||||||
Other accrued expenses and liabilities | 50,667 | 73,885 | 74,933 | |||||||||||
Total liabilities | 76,369 | 181,686 | 239,893 | |||||||||||
NET ASSETS | $ | 74,756,898 | $ | 140,305,634 | $ | 154,460,112 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||
Paid-in capital | $ | 63,114,743 | $ | 111,453,083 | $ | 114,887,078 | ||||||||
Total distributable earnings | 11,642,155 | 28,852,551 | 39,573,034 | |||||||||||
NET ASSETS | $ | 74,756,898 | $ | 140,305,634 | $ | 154,460,112 | ||||||||
* Cost of investments in affiliated underlying funds | $ | 59,313,244 | $ | 103,509,073 | $ | 103,799,013 | ||||||||
** Cost of investments in unaffiliated underlying funds | $ | 4,442,450 | $ | 9,339,302 | $ | 12,653,107 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 70,850,852 | $ | 138,723,795 | $ | 151,530,715 | ||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 5,124,445 | 8,890,832 | 8,970,086 | |||||||||||
Net asset value and redemption price per share | $ | 13.83 | $ | 15.60 | $ | 16.89 | ||||||||
Class S | ||||||||||||||
Net assets | $ | 3,906,046 | $ | 1,581,839 | $ | 2,929,397 | ||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 285,176 | 101,849 | 175,099 | |||||||||||
Net asset value and redemption price per share | $ | 13.70 | $ | 15.53 | $ | 16.73 |
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2021 (UNAUDITED)
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Moderate Portfolio | Voya Strategic Allocation Growth Portfolio | ||||||||||||
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INVESTMENT INCOME: | ||||||||||||||
Dividends from affiliated underlying funds | $ | 586,974 | $ | 714,647 | $ | 408,923 | ||||||||
Dividends from unaffiliated underlying funds | 64,075 | 137,470 | 169,612 | |||||||||||
Total investment income | 651,049 | 852,117 | 578,535 | |||||||||||
EXPENSES: | ||||||||||||||
Investment management fees | 74,043 | 137,902 | 158,930 | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class S | 4,633 | 1,901 | 3,491 | |||||||||||
Transfer agent fees: | ||||||||||||||
Class I | 35,141 | 62,399 | 79,511 | |||||||||||
Class S | 1,903 | 712 | 1,521 | |||||||||||
Shareholder reporting expense | 7,240 | 9,050 | 10,498 | |||||||||||
Professional fees | 10,317 | 14,480 | 16,290 | |||||||||||
Custody and accounting expense | 6,335 | 7,602 | 8,145 | |||||||||||
Directors fees | 1,455 | 2,716 | 3,004 | |||||||||||
Miscellaneous expense | 3,661 | 4,265 | 4,184 | |||||||||||
Interest expense | — | — | 50 | |||||||||||
Total expenses | 144,728 | 241,027 | 285,624 | |||||||||||
Waived and reimbursed fees | (38,068 | ) | (15,209 | ) | (41,795 | ) | ||||||||
Net expenses | 106,660 | 225,818 | 243,829 | |||||||||||
Net investment income | 544,389 | 626,299 | 334,706 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Sale of affiliated underlying funds | 545,873 | 1,924,013 | 625,032 | |||||||||||
Sale of unaffiliated underlying funds | 1,212,439 | 996,410 | 2,949,169 | |||||||||||
Futures | — | 384,508 | 219,243 | |||||||||||
Net realized gain | 1,758,312 | 3,304,931 | 3,793,444 | |||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Affiliated underlying funds | 2,153,019 | 6,700,940 | 11,305,403 | |||||||||||
Unaffiliated underlying funds | (312,122 | ) | 593,311 | 563,321 | ||||||||||
Futures | — | (45,649 | ) | (33,116 | ) | |||||||||
Net change in unrealized appreciation (depreciation) | 1,840,897 | 7,248,602 | 11,835,608 | |||||||||||
Net realized and unrealized gain | 3,599,209 | 10,553,533 | 15,629,052 | |||||||||||
Increase in net assets resulting from operations | $ | 4,143,598 | $ | 11,179,832 | $ | 15,963,758 |
STATEMENTS OF CHANGES IN NET ASSETS
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Moderate Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 544,389 | $ | 1,552,383 | $ | 626,299 | $ | 2,521,900 | |||||||||||
Net realized gain | 1,758,312 | 57,810 | 3,304,931 | 4,104,532 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 1,840,897 | 4,909,334 | 7,248,602 | 8,036,599 | |||||||||||||||
Increase in net assets resulting from operations | 4,143,598 | 6,519,527 | 11,179,832 | 14,663,031 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class I | (1,965,059 | ) | (3,640,113 | ) | (7,361,065 | ) | (8,476,314 | ) | |||||||||||
Class S | (98,241 | ) | (193,236 | ) | (80,773 | ) | (93,820 | ) | |||||||||||
Total distributions | (2,063,300 | ) | (3,833,349 | ) | (7,441,838 | ) | (8,570,134 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 4,843,204 | 9,516,056 | 3,186,963 | 5,688,430 | |||||||||||||||
Reinvestment of distributions | 2,063,300 | 3,833,349 | 7,441,838 | 8,570,135 | |||||||||||||||
6,906,504 | 13,349,405 | 10,628,801 | 14,258,565 | ||||||||||||||||
Cost of shares redeemed | (4,784,815 | ) | (10,011,703 | ) | (6,548,405 | ) | (16,224,070 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 2,121,689 | 3,337,702 | 4,080,396 | (1,965,505 | ) | ||||||||||||||
Net increase in net assets | 4,201,987 | 6,023,880 | 7,818,390 | 4,127,392 | |||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 70,554,911 | 64,531,031 | 132,487,244 | 128,359,852 | |||||||||||||||
End of year or period | $ | 74,756,898 | $ | 70,554,911 | $ | 140,305,634 | $ | 132,487,244 |
STATEMENTS OF CHANGES IN NET ASSETS
Voya Strategic Allocation Growth Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 334,706 | $ | 2,341,286 | |||||||
Net realized gain | 3,793,444 | 2,672,891 | |||||||||
Net change in unrealized appreciation (depreciation) | 11,835,608 | 12,868,851 | |||||||||
Increase in net assets resulting from operations | 15,963,758 | 17,883,028 | |||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Total distributions (excluding return of capital): | |||||||||||
Class I | (5,750,466 | ) | (12,710,783 | ) | |||||||
Class S | (104,047 | ) | (262,757 | ) | |||||||
Total distributions | (5,854,513 | ) | (12,973,540 | ) | |||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 3,471,957 | 6,181,258 | |||||||||
Reinvestment of distributions | 5,854,513 | 12,973,540 | |||||||||
9,326,470 | 19,154,798 | ||||||||||
Cost of shares redeemed | (8,363,616 | ) | (14,633,201 | ) | |||||||
Net increase in net assets resulting from capital share transactions | 962,854 | 4,521,597 | |||||||||
Net increase in net assets | 11,072,099 | 9,431,085 | |||||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 143,388,013 | 133,956,928 | |||||||||
End of year or period | $ | 154,460,112 | $ | 143,388,013 |
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/ additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Conservative Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 13.45 | 0.10 | • | 0.67 | 0.77 | 0.36 | 0.03 | — | 0.39 | — | 13.83 | 5.85 | 0.39 | 0.28 | 0.28 | 1.52 | 70,851 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 13.02 | 0.30 | • | 0.91 | 1.21 | 0.33 | 0.45 | — | 0.78 | — | 13.45 | 10.45 | 0.40 | 0.27 | 0.27 | 2.44 | 66,933 | 71 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 12.34 | 0.33 | 1.41 | 1.74 | 0.36 | 0.70 | — | 1.06 | — | 13.02 | 14.82 | 0.30 | 0.26 | 0.26 | 2.53 | 60,959 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.51 | 0.29 | • | (0.80 | ) | (0.51 | ) | 0.36 | 0.30 | — | 0.66 | — | 12.34 | (4.03 | ) | 0.31 | 0.26 | 0.26 | 2.26 | 56,221 | 60 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.54 | 0.29 | • | 1.01 | 1.30 | 0.33 | — | — | 0.33 | — | 13.51 | 10.53 | 0.30 | 0.24 | 0.24 | 2.27 | 64,354 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.23 | 0.29 | • | 0.39 | 0.68 | 0.37 | — | — | 0.37 | — | 12.54 | 5.69 | 0.30 | 0.22 | 0.22 | 2.34 | 71,020 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | �� | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 13.31 | 0.09 | • | 0.66 | 0.75 | 0.33 | 0.03 | — | 0.36 | — | 13.70 | 5.74 | 0.64 | 0.53 | 0.53 | 1.27 | 3,906 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 12.89 | 0.30 | 0.87 | 1.17 | 0.30 | 0.45 | — | 0.75 | — | 13.31 | 10.19 | 0.65 | 0.52 | 0.52 | 2.20 | 3,622 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 12.23 | 0.30 | • | 1.39 | 1.69 | 0.33 | 0.70 | — | 1.03 | — | 12.89 | 14.47 | 0.55 | 0.51 | 0.51 | 2.36 | 3,572 | 74 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.39 | 0.26 | • | (0.80 | ) | (0.54 | ) | 0.32 | 0.30 | — | 0.62 | — | 12.23 | (4.25 | ) | 0.56 | 0.51 | 0.51 | 2.02 | 2,670 | 60 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.44 | 0.26 | • | 0.99 | 1.25 | 0.30 | — | — | 0.30 | — | 13.39 | 10.18 | 0.55 | 0.49 | 0.49 | 2.04 | 3,171 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.13 | 0.25 | • | 0.40 | 0.65 | 0.34 | — | — | 0.34 | — | 12.44 | 5.47 | 0.55 | 0.47 | 0.47 | 2.09 | 3,128 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Moderate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.21 | 0.07 | • | 1.19 | 1.26 | 0.37 | 0.50 | — | 0.87 | — | 15.60 | 8.55 | 0.36 | 0.33 | 0.33 | 0.93 | 138,724 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 14.62 | 0.30 | 1.31 | 1.61 | 0.33 | 0.69 | — | 1.02 | — | 15.21 | 12.73 | 0.37 | 0.30 | 0.30 | 2.08 | 131,004 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 13.59 | 0.29 | • | 2.18 | 2.47 | 0.41 | 1.03 | — | 1.43 | — | 14.62 | 19.26 | 0.30 | 0.28 | 0.28 | 2.07 | 126,475 | 57 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.80 | 0.29 | • | (1.16 | ) | (0.87 | ) | 0.34 | — | — | 0.34 | — | 13.59 | (6.05 | ) | 0.28 | 0.25 | 0.25 | 1.96 | 117,049 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.18 | 0.29 | 1.60 | 1.89 | 0.27 | — | — | 0.27 | — | 14.80 | 14.49 | 0.28 | 0.23 | 0.23 | 2.00 | 144,135 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.70 | 0.27 | 0.55 | 0.82 | 0.34 | — | — | 0.34 | — | 13.18 | 6.64 | 0.28 | 0.22 | 0.22 | 2.01 | 137,411 | 65 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.12 | 0.05 | • | 1.19 | 1.24 | 0.33 | 0.50 | — | 0.83 | — | 15.53 | 8.46 | 0.61 | 0.58 | 0.58 | 0.68 | 1,582 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 14.52 | 0.24 | • | 1.33 | 1.57 | 0.28 | 0.69 | — | 0.97 | — | 15.12 | 12.46 | 0.62 | 0.55 | 0.55 | 1.74 | 1,483 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 13.50 | 0.26 | 2.16 | 2.42 | 0.37 | 1.03 | — | 1.40 | — | 14.52 | 18.94 | 0.55 | 0.53 | 0.53 | 1.81 | 1,885 | 57 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.71 | 0.25 | • | (1.16 | ) | (0.91 | ) | 0.30 | — | — | 0.30 | — | 13.50 | (6.31 | ) | 0.53 | 0.50 | 0.50 | 1.69 | 1,725 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.09 | 0.26 | 1.59 | 1.85 | 0.23 | — | — | 0.23 | — | 14.71 | 14.29 | 0.53 | 0.48 | 0.48 | 1.75 | 2,379 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.62 | 0.22 | • | 0.56 | 0.78 | 0.31 | — | — | 0.31 | — | 13.09 | 6.32 | 0.53 | 0.47 | 0.47 | 1.73 | 2,194 | 65 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.80 | 0.04 | • | 1.71 | 1.75 | 0.33 | 0.33 | — | 0.66 | — | 16.89 | 11.29 | 0.38 | 0.32 | 0.32 | 0.45 | 151,531 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.62 | 0.26 | • | 1.49 | 1.75 | 0.32 | 1.25 | — | 1.57 | — | 15.80 | 14.40 | 0.39 | 0.29 | 0.29 | 1.87 | 140,657 | 56 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.40 | 0.28 | 2.79 | 3.07 | 0.43 | 1.42 | — | 1.85 | — | 15.62 | 22.84 | 0.30 | 0.26 | 0.26 | 1.76 | 130,989 | 66 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.03 | 0.28 | • | (1.58 | ) | (1.30 | ) | 0.33 | — | — | 0.33 | — | 14.40 | (8.32 | ) | 0.27 | 0.23 | 0.23 | 1.77 | 114,461 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.84 | 0.27 | • | 2.18 | 2.45 | 0.26 | — | — | 0.26 | — | 16.03 | 17.88 | 0.26 | 0.21 | 0.21 | 1.79 | 143,509 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.30 | 0.25 | 0.65 | 0.90 | 0.36 | — | — | 0.36 | — | 13.84 | 6.93 | 0.28 | 0.19 | 0.19 | 1.77 | 136,383 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.64 | 0.02 | • | 1.69 | 1.71 | 0.29 | 0.33 | — | 0.62 | — | 16.73 | 11.14 | 0.63 | 0.57 | 0.57 | 0.20 | 2,929 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.46 | 0.22 | • | 1.48 | 1.70 | 0.27 | 1.25 | — | 1.52 | — | 15.64 | 14.16 | 0.64 | 0.54 | 0.54 | 1.57 | 2,731 | 56 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.27 | 0.22 | • | 2.77 | 2.99 | 0.38 | 1.42 | — | 1.80 | — | 15.46 | 22.49 | 0.55 | 0.51 | 0.51 | 1.45 | 2,968 | 66 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 15.88 | 0.24 | • | (1.56 | ) | (1.32 | ) | 0.29 | — | — | 0.29 | — | 14.27 | (8.50 | ) | 0.52 | 0.48 | 0.48 | 1.53 | 2,799 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.72 | 0.22 | 2.17 | 2.39 | 0.23 | — | — | 0.23 | — | 15.88 | 17.57 | 0.51 | 0.46 | 0.46 | 1.55 | 3,490 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.19 | 0.19 | 0.66 | 0.85 | 0.32 | — | — | 0.32 | — | 13.72 | 6.63 | 0.53 | 0.44 | 0.44 | 1.51 | 2,825 | 56 |
FINANCIAL HIGHLIGHTS (CONTINUED)
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | |
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. |
exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
are classified as “Level 3.” The inputs used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Short-term securities of sufficient credit quality are generally considered to be Level 2 securities under applicable accounting rules. The Portfolios classify each of their investments in the Underlying Funds as Level 1, without consideration as to the classification level of the specific investments held by the Underlying Funds. A table summarizing the Portfolios’ investments under these levels of classification is included within the Portfolio of Investments.
Strategic Allocation Conservative did not enter into any futures contracts during the period ended June 30, 2021.
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Moderate | $ | 2,076,655 | $ | 1,932,079 | ||||||
Strategic Allocation Growth | 2,175,395 | 2,154,670 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 16,215,247 | $ | 15,597,486 | ||||||
Strategic Allocation Moderate | 24,295,019 | 26,329,609 | ||||||||
Strategic Allocation Growth | 22,334,863 | 26,212,092 |
Subsidiary | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | Strategic Allocation Conservative | 8.24 | % | |||||
Strategic Allocation Growth | 8.82 | |||||||
Strategic Allocation Moderate | 12.94 | |||||||
Voya Retirement Insurance and Annuity Company | Strategic Allocation Conservative | 84.61 | ||||||
Strategic Allocation Growth | 86.52 | |||||||
Strategic Allocation Moderate | 83.63 |
Portfolio | Amount | |||||
---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 36,928 | ||||
Strategic Allocation Moderate | 62,975 | |||||
Strategic Allocation Growth | 80,852 |
Portfolio(1)(2) | Class I | Class S | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | 0.71 | % | 0.96 | % | ||||||
Strategic Allocation Moderate | 0.75 | % | 1.00 | % | ||||||
Strategic Allocation Growth | 0.77 | % | 1.02 | % |
(1) | These operating expense limits take into account operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. | |
(2) | Any fees waived pursuant to the Expense Limitation Agreement shall not be eligible for recoupment. |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Strategic Allocation Conservative | ||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 342,577 | — | 146,865 | (342,263 | ) | 147,179 | 4,668,483 | — | 1,965,059 | (4,685,561 | ) | 1,947,981 | ||||||||||||||||||||||||||||||
12/31/2020 | 739,721 | — | 320,998 | (765,756 | ) | 294,963 | 9,203,412 | — | 3,640,112 | (9,435,904 | ) | 3,407,620 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 12,958 | — | 7,409 | (7,322 | ) | 13,045 | 174,721 | — | 98,241 | (99,254 | ) | 173,708 | ||||||||||||||||||||||||||||||
12/31/2020 | 25,667 | — | 17,192 | (47,721 | ) | (4,862 | ) | 312,644 | — | 193,237 | (575,799 | ) | (69,918 | ) | ||||||||||||||||||||||||||||
Strategic Allocation Moderate | ||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 203,078 | — | 492,379 | (417,642 | ) | 277,815 | 3,160,176 | — | 7,361,065 | (6,496,362 | ) | 4,024,879 | ||||||||||||||||||||||||||||||
12/31/2020 | 382,605 | — | 696,493 | (1,117,514 | ) | (38,416 | ) | 5,298,147 | — | 8,476,315 | (15,385,038 | ) | (1,610,576 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 1,733 | — | 5,425 | (3,379 | ) | 3,779 | 26,787 | — | 80,773 | (52,043 | ) | 55,517 | ||||||||||||||||||||||||||||||
12/31/2020 | 27,981 | — | 7,741 | (67,439 | ) | (31,717 | ) | 390,283 | — | 93,820 | (839,032 | ) | (354,929 | ) | ||||||||||||||||||||||||||||
Strategic Allocation Growth | ||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 206,966 | — | 357,838 | (494,957 | ) | 69,847 | 3,414,700 | — | 5,750,466 | (8,210,022 | ) | 955,144 | ||||||||||||||||||||||||||||||
12/31/2020 | 429,797 | — | 1,060,115 | (974,522 | ) | 515,390 | 6,039,962 | — | 12,710,783 | (13,984,966 | ) | 4,765,779 | ||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 3,489 | — | 6,536 | (9,536 | ) | 489 | 57,257 | — | 104,047 | (153,594 | ) | 7,710 | ||||||||||||||||||||||||||||||
12/31/2020 | 10,154 | — | 22,118 | (49,574 | ) | (17,302 | ) | 141,296 | — | 262,757 | (648,235 | ) | (244,182 | ) |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Growth | 2 | $ | 704,000 | 1.28 | % |
Year Ended December 31, 2020 | Year Ended December 31, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | |||||||||||||||
Strategic Allocation Conservative | $ | 1,914,573 | $ | 1,918,776 | $ | 1,758,640 | $ | 3,084,546 | ||||||||||
Strategic Allocation Moderate | 3,043,320 | 5,526,814 | 3,402,547 | 8,540,887 | ||||||||||||||
Strategic Allocation Growth | 2,783,155 | 10,190,385 | 3,310,012 | 11,086,958 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 2,057,672 | $ | 4,686 | $ | 7,505,582 | ||||||||
Strategic Allocation Moderate | 3,981,372 | 3,458,230 | 18,373,238 | |||||||||||
Strategic Allocation Growth | 3,625,435 | 2,227,128 | 24,331,602 |
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 8.0% | ||||||||||||||
13,102 | iShares Core S&P Small-Cap ETF | $ | 1,480,264 | 2.0 | ||||||||||
14,706 | iShares MSCI Eurozone ETF | 725,741 | 1.0 | |||||||||||
23,811 | Schwab U.S. TIPS ETF | 1,488,425 | 2.0 | |||||||||||
16,328 | Vanguard Value ETF | 2,244,447 | 3.0 | |||||||||||
Total Exchange-Traded Funds (Cost $4,442,450) | 5,938,877 | 8.0 | ||||||||||||
MUTUAL FUNDS: 92.0% | ||||||||||||||
Affiliated Investment Companies: 92.0% | ||||||||||||||
306,004 | Voya Global Bond Fund — Class R6 | 2,937,638 | 3.9 | |||||||||||
1,204,422 | Voya High Yield Bond Fund — Class R6 | 9,779,903 | 13.1 | |||||||||||
1,721,613 | Voya Intermediate Bond Fund — Class R6 | 17,870,342 | 23.9 | |||||||||||
79,583 | Voya Large-Cap Growth Fund — Class R6 | 4,970,745 | 6.6 | |||||||||||
363,038 | Voya Limited Maturity Bond Portfolio — Class I | 3,688,468 | 4.9 | |||||||||||
72,518 | Voya MidCap Opportunities Portfolio — Class R6 | 1,479,371 | 2.0 | |||||||||||
237,255 | Voya Multi-Manager Emerging Markets Equity Fund — Class I | 3,717,779 | 5.0 | |||||||||||
103,101 | Voya Multi-Manager International Equity Fund — Class I | 1,460,944 | 2.0 | |||||||||||
266,416 | Voya Multi-Manager International Factors Fund — Class I | 2,975,869 | 4.0 | |||||||||||
127,881 | Voya Multi-Manager Mid Cap Value Fund — Class I | 1,479,580 | 2.0 | |||||||||||
473,446 | Voya U.S. Bond Index Portfolio — Class I | 5,198,437 | 6.9 | |||||||||||
183,360 | Voya U.S. High Dividend Low Volatility Fund — Class R6 | 2,636,721 | 3.5 | |||||||||||
486,778 | Voya U.S. Stock Index Portfolio — Class I | 10,611,765 | 14.2 | |||||||||||
Total Mutual Funds (Cost $59,313,244) | 68,807,562 | 92.0 | ||||||||||||
Total Investments in Securities (Cost $63,755,694) | $ | 74,746,439 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 10,459 | 0.0 | ||||||||||||
Net Assets | $ | 74,756,898 | 100.0 |
Sub Asset Class | Conservative | |||||
---|---|---|---|---|---|---|
US Large Blend | 14.0 | % | ||||
US Large Growth | 6.5 | % | ||||
US Large Value | 6.5 | % | ||||
US Mid Cap Blend | 4.0 | % | ||||
US Small Cap | 2.0 | % | ||||
International | 7.0 | % | ||||
Emerging Markets | 5.0 | % | ||||
Core Fixed Income | 31.0 | % | ||||
High Yield | 13.0 | % | ||||
International Bonds | 4.0 | % | ||||
TIPS | 2.0 | % | ||||
Short Duration | 5.0 | % | ||||
Total Equity | 45.0 | % | ||||
Total Fixed Income | 55.0 | % | ||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Portfolio holdings are subject to change daily.
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Exchange-Traded Funds | $ | 5,938,877 | $ | — | $ | — | $ | 5,938,877 | |||||||||||||
Mutual Funds | 68,807,562 | — | — | 68,807,562 | |||||||||||||||||
Total Investments, at fair value | $ | 74,746,439 | $ | — | $ | — | $ | 74,746,439 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/20 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/21 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Global Bond Fund — Class R6 | $ | 2,806,257 | $ | 391,016 | $ | (168,939 | ) | $ | (90,696 | ) | $ | 2,937,638 | $ | 5,807 | $ | (2,576 | ) | $ | — | |||||||||||||||||||||
Voya High Yield Bond Fund — Class R6 | 9,110,921 | 1,147,365 | (562,701 | ) | 84,318 | 9,779,903 | 231,785 | (181 | ) | — | ||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 13,919,606 | 5,287,742 | (1,055,725 | ) | (281,281 | ) | 17,870,342 | 202,187 | (30,099 | ) | — | |||||||||||||||||||||||||||||
Voya Large-Cap Growth Fund — Class R6 | 3,609,572 | 1,201,566 | (279,562 | ) | 439,169 | 4,970,745 | — | 514 | — | |||||||||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio — Class I | 3,460,453 | 460,899 | (208,494 | ) | (24,390 | ) | 3,688,468 | 39,591 | (541 | ) | — | |||||||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class R6 | 734,510 | 762,462 | (74,903 | ) | 57,302 | 1,479,371 | — | 18,989 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund — Class I | 2,184,565 | 1,539,308 | (188,057 | ) | 181,963 | 3,717,779 | — | 1,884 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | 1,439,808 | 82,454 | (158,755 | ) | 97,437 | 1,460,944 | — | 3,206 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager International Factors Fund — Class I | 2,869,187 | 165,889 | (303,866 | ) | 244,659 | 2,975,869 | — | 8,973 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 719,850 | 740,214 | (114,774 | ) | 134,290 | 1,479,580 | — | 3,350 | — | |||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 6,237,158 | 771,342 | (1,659,181 | ) | (150,882 | ) | 5,198,437 | 78,055 | (48,870 | ) | — | |||||||||||||||||||||||||||||
Voya U.S. High Dividend Low Volatility Fund — Class R6 | 3,911,555 | 387,394 | (1,833,539 | ) | 171,311 | 2,636,721 | 29,549 | 330,959 | — | |||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 9,949,752 | 2,169,552 | (2,797,358 | ) | 1,289,819 | 10,611,765 | — | 260,265 | — | |||||||||||||||||||||||||||||||
$ | 60,953,194 | $ | 15,107,203 | $ | (9,405,854 | ) | $ | 2,153,019 | $ | 68,807,562 | $ | 586,974 | $ | 545,873 | $ | — |
Cost for federal income tax purposes was $65,399,961. | |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 9,365,695 | ||
Gross Unrealized Depreciation | (19,216 | ) | ||
Net Unrealized Appreciation | $ | 9,346,479 |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 8.4% | ||||||||||||||
54,674 | iShares MSCI Eurozone ETF | $ | 2,698,162 | 1.9 | ||||||||||
11,986 | iShares Russell 2000 ETF | 2,749,229 | 2.0 | |||||||||||
46,158 | Vanguard Value ETF | 6,344,878 | 4.5 | |||||||||||
Total Exchange-Traded Funds (Cost $9,339,302) | 11,792,269 | 8.4 | ||||||||||||
MUTUAL FUNDS: 91.6% | ||||||||||||||
Affiliated Investment Companies: 91.6% | ||||||||||||||
1,388,378 | Voya High Yield Bond Fund — Class R6 | 11,273,632 | 8.0 | |||||||||||
2,553,095 | Voya Intermediate Bond Fund — Class R6 | 26,501,130 | 18.9 | |||||||||||
172,493 | Voya Large-Cap Growth Fund — Class R6 | 10,773,910 | 7.7 | |||||||||||
272,049 | Voya Limited Maturity Bond Portfolio — Class I | 2,764,020 | 2.0 | |||||||||||
204,744 | Voya MidCap Opportunities Portfolio — Class R6 | 4,176,780 | 3.0 | |||||||||||
444,137 | Voya Multi-Manager Emerging Markets Equity Fund — Class I | 6,959,622 | 4.9 | |||||||||||
484,063 | Voya Multi-Manager International Equity Fund — Class I | 6,859,168 | 4.9 | |||||||||||
374,643 | Voya Multi-Manager International Factors Fund — Class I | 4,184,764 | 3.0 | |||||||||||
359,458 | Voya Multi-Manager Mid Cap Value Fund — Class I | 4,158,924 | 2.9 | |||||||||||
506,824 | Voya U.S. Bond Index Portfolio — Class I | 5,564,926 | 4.0 | |||||||||||
1,885,882 | Voya U.S. Stock Index Portfolio — Class I | 41,112,223 | 29.3 | |||||||||||
308,068 | Voya Large Cap Value Portfolio — Class R6 | 4,158,925 | 3.0 | |||||||||||
Total Mutual Funds (Cost $103,509,073) | 128,488,024 | 91.6 | ||||||||||||
Total Investments in Securities (Cost $112,848,375) | $ | 140,280,293 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 25,341 | 0.0 | ||||||||||||
Net Assets | $ | 140,305,634 | 100.0 |
Sub Asset Class | Moderate | |||||
---|---|---|---|---|---|---|
US Large Blend | 29.0 | % | ||||
US Large Growth | 7.5 | % | ||||
US Large Value | 7.5 | % | ||||
US Mid Cap Blend | 6.0 | % | ||||
US Small Cap | 2.0 | % | ||||
International | 10.0 | % | ||||
Emerging Markets | 5.0 | % | ||||
Core Fixed Income | 23.0 | % | ||||
High Yield | 8.0 | % | ||||
International Bonds | — | |||||
TIPS | — | |||||
Short Duration | 2.0 | % | ||||
Total Equity | 67.0 | % | ||||
Total Fixed Income | 33.0 | % | ||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Exchange-Traded Funds | $ | 11,792,269 | $ | — | $ | — | $ | 11,792,269 | |||||||||||||
Mutual Funds | 128,488,024 | — | — | 128,488,024 | |||||||||||||||||
Total Investments, at fair value | $ | 140,280,293 | $ | — | $ | — | $ | 140,280,293 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/20 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/21 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya High Yield Bond Fund — Class R6 | $ | 10,457,305 | $ | 1,203,866 | $ | (483,821 | ) | $ | 96,282 | $ | 11,273,632 | $ | 265,164 | $ | 515 | $ | — | |||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 22,029,769 | 6,076,956 | (1,140,285 | ) | (465,310 | ) | 26,501,130 | 308,901 | (33,974 | ) | — | |||||||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class R6 | — | 4,226,224 | (122,777 | ) | 55,478 | 4,158,925 | — | 1,398 | — | |||||||||||||||||||||||||||||||
Voya Large-Cap Growth Fund — Class R6 | 8,754,594 | 1,484,468 | (467,244 | ) | 1,002,092 | 10,773,910 | — | 1,335 | — | |||||||||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio — Class I | 2,581,439 | 322,149 | (121,321 | ) | (18,247 | ) | 2,764,020 | 29,409 | (237 | ) | — | |||||||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class R6 | 2,741,184 | 1,409,242 | (149,572 | ) | 175,926 | 4,176,780 | — | 94,149 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund — Class I | 5,434,029 | 2,871,268 | (1,763,056 | ) | 417,381 | 6,959,622 | — | (10,743 | ) | — | ||||||||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | 6,715,572 | 251,795 | (536,685 | ) | 428,486 | 6,859,168 | — | 37,754 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager International Factors Fund — Class I | 4,014,462 | 90,421 | (264,110 | ) | 343,991 | 4,184,764 | — | 10,365 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 2,685,974 | 1,301,451 | (329,909 | ) | 501,408 | 4,158,924 | — | 3,595 | — | |||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 6,462,460 | 658,097 | (1,393,536 | ) | (162,095 | ) | 5,564,926 | 81,315 | (41,975 | ) | — | |||||||||||||||||||||||||||||
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 | 804,280 | (4,145,071 | ) | 4,806,224 | 41,112,223 | — | 924,712 | — | |||||||||||||||||||||||||||||||
$ | 115,419,163 | $ | 21,123,639 | $ | (14,755,718 | ) | $ | 6,700,940 | $ | 128,488,024 | $ | 714,647 | $ | 1,924,013 | $ | — |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | 336,773 | ||||
Interest rate contracts | 47,735 | |||||
Total | $ | 384,508 | ||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (46,714 | ) | |||
Interest rate contracts | 1,065 | |||||
Total | $ | (45,649 | ) |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $114,658,454. | |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 25,693,281 | ||
Gross Unrealized Depreciation | (71,442 | ) | ||
Net Unrealized Appreciation | $ | 25,621,839 |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 11.0% | ||||||||||||||
60,313 | iShares MSCI Eurozone ETF | $ | 2,976,447 | 1.9 | ||||||||||
40,354 | iShares Russell 2000 ETF | 9,255,997 | 6.0 | |||||||||||
34,179 | Vanguard Value ETF | 4,698,245 | 3.1 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $12,653,107) | 16,930,689 | 11.0 | ||||||||||||
MUTUAL FUNDS: 89.0% | ||||||||||||||
Affiliated Investment Companies: 89.0% | ||||||||||||||
1,146,383 | Voya High Yield Bond Fund — Class R6 | 9,308,632 | 6.0 | |||||||||||
1,479,379 | Voya Intermediate Bond Fund — Class R6 | 15,355,953 | 9.9 | |||||||||||
127,002 | Voya Large-Cap Growth Fund — Class R6 | 7,932,524 | 5.1 | |||||||||||
377,827 | Voya MidCap Opportunities Portfolio — Class R6 | 7,707,671 | 5.0 | |||||||||||
586,038 | Voya Multi-Manager Emerging Markets Equity Fund — Class I | 9,183,213 | 6.0 | |||||||||||
1,067,628 | Voya Multi-Manager International Equity Fund — Class I | 15,128,292 | 9.8 | |||||||||||
411,942 | Voya Multi-Manager International Factors Fund — Class I | 4,601,395 | 3.0 | |||||||||||
659,678 | Voya Multi-Manager Mid Cap Value Fund — Class I | 7,632,474 | 4.9 | |||||||||||
2,643,173 | Voya U.S. Stock Index Portfolio — Class I | 57,621,171 | 37.3 | |||||||||||
223,071 | Voya Large Cap Value Portfolio — Class R6 | 3,011,455 | 2.0 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $103,799,013) | 137,482,780 | 89.0 | ||||||||||||
Total Investments in Securities (Cost $116,452,120) | $ | 154,413,469 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 46,643 | 0.0 | ||||||||||||
Net Assets | $ | 154,460,112 | 100.0 |
Sub Asset Class | Growth | |||||
---|---|---|---|---|---|---|
US Large Blend | 37.0 | % | ||||
US Large Growth | 5.0 | % | ||||
US Large Value | 5.0 | % | ||||
US Mid Cap Blend | 10.0 | % | ||||
US Small Cap | 6.0 | % | ||||
International | 15.0 | % | ||||
Emerging Markets | 6.0 | % | ||||
Core Fixed Income | 10.0 | % | ||||
High Yield | 6.0 | % | ||||
International Bonds | — | |||||
TIPS | — | |||||
Short Duration | — | |||||
Total Equity | 84.0 | % | ||||
Total Fixed Income | 16.0 | % | ||||
Total | 100.0 | % |
(1) | As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Exchange-Traded Funds | $ | 16,930,689 | $ | — | $ | — | $ | 16,930,689 | |||||||||||||
Mutual Funds | 137,482,780 | — | — | 137,482,780 | |||||||||||||||||
Total Investments, at fair value | $ | 154,413,469 | $ | — | $ | — | $ | 154,413,469 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/20 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2021 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya High Yield Bond Fund — Class R6 | $ | 8,420,497 | $ | 1,283,847 | $ | (475,922 | ) | $ | 80,210 | $ | 9,308,632 | $ | 218,884 | $ | 208 | $ | — | |||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 13,918,526 | 2,564,152 | (821,758 | ) | (304,967 | ) | 15,355,953 | 190,039 | (28,208 | ) | — | |||||||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class R6 | — | 3,113,779 | (142,395 | ) | 40,071 | 3,011,455 | — | 1,843 | — | |||||||||||||||||||||||||||||||
Voya Large-Cap Growth Fund — Class R6 | 7,229,913 | 413,804 | (501,547 | ) | 790,354 | 7,932,524 | — | 13,662 | — | |||||||||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class R6 | 5,885,927 | 1,678,187 | (386,372 | ) | 529,929 | 7,707,671 | — | 53,524 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund — Class I | 7,292,406 | 3,380,728 | (2,056,627 | ) | 566,706 | 9,183,213 | — | (15,840 | ) | — | ||||||||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | 12,984,528 | 2,164,051 | (919,029 | ) | 898,742 | 15,128,292 | — | 19,675 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager International Factors Fund — Class I | 5,748,634 | 176,344 | (1,395,570 | ) | 71,987 | 4,601,395 | — | 426,954 | — | |||||||||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 5,767,441 | 1,396,015 | (633,849 | ) | 1,102,867 | 7,632,474 | — | 3,235 | — | |||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 50,965,887 | 2,948,616 | (3,822,836 | ) | 7,529,504 | 57,621,171 | — | 149,979 | — | |||||||||||||||||||||||||||||||
$ | 118,213,759 | $ | 19,119,523 | $ | (11,155,905 | ) | $ | 11,305,403 | $ | 137,482,780 | $ | 408,923 | $ | 625,032 | $ | — |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | 219,243 | ||||
Total | $ | 219,243 | ||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (33,116 | ) | |||
Total | $ | (33,116 | ) |
Cost for federal income tax purposes was $118,246,259. | |
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 36,246,020 | ||
Gross Unrealized Depreciation | (78,810 | ) | ||
Net Unrealized Appreciation | $ | 36,167,210 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE | |
VPSAR-SAIS (0621-081621) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Strategic Allocation Portfolios, Inc. | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 2, 2021
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: September 2, 2021 | ||
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: September 2, 2021 |